Linear theory for filtering nonlinear multiscale systems with model error.
Berry, Tyrus; Harlim, John
2014-07-08
In this paper, we study filtering of multiscale dynamical systems with model error arising from limitations in resolving the smaller scale processes. In particular, the analysis assumes the availability of continuous-time noisy observations of all components of the slow variables. Mathematically, this paper presents new results on higher order asymptotic expansion of the first two moments of a conditional measure. In particular, we are interested in the application of filtering multiscale problems in which the conditional distribution is defined over the slow variables, given noisy observation of the slow variables alone. From the mathematical analysis, we learn that for a continuous time linear model with Gaussian noise, there exists a unique choice of parameters in a linear reduced model for the slow variables which gives the optimal filtering when only the slow variables are observed. Moreover, these parameters simultaneously give the optimal equilibrium statistical estimates of the underlying system, and as a consequence they can be estimated offline from the equilibrium statistics of the true signal. By examining a nonlinear test model, we show that the linear theory extends in this non-Gaussian, nonlinear configuration as long as we know the optimal stochastic parametrization and the correct observation model. However, when the stochastic parametrization model is inappropriate, parameters chosen for good filter performance may give poor equilibrium statistical estimates and vice versa; this finding is based on analytical and numerical results on our nonlinear test model and the two-layer Lorenz-96 model. Finally, even when the correct stochastic ansatz is given, it is imperative to estimate the parameters simultaneously and to account for the nonlinear feedback of the stochastic parameters into the reduced filter estimates. In numerical experiments on the two-layer Lorenz-96 model, we find that the parameters estimated online , as part of a filtering
Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter
DEFF Research Database (Denmark)
Andreasen, Martin Møller
This paper shows how non-linear DSGE models with potential non-normal shocks can be estimated by Quasi-Maximum Likelihood based on the Central Difference Kalman Filter (CDKF). The advantage of this estimator is that evaluating the quasi log-likelihood function only takes a fraction of a second....... The second contribution of this paper is to derive a new particle filter which we term the Mean Shifted Particle Filter (MSPFb). We show that the MSPFb outperforms the standard Particle Filter by delivering more precise state estimates, and in general the MSPFb has lower Monte Carlo variation in the reported...
Human visual modeling and image deconvolution by linear filtering
International Nuclear Information System (INIS)
Larminat, P. de; Barba, D.; Gerber, R.; Ronsin, J.
1978-01-01
The problem is the numerical restoration of images degraded by passing through a known and spatially invariant linear system, and by the addition of a stationary noise. We propose an improvement of the Wiener's filter to allow the restoration of such images. This improvement allows to reduce the important drawbacks of classical Wiener's filter: the voluminous data processing, the lack of consideration of the vision's characteristivs which condition the perception by the observer of the restored image. In a first paragraph, we describe the structure of the visual detection system and a modelling method of this system. In the second paragraph we explain a restoration method by Wiener filtering that takes the visual properties into account and that can be adapted to the local properties of the image. Then the results obtained on TV images or scintigrams (images obtained by a gamma-camera) are commented [fr
Raitoharju, Matti; Nurminen, Henri; Piché, Robert
2015-12-01
Indoor positioning based on wireless local area network (WLAN) signals is often enhanced using pedestrian dead reckoning (PDR) based on an inertial measurement unit. The state evolution model in PDR is usually nonlinear. We present a new linear state evolution model for PDR. In simulated-data and real-data tests of tightly coupled WLAN-PDR positioning, the positioning accuracy with this linear model is better than with the traditional models when the initial heading is not known, which is a common situation. The proposed method is computationally light and is also suitable for smoothing. Furthermore, we present modifications to WLAN positioning based on Gaussian coverage areas and show how a Kalman filter using the proposed model can be used for integrity monitoring and (re)initialization of a particle filter.
Kalman filtering and smoothing for linear wave equations with model error
International Nuclear Information System (INIS)
Lee, Wonjung; McDougall, D; Stuart, A M
2011-01-01
Filtering is a widely used methodology for the incorporation of observed data into time-evolving systems. It provides an online approach to state estimation inverse problems when data are acquired sequentially. The Kalman filter plays a central role in many applications because it is exact for linear systems subject to Gaussian noise, and because it forms the basis for many approximate filters which are used in high-dimensional systems. The aim of this paper is to study the effect of model error on the Kalman filter, in the context of linear wave propagation problems. A consistency result is proved when no model error is present, showing recovery of the true signal in the large data limit. This result, however, is not robust: it is also proved that arbitrarily small model error can lead to inconsistent recovery of the signal in the large data limit. If the model error is in the form of a constant shift to the velocity, the filtering and smoothing distributions only recover a partial Fourier expansion, a phenomenon related to aliasing. On the other hand, for a class of wave velocity model errors which are time dependent, it is possible to recover the filtering distribution exactly, but not the smoothing distribution. Numerical results are presented which corroborate the theory, and also propose a computational approach which overcomes the inconsistency in the presence of model error, by relaxing the model
Non-linear DSGE Models and The Central Difference Kalman Filter
DEFF Research Database (Denmark)
Andreasen, Martin Møller
This paper introduces a Quasi Maximum Likelihood (QML) approach based on the Cen- tral Difference Kalman Filter (CDKF) to estimate non-linear DSGE models with potentially non-Gaussian shocks. We argue that this estimator can be expected to be consistent and asymptotically normal for DSGE models...
Scargle, Jeffrey D.
1990-01-01
While chaos arises only in nonlinear systems, standard linear time series models are nevertheless useful for analyzing data from chaotic processes. This paper introduces such a model, the chaotic moving average. This time-domain model is based on the theorem that any chaotic process can be represented as the convolution of a linear filter with an uncorrelated process called the chaotic innovation. A technique, minimum phase-volume deconvolution, is introduced to estimate the filter and innovation. The algorithm measures the quality of a model using the volume covered by the phase-portrait of the innovation process. Experiments on synthetic data demonstrate that the algorithm accurately recovers the parameters of simple chaotic processes. Though tailored for chaos, the algorithm can detect both chaos and randomness, distinguish them from each other, and separate them if both are present. It can also recover nonminimum-delay pulse shapes in non-Gaussian processes, both random and chaotic.
Fast Kalman-like filtering for large-dimensional linear and Gaussian state-space models
Ait-El-Fquih, Boujemaa; Hoteit, Ibrahim
2015-01-01
This paper considers the filtering problem for linear and Gaussian state-space models with large dimensions, a setup in which the optimal Kalman Filter (KF) might not be applicable owing to the excessive cost of manipulating huge covariance matrices. Among the most popular alternatives that enable cheaper and reasonable computation is the Ensemble KF (EnKF), a Monte Carlo-based approximation. In this paper, we consider a class of a posteriori distributions with diagonal covariance matrices and propose fast approximate deterministic-based algorithms based on the Variational Bayesian (VB) approach. More specifically, we derive two iterative KF-like algorithms that differ in the way they operate between two successive filtering estimates; one involves a smoothing estimate and the other involves a prediction estimate. Despite its iterative nature, the prediction-based algorithm provides a computational cost that is, on the one hand, independent of the number of iterations in the limit of very large state dimensions, and on the other hand, always much smaller than the cost of the EnKF. The cost of the smoothing-based algorithm depends on the number of iterations that may, in some situations, make this algorithm slower than the EnKF. The performances of the proposed filters are studied and compared to those of the KF and EnKF through a numerical example.
Fast Kalman-like filtering for large-dimensional linear and Gaussian state-space models
Ait-El-Fquih, Boujemaa
2015-08-13
This paper considers the filtering problem for linear and Gaussian state-space models with large dimensions, a setup in which the optimal Kalman Filter (KF) might not be applicable owing to the excessive cost of manipulating huge covariance matrices. Among the most popular alternatives that enable cheaper and reasonable computation is the Ensemble KF (EnKF), a Monte Carlo-based approximation. In this paper, we consider a class of a posteriori distributions with diagonal covariance matrices and propose fast approximate deterministic-based algorithms based on the Variational Bayesian (VB) approach. More specifically, we derive two iterative KF-like algorithms that differ in the way they operate between two successive filtering estimates; one involves a smoothing estimate and the other involves a prediction estimate. Despite its iterative nature, the prediction-based algorithm provides a computational cost that is, on the one hand, independent of the number of iterations in the limit of very large state dimensions, and on the other hand, always much smaller than the cost of the EnKF. The cost of the smoothing-based algorithm depends on the number of iterations that may, in some situations, make this algorithm slower than the EnKF. The performances of the proposed filters are studied and compared to those of the KF and EnKF through a numerical example.
da Silva, Claudia Pereira; Emídio, Elissandro Soares; de Marchi, Mary Rosa Rodrigues
2015-01-01
This paper describes the validation of a method consisting of solid-phase extraction followed by gas chromatography-tandem mass spectrometry for the analysis of the ultraviolet (UV) filters benzophenone-3, ethylhexyl salicylate, ethylhexyl methoxycinnamate and octocrylene. The method validation criteria included evaluation of selectivity, analytical curve, trueness, precision, limits of detection and limits of quantification. The non-weighted linear regression model has traditionally been used for calibration, but it is not necessarily the optimal model in all cases. Because the assumption of homoscedasticity was not met for the analytical data in this work, a weighted least squares linear regression was used for the calibration method. The evaluated analytical parameters were satisfactory for the analytes and showed recoveries at four fortification levels between 62% and 107%, with relative standard deviations less than 14%. The detection limits ranged from 7.6 to 24.1 ng L(-1). The proposed method was used to determine the amount of UV filters in water samples from water treatment plants in Araraquara and Jau in São Paulo, Brazil. Copyright © 2014 Elsevier B.V. All rights reserved.
Quantized, piecewise linear filter network
DEFF Research Database (Denmark)
Sørensen, John Aasted
1993-01-01
A quantization based piecewise linear filter network is defined. A method for the training of this network based on local approximation in the input space is devised. The training is carried out by repeatedly alternating between vector quantization of the training set into quantization classes...... and equalization of the quantization classes linear filter mean square training errors. The equalization of the mean square training errors is carried out by adapting the boundaries between neighbor quantization classes such that the differences in mean square training errors are reduced...
Subramanian, Aneesh C.
2012-11-01
This paper investigates the role of the linear analysis step of the ensemble Kalman filters (EnKF) in disrupting the balanced dynamics in a simple atmospheric model and compares it to a fully nonlinear particle-based filter (PF). The filters have a very similar forecast step but the analysis step of the PF solves the full Bayesian filtering problem while the EnKF analysis only applies to Gaussian distributions. The EnKF is compared to two flavors of the particle filter with different sampling strategies, the sequential importance resampling filter (SIRF) and the sequential kernel resampling filter (SKRF). The model admits a chaotic vortical mode coupled to a comparatively fast gravity wave mode. It can also be configured either to evolve on a so-called slow manifold, where the fast motion is suppressed, or such that the fast-varying variables are diagnosed from the slow-varying variables as slaved modes. Identical twin experiments show that EnKF and PF capture the variables on the slow manifold well as the dynamics is very stable. PFs, especially the SKRF, capture slaved modes better than the EnKF, implying that a full Bayesian analysis estimates the nonlinear model variables better. The PFs perform significantly better in the fully coupled nonlinear model where fast and slow variables modulate each other. This suggests that the analysis step in the PFs maintains the balance in both variables much better than the EnKF. It is also shown that increasing the ensemble size generally improves the performance of the PFs but has less impact on the EnKF after a sufficient number of members have been used.
Subramanian, Aneesh C.; Hoteit, Ibrahim; Cornuelle, Bruce; Miller, Arthur J.; Song, Hajoon
2012-01-01
This paper investigates the role of the linear analysis step of the ensemble Kalman filters (EnKF) in disrupting the balanced dynamics in a simple atmospheric model and compares it to a fully nonlinear particle-based filter (PF). The filters have a very similar forecast step but the analysis step of the PF solves the full Bayesian filtering problem while the EnKF analysis only applies to Gaussian distributions. The EnKF is compared to two flavors of the particle filter with different sampling strategies, the sequential importance resampling filter (SIRF) and the sequential kernel resampling filter (SKRF). The model admits a chaotic vortical mode coupled to a comparatively fast gravity wave mode. It can also be configured either to evolve on a so-called slow manifold, where the fast motion is suppressed, or such that the fast-varying variables are diagnosed from the slow-varying variables as slaved modes. Identical twin experiments show that EnKF and PF capture the variables on the slow manifold well as the dynamics is very stable. PFs, especially the SKRF, capture slaved modes better than the EnKF, implying that a full Bayesian analysis estimates the nonlinear model variables better. The PFs perform significantly better in the fully coupled nonlinear model where fast and slow variables modulate each other. This suggests that the analysis step in the PFs maintains the balance in both variables much better than the EnKF. It is also shown that increasing the ensemble size generally improves the performance of the PFs but has less impact on the EnKF after a sufficient number of members have been used.
Vectorization of linear discrete filtering algorithms
Schiess, J. R.
1977-01-01
Linear filters, including the conventional Kalman filter and versions of square root filters devised by Potter and Carlson, are studied for potential application on streaming computers. The square root filters are known to maintain a positive definite covariance matrix in cases in which the Kalman filter diverges due to ill-conditioning of the matrix. Vectorization of the filters is discussed, and comparisons are made of the number of operations and storage locations required by each filter. The Carlson filter is shown to be the most efficient of the filters on the Control Data STAR-100 computer.
Compact Spectrometers Based on Linear Variable Filters
National Aeronautics and Space Administration — Demonstrate a linear-variable spectrometer with an H2RG array. Linear Variable Filter (LVF) spectrometers provide attractive resource benefits – high optical...
Linear Regression Based Real-Time Filtering
Directory of Open Access Journals (Sweden)
Misel Batmend
2013-01-01
Full Text Available This paper introduces real time filtering method based on linear least squares fitted line. Method can be used in case that a filtered signal is linear. This constraint narrows a band of potential applications. Advantage over Kalman filter is that it is computationally less expensive. The paper further deals with application of introduced method on filtering data used to evaluate a position of engraved material with respect to engraving machine. The filter was implemented to the CNC engraving machine control system. Experiments showing its performance are included.
Directory of Open Access Journals (Sweden)
Zeyu Shi
2017-01-01
Full Text Available Active power filter (APF is the most popular device in regulating power quality issues. Currently, most literatures ignored the impact of grid impedance and assumed the load voltage is ideal, which had not described the system accurately. In addition, the controllers applied PI control; thus it is hard to improve the compensation quality. This paper establishes a precise model which consists of APF, load, and grid impedance. The Bode diagram of traditional simplified model is obviously different with complete model, which means the descriptions of the system based on the traditional simplified model are inaccurate and incomplete. And then design exact feedback linearization and quasi-sliding mode control (FBL-QSMC is based on precise model in inner current loop. The system performances in different parameters are analyzed and dynamic performance of proposed algorithm is compared with traditional PI control algorithm. At last, simulations are taken in three cases to verify the performance of proposed control algorithm. The results proved that the proposed feedback linearization and quasi-sliding mode control algorithm has fast response and robustness; the compensation performance is superior to PI control obviously, which also means the complete modeling and proposed control algorithm are correct.
Searle, Shayle R
2012-01-01
This 1971 classic on linear models is once again available--as a Wiley Classics Library Edition. It features material that can be understood by any statistician who understands matrix algebra and basic statistical methods.
Signal Enhancement with Variable Span Linear Filters
DEFF Research Database (Denmark)
Benesty, Jacob; Christensen, Mads Græsbøll; Jensen, Jesper Rindom
This book introduces readers to the novel concept of variable span speech enhancement filters, and demonstrates how it can be used for effective noise reduction in various ways. Further, the book provides the accompanying Matlab code, allowing readers to easily implement the main ideas discussed....... Variable span filters combine the ideas of optimal linear filters with those of subspace methods, as they involve the joint diagonalization of the correlation matrices of the desired signal and the noise. The book shows how some well-known filter designs, e.g. the minimum distortion, maximum signal......-to-noise ratio, Wiener, and tradeoff filters (including their new generalizations) can be obtained using the variable span filter framework. It then illustrates how the variable span filters can be applied in various contexts, namely in single-channel STFT-based enhancement, in multichannel enhancement in both...
Signal enhancement with variable span linear filters
Benesty, Jacob; Jensen, Jesper R
2016-01-01
This book introduces readers to the novel concept of variable span speech enhancement filters, and demonstrates how it can be used for effective noise reduction in various ways. Further, the book provides the accompanying Matlab code, allowing readers to easily implement the main ideas discussed. Variable span filters combine the ideas of optimal linear filters with those of subspace methods, as they involve the joint diagonalization of the correlation matrices of the desired signal and the noise. The book shows how some well-known filter designs, e.g. the minimum distortion, maximum signal-to-noise ratio, Wiener, and tradeoff filters (including their new generalizations) can be obtained using the variable span filter framework. It then illustrates how the variable span filters can be applied in various contexts, namely in single-channel STFT-based enhancement, in multichannel enhancement in both the time and STFT domains, and, lastly, in time-domain binaural enhancement. In these contexts, the properties of ...
Signal Enhancement with Variable Span Linear Filters
DEFF Research Database (Denmark)
Benesty, Jacob; Christensen, Mads Græsbøll; Jensen, Jesper Rindom
. Variable span filters combine the ideas of optimal linear filters with those of subspace methods, as they involve the joint diagonalization of the correlation matrices of the desired signal and the noise. The book shows how some well-known filter designs, e.g. the minimum distortion, maximum signal...... the time and STFT domains, and, lastly, in time-domain binaural enhancement. In these contexts, the properties of these filters are analyzed in terms of their noise reduction capabilities and desired signal distortion, and the analyses are validated and further explored in simulations....
Time signal filtering by relative neighborhood graph localized linear approximation
DEFF Research Database (Denmark)
Sørensen, John Aasted
1994-01-01
A time signal filtering algorithm based on the relative neighborhood graph (RNG) used for localization of linear filters is proposed. The filter is constructed from a training signal during two stages. During the first stage an RNG is constructed. During the second stage, localized linear filters...
A family of quantization based piecewise linear filter networks
DEFF Research Database (Denmark)
Sørensen, John Aasted
1992-01-01
A family of quantization-based piecewise linear filter networks is proposed. For stationary signals, a filter network from this family is a generalization of the classical Wiener filter with an input signal and a desired response. The construction of the filter network is based on quantization...... of the input signal x(n) into quantization classes. With each quantization class is associated a linear filter. The filtering at time n is carried out by the filter belonging to the actual quantization class of x(n ) and the filters belonging to the neighbor quantization classes of x(n) (regularization......). This construction leads to a three-layer filter network. The first layer consists of the quantization class filters for the input signal. The second layer carries out the regularization between neighbor quantization classes, and the third layer constitutes a decision of quantization class from where the resulting...
Noise Reduction with Optimal Variable Span Linear Filters
DEFF Research Database (Denmark)
Jensen, Jesper Rindom; Benesty, Jacob; Christensen, Mads Græsbøll
2016-01-01
In this paper, the problem of noise reduction is addressed as a linear filtering problem in a novel way by using concepts from subspace-based enhancement methods, resulting in variable span linear filters. This is done by forming the filter coefficients as linear combinations of a number...... included in forming the filter. Using these concepts, a number of different filter designs are considered, like minimum distortion, Wiener, maximum SNR, and tradeoff filters. Interestingly, all these can be expressed as special cases of variable span filters. We also derive expressions for the speech...... demonstrate the advantages and properties of the variable span filter designs, and their potential performance gain compared to widely used speech enhancement methods....
Supervised scale-regularized linear convolutionary filters
DEFF Research Database (Denmark)
Loog, Marco; Lauze, Francois Bernard
2017-01-01
also be solved relatively efficient. All in all, the idea is to properly control the scale of a trained filter, which we solve by introducing a specific regularization term into the overall objective function. We demonstrate, on an artificial filter learning problem, the capabil- ities of our basic...
Decomposition of ECG by linear filtering.
Murthy, I S; Niranjan, U C
1992-01-01
A simple method is developed for the delineation of a given electrocardiogram (ECG) signal into its component waves. The properties of discrete cosine transform (DCT) are exploited for the purpose. The transformed signal is convolved with appropriate filters and the component waves are obtained by computing the inverse transform (IDCT) of the filtered signals. The filters are derived from the time signal itself. Analysis of continuous strips of ECG signals with various arrhythmias showed that the performance of the method is satisfactory both qualitatively and quantitatively. The small amplitude P wave usually had a high percentage rms difference (PRD) compared to the other large component waves.
Directory of Open Access Journals (Sweden)
Tanwiwat Jaikuna
2017-02-01
Full Text Available Purpose: To develop an in-house software program that is able to calculate and generate the biological dose distribution and biological dose volume histogram by physical dose conversion using the linear-quadratic-linear (LQL model. Material and methods : The Isobio software was developed using MATLAB version 2014b to calculate and generate the biological dose distribution and biological dose volume histograms. The physical dose from each voxel in treatment planning was extracted through Computational Environment for Radiotherapy Research (CERR, and the accuracy was verified by the differentiation between the dose volume histogram from CERR and the treatment planning system. An equivalent dose in 2 Gy fraction (EQD2 was calculated using biological effective dose (BED based on the LQL model. The software calculation and the manual calculation were compared for EQD2 verification with pair t-test statistical analysis using IBM SPSS Statistics version 22 (64-bit. Results: Two and three-dimensional biological dose distribution and biological dose volume histogram were displayed correctly by the Isobio software. Different physical doses were found between CERR and treatment planning system (TPS in Oncentra, with 3.33% in high-risk clinical target volume (HR-CTV determined by D90%, 0.56% in the bladder, 1.74% in the rectum when determined by D2cc, and less than 1% in Pinnacle. The difference in the EQD2 between the software calculation and the manual calculation was not significantly different with 0.00% at p-values 0.820, 0.095, and 0.593 for external beam radiation therapy (EBRT and 0.240, 0.320, and 0.849 for brachytherapy (BT in HR-CTV, bladder, and rectum, respectively. Conclusions : The Isobio software is a feasible tool to generate the biological dose distribution and biological dose volume histogram for treatment plan evaluation in both EBRT and BT.
Finite-Time H∞ Filtering for Linear Continuous Time-Varying Systems with Uncertain Observations
Directory of Open Access Journals (Sweden)
Huihong Zhao
2012-01-01
Full Text Available This paper is concerned with the finite-time H∞ filtering problem for linear continuous time-varying systems with uncertain observations and ℒ2-norm bounded noise. The design of finite-time H∞ filter is equivalent to the problem that a certain indefinite quadratic form has a minimum and the filter is such that the minimum is positive. The quadratic form is related to a Krein state-space model according to the Krein space linear estimation theory. By using the projection theory in Krein space, the finite-time H∞ filtering problem is solved. A numerical example is given to illustrate the performance of the H∞ filter.
Optimal linear filtering of Poisson process with dead time
International Nuclear Information System (INIS)
Glukhova, E.V.
1993-01-01
The paper presents a derivation of an integral equation defining the impulsed transient of optimum linear filtering for evaluation of the intensity of the fluctuating Poisson process with allowance for dead time of transducers
Non-linear and signal energy optimal asymptotic filter design
Directory of Open Access Journals (Sweden)
Josef Hrusak
2003-10-01
Full Text Available The paper studies some connections between the main results of the well known Wiener-Kalman-Bucy stochastic approach to filtering problems based mainly on the linear stochastic estimation theory and emphasizing the optimality aspects of the achieved results and the classical deterministic frequency domain linear filters such as Chebyshev, Butterworth, Bessel, etc. A new non-stochastic but not necessarily deterministic (possibly non-linear alternative approach called asymptotic filtering based mainly on the concepts of signal power, signal energy and a system equivalence relation plays an important role in the presentation. Filtering error invariance and convergence aspects are emphasized in the approach. It is shown that introducing the signal power as the quantitative measure of energy dissipation makes it possible to achieve reasonable results from the optimality point of view as well. The property of structural energy dissipativeness is one of the most important and fundamental features of resulting filters. Therefore, it is natural to call them asymptotic filters. The notion of the asymptotic filter is carried in the paper as a proper tool in order to unify stochastic and non-stochastic, linear and nonlinear approaches to signal filtering.
Faraway, Julian J
2014-01-01
A Hands-On Way to Learning Data AnalysisPart of the core of statistics, linear models are used to make predictions and explain the relationship between the response and the predictors. Understanding linear models is crucial to a broader competence in the practice of statistics. Linear Models with R, Second Edition explains how to use linear models in physical science, engineering, social science, and business applications. The book incorporates several improvements that reflect how the world of R has greatly expanded since the publication of the first edition.New to the Second EditionReorganiz
Linear filtering applied to Monte Carlo criticality calculations
International Nuclear Information System (INIS)
Morrison, G.W.; Pike, D.H.; Petrie, L.M.
1975-01-01
A significant improvement in the acceleration of the convergence of the eigenvalue computed by Monte Carlo techniques has been developed by applying linear filtering theory to Monte Carlo calculations for multiplying systems. A Kalman filter was applied to a KENO Monte Carlo calculation of an experimental critical system consisting of eight interacting units of fissile material. A comparison of the filter estimate and the Monte Carlo realization was made. The Kalman filter converged in five iterations to 0.9977. After 95 iterations, the average k-eff from the Monte Carlo calculation was 0.9981. This demonstrates that the Kalman filter has the potential of reducing the calculational effort of multiplying systems. Other examples and results are discussed
A brief overview of speech enhancement with linear filtering
DEFF Research Database (Denmark)
Benesty, Jacob; Christensen, Mads Græsbøll; Jensen, Jesper Rindom
2014-01-01
In this paper, we provide an overview of some recently introduced principles and ideas for speech enhancement with linear filtering and explore how these are related and how they can be used in various applications. This is done in a general framework where the speech enhancement problem is stated......-to-noise ratio (SNR), and Wiener filters are derived from the conventional speech enhancement approach and the recently introduced orthogonal decomposition approach. For each of the filters, we derive their properties in terms of output SNR and speech distortion. We then demonstrate how the ideas can be applied...
Linear filtering of systems with memory and application to finance
Directory of Open Access Journals (Sweden)
2006-01-01
Full Text Available We study the linear filtering problem for systems driven by continuous Gaussian processes V ( 1 and V ( 2 with memory described by two parameters. The processes V ( j have the virtue that they possess stationary increments and simple semimartingale representations simultaneously. They allow for straightforward parameter estimations. After giving the semimartingale representations of V ( j by innovation theory, we derive Kalman-Bucy-type filtering equations for the systems. We apply the result to the optimal portfolio problem for an investor with partial observations. We illustrate the tractability of the filtering algorithm by numerical implementations.
Foundations of linear and generalized linear models
Agresti, Alan
2015-01-01
A valuable overview of the most important ideas and results in statistical analysis Written by a highly-experienced author, Foundations of Linear and Generalized Linear Models is a clear and comprehensive guide to the key concepts and results of linear statistical models. The book presents a broad, in-depth overview of the most commonly used statistical models by discussing the theory underlying the models, R software applications, and examples with crafted models to elucidate key ideas and promote practical model building. The book begins by illustrating the fundamentals of linear models,
Group Lifting Structures For Multirate Filter Banks, II: Linear Phase Filter Banks
Energy Technology Data Exchange (ETDEWEB)
Brislawn, Christopher M [Los Alamos National Laboratory
2008-01-01
The theory of group lifting structures is applied to linear phase lifting factorizations for the two nontrivial classes of two-channel linear phase perfect reconstruction filter banks, the whole-and half-sample symmetric classes. Group lifting structures defined for the reversible and irreversible classes of whole-and half-sample symmetric filter banks are shown to satisfy the hypotheses of the uniqueness theorem for group lifting structures. It follows that linear phase lifting factorizations of whole-and half-sample symmetric filter banks are therefore independent of the factorization methods used to compute them. These results cover the specification of user-defined whole-sample symmetric filter banks in Part 2 of the ISO JPEG 2000 standard.
All-Pass Filter Based Linear Voltage Controlled Quadrature Oscillator
Directory of Open Access Journals (Sweden)
Koushick Mathur
2017-01-01
Full Text Available A linear voltage controlled quadrature oscillator implemented from a first-order electronically tunable all-pass filter (ETAF is presented. The active element is commercially available current feedback amplifier (AD844 in conjunction with the relatively new Multiplication Mode Current Conveyor (MMCC device. Electronic tunability is obtained by the control node voltage (V of the MMCC. Effects of the device nonidealities, namely, the parasitic capacitors and the roll-off poles of the port-transfer ratios of the device, are shown to be negligible, even though the usable high-frequency ranges are constrained by these imperfections. Subsequently the filter is looped with an electronically tunable integrator (ETI to implement the quadrature oscillator (QO. Experimental responses on the voltage tunable phase of the filter and the linear-tuning law of the quadrature oscillator up to 9.9 MHz at low THD are verified by simulation and hardware tests.
International Nuclear Information System (INIS)
Tamboli, P.K.; Duttagupta, Siddhartha P.; Roy, Kallol
2016-01-01
Highlights: • Derivation for delay compensation algorithm using recursive Kalman filter. • Derivation for delay compensation algorithm using Linear Matrix Inequality based H infinity filter. • Process modeling suitable for delay compensation. • Dynamic tuning of the delay compensation algorithm for both Kalman and H infinity filter. • Simulations and trade-off curve for Kalman and H infinity filter. - Abstract: This paper deals with delay compensation of vanadium Self Powered Neutron Detectors (SPNDs) using Linear Matrix Inequality (LMI) based H-infinity filtering method and compares the results with Kalman filtering method. The entire study is established upon the framework of neutron flux estimation in large core Pressurized Heavy Water Reactor (PHWR) in which delayed SPNDs such as vanadium SPNDs are used as in-core flux monitoring detectors. The use of vanadium SPNDs are limited to 3-D flux mapping despite of providing better Signal to Noise Ratio as compared to other prompt SPNDs, due to their small prompt component in the signal. The use of an appropriate delay compensation technique has been always considered to be an effective strategy to build a prompt and accurate estimate of the neutron flux. We also indicate the noise-response trade-off curve for both the techniques. Since all the delay compensation algorithms always suffer from noise amplification, we propose an efficient adaptive parameter tuning technique for improving performance of the filtering algorithm against noise in the measurement.
DEFF Research Database (Denmark)
Høskuldsson, Agnar
1996-01-01
Determination of the proper dimension of a given linear model is one of the most important tasks in the applied modeling work. We consider here eight criteria that can be used to determine the dimension of the model, or equivalently, the number of components to use in the model. Four of these cri......Determination of the proper dimension of a given linear model is one of the most important tasks in the applied modeling work. We consider here eight criteria that can be used to determine the dimension of the model, or equivalently, the number of components to use in the model. Four...... the basic problems in determining the dimension of linear models. Then each of the eight measures are treated. The results are illustrated by examples....
Kalman filtering for time-delayed linear systems
Institute of Scientific and Technical Information of China (English)
LU Xiao; WANG Wei
2006-01-01
This paper is to study the linear minimum variance estimation for discrete- time systems. A simple approach to the problem is presented by developing re-organized innovation analysis for the systems with instantaneous and double time-delayed measurements. It is shown that the derived estimator involves solving three different standard Kalman filtering with the same dimension as the original system. The obtained results form the basis for solving some complicated problems such as H∞ fixed-lag smoothing, preview control, H∞ filtering and control with time delays.
Lisano, Michael E.
2007-01-01
Recent literature in applied estimation theory reflects growing interest in the sigma-point (also called unscented ) formulation for optimal sequential state estimation, often describing performance comparisons with extended Kalman filters as applied to specific dynamical problems [c.f. 1, 2, 3]. Favorable attributes of sigma-point filters are described as including a lower expected error for nonlinear even non-differentiable dynamical systems, and a straightforward formulation not requiring derivation or implementation of any partial derivative Jacobian matrices. These attributes are particularly attractive, e.g. in terms of enabling simplified code architecture and streamlined testing, in the formulation of estimators for nonlinear spaceflight mechanics systems, such as filter software onboard deep-space robotic spacecraft. As presented in [4], the Sigma-Point Consider Filter (SPCF) algorithm extends the sigma-point filter algorithm to the problem of consider covariance analysis. Considering parameters in a dynamical system, while estimating its state, provides an upper bound on the estimated state covariance, which is viewed as a conservative approach to designing estimators for problems of general guidance, navigation and control. This is because, whether a parameter in the system model is observable or not, error in the knowledge of the value of a non-estimated parameter will increase the actual uncertainty of the estimated state of the system beyond the level formally indicated by the covariance of an estimator that neglects errors or uncertainty in that parameter. The equations for SPCF covariance evolution are obtained in a fashion similar to the derivation approach taken with standard (i.e. linearized or extended) consider parameterized Kalman filters (c.f. [5]). While in [4] the SPCF and linear-theory consider filter (LTCF) were applied to an illustrative linear dynamics/linear measurement problem, in the present work examines the SPCF as applied to
DEFF Research Database (Denmark)
Høskuldsson, Agnar
1996-01-01
Determination of the proper dimension of a given linear model is one of the most important tasks in the applied modeling work. We consider here eight criteria that can be used to determine the dimension of the model, or equivalently, the number of components to use in the model. Four...... the basic problems in determining the dimension of linear models. Then each of the eight measures are treated. The results are illustrated by examples....... of these criteria are widely used ones, while the remaining four are ones derived from the H-principle of mathematical modeling. Many examples from practice show that the criteria derived from the H-principle function better than the known and popular criteria for the number of components. We shall briefly review...
Filtering Non-Linear Transfer Functions on Surfaces.
Heitz, Eric; Nowrouzezahrai, Derek; Poulin, Pierre; Neyret, Fabrice
2014-07-01
Applying non-linear transfer functions and look-up tables to procedural functions (such as noise), surface attributes, or even surface geometry are common strategies used to enhance visual detail. Their simplicity and ability to mimic a wide range of realistic appearances have led to their adoption in many rendering problems. As with any textured or geometric detail, proper filtering is needed to reduce aliasing when viewed across a range of distances, but accurate and efficient transfer function filtering remains an open problem for several reasons: transfer functions are complex and non-linear, especially when mapped through procedural noise and/or geometry-dependent functions, and the effects of perspective and masking further complicate the filtering over a pixel's footprint. We accurately solve this problem by computing and sampling from specialized filtering distributions on the fly, yielding very fast performance. We investigate the case where the transfer function to filter is a color map applied to (macroscale) surface textures (like noise), as well as color maps applied according to (microscale) geometric details. We introduce a novel representation of a (potentially modulated) color map's distribution over pixel footprints using Gaussian statistics and, in the more complex case of high-resolution color mapped microsurface details, our filtering is view- and light-dependent, and capable of correctly handling masking and occlusion effects. Our approach can be generalized to filter other physical-based rendering quantities. We propose an application to shading with irradiance environment maps over large terrains. Our framework is also compatible with the case of transfer functions used to warp surface geometry, as long as the transformations can be represented with Gaussian statistics, leading to proper view- and light-dependent filtering results. Our results match ground truth and our solution is well suited to real-time applications, requires only a few
Non linear viscoelastic models
DEFF Research Database (Denmark)
Agerkvist, Finn T.
2011-01-01
Viscoelastic eects are often present in loudspeaker suspensions, this can be seen in the displacement transfer function which often shows a frequency dependent value below the resonance frequency. In this paper nonlinear versions of the standard linear solid model (SLS) are investigated....... The simulations show that the nonlinear version of the Maxwell SLS model can result in a time dependent small signal stiness while the Kelvin Voight version does not....
Estimation of time-varying reactivity by the H∞ optimal linear filter
International Nuclear Information System (INIS)
Suzuki, Katsuo; Shimazaki, Junya; Watanabe, Koiti
1995-01-01
The problem of estimating the time-varying net reactivity from flux measurements is solved for a point reactor kinetics model using a linear filtering technique in an H ∞ settings. In order to sue this technique, an appropriate dynamical model of the reactivity is constructed that can be embedded into the reactor model as one of its variables. A filter, which minimizes the H ∞ norm of the estimation error power spectrum, operates on neutron density measurements corrupted by noise and provides an estimate of the dynamic net reactivity. Computer simulations are performed to reveal the basic characteristics of the H ∞ optimal filter. The results of the simulation indicate that the filter can be used to determine the time-varying reactivity from neutron density measurements that have been corrupted by noise
Energy Technology Data Exchange (ETDEWEB)
Pike, D.H.; Morrison, G.W.; Westley, G.W.
1977-10-01
The feasibility of using modern state estimation techniques (specifically Kalman Filtering and Linear Smoothing) to detect losses of material from material balance areas is evaluated. It is shown that state estimation techniques are not only feasible but in most situations are superior to existing methods of analysis. The various techniques compared include Kalman Filtering, linear smoothing, standard control charts, and average cumulative summation (CUSUM) charts. Analysis results indicated that the standard control chart is the least effective method for detecting regularly occurring losses. An improvement in the detection capability over the standard control chart can be realized by use of the CUSUM chart. Even more sensitivity in the ability to detect losses can be realized by use of the Kalman Filter and the linear smoother. It was found that the error-covariance matrix can be used to establish limits of error for state estimates. It is shown that state estimation techniques represent a feasible and desirable method of theft detection. The technique is usually more sensitive than the CUSUM chart in detecting losses. One kind of loss which is difficult to detect using state estimation techniques is a single isolated loss. State estimation procedures are predicated on dynamic models and are well-suited for detecting losses which occur regularly over several accounting periods. A single isolated loss does not conform to this basic assumption and is more difficult to detect.
Implementation of non-linear filters for iterative penalized maximum likelihood image reconstruction
International Nuclear Information System (INIS)
Liang, Z.; Gilland, D.; Jaszczak, R.; Coleman, R.
1990-01-01
In this paper, the authors report on the implementation of six edge-preserving, noise-smoothing, non-linear filters applied in image space for iterative penalized maximum-likelihood (ML) SPECT image reconstruction. The non-linear smoothing filters implemented were the median filter, the E 6 filter, the sigma filter, the edge-line filter, the gradient-inverse filter, and the 3-point edge filter with gradient-inverse filter, and the 3-point edge filter with gradient-inverse weight. A 3 x 3 window was used for all these filters. The best image obtained, by viewing the profiles through the image in terms of noise-smoothing, edge-sharpening, and contrast, was the one smoothed with the 3-point edge filter. The computation time for the smoothing was less than 1% of one iteration, and the memory space for the smoothing was negligible. These images were compared with the results obtained using Bayesian analysis
Energy Technology Data Exchange (ETDEWEB)
Sakurai, K; Shima, H [OYO Corp., Tokyo (Japan)
1996-10-01
This paper proposes a modeling method of one-dimensional complex resistivity using linear filter technique which has been extended to the complex resistivity. In addition, a numerical test of inversion was conducted using the monitoring results, to discuss the measured frequency band. Linear filter technique is a method by which theoretical potential can be calculated for stratified structures, and it is widely used for the one-dimensional analysis of dc electrical exploration. The modeling can be carried out only using values of complex resistivity without using values of potential. In this study, a bipolar method was employed as a configuration of electrodes. The numerical test of one-dimensional complex resistivity inversion was conducted using the formulated modeling. A three-layered structure model was used as a numerical model. A multi-layer structure with a thickness of 5 m was analyzed on the basis of apparent complex resistivity calculated from the model. From the results of numerical test, it was found that both the chargeability and the time constant agreed well with those of the original model. A trade-off was observed between the chargeability and the time constant at the stage of convergence. 3 refs., 9 figs., 1 tab.
From spiking neuron models to linear-nonlinear models.
Ostojic, Srdjan; Brunel, Nicolas
2011-01-20
Neurons transform time-varying inputs into action potentials emitted stochastically at a time dependent rate. The mapping from current input to output firing rate is often represented with the help of phenomenological models such as the linear-nonlinear (LN) cascade, in which the output firing rate is estimated by applying to the input successively a linear temporal filter and a static non-linear transformation. These simplified models leave out the biophysical details of action potential generation. It is not a priori clear to which extent the input-output mapping of biophysically more realistic, spiking neuron models can be reduced to a simple linear-nonlinear cascade. Here we investigate this question for the leaky integrate-and-fire (LIF), exponential integrate-and-fire (EIF) and conductance-based Wang-Buzsáki models in presence of background synaptic activity. We exploit available analytic results for these models to determine the corresponding linear filter and static non-linearity in a parameter-free form. We show that the obtained functions are identical to the linear filter and static non-linearity determined using standard reverse correlation analysis. We then quantitatively compare the output of the corresponding linear-nonlinear cascade with numerical simulations of spiking neurons, systematically varying the parameters of input signal and background noise. We find that the LN cascade provides accurate estimates of the firing rates of spiking neurons in most of parameter space. For the EIF and Wang-Buzsáki models, we show that the LN cascade can be reduced to a firing rate model, the timescale of which we determine analytically. Finally we introduce an adaptive timescale rate model in which the timescale of the linear filter depends on the instantaneous firing rate. This model leads to highly accurate estimates of instantaneous firing rates.
Energy Technology Data Exchange (ETDEWEB)
Park, M.G.; Kim, Y.H.; Cha, K.H.; Kim, M.K. [Korea Electric Power Research Institute, Taejon (Korea)
1999-07-01
A method is described to develop and H{infinity} filtering method for the dynamic compensation of self-powered neutron detectors normally used for fixed incore instruments. An H{infinity} norm of the filter transfer matrix is used as the optimization criteria in the worst-case estimation error sense. Filter modeling is performed for both continuous- and discrete-time models. The filter gains are optimized in the sense of noise attenuation level of H{infinity} setting. By introducing Bounded Real Lemma, the conventional algebraic Riccati inequalities are converted into Linear Matrix Inequalities (LMIs). Finally, the filter design problem is solved via the convex optimization framework using LMIs. The simulation results show that remarkable improvements are achieved in view of the filter response time and the filter design efficiency. (author). 15 refs., 4 figs., 3 tabs.
Monahan, John F
2008-01-01
Preface Examples of the General Linear Model Introduction One-Sample Problem Simple Linear Regression Multiple Regression One-Way ANOVA First Discussion The Two-Way Nested Model Two-Way Crossed Model Analysis of Covariance Autoregression Discussion The Linear Least Squares Problem The Normal Equations The Geometry of Least Squares Reparameterization Gram-Schmidt Orthonormalization Estimability and Least Squares Estimators Assumptions for the Linear Mean Model Confounding, Identifiability, and Estimability Estimability and Least Squares Estimators F
Noise Reduction of Measurement Data using Linear Digital Filters
Directory of Open Access Journals (Sweden)
Hitzmann B.
2007-12-01
Full Text Available In this paper Butterworth, Chebyshev (Type I and II and Elliptic digital filters are designed for signal noise reduction. On-line data measurements of substrate concentration from E. coli fed-batch cultivation process are used. Application of the designed filters leads to a successful noise reduction of on-line glucose measurements. The digital filters presented here are simple, easy to implement and effective - the used filters allow for a smart compromise between signal information and noise corruption.
Campagnoli, Patrizia; Petris, Giovanni
2009-01-01
State space models have gained tremendous popularity in as disparate fields as engineering, economics, genetics and ecology. Introducing general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. It illustrates the fundamental steps needed to use dynamic linear models in practice, using R package.
Rigatos, Gerasimos G
2016-06-01
It is proven that the model of the p53-mdm2 protein synthesis loop is a differentially flat one and using a diffeomorphism (change of state variables) that is proposed by differential flatness theory it is shown that the protein synthesis model can be transformed into the canonical (Brunovsky) form. This enables the design of a feedback control law that maintains the concentration of the p53 protein at the desirable levels. To estimate the non-measurable elements of the state vector describing the p53-mdm2 system dynamics, the derivative-free non-linear Kalman filter is used. Moreover, to compensate for modelling uncertainties and external disturbances that affect the p53-mdm2 system, the derivative-free non-linear Kalman filter is re-designed as a disturbance observer. The derivative-free non-linear Kalman filter consists of the Kalman filter recursion applied on the linearised equivalent of the protein synthesis model together with an inverse transformation based on differential flatness theory that enables to retrieve estimates for the state variables of the initial non-linear model. The proposed non-linear feedback control and perturbations compensation method for the p53-mdm2 system can result in more efficient chemotherapy schemes where the infusion of medication will be better administered.
National Research Council Canada - National Science Library
Hatch, Andrew G; Smith, Ralph C; De, Tathagata; Salapaka, Murti V
2005-01-01
.... In this paper, we illustrate the construction of inverse filters, based on homogenized energy models, which can be used to approximately linearize the piezoceramic transducer behavior for linear...
Robust output feedback H-infinity control and filtering for uncertain linear systems
Chang, Xiao-Heng
2014-01-01
"Robust Output Feedback H-infinity Control and Filtering for Uncertain Linear Systems" discusses new and meaningful findings on robust output feedback H-infinity control and filtering for uncertain linear systems, presenting a number of useful and less conservative design results based on the linear matrix inequality (LMI) technique. Though primarily intended for graduate students in control and filtering, the book can also serve as a valuable reference work for researchers wishing to explore the area of robust H-infinity control and filtering of uncertain systems. Dr. Xiao-Heng Chang is a Professor at the College of Engineering, Bohai University, China.
Applications of Kalman filters based on non-linear functions to numerical weather predictions
Directory of Open Access Journals (Sweden)
G. Galanis
2006-10-01
Full Text Available This paper investigates the use of non-linear functions in classical Kalman filter algorithms on the improvement of regional weather forecasts. The main aim is the implementation of non linear polynomial mappings in a usual linear Kalman filter in order to simulate better non linear problems in numerical weather prediction. In addition, the optimal order of the polynomials applied for such a filter is identified. This work is based on observations and corresponding numerical weather predictions of two meteorological parameters characterized by essential differences in their evolution in time, namely, air temperature and wind speed. It is shown that in both cases, a polynomial of low order is adequate for eliminating any systematic error, while higher order functions lead to instabilities in the filtered results having, at the same time, trivial contribution to the sensitivity of the filter. It is further demonstrated that the filter is independent of the time period and the geographic location of application.
Applications of Kalman filters based on non-linear functions to numerical weather predictions
Directory of Open Access Journals (Sweden)
G. Galanis
2006-10-01
Full Text Available This paper investigates the use of non-linear functions in classical Kalman filter algorithms on the improvement of regional weather forecasts. The main aim is the implementation of non linear polynomial mappings in a usual linear Kalman filter in order to simulate better non linear problems in numerical weather prediction. In addition, the optimal order of the polynomials applied for such a filter is identified. This work is based on observations and corresponding numerical weather predictions of two meteorological parameters characterized by essential differences in their evolution in time, namely, air temperature and wind speed. It is shown that in both cases, a polynomial of low order is adequate for eliminating any systematic error, while higher order functions lead to instabilities in the filtered results having, at the same time, trivial contribution to the sensitivity of the filter. It is further demonstrated that the filter is independent of the time period and the geographic location of application.
Nonlinear Kalman Filtering in Affine Term Structure Models
DEFF Research Database (Denmark)
Christoffersen, Peter; Dorion, Christian; Jacobs, Kris
When the relationship between security prices and state variables in dynamic term structure models is nonlinear, existing studies usually linearize this relationship because nonlinear fi…ltering is computationally demanding. We conduct an extensive investigation of this linearization and analyze...... the potential of the unscented Kalman …filter to properly capture nonlinearities. To illustrate the advantages of the unscented Kalman …filter, we analyze the cross section of swap rates, which are relatively simple non-linear instruments, and cap prices, which are highly nonlinear in the states. An extensive...
Introduction to generalized linear models
Dobson, Annette J
2008-01-01
Introduction Background Scope Notation Distributions Related to the Normal Distribution Quadratic Forms Estimation Model Fitting Introduction Examples Some Principles of Statistical Modeling Notation and Coding for Explanatory Variables Exponential Family and Generalized Linear Models Introduction Exponential Family of Distributions Properties of Distributions in the Exponential Family Generalized Linear Models Examples Estimation Introduction Example: Failure Times for Pressure Vessels Maximum Likelihood Estimation Poisson Regression Example Inference Introduction Sampling Distribution for Score Statistics Taylor Series Approximations Sampling Distribution for MLEs Log-Likelihood Ratio Statistic Sampling Distribution for the Deviance Hypothesis Testing Normal Linear Models Introduction Basic Results Multiple Linear Regression Analysis of Variance Analysis of Covariance General Linear Models Binary Variables and Logistic Regression Probability Distributions ...
Gradient based filtering of digital elevation models
DEFF Research Database (Denmark)
Knudsen, Thomas; Andersen, Rune Carbuhn
We present a filtering method for digital terrain models (DTMs). The method is based on mathematical morphological filtering within gradient (slope) defined domains. The intention with the filtering procedure is to improbé the cartographic quality of height contours generated from a DTM based...
DEFF Research Database (Denmark)
Mohd. Azam, Sazuan Nazrah
2017-01-01
In this paper, we used the modified quadruple tank system that represents a multi-input-multi-output (MIMO) system as an example to present the realization of a linear discrete-time state space model and to obtain the state estimation using Kalman filter in a methodical mannered. First, an existing...... part of the Kalman filter is used to estimates the current state, based on the model and the measurements. The static and dynamic Kalman filter is compared and all results is demonstrated through simulations....
(Non) linear regression modelling
Cizek, P.; Gentle, J.E.; Hardle, W.K.; Mori, Y.
2012-01-01
We will study causal relationships of a known form between random variables. Given a model, we distinguish one or more dependent (endogenous) variables Y = (Y1,…,Yl), l ∈ N, which are explained by a model, and independent (exogenous, explanatory) variables X = (X1,…,Xp),p ∈ N, which explain or
Li, Sui-Xian
2018-05-07
Previous research has shown that the effectiveness of selecting filter sets from among a large set of commercial broadband filters by a vector analysis method based on maximum linear independence (MLI). However, the traditional MLI approach is suboptimal due to the need to predefine the first filter of the selected filter set to be the maximum ℓ₂ norm among all available filters. An exhaustive imaging simulation with every single filter serving as the first filter is conducted to investigate the features of the most competent filter set. From the simulation, the characteristics of the most competent filter set are discovered. Besides minimization of the condition number, the geometric features of the best-performed filter set comprise a distinct transmittance peak along the wavelength axis of the first filter, a generally uniform distribution for the peaks of the filters and substantial overlaps of the transmittance curves of the adjacent filters. Therefore, the best-performed filter sets can be recognized intuitively by simple vector analysis and just a few experimental verifications. A practical two-step framework for selecting optimal filter set is recommended, which guarantees a significant enhancement of the performance of the systems. This work should be useful for optimizing the spectral sensitivity of broadband multispectral imaging sensors.
Directory of Open Access Journals (Sweden)
Sui-Xian Li
2018-05-01
Full Text Available Previous research has shown that the effectiveness of selecting filter sets from among a large set of commercial broadband filters by a vector analysis method based on maximum linear independence (MLI. However, the traditional MLI approach is suboptimal due to the need to predefine the first filter of the selected filter set to be the maximum ℓ2 norm among all available filters. An exhaustive imaging simulation with every single filter serving as the first filter is conducted to investigate the features of the most competent filter set. From the simulation, the characteristics of the most competent filter set are discovered. Besides minimization of the condition number, the geometric features of the best-performed filter set comprise a distinct transmittance peak along the wavelength axis of the first filter, a generally uniform distribution for the peaks of the filters and substantial overlaps of the transmittance curves of the adjacent filters. Therefore, the best-performed filter sets can be recognized intuitively by simple vector analysis and just a few experimental verifications. A practical two-step framework for selecting optimal filter set is recommended, which guarantees a significant enhancement of the performance of the systems. This work should be useful for optimizing the spectral sensitivity of broadband multispectral imaging sensors.
