This paper explores multiple model adaptive estimation(MMAE) method, and with it, proposes a novel filtering algorithm. The proposed algorithm is an improved Kalman filter— multiple model adaptive estimation unscente...This paper explores multiple model adaptive estimation(MMAE) method, and with it, proposes a novel filtering algorithm. The proposed algorithm is an improved Kalman filter— multiple model adaptive estimation unscented Kalman filter(MMAE-UKF) rather than conventional Kalman filter methods,like the extended Kalman filter(EKF) and the unscented Kalman filter(UKF). UKF is used as a subfilter to obtain the system state estimate in the MMAE method. Single model filter has poor adaptability with uncertain or unknown system parameters,which the improved filtering method can overcome. Meanwhile,this algorithm is used for integrated navigation system of strapdown inertial navigation system(SINS) and celestial navigation system(CNS) by a ballistic missile's motion. The simulation results indicate that the proposed filtering algorithm has better navigation precision, can achieve optimal estimation of system state, and can be more flexible at the cost of increased computational burden.展开更多
In this paper, we present an adaptive neuro-fuzzy controller design for a class of uncertain nonholonomic systems in the perturbed chained form with unknown virtual control coefficients and strong drift nonlinearities...In this paper, we present an adaptive neuro-fuzzy controller design for a class of uncertain nonholonomic systems in the perturbed chained form with unknown virtual control coefficients and strong drift nonlinearities. The robust adaptive neuro-fuzzy control laws are developed using state scaling and backstepping. Semiglobal uniform ultimate bound-edness of all the signals in the closed-loop are guaranteed, and the system states are proven to converge to a small neigh-borhood of zero. The control performance of the closed-loop system is guaranteed by appropriately choosing the design parameters. By using fuzzy logic approximation, the proposed control is free of control singularity problem. An adaptive control-based switching strategy is proposed to overcome the uncontrollability problem associated with x 0 (t 0 ) = 0.展开更多
While a large number of studies have been reported in the literature with reference to the use of Regression model and Artificial Neural Network (ANN) models in predicting stock prices in western countries, the Chines...While a large number of studies have been reported in the literature with reference to the use of Regression model and Artificial Neural Network (ANN) models in predicting stock prices in western countries, the Chinese stock market is much less studied. Note that the latter is growing rapidly, will overtake USA one in 20 - 30 years time and thus be-comes a very important place for investors worldwide. In this paper, an attempt is made at predicting the Shanghai Composite Index returns and price volatility, on a daily and weekly basis. In the paper, two different types of prediction models, namely the Regression and Neural Network models are used for the prediction task and multiple technical indicators are included in the models as inputs. The performances of the two models are compared and evaluated in terms of di- rectional accuracy. Their performances are also rigorously compared in terms of economic criteria like annualized return rate (ARR) from simulated trading. In this paper, both trading with and without short selling has been consid- ered, and the results show in most cases, trading with short selling leads to higher profits. Also, both the cases with and without commission costs are discussed to show the effects of commission costs when the trading systems are in actual use.展开更多
This paper presents new trading models for the stock market and test whether they are able to consistently generate excess returns from the Singapore Exchange (SGX). Instead of conventional ways of modeling stock pric...This paper presents new trading models for the stock market and test whether they are able to consistently generate excess returns from the Singapore Exchange (SGX). Instead of conventional ways of modeling stock prices, we construct models which relate the market indicators to a trading decision directly. Furthermore, unlike a reversal trading system or a binary system of buy and sell, we allow three modes of trades, namely, buy, sell or stand by, and the stand-by case is important as it caters to the market conditions where a model does not produce a strong signal of buy or sell. Linear trading models are firstly developed with the scoring technique which weights higher on successful indicators, as well as with the Least Squares technique which tries to match the past perfect trades with its weights. The linear models are then made adaptive by using the forgetting factor to address market changes. Because stock markets could be highly nonlinear sometimes, the Random Forest is adopted as a nonlinear trading model, and improved with Gradient Boosting to form a new technique—Gradient Boosted Random Forest. All the models are trained and evaluated on nine stocks and one index, and statistical tests such as randomness, linear and nonlinear correlations are conducted on the data to check the statistical significance of the inputs and their relation with the output before a model is trained. Our empirical results show that the proposed trading methods are able to generate excess returns compared with the buy-and-hold strategy.展开更多
This study presents a new perspective for autonomous mobile robots path searching by proposing a biasing direction towards causal entropy maximisation during random tree generation.Maximum entropy-biased rapidly-explo...This study presents a new perspective for autonomous mobile robots path searching by proposing a biasing direction towards causal entropy maximisation during random tree generation.Maximum entropy-biased rapidly-exploring random tree(ME-RRT)is proposed where the searching direction is computed from random path sampling and path integral approximation,and the direction is incorporated into the existing rapidly-exploring random tree(RRT)planner.Properties of ME-RRT including degenerating conditions and additional time complexity are also discussed.The performance of the proposed approach is studied,and the results are compared with conventional RRT/RRT*and goal-biased approach in 2D/3D scenarios.Simulations show that trees are generated efficiently with fewer iteration numbers,and the success rate within limited iterations has been greatly improved in complex environments.展开更多
The necessity of improving the air traffic and reducing the aviation emissions drives to investigate automatic steering for aircraft to effectively roll on the ground. This paper addresses the path following control p...The necessity of improving the air traffic and reducing the aviation emissions drives to investigate automatic steering for aircraft to effectively roll on the ground. This paper addresses the path following control problem of aircraft-on-ground and focuses on the task that the aircraft is required to follow the desired path on the runway by nose wheel automatic steering. The proposed approach is based on dynamical adaptive backstepping so that the system model does not have to be transformed into a canonical triangular form which is necessary in conventional backstepping design. This adaptive controller performs well despite the lack of information on the aerodynamic load and the tire cornering stiffness parameters. Simulation results clearly demonstrate the advantages and effectiveness of the proposed approach.展开更多
基金supported by the National Basic Research Program of China(973Program)(2014CB744206)
文摘This paper explores multiple model adaptive estimation(MMAE) method, and with it, proposes a novel filtering algorithm. The proposed algorithm is an improved Kalman filter— multiple model adaptive estimation unscented Kalman filter(MMAE-UKF) rather than conventional Kalman filter methods,like the extended Kalman filter(EKF) and the unscented Kalman filter(UKF). UKF is used as a subfilter to obtain the system state estimate in the MMAE method. Single model filter has poor adaptability with uncertain or unknown system parameters,which the improved filtering method can overcome. Meanwhile,this algorithm is used for integrated navigation system of strapdown inertial navigation system(SINS) and celestial navigation system(CNS) by a ballistic missile's motion. The simulation results indicate that the proposed filtering algorithm has better navigation precision, can achieve optimal estimation of system state, and can be more flexible at the cost of increased computational burden.
