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Sample records for low-pass continuous-time filter

  1. Continuous-Time Low-Pass Filters for Integrated Wideband Radio Receivers

    CERN Document Server

    Saari, Ville; Lindfors, Saska

    2012-01-01

    This book presents a new filter design approach and concentrates on the circuit techniques that can be utilized when designing continuous-time low-pass filters in modern ultra-deep-submicron CMOS technologies for integrated wideband radio receivers. Coverage includes system-level issues related to the design and implementation of a complete single-chip radio receiver and related to the design and implementation of a filter circuit as a part of a complete single-chip radio receiver.   Presents a new filter design approach, emphasizing low-voltage circuit solutions that can be implemented in modern, ultra-deep-submicron CMOS technologies; Includes filter circuit implementations designed as a part of a single-chip radio receiver in modern 1.2V 0.13um and 65nm CMOS; Describes design and implementation of a continuous-time low-pass filter for a multicarrier WCDMA base-station; Emphasizes system-level considerations throughout.

  2. A fully integrated continuous-time 1Hz low-pass filter with high dynamic range and low distortion

    DEFF Research Database (Denmark)

    Shah, Peter Jivan

    1993-01-01

    A first order 1Hz integrated filter needing no external components is described. It uses an on-chip capacitor of 100pF and a new differential transconductance amplifier which allows direct implementation of very small transconductances by using MOS transistors in their triode region. This further...

  3. Low Pass Filters with Linear Phase.

    Science.gov (United States)

    1985-12-12

    DISCUSSION OF RESULTS............................... 35 LIST OF ILLUSTRATIONS Figure page 1. Template applicable to single stage linear phase filter .................. 2...technology suggests examination of the low-pass lin- ear phase filter as a means of prefiltering such data before, or concurrently with, sam- pling. Today, a...stage low passlinear phase filter . Here, M is the number of "main poles". A linear phase design alsorequires a minimum overhead of two "corrector poles

  4. An area efficient low noise 100 Hz low-pass filter

    DEFF Research Database (Denmark)

    Ølgaard, Christian; Sassene, Haoues; Perch-Nielsen, Ivan R.

    1996-01-01

    scaling technique. The two filters utilize approximately the same silicon area. The scaled filter implements the scaling by use of a MOS based current conveyor type CCII. Measurements indicate that the current scaled filter results in a noise improvement of approximately 5.5 dB over the reference filter......A technique based on scaling a filter's capacitor currents to improve the noise performance of low frequency continuous-time filters is presented. Two 100 Hz low-pass filters have been implemented: a traditional low pass filter (as reference), and a filter utilizing the above mentioned current...... when a class A/B biasing scheme is used in the current divider. Obtaining identical noise performance from the reference filter would require a 3.6 times larger filter capacitor. This would increase the reference filter's die area by 100%. Therefore, the current scaling technique allows filters...

  5. Frequency-shift low-pass filtering and least mean square adaptive filtering for ultrasound imaging

    Science.gov (United States)

    Wang, Shanshan; Li, Chunyu; Ding, Mingyue; Yuchi, Ming

    2016-04-01

    Ultrasound image quality enhancement is a problem of considerable interest in medical imaging modality and an ongoing challenge to date. This paper investigates a method based on frequency-shift low-pass filtering (FSLF) and least mean square adaptive filtering (LMSAF) for ultrasound image quality enhancement. FSLF is used for processing the ultrasound signal in the frequency domain, while LMSAPF in the time domain. Firstly, FSLF shifts the center frequency of the focused signal to zero. Then the real and imaginary part of the complex data are filtered respectively by finite impulse response (FIR) low-pass filter. Thus the information around the center frequency are retained while the undesired ones, especially background noises are filtered. Secondly, LMSAF multiplies the signals with an automatically adjusted weight vector to further eliminate the noises and artifacts. Through the combination of the two filters, the ultrasound image is expected to have less noises and artifacts and higher resolution, and contrast. The proposed method was verified with the RF data of the CIRS phantom 055A captured by SonixTouch DAQ system. Experimental results show that the background noises and artifacts can be efficiently restrained, the wire object has a higher resolution and the contrast ratio (CR) can be enhanced for about 12dB to 15dB at different image depth comparing to delay-and-sum (DAS).

  6. Design of Low Pass Digital FIR Filter Using Cuckoo Search Algorithm

    OpenAIRE

    Taranjit Singh; Harvinder Singh Josan

    2014-01-01

    This paper presents a novel approach of designing linear phase FIR low pass filter using cuckoo Search Algorithm (CSA). FIR filter design is a multi-modal optimization problem. The conventional optimization techniques are not efficient for digital filter design. An iterative method is introduced to find the best solution of FIR filter design problem.Flat passband and high stopband attenuation are the major characteristics required in FIR filter design. To achieve these charact...

  7. Optimum design of low-pass switched-capacitor ladder filters

    Science.gov (United States)

    Davis, R. D.; Trick, T. N.

    1980-06-01

    A general technique for realizing Bruton's LDI transformation in low-pass switched-capacitor ladder filters is presented, which results in switched-capacitor integrators that are insensitive to parasitic capacitances. It is shown that the correct filter response may be obtained by realizing only the stable poles of the LDI transformed LC network. Realization of these 'stable' poles is reduced to the problem of solving a system of nonlinear equations. The design of a third-order Chebyshev low-pass filter is presented as an example.

  8. A Vondrak low pass filter for IMU sensor initial alignment on a disturbed base.

    Science.gov (United States)

    Li, Zengke; Wang, Jian; Gao, Jingxiang; Li, Binghao; Zhou, Feng

    2014-12-10

    The initial alignment of the Inertial Measurement Unit (IMU) is an important process of INS to determine the coordinate transformation matrix which is used in the integration of Global Positioning Systems (GPS) with Inertial Navigation Systems (INS). In this paper a novel alignment method for a disturbed base, such as a vehicle disturbed by wind outdoors, implemented with the aid of a Vondrak low pass filter, is proposed. The basic principle of initial alignment including coarse alignment and fine alignment is introduced first. The spectral analysis is processed to compare the differences between the characteristic error of INS force observation on a stationary base and on disturbed bases. In order to reduce the high frequency noise in the force observation more accurately and more easily, a Vondrak low pass filter is constructed based on the spectral analysis result. The genetic algorithms method is introduced to choose the smoothing factor in the Vondrak filter and the corresponding objective condition is built. The architecture of the proposed alignment method with the Vondrak low pass filter is shown. Furthermore, simulated experiments and actual experiments were performed to validate the new algorithm. The results indicate that, compared with the conventional alignment method, the Vondrak filter could eliminate the high frequency noise in the force observation and the proposed alignment method could improve the attitude accuracy. At the same time, only one parameter needs to be set, which makes the proposed method easier to implement than other low-pass filter methods.

  9. A Vondrak Low Pass Filter for IMU Sensor Initial Alignment on a Disturbed Base

    Directory of Open Access Journals (Sweden)

    Zengke Li

    2014-12-01

    Full Text Available The initial alignment of the Inertial Measurement Unit (IMU is an important process of INS to determine the coordinate transformation matrix which is used in the integration of Global Positioning Systems (GPS with Inertial Navigation Systems (INS. In this paper a novel alignment method for a disturbed base, such as a vehicle disturbed by wind outdoors, implemented with the aid of a Vondrak low pass filter, is proposed. The basic principle of initial alignment including coarse alignment and fine alignment is introduced first. The spectral analysis is processed to compare the differences between the characteristic error of INS force observation on a stationary base and on disturbed bases. In order to reduce the high frequency noise in the force observation more accurately and more easily, a Vondrak low pass filter is constructed based on the spectral analysis result. The genetic algorithms method is introduced to choose the smoothing factor in the Vondrak filter and the corresponding objective condition is built. The architecture of the proposed alignment method with the Vondrak low pass filter is shown. Furthermore, simulated experiments and actual experiments were performed to validate the new algorithm. The results indicate that, compared with the conventional alignment method, the Vondrak filter could eliminate the high frequency noise in the force observation and the proposed alignment method could improve the attitude accuracy. At the same time, only one parameter needs to be set, which makes the proposed method easier to implement than other low-pass filter methods.

  10. Low Pass Filter Model for Chemical Sensors in Response to Gases and Odors

    Directory of Open Access Journals (Sweden)

    Mahmoud Z. Iskandarani

    2012-01-01

    Full Text Available Design and Modeling multi-gap sensing odor system for the objectives of odor recognition, classification and correlation are carried out. The model illustrates the low pass functionality of the multi-gap sensor acting as a filter for odors. Problem statement: Odor filtering is an important issue in today's world. In addition knowing the original material that an odor belongs to even after being mixed with others is also of vital importance. In addition measuring quality of mixed odors in terms of their affinity and belonging to a specific category or is critical. Approach: Mathematical modeling using low pass filter is carried out. Results: Clear evidence of ability to filter components of an odor mixture as the multi-gap sensor is acting as a filter. Conclusion: The ability to custom design chemical sensors to indicate the presence of various odors.

  11. Low-Pass Parabolic FFT Filter for Airborne and Satellite Lidar Signal Processing

    Directory of Open Access Journals (Sweden)

    Zhongke Jiao

    2015-10-01

    Full Text Available In order to reduce random errors of the lidar signal inversion, a low-pass parabolic fast Fourier transform filter (PFFTF was introduced for noise elimination. A compact airborne Raman lidar system was studied, which applied PFFTF to process lidar signals. Mathematics and simulations of PFFTF along with low pass filters, sliding mean filter (SMF, median filter (MF, empirical mode decomposition (EMD and wavelet transform (WT were studied, and the practical engineering value of PFFTF for lidar signal processing has been verified. The method has been tested on real lidar signal from Wyoming Cloud Lidar (WCL. Results show that PFFTF has advantages over the other methods. It keeps the high frequency components well and reduces much of the random noise simultaneously for lidar signal processing.

  12. Low-pass parabolic FFT filter for airborne and satellite lidar signal processing.

    Science.gov (United States)

    Jiao, Zhongke; Liu, Bo; Liu, Enhai; Yue, Yongjian

    2015-10-14

    In order to reduce random errors of the lidar signal inversion, a low-pass parabolic fast Fourier transform filter (PFFTF) was introduced for noise elimination. A compact airborne Raman lidar system was studied, which applied PFFTF to process lidar signals. Mathematics and simulations of PFFTF along with low pass filters, sliding mean filter (SMF), median filter (MF), empirical mode decomposition (EMD) and wavelet transform (WT) were studied, and the practical engineering value of PFFTF for lidar signal processing has been verified. The method has been tested on real lidar signal from Wyoming Cloud Lidar (WCL). Results show that PFFTF has advantages over the other methods. It keeps the high frequency components well and reduces much of the random noise simultaneously for lidar signal processing.

  13. A Multifunction Filter for Realizing Gain Variable Low-Pass and Band-Pass Responses

    Directory of Open Access Journals (Sweden)

    Halil ALPASLAN

    2010-02-01

    Full Text Available The second generation current conveyors (CCIIs as active circuit devices are widely used for designing current-mode (CM filters. In this paper, a single input multi output filter employing only plus-type CCIIs (CCII+s and grounded capacitors, and for providing variable gain low-pass and band-pass responses, is suggested. The proposed filter is free from critical passive component matching conditions. Therefore, it is suitable for integrated circuit (IC technology. Further, developed filter configuration can be easily realized with commercially available active devices such as AD844s. The circuit performance is demonstrated by means of SPICE simulation and experimental test results.

  14. A tunable Butterworth low-pass filter with digitally controlled DDCC

    Directory of Open Access Journals (Sweden)

    Y. S. Hwang

    2013-06-01

    Full Text Available This paper presents a 6th-order tunable Butterworth low-pass active filter with Digitally Controlled Differential Difference Current Conveyor (DDCC. This active filter is synthesized using the systematic method of voltage-mode linear transformation (VMLT which enables the filter use fewer active components, grounded capacitors and grounded resistors to avoid the parasitical effects. The bandwidth of the filter can be tuned by digital switches to adjust the output current of the DDCC. The specifications of the filter are based on 3G standard, and the filter is controlled by 8-bits digital signals. The tunable bandwidth of the filter is from 12 KHz to 2.6 MHz. The filter chip layout is realized by TSMC 0.18 um CMOS 1P6M mixed-mode technology. The supply voltage is 1.8V and the power consumption is 3.6 mW.

  15. A novel design methodology for low pass filter stage of a voltage source inverter

    Indian Academy of Sciences (India)

    ANIRBAN DE

    2016-05-01

    A low pass filter, an invariable constituent of a PWM based voltage source inverter, poses several challenges in its design. With a higher rating of the inverter, the volume as well as the cost of the components increases. With time, the filter design has evolved from the simpler first order filter to higher orders, the most popular being the third order LCL filters. Though the attenuation of high frequency components, offered by the higher order filters, has resulted in improved efficiency, the inherent instability of the higher order filter systemsrequires complex controls for proper functioning. Keeping this in mind, the paper describes the design methodology of a second order LC filter system based on certain performance indices that reflect the ratings of the components.

  16. Design of Low Pass Digital FIR Filter Using Cuckoo Search Algorithm

    Directory of Open Access Journals (Sweden)

    Taranjit Singh

    2014-08-01

    Full Text Available This paper presents a novel approach of designing linear phase FIR low pass filter using cuckoo Search Algorithm (CSA. FIR filter design is a multi-modal optimization problem. The conventional optimization techniques are not efficient for digital filter design. An iterative method is introduced to find the best solution of FIR filter design problem.Flat passband and high stopband attenuation are the major characteristics required in FIR filter design. To achieve these characteristics, a Cuckoo Search algorithm (CSA is proposed in this paper. CSA have been used here for the design of linear phase finite impulse response (FIR filters. Results are presented in this paper that seems to be promising tool for FIR filter design

  17. Design and implementation of a low-pass filter for microsensor signal processing

    Energy Technology Data Exchange (ETDEWEB)

    Wang Zhuping; Zhong Shun' an; Ding Yingtao; Wang Xiaoqing, E-mail: wangzhuping169@163.com [School of Information and Electronics, Beijing Institute of Technology, Beijing 100081 (China)

    2010-12-15

    A novel low-pass filter that consists of a switched capacitor filter (SCF) and its antialiasing prefilter and smoothing postfilter is proposed for a microsensor signal processing system, which is used in separation point detection on the surface of micro air vehicles. In the system, the filter is not only applied to finish the function of filtering but also used as the front end antialiasing filter of the over sampling analog-to-digital converter. This proposed implementation mostly relies on the design of a high-precision SCF employing a correlated double sampling technique and optimisation switches. Simultaneously, the multiple-loop feedback low pass filter with good high frequency attenuation characteristics is applied as the pre- and postfilter. The design is implemented in the Central Semiconductor Manufacturing Corporation (CSMC) 0.5 {mu}m double-poly three-metal (2P3M) 3.3 V CMOS technology, with satisfactory results. The chip die area occupies only 0.39 mm{sup 2} and dissipates1.53 mW. (semiconductor integrated circuits)

  18. SEMICONDUCTOR INTEGRATED CIRCUITS Design and implementation of a low-pass filter for microsensor signal processing

    Science.gov (United States)

    Zhuping, Wang; Shun'an, Zhong; Yingtao, Ding; Xiaoqing, Wang

    2010-12-01

    A novel low-pass filter that consists of a switched capacitor filter (SCF) and its antialiasing prefilter and smoothing postfilter is proposed for a microsensor signal processing system, which is used in separation point detection on the surface of micro air vehicles. In the system, the filter is not only applied to finish the function of filtering but also used as the front end antialiasing filter of the over sampling analog-to-digital converter. This proposed implementation mostly relies on the design of a high-precision SCF employing a correlated double sampling technique and optimisation switches. Simultaneously, the multiple-loop feedback low pass filter with good high frequency attenuation characteristics is applied as the pre- and postfilter. The design is implemented in the Central Semiconductor Manufacturing Corporation (CSMC) 0.5 μm double-poly three-metal (2P3M) 3.3 V CMOS technology, with satisfactory results. The chip die area occupies only 0.39 mm2 and dissipates1.53 mW.

  19. Third Order Low-Pass Filter Using Synthetic Immittance Elements with Current Conveyors

    Directory of Open Access Journals (Sweden)

    Pavel Brandstetter

    2012-01-01

    Full Text Available The paper deals with a theoretical proposal of the resulting circuit of the frequency filter using synthetic immittance elements of higher order with current conveyors. The text pays particular attention to design process of synthetic immittance elements, explains the principle of increasing of order, which is then reflected to the frequency filter order. The text then deals less with the theory of current conveyors, which has already been discussed, in detail, in previous papers. Universal current conveyor (UCC is discussed more. This active element is used for the theoretical implementation of the synthetic element solution used in the frequency filter. The theoretical knowledge is then demonstrated in the design of 3rd order low-pass frequency filter. The final functionality of the proposed frequency filter circuit solution is validated by PSpice simulation.

  20. Higher-contrast requirements for recognizing low-pass-filtered letters.

    Science.gov (United States)

    Kwon, MiYoung; Legge, Gordon E

    2013-01-09

    Kwon and Legge (2011) found that high levels of letter recognition accuracy are possible even when letters are severely low-pass filtered (0.9 cycles per letter). How is letter recognition possible with such severe reduction in the spatial resolution of stimulus letters? Clues may come from understanding the possible interaction between contrast and spatial resolution in letter recognition. Here, we asked what the effect is on the contrast threshold for detecting and recognizing letters as the spatial-frequency cutoff of letters is reduced (in cycles per letter). We measured contrast thresholds of seven normally sighted subjects for detecting and recognizing single letters of the English alphabet. The letters were low-pass filtered with several cutoff frequencies (0.9-3.5 cycles per letter, including unfiltered letters). We found that differences in contrast thresholds between detection and recognition increased substantially with decreasing cutoff frequency. We also incorporated the human contrast sensitivity function into an ideal observer model and found qualitatively good agreement between the pattern of performance for the model and our human subjects. Our findings show that the human visual system requires higher contrast for letter recognition when spatial resolution is severely limited. Good agreement between the model and human subjects shows that the greater contrast requirement for recognizing low-pass letters is due to a reduction in the information content of the letters rather than a change in human visual processing. The reduction in stimulus information may be due to increasing stimulus similarity associated with a reduction in spatial-frequency cutoff.

  1. Electronically Tunable Current-mode High-order Ladder Low-pass Filters Based on CMOS Technology

    Directory of Open Access Journals (Sweden)

    T. Kunto

    2015-12-01

    Full Text Available This paper describes the design of current mode low-pass ladder filters based on CMOS technology. The filters are derived from passive RLC ladder filter prototypes using new CMOS lossy and lossless integrators. The all-pole and Elliptic approximations are used in the proposed low-pass filter realizations. The proposed two types of filter can be electronically tuned between 10kHz and 100MHz through bias current from 0.03µA to 300µA. The proposed filters use 1.5 V power supply with 3 mW power consumption at 300 µA bias current. The proposed filters are resistorless, use grounded capacitors and are suitable for further integration. The total harmonic distortion (THD of the low-pass filters is less than 1% over the operating frequency range. PSPICE simulation results, obtained by using TSMC 0.18µm technology, confirm the presented theory.

  2. Phase error suppression by low-pass filtering for synthetic aperture imaging ladar

    Science.gov (United States)

    Sun, Zhiwei; Hou, Peipei; Zhi, Ya'nan; Sun, Jianfeng; Zhou, Yu; Xu, Qian; Lu, Zhiyong; Liu, Liren

    2014-09-01

    Compared to synthetic aperture radar (SAR), synthetic aperture imaging ladar (SAIL) is more sensitive to the phase errors induced by atmospheric turbulence, undesirable line-of-sight translation-vibration and waveform phase error, because the light wavelength is about 3-6 orders of magnitude less than that of the radio frequency. This phase errors will deteriorate the imaging results. In this paper, an algorithm based on low-pass filtering to suppress the phase error is proposed. In this algorithm, the azimuth quadratic phase history with phase error is compensated, then the fast Fourier transform (FFT) is performed in azimuth direction, after the low-pass filtering, the inverse FFT is performed, then the image is reconstructed simultaneously in the range and azimuth direction by the two-dimensional (2D) FFT. The highfrequency phase error can be effectively eliminated hence the imaging results can be optimized by this algorithm. The mathematical analysis by virtue of data-collection equation of side-looking SAIL is presented. The theoretical modeling results are also given. In addition, based on this algorithm, a principle scheme of optical processor is proposed. The verified experiment is performed employing the data obtained from a SAIL demonstrator.

  3. Non-dominated sorting genetic algorithm in optimizing ninth order multiple feedback Chebyshev low pass filter

    Science.gov (United States)

    Lim, Wei Jer; Neoh, Siew Chin; Norizan, Mohd Natashah; Mohamad, Ili Salwani

    2015-05-01

    Optimization for complex circuit design often requires large amount of manpower and computational resources. In order to optimize circuit performance, it is critical not only for circuit designers to adjust the component value but also to fulfill objectives such as gain, cutoff frequency, ripple and etc. This paper proposes Non-dominated Sorting Genetic Algorithm II (NSGA-II) to optimize a ninth order multiple feedback Chebyshev low pass filter. Multi-objective Pareto-Based optimization is involved whereby the research aims to obtain the best trade-off for minimizing the pass-band ripple, maximizing the output gain and achieving the targeted cut-off frequency. The developed NSGA-II algorithm is executed on the NGSPICE circuit simulator to assess the filter performance. Overall results show satisfactory in the achievements of the required design specifications.

  4. Design of Bessel low-pass filter using DGS for RF/microwave applications

    Science.gov (United States)

    Kumar, Ashwani; Verma, A. K.

    2016-09-01

    A synthesis method to design a defected ground structures (DGS)-based Bessel low-pass filter (LPF) using a triangular and an open-square (OS)-type DGS is reported. For the five-pole Bessel LPF at fc = 2.5 GHz, we get 10.6 dB/GHz selectivity using the triangular DGS; while the OS-type DGS provides 39 dB/GHz selectivity. For these two filters, the 10 dB impedance matching BW is 76% and 84%, respectively. It is a much wider BW that is obtained for a lumped element Bessel LPF. The maximum group delay (GD) variation within the pass band is 25pS and 28pS, respectively. The 20 dB rejection BW can be increased from 5.8 GHz to 18.8 GHz with increase in the order of filter from 5 to 11. We have also presented the design of a compact five-pole DGS-based elliptic filter with selectivity 38.2 dB/GHz and 17.8 dB return loss. Results on the DGS-based elliptic filter, Butterworth and Chebyshev filters are also presented. The experimental results are compared against the recently reported LPFs. Our reported filters perform better with respect to selectivity and group delay variation. The flatter GD and high selectivity, along with a wide 10 dB impedance matching BW, make the DGS Bessel filter a candidate for high-speed data communication, front end of a wideband communication system and efficiency improvement of a power amplifier.

  5. Analysis and Design of a High-Order Discrete-Time Passive IIR Low-Pass Filter

    NARCIS (Netherlands)

    Tohidian, M.; Madadi, I.; Staszewski, R.B.

    2014-01-01

    In this paper, we propose a discrete-time IIR low-pass filter that achieves a high-order of filtering through a charge-sharing rotation. Its sampling rate is then multiplied through pipelining. The first stage of the filter can operate in either a voltage-sampling or charge-sampling mode. It uses sw

  6. Study on the fabrication of low-pass metal powder filters for use at cryogenic temperatures

    CERN Document Server

    Lee, Sung Hoon

    2016-01-01

    We fabricated compact low-pass stainless-steel powder filters for use in low-noise measurements at cryogenic temperatures and investigated their attenuation characteristics for different wire lengths, shapes, and preparation methods up to 20 GHz. We used nominally 30-micrometer-sized SUS 304L powder and mixed with Stycast 2850FT by Emerson and Cumming with catalyst 23LV. A 0.1 mm insulated copper wire was wound on preformed powder-mixture spools in the shape of a right-circular cylinder, a flattened elliptic cylinder and a toroid, and the coils were encapsulated in metal tubes or boxes filled with the powder mixture. All the fabricated powder filters showed a large attenuation at high frequencies with a cut-off frequency near 1 GHz. However, the toroidal filter showed prominent ripples corresponding to resonance modes in the 0.5-m-long coil wire. A filter with a 2:1 powder/epoxy mixture mass rate and a wire length of 1.53 m showed an attenuation of -93 dB at 4 GHz and the attenuation was linearly proportional...

  7. Intrinsic dendritic filtering gives low-pass power spectra of local field potentials

    DEFF Research Database (Denmark)

    Lindén, Henrik; Pettersen, Klas H; Einevoll, Gaute T

    2010-01-01

    of contributions to the LFP from a single layer-5 pyramidal neuron and a single layer-4 stellate neuron receiving synaptic input. An intrinsic dendritic low-pass filtering effect of the LFP signal, previously demonstrated for extracellular signatures of action potentials, is seen to strongly affect the LFP power...... spectra, even for frequencies as low as 10 Hz for the example pyramidal neuron. Further, the LFP signal is found to depend sensitively on both the recording position and the position of the synaptic input: the LFP power spectra recorded close to the active synapse are typically found to be less low...... of the observed LFP. Two approximate schemes for calculating the LFP, the dipole approximation and the two-monopole approximation, are tested and found to be potentially useful for translating results from large-scale neural network models into predictions for results from electroencephalographic (EEG...

  8. Revoking amplitude and oscillation deaths by low-pass filter in coupled oscillators

    Science.gov (United States)

    Zou, Wei; Zhan, Meng; Kurths, Jürgen

    2017-06-01

    When in an ensemble of oscillatory units the interaction occurs through a diffusion-like manner, the intrinsic oscillations can be quenched through two structurally different scenarios: amplitude death (AD) and oscillation death (OD). Unveiling the underlying principles of stable rhythmic activity against AD and OD is a challenging issue of substantial practical significance. Here, by developing a low-pass filter (LPF) to track the output signals of the local system in the coupling, we show that it can revoke both AD and OD, and even the AD to OD transition, thereby giving rise to oscillations in coupled nonlinear oscillators under diverse death scenarios. The effectiveness of the local LPF is proven to be valid in an arbitrary network of coupled oscillators with distributed propagation delays. The constructive role of the local LPF in revoking deaths provides a potential dynamic mechanism of sustaining a reliable rhythmicity in real-world systems.

  9. Second Order Low-Pass and High-Pass Filter Designs Using Method of Synthetic Immitance Elements

    Directory of Open Access Journals (Sweden)

    Pavel Brandstetter

    2013-01-01

    Full Text Available The paper briefly describes the basics of frequency filter design method using synthetic immittance elements with current conveyors. An introduction of the paper explains the advantages and also disadvantages of using this method. Other chapters briefly introduce a design process of simple second order low-pass and high-pass filter. A theory of current conveyors is discussed too, because they are the basic building blocs of proposed synthetic element and also active frequency filters. Finally, the particular solutions of low-pass and high-pass filters are given and verified by OrCAD PSpice simulations.

  10. Study on the fabrication of low-pass metal powder filters for use at cryogenic temperatures

    Science.gov (United States)

    Lee, Sung Hoon; Lee, Soon-Gul

    2016-08-01

    We fabricated compact low-pass stainless-steel powder filters for use in low-noise measurements at cryogenic temperatures and investigated their attenuation characteristics for different wire lengths, filter shapes, and preparation methods at frequencies up to 20 GHz. We used nominally 30- μm-sized SUS 304L powder and mixed it with Stycast 2850FT (Emerson and Cumming) with catalyst 23LV. A 0.1-mm insulated copper wire was wound on preformed powder-mixture spools in the shape of a right-circular cylinder, a flattened elliptic cylinder and a toroid, and the coils were encapsulated in metal tubes or boxes filled with the powder mixture. All the fabricated powder filters showed a large attenuation at high frequencies with a cut-off frequency near 1 GHz. However, the toroidal filter showed prominent ripples corresponding to resonance modes in the 0.5-m-long coil wire. A filter with a 2:1 powder/epoxy mixture mass ratio and a wire length of 1.53 m showed an attenuation of -93 dB at 4 GHz, and the attenuation was linearly proportional to the wire's length. As the powder-to-epoxy ratio was increased, the high-frequency attenuation increased. An equally-spaced single-layer coil structure was found to be more efficient in attenuation than a double-layer coil. The geometry of the metal filter's case affected the noise ripples, with the least noise being found for a circular tube.

  11. Design of Chebychev’s Low Pass Filters Using Nonuniform Transmission Lines

    Directory of Open Access Journals (Sweden)

    Said Attamimi

    2016-03-01

    Full Text Available Transmission lines are utilized in many applications to convey energy as well as information. Nonuniform transmission lines (NTLs are obtained through variation of the characteristic quantities along the axial direction. Such NTLs can be used to design network elements, like matching circuits, delay equalizers, filters, VLSI interconnections, etc. In this work, NTLs were analyzed with a numerical method based on the implementation of method of moment. In order to approximate the voltage and current distribution along the transmission line, a sum of basis functions with unknown amplitudes was introduced. As basis function, a constant function was used. In this work, we observed several cases such as lossless and lossy uniform transmission lines with matching and arbitrary load. These cases verified the algorithm developed in this work. The second example consists of nonuniform transmission lines in the form of abruptly changing transmission lines. This structure was used to design a Chebychev’s low pass filter. The calculated reflection and transmission factors of the filters showed some coincidences with the measurements.

  12. Variational Multiscale Element Free Galerkin Method Coupled with Low-Pass Filter for Burgers’ Equation with Small Diffusion

    Directory of Open Access Journals (Sweden)

    Ping Zhang

    2016-01-01

    Full Text Available Variational multiscale element free Galerkin (VMEFG method is applied to Burgers’ equation. It can be found that, for the very small diffusivity coefficients, VMEFG method still suffers from instability in the presence of boundary or interior layers. In order to overcome this problem, the high order low-pass filter is used to smooth the solution. Three test examples with very small diffusion are presented and the solutions obtained are compared with exact solutions and some other numerical methods. The numerical results are found in which the VMEFG coupled with low-pass filter works very well for Burgers’ equation with very small diffusivity coefficients.

  13. Intrinsic low pass filtering improves signal-to-noise ratio in critical-point flexure biosensors

    Energy Technology Data Exchange (ETDEWEB)

    Jain, Ankit; Alam, Muhammad Ashraful, E-mail: alam@purdue.edu [School of ECE, Purdue University, West Lafayette, Indiana 47906 (United States)

    2014-08-25

    A flexure biosensor consists of a suspended beam and a fixed bottom electrode. The adsorption of the target biomolecules on the beam changes its stiffness and results in change of beam's deflection. It is now well established that the sensitivity of sensor is maximized close to the pull-in instability point, where effective stiffness of the beam vanishes. The question: “Do the signal-to-noise ratio (SNR) and the limit-of-detection (LOD) also improve close to the instability point?”, however remains unanswered. In this article, we systematically analyze the noise response to evaluate SNR and establish LOD of critical-point flexure sensors. We find that a flexure sensor acts like an effective low pass filter close to the instability point due to its relatively small resonance frequency, and rejects high frequency noise, leading to improved SNR and LOD. We believe that our conclusions should establish the uniqueness and the technological relevance of critical-point biosensors.

  14. Stability of continuous-time quantum filters with measurement imperfections

    Science.gov (United States)

    Amini, H.; Pellegrini, C.; Rouchon, P.

    2014-07-01

    The fidelity between the state of a continuously observed quantum system and the state of its associated quantum filter, is shown to be always a submartingale. The observed system is assumed to be governed by a continuous-time Stochastic Master Equation (SME), driven simultaneously by Wiener and Poisson processes and that takes into account incompleteness and errors in measurements. This stability result is the continuous-time counterpart of a similar stability result already established for discrete-time quantum systems and where the measurement imperfections are modelled by a left stochastic matrix.

  15. Experimental Evaluation of Torque Performance of Low Pass Filter and Extended Kalman Filter with Measured Torque for Induction Motor Drives

    Directory of Open Access Journals (Sweden)

    Ibrahim Mohd Alsofyani

    2015-02-01

    Full Text Available In this paper, two kinds of observers are proposed to investigate torque estimation. The first one is based on a voltage model represented with a low-pass filter (LPF; which is normally used as a replacement for a pure integrator to avoid integration drift problem due to dc offset or measurement error. The second estimator used is an extended Kalman filter (EKF as a current model, which puts into account all noise problems. Both estimation algorithms are investigated during the steady and transient states, tested under light load, and then compared with the measured mechanical torque. In all conditions, the torque estimation error for EKF has remained within a narrow error band and yielded minimum torque ripples, which motivate the use of the EKF estimation algorithm in high performance control drives of IMs for achieving high dynamic performance.

  16. Proposing Wavelet-Based Low-Pass Filter and Input Filter to Improve Transient Response of Grid-Connected Photovoltaic Systems

    Directory of Open Access Journals (Sweden)

    Bijan Rahmani

    2016-08-01

    Full Text Available Available photovoltaic (PV systems show a prolonged transient response, when integrated into the power grid via active filters. On one hand, the conventional low-pass filter, employed within the integrated PV system, works with a large delay, particularly in the presence of system’s low-order harmonics. On the other hand, the switching of the DC (direct current–DC converters within PV units also prolongs the transient response of an integrated system, injecting harmonics and distortion through the PV-end current. This paper initially develops a wavelet-based low-pass filter to improve the transient response of the interconnected PV systems to grid lines. Further, a damped input filter is proposed within the PV system to address the raised converter’s switching issue. Finally, Matlab/Simulink simulations validate the effectiveness of the proposed wavelet-based low-pass filter and damped input filter within an integrated PV system.

  17. Ultrasound computed tomography by frequency-shift low-pass filtering and least mean square adaptive filtering

    Science.gov (United States)

    Wang, Shanshan; Song, Junjie; Peng, Yang; Zhou, Liang; Ding, Mingyue; Yuchi, Ming

    2017-03-01

    In recent years, many research studies have been carried out on ultrasound computed tomography (USCT) for improving the detection and management of breast cancer. This paper investigates a signal pre-processing method based on frequency-shift low-pass filtering (FSLF) and least mean square adaptive filtering (LMSAF) for USCT image quality enhancement (proposed in our previous work). FSLF is designed base on Zoom Fast Fourier Transform algorithm (ZFFT) for processing the ultrasound signals in the frequency domain, while LMSAPF is based on the least mean square (LMS) algorithm in the time domain. Through the combination of the two filters, the ultrasound image is expected to have less noises and artifacts, and higher resolution and contrast. The proposed method was verified with the radio-frequency (RF) data of the nylon threads and the breast phantom captured by the USCT system developed in the Medical Ultrasound Laboratory. Experimental results show that the reconstructed images of nylon threads by the proposed method had narrower main lobe width and lower side lobe level comparing to the delay-and-sum (DAS). The background noises and artifacts could also be efficiently restrained. The reconstructed image of breast phantom by the proposed method had a higher resolution and the contrast ratio (CR) could be enhanced for about 12dB to 18dB at different region of interest (ROI).

  18. A new relative radiometric consistency processing method for change detection based on wavelet transform and a low-pass filter

    Institute of Scientific and Technical Information of China (English)

    2010-01-01

    The research purpose of this paper is to show the limitations of the existing radiometric normalization approaches and their disadvantages in change detection of artificial objects by comparing the existing approaches,on the basis of which a preprocessing approach to radiometric consistency,based on wavelet transform and a spatial low-pass filter,has been devised.This approach first separates the high frequency information and low frequency information by wavelet transform.Then,the processing of relative radiometric consistency based on a low-pass filter is conducted on the low frequency parts.After processing,an inverse wavelet transform is conducted to obtain the results image.The experimental results show that this approach can substantially reduce the influence on change detection of linear or nonlinear radiometric differences in multi-temporal images.

  19. Design of the Adaptive Low-pass Filter%自适应低通滤波器的设计

    Institute of Scientific and Technical Information of China (English)

    马胜前; 冉兴萍; 范满红; 张维昭

    2013-01-01

    This paper presents the structure and implementation of an adaptive low-pass filter. After the input signal is pre-processed and shaped,the frequency signal is generated; the frequency signal then is converted into voltage signal through F/V circuit. Then the voltage signal is input into the voltage-controlled low-pass filter circuit which is mainly constituted by the analog multiplier MLT04 and the current feedback amplifier AD844. The cutoff frequency of the low-pass filter can be adjusted by the voltage signal, thus the frequency of the filter can be tracking atuomatically. In this paper,the design principle is introduced in detail,the design formulas are derived and the circuit of second order from tracking low-pass filter is given. When the input signal's frequency is in the range of 100 Hz to 10 kHz, the measured results are in good agreement with the theoretical results. If the value of timeing resistance in the F/V circuit is changed,the operating frequency of the filter can be extended to 100 kHz.%提出了一种自适应低通滤波器的结构和实现方法,输入信号预处理并整形后产生频率信号,频率信号经频率电压转换(F/V)电路转换成电压信号,再将该电压信号输入到模拟乘法器MLT04和电流反馈运算放大器AD844为核心构成的压控低通滤波电路.通过该电压信号调节滤波器的截止频率,从而实现滤波器频率的自动跟踪.介绍了设计原理,推导出设计公式并设计了自适应二阶低通滤波器电路.经过测试,输入信号的频率为100 Hz~10 kHz,实测结果与理论符合良好.改变F/V电路的定时电阻的阻值,电路工作频率可扩展到100 kHz.