Explorative methods in linear models
DEFF Research Database (Denmark)
Høskuldsson, Agnar
2004-01-01
The author has developed the H-method of mathematical modeling that builds up the model by parts, where each part is optimized with respect to prediction. Besides providing with better predictions than traditional methods, these methods provide with graphic procedures for analyzing different feat...... features in data. These graphic methods extend the well-known methods and results of Principal Component Analysis to any linear model. Here the graphic procedures are applied to linear regression and Ridge Regression....
The research of radar target tracking observed information linear filter method
Chen, Zheng; Zhao, Xuanzhi; Zhang, Wen
2018-05-01
Aiming at the problems of low precision or even precision divergent is caused by nonlinear observation equation in radar target tracking, a new filtering algorithm is proposed in this paper. In this algorithm, local linearization is carried out on the observed data of the distance and angle respectively. Then the kalman filter is performed on the linearized data. After getting filtered data, a mapping operation will provide the posteriori estimation of target state. A large number of simulation results show that this algorithm can solve above problems effectively, and performance is better than the traditional filtering algorithm for nonlinear dynamic systems.
Dual linear structured support vector machine tracking method via scale correlation filter
Li, Weisheng; Chen, Yanquan; Xiao, Bin; Feng, Chen
2018-01-01
Adaptive tracking-by-detection methods based on structured support vector machine (SVM) performed well on recent visual tracking benchmarks. However, these methods did not adopt an effective strategy of object scale estimation, which limits the overall tracking performance. We present a tracking method based on a dual linear structured support vector machine (DLSSVM) with a discriminative scale correlation filter. The collaborative tracker comprised of a DLSSVM model and a scale correlation filter obtains good results in tracking target position and scale estimation. The fast Fourier transform is applied for detection. Extensive experiments show that our tracking approach outperforms many popular top-ranking trackers. On a benchmark including 100 challenging video sequences, the average precision of the proposed method is 82.8%.
Decentralized Observer with a Consensus Filter for Distributed Discrete-Time Linear Systems
Acikmese, Behcet; Mandic, Milan
2011-01-01
This paper presents a decentralized observer with a consensus filter for the state observation of a discrete-time linear distributed systems. In this setup, each agent in the distributed system has an observer with a model of the plant that utilizes the set of locally available measurements, which may not make the full plant state detectable. This lack of detectability is overcome by utilizing a consensus filter that blends the state estimate of each agent with its neighbors' estimates. We assume that the communication graph is connected for all times as well as the sensing graph. It is proven that the state estimates of the proposed observer asymptotically converge to the actual plant states under arbitrarily changing, but connected, communication and sensing topologies. As a byproduct of this research, we also obtained a result on the location of eigenvalues, the spectrum, of the Laplacian for a family of graphs with self-loops.
Generalized, Linear, and Mixed Models
McCulloch, Charles E; Neuhaus, John M
2011-01-01
An accessible and self-contained introduction to statistical models-now in a modernized new editionGeneralized, Linear, and Mixed Models, Second Edition provides an up-to-date treatment of the essential techniques for developing and applying a wide variety of statistical models. The book presents thorough and unified coverage of the theory behind generalized, linear, and mixed models and highlights their similarities and differences in various construction, application, and computational aspects.A clear introduction to the basic ideas of fixed effects models, random effects models, and mixed m
Generation of Long Waves using Non-Linear Digital Filters
DEFF Research Database (Denmark)
Høgedal, Michael; Frigaard, Peter
1994-01-01
transform of the 1st order surface elevation and subsequently inverse Fourier transformed. Hence, the methods are unsuitable for real-time applications, for example where white noise are filtered digitally to obtain a wave spectrum with built-in stochastic variabillity. In the present paper an approximative...... method for including the correct 2nd order bound terms in such applications is presented. The technique utilizes non-liner digital filters fitted to the appropriate transfer function is derived only for bounded 2nd order subharmonics, as they laboratory experiments generally are considered the most...
Low-Rank Kalman Filtering in Subsurface Contaminant Transport Models
El Gharamti, Mohamad
2010-12-01
Understanding the geology and the hydrology of the subsurface is important to model the fluid flow and the behavior of the contaminant. It is essential to have an accurate knowledge of the movement of the contaminants in the porous media in order to track them and later extract them from the aquifer. A two-dimensional flow model is studied and then applied on a linear contaminant transport model in the same porous medium. Because of possible different sources of uncertainties, the deterministic model by itself cannot give exact estimations for the future contaminant state. Incorporating observations in the model can guide it to the true state. This is usually done using the Kalman filter (KF) when the system is linear and the extended Kalman filter (EKF) when the system is nonlinear. To overcome the high computational cost required by the KF, we use the singular evolutive Kalman filter (SEKF) and the singular evolutive extended Kalman filter (SEEKF) approximations of the KF operating with low-rank covariance matrices. The SEKF can be implemented on large dimensional contaminant problems while the usage of the KF is not possible. Experimental results show that with perfect and imperfect models, the low rank filters can provide as much accurate estimates as the full KF but at much less computational cost. Localization can help the filter analysis as long as there are enough neighborhood data to the point being analyzed. Estimating the permeabilities of the aquifer is successfully tackled using both the EKF and the SEEKF.
Low-Rank Kalman Filtering in Subsurface Contaminant Transport Models
El Gharamti, Mohamad
2010-01-01
Understanding the geology and the hydrology of the subsurface is important to model the fluid flow and the behavior of the contaminant. It is essential to have an accurate knowledge of the movement of the contaminants in the porous media in order to track them and later extract them from the aquifer. A two-dimensional flow model is studied and then applied on a linear contaminant transport model in the same porous medium. Because of possible different sources of uncertainties, the deterministic model by itself cannot give exact estimations for the future contaminant state. Incorporating observations in the model can guide it to the true state. This is usually done using the Kalman filter (KF) when the system is linear and the extended Kalman filter (EKF) when the system is nonlinear. To overcome the high computational cost required by the KF, we use the singular evolutive Kalman filter (SEKF) and the singular evolutive extended Kalman filter (SEEKF) approximations of the KF operating with low-rank covariance matrices. The SEKF can be implemented on large dimensional contaminant problems while the usage of the KF is not possible. Experimental results show that with perfect and imperfect models, the low rank filters can provide as much accurate estimates as the full KF but at much less computational cost. Localization can help the filter analysis as long as there are enough neighborhood data to the point being analyzed. Estimating the permeabilities of the aquifer is successfully tackled using both the EKF and the SEEKF.
Linear filtering applied to safeguards of nuclear material
International Nuclear Information System (INIS)
Pike, D.H.; Morrison, G.W.; Holland, C.W.
1975-01-01
In regard to the problem of nuclear materials theft or diversion in the fuel cycle, a method is needed to detect continual thefts of relatively small amounts of material. It is suggested that Kalman filtering techniques be used. A hypothetical material flow situation is used to illustrate the technique; losses could be detected in as few as 5 months. (DLC)
Generation of Long Waves using Non-Linear Digital Filters
DEFF Research Database (Denmark)
Høgedal, Michael; Frigaard, Peter; Christensen, Morten
1994-01-01
transform of the 1st order surface elevation and subsequently inverse Fourier transformed. Hence, the methods are unsuitable for real-time applications, for example where white noise are filtered digitally to obtain a wave spectrum with built-in stochastic variabillity. In the present paper an approximative...
Sparse Linear Identifiable Multivariate Modeling
DEFF Research Database (Denmark)
Henao, Ricardo; Winther, Ole
2011-01-01
and bench-marked on artificial and real biological data sets. SLIM is closest in spirit to LiNGAM (Shimizu et al., 2006), but differs substantially in inference, Bayesian network structure learning and model comparison. Experimentally, SLIM performs equally well or better than LiNGAM with comparable......In this paper we consider sparse and identifiable linear latent variable (factor) and linear Bayesian network models for parsimonious analysis of multivariate data. We propose a computationally efficient method for joint parameter and model inference, and model comparison. It consists of a fully...
A Distributional Representation Model For Collaborative Filtering
Junlin, Zhang; Heng, Cai; Tongwen, Huang; Huiping, Xue
2015-01-01
In this paper, we propose a very concise deep learning approach for collaborative filtering that jointly models distributional representation for users and items. The proposed framework obtains better performance when compared against current state-of-art algorithms and that made the distributional representation model a promising direction for further research in the collaborative filtering.
On Optimal Linear Filtering of Speech for Near-End Listening Enhancement
DEFF Research Database (Denmark)
Taal, Cees H.; Jensen, Jesper; Leijon, Arne
2013-01-01
In this letter the focus is on linear filtering of speech before degradation due to additive background noise. The goal is to design the filter such that the speech intelligibility index (SII) is maximized when the speech is played back in a known noisy environment. Moreover, a power constraint i...
Low-sensitivity H ∞ filter design for linear delta operator systems with sampling time jitter
Guo, Xiang-Gui; Yang, Guang-Hong
2012-04-01
This article is concerned with the problem of designing H ∞ filters for a class of linear discrete-time systems with low-sensitivity to sampling time jitter via delta operator approach. Delta-domain model is used to avoid the inherent numerical ill-condition resulting from the use of the standard shift-domain model at high sampling rates. Based on projection lemma in combination with the descriptor system approach often used to solve problems related to delay, a novel bounded real lemma with three slack variables for delta operator systems is presented. A sensitivity approach based on this novel lemma is proposed to mitigate the effects of sampling time jitter on system performance. Then, the problem of designing a low-sensitivity filter can be reduced to a convex optimisation problem. An important consideration in the design of correlation filters is the optimal trade-off between the standard H ∞ criterion and the sensitivity of the transfer function with respect to sampling time jitter. Finally, a numerical example demonstrating the validity of the proposed design method is given.
Linear filtering in three-dimensional depiction of radiographic data
International Nuclear Information System (INIS)
Gorbunov, V.I.; Popov, A.A.; Stoyanov, A.K.
1978-01-01
The radiography process is discussed from the point of linear system theory. The requirements to the pulse reaction type are formulated for the equivalent schemes of holography pseudonoise tomosynthesis in radiography. The experimental data are given
Parameterized Linear Longitudinal Airship Model
Kulczycki, Eric; Elfes, Alberto; Bayard, David; Quadrelli, Marco; Johnson, Joseph
2010-01-01
A parameterized linear mathematical model of the longitudinal dynamics of an airship is undergoing development. This model is intended to be used in designing control systems for future airships that would operate in the atmospheres of Earth and remote planets. Heretofore, the development of linearized models of the longitudinal dynamics of airships has been costly in that it has been necessary to perform extensive flight testing and to use system-identification techniques to construct models that fit the flight-test data. The present model is a generic one that can be relatively easily specialized to approximate the dynamics of specific airships at specific operating points, without need for further system identification, and with significantly less flight testing. The approach taken in the present development is to merge the linearized dynamical equations of an airship with techniques for estimation of aircraft stability derivatives, and to thereby make it possible to construct a linearized dynamical model of the longitudinal dynamics of a specific airship from geometric and aerodynamic data pertaining to that airship. (It is also planned to develop a model of the lateral dynamics by use of the same methods.) All of the aerodynamic data needed to construct the model of a specific airship can be obtained from wind-tunnel testing and computational fluid dynamics
Unification of three linear models for the transient visual system
Brinker, den A.C.
1989-01-01
Three different linear filters are considered as a model describing the experimentally determined triphasic impulse responses of discs. These impulse responses arc associated with the transient visual system. Each model reveals a different feature of the system. Unification of the models is
Implementation of linear filters for iterative penalized maximum likelihood SPECT reconstruction
International Nuclear Information System (INIS)
Liang, Z.
1991-01-01
This paper reports on six low-pass linear filters applied in frequency space implemented for iterative penalized maximum-likelihood (ML) SPECT image reconstruction. The filters implemented were the Shepp-Logan filter, the Butterworth filer, the Gaussian filter, the Hann filter, the Parzen filer, and the Lagrange filter. The low-pass filtering was applied in frequency space to projection data for the initial estimate and to the difference of projection data and reprojected data for higher order approximations. The projection data were acquired experimentally from a chest phantom consisting of non-uniform attenuating media. All the filters could effectively remove the noise and edge artifacts associated with ML approach if the frequency cutoff was properly chosen. The improved performance of the Parzen and Lagrange filters relative to the others was observed. The best image, by viewing its profiles in terms of noise-smoothing, edge-sharpening, and contrast, was the one obtained with the Parzen filter. However, the Lagrange filter has the potential to consider the characteristics of detector response function
H-/H∞ structural damage detection filter design using an iterative linear matrix inequality approach
International Nuclear Information System (INIS)
Chen, B; Nagarajaiah, S
2008-01-01
The existence of damage in different members of a structure can be posed as a fault detection problem. It is also necessary to isolate structural members in which damage exists, which can be posed as a fault isolation problem. It is also important to detect the time instants of occurrence of the faults/damage. The structural damage detection filter developed in this paper is a model-based fault detection and isolation (FDI) observer suitable for detecting and isolating structural damage. In systems, possible faults, disturbances and noise are coupled together. When system disturbances and sensor noise cannot be decoupled from faults/damage, the detection filter needs to be designed to be robust to disturbances as well as sensitive to faults/damage. In this paper, a new H - /H ∞ and iterative linear matrix inequality (LMI) technique is developed and a new stabilizing FDI filter is proposed, which bounds the H ∞ norm of the transfer function from disturbances to the output residual and simultaneously does not degrade the component of the output residual due to damage. The reduced-order error dynamic system is adopted to form bilinear matrix inequalities (BMIs), then an iterative LMI algorithm is developed to solve the BMIs. The numerical example and experimental verification demonstrate that the proposed algorithm can successfully detect and isolate structural damage in the presence of measurement noise
Relevance Models for Collaborative Filtering
J. Wang (Jun)
2008-01-01
htmlabstractCollaborative filtering is the common technique of predicting the interests of a user by collecting preference information from many users. Although it is generally regarded as a key information retrieval technique, its relation to the existing information retrieval theory is unclear.
Yu, Xu; Lin, Jun-Yu; Jiang, Feng; Du, Jun-Wei; Han, Ji-Zhong
2018-01-01
Cross-domain collaborative filtering (CDCF) solves the sparsity problem by transferring rating knowledge from auxiliary domains. Obviously, different auxiliary domains have different importance to the target domain. However, previous works cannot evaluate effectively the significance of different auxiliary domains. To overcome this drawback, we propose a cross-domain collaborative filtering algorithm based on Feature Construction and Locally Weighted Linear Regression (FCLWLR). We first construct features in different domains and use these features to represent different auxiliary domains. Thus the weight computation across different domains can be converted as the weight computation across different features. Then we combine the features in the target domain and in the auxiliary domains together and convert the cross-domain recommendation problem into a regression problem. Finally, we employ a Locally Weighted Linear Regression (LWLR) model to solve the regression problem. As LWLR is a nonparametric regression method, it can effectively avoid underfitting or overfitting problem occurring in parametric regression methods. We conduct extensive experiments to show that the proposed FCLWLR algorithm is effective in addressing the data sparsity problem by transferring the useful knowledge from the auxiliary domains, as compared to many state-of-the-art single-domain or cross-domain CF methods.
Directory of Open Access Journals (Sweden)
Xu Yu
2018-01-01
Full Text Available Cross-domain collaborative filtering (CDCF solves the sparsity problem by transferring rating knowledge from auxiliary domains. Obviously, different auxiliary domains have different importance to the target domain. However, previous works cannot evaluate effectively the significance of different auxiliary domains. To overcome this drawback, we propose a cross-domain collaborative filtering algorithm based on Feature Construction and Locally Weighted Linear Regression (FCLWLR. We first construct features in different domains and use these features to represent different auxiliary domains. Thus the weight computation across different domains can be converted as the weight computation across different features. Then we combine the features in the target domain and in the auxiliary domains together and convert the cross-domain recommendation problem into a regression problem. Finally, we employ a Locally Weighted Linear Regression (LWLR model to solve the regression problem. As LWLR is a nonparametric regression method, it can effectively avoid underfitting or overfitting problem occurring in parametric regression methods. We conduct extensive experiments to show that the proposed FCLWLR algorithm is effective in addressing the data sparsity problem by transferring the useful knowledge from the auxiliary domains, as compared to many state-of-the-art single-domain or cross-domain CF methods.
Li, Shengbo Eben; Li, Guofa; Yu, Jiaying; Liu, Chang; Cheng, Bo; Wang, Jianqiang; Li, Keqiang
2018-01-01
Detection and tracking of objects in the side-near-field has attracted much attention for the development of advanced driver assistance systems. This paper presents a cost-effective approach to track moving objects around vehicles using linearly arrayed ultrasonic sensors. To understand the detection characteristics of a single sensor, an empirical detection model was developed considering the shapes and surface materials of various detected objects. Eight sensors were arrayed linearly to expand the detection range for further application in traffic environment recognition. Two types of tracking algorithms, including an Extended Kalman filter (EKF) and an Unscented Kalman filter (UKF), for the sensor array were designed for dynamic object tracking. The ultrasonic sensor array was designed to have two types of fire sequences: mutual firing or serial firing. The effectiveness of the designed algorithms were verified in two typical driving scenarios: passing intersections with traffic sign poles or street lights, and overtaking another vehicle. Experimental results showed that both EKF and UKF had more precise tracking position and smaller RMSE (root mean square error) than a traditional triangular positioning method. The effectiveness also encourages the application of cost-effective ultrasonic sensors in the near-field environment perception in autonomous driving systems.
Decomposable log-linear models
DEFF Research Database (Denmark)
Eriksen, Poul Svante
can be characterized by a structured set of conditional independencies between some variables given some other variables. We term the new model class decomposable log-linear models, which is illustrated to be a much richer class than decomposable graphical models.It covers a wide range of non...... The present paper considers discrete probability models with exact computational properties. In relation to contingency tables this means closed form expressions of the maksimum likelihood estimate and its distribution. The model class includes what is known as decomposable graphicalmodels, which......-hierarchical models, models with structural zeroes, models described by quasi independence and models for level merging. Also, they have a very natural interpretation as they may be formulated by a structured set of conditional independencies between two events given some other event. In relation to contingency...
A numerical storm surge forecast model with Kalman filter
Institute of Scientific and Technical Information of China (English)
Yu Fujiang; Zhang Zhanhai; Lin Yihua
2001-01-01
Kalman filter data assimilation technique is incorporated into a standard two-dimensional linear storm surge model. Imperfect model equation and imperfect meteorological forcimg are accounted for by adding noise terms to the momentum equations. The deterministic model output is corrected by using the available tidal gauge station data. The stationary Kalman filter algorithm for the model domain is calculated by an iterative procedure using specified information on the inaccuracies in the momentum equations and specified error information for the observations. An application to a real storm surge that occurred in the summer of 1956 in the East China Sea is performed by means of this data assimilation technique. The result shows that Kalman filter is useful for storm surge forecast and hindcast.
Multiple model cardinalized probability hypothesis density filter
Georgescu, Ramona; Willett, Peter
2011-09-01
The Probability Hypothesis Density (PHD) filter propagates the first-moment approximation to the multi-target Bayesian posterior distribution while the Cardinalized PHD (CPHD) filter propagates both the posterior likelihood of (an unlabeled) target state and the posterior probability mass function of the number of targets. Extensions of the PHD filter to the multiple model (MM) framework have been published and were implemented either with a Sequential Monte Carlo or a Gaussian Mixture approach. In this work, we introduce the multiple model version of the more elaborate CPHD filter. We present the derivation of the prediction and update steps of the MMCPHD particularized for the case of two target motion models and proceed to show that in the case of a single model, the new MMCPHD equations reduce to the original CPHD equations.
Kalman filter-based gap conductance modeling
International Nuclear Information System (INIS)
Tylee, J.L.
1983-01-01
Geometric and thermal property uncertainties contribute greatly to the problem of determining conductance within the fuel-clad gas gap of a nuclear fuel pin. Accurate conductance values are needed for power plant licensing transient analysis and for test analyses at research facilities. Recent work by Meek, Doerner, and Adams has shown that use of Kalman filters to estimate gap conductance is a promising approach. A Kalman filter is simply a mathematical algorithm that employs available system measurements and assumed dynamic models to generate optimal system state vector estimates. This summary addresses another Kalman filter approach to gap conductance estimation and subsequent identification of an empirical conductance model
Linear and Generalized Linear Mixed Models and Their Applications
Jiang, Jiming
2007-01-01
This book covers two major classes of mixed effects models, linear mixed models and generalized linear mixed models, and it presents an up-to-date account of theory and methods in analysis of these models as well as their applications in various fields. The book offers a systematic approach to inference about non-Gaussian linear mixed models. Furthermore, it has included recently developed methods, such as mixed model diagnostics, mixed model selection, and jackknife method in the context of mixed models. The book is aimed at students, researchers and other practitioners who are interested
Particle filters for random set models
Ristic, Branko
2013-01-01
“Particle Filters for Random Set Models” presents coverage of state estimation of stochastic dynamic systems from noisy measurements, specifically sequential Bayesian estimation and nonlinear or stochastic filtering. The class of solutions presented in this book is based on the Monte Carlo statistical method. The resulting algorithms, known as particle filters, in the last decade have become one of the essential tools for stochastic filtering, with applications ranging from navigation and autonomous vehicles to bio-informatics and finance. While particle filters have been around for more than a decade, the recent theoretical developments of sequential Bayesian estimation in the framework of random set theory have provided new opportunities which are not widely known and are covered in this book. These recent developments have dramatically widened the scope of applications, from single to multiple appearing/disappearing objects, from precise to imprecise measurements and measurement models. This book...
A highly linear fully integrated powerline filter for biopotential acquisition systems.
Alzaher, Hussain A; Tasadduq, Noman; Mahnashi, Yaqub
2013-10-01
Powerline interference is one of the most dominant problems in detection and processing of biopotential signals. This work presents a new fully integrated notch filter exhibiting high linearity and low power consumption. High filter linearity is preserved utilizing active-RC approach while IC implementation is achieved through replacing passive resistors by R-2R ladders achieving area saving of approximately 120 times. The filter design is optimized for low power operation using an efficient circuit topology and an ultra-low power operational amplifier. Fully differential implementation of the proposed filter shows notch depth of 43 dB (78 dB for 4th-order) with THD of better than -70 dB while consuming about 150 nW from 1.5 V supply.
A highly linear baseband Gm—C filter for WLAN application
Lijun, Yang; Zheng, Gong; Yin, Shi; Zhiming, Chen
2011-09-01
A low voltage, highly linear transconductan—C (Gm—C) low-pass filter for wireless local area network (WLAN) transceiver application is proposed. This transmitter (Tx) filter adopts a 9.8 MHz 3rd-order Chebyshev low pass prototype and achieves 35 dB stop-band attenuation at 30 MHz frequency. By utilizing pseudo-differential linear-region MOS transconductors, the filter IIP3 is measured to be as high as 9.5 dBm. Fabricated in a 0.35 μm standard CMOS technology, the proposed filter chip occupies a 0.41 × 0.17 mm2 die area and consumes 3.36 mA from a 3.3-V power supply.
A highly linear baseband Gm-C filter for WLAN application
International Nuclear Information System (INIS)
Yang Lijun; Chen Zhiming; Gong Zheng; Shi Yin
2011-01-01
A low voltage, highly linear transconductan-C (G m -C) low-pass filter for wireless local area network (WLAN) transceiver application is proposed. This transmitter (Tx) filter adopts a 9.8 MHz 3rd-order Chebyshev low pass prototype and achieves 35 dB stop-band attenuation at 30 MHz frequency. By utilizing pseudo-differential linear-region MOS transconductors, the filter IIP 3 is measured to be as high as 9.5 dBm. Fabricated in a 0.35 μm standard CMOS technology, the proposed filter chip occupies a 0.41 x 0.17 mm 2 die area and consumes 3.36 mA from a 3.3-V power supply. (semiconductor integrated circuits)
A highly linear baseband G{sub m}-C filter for WLAN application
Energy Technology Data Exchange (ETDEWEB)
Yang Lijun; Chen Zhiming [Department of Electronic Engineering, Xi' an University of Technology, Xi' an 710048 (China); Gong Zheng; Shi Yin, E-mail: ljyang@sci-inc.com.cn [Suzhou-CAS Semiconductors Integrated Technology Research Center, Suzhou 215021 (China)
2011-09-15
A low voltage, highly linear transconductan-C (G{sub m}-C) low-pass filter for wireless local area network (WLAN) transceiver application is proposed. This transmitter (Tx) filter adopts a 9.8 MHz 3rd-order Chebyshev low pass prototype and achieves 35 dB stop-band attenuation at 30 MHz frequency. By utilizing pseudo-differential linear-region MOS transconductors, the filter IIP{sub 3} is measured to be as high as 9.5 dBm. Fabricated in a 0.35 {mu}m standard CMOS technology, the proposed filter chip occupies a 0.41 x 0.17 mm{sup 2} die area and consumes 3.36 mA from a 3.3-V power supply. (semiconductor integrated circuits)
Lifted linear phase filter banks and the polyphase-with-advance representation
Energy Technology Data Exchange (ETDEWEB)
Brislawn, C. M. (Christopher M.); Wohlberg, B. E. (Brendt E.)
2004-01-01
A matrix theory is developed for the noncausal polyphase-with-advance representation that underlies the theory of lifted perfect reconstruction filter banks and wavelet transforms as developed by Sweldens and Daubechies. This theory provides the fundamental lifting methodology employed in the ISO/IEC JPEG-2000 still image coding standard, which the authors helped to develop. Lifting structures for polyphase-with-advance filter banks are depicted in Figure 1. In the analysis bank of Figure 1(a), the first lifting step updates x{sub 0} with a filtered version of x{sub 1} and the second step updates x{sub 1} with a filtered version of x{sub 0}; gain factors 1/K and K normalize the lowpass- and highpass-filtered output subbands. Each of these steps is inverted by the corresponding operations in the synthesis bank shown in Figure 1(b). Lifting steps correspond to upper- or lower-triangular matrices, S{sub i}(z), in a cascade-form decomposition of the polyphase analysis matrix, H{sub a}(z). Lifting structures can also be implemented reversibly (i.e., losslessly in fixed-precision arithmetic) by rounding the lifting updates to integer values. Our treatment of the polyphase-with-advance representation develops an extensive matrix algebra framework that goes far beyond the results of. Specifically, we focus on analyzing and implementing linear phase two-channel filter banks via linear phase lifting cascade schemes. Whole-sample symmetric (WS) and half-sample symmetric (HS) linear phase filter banks are characterized completely in terms of the polyphase-with-advance representation. The theory benefits significantly from a number of new group-theoretic structures arising in the polyphase-with-advance matrix algebra from the lifting factorization of linear phase filter banks.
Structural Shielding Design of a 6 MV Flattening Filter Free Linear Accelerator: Indian Scenario
Mishra, Bibekananda; Selvam, T. Palani; Sharma, P. K. Dash
2017-01-01
Detailed structural shielding of primary and secondary barriers for a 6 MV medical linear accelerator (LINAC) operated with flattening filter (FF) and flattening filter free (FFF) modes are calculated. The calculations have been carried out by two methods, one using the approach given in National Council on Radiation Protection (NCRP) Report No. 151 and the other based on the monitor units (MUs) delivered in clinical practice. Radiation survey of the installations was also carried out. NCRP a...
Multicollinearity in hierarchical linear models.
Yu, Han; Jiang, Shanhe; Land, Kenneth C
2015-09-01
This study investigates an ill-posed problem (multicollinearity) in Hierarchical Linear Models from both the data and the model perspectives. We propose an intuitive, effective approach to diagnosing the presence of multicollinearity and its remedies in this class of models. A simulation study demonstrates the impacts of multicollinearity on coefficient estimates, associated standard errors, and variance components at various levels of multicollinearity for finite sample sizes typical in social science studies. We further investigate the role multicollinearity plays at each level for estimation of coefficient parameters in terms of shrinkage. Based on these analyses, we recommend a top-down method for assessing multicollinearity in HLMs that first examines the contextual predictors (Level-2 in a two-level model) and then the individual predictors (Level-1) and uses the results for data collection, research problem redefinition, model re-specification, variable selection and estimation of a final model. Copyright © 2015 Elsevier Inc. All rights reserved.
Cake filtration modeling: Analytical cake filtration model and filter medium characterization
Energy Technology Data Exchange (ETDEWEB)
Koch, Michael
2008-05-15
Cake filtration is a unit operation to separate solids from fluids in industrial processes. The build up of a filter cake is usually accompanied with a decrease in overall permeability over the filter leading to an increased pressure drop over the filter. For an incompressible filter cake that builds up on a homogeneous filter cloth, a linear pressure drop profile over time is expected for a constant fluid volume flow. However, experiments show curved pressure drop profiles, which are also attributed to inhomogeneities of the filter (filter medium and/or residual filter cake). In this work, a mathematical filter model is developed to describe the relationship between time and overall permeability. The model considers a filter with an inhomogeneous permeability and accounts for fluid mechanics by a one-dimensional formulation of Darcy's law and for the cake build up by solid continuity. The model can be solved analytically in the time domain. The analytic solution allows for the unambiguous inversion of the model to determine the inhomogeneous permeability from the time resolved overall permeability, e.g. pressure drop measurements. An error estimation of the method is provided by rewriting the model as convolution transformation. This method is applied to simulated and experimental pressure drop data of gas filters with textile filter cloths and various situations with non-uniform flow situations in practical problems are explored. A routine is developed to generate characteristic filter cycles from semi-continuous filter plant operation. The model is modified to investigate the impact of non-uniform dust concentrations. (author). 34 refs., 40 figs., 1 tab
Design of Filter for a Class of Switched Linear Neutral Systems
Directory of Open Access Journals (Sweden)
Caiyun Wu
2013-01-01
Full Text Available This paper is concerned with the filtering problem for a class of switched linear neutral systems with time-varying delays. The time-varying delays appear not only in the state but also in the state derivatives. Based on the average dwell time approach and the piecewise Lyapunov functional technique, sufficient conditions are proposed for the exponential stability of the filtering error dynamic system. Then, the corresponding solvability condition for a desired filter satisfying a weighted performance is established. All the conditions obtained are delay-dependent. Finally, two numerical examples are given to illustrate the effectiveness of the proposed theory.
Modelling Loudspeaker Non-Linearities
DEFF Research Database (Denmark)
Agerkvist, Finn T.
2007-01-01
This paper investigates different techniques for modelling the non-linear parameters of the electrodynamic loudspeaker. The methods are tested not only for their accuracy within the range of original data, but also for the ability to work reasonable outside that range, and it is demonstrated...... that polynomial expansions are rather poor at this, whereas an inverse polynomial expansion or localized fitting functions such as the gaussian are better suited for modelling the Bl-factor and compliance. For the inductance the sigmoid function is shown to give very good results. Finally the time varying...
Multivariate covariance generalized linear models
DEFF Research Database (Denmark)
Bonat, W. H.; Jørgensen, Bent
2016-01-01
are fitted by using an efficient Newton scoring algorithm based on quasi-likelihood and Pearson estimating functions, using only second-moment assumptions. This provides a unified approach to a wide variety of types of response variables and covariance structures, including multivariate extensions......We propose a general framework for non-normal multivariate data analysis called multivariate covariance generalized linear models, designed to handle multivariate response variables, along with a wide range of temporal and spatial correlation structures defined in terms of a covariance link...... function combined with a matrix linear predictor involving known matrices. The method is motivated by three data examples that are not easily handled by existing methods. The first example concerns multivariate count data, the second involves response variables of mixed types, combined with repeated...
Matrix algebra for linear models
Gruber, Marvin H J
2013-01-01
Matrix methods have evolved from a tool for expressing statistical problems to an indispensable part of the development, understanding, and use of various types of complex statistical analyses. This evolution has made matrix methods a vital part of statistical education. Traditionally, matrix methods are taught in courses on everything from regression analysis to stochastic processes, thus creating a fractured view of the topic. Matrix Algebra for Linear Models offers readers a unique, unified view of matrix analysis theory (where and when necessary), methods, and their applications. Written f
Geometric Models for Collaborative Search and Filtering
Bitton, Ephrat
2011-01-01
This dissertation explores the use of geometric and graphical models for a variety of information search and filtering applications. These models serve to provide an intuitive understanding of the problem domains and as well as computational efficiencies to our solution approaches. We begin by considering a search and rescue scenario where both…
Optimal Linear Filters for Pulse Height Measurements in the Presence of Noise
International Nuclear Information System (INIS)
Nygaard, K.
1966-07-01
For measurements of nuclear pulse height spectra a linear filter is used between the pulse amplifier and the pulse height recorder so as to improve the signal/noise ratio. The problem of finding the optimal filter is investigated with emphasis on technical realizability. The maximum available signal/noise ratio is theoretically calculated on the basis of all the information which can be found in the output of the pulse amplifier, and on an assumed a priori knowledge of the pulse time of arrival. It is then shown that the maximum available signal/noise ratio can be obtained with practical measurements without any a priori knowledge of pulse time of arrival, and a general description of the optimal linear filter is given. The solution is unique, technically realizable, and based solely on data (noise power spectrum and pulse shape) which can be measured at the output terminals of the pulse amplifier used
DEFF Research Database (Denmark)
Cimoli, Bruno; Johansen, Tom Keinicke; Olmos, Juan Jose Vegas
2018-01-01
We report a high performance linear phase low pass filter (LPF) designed for partial response (PR) modulations. For the implementation, we adopted microstrip technology and a variant of the standard stepped‐impedance technique. Defected ground structures (DGS) are used for increasing the characte......We report a high performance linear phase low pass filter (LPF) designed for partial response (PR) modulations. For the implementation, we adopted microstrip technology and a variant of the standard stepped‐impedance technique. Defected ground structures (DGS) are used for increasing...... the characteristic impedance of transmission lines. Experimental results prove that the proposed filter can successfully modulate a non‐return‐to‐zero (NRZ) signal into a five levels PR one....
Time-dependent switched discrete-time linear systems control and filtering
Zhang, Lixian; Shi, Peng; Lu, Qiugang
2016-01-01
This book focuses on the basic control and filtering synthesis problems for discrete-time switched linear systems under time-dependent switching signals. Chapter 1, as an introduction of the book, gives the backgrounds and motivations of switched systems, the definitions of the typical time-dependent switching signals, the differences and links to other types of systems with hybrid characteristics and a literature review mainly on the control and filtering for the underlying systems. By summarizing the multiple Lyapunov-like functions (MLFs) approach in which different requirements on comparisons of Lyapunov function values at switching instants, a series of methodologies are developed for the issues on stability and stabilization, and l2-gain performance or tube-based robustness for l∞ disturbance, respectively, in Chapters 2 and 3. Chapters 4 and 5 are devoted to the control and filtering problems for the time-dependent switched linear systems with either polytopic uncertainties or measurable time-varying...
Weighted H∞ Filtering for a Class of Switched Linear Systems with Additive Time-Varying Delays
Directory of Open Access Journals (Sweden)
Li-li Li
2015-01-01
Full Text Available This paper is concerned with the problem of weighted H∞ filtering for a class of switched linear systems with two additive time-varying delays, which represent a general class of switched time-delay systems with strong practical background. Combining average dwell time (ADT technique with piecewise Lyapunov functionals, sufficient conditions are established to guarantee the exponential stability and weighted H∞ performance for the filtering error systems. The parameters of the designed switched filters are obtained by solving linear matrix inequalities (LMIs. A modification of Jensen integral inequality is exploited to derive results with less theoretical conservatism and computational complexity. Finally, two examples are given to demonstrate the effectiveness of the proposed method.
Optimal Linear Filters for Pulse Height Measurements in the Presence of Noise
Energy Technology Data Exchange (ETDEWEB)
Nygaard, K
1966-07-15
For measurements of nuclear pulse height spectra a linear filter is used between the pulse amplifier and the pulse height recorder so as to improve the signal/noise ratio. The problem of finding the optimal filter is investigated with emphasis on technical realizability. The maximum available signal/noise ratio is theoretically calculated on the basis of all the information which can be found in the output of the pulse amplifier, and on an assumed a priori knowledge of the pulse time of arrival. It is then shown that the maximum available signal/noise ratio can be obtained with practical measurements without any a priori knowledge of pulse time of arrival, and a general description of the optimal linear filter is given. The solution is unique, technically realizable, and based solely on data (noise power spectrum and pulse shape) which can be measured at the output terminals of the pulse amplifier used.
Ion beam properties after mass filtering with a linear radiofrequency quadrupole
International Nuclear Information System (INIS)
Ferrer, R.; Kwiatkowski, A.A.; Bollen, G.; Lincoln, D.L.; Morrissey, D.J.; Pang, G.K.; Ringle, R.; Savory, J.; Schwarz, S.
2014-01-01
The properties of ion beams passing through a linear radiofrequency quadrupole mass filter were investigated with special attention to their dependence on the mass resolving power. Experimentally, an increase of the transverse emittance was observed as the mass-to-charge selectivity of the mass filter was raised. The experimental behavior was confirmed by beam transport simulations. -- Highlights: • The ion-optical properties of a Quadrupole Mass Filter (QMF) are presented. • Measured beam emittances follow a trend to larger values for smaller A/Q ratios and increasing mass resolution. • The experimental behavior was confirmed by beam transport simulations. • The use of a QMF for mass filtering comes at the cost of emittance growth of the ion beam
The maximally achievable accuracy of linear optimal regulators and linear optimal filters
Kwakernaak, H.; Sivan, Raphael
1972-01-01
A linear system with a quadratic cost function, which is a weighted sum of the integral square regulation error and the integral square input, is considered. What happens to the integral square regulation error as the relative weight of the integral square input reduces to zero is investigated. In
Linear filters as a method of real-time prediction of geomagnetic activity
International Nuclear Information System (INIS)
McPherron, R.L.; Baker, D.N.; Bargatze, L.F.
1985-01-01
Important factors controlling geomagnetic activity include the solar wind velocity, the strength of the interplanetary magnetic field (IMF), and the field orientation. Because these quantities change so much in transit through the solar wind, real-time monitoring immediately upstream of the earth provides the best input for any technique of real-time prediction. One such technique is linear prediction filtering which utilizes past histories of the input and output of a linear system to create a time-invariant filter characterizing the system. Problems of nonlinearity or temporal changes of the system can be handled by appropriate choice of input parameters and piecewise approximation in various ranges of the input. We have created prediction filters for all the standard magnetic indices and tested their efficiency. The filters show that the initial response of the magnetosphere to a southward turning of the IMF peaks in 20 minutes and then again in 55 minutes. After a northward turning, auroral zone indices and the midlatitude ASYM index return to background within 2 hours, while Dst decays exponentially with a time constant of about 8 hours. This paper describes a simple, real-time system utilizing these filters which could predict a substantial fraction of the variation in magnetic activity indices 20 to 50 minutes in advance
Nonabelian Gauged Linear Sigma Model
Institute of Scientific and Technical Information of China (English)
Yongbin RUAN
2017-01-01
The gauged linear sigma model (GLSM for short) is a 2d quantum field theory introduced by Witten twenty years ago.Since then,it has been investigated extensively in physics by Hori and others.Recently,an algebro-geometric theory (for both abelian and nonabelian GLSMs) was developed by the author and his collaborators so that he can start to rigorously compute its invariants and check against physical predications.The abelian GLSM was relatively better understood and is the focus of current mathematical investigation.In this article,the author would like to look over the horizon and consider the nonabelian GLSM.The nonabelian case possesses some new features unavailable to the abelian GLSM.To aid the future mathematical development,the author surveys some of the key problems inspired by physics in the nonabelian GLSM.
Improved Collaborative Filtering Algorithm using Topic Model
Directory of Open Access Journals (Sweden)
Liu Na
2016-01-01
Full Text Available Collaborative filtering algorithms make use of interactions rates between users and items for generating recommendations. Similarity among users or items is calculated based on rating mostly, without considering explicit properties of users or items involved. In this paper, we proposed collaborative filtering algorithm using topic model. We describe user-item matrix as document-word matrix and user are represented as random mixtures over item, each item is characterized by a distribution over users. The experiments showed that the proposed algorithm achieved better performance compared the other state-of-the-art algorithms on Movie Lens data sets.
Analysis of positron lifetime spectra using quantified maximum entropy and a general linear filter
International Nuclear Information System (INIS)
Shukla, A.; Peter, M.; Hoffmann, L.
1993-01-01
Two new approaches are used to analyze positron annihilation lifetime spectra. A general linear filter is designed to filter the noise from lifetime data. The quantified maximum entropy method is used to solve the inverse problem of finding the lifetimes and intensities present in data. We determine optimal values of parameters needed for fitting using Bayesian methods. Estimates of errors are provided. We present results on simulated and experimental data with extensive tests to show the utility of this method and compare it with other existing methods. (orig.)
Park, Kihong
2013-02-01
In this paper, we study a two-hop relaying network consisting of one source, one destination, and three amplify-and-forward (AF) relays with multiple antennas. To compensate for the capacity prelog factor loss of 1/2$ due to the half-duplex relaying, alternate transmission is performed among three relays, and the inter-relay interference due to the alternate relaying is aligned to make additional degrees of freedom. In addition, suboptimal linear filter designs at the nodes are proposed to maximize the achievable sum rate for different fading scenarios when the destination utilizes a minimum mean-square error filter. © 1967-2012 IEEE.
Manning, Robert M.
1991-01-01
The dynamic and composite nature of propagation impairments that are incurred on Earth-space communications links at frequencies in and above 30/20 GHz Ka band, i.e., rain attenuation, cloud and/or clear air scintillation, etc., combined with the need to counter such degradations after the small link margins have been exceeded, necessitate the use of dynamic statistical identification and prediction processing of the fading signal in order to optimally estimate and predict the levels of each of the deleterious attenuation components. Such requirements are being met in NASA's Advanced Communications Technology Satellite (ACTS) Project by the implementation of optimal processing schemes derived through the use of the Rain Attenuation Prediction Model and nonlinear Markov filtering theory.
Feedback Linearization Control of a Shunt Active Power Filter Using a Fuzzy Controller
Directory of Open Access Journals (Sweden)
Tianhua Li
2013-09-01
Full Text Available In this paper, a novel feedback linearization based sliding mode controlled parallel active power filter using a fuzzy controller is presented in a three-phase three-wire grid. A feedback linearization control with fuzzy parameter self-tuning is used to implement the DC side voltage regulation while a novel integral sliding mode controller is applied to reduce the total harmonic distortion of the supply current. Since traditional unit synchronous sinusoidal signal calculation methods are not applicable when the supply voltage contains harmonics, a novel unit synchronous sinusoidal signal computing method based on synchronous frame transforming theory is presented to overcome this disadvantage. The simulation results verify that the DC side voltage is very stable for the given value and responds quickly to the external disturbance. A comparison is also made to show the advantages of the novel unit sinusoidal signal calculating method and the super harmonic treatment property of the designed active power filter.
International Nuclear Information System (INIS)
Zhao, Yibo; Jiang, Yi; Feng, Jiuchao; Wu, Lifu
2016-01-01
Highlights: • A novel nonlinear Wiener adaptive filters based on the backslash operator are proposed. • The identification approach to the memristor-based chaotic systems using the proposed adaptive filters. • The weight update algorithm and convergence characteristics for the proposed adaptive filters are derived. - Abstract: Memristor-based chaotic systems have complex dynamical behaviors, which are characterized as nonlinear and hysteresis characteristics. Modeling and identification of their nonlinear model is an important premise for analyzing the dynamical behavior of the memristor-based chaotic systems. This paper presents a novel nonlinear Wiener adaptive filtering identification approach to the memristor-based chaotic systems. The linear part of Wiener model consists of the linear transversal adaptive filters, the nonlinear part consists of nonlinear adaptive filters based on the backslash operator for the hysteresis characteristics of the memristor. The weight update algorithms for the linear and nonlinear adaptive filters are derived. Final computer simulation results show the effectiveness as well as fast convergence characteristics. Comparing with the adaptive nonlinear polynomial filters, the proposed nonlinear adaptive filters have less identification error.
International Nuclear Information System (INIS)
Souza, Anderson S.; Rostelato, Maria Elisa C.M.; Zeituni, Carlos A.; Moura, Eduardo S.; Rodrigues, Bruna T.; Souza, Daiane C.; Tiezzi, Rodrigo; Souza, Carla D.; Melo, Emerson R.; Camargo, Anderson R.; Batista, Talita Q.
2015-01-01
This paper discusses the main features associated with the dosimetric parameters between FFF and FF Linacs. A set of Varian TrueBeam Linac and Varian 23EX dosimetric measurements was acquired to perform the experimental measurements. The dose measurements were carried out in a water Blue phantom, with a waterproof ionization chambers: farmer ionization chamber (0.6 cm 3 ) and Exradin A1SL(0.053 cm 3 ) , for fields 5 x 5, 8 x 8, 10 x 10, 15 x 15, 30 x 30 cm 2 . The 6 MV FFF and FF was the energy used in this work. Percent Depth Dose (PDD) was the dosimetric parameters evaluated using a fixed Source Surface Distance of 100 cm. One depth were applied for the measurements, 10 cm (central axis) from the water surface. The 6 MV FFF showed less penetrating than the 6 MV FF. This is due to the removal flattening filter causes more lower energy photons on the central axis. The field sizes were equivalent for both FFF and FF. The main advantage in operate linear accelerators without flattening filter is due to the high doses rates delivered during the treatment. High doses rates could reduce the patient treatment time and may be beneficial for some treatment techniques such as IMRT and SRT. (author)
Nonlinear Kalman filtering in affine term structure models
DEFF Research Database (Denmark)
Christoffersen, Peter; Dorion, Christian; Jacobs, Kris
2014-01-01
The extended Kalman filter, which linearizes the relationship between security prices and state variables, is widely used in fixed-income applications. We investigate whether the unscented Kalman filter should be used to capture nonlinearities and compare the performance of the Kalman filter...... with that of the particle filter. We analyze the cross section of swap rates, which are mildly nonlinear in the states, and cap prices, which are highly nonlinear. When caps are used to filter the states, the unscented Kalman filter significantly outperforms its extended counterpart. The unscented Kalman filter also...... performs well when compared with the much more computationally intensive particle filter. These findings suggest that the unscented Kalman filter may be a good approach for a variety of problems in fixed-income pricing....
Evaluation of non-linear adaptive smoothing filter by digital phantom
International Nuclear Information System (INIS)
Sato, Kazuhiro; Ishiya, Hiroki; Oshita, Ryosuke; Yanagawa, Isao; Goto, Mitsunori; Mori, Issei
2008-01-01
As a result of the development of multi-slice CT, diagnoses based on three-dimensional reconstruction images and multi-planar reconstruction have spread. For these applications, which require high z-resolution, thin slice imaging is essential. However, because z-resolution is always based on a trade-off with image noise, thin slice imaging is necessarily accompanied by an increase in noise level. To improve the quality of thin slice images, a non-linear adaptive smoothing filter has been developed, and is being widely applied to clinical use. We developed a digital bar pattern phantom for the purpose of evaluating the effect of this filter and attempted evaluation from an addition image of the bar pattern phantom and the image of the water phantom. The effect of this filter was changed in a complex manner by the contrast and spatial frequency of the original image. We have confirmed the reduced effect of image noise in the low frequency component of the image, but decreased contrast or increased quantity of noise in the image of the high frequency component. This result represents the effect of change in the adaptation of this filter. The digital phantom was useful for this evaluation, but to understand the total effect of filtering, much improvement of the shape of the digital phantom is required. (author)
Effects of noise, nonlinear processing, and linear filtering on perceived music quality.
Arehart, Kathryn H; Kates, James M; Anderson, Melinda C
2011-03-01
The purpose of this study was to determine the relative impact of different forms of hearing aid signal processing on quality ratings of music. Music quality was assessed using a rating scale for three types of music: orchestral classical music, jazz instrumental, and a female vocalist. The music stimuli were subjected to a wide range of simulated hearing aid processing conditions including, (1) noise and nonlinear processing, (2) linear filtering, and (3) combinations of noise, nonlinear, and linear filtering. Quality ratings were measured in a group of 19 listeners with normal hearing and a group of 15 listeners with sensorineural hearing impairment. Quality ratings in both groups were generally comparable, were reliable across test sessions, were impacted more by noise and nonlinear signal processing than by linear filtering, and were significantly affected by the genre of music. The average quality ratings for music were reasonably well predicted by the hearing aid speech quality index (HASQI), but additional work is needed to optimize the index to the wide range of music genres and processing conditions included in this study.
HOKF: High Order Kalman Filter for Epilepsy Forecasting Modeling.
Nguyen, Ngoc Anh Thi; Yang, Hyung-Jeong; Kim, Sunhee
2017-08-01
Epilepsy forecasting has been extensively studied using high-order time series obtained from scalp-recorded electroencephalography (EEG). An accurate seizure prediction system would not only help significantly improve patients' quality of life, but would also facilitate new therapeutic strategies to manage epilepsy. This paper thus proposes an improved Kalman Filter (KF) algorithm to mine seizure forecasts from neural activity by modeling three properties in the high-order EEG time series: noise, temporal smoothness, and tensor structure. The proposed High-Order Kalman Filter (HOKF) is an extension of the standard Kalman filter, for which higher-order modeling is limited. The efficient dynamic of HOKF system preserves the tensor structure of the observations and latent states. As such, the proposed method offers two main advantages: (i) effectiveness with HOKF results in hidden variables that capture major evolving trends suitable to predict neural activity, even in the presence of missing values; and (ii) scalability in that the wall clock time of the HOKF is linear with respect to the number of time-slices of the sequence. The HOKF algorithm is examined in terms of its effectiveness and scalability by conducting forecasting and scalability experiments with a real epilepsy EEG dataset. The results of the simulation demonstrate the superiority of the proposed method over the original Kalman Filter and other existing methods. Copyright © 2017 Elsevier B.V. All rights reserved.
Multivariate generalized linear mixed models using R
Berridge, Damon Mark
2011-01-01
Multivariate Generalized Linear Mixed Models Using R presents robust and methodologically sound models for analyzing large and complex data sets, enabling readers to answer increasingly complex research questions. The book applies the principles of modeling to longitudinal data from panel and related studies via the Sabre software package in R. A Unified Framework for a Broad Class of Models The authors first discuss members of the family of generalized linear models, gradually adding complexity to the modeling framework by incorporating random effects. After reviewing the generalized linear model notation, they illustrate a range of random effects models, including three-level, multivariate, endpoint, event history, and state dependence models. They estimate the multivariate generalized linear mixed models (MGLMMs) using either standard or adaptive Gaussian quadrature. The authors also compare two-level fixed and random effects linear models. The appendices contain additional information on quadrature, model...
Nonlinear Modeling by Assembling Piecewise Linear Models
Yao, Weigang; Liou, Meng-Sing
2013-01-01
To preserve nonlinearity of a full order system over a parameters range of interest, we propose a simple modeling approach by assembling a set of piecewise local solutions, including the first-order Taylor series terms expanded about some sampling states. The work by Rewienski and White inspired our use of piecewise linear local solutions. The assembly of these local approximations is accomplished by assigning nonlinear weights, through radial basis functions in this study. The efficacy of the proposed procedure is validated for a two-dimensional airfoil moving at different Mach numbers and pitching motions, under which the flow exhibits prominent nonlinear behaviors. All results confirm that our nonlinear model is accurate and stable for predicting not only aerodynamic forces but also detailed flowfields. Moreover, the model is robustness-accurate for inputs considerably different from the base trajectory in form and magnitude. This modeling preserves nonlinearity of the problems considered in a rather simple and accurate manner.
Linear Logistic Test Modeling with R
Baghaei, Purya; Kubinger, Klaus D.
2015-01-01
The present paper gives a general introduction to the linear logistic test model (Fischer, 1973), an extension of the Rasch model with linear constraints on item parameters, along with eRm (an R package to estimate different types of Rasch models; Mair, Hatzinger, & Mair, 2014) functions to estimate the model and interpret its parameters. The…
Institute of Scientific and Technical Information of China (English)
王铁成; 李伟力; 孙建伟
2003-01-01
A mathematical model has been built up for compound cage rotor induction machine with the rotor re-sistance and leakage inductance in the model identified through Kalman filtering method. Using the identifiedparameters, simulation studies are performed, and simulation results are compared with testing results.
