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Based on control theory for a class of chaotic system synchronization financial analysis

Author: YinBangYong
Tutor: FuQiang
School: Chongqing University
Course: Applied Mathematics
Keywords: Chaos Synchronization control Financial chaotic system Simulation
CLC: O415.5
Type: Master's thesis
Year: 2009
Downloads: 109
Quote: 0
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Abstract


Financial system is composed of a large number of elements , open, far from equilibrium extremely complex nonlinear system . In this non-linear system, along with changes in various parameters , the system state of motion arising from the chaotic state because instability is quite a common phenomenon , therefore , the simultaneous development of the financial system is one of many economists face a real problem . In this thesis, chaos synchronization control problem for a brief introduction , on the basis of the existing synchronization control , do the following some innovative work . ( 1 ) Paper for a type of financial chaos system , propose a partial state variable as the transmitted signal global exponential synchronization of chaotic systems . This method will drive system and response system error system is divided into two different parts , the application of the stability theory of differential equations theory , the system is analyzed by a locally exponentially stable exponential synchronization needed to achieve the overall condition , and through a system of financial chaos Chen chaotic system and numerical simulation validate its feasibility. The results show that the response of the drive system and part of the system state variables index synchronization , under certain conditions , the system can achieve global index synchronization. ( 2 ) thesis on Lyapunov stability theory as the theoretical basis for Liu chaotic system , using matrix equations and Lipschitz condition , constructed containing linear and nonlinear two parts , an adaptive controller, the linear part of the drive system and changes in response to the error state of the system configuration, is a nonlinear adaptive controller . Papers start feasibility of this method is analyzed theoretically , and then analyzed by numerical simulation experiment , the results show that the method is simple in principle , designed to facilitate , in a short time to make the drive system and response system to achieve synchronization. Accordingly , the controller designed using this method is very effective .

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CLC: > Mathematical sciences and chemical > Physics > Theoretical Physics > Nonlinear physics > Chaos Theory
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