文摘In this paper, we present an adaptive neuro-fuzzy controller design for a class of uncertain nonholonomic systems in the perturbed chained form with unknown virtual control coefficients and strong drift nonlinearities. The robust adaptive neuro-fuzzy control laws are developed using state scaling and backstepping. Semiglobal uniform ultimate bound-edness of all the signals in the closed-loop are guaranteed, and the system states are proven to converge to a small neigh-borhood of zero. The control performance of the closed-loop system is guaranteed by appropriately choosing the design parameters. By using fuzzy logic approximation, the proposed control is free of control singularity problem. An adaptive control-based switching strategy is proposed to overcome the uncontrollability problem associated with x 0 (t 0 ) = 0.
文摘While a large number of studies have been reported in the literature with reference to the use of Regression model and Artificial Neural Network (ANN) models in predicting stock prices in western countries, the Chinese stock market is much less studied. Note that the latter is growing rapidly, will overtake USA one in 20 - 30 years time and thus be-comes a very important place for investors worldwide. In this paper, an attempt is made at predicting the Shanghai Composite Index returns and price volatility, on a daily and weekly basis. In the paper, two different types of prediction models, namely the Regression and Neural Network models are used for the prediction task and multiple technical indicators are included in the models as inputs. The performances of the two models are compared and evaluated in terms of di- rectional accuracy. Their performances are also rigorously compared in terms of economic criteria like annualized return rate (ARR) from simulated trading. In this paper, both trading with and without short selling has been consid- ered, and the results show in most cases, trading with short selling leads to higher profits. Also, both the cases with and without commission costs are discussed to show the effects of commission costs when the trading systems are in actual use.
文摘This paper presents new trading models for the stock market and test whether they are able to consistently generate excess returns from the Singapore Exchange (SGX). Instead of conventional ways of modeling stock prices, we construct models which relate the market indicators to a trading decision directly. Furthermore, unlike a reversal trading system or a binary system of buy and sell, we allow three modes of trades, namely, buy, sell or stand by, and the stand-by case is important as it caters to the market conditions where a model does not produce a strong signal of buy or sell. Linear trading models are firstly developed with the scoring technique which weights higher on successful indicators, as well as with the Least Squares technique which tries to match the past perfect trades with its weights. The linear models are then made adaptive by using the forgetting factor to address market changes. Because stock markets could be highly nonlinear sometimes, the Random Forest is adopted as a nonlinear trading model, and improved with Gradient Boosting to form a new technique—Gradient Boosted Random Forest. All the models are trained and evaluated on nine stocks and one index, and statistical tests such as randomness, linear and nonlinear correlations are conducted on the data to check the statistical significance of the inputs and their relation with the output before a model is trained. Our empirical results show that the proposed trading methods are able to generate excess returns compared with the buy-and-hold strategy.
文摘This study presents a new perspective for autonomous mobile robots path searching by proposing a biasing direction towards causal entropy maximisation during random tree generation.Maximum entropy-biased rapidly-exploring random tree(ME-RRT)is proposed where the searching direction is computed from random path sampling and path integral approximation,and the direction is incorporated into the existing rapidly-exploring random tree(RRT)planner.Properties of ME-RRT including degenerating conditions and additional time complexity are also discussed.The performance of the proposed approach is studied,and the results are compared with conventional RRT/RRT*and goal-biased approach in 2D/3D scenarios.Simulations show that trees are generated efficiently with fewer iteration numbers,and the success rate within limited iterations has been greatly improved in complex environments.
基金the National Nature Science Foundation for Distinguished Young Scholars of China(Grant No.50825502)
文摘The necessity of improving the air traffic and reducing the aviation emissions drives to investigate automatic steering for aircraft to effectively roll on the ground. This paper addresses the path following control problem of aircraft-on-ground and focuses on the task that the aircraft is required to follow the desired path on the runway by nose wheel automatic steering. The proposed approach is based on dynamical adaptive backstepping so that the system model does not have to be transformed into a canonical triangular form which is necessary in conventional backstepping design. This adaptive controller performs well despite the lack of information on the aerodynamic load and the tire cornering stiffness parameters. Simulation results clearly demonstrate the advantages and effectiveness of the proposed approach.