A non-linear algorithm for current signal filtering and peak detection in SiPM
International Nuclear Information System (INIS)
Putignano, M; Intermite, A; Welsch, C P
2012-01-01
Read-out of Silicon Photomultipliers is commonly achieved by means of charge integration, a method particularly susceptible to after-pulsing noise and not efficient for low level light signals. Current signal monitoring, characterized by easier electronic implementation and intrinsically faster than charge integration, is also more suitable for low level light signals and can potentially result in much decreased after-pulsing noise effects. However, its use is to date limited by the need of developing a suitable read-out algorithm for signal analysis and filtering able to achieve current peak detection and measurement with the needed precision and accuracy. In this paper we present an original algorithm, based on a piecewise linear-fitting approach, to filter the noise of the current signal and hence efficiently identifying and measuring current peaks. The proposed algorithm is then compared with the optimal linear filtering algorithm for time-encoded peak detection, based on a moving average routine, and assessed in terms of accuracy, precision, and peak detection efficiency, demonstrating improvements of 1÷2 orders of magnitude in all these quality factors.
Core seismic behaviour: linear and non-linear models
International Nuclear Information System (INIS)
Bernard, M.; Van Dorsselaere, M.; Gauvain, M.; Jenapierre-Gantenbein, M.
1981-08-01
The usual methodology for the core seismic behaviour analysis leads to a double complementary approach: to define a core model to be included in the reactor-block seismic response analysis, simple enough but representative of basic movements (diagrid or slab), to define a finer core model, with basic data issued from the first model. This paper presents the history of the different models of both kinds. The inert mass model (IMM) yielded a first rough diagrid movement. The direct linear model (DLM), without shocks and with sodium as an added mass, let to two different ones: DLM 1 with independent movements of the fuel and radial blanket subassemblies, and DLM 2 with a core combined movement. The non-linear (NLM) ''CORALIE'' uses the same basic modelization (Finite Element Beams) but accounts for shocks. It studies the response of a diameter on flats and takes into account the fluid coupling and the wrapper tube flexibility at the pad level. Damping consists of one modal part of 2% and one part due to shocks. Finally, ''CORALIE'' yields the time-history of the displacements and efforts on the supports, but damping (probably greater than 2%) and fluid-structures interaction are still to be precised. The validation experiments were performed on a RAPSODIE core mock-up on scale 1, in similitude of 1/3 as to SPX 1. The equivalent linear model (ELM) was developed for the SPX 1 reactor-block response analysis and a specified seismic level (SB or SM). It is composed of several oscillators fixed to the diagrid and yields the same maximum displacements and efforts than the NLM. The SPX 1 core seismic analysis with a diagrid input spectrum which corresponds to a 0,1 g group acceleration, has been carried out with these models: some aspects of these calculations are presented here
Composite Linear Models | Division of Cancer Prevention
By Stuart G. Baker The composite linear models software is a matrix approach to compute maximum likelihood estimates and asymptotic standard errors for models for incomplete multinomial data. It implements the method described in Baker SG. Composite linear models for incomplete multinomial data. Statistics in Medicine 1994;13:609-622. The software includes a library of thirty
Joint polarization tracking and channel equalization based on radius-directed linear Kalman filter
Zhang, Qun; Yang, Yanfu; Zhong, Kangping; Liu, Jie; Wu, Xiong; Yao, Yong
2018-01-01
We propose a joint polarization tracking and channel equalization scheme based on radius-directed linear Kalman filter (RD-LKF) by introducing the butterfly finite-impulse-response (FIR) filter in our previously proposed RD-LKF method. Along with the fast polarization tracking, it can also simultaneously compensate the inter-symbol interference (ISI) effects including residual chromatic dispersion and polarization mode dispersion. Compared with the conventional radius-directed equalizer (RDE) algorithm, it is demonstrated experimentally that three times faster convergence speed, one order of magnitude better tracking capability, and better BER performance is obtained in polarization division multiplexing 16 quadrature amplitude modulation system. Besides, the influences of the algorithm parameters on the convergence and the tracking performance are investigated by numerical simulation.
Modelling modulation perception : modulation low-pass filter or modulation filter bank?
Dau, T.; Kollmeier, B.; Kohlrausch, A.G.
1995-01-01
In current models of modulation perception, the stimuli are first filtered and nonlinearly transformed (mostly half-wave rectified). In order to model the low-pass characteristic of measured modulation transfer functions, the next stage in the models is a first-order low-pass filter with a typical
Treatment vault shielding for a flattening filter-free medical linear accelerator
Kry, Stephen F.; Howell, Rebecca M.; Polf, Jerimy; Mohan, Radhe; Vassiliev, Oleg N.
2009-03-01
The requirements for shielding a treatment vault with a Varian Clinac 2100 medical linear accelerator operated both with and without the flattening filter were assessed. Basic shielding parameters, such as primary beam tenth-value layers (TVLs), patient scatter fractions, and wall scatter fractions, were calculated using Monte Carlo simulations of 6, 10 and 18 MV beams. Relative integral target current requirements were determined from treatment planning studies of several disease sites with, and without, the flattening filter. The flattened beam shielding data were compared to data published in NCRP Report No. 151, and the unflattened beam shielding data were presented relative to the NCRP data. Finally, the shielding requirements for a typical treatment vault were determined for a single-energy (6 MV) linac and a dual-energy (6 MV/18 MV) linac. With the exception of large-angle patient scatter fractions and wall scatter fractions, the vault shielding parameters were reduced when the flattening filter was removed. Much of this reduction was consistent with the reduced average energy of the FFF beams. Primary beam TVLs were reduced by 12%, on average, and small-angle scatter fractions were reduced by up to 30%. Head leakage was markedly reduced because less integral target current was required to deliver the target dose. For the treatment vault examined in the current study, removal of the flattening filter reduced the required thickness of the primary and secondary barriers by 10-20%, corresponding to 18 m3 less concrete to shield the single-energy linac and 36 m3 less concrete to shield the dual-energy linac. Thus, a shielding advantage was found when the linac was operated without the flattening filter. This translates into a reduction in occupational exposure and/or the cost and space of shielding.
Treatment vault shielding for a flattening filter-free medical linear accelerator
Energy Technology Data Exchange (ETDEWEB)
Kry, Stephen F; Howell, Rebecca M; Polf, Jerimy; Mohan, Radhe; Vassiliev, Oleg N [Department of Radiation Physics, University of Texas M. D. Anderson Cancer Center, Houston, TX (United States)], E-mail: sfkry@mdanderson.org
2009-03-07
The requirements for shielding a treatment vault with a Varian Clinac 2100 medical linear accelerator operated both with and without the flattening filter were assessed. Basic shielding parameters, such as primary beam tenth-value layers (TVLs), patient scatter fractions, and wall scatter fractions, were calculated using Monte Carlo simulations of 6, 10 and 18 MV beams. Relative integral target current requirements were determined from treatment planning studies of several disease sites with, and without, the flattening filter. The flattened beam shielding data were compared to data published in NCRP Report No. 151, and the unflattened beam shielding data were presented relative to the NCRP data. Finally, the shielding requirements for a typical treatment vault were determined for a single-energy (6 MV) linac and a dual-energy (6 MV/18 MV) linac. With the exception of large-angle patient scatter fractions and wall scatter fractions, the vault shielding parameters were reduced when the flattening filter was removed. Much of this reduction was consistent with the reduced average energy of the FFF beams. Primary beam TVLs were reduced by 12%, on average, and small-angle scatter fractions were reduced by up to 30%. Head leakage was markedly reduced because less integral target current was required to deliver the target dose. For the treatment vault examined in the current study, removal of the flattening filter reduced the required thickness of the primary and secondary barriers by 10-20%, corresponding to 18 m{sup 3} less concrete to shield the single-energy linac and 36 m{sup 3} less concrete to shield the dual-energy linac. Thus, a shielding advantage was found when the linac was operated without the flattening filter. This translates into a reduction in occupational exposure and/or the cost and space of shielding.
Treatment vault shielding for a flattening filter-free medical linear accelerator
International Nuclear Information System (INIS)
Kry, Stephen F; Howell, Rebecca M; Polf, Jerimy; Mohan, Radhe; Vassiliev, Oleg N
2009-01-01
The requirements for shielding a treatment vault with a Varian Clinac 2100 medical linear accelerator operated both with and without the flattening filter were assessed. Basic shielding parameters, such as primary beam tenth-value layers (TVLs), patient scatter fractions, and wall scatter fractions, were calculated using Monte Carlo simulations of 6, 10 and 18 MV beams. Relative integral target current requirements were determined from treatment planning studies of several disease sites with, and without, the flattening filter. The flattened beam shielding data were compared to data published in NCRP Report No. 151, and the unflattened beam shielding data were presented relative to the NCRP data. Finally, the shielding requirements for a typical treatment vault were determined for a single-energy (6 MV) linac and a dual-energy (6 MV/18 MV) linac. With the exception of large-angle patient scatter fractions and wall scatter fractions, the vault shielding parameters were reduced when the flattening filter was removed. Much of this reduction was consistent with the reduced average energy of the FFF beams. Primary beam TVLs were reduced by 12%, on average, and small-angle scatter fractions were reduced by up to 30%. Head leakage was markedly reduced because less integral target current was required to deliver the target dose. For the treatment vault examined in the current study, removal of the flattening filter reduced the required thickness of the primary and secondary barriers by 10-20%, corresponding to 18 m 3 less concrete to shield the single-energy linac and 36 m 3 less concrete to shield the dual-energy linac. Thus, a shielding advantage was found when the linac was operated without the flattening filter. This translates into a reduction in occupational exposure and/or the cost and space of shielding.
An operator model-based filtering scheme
International Nuclear Information System (INIS)
Sawhney, R.S.; Dodds, H.L.; Schryer, J.C.
1990-01-01
This paper presents a diagnostic model developed at Oak Ridge National Laboratory (ORNL) for off-normal nuclear power plant events. The diagnostic model is intended to serve as an embedded module of a cognitive model of the human operator, one application of which could be to assist control room operators in correctly responding to off-normal events by providing a rapid and accurate assessment of alarm patterns and parameter trends. The sequential filter model is comprised of two distinct subsystems --- an alarm analysis followed by an analysis of interpreted plant signals. During the alarm analysis phase, the alarm pattern is evaluated to generate hypotheses of possible initiating events in order of likelihood of occurrence. Each hypothesis is further evaluated through analysis of the current trends of state variables in order to validate/reject (in the form of increased/decreased certainty factor) the given hypothesis. 7 refs., 4 figs
Zhang, Shengzhi; Yu, Shuai; Liu, Chaojun; Yuan, Xuebing; Liu, Sheng
2016-02-20
To provide a long-time reliable orientation, sensor fusion technologies are widely used to integrate available inertial sensors for the low-cost orientation estimation. In this paper, a novel dual-linear Kalman filter was designed for a multi-sensor system integrating MEMS gyros, an accelerometer, and a magnetometer. The proposed filter precludes the impacts of magnetic disturbances on the pitch and roll which the heading is subjected to. The filter can achieve robust orientation estimation for different statistical models of the sensors. The root mean square errors (RMSE) of the estimated attitude angles are reduced by 30.6% under magnetic disturbances. Owing to the reduction of system complexity achieved by smaller matrix operations, the mean total time consumption is reduced by 23.8%. Meanwhile, the separated filter offers greater flexibility for the system configuration, as it is possible to switch on or off the second stage filter to include or exclude the magnetometer compensation for the heading. Online experiments were performed on the homemade miniature orientation determination system (MODS) with the turntable. The average RMSE of estimated orientation are less than 0.4° and 1° during the static and low-dynamic tests, respectively. More realistic tests on two-wheel self-balancing vehicle driving and indoor pedestrian walking were carried out to evaluate the performance of the designed MODS when high accelerations and angular rates were introduced. Test results demonstrate that the MODS is applicable for the orientation estimation under various dynamic conditions. This paper provides a feasible alternative for low-cost orientation determination.
Actuarial statistics with generalized linear mixed models
Antonio, K.; Beirlant, J.
2007-01-01
Over the last decade the use of generalized linear models (GLMs) in actuarial statistics has received a lot of attention, starting from the actuarial illustrations in the standard text by McCullagh and Nelder [McCullagh, P., Nelder, J.A., 1989. Generalized linear models. In: Monographs on Statistics
Shimozato, Tomohiro; Aoyama, Yuichi; Matsunaga, Takuma; Tabushi, Katsuyoshi
2017-01-01
This work investigated the dosimetric properties of a 10-MV photon beam emitted from a medical linear accelerator (linac) with no flattening filter (FF). The aim of this study is to analyze the radiation fluence and energy emitted from the flattening filter free (FFF) linac using Monte Carlo (MC) simulations. The FFF linac was created by removing the FF from a linac in clinical use. Measurements of the depth dose (DD) and the off-axis profile were performed using a three-dimensional water phantom with an ionization chamber. A MC simulation for a 10-MV photon beam from this FFF linac was performed using the BEAMnrc code. The off-axis profiles for the FFF linac exhibited a chevron-like distribution, and the dose outside the irradiation field was found to be lower for the FFF linac than for a linac with an FF (FF linac). The DD curves for the FFF linac included many contaminant electrons in the build-up region. Therefore, for clinical use, a metal filter is additionally required to reduce the effects of the electron contamination. The mean energy of the FFF linac was found to be lower than that of the FF linac owing to the absence of beam hardening caused by the FF.
The role of model dynamics in ensemble Kalman filter performance for chaotic systems
Ng, G.-H.C.; McLaughlin, D.; Entekhabi, D.; Ahanin, A.
2011-01-01
The ensemble Kalman filter (EnKF) is susceptible to losing track of observations, or 'diverging', when applied to large chaotic systems such as atmospheric and ocean models. Past studies have demonstrated the adverse impact of sampling error during the filter's update step. We examine how system dynamics affect EnKF performance, and whether the absence of certain dynamic features in the ensemble may lead to divergence. The EnKF is applied to a simple chaotic model, and ensembles are checked against singular vectors of the tangent linear model, corresponding to short-term growth and Lyapunov vectors, corresponding to long-term growth. Results show that the ensemble strongly aligns itself with the subspace spanned by unstable Lyapunov vectors. Furthermore, the filter avoids divergence only if the full linearized long-term unstable subspace is spanned. However, short-term dynamics also become important as non-linearity in the system increases. Non-linear movement prevents errors in the long-term stable subspace from decaying indefinitely. If these errors then undergo linear intermittent growth, a small ensemble may fail to properly represent all important modes, causing filter divergence. A combination of long and short-term growth dynamics are thus critical to EnKF performance. These findings can help in developing practical robust filters based on model dynamics. ?? 2011 The Authors Tellus A ?? 2011 John Wiley & Sons A/S.
Kalman Filter for Generalized 2-D Roesser Models
Institute of Scientific and Technical Information of China (English)
SHENG Mei; ZOU Yun
2007-01-01
The design problem of the state filter for the generalized stochastic 2-D Roesser models, which appears when both the state and measurement are simultaneously subjected to the interference from white noise, is discussed. The wellknown Kalman filter design is extended to the generalized 2-D Roesser models. Based on the method of "scanning line by line", the filtering problem of generalized 2-D Roesser models with mode-energy reconstruction is solved. The formula of the optimal filtering, which minimizes the variance of the estimation error of the state vectors, is derived. The validity of the designed filter is verified by the calculation steps and the examples are introduced.
Comparing linear probability model coefficients across groups
DEFF Research Database (Denmark)
Holm, Anders; Ejrnæs, Mette; Karlson, Kristian Bernt
2015-01-01
of the following three components: outcome truncation, scale parameters and distributional shape of the predictor variable. These results point to limitations in using linear probability model coefficients for group comparisons. We also provide Monte Carlo simulations and real examples to illustrate......This article offers a formal identification analysis of the problem in comparing coefficients from linear probability models between groups. We show that differences in coefficients from these models can result not only from genuine differences in effects, but also from differences in one or more...... these limitations, and we suggest a restricted approach to using linear probability model coefficients in group comparisons....
Development, characterization, and modeling of a tunable filter camera
Sartor, Mark Alan
1999-10-01
This paper describes the development, characterization, and modeling of a Tunable Filter Camera (TFC). The TFC is a new multispectral instrument with electronically tuned spectral filtering and low-light-level sensitivity. It represents a hybrid between hyperspectral and multispectral imaging spectrometers that incorporates advantages from each, addressing issues such as complexity, cost, lack of sensitivity, and adaptability. These capabilities allow the TFC to be applied to low- altitude video surveillance for real-time spectral and spatial target detection and image exploitation. Described herein are the theory and principles of operation for the TFC, which includes a liquid crystal tunable filter, an intensified CCD, and a custom apochromatic lens. The results of proof-of-concept testing, and characterization of two prototype cameras are included, along with a summary of the design analyses for the development of a multiple-channel system. A significant result of this effort was the creation of a system-level model, which was used to facilitate development and predict performance. It includes models for the liquid crystal tunable filter and intensified CCD. Such modeling was necessary in the design of the system and is useful for evaluation of the system in remote-sensing applications. Also presented are characterization data from component testing, which included quantitative results for linearity, signal to noise ratio (SNR), linearity, and radiometric response. These data were used to help refine and validate the model. For a pre-defined source, the spatial and spectral response, and the noise of the camera, system can now be predicted. The innovation that sets this development apart is the fact that this instrument has been designed for integrated, multi-channel operation for the express purpose of real-time detection/identification in low- light-level conditions. Many of the requirements for the TFC were derived from this mission. In order to provide
Spaghetti Bridges: Modeling Linear Relationships
Kroon, Cindy D.
2016-01-01
Mathematics and science are natural partners. One of many examples of this partnership occurs when scientific observations are made, thus providing data that can be used for mathematical modeling. Developing mathematical relationships elucidates such scientific principles. This activity describes a data-collection activity in which students employ…
Non-linear finite element modeling
DEFF Research Database (Denmark)
Mikkelsen, Lars Pilgaard
The note is written for courses in "Non-linear finite element method". The note has been used by the author teaching non-linear finite element modeling at Civil Engineering at Aalborg University, Computational Mechanics at Aalborg University Esbjerg, Structural Engineering at the University...
Correlations and Non-Linear Probability Models
DEFF Research Database (Denmark)
Breen, Richard; Holm, Anders; Karlson, Kristian Bernt
2014-01-01
the dependent variable of the latent variable model and its predictor variables. We show how this correlation can be derived from the parameters of non-linear probability models, develop tests for the statistical significance of the derived correlation, and illustrate its usefulness in two applications. Under......Although the parameters of logit and probit and other non-linear probability models are often explained and interpreted in relation to the regression coefficients of an underlying linear latent variable model, we argue that they may also be usefully interpreted in terms of the correlations between...... certain circumstances, which we explain, the derived correlation provides a way of overcoming the problems inherent in cross-sample comparisons of the parameters of non-linear probability models....
Extended Linear Models with Gaussian Priors
DEFF Research Database (Denmark)
Quinonero, Joaquin
2002-01-01
In extended linear models the input space is projected onto a feature space by means of an arbitrary non-linear transformation. A linear model is then applied to the feature space to construct the model output. The dimension of the feature space can be very large, or even infinite, giving the model...... a very big flexibility. Support Vector Machines (SVM's) and Gaussian processes are two examples of such models. In this technical report I present a model in which the dimension of the feature space remains finite, and where a Bayesian approach is used to train the model with Gaussian priors...... on the parameters. The Relevance Vector Machine, introduced by Tipping, is a particular case of such a model. I give the detailed derivations of the expectation-maximisation (EM) algorithm used in the training. These derivations are not found in the literature, and might be helpful for newcomers....
Linear mixed models for longitudinal data
Molenberghs, Geert
2000-01-01
This paperback edition is a reprint of the 2000 edition. This book provides a comprehensive treatment of linear mixed models for continuous longitudinal data. Next to model formulation, this edition puts major emphasis on exploratory data analysis for all aspects of the model, such as the marginal model, subject-specific profiles, and residual covariance structure. Further, model diagnostics and missing data receive extensive treatment. Sensitivity analysis for incomplete data is given a prominent place. Several variations to the conventional linear mixed model are discussed (a heterogeity model, conditional linear mixed models). This book will be of interest to applied statisticians and biomedical researchers in industry, public health organizations, contract research organizations, and academia. The book is explanatory rather than mathematically rigorous. Most analyses were done with the MIXED procedure of the SAS software package, and many of its features are clearly elucidated. However, some other commerc...
Extended Kalman filtering for the detection of damage in linear mechanical structures
Liu, X.; Escamilla-Ambrosio, P. J.; Lieven, N. A. J.
2009-09-01
This paper addresses the problem of assessing the location and extent of damage in a vibrating structure by means of vibration measurements. Frequency domain identification methods (e.g. finite element model updating) have been widely used in this area while time domain methods such as the extended Kalman filter (EKF) method, are more sparsely represented. The difficulty of applying EKF in mechanical system damage identification and localisation lies in: the high computational cost, the dependence of estimation results on the initial estimation error covariance matrix P(0), the initial value of parameters to be estimated, and on the statistics of measurement noise R and process noise Q. To resolve these problems in the EKF, a multiple model adaptive estimator consisting of a bank of EKF in modal domain was designed, each filter in the bank is based on different P(0). The algorithm was iterated by using the weighted global iteration method. A fuzzy logic model was incorporated in each filter to estimate the variance of the measurement noise R. The application of the method is illustrated by simulated and real examples.
Linear mixed models in sensometrics
DEFF Research Database (Denmark)
Kuznetsova, Alexandra
quality of decision making in Danish as well as international food companies and other companies using the same methods. The two open-source R packages lmerTest and SensMixed implement and support the methodological developments in the research papers as well as the ANOVA modelling part of the Consumer...... an open-source software tool ConsumerCheck was developed in this project and now is available for everyone. will represent a major step forward when concerns this important problem in modern consumer driven product development. Standard statistical software packages can be used for some of the purposes......Today’s companies and researchers gather large amounts of data of different kind. In consumer studies the objective is the collection of the data to better understand consumer acceptance of products. In such studies a number of persons (generally not trained) are selected in order to score products...
Linear causal modeling with structural equations
Mulaik, Stanley A
2009-01-01
Emphasizing causation as a functional relationship between variables that describe objects, Linear Causal Modeling with Structural Equations integrates a general philosophical theory of causation with structural equation modeling (SEM) that concerns the special case of linear causal relations. In addition to describing how the functional relation concept may be generalized to treat probabilistic causation, the book reviews historical treatments of causation and explores recent developments in experimental psychology on studies of the perception of causation. It looks at how to perceive causal
Statistical Tests for Mixed Linear Models
Khuri, André I; Sinha, Bimal K
2011-01-01
An advanced discussion of linear models with mixed or random effects. In recent years a breakthrough has occurred in our ability to draw inferences from exact and optimum tests of variance component models, generating much research activity that relies on linear models with mixed and random effects. This volume covers the most important research of the past decade as well as the latest developments in hypothesis testing. It compiles all currently available results in the area of exact and optimum tests for variance component models and offers the only comprehensive treatment for these models a
Matrix Tricks for Linear Statistical Models
Puntanen, Simo; Styan, George PH
2011-01-01
In teaching linear statistical models to first-year graduate students or to final-year undergraduate students there is no way to proceed smoothly without matrices and related concepts of linear algebra; their use is really essential. Our experience is that making some particular matrix tricks very familiar to students can substantially increase their insight into linear statistical models (and also multivariate statistical analysis). In matrix algebra, there are handy, sometimes even very simple "tricks" which simplify and clarify the treatment of a problem - both for the student and
Phase unwrapping algorithm using polynomial phase approximation and linear Kalman filter.
Kulkarni, Rishikesh; Rastogi, Pramod
2018-02-01
A noise-robust phase unwrapping algorithm is proposed based on state space analysis and polynomial phase approximation using wrapped phase measurement. The true phase is approximated as a two-dimensional first order polynomial function within a small sized window around each pixel. The estimates of polynomial coefficients provide the measurement of phase and local fringe frequencies. A state space representation of spatial phase evolution and the wrapped phase measurement is considered with the state vector consisting of polynomial coefficients as its elements. Instead of using the traditional nonlinear Kalman filter for the purpose of state estimation, we propose to use the linear Kalman filter operating directly with the wrapped phase measurement. The adaptive window width is selected at each pixel based on the local fringe density to strike a balance between the computation time and the noise robustness. In order to retrieve the unwrapped phase, either a line-scanning approach or a quality guided strategy of pixel selection is used depending on the underlying continuous or discontinuous phase distribution, respectively. Simulation and experimental results are provided to demonstrate the applicability of the proposed method.
Sukarno; Law, Cheryl Suwen; Santos, Abel
2017-06-08
We present the first realisation of linear variable bandpass filters in nanoporous anodic alumina (NAA-LVBPFs) photonic crystal structures. NAA gradient-index filters (NAA-GIFs) are produced by sinusoidal pulse anodisation and used as photonic crystal platforms to generate NAA-LVBPFs. The anodisation period of NAA-GIFs is modified from 650 to 850 s to systematically tune the characteristic photonic stopband of these photonic crystals across the UV-visible-NIR spectrum. Then, the nanoporous structure of NAA-GIFs is gradually widened along the surface under controlled conditions by wet chemical etching using a dip coating approach aiming to create NAA-LVBPFs with finely engineered optical properties. We demonstrate that the characteristic photonic stopband and the iridescent interferometric colour displayed by these photonic crystals can be tuned with precision across the surface of NAA-LVBPFs by adjusting the fabrication and etching conditions. Here, we envisage for the first time the combination of the anodisation period and etching conditions as a cost-competitive, facile, and versatile nanofabrication approach that enables the generation of a broad range of unique LVBPFs covering the spectral regions. These photonic crystal structures open new opportunities for multiple applications, including adaptive optics, hyperspectral imaging, fluorescence diagnostics, spectroscopy, and sensing.
Structural shielding design of a 6 MV flattening filter free linear accelerator: Indian scenario
Directory of Open Access Journals (Sweden)
Bibekananda Mishra
2017-01-01
Full Text Available Detailed structural shielding of primary and secondary barriers for a 6 MV medical linear accelerator (LINAC operated with flattening filter (FF and flattening filter free (FFF modes are calculated. The calculations have been carried out by two methods, one using the approach given in National Council on Radiation Protection (NCRP Report No. 151 and the other based on the monitor units (MUs delivered in clinical practice. Radiation survey of the installations was also carried out. NCRP approach suggests that the primary and secondary barrier thicknesses are higher by 24% and 26%. respectively, for a LINAC operated in FF mode to that of a LINAC operated in both FF and FFF modes with an assumption that only 20% of the workload is shared in FFF mode. Primary and secondary barrier thicknesses calculated from MUs delivered on clinical practice method also show the same trend and are higher by 20% and 19%, respectively, for a LINAC operated in FF mode to that of a LINAC operated in both FF and FFF modes. Overall, the barrier thickness for a LINAC operated in FF mode is higher about 20% to that of a LINAC operated in both FF and FFF modes.
Structural Shielding Design of a 6 MV Flattening Filter Free Linear Accelerator: Indian Scenario.
Mishra, Bibekananda; Selvam, T Palani; Sharma, P K Dash
2017-01-01
Detailed structural shielding of primary and secondary barriers for a 6 MV medical linear accelerator (LINAC) operated with flattening filter (FF) and flattening filter free (FFF) modes are calculated. The calculations have been carried out by two methods, one using the approach given in National Council on Radiation Protection (NCRP) Report No. 151 and the other based on the monitor units (MUs) delivered in clinical practice. Radiation survey of the installations was also carried out. NCRP approach suggests that the primary and secondary barrier thicknesses are higher by 24% and 26%. respectively, for a LINAC operated in FF mode to that of a LINAC operated in both FF and FFF modes with an assumption that only 20% of the workload is shared in FFF mode. Primary and secondary barrier thicknesses calculated from MUs delivered on clinical practice method also show the same trend and are higher by 20% and 19%, respectively, for a LINAC operated in FF mode to that of a LINAC operated in both FF and FFF modes. Overall, the barrier thickness for a LINAC operated in FF mode is higher about 20% to that of a LINAC operated in both FF and FFF modes.
Acquiring beam data for a flattening-filter free linear accelerator using organic scintillators
International Nuclear Information System (INIS)
Beierholm, A.R.; Behrens, C.F.; Hoffmann, L.; Andersen, C.E.
2013-01-01
Fibre-coupled organic scintillators have been proven a credible alternative to clinically implemented methods for radiotherapy dosimetry, primarily due to their water equivalence and good spatial resolution. Furthermore, the fast response of the scintillators can be exploited to perform time-resolved dosimetry on a highly detailed level. In this study, we present beam data for a Varian TrueBeam linear accelerator, which is capable of delivering flattening-filter free (FFF 1 ) clinical X-ray beams. The beam data have been acquired using an in-house developed dosimetry system based on fibre-coupled organic scintillators. The presented data exhibit high accuracy and precision when compared with data obtained using commercial dosimetry methods, and agree well with results published in the literature. -- Highlights: •A dosimetry system based on fibre-coupled organic scintillators is presented. •The system is used for radiotherapy beams with and without flattening filter. •Measurements show good agreement with various commercial dosimeters
Performance improvement of shunt active power filter based on non-linear least-square approach
DEFF Research Database (Denmark)
Terriche, Yacine
2018-01-01
Nowadays, the shunt active power filters (SAPFs) have become a popular solution for power quality issues. A crucial issue in controlling the SAPFs which is highly correlated with their accuracy, flexibility and dynamic behavior, is generating the reference compensating current (RCC). The synchron......Nowadays, the shunt active power filters (SAPFs) have become a popular solution for power quality issues. A crucial issue in controlling the SAPFs which is highly correlated with their accuracy, flexibility and dynamic behavior, is generating the reference compensating current (RCC......). The synchronous reference frame (SRF) approach is widely used for generating the RCC due to its simplicity and computation efficiency. However, the SRF approach needs precise information of the voltage phase which becomes a challenge under adverse grid conditions. A typical solution to answer this need....... This paper proposes an improved open loop strategy which is unconditionally stable and flexible. The proposed method which is based on non-linear least square (NLS) approach can extract the fundamental voltage and estimates its phase within only half cycle, even in the presence of odd harmonics and dc offset...
Elamien, Mohamed B.; Mahmoud, Soliman A.
2018-03-01
In this paper, a third-order elliptic lowpass filter is designed using highly linear digital programmable balanced OTA. The filter exhibits a cutoff frequency tuning range from 2.2 MHz to 7.1 MHz, thus, it covers W-CDMA, UMTS, and DVB-H standards. The programmability concept in the filter is achieved by using digitally programmable operational transconductors amplifier (DPOTA). The DPOTA employs three linearization techniques which are the source degeneration, double differential pair and the adaptive biasing. Two current division networks (CDNs) are used to control the value of the transconductance. For the DPOTA, the third-order harmonic distortion (HD3) remains below -65 dB up to 0.4 V differential input voltage at 1.2 V supply voltage. The DPOTA and the filter are designed and simulated in 90 nm CMOS technology with LTspice simulator.
Modeling digital switching circuits with linear algebra
Thornton, Mitchell A
2014-01-01
Modeling Digital Switching Circuits with Linear Algebra describes an approach for modeling digital information and circuitry that is an alternative to Boolean algebra. While the Boolean algebraic model has been wildly successful and is responsible for many advances in modern information technology, the approach described in this book offers new insight and different ways of solving problems. Modeling the bit as a vector instead of a scalar value in the set {0, 1} allows digital circuits to be characterized with transfer functions in the form of a linear transformation matrix. The use of transf
Updating Linear Schedules with Lowest Cost: a Linear Programming Model
Biruk, Sławomir; Jaśkowski, Piotr; Czarnigowska, Agata
2017-10-01
Many civil engineering projects involve sets of tasks repeated in a predefined sequence in a number of work areas along a particular route. A useful graphical representation of schedules of such projects is time-distance diagrams that clearly show what process is conducted at a particular point of time and in particular location. With repetitive tasks, the quality of project performance is conditioned by the ability of the planner to optimize workflow by synchronizing the works and resources, which usually means that resources are planned to be continuously utilized. However, construction processes are prone to risks, and a fully synchronized schedule may expire if a disturbance (bad weather, machine failure etc.) affects even one task. In such cases, works need to be rescheduled, and another optimal schedule should be built for the changed circumstances. This typically means that, to meet the fixed completion date, durations of operations have to be reduced. A number of measures are possible to achieve such reduction: working overtime, employing more resources or relocating resources from less to more critical tasks, but they all come at a considerable cost and affect the whole project. The paper investigates the problem of selecting the measures that reduce durations of tasks of a linear project so that the cost of these measures is kept to the minimum and proposes an algorithm that could be applied to find optimal solutions as the need to reschedule arises. Considering that civil engineering projects, such as road building, usually involve less process types than construction projects, the complexity of scheduling problems is lower, and precise optimization algorithms can be applied. Therefore, the authors put forward a linear programming model of the problem and illustrate its principle of operation with an example.
Houts, R. C.; Burlage, D. W.
1972-01-01
A time domain technique is developed to design finite-duration impulse response digital filters using linear programming. Two related applications of this technique in data transmission systems are considered. The first is the design of pulse shaping digital filters to generate or detect signaling waveforms transmitted over bandlimited channels that are assumed to have ideal low pass or bandpass characteristics. The second is the design of digital filters to be used as preset equalizers in cascade with channels that have known impulse response characteristics. Example designs are presented which illustrate that excellent waveforms can be generated with frequency-sampling filters and the ease with which digital transversal filters can be designed for preset equalization.
Particle filtering with path sampling and an application to a bimodal ocean current model
International Nuclear Information System (INIS)
Weare, Jonathan
2009-01-01
This paper introduces a recursive particle filtering algorithm designed to filter high dimensional systems with complicated non-linear and non-Gaussian effects. The method incorporates a parallel marginalization (PMMC) step in conjunction with the hybrid Monte Carlo (HMC) scheme to improve samples generated by standard particle filters. Parallel marginalization is an efficient Markov chain Monte Carlo (MCMC) strategy that uses lower dimensional approximate marginal distributions of the target distribution to accelerate equilibration. As a validation the algorithm is tested on a 2516 dimensional, bimodal, stochastic model motivated by the Kuroshio current that runs along the Japanese coast. The results of this test indicate that the method is an attractive alternative for problems that require the generality of a particle filter but have been inaccessible due to the limitations of standard particle filtering strategies.
Transient Heating and Thermomechanical Stress Modeling of Ceramic HEPA Filters
Energy Technology Data Exchange (ETDEWEB)
Bogle, Brandon [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Kelly, James [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Haslam, Jeffrey [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
2017-09-29
The purpose of this report is to showcase an initial finite-element analysis model of a ceramic High-Efficiency Particulate (HEPA) Air filter design. Next generation HEPA filter assemblies are being developed at LLNL to withstand high-temperature fire scenarios by use of ceramics and advanced materials. The filters are meant for use in radiological and nuclear facilities, and are required to survive 500°C fires over an hour duration. During such conditions, however, collecting data under varying parameters can be challenging; therefore, a Finite Element Analysis model of the filter was conducted using COMSOL ® Multiphysics to analyze the effects of fire. Finite Element Analysis (FEA) modelling offers several opportunities: researchers can quickly and easily consider impacts of potential design changes, material selection, and flow characterization on filter performance. Specifically, this model provides stress references for the sealant at high temperatures. Modeling of full filter assemblies was deemed inefficient given the computational requirements, so a section of three tubes from the assembly was modeled. The model looked at the transient heating and thermomechanical stress development during a 500°C air flow at 6 CFM. Significant stresses were found at the ceramic-metal interfaces of the filter, and conservative temperature profiles at locations of interest were plotted. The model can be used for the development of sealants that minimize stresses at the ceramic-metal interface. Further work on the model would include the full filter assembly and consider heat losses to make more accurate predictions.
Flatness-based control and Kalman filtering for a continuous-time macroeconomic model
Rigatos, G.; Siano, P.; Ghosh, T.; Busawon, K.; Binns, R.
2017-11-01
The article proposes flatness-based control for a nonlinear macro-economic model of the UK economy. The differential flatness properties of the model are proven. This enables to introduce a transformation (diffeomorphism) of the system's state variables and to express the state-space description of the model in the linear canonical (Brunowsky) form in which both the feedback control and the state estimation problem can be solved. For the linearized equivalent model of the macroeconomic system, stabilizing feedback control can be achieved using pole placement methods. Moreover, to implement stabilizing feedback control of the system by measuring only a subset of its state vector elements the Derivative-free nonlinear Kalman Filter is used. This consists of the Kalman Filter recursion applied on the linearized equivalent model of the financial system and of an inverse transformation that is based again on differential flatness theory. The asymptotic stability properties of the control scheme are confirmed.
A linear model of ductile plastic damage
International Nuclear Information System (INIS)
Lemaitre, J.
1983-01-01
A three-dimensional model of isotropic ductile plastic damage based on a continuum damage variable on the effective stress concept and on thermodynamics is derived. As shown by experiments on several metals and alloys, the model, integrated in the case of proportional loading, is linear with respect to the accumulated plastic strain and shows a large influence of stress triaxiality [fr
Identification of an Equivalent Linear Model for a Non-Linear Time-Variant RC-Structure
DEFF Research Database (Denmark)
Kirkegaard, Poul Henning; Andersen, P.; Brincker, Rune
are investigated and compared with ARMAX models used on a running window. The techniques are evaluated using simulated data generated by the non-linear finite element program SARCOF modeling a 10-storey 3-bay concrete structure subjected to amplitude modulated Gaussian white noise filtered through a Kanai......This paper considers estimation of the maximum softening for a RC-structure subjected to earthquake excitation. The so-called Maximum Softening damage indicator relates the global damage state of the RC-structure to the relative decrease of the fundamental eigenfrequency in an equivalent linear...
Infrared image background modeling based on improved Susan filtering
Yuehua, Xia
2018-02-01
When SUSAN filter is used to model the infrared image, the Gaussian filter lacks the ability of direction filtering. After filtering, the edge information of the image cannot be preserved well, so that there are a lot of edge singular points in the difference graph, increase the difficulties of target detection. To solve the above problems, the anisotropy algorithm is introduced in this paper, and the anisotropic Gauss filter is used instead of the Gauss filter in the SUSAN filter operator. Firstly, using anisotropic gradient operator to calculate a point of image's horizontal and vertical gradient, to determine the long axis direction of the filter; Secondly, use the local area of the point and the neighborhood smoothness to calculate the filter length and short axis variance; And then calculate the first-order norm of the difference between the local area of the point's gray-scale and mean, to determine the threshold of the SUSAN filter; Finally, the built SUSAN filter is used to convolution the image to obtain the background image, at the same time, the difference between the background image and the original image is obtained. The experimental results show that the background modeling effect of infrared image is evaluated by Mean Squared Error (MSE), Structural Similarity (SSIM) and local Signal-to-noise Ratio Gain (GSNR). Compared with the traditional filtering algorithm, the improved SUSAN filter has achieved better background modeling effect, which can effectively preserve the edge information in the image, and the dim small target is effectively enhanced in the difference graph, which greatly reduces the false alarm rate of the image.
Ker, H. W.
2014-01-01
Multilevel data are very common in educational research. Hierarchical linear models/linear mixed-effects models (HLMs/LMEs) are often utilized to analyze multilevel data nowadays. This paper discusses the problems of utilizing ordinary regressions for modeling multilevel educational data, compare the data analytic results from three regression…
Faraway, Julian J
2005-01-01
Linear models are central to the practice of statistics and form the foundation of a vast range of statistical methodologies. Julian J. Faraway''s critically acclaimed Linear Models with R examined regression and analysis of variance, demonstrated the different methods available, and showed in which situations each one applies. Following in those footsteps, Extending the Linear Model with R surveys the techniques that grow from the regression model, presenting three extensions to that framework: generalized linear models (GLMs), mixed effect models, and nonparametric regression models. The author''s treatment is thoroughly modern and covers topics that include GLM diagnostics, generalized linear mixed models, trees, and even the use of neural networks in statistics. To demonstrate the interplay of theory and practice, throughout the book the author weaves the use of the R software environment to analyze the data of real examples, providing all of the R commands necessary to reproduce the analyses. All of the ...
Modeling Flow Past a Tilted Vena Cava Filter
Energy Technology Data Exchange (ETDEWEB)
Singer, M A; Wang, S L
2009-06-29
Inferior vena cava filters are medical devices used to prevent pulmonary embolism (PE) from deep vein thrombosis. In particular, retrievable filters are well-suited for patients who are unresponsive to anticoagulation therapy and whose risk of PE decreased with time. The goal of this work is to use computational fluid dynamics to evaluate the flow past an unoccluded and partially occluded Celect inferior vena cava filter. In particular, the hemodynamic response to thrombus volume and filter tilt is examined, and the results are compared with flow conditions that are known to be thrombogenic. A computer model of the filter inside a model vena cava is constructed using high resolution digital photographs and methods of computer aided design. The models are parameterized using the Overture software framework, and a collection of overlapping grids is constructed to discretize the flow domain. The incompressible Navier-Stokes equations are solved, and the characteristics of the flow (i.e., velocity contours and wall shear stresses) are computed. The volume of stagnant and recirculating flow increases with thrombus volume. In addition, as the filter increases tilt, the cava wall adjacent to the tilted filter is subjected to low velocity flow that gives rise to regions of low wall shear stress. The results demonstrate the ease of IVC filter modeling with the Overture software framework. Flow conditions caused by the tilted Celect filter may elevate the risk of intrafilter thrombosis and facilitate vascular remodeling. This latter condition also increases the risk of penetration and potential incorporation of the hook of the filter into the vena caval wall, thereby complicating filter retrieval. Consequently, severe tilt at the time of filter deployment may warrant early clinical intervention.
Impact of a flattening filter free linear accelerator on structural shielding design
International Nuclear Information System (INIS)
Jank, Julia; Kragl, Gabriele; Georg, Dietmar; Medical University of Vienna
2014-01-01
Purpose: The present study aimed to assess the effects of a flattening filter free medical accelerator on structural shielding demands of a treatment vault of a medical linear accelerator. We tried to answer the question, to what extent the required thickness of the shielding barriers can be reduced if instead of the standard flattened photon beams unflattened ones are used. Material and Methods: We chose both an experimental as well as a theoretical approach. On the one hand we measured photon dose rates at protected places outside the treatment room and compared the obtained results for flattened and unflattened beams. On the other hand we complied with international guidelines for adequate treatment vault design and calculated the shielding barriers according to the therein given specifications. Measurements were performed with an Elekta Precise trademark linac providing nominal photon energies of 6 and 10 MV. This machine underwent already earlier some modifications in order to be able to operate both with and without a flattening filter. Photon dose rates were measured with a LB133-1 dose rate meter manufactured by Berthold. To calculate the thickness of shielding barriers we referred to the Austrian standard OeNORM S 5216 and to the US American NCRP Report No. 151. Results: We determined a substantial photon dose rate reduction for all measurement points and photon energies. For unflattened 6 MV beams a reduction factor ranging from 1.4 to 1.8 was identified. The corresponding values for unflattened 10 MV beams were 2.1 and 3.2. The performed shielding calculations indicated the same tendency: For all relevant radiation components we found a reduction in shielding thickness when unflattened beams were used. The required thickness of primary barriers was reduced up to 8.0%, the thickness of secondary barriers up to 11.4%, respectively. Conclusions: For an adequate dimensioning of treatment vault shielding barriers it is by no means irrelevant if the
Impact of a flattening filter free linear accelerator on structural shielding design.
Jank, Julia; Kragl, Gabriele; Georg, Dietmar
2014-03-01
The present study aimed to assess the effects of a flattening filter free medical accelerator on structural shielding demands of a treatment vault of a medical linear accelerator. We tried to answer the question, to what extent the required thickness of the shielding barriers can be reduced if instead of the standard flattened photon beams unflattened ones are used. We chose both an experimental as well as a theoretical approach. On the one hand we measured photon dose rates at protected places outside the treatment room and compared the obtained results for flattened and unflattened beams. On the other hand we complied with international guidelines for adequate treatment vault design and calculated the shielding barriers according to the therein given specifications. Measurements were performed with an Elekta Precise™ linac providing nominal photon energies of 6 and 10 MV. This machine underwent already earlier some modifications in order to be able to operate both with and without a flattening filter. Photon dose rates were measured with a LB133-1 dose rate meter manufactured by Berthold. To calculate the thickness of shielding barriers we referred to the Austrian standard ÖNORM S 5216 and to the US American NCRP Report No. 151. We determined a substantial photon dose rate reduction for all measurement points and photon energies. For unflattened 6 MV beams a reduction factor ranging from 1.4 to 1.8 was identified. The corresponding values for unflattened 10 MV beams were 2.1 and 3.2. The performed shielding calculations indicated the same tendency: For all relevant radiation components we found a reduction in shielding thickness when unflattened beams were used. The required thickness of primary barriers was reduced up to 8.0%, the thickness of secondary barriers up to 11.4%, respectively. For an adequate dimensioning of treatment vault shielding barriers it is by no means irrelevant if the accommodated linac operates with or without a flattening filter. The
Impact of a flattening filter free linear accelerator on structural shielding design
Energy Technology Data Exchange (ETDEWEB)
Jank, Julia [Klinikum - Klagenfurt am Woerthersee (Austria). Inst. fuer Strahlentherapie und Radioonkologie; Kragl, Gabriele [Medical University of Vienna/AKH Vienna (Austria). Div. Medical Radiation Physics; Georg, Dietmar [Medical University of Vienna/AKH Vienna (Austria). Div. Medical Radiation Physics; Medical University of Vienna (Austria). Christian Doppler Lab. for Medical Radiation Research for Radiation Oncology
2014-04-01
Purpose: The present study aimed to assess the effects of a flattening filter free medical accelerator on structural shielding demands of a treatment vault of a medical linear accelerator. We tried to answer the question, to what extent the required thickness of the shielding barriers can be reduced if instead of the standard flattened photon beams unflattened ones are used. Material and Methods: We chose both an experimental as well as a theoretical approach. On the one hand we measured photon dose rates at protected places outside the treatment room and compared the obtained results for flattened and unflattened beams. On the other hand we complied with international guidelines for adequate treatment vault design and calculated the shielding barriers according to the therein given specifications. Measurements were performed with an Elekta Precise trademark linac providing nominal photon energies of 6 and 10 MV. This machine underwent already earlier some modifications in order to be able to operate both with and without a flattening filter. Photon dose rates were measured with a LB133-1 dose rate meter manufactured by Berthold. To calculate the thickness of shielding barriers we referred to the Austrian standard OeNORM S 5216 and to the US American NCRP Report No. 151. Results: We determined a substantial photon dose rate reduction for all measurement points and photon energies. For unflattened 6 MV beams a reduction factor ranging from 1.4 to 1.8 was identified. The corresponding values for unflattened 10 MV beams were 2.1 and 3.2. The performed shielding calculations indicated the same tendency: For all relevant radiation components we found a reduction in shielding thickness when unflattened beams were used. The required thickness of primary barriers was reduced up to 8.0%, the thickness of secondary barriers up to 11.4%, respectively. Conclusions: For an adequate dimensioning of treatment vault shielding barriers it is by no means irrelevant if the
Ground Motion Models for Future Linear Colliders
International Nuclear Information System (INIS)
Seryi, Andrei
2000-01-01
Optimization of the parameters of a future linear collider requires comprehensive models of ground motion. Both general models of ground motion and specific models of the particular site and local conditions are essential. Existing models are not completely adequate, either because they are too general, or because they omit important peculiarities of ground motion. The model considered in this paper is based on recent ground motion measurements performed at SLAC and at other accelerator laboratories, as well as on historical data. The issues to be studied for the models to become more predictive are also discussed
RB Particle Filter Time Synchronization Algorithm Based on the DPM Model.
Guo, Chunsheng; Shen, Jia; Sun, Yao; Ying, Na
2015-09-03
Time synchronization is essential for node localization, target tracking, data fusion, and various other Wireless Sensor Network (WSN) applications. To improve the estimation accuracy of continuous clock offset and skew of mobile nodes in WSNs, we propose a novel time synchronization algorithm, the Rao-Blackwellised (RB) particle filter time synchronization algorithm based on the Dirichlet process mixture (DPM) model. In a state-space equation with a linear substructure, state variables are divided into linear and non-linear variables by the RB particle filter algorithm. These two variables can be estimated using Kalman filter and particle filter, respectively, which improves the computational efficiency more so than if only the particle filter was used. In addition, the DPM model is used to describe the distribution of non-deterministic delays and to automatically adjust the number of Gaussian mixture model components based on the observational data. This improves the estimation accuracy of clock offset and skew, which allows achieving the time synchronization. The time synchronization performance of this algorithm is also validated by computer simulations and experimental measurements. The results show that the proposed algorithm has a higher time synchronization precision than traditional time synchronization algorithms.
Boettiger, Alistair N; Wittemyer, George; Starfield, Richard; Volrath, Fritz; Douglas-Hamilton, Iain; Getz, Wayne M
2011-08-01
Understanding the environmental factors influencing animal movements is fundamental to theoretical and applied research in the field of movement ecology. Studies relating fine-scale movement paths to spatiotemporally structured landscape data, such as vegetation productivity or human activity, are particularly lacking despite the obvious importance of such information to understanding drivers of animal movement. In part, this may be because few approaches provide the sophistication to characterize the complexity of movement behavior and relate it to diverse, varying environmental stimuli. We overcame this hurdle by applying, for the first time to an ecological question, a finite impulse-response signal-filtering approach to identify human and natural environmental drivers of movements of 13 free-ranging African elephants (Loxodonta africana) from distinct social groups collected over seven years. A minimum mean-square error (MMSE) estimation criterion allowed comparison of the predictive power of landscape and ecological model inputs. We showed that a filter combining vegetation dynamics, human and physical landscape features, and previous movement outperformed simpler filter structures, indicating the importance of both dynamic and static landscape features, as well as habit, on movement decisions taken by elephants. Elephant responses to vegetation productivity indices were not uniform in time or space, indicating that elephant foraging strategies are more complex than simply gravitation toward areas of high productivity. Predictions were most frequently inaccurate outside protected area boundaries near human settlements, suggesting that human activity disrupts typical elephant movement behavior. Successful management strategies at the human-elephant interface, therefore, are likely to be context specific and dynamic. Signal processing provides a promising approach for elucidating environmental factors that drive animal movements over large time and spatial
Model for optimising the execution of anti-spam filters
Directory of Open Access Journals (Sweden)
David Ruano-Ordás
2016-12-01
Full Text Available During last years, the combination of several filtering techniques for the development of anti-spam systems has gained a enormous popularity. However, although the accuracy achieved by these models has increased considerably, its use has entailed the emergence of new challenges such as the need to reduce the excessive use of computational resources, the increase of filtering speed and the adjustment of the weights used for the combination of several filtering techniques. In order to achieve this goal we have been refined several aspects including: (i the design and development of small technical improvements to increase the overall performance of the filter, (ii application of genetic algorithms to increase filtering accuracy and (iii the use of scheduling algorithms to improve filtering throughput.
Modelling female fertility traits in beef cattle using linear and non-linear models.