  20. Role of Mutation Strategies of Differential Evolution Algorithm in Designing Hardware Efficient Multiplier-less Low-pass FIR Filter

    Directory of Open Access Journals (Sweden)

    Abhijit Chandra

    2012-10-01

    Full Text Available In recent times, system designers are becoming very much apprehensive in reducing the structural complexity of digital systems with which they deal in practice. However, the uncontrolled minimization of any digital hardware always leads to significant deterioration of system performance making it incompatible for use in any practical system. As proper trade-off is inevitably essential between achievable performance and required hardware, researchers have sought a number of artificially intelligent optimization techniques to solve it out. Since such a technique generally involves variety of constructional alternatives, appropriate use of correct option demands justified attention. Numerous evolutionary computation techniques, being a branch of biologically inspired optimization process, are being increasingly used for a number of signal processing applications of late. This paper throws enough light to select the most suitable mutation strategy of Differential Evolution (DE algorithm for efficient design of multiplier-less low-pass finite duration impulse response (FIR filter. Computationally efficient mutation scheme has been identified by observing convergence behavior and error histogram plot for different alternatives. Performance of the designed filter has been compared in terms of its magnitude response and the requirement of various hardware blocks for four different lengths of the filter. Consequently the name of the most favorable mutation rule has been suggested upon analyzing all the factors. Finally the supremacy of our proposed design has been established by comparing its performance with that of other state-of-the-art multiplier-less low-pass FIR filters.

  1. Strong low-pass filtering effects on water vapour flux measurements with closed-path eddy correlation systems

    DEFF Research Database (Denmark)

    Ibrom, Andreas; Dellwik, Ebba; Flyvbjerg, Henrik K.

    2007-01-01

    datasets for this substantial measurement error. In contrast to earlier studies, a large number of spectra and raw data have been used in the analysis to define the low-pass filtering characteristic of the EC system. This revealed that the cut-off frequency of the closed-path EC system for water vapour...... concentration measurements decreases exponentially with increasing relative humidity. After correction for this unintended filtering, the fluxes are consistent with CO2 and H2O fluxes that were measured with an open-path sensor at the same time. The correction of water vapour flux measurements over a Beech......-pass filtering effects. Other than for CO2 is the magnitude of the correction for water vapour flux measurements unsatisfactorily high, i.e. the EC system needs to be technically improved. Our results suggest that such high correction can be avoided by keeping relative humidity in the entire gas transport system...

  2. FITTS LAW AS A LOW-PASS FILTER EFFECT OF MUSCLE-STIFFNESS

    NARCIS (Netherlands)

    VANGALEN, GP; SCHOMAKER, LRB; Schomaker, Lambertus

    1992-01-01

    It is proposed that the speed of aiming movements is the optimized outcome of a stochastic, oscillatory recruitment signal to the muscles and filtering properties of the effector limb. The filtering characteristic of the limb is seen to be modulated through a stiffness parameter, to be set by the su

  3. A posteriori analysis of low-pass spatial filters for approximate deconvolution large eddy simulations of homogeneous incompressible flows

    CERN Document Server

    San, Omer; Iliescu, Traian

    2014-01-01

    The goal of this paper is twofold: first, it investigates the effect of low-pass spatial filters for approximate deconvolution large eddy simulation (AD-LES) of turbulent incompressible flows. Second, it proposes the hyper-differential filter as a means of increasing the accuracy of the AD-LES model without increasing the computational cost. Box filters, Pad\\'{e} filters, and differential filters with a wide range of parameters are studied in the AD-LES framework. The AD-LES model, in conjunction with these spatial filters, is tested in the numerical simulation of the three-dimensional Taylor-Green vortex problem. The numerical results are benchmarked against direct numerical simulation (DNS) data. An under-resolved numerical simulation is also used for comparison purposes. Four criteria are used to investigate the AD-LES model equipped with these spatial filters: (i) the time series of the volume-averaged enstrophy; (ii) the volume-averaged third-order structure function; (iii) the $L^2$-norm of the velocity...

  4. Modeling reveals bistability and low-pass filtering in the network module determining blood stem cell fate.

    Directory of Open Access Journals (Sweden)

    Jatin Narula

    2010-05-01

    Full Text Available Combinatorial regulation of gene expression is ubiquitous in eukaryotes with multiple inputs converging on regulatory control elements. The dynamic properties of these elements determine the functionality of genetic networks regulating differentiation and development. Here we propose a method to quantitatively characterize the regulatory output of distant enhancers with a biophysical approach that recursively determines free energies of protein-protein and protein-DNA interactions from experimental analysis of transcriptional reporter libraries. We apply this method to model the Scl-Gata2-Fli1 triad-a network module important for cell fate specification of hematopoietic stem cells. We show that this triad module is inherently bistable with irreversible transitions in response to physiologically relevant signals such as Notch, Bmp4 and Gata1 and we use the model to predict the sensitivity of the network to mutations. We also show that the triad acts as a low-pass filter by switching between steady states only in response to signals that persist for longer than a minimum duration threshold. We have found that the auto-regulation loops connecting the slow-degrading Scl to Gata2 and Fli1 are crucial for this low-pass filtering property. Taken together our analysis not only reveals new insights into hematopoietic stem cell regulatory network functionality but also provides a novel and widely applicable strategy to incorporate experimental measurements into dynamical network models.

  5. The thalamus as a low pass filter: filtering at the cellular level does not equate with filtering at the network level.

    Directory of Open Access Journals (Sweden)

    William Martin Connelly

    2016-01-01

    Full Text Available In the mammalian central nervous system, most sensory information passes through primary sensory thalamic nuclei, however the consequence of this remains unclear. Various propositions exist, likening the thalamus to a gate, or a high pass filter. Here, using a simple leaky integrate and fire model based on physiological parameters, we show that the thalamus behaves akin to a low pass filter. Specifically, as individual cells in the thalamus rely on consistent drive to spike, stimuli that is rapidly and continuously changing over time such that it activates sensory cells with different receptive fields are unable to drive thalamic spiking. This means that thalamic encoding is robust to sensory noise, however it induces a lag in sensory representation. Thus the thalamus stabilises encoding of sensory information, at the cost of response rate.

  6. CMOS dynamic low pass filter for a low noise level and a fast response time of PLL system

    Directory of Open Access Journals (Sweden)

    Pierre TSAFACK

    2014-01-01

    Full Text Available —We present in this paper a new model of a low pass filter (LPF for a Phase-Locked Loop (PLL systems. The main characteristic of this CMOS LPF structure is its dynamic band-width (about 12.66kHz when the PLL is locked and 211. 30kHz during the tracking. It ensures a fast response time, a suppression of the jitters and a better noise level at the output. This LPF polarization is ensured by the current from the PFC-IC (Phase-Frequency Comparator with Charge Impulse and the VCO control voltage. The simulation in a PLL system gives us a response time of 35.4 µs and a phase noise level of -121.37dBc. Significant improvements could be expected with a dedicated CMOS process and design.

  7. Single-Phase LLCL-Filter-based Grid-Tied Inverter with Low-Pass Filter Based Capacitor Current Feedback Active damper

    DEFF Research Database (Denmark)

    Liu, Yuan; Wu, Weimin; Li, Yun

    2016-01-01

    The capacitor-current-feedback active damping method is attractive for high-order-filter-based high power grid-tied inverter when the grid impedance varies within a wide range. In order to improve the system control bandwidth and attenuate the high order grid background harmonics by using the quasi....... In this paper, a low pass filter is proposed to be inserted in the capacitor current feedback loop op LLCL-filter based grid-tied inverter together with a digital proportional and differential compensator. The detailed theoretical analysis is given. For verification, simulations on a 2kW/220V/10kHz LLCL...

  8. Continuous-time analog filter in CMOS nanoscale era

    Science.gov (United States)

    Baschirotto, A.; De Matteis, M.; Pezzotta, A.; D'Amico, S.

    2014-04-01

    Analog filters are key blocks in analog signal processing. They are widely employed in many systems, like wireless transceivers, detectors read-out, sensors interfaces, etc. The IC technology choice for such systems is mainly dictated by the requirements of high speed and low power consumption of digital circuits. This pushed an impressive movement towards scaled technology and this has important consequences on the analog circuits design. The impact of technology scaling down to nanometre scale on analog filters design is here investigated. For instance, supply voltage reduction in analog filters limits circuits design solutions and could result in higher power consumption. Moreover, at the same time, innovative systems push analog filters to get higher and higher operation frequencies, due to the increasing bandwidth/speed requirements. Recent solutions for efficient low-voltage and high frequency analog filters in nanometre technology are described.

  9. Ultra-Low Voltage Sixth-Order Low Pass Filter for Sensing the T-Wave Signal in ECGs

    Directory of Open Access Journals (Sweden)

    Panagiotis Bertsias

    2014-11-01

    Full Text Available An ultra-low voltage sixth-order low pass filter topology, suitable for sensing the T-wave signal in an electrocardiogram (ECG, is presented in this paper. This is realized using a cascade connection of second-order building blocks constructed from a sinh-domain two-integrator loop. The performance of the filter has been evaluated using the Cadence Analog Design Environment and the design kit provided by the Austria Mikro Systeme (AMS 0.35-µm CMOS process. The power consumption of filters was 7.21 nW, while a total harmonic distortion (THD level of 4% was observed for an input signal of 220 pA. The RMS value of the input referred noise was 0.43 pA, and the simulated value of the dynamic range (DR was 51.1 dB. A comparison with already published counterparts shows that the proposed topology offers the benefits of 0.5-V supply voltage operation and significantly improved power efficiency.

  10. Low-pass filtered continuum streambed and bedload sediment mass balance laws for an alluvial, gravel-bed stream

    Science.gov (United States)

    DeTemple, B.; Wilcock, P.

    2011-12-01

    In an alluvial, gravel-bed stream governed by a plane-bed bedload transport regime, the physicochemical properties, size distribution, and granular architecture of the sediment grains that constitute the streambed surface influence many hydrodynamic, geomorphic, chemical, and ecological processes. Consequently, the abilities to accurately characterize the morphology and model the morphodynamics of the streambed surface and its interaction with the bedload above and subsurface below are necessary for a more complete understanding of how sediment, flow, organisms, and biogeochemistry interact. We report on our progress in the bottom-up development of low-pass filtered continuum streambed and bedload sediment mass balance laws for an alluvial, gravel-bed stream. These balance laws are assembled in a four stage process. First, the stream sediment-water system is conceptually abstracted as a nested, multi-phase, multi-species, structured continuum. Second, the granular surface of an aggregate of sediment grains is mathematically defined. Third, an integral approach to mass balance, founded in the continuum theory of multiphase flow, is used to formulate primordial, differential, instantaneous, local, continuum, mass balance laws applicable at any material point within a gravel-bed stream. Fourth, area averaging and time-after-area averaging, employing planform, low-pass filtering expressed as correlation or convolution integrals and based on the spatial and temporal filtering techniques found in the fields of multiphase flow, porous media flow, and large eddy simulation of turbulent fluid flow, are applied to smooth the primordial equations while maximizing stratigraphic resolution and preserving the definitions of relevant morphodynamic surfaces. Our approach unifies, corrects, contextualizes, and generalizes prior efforts at developing stream sediment continuity equations, including the top-down derivations of the surface layer (or "active layer") approach of Hirano

  11. Asymmetric transmission and optical low-pass filtering in a stack of random media with graded transport mean free path

    Science.gov (United States)

    Bingi, J.; Hemalatha, M.; Anita, R. W.; Vijayan, C.; Murukeshan, V. M.

    2015-11-01

    Light transport and the physical phenomena related to light propagation in random media are very intriguing, they also provide scope for new paradigms of device functionality, most of which remain unexplored. Here we demonstrate, experimentally and by simulation, a novel kind of asymmetric light transmission (diffusion) in a stack of random media (SRM) with graded transport mean free path. The structure is studied in terms of transmission, of photons propagated through and photons generated within the SRM. It is observed that the SRM exhibits asymmetric transmission property with a transmission contrast of 0.25. In addition, it is shown that the SRM works as a perfect optical low-pass filter with a well-defined cutoff wavelength at 580 nm. Further, the photons generated within the SRM found to exhibit functionality similar to an optical diode with a transmission contrast of 0.62. The basis of this functionality is explained in terms of wavelength dependent photon randomization and the graded transport mean free path of SRM.

  12. Estimation in continuous-time stochastic| volatility models using nonlinear filters

    DEFF Research Database (Denmark)

    Nielsen, Jan Nygaard; Vestergaard, M.; Madsen, Henrik

    2000-01-01

    Presents a correction to the authorship of the article 'Estimation in Continuous-Time Stochastic Volatility Models Using Nonlinear Filters,' published in the periodical 'International Journal of Theoretical and Applied Finance,' Vol. 3, No. 2., pp. 279-308.......Presents a correction to the authorship of the article 'Estimation in Continuous-Time Stochastic Volatility Models Using Nonlinear Filters,' published in the periodical 'International Journal of Theoretical and Applied Finance,' Vol. 3, No. 2., pp. 279-308....

  13. Identification of linear continuous-time system using wavelet modulating filters

    Institute of Scientific and Technical Information of China (English)

    贺尚红; 钟掘

    2004-01-01

    An approach to identification of linear continuous-time system is studied with modulating functions. Based on wavelet analysis theory, the multi-resolution modulating functions are designed, and the corresponding filters have been analyzed. Using linear modulating filters, we can obtain an identification model that is parameterized directly in continuous-time model parameters. By applying the results from discrete-time model identification to the obtained identification model, a continuous-time estimation method is developed. Considering the accuracy of parameter estimates, an instrumental variable(V) method is proposed, and the design of modulating integral filter is discussed. The relationship between the accuracy of identification and the parameter of modulating filter is investigated, and some points about designing Gaussian wavelet modulating function are outlined. Finally, a simulation study is also included to verify the theoretical results.

  14. Robust passive filtering for continuous-time polytopic uncertain time-delay systems

    Institute of Scientific and Technical Information of China (English)

    LU Ling-ling; DUAN Guang-ren; WU Ai-guo

    2008-01-01

    To obtain a stable and proper linear filter to make the filtering error system robustly and strictly passive,the problem of full-order robust passive filtering for continuous-time polytopie uncertain time-delay systems was investigated.A criterion for the passivity of time-delay systems was firstly provided in terms of linear matrix inequalities(LMI).Then an LMI sufficient condition for the existence of a robust filter was established and a design procedure was proposed for this type of systems.A numerical example demonstrated the feasibility of the filtering design procedure.

  15. Robust dissipative filtering for continuous-time polytopic uncertain neutral systems

    Institute of Scientific and Technical Information of China (English)

    Duan Guangren; L(u) Lingling; Wu Aiguo

    2009-01-01

    This article is concerned with the problem of robust dissipative filtering for continuous-time polytopic uncertain neutral systems. The main purpose is to obtain a stable and proper linear filter such that the filtering error system is strictly dissipative. A new criterion for the dissipativity of neutral systems is first provided in terms of linear matrix inequalities (LMI). Then, an LMI sufficient condition for the existence of a robust filter is established and a design procedure is proposed for this type of systems. Two numerical examples are given. One illustrates the less conservativeness of the proposed criterion; the other demonstrates the validity of the filtering design procedure.

  16. Analog trans-impedance low-pass filter%模拟跨阻低通滤波器的设计

    Institute of Scientific and Technical Information of China (English)

    李瑞杰; 滕建辅; 李超; 谭玲玲

    2012-01-01

    The input signal of trans-impedance filter is current, while its output signal is voltage. In this paper, a designmethod of trans-impedance filter is presented. Also, the topologies and calculation methods of parameters of three kinds ofbiquadratic filter's trans-impedance low-pass circuits are introduced in detail, according to the low, medium and high qualityfactor (Q). Then the high-order can be designed by low-order tans-impedance low-pass filter joined with traditional filters.Finally, to verify the effectiveness of the design, a design example of high-order tans-impedance low-pass would be carriedout.%跨阻滤波器的输入为电流信号,输出为电压信号.本文给出了跨阻滤波器的设计方法,并按照品质因数Q的低、中、高详细介绍了三种双二阶节跨阻低通滤波器的电路拓扑结构及其参数计算方法.二阶跨阻低通滤波器与传统滤波器相级联即可实现高阶跨阻低通滤波器.最后,通过高阶跨阻低通滤波器的设计实例,验证文中所给出的设计方法的有效性.

  17. 基于低通滤波技术的GPS/INS组合导航%Low-Pass Filter Technique Based GPS/INS Integrated Navigation

    Institute of Scientific and Technical Information of China (English)

    2013-01-01

      针对GPS/INS组合导航系统中的惯性导航系统(inertial navigation system,INS)存在的随机误差的问题,研究了一种通过低通滤波器减弱或消除GPS/INS组合导航系统高频噪声的方法。分析了陀螺仪与加速度计在三轴方向上的误差源及其相关性,给出无人机组合导航系统中GPS/INS组合导航误差模型,针对INS数据中所含的高频误差,构造了低通滤波器以消除其对导航精度的影响;并通过实测 Matlab/Simulink 仿真与实测 GPS/INS 导航数据验证该低通滤波器性能。试验结果表明:采用低通滤波处理 INS高频误差显著改善了位置精度,三轴方向上精度分别提高了25%、22%和21%。%Aiming at the random error of inertial navigation system (INS) in GPS/INS integrated navigation system, research a method using a low-pass filter to attenuate or eliminate high-frequency noise in the GPS/INS integrated navigation system. Error sources and their correlations in all three axial directions of the gyroscope and the accelerometer are analyzed. An error model of the GPS/INS integrated navigation is presented for a UAV integrated navigation system. A low-pass filter is developed to eliminate the influence of the high-frequency noise in the INS data to the navigation accuracy. The performance of this low-pass filter is verified by MatLab/Simulink simulations and real GPS/INS navigation tests. The test result shows that adopt low-pass filter to deal with INS high frequency and improve position accuracy effectively. The 3 axis accuracy increase 25%, 22%and 21%separately.

  18. Analyses of silicon dioxide, magnesium oxide, lead fluoride, bismuth as low-pass velocity filters for neutrons

    Science.gov (United States)

    Connor, D.; Holmryd, S.

    1969-01-01

    Transmission measurement of neutrons by filter materials for low energy neutrons is important for the study of structure and dynamics of condensed matter. Since only thermal neutrons are useful for such experiments, filter materials that transmit thermal neutrons while attenuating fast neutrons and gamma rays are of considerable interest.

  19. H∞ deconvolution filter design for time-delay linear continuous-time systems

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    Proposes an H∞ deconvolution design for time-delay linear continuous-time systems. We first analyze the general structure and innovation structure of the H∞ deconvolution filter. The deconvolution filter with innovation structure is made up of an output observer and a linear mapping, where the latter reflects the internal connection between the unknown input signal and the output estimate error. Based on the bounded real lemma,a time domain design approach and a sufficient condition for the existence of deconvolution filter are presented.The parameterization of the deconvolution filter can be completed by solving a Riccati equation. The proposed method is useful for the case that does not require statistical information about disturbances. At last, a numerical example is given to demonstrate the performance of the proposed filter.

  20. Robust dissipative filtering for continuous-time polytopic uncertain time-delay systems

    Institute of Scientific and Technical Information of China (English)

    LV Ling-ling; DUAN Guang-ren; WU Ai-guo

    2010-01-01

    This paper focuses on the problem of dissipative filtering for linear continuous-time polytopic uncertain time-delay systems.To obtain a stable and proper linear filter such that the filtering error system is strictly dissipative for all admissible uncertainties,a new dissipativity criterion which realizes separation between the Lyapunov matrices and the system dynamic matrices is firstly provided in terms of linear matrix inequalities (LMI).Then an LMI sufficient condition for the existence of a robust filter is established and a design procedure is proposed for this type of systems.One numerical example demonstrates less conservativeness of the proposed criterion,the other numerical example illustrates the validity of the proposed filter design.

  1. A VLSI Implementation of a New Low Voltage 5th Order Differential Gm-C Low-Pass Filter with Auto-Tuning Loop in CMOS Technology

    Directory of Open Access Journals (Sweden)

    BOZOMITU, R. G.

    2011-02-01

    Full Text Available In this paper a new low voltage 5th order Gm-C Bessel type low-pass filter (LPF with auto-tuning loop and higher dynamic range, designed in CMOS technology, is presented. The cut-off frequency can be tuned in (10-42MHz range by modifying the values of the grounded capacitors using a digital logic. The proposed structure is based on an auto-tuning loop in order to maintain the Gm/C ratio independent of the process, supply voltage and temperature variations, assuring the cut-off frequency of the LPF independently of these factors. The proposed 5th order Gm-C Bessel type low-pass filter provides 5% variation of the cut-off frequency in all critical corners, a 400mVpp(diff dynamic range, THD less than 1% and 21.6mW power consumption from 1.8V supply voltage. The simulations performed in 65nm CMOS process confirm the theoretical results.

  2. Enhanced H∞ Filtering for Continuous-time State-delayed Systems

    Institute of Scientific and Technical Information of China (English)

    Ying Zhang; Ai-Guo Wu; Guang-Ren Duan

    2009-01-01

    The H∞ filtering problem for continuous-time polytopic uncertain time-delay systems is investigated. Attention is focused on the design of full-order filters guaranteeing a prescribed H∞ attenuation level for the filtering error system. First, a simple alternative proof is given for an improved linear matrix inequality (LMI) representation of H∞ performance. Then, based on the performance criterion which kecps Lyapunov matrices out of the product of system dynamic matrices, a sufficient condition for the existence of robust estimators is formulated in terms of LMIs, and the corresponding filter design is cast into a convcx optimization problem which can be efficiently handled by using standard numerical algorithms. It is shown that the proposed design strategy allows the use of parameter-dependent Lyapunov functions and hence it is less conservative than some earlier results. A numerical example is employed to demonstrate the feasibility and advantage of the proposed design.

  3. Based on Simulink low pass numeral filter simulation analysis%基于Simulink的低通数字滤波器的仿真分析

    Institute of Scientific and Technical Information of China (English)

    赵红利

    2011-01-01

    Simulink是动态系统仿真领域中最为著名的仿真集成环境之一,它在各个领域得到广泛的应用.本文以低通数字滤波器为例说明如何使用Simulink建立数字滤波器系统的数学模型,并获得系统的Simulink模型(仿真模型),进行仿真分析。%Simulink is in the dynamic system simulation domain one of most famous simulation integration environment,it obtains the wide Spread application in each domain.This article take the low pass numeral filter as the example showed how uses the Simulink establishment numeral filter system the mathematical model,and obtains the system the Simulink model(simulation model),carries on the simulation analysis.

  4. Classical low-pass filter and real-time wavelet-based denoising technique implemented on a DSP: a comparison study

    Science.gov (United States)

    Dolabdjian, Ch.; Fadili, J.; Huertas Leyva, E.

    2002-11-01

    We have implemented a real-time numerical denoising algorithm, using the Discrete Wavelet Transform (DWT), on a TMS320C3x Digital Signal Processor (DSP). We also compared from a theoretical and practical viewpoints this post-processing approach to a more classical low-pass filter. This comparison was carried out using an ECG-type signal (ElectroCardiogram). The denoising approach is an elegant and extremely fast alternative to the classical linear filters class. It is particularly adapted to non-stationary signals such as those encountered in biological applications. The denoising allows to substantially improve detection of such signals over Fourier-based techniques. This processing step is a vital element in our acquisition chain using high sensitivity magnetic sensors. It should enhance detection of cardiac-type magnetic signals or magnetic particles in movement.

  5. ITERATED DESIGN OF NON-EQUIRIPPLE LOW-PASS FILTER%非等波纹低通滤波器的迭代设计

    Institute of Scientific and Technical Information of China (English)

    张雅绮; 林杞楠; 郭继昌

    2000-01-01

    滤波器特性的非等波纹逼近方法,在对称负载情况下阶数N为奇或偶均可实现.提出一种用切比雪夫多项式构成有理分式作为滤波器的特征函数,并利用迭代分析进行非等波纹低通滤波器综合的方法 .由于这种滤波器的衰减零极点很容易确定,因而设计过程简单,便于计算机编程.算例表明这一方法具有实用价值.%Non-equirip ple approximation of filter characteristics can be realized either odd order or even order in the symmetric load case.This paper presents a method of synthesizi ng non-equiripple low-pass filter based on iteration analysis,in which the rat ional fraction formed of Chebyshev polynomial is used as the filter characterist ic function.This method is convenient for computer programming,because the atten uation zeros and poles of the filter can be determined easily and the synthesis procedure is simple,too.The given examples show that the method is of a practica l value in filter design.

  6. Design of a compact low-pass filter with wide stopband%宽阻带小型化低通滤波器的设计

    Institute of Scientific and Technical Information of China (English)

    杨雪霞; 薛玉杰

    2008-01-01

    This paper presents a novel low-pass filter (LPF) with sharp rejection, wide stopband and compact size, which are realized by the defected ground structure (DGS) and the defected microstrip structure (DMS). The equivalent circuit model is proposed and the circuit parameters are extracted by the circuit simulation software. The parameters measured are 3 dB cutoff frequency fc of 5.2 GHz, the insertion loss less than 0.5 dB from DC to 4.0 GHz and S21 less than -20 dB within the wide stopband from 6 GHz to 16 GHz. The results of the circuit optimization agree well with those of the full wave simulation and the measured ones, which validate the effectiveness of the equivalent circuit model. The size of the proposed LPF is decreased compared with normal LPF. This LPF can be applied in rectennas to eliminate high order harmonics.

  7. 基于高斯低通滤波的音乐节拍提取%Music Beat Extraction Based on Low-Pass Gaussian Filter

    Institute of Scientific and Technical Information of China (English)

    胡建建; 曾培峰; 唐莉萍; 臧珠萍

    2011-01-01

    A music beat extraction method based on low-pass Gaussian filter is proposed. And musical energy extraction is applied to calculate the energy envelop. Also denoise is archived by data addition in spatial domain. The quantity of data is reduced also in addition. Then, a low-pass Gaussian filter is formed to depress high frequency components and increase the prominence of low-frequency tempo information.Finally, the beat of music signal is located by peak detection calculation. The experimental results demonstrate that the proposed algorithm is capable of extracting music beat with high accuracy and it is practicable to real-time applications.%提出一种基于高斯低通滤波的节拍提取算法,对音乐信号进行能量分析,确定信号的能量包络.在获得能量包络基础上,采用叠加分析的方法,实现在减少有待分析数据量的同时,消除信号的噪声.然后,应用高斯窗函数构造一个低通滤波器,对压缩后的信号数据进行低通滤波处理,滤除音乐信号中不能决定节拍信息的高频部分.最后,通过峰值检测的方法确定音乐信号的节拍.实验结果表明,本文所采用的方法提取结果准确,且实用性强.

  8. Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time

    KAUST Repository

    Kelly, D. T B

    2014-09-22

    The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations associated with the filter, which are required to make a useable algorithm in practice, are derived in an ad hoc fashion. The aim of this paper is to initiate the development of a systematic analysis of the EnKF, in particular to do so for small ensemble size. The perspective is to view the method as a state estimator, and not as an algorithm which approximates the true filtering distribution. The perturbed observation version of the algorithm is studied, without and with variance inflation. Without variance inflation well-posedness of the filter is established; with variance inflation accuracy of the filter, with respect to the true signal underlying the data, is established. The algorithm is considered in discrete time, and also for a continuous time limit arising when observations are frequent and subject to large noise. The underlying dynamical model, and assumptions about it, is sufficiently general to include the Lorenz \\'63 and \\'96 models, together with the incompressible Navier-Stokes equation on a two-dimensional torus. The analysis is limited to the case of complete observation of the signal with additive white noise. Numerical results are presented for the Navier-Stokes equation on a two-dimensional torus for both complete and partial observations of the signal with additive white noise.

  9. Analysis of time resolution in a dual head LSO+PSPMT PET system using low pass filter interpolation and digital constant fraction discriminator techniques

    Energy Technology Data Exchange (ETDEWEB)

    Monzo, Jose M. [Digital Systems Design (DSD) Group, ITACA Institute, Universidad Politecnica de Valencia, Camino de Vera s/n, 46022 Valencia (Spain)], E-mail: jmonfer@aaa.upv.es; Lerche, Christoph W.; Martinez, Jorge D.; Esteve, Raul; Toledo, Jose; Gadea, Rafael; Colom, Ricardo J.; Herrero, Vicente; Ferrando, Nestor; Aliaga, Ramon J.; Mateo, Fernando [Digital Systems Design (DSD) Group, ITACA Institute, Universidad Politecnica de Valencia, Camino de Vera s/n, 46022 Valencia (Spain); Sanchez, Filomeno [Nuclear Medical Physics Group, IFIC Institute, Consejo Superior de Investigaciones Cientificas (CSIC), 46980 Paterna (Spain); Mora, Francisco J. [Digital Systems Design (DSD) Group, ITACA Institute, Universidad Politecnica de Valencia, Camino de Vera s/n, 46022 Valencia (Spain); Benlloch, Jose M. [Nuclear Medical Physics Group, IFIC Institute, Consejo Superior de Investigaciones Cientificas (CSIC), 46980 Paterna (Spain); Sebastia, Angel [Digital Systems Design (DSD) Group, ITACA Institute, Universidad Politecnica de Valencia, Camino de Vera s/n, 46022 Valencia (Spain)

    2009-06-01

    PET systems need good time resolution to improve the true event rate, random event rejection, and pile-up rejection. In this study we propose a digital procedure for this task using a low pass filter interpolation plus a Digital Constant Fraction Discriminator (DCFD). We analyzed the best way to implement this algorithm on our dual head PET system and how varying the quality of the acquired signal and electronic noise analytically affects timing resolution. Our detector uses two continuous LSO crystals with a position sensitive PMT. Six signals per detector are acquired using an analog electronics front-end and these signals are processed using an in-house digital acquisition board. The test bench developed simulates the electronics and digital algorithms using Matlab. Results show that electronic noise and other undesired effects have a significant effect on the timing resolution of the system. Interpolated DCFD gives better results than non-interpolated DCFD. In high noise environments, differences are reduced. An optimum delay selection, based on the environment noise, improves time resolution.

  10. Event-Triggered Fault Detection Filter Design for a Continuous-Time Networked Control System.

    Science.gov (United States)

    Wang, Yu-Long; Shi, Peng; Lim, Cheng-Chew; Liu, Yuan

    2016-12-01

    This paper studies the problem of event-triggered fault detection filter (FDF) and controller coordinated design for a continuous-time networked control system (NCS) with biased sensor faults. By considering sensor-to-FDF network-induced delays and packet dropouts, which do not impose a constraint on the event-triggering mechanism, and proposing the simultaneous network bandwidth utilization ratio and fault occurrence probability-based event-triggering mechanism, a new closed-loop model for the considered NCS is established. Based on the established model, the event-triggered H ∞ performance analysis, and FDF and controller coordinated design are presented. The combined mutually exclusive distribution and Wirtinger-based integral inequality approach is proposed for the first time to deal with integral inequalities for products of vectors. This approach is proved to be less conservative than the existing Wirtinger-based integral inequality approach. The designed FDF and controller can guarantee the sensitivity of the residual signal to faults and the robustness of the NCS to external disturbances. The simulation results verify the effectiveness of the proposed event-triggering mechanism, and the FDF and controller coordinated design.

  11. Frequency domain reciprocal—Gaussian cascade low-pass filtering denoising method of image%图像的频域倒数—高斯级联低通滤波去噪方法

    Institute of Scientific and Technical Information of China (English)

    王杰; 毛玉泉; 李思佳; 吴崇虎

    2012-01-01

    针对图像频域滤波中细节信息丢失的问题,提出了一种频域倒数—高斯级联低通滤波去噪方法.该方法在频域利用倒数快速收敛的性质并结合高斯低通滤波器,实现了图像的联合滤波去噪.其在有效滤除高频噪声的同时更大限度地保留了图像的细节分量,进而使处理后的图像具有较高的对比度,对于去除噪声、提高图像质量有显著的效果.仿真结果表明,在相同的有效滤波面积基础上,与传统低通滤波器、倒数一理想级联低通滤波器、倒数—巴特沃斯级联低通滤波器相比,该方法的去噪效果最佳.%To reduce the loss of details in the image frequency domain filtering, this paper proposed a new frequency method that reciprocal—Gaussian cascade low-pass filter. The method utilized the nature of reciprocal fast convergence and combined with Gaussian low-pass filter to achieve the joint filter of the image, it had significant impression on improving image quality by keeping a greater measure of image detail component while filtering the high-frequency noise, it processed the after image having higher contrast. Simulation shows that, comparing with traditional low-pass filter, reciprocal—ideal cascade low-pass filter and reciprocal—Butterworth cascade low-pass filter based on the same effective filter area, the proposed method is the best on denoising effect.

  12. Cosine Modulated and Offset QAM Filter Bank Multicarrier Techniques: A Continuous-Time Prospect

    Directory of Open Access Journals (Sweden)

    Farhang-Boroujeny Behrouz

    2010-01-01

    Full Text Available Abstract Prior to the discovery of the celebrated orthogonal frequency division multiplexing (OFDM, multicarrier techniques that use analog filter banks were introduced in the 1960s. Moreover, advancements in the design of perfect reconstruction filter banks have led to a number developments in the design of prototype digital filters and polyphase structures for efficient implementations of the filter bank multicarrier (FBMC systems. The main thrust of this paper is to present a tutorial review of the classical works on FBMC systems and show that some of the more recent developments are, in fact, reinventions of multicarrier techniques that have been developed prior of the era of OFDM. We also review the recent novel developments in the design of FBMC systems that are tuned to cope with fast fading wireless channels.

  13. Cosine Modulated and Offset QAM Filter Bank Multicarrier Techniques: A Continuous-Time Prospect

    Directory of Open Access Journals (Sweden)

    Behrouz Farhang-Boroujeny

    2010-01-01

    Full Text Available Prior to the discovery of the celebrated orthogonal frequency division multiplexing (OFDM, multicarrier techniques that use analog filter banks were introduced in the 1960s. Moreover, advancements in the design of perfect reconstruction filter banks have led to a number developments in the design of prototype digital filters and polyphase structures for efficient implementations of the filter bank multicarrier (FBMC systems. The main thrust of this paper is to present a tutorial review of the classical works on FBMC systems and show that some of the more recent developments are, in fact, reinventions of multicarrier techniques that have been developed prior of the era of OFDM. We also review the recent novel developments in the design of FBMC systems that are tuned to cope with fast fading wireless channels.

  14. Cosine Modulated and Offset QAM Filter Bank Multicarrier Techniques: A Continuous-Time Prospect

    Science.gov (United States)

    Farhang-Boroujeny, Behrouz; (George) Yuen, ChungHim

    2010-12-01

    Prior to the discovery of the celebrated orthogonal frequency division multiplexing (OFDM), multicarrier techniques that use analog filter banks were introduced in the 1960s. Moreover, advancements in the design of perfect reconstruction filter banks have led to a number developments in the design of prototype digital filters and polyphase structures for efficient implementations of the filter bank multicarrier (FBMC) systems. The main thrust of this paper is to present a tutorial review of the classical works on FBMC systems and show that some of the more recent developments are, in fact, reinventions of multicarrier techniques that have been developed prior of the era of OFDM. We also review the recent novel developments in the design of FBMC systems that are tuned to cope with fast fading wireless channels.

  15. Electronic circuits and systems: A compilation. [including integrated circuits, logic circuits, varactor diode circuits, low pass filters, and optical equipment circuits

    Science.gov (United States)

    1975-01-01

    Technological information is presented electronic circuits and systems which have potential utility outside the aerospace community. Topics discussed include circuit components such as filters, converters, and integrators, circuits designed for use with specific equipment or systems, and circuits designed primarily for use with optical equipment or displays.

  16. Low-Pass Filtering Approach via Empirical Mode Decomposition Improves Short-Scale Entropy-Based Complexity Estimation of QT Interval Variability in Long QT Syndrome Type 1 Patients

    Directory of Open Access Journals (Sweden)

    Vlasta Bari

    2014-09-01

    Full Text Available Entropy-based complexity of cardiovascular variability at short time scales is largely dependent on the noise and/or action of neural circuits operating at high frequencies. This study proposes a technique for canceling fast variations from cardiovascular variability, thus limiting the effect of these overwhelming influences on entropy-based complexity. The low-pass filtering approach is based on the computation of the fastest intrinsic mode function via empirical mode decomposition (EMD and its subtraction from the original variability. Sample entropy was exploited to estimate complexity. The procedure was applied to heart period (HP and QT (interval from Q-wave onset to T-wave end variability derived from 24-hour Holter recordings in 14 non-mutation carriers (NMCs and 34 mutation carriers (MCs subdivided into 11 asymptomatic MCs (AMCs and 23 symptomatic MCs (SMCs. All individuals belonged to the same family developing long QT syndrome type 1 (LQT1 via KCNQ1-A341V mutation. We found that complexity indexes computed over EMD-filtered QT variability differentiated AMCs from NMCs and detected the effect of beta-blocker therapy, while complexity indexes calculated over EMD-filtered HP variability separated AMCs from SMCs. The EMD-based filtering method enhanced features of the cardiovascular control that otherwise would have remained hidden by the dominant presence of noise and/or fast physiological variations, thus improving classification in LQT1.

  17. A fast, noniterative approach for accelerated high-temporal resolution cine-CMR using dynamically interleaved streak removal in the power-spectral encoded domain with low-pass filtering (DISPEL) and modulo-prime spokes (MoPS).

