Journal of Liaoning Petrochemical University
  Journals
  Publication Years
  Keywords
Search within results Open Search
Please wait a minute...
For Selected: Toggle Thumbnails
Observers Design for a Class of Switched Singular Systems
YAO Cai-lian, WANG Tao
Abstract391)      PDF (1018KB)(274)      
 
The observer designing for a type of switched linear singular systems was discussed. Firstly, the sub-observer of the No.i sub-systems was designed, then when the No.i sub-systems was activated, the observer of switched singular systems can be formed by using the No.i sub-observer. If lingering time of full-dimensional observer whose each sub-system is checked is enough, state estimate error can converge to zero. In some case, state estimate error converge to zero by exponent under any switching.
2011, 31 (1): 50-53. DOI: 10.3696/j.issn.1672-6952.2011.01.014
ARCH-Type Models and Its Application of the Return Volatility in Shanghai Stock Exchange Index
YAO Cai-lian, WANG Tao
Abstract333)      PDF (177KB)(360)      
ARCH model, GARCH model and GARCH-M model were introduced, and the character of ARCH-type model was analyzed. Shanghai stock market composite price index was regarded as the main study object, and the time vary of return rate on Shanghai stock market composite price index was analyzed by using the ARCH model and the statistic software Eviews. The empirical conclusion indicates that GARCH(1,1) model can fit the volatility of return rate in Shanghai stock market, such as volatility clustering, long-memory character and so on; GARCH(1,1)-M can also describe the relation between risks and return in stock markets.
2009, 29 (3): 89-92.