Naya, H; Peñagaricano, F; Urioste, J I
2017-06-01
Female fertility traits are key components of the profitability of beef cattle production. However, these traits are difficult and expensive to measure, particularly under extensive pastoral conditions, and consequently, fertility records are in general scarce and somehow incomplete. Moreover, fertility traits are usually dominated by the effects of herd-year environment, and it is generally assumed that relatively small margins are kept for genetic improvement. New ways of modelling genetic variation in these traits are needed. Inspired in the methodological developments made by Prof. Daniel Gianola and co-workers, we assayed linear (Gaussian), Poisson, probit (threshold), censored Poisson and censored Gaussian models to three different kinds of endpoints, namely calving success (CS), number of days from first calving (CD) and number of failed oestrus (FE). For models involving FE and CS, non-linear models overperformed their linear counterparts. For models derived from CD, linear versions displayed better adjustment than the non-linear counterparts. Non-linear models showed consistently higher estimates of heritability and repeatability in all cases (h 2 linear models; h 2 > 0.23 and r > 0.24, for non-linear models). While additive and permanent environment effects showed highly favourable correlations between all models (>0.789), consistency in selecting the 10% best sires showed important differences, mainly amongst the considered endpoints (FE, CS and CD). In consequence, endpoints should be considered as modelling different underlying genetic effects, with linear models more appropriate to describe CD and non-linear models better for FE and CS. © 2017 Blackwell Verlag GmbH.
Methodology for modeling the microbial contamination of air filters.
Joe, Yun Haeng; Yoon, Ki Young; Hwang, Jungho
2014-01-01
In this paper, we propose a theoretical model to simulate microbial growth on contaminated air filters and entrainment of bioaerosols from the filters to an indoor environment. Air filter filtration and antimicrobial efficiencies, and effects of dust particles on these efficiencies, were evaluated. The number of bioaerosols downstream of the filter could be characterized according to three phases: initial, transitional, and stationary. In the initial phase, the number was determined by filtration efficiency, the concentration of dust particles entering the filter, and the flow rate. During the transitional phase, the number of bioaerosols gradually increased up to the stationary phase, at which point no further increase was observed. The antimicrobial efficiency and flow rate were the dominant parameters affecting the number of bioaerosols downstream of the filter in the transitional and stationary phase, respectively. It was found that the nutrient fraction of dust particles entering the filter caused a significant change in the number of bioaerosols in both the transitional and stationary phases. The proposed model would be a solution for predicting the air filter life cycle in terms of microbiological activity by simulating the microbial contamination of the filter.
Methodology for modeling the microbial contamination of air filters.
Directory of Open Access Journals (Sweden)
Yun Haeng Joe
Full Text Available In this paper, we propose a theoretical model to simulate microbial growth on contaminated air filters and entrainment of bioaerosols from the filters to an indoor environment. Air filter filtration and antimicrobial efficiencies, and effects of dust particles on these efficiencies, were evaluated. The number of bioaerosols downstream of the filter could be characterized according to three phases: initial, transitional, and stationary. In the initial phase, the number was determined by filtration efficiency, the concentration of dust particles entering the filter, and the flow rate. During the transitional phase, the number of bioaerosols gradually increased up to the stationary phase, at which point no further increase was observed. The antimicrobial efficiency and flow rate were the dominant parameters affecting the number of bioaerosols downstream of the filter in the transitional and stationary phase, respectively. It was found that the nutrient fraction of dust particles entering the filter caused a significant change in the number of bioaerosols in both the transitional and stationary phases. The proposed model would be a solution for predicting the air filter life cycle in terms of microbiological activity by simulating the microbial contamination of the filter.
Burger, Karin; Koehler, Thomas; Chabior, Michael; Allner, Sebastian; Marschner, Mathias; Fehringer, Andreas; Willner, Marian; Pfeiffer, Franz; Noël, Peter
2014-12-29
Phase-contrast x-ray computed tomography has a high potential to become clinically implemented because of its complementarity to conventional absorption-contrast.In this study, we investigate noise-reducing but resolution-preserving analytical reconstruction methods to improve differential phase-contrast imaging. We apply the non-linear Perona-Malik filter on phase-contrast data prior or post filtered backprojected reconstruction. Secondly, the Hilbert kernel is replaced by regularized iterative integration followed by ramp filtered backprojection as used for absorption-contrast imaging. Combining the Perona-Malik filter with this integration algorithm allows to successfully reveal relevant sample features, quantitatively confirmed by significantly increased structural similarity indices and contrast-to-noise ratios. With this concept, phase-contrast imaging can be performed at considerably lower dose.
Modelling point patterns with linear structures
DEFF Research Database (Denmark)
Møller, Jesper; Rasmussen, Jakob Gulddahl
2009-01-01
processes whose realizations contain such linear structures. Such a point process is constructed sequentially by placing one point at a time. The points are placed in such a way that new points are often placed close to previously placed points, and the points form roughly line shaped structures. We...... consider simulations of this model and compare with real data....
Modelling point patterns with linear structures
DEFF Research Database (Denmark)
Møller, Jesper; Rasmussen, Jakob Gulddahl
processes whose realizations contain such linear structures. Such a point process is constructed sequentially by placing one point at a time. The points are placed in such a way that new points are often placed close to previously placed points, and the points form roughly line shaped structures. We...... consider simulations of this model and compare with real data....
Optimal designs for linear mixture models
Mendieta, E.J.; Linssen, H.N.; Doornbos, R.
1975-01-01
In a recent paper Snee and Marquardt [8] considered designs for linear mixture models, where the components are subject to individual lower and/or upper bounds. When the number of components is large their algorithm XVERT yields designs far too extensive for practical purposes. The purpose of this
Optimal designs for linear mixture models
Mendieta, E.J.; Linssen, H.N.; Doornbos, R.
1975-01-01
In a recent paper Snee and Marquardt (1974) considered designs for linear mixture models, where the components are subject to individual lower and/or upper bounds. When the number of components is large their algorithm XVERT yields designs far too extensive for practical purposes. The purpose of
Energy Technology Data Exchange (ETDEWEB)
Viana, Rodrigo S.S.; Tardelli, Tiago C.; Yoriyaz, Helio, E-mail: hyoriyaz@ipen.b [Instituto de Pesquisas Energeticas e Nucleares (IPEN/CNEN-SP), Sao Paulo, SP (Brazil); Jackowski, Marcel P., E-mail: mjack@ime.usp.b [University of Sao Paulo (USP), SP (Brazil). Dept. of Computer Science
2011-07-01
In recent years, a new technique for in vivo spectrographic imaging of stable isotopes was presented as Neutron Stimulated Emission Computed Tomography (NSECT). In this technique, a fast neutrons beam stimulates stable nuclei in a sample, which emit characteristic gamma radiation. The photon energy is unique and is used to identify the emitting nuclei. The emitted gamma energy spectra can be used for reconstruction of the target tissue image and for determination of the tissue elemental composition. Due to the stochastic nature of photon emission process by irradiated tissue, one of the most suitable algorithms for tomographic reconstruction is the Expectation-Maximization (E-M) algorithm, once on its formulation are considered simultaneously the probabilities of photons emission and detection. However, a disadvantage of this algorithm is the introduction of noise in the reconstructed image as the number of iterations increases. This increase can be caused either by features of the algorithm itself or by the low sampling rate of projections used for tomographic reconstruction. In this work, a linear filter in the frequency domain was used in order to improve the quality of the reconstructed images. (author)
International Nuclear Information System (INIS)
Viana, Rodrigo S.S.; Tardelli, Tiago C.; Yoriyaz, Helio; Jackowski, Marcel P.
2011-01-01
In recent years, a new technique for in vivo spectrographic imaging of stable isotopes was presented as Neutron Stimulated Emission Computed Tomography (NSECT). In this technique, a fast neutrons beam stimulates stable nuclei in a sample, which emit characteristic gamma radiation. The photon energy is unique and is used to identify the emitting nuclei. The emitted gamma energy spectra can be used for reconstruction of the target tissue image and for determination of the tissue elemental composition. Due to the stochastic nature of photon emission process by irradiated tissue, one of the most suitable algorithms for tomographic reconstruction is the Expectation-Maximization (E-M) algorithm, once on its formulation are considered simultaneously the probabilities of photons emission and detection. However, a disadvantage of this algorithm is the introduction of noise in the reconstructed image as the number of iterations increases. This increase can be caused either by features of the algorithm itself or by the low sampling rate of projections used for tomographic reconstruction. In this work, a linear filter in the frequency domain was used in order to improve the quality of the reconstructed images. (author)
Spatial filtering self-velocimeter for vehicle application using a CMOS linear image sensor
He, Xin; Zhou, Jian; Nie, Xiaoming; Long, Xingwu
2015-03-01
The idea of using a spatial filtering velocimeter (SFV) to measure the velocity of a vehicle for an inertial navigation system is put forward. The presented SFV is based on a CMOS linear image sensor with a high-speed data rate, large pixel size, and built-in timing generator. These advantages make the image sensor suitable to measure vehicle velocity. The power spectrum of the output signal is obtained by fast Fourier transform and is corrected by a frequency spectrum correction algorithm. This velocimeter was used to measure the velocity of a conveyor belt driven by a rotary table and the measurement uncertainty is ˜0.54%. Furthermore, it was also installed on a vehicle together with a laser Doppler velocimeter (LDV) to measure self-velocity. The measurement result of the designed SFV is compared with that of the LDV. It is shown that the measurement result of the SFV is coincident with that of the LDV. Therefore, the designed SFV is suitable for a vehicle self-contained inertial navigation system.
Directory of Open Access Journals (Sweden)
Alexander W. Koch
2013-09-01
Full Text Available This paper presents a low-cost hyperspectral measurement setup in a new application based on fluorescence detection in the visible (Vis wavelength range. The aim of the setup is to take hyperspectral fluorescence images of viscous materials. Based on these images, fluorescent and non-fluorescent impurities in the viscous materials can be detected. For the illumination of the measurement object, a narrow-band high-power light-emitting diode (LED with a center wavelength of 370 nm was used. The low-cost acquisition unit for the imaging consists of a linear variable filter (LVF and a complementary metal oxide semiconductor (CMOS 2D sensor array. The translucent wavelength range of the LVF is from 400 nm to 700 nm. For the confirmation of the concept, static measurements of fluorescent viscous materials with a non-fluorescent impurity have been performed and analyzed. With the presented setup, measurement surfaces in the micrometer range can be provided. The measureable minimum particle size of the impurities is in the nanometer range. The recording rate for the measurements depends on the exposure time of the used CMOS 2D sensor array and has been found to be in the microsecond range.
Linear factor copula models and their properties
Krupskii, Pavel; Genton, Marc G.
2018-01-01
We consider a special case of factor copula models with additive common factors and independent components. These models are flexible and parsimonious with O(d) parameters where d is the dimension. The linear structure allows one to obtain closed form expressions for some copulas and their extreme‐value limits. These copulas can be used to model data with strong tail dependencies, such as extreme data. We study the dependence properties of these linear factor copula models and derive the corresponding limiting extreme‐value copulas with a factor structure. We show how parameter estimates can be obtained for these copulas and apply one of these copulas to analyse a financial data set.
Linear factor copula models and their properties
Krupskii, Pavel
2018-04-25
We consider a special case of factor copula models with additive common factors and independent components. These models are flexible and parsimonious with O(d) parameters where d is the dimension. The linear structure allows one to obtain closed form expressions for some copulas and their extreme‐value limits. These copulas can be used to model data with strong tail dependencies, such as extreme data. We study the dependence properties of these linear factor copula models and derive the corresponding limiting extreme‐value copulas with a factor structure. We show how parameter estimates can be obtained for these copulas and apply one of these copulas to analyse a financial data set.
Akhbari, Mahsa; Shamsollahi, Mohammad B; Jutten, Christian; Armoundas, Antonis A; Sayadi, Omid
2016-02-01
In this paper we propose an efficient method for denoising and extracting fiducial point (FP) of ECG signals. The method is based on a nonlinear dynamic model which uses Gaussian functions to model ECG waveforms. For estimating the model parameters, we use an extended Kalman filter (EKF). In this framework called EKF25, all the parameters of Gaussian functions as well as the ECG waveforms (P-wave, QRS complex and T-wave) in the ECG dynamical model, are considered as state variables. In this paper, the dynamic time warping method is used to estimate the nonlinear ECG phase observation. We compare this new approach with linear phase observation models. Using linear and nonlinear EKF25 for ECG denoising and nonlinear EKF25 for fiducial point extraction and ECG interval analysis are the main contributions of this paper. Performance comparison with other EKF-based techniques shows that the proposed method results in higher output SNR with an average SNR improvement of 12 dB for an input SNR of -8 dB. To evaluate the FP extraction performance, we compare the proposed method with a method based on partially collapsed Gibbs sampler and an established EKF-based method. The mean absolute error and the root mean square error of all FPs, across all databases are 14 ms and 22 ms, respectively, for our proposed method, with an advantage when using a nonlinear phase observation. These errors are significantly smaller than errors obtained with other methods. For ECG interval analysis, with an absolute mean error and a root mean square error of about 22 ms and 29 ms, the proposed method achieves better accuracy and smaller variability with respect to other methods.
Diagnostics for Linear Models With Functional Responses
Xu, Hongquan; Shen, Qing
2005-01-01
Linear models where the response is a function and the predictors are vectors are useful in analyzing data from designed experiments and other situations with functional observations. Residual analysis and diagnostics are considered for such models. Studentized residuals are defined and their properties are studied. Chi-square quantile-quantile plots are proposed to check the assumption of Gaussian error process and outliers. Jackknife residuals and an associated test are proposed to det...
Non-linear Loudspeaker Unit Modelling
DEFF Research Database (Denmark)
Pedersen, Bo Rohde; Agerkvist, Finn T.
2008-01-01
Simulations of a 6½-inch loudspeaker unit are performed and compared with a displacement measurement. The non-linear loudspeaker model is based on the major nonlinear functions and expanded with time-varying suspension behaviour and flux modulation. The results are presented with FFT plots of thr...... frequencies and different displacement levels. The model errors are discussed and analysed including a test with loudspeaker unit where the diaphragm is removed....
A latent model for collaborative filtering
DEFF Research Database (Denmark)
Langseth, Helge; Nielsen, Thomas Dyhre
2012-01-01
Recommender systems based on collaborative filtering have received a great deal of interest over the last two decades. In particular, recently proposed methods based on dimensionality reduction techniques and using a symmetrical representation of users and items have shown promising results. Foll...
Hybrid Models of Alternative Current Filter for Hvdc
Directory of Open Access Journals (Sweden)
Ufa Ruslan A.
2017-01-01
Full Text Available Based on a hybrid simulation concept of HVDC, the developed hybrid AC filter models, providing the sufficiently full and adequate modeling of all single continuous spectrum of quasi-steady-state and transient processes in the filter, are presented. The obtained results suggest that usage of the hybrid simulation approach is carried out a methodically accurate with guaranteed instrumental error solution of differential equation systems of mathematical models of HVDC.
Model-Based Engine Control Architecture with an Extended Kalman Filter
Csank, Jeffrey T.; Connolly, Joseph W.
2016-01-01
This paper discusses the design and implementation of an extended Kalman filter (EKF) for model-based engine control (MBEC). Previously proposed MBEC architectures feature an optimal tuner Kalman Filter (OTKF) to produce estimates of both unmeasured engine parameters and estimates for the health of the engine. The success of this approach relies on the accuracy of the linear model and the ability of the optimal tuner to update its tuner estimates based on only a few sensors. Advances in computer processing are making it possible to replace the piece-wise linear model, developed off-line, with an on-board nonlinear model running in real-time. This will reduce the estimation errors associated with the linearization process, and is typically referred to as an extended Kalman filter. The nonlinear extended Kalman filter approach is applied to the Commercial Modular Aero-Propulsion System Simulation 40,000 (C-MAPSS40k) and compared to the previously proposed MBEC architecture. The results show that the EKF reduces the estimation error, especially during transient operation.
[From clinical judgment to linear regression model.
Palacios-Cruz, Lino; Pérez, Marcela; Rivas-Ruiz, Rodolfo; Talavera, Juan O
2013-01-01
When we think about mathematical models, such as linear regression model, we think that these terms are only used by those engaged in research, a notion that is far from the truth. Legendre described the first mathematical model in 1805, and Galton introduced the formal term in 1886. Linear regression is one of the most commonly used regression models in clinical practice. It is useful to predict or show the relationship between two or more variables as long as the dependent variable is quantitative and has normal distribution. Stated in another way, the regression is used to predict a measure based on the knowledge of at least one other variable. Linear regression has as it's first objective to determine the slope or inclination of the regression line: Y = a + bx, where "a" is the intercept or regression constant and it is equivalent to "Y" value when "X" equals 0 and "b" (also called slope) indicates the increase or decrease that occurs when the variable "x" increases or decreases in one unit. In the regression line, "b" is called regression coefficient. The coefficient of determination (R 2 ) indicates the importance of independent variables in the outcome.
Testing Parametric versus Semiparametric Modelling in Generalized Linear Models
Härdle, W.K.; Mammen, E.; Müller, M.D.
1996-01-01
We consider a generalized partially linear model E(Y|X,T) = G{X'b + m(T)} where G is a known function, b is an unknown parameter vector, and m is an unknown function.The paper introduces a test statistic which allows to decide between a parametric and a semiparametric model: (i) m is linear, i.e.
Modeling of Volatility with Non-linear Time Series Model
Kim Song Yon; Kim Mun Chol
2013-01-01
In this paper, non-linear time series models are used to describe volatility in financial time series data. To describe volatility, two of the non-linear time series are combined into form TAR (Threshold Auto-Regressive Model) with AARCH (Asymmetric Auto-Regressive Conditional Heteroskedasticity) error term and its parameter estimation is studied.
Cheung, Shao-Yong; Lee, Chieh-Han; Yu, Hwa-Lung
2017-04-01
Due to the limited hydrogeological observation data and high levels of uncertainty within, parameter estimation of the groundwater model has been an important issue. There are many methods of parameter estimation, for example, Kalman filter provides a real-time calibration of parameters through measurement of groundwater monitoring wells, related methods such as Extended Kalman Filter and Ensemble Kalman Filter are widely applied in groundwater research. However, Kalman Filter method is limited to linearity. This study propose a novel method, Bayesian Maximum Entropy Filtering, which provides a method that can considers the uncertainty of data in parameter estimation. With this two methods, we can estimate parameter by given hard data (certain) and soft data (uncertain) in the same time. In this study, we use Python and QGIS in groundwater model (MODFLOW) and development of Extended Kalman Filter and Bayesian Maximum Entropy Filtering in Python in parameter estimation. This method may provide a conventional filtering method and also consider the uncertainty of data. This study was conducted through numerical model experiment to explore, combine Bayesian maximum entropy filter and a hypothesis for the architecture of MODFLOW groundwater model numerical estimation. Through the virtual observation wells to simulate and observe the groundwater model periodically. The result showed that considering the uncertainty of data, the Bayesian maximum entropy filter will provide an ideal result of real-time parameters estimation.
Model Adaptation for Prognostics in a Particle Filtering Framework
National Aeronautics and Space Administration — One of the key motivating factors for using particle filters for prognostics is the ability to include model parameters as part of the state vector to be estimated....
Jie, Cui; Lei, Chen; Peng, Zhao; Xu, Niu; Yi, Liu
2014-06-01
A broadband monolithic linear single pole, eight throw (SP8T) switch has been fabricated in 180 nm thin film silicon-on-insulator (SOI) CMOS technology with a quad-band GSM harmonic filter in integrated passive devices (IPD) technology, which is developed for cellular applications. The antenna switch module (ASM) features 1.2 dB insertion loss with filter on 2G bands and 0.4 dB insertion loss in 3G bands, less than -45 dB isolation and maximum -103 dB intermodulation distortion for mobile front ends by applying distributed architecture and adaptive supply voltage generator.
International Nuclear Information System (INIS)
Cui Jie; Chen Lei; Liu Yi; Zhao Peng; Niu Xu
2014-01-01
A broadband monolithic linear single pole, eight throw (SP8T) switch has been fabricated in 180 nm thin film silicon-on-insulator (SOI) CMOS technology with a quad-band GSM harmonic filter in integrated passive devices (IPD) technology, which is developed for cellular applications. The antenna switch module (ASM) features 1.2 dB insertion loss with filter on 2G bands and 0.4 dB insertion loss in 3G bands, less than −45 dB isolation and maximum −103 dB intermodulation distortion for mobile front ends by applying distributed architecture and adaptive supply voltage generator. (semiconductor integrated circuits)
Thresholding projection estimators in functional linear models
Cardot, Hervé; Johannes, Jan
2010-01-01
We consider the problem of estimating the regression function in functional linear regression models by proposing a new type of projection estimators which combine dimension reduction and thresholding. The introduction of a threshold rule allows to get consistency under broad assumptions as well as minimax rates of convergence under additional regularity hypotheses. We also consider the particular case of Sobolev spaces generated by the trigonometric basis which permits to get easily mean squ...
Decomposed Implicit Models of Piecewise - Linear Networks
Directory of Open Access Journals (Sweden)
J. Brzobohaty
1992-05-01
Full Text Available The general matrix form of the implicit description of a piecewise-linear (PWL network and the symbolic block diagram of the corresponding circuit model are proposed. Their decomposed forms enable us to determine quite separately the existence of the individual breakpoints of the resultant PWL characteristic and their coordinates using independent network parameters. For the two-diode and three-diode cases all the attainable types of the PWL characteristic are introduced.
Directory of Open Access Journals (Sweden)
Руслан Володимирович Власенко
2016-07-01
Full Text Available Electricity quality improving is extremely relevant nowadays. With such industrial loads as induction motors, induction furnaces, welding machines, controlled or uncontrolled rectifiers, frequency converters and others reactive power, harmonics and unbalance are generated in power grid. Reactive power, higher harmonic currents and asymmetry loads influence the functioning of electric devices and electrical mains. An effective technical solution is the use of new compensating devices, that is active power filters. The emergence of consumers with a unit capacity of four wire networks requires a new approach to building system control active power filter. When designing the active power filter control system the current flowing in the neutral wire must be taken into account. To assess the power balance in the four wire active power filter, scientists have proposed to apply pqr theory of power based on the Clarke transformation. There are different topologies of three-phase four wire active power filters. A visual simulation of Matlab / Simulink model with an active power filter based on pqr theory of power has been created. A method of pulse width modulation with four control channels was used as pulses forming systems with transistor keys. Operating conditions of three-phase four wire active power filter with asymmetry, non-sinosoidal voltage source and asymmetric load have been studied. The correction taking into account the means improving the active power filter has been offered as pqr theory of power does not take into account non-sinosoidal voltage
A Differential 4-Path Highly Linear Widely Tunable On-Chip Band-Pass Filter
Ghaffari, A.; Klumperink, Eric A.M.; Nauta, Bram
2010-01-01
Abstract A passive switched capacitor RF band-pass filter with clock controlled center frequency is realized in 65nm CMOS. An off-chip transformer which acts as a balun, improves filter-Q and realizes impedance matching. The differential architecture reduces clock-leakage and suppresses selectivity
Ultrafast all-optical clock recovery based on phase-only linear optical filtering
DEFF Research Database (Denmark)
Maram, Reza; Kong, Deming; Galili, Michael
2014-01-01
We report on a novel technique for all-optical clock recovery from RZ OOK data based on phase-only filtering, significantly enhancing the recovered clock quality and energy-efficiency compared to the use of a Fabry-Perot filter....
Andreh, Angga Muhamad; Subiyanto, Sunardiyo, Said
2017-01-01
Development of non-linear loading in the application of industry and distribution system and also harmonic compensation becomes important. Harmonic pollution is an urgent problem in increasing power quality. The main contribution of the study is the modeling approach used to design a shunt active filter and the application of the cascade multilevel inverter topology to improve the power quality of electrical energy. In this study, shunt active filter was aimed to eliminate dominant harmonic component by injecting opposite currents with the harmonic component system. The active filter was designed by shunt configuration with cascaded multilevel inverter method controlled by PID controller and SPWM. With this shunt active filter, the harmonic current can be reduced so that the current wave pattern of the source is approximately sinusoidal. Design and simulation were conducted by using Power Simulator (PSIM) software. Shunt active filter performance experiment was conducted on the IEEE four bus test system. The result of shunt active filter installation on the system (IEEE four bus) could reduce THD current from 28.68% to 3.09%. With this result, the active filter can be applied as an effective method to reduce harmonics.
Stochastic linear programming models, theory, and computation
Kall, Peter
2011-01-01
This new edition of Stochastic Linear Programming: Models, Theory and Computation has been brought completely up to date, either dealing with or at least referring to new material on models and methods, including DEA with stochastic outputs modeled via constraints on special risk functions (generalizing chance constraints, ICC’s and CVaR constraints), material on Sharpe-ratio, and Asset Liability Management models involving CVaR in a multi-stage setup. To facilitate use as a text, exercises are included throughout the book, and web access is provided to a student version of the authors’ SLP-IOR software. Additionally, the authors have updated the Guide to Available Software, and they have included newer algorithms and modeling systems for SLP. The book is thus suitable as a text for advanced courses in stochastic optimization, and as a reference to the field. From Reviews of the First Edition: "The book presents a comprehensive study of stochastic linear optimization problems and their applications. … T...
Rigatos, Gerasimos G; Rigatou, Efthymia G; Djida, Jean Daniel
2015-10-01
A method for early diagnosis of parametric changes in intracellular protein synthesis models (e.g. the p53 protein - mdm2 inhibitor model) is developed with the use of a nonlinear Kalman Filtering approach (Derivative-free nonlinear Kalman Filter) and of statistical change detection methods. The intracellular protein synthesis dynamic model is described by a set of coupled nonlinear differential equations. It is shown that such a dynamical system satisfies differential flatness properties and this allows to transform it, through a change of variables (diffeomorphism), to the so-called linear canonical form. For the linearized equivalent of the dynamical system, state estimation can be performed using the Kalman Filter recursion. Moreover, by applying an inverse transformation based on the previous diffeomorphism it becomes also possible to obtain estimates of the state variables of the initial nonlinear model. By comparing the output of the Kalman Filter (which is assumed to correspond to the undistorted dynamical model) with measurements obtained from the monitored protein synthesis system, a sequence of differences (residuals) is obtained. The statistical processing of the residuals with the use of x2 change detection tests, can provide indication within specific confidence intervals about parametric changes in the considered biological system and consequently indications about the appearance of specific diseases (e.g. malignancies).
Directory of Open Access Journals (Sweden)
Nataliya Chukhrova
2017-05-01
Full Text Available This paper gives a detailed overview of the current state of research in relation to the use of state space models and the Kalman-filter in the field of stochastic claims reserving. Most of these state space representations are matrix-based, which complicates their applications. Therefore, to facilitate the implementation of state space models in practice, we present a scalar state space model for cumulative payments, which is an extension of the well-known chain ladder (CL method. The presented model is distribution-free, forms a basis for determining the entire unobservable lower and upper run-off triangles and can easily be applied in practice using the Kalman-filter for prediction, filtering and smoothing of cumulative payments. In addition, the model provides an easy way to find outliers in the data and to determine outlier effects. Finally, an empirical comparison of the scalar state space model, promising prior state space models and some popular stochastic claims reserving methods is performed.
National Research Council Canada - National Science Library
Yablonovitch, Eli
2000-01-01
.... The equipment purchased under this grant has permitted UCLA to purchase a number of broad-band optical components, including especially some unique code division multiplexing filters that permitted...
Variance-to-mean method generalized by linear difference filter technique
International Nuclear Information System (INIS)
Hashimoto, Kengo; Ohsaki, Hiroshi; Horiguchi, Tetsuo; Yamane, Yoshihiro; Shiroya, Seiji
1998-01-01
The conventional variance-to-mean method (Feynman-α method) seriously suffers the divergency of the variance under such a transient condition as a reactor power drift. Strictly speaking, then, the use of the Feynman-α is restricted to a steady state. To apply the method to more practical uses, it is desirable to overcome this kind of difficulty. For this purpose, we propose an usage of higher-order difference filter technique to reduce the effect of the reactor power drift, and derive several new formulae taking account of the filtering. The capability of the formulae proposed was demonstrated through experiments in the Kyoto University Critical Assembly. The experimental results indicate that the divergency of the variance can be effectively suppressed by the filtering technique, and that the higher-order filter becomes necessary with increasing variation rate in power
El Gharamti, Mohamad
2012-04-01
Accurate knowledge of the movement of contaminants in porous media is essential to track their trajectory and later extract them from the aquifer. A two-dimensional flow model is implemented and then applied on a linear contaminant transport model in the same porous medium. Because of different sources of uncertainties, this coupled model might not be able to accurately track the contaminant state. Incorporating observations through the process of data assimilation can guide the model toward the true trajectory of the system. The Kalman filter (KF), or its nonlinear invariants, can be used to tackle this problem. To overcome the prohibitive computational cost of the KF, the singular evolutive Kalman filter (SEKF) and the singular fixed Kalman filter (SFKF) are used, which are variants of the KF operating with low-rank covariance matrices. Experimental results suggest that under perfect and imperfect model setups, the low-rank filters can provide estimates as accurate as the full KF but at much lower computational effort. Low-rank filters are demonstrated to significantly reduce the computational effort of the KF to almost 3%. © 2012 American Society of Civil Engineers.
Development of a new linearly variable edge filter (LVEF)-based compact slit-less mini-spectrometer
Mahmoud, Khaled; Park, Seongchong; Lee, Dong-Hoon
2018-02-01
This paper presents the development of a compact charge-coupled detector (CCD) spectrometer. We describe the design, concept and characterization of VNIR linear variable edge filter (LVEF)- based mini-spectrometer. The new instrument has been realized for operation in the 300 nm to 850 nm wavelength range. The instrument consists of a linear variable edge filter in front of CCD array. Low-size, light-weight and low-cost could be achieved using the linearly variable filters with no need to use any moving parts for wavelength selection as in the case of commercial spectrometers available in the market. This overview discusses the main components characteristics, the main concept with the main advantages and limitations reported. Experimental characteristics of the LVEFs are described. The mathematical approach to get the position-dependent slit function of the presented prototype spectrometer and its numerical de-convolution solution for a spectrum reconstruction is described. The performance of our prototype instrument is demonstrated by measuring the spectrum of a reference light source.
Linear accelerator modeling: development and application
International Nuclear Information System (INIS)
Jameson, R.A.; Jule, W.D.
1977-01-01
Most of the parameters of a modern linear accelerator can be selected by simulating the desired machine characteristics in a computer code and observing how the parameters affect the beam dynamics. The code PARMILA is used at LAMPF for the low-energy portion of linacs. Collections of particles can be traced with a free choice of input distributions in six-dimensional phase space. Random errors are often included in order to study the tolerances which should be imposed during manufacture or in operation. An outline is given of the modifications made to the model, the results of experiments which indicate the validity of the model, and the use of the model to optimize the longitudinal tuning of the Alvarez linac
Cubature/ Unscented/ Sigma Point Kalman Filtering with Angular Measurement Models
2015-07-06
similarly transformed to work with the Laplace distribution. Cubature formulae for w(x) = 1 over regions of various shapes could be used for evaluating...measurement and process non- linearities, such as the cubature Kalman filter, can perform ex- tremely poorly in many applications involving angular...in the form of the “unscented transform ”) consider just converting such measurements into Cartesian coordinates and feeding the converted measurements
Running vacuum cosmological models: linear scalar perturbations
Energy Technology Data Exchange (ETDEWEB)
Perico, E.L.D. [Instituto de Física, Universidade de São Paulo, Rua do Matão 1371, CEP 05508-090, São Paulo, SP (Brazil); Tamayo, D.A., E-mail: elduartep@usp.br, E-mail: tamayo@if.usp.br [Departamento de Astronomia, Universidade de São Paulo, Rua do Matão 1226, CEP 05508-900, São Paulo, SP (Brazil)
2017-08-01
In cosmology, phenomenologically motivated expressions for running vacuum are commonly parameterized as linear functions typically denoted by Λ( H {sup 2}) or Λ( R ). Such models assume an equation of state for the vacuum given by P-bar {sub Λ} = - ρ-bar {sub Λ}, relating its background pressure P-bar {sub Λ} with its mean energy density ρ-bar {sub Λ} ≡ Λ/8π G . This equation of state suggests that the vacuum dynamics is due to an interaction with the matter content of the universe. Most of the approaches studying the observational impact of these models only consider the interaction between the vacuum and the transient dominant matter component of the universe. We extend such models by assuming that the running vacuum is the sum of independent contributions, namely ρ-bar {sub Λ} = Σ {sub i} ρ-bar {sub Λ} {sub i} . Each Λ i vacuum component is associated and interacting with one of the i matter components in both the background and perturbation levels. We derive the evolution equations for the linear scalar vacuum and matter perturbations in those two scenarios, and identify the running vacuum imprints on the cosmic microwave background anisotropies as well as on the matter power spectrum. In the Λ( H {sup 2}) scenario the vacuum is coupled with every matter component, whereas the Λ( R ) description only leads to a coupling between vacuum and non-relativistic matter, producing different effects on the matter power spectrum.
Modeling, simulation, and design of SAW grating filters
Schwelb, Otto; Adler, E. L.; Slaboszewicz, J. K.
1990-05-01
A systematic procedure for modeling, simulating, and designing SAW (surface acoustic wave) grating filters, taking losses into account, is described. Grating structures and IDTs (interdigital transducers) coupling to SAWs are defined by cascadable transmission-matrix building blocks. Driving point and transfer characteristics (immittances) of complex architectures consisting of gratings, transducers, and coupling networks are obtained by chain-multiplying building-block matrices. This modular approach to resonator filter analysis and design combines the elements of lossy filter synthesis with the transmission-matrix description of SAW components. A multipole filter design procedure based on a lumped-element-model approximation of one-pole two-port resonator building blocks is given and the range of validity of this model examined. The software for simulating the performance of SAW grating devices based on this matrix approach is described, and its performance, when linked to the design procedure to form a CAD/CAA (computer-aided design and analysis) multiple-filter design package, is illustrated with a resonator filter design example.
Linear Parametric Model Checking of Timed Automata
DEFF Research Database (Denmark)
Hune, Tohmas Seidelin; Romijn, Judi; Stoelinga, Mariëlle
2001-01-01
We present an extension of the model checker Uppaal capable of synthesize linear parameter constraints for the correctness of parametric timed automata. The symbolic representation of the (parametric) state-space is shown to be correct. A second contribution of this paper is the identication...... of a subclass of parametric timed automata (L/U automata), for which the emptiness problem is decidable, contrary to the full class where it is know to be undecidable. Also we present a number of lemmas enabling the verication eort to be reduced for L/U automata in some cases. We illustrate our approach...
Test models for improving filtering with model errors through stochastic parameter estimation
International Nuclear Information System (INIS)
Gershgorin, B.; Harlim, J.; Majda, A.J.
2010-01-01
The filtering skill for turbulent signals from nature is often limited by model errors created by utilizing an imperfect model for filtering. Updating the parameters in the imperfect model through stochastic parameter estimation is one way to increase filtering skill and model performance. Here a suite of stringent test models for filtering with stochastic parameter estimation is developed based on the Stochastic Parameterization Extended Kalman Filter (SPEKF). These new SPEKF-algorithms systematically correct both multiplicative and additive biases and involve exact formulas for propagating the mean and covariance including the parameters in the test model. A comprehensive study is presented of robust parameter regimes for increasing filtering skill through stochastic parameter estimation for turbulent signals as the observation time and observation noise are varied and even when the forcing is incorrectly specified. The results here provide useful guidelines for filtering turbulent signals in more complex systems with significant model errors.
Aspects of general linear modelling of migration.
Congdon, P
1992-01-01
"This paper investigates the application of general linear modelling principles to analysing migration flows between areas. Particular attention is paid to specifying the form of the regression and error components, and the nature of departures from Poisson randomness. Extensions to take account of spatial and temporal correlation are discussed as well as constrained estimation. The issue of specification bears on the testing of migration theories, and assessing the role migration plays in job and housing markets: the direction and significance of the effects of economic variates on migration depends on the specification of the statistical model. The application is in the context of migration in London and South East England in the 1970s and 1980s." excerpt
Model Selection with the Linear Mixed Model for Longitudinal Data
Ryoo, Ji Hoon
2011-01-01
Model building or model selection with linear mixed models (LMMs) is complicated by the presence of both fixed effects and random effects. The fixed effects structure and random effects structure are codependent, so selection of one influences the other. Most presentations of LMM in psychology and education are based on a multilevel or…
Modelling and Predicting Backstroke Start Performance Using Non-Linear and Linear Models.
de Jesus, Karla; Ayala, Helon V H; de Jesus, Kelly; Coelho, Leandro Dos S; Medeiros, Alexandre I A; Abraldes, José A; Vaz, Mário A P; Fernandes, Ricardo J; Vilas-Boas, João Paulo
2018-03-01
Our aim was to compare non-linear and linear mathematical model responses for backstroke start performance prediction. Ten swimmers randomly completed eight 15 m backstroke starts with feet over the wedge, four with hands on the highest horizontal and four on the vertical handgrip. Swimmers were videotaped using a dual media camera set-up, with the starts being performed over an instrumented block with four force plates. Artificial neural networks were applied to predict 5 m start time using kinematic and kinetic variables and to determine the accuracy of the mean absolute percentage error. Artificial neural networks predicted start time more robustly than the linear model with respect to changing training to the validation dataset for the vertical handgrip (3.95 ± 1.67 vs. 5.92 ± 3.27%). Artificial neural networks obtained a smaller mean absolute percentage error than the linear model in the horizontal (0.43 ± 0.19 vs. 0.98 ± 0.19%) and vertical handgrip (0.45 ± 0.19 vs. 1.38 ± 0.30%) using all input data. The best artificial neural network validation revealed a smaller mean absolute error than the linear model for the horizontal (0.007 vs. 0.04 s) and vertical handgrip (0.01 vs. 0.03 s). Artificial neural networks should be used for backstroke 5 m start time prediction due to the quite small differences among the elite level performances.
Modeling patterns in data using linear and related models
International Nuclear Information System (INIS)
Engelhardt, M.E.
1996-06-01
This report considers the use of linear models for analyzing data related to reliability and safety issues of the type usually associated with nuclear power plants. The report discusses some of the general results of linear regression analysis, such as the model assumptions and properties of the estimators of the parameters. The results are motivated with examples of operational data. Results about the important case of a linear regression model with one covariate are covered in detail. This case includes analysis of time trends. The analysis is applied with two different sets of time trend data. Diagnostic procedures and tests for the adequacy of the model are discussed. Some related methods such as weighted regression and nonlinear models are also considered. A discussion of the general linear model is also included. Appendix A gives some basic SAS programs and outputs for some of the analyses discussed in the body of the report. Appendix B is a review of some of the matrix theoretic results which are useful in the development of linear models
Electron Model of Linear-Field FFAG
Koscielniak, Shane R
2005-01-01
A fixed-field alternating-gradient accelerator (FFAG) that employs only linear-field elements ushers in a new regime in accelerator design and dynamics. The linear-field machine has the ability to compact an unprecedented range in momenta within a small component aperture. With a tune variation which results from the natural chromaticity, the beam crosses many strong, uncorrec-table, betatron resonances during acceleration. Further, relativistic particles in this machine exhibit a quasi-parabolic time-of-flight that cannot be addressed with a fixed-frequency rf system. This leads to a new concept of bucketless acceleration within a rotation manifold. With a large energy jump per cell, there is possibly strong synchro-betatron coupling. A few-MeV electron model has been proposed to demonstrate the feasibility of these untested acceleration features and to investigate them at length under a wide range of operating conditions. This paper presents a lattice optimized for a 1.3 GHz rf, initial technology choices f...
Linear models in the mathematics of uncertainty
Mordeson, John N; Clark, Terry D; Pham, Alex; Redmond, Michael A
2013-01-01
The purpose of this book is to present new mathematical techniques for modeling global issues. These mathematical techniques are used to determine linear equations between a dependent variable and one or more independent variables in cases where standard techniques such as linear regression are not suitable. In this book, we examine cases where the number of data points is small (effects of nuclear warfare), where the experiment is not repeatable (the breakup of the former Soviet Union), and where the data is derived from expert opinion (how conservative is a political party). In all these cases the data is difficult to measure and an assumption of randomness and/or statistical validity is questionable. We apply our methods to real world issues in international relations such as nuclear deterrence, smart power, and cooperative threat reduction. We next apply our methods to issues in comparative politics such as successful democratization, quality of life, economic freedom, political stability, and fail...
Institute of Scientific and Technical Information of China (English)
FENG Bo; MA Hong-Bin; FU Meng-Yin; WANG Shun-Ting
2013-01-01
Kalman filtering techniques have been widely used in many applications,however,standard Kalman filters for linear Gaussian systems usually cannot work well or even diverge in the presence of large model uncertainty.In practical applications,it is expensive to have large number of high-cost experiments or even impossible to obtain an exact system model.Motivated by our previous pioneering work on finite-model adaptive control,a framework of finite-model Kalman filtering is introduced in this paper.This framework presumes that large model uncertainty may be restricted by a finite set of known models which can be very different from each other.Moreover,the number of known models in the set can be flexibly chosen so that the uncertain model may always be approximated by one of the known models,in other words,the large model uncertainty is "covered" by the "convex hull" of the known models.Within the presented framework according to the idea of adaptive switching via the minimizing vector distance principle,a simple finite-model Kalman filter,MVDP-FMKF,is mathematically formulated and illustrated by extensive simulations.An experiment of MEMS gyroscope drift has verified the effectiveness of the proposed algorithm,indicating that the mechanism of finite-model Kalman filter is useful and efficient in practical applications of Kalman filters,especially in inertial navigation systems.
Generalized Linear Models in Vehicle Insurance
Directory of Open Access Journals (Sweden)
Silvie Kafková
2014-01-01
Full Text Available Actuaries in insurance companies try to find the best model for an estimation of insurance premium. It depends on many risk factors, e.g. the car characteristics and the profile of the driver. In this paper, an analysis of the portfolio of vehicle insurance data using a generalized linear model (GLM is performed. The main advantage of the approach presented in this article is that the GLMs are not limited by inflexible preconditions. Our aim is to predict the relation of annual claim frequency on given risk factors. Based on a large real-world sample of data from 57 410 vehicles, the present study proposed a classification analysis approach that addresses the selection of predictor variables. The models with different predictor variables are compared by analysis of deviance and Akaike information criterion (AIC. Based on this comparison, the model for the best estimate of annual claim frequency is chosen. All statistical calculations are computed in R environment, which contains stats package with the function for the estimation of parameters of GLM and the function for analysis of deviation.
Rawicz, Paul Lawrence
In this thesis, the similarities between the structure of the H infinity, H2, and Kalman filters are examined. The filters used in this examination have been derived through duality to the full information controller. In addition, a direct variation of parameters derivation of the Hinfinity filter is presented for both continuous and discrete time (staler case). Direct and controller dual derivations using differential games exist in the literature and also employ variational techniques. Using a variational, rather than a differential games, viewpoint has resulted in a simple relationship between the Riccati equations that arise from the derivation and the results of the Bounded Real Lemma. This same relation has previously been found in the literature and used to relate the Riccati inequality for linear systems to the Hamilton Jacobi inequality for nonlinear systems when implementing the Hinfinity controller. The Hinfinity, H2, and Kalman filters are applied to the two-state target tracking problem. In continuous time, closed form analytic expressions for the trackers and their performance are determined. To evaluate the trackers using a neutral, realistic, criterion, the probability of target escape is developed. That is, the probability that the target position error will be such that the target is outside the radar beam width resulting in a loss of measurement. In discrete time, a numerical example, using the probability of target escape, is presented to illustrate the differences in tracker performance.
Noh, Seong Jin; Tachikawa, Yasuto; Shiiba, Michiharu; Kim, Sunmin
Applications of data assimilation techniques have been widely used to improve upon the predictability of hydrologic modeling. Among various data assimilation techniques, sequential Monte Carlo (SMC) filters, known as "particle filters" provide the capability to handle non-linear and non-Gaussian state-space models. This paper proposes a dual state-parameter updating scheme (DUS) based on SMC methods to estimate both state and parameter variables of a hydrologic model. We introduce a kernel smoothing method for the robust estimation of uncertain model parameters in the DUS. The applicability of the dual updating scheme is illustrated using the implementation of the storage function model on a middle-sized Japanese catchment. We also compare performance results of DUS combined with various SMC methods, such as SIR, ASIR and RPF.
New series active power filter for computers loads and small non-linear loads
Energy Technology Data Exchange (ETDEWEB)
Tarnini, M.Y. [Hariri Canadian Univ., Meshref (Lebanon)
2009-07-01
This paper proposed the use of a single-phase series active power filter to reduce voltage total harmonic distortion and provide improved power quality. Control schemes were developed using simple control algorithms and a reduced number of current transducers. The circuit was comprised of a power supply and zero crossing detector; a hall-effect current sensor and signal conditioning circuit; a microcontroller circuit; a driving circuit; and an inverter bridge. The filter corrected fundamental and sinusoidal voltage amplitudes. The amplitude of the fundamental current in the series filter was controlled using a microcontroller placed between the load voltage and a pre-established reference point. Experiments were conducted to test the source voltage and source current after compensation using a prototype of the filter. The control system provided effective correction of the power factor and harmonic distortion, and reached steady state in approximately 2 cycles. It was concluded that the compensator can also be adapted for use in 3-phase systems. 13 refs., 1 tab., 14 figs.
Modeling the sustainability of a ceramic water filter intervention.
Mellor, Jonathan; Abebe, Lydia; Ehdaie, Beeta; Dillingham, Rebecca; Smith, James
2014-02-01
Ceramic water filters (CWFs) are a point-of-use water treatment technology that has shown promise in preventing early childhood diarrhea (ECD) in resource-limited settings. Despite this promise, some researchers have questioned their ability to reduce ECD incidences over the long term since most effectiveness trials conducted to date are less than one year in duration limiting their ability to assess long-term sustainability factors. Most trials also suffer from lack of blinding making them potentially biased. This study uses an agent-based model (ABM) to explore factors related to the long-term sustainability of CWFs in preventing ECD and was based on a three year longitudinal field study. Factors such as filter user compliance, microbial removal effectiveness, filter cleaning and compliance declines were explored. Modeled results indicate that broadly defined human behaviors like compliance and declining microbial effectiveness due to improper maintenance are primary drivers of the outcome metrics of household drinking water quality and ECD rates. The model predicts that a ceramic filter intervention can reduce ECD incidence amongst under two year old children by 41.3%. However, after three years, the average filter is almost entirely ineffective at reducing ECD incidence due to declining filter microbial removal effectiveness resulting from improper maintenance. The model predicts very low ECD rates are possible if compliance rates are 80-90%, filter log reduction efficiency is 3 or greater and there are minimal long-term compliance declines. Cleaning filters at least once every 4 months makes it more likely to achieve very low ECD rates as does the availability of replacement filters for purchase. These results help to understand the heterogeneity seen in previous intervention-control trials and reemphasize the need for researchers to accurately measure confounding variables and ensure that field trials are at least 2-3 years in duration. In summary, the CWF
Model Adaptation for Prognostics in a Particle Filtering Framework
Directory of Open Access Journals (Sweden)
Bhaskar Saha
2011-01-01
Full Text Available One of the key motivating factors for using particle filters for prognostics is the ability to include model parameters as part of the state vector to be estimated. This performs model adaptation in conjunction with state tracking, and thus, produces a tuned model that can used for long term predictions. This feature of particle filters works in most part due to the fact that they are not subject to the “curse of dimensionality”, i.e. the exponential growth of computational complexity with state dimension. However, in practice, this property holds for “well-designed” particle filters only as dimensionality increases. This paper explores the notion of wellness of design in the context of predicting remaining useful life for individual discharge cycles of Li-ion and Li-Polymer batteries. Prognostic metrics are used to analyze the tradeoff between different model designs and prediction performance. Results demonstrate how sensitivity analysis may be used to arrive at a well-designed prognostic model that can take advantage of the model adaptation properties of a particle filter.
Model Adaptation for Prognostics in a Particle Filtering Framework
Saha, Bhaskar; Goebel, Kai Frank
2011-01-01
One of the key motivating factors for using particle filters for prognostics is the ability to include model parameters as part of the state vector to be estimated. This performs model adaptation in conjunction with state tracking, and thus, produces a tuned model that can used for long term predictions. This feature of particle filters works in most part due to the fact that they are not subject to the "curse of dimensionality", i.e. the exponential growth of computational complexity with state dimension. However, in practice, this property holds for "well-designed" particle filters only as dimensionality increases. This paper explores the notion of wellness of design in the context of predicting remaining useful life for individual discharge cycles of Li-ion batteries. Prognostic metrics are used to analyze the tradeoff between different model designs and prediction performance. Results demonstrate how sensitivity analysis may be used to arrive at a well-designed prognostic model that can take advantage of the model adaptation properties of a particle filter.
Nonlinear price impact from linear models
Patzelt, Felix; Bouchaud, Jean-Philippe
2017-12-01
The impact of trades on asset prices is a crucial aspect of market dynamics for academics, regulators, and practitioners alike. Recently, universal and highly nonlinear master curves were observed for price impacts aggregated on all intra-day scales (Patzelt and Bouchaud 2017 arXiv:1706.04163). Here we investigate how well these curves, their scaling, and the underlying return dynamics are captured by linear ‘propagator’ models. We find that the classification of trades as price-changing versus non-price-changing can explain the price impact nonlinearities and short-term return dynamics to a very high degree. The explanatory power provided by the change indicator in addition to the order sign history increases with increasing tick size. To obtain these results, several long-standing technical issues for model calibration and testing are addressed. We present new spectral estimators for two- and three-point cross-correlations, removing the need for previously used approximations. We also show when calibration is unbiased and how to accurately reveal previously overlooked biases. Therefore, our results contribute significantly to understanding both recent empirical results and the properties of a popular class of impact models.
Directory of Open Access Journals (Sweden)
Mohamed G. Egila
2016-12-01
Full Text Available This paper presents a proposed design for analyzing electrocardiography (ECG signals. This methodology employs highpass least-square linear phase Finite Impulse Response (FIR filtering technique to filter out the baseline wander noise embedded in the input ECG signal to the system. Discrete Wavelet Transform (DWT was utilized as a feature extraction methodology to extract the reduced feature set from the input ECG signal. The design uses back propagation neural network classifier to classify the input ECG signal. The system is implemented on Xilinx 3AN-XC3S700AN Field Programming Gate Array (FPGA board. A system simulation has been done. The design is compared with some other designs achieving total accuracy of 97.8%, and achieving reduction in utilizing resources on FPGA implementation.
Kane, Michael T.; Mroch, Andrew A.; Suh, Youngsuk; Ripkey, Douglas R.
2009-01-01
This paper analyzes five linear equating models for the "nonequivalent groups with anchor test" (NEAT) design with internal anchors (i.e., the anchor test is part of the full test). The analysis employs a two-dimensional framework. The first dimension contrasts two general approaches to developing the equating relationship. Under a "parameter…
How linear response shaped models of neural circuits and the quest for alternatives.
Herfurth, Tim; Tchumatchenko, Tatjana
2017-10-01
In the past decades, many mathematical approaches to solve complex nonlinear systems in physics have been successfully applied to neuroscience. One of these tools is the concept of linear response functions. However, phenomena observed in the brain emerge from fundamentally nonlinear interactions and feedback loops rather than from a composition of linear filters. Here, we review the successes achieved by applying the linear response formalism to topics, such as rhythm generation and synchrony and by incorporating it into models that combine linear and nonlinear transformations. We also discuss the challenges encountered in the linear response applications and argue that new theoretical concepts are needed to tackle feedback loops and non-equilibrium dynamics which are experimentally observed in neural networks but are outside of the validity regime of the linear response formalism. Copyright © 2017 Elsevier Ltd. All rights reserved.
Piecewise Linear-Linear Latent Growth Mixture Models with Unknown Knots
Kohli, Nidhi; Harring, Jeffrey R.; Hancock, Gregory R.