    Science.gov (United States)

    Kawaji, Keigo; Patel, Mita B; Cantrell, Charles G; Tanaka, Akiko; Marino, Marco; Tamura, Satoshi; Wang, Hui; Wang, Yi; Carroll, Timothy J; Ota, Takeyoshi; Patel, Amit R

    2017-07-01

    To introduce a pair of accelerated non-Cartesian acquisition principles that when combined, exploit the periodicity of k-space acquisition, and thereby enable acquisition of high-temporal cine Cardiac Magnetic Resonance (CMR). The mathematical formulation of a noniterative, undersampled non-Cartesian cine acquisition and reconstruction is presented. First, a low-pass filtering step that exploits streaking artifact redundancy is provided (i.e., Dynamically Interleaved Streak removal in the Power-spectrum Encoded domain with Low-pass filtering [DISPEL]). Next, an effective radial acquisition for the DISPEL approach that exploits the property of prime numbers is described (i.e., Modulo-Prime Spoke [MoPS]). Both DISPEL and MoPS are examined using numerical simulation of a digital heart phantom to show that high-temporal cine-CMR is feasible without removing physiologic motion vs aperiodic interleaving using Golden Angles. The combined high-temporal cine approach is next examined in 11 healthy subjects for a time-volume curve assessment of left ventricular systolic and diastolic performance vs conventional Cartesian cine-CMR reference. The DISPEL method was first shown using simulation under different streak cycles to allow separation of undersampled radial streaking artifacts from physiologic motion with a sufficiently frequent streak-cycle interval. Radial interleaving with MoPS is next shown to allow interleaves with pseudo-Golden-Angle variants, and be more compatible with DISPEL against irrational and nonperiodic rotation angles, including the Golden-Angle-derived rotations. In the in vivo data, the proposed method showed no statistical difference in the systolic performance, while diastolic parameters sensitive to the cine's temporal resolution were statistically significant (P cine). We demonstrate a high-temporal resolution cine-CMR using DISPEL and MoPS, whose streaking artifact was separated from physiologic motion. © 2017 American Association of Physicists

  18. Design and simulation on low pass filter for frequency measurement circuit of aircraft AC power system%飞机交流电源测频电路低通滤波器的设计与仿真

    Institute of Scientific and Technical Information of China (English)

    党媚

    2015-01-01

    This paper conducted fault location and causal analysis,and provided the solution for this problem of Ac power frequency measurement jump In the process of model development . A low pass filter apply to Aircraft Ac power system frequency measurement circuit are Designed,and it's characteristics are also be analyzed and calculated.The filter model is set up based on Simulink for simulation,the result shows that the method of filter design is effective.%针对型号研制过程中出现的交流电源频率测量出现跳变的问题,进行了故障定位和原因分析,并提出了解决方案。设计了适用于飞机交流电源系统频率测量电路的低通滤波器,对其特性进行了计算分析,并基于SIMULINK建立了滤波器的模型,进行了仿真验证,结果表明设计的滤波器是有效的。

  19. 利用有源低通滤波器电路探讨抽样定理与信号恢复%Makeing Use of Active Low-pass Filter Circuit to Investigate the Sampling Theorem and Signal Recovery

    Institute of Scientific and Technical Information of China (English)

    胡庆烈

    2012-01-01

    以有源低通滤波器为例,探讨抽样定理与信号恢复原理,深入了解高职高专《信号与系统》的实验教学内容,使学生能够形象直观地观察离散信号频谱,了解其频谱特点.文章通过设计模拟信号源及时针信号源模块、模拟滤波器及抽样定理模块,引导学生全面具体分析抽样定理与信号恢复原理.%Taking Active Low-pass Filter for an example, the paper investigates the sampling theorem and signal recovery principle, and understands the experimental teaching contents deeply, so that students can visually observe the discrete signal spectrum, and understand the features of its spectrum. Article through the design of the analogue signal sources, the clock signal source modules,the analog filter and the sampling theorem modules to guide students to specific and comprehensive analysis of the sampling theorem and signal recovery principle.

  20. 基于TMS320F28035 CLA的IIR低通滤波器设计%Design of Infinite Impulse Response Low Pass Filter Based on TMS320F28035 Control Law Accelerator

    Institute of Scientific and Technical Information of China (English)

    杨传海; 肖兵

    2012-01-01

    在基于TI公司Piccolo系列DSP芯片的变频控制中,ADC采样的信号不可避免的要受到开关电源高频开关信号或者IGBT高频开关信号的影响,使采样得到的信号夹带有高频信号干扰,从而导致控制算法得到错误的信号,产生误动作,使控制效果下降甚至失效.在DSP芯片CPU中虽然可以设计滤波器,但是滤波器的运行会增加CPU开销,使CPU无暇处理其他诸如通信、诊断之类的系统任务.正是基于上述原因,在TMS320F28035芯片CLA硬件平台上设计出IIR低通滤波器,它能有效的滤除高频信号的干扰,解决三相变频控制信号受高频信号干扰的难题,提高控制系统的控制精度,同时减少CPU的开销.给出IIR低通滤波器的Matlab/Simulink仿真设计和在TMS320F28035芯片CLA上的软件设计.最后通过实验验证IIR低通滤波器设计的正确性.%In the variable frequency control based on TI company Piccolo series DSP chips, the signals input to the analog to digital converter(ADC) are inevitably impacted by the switching power supply high switching frequency signals or insulated gate bipolar transistor(IGBT) high switching frequency signals , this impact will make the control algorithm get the wrong signal and will lead to a fault control effect. Though infinite impulse response(IIR) filters could be designed in the CPU of the DSP chips.it will take CPU much time to run the IIR filters and thus the CPU will have no time to perform other system tasks such as communications and diagnostics. Based on these, a design of IIR low pass filter based on the control law accelerator (CLA) of TMS320F28035 was given. It can effectively filter out the high switching frequency signals to make sure the accuracy of the control system and to mitigate the CPU overhead. The Matlab/Simulink design and the software design on the CLA were given. Finally,the validity of the IIR low pass filter is demonstrated by the experimental results.

  1. 有源低通滤波器信号筛选--基于匹配视角%Active low-pass signal filtering--Based on the perspective of fit

    Institute of Scientific and Technical Information of China (English)

    时海鑫

    2014-01-01

    为了消除数据在传输过程中的信号干扰现象,使组织能够得到真实有效的信息,实现更高水平的个人-组织匹配,本文采用OPAM有源低通滤波器设计,对信息进行了有效筛选。使有用频率信号通过而同时抑制无用频率信号,让制定频段的信号通过,而让其余频段上的信号给以足够的衰减而使其受到抑制,消除了因信息失真而发生的不匹配。%In order to eliminate the data signal to interference in the transmission process,enable an organization to be true and effective information,improve the level of person-organization fit.In this paper,the design of the active low pass filter based on OPAMP choose information effectively so that the useful frequency signal by while suppressing unwanted frequency signal,and let the signal to other frequency band attenuation and the suppression of enough,avoiding the misfit caused by information distortion.

  2. Rational Approximation Implementation Approach for Gaussian Low-pass Filter in Time Domain Measurement%时域测量中高斯低通滤波器的有理逼近设计方法

    Institute of Scientific and Technical Information of China (English)

    许景波; 袁怡宝; 刘泊; 林海军; 李建新

    2011-01-01

    The step signal produced by Gaussian low-pass filter is required to measure the amplitude frequency characteristics of electronic equipment by time domain method. Gaussian filter is an ideal time domain filter and a noncausal system, which could be implemented by approximation theory. In this paper, the amplitude-frequency response of Gaussian filter is expanded into Taylor series by rational approximation method and the Taylor expansion approximates the amplitude-frequency characteristics of Gaussian filter. Based on the square amplitude design method of analog filter, the approximation filter is established by the left half plane poles of the expansion. With the increase of the order, approximation precision will improve and the maximum amplitude error of six order system reaches 1. 5%. The approximation filter could be decomposed into a series of second order systems and a first order system. The circuit for second order system is designed by universal model, the first order system is RC filter and the analog Gaussian approximation filter is established after these unit circuits connect in series. Furthermore , the relation table of the poles of Taylor expansion and the bandwidth constant a is established. The poles could be determined through looking up the table, which strengthens the practicability of this method.%用时域法测量电子设备的幅频特性需要高斯低通滤波器产生阶跃信号.高斯滤波器是一种理想的时域滤波器,是非因果系统,可以采用逼近的思想加以设计实现.采用有理逼近方法,对高斯滤波器幅频响应进行泰勒展开,由泰勒展开式逼近高斯滤波器幅频特性.根据模拟滤波器幅度平方设计方法,由展开式左半平面极点建立逼近滤波器模型,随着逼近阶次的增加,逼近精度将提高,六阶系统逼近最大幅度偏差达到了1.5%.将逼近滤波器分解成一系列二阶系统和一阶系统,对于二阶系统采用通用二阶系统模型进行

  3. 状态相关Riccati法和低通滤波器的励磁控制器设计%Design of Excitation Controller Based on SERE and Low-pass Filter

    Institute of Scientific and Technical Information of China (English)

    于紫南; 薛文博; 费玉琢; 文静

    2012-01-01

    针时原有控制器无法实时反映系统状态变化的情况,根据单机无穷大系统模型推导了以机端电压、转速和电磁功率偏差为状态变量的线性时变模型,建立了含有状态量的线性相关Riccati方程,通过判定、求解得到对应的时变最优解,为保证全局的稳定性,加入低通滤波器滤除部分奇异解,在Matlab\\Simulink中搭建了单机无穷大系统,仿真结果验证了该方法的有效性.%The original controller can not reflect the real-time state change of the system. According to the model of single machine infinite bus system, the linear time-varying model is deduced by taking terminal voltage, rotational speed and electromagnetic power deviation as state variables. The linear state-dependent Riccati equation is established. The corresponding time-varying optimal solutions are obtained by judging the system and solving the model. For ensuring the global stability, low-pass filter is added to filter out the singular solutions. Finally, the single machine infinite bus system is established on the Matlab\\Simulink platform. The simulation results verify the effectiveness of the proposed method.

  4. 压控电压源二阶低通有源滤波电路设计与仿真%Design and simulation of two-order voltage source low pass active filter circuit controlled by voltage

    Institute of Scientific and Technical Information of China (English)

    侯卫周; 谷城

    2014-01-01

    利用M ultisim10.1软件对压控电压源二阶低通滤波器进行仿真分析,通过选择不同信号源观察输入、输出波形的相位关系和幅值关系,比较输出、输入波形幅值比是否等于通带电压放大倍数;调节负反馈电阻大小,观察品质因素变化对滤波器幅频特性和相频特性的影响,得到的仿真的结果与实际理论分析基本一致。仿真结果表明,将M ultisim10.1合理地引入到模拟电子线路实验教学中,能将一些高深、抽象的电子电路的理论教学变得具体和生动,有利于学生对电路的认知,提高电子线路理论课的教学效果和教学质量。%The two-order low pass active filter circuit of voltage controlled voltage source has been analyzed and simulated by Multisim10 .1 software ,observed the phase-frequency and amplitude-frequency of output and input waveform via choosing different signal sources ,the output and input waveform amplitude ratio compared is equal to the pass band voltage amplification or not ;when by adjusting negative feedback resistance ,the influence of phase-frequency and amplitude-frequency characteristics as quality factors changing can be observed .The simulation results are consistent with the practical theory .It shows that reasonably introducing Multisim10 .1 simulation technology could make some abstract and advanced theoretical teaching become concretely and lively ,thus it is suitable for cultivating students’ cognitive view of circuit ,further can improve teaching effect and teaching quality of the Electronic Circuit Theory couse .

  5. Extended parameter-dependent H∞filtering for uncer tain continuous-time state-delayed systems

    Institute of Scientific and Technical Information of China (English)

    Ying Zhang; Aiguo Wu; Guangren Duan

    2014-01-01

    The design of robust H∞ filtering problem of polytopic uncertain linear time-delay systems is addressed. The uncertain parameters are supposed to reside in a polytope. A parameter-dependent Lyapunov function approach is proposed for the design of filters that ensure a prescribed H∞performance level for al ad-missible uncertain parameters, which is different from the quadratic framework that entails fixed matrices for the entire uncertainty do-main. This idea is realized by careful y selecting the structure of the matrices involved in the products with system matrices. An extended H∞ sufficient condition for the existence of robust esti-mators is formulated in terms of linear matrix inequalities, which can be solved via efficient interior-point algorithms.

  6. A Kalman Filter-Based Method to Generate Continuous Time Series of Medium-Resolution NDVI Images

    Directory of Open Access Journals (Sweden)

    Fernando Sedano

    2014-12-01

    Full Text Available A data assimilation method to produce complete temporal sequences of synthetic medium-resolution images is presented. The method implements a Kalman filter recursive algorithm that integrates medium and moderate resolution imagery. To demonstrate the approach, time series of 30-m spatial resolution NDVI images at 16-day time steps were generated using Landsat NDVI images and MODIS NDVI products at four sites with different ecosystems and land cover-land use dynamics. The results show that the time series of synthetic NDVI images captured seasonal land surface dynamics and maintained the spatial structure of the landscape at higher spatial resolution. The time series of synthetic medium-resolution NDVI images were validated within a Monte Carlo simulation framework. Normalized residuals decreased as the number of available observations increased, ranging from 0.2 to below 0.1. Residuals were also significantly lower for time series of synthetic NDVI images generated at combined recursion (smoothing than individually at forward and backward recursions (filtering. Conversely, the uncertainties of the synthetic images also decreased when the number of available observations increased and combined recursions were implemented.

  7. Design of Continuous-Time Filter for Hearing Aid Application%应用于助听器的连续时间滤波器设计

    Institute of Scientific and Technical Information of China (English)

    彭良玉; 周细凤; 张春熹; 黄满池

    2007-01-01

    提出了一种采用电流控制传送器(CCCⅡ)构成的连续时间双二阶滤波器电路,该滤波器可以应用于助听器和其他的信号处理设备中,能对任意特定频率的信号进行放大或者衰减,易于实现大规模MOS电路的集成.理论分析和计算机仿真表明所提电路方案正确,是可行的.%In this paper, a continuous-time biquadratic filter using Current Controlled Conveyors (CCCⅡ) is proposed,which can be used in Hearing Aids and in other Analog Signal Processing applications. The proposed filter has the capability of amplifying as well attenuating the signal of any desired frequency band. This design can be easily implemented in MOS VLSI thereby allowing electronic tuning of the filter parameters. Theoretical analysis and computer simulation indicate that the proposed circuit is effective and feasible.

  8. Character images uneven illumination correction method based on Gaussian frequency low pass filtering and image difference%基于高斯频域低通滤波和图像差分的字符图像光照不均校正法

    Institute of Scientific and Technical Information of China (English)

    杨颖; 戴彬

    2013-01-01

    光照不匀会对字符图像检测带来极大的负面影响.基于高斯频域低通滤波和图像差分提出一个新的字符图像光照不均校正法,该方法首先根据照明光场和图像细节分别对应低频分量和高频分量的特点,设计高斯低通滤波器去除光照背景以获取照明光场,然后再以此为根据对字符图像进行校正.同时,针对高斯低通滤波器参数选择上的难点,提出了实验法确定参数σ加逐次滤波对照明光场进行逼近的方法,以确保最终校正结果的准确.实验结果表明该方法校正效果较好.%Uneven illumination can result in serious negative impact on character image detection, Based on Gaussian frequency low pass filtering and image difference, a new character image uneven illumination correction method was proposed. According to the characteristics which Lighting light field and image detail respectively corresponding to low-frequency components and high-frequency components, gaussian frequency low pass filtering was firstly designed to remove light background which aims to get lighting light field. And then, character image was corrected based on the designed gaussian frequency low pass filtering. Meanwhile, for the difficulty on choice of gaussian low-pass filter parameter, a method which obtains parameter σ based on experimentation and successive filtering on lighting light field was presented to ensure the end correction results. The experimental results show that the correction effect of the proposed method is better.

  9. A low-power 10-bit continuous-time CMOS ΣΔ A/D converter

    DEFF Research Database (Denmark)

    Nielsen, Jannik Hammel; Bruun, Erik

    2004-01-01

    This paper presents the design of a third-order low-pass ΣΔ analog-to-digital converter (ADC) employing a continuous-time (CT) loop filter. The loop filter is implemented using Gm - C integrators, where the transconductors are implemented using CMOS transistors only. System level as well...... as transistor level design issues for power efficiency is discussed. A prototype ΣΔ ADC intended for weak biological signals restricted to bandwidths below 4 kHz has been manufactured in a standard 0.35 μm CMOS technology. The ADC has a measured resolution of 10 bits and a dynamic range (DR) of 67 d...

  10. Continuous-time signals

    CERN Document Server

    Shmaliy, Yuriy

    2006-01-01

    Gives a modern description of continuous-time deterministic signals Signal formation techniquesTime vs. frequency and frequency vs. time analysisCorrelation and energy analysisNarrowband signals and sampling.

  11. Continuous Time Model Estimation

    OpenAIRE

    Carl Chiarella; Shenhuai Gao

    2004-01-01

    This paper introduces an easy to follow method for continuous time model estimation. It serves as an introduction on how to convert a state space model from continuous time to discrete time, how to decompose a hybrid stochastic model into a trend model plus a noise model, how to estimate the trend model by simulation, and how to calculate standard errors from estimation of the noise model. It also discusses the numerical difficulties involved in discrete time models that bring about the unit ...

  12. NOVEL MICROWAVE FILTER DESIGN TECHNIQUES.

    Science.gov (United States)

    ELECTROMAGNETIC WAVE FILTERS, MICROWAVE FREQUENCY, PHASE SHIFT CIRCUITS, BANDPASS FILTERS, TUNED CIRCUITS, NETWORKS, IMPEDANCE MATCHING , LOW PASS FILTERS, MULTIPLEXING, MICROWAVE EQUIPMENT, WAVEGUIDE FILTERS, WAVEGUIDE COUPLERS.

  13. Design of Full-Band and Low-Pass FIR Differentiators: A Comparative Study

    Science.gov (United States)

    Mekhnache, C.; Ferdi, Y.; Taleb-Ahmed, A.

    2008-06-01

    Digital differentiators are useful in many fields of sciences and engineering. They can be designed using two approaches, namely, FIR filters design and FIR filters design. This paper is concerned by the first one in which great interest in the design of digital differentiators has encouraged the development of various design methods. The widely used methods for FIR differentiators are those based on criteria L1, L2, L∞ and that based on Taylor series. A comparison between these methods is carried out in terms of approximation accuracy and computational complexity. Numeric examples are presented to illustrate the performance of each method. It was found that the design results obtained by least squares method for fullband and low-pass differentiators are better than the other ones.

  14. Low-pass sequencing for microbial comparative genomics

    Directory of Open Access Journals (Sweden)

    Kennedy Sean

    2004-01-01

    Full Text Available Abstract Background We studied four extremely halophilic archaea by low-pass shotgun sequencing: (1 the metabolically versatile Haloarcula marismortui; (2 the non-pigmented Natrialba asiatica; (3 the psychrophile Halorubrum lacusprofundi and (4 the Dead Sea isolate Halobaculum gomorrense. Approximately one thousand single pass genomic sequences per genome were obtained. The data were analyzed by comparative genomic analyses using the completed Halobacterium sp. NRC-1 genome as a reference. Low-pass shotgun sequencing is a simple, inexpensive, and rapid approach that can readily be performed on any cultured microbe. Results As expected, the four archaeal halophiles analyzed exhibit both bacterial and eukaryotic characteristics as well as uniquely archaeal traits. All five halophiles exhibit greater than sixty percent GC content and low isoelectric points (pI for their predicted proteins. Multiple insertion sequence (IS elements, often involved in genome rearrangements, were identified in H. lacusprofundi and H. marismortui. The core biological functions that govern cellular and genetic mechanisms of H. sp. NRC-1 appear to be conserved in these four other halophiles. Multiple TATA box binding protein (TBP and transcription factor IIB (TFB homologs were identified from most of the four shotgunned halophiles. The reconstructed molecular tree of all five halophiles shows a large divergence between these species, but with the closest relationship being between H. sp. NRC-1 and H. lacusprofundi. Conclusion Despite the diverse habitats of these species, all five halophiles share (1 high GC content and (2 low protein isoelectric points, which are characteristics associated with environmental exposure to UV radiation and hypersalinity, respectively. Identification of multiple IS elements in the genome of H. lacusprofundi and H. marismortui suggest that genome structure and dynamic genome reorganization might be similar to that previously observed in the

  15. Distributed synthesis in continuous time

    DEFF Research Database (Denmark)

    Hermanns, Holger; Krčál, Jan; Vester, Steen

    2016-01-01

    . Indeed, the explicit continuous time enables players to communicate their states by delaying synchronisation (which is unrestricted for non-urgent models). In general, the problems are undecidable already for two players in the quantitative case and three players in the qualitative case. The qualitative......We introduce a formalism modelling communication of distributed agents strictly in continuous-time. Within this framework, we study the problem of synthesising local strategies for individual agents such that a specified set of goal states is reached, or reached with at least a given probability....... The flow of time is modelled explicitly based on continuous-time randomness, with two natural implications: First, the non-determinism stemming from interleaving disappears. Second, when we restrict to a subclass of non-urgent models, the quantitative value problem for two players can be solved in EXPTIME...

  16. Real-time digital signal recovery for a multi-pole low-pass transfer function system

    Science.gov (United States)

    Lee, Jhinhwan

    2017-08-01

    In order to solve the problems of waveform distortion and signal delay by many physical and electrical systems with multi-pole linear low-pass transfer characteristics, a simple digital-signal-processing (DSP)-based method of real-time recovery of the original source waveform from the distorted output waveform is proposed. A mathematical analysis on the convolution kernel representation of the single-pole low-pass transfer function shows that the original source waveform can be accurately recovered in real time using a particular moving average algorithm applied on the input stream of the distorted waveform, which can also significantly reduce the overall delay time constant. This method is generalized for multi-pole low-pass systems and has noise characteristics of the inverse of the low-pass filter characteristics. This method can be applied to most sensors and amplifiers operating close to their frequency response limits to improve the overall performance of data acquisition systems and digital feedback control systems.

  17. Realization of Electronic OTA Amplifiers with Linear and Tunable Transconductance and its Usages in Continuous - Filters

    Directory of Open Access Journals (Sweden)

    Ebrahim Borzabadi

    2012-01-01

    Full Text Available The aim of this paper is the introduction of a CMOS OTA basic block that its transconductance gain can be electronically and linearly tuned. This transconductance is proportional to the square root of the bias current. To achieve the maximum output voltage and create a wide range of linear transconductance the CMOS OTA has been used.Then the variation of the transconductance and its effects on the performance of Continuous-time filters has been considered. The novelty of this paper is to show that how the transconductance of a first-Order filter is transformed to high pass and low pass filters and the transfer function of a second-order filter is transformed into high pass, low pass , band pass and band rejection filters. The performance of the proposed circuit is discussed and confirmed through MATLAB and PSPICE-simulation results.

  18. A forward-body-bias tuned 450MHz Gm-C 3rd-order low-pass filter in 28nm UTBB FD-SOI with >1dBVp IIP3 over a 0.7-to-1V supply

    NARCIS (Netherlands)

    Lechevallier, Joeri; Struiksma, Remko; Sherry, Hani; Cathelin, Andreia; Klumperink, Eric; Nauta, Bram

    2015-01-01

    Due to the absence of internal nodes, inverter-based Gm-C filters [1,2] allow achieving bandwidths beyond what is possible with opamp-RC techniques. The class-AB behavior of the inverter, together with the high transconductance for a given quiescent current, results in a high dynamic range for a giv

  19. Comment on "Phase Transition-Like Behavior in a Low-Pass Filter"

    OpenAIRE

    2003-01-01

    This is a reminder that an infinite series can be defined other than as the limit of a sequence of finite series. An example is provided in which a circuit element comprised of an infinite series of resistors has negative resistance.

  20. Adiabatic low-pass J filters for artifact suppression in heteronuclear NMR.

    Science.gov (United States)

    Meier, Sebastian; Benie, Andrew J; Duus, Jens Ø; Sørensen, Ole W

    2009-04-14

    NMR artifact purging: Modern NMR experiments depend on efficient coherence transfer pathways for their sensitivity and on suppression of undesired pathways leading to artifacts for their spectral clarity. A novel robust adiabatic element suppresses hard-to-get-at artifacts (see picture).

  1. Phase transition-like behavior in a low-pass filter

    Science.gov (United States)

    Krivine, H.; Lesne, A.

    2003-01-01

    We discuss an iterative electric circuit for which the limits of infinite number of elements and zero dissipation in each element do not commute. The circuit is taken from the Feynman lectures, where it was argued on physical considerations that an infinite circuit made only of inductances and capacitances would behave as a dissipative system with nonvanishing resistance below a threshold frequency. The understanding of this behavior requires that the two limits be taken in the appropriate order. This simple example illustrates that caution in multiple limiting procedures is necessary to obtain the correct physical behavior. A close analogy with the standard ferromagnetic transition of the Ising model is drawn.

  2. Adiabatic Low-Pass J Filters for Artifact Suppression in Heteronuclear NMR

    DEFF Research Database (Denmark)

    Meier, Sebastian; Benie, Andrew J; Duus, Jens Øllgaard

    2009-01-01

    NMR artifact purging: Modern NMR experiments depend on efficient coherence transfer pathways for their sensitivity and on suppression of undesired pathways leading to artifacts for their spectral clarity. A novel robust adiabatic element suppresses hard-to-get-at artifacts.......NMR artifact purging: Modern NMR experiments depend on efficient coherence transfer pathways for their sensitivity and on suppression of undesired pathways leading to artifacts for their spectral clarity. A novel robust adiabatic element suppresses hard-to-get-at artifacts....

  3. Parameter Estimation in Continuous Time Domain

    Directory of Open Access Journals (Sweden)

    Gabriela M. ATANASIU

    2016-12-01

    Full Text Available This paper will aim to presents the applications of a continuous-time parameter estimation method for estimating structural parameters of a real bridge structure. For the purpose of illustrating this method two case studies of a bridge pile located in a highly seismic risk area are considered, for which the structural parameters for the mass, damping and stiffness are estimated. The estimation process is followed by the validation of the analytical results and comparison with them to the measurement data. Further benefits and applications for the continuous-time parameter estimation method in civil engineering are presented in the final part of this paper.

  4. Continuous-Time Modeling with Spatial Dependence

    NARCIS (Netherlands)

    Oud, J.H.L.; Folmer, H.; Patuelli, R.; Nijkamp, P.

    2012-01-01

    (Spatial) panel data are routinely modeled in discrete time (DT). However, compelling arguments exist for continuous-time (CT) modeling of (spatial) panel data. Particularly, most social processes evolve in CT, so that statistical analysis in DT is an oversimplification, gives an incomplete

  5. Continuous-Time Modeling with Spatial Dependence

    NARCIS (Netherlands)

    Oud, J.; Folmer, H.; Patuelli, R.; Nijkamp, P.

    (Spatial) panel data are routinely modeled in discrete time (DT). However, compelling arguments exist for continuous-time (CT) modeling of (spatial) panel data. Particularly, most social processes evolve in CT, so that statistical analysis in DT is an oversimplification, gives an incomplete

  6. CCII based fractional filters of different orders

    Directory of Open Access Journals (Sweden)

    Ahmed Soltan

    2014-03-01

    Full Text Available This paper aims to generalize the design of continuous-time filters to the fractional domain with different orders and validates the theoretical results with two different CCII based filters. In particular, the proposed study introduces the generalized formulas for the previous fractional-order analysis of equal orders. The fractional-order filters enhance the design flexibility and prove that the integer-order performance is a very narrow subset from the fractional-order behavior due to the extra degrees of freedom. The general fundamentals of these filters are presented by calculating the maximum and minimum frequencies, the half power frequency and the right phase frequency which are considered a critical issue for the filter design. Different numerical solutions for the generalized fractional order low pass filters with two different fractional order elements are introduced and verified by the circuit simulations of two fractional-order filters: Kerwin–Huelsman–Newcomb (KHN and Tow-Tomas CCII-based filters, showing great matching.

  7. a Continuous-Time Positive Linear System

    Directory of Open Access Journals (Sweden)

    Kyungsup Kim

    2013-01-01

    Full Text Available This paper discusses a computational method to construct positive realizations with sparse matrices for continuous-time positive linear systems with multiple complex poles. To construct a positive realization of a continuous-time system, we use a Markov sequence similar to the impulse response sequence that is used in the discrete-time case. The existence of the proposed positive realization can be analyzed with the concept of a polyhedral convex cone. We provide a constructive algorithm to compute positive realizations with sparse matrices of some positive systems under certain conditions. A sufficient condition for the existence of a positive realization, under which the proposed constructive algorithm works well, is analyzed.

  8. CONSTRUCTION OF CONTINUOUS TIME MARKOVIAN ARRIVAL PROCESSES

    Institute of Scientific and Technical Information of China (English)

    Qi-Ming HE

    2010-01-01

    Markovian arrival processes were introduced by Neuts in 1979(Neuts 1979)and have been used extensively in the stochastic modeling of queueing,inventory,reliability,risk,and telecommunications systems.In this paper,we introduce a constructive approach to define continuous time Markovian arrival processes.The construction is based on Poisson processes,and is simple and intuitive.Such a construction makes it easy to interpret the parameters of Markovian arrival processes.The construction also makes it possible to establish rigorously basic equations,such as Kolmogorov differential equations,for Markovian arrival processes,using only elementary properties of exponential distributions and Poisson processes.In addition,the approach can be used to construct continuous time Markov chains with a finite number of states

  9. Continuous-Time Bilinear System Identification

    Science.gov (United States)

    Juang, Jer-Nan

    2003-01-01

    The objective of this paper is to describe a new method for identification of a continuous-time multi-input and multi-output bilinear system. The approach is to make judicious use of the linear-model properties of the bilinear system when subjected to a constant input. Two steps are required in the identification process. The first step is to use a set of pulse responses resulting from a constant input of one sample period to identify the state matrix, the output matrix, and the direct transmission matrix. The second step is to use another set of pulse responses with the same constant input over multiple sample periods to identify the input matrix and the coefficient matrices associated with the coupling terms between the state and the inputs. Numerical examples are given to illustrate the concept and the computational algorithm for the identification method.

  10. Greenhouse Modeling Using Continuous Timed Petri Nets

    Directory of Open Access Journals (Sweden)

    José Luis Tovany

    2013-01-01

    Full Text Available This paper presents a continuous timed Petri nets (ContPNs based greenhouse modeling methodology. The presented methodology is based on the definition of elementary ContPN modules which are designed to capture the components of a general energy and mass balance differential equation, like parts that are reducing or increasing variables, such as heat, CO2 concentration, and humidity. The semantics of ContPN is also extended in order to deal with variables depending on external greenhouse variables, such as solar radiation. Each external variable is represented by a place whose marking depends on an a priori known function, for instance, the solar radiation function of the greenhouse site, which can be obtained statistically. The modeling methodology is illustrated with a greenhouse modeling example.

  11. Expectation propagation for continuous time stochastic processes

    Science.gov (United States)

    Cseke, Botond; Schnoerr, David; Opper, Manfred; Sanguinetti, Guido

    2016-12-01

    We consider the inverse problem of reconstructing the posterior measure over the trajectories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive approximations to the posterior distributions of single time marginals using variational approximate inference, giving rise to an expectation propagation type algorithm. For non-linear diffusion processes, this is achieved by leveraging moment closure approximations. We then show how the approximation can be extended to a wide class of discrete-state Markov jump processes by making use of the chemical Langevin equation. Our empirical results show that the proposed method is computationally efficient and provides good approximations for these classes of inverse problems.

  12. Behavioral Portfolio Selection in Continuous Time

    CERN Document Server

    Jin, Hanqing

    2007-01-01

    This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped utility (value) functions and probability distortions. Unlike the conventional expected utility maximization model, such a behavioral model could be easily mis-formulated (a.k.a. ill-posed) if its different components do not coordinate well with each other. Certain classes of an ill-posed model are identified. A systematic approach, which is fundamentally different from the ones employed for the utility model, is developed to solve a well-posed model, assuming a complete market and general It\\^o processes for asset prices. The optimal terminal wealth positions, derived in fairly explicit forms, possess surprisingly simple structure reminiscent of a gambling policy betting on a good state of the world while accepting a fixed, known loss in case of a bad one. An example with a two-piece CRRA utility is presented to illustrate the general r...

  13. Passive Power Filters

    CERN Document Server

    Künzi, R

    2015-01-01

    Power converters require passive low-pass filters which are capable of reducing voltage ripples effectively. In contrast to signal filters, the components of power filters must carry large currents or withstand large voltages, respectively. In this paper, three different suitable filter struc tures for d.c./d.c. power converters with inductive load are introduced. The formulas needed to calculate the filter components are derived step by step and practical examples are given. The behaviour of the three discussed filters is compared by means of the examples. P ractical aspects for the realization of power filters are also discussed.

  14. Continuous Time Group Discovery in Dynamic Graphs

    Energy Technology Data Exchange (ETDEWEB)

    Miller, K; Eliassi-Rad, T

    2010-11-04

    With the rise in availability and importance of graphs and networks, it has become increasingly important to have good models to describe their behavior. While much work has focused on modeling static graphs, we focus on group discovery in dynamic graphs. We adapt a dynamic extension of Latent Dirichlet Allocation to this task and demonstrate good performance on two datasets. Modeling relational data has become increasingly important in recent years. Much work has focused on static graphs - that is fixed graphs at a single point in time. Here we focus on the problem of modeling dynamic (i.e. time-evolving) graphs. We propose a scalable Bayesian approach for community discovery in dynamic graphs. Our approach is based on extensions of Latent Dirichlet Allocation (LDA). LDA is a latent variable model for topic modeling in text corpora. It was extended to deal with topic changes in discrete time and later in continuous time. These models were referred to as the discrete Dynamic Topic Model (dDTM) and the continuous Dynamic Topic Model (cDTM), respectively. When adapting these models to graphs, we take our inspiration from LDA-G and SSN-LDA, applications of LDA to static graphs that have been shown to effectively factor out community structure to explain link patterns in graphs. In this paper, we demonstrate how to adapt and apply the cDTM to the task of finding communities in dynamic networks. We use link prediction to measure the quality of the discovered community structure and apply it to two different relational datasets - DBLP author-keyword and CAIDA autonomous systems relationships. We also discuss a parallel implementation of this approach using Hadoop. In Section 2, we review LDA and LDA-G. In Section 3, we review the cDTM and introduce cDTMG, its adaptation to modeling dynamic graphs. We discuss inference for the cDTM-G and details of our parallel implementation in Section 4 and present its performance on two datasets in Section 5 before concluding in

  15. Robust Continuous-time Generalized Predictive Control for Large Time-delay System

    Institute of Scientific and Technical Information of China (English)

    WEI Huan; PAN Li-deng; ZHEN Xin-ping

    2008-01-01

    A simple delay-predictive continuous-time generalized predictive controller with filter (F - SDCGPC) is proposed. By using modified predictive output signal and cost function, the delay compensator is incorporated in the control law with observer structure, and a filter is added for enhancing robustness. The design of filter does not affect the nominal set-point response, and it is more flexible than the design of observer polynomial. The analysis and simulation results show that the F - SDCGPC has better robustness than the observer structure without filter when large time-delay error is considered.

  16. Design of Continuous Time Multibit Sigma Delta ADC for Next Generation Wireless Applications

    Directory of Open Access Journals (Sweden)

    Sharon Theresa George

    2015-03-01

    Full Text Available This paper presents the design of CT ΣΔ modulator which can provide high DR and SNR over a 20 MHz signal bandwidth. So far all the CT SDM uses either feedback or feedforward loop filter architecture. The proposed topology is a 3rd order low-pass sigma-delta modulator, which employs a combination of feedforward and feedback schemes. Loop filter is designed as RC integrators due to its high linearity and easy interface. The design starts from system level using Matlab/Simulink. Then, the first integrator in the loop, which is the most critical block in the modulator, is implemented at transistor level using Cadence Virtuoso 180 nm CMOS technology.

  17. Subspace identification for continuous-time errors-in-variables model from sampled data

    Institute of Scientific and Technical Information of China (English)

    Ping WU; Chun-jie YANG; Zhi-huan SONG

    2009-01-01

    We study the subspace identification for the continuous-time errors-in-variables model from sampled data. First, the filtering approach is applied to handle the time-derivative problem inherent in continuous-time identification. The generalized Poisson moment functional is focused. A total least squares equation based on this filtering approach is derived. Inspired by the idea of discrete-time subspace identification based on principal component analysis, we develop two algorithms to deliver consistent estimates for the continuous-time errors-in-variables model by introducing two different instrumental variables. Order determination and other instrumental variables are discussed. The usefulness of the proposed algorithms is illustrated through numerical simulation.

  18. CMOS continuous-time adaptive equalizers for high-speed serial links

    CERN Document Server

    Gimeno Gasca, Cecilia; Aldea Chagoyen, Concepción

    2015-01-01

    This book introduces readers to the design of adaptive equalization solutions integrated in standard CMOS technology for high-speed serial links. Since continuous-time equalizers offer various advantages as an alternative to discrete-time equalizers at multi-gigabit rates, this book provides a detailed description of continuous-time adaptive equalizers design - both at transistor and system levels-, their main characteristics and performances. The authors begin with a complete review and analysis of the state of the art of equalizers for wireline applications, describing why they are necessary, their types, and their main applications. Next, theoretical fundamentals of continuous-time adaptive equalizers are explored. Then, new structures are proposed to implement the different building blocks of the adaptive equalizer: line equalizer, loop-filters, power comparator, etc.  The authors demonstrate the design of a complete low-power, low-voltage, high-speed, continuous-time adaptive equalizer. Finally, a cost-...

  19. A unified Kalman filter

    Science.gov (United States)

    Stubberud, Allen R.

    2017-01-01

    When considering problems of linear sequential estimation, two versions of the Kalman filter, the continuous-time version and the discrete-time version, are often used. (A hybrid filter also exists.) In many applications in which the Kalman filter is used, the system to which the filter is applied is a linear continuous-time system, but the Kalman filter is implemented on a digital computer, a discrete-time device. The two general approaches for developing a discrete-time filter for implementation on a digital computer are: (1) approximate the continuous-time system by a discrete-time system (called discretization of the continuous-time system) and develop a filter for the discrete-time approximation; and (2) develop a continuous-time filter for the system and then discretize the continuous-time filter. Generally, the two discrete-time filters will be different, that is, it can be said that discretization and filter generation are not, in general, commutative operations. As a result, any relationship between the discrete-time and continuous-time versions of the filter for the same continuous-time system is often obfuscated. This is particularly true when an attempt is made to generate the continuous-time version of the Kalman filter through a simple limiting process (the sample period going to zero) applied to the discrete-time version. The correct result is, generally, not obtained. In a 1961 research report, Kalman showed that the continuous-time Kalman filter can be obtained from the discrete-time Kalman filter by taking limits as the sample period goes to zero if the white noise process for the continuous-time version is appropriately defined. Using this basic concept, a discrete-time Kalman filter can be developed for a continuous-time system as follows: (1) discretize the continuous-time system using Kalman's technique; and (2) develop a discrete-time Kalman filter for that discrete-time system. Kalman's results show that the discrete-time filter generated in

  20. FRACTAL DIMENSION RESULTS FOR CONTINUOUS TIME RANDOM WALKS.

    Science.gov (United States)

    Meerschaert, Mark M; Nane, Erkan; Xiao, Yimin

    2013-04-01

    Continuous time random walks impose random waiting times between particle jumps. This paper computes the fractal dimensions of their process limits, which represent particle traces in anomalous diffusion.

