The autocorrelation function describing the linear dependence is not suitable for description of residual dependence of the regime-switching models. In this contribution, inspired by Rakonczai ([20]), we will model the residual dependence of the regime-switching models (SETAR, LSTAR and ESTAR) with the autocopulas (Archimedean, EV and their convex combinations) and construct improved quality models for the original real time series.
Nous introduisons pour les systèmes linéaires constants les reconstructeurs intégraux et les correcteurs proportionnels-intégraux généralisés, qui permettent d’éviter le terme dérivé du PID classique et, plus généralement, les observateurs asymptotiques usuels. Notre approche, de nature essentiellement algébrique, fait appel à la théorie des modules et au calcul opérationnel de Mikusiński. Plusieurs exemples sont examinés.
For constant linear systems we are introducing integral reconstructors and generalized proportional-integral controllers, which permit to bypass the derivative term in the classic PID controllers and more generally the usual asymptotic observers. Our approach, which is mainly of algebraic flavour, is based on the module-theoretic framework for linear systems and on operational calculus in Mikusiński's setting. Several examples are discussed.
A corrected version of [P. Grabowski and F.M. Callier, ESAIM: COCV12 (2006) 169–197], Theorem 4.1, p. 186, and Example, is given.
The paper presents selected aspects of evolutionary sets of safe ship trajectories-a method which applies evolutionary algorithms and some of the assumptions of game theory to solving ship encounter situations. For given positions and motion parameters of the ships, the method finds a near optimal set of safe trajectories of all ships involved in an encounter. The method works in real time and the solutions must be returned within one minute, which enforces speeding up the optimisation process....
The left-invariant sub-Riemannian problem on the group of motions (rototranslations) of a plane SE(2) is considered. In the previous works [Moiseev and Sachkov, ESAIM: COCV, DOI: 10.1051/cocv/2009004; Sachkov, ESAIM: COCV, DOI: 10.1051/cocv/2009031], extremal trajectories were defined, their local and global optimality were studied. In this paper the global structure of the exponential mapping is described. On this basis an explicit characterization of the cut locus and Maxwell set is obtained....
The left-invariant sub-Riemannian problem on the group of motions (rototranslations) of a plane SE(2) is considered. In the previous works [Moiseev and Sachkov, ESAIM: COCV, DOI: 10.1051/cocv/2009004; Sachkov, ESAIM: COCV, DOI: 10.1051/cocv/2009031], extremal trajectories were defined, their local and global optimality were studied. In this paper the global structure of the exponential mapping is described. On this basis an explicit characterization of the cut locus and Maxwell set is obtained....
The Special Issue of Kybernetika is devoted to the publication of selected peer-reviewed articles submitted by the participants of the Czech-Japanese Seminar in Applied Mathematics 2008 which took place on September 1-7, 2008 in Takachi-ho and Miyazaki, Japan. The Czech-Japanese Seminar in Applied Mathematics 2008 was organized by the Department of Applied Physics, Faculty of Engineering, University of Miyazaki. It was the fourth meeting in the series of the Czech-Japanese Seminars in Applied Mathematics....