نتایج جستجو برای: time variant and time invariant efficiencies
تعداد نتایج: 17018088 فیلتر نتایج به سال:
abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...
a common method to determine the order of minimal realization of a continuous linear time invariant descriptor system is to decompose it into slow and fast subsystems using the weierstrass canonical form. the weierstrass decomposition should be avoided because it is generally an ill-conditioned problem that requires many complex calculations especially for high-dimensional systems. the present ...
for the first time nakayama introduced qf-ring. in 1967 carl. faith and elbert a. walker showed that r is qf-ring if and only if each injective right r-module is projective if and only if each injective left r-modules is projective. in 1987 s.k.jain and s.r.lopez-permouth proved that every ring homomorphic images of r has the property that each cyclic s-module is essentialy embeddable in dire...
this paper presents h∞ control problem for input-delayed systems. a neutral system approach is considered to the design of pd controller for input delay systems in presence of uncertain time-invariant delay. using this approach, the resulting closed-loop system turns into a specific time-delay system of neutral type. the significant specification of this neutral system is that its delayed coeff...
adolescents and young adults and their problems is an issue whose importance is obvious to anyone because youth are the founders of our countrys future and requires proper planning to be on leisure. given the importance of leisure,this study to investigate needs assessment and planning how adolescents and young adults spend their leisure time in urban of case study of high school girls and boys...
the history of plant’s used for mankind is as old as the start of humankind. initially, people used plants for their nutritional proposes but after the discovery of medicinal properties, this natural ?ora became a useful source of disease cure and health improvement across various human communities. berberis vulgaris is one of the medicinal plants used in iranian traditional medicine. berberis ...
Seismic signals are characterized by strong excitations, short durations, non-linearity and non-stationarity having both the amplitude and frequency content vary as a function of the recorded time. Various classical detection and estimation techniques, like the time-frequency representations and the Fourier-based techniques have been used to analyze such signals, but these techniques have varie...
A new approach for pole placement of nonlinear systems using state feedback and fuzzy system is proposed. We use a new online fuzzy training method to identify and to obtain a fuzzy model for the unknown nonlinear system using only the system input and output. Then, we linearized this identified model at each sampling time to have an approximate linear time varying system. In order to stabilize...
We present conditions, some necessary and some suucient, valid under weak assumptions , for robust stability and uniform robust stability of uncertain linear time-invariant systems with linear time-invariant uncertainties that are block-diagonal, with known frequency-dependent norm bounds on the diagonal blocks. Small-theorems with frequency-independent uncertainty bounds are recovered as speci...
Aiming at an automated bond graph based determination of unnormalized frequency domain sensitivities in symbolic form Borutzky and Granda proposed the systematic construction of a so-called incremental bond graph from an initial bond graph for the increments ðDeÞðtÞ, ðDf ÞðtÞ of power variables eðtÞ and f ðtÞ associated with each bond. This paper shows that the incremental bond graph can serve ...
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