  1. Learning Continuous Time Bayesian Network Classifiers Using MapReduce

    Directory of Open Access Journals (Sweden)

    Simone Villa

    2014-12-01

    Full Text Available Parameter and structural learning on continuous time Bayesian network classifiers are challenging tasks when you are dealing with big data. This paper describes an efficient scalable parallel algorithm for parameter and structural learning in the case of complete data using the MapReduce framework. Two popular instances of classifiers are analyzed, namely the continuous time naive Bayes and the continuous time tree augmented naive Bayes. Details of the proposed algorithm are presented using Hadoop, an open-source implementation of a distributed file system and the MapReduce framework for distributed data processing. Performance evaluation of the designed algorithm shows a robust parallel scaling.

  2. Linear optimal control of continuous time chaotic systems.

    Science.gov (United States)

    Merat, Kaveh; Abbaszadeh Chekan, Jafar; Salarieh, Hassan; Alasty, Aria

    2014-07-01

    In this research study, chaos control of continuous time systems has been performed by using dynamic programming technique. In the first step by crossing the response orbits with a selected Poincare section and subsequently applying linear regression method, the continuous time system is converted to a discrete type. Then, by solving the Riccati equation a sub-optimal algorithm has been devised for the obtained discrete chaotic systems. In the next step, by implementing the acquired algorithm on the quantized continuous time system, the chaos has been suppressed in the Rossler and AFM systems as some case studies.

  3. The Limit Behaviour of Imprecise Continuous-Time Markov Chains

    Science.gov (United States)

    De Bock, Jasper

    2016-08-01

    We study the limit behaviour of a nonlinear differential equation whose solution is a superadditive generalisation of a stochastic matrix, prove convergence, and provide necessary and sufficient conditions for ergodicity. In the linear case, the solution of our differential equation is equal to the matrix exponential of an intensity matrix and can then be interpreted as the transition operator of a homogeneous continuous-time Markov chain. Similarly, in the generalised nonlinear case that we consider, the solution can be interpreted as the lower transition operator of a specific set of non-homogeneous continuous-time Markov chains, called an imprecise continuous-time Markov chain. In this context, our convergence result shows that for a fixed initial state, an imprecise continuous-time Markov chain always converges to a limiting distribution, and our ergodicity result provides a necessary and sufficient condition for this limiting distribution to be independent of the initial state.

  4. Continuous-time Markov decision processes theory and applications

    CERN Document Server

    Guo, Xianping

    2009-01-01

    This volume provides the first book entirely devoted to recent developments on the theory and applications of continuous-time Markov decision processes (MDPs). The MDPs presented here include most of the cases that arise in applications.

  5. Multivariable identification of continuous-time fractional system

    OpenAIRE

    2009-01-01

    International audience; This paper presents two subspace-based methods, from the MOESP (MIMO output-error state space) family, for state-space identification of continuous-time fractional commensurate models from sampled input-output data. The methodology used in this paper involves a continuous-time fractional operator allowing to reformulate the problem so that the state-space matrices can be estimated with conventional discrete-time subspace techniques based on QR and singular value decomp...

  6. Integral-Value Models for Outcomes over Continuous Time

    DEFF Research Database (Denmark)

    Harvey, Charles M.; Østerdal, Lars Peter

    Models of preferences between outcomes over continuous time are important for individual, corporate, and social decision making, e.g., medical treatment, infrastructure development, and environmental regulation. This paper presents a foundation for such models. It shows that conditions...... on preferences between real- or vector-valued outcomes over continuous time are satisfied if and only if the preferences are represented by a value function having an integral form...

  7. Error Correction and Long Run Equilibrium in Continuous Time

    OpenAIRE

    1988-01-01

    This paper deals with error correction models (ECM's) and cointegrated systems that are formulated in continuous time. Problems of representation, identification, estimation and time aggregation are discussed. It is shown that every ECM in continuous time has a discrete time equivalent model in ECM format. Moreover, both models may be written as triangular systems with stationary errors. This formulation simplifies both the continuous and the discrete time ECM representations and it helps to ...

  8. Linear generalized synchronization of continuous-time chaotic systems

    Energy Technology Data Exchange (ETDEWEB)

    Lu Junguo E-mail: jglu@sjtu.edu.cn; Xi Yugeng

    2003-08-01

    This paper develops a general approach for constructing a response system to implement linear generalized synchronization (GS) with the drive continuous-time chaotic system. Some sufficient conditions of global asymptotic linear GS between the drive and response continuous-time chaotic systems are attained from rigorously modern control theory. Finally, we take Chua's circuit as an example for illustration and verification.

  9. Magnetic Bearing Amplifier Output Power Filters for Flywheel Systems

    Science.gov (United States)

    Lebron-Velilla, Ramon C.; Jansen, Ralph H.; Palazzolo, Alan; Thomas, Erwin; Kascak, Peter E.; Birchenough, Arthur G.; Dever, Timothy P.

    2003-01-01

    Five power filters and two types of power amplifiers were tested for use with active magnetic bearings for flywheel applications. Filter topologies included low pass filters and low pass filters combined with trap filters at the PWM switching frequency. Two state and three state PWM amplifiers were compared. Each system was evaluated based on current magnitude at the switching frequency, voltage magnitude at 500 kHz, and power consumption. The base line system was a two state amplifier without a power filter. The recommended system is a three state power amplifier with a 50 kHz low pass filter and a 27 kHz trap filter. This system uses 5.57 W. It reduces the switching current by an order of magnitude and the 500 kHz voltage by two orders of magnitude. The relative power consumption varied depending on the test condition between 60 to 130 percent of the baseline.

  10. Fully Connected PLL Networks: How Filter Determines the Number of Nodes

    Directory of Open Access Journals (Sweden)

    Átila Madureira Bueno

    2009-01-01

    when the node filters are first-order lag-lead low-pass or when the node filters are second-order low-pass. For first- order filters, the synchronous state of the network shows to be stable for any number of nodes. For second-order filter, there is a superior limit for the number of nodes, depending on the PLL parameters.

  11. Continuous Time Structural Equation Modeling with R Package ctsem

    Directory of Open Access Journals (Sweden)

    Charles C. Driver

    2017-04-01

    Full Text Available We introduce ctsem, an R package for continuous time structural equation modeling of panel (N > 1 and time series (N = 1 data, using full information maximum likelihood. Most dynamic models (e.g., cross-lagged panel models in the social and behavioural sciences are discrete time models. An assumption of discrete time models is that time intervals between measurements are equal, and that all subjects were assessed at the same intervals. Violations of this assumption are often ignored due to the difficulty of accounting for varying time intervals, therefore parameter estimates can be biased and the time course of effects becomes ambiguous. By using stochastic differential equations to estimate an underlying continuous process, continuous time models allow for any pattern of measurement occasions. By interfacing to OpenMx, ctsem combines the flexible specification of structural equation models with the enhanced data gathering opportunities and improved estimation of continuous time models. ctsem can estimate relationships over time for multiple latent processes, measured by multiple noisy indicators with varying time intervals between observations. Within and between effects are estimated simultaneously by modeling both observed covariates and unobserved heterogeneity. Exogenous shocks with different shapes, group differences, higher order diffusion effects and oscillating processes can all be simply modeled. We first introduce and define continuous time models, then show how to specify and estimate a range of continuous time models using ctsem.

  12. Finding tree symmetries using continuous-time quantum walk

    Institute of Scientific and Technical Information of China (English)

    Wu Jun-Jie; Zhang Bai-Da; Tang Yu-Hua; Qiang Xiao-Gang; Wang Hui-Quan

    2013-01-01

    Quantum walk,the quantum counterpart of random walk,is an important model and widely studied to develop new quantum algorithms.This paper studies the relationship between the continuous-time quantum walk and the symmetry of a graph,especially that of a tree.Firstly,we prove in mathematics that the symmetry of a graph is highly related to quantum walk.Secondly,we propose an algorithm based on the continuous-time quantum walk to compute the symmetry of a tree.Our algorithm has better time complexity O(N3) than the current best algorithm.Finally,through testing three types of 10024 trees,we find that the symmetry of a tree can be found with an extremely high efficiency with the help of the continuous-time quantum walk.

  13. Continuous-Time System Identification of a Smoking Cessation Intervention.

    Science.gov (United States)

    Timms, Kevin P; Rivera, Daniel E; Collins, Linda M; Piper, Megan E

    2014-01-01

    Cigarette smoking is a major global public health issue and the leading cause of preventable death in the United States. Toward a goal of designing better smoking cessation treatments, system identification techniques are applied to intervention data to describe smoking cessation as a process of behavior change. System identification problems that draw from two modeling paradigms in quantitative psychology (statistical mediation and self-regulation) are considered, consisting of a series of continuous-time estimation problems. A continuous-time dynamic modeling approach is employed to describe the response of craving and smoking rates during a quit attempt, as captured in data from a smoking cessation clinical trial. The use of continuous-time models provide benefits of parsimony, ease of interpretation, and the opportunity to work with uneven or missing data.

  14. Continuous-time system identification of a smoking cessation intervention

    Science.gov (United States)

    Timms, Kevin P.; Rivera, Daniel E.; Collins, Linda M.; Piper, Megan E.

    2014-07-01

    Cigarette smoking is a major global public health issue and the leading cause of preventable death in the United States. Toward a goal of designing better smoking cessation treatments, system identification techniques are applied to intervention data to describe smoking cessation as a process of behaviour change. System identification problems that draw from two modelling paradigms in quantitative psychology (statistical mediation and self-regulation) are considered, consisting of a series of continuous-time estimation problems. A continuous-time dynamic modelling approach is employed to describe the response of craving and smoking rates during a quit attempt, as captured in data from a smoking cessation clinical trial. The use of continuous-time models provide benefits of parsimony, ease of interpretation, and the opportunity to work with uneven or missing data.

  15. Pseudo-Hermitian continuous-time quantum walks

    Energy Technology Data Exchange (ETDEWEB)

    Salimi, S; Sorouri, A, E-mail: shsalimi@uok.ac.i, E-mail: a.sorouri@uok.ac.i [Department of Physics, University of Kurdistan, PO Box 66177-15175, Sanandaj (Iran, Islamic Republic of)

    2010-07-09

    In this paper we present a model exhibiting a new type of continuous-time quantum walk (as a quantum-mechanical transport process) on networks, which is described by a non-Hermitian Hamiltonian possessing a real spectrum. We call it pseudo-Hermitian continuous-time quantum walk. We introduce a method to obtain the probability distribution of walk on any vertex and then study a specific system. We observe that the probability distribution on certain vertices increases compared to that of the Hermitian case. This formalism makes the transport process faster and can be useful for search algorithms.

  16. On Transaction-Cost Models in Continuous-Time Markets

    Directory of Open Access Journals (Sweden)

    Thomas Poufinas

    2015-04-01

    Full Text Available Transaction-cost models in continuous-time markets are considered. Given that investors decide to buy or sell at certain time instants, we study the existence of trading strategies that reach a certain final wealth level in continuous-time markets, under the assumption that transaction costs, built in certain recommended ways, have to be paid. Markets prove to behave in manners that resemble those of complete ones for a wide variety of transaction-cost types. The results are important, but not exclusively, for the pricing of options with transaction costs.

  17. High frequency sampling of a continuous-time ARMA process

    CERN Document Server

    Brockwell, Peter J; Klüppelberg, Claudia

    2011-01-01

    Continuous-time autoregressive moving average (CARMA) processes have recently been used widely in the modeling of non-uniformly spaced data and as a tool for dealing with high-frequency data of the form $Y_{n\\Delta}, n=0,1,2,...$, where $\\Delta$ is small and positive. Such data occur in many fields of application, particularly in finance and the study of turbulence. This paper is concerned with the characteristics of the process $(Y_{n\\Delta})_{n\\in\\bbz}$, when $\\Delta$ is small and the underlying continuous-time process $(Y_t)_{t\\in\\bbr}$ is a specified CARMA process.

  18. Application of continuous-time random walk to statistical arbitrage

    Directory of Open Access Journals (Sweden)

    Sergey Osmekhin

    2015-01-01

    Full Text Available An analytical statistical arbitrage strategy is proposed, where the distribution of the spread is modelled as a continuous-time random walk. Optimal boundaries, computed as a function of the mean and variance of the firstpassage time ofthe spread,maximises an objective function. The predictability of the trading strategy is analysed and contrasted for two forms of continuous-time random walk processes. We found that the waiting-time distribution has a significant impact on the prediction of the expected profit for intraday trading

  19. Optimization of Modulator and Circuits for Low Power Continuous-Time Delta-Sigma ADC

    DEFF Research Database (Denmark)

    Marker-Villumsen, Niels; Bruun, Erik

    2014-01-01

    This paper presents a new optimization method for achieving a minimum current consumption in a continuous-time Delta-Sigma analog-to-digital converter (ADC). The method is applied to a continuous-time modulator realised with active-RC integrators and with a folded-cascode operational transconduc......- tance amplifier (OTA). Based on a detailed circuit analysis of the integrator and the OTA, key expression are derived relating the biasing current of the OTA to the noise requirements of the integrator. In the optimization the corner frequency of the modulator loop filter and the number of quantizer...... levels are swept. Based on the results of the circuit analysis, for each modulator combination the summed current consumption of the 1st integrator and quantizer of the ADC is determined. By also sweeping the partitioning of the noise power for the different circuit parts, the optimum modulator...

  20. Continuous time sigma delta ADC design and non-idealities analysis

    Institute of Scientific and Technical Information of China (English)

    Yuan Jun; Zhang Zhaofeng; Wu Jun; Wang Chao; Chen Zhenhai; Qian Wenrong; Yang Yintang

    2011-01-01

    A wide bandwidth continuous time sigma delta ADC is implemented in 130 nm CMOS.A detailed nonidealities analysis(excess loop delay,clock jitter,finite gain and GBW,comparator offset and DAC mismatch)is performed developed in Matlab/Simulink.This design is targeted for wide bandwidth applications such as video or wireless base-stations.A third-order continuous time sigma delta modulator comprises a third-order RC operationalamplifier-based loop filter and 3-bit internal quantizer operated at 512 MHz clock frequency.The sigma delta ADC achieves 60 dB SNR and 59.3 dB SNDR over a 16-MHz signal band at an OSR of 16.The power consumption of the CT sigma delta modulator is 22 mW from the 1.2-V supply.

  1. Incomplete Continuous-time Securities Markets with Stochastic Income Volatility

    DEFF Research Database (Denmark)

    Christensen, Peter Ove; Larsen, Kasper

    2014-01-01

    We derive closed-form solutions for the equilibrium interest rate and market price of risk processes in an incomplete continuous-time market with uncertainty generated by Brownian motions. The economy has a finite number of heterogeneous exponential utility investors, who receive partially...... equilibrium displays both lower interest rates and higher risk premia compared to the equilibrium in an otherwise identical complete market....

  2. Ergodic degrees for continuous-time Markov chains

    Institute of Scientific and Technical Information of China (English)

    MAO; Yonghua

    2004-01-01

    This paper studies the existence of the higher orders deviation matrices for continuous time Markov chains by the moments for the hitting times. An estimate of the polynomial convergence rates for the transition matrix to the stationary measure is obtained. Finally, the explicit formulas for birth-death processes are presented.

  3. A mean-variance frontier in discrete and continuous time

    NARCIS (Netherlands)

    Bekker, Paul A.

    2004-01-01

    The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation

  4. CONTINUITY OF DYNAMIC-SYSTEMS - THE CONTINUOUS-TIME CASE

    NARCIS (Netherlands)

    NIEUWENHUIS, JW; WILLEMS, JC

    1992-01-01

    The purpose of this paper is to study continuity of the parametrization of continuous-time linear time-invariant differential systems having a finite-dimensional state space. We show that convergence of the behavior of such systems corresponds to convergence of the coefficients of a set of associate

  5. Integral-Value Models for Outcomes over Continuous Time

    DEFF Research Database (Denmark)

    Harvey, Charles M.; Østerdal, Lars Peter

    Models of preferences between outcomes over continuous time are important for individual, corporate, and social decision making, e.g., medical treatment, infrastructure development, and environmental regulation. This paper presents a foundation for such models. It shows that conditions on prefere...

  6. Model checking conditional CSL for continuous-time Markov chains

    DEFF Research Database (Denmark)

    Gao, Yang; Xu, Ming; Zhan, Naijun;

    2013-01-01

    In this paper, we consider the model-checking problem of continuous-time Markov chains (CTMCs) with respect to conditional logic. To the end, we extend Continuous Stochastic Logic introduced in Aziz et al. (2000) [1] to Conditional Continuous Stochastic Logic (CCSL) by introducing a conditional...

  7. On Discrete Time Control of Continuous Time Systems

    DEFF Research Database (Denmark)

    Poulsen, Niels Kjølstad

    of Denmark. The focus in this paper is control of a continuous time system by means of a digital control. In this context the control signal can only change at sample instants and is constant between samples. The cost function do include the variations of output between samples....

  8. Memory in linear recurrent neural networks in continuous time.

    Science.gov (United States)

    Hermans, Michiel; Schrauwen, Benjamin

    2010-04-01

    Reservoir Computing is a novel technique which employs recurrent neural networks while circumventing difficult training algorithms. A very recent trend in Reservoir Computing is the use of real physical dynamical systems as implementation platforms, rather than the customary digital emulations. Physical systems operate in continuous time, creating a fundamental difference with the classic discrete time definitions of Reservoir Computing. The specific goal of this paper is to study the memory properties of such systems, where we will limit ourselves to linear dynamics. We develop an analytical model which allows the calculation of the memory function for continuous time linear dynamical systems, which can be considered as networks of linear leaky integrator neurons. We then use this model to research memory properties for different types of reservoir. We start with random connection matrices with a shifted eigenvalue spectrum, which perform very poorly. Next, we transform two specific reservoir types, which are known to give good performance in discrete time, to the continuous time domain. Reservoirs based on uniform spreading of connection matrix eigenvalues on the unit disk in discrete time give much better memory properties than reservoirs with random connection matrices, where reservoirs based on orthogonal connection matrices in discrete time are very robust against noise and their memory properties can be tuned. The overall results found in this work yield important insights into how to design networks for continuous time.

  9. A 10 MHz Bandwidth Continuous-Time Delta-Sigma Modulator for Portable Ultrasound Scanners

    DEFF Research Database (Denmark)

    Llimos Muntal, Pere; Jørgensen, Ivan Harald Holger; Bruun, Erik

    2016-01-01

    A fourth-order 1-bit continuous-time delta-sigma modulator designed in a 65 nm process for portable ultrasound scanners is presented in this paper. The loop filter consists of RCintegrators, with programmable capacitor arrays and resistors, and the quantizer is implemented with a high-speed clocked...... comparator and a pull-down clocked latch. The feedback signal is generated with voltage DACs based on transmission gates. Using this implementation, a small and low-power solution required for portable ultrasound scanner applications is achieved. The modulator has a bandwidth of 10 MHz with an oversampling...

  10. On-line parameter and delay estimation of continuous-time dynamic systems

    Directory of Open Access Journals (Sweden)

    Kozłowski Janusz

    2015-06-01

    Full Text Available The problem of on-line identification of non-stationary delay systems is considered. The dynamics of supervised industrial processes are usually modeled by ordinary differential equations. Discrete-time mechanizations of continuous-time process models are implemented with the use of dedicated finite-horizon integrating filters. Least-squares and instrumental variable procedures mechanized in recursive forms are applied for simultaneous identification of input delay and spectral parameters of the system models. The performance of the proposed estimation algorithms is verified in an illustrative numerical simulation study.

  11. Neuromorphic Continuous-Time State Space Pole Placement Adaptive Control

    Institute of Scientific and Technical Information of China (English)

    卢钊; 孙明伟

    2003-01-01

    A neuromorphic continuous-time state space pole assignment adaptive controller is proposed, which is particularly appropriate for controlling a large-scale time-variant state-space model due to the parallely distributed nature of neurocomputing. In our approach, Hopfield neural network is exploited to identify the parameters of a continuous-time state-space model, and a dedicated recurrent neural network is designed to compute pole placement feedback control law in real time. Thus the identification and the control computation are incorporated in the closed-loop, adaptive, real-time control system. The merit of this approach is that the neural networks converge to their solutions very quickly and simultaneously.

  12. Continuous Time Portfolio Selection under Conditional Capital at Risk

    Directory of Open Access Journals (Sweden)

    Gordana Dmitrasinovic-Vidovic

    2010-01-01

    Full Text Available Portfolio optimization with respect to different risk measures is of interest to both practitioners and academics. For there to be a well-defined optimal portfolio, it is important that the risk measure be coherent and quasiconvex with respect to the proportion invested in risky assets. In this paper we investigate one such measure—conditional capital at risk—and find the optimal strategies under this measure, in the Black-Scholes continuous time setting, with time dependent coefficients.

  13. Continuous-Time Delta-Sigma Modulators for Wireless Communication

    OpenAIRE

    Andersson, Mattias

    2014-01-01

    The ever increasing data rates in wireless communication require analog to digital converters (ADCs) with greater requirements on speed and accuracy, while being power efficient to prolong battery life. This dissertation contains an introduction to the field and five papers that focus on the continuous-time (CT) Delta-Sigma modulator (DSM) as ADC. Paper I analyses the performance degradation of dynamic nonlinearity in the feedback DAC of the DSM, caused by Vth mismatch in the current-s...

  14. Parallel algorithms for simulating continuous time Markov chains

    Science.gov (United States)

    Nicol, David M.; Heidelberger, Philip

    1992-01-01

    We have previously shown that the mathematical technique of uniformization can serve as the basis of synchronization for the parallel simulation of continuous-time Markov chains. This paper reviews the basic method and compares five different methods based on uniformization, evaluating their strengths and weaknesses as a function of problem characteristics. The methods vary in their use of optimism, logical aggregation, communication management, and adaptivity. Performance evaluation is conducted on the Intel Touchstone Delta multiprocessor, using up to 256 processors.

  15. Continuous Time Quantum Monte Carlo simulation of Kondo shuttling

    Science.gov (United States)

    Zhang, Peng; Assaad, Fakher; Jarrell, Mark

    2010-03-01

    The Kondo shuttling problem is investigated by using the Continuous Time Quantum Monte Carlo method in both the anti-adiabatic limit φTK and the intermediate regime φ˜TK, where φ is the phonon modulation frequency and TK is the Kondo temperature. We investigate the potential emergence of Kondo effect or Kondo breakdown as a function of the phonon modulation frequency and electron-phonon coupling. This research is supported by grant OISE-0952300.

  16. Monte Carlo methods in continuous time for lattice Hamiltonians

    CERN Document Server

    Huffman, Emilie

    2016-01-01

    We solve a variety of sign problems for models in lattice field theory using the Hamiltonian formulation, including Yukawa models and simple lattice gauge theories. The solutions emerge naturally in continuous time and use the dual representation for the bosonic fields. These solutions allow us to construct quantum Monte Carlo methods for these problems. The methods could provide an alternative approach to understanding non-perturbative dynamics of some lattice field theories.

  17. Continuous time limits of the Utterance Selection Model

    CERN Document Server

    Michaud, Jérôme

    2016-01-01

    In this paper, we derive new continuous time limits of the Utterance Selection Model (USM) for language change (Baxter et al., Phys. Rev. E {\\bf 73}, 046118, 2006). This is motivated by the fact that the Fokker-Planck continuous time limit derived in the original version of the USM is only valid for a small range range of parameters. We investigate the consequences of relaxing these constraints on parameters. Using the normal approximation of the multinomial approximation, we derive a new continuous time limit of the USM in the form of a weak-noise stochastic differential equation. We argue that this weak noise, not captured by the Kramers-Moyal expansion, can not be neglected. We then propose a coarse-graining procedure, which takes the form of a stochastic version of the \\emph{heterogeneous mean field} approximation. This approximation groups the behaviour of nodes of same degree, reducing the complexity of the problem. With the help of this approximation, we study in detail two simple families of networks:...

  18. BESSEL FILTER AND CHAOS: THREE-IN-ONE ACTION

    DEFF Research Database (Denmark)

    Tamaševicius, Arunas; Mykolaitis, Gytis; Bumeliene, Skaidra;

    2006-01-01

    Low-pass active Bessel filters are proposed to be used in a chaotic oscillator. The Bessel unit plays the role of three-in-one: the delay line, the amplifier, and the filter. Results of Spice simulations and hardware experiments are presented.......Low-pass active Bessel filters are proposed to be used in a chaotic oscillator. The Bessel unit plays the role of three-in-one: the delay line, the amplifier, and the filter. Results of Spice simulations and hardware experiments are presented....

  19. Tunable photonic filters: a digital signal processing design approach.

    Science.gov (United States)

    Binh, Le Nguyen

    2009-05-20

    Digital signal processing techniques are used for synthesizing tunable optical filters with variable bandwidth and centered reference frequency including the tunability of the low-pass, high-pass, bandpass, and bandstop optical filters. Potential applications of such filters are discussed, and the design techniques and properties of recursive digital filters are outlined. The basic filter structures, namely, the first-order all-pole optical filter (FOAPOF) and the first-order all-zero optical filter (FOAZOF), are described, and finally the design process of tunable optical filters and the designs of the second-order Butterworth low-pass, high-pass, bandpass, and bandstop tunable optical filters are presented. Indeed, we identify that the all-zero and all-pole networks are equivalent with well known principles of optics of interference and resonance, respectively. It is thus very straightforward to implement tunable optical filters, which is a unique feature.

  20. Continuous time limits of the utterance selection model

    Science.gov (United States)

    Michaud, Jérôme

    2017-02-01

    In this paper we derive alternative continuous time limits of the utterance selection model (USM) for language change [G. J. Baxter et al., Phys. Rev. E 73, 046118 (2006), 10.1103/PhysRevE.73.046118]. This is motivated by the fact that the Fokker-Planck continuous time limit derived in the original version of the USM is only valid for a small range of parameters. We investigate the consequences of relaxing these constraints on parameters. Using the normal approximation of the multinomial approximation, we derive a continuous time limit of the USM in the form of a weak-noise stochastic differential equation. We argue that this weak noise, not captured by the Kramers-Moyal expansion, cannot be neglected. We then propose a coarse-graining procedure, which takes the form of a stochastic version of the heterogeneous mean field approximation. This approximation groups the behavior of nodes of the same degree, reducing the complexity of the problem. With the help of this approximation, we study in detail two simple families of networks: the regular networks and the star-shaped networks. The analysis reveals and quantifies a finite-size effect of the dynamics. If we increase the size of the network by keeping all the other parameters constant, we transition from a state where conventions emerge to a state where no convention emerges. Furthermore, we show that the degree of a node acts as a time scale. For heterogeneous networks such as star-shaped networks, the time scale difference can become very large, leading to a noisier behavior of highly connected nodes.

  1. Efficient maximum likelihood parameterization of continuous-time Markov processes

    CERN Document Server

    McGibbon, Robert T

    2015-01-01

    Continuous-time Markov processes over finite state-spaces are widely used to model dynamical processes in many fields of natural and social science. Here, we introduce an maximum likelihood estimator for constructing such models from data observed at a finite time interval. This estimator is drastically more efficient than prior approaches, enables the calculation of deterministic confidence intervals in all model parameters, and can easily enforce important physical constraints on the models such as detailed balance. We demonstrate and discuss the advantages of these models over existing discrete-time Markov models for the analysis of molecular dynamics simulations.

  2. Speed and entropy of an interacting continuous time quantum walk

    CERN Document Server

    De Falco, D; Falco, Diego de; Tamascelli, Dario

    2006-01-01

    We present some dynamic and entropic considerations about the evolution of a continuous time quantum walk implementing the clock of an autonomous machine. On a simple model, we study in quite explicit terms the Lindblad evolution of the clocked subsystem, relating the evolution of its entropy to the spreading of the wave packet of the clock. We explore possible ways of reducing the generation of entropy in the clocked subsystem, as it amounts to a deficit in the probability of finding the target state of the computation. We are thus lead to examine the benefits of abandoning some classical prejudice about how a clocking mechanism should operate.

  3. Anomalous diffusion in correlated continuous time random walks

    Energy Technology Data Exchange (ETDEWEB)

    Tejedor, Vincent; Metzler, Ralf, E-mail: metz@ph.tum.d [Physics Department T30 g, Technical University of Munich, 85747 Garching (Germany)

    2010-02-26

    We demonstrate that continuous time random walks in which successive waiting times are correlated by Gaussian statistics lead to anomalous diffusion with the mean squared displacement (r{sup 2}(t)) {approx_equal} t{sup 2/3}. Long-ranged correlations of the waiting times with a power-law exponent alpha (0 < alpha <= 2) give rise to subdiffusion of the form (r{sup 2}(t)) {approx_equal} t{sup {alpha}/(1+{alpha})}. In contrast, correlations in the jump lengths are shown to produce superdiffusion. We show that in both cases weak ergodicity breaking occurs. Our results are in excellent agreement with simulations. (fast track communication)

  4. Turbulent pair dispersion as a continuous-time random walk

    CERN Document Server

    Thalabard, Simon; Bec, Jeremie

    2014-01-01

    The phenomenology of turbulent relative dispersion is revisited. A heuristic scenario is proposed, in which pairs of tracers undergo a succession of independent ballistic separations during time intervals whose lengths fluctuate. This approach suggests that the logarithm of the distance between tracers self-averages and performs a continuous-time random walk. This leads to specific predictions for the probability distribution of separations, that differ from those obtained using scale-dependent eddy-diffusivity models (e.g. in the framework of Richardson's approach). Such predictions are tested against high-resolution simulations and shed new lights on the explosive separation between tracers.

  5. Dynamical continuous time random Lévy flights

    Science.gov (United States)

    Liu, Jian; Chen, Xiaosong

    2016-03-01

    The Lévy flights' diffusive behavior is studied within the framework of the dynamical continuous time random walk (DCTRW) method, while the nonlinear friction is introduced in each step. Through the DCTRW method, Lévy random walker in each step flies by obeying the Newton's Second Law while the nonlinear friction f(v) = - γ0v - γ2v3 being considered instead of Stokes friction. It is shown that after introducing the nonlinear friction, the superdiffusive Lévy flights converges, behaves localization phenomenon with long time limit, but for the Lévy index μ = 2 case, it is still Brownian motion.

  6. STUDY ON CONTINUOUS-TIME HEDGING PROBLEM IN INCOMPLETE MARKETS

    Institute of Scientific and Technical Information of China (English)

    刘海龙; 吴冲锋

    2002-01-01

    This paper extended the continuous-time dynamic-hedging theorem for the incomplete markets of Bertsimas, Kogan and Lo's to the case in which riskless interest rate is not zero. The theorem was then proved with the stochastic dynamic programming theory, by constructing a self-financing dynamic strategy that best approximates an arbitrary payoff function in the mean-squared sense. When the riskless interest rate is zero, our optimal hedging strategy coincides with the results of Bertsimas, Kogan and Lo,i.e. their results are special cases of ours.

  7. On characterizations of Metropolis type algorithms in continuous time

    OpenAIRE

    Diaconis, Persi; Miclo, Laurent

    2009-01-01

    International audience; In the continuous time framework, a new definition is proposed for the Metropolis algorithm $(\\wi X_t)_{t\\geq0}$ associated to an a priori given exploratory Markov process $( X_t)_{t\\geq0}$ and to a tarjet probability distribution $\\pi$. It should be the minimizer for the relative entropy of the trajectorial law of $(\\wi X_t)_{t\\in[0,T]}$ with respect to the law of $( X_t)_{t\\in[0,T]}$, when both processes start with $\\pi$ as initial law and when $\\pi$ is assumed to be...

  8. Continuous-time quantum walks on multilayer dendrimer networks

    Science.gov (United States)

    Galiceanu, Mircea; Strunz, Walter T.

    2016-08-01

    We consider continuous-time quantum walks (CTQWs) on multilayer dendrimer networks (MDs) and their application to quantum transport. A detailed study of properties of CTQWs is presented and transport efficiency is determined in terms of the exact and average return probabilities. The latter depends only on the eigenvalues of the connectivity matrix, which even for very large structures allows a complete analytical solution for this particular choice of network. In the case of MDs we observe an interplay between strong localization effects, due to the dendrimer topology, and good efficiency from the linear segments. We show that quantum transport is enhanced by interconnecting more layers of dendrimers.

  9. Language Emptiness of Continuous-Time Parametric Timed Automata

    DEFF Research Database (Denmark)

    Benes, Nikola; Bezdek, Peter; Larsen, Kim Guldstrand

    2015-01-01

    Parametric timed automata extend the standard timed automata with the possibility to use parameters in the clock guards. In general, if the parameters are real-valued, the problem of language emptiness of such automata is undecidable even for various restricted subclasses. We thus focus on the case...... of these clocks is compared with (an arbitrary number of) parameters, we show that the parametric language emptiness is decidable. The undecidability result tightens the bounds of a previous result which assumed six parameters, while the decidability result extends the existing approaches that deal with discrete......-time semantics only. To the best of our knowledge, this is the first positive result in the case of continuous-time and unbounded integer parameters, except for the rather simple case of single-clock automata....

  10. Continuous Time Random Walks for the Evolution of Lagrangian Velocities

    CERN Document Server

    Dentz, Marco; Comolli, Alessandro; Borgne, Tanguy Le; Lester, Daniel R

    2016-01-01

    We develop a continuous time random walk (CTRW) approach for the evolution of Lagrangian velocities in steady heterogeneous flows based on a stochastic relaxation process for the streamwise particle velocities. This approach describes persistence of velocities over a characteristic spatial scale, unlike classical random walk methods, which model persistence over a characteristic time scale. We first establish the relation between Eulerian and Lagrangian velocities for both equidistant and isochrone sampling along streamlines, under transient and stationary conditions. Based on this, we develop a space continuous CTRW approach for the spatial and temporal dynamics of Lagrangian velocities. While classical CTRW formulations have non-stationary Lagrangian velocity statistics, the proposed approach quantifies the evolution of the Lagrangian velocity statistics under both stationary and non-stationary conditions. We provide explicit expressions for the Lagrangian velocity statistics, and determine the behaviors of...

  11. Continuous-time quantum Monte Carlo using worm sampling

    Science.gov (United States)

    Gunacker, P.; Wallerberger, M.; Gull, E.; Hausoel, A.; Sangiovanni, G.; Held, K.

    2015-10-01

    We present a worm sampling method for calculating one- and two-particle Green's functions using continuous-time quantum Monte Carlo simulations in the hybridization expansion (CT-HYB). Instead of measuring Green's functions by removing hybridization lines from partition function configurations, as in conventional CT-HYB, the worm algorithm directly samples the Green's function. We show that worm sampling is necessary to obtain general two-particle Green's functions which are not of density-density type and that it improves the sampling efficiency when approaching the atomic limit. Such two-particle Green's functions are needed to compute off-diagonal elements of susceptibilities and occur in diagrammatic extensions of the dynamical mean-field theory and in efficient estimators for the single-particle self-energy.

  12. Incomplete Continuous-Time Securities Markets with Stochastic Income Volatility

    DEFF Research Database (Denmark)

    Christensen, Peter Ove; Larsen, Kasper

    and can trade continuously on a finite time interval in a money market account and a single risky security. Besides establishing the existence of an equilibrium, our main result shows that if the investors' unspanned income has stochastic counter-cyclical volatility, the resulting equilibrium can display......In an incomplete continuous-time securities market governed by Brownian motions, we derive closed-form solutions for the equilibrium risk-free rate and equity premium processes. The economy has a finite number of heterogeneous exponential utility investors, who receive partially unspanned income...... both lower risk-free rates and higher risk premia relative to the Pareto efficient equilibrium in an otherwise identical complete market. Consequently, our model can simultaneously help explaining the risk-free rate and equity premium puzzles....

  13. Continuous-time discrete-space models for animal movement

    Science.gov (United States)

    Hanks, Ephraim M.; Hooten, Mevin B.; Alldredge, Mat W.

    2015-01-01

    The processes influencing animal movement and resource selection are complex and varied. Past efforts to model behavioral changes over time used Bayesian statistical models with variable parameter space, such as reversible-jump Markov chain Monte Carlo approaches, which are computationally demanding and inaccessible to many practitioners. We present a continuous-time discrete-space (CTDS) model of animal movement that can be fit using standard generalized linear modeling (GLM) methods. This CTDS approach allows for the joint modeling of location-based as well as directional drivers of movement. Changing behavior over time is modeled using a varying-coefficient framework which maintains the computational simplicity of a GLM approach, and variable selection is accomplished using a group lasso penalty. We apply our approach to a study of two mountain lions (Puma concolor) in Colorado, USA.

  14. Nonequilibrium thermodynamic potentials for continuous-time Markov chains.

    Science.gov (United States)

    Verley, Gatien

    2016-01-01

    We connect the rare fluctuations of an equilibrium (EQ) process and the typical fluctuations of a nonequilibrium (NE) stationary process. In the framework of large deviation theory, this observation allows us to introduce NE thermodynamic potentials. For continuous-time Markov chains, we identify the relevant pairs of conjugated variables and propose two NE ensembles: one with fixed dynamics and fluctuating time-averaged variables, and another with fixed time-averaged variables, but a fluctuating dynamics. Accordingly, we show that NE processes are equivalent to conditioned EQ processes ensuring that NE potentials are Legendre dual. We find a variational principle satisfied by the NE potentials that reach their maximum in the NE stationary state and whose first derivatives produce the NE equations of state and second derivatives produce the NE Maxwell relations generalizing the Onsager reciprocity relations.