2013-01-01
Latent growth curve models with piecewise functions are flexible and useful analytic models for investigating individual behaviors that exhibit distinct phases of development in observed variables. As an extension of this framework, this study considers a piecewise linear-linear latent growth mixture model (LGMM) for describing segmented change of…
From linear to generalized linear mixed models: A case study in repeated measures
Compared to traditional linear mixed models, generalized linear mixed models (GLMMs) can offer better correspondence between response variables and explanatory models, yielding more efficient estimates and tests in the analysis of data from designed experiments. Using proportion data from a designed...
Optimal Linear Filters. 2. Pulse Time Measurements in the Presence of Noise
Energy Technology Data Exchange (ETDEWEB)
Nygaard, K
1966-09-15
The problem of calculating the maximum available timing information contained in nuclear pulses in the presence of noise is solved theoretically. Practical experiments show that the theoretical values can be obtained by very simple, but untraditional, means. An output pulse from a practical filter connected to a charge sensitive amplifier with a Ge(Li) detector showed a rise time of 30 ns and a noise level of less than 5 keV. The time jitter measured was inversely proportional to the pulse height and less than 30 ns for 10 keV pulses. With the timing filter shown solid state detectors can be classified somewhere between Nal scintillators and organic scintillators with respect to time resolution.
Optimal Linear Filters. 2. Pulse Time Measurements in the Presence of Noise
International Nuclear Information System (INIS)
Nygaard, K.
1966-09-01
The problem of calculating the maximum available timing information contained in nuclear pulses in the presence of noise is solved theoretically. Practical experiments show that the theoretical values can be obtained by very simple, but untraditional, means. An output pulse from a practical filter connected to a charge sensitive amplifier with a Ge(Li) detector showed a rise time of 30 ns and a noise level of less than 5 keV. The time jitter measured was inversely proportional to the pulse height and less than 30 ns for 10 keV pulses. With the timing filter shown solid state detectors can be classified somewhere between Nal scintillators and organic scintillators with respect to time resolution
Montoye, Alexander H K; Begum, Munni; Henning, Zachary; Pfeiffer, Karin A
2017-02-01
This study had three purposes, all related to evaluating energy expenditure (EE) prediction accuracy from body-worn accelerometers: (1) compare linear regression to linear mixed models, (2) compare linear models to artificial neural network models, and (3) compare accuracy of accelerometers placed on the hip, thigh, and wrists. Forty individuals performed 13 activities in a 90 min semi-structured, laboratory-based protocol. Participants wore accelerometers on the right hip, right thigh, and both wrists and a portable metabolic analyzer (EE criterion). Four EE prediction models were developed for each accelerometer: linear regression, linear mixed, and two ANN models. EE prediction accuracy was assessed using correlations, root mean square error (RMSE), and bias and was compared across models and accelerometers using repeated-measures analysis of variance. For all accelerometer placements, there were no significant differences for correlations or RMSE between linear regression and linear mixed models (correlations: r = 0.71-0.88, RMSE: 1.11-1.61 METs; p > 0.05). For the thigh-worn accelerometer, there were no differences in correlations or RMSE between linear and ANN models (ANN-correlations: r = 0.89, RMSE: 1.07-1.08 METs. Linear models-correlations: r = 0.88, RMSE: 1.10-1.11 METs; p > 0.05). Conversely, one ANN had higher correlations and lower RMSE than both linear models for the hip (ANN-correlation: r = 0.88, RMSE: 1.12 METs. Linear models-correlations: r = 0.86, RMSE: 1.18-1.19 METs; p linear models for the wrist-worn accelerometers (ANN-correlations: r = 0.82-0.84, RMSE: 1.26-1.32 METs. Linear models-correlations: r = 0.71-0.73, RMSE: 1.55-1.61 METs; p models offer a significant improvement in EE prediction accuracy over linear models. Conversely, linear models showed similar EE prediction accuracy to machine learning models for hip- and thigh
Iglesias, Marco; Sawlan, Zaid A; Scavino, Marco; Tempone, Raul; Wood, Christopher
2017-01-01
In this work, we present the ensemble-marginalized Kalman filter (EnMKF), a sequential algorithm analogous to our previously proposed approach [1,2], for estimating the state and parameters of linear parabolic partial differential equations
Data assimilation in integrated hydrological modeling using ensemble Kalman filtering
DEFF Research Database (Denmark)
Rasmussen, Jørn; Madsen, H.; Jensen, Karsten Høgh
2015-01-01
Groundwater head and stream discharge is assimilated using the ensemble transform Kalman filter in an integrated hydrological model with the aim of studying the relationship between the filter performance and the ensemble size. In an attempt to reduce the required number of ensemble members...... and estimating parameters requires a much larger ensemble size than just assimilating groundwater head observations. However, the required ensemble size can be greatly reduced with the use of adaptive localization, which by far outperforms distance-based localization. The study is conducted using synthetic data...
A generalized model via random walks for information filtering
International Nuclear Information System (INIS)
Ren, Zhuo-Ming; Kong, Yixiu; Shang, Ming-Sheng; Zhang, Yi-Cheng
2016-01-01
There could exist a simple general mechanism lurking beneath collaborative filtering and interdisciplinary physics approaches which have been successfully applied to online E-commerce platforms. Motivated by this idea, we propose a generalized model employing the dynamics of the random walk in the bipartite networks. Taking into account the degree information, the proposed generalized model could deduce the collaborative filtering, interdisciplinary physics approaches and even the enormous expansion of them. Furthermore, we analyze the generalized model with single and hybrid of degree information on the process of random walk in bipartite networks, and propose a possible strategy by using the hybrid degree information for different popular objects to toward promising precision of the recommendation. - Highlights: • We propose a generalized recommendation model employing the random walk dynamics. • The proposed model with single and hybrid of degree information is analyzed. • A strategy with the hybrid degree information improves precision of recommendation.
A generalized model via random walks for information filtering
Energy Technology Data Exchange (ETDEWEB)
Ren, Zhuo-Ming, E-mail: zhuomingren@gmail.com [Department of Physics, University of Fribourg, Chemin du Musée 3, CH-1700, Fribourg (Switzerland); Chongqing Institute of Green and Intelligent Technology, Chinese Academy of Sciences, ChongQing, 400714 (China); Kong, Yixiu [Department of Physics, University of Fribourg, Chemin du Musée 3, CH-1700, Fribourg (Switzerland); Shang, Ming-Sheng, E-mail: msshang@cigit.ac.cn [Chongqing Institute of Green and Intelligent Technology, Chinese Academy of Sciences, ChongQing, 400714 (China); Zhang, Yi-Cheng [Department of Physics, University of Fribourg, Chemin du Musée 3, CH-1700, Fribourg (Switzerland)
2016-08-06
There could exist a simple general mechanism lurking beneath collaborative filtering and interdisciplinary physics approaches which have been successfully applied to online E-commerce platforms. Motivated by this idea, we propose a generalized model employing the dynamics of the random walk in the bipartite networks. Taking into account the degree information, the proposed generalized model could deduce the collaborative filtering, interdisciplinary physics approaches and even the enormous expansion of them. Furthermore, we analyze the generalized model with single and hybrid of degree information on the process of random walk in bipartite networks, and propose a possible strategy by using the hybrid degree information for different popular objects to toward promising precision of the recommendation. - Highlights: • We propose a generalized recommendation model employing the random walk dynamics. • The proposed model with single and hybrid of degree information is analyzed. • A strategy with the hybrid degree information improves precision of recommendation.
IIR Filter Modeling Using an Algorithm Inspired on Electromagnetism
Directory of Open Access Journals (Sweden)
Cuevas-Jiménez E.
2013-01-01
Full Text Available Infinite-impulse-response (IIR filtering provides a powerful approach for solving a variety of problems. However, its design represents a very complicated task, since the error surface of IIR filters is generally multimodal, global optimization techniques are required in order to avoid local minima. In this paper, a new method based on the Electromagnetism-Like Optimization Algorithm (EMO is proposed for IIR filter modeling. EMO originates from the electro-magnetism theory of physics by assuming potential solutions as electrically charged particles which spread around the solution space. The charge of each particle depends on its objective function value. This algorithm employs a collective attraction-repulsion mechanism to move the particles towards optimality. The experimental results confirm the high performance of the proposed method in solving various benchmark identification problems.
Evaluating the double Poisson generalized linear model.
Zou, Yaotian; Geedipally, Srinivas Reddy; Lord, Dominique
2013-10-01
The objectives of this study are to: (1) examine the applicability of the double Poisson (DP) generalized linear model (GLM) for analyzing motor vehicle crash data characterized by over- and under-dispersion and (2) compare the performance of the DP GLM with the Conway-Maxwell-Poisson (COM-Poisson) GLM in terms of goodness-of-fit and theoretical soundness. The DP distribution has seldom been investigated and applied since its first introduction two decades ago. The hurdle for applying the DP is related to its normalizing constant (or multiplicative constant) which is not available in closed form. This study proposed a new method to approximate the normalizing constant of the DP with high accuracy and reliability. The DP GLM and COM-Poisson GLM were developed using two observed over-dispersed datasets and one observed under-dispersed dataset. The modeling results indicate that the DP GLM with its normalizing constant approximated by the new method can handle crash data characterized by over- and under-dispersion. Its performance is comparable to the COM-Poisson GLM in terms of goodness-of-fit (GOF), although COM-Poisson GLM provides a slightly better fit. For the over-dispersed data, the DP GLM performs similar to the NB GLM. Considering the fact that the DP GLM can be easily estimated with inexpensive computation and that it is simpler to interpret coefficients, it offers a flexible and efficient alternative for researchers to model count data. Copyright © 2013 Elsevier Ltd. All rights reserved.
Petri Nets as Models of Linear Logic
DEFF Research Database (Denmark)
Engberg, Uffe Henrik; Winskel, Glynn
1990-01-01
The chief purpose of this paper is to appraise the feasibility of Girad's linear logic as a specification language for parallel processes. To this end we propose an interpretation of linear logic in Petri nets, with respect to which we investigate the expressive power of the logic...
Deraemaeker, A.; Worden, K.
2018-05-01
This paper discusses the possibility of using the Mahalanobis squared-distance to perform robust novelty detection in the presence of important environmental variability in a multivariate feature vector. By performing an eigenvalue decomposition of the covariance matrix used to compute that distance, it is shown that the Mahalanobis squared-distance can be written as the sum of independent terms which result from a transformation from the feature vector space to a space of independent variables. In general, especially when the size of the features vector is large, there are dominant eigenvalues and eigenvectors associated with the covariance matrix, so that a set of principal components can be defined. Because the associated eigenvalues are high, their contribution to the Mahalanobis squared-distance is low, while the contribution of the other components is high due to the low value of the associated eigenvalues. This analysis shows that the Mahalanobis distance naturally filters out the variability in the training data. This property can be used to remove the effect of the environment in damage detection, in much the same way as two other established techniques, principal component analysis and factor analysis. The three techniques are compared here using real experimental data from a wooden bridge for which the feature vector consists in eigenfrequencies and modeshapes collected under changing environmental conditions, as well as damaged conditions simulated with an added mass. The results confirm the similarity between the three techniques and the ability to filter out environmental effects, while keeping a high sensitivity to structural changes. The results also show that even after filtering out the environmental effects, the normality assumption cannot be made for the residual feature vector. An alternative is demonstrated here based on extreme value statistics which results in a much better threshold which avoids false positives in the training data, while
Application of a baseflow filter for evaluating model structure suitability of the IHACRES CMD
Kim, H. S.
2015-02-01
The main objective of this study was to assess the predictive uncertainty from the rainfall-runoff model structure coupling a conceptual module (non-linear module) with a metric transfer function module (linear module). The methodology was primarily based on the comparison between the outputs of the rainfall-runoff model and those from an alternative model approach. An alternative model approach was used to minimise uncertainties arising from data and the model structure. A baseflow filter was adopted to better understand deficiencies in the forms of the rainfall-runoff model by avoiding the uncertainties related to data and the model structure. The predictive uncertainty from the model structure was investigated for representative groups of catchments having similar hydrological response characteristics in the upper Murrumbidgee Catchment. In the assessment of model structure suitability, the consistency (or variability) of catchment response over time and space in model performance and parameter values has been investigated to detect problems related to the temporal and spatial variability of the model accuracy. The predictive error caused by model uncertainty was evaluated through analysis of the variability of the model performance and parameters. A graphical comparison of model residuals, effective rainfall estimates and hydrographs was used to determine a model's ability related to systematic model deviation between simulated and observed behaviours and general behavioural differences in the timing and magnitude of peak flows. The model's predictability was very sensitive to catchment response characteristics. The linear module performs reasonably well in the wetter catchments but has considerable difficulties when applied to the drier catchments where a hydrologic response is dominated by quick flow. The non-linear module has a potential limitation in its capacity to capture non-linear processes for converting observed rainfall into effective rainfall in
Linear approximation model network and its formation via ...
Indian Academy of Sciences (India)
To overcome the deficiency of `local model network' (LMN) techniques, an alternative `linear approximation model' (LAM) network approach is proposed. Such a network models a nonlinear or practical system with multiple linear models fitted along operating trajectories, where individual models are simply networked ...
Modeling the filtration ability of stockpiled filtering facepiece
Rottach, Dana R.
2016-03-01
Filtering facepiece respirators (FFR) are often stockpiled for use during public health emergencies such as an infectious disease outbreak or pandemic. While many stockpile administrators are aware of shelf life limitations, environmental conditions can lead to premature degradation. Filtration performance of a set of FFR retrieved from a storage room with failed environmental controls was measured. Though within the expected shelf life, the filtration ability of several respirators was degraded, allowing twice the penetration of fresh samples. The traditional picture of small particle capture by fibrous filter media qualitatively separates the effect of inertial impaction, interception from the streamline, diffusion, settling, and electrostatic attraction. Most of these mechanisms depend upon stable conformational properties. However, common FFR rely on electrets to achieve their high performance, and over time heat and humidity can cause the electrostatic media to degrade. An extension of the Langevin model with correlations to classical filtration concepts will be presented. The new computational model will be used to predict the change in filter effectiveness as the filter media changes with time.
Linear regression crash prediction models : issues and proposed solutions.
2010-05-01
The paper develops a linear regression model approach that can be applied to : crash data to predict vehicle crashes. The proposed approach involves novice data aggregation : to satisfy linear regression assumptions; namely error structure normality ...
Game Theory and its Relationship with Linear Programming Models ...
African Journals Online (AJOL)
Game Theory and its Relationship with Linear Programming Models. ... This paper shows that game theory and linear programming problem are closely related subjects since any computing method devised for ... AJOL African Journals Online.
A generalized model via random walks for information filtering
Ren, Zhuo-Ming; Kong, Yixiu; Shang, Ming-Sheng; Zhang, Yi-Cheng
2016-08-01
There could exist a simple general mechanism lurking beneath collaborative filtering and interdisciplinary physics approaches which have been successfully applied to online E-commerce platforms. Motivated by this idea, we propose a generalized model employing the dynamics of the random walk in the bipartite networks. Taking into account the degree information, the proposed generalized model could deduce the collaborative filtering, interdisciplinary physics approaches and even the enormous expansion of them. Furthermore, we analyze the generalized model with single and hybrid of degree information on the process of random walk in bipartite networks, and propose a possible strategy by using the hybrid degree information for different popular objects to toward promising precision of the recommendation.
International Nuclear Information System (INIS)
Gershgorin, B.; Majda, A.J.
2011-01-01
A statistically exactly solvable model for passive tracers is introduced as a test model for the authors' Nonlinear Extended Kalman Filter (NEKF) as well as other filtering algorithms. The model involves a Gaussian velocity field and a passive tracer governed by the advection-diffusion equation with an imposed mean gradient. The model has direct relevance to engineering problems such as the spread of pollutants in the air or contaminants in the water as well as climate change problems concerning the transport of greenhouse gases such as carbon dioxide with strongly intermittent probability distributions consistent with the actual observations of the atmosphere. One of the attractive properties of the model is the existence of the exact statistical solution. In particular, this unique feature of the model provides an opportunity to design and test fast and efficient algorithms for real-time data assimilation based on rigorous mathematical theory for a turbulence model problem with many active spatiotemporal scales. Here, we extensively study the performance of the NEKF which uses the exact first and second order nonlinear statistics without any approximations due to linearization. The role of partial and sparse observations, the frequency of observations and the observation noise strength in recovering the true signal, its spectrum, and fat tail probability distribution are the central issues discussed here. The results of our study provide useful guidelines for filtering realistic turbulent systems with passive tracers through partial observations.
Nguyen, Ngoc Minh; Corff, Sylvain Le; Moulines, Éric
2017-12-01
This paper focuses on sequential Monte Carlo approximations of smoothing distributions in conditionally linear and Gaussian state spaces. To reduce Monte Carlo variance of smoothers, it is typical in these models to use Rao-Blackwellization: particle approximation is used to sample sequences of hidden regimes while the Gaussian states are explicitly integrated conditional on the sequence of regimes and observations, using variants of the Kalman filter/smoother. The first successful attempt to use Rao-Blackwellization for smoothing extends the Bryson-Frazier smoother for Gaussian linear state space models using the generalized two-filter formula together with Kalman filters/smoothers. More recently, a forward-backward decomposition of smoothing distributions mimicking the Rauch-Tung-Striebel smoother for the regimes combined with backward Kalman updates has been introduced. This paper investigates the benefit of introducing additional rejuvenation steps in all these algorithms to sample at each time instant new regimes conditional on the forward and backward particles. This defines particle-based approximations of the smoothing distributions whose support is not restricted to the set of particles sampled in the forward or backward filter. These procedures are applied to commodity markets which are described using a two-factor model based on the spot price and a convenience yield for crude oil data.
Collaborative filtering recommendation model based on fuzzy clustering algorithm
Yang, Ye; Zhang, Yunhua
2018-05-01
As one of the most widely used algorithms in recommender systems, collaborative filtering algorithm faces two serious problems, which are the sparsity of data and poor recommendation effect in big data environment. In traditional clustering analysis, the object is strictly divided into several classes and the boundary of this division is very clear. However, for most objects in real life, there is no strict definition of their forms and attributes of their class. Concerning the problems above, this paper proposes to improve the traditional collaborative filtering model through the hybrid optimization of implicit semantic algorithm and fuzzy clustering algorithm, meanwhile, cooperating with collaborative filtering algorithm. In this paper, the fuzzy clustering algorithm is introduced to fuzzy clustering the information of project attribute, which makes the project belong to different project categories with different membership degrees, and increases the density of data, effectively reduces the sparsity of data, and solves the problem of low accuracy which is resulted from the inaccuracy of similarity calculation. Finally, this paper carries out empirical analysis on the MovieLens dataset, and compares it with the traditional user-based collaborative filtering algorithm. The proposed algorithm has greatly improved the recommendation accuracy.
A Note on the Identifiability of Generalized Linear Mixed Models
DEFF Research Database (Denmark)
Labouriau, Rodrigo
2014-01-01
I present here a simple proof that, under general regularity conditions, the standard parametrization of generalized linear mixed model is identifiable. The proof is based on the assumptions of generalized linear mixed models on the first and second order moments and some general mild regularity...... conditions, and, therefore, is extensible to quasi-likelihood based generalized linear models. In particular, binomial and Poisson mixed models with dispersion parameter are identifiable when equipped with the standard parametrization...
Correia, Carlos M.; Bond, Charlotte Z.; Sauvage, Jean-François; Fusco, Thierry; Conan, Rodolphe; Wizinowich, Peter L.
2017-10-01
We build on a long-standing tradition in astronomical adaptive optics (AO) of specifying performance metrics and error budgets using linear systems modeling in the spatial-frequency domain. Our goal is to provide a comprehensive tool for the calculation of error budgets in terms of residual temporally filtered phase power spectral densities and variances. In addition, the fast simulation of AO-corrected point spread functions (PSFs) provided by this method can be used as inputs for simulations of science observations with next-generation instruments and telescopes, in particular to predict post-coronagraphic contrast improvements for planet finder systems. We extend the previous results and propose the synthesis of a distributed Kalman filter to mitigate both aniso-servo-lag and aliasing errors whilst minimizing the overall residual variance. We discuss applications to (i) analytic AO-corrected PSF modeling in the spatial-frequency domain, (ii) post-coronagraphic contrast enhancement, (iii) filter optimization for real-time wavefront reconstruction, and (iv) PSF reconstruction from system telemetry. Under perfect knowledge of wind velocities, we show that $\\sim$60 nm rms error reduction can be achieved with the distributed Kalman filter embodying anti- aliasing reconstructors on 10 m class high-order AO systems, leading to contrast improvement factors of up to three orders of magnitude at few ${\\lambda}/D$ separations ($\\sim1-5{\\lambda}/D$) for a 0 magnitude star and reaching close to one order of magnitude for a 12 magnitude star.
Directory of Open Access Journals (Sweden)
Yanhui Li
2014-01-01
Full Text Available This paper investigates the Hankel norm filter design problem for stochastic time-delay systems, which are represented by Takagi-Sugeno (T-S fuzzy model. Motivated by the parallel distributed compensation (PDC technique, a novel filtering error system is established. The objective is to design a suitable filter that guarantees the corresponding filtering error system to be mean-square asymptotically stable and to have a specified Hankel norm performance level γ. Based on the Lyapunov stability theory and the Itô differential rule, the Hankel norm criterion is first established by adopting the integral inequality method, which can make some useful efforts in reducing conservativeness. The Hankel norm filtering problem is casted into a convex optimization problem with a convex linearization approach, which expresses all the conditions for the existence of admissible Hankel norm filter as standard linear matrix inequalities (LMIs. The effectiveness of the proposed method is demonstrated via a numerical example.
Linear control theory for gene network modeling.
Shin, Yong-Jun; Bleris, Leonidas
2010-09-16
Systems biology is an interdisciplinary field that aims at understanding complex interactions in cells. Here we demonstrate that linear control theory can provide valuable insight and practical tools for the characterization of complex biological networks. We provide the foundation for such analyses through the study of several case studies including cascade and parallel forms, feedback and feedforward loops. We reproduce experimental results and provide rational analysis of the observed behavior. We demonstrate that methods such as the transfer function (frequency domain) and linear state-space (time domain) can be used to predict reliably the properties and transient behavior of complex network topologies and point to specific design strategies for synthetic networks.
LINEAR MODEL FOR NON ISOSCELES ABSORBERS.
Energy Technology Data Exchange (ETDEWEB)
BERG,J.S.
2003-05-12
Previous analyses have assumed that wedge absorbers are triangularly shaped with equal angles for the two faces. In this case, to linear order, the energy loss depends only on the position in the direction of the face tilt, and is independent of the incoming angle. One can instead construct an absorber with entrance and exit faces facing rather general directions. In this case, the energy loss can depend on both the position and the angle of the particle in question. This paper demonstrates that and computes the effect to linear order.
Equivalent linear damping characterization in linear and nonlinear force-stiffness muscle models.
Ovesy, Marzieh; Nazari, Mohammad Ali; Mahdavian, Mohammad
2016-02-01
In the current research, the muscle equivalent linear damping coefficient which is introduced as the force-velocity relation in a muscle model and the corresponding time constant are investigated. In order to reach this goal, a 1D skeletal muscle model was used. Two characterizations of this model using a linear force-stiffness relationship (Hill-type model) and a nonlinear one have been implemented. The OpenSim platform was used for verification of the model. The isometric activation has been used for the simulation. The equivalent linear damping and the time constant of each model were extracted by using the results obtained from the simulation. The results provide a better insight into the characteristics of each model. It is found that the nonlinear models had a response rate closer to the reality compared to the Hill-type models.
Stochastic linear hybrid systems: Modeling, estimation, and application
Seah, Chze Eng
Hybrid systems are dynamical systems which have interacting continuous state and discrete state (or mode). Accurate modeling and state estimation of hybrid systems are important in many applications. We propose a hybrid system model, known as the Stochastic Linear Hybrid System (SLHS), to describe hybrid systems with stochastic linear system dynamics in each mode and stochastic continuous-state-dependent mode transitions. We then develop a hybrid estimation algorithm, called the State-Dependent-Transition Hybrid Estimation (SDTHE) algorithm, to estimate the continuous state and discrete state of the SLHS from noisy measurements. It is shown that the SDTHE algorithm is more accurate or more computationally efficient than existing hybrid estimation algorithms. Next, we develop a performance analysis algorithm to evaluate the performance of the SDTHE algorithm in a given operating scenario. We also investigate sufficient conditions for the stability of the SDTHE algorithm. The proposed SLHS model and SDTHE algorithm are illustrated to be useful in several applications. In Air Traffic Control (ATC), to facilitate implementations of new efficient operational concepts, accurate modeling and estimation of aircraft trajectories are needed. In ATC, an aircraft's trajectory can be divided into a number of flight modes. Furthermore, as the aircraft is required to follow a given flight plan or clearance, its flight mode transitions are dependent of its continuous state. However, the flight mode transitions are also stochastic due to navigation uncertainties or unknown pilot intents. Thus, we develop an aircraft dynamics model in ATC based on the SLHS. The SDTHE algorithm is then used in aircraft tracking applications to estimate the positions/velocities of aircraft and their flight modes accurately. Next, we develop an aircraft conformance monitoring algorithm to detect any deviations of aircraft trajectories in ATC that might compromise safety. In this application, the SLHS
An online re-linearization scheme suited for Model Predictive and Linear Quadratic Control
DEFF Research Database (Denmark)
Henriksen, Lars Christian; Poulsen, Niels Kjølstad
This technical note documents the equations for primal-dual interior-point quadratic programming problem solver used for MPC. The algorithm exploits the special structure of the MPC problem and is able to reduce the computational burden such that the computational burden scales with prediction...... horizon length in a linear way rather than cubic, which would be the case if the structure was not exploited. It is also shown how models used for design of model-based controllers, e.g. linear quadratic and model predictive, can be linearized both at equilibrium and non-equilibrium points, making...
TUNNEL POINT CLOUD FILTERING METHOD BASED ON ELLIPTIC CYLINDRICAL MODEL
Directory of Open Access Journals (Sweden)
N. Zhu
2016-06-01
Full Text Available The large number of bolts and screws that attached to the subway shield ring plates, along with the great amount of accessories of metal stents and electrical equipments mounted on the tunnel walls, make the laser point cloud data include lots of non-tunnel section points (hereinafter referred to as non-points, therefore affecting the accuracy for modeling and deformation monitoring. This paper proposed a filtering method for the point cloud based on the elliptic cylindrical model. The original laser point cloud data was firstly projected onto a horizontal plane, and a searching algorithm was given to extract the edging points of both sides, which were used further to fit the tunnel central axis. Along the axis the point cloud was segmented regionally, and then fitted as smooth elliptic cylindrical surface by means of iteration. This processing enabled the automatic filtering of those inner wall non-points. Experiments of two groups showed coincident results, that the elliptic cylindrical model based method could effectively filter out the non-points, and meet the accuracy requirements for subway deformation monitoring. The method provides a new mode for the periodic monitoring of tunnel sections all-around deformation in subways routine operation and maintenance.
Tried and True: Springing into Linear Models
Darling, Gerald
2012-01-01
In eighth grade, students usually learn about forces in science class and linear relationships in math class, crucial topics that form the foundation for further study in science and engineering. An activity that links these two fundamental concepts involves measuring the distance a spring stretches as a function of how much weight is suspended…
Performance improvement of shunt active power filter based on non-linear least-square approach
DEFF Research Database (Denmark)
Terriche, Yacine
2018-01-01
. This paper proposes an improved open loop strategy which is unconditionally stable and flexible. The proposed method which is based on non-linear least square (NLS) approach can extract the fundamental voltage and estimates its phase within only half cycle, even in the presence of odd harmonics and dc offset......). The synchronous reference frame (SRF) approach is widely used for generating the RCC due to its simplicity and computation efficiency. However, the SRF approach needs precise information of the voltage phase which becomes a challenge under adverse grid conditions. A typical solution to answer this need...
Model Predictive Control for Linear Complementarity and Extended Linear Complementarity Systems
Directory of Open Access Journals (Sweden)
Bambang Riyanto
2005-11-01
Full Text Available In this paper, we propose model predictive control method for linear complementarity and extended linear complementarity systems by formulating optimization along prediction horizon as mixed integer quadratic program. Such systems contain interaction between continuous dynamics and discrete event systems, and therefore, can be categorized as hybrid systems. As linear complementarity and extended linear complementarity systems finds applications in different research areas, such as impact mechanical systems, traffic control and process control, this work will contribute to the development of control design method for those areas as well, as shown by three given examples.
Ordinal Log-Linear Models for Contingency Tables
Directory of Open Access Journals (Sweden)
Brzezińska Justyna
2016-12-01
Full Text Available A log-linear analysis is a method providing a comprehensive scheme to describe the association for categorical variables in a contingency table. The log-linear model specifies how the expected counts depend on the levels of the categorical variables for these cells and provide detailed information on the associations. The aim of this paper is to present theoretical, as well as empirical, aspects of ordinal log-linear models used for contingency tables with ordinal variables. We introduce log-linear models for ordinal variables: linear-by-linear association, row effect model, column effect model and RC Goodman’s model. Algorithm, advantages and disadvantages will be discussed in the paper. An empirical analysis will be conducted with the use of R.
Fukumori, Ichiro; Malanotte-Rizzoli, Paola
1995-04-01
A practical method of data assimilation for use with large, nonlinear, ocean general circulation models is explored. A Kaiman filter based on approximations of the state error covariance matrix is presented, employing a reduction of the effective model dimension, the error's asymptotic steady state limit, and a time-invariant linearization of the dynamic model for the error integration. The approximations lead to dramatic computational savings in applying estimation theory to large complex systems. We examine the utility of the approximate filter in assimilating different measurement types using a twin experiment of an idealized Gulf Stream. A nonlinear primitive equation model of an unstable east-west jet is studied with a state dimension exceeding 170,000 elements. Assimilation of various pseudomeasurements are examined, including velocity, density, and volume transport at localized arrays and realistic distributions of satellite altimetry and acoustic tomography observations. Results are compared in terms of their effects on the accuracies of the estimation. The approximate filter is shown to outperform an empirical nudging scheme used in a previous study. The examples demonstrate that useful approximate estimation errors can be computed in a practical manner for general circulation models.
Recent Updates to the GEOS-5 Linear Model
Holdaway, Dan; Kim, Jong G.; Errico, Ron; Gelaro, Ronald; Mahajan, Rahul
2014-01-01
Global Modeling and Assimilation Office (GMAO) is close to having a working 4DVAR system and has developed a linearized version of GEOS-5.This talk outlines a series of improvements made to the linearized dynamics, physics and trajectory.Of particular interest is the development of linearized cloud microphysics, which provides the framework for 'all-sky' data assimilation.
Stable 1-Norm Error Minimization Based Linear Predictors for Speech Modeling
DEFF Research Database (Denmark)
Giacobello, Daniele; Christensen, Mads Græsbøll; Jensen, Tobias Lindstrøm
2014-01-01
In linear prediction of speech, the 1-norm error minimization criterion has been shown to provide a valid alternative to the 2-norm minimization criterion. However, unlike 2-norm minimization, 1-norm minimization does not guarantee the stability of the corresponding all-pole filter and can generate...... saturations when this is used to synthesize speech. In this paper, we introduce two new methods to obtain intrinsically stable predictors with the 1-norm minimization. The first method is based on constraining the roots of the predictor to lie within the unit circle by reducing the numerical range...... based linear prediction for modeling and coding of speech....
International Nuclear Information System (INIS)
Tylee, J.L.
1980-01-01
A low-order, nonlinear model of the Loss-of-Fluid Test (LOFT) reactor plant, for use in Kalman filter estimators, is developed, described, and evaluated. This model consists of 31 differential equations and represents all major subsystems of both the primary and secondary sides of the LOFT plant. Comparisons between model calculations and available LOFT power range testing transients demonstrate the accuracy of the low-order model. The nonlinear model is numerically linearized for future implementation in Kalman filter and optimal control algorithms. The linearized model is shown to be an adequate representation of the nonlinear plant dynamics
Double generalized linear compound poisson models to insurance claims data
DEFF Research Database (Denmark)
Andersen, Daniel Arnfeldt; Bonat, Wagner Hugo
2017-01-01
This paper describes the specification, estimation and comparison of double generalized linear compound Poisson models based on the likelihood paradigm. The models are motivated by insurance applications, where the distribution of the response variable is composed by a degenerate distribution...... implementation and illustrate the application of double generalized linear compound Poisson models using a data set about car insurances....
Determining Predictor Importance in Hierarchical Linear Models Using Dominance Analysis
Luo, Wen; Azen, Razia
2013-01-01
Dominance analysis (DA) is a method used to evaluate the relative importance of predictors that was originally proposed for linear regression models. This article proposes an extension of DA that allows researchers to determine the relative importance of predictors in hierarchical linear models (HLM). Commonly used measures of model adequacy in…
Thurstonian models for sensory discrimination tests as generalized linear models
DEFF Research Database (Denmark)
Brockhoff, Per B.; Christensen, Rune Haubo Bojesen
2010-01-01
as a so-called generalized linear model. The underlying sensory difference 6 becomes directly a parameter of the statistical model and the estimate d' and it's standard error becomes the "usual" output of the statistical analysis. The d' for the monadic A-NOT A method is shown to appear as a standard......Sensory discrimination tests such as the triangle, duo-trio, 2-AFC and 3-AFC tests produce binary data and the Thurstonian decision rule links the underlying sensory difference 6 to the observed number of correct responses. In this paper it is shown how each of these four situations can be viewed...
Linear control theory for gene network modeling.
Directory of Open Access Journals (Sweden)
Yong-Jun Shin
Full Text Available Systems biology is an interdisciplinary field that aims at understanding complex interactions in cells. Here we demonstrate that linear control theory can provide valuable insight and practical tools for the characterization of complex biological networks. We provide the foundation for such analyses through the study of several case studies including cascade and parallel forms, feedback and feedforward loops. We reproduce experimental results and provide rational analysis of the observed behavior. We demonstrate that methods such as the transfer function (frequency domain and linear state-space (time domain can be used to predict reliably the properties and transient behavior of complex network topologies and point to specific design strategies for synthetic networks.
Forecasting Volatility of Dhaka Stock Exchange: Linear Vs Non-linear models
Directory of Open Access Journals (Sweden)
Masudul Islam
2012-10-01
Full Text Available Prior information about a financial market is very essential for investor to invest money on parches share from the stock market which can strengthen the economy. The study examines the relative ability of various models to forecast daily stock indexes future volatility. The forecasting models that employed from simple to relatively complex ARCH-class models. It is found that among linear models of stock indexes volatility, the moving average model ranks first using root mean square error, mean absolute percent error, Theil-U and Linex loss function criteria. We also examine five nonlinear models. These models are ARCH, GARCH, EGARCH, TGARCH and restricted GARCH models. We find that nonlinear models failed to dominate linear models utilizing different error measurement criteria and moving average model appears to be the best. Then we forecast the next two months future stock index price volatility by the best (moving average model.
A coupling method for a cardiovascular simulation model which includes the Kalman filter.
Hasegawa, Yuki; Shimayoshi, Takao; Amano, Akira; Matsuda, Tetsuya
2012-01-01
Multi-scale models of the cardiovascular system provide new insight that was unavailable with in vivo and in vitro experiments. For the cardiovascular system, multi-scale simulations provide a valuable perspective in analyzing the interaction of three phenomenons occurring at different spatial scales: circulatory hemodynamics, ventricular structural dynamics, and myocardial excitation-contraction. In order to simulate these interactions, multiscale cardiovascular simulation systems couple models that simulate different phenomena. However, coupling methods require a significant amount of calculation, since a system of non-linear equations must be solved for each timestep. Therefore, we proposed a coupling method which decreases the amount of calculation by using the Kalman filter. In our method, the Kalman filter calculates approximations for the solution to the system of non-linear equations at each timestep. The approximations are then used as initial values for solving the system of non-linear equations. The proposed method decreases the number of iterations required by 94.0% compared to the conventional strong coupling method. When compared with a smoothing spline predictor, the proposed method required 49.4% fewer iterations.
Energy Technology Data Exchange (ETDEWEB)
Szadkowski, Zbigniew [University of Lodz, Department of Physics and Applied Informatics, 90-236 Lodz, (Poland)
2015-07-01
We present the new approach to a filtering of radio frequency interferences (RFI) in the Auger Engineering Radio Array (AERA) which study the electromagnetic part of the Extensive Air Showers. The radio stations can observe radio signals caused by coherent emissions due to geomagnetic radiation and charge excess processes. AERA observes frequency band from 30 to 80 MHz. This range is highly contaminated by human-made RFI. In order to improve the signal to noise ratio RFI filters are used in AERA to suppress this contamination. The first kind of filter used by AERA was the Median one, based on the Fast Fourier Transform (FFT) technique. The second one, which is currently in use, is the infinite impulse response (IIR) notch filter. The proposed new filter is a finite impulse response (FIR) filter based on a linear prediction (LP). A periodic contamination hidden in a registered signal (digitized in the ADC) can be extracted and next subtracted to make signal cleaner. The FIR filter requires a calculation of n=32, 64 or even 128 coefficients (dependent on a required speed or accuracy) by solving of n linear equations with coefficients built from the covariance Toeplitz matrix. This matrix can be solved by the Levinson recursion, which is much faster than the Gauss procedure. The filter has been already tested in the real AERA radio stations on Argentinean pampas with a very successful results. The linear equations were solved either in the virtual soft-core NIOSR processor (implemented in the FPGA chip as a net of logic elements) or in the external Voipac PXA270M ARM processor. The NIOS processor is relatively slow (50 MHz internal clock), calculations performed in an external processor consume a significant amount of time for data exchange between the FPGA and the processor. Test showed a very good efficiency of the RFI suppression for stationary (long-term) contaminations. However, we observed a short-time contaminations, which could not be suppressed either by the
Model Predictive Control Based on Kalman Filter for Constrained Hammerstein-Wiener Systems
Directory of Open Access Journals (Sweden)
Man Hong
2013-01-01
Full Text Available To precisely track the reactor temperature in the entire working condition, the constrained Hammerstein-Wiener model describing nonlinear chemical processes such as in the continuous stirred tank reactor (CSTR is proposed. A predictive control algorithm based on the Kalman filter for constrained Hammerstein-Wiener systems is designed. An output feedback control law regarding the linear subsystem is derived by state observation. The size of reaction heat produced and its influence on the output are evaluated by the Kalman filter. The observation and evaluation results are calculated by the multistep predictive approach. Actual control variables are computed while considering the constraints of the optimal control problem in a finite horizon through the receding horizon. The simulation example of the CSTR tester shows the effectiveness and feasibility of the proposed algorithm.
Statistically-Efficient Filtering in Impulsive Environments: Weighted Myriad Filters
Directory of Open Access Journals (Sweden)
Juan G. Gonzalez
2002-01-01
Full Text Available Linear filtering theory has been largely motivated by the characteristics of Gaussian signals. In the same manner, the proposed Myriad Filtering methods are motivated by the need for a flexible filter class with high statistical efficiency in non-Gaussian impulsive environments that can appear in practice. Myriad filters have a solid theoretical basis, are inherently more powerful than median filters, and are very general, subsuming traditional linear FIR filters. The foundation of the proposed filtering algorithms lies in the definition of the myriad as a tunable estimator of location derived from the theory of robust statistics. We prove several fundamental properties of this estimator and show its optimality in practical impulsive models such as the ÃŽÂ±-stable and generalized-t. We then extend the myriad estimation framework to allow the use of weights. In the same way as linear FIR filters become a powerful generalization of the mean filter, filters based on running myriads reach all of their potential when a weighting scheme is utilized. We derive the Ã¢Â€ÂœnormalÃ¢Â€Â equations for the optimal myriad filter, and introduce a suboptimal methodology for filter tuning and design. The strong potential of myriad filtering and estimation in impulsive environments is illustrated with several examples.
DEFF Research Database (Denmark)
Andersen, Per Kragh; Klein, John P.; Rosthøj, Susanne
2003-01-01
Generalised estimating equation; Generalised linear model; Jackknife pseudo-value; Logistic regression; Markov Model; Multi-state model......Generalised estimating equation; Generalised linear model; Jackknife pseudo-value; Logistic regression; Markov Model; Multi-state model...
Linear and non-linear autoregressive models for short-term wind speed forecasting
International Nuclear Information System (INIS)
Lydia, M.; Suresh Kumar, S.; Immanuel Selvakumar, A.; Edwin Prem Kumar, G.
2016-01-01
Highlights: • Models for wind speed prediction at 10-min intervals up to 1 h built on time-series wind speed data. • Four different multivariate models for wind speed built based on exogenous variables. • Non-linear models built using three data mining algorithms outperform the linear models. • Autoregressive models based on wind direction perform better than other models. - Abstract: Wind speed forecasting aids in estimating the energy produced from wind farms. The soaring energy demands of the world and minimal availability of conventional energy sources have significantly increased the role of non-conventional sources of energy like solar, wind, etc. Development of models for wind speed forecasting with higher reliability and greater accuracy is the need of the hour. In this paper, models for predicting wind speed at 10-min intervals up to 1 h have been built based on linear and non-linear autoregressive moving average models with and without external variables. The autoregressive moving average models based on wind direction and annual trends have been built using data obtained from Sotavento Galicia Plc. and autoregressive moving average models based on wind direction, wind shear and temperature have been built on data obtained from Centre for Wind Energy Technology, Chennai, India. While the parameters of the linear models are obtained using the Gauss–Newton algorithm, the non-linear autoregressive models are developed using three different data mining algorithms. The accuracy of the models has been measured using three performance metrics namely, the Mean Absolute Error, Root Mean Squared Error and Mean Absolute Percentage Error.
The effect of bathymetric filtering on nearshore process model results
Plant, N.G.; Edwards, K.L.; Kaihatu, J.M.; Veeramony, J.; Hsu, L.; Holland, K.T.
2009-01-01
Nearshore wave and flow model results are shown to exhibit a strong sensitivity to the resolution of the input bathymetry. In this analysis, bathymetric resolution was varied by applying smoothing filters to high-resolution survey data to produce a number of bathymetric grid surfaces. We demonstrate that the sensitivity of model-predicted wave height and flow to variations in bathymetric resolution had different characteristics. Wave height predictions were most sensitive to resolution of cross-shore variability associated with the structure of nearshore sandbars. Flow predictions were most sensitive to the resolution of intermediate scale alongshore variability associated with the prominent sandbar rhythmicity. Flow sensitivity increased in cases where a sandbar was closer to shore and shallower. Perhaps the most surprising implication of these results is that the interpolation and smoothing of bathymetric data could be optimized differently for the wave and flow models. We show that errors between observed and modeled flow and wave heights are well predicted by comparing model simulation results using progressively filtered bathymetry to results from the highest resolution simulation. The damage done by over smoothing or inadequate sampling can therefore be estimated using model simulations. We conclude that the ability to quantify prediction errors will be useful for supporting future data assimilation efforts that require this information.
Model Calibration of Exciter and PSS Using Extended Kalman Filter
Energy Technology Data Exchange (ETDEWEB)
Kalsi, Karanjit; Du, Pengwei; Huang, Zhenyu
2012-07-26
Power system modeling and controls continue to become more complex with the advent of smart grid technologies and large-scale deployment of renewable energy resources. As demonstrated in recent studies, inaccurate system models could lead to large-scale blackouts, thereby motivating the need for model calibration. Current methods of model calibration rely on manual tuning based on engineering experience, are time consuming and could yield inaccurate parameter estimates. In this paper, the Extended Kalman Filter (EKF) is used as a tool to calibrate exciter and Power System Stabilizer (PSS) models of a particular type of machine in the Western Electricity Coordinating Council (WECC). The EKF-based parameter estimation is a recursive prediction-correction process which uses the mismatch between simulation and measurement to adjust the model parameters at every time step. Numerical simulations using actual field test data demonstrate the effectiveness of the proposed approach in calibrating the parameters.
International Nuclear Information System (INIS)
Almberg, S. S.; Frengen, J.; Lindmo, T.
2012-01-01
Purpose: To compare dosimetric characteristics of 6 MV photon fields originating from a linear accelerator operating with (FF) and without (FFF) a flattening-filter. The main objective is to establish a FFF model that results in similar depth-dose and build-up profiles as the original FF model, and subsequently estimate and compare out-of-field dose distributions. Methods: The EGSnrc Monte Carlo user codes BEAMnrc and DOSXYZnrc are used for photon beam simulations of an Elekta linear accelerator and dose calculations in a water phantom, respectively. Three beam models were analyzed: (1) the conventional linear accelerator with the flattening-filter in place and incident electron energy 6.45 MeV (FF 6.45 MeV), (2) similar flattening-filter-free model (FFF 6.45 MeV), and (3) as (2) but with increased electron energy (FFF 8.0 MeV). The field size 5 × 5 cm 2 was used for characterization of dose output, depth dose profiles, and photon spectrum. The field size 40 × 40 cm 2 was used for characterization of cross-field photon energy, photon fluence, and dose distributions. Out-of-field dose distributions were analyzed in both in-plane and cross-plane directions for 5 × 5 cm 2 and 10 × 10 cm 2 fields. Results: Comparable depth dose distributions, including the build-up region, for FF and FFF fields were achieved by increasing the electron energy from 6.45 MeV to 8.0 MeV for the FFF beam. The FFF beams result in reduced out-of-field dose compared to the FF beam: the reduction was most apparent in the cross-plane direction and more pronounced by the FFF 8.0 MeV beam compared to the FFF 6.45 MeV beam. Differences in out-of-field dose due to direction (in-plane vs cross-plane) were up to 40% for the FF beam; this effect was significantly reduced for the FFF beams. As the flattening-filter is a major source of contaminating electrons, superficial out-of-field dose was expected, and was found to be, reduced for FFF beams. Conclusions: The build-up and depth
Almberg, S S; Frengen, J; Lindmo, T
2012-08-01
To compare dosimetric characteristics of 6 MV photon fields originating from a linear accelerator operating with (FF) and without (FFF) a flattening-filter. The main objective is to establish a FFF model that results in similar depth-dose and build-up profiles as the original FF model, and subsequently estimate and compare out-of-field dose distributions. The EGSnrc Monte Carlo user codes BEAMnrc and DOSXYZnrc are used for photon beam simulations of an Elekta linear accelerator and dose calculations in a water phantom, respectively. Three beam models were analyzed: (1) the conventional linear accelerator with the flattening-filter in place and incident electron energy 6.45 MeV (FF 6.45 MeV), (2) similar flattening-filter-free model (FFF 6.45 MeV), and (3) as (2) but with increased electron energy (FFF 8.0 MeV). The field size 5 × 5 cm(2) was used for characterization of dose output, depth dose profiles, and photon spectrum. The field size 40 × 40 cm(2) was used for characterization of cross-field photon energy, photon fluence, and dose distributions. Out-of-field dose distributions were analyzed in both in-plane and cross-plane directions for 5 × 5 cm(2) and 10 × 10 cm(2) fields. Comparable depth dose distributions, including the build-up region, for FF and FFF fields were achieved by increasing the electron energy from 6.45 MeV to 8.0 MeV for the FFF beam. The FFF beams result in reduced out-of-field dose compared to the FF beam: the reduction was most apparent in the cross-plane direction and more pronounced by the FFF 8.0 MeV beam compared to the FFF 6.45 MeV beam. Differences in out-of-field dose due to direction (in-plane vs cross-plane) were up to 40% for the FF beam; this effect was significantly reduced for the FFF beams. As the flattening-filter is a major source of contaminating electrons, superficial out-of-field dose was expected, and was found to be, reduced for FFF beams. The build-up and depth-dose characteristics of a conventional "6 MV" beam
Adaptive filters and internal models: multilevel description of cerebellar function.
Porrill, John; Dean, Paul; Anderson, Sean R
2013-11-01
Cerebellar function is increasingly discussed in terms of engineering schemes for motor control and signal processing that involve internal models. To address the relation between the cerebellum and internal models, we adopt the chip metaphor that has been used to represent the combination of a homogeneous cerebellar cortical microcircuit with individual microzones having unique external connections. This metaphor indicates that identifying the function of a particular cerebellar chip requires knowledge of both the general microcircuit algorithm and the chip's individual connections. Here we use a popular candidate algorithm as embodied in the adaptive filter, which learns to decorrelate its inputs from a reference ('teaching', 'error') signal. This algorithm is computationally powerful enough to be used in a very wide variety of engineering applications. However, the crucial issue is whether the external connectivity required by such applications can be implemented biologically. We argue that some applications appear to be in principle biologically implausible: these include the Smith predictor and Kalman filter (for state estimation), and the feedback-error-learning scheme for adaptive inverse control. However, even for plausible schemes, such as forward models for noise cancellation and novelty-detection, and the recurrent architecture for adaptive inverse control, there is unlikely to be a simple mapping between microzone function and internal model structure. This initial analysis suggests that cerebellar involvement in particular behaviours is therefore unlikely to have a neat classification into categories such as 'forward model'. It is more likely that cerebellar microzones learn a task-specific adaptive-filter operation which combines a number of signal-processing roles. Copyright © 2012 Elsevier Ltd. All rights reserved.
International Nuclear Information System (INIS)
Gene Golub; Kwok Ko
2009-01-01
The solutions of sparse eigenvalue problems and linear systems constitute one of the key computational kernels in the discretization of partial differential equations for the modeling of linear accelerators. The computational challenges faced by existing techniques for solving those sparse eigenvalue problems and linear systems call for continuing research to improve on the algorithms so that ever increasing problem size as required by the physics application can be tackled. Under the support of this award, the filter algorithm for solving large sparse eigenvalue problems was developed at Stanford to address the computational difficulties in the previous methods with the goal to enable accelerator simulations on then the world largest unclassified supercomputer at NERSC for this class of problems. Specifically, a new method, the Hemitian skew-Hemitian splitting method, was proposed and researched as an improved method for solving linear systems with non-Hermitian positive definite and semidefinite matrices.
Applicability of linear and non-linear potential flow models on a Wavestar float
DEFF Research Database (Denmark)
Bozonnet, Pauline; Dupin, Victor; Tona, Paolino
2017-01-01
as a model based on non-linear potential flow theory and weakscatterer hypothesis are successively considered. Simple tests, such as dip tests, decay tests and captive tests enable to highlight the improvements obtained with the introduction of nonlinearities. Float motion under wave actions and without...... control action, limited to small amplitude motion with a single float, is well predicted by the numerical models, including the linear one. Still, float velocity is better predicted by accounting for non-linear hydrostatic and Froude-Krylov forces.......Numerical models based on potential flow theory, including different types of nonlinearities are compared and validated against experimental data for the Wavestar wave energy converter technology. Exact resolution of the rotational motion, non-linear hydrostatic and Froude-Krylov forces as well...
A linear model of population dynamics
Lushnikov, A. A.; Kagan, A. I.
2016-08-01
The Malthus process of population growth is reformulated in terms of the probability w(n,t) to find exactly n individuals at time t assuming that both the birth and the death rates are linear functions of the population size. The master equation for w(n,t) is solved exactly. It is shown that w(n,t) strongly deviates from the Poisson distribution and is expressed in terms either of Laguerre’s polynomials or a modified Bessel function. The latter expression allows for considerable simplifications of the asymptotic analysis of w(n,t).
A Linearized Large Signal Model of an LCL-Type Resonant Converter
Directory of Open Access Journals (Sweden)
Hong-Yu Li
2015-03-01
Full Text Available In this work, an LCL-type resonant dc/dc converter with a capacitive output filter is modeled in two stages. In the first high-frequency ac stage, all ac signals are decomposed into two orthogonal vectors in a synchronous rotating d–q frame using multi-frequency modeling. In the dc stage, all dc quantities are represented by their average values with average state-space modeling. A nonlinear two-stage model is then created by means of a non-linear link. By aligning the transformer voltage on the d-axis, the nonlinear link can be eliminated, and the whole converter can be modeled by a single set of linear state-space equations. Furthermore, a feedback control scheme can be formed according to the steady-state solutions. Simulation and experimental results have proven that the resulted model is good for fast simulation and state variable estimation.