  15. Correlated continuous time random walk and option pricing

    Science.gov (United States)

    Lv, Longjin; Xiao, Jianbin; Fan, Liangzhong; Ren, Fuyao

    2016-04-01

    In this paper, we study a correlated continuous time random walk (CCTRW) with averaged waiting time, whose probability density function (PDF) is proved to follow stretched Gaussian distribution. Then, we apply this process into option pricing problem. Supposing the price of the underlying is driven by this CCTRW, we find this model captures the subdiffusive characteristic of financial markets. By using the mean self-financing hedging strategy, we obtain the closed-form pricing formulas for a European option with and without transaction costs, respectively. At last, comparing the obtained model with the classical Black-Scholes model, we find the price obtained in this paper is higher than that obtained from the Black-Scholes model. A empirical analysis is also introduced to confirm the obtained results can fit the real data well.

  16. Incomplete Continuous-Time Securities Markets with Stochastic Income Volatility

    DEFF Research Database (Denmark)

    Christensen, Peter Ove; Larsen, Kasper

    and can trade continuously on a finite time interval in a money market account and a single risky security. Besides establishing the existence of an equilibrium, our main result shows that if the investors' unspanned income has stochastic counter-cyclical volatility, the resulting equilibrium can display......In an incomplete continuous-time securities market governed by Brownian motions, we derive closed-form solutions for the equilibrium risk-free rate and equity premium processes. The economy has a finite number of heterogeneous exponential utility investors, who receive partially unspanned income...... both lower risk-free rates and higher risk premia relative to the Pareto efficient equilibrium in an otherwise identical complete market. Consequently, our model can simultaneously help explaining the risk-free rate and equity premium puzzles....

  17. The average rate of change for continuous time models.

    Science.gov (United States)

    Kelley, Ken

    2009-05-01

    The average rate of change (ARC) is a concept that has been misunderstood in the applied longitudinal data analysis literature, where the slope from the straight-line change model is often thought of as though it were the ARC. The present article clarifies the concept of ARC and shows unequivocally the mathematical definition and meaning of ARC when measurement is continuous across time. It is shown that the slope from the straight-line change model generally is not equal to the ARC. General equations are presented for two measures of discrepancy when the slope from the straight-line change model is used to estimate the ARC in the case of continuous time for any model linear in its parameters, and for three useful models nonlinear in their parameters.

  18. Simulasi Perancangan Filter Analog dengan Respon Chebyshev

    Directory of Open Access Journals (Sweden)

    RUSTAMAJI RUSTAMAJI

    2016-02-01

    Full Text Available Abstrak Dalam suatu sistem komunikasi penggunaan rangkaian filter sangat penting. Salah satu cara untuk memudahkan dalam perancangan sebuah filter dilakukanlah teknik simulasi. Penelitian ini bertujuan untuk merancang simulasi yang menghasilkan respon filter jenis chebyshev serta menghasilkan nilai komponen induktor (L dan kapasitor (C yang dibutuhkan untuk merangkai filter. Simulasi yang dirancang pada penelitian ini menggunakan Graphical User Interface (GUI. Dari simulasi yang dilakukan, didapatkan respon Chebyshev pada low pass filter, high pass filter, band pass filter, dan band stop filter sudah sesuai dengan input yang dimasukkan ke dalam parameter program dan sesuai dengan teori respon filter Chebyshev. Hasil Simulasi dari rangkaian band pass filter dan band stop filter dengan menggunakan Electronic Workbench (EWB, menunjukkan respon dengan pergeseran frekuensi sebesar 0,1 kHz lebih tinggi dari frekuensi yang diharapkan. Kata Kunci :filter, Chebyshev, band, respon frekuensi.   Abstract On communication system using filter is very important. One way to simplify the design of filter undertaken a simulation technique. This research aims to design a simulation that generates the filter response of chebyshev and generate the value component of the inductor (L and capacitor (C that needed for constructing the filter. This Simulation using Graphical User Interface (GUI. From result simulation, response in low pass filter, high pass filter, band pass filter, band stop filter and is in compliance with the input entered into the program and in accordance with the theory of Chebyshev filter response. The simulation of the band pass filter and bands stop filter by using electronic workbench ( EWB , show a response with shifts frequency of 0.1 khz higher than frequency expected.   Keywords: filter, Chebyshev, band, frequency respons

  19. A contribution to continuous-time quadrature bandpass sigma-delta modulators for low-IF receivers

    OpenAIRE

    Kim, Song-Bok

    2009-01-01

    This work presents the implementation of the continuous-time quadrature bandpass sigma-delta modulators (CT-QBP SDMs). CT-QBP SDMs is well suited for low-IF receivers due to some significant advantages over other implementations. Firstly, the possible design methodologies have been defined and compared. The proposed inverse method is desirable for the design of CT-QBP SDM. Starting from CT loop filter optimization, the equivalent noise shaping transfer function is finally calculated and its s...

  20. Detectability of Granger causality for subsampled continuous-time neurophysiological processes.

    Science.gov (United States)

    Barnett, Lionel; Seth, Anil K

    2017-01-01

    Granger causality is well established within the neurosciences for inference of directed functional connectivity from neurophysiological data. These data usually consist of time series which subsample a continuous-time biophysiological process. While it is well known that subsampling can lead to imputation of spurious causal connections where none exist, less is known about the effects of subsampling on the ability to reliably detect causal connections which do exist. We present a theoretical analysis of the effects of subsampling on Granger-causal inference. Neurophysiological processes typically feature signal propagation delays on multiple time scales; accordingly, we base our analysis on a distributed-lag, continuous-time stochastic model, and consider Granger causality in continuous time at finite prediction horizons. Via exact analytical solutions, we identify relationships among sampling frequency, underlying causal time scales and detectability of causalities. We reveal complex interactions between the time scale(s) of neural signal propagation and sampling frequency. We demonstrate that detectability decays exponentially as the sample time interval increases beyond causal delay times, identify detectability "black spots" and "sweet spots", and show that downsampling may potentially improve detectability. We also demonstrate that the invariance of Granger causality under causal, invertible filtering fails at finite prediction horizons, with particular implications for inference of Granger causality from fMRI data. Our analysis emphasises that sampling rates for causal analysis of neurophysiological time series should be informed by domain-specific time scales, and that state-space modelling should be preferred to purely autoregressive modelling. On the basis of a very general model that captures the structure of neurophysiological processes, we are able to help identify confounds, and offer practical insights, for successful detection of causal connectivity

  1. Optimal filter bandwidth for pulse oximetry

    Science.gov (United States)

    Stuban, Norbert; Niwayama, Masatsugu

    2012-10-01

    Pulse oximeters contain one or more signal filtering stages between the photodiode and microcontroller. These filters are responsible for removing the noise while retaining the useful frequency components of the signal, thus improving the signal-to-noise ratio. The corner frequencies of these filters affect not only the noise level, but also the shape of the pulse signal. Narrow filter bandwidth effectively suppresses the noise; however, at the same time, it distorts the useful signal components by decreasing the harmonic content. In this paper, we investigated the influence of the filter bandwidth on the accuracy of pulse oximeters. We used a pulse oximeter tester device to produce stable, repetitive pulse waves with digitally adjustable R ratio and heart rate. We built a pulse oximeter and attached it to the tester device. The pulse oximeter digitized the current of its photodiode directly, without any analog signal conditioning. We varied the corner frequency of the low-pass filter in the pulse oximeter in the range of 0.66-15 Hz by software. For the tester device, the R ratio was set to R = 1.00, and the R ratio deviation measured by the pulse oximeter was monitored as a function of the corner frequency of the low-pass filter. The results revealed that lowering the corner frequency of the low-pass filter did not decrease the accuracy of the oxygen level measurements. The lowest possible value of the corner frequency of the low-pass filter is the fundamental frequency of the pulse signal. We concluded that the harmonics of the pulse signal do not contribute to the accuracy of pulse oximetry. The results achieved by the pulse oximeter tester were verified by human experiments, performed on five healthy subjects. The results of the human measurements confirmed that filtering out the harmonics of the pulse signal does not degrade the accuracy of pulse oximetry.

  2. Continuous-time cross-phase modulation and quantum computation

    CERN Document Server

    Shapiro, J H; Razavi, Mohsen; Shapiro, Jeffrey H.

    2006-01-01

    The weak nonlinear Kerr interaction between single photons and intense laser fields has been recently proposed as a basis for distributed optics-based solutions to few-qubit applications in quantum communication and computation. Here, we analyze the above Kerr interaction by employing a continuous-time multi-mode model for the input/output fields to/from the nonlinear medium. In contrast to previous single-mode treatments of this problem, our analysis takes into account the full temporal content of the free-field input beams as well as the non-instantaneous response of the medium. The main implication of this model, in which the cross-Kerr phase shift on one input is proportional to the photon flux of the other input, is the existence of phase noise terms at the output. We show that these phase noise terms will degrade the performance of the parity gate proposed by Munro, Nemoto, and Spiller [New J. Phys. 7, 137 (2005)].

  3. Stochastic calculus for uncoupled continuous-time random walks.

    Science.gov (United States)

    Germano, Guido; Politi, Mauro; Scalas, Enrico; Schilling, René L

    2009-06-01

    The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications not only in physics but also in insurance, finance, and economics. A definition is given for a class of stochastic integrals driven by a CTRW, which includes the Itō and Stratonovich cases. An uncoupled CTRW with zero-mean jumps is a martingale. It is proved that, as a consequence of the martingale transform theorem, if the CTRW is a martingale, the Itō integral is a martingale too. It is shown how the definition of the stochastic integrals can be used to easily compute them by Monte Carlo simulation. The relations between a CTRW, its quadratic variation, its Stratonovich integral, and its Itō integral are highlighted by numerical calculations when the jumps in space of the CTRW have a symmetric Lévy alpha -stable distribution and its waiting times have a one-parameter Mittag-Leffler distribution. Remarkably, these distributions have fat tails and an unbounded quadratic variation. In the diffusive limit of vanishing scale parameters, the probability density of this kind of CTRW satisfies the space-time fractional diffusion equation (FDE) or more in general the fractional Fokker-Planck equation, which generalizes the standard diffusion equation, solved by the probability density of the Wiener process, and thus provides a phenomenologic model of anomalous diffusion. We also provide an analytic expression for the quadratic variation of the stochastic process described by the FDE and check it by Monte Carlo.

  4. Continuous time of flight measurements in a Lissajous configuration

    Science.gov (United States)

    Dobos, G.; Hárs, G.

    2017-01-01

    Short pulses used by traditional time-of-flight mass spectrometers limit their duty cycle, pose space-charge issues, and require high speed detectors and electronics. The motivation behind the invention of continuous time of flight mass spectrometers was to mitigate these problems, by increasing the number of ions reaching the detector and eliminating the need for fast data acquisition systems. The most crucial components of these spectrometers are their modulators: they determine both the maximal modulation frequency and the modulation depth. Through these parameters they limit the achievable mass resolution and signal-to-noise ratio. In this paper, a new kind of setup is presented which modulates the beam by deflecting it in two perpendicular directions and collects ions on a position sensitive detector. Such an Lissajous time of flight spectrometer achieves modulation without the use of slits or apertures, making it possible for all ions to reach the detector, thereby increasing the transmission and signal-to-noise ratio. In this paper, we provide the mathematical description of the system, discuss its properties, and present a practical demonstration of the principle.

  5. Norm convergence of continuous-time polynomial multiple ergodic averages

    CERN Document Server

    Austin, Tim

    2011-01-01

    For a jointly measurable probability-preserving action \\tau:\\bbR^D\\curvearrowright (X,\\mu) and a tuple of polynomial maps p_i:\\bbR\\to \\bbR^D, i=1,2,...,k, the multiple ergodic averages \\frac{1}{T}\\int_0^T (f_1\\circ \\tau^{p_1(t)})(f_2\\circ\\tau^{p_2(t)})... (f_k\\circ\\tau^{p_k(t)})\\,\\d t converge in L^2(\\mu) as T \\to \\infty for any f_1,f_2,...,f_k \\in L^\\infty(\\mu). This confirms the continuous-time analog of the conjectured norm convergence of discrete polynomial multiple ergodic averages, which in is its original formulation remains open in most cases. A proof of convergence can be given based on the idea of passing up to a sated extension of (X,\\mu,\\tau) in order to find simple characteristic factors, similarly to the recent development of this idea for the study of related discrete-time averages, together with a new inductive scheme on tuples of polynomials. The new induction scheme becomes available upon changing the time variable in the above integral by some fractional power, and provides an alternative t...

  6. Steady states of continuous-time open quantum walks

    Science.gov (United States)

    Liu, Chaobin; Balu, Radhakrishnan

    2017-07-01

    Continuous-time open quantum walks (CTOQW) are introduced as the formulation of quantum dynamical semigroups of trace-preserving and completely positive linear maps (or quantum Markov semigroups) on graphs. We show that a CTOQW always converges to a steady state regardless of the initial state when a graph is connected. When the graph is both connected and regular, it is shown that the steady state is the maximally mixed state. As shown by the examples in this article, the steady states of CTOQW can be very unusual and complicated even though the underlying graphs are simple. The examples demonstrate that the structure of a graph can affect quantum coherence in CTOQW through a long-time run. Precisely, the quantum coherence persists throughout the evolution of the CTOQW when the underlying topology is certain irregular graphs (such as a path or a star as shown in the examples). In contrast, the quantum coherence will eventually vanish from the open quantum system when the underlying topology is a regular graph (such as a cycle).

  7. Optimal periodic orbits of continuous time chaotic systems

    Science.gov (United States)

    Yang; Hunt; Ott

    2000-08-01

    In previous work [B. R. Hunt and E. Ott, Phys. Rev. Lett. 76, 2254 (1996); Phys. Rev. E 54, 328, (1996)], based on numerical experiments and analysis, it was conjectured that the optimal orbit selected from all possible orbits on a chaotic attractor is "typically" a periodic orbit of low period. By an optimal orbit we mean the orbit that yields the largest value of a time average of a given smooth "performance" function of the system state. Thus optimality is defined with respect to the given performance function. (The study of optimal orbits is of interest in at least three contexts: controlling chaos, embedding of low-dimensional attractors of high-dimensional dynamical systems in low-dimensional measurement spaces, and bubbling bifurcations of synchronized chaotic systems.) Here we extend this previous work. In particular, the previous work was for discrete time dynamical systems, and here we shall consider continuous time systems (flows). An essential difference for flows is that chaotic attractors can have embedded within them, not only unstable periodic orbits, but also unstable steady states, and we find that optimality can often occur on steady states. We also shed further light on the sense in which optimality is "typically" achieved at low period. In particular, we find that, as a system parameter is tuned to be closer to a crisis of the chaotic attractor, optimality may occur at higher period.

  8. A continuous-time neural model for sequential action.

    Science.gov (United States)

    Kachergis, George; Wyatte, Dean; O'Reilly, Randall C; de Kleijn, Roy; Hommel, Bernhard

    2014-11-01

    Action selection, planning and execution are continuous processes that evolve over time, responding to perceptual feedback as well as evolving top-down constraints. Existing models of routine sequential action (e.g. coffee- or pancake-making) generally fall into one of two classes: hierarchical models that include hand-built task representations, or heterarchical models that must learn to represent hierarchy via temporal context, but thus far lack goal-orientedness. We present a biologically motivated model of the latter class that, because it is situated in the Leabra neural architecture, affords an opportunity to include both unsupervised and goal-directed learning mechanisms. Moreover, we embed this neurocomputational model in the theoretical framework of the theory of event coding (TEC), which posits that actions and perceptions share a common representation with bidirectional associations between the two. Thus, in this view, not only does perception select actions (along with task context), but actions are also used to generate perceptions (i.e. intended effects). We propose a neural model that implements TEC to carry out sequential action control in hierarchically structured tasks such as coffee-making. Unlike traditional feedforward discrete-time neural network models, which use static percepts to generate static outputs, our biological model accepts continuous-time inputs and likewise generates non-stationary outputs, making short-timescale dynamic predictions.

  9. Coaction versus reciprocity in continuous-time models of cooperation.

    Science.gov (United States)

    van Doorn, G Sander; Riebli, Thomas; Taborsky, Michael

    2014-09-07

    Cooperating animals frequently show closely coordinated behaviours organized by a continuous flow of information between interacting partners. Such real-time coaction is not captured by the iterated prisoner's dilemma and other discrete-time reciprocal cooperation games, which inherently feature a delay in information exchange. Here, we study the evolution of cooperation when individuals can dynamically respond to each other's actions. We develop continuous-time analogues of iterated-game models and describe their dynamics in terms of two variables, the propensity of individuals to initiate cooperation (altruism) and their tendency to mirror their partner's actions (coordination). These components of cooperation stabilize at an evolutionary equilibrium or show oscillations, depending on the chosen payoff parameters. Unlike reciprocal altruism, cooperation by coaction does not require that those willing to initiate cooperation pay in advance for uncertain future benefits. Correspondingly, we show that introducing a delay to information transfer between players is equivalent to increasing the cost of cooperation. Cooperative coaction can therefore evolve much more easily than reciprocal cooperation. When delays entirely prevent coordination, we recover results from the discrete-time alternating prisoner's dilemma, indicating that coaction and reciprocity are connected by a continuum of opportunities for real-time information exchange.

  10. Weighted Integrate-And-Dump Filter

    Science.gov (United States)

    Sadr, Ramin

    1989-01-01

    Digital weighted integrate-and-dump filter (WIDF) proposed for detection of weak rectangular-pulse signals corrupted by additive white Gaussian noise. Received signal first low-pass prefiltered, and samples taken at multiple of symbol frequency. Improved performance means lower sampling and processing rates used for given symbol rate, reducing cost of system.

  11. Automated electronic filter design

    CERN Document Server

    Banerjee, Amal

    2017-01-01

    This book describes a novel, efficient and powerful scheme for designing and evaluating the performance characteristics of any electronic filter designed with predefined specifications. The author explains techniques that enable readers to eliminate complicated manual, and thus error-prone and time-consuming, steps of traditional design techniques. The presentation includes demonstration of efficient automation, using an ANSI C language program, which accepts any filter design specification (e.g. Chebyschev low-pass filter, cut-off frequency, pass-band ripple etc.) as input and generates as output a SPICE(Simulation Program with Integrated Circuit Emphasis) format netlist. Readers then can use this netlist to run simulations with any version of the popular SPICE simulator, increasing accuracy of the final results, without violating any of the key principles of the traditional design scheme.

  12. Noise reduction in computed tomography using a multiplicative continuous-time image reconstruction method

    Science.gov (United States)

    Yamaguchi, Yusaku; Kojima, Takeshi; Yoshinaga, Tetsuya

    2016-03-01

    In clinical X-ray computed tomography (CT), filtered back-projection as a transform method and iterative reconstruction such as the maximum-likelihood expectation-maximization (ML-EM) method are known methods to reconstruct tomographic images. As the other reconstruction method, we have presented a continuous-time image reconstruction (CIR) system described by a nonlinear dynamical system, based on the idea of continuous methods for solving tomographic inverse problems. Recently, we have also proposed a multiplicative CIR system described by differential equations based on the minimization of a weighted Kullback-Leibler divergence. We prove theoretically that the divergence measure decreases along the solution to the CIR system, for consistent inverse problems. In consideration of the noisy nature of projections in clinical CT, the inverse problem belongs to the category of ill-posed problems. The performance of a noise-reduction scheme for a new (previously developed) CIR system was investigated by means of numerical experiments using a circular phantom image. Compared to the conventional CIR and the ML-EM methods, the proposed CIR method has an advantage on noisy projection with lower signal-to-noise ratios in terms of the divergence measure on the actual image under the same common measure observed via the projection data. The results lead to the conclusion that the multiplicative CIR method is more effective and robust for noise reduction in CT compared to the ML-EM as well as conventional CIR methods.

  13. Continuous-time ΣΔ ADC with implicit variable gain amplifier for CMOS image sensor.

    Science.gov (United States)

    Tang, Fang; Bermak, Amine; Abbes, Amira; Benammar, Mohieddine Amor

    2014-01-01

    This paper presents a column-parallel continuous-time sigma delta (CTSD) ADC for mega-pixel resolution CMOS image sensor (CIS). The sigma delta modulator is implemented with a 2nd order resistor/capacitor-based loop filter. The first integrator uses a conventional operational transconductance amplifier (OTA), for the concern of a high power noise rejection. The second integrator is realized with a single-ended inverter-based amplifier, instead of a standard OTA. As a result, the power consumption is reduced, without sacrificing the noise performance. Moreover, the variable gain amplifier in the traditional column-parallel read-out circuit is merged into the front-end of the CTSD modulator. By programming the input resistance, the amplitude range of the input current can be tuned with 8 scales, which is equivalent to a traditional 2-bit preamplification function without consuming extra power and chip area. The test chip prototype is fabricated using 0.18 μm CMOS process and the measurement result shows an ADC power consumption lower than 63.5 μW under 1.4 V power supply and 50 MHz clock frequency.

  14. Generalised Filtering

    Directory of Open Access Journals (Sweden)

    Karl Friston

    2010-01-01

    Full Text Available We describe a Bayesian filtering scheme for nonlinear state-space models in continuous time. This scheme is called Generalised Filtering and furnishes posterior (conditional densities on hidden states and unknown parameters generating observed data. Crucially, the scheme operates online, assimilating data to optimize the conditional density on time-varying states and time-invariant parameters. In contrast to Kalman and Particle smoothing, Generalised Filtering does not require a backwards pass. In contrast to variational schemes, it does not assume conditional independence between the states and parameters. Generalised Filtering optimises the conditional density with respect to a free-energy bound on the model's log-evidence. This optimisation uses the generalised motion of hidden states and parameters, under the prior assumption that the motion of the parameters is small. We describe the scheme, present comparative evaluations with a fixed-form variational version, and conclude with an illustrative application to a nonlinear state-space model of brain imaging time-series.

  15. High-Tc superconductor coplanar waveguide filter

    Science.gov (United States)

    Chew, Wilbert; Bajuk, Louis J.; Cooley, Thomas W.; Foote, Marc C.; Hunt, Brian D.; Rascoe, Daniel L.; Riley, A. L.

    1991-01-01

    Coplanar waveguide (CPW) low-pass filters made of YBa2Cu3O(7-delta) (YBCO) on LaAlO3 substrates, with dimensions suited for integrated circuits, were fabricated and packaged. A complete filter gives a true idea of the advantages and difficulties in replacing thin-film metal with a high-temperature superconductor in a practical circuit. Measured insertion losses in liquid nitrogen were superior to the loss of a similar thin-film copper filter throughout the 0- to 9.5-GHz passband. These results demonstrate the performance of fully patterned YBCO in a practical CPW structure after sealing in a hermetic package.

  16. A continuous-time/discrete-time mixed audio-band sigma delta ADC

    Institute of Scientific and Technical Information of China (English)

    Liu Yan; Hua Siliang; Wang Donghui; Hou Chaohuan

    2011-01-01

    This paper introduces a mixed continuous-time/discrete-time, single-loop, fourth-order, 4-bit audioband sigma delta ADC that combines the benefits of continuous-time and discrete-time circuits, while mitigating the challenges associated with continuous-time design. Measurement results show that the peak SNR of this ADC reaches 100 dB and the total power consumption is less than 30 mW.

  17. Statistical inference for critical continuous state and continuous time branching processes with immigration

    OpenAIRE

    2014-01-01

    We study asymptotic behavior of conditional least squares estimators for critical continuous state and continuous time branching processes with immigration based on discrete time (low frequency) observations.

  18. DIGITAL FILTER PROCESS DURING THE DISCRETE MAGNITUDE DATA GATHERING

    Institute of Scientific and Technical Information of China (English)

    姚天忠; 邹丽新; 胡冶

    1995-01-01

    We analyze the reason that causes the error during the discrete magnitude data gathering.A method,dealing with data by means of second-order low-pass digital filter,is brought out,which will improve both the smooth degree and the reponse of the data into a quite good state.

  19. FORTRAN IV Digital Filter Design Programs. Digital Systems Education Project.

    Science.gov (United States)

    Reuss, E.; And Others

    The goals of the Digital Systems Education Project (DISE) include the development and distribution of educational/instructional materials in the digital systems area. Toward that end, this document contains three reports: (1) A FORTRAN IV Design Program for Low-Pass Butterworth and Chebychev Digital Filters; (2) A FORTRAN IV Design Program for…

  20. Anti-Aliasing filter for reverse-time migration

    KAUST Repository

    Zhan, Ge

    2012-01-01

    We develop an anti-aliasing filter for reverse-time migration (RTM). It is similar to the traditional anti-aliasing filter used for Kirchhoff migration in that it low-pass filters the migration operator so that the dominant wavelength in the operator is greater than two times the trace sampling interval, except it is applied to both primary and multiple reflection events. Instead of applying this filter to the data in the traditional RTM operation, we apply the anti-aliasing filter to the generalized diffraction-stack migration operator. This gives the same migration image as computed by anti-aliased RTM. Download

  1. DOCCⅡ-based electronically tunable current-mode biquadratic filters

    Institute of Scientific and Technical Information of China (English)

    Wang Weidong

    2005-01-01

    A complete state variable current-mode biquadratic filter built by duo-output CCⅡ (DOCCⅡ) with variable current gain is presented. All the coefficients of the filter can be independently tuned through the variable current gain factors of the DOCCⅡ. Based on the principles upon which the general biquadratic filter was constructed, a universal electronically tunable current-mode filter is proposed which implements the low-pass, high-pass, band-pass, band-suppress and all-pass second order transfer functions simultaneously. The PSPICE simulations of frequency responses of second-order filter of are also given.

  2. Implementation and design of multifunction filter using multiply-output CCII

    Institute of Scientific and Technical Information of China (English)

    Gu Jixing; Zheng Shibao; Liu Haiwen

    2005-01-01

    A novel filter built by multiply-output current conveyor II (MOCCII) is presented and analyzed which implements the low-pass, high-pass, band-reject and all-pass second order transfer functions simultaneously. With the passive elements grounded, the filter also displays low incremental parameter sensitivities.Spice simulation results are presented and support the theory.

  3. The Effects of Matched Filter on Stable Performance of Semistrapdown Inertially Stabilized Platform

    OpenAIRE

    2016-01-01

    To enhance the optimization performance of matched filter and further improve line of sight (LOS) stability of platform in inertial space, the proposed matched filter algorithm is conducted by adjusting matched filter coefficients of first-order low pass filter utilizing the regional search method based on invariance principle. The coefficients of the fraction molecule and denominator of proposed regional search algorithm are altered instead of denominator coefficients only being modified. Si...

  4. Stochastic continuous time neurite branching models with tree and segment dependent rates

    NARCIS (Netherlands)

    van Elburg, Ronald A. J.

    2011-01-01

    In this paper we introduce a continuous time stochastic neurite branching model closely related to the discrete time stochastic BES-model. The discrete time BES-model is underlying current attempts to simulate cortical development, but is difficult to analyze. The new continuous time formulation fac

  5. Efficient computation of time-bounded reachability probabilities in uniform continuous-time Markov decision processes

    NARCIS (Netherlands)

    Baier, Christel; Hermanns, H.; Katoen, Joost P.; Haverkort, Boudewijn R.H.M.

    2005-01-01

    A continuous-time Markov decision process (CTMDP) is a generalization of a continuous-time Markov chain in which both probabilistic and nondeterministic choices co-exist. This paper presents an efficient algorithm to compute the maximum (or minimum) probability to reach a set of goal states within a

  6. New Voltage Mode Universal Filters Using Only Two CDBAs

    OpenAIRE

    J. K. Pathak; Singh, A. K.; Raj Senani

    2013-01-01

    Two new configurations for voltage mode universal filters (VMUFs) using only two current differencing buffered amplifiers (CDBAs) are proposed. Both of the new configurations can realize all the five standard types of the filters, namely, low pass (LP), high pass (HP), band pass (BP), band stop (BS), and all pass (AP), from the same topology. In contrast to previously known CDBA-based VMUFs, the new configurations do not need an additional active device for voltage inversion to realize all pa...

  7. Continuous-time operational modal analysis in the presence of harmonic disturbances—The multivariate case

    Science.gov (United States)

    Pintelon, R.; Peeters, B.; Guillaume, P.

    2010-01-01

    Recently [R. Pintelon, B. Peeters, P. Guillaume, Continuous-time operational modal analysis in the presence of harmonic disturbances, Mechanical Systems and Signal Processing 22 (5) (2008) 1017-1035] a single-output algorithm for continuous-time operational modal analysis in the presence of harmonic disturbances with time-varying frequency has been developed. This paper extends the results of Pintelon, et al. [Continuous-time operational modal analysis in the presence of harmonic disturbances, Mechanical Systems and Signal Processing 22 (5) (2008) 1017-1035] to multi-output signals. The statistical performance of the proposed maximum likelihood estimator is illustrated on simulations and real helicopter data.

  8. Continuous-time performance limitations for overshoot and resulted tracking measures

    CERN Document Server

    wenczel, rob

    2011-01-01

    A dual formulation for the problem of determining absolute performance limitations on overshoot, undershoot, maximum amplitude and fluctuation minimization for continuous-time feedback systems is constructed. Determining, for example, the minimum possible overshoot attainable by all possible stabilizing controllers is an optimization task that cannot be expressed as a minimum-norm problem. It is this fact, coupled with the continuous-time rather than discrete-time formulation, that makes these problems challenging. We extend previous results to include more general reference functions, and derive new results (in continuous time) on the influence of pole/zero locations on achievable time-domain performance.

  9. Data-Driven Tracking Control With Adaptive Dynamic Programming for a Class of Continuous-Time Nonlinear Systems.

    Science.gov (United States)

    Mu, Chaoxu; Ni, Zhen; Sun, Changyin; He, Haibo

    2016-04-22

    A data-driven adaptive tracking control approach is proposed for a class of continuous-time nonlinear systems using a recent developed goal representation heuristic dynamic programming (GrHDP) architecture. The major focus of this paper is on designing a multivariable tracking scheme, including the filter-based action network (FAN) architecture, and the stability analysis in continuous-time fashion. In this design, the FAN is used to observe the system function, and then generates the corresponding control action together with the reference signals. The goal network will provide an internal reward signal adaptively based on the current system states and the control action. This internal reward signal is assigned as the input for the critic network, which approximates the cost function over time. We demonstrate its improved tracking performance in comparison with the existing heuristic dynamic programming (HDP) approach under the same parameter and environment settings. The simulation results of the multivariable tracking control on two examples have been presented to show that the proposed scheme can achieve better control in terms of learning speed and overall performance.

  10. Solution Estimates for Semilinear Difference-Delay Equations with Continuous Time

    Directory of Open Access Journals (Sweden)

    Michael Gil'

    2007-01-01

    Full Text Available We consider semilinear difference-delay equations with continuous time in a Euclidean space. Estimates are found for the solutions. Such estimates are then applied to obtain the stability and boundedness criteria for solutions.

  11. Growth of Preferential Attachment Random Graphs Via Continuous-Time Branching Processes

    Indian Academy of Sciences (India)

    Krishna B Athreya; Arka P Ghosh; Sunder Sethuraman

    2008-08-01

    Some growth asymptotics of a version of `preferential attachment’ random graphs are studied through an embedding into a continuous-time branching scheme. These results complement and extend previous work in the literature.

  12. Marked Continuous-Time Markov Chain Modelling of Burst Behaviour for Single Ion Channels

    Directory of Open Access Journals (Sweden)

    Frank G. Ball

    2007-01-01

    a continuous-time Markov chain with a finite-state space. We show how the use of marked continuous-time Markov chains can simplify the derivation of (i the distributions of several burst properties, including the total open time, the total charge transfer, and the number of openings in a burst, and (ii the form of these distributions when the underlying gating process is time reversible and in equilibrium.

  13. Continuous-time model identification and state estimation using non-uniformly sampled data

    OpenAIRE

    2009-01-01

    This contribution reviews theory, algorithms, and validation results for system identification of continuous-time state-space models from finite input-output sequences. The algorithms developed are autoregressive methods, methods of subspace-based model identification and stochastic realization adapted to the continuous-time context. The resulting model can be decomposed into an input-output model and a stochastic innovations model. Using the Riccati equation, we have designed a procedure to ...

  14. Improving GOOGLE'S Cartographer 3d Mapping by Continuous-Time Slam

    Science.gov (United States)

    Nüchter, A.; Bleier, M.; Schauer, J.; Janotta, P.

    2017-02-01

    This paper shows how to use the result of Google's SLAM solution, called Cartographer, to bootstrap our continuous-time SLAM algorithm. The presented approach optimizes the consistency of the global point cloud, and thus improves on Google's results. We use the algorithms and data from Google as input for our continuous-time SLAM software. We also successfully applied our software to a similar backpack system which delivers consistent 3D point clouds even in absence of an IMU.

  15. From Continuous-Time Design to Sampled-Data Design of Nonlinear Observers

    OpenAIRE

    Karafyllis, Iasson; Kravaris, Costas

    2008-01-01

    In this work, a sampled-data nonlinear observer is designed using a continuous-time design coupled with an inter-sample output predictor. The proposed sampled-data observer is a hybrid system. It is shown that under certain conditions, the robustness properties of the continuous-time design are inherited by the sampled-data design, as long as the sampling period is not too large. The approach is applied to linear systems and to triangular globally Lipschitz systems.

  16. A new mixed-mode filter based on MDDCCs

    Science.gov (United States)

    Wang, Lixue; Wang, Chunyue; Zhang, Junru; Liang, Xiao; Jiang, Shuangshuang

    2015-12-01

    A new mixed mode filter based on MDDCC (Modify Differential Difference Current Conveyor) is proposed, the structure of filter is simple, the circuit consist of only three active MDDCCs, five resistors and three grounded capacitors. The filter can realize the filter of current mode and voltage mode, which can realize the function of low pass biquad, band pass biquad and high pass biquad simultaneously. The computer simulation of PSPICE uses 0.18μm TSMC CMOS and the theoretical results are validated the proposed circuit.

  17. Transmission properties of cryogenic twisted pair filters

    Energy Technology Data Exchange (ETDEWEB)

    Song, Woon; Rehman, Mushtaq; Chong, Yonuk [Korea Research Institute of Standards and Science, Daejeon (Korea, Republic of); Ryu, Sangwan [Chonnam National University, Gwangju (Korea, Republic of)

    2010-12-15

    We fabricated a cryogenic low pass filter that consists of twisted pairs of manganin wires wrapped in copper tape and measured its transmission characteristics at frequencies up to 18 GHz. The dependence of the microwave transmission characteristics on the filter length was studied, which showed that a filter of length 1.0 m had a 70-dB attenuation at 1 GHz. We also studied the dependence of common- and differential-mode transmission on the number of twists per unit length and found that the number of twists per unit length affects differential-mode transmission but not common-mode transmission. Because the shielded twisted pair filter is more compact than a conventional copper powder filter, it can solve the space and thermal load issues when many cables are required for precision electronic transport experiments at low temperatures.

  18. Directional Filters for Cartoon + Texture Image Decomposition

    Directory of Open Access Journals (Sweden)

    Antoni Buades

    2016-05-01

    Full Text Available We present in this article a detailed analysis and implementation of the cartoon+texture decomposition algorithm proposed in [A. Buades, J.L. Lisani, 'Directional filters for color cartoon + texture image and video decomposition', Journal of Mathematical Imaging and Vision, 2015]. This method follows the approach proposed by [A. Buades, T. Le, J-M. Morel, L. Vese, 'Cartoon+Texture Image Decomposition', IPOL 2011], based on low/high-pass filtering, but replaces the isotropic filters by a bank of low-pass directional filters. The cartoon image is obtained by filtering in the direction that leads to the largest local total variation rate reduction. This permits to improve the performance of the decomposition near image discontinuities, where an halo effect was produced by the previous method.

  19. Filters, reproducing kernel, and adaptive meshfree method

    Science.gov (United States)

    You, Y.; Chen, J.-S.; Lu, H.

    Reproducing kernel, with its intrinsic feature of moving averaging, can be utilized as a low-pass filter with scale decomposition capability. The discrete convolution of two nth order reproducing kernels with arbitrary support size in each kernel results in a filtered reproducing kernel function that has the same reproducing order. This property is utilized to separate the numerical solution into an unfiltered lower order portion and a filtered higher order portion. As such, the corresponding high-pass filter of this reproducing kernel filter can be used to identify the locations of high gradient, and consequently serves as an operator for error indication in meshfree analysis. In conjunction with the naturally conforming property of the reproducing kernel approximation, a meshfree adaptivity method is also proposed.

  20. Design of UWB Band-pass Filters with GPS Band Rejection

    Institute of Scientific and Technical Information of China (English)

    Seung-back JUNG; Seung-in YANG

    2010-01-01

    This paper presents a compact Ultra-Wideband (UWB)band-pass filter using a high-pass filter and a low-pass one,and the resonator with Iumped elements.The structure of our proposed bandpass filter is very simple and the Defected Ground Structure (DGS) structure is used to get the low-pass filter characteristics.This proposed band-pass filter can be much smaller than a cascaded type filter.As a result of simulation,the insertion loss is less than 0.3 dB throughout the pass-band of 2.2 GHz~10.6 GHz,while the return loss is more than 18 dB.And it has rejection level of 36 dB at GPS band.

  1. Active damping of LLCL-filter resonance based on LC-trap voltage and capacitor current feedback

    DEFF Research Database (Denmark)

    Huang, Min; Wang, Xiongfei; Loh, Poh Chiang

    2015-01-01

    . In this paper, different feedback coefficients like the proportional, derivative, integral, high pass and low pass feedback coefficients of the filter capacitor current and the LC-trap circuit voltage are investigated for damping the filter resonance. Active damping methods are analyzed by using the concept...

  2. Sampled-Data Kalman Filtering and Multiple Model Adaptive Estimation for Infinite-Dimensional Continuous-Time Systems

    Science.gov (United States)

    2007-03-01

    1-22 systems theory to functional differential equations, as reported in [103]. Addition- ally, the semigroup theory has been steadily developed to...distributor operator, F(t), generates a semigroup of two-parameter state transition operators, Φ(t, s), a time-invariant state distribu- tor operator, F...generates a semigroup of one-parameter state transition operators, Φ(t − s) [38, 160, 39, 48, 115]. The single parameter is denoted by the “time” dif

  3. A digital filtering scheme for SQUID based magnetocardiography

    Institute of Scientific and Technical Information of China (English)

    Zhu Xue-Min; Ren Yu-Feng; Yu Hong-Wei; Zhao Shi-Ping; Chen Geng-Hua; Zhang Li-Hua; Yang Qian-Sheng

    2006-01-01

    Considering the properties of slow change and quasi-periodicity of magnetocardiography (MCG) signal, we use an integrated technique of adaptive and low-pass filtering in dealing with two-channel MCG data measured by high Tc SQUIDs, The adaptive filter in the time domain is based on a noise feedback normalized least-mean-square (NLMS) algorithm, and the low-pass filter with a cutoff at 100Hz in the frequency domain characterized by Gaussian functions is combined with a notch at the power line frequency. In this way, both relevant and irrelevant noises in original MCG data are largely eliminated. The method may also be useful for other slowly varying quasi-periodical signals.

  4. Pixel-level continuous-time incremental sigma-delta A/D converter for THz sensors

    Science.gov (United States)

    Khatib, Moustafa; Perenzoni, Matteo

    2016-04-01

    A readout channel based on continuous-time incremental sigma-delta analog-to-digital converter for FET-based terahertz (THz) imaging applications was implemented in a 0.15 μm standard CMOS technology. The designed readout circuit is suitable for implementation in pixel arrays due to its compact size and power consumption. The system-level analysis used to define the modulator parameters and to specify its analog building blocks is presented. The loop filter has been realized by using a Gm-C integrator. Circuit linearization techniques have been implemented to improve the linearity of the transconductor cell and reduce the impact of parasitic capacitances. Moreover, chopper stabilization technique is adopted in the loop filter, significantly reducing the low-frequency flicker noise thereby preserving the Noise Equivalent Power (NEP) of the FET detector within the required specifications of minimum detectable signal. The resulting input referred noise voltage is 87.5 nV/√Hz . The incremental ADC achieves 68-dB peak signal-to-noise-and-distortion-ratio (SNDR), equivalent to 11 bits effective resolution over 1 kHz signal bandwidth at 1 MHz sampling frequency. In order to meet the requirements of large sensor arrays, a first order architecture is realized. This leads to lower area occupancy and power consumption. The readout circuit draws 80 μW of power from a supply voltage of 1.8 V. The channel occupies an area of 90 x 273μm2.

  5. Denoising in electronic speckle pattern interferometry fringes by the filtering method based on partial differential equations

    Science.gov (United States)

    Tang, Chen; Zhang, Fang; Yan, Haiqing; Chen, Zhanqing

    2006-04-01

    Denoising in electronic speckle pattern interferometry fringes is the key problem in electronic speckle pattern interferometry. We present the new filtering method based on partial differential equations (called PDE filtering method) to electronic speckle pattern interferometry fringes. The PDE filtering method transforms the image processing to solving the partial differential equations. We test the proposed method on experimentally obtained electronic speckle pattern interferometry fringes, and compare with traditional mean filtering and low-pass Fourier filtering methods. The experimental results show that the technique is capable of effectively removing noise. The PDE filtering method is flexible and has fast computational speed and stable results.

  6. Exploratory Study for Continuous-time Parameter Estimation of Ankle Dynamics

    Science.gov (United States)

    Kukreja, Sunil L.; Boyle, Richard D.

    2014-01-01

    Recently, a parallel pathway model to describe ankle dynamics was proposed. This model provides a relationship between ankle angle and net ankle torque as the sum of a linear and nonlinear contribution. A technique to identify parameters of this model in discrete-time has been developed. However, these parameters are a nonlinear combination of the continuous-time physiology, making insight into the underlying physiology impossible. The stable and accurate estimation of continuous-time parameters is critical for accurate disease modeling, clinical diagnosis, robotic control strategies, development of optimal exercise protocols for longterm space exploration, sports medicine, etc. This paper explores the development of a system identification technique to estimate the continuous-time parameters of ankle dynamics. The effectiveness of this approach is assessed via simulation of a continuous-time model of ankle dynamics with typical parameters found in clinical studies. The results show that although this technique improves estimates, it does not provide robust estimates of continuous-time parameters of ankle dynamics. Due to this we conclude that alternative modeling strategies and more advanced estimation techniques be considered for future work.

  7. Nonlinear continuous-time generalized predictive control of solar power plant

    Directory of Open Access Journals (Sweden)

    Khoukhi Billal

    2015-01-01

    Full Text Available This paper presents an application of nonlinear continuous-time generalized predictive control (GPC to the distributed collector field of a solar power plant. The major characteristic of a solar power plant is that the primary energy source, solar radiation, cannot be manipulated. Solar radiation varies throughout the day, causing changes in plant dynamics and strong perturbations in the process. A brief description of the solar power plant and its simulator is given. After that, basic concepts of predictive control and continuous-time generalized predictive control are introduced. A new control strategy, named nonlinear continuous-time generalized predictive control (NCGPC, is then derived to control the process. The simulation results show that the NCGPC gives a greater flexibility to achieve performance goals and better perturbation rejection than classical control.

  8. The limitations of discrete-time approaches to continuous-time contagion dynamics

    CERN Document Server

    Fennell, Peter G; Gleeson, James P

    2016-01-01

    Continuous-time Markov process models of contagions are widely studied, not least because of their utility in predicting the evolution of real-world contagions and in formulating control measures. It is often the case, however, that discrete-time approaches are employed to analyze such models or to simulate them numerically. In such cases, time is discretized into uniform steps and transition rates between states are replaced by transition probabilities. In this paper, we illustrate potential limitations to this approach. We show how discretizing time leads to a restriction on the values of the model parameters that can accurately be studied. We examine numerical simulation schemes employed in the literature, showing how synchronous-type updating schemes can bias discrete-time formalisms when compared against continuous-time formalisms. Event-based simulations, such as the Gillespie algorithm, are proposed as optimal simulation schemes both in terms of replicating the continuous-time process and computational...

  9. A radial basis function network approach for the computation of inverse continuous time variant functions.

    Science.gov (United States)

    Mayorga, René V; Carrera, Jonathan

    2007-06-01

    This Paper presents an efficient approach for the fast computation of inverse continuous time variant functions with the proper use of Radial Basis Function Networks (RBFNs). The approach is based on implementing RBFNs for computing inverse continuous time variant functions via an overall damped least squares solution that includes a novel null space vector for singularities prevention. The singularities avoidance null space vector is derived from developing a sufficiency condition for singularities prevention that conduces to establish some characterizing matrices and an associated performance index.

  10. Polyphase Structure Based Eigen Design of Two-Channel Quadrature Mirror Filter Bank

    Directory of Open Access Journals (Sweden)

    S. K. Agrawal

    2014-09-01

    Full Text Available This paper presents a method for the design of two-channel quadrature mirror filter (QMF banks with linear phase in frequency domain. Low-pass prototype filter of the QMF bank is implemented using polyphase decomposition. Prototype filter coefficients are optimized to minimize an objective function using eigenvalue-eigenvector approach without matrix inversion. The objective function is formulated as a weighted sum of four terms, pass-band error and stop-band residual energy of low-pass analysis filter, the square error of the overall transfer function at the quadrature frequency and amplitude distortion of the filter bank. The simulation results clearly show that the proposed method requires less computational efforts in comparison to the other state-of-art existing design methods.

  11. The autocorrelated noise filtering problem: the ISMC filter in a specific case of distance measuring

    CERN Document Server

    Prattico, Flavio

    2013-01-01

    In a previous paper we were working on a electronic travel aid for blind people based on infrared sensors. The signals coming from them are affected by a great noise that also with the use of low pass filter cannot be clean well. Motivated by the improvement of the system, in this paper we show a novelty way to filter autocorrelated noise based on a probabilistic description of the process. We apply an indexed semi-Markov model in order to filter the signal coming from the infrared sensor. We conduce first of all a data analysis on the noise in order to understand well its form. We give the general formulation of the new ISMC filter and at last we compare the results with a particular kind of Kalman filter for the specific stochastic application.

  12. A continuous-time Bayesian network reliability modeling and analysis framework

    NARCIS (Netherlands)

    Boudali, H.; Dugan, J.B.

    2006-01-01

    We present a continuous-time Bayesian network (CTBN) framework for dynamic systems reliability modeling and analysis. Dynamic systems exhibit complex behaviors and interactions between their components; where not only the combination of failure events matters, but so does the sequence ordering of th

  13. Boiteux's solution to the shifting-peak problem and the equilibrium price density in continuous time

    NARCIS (Netherlands)

    Horsley, A.; Wrobel, A.J.

    2002-01-01

    Bewley's condition on production sets, imposed to ensure the existence of an equilibrium price density when L∞ is the commodity space, is weakened to allow applications to continuous-time problems, and especially to peak-load pricing when the users' utility and production functions are Mackey contin

  14. Cooperation in an Infinite-Choice Continuous-Time Prisoner's Dilemma.

    Science.gov (United States)

    Feeley, Thomas H.; Tutzauer, Frank; Young, Melissa J.; Rosenfeld, Heather L.

    1997-01-01

    The Prisoner's Dilemma (PD) game demonstrates how cooperative or competitive choices influence decision making between two people or groups. A study of 48 college students tested an infinite-choice, continuous-time version of the PD. Results indicated that oscillatory cooperation was the predominant over-time behavior, that players matched…

  15. Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns

    DEFF Research Database (Denmark)

    Andersen, Torben G.; Bollerslev, Tim; Frederiksen, Per Houmann

    We provide an empirical framework for assessing the distributional properties of daily specu- lative returns within the context of the continuous-time modeling paradigm traditionally used in asset pricing finance. Our approach builds directly on recently developed realized variation measures and ...

  16. Continuous-time Identification of Exponential-Affine Term Structure Models

    NARCIS (Netherlands)

    Arianto Wibowo, A.W.

    2006-01-01

    This thesis addresses the problem of parameter estimation of the exponentialaffine class of models, which is a class of multi-factor models for the short rate. We propose a continuous-time maximum likelihood estimation method to estimate the parameters of a short rate model, given set of

  17. From Discrete-Time Models to Continuous-Time, Asynchronous Models of Financial Markets

    NARCIS (Netherlands)

    K. Boer-Sorban (Katalin); U. Kaymak (Uzay); J. Spiering (Jaap)

    2006-01-01

    textabstractMost agent-based simulation models of financial markets are discrete-time in nature. In this paper, we investigate to what degree such models are extensible to continuous-time, asynchronous modelling of financial markets. We study the behaviour of a learning market maker in a market with

  18. From Discrete-Time Models to Continuous-Time, Asynchronous Models of Financial Markets

    NARCIS (Netherlands)

    K. Boer-Sorban (Katalin); U. Kaymak (Uzay); J. Spiering (Jaap)

    2006-01-01

    textabstractMost agent-based simulation models of financial markets are discrete-time in nature. In this paper, we investigate to what degree such models are extensible to continuous-time, asynchronous modelling of financial markets. We study the behaviour of a learning market maker in a market with

  19. Computation of non-monotonic Lyapunov functions for continuous-time systems

    Science.gov (United States)

    Li, Huijuan; Liu, AnPing

    2017-09-01

    In this paper, we propose two methods to compute non-monotonic Lyapunov functions for continuous-time systems which are asymptotically stable. The first method is to solve a linear optimization problem on a compact and bounded set. The proposed linear programming based algorithm delivers a CPA1

  20. Chaotification of polynomial continuous-time systems and rational normal forms

    Energy Technology Data Exchange (ETDEWEB)

    Starkov, Konstantin E-mail: konst@citedi.mxkonstarkov@hotmail.com; Chen Guanrong E-mail: eegchen@cityu.edu.hk

    2004-11-01

    In this paper we study the chaotification problem of polynomial continuous-time systems in a semiglobal setting. Our results are based on the computation of rational normal forms and time-delay anticontroller design. As examples, the Roessler system, some Sprott systems and the Lorenz system are considered.

  1. A continuous-time Bayesian network reliability modeling and analysis framework

    NARCIS (Netherlands)

    Boudali, H.; Dugan, J.B.

    2006-01-01

    We present a continuous-time Bayesian network (CTBN) framework for dynamic systems reliability modeling and analysis. Dynamic systems exhibit complex behaviors and interactions between their components; where not only the combination of failure events matters, but so does the sequence ordering of th

  2. Cost Analysis of Different Digital Fir Filter Design Methods

    Directory of Open Access Journals (Sweden)

    Amninder Singh,

    2014-05-01

    Full Text Available FIR digital filters are widely used in the communication world. The implementation cost of filter circuit is counted by the number of multipliers & adders used, that decides the chip area. In this paper, design techniques of low pass FIR filter using the different windows are presented. The simulation is done in MATLAB. It is shown that filter designed using Hamming and Blackman windows are better than rest of the windows used. Out of two, Hamming window is better as its transition width is narrow, 0.019 than Blackman, 0.034. Further the performance analysis of Kaiser Window, Equiripple and Minimum phase filters was obtained, for same 0.04 transition width. There is a disparity in implementation cost & area. The minimum phase filter can be implemented with lesser number of filter coefficients with tolerable pass-band, stop-band ripples specifications.

  3. Optical antialiasing filters based on complementary Golay codes.

    Science.gov (United States)

    Leger, J R; Schuler, J; Morphis, N; Knowlden, R

    1997-07-10

    An optical filter that has an ideal response for removing aliasing noise from a sampled imaging system is described. The all-phase filter uses complementary Golay codes to achieve an optimum low-pass transfer function with no sidelobes. A computer model shows that the optical system has the expected performance in the ideal case, but degrades somewhat with wavelength variations and image aberrations. An experimental demonstration of the filter shows the optical transfer function performance and the response to imagery with a sampled detector.

  4. Fractional-step Tow-Thomas biquad filters

    Science.gov (United States)

    Freeborn, Todd J.; Maundy, Brent; Elwakil, Ahmed

    In this paper we propose the use of fractional capacitors in the Tow-Thomas biquad to realize both fractional lowpass and asymmetric bandpass filters of order 0function approximation of the fractional capacitors. MATLAB and PSPICE simulations of first order fractional-step low and bandpass filters of order 1.1, 1.5, and 1.9 are given as examples. Experimental results of fractional low pass filters of order 1.5 implemented with silicon-fabricated fractional capacitors verify the operation of the fractional Tow-Thomas biquad.

  5. Frequency Domain Image Filtering Using CUDA

    Directory of Open Access Journals (Sweden)

    Muhammad Awais Rajput

    2014-10-01

    Full Text Available In this paper, we investigate the implementation of image filtering in frequency domain using NVIDIA?s CUDA (Compute Unified Device Architecture. In contrast to signal and image filtering in spatial domain which uses convolution operations and hence is more compute-intensive for filters having larger spatial extent, the frequency domain filtering uses FFT (Fast Fourier Transform which is much faster and significantly reduces the computational complexity of the filtering. We implement the frequency domain filtering on CPU and GPU respectively and analyze the speed-up obtained from the CUDA?s parallel processing paradigm. In order to demonstrate the efficiency of frequency domain filtering on CUDA, we implement three frequency domain filters, i.e., Butterworth, low-pass and Gaussian for processing different sizes of images on CPU and GPU respectively and perform the GPU vs. CPU benchmarks. The results presented in this paper show that the frequency domain filtering with CUDA achieves significant speed-up over the CPU processing in frequency domain with the same level of (output image quality on both the processing architectures

  6. Delay-dependent H-infinity control for continuous time-delay systems via state feedback

    Institute of Scientific and Technical Information of China (English)

    Xinchun JIA; Yibo GAO; Jingmei ZHANG; Nanning ZHENG

    2007-01-01

    The delay-dependent H-infinity analysis and H-infinity control problems for continuous time-delay systems are studied. By introducing an equality with some free weighting matrices, an improved criterion of delay-dependent stability with H-infinity performance for such systems is presented, and a criterion of existence and some design methods of delay-dependent H-infinity controller for such systems are proposed in term of a set of matrix inequalities, which is solved efficiently by an iterative algorithm. Further, the corresponding results for the delay-dependent robust H-infinity analysis and robust H-infinity control problems for continuous time-delay uncertain systems are given. Finally, two numerical examples are given to illustrate the efficiency of the proposed method by comparing with the other existing results.

  7. Discounted continuous-time constrained Markov decision processes in Polish spaces

    CERN Document Server

    Guo, Xianping; 10.1214/10-AAP749

    2012-01-01

    This paper is devoted to studying constrained continuous-time Markov decision processes (MDPs) in the class of randomized policies depending on state histories. The transition rates may be unbounded, the reward and costs are admitted to be unbounded from above and from below, and the state and action spaces are Polish spaces. The optimality criterion to be maximized is the expected discounted rewards, and the constraints can be imposed on the expected discounted costs. First, we give conditions for the nonexplosion of underlying processes and the finiteness of the expected discounted rewards/costs. Second, using a technique of occupation measures, we prove that the constrained optimality of continuous-time MDPs can be transformed to an equivalent (optimality) problem over a class of probability measures. Based on the equivalent problem and a so-called $\\bar{w}$-weak convergence of probability measures developed in this paper, we show the existence of a constrained optimal policy. Third, by providing a linear ...

  8. Summary statistics for end-point conditioned continuous-time Markov chains

    DEFF Research Database (Denmark)

    Hobolth, Asger; Jensen, Jens Ledet

    Continuous-time Markov chains are a widely used modelling tool. Applications include DNA sequence evolution, ion channel gating behavior and mathematical finance. We consider the problem of calculating properties of summary statistics (e.g. mean time spent in a state, mean number of jumps between...... two states and the distribution of the total number of jumps) for discretely observed continuous time Markov chains. Three alternative methods for calculating properties of summary statistics are described and the pros and cons of the methods are discussed. The methods are based on (i) an eigenvalue...... decomposition of the rate matrix, (ii) the uniformization method, and (iii) integrals of matrix exponentials. In particular we develop a framework that allows for analyses of rather general summary statistics using the uniformization method....

  9. Average Sample-path Optimality for Continuous-time Markov Decision Processes in Polish Spaces

    Institute of Scientific and Technical Information of China (English)

    Quan-xin ZHU

    2011-01-01

    In this paper we study the average sample-path cost (ASPC) problem for continuous-time Markov decision processes in Polish spaces.To the best of our knowledge,this paper is a first attempt to study the ASPC criterion on continuous-time MDPs with Polish state and action spaces.The corresponding transition rates are allowed to be unbounded,and the cost rates may have neither upper nor lower bounds.Under some mild hypotheses,we prove the existence of e (ε ≥ 0)-ASPC optimal stationary policies based on two different approaches:one is the “optimality equation” approach and the other is the “two optimality inequalities” approach.

  10. Continuous-Time Classical and Quantum Random Walk on Direct Product of Cayley Graphs

    Institute of Scientific and Technical Information of China (English)

    S. Salimi; M.A. Jafarizadeh

    2009-01-01

    In this paper we define direct product of graphs and give a recipe for obtaining probability of observing particle on vertices in the continuous-time classical and quantum random walk. In the recipe, the probability of observing particle on direct product of graph is obtained by multiplication of probability on the corresponding to sub-graphs, where this method is useful to determining probability of walk on complicated graphs. Using this method, we calculate the probability of continuous-time classical and quantum random walks on many of finite direct product Cayley graphs (complete cycle, complete Kn, charter and n-cube). Also, we inquire that the classical state the stationary uniform distribution is reached as t→∞ but for quantum state is not always satisfied.

  11. High Speed Continuous-Time Bandpass Σ∆ADC for Mixed Signal VLSI Chips

    Directory of Open Access Journals (Sweden)

    P.A.HarshaVardhini

    2012-04-01

    Full Text Available With the unremitting progress in VLSI technology, there is a commensurate increase in performance demand on analog to digital converter and are now being applied to wide band communication systems. sigma Delta (Σ∆ converter is a popular technique for obtaining high resolution with relatively small bandwidth. Σ∆ ADCs which trade sampling speed for resolution can benefit from the speed advantages of nm-CMOS technologies. This paper compares various Band pass sigma Delta ADC architectures, both continuous-time and discrete-time, in respect of power consumption and SNDR. Design of 2nd order multi bit continuous time band pass Σ∆ modulator is discussed with the methods to resolve DAC non-idealities.

  12. High Speed Continuous-Time Bandpass Σ∆ADC for Mixed Signal VLSI Chips

    Directory of Open Access Journals (Sweden)

    M.Madhavi Latha

    2012-05-01

    Full Text Available With the unremitting progress in VLSI technology, there is a commensurate increase in performance demand on analog to digital converter and are now being applied to wideband communication systems. sigma Delta (Σ∆ converter is a popular technique for obtaining high resolution with relatively small bandwidth. Σ∆ ADCs which trade sampling speed for resolution can benefit from the speed advantages of nm-CMOS technologies. This paper compares various Band pass sigma Delta ADC architectures, both continuous-time and discrete-time, in respect of power consumption and SNDR. Design of 2nd order multibit continuous time band pass Σ∆ modulator is discussed with the methods to resolve DAC non-idealities.

  13. Digital decoupling controller design for multiple time-delay continuous-time transfer function matrices

    Science.gov (United States)

    Xie, L. B.; Wu, C. Y.; Shieh, L. S.; Tsai, J. S. H.

    2015-03-01

    This paper presents an extended adjoint decoupling method to conduct the digital decoupling controller design for the continuous-time transfer function matrices with multiple (integer/fractional) time delays in both the denominator and the numerator matrix. First, based on the sampled unit-step response data of the afore-mentioned multiple time-delay system, the conventional balanced model-reduction method is utilised to construct an approximated discrete-time model of the original (known/unknown) multiple time-delay continuous-time transfer function matrix. Then, a digital decoupling controller is designed by utilising the extended adjoint decoupling method together with the conventional discrete-time root-locus method. An illustrative example is given to demonstrate the effectiveness of the proposed method.

  14. Continuous-Time Quantum Walks: Models for Coherent Transport on Complex Networks

    CERN Document Server

    Muelken, Oliver

    2011-01-01

    This paper reviews recent advances in continuous-time quantum walks (CTQW) and their application to transport in various systems. The introduction gives a brief survey of the historical background of CTQW. After a short outline of the theoretical ideas behind CTQW and of its relation to classical continuous-time random walks (CTRW) in Sec.~2, implications for the efficiency of the transport are presented in Sec.~3. The fourth section gives an overview of different types of networks on which CTQW have been studied so far. Extensions of CTQW to systems with long-range interactions and with static disorder are discussed in section V. Systems with traps, i.e., systems in which the walker's probability to remain inside the system is not conserved, are presented in section IV. Relations to similar approaches to the transport are studied in section VII. The paper closes with an outlook on possible future directions.

  15. Event-Triggered Adaptive Dynamic Programming for Continuous-Time Systems With Control Constraints.

    Science.gov (United States)

    Dong, Lu; Zhong, Xiangnan; Sun, Changyin; He, Haibo

    2016-08-31

    In this paper, an event-triggered near optimal control structure is developed for nonlinear continuous-time systems with control constraints. Due to the saturating actuators, a nonquadratic cost function is introduced and the Hamilton-Jacobi-Bellman (HJB) equation for constrained nonlinear continuous-time systems is formulated. In order to solve the HJB equation, an actor-critic framework is presented. The critic network is used to approximate the cost function and the action network is used to estimate the optimal control law. In addition, in the proposed method, the control signal is transmitted in an aperiodic manner to reduce the computational and the transmission cost. Both the networks are only updated at the trigger instants decided by the event-triggered condition. Detailed Lyapunov analysis is provided to guarantee that the closed-loop event-triggered system is ultimately bounded. Three case studies are used to demonstrate the effectiveness of the proposed method.

  16. The continuous time random walk, still trendy: fifty-year history, state of art and outlook

    Science.gov (United States)

    Kutner, Ryszard; Masoliver, Jaume

    2017-03-01

    In this article we demonstrate the very inspiring role of the continuous-time random walk (CTRW) formalism, the numerous modifications permitted by its flexibility, its various applications, and the promising perspectives in the various fields of knowledge. A short review of significant achievements and possibilities is given. However, this review is still far from completeness. We focused on a pivotal role of CTRWs mainly in anomalous stochastic processes discovered in physics and beyond. This article plays the role of an extended announcement of the Eur. Phys. J. B Special Issue [http://epjb.epj.org/open-calls-for-papers/123-epj-b/1090-ctrw-50-years-on">http://epjb.epj.org/open-calls-for-papers/123-epj-b/1090-ctrw-50-years-on] containing articles which show incredible possibilities of the CTRWs. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

  17. Anticontrol of chaos in continuous-time systems via time-delay feedback.

    Science.gov (United States)

    Wang, Xiao Fan; Chen, Guanrong; Yu, Xinghuo

    2000-12-01

    In this paper, a systematic design approach based on time-delay feedback is developed for anticontrol of chaos in a continuous-time system. This anticontrol method can drive a finite-dimensional, continuous-time, autonomous system from nonchaotic to chaotic, and can also enhance the existing chaos of an originally chaotic system. Asymptotic analysis is used to establish an approximate relationship between a time-delay differential equation and a discrete map. Anticontrol of chaos is then accomplished based on this relationship and the differential-geometry control theory. Several examples are given to verify the effectiveness of the methodology and to illustrate the systematic design procedure. (c) 2000 American Institute of Physics.

  18. A flexible parametric approach for estimating continuous-time inverse probability of treatment and censoring weights.

    Science.gov (United States)

    Saarela, Olli; Liu, Zhihui Amy

    2016-10-15

    Marginal structural Cox models are used for quantifying marginal treatment effects on outcome event hazard function. Such models are estimated using inverse probability of treatment and censoring (IPTC) weighting, which properly accounts for the impact of time-dependent confounders, avoiding conditioning on factors on the causal pathway. To estimate the IPTC weights, the treatment assignment mechanism is conventionally modeled in discrete time. While this is natural in situations where treatment information is recorded at scheduled follow-up visits, in other contexts, the events specifying the treatment history can be modeled in continuous time using the tools of event history analysis. This is particularly the case for treatment procedures, such as surgeries. In this paper, we propose a novel approach for flexible parametric estimation of continuous-time IPTC weights and illustrate it in assessing the relationship between metastasectomy and mortality in metastatic renal cell carcinoma patients. Copyright © 2016 John Wiley & Sons, Ltd.

  19. An Efficient Finite Difference Method for Parameter Sensitivities of Continuous Time Markov Chains

    CERN Document Server

    Anderson, David F

    2011-01-01

    We present an efficient finite difference method for the computation of parameter sensitivities for a wide class of continuous time Markov chains. The motivating class of models, and the source of our examples, are the stochastic chemical kinetic models commonly used in the biosciences, though other natural application areas include population processes and queuing networks. The method is essentially derived by making effective use of the random time change representation of Kurtz, and is no harder to implement than any standard continuous time Markov chain algorithm, such as "Gillespie's algorithm" or the next reaction method. Further, the method is analytically tractable, and, for a given number of realizations of the stochastic process, produces an estimator with substantially lower variance than that obtained using other common methods. Therefore, the computational complexity required to solve a given problem is lowered greatly. In this work, we present the method together with the theoretical analysis de...

  20. Error exponents for Neyman-Pearson detection of a continuous-time Gaussian Markov process from noisy irregular samples

    CERN Document Server

    Hachem, Walid; Roueff, Francois

    2009-01-01

    This paper addresses the detection of a stochastic process in noise from irregular samples. We consider two hypotheses. The \\emph{noise only} hypothesis amounts to model the observations as a sample of a i.i.d. Gaussian random variables (noise only). The \\emph{signal plus noise} hypothesis models the observations as the samples of a continuous time stationary Gaussian process (the signal) taken at known but random time-instants corrupted with an additive noise. Two binary tests are considered, depending on which assumptions is retained as the null hypothesis. Assuming that the signal is a linear combination of the solution of a multidimensional stochastic differential equation (SDE), it is shown that the minimum Type II error probability decreases exponentially in the number of samples when the False Alarm probability is fixed. This behavior is described by \\emph{error exponents} that are completely characterized. It turns out that they are related with the asymptotic behavior of the Kalman Filter in random s...

  1. Kernel polynomial representation for imaginary-time Green’s functions in continuous-time quantum Monte Carlo impurity solver

    Science.gov (United States)

    Huang, Li

    2016-11-01

    Inspired by the recently proposed Legendre orthogonal polynomial representation for imaginary-time Green’s functions G(τ), we develop an alternate and superior representation for G(τ) and implement it in the hybridization expansion continuous-time quantum Monte Carlo impurity solver. This representation is based on the kernel polynomial method, which introduces some integral kernel functions to filter the numerical fluctuations caused by the explicit truncations of polynomial expansion series and can improve the computational precision significantly. As an illustration of the new representation, we re-examine the imaginary-time Green’s functions of the single-band Hubbard model in the framework of dynamical mean-field theory. The calculated results suggest that with carefully chosen integral kernel functions, whether the system is metallic or insulating, the Gibbs oscillations found in the previous Legendre orthogonal polynomial representation have been vastly suppressed and remarkable corrections to the measured Green’s functions have been obtained. Project supported by the National Natural Science Foundation of China (Grant No. 11504340).

  2. Explosion, implosion, and moments of passage times for continuous-time Markov chains: a semimartingale approach

    CERN Document Server

    Menshikov, Mikhail

    2012-01-01

    We establish general theorems quantifying the notion of recurrence --- through an estimation of the moments of passage times --- for irreducible continuous-time Markov chains on countably infinite state spaces. Sharp conditions of occurrence of the phenomenon of explosion are also obtained. A new phenomenon of implosion is introduced and sharp conditions for its occurrence are proven. The general results are illustrated by treating models having a difficult behaviour even in discrete time.

  3. A comparison of numerical methods for the solution of continuous-time DSGE models

    DEFF Research Database (Denmark)

    Parra-Alvarez, Juan Carlos

    This paper evaluates the accuracy of a set of techniques that approximate the solution of continuous-time DSGE models. Using the neoclassical growth model I compare linear-quadratic, perturbation and projection methods. All techniques are applied to the HJB equation and the optimality conditions...... parameters of the model and suggest the use of projection methods when a high degree of accuracy is required....

  4. Correlated adatom trimer on a metal surface: a continuous-time quantum Monte Carlo study.

    Science.gov (United States)

    Savkin, V V; Rubtsov, A N; Katsnelson, M I; Lichtenstein, A I

    2005-01-21

    The problem of three interacting Kondo impurities is solved within a numerically exact continuous-time quantum Monte Carlo scheme. A suppression of the Kondo resonance by interatomic exchange interactions for different cluster geometries is investigated. It is shown that a drastic difference between the Heisenberg and Ising cases appears for antiferromagnetically coupled adatoms. The effects of magnetic frustrations in the adatom trimer are investigated, and possible connections with available experimental data are discussed.

  5. Chaotic anti-control for the bounded linear continuous-time system

    Institute of Scientific and Technical Information of China (English)

    2008-01-01

    With regard to the bounded linear continuous-time system,a universal chaotic anti-controlling method was presented on the basis of tracking control.A tracking controller is designed to such an extent that it can track any chaotic reference input,thus making it possible to chaotify the linear system.The controller is identical in structure for different controlled linear systems.Computer simulations proved the effectiveness of the proposed method.

  6. Continuous-Time Mean-Variance Portfolio Selection under the CEV Process

    OpenAIRE

    Hui-qiang Ma

    2014-01-01

    We consider a continuous-time mean-variance portfolio selection model when stock price follows the constant elasticity of variance (CEV) process. The aim of this paper is to derive an optimal portfolio strategy and the efficient frontier. The mean-variance portfolio selection problem is formulated as a linearly constrained convex program problem. By employing the Lagrange multiplier method and stochastic optimal control theory, we obtain the optimal portfolio strategy and mean-variance effici...

  7. Stability Tests of Positive Fractional Continuous-time Linear Systems with Delays

    Directory of Open Access Journals (Sweden)

    Tadeusz Kaczorek

    2013-06-01

    Full Text Available Necessary and sufficient conditions for the asymptotic stability of positive fractional continuous-time linear systems with many delays are established. It is shown that: 1 the asymptotic stability of the positive fractional system is independent of their delays, 2 the checking of the asymptotic stability of the positive fractional systems with delays can be reduced to checking of the asymptotic stability of positive standard linear systems without delays.

  8. Chaotic anti-control for the bounded linear continuous-time system

    Institute of Scientific and Technical Information of China (English)

    Li Jianfen; Lin Hui; Li Nong

    2008-01-01

    With regard to the bounded linear continuous-time system, a universal chaotic anti-controlling method was presented on the basis of tracking control. A tracking controller is designed to such an extent that it can track any chaotic reference input, thus making it possible to chaotify the linear system. The controller is identical in structure for different controlled linear systems. Computer simulations proved the effectiveness of the proposed method.

  9. Enhanced LMI Representations for H2 Performance of Polytopic Uncertain Systems: Continuous-time Case

    Institute of Scientific and Technical Information of China (English)

    Ai-Guo Wu; Guang-Ren Duan

    2006-01-01

    Based on two recent results, several new criteria of H2 performance for continuous-time linear systems are established by introducing two slack matrices. When used in robust analysis of systems with polytopic uncertainties, they can reduce conservatism inherent in the earlier quadratic method and the established parameter-dependent Lyapunov function approach. Two numerical examples are included to illustrate the feasibility and advantage of the proposed representations.

  10. Distributed Optimization Design of Continuous-Time Multiagent Systems With Unknown-Frequency Disturbances.

    Science.gov (United States)

    Wang, Xinghu; Hong, Yiguang; Yi, Peng; Ji, Haibo; Kang, Yu

    2017-05-24

    In this paper, a distributed optimization problem is studied for continuous-time multiagent systems with unknown-frequency disturbances. A distributed gradient-based control is proposed for the agents to achieve the optimal consensus with estimating unknown frequencies and rejecting the bounded disturbance in the semi-global sense. Based on convex optimization analysis and adaptive internal model approach, the exact optimization solution can be obtained for the multiagent system disturbed by exogenous disturbances with uncertain parameters.

  11. Physical time scale in kinetic Monte Carlo simulations of continuous-time Markov chains.

    Science.gov (United States)

    Serebrinsky, Santiago A

    2011-03-01

    We rigorously establish a physical time scale for a general class of kinetic Monte Carlo algorithms for the simulation of continuous-time Markov chains. This class of algorithms encompasses rejection-free (or BKL) and rejection (or "standard") algorithms. For rejection algorithms, it was formerly considered that the availability of a physical time scale (instead of Monte Carlo steps) was empirical, at best. Use of Monte Carlo steps as a time unit now becomes completely unnecessary.

  12. Adaptive Continuous time Markov Chain Approximation Model to\\ud General Jump-Diffusions

    OpenAIRE

    Cerrato, Mario; Lo, Chia Chun; Skindilias, Konstantinos

    2011-01-01

    We propose a non-equidistant Q rate matrix formula and an adaptive numerical algorithm for a continuous time Markov chain to approximate jump-diffusions with affine or non-affine functional specifications. Our approach also accommodates state-dependent jump intensity and jump distribution, a flexibility that is very hard to achieve with other numerical methods. The Kologorov-Smirnov test shows that the proposed Markov chain transition density converges to the one given by the likelihood expan...

  13. GUARANTEED COST CONTROL OF CONTINUOUS-TIME UNCERTAIN SINGULAR SYSTEM WITH BOTH STATE AND INPUT DELAYS

    Institute of Scientific and Technical Information of China (English)

    2009-01-01

    The guaranteed cost control problem for a continuous-time uncertain singular system with state and control delays, and a given quadratic cost function is studied in this paper. Sufficient conditions for the existence of the guaranteed cost controller are derived based on the linear inequality (LMI) approach. A parameterized characterization of the guaranteed cost laws is given in terms of the feasible solutions to a certain LMI, and the cost function of guaranteed cost controller exists an upper bound.

  14. Continuous Time Models of Interest Rate: Testing the Mexican Data (1998-2006)

    OpenAIRE

    Jose Luis de la Cruz; Elizabeth Ortega.

    2007-01-01

    Distinct parametric models in continuous time for the interest rates are tested by means of a comparative analysis of the implied parametric and nonparametric densities. In this research the statistic developed by Ait-Sahalia (1996a) has been applied to the Mexican CETES (28 days) interest rate in the period 1998-2006. With this technique, the discrete approximation to the continuous model is unnecessary even when the data are discrete. The results allow to affirm that the models of interest ...

  15. Role of Ito's lemma in sampling pinned diffusion paths in the continuous-time limit

    Science.gov (United States)

    Malsom, P. J.; Pinski, F. J.

    2016-10-01

    We consider pinned diffusion paths that are explored by a particle moving via a conservative force while being in thermal equilibrium with its surroundings. To probe rare transitions, we use the Onsager-Machlup (OM) functional as a path probability distribution function for transition paths that are constrained to start and stop at predesignated points in different energy basins after a fixed time. The OM theory is based on a discrete-time version of Brownian dynamics, and thus it possesses a finite number of time steps. Here we explore the continuous-time limit where the number of time steps, and hence the dimensionality, becomes infinite. In this regime, the OM functional has been commonly regularized by using the Ito-Girsanov change of measure. This regularized form can then be used as a basis of a numerical algorithm to probe transition paths. In doing so, time again is discretized, progressing in fixed increments. When sampling paths, we find that numerical schemes based on this regularized continuous-time limit can fail catastrophically in describing the path of a particle moving in a potential with multiple wells. The origin of this behavior is traced to numerical instabilities in the discrete version of the continuous-time path measure that are not present in the infinite-dimensional limit. These instabilities arise because of the difficulty of satisfying, in finite dimensions, the conditions imposed by Ito's lemma that was an essential ingredient in the derivation of the regularized continuous-time measure. As an important consequence of this analysis, we conclude that the most probable diffusion path is not a physical entity because the thermodynamic action is effectively flat and cannot be minimized.