Mathematical modelling of tissue formation in chondrocyte filter cultures.
Catt, C J; Schuurman, W; Sengers, B G; van Weeren, P R; Dhert, W J A; Please, C P; Malda, J
2011-12-17
In the field of cartilage tissue engineering, filter cultures are a frequently used three-dimensional differentiation model. However, understanding of the governing processes of in vitro growth and development of tissue in these models is limited. Therefore, this study aimed to further characterise these processes by means of an approach combining both experimental and applied mathematical methods. A mathematical model was constructed, consisting of partial differential equations predicting the distribution of cells and glycosaminoglycans (GAGs), as well as the overall thickness of the tissue. Experimental data was collected to allow comparison with the predictions of the simulation and refinement of the initial models. Healthy mature equine chondrocytes were expanded and subsequently seeded on collagen-coated filters and cultured for up to 7 weeks. Resulting samples were characterised biochemically, as well as histologically. The simulations showed a good representation of the experimentally obtained cell and matrix distribution within the cultures. The mathematical results indicate that the experimental GAG and cell distribution is critically dependent on the rate at which the cell differentiation process takes place, which has important implications for interpreting experimental results. This study demonstrates that large regions of the tissue are inactive in terms of proliferation and growth of the layer. In particular, this would imply that higher seeding densities will not significantly affect the growth rate. A simple mathematical model was developed to predict the observed experimental data and enable interpretation of the principal underlying mechanisms controlling growth-related changes in tissue composition.
High-Order Model and Dynamic Filtering for Frame Rate Up-Conversion.
Bao, Wenbo; Zhang, Xiaoyun; Chen, Li; Ding, Lianghui; Gao, Zhiyong
2018-08-01
This paper proposes a novel frame rate up-conversion method through high-order model and dynamic filtering (HOMDF) for video pixels. Unlike the constant brightness and linear motion assumptions in traditional methods, the intensity and position of the video pixels are both modeled with high-order polynomials in terms of time. Then, the key problem of our method is to estimate the polynomial coefficients that represent the pixel's intensity variation, velocity, and acceleration. We propose to solve it with two energy objectives: one minimizes the auto-regressive prediction error of intensity variation by its past samples, and the other minimizes video frame's reconstruction error along the motion trajectory. To efficiently address the optimization problem for these coefficients, we propose the dynamic filtering solution inspired by video's temporal coherence. The optimal estimation of these coefficients is reformulated into a dynamic fusion of the prior estimate from pixel's temporal predecessor and the maximum likelihood estimate from current new observation. Finally, frame rate up-conversion is implemented using motion-compensated interpolation by pixel-wise intensity variation and motion trajectory. Benefited from the advanced model and dynamic filtering, the interpolated frame has much better visual quality. Extensive experiments on the natural and synthesized videos demonstrate the superiority of HOMDF over the state-of-the-art methods in both subjective and objective comparisons.
A test for the parameters of multiple linear regression models ...
African Journals Online (AJOL)
A test for the parameters of multiple linear regression models is developed for conducting tests simultaneously on all the parameters of multiple linear regression models. The test is robust relative to the assumptions of homogeneity of variances and absence of serial correlation of the classical F-test. Under certain null and ...
Modeling Non-Linear Material Properties in Composite Materials
2016-06-28
Technical Report ARWSB-TR-16013 MODELING NON-LINEAR MATERIAL PROPERTIES IN COMPOSITE MATERIALS Michael F. Macri Andrew G...REPORT TYPE Technical 3. DATES COVERED (From - To) 4. TITLE AND SUBTITLE MODELING NON-LINEAR MATERIAL PROPERTIES IN COMPOSITE MATERIALS ...systems are increasingly incorporating composite materials into their design. Many of these systems subject the composites to environmental conditions
DEFF Research Database (Denmark)
Petersen, Lars Norbert; Poulsen, Niels Kjølstad; Niemann, Hans Henrik
2015-01-01
In this paper, we compare the performance of an economically optimizing Nonlinear Model Predictive Controller (E-NMPC) to a linear tracking Model Predictive Controller (MPC) for a spray drying plant. We find in this simulation study, that the economic performance of the two controllers are almost...... equal. We evaluate the economic performance with an industrially recorded disturbance scenario, where unmeasured disturbances and model mismatch are present. The state of the spray dryer, used in the E-NMPC and MPC, is estimated using Kalman Filters with noise covariances estimated by a maximum...
Reliability modelling and simulation of switched linear system ...
African Journals Online (AJOL)
Reliability modelling and simulation of switched linear system control using temporal databases. ... design of fault-tolerant real-time switching systems control and modelling embedded micro-schedulers for complex systems maintenance.
Multivariate statistical modelling based on generalized linear models
Fahrmeir, Ludwig
1994-01-01
This book is concerned with the use of generalized linear models for univariate and multivariate regression analysis. Its emphasis is to provide a detailed introductory survey of the subject based on the analysis of real data drawn from a variety of subjects including the biological sciences, economics, and the social sciences. Where possible, technical details and proofs are deferred to an appendix in order to provide an accessible account for non-experts. Topics covered include: models for multi-categorical responses, model checking, time series and longitudinal data, random effects models, and state-space models. Throughout, the authors have taken great pains to discuss the underlying theoretical ideas in ways that relate well to the data at hand. As a result, numerous researchers whose work relies on the use of these models will find this an invaluable account to have on their desks. "The basic aim of the authors is to bring together and review a large part of recent advances in statistical modelling of m...
Approximating chiral quark models with linear σ-models
International Nuclear Information System (INIS)
Broniowski, Wojciech; Golli, Bojan
2003-01-01
We study the approximation of chiral quark models with simpler models, obtained via gradient expansion. The resulting Lagrangian of the type of the linear σ-model contains, at the lowest level of the gradient-expanded meson action, an additional term of the form ((1)/(2))A(σ∂ μ σ+π∂ μ π) 2 . We investigate the dynamical consequences of this term and its relevance to the phenomenology of the soliton models of the nucleon. It is found that the inclusion of the new term allows for a more efficient approximation of the underlying quark theory, especially in those cases where dynamics allows for a large deviation of the chiral fields from the chiral circle, such as in quark models with non-local regulators. This is of practical importance, since the σ-models with valence quarks only are technically much easier to treat and simpler to solve than the quark models with the full-fledged Dirac sea
Londono, J.M.; Wagg, D.; Neild, S.A.
2014-01-01
Viscous fluid dampers have proved to be effective in suppressing unwanted vibrations in a range of engineering structures. When dampers are fitted in a structure, a brace is typically used to attach them to the main structure. The stiffness of this brace can significantly alter the effectiveness of the damper, and in structures with multiple dampers, this can be a complex scenario to model. In this paper, we demonstrate that the effects of the brace compliance on the damper performance can be...
A modified RRSQRT-filter for assimilating data in atmospheric chemistry models
Segers, A.J.; Heemink, A.W.; Verlaan, M.; Loon, M. van
2000-01-01
The RRSQRT-filter is a special formulation of the Kalman filter for assimilation of data in large scale models. In this formulation, the covariance matrix of the model state is expressed in a limited number of modes. Two modifications have been made to the filter such that it is more robust when
Hydraulic modeling of clay ceramic water filters for point-of-use water treatment.
Schweitzer, Ryan W; Cunningham, Jeffrey A; Mihelcic, James R
2013-01-02
The acceptability of ceramic filters for point-of-use water treatment depends not only on the quality of the filtered water, but also on the quantity of water the filters can produce. This paper presents two mathematical models for the hydraulic performance of ceramic water filters under typical usage. A model is developed for two common filter geometries: paraboloid- and frustum-shaped. Both models are calibrated and evaluated by comparison to experimental data. The hydraulic models are able to predict the following parameters as functions of time: water level in the filter (h), instantaneous volumetric flow rate of filtrate (Q), and cumulative volume of water produced (V). The models' utility is demonstrated by applying them to estimate how the volume of water produced depends on factors such as the filter shape and the frequency of filling. Both models predict that the volume of water produced can be increased by about 45% if users refill the filter three times per day versus only once per day. Also, the models predict that filter geometry affects the volume of water produced: for two filters with equal volume, equal wall thickness, and equal hydraulic conductivity, a filter that is tall and thin will produce as much as 25% more water than one which is shallow and wide. We suggest that the models can be used as tools to help optimize filter performance.
Latent log-linear models for handwritten digit classification.
Deselaers, Thomas; Gass, Tobias; Heigold, Georg; Ney, Hermann
2012-06-01
We present latent log-linear models, an extension of log-linear models incorporating latent variables, and we propose two applications thereof: log-linear mixture models and image deformation-aware log-linear models. The resulting models are fully discriminative, can be trained efficiently, and the model complexity can be controlled. Log-linear mixture models offer additional flexibility within the log-linear modeling framework. Unlike previous approaches, the image deformation-aware model directly considers image deformations and allows for a discriminative training of the deformation parameters. Both are trained using alternating optimization. For certain variants, convergence to a stationary point is guaranteed and, in practice, even variants without this guarantee converge and find models that perform well. We tune the methods on the USPS data set and evaluate on the MNIST data set, demonstrating the generalization capabilities of our proposed models. Our models, although using significantly fewer parameters, are able to obtain competitive results with models proposed in the literature.
PySSM: A Python Module for Bayesian Inference of Linear Gaussian State Space Models
Directory of Open Access Journals (Sweden)
Christopher Strickland
2014-04-01
Full Text Available PySSM is a Python package that has been developed for the analysis of time series using linear Gaussian state space models. PySSM is easy to use; models can be set up quickly and efficiently and a variety of different settings are available to the user. It also takes advantage of scientific libraries NumPy and SciPy and other high level features of the Python language. PySSM is also used as a platform for interfacing between optimized and parallelized Fortran routines. These Fortran routines heavily utilize basic linear algebra and linear algebra Package functions for maximum performance. PySSM contains classes for filtering, classical smoothing as well as simulation smoothing.
Petersen, Øyvind Wiig
2014-01-01
Force identification in structural dynamics is an inverse problem concerned with finding loads from measured structural response. The main objective of this thesis is to perform and study state (displacement and velocity) and force estimation by Kalman filtering. Theory on optimal control and state-space models are presented, adapted to linear structural dynamics. Accommodation for measurement noise and model inaccuracies are attained by stochastic-deterministic coupling. Explicit requirem...
Doutsi, Effrosyni; Fillatre, Lionel; Antonini, Marc; Gaulmin, Julien
2018-07-01
This paper introduces a novel filter, which is inspired by the human retina. The human retina consists of three different layers: the Outer Plexiform Layer (OPL), the inner plexiform layer, and the ganglionic layer. Our inspiration is the linear transform which takes place in the OPL and has been mathematically described by the neuroscientific model "virtual retina." This model is the cornerstone to derive the non-separable spatio-temporal OPL retina-inspired filter, briefly renamed retina-inspired filter, studied in this paper. This filter is connected to the dynamic behavior of the retina, which enables the retina to increase the sharpness of the visual stimulus during filtering before its transmission to the brain. We establish that this retina-inspired transform forms a group of spatio-temporal Weighted Difference of Gaussian (WDoG) filters when it is applied to a still image visible for a given time. We analyze the spatial frequency bandwidth of the retina-inspired filter with respect to time. It is shown that the WDoG spectrum varies from a lowpass filter to a bandpass filter. Therefore, while time increases, the retina-inspired filter enables to extract different kinds of information from the input image. Finally, we discuss the benefits of using the retina-inspired filter in image processing applications such as edge detection and compression.
Linear Regression Models for Estimating True Subsurface ...
Indian Academy of Sciences (India)
47
The objective is to minimize the processing time and computer memory required. 10 to carry out inversion .... to the mainland by two long bridges. .... term. In this approach, the model converges when the squared sum of the differences. 143.
Numerical modelling in non linear fracture mechanics
Directory of Open Access Journals (Sweden)
Viggo Tvergaard
2007-07-01
Full Text Available Some numerical studies of crack propagation are based on using constitutive models that accountfor damage evolution in the material. When a critical damage value has been reached in a materialpoint, it is natural to assume that this point has no more carrying capacity, as is done numerically in the elementvanish technique. In the present review this procedure is illustrated for micromechanically based materialmodels, such as a ductile failure model that accounts for the nucleation and growth of voids to coalescence, and a model for intergranular creep failure with diffusive growth of grain boundary cavities leading to micro-crack formation. The procedure is also illustrated for low cycle fatigue, based on continuum damage mechanics. In addition, the possibility of crack growth predictions for elastic-plastic solids using cohesive zone models to represent the fracture process is discussed.
International Nuclear Information System (INIS)
Pike, D.H.; Morrison, G.W.
1979-01-01
An approach to loss detection is presented which combines the optimal loss detection capability of state estimation techniques with a controllable unit accounting approach. The state estimation theory makes use of a linear system model which is capable of modeling the interaction of various controllable unit areas within a given facility. An example is presented which illustrates the increase in loss detection probability which is realizable with state estimation techniques. Comparisons are made with a Shewhart Control Chart and the CUSUM statistic
Optimal Filtering in Mass Transport Modeling From Satellite Gravimetry Data
Ditmar, P.; Hashemi Farahani, H.; Klees, R.
2011-12-01
Monitoring natural mass transport in the Earth's system, which has marked a new era in Earth observation, is largely based on the data collected by the GRACE satellite mission. Unfortunately, this mission is not free from certain limitations, two of which are especially critical. Firstly, its sensitivity is strongly anisotropic: it senses the north-south component of the mass re-distribution gradient much better than the east-west component. Secondly, it suffers from a trade-off between temporal and spatial resolution: a high (e.g., daily) temporal resolution is only possible if the spatial resolution is sacrificed. To make things even worse, the GRACE satellites enter occasionally a phase when their orbit is characterized by a short repeat period, which makes it impossible to reach a high spatial resolution at all. A way to mitigate limitations of GRACE measurements is to design optimal data processing procedures, so that all available information is fully exploited when modeling mass transport. This implies, in particular, that an unconstrained model directly derived from satellite gravimetry data needs to be optimally filtered. In principle, this can be realized with a Wiener filter, which is built on the basis of covariance matrices of noise and signal. In practice, however, a compilation of both matrices (and, therefore, of the filter itself) is not a trivial task. To build the covariance matrix of noise in a mass transport model, it is necessary to start from a realistic model of noise in the level-1B data. Furthermore, a routine satellite gravimetry data processing includes, in particular, the subtraction of nuisance signals (for instance, associated with atmosphere and ocean), for which appropriate background models are used. Such models are not error-free, which has to be taken into account when the noise covariance matrix is constructed. In addition, both signal and noise covariance matrices depend on the type of mass transport processes under
Random effect selection in generalised linear models
DEFF Research Database (Denmark)
Denwood, Matt; Houe, Hans; Forkman, Björn
We analysed abattoir recordings of meat inspection codes with possible relevance to onfarm animal welfare in cattle. Random effects logistic regression models were used to describe individual-level data obtained from 461,406 cattle slaughtered in Denmark. Our results demonstrate that the largest...
Model Order Reduction for Non Linear Mechanics
Pinillo, Rubén
2017-01-01
Context: Automotive industry is moving towards a new generation of cars. Main idea: Cars are furnished with radars, cameras, sensors, etc… providing useful information about the environment surrounding the car. Goals: Provide an efficient model for the radar input/output. Reducing computational costs by means of big data techniques.
Identification of Influential Points in a Linear Regression Model
Directory of Open Access Journals (Sweden)
Jan Grosz
2011-03-01
Full Text Available The article deals with the detection and identification of influential points in the linear regression model. Three methods of detection of outliers and leverage points are described. These procedures can also be used for one-sample (independentdatasets. This paper briefly describes theoretical aspects of several robust methods as well. Robust statistics is a powerful tool to increase the reliability and accuracy of statistical modelling and data analysis. A simulation model of the simple linear regression is presented.
Heterotic sigma models and non-linear strings
International Nuclear Information System (INIS)
Hull, C.M.
1986-01-01
The two-dimensional supersymmetric non-linear sigma models are examined with respect to the heterotic string. The paper was presented at the workshop on :Supersymmetry and its applications', Cambridge, United Kingdom, 1985. The non-linear sigma model with Wess-Zumino-type term, the coupling of the fermionic superfields to the sigma model, super-conformal invariance, and the supersymmetric string, are all discussed. (U.K.)
Linear latent variable models: the lava-package
DEFF Research Database (Denmark)
Holst, Klaus Kähler; Budtz-Jørgensen, Esben
2013-01-01
are implemented including robust standard errors for clustered correlated data, multigroup analyses, non-linear parameter constraints, inference with incomplete data, maximum likelihood estimation with censored and binary observations, and instrumental variable estimators. In addition an extensive simulation......An R package for specifying and estimating linear latent variable models is presented. The philosophy of the implementation is to separate the model specification from the actual data, which leads to a dynamic and easy way of modeling complex hierarchical structures. Several advanced features...
On-line control models for the Stanford Linear Collider
International Nuclear Information System (INIS)
Sheppard, J.C.; Helm, R.H.; Lee, M.J.; Woodley, M.D.
1983-03-01
Models for computer control of the SLAC three-kilometer linear accelerator and damping rings have been developed as part of the control system for the Stanford Linear Collider. Some of these models have been tested experimentally and implemented in the control program for routine linac operations. This paper will describe the development and implementation of these models, as well as some of the operational results
Directory of Open Access Journals (Sweden)
Nita H. SHAH
2010-07-01
Full Text Available This paper deals with the rigorous photogrammetric solution to model the uncertainty in the orientation parameters of Indian Remote Sensing Satellite IRS-P5 (Cartosat-1. Cartosat-1 is a three axis stabilized spacecraft launched into polar sun-synchronous circular orbit at an altitude of 618 km. The satellite has two panchromatic (PAN cameras with nominal resolution of ~2.5 m. The camera looking ahead is called FORE mounted with +26 deg angle and the other looking near nadir is called AFT mounted with -5 deg, in along track direction. Data Product Generation Software (DPGS system uses the rigorous photogrammetric Collinearity model in order to utilize the full system information, together with payload geometry & control points, for estimating the uncertainty in attitude parameters. The initial orbit, attitude knowledge is obtained from GPS bound orbit measurement, star tracker and gyros. The variations in satellite attitude with time are modelled using simple linear polynomial model. Also, based on this model, Kalman filter approach is studied and applied to improve the uncertainty in the orientation of spacecraft with high quality ground control points (GCPs. The sequential estimator (Kalman filter is used in an iterative process which corrects the parameters at each time of observation rather than at epoch time. Results are presented for three stereo data sets. The accuracy of model depends on the accuracy of the control points.
Adaptive kernels in approximate filtering of state-space models
Czech Academy of Sciences Publication Activity Database
Dedecius, Kamil
2017-01-01
Roč. 31, č. 6 (2017), s. 938-952 ISSN 0890-6327 R&D Projects: GA ČR(CZ) GP14-06678P Institutional support: RVO:67985556 Keywords : filtering * nonlinear filters * Bayesian filtering * sequential Monte Carlo * approximate filtering Subject RIV: BB - Applied Statistics, Operational Research OBOR OECD: Statistics and probability Impact factor: 1.708, year: 2016 http://library.utia.cs.cz/separaty/2016/AS/dedecius-0466448.pdf
Bayesian Subset Modeling for High-Dimensional Generalized Linear Models
Liang, Faming
2013-06-01
This article presents a new prior setting for high-dimensional generalized linear models, which leads to a Bayesian subset regression (BSR) with the maximum a posteriori model approximately equivalent to the minimum extended Bayesian information criterion model. The consistency of the resulting posterior is established under mild conditions. Further, a variable screening procedure is proposed based on the marginal inclusion probability, which shares the same properties of sure screening and consistency with the existing sure independence screening (SIS) and iterative sure independence screening (ISIS) procedures. However, since the proposed procedure makes use of joint information from all predictors, it generally outperforms SIS and ISIS in real applications. This article also makes extensive comparisons of BSR with the popular penalized likelihood methods, including Lasso, elastic net, SIS, and ISIS. The numerical results indicate that BSR can generally outperform the penalized likelihood methods. The models selected by BSR tend to be sparser and, more importantly, of higher prediction ability. In addition, the performance of the penalized likelihood methods tends to deteriorate as the number of predictors increases, while this is not significant for BSR. Supplementary materials for this article are available online. © 2013 American Statistical Association.
Generalized Linear Models with Applications in Engineering and the Sciences
Myers, Raymond H; Vining, G Geoffrey; Robinson, Timothy J
2012-01-01
Praise for the First Edition "The obvious enthusiasm of Myers, Montgomery, and Vining and their reliance on their many examples as a major focus of their pedagogy make Generalized Linear Models a joy to read. Every statistician working in any area of applied science should buy it and experience the excitement of these new approaches to familiar activities."-Technometrics Generalized Linear Models: With Applications in Engineering and the Sciences, Second Edition continues to provide a clear introduction to the theoretical foundations and key applications of generalized linear models (GLMs). Ma
Modelling a linear PM motor including magnetic saturation
Polinder, H.; Slootweg, J.G.; Compter, J.C.; Hoeijmakers, M.J.
2002-01-01
The use of linear permanent-magnet (PM) actuators increases in a wide variety of applications because of the high force density, robustness and accuracy. The paper describes the modelling of a linear PM motor applied in, for example, wafer steppers, including magnetic saturation. This is important
Application of the simplex method of linear programming model to ...
African Journals Online (AJOL)
This work discussed how the simplex method of linear programming could be used to maximize the profit of any business firm using Saclux Paint Company as a case study. It equally elucidated the effect variation in the optimal result obtained from linear programming model, will have on any given firm. It was demonstrated ...
Genetic parameters for racing records in trotters using linear and generalized linear models.
Suontama, M; van der Werf, J H J; Juga, J; Ojala, M
2012-09-01
Heritability and repeatability and genetic and phenotypic correlations were estimated for trotting race records with linear and generalized linear models using 510,519 records on 17,792 Finnhorses and 513,161 records on 25,536 Standardbred trotters. Heritability and repeatability were estimated for single racing time and earnings traits with linear models, and logarithmic scale was used for racing time and fourth-root scale for earnings to correct for nonnormality. Generalized linear models with a gamma distribution were applied for single racing time and with a multinomial distribution for single earnings traits. In addition, genetic parameters for annual earnings were estimated with linear models on the observed and fourth-root scales. Racing success traits of single placings, winnings, breaking stride, and disqualifications were analyzed using generalized linear models with a binomial distribution. Estimates of heritability were greatest for racing time, which ranged from 0.32 to 0.34. Estimates of heritability were low for single earnings with all distributions, ranging from 0.01 to 0.09. Annual earnings were closer to normal distribution than single earnings. Heritability estimates were moderate for annual earnings on the fourth-root scale, 0.19 for Finnhorses and 0.27 for Standardbred trotters. Heritability estimates for binomial racing success variables ranged from 0.04 to 0.12, being greatest for winnings and least for breaking stride. Genetic correlations among racing traits were high, whereas phenotypic correlations were mainly low to moderate, except correlations between racing time and earnings were high. On the basis of a moderate heritability and moderate to high repeatability for racing time and annual earnings, selection of horses for these traits is effective when based on a few repeated records. Because of high genetic correlations, direct selection for racing time and annual earnings would also result in good genetic response in racing success.
Modelling and simulation of lamp-pumped thallium atomic line filters
International Nuclear Information System (INIS)
Molisch, A.F.
1994-06-01
Atomic Line Filters (ALFs) are ultra-narrow-band, wide-field-of-view optical filters for the detection of weak optical signals embedded in broadband background noise. The central component is a quartz cell filled with atomic vapor where signal photons are absorbed and subsequently re-emitted at a different wavelength. At the 'Institut fuer Nachrichtentechnik und Hochfrequenztechnik', an ALF based on Thallium (Tl) vapor, which is pumped by a Tl spectral lamp, has been under development. The aim of this thesis is to model the physical processes in this filter (especially in the vapor cell) and to make simulations in order to find the optimum design. For this purpose, a theoretical 'toolbox' is to be created, which should be capable of describing quantitatively the various physical effects. The accuracy of the simulation should be about ±10 %, i.e. about the accuracy of the available atomic data. In part I, the physics that form the basis of ALFs are briefly explained. In chapter 1, the principle of an ALF is explained, and the parameters that describe such filters are defined. In the next two chapters, atomic energy levels and atomic line shapes are described. We then summarize the data of the UV and green resonance lines of Thallium. After giving an overview over the methods of description for trapping problems, (Holstein equation, equation-of-radiative-transfer plus rate-equation, Monte Carlo simulation), we describe the (generalized) Milne theory, an approximate method which allows a description of trapping by a differential equation. In part II, we then make use of these formalisms to describe the Tl ALF mathematically. After giving a description of the whole filter system, we show the various influences on the lifetime of the metastable Tl atoms. Then the pump phase of the filter is described. In that phase, we have non-linear trapping in a 3-level system. This problem is solved by a combination of finite-difference solution of the equation of radiative
Szadkowski, Zbigniew; Fraenkel, E. D.; van den Berg, Ad M.
2013-01-01
We present the FPGA/NIOS implementation of an adaptive finite impulse response (FIR) filter based on linear prediction to suppress radio frequency interference (RFI). This technique will be used for experiments that observe coherent radio emission from extensive air showers induced by
International Nuclear Information System (INIS)
Radford, I.R.
1990-01-01
The suggestion by Okayasu and Iliakis (1989) that the non-linear dose-response curve, obtained with the non-denaturing filter elution technique for mammalian cells exposed to low-LET radiation, is the result of a technical artefact, was not confirmed. (author)
Fundamental Frequency and Model Order Estimation Using Spatial Filtering
DEFF Research Database (Denmark)
Karimian-Azari, Sam; Jensen, Jesper Rindom; Christensen, Mads Græsbøll
2014-01-01
extend this procedure to account for inharmonicity using unconstrained model order estimation. The simulations show that beamforming improves the performance of the joint estimates of fundamental frequency and the number of harmonics in low signal to interference (SIR) levels, and an experiment......In signal processing applications of harmonic-structured signals, estimates of the fundamental frequency and number of harmonics are often necessary. In real scenarios, a desired signal is contaminated by different levels of noise and interferers, which complicate the estimation of the signal...... parameters. In this paper, we present an estimation procedure for harmonic-structured signals in situations with strong interference using spatial filtering, or beamforming. We jointly estimate the fundamental frequency and the constrained model order through the output of the beamformers. Besides that, we...
International Nuclear Information System (INIS)
Saba, V.; Setayeshi, S.; Ghannadi-Maragheh, M.
2011-01-01
We have developed an algorithm for real-time detection and complete correction of the patient motion effects during single photon emission computed tomography. The algorithm is based on a linear prediction filter (LPC). The new prediction of projection data algorithm (PPDA) detects most motions-such as those of the head, legs, and hands-using comparison of the predicted and measured frame data. When the data acquisition for a specific frame is completed, the accuracy of the acquired data is evaluated by the PPDA. If patient motion is detected, the scanning procedure is stopped. After the patient rests in his or her true position, data acquisition is repeated only for the corrupted frame and the scanning procedure is continued. Various experimental data were used to validate the motion detection algorithm; on the whole, the proposed method was tested with approximately 100 test cases. The PPDA shows promising results. Using the PPDA enables us to prevent the scanner from collecting disturbed data during the scan and replaces them with motion-free data by real-time rescanning for the corrupted frames. As a result, the effects of patient motion is corrected in real time. (author)
Topographic filtering simulation model for sediment source apportionment
Cho, Se Jong; Wilcock, Peter; Hobbs, Benjamin
2018-05-01
We propose a Topographic Filtering simulation model (Topofilter) that can be used to identify those locations that are likely to contribute most of the sediment load delivered from a watershed. The reduced complexity model links spatially distributed estimates of annual soil erosion, high-resolution topography, and observed sediment loading to determine the distribution of sediment delivery ratio across a watershed. The model uses two simple two-parameter topographic transfer functions based on the distance and change in elevation from upland sources to the nearest stream channel and then down the stream network. The approach does not attempt to find a single best-calibrated solution of sediment delivery, but uses a model conditioning approach to develop a large number of possible solutions. For each model run, locations that contribute to 90% of the sediment loading are identified and those locations that appear in this set in most of the 10,000 model runs are identified as the sources that are most likely to contribute to most of the sediment delivered to the watershed outlet. Because the underlying model is quite simple and strongly anchored by reliable information on soil erosion, topography, and sediment load, we believe that the ensemble of simulation outputs provides a useful basis for identifying the dominant sediment sources in the watershed.
Scheme of adaptive polarization filtering based on Kalman model
Institute of Scientific and Technical Information of China (English)
Song Lizhong; Qi Haiming; Qiao Xiaolin; Meng Xiande
2006-01-01
A new kind of adaptive polarization filtering algorithm in order to suppress the angle cheating interference for the active guidance radar is presented. The polarization characteristic of the interference is dynamically tracked by using Kalman estimator under variable environments with time. The polarization filter parameters are designed according to the polarization characteristic of the interference, and the polarization filtering is finished in the target cell. The system scheme of adaptive polarization filter is studied and the tracking performance of polarization filter and improvement of angle measurement precision are simulated. The research results demonstrate this technology can effectively suppress the angle cheating interference in guidance radar and is feasible in engineering.
The Rao-Blackwellized Particle Filter: A Filter Bank Implementation
Directory of Open Access Journals (Sweden)
Karlsson Rickard
2010-01-01
Full Text Available For computational efficiency, it is important to utilize model structure in particle filtering. One of the most important cases occurs when there exists a linear Gaussian substructure, which can be efficiently handled by Kalman filters. This is the standard formulation of the Rao-Blackwellized particle filter (RBPF. This contribution suggests an alternative formulation of this well-known result that facilitates reuse of standard filtering components and which is also suitable for object-oriented programming. Our RBPF formulation can be seen as a Kalman filter bank with stochastic branching and pruning.
Linear approximation model network and its formation via ...
Indian Academy of Sciences (India)
niques, an alternative `linear approximation model' (LAM) network approach is .... network is LPV, existing LTI theory is difficult to apply (Kailath 1980). ..... Beck J V, Arnold K J 1977 Parameter estimation in engineering and science (New York: ...
Sphaleron in a non-linear sigma model
International Nuclear Information System (INIS)
Sogo, Kiyoshi; Fujimoto, Yasushi.
1989-08-01
We present an exact classical saddle point solution in a non-linear sigma model. It has a topological charge 1/2 and mediates the vacuum transition. The quantum fluctuations and the transition rate are also examined. (author)
On D-branes from gauged linear sigma models
International Nuclear Information System (INIS)
Govindarajan, S.; Jayaraman, T.; Sarkar, T.
2001-01-01
We study both A-type and B-type D-branes in the gauged linear sigma model by considering worldsheets with boundary. The boundary conditions on the matter and vector multiplet fields are first considered in the large-volume phase/non-linear sigma model limit of the corresponding Calabi-Yau manifold, where we find that we need to add a contact term on the boundary. These considerations enable to us to derive the boundary conditions in the full gauged linear sigma model, including the addition of the appropriate boundary contact terms, such that these boundary conditions have the correct non-linear sigma model limit. Most of the analysis is for the case of Calabi-Yau manifolds with one Kaehler modulus (including those corresponding to hypersurfaces in weighted projective space), though we comment on possible generalisations
Optimization for decision making linear and quadratic models
Murty, Katta G
2010-01-01
While maintaining the rigorous linear programming instruction required, Murty's new book is unique in its focus on developing modeling skills to support valid decision-making for complex real world problems, and includes solutions to brand new algorithms.
Study of linear induction motor characteristics : the Mosebach model
1976-05-31
This report covers the Mosebach theory of the double-sided linear induction motor, starting with the ideallized model and accompanying assumptions, and ending with relations for thrust, airgap power, and motor efficiency. Solutions of the magnetic in...
Study of linear induction motor characteristics : the Oberretl model
1975-05-30
The Oberretl theory of the double-sided linear induction motor (LIM) is examined, starting with the idealized model and accompanying assumptions, and ending with relations for predicted thrust, airgap power, and motor efficiency. The effect of varyin...
Optimization Research of Generation Investment Based on Linear Programming Model
Wu, Juan; Ge, Xueqian
Linear programming is an important branch of operational research and it is a mathematical method to assist the people to carry out scientific management. GAMS is an advanced simulation and optimization modeling language and it will combine a large number of complex mathematical programming, such as linear programming LP, nonlinear programming NLP, MIP and other mixed-integer programming with the system simulation. In this paper, based on the linear programming model, the optimized investment decision-making of generation is simulated and analyzed. At last, the optimal installed capacity of power plants and the final total cost are got, which provides the rational decision-making basis for optimized investments.
Robins, J Eli; Ragai, Ihab; Yamaguchi, Dean J
2018-05-01
Inferior vena cava (IVC) filters are used in patients at risk for pulmonary embolism who cannot be anticoagulated. Unfortunately, these filters are not without risk, and complications include perforation, migration, and filter fracture. The most prevalent complication is filter perforation of the IVC, with incidence varying among filter models. To our knowledge, the mechanical properties of IVC filters have not been evaluated and are not readily available through the manufacturer. This study sought to determine whether differences in mechanical properties are similar to differences in documented perforation rates. The radial expansion forces of Greenfield (Boston Scientific, Marlborough, Mass), Cook Celect (Cook Medical, Bloomington, Ind), and Cook Platinum filters were analyzed with three replicates per group. The intrinsic force exerted by the filter on the measuring device was collected in real time during controlled expansion. Replicates were averaged and significance was determined by calculating analysis of covariance using SAS software (SAS Institute, Cary, NC). Each filter model generated a significantly different radial expansion force (P filter, followed by the Cook Celect and Greenfield filters. Radial force dispersion during expansion was greatest in the Cook Celect, followed by the Cook Platinum and Greenfield filters. Differences in radial expansion forces among IVC filter models are consistent with documented perforation rates. Cook Celect IVC filters have a higher incidence of perforation compared with Greenfield filters when they are left in place for >90 days. Evaluation of Cook Celect filters yielded a significantly higher radial expansion force at minimum caval diameter, with greater force dispersion during expansion. Copyright © 2018 Society for Vascular Surgery. Published by Elsevier Inc. All rights reserved.
Asadi, Amin; Razavi-Ratki, Seid Kazem; Jabbari, Keyvan; Najafzadeh, Milad; Nickfarjam, Abolfazl
2018-01-01
To evaluate the potential privileges of flattening filter-free (FFF) photon beams from Oncor® linac for 6 MV and 18 MV energies. A Monte Carlo (MC) model of Oncor® linac was built using BEAMnrc MCCode and verified by the measured data using 6 MV and 18 MV energies. A comprehensive set of data was also characterized for MC model of Oncor® machine running with and without flattening filter (FF) for 6 MV and 18 MV beams in six field sizes. The investigated characteristics included mean energy, energy spectrum, photon spatial fluence, superficial dose, percent depth dose (PDD), dose output, and out-of-field dose with two indexes of lateral dose profile and isodose curve at three depths. Using FFF enhanced the energy uniformity 3.4±0.11% (6 MV) and 2.05±0.09% (18 MV) times and improved dose output by factor of 2.91 (6 MV) and 4.2 (18 MV) on the central axis, respectively. Using FFF also reduced the PDD dependencies by 9.1% (6 MV) and 5.57% (18 MV). In addition, using FFF had a lower out-of-field dose due to the reduced head scatter and softer spectra. The findings in this study suggested that using FFF, Oncor® machine could achieve better treatment results with lower dose toxicity and a shorter beam-on time.
Directory of Open Access Journals (Sweden)
Wan Yang
2014-04-01
Full Text Available A variety of filtering methods enable the recursive estimation of system state variables and inference of model parameters. These methods have found application in a range of disciplines and settings, including engineering design and forecasting, and, over the last two decades, have been applied to infectious disease epidemiology. For any system of interest, the ideal filter depends on the nonlinearity and complexity of the model to which it is applied, the quality and abundance of observations being entrained, and the ultimate application (e.g. forecast, parameter estimation, etc.. Here, we compare the performance of six state-of-the-art filter methods when used to model and forecast influenza activity. Three particle filters--a basic particle filter (PF with resampling and regularization, maximum likelihood estimation via iterated filtering (MIF, and particle Markov chain Monte Carlo (pMCMC--and three ensemble filters--the ensemble Kalman filter (EnKF, the ensemble adjustment Kalman filter (EAKF, and the rank histogram filter (RHF--were used in conjunction with a humidity-forced susceptible-infectious-recovered-susceptible (SIRS model and weekly estimates of influenza incidence. The modeling frameworks, first validated with synthetic influenza epidemic data, were then applied to fit and retrospectively forecast the historical incidence time series of seven influenza epidemics during 2003-2012, for 115 cities in the United States. Results suggest that when using the SIRS model the ensemble filters and the basic PF are more capable of faithfully recreating historical influenza incidence time series, while the MIF and pMCMC do not perform as well for multimodal outbreaks. For forecast of the week with the highest influenza activity, the accuracies of the six model-filter frameworks are comparable; the three particle filters perform slightly better predicting peaks 1-5 weeks in the future; the ensemble filters are more accurate predicting peaks in
On low-frequency errors of uniformly modulated filtered white-noise models for ground motions
Safak, Erdal; Boore, David M.
1988-01-01
Low-frequency errors of a commonly used non-stationary stochastic model (uniformly modulated filtered white-noise model) for earthquake ground motions are investigated. It is shown both analytically and by numerical simulation that uniformly modulated filter white-noise-type models systematically overestimate the spectral response for periods longer than the effective duration of the earthquake, because of the built-in low-frequency errors in the model. The errors, which are significant for low-magnitude short-duration earthquakes, can be eliminated by using the filtered shot-noise-type models (i. e. white noise, modulated by the envelope first, and then filtered).
Model for predicting fabric filter and ESP costs
International Nuclear Information System (INIS)
Hoskins, W.; Terrill, J.K.
1992-01-01
United Engineers and Constructors (UE and C) has developed a personal computer (PC) based program (Model) for estimating capital and operating costs of fabric filters (FFs) and electrostatic precipitators (ESPs). The program contains proprietary sizing routines for both types of particulate control devices. For the FF, it determines the number of compartments, number of bags, physical dimensions and other important information. For the ESP, it determines specific collection area (SCA), number of cells, and number of TR sets. This paper reports that the program has the capability of handling a wide range of gas flows. It adjusts construction costs for the labor productivity factors in different locations. The capital costs are considered conceptual in nature with an absolute accuracy range of ±25%. The capital and operating costs are used along with economic factors to determine present worth costs. This allows site specific side-by-side comparisons of FFs and ESPs
Generalized linear mixed models modern concepts, methods and applications
Stroup, Walter W
2012-01-01
PART I The Big PictureModeling BasicsWhat Is a Model?Two Model Forms: Model Equation and Probability DistributionTypes of Model EffectsWriting Models in Matrix FormSummary: Essential Elements for a Complete Statement of the ModelDesign MattersIntroductory Ideas for Translating Design and Objectives into ModelsDescribing ""Data Architecture"" to Facilitate Model SpecificationFrom Plot Plan to Linear PredictorDistribution MattersMore Complex Example: Multiple Factors with Different Units of ReplicationSetting the StageGoals for Inference with Models: OverviewBasic Tools of InferenceIssue I: Data
A comparison of linear tyre models for analysing shimmy
Besselink, I.J.M.; Maas, J.W.L.H.; Nijmeijer, H.
2011-01-01
A comparison is made between three linear, dynamic tyre models using low speed step responses and yaw oscillation tests. The match with the measurements improves with increasing complexity of the tyre model. Application of the different tyre models to a two degree of freedom trailing arm suspension
A BEHAVIORAL-APPROACH TO LINEAR EXACT MODELING
ANTOULAS, AC; WILLEMS, JC
1993-01-01
The behavioral approach to system theory provides a parameter-free framework for the study of the general problem of linear exact modeling and recursive modeling. The main contribution of this paper is the solution of the (continuous-time) polynomial-exponential time series modeling problem. Both
International Nuclear Information System (INIS)
Harlim, John; Mahdi, Adam; Majda, Andrew J.
2014-01-01
A central issue in contemporary science is the development of nonlinear data driven statistical–dynamical models for time series of noisy partial observations from nature or a complex model. It has been established recently that ad-hoc quadratic multi-level regression models can have finite-time blow-up of statistical solutions and/or pathological behavior of their invariant measure. Recently, a new class of physics constrained nonlinear regression models were developed to ameliorate this pathological behavior. Here a new finite ensemble Kalman filtering algorithm is developed for estimating the state, the linear and nonlinear model coefficients, the model and the observation noise covariances from available partial noisy observations of the state. Several stringent tests and applications of the method are developed here. In the most complex application, the perfect model has 57 degrees of freedom involving a zonal (east–west) jet, two topographic Rossby waves, and 54 nonlinearly interacting Rossby waves; the perfect model has significant non-Gaussian statistics in the zonal jet with blocked and unblocked regimes and a non-Gaussian skewed distribution due to interaction with the other 56 modes. We only observe the zonal jet contaminated by noise and apply the ensemble filter algorithm for estimation. Numerically, we find that a three dimensional nonlinear stochastic model with one level of memory mimics the statistical effect of the other 56 modes on the zonal jet in an accurate fashion, including the skew non-Gaussian distribution and autocorrelation decay. On the other hand, a similar stochastic model with zero memory levels fails to capture the crucial non-Gaussian behavior of the zonal jet from the perfect 57-mode model
Linearized models for a new magnetic control in MAST
Energy Technology Data Exchange (ETDEWEB)
Artaserse, G., E-mail: giovanni.artaserse@enea.it [Associazione Euratom-ENEA sulla Fusione, Via Enrico Fermi 45, I-00044 Frascati (RM) (Italy); Maviglia, F.; Albanese, R. [Associazione Euratom-ENEA-CREATE sulla Fusione, Via Claudio 21, I-80125 Napoli (Italy); McArdle, G.J.; Pangione, L. [EURATOM/CCFE Fusion Association, Culham Science Centre, Abingdon, Oxon, OX14 3DB (United Kingdom)
2013-10-15
Highlights: ► We applied linearized models for a new magnetic control on MAST tokamak. ► A suite of procedures, conceived to be machine independent, have been used. ► We carried out model-based simulations, taking into account eddy currents effects. ► Comparison with the EFIT flux maps and the experimental magnetic signals are shown. ► A current driven model for the dynamic simulations of the experimental data have been performed. -- Abstract: The aim of this work is to provide reliable linearized models for the design and assessment of a new magnetic control system for MAST (Mega Ampère Spherical Tokamak) using rtEFIT, which can easily be exported to MAST Upgrade. Linearized models for magnetic control have been obtained using the 2D axisymmetric finite element code CREATE L. MAST linearized models include equivalent 2D axisymmetric schematization of poloidal field (PF) coils, vacuum vessel, and other conducting structures. A plasmaless and a double null configuration have been chosen as benchmark cases for the comparison with experimental data and EFIT reconstructions. Good agreement has been found with the EFIT flux map and the experimental signals coming from magnetic probes with only few mismatches probably due to broken sensors. A suite of procedures (equipped with a user friendly interface to be run even remotely) to provide linearized models for magnetic control is now available on the MAST linux machines. A new current driven model has been used to obtain a state space model having the PF coil currents as inputs. Dynamic simulations of experimental data have been carried out using linearized models, including modelling of the effects of the passive structures, showing a fair agreement. The modelling activity has been useful also to reproduce accurately the interaction between plasma current and radial position control loops.
Linearized models for a new magnetic control in MAST
International Nuclear Information System (INIS)
Artaserse, G.; Maviglia, F.; Albanese, R.; McArdle, G.J.; Pangione, L.
2013-01-01
Highlights: ► We applied linearized models for a new magnetic control on MAST tokamak. ► A suite of procedures, conceived to be machine independent, have been used. ► We carried out model-based simulations, taking into account eddy currents effects. ► Comparison with the EFIT flux maps and the experimental magnetic signals are shown. ► A current driven model for the dynamic simulations of the experimental data have been performed. -- Abstract: The aim of this work is to provide reliable linearized models for the design and assessment of a new magnetic control system for MAST (Mega Ampère Spherical Tokamak) using rtEFIT, which can easily be exported to MAST Upgrade. Linearized models for magnetic control have been obtained using the 2D axisymmetric finite element code CREATE L. MAST linearized models include equivalent 2D axisymmetric schematization of poloidal field (PF) coils, vacuum vessel, and other conducting structures. A plasmaless and a double null configuration have been chosen as benchmark cases for the comparison with experimental data and EFIT reconstructions. Good agreement has been found with the EFIT flux map and the experimental signals coming from magnetic probes with only few mismatches probably due to broken sensors. A suite of procedures (equipped with a user friendly interface to be run even remotely) to provide linearized models for magnetic control is now available on the MAST linux machines. A new current driven model has been used to obtain a state space model having the PF coil currents as inputs. Dynamic simulations of experimental data have been carried out using linearized models, including modelling of the effects of the passive structures, showing a fair agreement. The modelling activity has been useful also to reproduce accurately the interaction between plasma current and radial position control loops
H∞ /H2 model reduction through dilated linear matrix inequalities
DEFF Research Database (Denmark)
Adegas, Fabiano Daher; Stoustrup, Jakob
2012-01-01
This paper presents sufficient dilated linear matrix inequalities (LMI) conditions to the $H_{infty}$ and $H_{2}$ model reduction problem. A special structure of the auxiliary (slack) variables allows the original model of order $n$ to be reduced to an order $r=n/s$ where $n,r,s in field{N}$. Arb......This paper presents sufficient dilated linear matrix inequalities (LMI) conditions to the $H_{infty}$ and $H_{2}$ model reduction problem. A special structure of the auxiliary (slack) variables allows the original model of order $n$ to be reduced to an order $r=n/s$ where $n,r,s in field...
Dreano, Denis
2015-04-27
A statistical model is proposed to filter satellite-derived chlorophyll concentration from the Red Sea, and to predict future chlorophyll concentrations. The seasonal trend is first estimated after filling missing chlorophyll data using an Empirical Orthogonal Function (EOF)-based algorithm (Data Interpolation EOF). The anomalies are then modeled as a stationary Gaussian process. A method proposed by Gneiting (2002) is used to construct positive-definite space-time covariance models for this process. After choosing an appropriate statistical model and identifying its parameters, Kriging is applied in the space-time domain to make a one step ahead prediction of the anomalies. The latter serves as the prediction model of a reduced-order Kalman filter, which is applied to assimilate and predict future chlorophyll concentrations. The proposed method decreases the root mean square (RMS) prediction error by about 11% compared with the seasonal average.
Dreano, Denis; Mallick, Bani; Hoteit, Ibrahim
2015-01-01
A statistical model is proposed to filter satellite-derived chlorophyll concentration from the Red Sea, and to predict future chlorophyll concentrations. The seasonal trend is first estimated after filling missing chlorophyll data using an Empirical Orthogonal Function (EOF)-based algorithm (Data Interpolation EOF). The anomalies are then modeled as a stationary Gaussian process. A method proposed by Gneiting (2002) is used to construct positive-definite space-time covariance models for this process. After choosing an appropriate statistical model and identifying its parameters, Kriging is applied in the space-time domain to make a one step ahead prediction of the anomalies. The latter serves as the prediction model of a reduced-order Kalman filter, which is applied to assimilate and predict future chlorophyll concentrations. The proposed method decreases the root mean square (RMS) prediction error by about 11% compared with the seasonal average.
Rainfall estimation with TFR model using Ensemble Kalman filter
Asyiqotur Rohmah, Nabila; Apriliani, Erna
2018-03-01
Rainfall fluctuation can affect condition of other environment, correlated with economic activity and public health. The increasing of global average temperature is influenced by the increasing of CO2 in the atmosphere, which caused climate change. Meanwhile, the forests as carbon sinks that help keep the carbon cycle and climate change mitigation. Climate change caused by rainfall intensity deviations can affect the economy of a region, and even countries. It encourages research on rainfall associated with an area of forest. In this study, the mathematics model that used is a model which describes the global temperatures, forest cover, and seasonal rainfall called the TFR (temperature, forest cover, and rainfall) model. The model will be discretized first, and then it will be estimated by the method of Ensemble Kalman Filter (EnKF). The result shows that the more ensembles used in estimation, the better the result is. Also, the accurateness of simulation result is influenced by measurement variable. If a variable is measurement data, the result of simulation is better.
Marginalized approximate filtering of state-space models
Czech Academy of Sciences Publication Activity Database
Dedecius, Kamil
2018-01-01
Roč. 32, č. 1 (2018), s. 1-12 ISSN 0890-6327 R&D Projects: GA ČR(CZ) GA16-09848S Institutional support: RVO:67985556 Keywords : approximate filtering * marginalized filters * particle filtering Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 1.708, year: 2016 http://library.utia.cas.cz/separaty/2017/AS/dedecius-0478074.pdf
Non-linear Growth Models in Mplus and SAS
Grimm, Kevin J.; Ram, Nilam
2013-01-01
Non-linear growth curves or growth curves that follow a specified non-linear function in time enable researchers to model complex developmental patterns with parameters that are easily interpretable. In this paper we describe how a variety of sigmoid curves can be fit using the Mplus structural modeling program and the non-linear mixed-effects modeling procedure NLMIXED in SAS. Using longitudinal achievement data collected as part of a study examining the effects of preschool instruction on academic gain we illustrate the procedures for fitting growth models of logistic, Gompertz, and Richards functions. Brief notes regarding the practical benefits, limitations, and choices faced in the fitting and estimation of such models are included. PMID:23882134
Variance Function Partially Linear Single-Index Models1.
Lian, Heng; Liang, Hua; Carroll, Raymond J
2015-01-01
We consider heteroscedastic regression models where the mean function is a partially linear single index model and the variance function depends upon a generalized partially linear single index model. We do not insist that the variance function depend only upon the mean function, as happens in the classical generalized partially linear single index model. We develop efficient and practical estimation methods for the variance function and for the mean function. Asymptotic theory for the parametric and nonparametric parts of the model is developed. Simulations illustrate the results. An empirical example involving ozone levels is used to further illustrate the results, and is shown to be a case where the variance function does not depend upon the mean function.
Modelling the influence of sensory dynamics on linear and nonlinear driver steering control
Nash, C. J.; Cole, D. J.
2018-05-01
A recent review of the literature has indicated that sensory dynamics play an important role in the driver-vehicle steering task, motivating the design of a new driver model incorporating human sensory systems. This paper presents a full derivation of the linear driver model developed in previous work, and extends the model to control a vehicle with nonlinear tyres. Various nonlinear controllers and state estimators are compared with different approximations of the true system dynamics. The model simulation time is found to increase significantly with the complexity of the controller and state estimator. In general the more complex controllers perform best, although with certain vehicle and tyre models linearised controllers perform as well as a full nonlinear optimisation. Various extended Kalman filters give similar results, although the driver's sensory dynamics reduce control performance compared with full state feedback. The new model could be used to design vehicle systems which interact more naturally and safely with a human driver.
Directory of Open Access Journals (Sweden)
Marcin Spychała
2016-12-01
Full Text Available The aim of the study was to describe in a mathematical manner the hydraulic capacity of textile filters for wastewater treatment at changeable wastewater levels during a period between consecutive doses, taking into consideration the decisive factors for flow-conditions of filtering media. Highly changeable and slightly changeable flow-conditions tests were performed on reactors equipped with non-woven geo-textile filters. Hydraulic conductivity of filter material coupons was determined. The dry mass covering the surface and contained in internal space of filtering material was then indicated and a mathematical model was elaborated. Flow characteristics during the highly changeable flow-condition test were sensitivity to differentiated values of hydraulic conductivity in horizontal zones of filtering layer. During the slightly changeable flow-conditions experiment the differences in permeability and hydraulic conductivity of different filter (horizontal zones height regions were much smaller. The proposed modelling approach in spite of its simplicity provides a satisfactory agreement with empirical data and therefore enables to simulate the hydraulic capacity of vertically oriented textile filters. The mathematical model reflects the significant impact of the filter characteristics (textile permeability at different filter height and operational conditions (dosing frequency on the textile filters hydraulic capacity.