  16. Estimation of Dynamic Discrete Choice Models in Continuous Time with an Application to Retail Competition

    OpenAIRE

    Peter Arcidiacono; Patrick Bayer; Jason R. Blevins; Paul B. Ellickson

    2012-01-01

    This paper develops a dynamic model of retail competition and uses it to study the impact of the expansion of a new national competitor on the structure of urban markets. In order to accommodate substantial heterogeneity (both observed and unobserved) across agents and markets, the paper first develops a general framework for estimating and solving dynamic discrete choice models in continuous time that is computationally light and readily applicable to dynamic games. In the proposed framework...

  17. Optimal control of nonlinear continuous-time systems in strict-feedback form.

    Science.gov (United States)

    Zargarzadeh, Hassan; Dierks, Travis; Jagannathan, Sarangapani

    2015-10-01

    This paper proposes a novel optimal tracking control scheme for nonlinear continuous-time systems in strict-feedback form with uncertain dynamics. The optimal tracking problem is transformed into an equivalent optimal regulation problem through a feedforward adaptive control input that is generated by modifying the standard backstepping technique. Subsequently, a neural network-based optimal control scheme is introduced to estimate the cost, or value function, over an infinite horizon for the resulting nonlinear continuous-time systems in affine form when the internal dynamics are unknown. The estimated cost function is then used to obtain the optimal feedback control input; therefore, the overall optimal control input for the nonlinear continuous-time system in strict-feedback form includes the feedforward plus the optimal feedback terms. It is shown that the estimated cost function minimizes the Hamilton-Jacobi-Bellman estimation error in a forward-in-time manner without using any value or policy iterations. Finally, optimal output feedback control is introduced through the design of a suitable observer. Lyapunov theory is utilized to show the overall stability of the proposed schemes without requiring an initial admissible controller. Simulation examples are provided to validate the theoretical results.

  18. Generalization bounds of ERM-based learning processes for continuous-time Markov chains.

    Science.gov (United States)

    Zhang, Chao; Tao, Dacheng

    2012-12-01

    Many existing results on statistical learning theory are based on the assumption that samples are independently and identically distributed (i.i.d.). However, the assumption of i.i.d. samples is not suitable for practical application to problems in which samples are time dependent. In this paper, we are mainly concerned with the empirical risk minimization (ERM) based learning process for time-dependent samples drawn from a continuous-time Markov chain. This learning process covers many kinds of practical applications, e.g., the prediction for a time series and the estimation of channel state information. Thus, it is significant to study its theoretical properties including the generalization bound, the asymptotic convergence, and the rate of convergence. It is noteworthy that, since samples are time dependent in this learning process, the concerns of this paper cannot (at least straightforwardly) be addressed by existing methods developed under the sample i.i.d. assumption. We first develop a deviation inequality for a sequence of time-dependent samples drawn from a continuous-time Markov chain and present a symmetrization inequality for such a sequence. By using the resultant deviation inequality and symmetrization inequality, we then obtain the generalization bounds of the ERM-based learning process for time-dependent samples drawn from a continuous-time Markov chain. Finally, based on the resultant generalization bounds, we analyze the asymptotic convergence and the rate of convergence of the learning process.

  19. Perception of Filtered Speech by Children with Developmental Dyslexia and Children with Specific Language Impairments.

    Science.gov (United States)

    Goswami, Usha; Cumming, Ruth; Chait, Maria; Huss, Martina; Mead, Natasha; Wilson, Angela M; Barnes, Lisa; Fosker, Tim

    2016-01-01

    Here we use two filtered speech tasks to investigate children's processing of slow (children with either developmental dyslexia (Experiment 1) or speech and language impairments (SLIs, Experiment 2) to groups of typically-developing (TD) children age-matched to each disorder group. Ten nursery rhymes were filtered so that their modulation frequencies were either low-pass filtered (multiple choice paradigm. Children with dyslexia aged 10 years showed equivalent recognition overall to TD controls for both the low-pass and band-pass filtered stimuli, but showed significantly impaired acoustic learning during the experiment from low-pass filtered targets. Children with oral SLIs aged 9 years showed significantly poorer recognition of band pass filtered targets compared to their TD controls, and showed comparable acoustic learning effects to TD children during the experiment. The SLI samples were also divided into children with and without phonological difficulties. The children with both SLI and phonological difficulties were impaired in recognizing both kinds of filtered speech. These data are suggestive of impaired temporal sampling of the speech signal at different modulation rates by children with different kinds of developmental language disorder. Both SLI and dyslexic samples showed impaired discrimination of amplitude rise times. Implications of these findings for a temporal sampling framework for understanding developmental language disorders are discussed.

  20. Perception of Filtered Speech by Children with Developmental Dyslexia and Children with Specific Language Impairments

    Science.gov (United States)

    Goswami, Usha; Cumming, Ruth; Chait, Maria; Huss, Martina; Mead, Natasha; Wilson, Angela M.; Barnes, Lisa; Fosker, Tim

    2016-01-01

    Here we use two filtered speech tasks to investigate children’s processing of slow (dyslexia (Experiment 1) or speech and language impairments (SLIs, Experiment 2) to groups of typically-developing (TD) children age-matched to each disorder group. Ten nursery rhymes were filtered so that their modulation frequencies were either low-pass filtered (dyslexia aged 10 years showed equivalent recognition overall to TD controls for both the low-pass and band-pass filtered stimuli, but showed significantly impaired acoustic learning during the experiment from low-pass filtered targets. Children with oral SLIs aged 9 years showed significantly poorer recognition of band pass filtered targets compared to their TD controls, and showed comparable acoustic learning effects to TD children during the experiment. The SLI samples were also divided into children with and without phonological difficulties. The children with both SLI and phonological difficulties were impaired in recognizing both kinds of filtered speech. These data are suggestive of impaired temporal sampling of the speech signal at different modulation rates by children with different kinds of developmental language disorder. Both SLI and dyslexic samples showed impaired discrimination of amplitude rise times. Implications of these findings for a temporal sampling framework for understanding developmental language disorders are discussed. PMID:27303348

  1. Third Order Universal Filter Using Single Operational Transresistance Amplifier

    Directory of Open Access Journals (Sweden)

    Mourina Ghosh

    2013-01-01

    Full Text Available This paper proposes a multi-input single-output (MISO third order voltage mode (VM universal filter using only one operational transresistance amplifier (OTRA. The proposed circuit realizes low-pass, high-pass, all-pass, band-pass, and notch responses from the same topology. The PSPICE Simulation results using 0.5 μm CMOS technology agree well with the theoretical design.

  2. Deconvolution Kalman filtering for force measurements of revolving wings

    Science.gov (United States)

    Vester, R.; Percin, M.; van Oudheusden, B.

    2016-09-01

    The applicability of a deconvolution Kalman filtering approach is assessed for the force measurements on a flat plate undergoing a revolving motion, as an alternative procedure to correct for test setup vibrations. The system identification process required for the correct implementation of the deconvolution Kalman filter is explained in detail. It is found that in the presence of a relatively complex forcing history, the DK filter is better suited to filter out structural test rig vibrations than conventional filtering techniques that are based on, for example, low-pass or moving-average filtering. The improvement is especially found in the characterization of the generated force peaks. Consequently, more reliable force data is obtained, which is vital to validate semi-empirical estimation models, but is also relevant to correlate identified flow phenomena to the force production.

  3. Filter function synthesis by Gegenbauer generating function

    Directory of Open Access Journals (Sweden)

    Pavlović Vlastimir D.

    2006-01-01

    Full Text Available Low-pass all-pole transfer functions with non-monotonic amplitude characteristic in the pass-band and at least (n -1 flatness conditions for ω = 0 are considered in this paper. A new class of filters in explicit form with one free parameter is obtained by applying generating functions of Gegenbauer polynomials. This class of filters has good selectivity and good shape of amplitude characteristics in the pass-band. The amplitude characteristics of these transfer functions have gain in the upper part of pass-band with respect to the gain for ω = 0. This way we have greater margin of attenuation in the upper part of the pass-band. This means a greater tolerance of elements or for elements with given tolerances, greater ambient temperature changes. The appropriate choice of the free parameter enables us to generate filter functions obtained with Chebyshev polynomials of the first and second kind and Legendre polynomials.

  4. Fast cartoon + texture image filters.

    Science.gov (United States)

    Buades, Antoni; Le, Triet M; Morel, Jean-Michel; Vese, Luminita A

    2010-08-01

    Can images be decomposed into the sum of a geometric part and a textural part? In a theoretical breakthrough, [Y. Meyer, Oscillating Patterns in Image Processing and Nonlinear Evolution Equations. Providence, RI: American Mathematical Society, 2001] proposed variational models that force the geometric part into the space of functions with bounded variation, and the textural part into a space of oscillatory distributions. Meyer's models are simple minimization problems extending the famous total variation model. However, their numerical solution has proved challenging. It is the object of a literature rich in variants and numerical attempts. This paper starts with the linear model, which reduces to a low-pass/high-pass filter pair. A simple conversion of the linear filter pair into a nonlinear filter pair involving the total variation is introduced. This new-proposed nonlinear filter pair retains both the essential features of Meyer's models and the simplicity and rapidity of the linear model. It depends upon only one transparent parameter: the texture scale, measured in pixel mesh. Comparative experiments show a better and faster separation of cartoon from texture. One application is illustrated: edge detection.

  5. Disturbance Filtering and Identification on the Naval Postgraduate School 3-Axis Spacecraft Simulator

    Science.gov (United States)

    2005-08-01

    Low-Pass FIR Digital Filters,” Proceedings of the American Control Conference , Arlington, VA June 25-27, 2001, pp. 1581-1586 14Economou, D... of the American Control Conference , Anchorage, AK, May 8-10, 2002, pp. 2273-2278. 18Chen, C., Linear System Theory and Design, Oxford University...Mavroidis, C., and Antoniadis, I., “Comparison of Filter Types Used for Command Preconditioning in Vibration Suppression Applications,” Proceedings

  6. Photonic compressive sensing with a micro-ring-resonator-based microwave photonic filter

    DEFF Research Database (Denmark)

    Chen, Ying; Ding, Yunhong; Zhu, Zhijing

    2015-01-01

    A novel approach to realize photonic compressive sensing (CS) with a multi-tap microwave photonic filter is proposed and demonstrated. The system takes both advantages of CS and photonics to capture wideband sparse signals with sub-Nyquist sampling rate. The low-pass filtering function required...... for a two-tone signal acquisition with frequencies of 350. MHz and 1.25. GHz is experimentally demonstrated with a compression factor up to 16....

  7. On improving the convergence rate of linear continuous-time systems subject to asymmetrically constrained control

    Directory of Open Access Journals (Sweden)

    A. Baddou

    2006-01-01

    Full Text Available This paper solves the problem of controlling linear continuous-time systems subject to control signals constrained in magnitude (maybe asymmetrically. A controller design methodology is proposed, based on using an asymmetric Lyapunov function, that avoids the discontinuities in the control vector components resulting from the application of a piecewise linear control law previously proposed. The proposed method gives improved speed of convergence without discontinuities of the control vector components, respecting always the imposed asymmetric constraints. An example illustrates the approach.

  8. An Equivalent LMI Representation of Bounded Real Lemma for Continuous-Time Systems

    Directory of Open Access Journals (Sweden)

    Xie Wei

    2008-01-01

    Full Text Available Abstract An equivalent linear matrix inequality (LMI representation of bounded real lemma (BRL for linear continuous-time systems is introduced. As to LTI system including polytopic-type uncertainties, by using a parameter-dependent Lyapunov function, there are several LMIs-based formulations for the analysis and synthesis of performance. All of these representations only provide us with different sufficient conditions. Compared with previous methods, this new representation proposed here provides us the possibility to obtain better results. Finally, some numerical examples are illustrated to show the effectiveness of proposed method.

  9. Consensus of Continuous-Time Multiagent Systems with General Linear Dynamics and Nonuniform Sampling

    Directory of Open Access Journals (Sweden)

    Yanping Gao

    2013-01-01

    Full Text Available This paper studies the consensus problem of multiple agents with general linear continuous-time dynamics. It is assumed that the information transmission among agents is intermittent; namely, each agent can only obtain the information of other agents at some discrete times, where the discrete time intervals may not be equal. Some sufficient conditions for consensus in the cases of state feedback and static output feedback are established, and it is shown that if the controller gain and the upper bound of discrete time intervals satisfy certain linear matrix inequality, then consensus can be reached. Simulations are performed to validate the theoretical results.

  10. Comparison of methods for calculating conditional expectations of sufficient statistics for continuous time Markov chains

    DEFF Research Database (Denmark)

    Tataru, Paula Cristina; Hobolth, Asger

    2011-01-01

    past evolutionary events (exact times and types of changes) are unaccessible and the past must be inferred from DNA sequence data observed in the present. RESULTS: We describe and implement three algorithms for computing linear combinations of expected values of the sufficient statistics, conditioned......BACKGROUND: Continuous time Markov chains (CTMCs) is a widely used model for describing the evolution of DNA sequences on the nucleotide, amino acid or codon level. The sufficient statistics for CTMCs are the time spent in a state and the number of changes between any two states. In applications...

  11. Mixing and decoherence in continuous-time quantum walks on long-range interacting cycles

    Energy Technology Data Exchange (ETDEWEB)

    Salimi, S; Radgohar, R [Faculty of Science, Department of Physics, University of Kurdistan, Pasdaran Ave., Sanandaj (Iran, Islamic Republic of)], E-mail: shsalimi@uok.ac.ir, E-mail: r.radgohar@uok.ac.ir

    2009-11-27

    We study the effect of small decoherence in continuous-time quantum walks on long-range interacting cycles, which are constructed by connecting all the two nodes of distance m on the cycle graph. In our investigation, each node is continuously monitored by an individual point contact, which induces the decoherence process. We obtain the analytical probability distribution and the mixing time upper bound. Our results show that, for small rates of decoherence, the mixing time upper bound is independent of distance parameter m and is proportional to inverse of decoherence rate.

  12. Modal identification of system driven by levy random excitation based on continuous time AR model

    Institute of Scientific and Technical Information of China (English)

    DU XiuLi; WANG FengQuan

    2009-01-01

    Based on the continuous time AR model,this paper presents a new time-domain modal identification namic equation is first transformed into the observation equation and the state equation(namely,stochastic differential equation).Based on the property of the strong solution of the stochastic differential equation,the uniformly modulated function is identified piecewise.Then by virtue of the Girsanov theorem,we present the exact maximum likelihood estimators of parameters.Finally,the modal parameters are identified by eigen analysis.Numerical results show that the method not only has high precision and robustness but also has very high computing efficiency.

  13. A Directed Continuous Time Random Walk Model with Jump Length Depending on Waiting Time

    Directory of Open Access Journals (Sweden)

    Long Shi

    2014-01-01

    Full Text Available In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model, the Laplace-Laplace transform of the probability density function P(x,t of finding the walker at position x at time t is completely determined by the Laplace transform of the probability density function φ(t of the waiting time. In terms of the probability density function of the waiting time in the Laplace domain, the limit distribution of the random process and the corresponding evolving equations are derived.

  14. A multilayer recurrent neural network for solving continuous-time algebraic Riccati equations.

    Science.gov (United States)

    Wang, Jun; Wu, Guang

    1998-07-01

    A multilayer recurrent neural network is proposed for solving continuous-time algebraic matrix Riccati equations in real time. The proposed recurrent neural network consists of four bidirectionally connected layers. Each layer consists of an array of neurons. The proposed recurrent neural network is shown to be capable of solving algebraic Riccati equations and synthesizing linear-quadratic control systems in real time. Analytical results on stability of the recurrent neural network and solvability of algebraic Riccati equations by use of the recurrent neural network are discussed. The operating characteristics of the recurrent neural network are also demonstrated through three illustrative examples.

  15. Continuous-Time Mean-Variance Portfolio Selection with Random Horizon

    Energy Technology Data Exchange (ETDEWEB)

    Yu, Zhiyong, E-mail: yuzhiyong@sdu.edu.cn [Shandong University, School of Mathematics (China)

    2013-12-15

    This paper examines the continuous-time mean-variance optimal portfolio selection problem with random market parameters and random time horizon. Treating this problem as a linearly constrained stochastic linear-quadratic optimal control problem, I explicitly derive the efficient portfolios and efficient frontier in closed forms based on the solutions of two backward stochastic differential equations. Some related issues such as a minimum variance portfolio and a mutual fund theorem are also addressed. All the results are markedly different from those in the problem with deterministic exit time. A key part of my analysis involves proving the global solvability of a stochastic Riccati equation, which is interesting in its own right.

  16. Forecasting the Global Mean Sea Level, a Continuous-Time State-Space Approach

    DEFF Research Database (Denmark)

    Boldrini, Lorenzo

    In this paper we propose a continuous-time, Gaussian, linear, state-space system to model the relation between global mean sea level (GMSL) and the global mean temperature (GMT), with the aim of making long-term projections for the GMSL. We provide a justification for the model specification based......) and the temperature reconstruction from Hansen et al. (2010). We compare the forecasting performance of the proposed specification to the procedures developed in Rahmstorf (2007b) and Vermeer and Rahmstorf (2009). Finally, we compute projections for the sea-level rise conditional on the 21st century SRES temperature...

  17. On the quasi-controllability of continuous-time dynamic fuzzy control systems

    Energy Technology Data Exchange (ETDEWEB)

    Feng Yuhu [Department of Applied Mathematics, Dong Hua University, Shanghai 200051 (China)]. E-mail: yhfeng@dhu.edu.cn; Hu Liangjian [Department of Applied Mathematics, Dong Hua University, Shanghai 200051 (China)

    2006-10-15

    This paper gives the controllability analysis of continuous-time dynamic fuzzy control system from the aspect of fuzzy differential equations. The fuzzy state is different from the crisp state, as the counterpart of the controllability concept in the classical control theory, the controllable target state must be restricted within some limits. Hence, the concepts of admissible controllable state subset and quasi-controllability are introduced to describe the controllability property for fuzzy control system. The sufficient and necessary conditions for the fuzzy control system to be quasi-controllable are obtained and some examples are given to demonstrate the problems discussed in this paper.

  18. System Level Design of a Continuous-Time Delta-Sigma Modulator for Portable Ultrasound Scanners

    DEFF Research Database (Denmark)

    Llimos Muntal, Pere; Færch, Kjartan; Jørgensen, Ivan Harald Holger;

    2015-01-01

    In this paper the system level design of a continuous-time ∆Σ modulator for portable ultrasound scanners is presented. The overall required signal-to-noise ratio (SNR) is derived to be 42 dB and the sampling frequency used is 320 MHz for an oversampling ratio of 16. In order to match these requir......, based on high-level VerilogA simulations, the performance of the ∆Σ modulator versus various block performance parameters is presented as trade-off curves. Based on these results, the block specifications are derived....

  19. Finite-frequency model reduction of continuous-time switched linear systems with average dwell time

    Science.gov (United States)

    Ding, Da-Wei; Du, Xin

    2016-11-01

    This paper deals with the model reduction problem of continuous-time switched linear systems with finite-frequency input signals. The objective of the paper is to propose a finite-frequency model reduction method for such systems. A finite-frequency ? performance index is first defined in frequency domain, and then a finite-frequency performance analysis condition is derived by Parseval's theorem. Combined with the average dwell time approach, sufficient conditions for the existence of exponentially stable reduced-order models are derived. An algorithm is proposed to construct the desired reduced-order models. The effectiveness of the proposed method is illustrated by a numerical example.

  20. Digraphs Structures Corresponding to the Analogue Realisation of Fractional Continuous-Time System

    Science.gov (United States)

    MARKOWSKI, Konrad A.

    2017-01-01

    This paper presents a method of the determination of a minimal realisation of the fractional continuous-time linear system. For the proposed method, a digraph-based algorithm was constructed. In this paper, we have shown how we can perform the transfer matrix using electrical circuits consisting of resistances, capacitance and source voltages. We have also shown how after using the constant phase element method we can realize such a system. The proposed method was discussed and illustrated with some theoretical and practical numerical examples.

  1. IMPROVED ERROR ESTIMATES FOR MIXED FINITE ELEMENT FOR NONLINEAR HYPERBOLIC EQUATIONS: THE CONTINUOUS-TIME CASE

    Institute of Scientific and Technical Information of China (English)

    Yan-ping Chen; Yun-qing Huang

    2001-01-01

    Improved L2-error estimates are computed for mixed finite element methods for second order nonlinear hyperbolic equations. Results are given for the continuous-time case. The convergence of the values for both the scalar function and the flux is demonstrated. The technique used here covers the lowest-order Raviart-Thomas spaces, as well as the higherorder spaces. A second paper will present the analysis of a fully discrete scheme (Numer.Math. J. Chinese Univ. vol.9, no.2, 2000, 181-192).

  2. Continuous Time Random Walk and Migration-Proliferation Dichotomy of Brain Cancer

    Science.gov (United States)

    Iomin, A.

    A theory of fractional kinetics of glial cancer cells is presented. A role of the migration-proliferation dichotomy in the fractional cancer cell dynamics in the outer-invasive zone is discussed and explained in the framework of a continuous time random walk. The main suggested model is based on a construction of a 3D comb model, where the migration-proliferation dichotomy becomes naturally apparent and the outer-invasive zone of glioma cancer is considered as a fractal composite with a fractal dimension Dfr < 3.

  3. Numerical solution of continuous-time DSGE models under Poisson uncertainty

    DEFF Research Database (Denmark)

    Posch, Olaf; Trimborn, Timo

    We propose a simple and powerful method for determining the transition process in continuous-time DSGE models under Poisson uncertainty numerically. The idea is to transform the system of stochastic differential equations into a system of functional differential equations of the retarded type. We...... then use the Waveform Relaxation algorithm to provide a guess of the policy function and solve the resulting system of ordinary differential equations by standard methods and fix-point iteration. Analytical solutions are provided as a benchmark from which our numerical method can be used to explore broader...

  4. Floquet-based chaos control for continuous-time systems with stability analysis

    Energy Technology Data Exchange (ETDEWEB)

    Sakamoto, Noboru [Department of Aerospace Engineering, Nagoya University, Furo-cho, Chikusa-ku, Nagoya 464-8603 (Japan)]. E-mail: sakamoto@nuae.nagoya-u.ac.jp

    2006-08-14

    In this Letter, a framework for controlling continuous-time chaotic systems is proposed. The framework is based on the Floquet theory of linear periodic differential equations and provides a practical method to stabilize unstable periodic orbits (UPOs) and a stability analysis of the closed loop systems. An example of controlling the circular restricted three-body problem known as halo orbits is illustrated. It is also reported that stabilization of UPOs can be effective by using the maximum principle to select a nominal orbit. It also turns out that the proposed framework enables us to give a theoretical account of the well-known occasional proportional feedback (OPF)

  5. Inverter Output Filter Effect on PWM Motor Drives of a Flywheel Energy Storage System

    Science.gov (United States)

    Santiago, Walter

    2004-01-01

    NASA Glenn Research Center (GRC) has been involved in the research and development of high speed flywheel systems for small satellite energy storage and attitude control applications. One research and development area has been the minimization of the switching noise produced by the pulsed width modulated (PWM) inverter that drives the flywheel permanent magnet motor/generator (PM M/G). This noise can interfere with the flywheel M/G hardware and the system avionics hampering the full speed performance of the flywheel system. One way to attenuate the inverter switching noise is by placing an AC filter at the three phase output terminals of the inverter with the filter neutral point connected to the DC link (DC bus) midpoint capacitors. The main benefit of using an AC filter in this fashion is the significant reduction of the inverter s high dv/dt switching and its harmonics components. Additionally, common mode (CM) and differential mode (DM) voltages caused by the inverter s high dv/dt switching are also reduced. Several topologies of AC filters have been implemented and compared. One AC filter topology consists of a two-stage R-L-C low pass filter. The other topology consists of the same two-stage R-L-C low pass filter with a series connected trap filter (an inductor and capacitor connected in parallel). This paper presents the analysis, design and experimental results of these AC filter topologies and the comparison between the no filter case and conventional AC filter.

  6. System Level Design of a Continuous-Time Delta-Sigma Modulator for Portable Ultrasound Scanners

    DEFF Research Database (Denmark)

    Llimos Muntal, Pere; Færch, Kjartan; Jørgensen, Ivan Harald Holger

    2015-01-01

    In this paper the system level design of a continuous-time ∆Σ modulator for portable ultrasound scanners is presented. The overall required signal-to-noise ratio (SNR) is derived to be 42 dB and the sampling frequency used is 320 MHz for an oversampling ratio of 16. In order to match these requir......In this paper the system level design of a continuous-time ∆Σ modulator for portable ultrasound scanners is presented. The overall required signal-to-noise ratio (SNR) is derived to be 42 dB and the sampling frequency used is 320 MHz for an oversampling ratio of 16. In order to match...... these requirements, a fourth order, 1-bit modulator with optimal zero placing is used. An analysis shows that the thermal noise from the resistors and operational transconductance amplifier is not a limiting factor due to the low required SNR, leading to an inherently very low-power implementation. Furthermore......, based on high-level VerilogA simulations, the performance of the ∆Σ modulator versus various block performance parameters is presented as trade-off curves. Based on these results, the block specifications are derived....

  7. Novel Approach for a van der Pol Oscillator in the Continuous Time Domain

    Institute of Scientific and Technical Information of China (English)

    Junaid Ali Khan; Muhammad Asif Zahoor Raja; IJaz MansoorQureshi

    2011-01-01

    We investigate the continuous time domain numerical treatment of a van der Pol oscillator, applying the trial solution as an artiScial feed-forward neural network model containing unknown adjustable parameters. The optimization of the network is performed by simulated annealing in an unsupervised method. The proposed scheme is tested successfully by its application in both non-stiff and stiff conditions. Its reliability and effectiveness is validated through comprehensive statistical analyses. The obtained results are in good agreement with the classical RK45 method.%We investigate the continuous time domain numerical treatment of a van der Pol oscillator,applying the trial solution as an artificial feed-forward neural network model containing unknown adjustable parameters.The optimization of the network is performed by simulated annealing in an unsupervised method.The proposed scheme is tested successfully by its application in both non-stiff and stiff conditions.Its reliability and effectiveness is validated through comprehensive statistical analyses.The obtained results are in good agreement with the classical RK45 method.

  8. Super-extreme event's influence on a Weierstrass-Mandelbrot Continuous-Time Random Walk

    CERN Document Server

    Gubiec, Tomasz; Kutner, Ryszard; Sornette, Didier

    2010-01-01

    Two utmost cases of super-extreme event's influence on the velocity autocorrelation function (VAF) were considered. The VAF itself was derived within the hierarchical Weierstrass-Mandelbrot Continuous-Time Random Walk (WM-CTRW) formalism, which is able to cover a broad spectrum of continuous-time random walks. Firstly, we studied a super-extreme event in a form of a sustained drift, whose duration time is much longer than that of any other event. Secondly, we considered a super-extreme event in the form of a shock with the size and velocity much larger than those corresponding to any other event. We found that the appearance of these super-extreme events substantially changes the results determined by extreme events (the so called "black swans") that are endogenous to the WM-CTRW process. For example, changes of the VAF in the latter case are in the form of some instability and distinctly differ from those caused in the former case. In each case these changes are quite different compared to the situation with...

  9. Path statistics, memory, and coarse-graining of continuous-time random walks on networks.

    Science.gov (United States)

    Manhart, Michael; Kion-Crosby, Willow; Morozov, Alexandre V

    2015-12-01

    Continuous-time random walks (CTRWs) on discrete state spaces, ranging from regular lattices to complex networks, are ubiquitous across physics, chemistry, and biology. Models with coarse-grained states (for example, those employed in studies of molecular kinetics) or spatial disorder can give rise to memory and non-exponential distributions of waiting times and first-passage statistics. However, existing methods for analyzing CTRWs on complex energy landscapes do not address these effects. Here we use statistical mechanics of the nonequilibrium path ensemble to characterize first-passage CTRWs on networks with arbitrary connectivity, energy landscape, and waiting time distributions. Our approach can be applied to calculating higher moments (beyond the mean) of path length, time, and action, as well as statistics of any conservative or non-conservative force along a path. For homogeneous networks, we derive exact relations between length and time moments, quantifying the validity of approximating a continuous-time process with its discrete-time projection. For more general models, we obtain recursion relations, reminiscent of transfer matrix and exact enumeration techniques, to efficiently calculate path statistics numerically. We have implemented our algorithm in PathMAN (Path Matrix Algorithm for Networks), a Python script that users can apply to their model of choice. We demonstrate the algorithm on a few representative examples which underscore the importance of non-exponential distributions, memory, and coarse-graining in CTRWs.

  10. Modal parameter identification under non-stationary ambient excitation based on continuous time AR Model

    Institute of Scientific and Technical Information of China (English)

    DU XiuLi; WANG FengQuan

    2009-01-01

    A new time-domain modal identification method of linear time-lnvariant system driven by the non-stationary Gaussian random excitation is introduced based on the continuous time AR model.The method can identify physical parameters of the system from response data.In order to identify the parameters of the system, the structural dynamic equation is first transformed into the continuous time AR model, and subsequently written into the forms of observation equation and state equation which is just a stochastic differential equation.Secondly, under the assumption that the uniformly modulated function is approximately equal to a constant matrix in a very short time period, the uniformly modulated func-tion is identified piecewise.Then, we present the exact maximum likelihood estimators of parameters by virtue of the Girsanov theorem.Finally, the modal parameters are identified by eigenanalysis.Nu-merical results show that the method we introduce here not only has high precision and robustness, but also has very high computing efficiency.Therefore, it is suitable for real-time modal identification.

  11. Computational system identification of continuous-time nonlinear systems using approximate Bayesian computation

    Science.gov (United States)

    Krishnanathan, Kirubhakaran; Anderson, Sean R.; Billings, Stephen A.; Kadirkamanathan, Visakan

    2016-11-01

    In this paper, we derive a system identification framework for continuous-time nonlinear systems, for the first time using a simulation-focused computational Bayesian approach. Simulation approaches to nonlinear system identification have been shown to outperform regression methods under certain conditions, such as non-persistently exciting inputs and fast-sampling. We use the approximate Bayesian computation (ABC) algorithm to perform simulation-based inference of model parameters. The framework has the following main advantages: (1) parameter distributions are intrinsically generated, giving the user a clear description of uncertainty, (2) the simulation approach avoids the difficult problem of estimating signal derivatives as is common with other continuous-time methods, and (3) as noted above, the simulation approach improves identification under conditions of non-persistently exciting inputs and fast-sampling. Term selection is performed by judging parameter significance using parameter distributions that are intrinsically generated as part of the ABC procedure. The results from a numerical example demonstrate that the method performs well in noisy scenarios, especially in comparison to competing techniques that rely on signal derivative estimation.

  12. Approximate Optimal Control of Affine Nonlinear Continuous-Time Systems Using Event-Sampled Neurodynamic Programming.

    Science.gov (United States)

    Sahoo, Avimanyu; Xu, Hao; Jagannathan, Sarangapani

    2017-03-01

    This paper presents an approximate optimal control of nonlinear continuous-time systems in affine form by using the adaptive dynamic programming (ADP) with event-sampled state and input vectors. The knowledge of the system dynamics is relaxed by using a neural network (NN) identifier with event-sampled inputs. The value function, which becomes an approximate solution to the Hamilton-Jacobi-Bellman equation, is generated by using event-sampled NN approximator. Subsequently, the NN identifier and the approximated value function are utilized to obtain the optimal control policy. Both the identifier and value function approximator weights are tuned only at the event-sampled instants leading to an aperiodic update scheme. A novel adaptive event sampling condition is designed to determine the sampling instants, such that the approximation accuracy and the stability are maintained. A positive lower bound on the minimum inter-sample time is guaranteed to avoid accumulation point, and the dependence of inter-sample time upon the NN weight estimates is analyzed. A local ultimate boundedness of the resulting nonlinear impulsive dynamical closed-loop system is shown. Finally, a numerical example is utilized to evaluate the performance of the near-optimal design. The net result is the design of an event-sampled ADP-based controller for nonlinear continuous-time systems.

  13. Modal parameter identification under non-stationary ambient excitation based on continuous time AR Model

    Institute of Scientific and Technical Information of China (English)

    2009-01-01

    A new time-domain modal identification method of linear time-invariant system driven by the non-stationary Gaussian random excitation is introduced based on the continuous time AR model. The method can identify physical parameters of the system from response data. In order to identify the parameters of the system, the structural dynamic equation is first transformed into the continuous time AR model, and subsequently written into the forms of observation equation and state equation which is just a stochastic differential equation. Secondly, under the assumption that the uniformly modulated function is approximately equal to a constant matrix in a very short time period, the uniformly modulated function is identified piecewise. Then, we present the exact maximum likelihood estimators of parameters by virtue of the Girsanov theorem. Finally, the modal parameters are identified by eigenanalysis. Numerical results show that the method we introduce here not only has high precision and robustness, but also has very high computing efficiency. Therefore, it is suitable for real-time modal identification.

  14. Continuous-time digital front-ends for multistandard wireless transmission

    CERN Document Server

    Nuyts, Pieter A J; Dehaene, Wim

    2014-01-01

    This book describes the design of fully digital multistandard transmitter front-ends which can directly drive one or more switching power amplifiers, thus eliminating all other analog components.  After reviewing different architectures, the authors focus on polar architectures using pulse width modulation (PWM), which are entirely based on unclocked delay lines and other continuous-time digital hardware.  As a result, readers are enabled to shift accuracy concerns from the voltage domain to the time domain, to coincide with submicron CMOS technology scaling.  The authors present different architectural options and compare them, based on their effect on the signal and spectrum quality.  Next, a high-level theoretical analysis of two different PWM-based architectures – baseband PWM and RF PWM – is made.  On the circuit level, traditional digital components and design techniques are revisited from the point of view of continuous-time digital circuits.  Important design criteria are identified and diff...

  15. Statistical Analysis of Notational AFL Data Using Continuous Time Markov Chains.

    Science.gov (United States)

    Meyer, Denny; Forbes, Don; Clarke, Stephen R

    2006-01-01

    Animal biologists commonly use continuous time Markov chain models to describe patterns of animal behaviour. In this paper we consider the use of these models for describing AFL football. In particular we test the assumptions for continuous time Markov chain models (CTMCs), with time, distance and speed values associated with each transition. Using a simple event categorisation it is found that a semi-Markov chain model is appropriate for this data. This validates the use of Markov Chains for future studies in which the outcomes of AFL matches are simulated. Key PointsA comparison of four AFL matches suggests similarity in terms of transition probabilities for events and the mean times, distances and speeds associated with each transition.The Markov assumption appears to be valid.However, the speed, time and distance distributions associated with each transition are not exponential suggesting that semi-Markov model can be used to model and simulate play.Team identified events and directions associated with transitions are required to develop the model into a tool for the prediction of match outcomes.

  16. Analysis of Phase-Type Stochastic Petri Nets With Discrete and Continuous Timing

    Science.gov (United States)

    Jones, Robert L.; Goode, Plesent W. (Technical Monitor)

    2000-01-01

    The Petri net formalism is useful in studying many discrete-state, discrete-event systems exhibiting concurrency, synchronization, and other complex behavior. As a bipartite graph, the net can conveniently capture salient aspects of the system. As a mathematical tool, the net can specify an analyzable state space. Indeed, one can reason about certain qualitative properties (from state occupancies) and how they arise (the sequence of events leading there). By introducing deterministic or random delays, the model is forced to sojourn in states some amount of time, giving rise to an underlying stochastic process, one that can be specified in a compact way and capable of providing quantitative, probabilistic measures. We formalize a new non-Markovian extension to the Petri net that captures both discrete and continuous timing in the same model. The approach affords efficient, stationary analysis in most cases and efficient transient analysis under certain restrictions. Moreover, this new formalism has the added benefit in modeling fidelity stemming from the simultaneous capture of discrete- and continuous-time events (as opposed to capturing only one and approximating the other). We show how the underlying stochastic process, which is non-Markovian, can be resolved into simpler Markovian problems that enjoy efficient solutions. Solution algorithms are provided that can be easily programmed.

  17. hp-Pseudospectral method for solving continuous-time nonlinear optimal control problems

    Science.gov (United States)

    Darby, Christopher L.