Comparison between linear quadratic and early time dose models
International Nuclear Information System (INIS)
Chougule, A.A.; Supe, S.J.
1993-01-01
During the 70s, much interest was focused on fractionation in radiotherapy with the aim of improving tumor control rate without producing unacceptable normal tissue damage. To compare the radiobiological effectiveness of various fractionation schedules, empirical formulae such as Nominal Standard Dose, Time Dose Factor, Cumulative Radiation Effect and Tumour Significant Dose, were introduced and were used despite many shortcomings. It has been claimed that a recent linear quadratic model is able to predict the radiobiological responses of tumours as well as normal tissues more accurately. We compared Time Dose Factor and Tumour Significant Dose models with the linear quadratic model for tumour regression in patients with carcinomas of the cervix. It was observed that the prediction of tumour regression estimated by the Tumour Significant Dose and Time Dose factor concepts varied by 1.6% from that of the linear quadratic model prediction. In view of the lack of knowledge of the precise values of the parameters of the linear quadratic model, it should be applied with caution. One can continue to use the Time Dose Factor concept which has been in use for more than a decade as its results are within ±2% as compared to that predicted by the linear quadratic model. (author). 11 refs., 3 figs., 4 tabs
Phylogenetic mixtures and linear invariants for equal input models.
Casanellas, Marta; Steel, Mike
2017-04-01
The reconstruction of phylogenetic trees from molecular sequence data relies on modelling site substitutions by a Markov process, or a mixture of such processes. In general, allowing mixed processes can result in different tree topologies becoming indistinguishable from the data, even for infinitely long sequences. However, when the underlying Markov process supports linear phylogenetic invariants, then provided these are sufficiently informative, the identifiability of the tree topology can be restored. In this paper, we investigate a class of processes that support linear invariants once the stationary distribution is fixed, the 'equal input model'. This model generalizes the 'Felsenstein 1981' model (and thereby the Jukes-Cantor model) from four states to an arbitrary number of states (finite or infinite), and it can also be described by a 'random cluster' process. We describe the structure and dimension of the vector spaces of phylogenetic mixtures and of linear invariants for any fixed phylogenetic tree (and for all trees-the so called 'model invariants'), on any number n of leaves. We also provide a precise description of the space of mixtures and linear invariants for the special case of [Formula: see text] leaves. By combining techniques from discrete random processes and (multi-) linear algebra, our results build on a classic result that was first established by James Lake (Mol Biol Evol 4:167-191, 1987).
Non-linear calibration models for near infrared spectroscopy
DEFF Research Database (Denmark)
Ni, Wangdong; Nørgaard, Lars; Mørup, Morten
2014-01-01
by ridge regression (RR). The performance of the different methods is demonstrated by their practical applications using three real-life near infrared (NIR) data sets. Different aspects of the various approaches including computational time, model interpretability, potential over-fitting using the non-linear...... models on linear problems, robustness to small or medium sample sets, and robustness to pre-processing, are discussed. The results suggest that GPR and BANN are powerful and promising methods for handling linear as well as nonlinear systems, even when the data sets are moderately small. The LS......-SVM), relevance vector machines (RVM), Gaussian process regression (GPR), artificial neural network (ANN), and Bayesian ANN (BANN). In this comparison, partial least squares (PLS) regression is used as a linear benchmark, while the relationship of the methods is considered in terms of traditional calibration...
Estimation and variable selection for generalized additive partial linear models
Wang, Li
2011-08-01
We study generalized additive partial linear models, proposing the use of polynomial spline smoothing for estimation of nonparametric functions, and deriving quasi-likelihood based estimators for the linear parameters. We establish asymptotic normality for the estimators of the parametric components. The procedure avoids solving large systems of equations as in kernel-based procedures and thus results in gains in computational simplicity. We further develop a class of variable selection procedures for the linear parameters by employing a nonconcave penalized quasi-likelihood, which is shown to have an asymptotic oracle property. Monte Carlo simulations and an empirical example are presented for illustration. © Institute of Mathematical Statistics, 2011.
Empirical intrinsic geometry for nonlinear modeling and time series filtering.
Talmon, Ronen; Coifman, Ronald R
2013-07-30
In this paper, we present a method for time series analysis based on empirical intrinsic geometry (EIG). EIG enables one to reveal the low-dimensional parametric manifold as well as to infer the underlying dynamics of high-dimensional time series. By incorporating concepts of information geometry, this method extends existing geometric analysis tools to support stochastic settings and parametrizes the geometry of empirical distributions. However, the statistical models are not required as priors; hence, EIG may be applied to a wide range of real signals without existing definitive models. We show that the inferred model is noise-resilient and invariant under different observation and instrumental modalities. In addition, we show that it can be extended efficiently to newly acquired measurements in a sequential manner. These two advantages enable us to revisit the Bayesian approach and incorporate empirical dynamics and intrinsic geometry into a nonlinear filtering framework. We show applications to nonlinear and non-Gaussian tracking problems as well as to acoustic signal localization.
Magnetic Electron Filtering by Fluid Models for the PEGASES Thruster
Leray, Gary; Chabert, Pascal; Lichtenberg, Allan; Lieberman, Michael
2009-10-01
The PEGASES thruster produces thrust by creating positive and negative ions, which are then accelerated. To accelerate both type of ions, electrons need to be filtered, which is achieved by applying a static magnetic field strong enough to magnetize the electrons but not the ions. A 1D fluid model with three species (electrons, positive and negative ions) and an analytical model are proposed to understand this process for an oxygen plasma with p = 10 mTorr and B0 = 300 G [1]. The resulting ion-ion plasma formation in the transverse direction (perpendicular to the magnetic field) is demonstrated. It is shown that an additional electron/positive ion loss term is required. The solutions are evaluated for two main parameters: the ionizing fraction at the plasma center (x = 0), ne0/ng, and the electronegativity ratio at the center, α0=nn0/ne0. The effect of geometry and magnetic field amplitude are also discussed. [4pt] [1] Leray G, Chabert P, Lichtenberg A J and Lieberman M A, J. Phys. D: Appl. Phys., Plasma Modelling Cluster issue, to appear (2009)
Theoretical model for a background noise limited laser-excited optical filter for doubled Nd lasers
Shay, Thomas M.; Garcia, Daniel F.
1990-01-01
A simple theoretical model for the calculation of the dependence of filter quantum efficiency versus laser pump power in an atomic Rb vapor laser-excited optical filter is reported. Calculations for Rb filter transitions that can be used to detect the practical and important frequency-doubled Nd lasers are presented. The results of these calculations show the filter's quantum efficiency versus the laser pump power. The required laser pump powers required range from 2.4 to 60 mW/sq cm of filter aperture.
Matrix model and time-like linear dila ton matter
International Nuclear Information System (INIS)
Takayanagi, Tadashi
2004-01-01
We consider a matrix model description of the 2d string theory whose matter part is given by a time-like linear dilaton CFT. This is equivalent to the c=1 matrix model with a deformed, but very simple Fermi surface. Indeed, after a Lorentz transformation, the corresponding 2d spacetime is a conventional linear dila ton background with a time-dependent tachyon field. We show that the tree level scattering amplitudes in the matrix model perfectly agree with those computed in the world-sheet theory. The classical trajectories of fermions correspond to the decaying D-boranes in the time-like linear dilaton CFT. We also discuss the ground ring structure. Furthermore, we study the properties of the time-like Liouville theory by applying this matrix model description. We find that its ground ring structure is very similar to that of the minimal string. (author)
Vortices, semi-local vortices in gauged linear sigma model
International Nuclear Information System (INIS)
Kim, Namkwon
1998-11-01
We consider the static (2+1)D gauged linear sigma model. By analyzing the governing system of partial differential equations, we investigate various aspects of the model. We show the existence of energy finite vortices under a partially broken symmetry on R 2 with the necessary condition suggested by Y. Yang. We also introduce generalized semi-local vortices and show the existence of energy finite semi-local vortices under a certain condition. The vacuum manifold for the semi-local vortices turns out to be graded. Besides, with a special choice of a representation, we show that the O(3) sigma model of which target space is nonlinear is a singular limit of the gauged linear sigma model of which target space is linear. (author)
TENSOR DECOMPOSITIONS AND SPARSE LOG-LINEAR MODELS
Johndrow, James E.; Bhattacharya, Anirban; Dunson, David B.
2017-01-01
Contingency table analysis routinely relies on log-linear models, with latent structure analysis providing a common alternative. Latent structure models lead to a reduced rank tensor factorization of the probability mass function for multivariate categorical data, while log-linear models achieve dimensionality reduction through sparsity. Little is known about the relationship between these notions of dimensionality reduction in the two paradigms. We derive several results relating the support of a log-linear model to nonnegative ranks of the associated probability tensor. Motivated by these findings, we propose a new collapsed Tucker class of tensor decompositions, which bridge existing PARAFAC and Tucker decompositions, providing a more flexible framework for parsimoniously characterizing multivariate categorical data. Taking a Bayesian approach to inference, we illustrate empirical advantages of the new decompositions. PMID:29332971
Linear mixed models a practical guide using statistical software
West, Brady T; Galecki, Andrzej T
2006-01-01
Simplifying the often confusing array of software programs for fitting linear mixed models (LMMs), Linear Mixed Models: A Practical Guide Using Statistical Software provides a basic introduction to primary concepts, notation, software implementation, model interpretation, and visualization of clustered and longitudinal data. This easy-to-navigate reference details the use of procedures for fitting LMMs in five popular statistical software packages: SAS, SPSS, Stata, R/S-plus, and HLM. The authors introduce basic theoretical concepts, present a heuristic approach to fitting LMMs based on bo
Deep Kalman Filter: Simultaneous Multi-Sensor Integration and Modelling; A GNSS/IMU Case Study
Directory of Open Access Journals (Sweden)
Siavash Hosseinyalamdary
2018-04-01
Full Text Available Bayes filters, such as the Kalman and particle filters, have been used in sensor fusion to integrate two sources of information and obtain the best estimate of unknowns. The efficient integration of multiple sensors requires deep knowledge of their error sources. Some sensors, such as Inertial Measurement Unit (IMU, have complicated error sources. Therefore, IMU error modelling and the efficient integration of IMU and Global Navigation Satellite System (GNSS observations has remained a challenge. In this paper, we developed deep Kalman filter to model and remove IMU errors and, consequently, improve the accuracy of IMU positioning. To achieve this, we added a modelling step to the prediction and update steps of the Kalman filter, so that the IMU error model is learned during integration. The results showed our deep Kalman filter outperformed the conventional Kalman filter and reached a higher level of accuracy.
Deep Kalman Filter: Simultaneous Multi-Sensor Integration and Modelling; A GNSS/IMU Case Study.
Hosseinyalamdary, Siavash
2018-04-24
Bayes filters, such as the Kalman and particle filters, have been used in sensor fusion to integrate two sources of information and obtain the best estimate of unknowns. The efficient integration of multiple sensors requires deep knowledge of their error sources. Some sensors, such as Inertial Measurement Unit (IMU), have complicated error sources. Therefore, IMU error modelling and the efficient integration of IMU and Global Navigation Satellite System (GNSS) observations has remained a challenge. In this paper, we developed deep Kalman filter to model and remove IMU errors and, consequently, improve the accuracy of IMU positioning. To achieve this, we added a modelling step to the prediction and update steps of the Kalman filter, so that the IMU error model is learned during integration. The results showed our deep Kalman filter outperformed the conventional Kalman filter and reached a higher level of accuracy.
Inverse Modelling Problems in Linear Algebra Undergraduate Courses
Martinez-Luaces, Victor E.
2013-01-01
This paper will offer an analysis from a theoretical point of view of mathematical modelling, applications and inverse problems of both causation and specification types. Inverse modelling problems give the opportunity to establish connections between theory and practice and to show this fact, a simple linear algebra example in two different…
Optical linear algebra processors - Noise and error-source modeling
Casasent, D.; Ghosh, A.
1985-01-01
The modeling of system and component noise and error sources in optical linear algebra processors (OLAPs) are considered, with attention to the frequency-multiplexed OLAP. General expressions are obtained for the output produced as a function of various component errors and noise. A digital simulator for this model is discussed.
Optical linear algebra processors: noise and error-source modeling.
Casasent, D; Ghosh, A
1985-06-01
The modeling of system and component noise and error sources in optical linear algebra processors (OLAP's) are considered, with attention to the frequency-multiplexed OLAP. General expressions are obtained for the output produced as a function of various component errors and noise. A digital simulator for this model is discussed.
CONTRIBUTIONS TO THE FINITE ELEMENT MODELING OF LINEAR ULTRASONIC MOTORS
Directory of Open Access Journals (Sweden)
Oana CHIVU
2013-05-01
Full Text Available The present paper is concerned with the main modeling elements as produced by means of thefinite element method of linear ultrasonic motors. Hence, first the model is designed and then a modaland harmonic analysis are carried out in view of outlining the main outcomes
Linear and Nonlinear Career Models: Metaphors, Paradigms, and Ideologies.
Buzzanell, Patrice M.; Goldzwig, Steven R.
1991-01-01
Examines the linear or bureaucratic career models (dominant in career research, metaphors, paradigms, and ideologies) which maintain career myths of flexibility and individualized routes to success in organizations incapable of offering such versatility. Describes nonlinear career models which offer suggestive metaphors for re-visioning careers…
Non-linear auto-regressive models for cross-frequency coupling in neural time series
Tallot, Lucille; Grabot, Laetitia; Doyère, Valérie; Grenier, Yves; Gramfort, Alexandre
2017-01-01
We address the issue of reliably detecting and quantifying cross-frequency coupling (CFC) in neural time series. Based on non-linear auto-regressive models, the proposed method provides a generative and parametric model of the time-varying spectral content of the signals. As this method models the entire spectrum simultaneously, it avoids the pitfalls related to incorrect filtering or the use of the Hilbert transform on wide-band signals. As the model is probabilistic, it also provides a score of the model “goodness of fit” via the likelihood, enabling easy and legitimate model selection and parameter comparison; this data-driven feature is unique to our model-based approach. Using three datasets obtained with invasive neurophysiological recordings in humans and rodents, we demonstrate that these models are able to replicate previous results obtained with other metrics, but also reveal new insights such as the influence of the amplitude of the slow oscillation. Using simulations, we demonstrate that our parametric method can reveal neural couplings with shorter signals than non-parametric methods. We also show how the likelihood can be used to find optimal filtering parameters, suggesting new properties on the spectrum of the driving signal, but also to estimate the optimal delay between the coupled signals, enabling a directionality estimation in the coupling. PMID:29227989
Low-energy limit of the extended Linear Sigma Model
Energy Technology Data Exchange (ETDEWEB)
Divotgey, Florian [Johann Wolfgang Goethe-Universitaet, Institut fuer Theoretische Physik, Frankfurt am Main (Germany); Kovacs, Peter [Wigner Research Center for Physics, Hungarian Academy of Sciences, Institute for Particle and Nuclear Physics, Budapest (Hungary); GSI Helmholtzzentrum fuer Schwerionenforschung, ExtreMe Matter Institute, Darmstadt (Germany); Giacosa, Francesco [Johann Wolfgang Goethe-Universitaet, Institut fuer Theoretische Physik, Frankfurt am Main (Germany); Jan-Kochanowski University, Institute of Physics, Kielce (Poland); Rischke, Dirk H. [Johann Wolfgang Goethe-Universitaet, Institut fuer Theoretische Physik, Frankfurt am Main (Germany); University of Science and Technology of China, Interdisciplinary Center for Theoretical Study and Department of Modern Physics, Hefei, Anhui (China)
2018-01-15
The extended Linear Sigma Model is an effective hadronic model based on the linear realization of chiral symmetry SU(N{sub f}){sub L} x SU(N{sub f}){sub R}, with (pseudo)scalar and (axial-)vector mesons as degrees of freedom. In this paper, we study the low-energy limit of the extended Linear Sigma Model (eLSM) for N{sub f} = flavors by integrating out all fields except for the pions, the (pseudo-)Nambu-Goldstone bosons of chiral symmetry breaking. The resulting low-energy effective action is identical to Chiral Perturbation Theory (ChPT) after choosing a representative for the coset space generated by chiral symmetry breaking and expanding it in powers of (derivatives of) the pion fields. The tree-level values of the coupling constants of the effective low-energy action agree remarkably well with those of ChPT. (orig.)
Linear Power-Flow Models in Multiphase Distribution Networks: Preprint
Energy Technology Data Exchange (ETDEWEB)
Bernstein, Andrey; Dall' Anese, Emiliano
2017-05-26
This paper considers multiphase unbalanced distribution systems and develops approximate power-flow models where bus-voltages, line-currents, and powers at the point of common coupling are linearly related to the nodal net power injections. The linearization approach is grounded on a fixed-point interpretation of the AC power-flow equations, and it is applicable to distribution systems featuring (i) wye connections; (ii) ungrounded delta connections; (iii) a combination of wye-connected and delta-connected sources/loads; and, (iv) a combination of line-to-line and line-to-grounded-neutral devices at the secondary of distribution transformers. The proposed linear models can facilitate the development of computationally-affordable optimization and control applications -- from advanced distribution management systems settings to online and distributed optimization routines. Performance of the proposed models is evaluated on different test feeders.
Neural Model for Left-Handed CPW Bandpass Filter Loaded Split Ring Resonator
Liu, Haiwen; Wang, Shuxin; Tan, Mingtao; Zhang, Qijun
2010-02-01
Compact left-handed coplanar waveguide (CPW) bandpass filter loaded split ring resonator (SRR) is presented in this paper. The proposed filter exhibits a quasi-elliptic function response and its circuit size occupies only 12 × 11.8 mm2 (≈0.21 λg × 0.20 λg). Also, a simple circuit model is given and the parametric study of this filter is discussed. Then, with the aid of NeuroModeler software, a five-layer feed-forward perceptron neural networks model is built up to optimize the proposed filter design fast and accurately. Finally, this newly left-handed CPW bandpass filter was fabricated and measured. A good agreement between simulations and measurement verifies the proposed left-handed filter and the validity of design methodology.
A comparison of nonlinear filtering approaches in the context of an HIV model.
Banks, H Thomas; Hu, Shuhua; Kenz, Zackary R; Tran, Hien T
2010-04-01
In this paper three different filtering methods, the Extended Kalman Filter (EKF), the Gauss-Hermite Filter (GHF), and the Unscented Kalman Filter (UKF), are compared for state-only and coupled state and parameter estimation when used with log state variables of a model of the immunologic response to the human immunodeficiency virus (HIV) in individuals. The filters are implemented to estimate model states as well as model parameters from simulated noisy data, and are compared in terms of estimation accuracy and computational time. Numerical experiments reveal that the GHF is the most computationally expensive algorithm, while the EKF is the least expensive one. In addition, computational experiments suggest that there is little difference in the estimation accuracy between the UKF and GHF. When measurements are taken as frequently as every week to two weeks, the EKF is the superior filter. When measurements are further apart, the UKF is the best choice in the problem under investigation.
Modelling and measurement of a moving magnet linear compressor performance
International Nuclear Information System (INIS)
Liang, Kun; Stone, Richard; Davies, Gareth; Dadd, Mike; Bailey, Paul
2014-01-01
A novel moving magnet linear compressor with clearance seals and flexure bearings has been designed and constructed. It is suitable for a refrigeration system with a compact heat exchanger, such as would be needed for CPU cooling. The performance of the compressor has been experimentally evaluated with nitrogen and a mathematical model has been developed to evaluate the performance of the linear compressor. The results from the compressor model and the measurements have been compared in terms of cylinder pressure, the ‘P–V’ loop, stroke, mass flow rate and shaft power. The cylinder pressure was not measured directly but was derived from the compressor dynamics and the motor magnetic force characteristics. The comparisons indicate that the compressor model is well validated and can be used to study the performance of this type of compressor, to help with design optimization and the identification of key parameters affecting the system transients. The electrical and thermodynamic losses were also investigated, particularly for the design point (stroke of 13 mm and pressure ratio of 3.0), since a full understanding of these can lead to an increase in compressor efficiency. - Highlights: • Model predictions of the performance of a novel moving magnet linear compressor. • Prototype linear compressor performance measurements using nitrogen. • Reconstruction of P–V loops using a model of the dynamics and electromagnetics. • Close agreement between the model and measurements for the P–V loops. • The design point motor efficiency was 74%, with potential improvements identified
The minimal linear σ model for the Goldstone Higgs
International Nuclear Information System (INIS)
Feruglio, F.; Gavela, M.B.; Kanshin, K.; Machado, P.A.N.; Rigolin, S.; Saa, S.
2016-01-01
In the context of the minimal SO(5) linear σ-model, a complete renormalizable Lagrangian -including gauge bosons and fermions- is considered, with the symmetry softly broken to SO(4). The scalar sector describes both the electroweak Higgs doublet and the singlet σ. Varying the σ mass would allow to sweep from the regime of perturbative ultraviolet completion to the non-linear one assumed in models in which the Higgs particle is a low-energy remnant of some strong dynamics. We analyze the phenomenological implications and constraints from precision observables and LHC data. Furthermore, we derive the d≤6 effective Lagrangian in the limit of heavy exotic fermions.
A variational formulation for linear models in coupled dynamic thermoelasticity
International Nuclear Information System (INIS)
Feijoo, R.A.; Moura, C.A. de.
1981-07-01
A variational formulation for linear models in coupled dynamic thermoelasticity which quite naturally motivates the design of a numerical scheme for the problem, is studied. When linked to regularization or penalization techniques, this algorithm may be applied to more general models, namely, the ones that consider non-linear constraints associated to variational inequalities. The basic postulates of Mechanics and Thermodynamics as well as some well-known mathematical techniques are described. A thorough description of the algorithm implementation with the finite-element method is also provided. Proofs for existence and uniqueness of solutions and for convergence of the approximations are presented, and some numerical results are exhibited. (Author) [pt
DEFF Research Database (Denmark)
Ommen, Torben Schmidt; Markussen, Wiebke Brix; Elmegaard, Brian
2014-01-01
In the paper, three frequently used operation optimisation methods are examined with respect to their impact on operation management of the combined utility technologies for electric power and DH (district heating) of eastern Denmark. The investigation focusses on individual plant operation...... differences and differences between the solution found by each optimisation method. One of the investigated approaches utilises LP (linear programming) for optimisation, one uses LP with binary operation constraints, while the third approach uses NLP (non-linear programming). The LP model is used...... as a benchmark, as this type is frequently used, and has the lowest amount of constraints of the three. A comparison of the optimised operation of a number of units shows significant differences between the three methods. Compared to the reference, the use of binary integer variables, increases operation...
Defining a Family of Cognitive Diagnosis Models Using Log-Linear Models with Latent Variables
Henson, Robert A.; Templin, Jonathan L.; Willse, John T.
2009-01-01
This paper uses log-linear models with latent variables (Hagenaars, in "Loglinear Models with Latent Variables," 1993) to define a family of cognitive diagnosis models. In doing so, the relationship between many common models is explicitly defined and discussed. In addition, because the log-linear model with latent variables is a general model for…
Functional linear models for association analysis of quantitative traits.
Fan, Ruzong; Wang, Yifan; Mills, James L; Wilson, Alexander F; Bailey-Wilson, Joan E; Xiong, Momiao
2013-11-01
Functional linear models are developed in this paper for testing associations between quantitative traits and genetic variants, which can be rare variants or common variants or the combination of the two. By treating multiple genetic variants of an individual in a human population as a realization of a stochastic process, the genome of an individual in a chromosome region is a continuum of sequence data rather than discrete observations. The genome of an individual is viewed as a stochastic function that contains both linkage and linkage disequilibrium (LD) information of the genetic markers. By using techniques of functional data analysis, both fixed and mixed effect functional linear models are built to test the association between quantitative traits and genetic variants adjusting for covariates. After extensive simulation analysis, it is shown that the F-distributed tests of the proposed fixed effect functional linear models have higher power than that of sequence kernel association test (SKAT) and its optimal unified test (SKAT-O) for three scenarios in most cases: (1) the causal variants are all rare, (2) the causal variants are both rare and common, and (3) the causal variants are common. The superior performance of the fixed effect functional linear models is most likely due to its optimal utilization of both genetic linkage and LD information of multiple genetic variants in a genome and similarity among different individuals, while SKAT and SKAT-O only model the similarities and pairwise LD but do not model linkage and higher order LD information sufficiently. In addition, the proposed fixed effect models generate accurate type I error rates in simulation studies. We also show that the functional kernel score tests of the proposed mixed effect functional linear models are preferable in candidate gene analysis and small sample problems. The methods are applied to analyze three biochemical traits in data from the Trinity Students Study. © 2013 WILEY
DEFF Research Database (Denmark)
Li, Chunjian; Andersen, S. V.
2005-01-01
A comprehensive linear minimum mean squared error (LMMSE) approach for parametric speech enhancement is developed. The proposed algorithms aim at joint LMMSE estimation of signal power spectra and phase spectra, as well as exploitation of correlation between spectral components. The major cause...... of this interfrequency correlation is shown to be the prominent temporal power localization in the excitation of voiced speech. LMMSE estimators in time domain and frequency domain are first formulated. To obtain the joint estimator, we model the spectral signal covariance matrix as a full covariancematrix instead...... of a diagonal covariance matrix as is the case in the Wiener filter derived under the quasi-stationarity assumption. To accomplish this, we decompose the signal covariance matrix into a synthesis filter matrix and an excitation matrix. The synthesis filter matrix is built from estimates of the all-pole model...
On the significance of the noise model for the performance of a linear MPC in closed-loop operation
DEFF Research Database (Denmark)
Hagdrup, Morten; Boiroux, Dimitri; Mahmoudi, Zeinab
2016-01-01
This paper discusses the significance of the noise model for the performance of a Model Predictive Controller when operating in closed-loop. The process model is parametrized as a continuous-time (CT) model and the relevant sampled-data filtering and control algorithms are developed. Using CT...... models typically means less parameters to identify. Systematic tuning of such controllers is discussed. Simulation studies are conducted for linear time-invariant systems showing that choosing a noise model of low order is beneficial for closed-loop performance. (C) 2016, IFAC (International Federation...
Streamflow data assimilation in SWAT model using Extended Kalman Filter
Sun, Leqiang; Nistor, Ioan; Seidou, Ousmane
2015-12-01
The Extended Kalman Filter (EKF) is coupled with the Soil and Water Assessment Tools (SWAT) model in the streamflow assimilation of the upstream Senegal River in West Africa. Given the large number of distributed variables in SWAT, only the average watershed scale variables are included in the state vector and the Hydrological Response Unit (HRU) scale variables are updated with the a posteriori/a priori ratio of their watershed scale counterparts. The Jacobian matrix is calculated numerically by perturbing the state variables. Both the soil moisture and CN2 are significantly updated in the wet season, yet they have opposite update patterns. A case study for a large flood forecast shows that for up to seven days, the streamflow forecast is moderately improved using the EKF-subsequent open loop scheme but significantly improved with a newly designed quasi-error update scheme. The former has better performances in the flood rising period while the latter has better performances in the recession period. For both schemes, the streamflow forecast is improved more significantly when the lead time is shorter.
Practical likelihood analysis for spatial generalized linear mixed models
DEFF Research Database (Denmark)
Bonat, W. H.; Ribeiro, Paulo Justiniano
2016-01-01
We investigate an algorithm for maximum likelihood estimation of spatial generalized linear mixed models based on the Laplace approximation. We compare our algorithm with a set of alternative approaches for two datasets from the literature. The Rhizoctonia root rot and the Rongelap are......, respectively, examples of binomial and count datasets modeled by spatial generalized linear mixed models. Our results show that the Laplace approximation provides similar estimates to Markov Chain Monte Carlo likelihood, Monte Carlo expectation maximization, and modified Laplace approximation. Some advantages...... of Laplace approximation include the computation of the maximized log-likelihood value, which can be used for model selection and tests, and the possibility to obtain realistic confidence intervals for model parameters based on profile likelihoods. The Laplace approximation also avoids the tuning...
Stochastic modeling of mode interactions via linear parabolized stability equations
Ran, Wei; Zare, Armin; Hack, M. J. Philipp; Jovanovic, Mihailo
2017-11-01
Low-complexity approximations of the Navier-Stokes equations have been widely used in the analysis of wall-bounded shear flows. In particular, the parabolized stability equations (PSE) and Floquet theory have been employed to capture the evolution of primary and secondary instabilities in spatially-evolving flows. We augment linear PSE with Floquet analysis to formally treat modal interactions and the evolution of secondary instabilities in the transitional boundary layer via a linear progression. To this end, we leverage Floquet theory by incorporating the primary instability into the base flow and accounting for different harmonics in the flow state. A stochastic forcing is introduced into the resulting linear dynamics to model the effect of nonlinear interactions on the evolution of modes. We examine the H-type transition scenario to demonstrate how our approach can be used to model nonlinear effects and capture the growth of the fundamental and subharmonic modes observed in direct numerical simulations and experiments.
Directory of Open Access Journals (Sweden)
Buddhi Arachchige
2017-11-01
Full Text Available This paper focuses on predicting the End of Life and End of Discharge of Lithium ion batteries using a battery capacity fade model and a battery discharge model. The proposed framework will be able to estimate the Remaining Useful Life (RUL and the Remaining charge through capacity fade and discharge models. A particle filter is implemented that estimates the battery’s State of Charge (SOC and State of Life (SOL by utilizing the battery’s physical data such as voltage, temperature, and current measurements. The accuracy of the prognostic framework has been improved by enhancing the particle filter state transition model to incorporate different environmental and loading conditions without retuning the model parameters. The effect of capacity fade in the reduction of the EOD (End of Discharge time with cycling has also been included, integrating both EOL (End of Life and EOD prediction models in order to get more accuracy in the estimations.
Li, N.; Kinzelbach, W.; Li, H.; Li, W.; Chen, F.; Wang, L.
2017-12-01
Data assimilation techniques are widely used in hydrology to improve the reliability of hydrological models and to reduce model predictive uncertainties. This provides critical information for decision makers in water resources management. This study aims to evaluate a data assimilation system for the Guantao groundwater flow model coupled with a one-dimensional soil column simulation (Hydrus 1D) using an Unbiased Ensemble Square Root Filter (UnEnSRF) originating from the Ensemble Kalman Filter (EnKF) to update parameters and states, separately or simultaneously. To simplify the coupling between unsaturated and saturated zone, a linear relationship obtained from analyzing inputs to and outputs from Hydrus 1D is applied in the data assimilation process. Unlike EnKF, the UnEnSRF updates parameter ensemble mean and ensemble perturbations separately. In order to keep the ensemble filter working well during the data assimilation, two factors are introduced in the study. One is called damping factor to dampen the update amplitude of the posterior ensemble mean to avoid nonrealistic values. The other is called inflation factor to relax the posterior ensemble perturbations close to prior to avoid filter inbreeding problems. The sensitivities of the two factors are studied and their favorable values for the Guantao model are determined. The appropriate observation error and ensemble size were also determined to facilitate the further analysis. This study demonstrated that the data assimilation of both model parameters and states gives a smaller model prediction error but with larger uncertainty while the data assimilation of only model states provides a smaller predictive uncertainty but with a larger model prediction error. Data assimilation in a groundwater flow model will improve model prediction and at the same time make the model converge to the true parameters, which provides a successful base for applications in real time modelling or real time controlling strategies
Ettlinger, Andreas; Neuner, Hans; Burgess, Thomas
2018-01-31
The topic of indoor positioning and indoor navigation by using observations from smartphone sensors is very challenging as the determined trajectories can be subject to significant deviations compared to the route travelled in reality. Especially the calculation of the direction of movement is the critical part of pedestrian positioning approaches such as Pedestrian Dead Reckoning ("PDR"). Due to distinct systematic effects in filtered trajectories, it can be assumed that there are systematic deviations present in the observations from smartphone sensors. This article has two aims: one is to enable the estimation of partial redundancies for each observation as well as for observation groups. Partial redundancies are a measure for the reliability indicating how well systematic deviations can be detected in single observations used in PDR. The second aim is to analyze the behavior of partial redundancy by modifying the stochastic and functional model of the Kalman filter. The equations relating the observations to the orientation are condition equations, which do not exhibit the typical structure of the Gauss-Markov model ("GMM"), wherein the observations are linear and can be formulated as functions of the states. To calculate and analyze the partial redundancy of the observations from smartphone-sensors used in PDR, the system equation and the measurement equation of a Kalman filter as well as the redundancy matrix need to be derived in the Gauss-Helmert model ("GHM"). These derivations are introduced in this article and lead to a novel Kalman filter structure based on condition equations, enabling reliability assessment of each observation.
Modelling of air flows in pleated filters and of their clogging by solid particles
International Nuclear Information System (INIS)
Del Fabbro, L.
2002-01-01
The devices of air cleaning against particles are widely spread in various branches of industry: nuclear, motor, food, electronic,...; among these devices, numerous are constituted by pleated porous media to increase the surface of filtration and thus to reduce the pressure drop, for given air flow. The objective of our work is to compensate a lack evident of knowledge on the evolution of the pressure drop of pleated filter during the clogging and to deduct a modelling from it, on the basis of experiments concerning industrial filters of nuclear and car types. The obtained model is a function of characteristics of the filtering medium and pleats, of the characteristics of solid particles deposited on the filter, of the mass of particles and of the aeraulic conditions of air flow. It also depends on data on the clogging of flat filters of equivalent medium. To elaborate this model of pressure drop, an initial stage was carried out in order to characterize, experimentally and numerically, the pressure drop and the distribution of air flow in clean pleated filters of nuclear (high efficiency particulate air filter, in fiberglasses) and car (mean efficiency filter, in fibers of cellulose) types. The numerical model allowed to understand the fundamental role played by the aeraulic resistance of the filtering medium. From an non-dimensional approach, we established a semi-empirical model of pressure drop for a clean pleated filter valid for both studied types of medium; this model is used of first base for the development of the final model of clogging. The study of the clogging of the filters showed the complexity of the phenomenon dependent mainly on a reduction of the surface of filtration. This observation brings us to propose a clogging of pleated filters in three phases. Both first phases are similar in those observed for flat filters, while last phase corresponds to a reduction of the surface of filtration and leads a strong increase of the filter pressure drop
Analytical model and figures of merit for filtered Microwave Photonic Links.
Gasulla, Ivana; Capmany, José
2011-09-26
The concept of filtered Microwave Photonic Links is proposed in order to provide the most general and versatile description of complex analog photonic systems. We develop a field propagation model where a global optical filter, characterized by its optical transfer function, embraces all the intermediate optical components in a linear link. We assume a non-monochromatic light source characterized by an arbitrary spectral distribution which has a finite linewidth spectrum and consider both intensity modulation and phase modulation with balanced and single detection. Expressions leading to the computation of the main figures of merit concerning the link gain, noise and intermodulation distortion are provided which, to our knowledge, are not available in the literature. The usefulness of this derivation resides in the capability to directly provide performance criteria results for complex links just by substituting in the overall closed-form formulas the numerical or measured optical transfer function characterizing the link. This theory is presented thus as a potential tool for a wide range of relevant microwave photonic application cases which is extendable to multiport radio over fiber systems. © 2011 Optical Society of America
Directory of Open Access Journals (Sweden)
Romit Maulik
2017-04-01
Full Text Available Solving two-dimensional compressible turbulence problems up to a resolution of 16, 384^2, this paper investigates the characteristics of two promising computational approaches: (i an implicit or numerical large eddy simulation (ILES framework using an upwind-biased fifth-order weighted essentially non-oscillatory (WENO reconstruction algorithm equipped with several Riemann solvers, and (ii a central sixth-order reconstruction framework combined with various linear and nonlinear explicit low-pass spatial filtering processes. Our primary aim is to quantify the dissipative behavior, resolution characteristics, shock capturing ability and computational expenditure for each approach utilizing a systematic analysis with respect to its modeling parameters or parameterizations. The relative advantages and disadvantages of both approaches are addressed for solving a stratified Kelvin-Helmholtz instability shear layer problem as well as a canonical Riemann problem with the interaction of four shocks. The comparisons are both qualitative and quantitative, using visualizations of the spatial structure of the flow and energy spectra, respectively. We observe that the central scheme, with relaxation filtering, offers a competitive approach to ILES and is much more computationally efficient than WENO-based schemes.
Linear modeling of possible mechanisms for parkinson tremor generation
Lohnberg, P.
1978-01-01
The power of Parkinson tremor is expressed in terms of possibly changed frequency response functions between relevant variables in the neuromuscular system. The derivation starts out from a linear loopless equivalent model of mechanisms for general tremor generation. Hypothetical changes in this
Current algebra of classical non-linear sigma models
International Nuclear Information System (INIS)
Forger, M.; Laartz, J.; Schaeper, U.
1992-01-01
The current algebra of classical non-linear sigma models on arbitrary Riemannian manifolds is analyzed. It is found that introducing, in addition to the Noether current j μ associated with the global symmetry of the theory, a composite scalar field j, the algebra closes under Poisson brackets. (orig.)
Mathematical modelling and linear stability analysis of laser fusion cutting
International Nuclear Information System (INIS)
Hermanns, Torsten; Schulz, Wolfgang; Vossen, Georg; Thombansen, Ulrich
2016-01-01
A model for laser fusion cutting is presented and investigated by linear stability analysis in order to study the tendency for dynamic behavior and subsequent ripple formation. The result is a so called stability function that describes the correlation of the setting values of the process and the process’ amount of dynamic behavior.
Non Linear signa models probing the string structure
International Nuclear Information System (INIS)
Abdalla, E.
1987-01-01
The introduction of a term depending on the extrinsic curvature to the string action, and related non linear sigma models defined on a symmetric space SO(D)/SO(2) x SO(d-2) is descussed . Coupling to fermions are also treated. (author) [pt
Confidence Intervals for Assessing Heterogeneity in Generalized Linear Mixed Models
Wagler, Amy E.
2014-01-01
Generalized linear mixed models are frequently applied to data with clustered categorical outcomes. The effect of clustering on the response is often difficult to practically assess partly because it is reported on a scale on which comparisons with regression parameters are difficult to make. This article proposes confidence intervals for…
Penalized Estimation in Large-Scale Generalized Linear Array Models
DEFF Research Database (Denmark)
Lund, Adam; Vincent, Martin; Hansen, Niels Richard
2017-01-01
Large-scale generalized linear array models (GLAMs) can be challenging to fit. Computation and storage of its tensor product design matrix can be impossible due to time and memory constraints, and previously considered design matrix free algorithms do not scale well with the dimension...
Expressions for linearized perturbations in ideal-fluid cosmological models
International Nuclear Information System (INIS)
Ratra, B.
1988-01-01
We present closed-form solutions of the relativistic linear perturbation equations (in synchronous gauge) that govern the evolution of inhomogeneities in homogeneous, spatially flat, ideal-fluid, cosmological models. These expressions, which are valid for irregularities on any scale, allow one to analytically interpolate between the known approximate solutions which are valid at early times and at late times
S-AMP for non-linear observation models
DEFF Research Database (Denmark)
Cakmak, Burak; Winther, Ole; Fleury, Bernard H.
2015-01-01
Recently we presented the S-AMP approach, an extension of approximate message passing (AMP), to be able to handle general invariant matrix ensembles. In this contribution we extend S-AMP to non-linear observation models. We obtain generalized AMP (GAMP) as the special case when the measurement...
Plane answers to complex questions the theory of linear models
Christensen, Ronald
1987-01-01
This book was written to rigorously illustrate the practical application of the projective approach to linear models. To some, this may seem contradictory. I contend that it is possible to be both rigorous and illustrative and that it is possible to use the projective approach in practical applications. Therefore, unlike many other books on linear models, the use of projections and sub spaces does not stop after the general theory. They are used wherever I could figure out how to do it. Solving normal equations and using calculus (outside of maximum likelihood theory) are anathema to me. This is because I do not believe that they contribute to the understanding of linear models. I have similar feelings about the use of side conditions. Such topics are mentioned when appropriate and thenceforward avoided like the plague. On the other side of the coin, I just as strenuously reject teaching linear models with a coordinate free approach. Although Joe Eaton assures me that the issues in complicated problems freq...
A simulation model of a coordinated decentralized linear supply chain
Ashayeri, Jalal; Cannella, S.; Lopez Campos, M.; Miranda, P.A.
2015-01-01
This paper presents a simulation-based study of a coordinated, decentralized linear supply chain (SC) system. In the proposed model, any supply tier considers its successors as part of its inventory system and generates replenishment orders on the basis of its partners’ operational information. We
Mathematical modelling and linear stability analysis of laser fusion cutting
Energy Technology Data Exchange (ETDEWEB)
Hermanns, Torsten; Schulz, Wolfgang [RWTH Aachen University, Chair for Nonlinear Dynamics, Steinbachstr. 15, 52047 Aachen (Germany); Vossen, Georg [Niederrhein University of Applied Sciences, Chair for Applied Mathematics and Numerical Simulations, Reinarzstr.. 49, 47805 Krefeld (Germany); Thombansen, Ulrich [RWTH Aachen University, Chair for Laser Technology, Steinbachstr. 15, 52047 Aachen (Germany)
2016-06-08
A model for laser fusion cutting is presented and investigated by linear stability analysis in order to study the tendency for dynamic behavior and subsequent ripple formation. The result is a so called stability function that describes the correlation of the setting values of the process and the process’ amount of dynamic behavior.
Performances Of Estimators Of Linear Models With Autocorrelated ...
African Journals Online (AJOL)
The performances of five estimators of linear models with Autocorrelated error terms are compared when the independent variable is autoregressive. The results reveal that the properties of the estimators when the sample size is finite is quite similar to the properties of the estimators when the sample size is infinite although ...
Performances of estimators of linear auto-correlated error model ...
African Journals Online (AJOL)
The performances of five estimators of linear models with autocorrelated disturbance terms are compared when the independent variable is exponential. The results reveal that for both small and large samples, the Ordinary Least Squares (OLS) compares favourably with the Generalized least Squares (GLS) estimators in ...
A non-linear dissipative model of magnetism
Czech Academy of Sciences Publication Activity Database
Durand, P.; Paidarová, Ivana
2010-01-01
Roč. 89, č. 6 (2010), s. 67004 ISSN 1286-4854 R&D Projects: GA AV ČR IAA100400501 Institutional research plan: CEZ:AV0Z40400503 Keywords : non-linear dissipative model of magnetism * thermodynamics * physical chemistry Subject RIV: CF - Physical ; Theoretical Chemistry http://epljournal.edpsciences.org/
Modeling and verifying non-linearities in heterodyne displacement interferometry
Cosijns, S.J.A.G.; Haitjema, H.; Schellekens, P.H.J.
2002-01-01
The non-linearities in a heterodyne laser interferometer system occurring from the phase measurement system of the interferometer andfrom non-ideal polarization effects of the optics are modeled into one analytical expression which includes the initial polarization state ofthe laser source, the
DEFF Research Database (Denmark)
Holst, René; Jørgensen, Bent
2015-01-01
The paper proposes a versatile class of multiplicative generalized linear longitudinal mixed models (GLLMM) with additive dispersion components, based on explicit modelling of the covariance structure. The class incorporates a longitudinal structure into the random effects models and retains...... a marginal as well as a conditional interpretation. The estimation procedure is based on a computationally efficient quasi-score method for the regression parameters combined with a REML-like bias-corrected Pearson estimating function for the dispersion and correlation parameters. This avoids...... the multidimensional integral of the conventional GLMM likelihood and allows an extension of the robust empirical sandwich estimator for use with both association and regression parameters. The method is applied to a set of otholit data, used for age determination of fish....
Identifiability Results for Several Classes of Linear Compartment Models.
Meshkat, Nicolette; Sullivant, Seth; Eisenberg, Marisa
2015-08-01
Identifiability concerns finding which unknown parameters of a model can be estimated, uniquely or otherwise, from given input-output data. If some subset of the parameters of a model cannot be determined given input-output data, then we say the model is unidentifiable. In this work, we study linear compartment models, which are a class of biological models commonly used in pharmacokinetics, physiology, and ecology. In past work, we used commutative algebra and graph theory to identify a class of linear compartment models that we call identifiable cycle models, which are unidentifiable but have the simplest possible identifiable functions (so-called monomial cycles). Here we show how to modify identifiable cycle models by adding inputs, adding outputs, or removing leaks, in such a way that we obtain an identifiable model. We also prove a constructive result on how to combine identifiable models, each corresponding to strongly connected graphs, into a larger identifiable model. We apply these theoretical results to several real-world biological models from physiology, cell biology, and ecology.
Finite element modeling of nanotube structures linear and non-linear models
Awang, Mokhtar; Muhammad, Ibrahim Dauda
2016-01-01
This book presents a new approach to modeling carbon structures such as graphene and carbon nanotubes using finite element methods, and addresses the latest advances in numerical studies for these materials. Based on the available findings, the book develops an effective finite element approach for modeling the structure and the deformation of grapheme-based materials. Further, modeling processing for single-walled and multi-walled carbon nanotubes is demonstrated in detail.
Directory of Open Access Journals (Sweden)
Ana Calabrese
2011-01-01
Full Text Available In the auditory system, the stimulus-response properties of single neurons are often described in terms of the spectrotemporal receptive field (STRF, a linear kernel relating the spectrogram of the sound stimulus to the instantaneous firing rate of the neuron. Several algorithms have been used to estimate STRFs from responses to natural stimuli; these algorithms differ in their functional models, cost functions, and regularization methods. Here, we characterize the stimulus-response function of auditory neurons using a generalized linear model (GLM. In this model, each cell's input is described by: 1 a stimulus filter (STRF; and 2 a post-spike filter, which captures dependencies on the neuron's spiking history. The output of the model is given by a series of spike trains rather than instantaneous firing rate, allowing the prediction of spike train responses to novel stimuli. We fit the model by maximum penalized likelihood to the spiking activity of zebra finch auditory midbrain neurons in response to conspecific vocalizations (songs and modulation limited (ml noise. We compare this model to normalized reverse correlation (NRC, the traditional method for STRF estimation, in terms of predictive power and the basic tuning properties of the estimated STRFs. We find that a GLM with a sparse prior predicts novel responses to both stimulus classes significantly better than NRC. Importantly, we find that STRFs from the two models derived from the same responses can differ substantially and that GLM STRFs are more consistent between stimulus classes than NRC STRFs. These results suggest that a GLM with a sparse prior provides a more accurate characterization of spectrotemporal tuning than does the NRC method when responses to complex sounds are studied in these neurons.
Madi, Mahmoud K; Karameh, Fadi N
2017-01-01
Kalman filtering methods have long been regarded as efficient adaptive Bayesian techniques for estimating hidden states in models of linear dynamical systems under Gaussian uncertainty. Recent advents of the Cubature Kalman filter (CKF) have extended this efficient estimation property to nonlinear systems, and also to hybrid nonlinear problems where by the processes are continuous and the observations are discrete (continuous-discrete CD-CKF). Employing CKF techniques, therefore, carries high promise for modeling many biological phenomena where the underlying processes exhibit inherently nonlinear, continuous, and noisy dynamics and the associated measurements are uncertain and time-sampled. This paper investigates the performance of cubature filtering (CKF and CD-CKF) in two flagship problems arising in the field of neuroscience upon relating brain functionality to aggregate neurophysiological recordings: (i) estimation of the firing dynamics and the neural circuit model parameters from electric potentials (EP) observations, and (ii) estimation of the hemodynamic model parameters and the underlying neural drive from BOLD (fMRI) signals. First, in simulated neural circuit models, estimation accuracy was investigated under varying levels of observation noise (SNR), process noise structures, and observation sampling intervals (dt). When compared to the CKF, the CD-CKF consistently exhibited better accuracy for a given SNR, sharp accuracy increase with higher SNR, and persistent error reduction with smaller dt. Remarkably, CD-CKF accuracy shows only a mild deterioration for non-Gaussian process noise, specifically with Poisson noise, a commonly assumed form of background fluctuations in neuronal systems. Second, in simulated hemodynamic models, parametric estimates were consistently improved under CD-CKF. Critically, time-localization of the underlying neural drive, a determinant factor in fMRI-based functional connectivity studies, was significantly more accurate
2017-01-01
Kalman filtering methods have long been regarded as efficient adaptive Bayesian techniques for estimating hidden states in models of linear dynamical systems under Gaussian uncertainty. Recent advents of the Cubature Kalman filter (CKF) have extended this efficient estimation property to nonlinear systems, and also to hybrid nonlinear problems where by the processes are continuous and the observations are discrete (continuous-discrete CD-CKF). Employing CKF techniques, therefore, carries high promise for modeling many biological phenomena where the underlying processes exhibit inherently nonlinear, continuous, and noisy dynamics and the associated measurements are uncertain and time-sampled. This paper investigates the performance of cubature filtering (CKF and CD-CKF) in two flagship problems arising in the field of neuroscience upon relating brain functionality to aggregate neurophysiological recordings: (i) estimation of the firing dynamics and the neural circuit model parameters from electric potentials (EP) observations, and (ii) estimation of the hemodynamic model parameters and the underlying neural drive from BOLD (fMRI) signals. First, in simulated neural circuit models, estimation accuracy was investigated under varying levels of observation noise (SNR), process noise structures, and observation sampling intervals (dt). When compared to the CKF, the CD-CKF consistently exhibited better accuracy for a given SNR, sharp accuracy increase with higher SNR, and persistent error reduction with smaller dt. Remarkably, CD-CKF accuracy shows only a mild deterioration for non-Gaussian process noise, specifically with Poisson noise, a commonly assumed form of background fluctuations in neuronal systems. Second, in simulated hemodynamic models, parametric estimates were consistently improved under CD-CKF. Critically, time-localization of the underlying neural drive, a determinant factor in fMRI-based functional connectivity studies, was significantly more accurate
Linear Dynamics Model for Steam Cooled Fast Power Reactors
Energy Technology Data Exchange (ETDEWEB)
Vollmer, H
1968-04-15
A linear analytical dynamic model is developed for steam cooled fast power reactors. All main components of such a plant are investigated on a general though relatively simple basis. The model is distributed in those parts concerning the core but lumped as to the external plant components. Coolant is considered as compressible and treated by the actual steam law. Combined use of analogue and digital computer seems most attractive.
Deterministic operations research models and methods in linear optimization
Rader, David J
2013-01-01
Uniquely blends mathematical theory and algorithm design for understanding and modeling real-world problems Optimization modeling and algorithms are key components to problem-solving across various fields of research, from operations research and mathematics to computer science and engineering. Addressing the importance of the algorithm design process. Deterministic Operations Research focuses on the design of solution methods for both continuous and discrete linear optimization problems. The result is a clear-cut resource for understanding three cornerstones of deterministic operations resear
One-loop dimensional reduction of the linear σ model
International Nuclear Information System (INIS)
Malbouisson, A.P.C.; Silva-Neto, M.B.; Svaiter, N.F.
1997-05-01
We perform the dimensional reduction of the linear σ model at one-loop level. The effective of the reduced theory obtained from the integration over the nonzero Matsubara frequencies is exhibited. Thermal mass and coupling constant renormalization constants are given, as well as the thermal renormalization group which controls the dependence of the counterterms on the temperature. We also recover, for the reduced theory, the vacuum instability of the model for large N. (author)
Artificial Neural Network versus Linear Models Forecasting Doha Stock Market
Yousif, Adil; Elfaki, Faiz
2017-12-01
The purpose of this study is to determine the instability of Doha stock market and develop forecasting models. Linear time series models are used and compared with a nonlinear Artificial Neural Network (ANN) namely Multilayer Perceptron (MLP) Technique. It aims to establish the best useful model based on daily and monthly data which are collected from Qatar exchange for the period starting from January 2007 to January 2015. Proposed models are for the general index of Qatar stock exchange and also for the usages in other several sectors. With the help of these models, Doha stock market index and other various sectors were predicted. The study was conducted by using various time series techniques to study and analyze data trend in producing appropriate results. After applying several models, such as: Quadratic trend model, double exponential smoothing model, and ARIMA, it was concluded that ARIMA (2,2) was the most suitable linear model for the daily general index. However, ANN model was found to be more accurate than time series models.
A linearized dispersion relation for orthorhombic pseudo-acoustic modeling
Song, Xiaolei; Alkhalifah, Tariq Ali
2012-01-01
Wavefield extrapolation in acoustic orthorhombic anisotropic media suffers from wave-mode coupling and stability limitations in the parameter range. We introduce a linearized form of the dispersion relation for acoustic orthorhombic media to model acoustic wavefields. We apply the lowrank approximation approach to handle the corresponding space-wavenumber mixed-domain operator. Numerical experiments show that the proposed wavefield extrapolator is accurate and practically free of dispersions. Further, there is no coupling of qSv and qP waves, because we use the analytical dispersion relation. No constraints on Thomsen's parameters are required for stability. The linearized expression may provide useful application for parameter estimation in orthorhombic media.
Study on the Metal Fiber Filter Modeling for Capturing Radioactive Aerosol
Energy Technology Data Exchange (ETDEWEB)
Lee, Seunguk; Lee, Chanhyun; Park, Minchan; Lee, Jaekeun [EcoEnergy Research Institute, Busan (Korea, Republic of)
2015-05-15
The components of air cleaning system are demisters to remove entrained moisture, pre-filters to remove the bulk of the particulate matter, high efficiency particulate air (HEPA) filters, iodine absorbers(generally, activated carbon) and HEPA filters after the absorbers for redundancy and collection of carbon fines. The HEPA filters are most important components to prevent radioactive aerosols from being released to control room and adjacent environment. The Conventional HEPA filter has pleated media for low pressure drop. Consequently, the filters must provide high collection efficiency as well as low pressure drop. Unfortunately, conventional HEPA filters are made of glass fiber and polyester, and pose disposal issues since they cannot be recycled. In fact, 31,055 HEPA filters used in nuclear facilities in the U.S are annually disposed. The Analyses at face velocities 1cm/s and 10cm/s are also carried out, and they also show R2 value of 0.995. However, since official HEPA filter standards are established at face velocity of 5cm/s, this value will be used in further analysis. From the comparative studies carried out at different filter thickness and face velocities, a good correlation is found between the model and the experiment.
Non-linear sigma model on the fuzzy supersphere
International Nuclear Information System (INIS)
Kurkcuoglu, Seckin
2004-01-01
In this note we develop fuzzy versions of the supersymmetric non-linear sigma model on the supersphere S (2,2) . In hep-th/0212133 Bott projectors have been used to obtain the fuzzy C P 1 model. Our approach utilizes the use of supersymmetric extensions of these projectors. Here we obtain these (super)-projectors and quantize them in a fashion similar to the one given in hep-th/0212133. We discuss the interpretation of the resulting model as a finite dimensional matrix model. (author)
Optimal difference-based estimation for partially linear models
Zhou, Yuejin; Cheng, Yebin; Dai, Wenlin; Tong, Tiejun
2017-01-01
Difference-based methods have attracted increasing attention for analyzing partially linear models in the recent literature. In this paper, we first propose to solve the optimal sequence selection problem in difference-based estimation for the linear component. To achieve the goal, a family of new sequences and a cross-validation method for selecting the adaptive sequence are proposed. We demonstrate that the existing sequences are only extreme cases in the proposed family. Secondly, we propose a new estimator for the residual variance by fitting a linear regression method to some difference-based estimators. Our proposed estimator achieves the asymptotic optimal rate of mean squared error. Simulation studies also demonstrate that our proposed estimator performs better than the existing estimator, especially when the sample size is small and the nonparametric function is rough.
Modeling and analysis of linear hyperbolic systems of balance laws
Bartecki, Krzysztof
2016-01-01
This monograph focuses on the mathematical modeling of distributed parameter systems in which mass/energy transport or wave propagation phenomena occur and which are described by partial differential equations of hyperbolic type. The case of linear (or linearized) 2 x 2 hyperbolic systems of balance laws is considered, i.e., systems described by two coupled linear partial differential equations with two variables representing physical quantities, depending on both time and one-dimensional spatial variable. Based on practical examples of a double-pipe heat exchanger and a transportation pipeline, two typical configurations of boundary input signals are analyzed: collocated, wherein both signals affect the system at the same spatial point, and anti-collocated, in which the input signals are applied to the two different end points of the system. The results of this book emerge from the practical experience of the author gained during his studies conducted in the experimental installation of a heat exchange cente...
Optimal difference-based estimation for partially linear models
Zhou, Yuejin
2017-12-16
Difference-based methods have attracted increasing attention for analyzing partially linear models in the recent literature. In this paper, we first propose to solve the optimal sequence selection problem in difference-based estimation for the linear component. To achieve the goal, a family of new sequences and a cross-validation method for selecting the adaptive sequence are proposed. We demonstrate that the existing sequences are only extreme cases in the proposed family. Secondly, we propose a new estimator for the residual variance by fitting a linear regression method to some difference-based estimators. Our proposed estimator achieves the asymptotic optimal rate of mean squared error. Simulation studies also demonstrate that our proposed estimator performs better than the existing estimator, especially when the sample size is small and the nonparametric function is rough.
Bit-rate-transparent optical RZ-to-NRZ format conversion based on linear spectral phase filtering
DEFF Research Database (Denmark)
Maram, Reza; Da Ros, Francesco; Guan, Pengyu
2017-01-01
We propose a novel and strikingly simple design for all-optical bit-rate-transparent RZ-to-NRZ conversion based on optical phase filtering. The proposed concept is experimentally validated through format conversion of a 640 Gbit/s coherent RZ signal to NRZ signal.......We propose a novel and strikingly simple design for all-optical bit-rate-transparent RZ-to-NRZ conversion based on optical phase filtering. The proposed concept is experimentally validated through format conversion of a 640 Gbit/s coherent RZ signal to NRZ signal....
Modelling of the modified-LLCL-filter-based single-phase grid-tied Aalborg inverter
DEFF Research Database (Denmark)
Liu, Zifa; Wu, Huiyun; Liu, Yuan
2017-01-01
Owing to less conduction and switching power losses, the recently proposed Aalborg inverter has high efficiency within a wide range of input DC voltage for single-phase DC/AC power conversion. In theory, the conduction power losses can be further decreased, if an LLCL-filter is adopted instead...... of an LCL-filter for a voltage source inverter, mainly due to the reduced inductance. The Aalborg inverter shows the characteristic of a current source inverter, when working in the `boost' state. Whether the LLCL-filter can meet the control requirement of this type inverter needs to be further explored....... In this study, the small signal analysis for the modified-LLCL-filter-based Aalborg inverter is addressed. Through the modelling, it can be proven that compared with the LCL-filter, the modified-LLCL-filter causes no extra control challenge for the Aalborg inverter, and therefore more inductance in the power...
Accounting for model error due to unresolved scales within ensemble Kalman filtering
Mitchell, Lewis; Carrassi, Alberto
2014-01-01
We propose a method to account for model error due to unresolved scales in the context of the ensemble transform Kalman filter (ETKF). The approach extends to this class of algorithms the deterministic model error formulation recently explored for variational schemes and extended Kalman filter. The model error statistic required in the analysis update is estimated using historical reanalysis increments and a suitable model error evolution law. Two different versions of the method are describe...
DEFF Research Database (Denmark)
Chen, Yaohui; Xue, Weiqi; Öhman, Filip
2008-01-01
We present a model to interpret enhanced microwave phase shifts based on filter assisted slow and fast light effects in semiconductor optical amplifiers. The model also demonstrates the spectral phase impact of input optical signals.......We present a model to interpret enhanced microwave phase shifts based on filter assisted slow and fast light effects in semiconductor optical amplifiers. The model also demonstrates the spectral phase impact of input optical signals....
Comparison of several Kalman filter models for establishing MUF
International Nuclear Information System (INIS)
Pike, D.H.; Morrison, G.W.; Holland, C.W.
1976-01-01
Detection of MUF in a material balance area is a problem in nuclear material control. It has been shown that the Kalman filter can detect a MUF in situations which could not be detected by the traditional control chart approach using LEMUF. The Kalman filter is extended in this paper to cover two additional scenarios: (1) the case where a random quantity with a mean of M(t) is removed per period, and (2) the case where MUF is a fraction of the on-hand inventory each period. The Kalman filter is robust, sensitive, produces estimates of the error covariance matrix, and is an iterative technique which is suited for on-line-direct-input information systems
A model for transient analysis of a multiple-medium confinement filter system
International Nuclear Information System (INIS)
Hyder, M.L.; Ellison, P.G.; Leonard, M.T.; Louie, D.L.Y.; Donbroski, E.L.; Wagner, K.C.
1990-01-01
A computational model is described that calculates the transient behavior of aerosol and vapor (adsorption) filter compartments such as those used in the Savannah River Site (SRS) production reactor confinement system. The principal application of the model is in the analysis of confinement response to hypothetical severe (core melt) accidents. Under these conditions, aerosol and radio-iodine deposition on filter compartments may be substantial. Attendant filter degradation mechanisms are modeled. Sample calculations are included to illustrate model performance. 6 refs., 14 figs., 1 tab
Wutsqa, D. U.; Marwah, M.
2017-06-01
In this paper, we consider spatial operation median filter to reduce the noise in the cervical images yielded by colposcopy tool. The backpropagation neural network (BPNN) model is applied to the colposcopy images to classify cervical cancer. The classification process requires an image extraction by using a gray level co-occurrence matrix (GLCM) method to obtain image features that are used as inputs of BPNN model. The advantage of noise reduction is evaluated by comparing the performances of BPNN models with and without spatial operation median filter. The experimental result shows that the spatial operation median filter can improve the accuracy of the BPNN model for cervical cancer classification.
A penalized framework for distributed lag non-linear models.
Gasparrini, Antonio; Scheipl, Fabian; Armstrong, Ben; Kenward, Michael G
2017-09-01
Distributed lag non-linear models (DLNMs) are a modelling tool for describing potentially non-linear and delayed dependencies. Here, we illustrate an extension of the DLNM framework through the use of penalized splines within generalized additive models (GAM). This extension offers built-in model selection procedures and the possibility of accommodating assumptions on the shape of the lag structure through specific penalties. In addition, this framework includes, as special cases, simpler models previously proposed for linear relationships (DLMs). Alternative versions of penalized DLNMs are compared with each other and with the standard unpenalized version in a simulation study. Results show that this penalized extension to the DLNM class provides greater flexibility and improved inferential properties. The framework exploits recent theoretical developments of GAMs and is implemented using efficient routines within freely available software. Real-data applications are illustrated through two reproducible examples in time series and survival analysis. © 2017 The Authors Biometrics published by Wiley Periodicals, Inc. on behalf of International Biometric Society.
General mirror pairs for gauged linear sigma models
Energy Technology Data Exchange (ETDEWEB)
Aspinwall, Paul S.; Plesser, M. Ronen [Departments of Mathematics and Physics, Duke University,Box 90320, Durham, NC 27708-0320 (United States)
2015-11-05
We carefully analyze the conditions for an abelian gauged linear σ-model to exhibit nontrivial IR behavior described by a nonsingular superconformal field theory determining a superstring vacuum. This is done without reference to a geometric phase, by associating singular behavior to a noncompact space of (semi-)classical vacua. We find that models determined by reflexive combinatorial data are nonsingular for generic values of their parameters. This condition has the pleasant feature that the mirror of a nonsingular gauged linear σ-model is another such model, but it is clearly too strong and we provide an example of a non-reflexive mirror pair. We discuss a weaker condition inspired by considering extremal transitions, which is also mirror symmetric and which we conjecture to be sufficient. We apply these ideas to extremal transitions and to understanding the way in which both Berglund-Hübsch mirror symmetry and the Vafa-Witten mirror orbifold with discrete torsion can be seen as special cases of the general combinatorial duality of gauged linear σ-models. In the former case we encounter an example showing that our weaker condition is still not necessary.
General mirror pairs for gauged linear sigma models
International Nuclear Information System (INIS)
Aspinwall, Paul S.; Plesser, M. Ronen
2015-01-01
We carefully analyze the conditions for an abelian gauged linear σ-model to exhibit nontrivial IR behavior described by a nonsingular superconformal field theory determining a superstring vacuum. This is done without reference to a geometric phase, by associating singular behavior to a noncompact space of (semi-)classical vacua. We find that models determined by reflexive combinatorial data are nonsingular for generic values of their parameters. This condition has the pleasant feature that the mirror of a nonsingular gauged linear σ-model is another such model, but it is clearly too strong and we provide an example of a non-reflexive mirror pair. We discuss a weaker condition inspired by considering extremal transitions, which is also mirror symmetric and which we conjecture to be sufficient. We apply these ideas to extremal transitions and to understanding the way in which both Berglund-Hübsch mirror symmetry and the Vafa-Witten mirror orbifold with discrete torsion can be seen as special cases of the general combinatorial duality of gauged linear σ-models. In the former case we encounter an example showing that our weaker condition is still not necessary.
Robust Linear Models for Cis-eQTL Analysis.
Rantalainen, Mattias; Lindgren, Cecilia M; Holmes, Christopher C
2015-01-01
Expression Quantitative Trait Loci (eQTL) analysis enables characterisation of functional genetic variation influencing expression levels of individual genes. In outbread populations, including humans, eQTLs are commonly analysed using the conventional linear model, adjusting for relevant covariates, assuming an allelic dosage model and a Gaussian error term. However, gene expression data generally have noise that induces heavy-tailed errors relative to the Gaussian distribution and often include atypical observations, or outliers. Such departures from modelling assumptions can lead to an increased rate of type II errors (false negatives), and to some extent also type I errors (false positives). Careful model checking can reduce the risk of type-I errors but often not type II errors, since it is generally too time-consuming to carefully check all models with a non-significant effect in large-scale and genome-wide studies. Here we propose the application of a robust linear model for eQTL analysis to reduce adverse effects of deviations from the assumption of Gaussian residuals. We present results from a simulation study as well as results from the analysis of real eQTL data sets. Our findings suggest that in many situations robust models have the potential to provide more reliable eQTL results compared to conventional linear models, particularly in respect to reducing type II errors due to non-Gaussian noise. Post-genomic data, such as that generated in genome-wide eQTL studies, are often noisy and frequently contain atypical observations. Robust statistical models have the potential to provide more reliable results and increased statistical power under non-Gaussian conditions. The results presented here suggest that robust models should be considered routinely alongside other commonly used methodologies for eQTL analysis.
NEW APPROACH TO MODELLING OF SAND FILTER CLOGGING BY SEPTIC TANK EFFLUENT
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Jakub Nieć
2016-04-01
Full Text Available The deep bed filtration model elaborated by Iwasaki has many applications, e.g. solids removal from wastewater. Its main parameter, filter coefficient, is directly related to removal efficiency and depends on filter depth and time of operation. In this paper the authors have proposed a new approach to modelling, describing dry organic mass from septic tank effluent and biomass distribution in a sand filter. In this approach the variable filter coefficient value was used as affected by depth and time of operation and the live biomass concentration distribution was approximated by a logistic function. Relatively stable biomass contents in deeper beds compartments were observed in empirical studies. The Iwasaki equations associated with the logistic function can predict volatile suspended solids deposition and biomass content in sand filters. The comparison between the model and empirical data for filtration lasting 10 and 20 days showed a relatively good agreement.
Maximum Correntropy Criterion Kalman Filter for α-Jerk Tracking Model with Non-Gaussian Noise
Directory of Open Access Journals (Sweden)
Bowen Hou
2017-11-01
Full Text Available As one of the most critical issues for target track, α -jerk model is an effective maneuver target track model. Non-Gaussian noises always exist in the track process, which usually lead to inconsistency and divergence of the track filter. A novel Kalman filter is derived and applied on α -jerk tracking model to handle non-Gaussian noise. The weighted least square solution is presented and the standard Kalman filter is deduced firstly. A novel Kalman filter with the weighted least square based on the maximum correntropy criterion is deduced. The robustness of the maximum correntropy criterion is also analyzed with the influence function and compared with the Huber-based filter, and, moreover, the kernel size of Gaussian kernel plays an important role in the filter algorithm. A new adaptive kernel method is proposed in this paper to adjust the parameter in real time. Finally, simulation results indicate the validity and the efficiency of the proposed filter. The comparison study shows that the proposed filter can significantly reduce the noise influence for α -jerk model.
Linear models for joint association and linkage QTL mapping
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Fernando Rohan L
2009-09-01
Full Text Available Abstract Background Populational linkage disequilibrium and within-family linkage are commonly used for QTL mapping and marker assisted selection. The combination of both results in more robust and accurate locations of the QTL, but models proposed so far have been either single marker, complex in practice or well fit to a particular family structure. Results We herein present linear model theory to come up with additive effects of the QTL alleles in any member of a general pedigree, conditional to observed markers and pedigree, accounting for possible linkage disequilibrium among QTLs and markers. The model is based on association analysis in the founders; further, the additive effect of the QTLs transmitted to the descendants is a weighted (by the probabilities of transmission average of the substitution effects of founders' haplotypes. The model allows for non-complete linkage disequilibrium QTL-markers in the founders. Two submodels are presented: a simple and easy to implement Haley-Knott type regression for half-sib families, and a general mixed (variance component model for general pedigrees. The model can use information from all markers. The performance of the regression method is compared by simulation with a more complex IBD method by Meuwissen and Goddard. Numerical examples are provided. Conclusion The linear model theory provides a useful framework for QTL mapping with dense marker maps. Results show similar accuracies but a bias of the IBD method towards the center of the region. Computations for the linear regression model are extremely simple, in contrast with IBD methods. Extensions of the model to genomic selection and multi-QTL mapping are straightforward.
International Nuclear Information System (INIS)
Chen, Lin; Fan, Xiangtao; Du, Xiaoping
2014-01-01
Point cloud filtering is the basic and key step in LiDAR data processing. Adaptive Triangle Irregular Network Modelling (ATINM) algorithm and Threshold Segmentation on Elevation Statistics (TSES) algorithm are among the mature algorithms. However, few researches concentrate on the parameter selections of ATINM and the iteration condition of TSES, which can greatly affect the filtering results. First the paper presents these two key problems under two different terrain environments. For a flat area, small height parameter and angle parameter perform well and for areas with complex feature changes, large height parameter and angle parameter perform well. One-time segmentation is enough for flat areas, and repeated segmentations are essential for complex areas. Then the paper makes comparisons and analyses of the results by these two methods. ATINM has a larger I error in both two data sets as it sometimes removes excessive points. TSES has a larger II error in both two data sets as it ignores topological relations between points. ATINM performs well even with a large region and a dramatic topology while TSES is more suitable for small region with flat topology. Different parameters and iterations can cause relative large filtering differences
A Graphical User Interface to Generalized Linear Models in MATLAB
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Peter Dunn
1999-07-01
Full Text Available Generalized linear models unite a wide variety of statistical models in a common theoretical framework. This paper discusses GLMLAB-software that enables such models to be fitted in the popular mathematical package MATLAB. It provides a graphical user interface to the powerful MATLAB computational engine to produce a program that is easy to use but with many features, including offsets, prior weights and user-defined distributions and link functions. MATLAB's graphical capacities are also utilized in providing a number of simple residual diagnostic plots.
MAGDM linear-programming models with distinct uncertain preference structures.
Xu, Zeshui S; Chen, Jian
2008-10-01
Group decision making with preference information on alternatives is an interesting and important research topic which has been receiving more and more attention in recent years. The purpose of this paper is to investigate multiple-attribute group decision-making (MAGDM) problems with distinct uncertain preference structures. We develop some linear-programming models for dealing with the MAGDM problems, where the information about attribute weights is incomplete, and the decision makers have their preferences on alternatives. The provided preference information can be represented in the following three distinct uncertain preference structures: 1) interval utility values; 2) interval fuzzy preference relations; and 3) interval multiplicative preference relations. We first establish some linear-programming models based on decision matrix and each of the distinct uncertain preference structures and, then, develop some linear-programming models to integrate all three structures of subjective uncertain preference information provided by the decision makers and the objective information depicted in the decision matrix. Furthermore, we propose a simple and straightforward approach in ranking and selecting the given alternatives. It is worth pointing out that the developed models can also be used to deal with the situations where the three distinct uncertain preference structures are reduced to the traditional ones, i.e., utility values, fuzzy preference relations, and multiplicative preference relations. Finally, we use a practical example to illustrate in detail the calculation process of the developed approach.
Tracking the business cycle of the Euro area: A multivariate model-based band-pass filter
Azevedo, J.M.; Koopman, S.J.; Rua, A.
2006-01-01
This article proposes a multivariate bandpass filter based on the trend plus cycle decomposition model. The underlying multivariate dynamic factor model relies on specific formulations for trend and cycle components and produces smooth business cycle indicators with bandpass filter properties.
DEFF Research Database (Denmark)
Kooths, Stefan; Mitze, Timo Friedel; Ringhut, Eric
2004-01-01
This paper compares the predictive power of linear econometric and non-linear computational models for forecasting the inflation rate in the European Monetary Union (EMU). Various models of both types are developed using different monetary and real activity indicators. They are compared according...
Modelling of Asphalt Concrete Stiffness in the Linear Viscoelastic Region
Mazurek, Grzegorz; Iwański, Marek
2017-10-01
Stiffness modulus is a fundamental parameter used in the modelling of the viscoelastic behaviour of bituminous mixtures. On the basis of the master curve in the linear viscoelasticity range, the mechanical properties of asphalt concrete at different loading times and temperatures can be predicted. This paper discusses the construction of master curves under rheological mathematical models i.e. the sigmoidal function model (MEPDG), the fractional model, and Bahia and co-workers’ model in comparison to the results from mechanistic rheological models i.e. the generalized Huet-Sayegh model, the generalized Maxwell model and the Burgers model. For the purposes of this analysis, the reference asphalt concrete mix (denoted as AC16W) intended for the binder coarse layer and for traffic category KR3 (5×105 controlled strain mode. The fixed strain level was set at 25με to guarantee that the stiffness modulus of the asphalt concrete would be tested in a linear viscoelasticity range. The master curve was formed using the time-temperature superposition principle (TTSP). The stiffness modulus of asphalt concrete was determined at temperatures 10°C, 20°C and 40°C and at loading times (frequency) of 0.1, 0.3, 1, 3, 10, 20 Hz. The model parameters were fitted to the rheological models using the original programs based on the nonlinear least squares sum method. All the rheological models under analysis were found to be capable of predicting changes in the stiffness modulus of the reference asphalt concrete to satisfactory accuracy. In the cases of the fractional model and the generalized Maxwell model, their accuracy depends on a number of elements in series. The best fit was registered for Bahia and co-workers model, generalized Maxwell model and fractional model. As for predicting the phase angle parameter, the largest discrepancies between experimental and modelled results were obtained using the fractional model. Except the Burgers model, the model matching quality was
Iglesias, Marco
2017-11-26
In this work, we present the ensemble-marginalized Kalman filter (EnMKF), a sequential algorithm analogous to our previously proposed approach [1,2], for estimating the state and parameters of linear parabolic partial differential equations in initial-boundary value problems when the boundary data are noisy. We apply EnMKF to infer the thermal properties of building walls and to estimate the corresponding heat flux from real and synthetic data. Compared with a modified Ensemble Kalman Filter (EnKF) that is not marginalized, EnMKF reduces the bias error, avoids the collapse of the ensemble without needing to add inflation, and converges to the mean field posterior using $50\\\\%$ or less of the ensemble size required by EnKF. According to our results, the marginalization technique in EnMKF is key to performance improvement with smaller ensembles at any fixed time.
A Non-Gaussian Spatial Generalized Linear Latent Variable Model
Irincheeva, Irina
2012-08-03
We consider a spatial generalized linear latent variable model with and without normality distributional assumption on the latent variables. When the latent variables are assumed to be multivariate normal, we apply a Laplace approximation. To relax the assumption of marginal normality in favor of a mixture of normals, we construct a multivariate density with Gaussian spatial dependence and given multivariate margins. We use the pairwise likelihood to estimate the corresponding spatial generalized linear latent variable model. The properties of the resulting estimators are explored by simulations. In the analysis of an air pollution data set the proposed methodology uncovers weather conditions to be a more important source of variability than air pollution in explaining all the causes of non-accidental mortality excluding accidents. © 2012 International Biometric Society.
Linear Model for Optimal Distributed Generation Size Predication
Directory of Open Access Journals (Sweden)
Ahmed Al Ameri
2017-01-01
Full Text Available This article presents a linear model predicting optimal size of Distributed Generation (DG that addresses the minimum power loss. This method is based fundamentally on strong coupling between active power and voltage angle as well as between reactive power and voltage magnitudes. This paper proposes simplified method to calculate the total power losses in electrical grid for different distributed generation sizes and locations. The method has been implemented and tested on several IEEE bus test systems. The results show that the proposed method is capable of predicting approximate optimal size of DG when compared with precision calculations. The method that linearizes a complex model showed a good result, which can actually reduce processing time required. The acceptable accuracy with less time and memory required can help the grid operator to assess power system integrated within large-scale distribution generation.
A non-linear model of economic production processes
Ponzi, A.; Yasutomi, A.; Kaneko, K.
2003-06-01
We present a new two phase model of economic production processes which is a non-linear dynamical version of von Neumann's neoclassical model of production, including a market price-setting phase as well as a production phase. The rate of an economic production process is observed, for the first time, to depend on the minimum of its input supplies. This creates highly non-linear supply and demand dynamics. By numerical simulation, production networks are shown to become unstable when the ratio of different products to total processes increases. This provides some insight into observed stability of competitive capitalist economies in comparison to monopolistic economies. Capitalist economies are also shown to have low unemployment.
A Non-Gaussian Spatial Generalized Linear Latent Variable Model
Irincheeva, Irina; Cantoni, Eva; Genton, Marc G.
2012-01-01
We consider a spatial generalized linear latent variable model with and without normality distributional assumption on the latent variables. When the latent variables are assumed to be multivariate normal, we apply a Laplace approximation. To relax the assumption of marginal normality in favor of a mixture of normals, we construct a multivariate density with Gaussian spatial dependence and given multivariate margins. We use the pairwise likelihood to estimate the corresponding spatial generalized linear latent variable model. The properties of the resulting estimators are explored by simulations. In the analysis of an air pollution data set the proposed methodology uncovers weather conditions to be a more important source of variability than air pollution in explaining all the causes of non-accidental mortality excluding accidents. © 2012 International Biometric Society.
NON-LINEAR FINITE ELEMENT MODELING OF DEEP DRAWING PROCESS
Directory of Open Access Journals (Sweden)
Hasan YILDIZ
2004-03-01
Full Text Available Deep drawing process is one of the main procedures used in different branches of industry. Finding numerical solutions for determination of the mechanical behaviour of this process will save time and money. In die surfaces, which have complex geometries, it is hard to determine the effects of parameters of sheet metal forming. Some of these parameters are wrinkling, tearing, and determination of the flow of the thin sheet metal in the die and thickness change. However, the most difficult one is determination of material properties during plastic deformation. In this study, the effects of all these parameters are analyzed before producing the dies. The explicit non-linear finite element method is chosen to be used in the analysis. The numerical results obtained for non-linear material and contact models are also compared with the experiments. A good agreement between the numerical and the experimental results is obtained. The results obtained for the models are given in detail.
Dynamic generalized linear models for monitoring endemic diseases
DEFF Research Database (Denmark)
Lopes Antunes, Ana Carolina; Jensen, Dan; Hisham Beshara Halasa, Tariq
2016-01-01
The objective was to use a Dynamic Generalized Linear Model (DGLM) based on abinomial distribution with a linear trend, for monitoring the PRRS (Porcine Reproductive and Respiratory Syndrome sero-prevalence in Danish swine herds. The DGLM was described and its performance for monitoring control...... and eradication programmes based on changes in PRRS sero-prevalence was explored. Results showed a declining trend in PRRS sero-prevalence between 2007 and 2014 suggesting that Danish herds are slowly eradicating PRRS. The simulation study demonstrated the flexibility of DGLMs in adapting to changes intrends...... in sero-prevalence. Based on this, it was possible to detect variations in the growth model component. This study is a proof-of-concept, demonstrating the use of DGLMs for monitoring endemic diseases. In addition, the principles stated might be useful in general research on monitoring and surveillance...
Assessment of damage localization based on spatial filters using numerical crack propagation models
International Nuclear Information System (INIS)
Deraemaeker, Arnaud
2011-01-01
This paper is concerned with vibration based structural health monitoring with a focus on non-model based damage localization. The type of damage investigated is cracking of concrete structures due to the loss of prestress. In previous works, an automated method based on spatial filtering techniques applied to large dynamic strain sensor networks has been proposed and tested using data from numerical simulations. In the simulations, simplified representations of cracks (such as a reduced Young's modulus) have been used. While this gives the general trend for global properties such as eigen frequencies, the change of more local features, such as strains, is not adequately represented. Instead, crack propagation models should be used. In this study, a first attempt is made in this direction for concrete structures (quasi brittle material with softening laws) using crack-band models implemented in the commercial software DIANA. The strategy consists in performing a non-linear computation which leads to cracking of the concrete, followed by a dynamic analysis. The dynamic response is then used as the input to the previously designed damage localization system in order to assess its performances. The approach is illustrated on a simply supported beam modeled with 2D plane stress elements.
Estimation and Inference for Very Large Linear Mixed Effects Models
Gao, K.; Owen, A. B.
2016-01-01
Linear mixed models with large imbalanced crossed random effects structures pose severe computational problems for maximum likelihood estimation and for Bayesian analysis. The costs can grow as fast as $N^{3/2}$ when there are N observations. Such problems arise in any setting where the underlying factors satisfy a many to many relationship (instead of a nested one) and in electronic commerce applications, the N can be quite large. Methods that do not account for the correlation structure can...
Using Quartile-Quartile Lines as Linear Models
Gordon, Sheldon P.
2015-01-01
This article introduces the notion of the quartile-quartile line as an alternative to the regression line and the median-median line to produce a linear model based on a set of data. It is based on using the first and third quartiles of a set of (x, y) data. Dynamic spreadsheets are used as exploratory tools to compare the different approaches and…
NON-LINEAR MODELING OF THE RHIC INTERACTION REGIONS
International Nuclear Information System (INIS)
TOMAS, R.; FISCHER, W.; JAIN, A.; LUO, Y.; PILAT, F.
2004-01-01
For RHIC's collision lattices the dominant sources of transverse non-linearities are located in the interaction regions. The field quality is available for most of the magnets in the interaction regions from the magnetic measurements, or from extrapolations of these measurements. We discuss the implementation of these measurements in the MADX models of the Blue and the Yellow rings and their impact on beam stability
Electromagnetic axial anomaly in a generalized linear sigma model
Fariborz, Amir H.; Jora, Renata
2017-06-01
We construct the electromagnetic anomaly effective term for a generalized linear sigma model with two chiral nonets, one with a quark-antiquark structure, the other one with a four-quark content. We compute in the leading order of this framework the decays into two photons of six pseudoscalars: π0(137 ), π0(1300 ), η (547 ), η (958 ), η (1295 ) and η (1760 ). Our results agree well with the available experimental data.
Su, Gui-yang; Li, Jian-hua; Ma, Ying-hua; Li, Sheng-hong
2004-09-01
With the flooding of pornographic information on the Internet, how to keep people away from that offensive information is becoming one of the most important research areas in network information security. Some applications which can block or filter such information are used. Approaches in those systems can be roughly classified into two kinds: metadata based and content based. With the development of distributed technologies, content based filtering technologies will play a more and more important role in filtering systems. Keyword matching is a content based method used widely in harmful text filtering. Experiments to evaluate the recall and precision of the method showed that the precision of the method is not satisfactory, though the recall of the method is rather high. According to the results, a new pornographic text filtering model based on reconfirming is put forward. Experiments showed that the model is practical, has less loss of recall than the single keyword matching method, and has higher precision.
Comparison of Linear Prediction Models for Audio Signals
Directory of Open Access Journals (Sweden)
2009-03-01
Full Text Available While linear prediction (LP has become immensely popular in speech modeling, it does not seem to provide a good approach for modeling audio signals. This is somewhat surprising, since a tonal signal consisting of a number of sinusoids can be perfectly predicted based on an (all-pole LP model with a model order that is twice the number of sinusoids. We provide an explanation why this result cannot simply be extrapolated to LP of audio signals. If noise is taken into account in the tonal signal model, a low-order all-pole model appears to be only appropriate when the tonal components are uniformly distributed in the Nyquist interval. Based on this observation, different alternatives to the conventional LP model can be suggested. Either the model should be changed to a pole-zero, a high-order all-pole, or a pitch prediction model, or the conventional LP model should be preceded by an appropriate frequency transform, such as a frequency warping or downsampling. By comparing these alternative LP models to the conventional LP model in terms of frequency estimation accuracy, residual spectral flatness, and perceptual frequency resolution, we obtain several new and promising approaches to LP-based audio modeling.
A quasi-linear gyrokinetic transport model for tokamak plasmas
International Nuclear Information System (INIS)
Casati, A.
2009-10-01
After a presentation of some basics around nuclear fusion, this research thesis introduces the framework of the tokamak strategy to deal with confinement, hence the main plasma instabilities which are responsible for turbulent transport of energy and matter in such a system. The author also briefly introduces the two principal plasma representations, the fluid and the kinetic ones. He explains why the gyro-kinetic approach has been preferred. A tokamak relevant case is presented in order to highlight the relevance of a correct accounting of the kinetic wave-particle resonance. He discusses the issue of the quasi-linear response. Firstly, the derivation of the model, called QuaLiKiz, and its underlying hypotheses to get the energy and the particle turbulent flux are presented. Secondly, the validity of the quasi-linear response is verified against the nonlinear gyro-kinetic simulations. The saturation model that is assumed in QuaLiKiz, is presented and discussed. Then, the author qualifies the global outcomes of QuaLiKiz. Both the quasi-linear energy and the particle flux are compared to the expectations from the nonlinear simulations, across a wide scan of tokamak relevant parameters. Therefore, the coupling of QuaLiKiz within the integrated transport solver CRONOS is presented: this procedure allows the time-dependent transport problem to be solved, hence the direct application of the model to the experiment. The first preliminary results regarding the experimental analysis are finally discussed
Energy Technology Data Exchange (ETDEWEB)
Porter, Reid B [Los Alamos National Laboratory; Hush, Don [Los Alamos National Laboratory
2009-01-01
Just as linear models generalize the sample mean and weighted average, weighted order statistic models generalize the sample median and weighted median. This analogy can be continued informally to generalized additive modeels in the case of the mean, and Stack Filters in the case of the median. Both of these model classes have been extensively studied for signal and image processing but it is surprising to find that for pattern classification, their treatment has been significantly one sided. Generalized additive models are now a major tool in pattern classification and many different learning algorithms have been developed to fit model parameters to finite data. However Stack Filters remain largely confined to signal and image processing and learning algorithms for classification are yet to be seen. This paper is a step towards Stack Filter Classifiers and it shows that the approach is interesting from both a theoretical and a practical perspective.
Technical note: A linear model for predicting δ13 Cprotein.
Pestle, William J; Hubbe, Mark; Smith, Erin K; Stevenson, Joseph M
2015-08-01
Development of a model for the prediction of δ(13) Cprotein from δ(13) Ccollagen and Δ(13) Cap-co . Model-generated values could, in turn, serve as "consumer" inputs for multisource mixture modeling of paleodiet. Linear regression analysis of previously published controlled diet data facilitated the development of a mathematical model for predicting δ(13) Cprotein (and an experimentally generated error term) from isotopic data routinely generated during the analysis of osseous remains (δ(13) Cco and Δ(13) Cap-co ). Regression analysis resulted in a two-term linear model (δ(13) Cprotein (%) = (0.78 × δ(13) Cco ) - (0.58× Δ(13) Cap-co ) - 4.7), possessing a high R-value of 0.93 (r(2) = 0.86, P analysis of human osseous remains. These predicted values are ideal for use in multisource mixture modeling of dietary protein source contribution. © 2015 Wiley Periodicals, Inc.
Neutron stars in non-linear coupling models
International Nuclear Information System (INIS)
Taurines, Andre R.; Vasconcellos, Cesar A.Z.; Malheiro, Manuel; Chiapparini, Marcelo
2001-01-01
We present a class of relativistic models for nuclear matter and neutron stars which exhibits a parameterization, through mathematical constants, of the non-linear meson-baryon couplings. For appropriate choices of the parameters, it recovers current QHD models found in the literature: Walecka, ZM and ZM3 models. We have found that the ZM3 model predicts a very small maximum neutron star mass, ∼ 0.72M s un. A strong similarity between the results of ZM-like models and those with exponential couplings is noted. Finally, we discuss the very intense scalar condensates found in the interior of neutron stars which may lead to negative effective masses. (author)
Neutron stars in non-linear coupling models
Energy Technology Data Exchange (ETDEWEB)
Taurines, Andre R.; Vasconcellos, Cesar A.Z. [Rio Grande do Sul Univ., Porto Alegre, RS (Brazil); Malheiro, Manuel [Universidade Federal Fluminense, Niteroi, RJ (Brazil); Chiapparini, Marcelo [Universidade do Estado, Rio de Janeiro, RJ (Brazil)
2001-07-01
We present a class of relativistic models for nuclear matter and neutron stars which exhibits a parameterization, through mathematical constants, of the non-linear meson-baryon couplings. For appropriate choices of the parameters, it recovers current QHD models found in the literature: Walecka, ZM and ZM3 models. We have found that the ZM3 model predicts a very small maximum neutron star mass, {approx} 0.72M{sub s}un. A strong similarity between the results of ZM-like models and those with exponential couplings is noted. Finally, we discuss the very intense scalar condensates found in the interior of neutron stars which may lead to negative effective masses. (author)
Modelling of Rotational Capacity in Reinforced Linear Elements
DEFF Research Database (Denmark)
Hestbech, Lars; Hagsten, Lars German; Fisker, Jakob
2011-01-01
on the rotational capacity of the plastic hinges. The documentation of ductility can be a difficult task as modelling of rotational capacity in plastic hinges of frames is not fully developed. On the basis of the Theory of Plasticity a model is developed to determine rotational capacity in plastic hinges in linear......The Capacity Design Method forms the basis of several seismic design codes. This design philosophy allows plastic deformations in order to decrease seismic demands in structures. However, these plastic deformations must be localized in certain zones where ductility requirements can be documented...... reinforced concrete elements. The model is taking several important parameters into account. Empirical values is avoided which is considered an advantage compared to previous models. Furthermore, the model includes force variations in the reinforcement due to moment distributions and shear as well...
Directory of Open Access Journals (Sweden)
Haibo Zou
2018-01-01
Full Text Available After a tropical cyclone (TC making landfall, the numerical model output sea level pressure (SLP presents many small-scale perturbations which significantly influence the positioning of the TC center. To fix the problem, Barnes filter with weighting parameters C=2500 and G=0.35 is used to remove these perturbations. A case study of TC Fung-Wong which landed China in 2008 shows that Barnes filter not only cleanly removes these perturbations, but also well preserves the TC signals. Meanwhile, the centers (track obtained from SLP processed with Barnes filter are much closer to the observations than that from SLP without Barnes filter. Based on the distance difference (DD between the TC center determined by SLP with/without Barnes filter and observation, statistics analysis of 12 TCs which landed China during 2005–2015 shows that in most cases (about 85% the DDs are small (between −30 km and 30 km, while in a few cases (about 15% the DDs are large (greater than 30 km even 70 km. This further verifies that the TC centers identified from SLP with Barnes filter are more accurate compared to that directly obtained from model output SLP. Moreover, the TC track identified with Barnes filter is much smoother than that without Barnes filter.
Sahin, Rubina; Tapadia, Kavita
2015-01-01
The three widely used isotherms Langmuir, Freundlich and Temkin were examined in an experiment using fluoride (F⁻) ion adsorption on a geo-material (limonite) at four different temperatures by linear and non-linear models. Comparison of linear and non-linear regression models were given in selecting the optimum isotherm for the experimental results. The coefficient of determination, r², was used to select the best theoretical isotherm. The four Langmuir linear equations (1, 2, 3, and 4) are discussed. Langmuir isotherm parameters obtained from the four Langmuir linear equations using the linear model differed but they were the same when using the nonlinear model. Langmuir-2 isotherm is one of the linear forms, and it had the highest coefficient of determination (r² = 0.99) compared to the other Langmuir linear equations (1, 3 and 4) in linear form, whereas, for non-linear, Langmuir-4 fitted best among all the isotherms because it had the highest coefficient of determination (r² = 0.99). The results showed that the non-linear model may be a better way to obtain the parameters. In the present work, the thermodynamic parameters show that the absorption of fluoride onto limonite is both spontaneous (ΔG 0). Scanning electron microscope and X-ray diffraction images also confirm the adsorption of F⁻ ion onto limonite. The isotherm and kinetic study reveals that limonite can be used as an adsorbent for fluoride removal. In future we can develop new technology for fluoride removal in large scale by using limonite which is cost-effective, eco-friendly and is easily available in the study area.
Network Traffic Monitoring Using Poisson Dynamic Linear Models
Energy Technology Data Exchange (ETDEWEB)
Merl, D. M. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
2011-05-09
In this article, we discuss an approach for network forensics using a class of nonstationary Poisson processes with embedded dynamic linear models. As a modeling strategy, the Poisson DLM (PoDLM) provides a very flexible framework for specifying structured effects that may influence the evolution of the underlying Poisson rate parameter, including diurnal and weekly usage patterns. We develop a novel particle learning algorithm for online smoothing and prediction for the PoDLM, and demonstrate the suitability of the approach to real-time deployment settings via a new application to computer network traffic monitoring.
On the chiral phase transition in the linear sigma model
International Nuclear Information System (INIS)
Tran Huu Phat; Nguyen Tuan Anh; Le Viet Hoa
2003-01-01
The Cornwall- Jackiw-Tomboulis (CJT) effective action for composite operators at finite temperature is used to investigate the chiral phase transition within the framework of the linear sigma model as the low-energy effective model of quantum chromodynamics (QCD). A new renormalization prescription for the CJT effective action in the Hartree-Fock (HF) approximation is proposed. A numerical study, which incorporates both thermal and quantum effect, shows that in this approximation the phase transition is of first order. However, taking into account the higher-loop diagrams contribution the order of phase transition is unchanged. (author)
Bayesian Subset Modeling for High-Dimensional Generalized Linear Models
Liang, Faming; Song, Qifan; Yu, Kai
2013-01-01
criterion model. The consistency of the resulting posterior is established under mild conditions. Further, a variable screening procedure is proposed based on the marginal inclusion probability, which shares the same properties of sure screening
Application of linearized model to the stability analysis of the pressurized water reactor
International Nuclear Information System (INIS)
Li Haipeng; Huang Xiaojin; Zhang Liangju
2008-01-01
A Linear Time-Invariant model of the Pressurized Water Reactor is formulated through the linearization of the nonlinear model. The model simulation results show that the linearized model agrees well with the nonlinear model under small perturbation. Based upon the Lyapunov's First Method, the linearized model is applied to the stability analysis of the Pressurized Water Reactor. The calculation results show that the methodology of linearization to stability analysis is conveniently feasible. (authors)
3D Microstructure Modeling of Porous Metal Filters
Czech Academy of Sciences Publication Activity Database
Hejtmánek, Vladimír; Čapek, M.
2012-01-01
Roč. 2, č. 3 (2012), s. 344-352 ISSN 2075-4701. [International Conference on Porous Metals and Metallic Foams /7./. Busan, 18.09.2011-21.09.2011] R&D Projects: GA ČR(CZ) GAP204/11/1206; GA ČR GA203/09/1353 Institutional support: RVO:67985858 Keywords : porous metal filter * stochastic reconstruction * microstructural descriptors Subject RIV: CF - Physical ; Theoretical Chemistry
Modeling and Simulation of the Visual Effects of Colored Filters
2015-02-01
chromaticity coordinates on the MCC under illuminant C. Measurements were taken with and without filters in front of the colorimeter . Note, for the actual...to measure the chromaticity and luminance values of the different components displayed on the calibrated monitor using a spot colorimeter (Minolta CS...of Illuminant C and the chromaticity values for each of the colored squares were measured using a spot colorimeter (Minolta CS-100). Three
Dissolution Model Development: Formulation Effects and Filter Complications
DEFF Research Database (Denmark)
Berthelsen, Ragna; Holm, Rene; Jacobsen, Jette
2016-01-01
This study describes various complications related to sample preparation (filtration) during development of a dissolution method intended to discriminate among different fenofibrate immediate-release formulations. Several dissolution apparatus and sample preparation techniques were tested. The fl....... With the tested drug–formulation combination, the best in vivo–in vitro correlation was found after filtration of the dissolution samples through 0.45-μm hydrophobic PTFE membrane filters....
Language Modelling for Collaborative Filtering: Application to Job Applicant Matching
Schmitt , Thomas; Gonard , François; Caillou , Philippe; Sebag , Michèle
2017-01-01
International audience; This paper addresses a collaborative retrieval problem , the recommendation of job ads to applicants. Specifically, two proprietary databases are considered. The first one focuses on the context of unskilled low-paid jobs/applicants; the second one focuses on highly qualified jobs/applicants. Each database includes the job ads and applicant resumes together with the collaborative filtering data recording the applicant clicks on job ads. The proposed approach, called LA...
Quantum model for a periodically driven selectivity filter in a K+ ion channel
International Nuclear Information System (INIS)
Cifuentes, A A; Semião, F L
2014-01-01
In this work, we present a quantum transport model for the selectivity filter in the KcsA potassium ion channel. This model is fully consistent with the fact that two conduction pathways are involved in the translocation of ions through the filter, and we show that the presence of a second path may actually bring advantages for the filter as a result of quantum interference. To highlight interferences and resonances in the model, we consider the selectivity filter to be driven by a controlled time-dependent external field, which changes the free-energy scenario and consequently the conduction of the ions. In particular, we demonstrate that the two-pathway conduction mechanism is more advantageous for the filter when dephasing in the transient configurations is lower than in the main configurations. As a matter of fact, K + ions in the main configurations are highly coordinated by oxygen atoms of the filter backbone, and this increases noise. Moreover, we also show that for a wide range of dephasing rates and driving frequencies, the two-pathway conduction used by the filter leads to higher ionic currents than the single–path model. (paper)
Esteley, Cristina B.; Villarreal, Monica E.; Alagia, Humberto R.
2010-01-01
Over the past several years, we have been exploring and researching a phenomenon that occurs among undergraduate students that we called extension of linear models to non-linear contexts or overgeneralization of linear models. This phenomenon appears when some students use linear representations in situations that are non-linear. In a first phase,…
A Linear Viscoelastic Model Calibration of Sylgard 184.
Energy Technology Data Exchange (ETDEWEB)
Long, Kevin Nicholas; Brown, Judith Alice
2017-04-01
We calibrate a linear thermoviscoelastic model for solid Sylgard 184 (90-10 formulation), a lightly cross-linked, highly flexible isotropic elastomer for use both in Sierra / Solid Mechanics via the Universal Polymer Model as well as in Sierra / Structural Dynamics (Salinas) for use as an isotropic viscoelastic material. Material inputs for the calibration in both codes are provided. The frequency domain master curve of oscillatory shear was obtained from a report from Los Alamos National Laboratory (LANL). However, because the form of that data is different from the constitutive models in Sierra, we also present the mapping of the LANL data onto Sandia’s constitutive models. Finally, blind predictions of cyclic tension and compression out to moderate strains of 40 and 20% respectively are compared with Sandia’s legacy cure schedule material. Although the strain rate of the data is unknown, the linear thermoviscoelastic model accurately predicts the experiments out to moderate strains for the slower strain rates, which is consistent with the expectation that quasistatic test procedures were likely followed. This good agreement comes despite the different cure schedules between the Sandia and LANL data.
Predicting Madura cattle growth curve using non-linear model
Widyas, N.; Prastowo, S.; Widi, T. S. M.; Baliarti, E.
2018-03-01
Madura cattle is Indonesian native. It is a composite breed that has undergone hundreds of years of selection and domestication to reach nowadays remarkable uniformity. Crossbreeding has reached the isle of Madura and the Madrasin, a cross between Madura cows and Limousine semen emerged. This paper aimed to compare the growth curve between Madrasin and one type of pure Madura cows, the common Madura cattle (Madura) using non-linear models. Madura cattles are kept traditionally thus reliable records are hardly available. Data were collected from small holder farmers in Madura. Cows from different age classes (5years) were observed, and body measurements (chest girth, body length and wither height) were taken. In total 63 Madura and 120 Madrasin records obtained. Linear model was built with cattle sub-populations and age as explanatory variables. Body weights were estimated based on the chest girth. Growth curves were built using logistic regression. Results showed that within the same age, Madrasin has significantly larger body compared to Madura (plogistic models fit better for Madura and Madrasin cattle data; with the estimated MSE for these models were 39.09 and 759.28 with prediction accuracy of 99 and 92% for Madura and Madrasin, respectively. Prediction of growth curve using logistic regression model performed well in both types of Madura cattle. However, attempts to administer accurate data on Madura cattle are necessary to better characterize and study these cattle.
A non-linear model of information seeking behaviour
Directory of Open Access Journals (Sweden)
Allen E. Foster
2005-01-01
Full Text Available The results of a qualitative, naturalistic, study of information seeking behaviour are reported in this paper. The study applied the methods recommended by Lincoln and Guba for maximising credibility, transferability, dependability, and confirmability in data collection and analysis. Sampling combined purposive and snowball methods, and led to a final sample of 45 inter-disciplinary researchers from the University of Sheffield. In-depth semi-structured interviews were used to elicit detailed examples of information seeking. Coding of interview transcripts took place in multiple iterations over time and used Atlas-ti software to support the process. The results of the study are represented in a non-linear Model of Information Seeking Behaviour. The model describes three core processes (Opening, Orientation, and Consolidation and three levels of contextual interaction (Internal Context, External Context, and Cognitive Approach, each composed of several individual activities and attributes. The interactivity and shifts described by the model show information seeking to be non-linear, dynamic, holistic, and flowing. The paper concludes by describing the whole model of behaviours as analogous to an artist's palette, in which activities remain available throughout information seeking. A summary of key implications of the model and directions for further research are included.
Effect Displays in R for Generalised Linear Models
Directory of Open Access Journals (Sweden)
John Fox
2003-07-01
Full Text Available This paper describes the implementation in R of a method for tabular or graphical display of terms in a complex generalised linear model. By complex, I mean a model that contains terms related by marginality or hierarchy, such as polynomial terms, or main effects and interactions. I call these tables or graphs effect displays. Effect displays are constructed by identifying high-order terms in a generalised linear model. Fitted values under the model are computed for each such term. The lower-order "relatives" of a high-order term (e.g., main effects marginal to an interaction are absorbed into the term, allowing the predictors appearing in the high-order term to range over their values. The values of other predictors are fixed at typical values: for example, a covariate could be fixed at its mean or median, a factor at its proportional distribution in the data, or to equal proportions in its several levels. Variations of effect displays are also described, including representation of terms higher-order to any appearing in the model.