    2011-12-01

    In this dissertation, a direct hp-pseudospectral method for approximating the solution to nonlinear optimal control problems is proposed. The hp-pseudospectral method utilizes a variable number of approximating intervals and variable-degree polynomial approximations of the state within each interval. Using the hp-discretization, the continuous-time optimal control problem is transcribed to a finite-dimensional nonlinear programming problem (NLP). The differential-algebraic constraints of the optimal control problem are enforced at a finite set of collocation points, where the collocation points are either the Legendre-Gauss or Legendre-Gauss-Radau quadrature points. These sets of points are chosen because they correspond to high-accuracy Gaussian quadrature rules for approximating the integral of a function. Moreover, Runge phenomenon for high-degree Lagrange polynomial approximations to the state is avoided by using these points. The key features of the hp-method include computational sparsity associated with low-order polynomial approximations and rapid convergence rates associated with higher-degree polynomials approximations. Consequently, the hp-method is both highly accurate and computationally efficient. Two hp-adaptive algorithms are developed that demonstrate the utility of the hp-approach. The algorithms are shown to accurately approximate the solution to general continuous-time optimal control problems in a computationally efficient manner without a priori knowledge of the solution structure. The hp-algorithms are compared empirically against local (h) and global (p) collocation methods over a wide range of problems and are found to be more efficient and more accurate. The hp-pseudospectral approach developed in this research not only provides a high-accuracy approximation to the state and control of an optimal control problem, but also provides high-accuracy approximations to the costate of the optimal control problem. The costate is approximated by

  18. A reconfigurable OTA-C baseband filter with wide digital tuning for GNSS receivers

    Energy Technology Data Exchange (ETDEWEB)

    Pan Wenguang; Gan Yebing [Institute of Microelectronics, Chinese Academy of Sciences, Beijing 100029 (China); Ma Chengyan; Ye Tianchun, E-mail: panwenguang@casic.ac.c [Hangzhou Zhongke Microelectronics Co. Ltd, Hangzhou 310053 (China)

    2010-09-15

    The design of a digitally-tunable sixth-order reconfigurable OTA-C filter in a 0.18-{mu}m RFCMOS process is proposed. The filter can be configured as a complex band pass filter or two real low pass filters. An improved digital automatic frequency tuning scheme based on the voltage controlled oscillator technique is adopted to compensate for process variations. An extended tuning range (above 8:1) is obtained by using widely continuously tunable transconductors based on digital techniques. In the complex band pass mode, the bandwidth can be tuned from 3 to 24 MHz and the center frequency from 3 to 16 MHz. (semiconductor integrated circuits)

  19. Supplementary High-Input Impedance Voltage-Mode Universal Biquadratic Filter Using DVCCs

    Directory of Open Access Journals (Sweden)

    Jitendra Mohan

    2012-01-01

    Full Text Available To further extend the existing knowledge on voltage-mode universal biquadratic filter, in this paper, a new biquadratic filter circuit with single input and multiple outputs is proposed, employing three differential voltage current conveyors (DVCCs, three resistors, and two grounded capacitors. The proposed circuit realizes all the standard filter functions, that is, high-pass, band-pass, low-pass, notch, and all-pass filters simultaneously. The circuit enjoys the feature of high-input impedance, orthogonal control of resonance angular frequency (o, and quality factor (Q via grounded resistor and the use of grounded capacitors which is ideal for IC implementation.

  20. Higher-order chaotic oscillator using active bessel filter

    DEFF Research Database (Denmark)

    Lindberg, Erik; Mykolaitis, Gytis; Bumelien, Skaidra;

    2010-01-01

    A higher-order oscillator, including a nonlinear unit and an 8th-order low-pass active Bessel filter is described. The Bessel unit plays the role of "three-in-one": a delay line, an amplifier and a filter. Results of hardware experiments and numerical simulation are presented. Depending on the pa...... on the parameters of the nonlinear unit the oscillator operates either in a one-scroll or two-scroll mode. Two positive Lyapunov exponents, found at larger values of the negative slopes of the nonlinear function, characterize the oscillations as hyperchaotic....

  1. Dispersion Synthesis with Multi-Ordered Metatronic Filters

    CERN Document Server

    Li, Yue; Engheta, Nader

    2016-01-01

    We propose the synthesis of frequency dispersion of layered structures based on the design of multi-ordered optical filters using nanocircuit concepts. Following the well known insertion loss method commonly employed in the design of electronic and microwave filters, here we theoretically show how we can tailor optical dispersion as we carry out the design of several low-pass, high-pass, band-pass and band-stop filters of different order with a (maximally flat) Butterworth response. We numerically demonstrate that these filters can be designed by combining metasurfaces made of one or two materials acting as optical lumped elements, and, hence, leading to simple, easy to apply, design rules. The theoretical results based on this circuital approach are validated with full-wave numerical simulations. The results presented here can be extended to virtually any frequency dispersion synthesis, filter design procedure and/or functionality, thus opening up exciting possibilities in the design of composite materials w...

  2. Filter arrays

    Energy Technology Data Exchange (ETDEWEB)

    Page, Ralph H.; Doty, Patrick F.

    2017-08-01

    The various technologies presented herein relate to a tiled filter array that can be used in connection with performance of spatial sampling of optical signals. The filter array comprises filter tiles, wherein a first plurality of filter tiles are formed from a first material, the first material being configured such that only photons having wavelengths in a first wavelength band pass therethrough. A second plurality of filter tiles is formed from a second material, the second material being configured such that only photons having wavelengths in a second wavelength band pass therethrough. The first plurality of filter tiles and the second plurality of filter tiles can be interspersed to form the filter array comprising an alternating arrangement of first filter tiles and second filter tiles.

  3. Stability Analysis of Continuous-Time Fuzzy Large-Scale System

    Institute of Scientific and Technical Information of China (English)

    曾怡达; 张友刚; 肖建

    2003-01-01

    A continuous-time fuzzy large-scale system F consists of some interconnected Takagi-Sugeno fuzzy subsystems. Two sufficient conditions for the asymptotic stability of this system (namely, theorem 1 and theorem 2) are derived via a multiple Lyapunov function approach. In theorem 1, the information of membership functions of fuzzy rules should be known in order to analyze the stability of F. But in general this information is not easy to be acquired for their time-varying property. So theorem 2 is provided to judge the asymptotic stability of F, based on which there is no need to know the information of membership functions in stability analysis. Finally, a numerical example is given to show the utility of the method proposed in this paper.

  4. Controllability discrepancy and irreducibility/reducibility of Floquet factorisations in linear continuous-time periodic systems

    Science.gov (United States)

    Zhou, Jun; Lu, Xinbiao; Qian, Huimin

    2016-09-01

    The paper reports interesting but unnoticed facts about irreducibility (resp., reducibility) of Flouqet factorisations and their harmonic implication in term of controllability in finite-dimensional linear continuous-time periodic (FDLCP) systems. Reducibility and irreducibility are attributed to matrix logarithm algorithms during computing Floquet factorisations in FDLCP systems, which are a pair of essential features but remain unnoticed in the Floquet theory so far. The study reveals that reducible Floquet factorisations may bring in harmonic waves variance into the Fourier analysis of FDLCP systems that in turn may alter our interpretation of controllability when the Floquet factors are used separately during controllability testing; namely, controllability interpretation discrepancy (or simply, controllability discrepancy) may occur and must be examined whenever reducible Floquet factorisations are involved. On the contrary, when irreducible Floquet factorisations are employed, controllability interpretation discrepancy can be avoided. Examples are included to illustrate such observations.

  5. Parsimonious Continuous Time Random Walk Models and Kurtosis for Diffusion in Magnetic Resonance of Biological Tissue

    Science.gov (United States)

    Ingo, Carson; Sui, Yi; Chen, Yufen; Parrish, Todd; Webb, Andrew; Ronen, Itamar

    2015-03-01

    In this paper, we provide a context for the modeling approaches that have been developed to describe non-Gaussian diffusion behavior, which is ubiquitous in diffusion weighted magnetic resonance imaging of water in biological tissue. Subsequently, we focus on the formalism of the continuous time random walk theory to extract properties of subdiffusion and superdiffusion through novel simplifications of the Mittag-Leffler function. For the case of time-fractional subdiffusion, we compute the kurtosis for the Mittag-Leffler function, which provides both a connection and physical context to the much-used approach of diffusional kurtosis imaging. We provide Monte Carlo simulations to illustrate the concepts of anomalous diffusion as stochastic processes of the random walk. Finally, we demonstrate the clinical utility of the Mittag-Leffler function as a model to describe tissue microstructure through estimations of subdiffusion and kurtosis with diffusion MRI measurements in the brain of a chronic ischemic stroke patient.

  6. Novel Approach to Preview Control for a Class of Continuous-Time Systems

    Directory of Open Access Journals (Sweden)

    Fucheng Liao

    2015-01-01

    Full Text Available This paper explicates a new method of designing a preview controller for a class of continuous-time systems. The augmented error system is constructed by the error system with the derivative of the tracking error signal, the state equation, and an identical equation of the derivative of the control input, which transforms a tracking problem into a regulation problem. Therefore, in the paper, the performance index contains the derivative of the control input. Based on the theory of optimal control, the regulator problem of the augmented error system is solved. Thus, the controller with preview compensation for the original system is deduced. The response speed of the closed-loop system is accelerated by the previewed demand output. A final numerical example is given to illustrate the validity of the proposed method.

  7. Preview control for impulse-free continuous-time descriptor systems

    Science.gov (United States)

    Liao, Fucheng; Ren, Zhenqin; Tomizuka, Masayoshi; Wu, Jiang

    2015-06-01

    This paper studies the preview control problem of impulse-free linear continuous-time descriptor systems. The system is first decomposed into a normal system (i.e., slow subsystem) and an algebraic equation set, by restricted equivalent linear transformation. Then, applying the method of preview control theory to the slow subsystem, by taking derivatives on both the error vector and the state function, and with the error vector being a part of the new state vector, the augmented system is constructed and the tracking problem is transformed into a regulation problem. According to preview control theory, the controller of the augmented system can be obtained and the control input of the original descriptor system with preview function can be acquired by integrating on the controller of the augmented system. Both the stabilisability and detectability of the augmented system are discussed. Numerical simulation verifies the presented results.

  8. Systematic Design Methodology of a Wideband Multibit Continuous-Time Delta-Sigma Modulator

    Directory of Open Access Journals (Sweden)

    Awinash Anand

    2013-01-01

    Full Text Available Systematic design of a low power, wideband and multi-bit continuous-time delta-sigma modulator (CTDSM is presented. The design methodology is illustrated with a 640 MS/s, 20 MHz signal bandwidth 4th order 2-bit CTDMS implemented in 0.18 µm CMOS technology. The implemented design achieves a peak SNDR of 65.7 dB and a high dynamic range of 70 dB while consuming only 19.7 mW from 1.8 V supply. The design achieves a FoM of 0.31 pJ/conv. Direct path compensation is employed for one clock excess loop delay compensation. In the feedforward topology, capacitive summation using the last opamp eliminates extra summation opamp.

  9. System identification of two-dimensional continuous-time systems using wavelets as modulating functions.

    Science.gov (United States)

    Sadabadi, Mahdiye Sadat; Shafiee, Masoud; Karrari, Mehdi

    2008-07-01

    In this paper, parameter identification of two-dimensional continuous-time systems via two-dimensional modulating functions is proposed. In the proposed method, trigonometric functions and sine-cosine wavelets are used as modulating functions. By this, a partial differential equation on the finite-time intervals is converted into an algebraic equation linear in parameters. The parameters of the system can then be estimated using the least square algorithms. The underlying computations utilize a two-dimensional fast Fourier transform algorithm, without the need for estimating the unknown initial or boundary conditions, at the beginning of each finite-time interval. Numerical simulations are presented to show the effectiveness of the proposed algorithm.

  10. From Walras’ auctioneer to continuous time double auctions: a general dynamic theory of supply and demand

    Science.gov (United States)

    Donier, J.; Bouchaud, J.-P.

    2016-12-01

    In standard Walrasian auctions, the price of a good is defined as the point where the supply and demand curves intersect. Since both curves are generically regular, the response to small perturbations is linearly small. However, a crucial ingredient is absent of the theory, namely transactions themselves. What happens after they occur? To answer the question, we develop a dynamic theory for supply and demand based on agents with heterogeneous beliefs. When the inter-auction time is infinitely long, the Walrasian mechanism is recovered. When transactions are allowed to happen in continuous time, a peculiar property emerges: close to the price, supply and demand vanish quadratically, which we empirically confirm on the Bitcoin. This explains why price impact in financial markets is universally observed to behave as the square root of the excess volume. The consequences are important, as they imply that the very fact of clearing the market makes prices hypersensitive to small fluctuations.

  11. An Expectation Maximization Algorithm to Model Failure Times by Continuous-Time Markov Chains

    Directory of Open Access Journals (Sweden)

    Qihong Duan

    2010-01-01

    Full Text Available In many applications, the failure rate function may present a bathtub shape curve. In this paper, an expectation maximization algorithm is proposed to construct a suitable continuous-time Markov chain which models the failure time data by the first time reaching the absorbing state. Assume that a system is described by methods of supplementary variables, the device of stage, and so on. Given a data set, the maximum likelihood estimators of the initial distribution and the infinitesimal transition rates of the Markov chain can be obtained by our novel algorithm. Suppose that there are m transient states in the system and that there are n failure time data. The devised algorithm only needs to compute the exponential of m×m upper triangular matrices for O(nm2 times in each iteration. Finally, the algorithm is applied to two real data sets, which indicates the practicality and efficiency of our algorithm.

  12. Efficient quantum circuits for continuous-time quantum walks on composite graphs

    Science.gov (United States)

    Loke, T.; Wang, J. B.

    2017-02-01

    In this paper, we investigate the simulation of continuous-time quantum walks on specific classes of graphs, for which it is possible to fast-forward the time-evolution operator to achieve constant-time simulation complexity and to perform the simulation exactly, i.e. ε =0 , while maintaining \\text{poly}≤ft(\\text{log}(n)\\right) efficiency. In particular, we discuss two classes of composite graphs, commuting graphs and Cartesian product of graphs, that contain classes of graphs which can be simulated in this fashion. This allows us to identify new families of graphs that we can efficiently simulate in a quantum circuit framework, providing practical and explicit means to explore quantum-walk based algorithms in laboratories.

  13. An ECG recording front-end with continuous-time level-crossing sampling.

    Science.gov (United States)

    Li, Yongjia; Mansano, Andre L; Yuan, Yuan; Zhao, Duan; Serdijn, Wouter A

    2014-10-01

    An ECG recording front-end with a continuous- time asynchronous level-crossing analog-to-digital converter (LC-ADC) is proposed. The system is a voltage and current mixed-mode system, which comprises a low noise amplifier (LNA), a programmable voltage-to-current converter (PVCC) as a programmable gain amplifier (PGA) and an LC-ADC with calibration DACs and an RC oscillator. The LNA shows an input referred noise of 3.77 μVrms over 0.06 Hz-950 Hz bandwidth. The total harmonic distortion (THD) of the LNA is 0.15% for a 10 mVPP input. The ECG front-end consumes 8.49 μW from a 1 V supply and achieves an ENOB up to 8 bits. The core area of the proposed front-end is 690 ×710 μm2, fabricated in a 0.18 μm CMOS technology.

  14. Structure-selection techniques applied to continuous-time nonlinear models

    Science.gov (United States)

    Aguirre, Luis A.; Freitas, Ubiratan S.; Letellier, Christophe; Maquet, Jean

    2001-10-01

    This paper addresses the problem of choosing the multinomials that should compose a polynomial mathematical model starting from data. The mathematical representation used is a nonlinear differential equation of the polynomial type. Some approaches that have been used in the context of discrete-time models are adapted and applied to continuous-time models. Two examples are included to illustrate the main ideas. Models obtained with and without structure selection are compared using topological analysis. The main differences between structure-selected models and complete structure models are: (i) the former are more parsimonious than the latter, (ii) a predefined fixed-point configuration can be guaranteed for the former, and (iii) the former set of models produce attractors that are topologically closer to the original attractor than those produced by the complete structure models.

  15. A Random Parameter Model for Continuous-Time Mean-Variance Asset-Liability Management

    Directory of Open Access Journals (Sweden)

    Hui-qiang Ma

    2015-01-01

    Full Text Available We consider a continuous-time mean-variance asset-liability management problem in a market with random market parameters; that is, interest rate, appreciation rates, and volatility rates are considered to be stochastic processes. By using the theories of stochastic linear-quadratic (LQ optimal control and backward stochastic differential equations (BSDEs, we tackle this problem and derive optimal investment strategies as well as the mean-variance efficient frontier analytically in terms of the solution of BSDEs. We find that the efficient frontier is still a parabola in a market with random parameters. Comparing with the existing results, we also find that the liability does not affect the feasibility of the mean-variance portfolio selection problem. However, in an incomplete market with random parameters, the liability can not be fully hedged.

  16. A Branch and Bound Method to the Continuous Time Model Elevator System with Full Information

    Science.gov (United States)

    Shen, Zhen; Zhao, Qianchuan

    A new Branch and Bound method is given for the scheduling of the group elevator system with full information. Full information means that not only the parameters of the elevator systems but also the arrival time, origins and destinations of all the passengers who are to be served are known beforehand. The performance obtained by solving the full information problem is the best performance that the elevator scheduling algorithm can achieve and then can be used to measure how good an elevator scheduling algorithm is. The method can handle the continuous time event and is based on the concept of “trip”, which refers to the movement of the car without changing the direction and with at least one passenger being served.

  17. Continuous-Time Discrete-Distribution Theory for Activity-Driven Networks

    Science.gov (United States)

    Zino, Lorenzo; Rizzo, Alessandro; Porfiri, Maurizio

    2016-11-01

    Activity-driven networks are a powerful paradigm to study epidemic spreading over time-varying networks. Despite significant advances, most of the current understanding relies on discrete-time computer simulations, in which each node is assigned an activity potential from a continuous distribution. Here, we establish a continuous-time discrete-distribution framework toward an analytical treatment of the epidemic spreading, from its onset to the endemic equilibrium. In the thermodynamic limit, we derive a nonlinear dynamical system to accurately model the epidemic spreading and leverage techniques from the fields of differential inclusions and adaptive estimation to inform short- and long-term predictions. We demonstrate our framework through the analysis of two real-world case studies, exemplifying different physical phenomena and time scales.

  18. Continuous-Time Mean-Variance Portfolio Selection under the CEV Process

    Directory of Open Access Journals (Sweden)

    Hui-qiang Ma

    2014-01-01

    Full Text Available We consider a continuous-time mean-variance portfolio selection model when stock price follows the constant elasticity of variance (CEV process. The aim of this paper is to derive an optimal portfolio strategy and the efficient frontier. The mean-variance portfolio selection problem is formulated as a linearly constrained convex program problem. By employing the Lagrange multiplier method and stochastic optimal control theory, we obtain the optimal portfolio strategy and mean-variance efficient frontier analytically. The results show that the mean-variance efficient frontier is still a parabola in the mean-variance plane, and the optimal strategies depend not only on the total wealth but also on the stock price. Moreover, some numerical examples are given to analyze the sensitivity of the efficient frontier with respect to the elasticity parameter and to illustrate the results presented in this paper. The numerical results show that the price of risk decreases as the elasticity coefficient increases.

  19. Continuous time modelling of dynamical spatial lattice data observed at sparsely distributed times

    DEFF Research Database (Denmark)

    Rasmussen, Jakob Gulddahl; Møller, Jesper

    2007-01-01

    Summary. We consider statistical and computational aspects of simulation-based Bayesian inference for a spatial-temporal model based on a multivariate point process which is only observed at sparsely distributed times. The point processes are indexed by the sites of a spatial lattice, and they ex......Summary. We consider statistical and computational aspects of simulation-based Bayesian inference for a spatial-temporal model based on a multivariate point process which is only observed at sparsely distributed times. The point processes are indexed by the sites of a spatial lattice......, and they exhibit spatial interaction. For specificity we consider a particular dynamical spatial lattice data set which has previously been analysed by a discrete time model involving unknown normalizing constants. We discuss the advantages and disadvantages of using continuous time processes compared...

  20. Limit theorems for Markov processes indexed by continuous time Galton-Watson trees

    CERN Document Server

    Bansaye, Vincent; Marsalle, Laurence; Tran, Viet Chi

    2009-01-01

    We study the evolution of a particle system whose genealogy is given by a supercritical continuous time Galton-Watson tree. The particles move independently according to a Markov process and when a branching event occurs, the offspring locations depend on the position of the mother and the number of offspring. We prove a law of large numbers for the empirical measure of individuals alive at time $t$. This relies on a probabilistic interpretation of its intensity by mean of an auxiliary process. This latter has the same generator as the Markov process along the branches plus additional branching events, associated with jumps of accelerated rate and biased distribution. This comes from the fact that choosing an individual uniformly at time $t$ favors lineages with more branching events and larger offspring number. The central limit theorem is considered on a special case. Several examples are developed, including applications to splitting diffusions, cellular aging, branching L\\'evy processes and ancestral line...

  1. Continuous-time random walks with reset events. Historical background and new perspectives

    Science.gov (United States)

    Montero, Miquel; Masó-Puigdellosas, Axel; Villarroel, Javier

    2017-09-01

    In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant drift: the process moves in a fixed direction between the reset events, either by the effect of the random jumps, or by the action of a deterministic bias. However, the orientation of its motion is randomly determined after each restart. As a result of these alternating dynamics, interesting properties do emerge. General formulas for the propagator as well as for two extreme statistics, the survival probability and the mean first-passage time, are also derived. The rigor of these analytical results is verified by numerical estimations, for particular but illuminating examples.

  2. Novel insights on the stabilising solution to the continuous-time algebraic Riccati equation

    Science.gov (United States)

    Rojas, A. J.

    2014-11-01

    In the present paper we present a closed-form solution, as a function of the closed-loop poles, for the continuous-time algebraic Riccati equations (CAREs) related to single-input single-output systems with non-repeated poles. The proposed solution trades the standard numerical algorithm approach for one based on a spectral factorisation argument, offering potential insight into any control technique based on a CARE and its solution. As an example, we present the equivalence of two fairly recent control over network results. Furthermore we apply the proposed result to the formula for the optimal regulator gain matrix k (or equivalently the Luenberger's observer gain l) and present an example. Finally, we conclude by discussing the possible extension of the proposed closed-form solution to the repeated eigenvalues case and to the case when the CARE is related to multiple-input multiple-output systems.

  3. Suboptimal reliable guaranteed cost control for continuous-time systems with multi-criterion constraints

    Institute of Scientific and Technical Information of China (English)

    Deng-feng ZHANG; Hong-ye SU; Jian CHU; Zhi-quan WANG

    2008-01-01

    The suboptimal reliable guaranteed cost control (RGCC) with multi-criterion constraints is investigated for a class of uncertain continuous-time systems with sensor faults.A fault model in sensors,which considers outage or partial degradation of sensors,is adopted.The influence of the disturbance on the quadratic stability of the closed-loop systems is analyzed.The reliable state-feedback controller is developed by a linear matrix inequalities (LMIs) approach,to minimize the upper bound of a quadratic cost function under the conditions that all the closed-loop poles be placed in a specified disk,and that the prescribed level of H∞ disturbance attenuation and the upper bound constraints of control inputs' magnitudes be guaranteed.Thus,with the above multi-criterion constraints,the resulting closed-loop system can provide satisfactory stability,transient property,a disturbance rejection level and mininaized quadratic cost performance despite possible sensor faults.

  4. Worm-improved estimators in continuous-time quantum Monte Carlo

    Science.gov (United States)

    Gunacker, P.; Wallerberger, M.; Ribic, T.; Hausoel, A.; Sangiovanni, G.; Held, K.

    2016-09-01

    We derive the improved estimators for general interactions and employ these for the continuous-time quantum Monte Carlo method. Using a worm algorithm we show how measuring higher-ordered correlators leads to an improved high-frequency behavior in irreducible quantities such as the one-particle self-energy or the irreducible two-particle vertex for non-density-density interactions. A good knowledge of the asymptotics of the two-particle vertex is essential for calculating nonlocal electronic correlations using diagrammatic extensions to the dynamical mean field theory as well as for calculating susceptibilities. We test our algorithm against analytic results for the multiorbital atomic limit and the Falicov-Kimball model.

  5. The Stabilization of Continuous-Time Networked Control Systems with Data Drift

    Directory of Open Access Journals (Sweden)

    Qixin Zhu

    2015-01-01

    Full Text Available By data drift, we mean the data received by the controller may be different from that sent by the sensor, or the data received by actuator may be different from that sent by the controller. The issues of guaranteed cost control for a class of continuous-time networked control systems with data drift are investigated. Firstly, with the consideration of data drift between sensor and controller, a closed-loop model of networked control systems including network factors such as time-delay and data-dropouts is established. And then, selecting an appropriate Lyapunov function, a guaranteed cost controller in terms of linear matrix inequality (LMI is designed to asymptotically stabilize the networked control system with data drift. Finally, simulations are included to demonstrate the theoretical results.

  6. Continuous-time random walk and parametric subordination in fractional diffusion

    Energy Technology Data Exchange (ETDEWEB)

    Gorenflo, Rudolf [Department of Mathematics and Informatics, Free University of Berlin, Arnimallee 3, D-14195 Berlin (Germany); Mainardi, Francesco [Department of Physics, University of Bologna and INFN, Via Irnerio 46, I-40126 Bologna (Italy)]. E-mail: mainardi@bo.infn.it; Vivoli, Alessandro [Department of Physics, University of Bologna and INFN, Via Irnerio 46, I-40126 Bologna (Italy)

    2007-10-15

    The well-scaled transition to the diffusion limit in the framework of the theory of continuous-time random walk (CTRW) is presented starting from its representation as an infinite series that points out the subordinated character of the CTRW itself. We treat the CTRW as a combination of a random walk on the axis of physical time with a random walk in space, both walks happening in discrete operational time. In the continuum limit, we obtain a (generally non-Markovian) diffusion process governed by a space-time fractional diffusion equation. The essential assumption is that the probabilities for waiting times and jump-widths behave asymptotically like powers with negative exponents related to the orders of the fractional derivatives. By what we call parametric subordination, applied to a combination of a Markov process with a positively oriented Levy process, we generate and display sample paths for some special cases.

  7. Simply and multiply scaled diffusion limits for continuous time random walks

    Energy Technology Data Exchange (ETDEWEB)

    Gorenflo, Rudolf [Erstes Mathematisches Institut, Freie Universitaet Berlin, Arnimallee 3, D-14195 Berlin (Germany); Mainardi, Francesco [Dipartimento di Fisica, Universita di Bologna and INFN, Via Irnerio 46, I-40126 Bologna (Italy)

    2005-01-01

    First a survey is presented on how space-time fractional diffusion processes can be obtained by well-scaled limiting from continuous time random walks under the sole assumption of asymptotic power laws (with appropriate exponents for the tail behaviour of waiting times and jumps). The spatial operator in the limiting pseudo-differential equation is the inverse of a general Riesz-Feller potential operator. The analysis is carried out via the transforms of Fourier and Laplace. Then mixtures of waiting time distributions, likewise of jump distributions, are considered, and it is shown that correct multiple scaling in the limit yields diffusion equations with distributed order fractional derivatives (fractional operators being replaced by integrals over such ones, with the order of differentiation as variable of integration). It is outlined how in this way super-fast and super-slow diffusion can be modelled.

  8. Design of PI observers for continuous-time descriptor linear systems.

    Science.gov (United States)

    Wu, Ai-Guo; Duan, Guang-Ren

    2006-12-01

    A parametric design approach for proportional-integral (PI) observers for continuous-time descriptor linear systems is proposed based on a complete general parametric solution to the generalized Sylvester matrix equation. The proposed approach provides complete parameterizations for all the observer gain matrices, gives the parametric expression for the corresponding finite left eigenvector matrix of the observer system matrix, realizes elimination of impulsive responses, and guarantees the regularity of the observer system. The design method offers all the degrees of design freedom, which can be utilized to achieve various desired system specifications and performances and, thus, has great potentials in applications. A numerical example is employed to show the design procedure and illustrate the effect of the proposed approach. Simulation results show a satisfactory tracking performance for descriptor linear systems.

  9. Stochastic Games for Continuous-Time Jump Processes Under Finite-Horizon Payoff Criterion

    Energy Technology Data Exchange (ETDEWEB)

    Wei, Qingda, E-mail: weiqd@hqu.edu.cn [Huaqiao University, School of Economics and Finance (China); Chen, Xian, E-mail: chenxian@amss.ac.cn [Peking University, School of Mathematical Sciences (China)

    2016-10-15

    In this paper we study two-person nonzero-sum games for continuous-time jump processes with the randomized history-dependent strategies under the finite-horizon payoff criterion. The state space is countable, and the transition rates and payoff functions are allowed to be unbounded from above and from below. Under the suitable conditions, we introduce a new topology for the set of all randomized Markov multi-strategies and establish its compactness and metrizability. Then by constructing the approximating sequences of the transition rates and payoff functions, we show that the optimal value function for each player is a unique solution to the corresponding optimality equation and obtain the existence of a randomized Markov Nash equilibrium. Furthermore, we illustrate the applications of our main results with a controlled birth and death system.

  10. IMPROVED ROBUST H-INFINITY ESTIMATION FOR UNCERTAIN CONTINUOUS-TIME SYSTEMS

    Institute of Scientific and Technical Information of China (English)

    Aiguo WU; Huafeng DONG; Guangren DUAN

    2007-01-01

    The design of full-order robust estimators is investigated for continuous-time polytopic uncertain systems. The main purpose is to obtain a stable linear estimator such that the estimation error system remains robustly stable with a prescribed H∞ attenuation level. Firstly, a simple alterna- tive proof is given for an improved LMI representation of H∞ performance proposed recently. Based on the performance criterion which keeps the Lyapunov matrix out of the product of the system dynamic matrices, a sufficient condition for the existence of the robust estimator is provided in terms oflinear matrix inequalities. It is shown that the proposed design strategy allows the use of parameter-dependent Lyapunov functions and hence it is less conservative than the earlier results. A numericalexample is employed to illustrate the feasibility and advantage of the proposed design.

  11. Robust H-infinity estimation for continuous-time polytopic uncertain systems

    Institute of Scientific and Technical Information of China (English)

    Aiguo WU; Guangren DUAN

    2005-01-01

    The design of full-order robust H-infinity estimators is investigated for continuous-time polytopic uncertain systems. The main purpose is to obtain a stable and proper linear estimator such that the estimation error system remains robustly stable with a prescribed H-infinity attenuation level. Based on a recently proposed H-infinity performance criterion which exhibits a kind of decoupling between the Lyapunov matrix and the system dynamic matrices, a sufficient condition for the existence of the robust estimator is provided in terms of linear matrix inequalities. It is shown that the proposed design strategy allows the use of parameter-dependent Lyapunov functions and hence it is less conservative than earlier results. A numerical example is employed to illustrate the feasibility and advantage of the proposed design.

  12. Asymptotic Expansions of Backward Equations for Two-time-scale Markov Chains in Continuous Time

    Institute of Scientific and Technical Information of China (English)

    G Yin; Dung Tien Nguyen

    2009-01-01

    This work develops asymptotic expansions for solutions of systems of backward equations of timeinhomogeneons Markov chains in continuous time. Owing to the rapid progress in technology and the increasing complexity in modeling, the underlying Markov chains often have large state spaces, which make the computational tasks infeasible. To reduce the complexity, two-time-scale formulations are used. By introducing a small parameter ε> 0 and using suitable decomposition and aggregation procedures, it is formulated as a singular perturbation problem. Both Markov chains having recurrent states only and Markov chains including also transient states are treated. Under certain weak irreducibility and smoothness conditions of the generators, the desired asymptotic expansions are constructed. Then error bounds are obtained.

  13. Continuous-time Markov chain-based flux analysis in metabolism.

    Science.gov (United States)

    Huo, Yunzhang; Ji, Ping

    2014-09-01

    Metabolic flux analysis (MFA), a key technology in bioinformatics, is an effective way of analyzing the entire metabolic system by measuring fluxes. Many existing MFA approaches are based on differential equations, which are complicated to be solved mathematically. So MFA requires some simple approaches to investigate metabolism further. In this article, we applied continuous-time Markov chain to MFA, called MMFA approach, and transformed the MFA problem into a set of quadratic equations by analyzing the transition probability of each carbon atom in the entire metabolic system. Unlike the other methods, MMFA analyzes the metabolic model only through the transition probability. This approach is very generic and it could be applied to any metabolic system if all the reaction mechanisms in the system are known. The results of the MMFA approach were compared with several chemical reaction equilibrium constants from early experiments by taking pentose phosphate pathway as an example.

  14. Lagging/Leading Coupled Continuous Time Random Walks, Renewal Times and their Joint Limits

    CERN Document Server

    Straka, Peter

    2010-01-01

    Subordinating a random walk to a renewal process yields a continuous time random walk (CTRW) model for diffusion, including the possibility of anomalous diffusion. Transition densities of scaling limits of power law CTRWs have been shown to solve fractional Fokker-Planck equations. We consider limits of sequences of CTRWs which arise when both waiting times and jumps are taken from an infinitesimal triangular array. We identify two different limit processes $X_t$ and $Y_t$ when waiting times precede or follow jumps, respectively. In the limiting procedure, we keep track of the renewal times of the CTRWs and hence find two more limit processes. Finally, we calculate the joint law of all four limit processes evaluated at a fixed time $t$.

  15. TIME INCONSISTENCY AND REPUTATION IN MONETARY POLICY: A STRATEGIC MODELLING IN CONTINUOUS TIME

    Institute of Scientific and Technical Information of China (English)

    Li Jingyuan; Tian Guoqiang

    2008-01-01

    This article develops a model to examine the equilibrium behavior of the time inconsistency problem in a continuous time economy with stochastic and endogenized dis-tortion. First, the authors introduce the notion of sequentially rational equilibrium, and show that the time inconsistency problem may be solved with trigger reputation strategies for stochastic setting. The conditions for the existence of sequentially rational equilibrium are provided. Then, the concept of sequentially rational stochastically stable equilibrium is introduced. The authors compare the relative stability between the cooperative behavior and uncooperative behavior, and show that the cooperative equilibrium in this monetary policy game is a sequentially rational stochastically stable equilibrium and the uncooper-ative equilibrium is sequentially rational stochastically unstable equilibrium. In the long run, the zero inflation monetary policies are inherently more stable than the discretion rules, and once established, they tend to persist for longer periods of the time.

  16. Reinforcement learning for adaptive optimal control of unknown continuous-time nonlinear systems with input constraints

    Science.gov (United States)

    Yang, Xiong; Liu, Derong; Wang, Ding

    2014-03-01

    In this paper, an adaptive reinforcement learning-based solution is developed for the infinite-horizon optimal control problem of constrained-input continuous-time nonlinear systems in the presence of nonlinearities with unknown structures. Two different types of neural networks (NNs) are employed to approximate the Hamilton-Jacobi-Bellman equation. That is, an recurrent NN is constructed to identify the unknown dynamical system, and two feedforward NNs are used as the actor and the critic to approximate the optimal control and the optimal cost, respectively. Based on this framework, the action NN and the critic NN are tuned simultaneously, without the requirement for the knowledge of system drift dynamics. Moreover, by using Lyapunov's direct method, the weights of the action NN and the critic NN are guaranteed to be uniformly ultimately bounded, while keeping the closed-loop system stable. To demonstrate the effectiveness of the present approach, simulation results are illustrated.

  17. pyCTQW: A continuous-time quantum walk simulator on distributed memory computers

    Science.gov (United States)

    Izaac, Josh A.; Wang, Jingbo B.

    2015-01-01

    In the general field of quantum information and computation, quantum walks are playing an increasingly important role in constructing physical models and quantum algorithms. We have recently developed a distributed memory software package pyCTQW, with an object-oriented Python interface, that allows efficient simulation of large multi-particle CTQW (continuous-time quantum walk)-based systems. In this paper, we present an introduction to the Python and Fortran interfaces of pyCTQW, discuss various numerical methods of calculating the matrix exponential, and demonstrate the performance behavior of pyCTQW on a distributed memory cluster. In particular, the Chebyshev and Krylov-subspace methods for calculating the quantum walk propagation are provided, as well as methods for visualization and data analysis.

  18. Fitting timeseries by continuous-time Markov chains: A quadratic programming approach

    Science.gov (United States)

    Crommelin, D. T.; Vanden-Eijnden, E.

    2006-09-01

    Construction of stochastic models that describe the effective dynamics of observables of interest is an useful instrument in various fields of application, such as physics, climate science, and finance. We present a new technique for the construction of such models. From the timeseries of an observable, we construct a discrete-in-time Markov chain and calculate the eigenspectrum of its transition probability (or stochastic) matrix. As a next step we aim to find the generator of a continuous-time Markov chain whose eigenspectrum resembles the observed eigenspectrum as closely as possible, using an appropriate norm. The generator is found by solving a minimization problem: the norm is chosen such that the object function is quadratic and convex, so that the minimization problem can be solved using quadratic programming techniques. The technique is illustrated on various toy problems as well as on datasets stemming from simulations of molecular dynamics and of atmospheric flows.

  19. Two-step memory within Continuous Time Random Walk. Description of double-action market dynamics

    CERN Document Server

    Gubiec, Tomasz

    2013-01-01

    By means of a novel version of the Continuous-Time Random Walk (CTRW) model with memory, we describe, for instance, the stochastic process of a single share price on a double-auction market within the high frequency time scale. The memory present in the model is understood as dependence between successive share price jumps, while waiting times between price changes are considered as i.i.d. random variables. The range of this memory is defined herein by dependence between three successive jumps of the process. This dependence is motivated both empirically, by analysis of empirical two-point histograms, and theoretically, by analysis of the bid-ask bounce mechanism containing some delay. Our model turns out to be analytically solvable, which enables us a direct comparison of its predictions with empirical counterparts, for instance, with so significant and commonly used quantity as velocity autocorrelation function. This work strongly extends the capabilities of the CTRW formalism.

  20. Transfer entropy in continuous time, with applications to jump and neural spiking processes

    CERN Document Server

    Spinney, Richard E; Lizier, Joseph T

    2016-01-01

    Transfer entropy has been used to quantify the directed flow of information between source and target variables in many complex systems. Originally formulated in discrete time, we provide a framework for considering transfer entropy in continuous time systems. By appealing to a measure theoretic formulation we generalise transfer entropy, describing it in terms of Radon-Nikodym derivatives between measures of complete path realisations. The resulting formalism introduces and emphasises the idea that transfer entropy is an expectation of an individually fluctuating quantity along a path, in the same way we consider the expectation of physical quantities such as work and heat. We recognise that transfer entropy is a quantity accumulated over a finite time interval, whilst permitting an associated instantaneous transfer entropy rate. We use this approach to produce an explicit form for the transfer entropy for pure jump processes, and highlight the simplified form in the specific case of point processes (frequen...

  1. Continuous Time Random Walks for Non-Local Radial Solute Transport

    CERN Document Server

    Dentz, Marco; Borgne, Tanguy le

    2016-01-01

    This paper derives and analyzes continuous time random walk (CTRW) models in radial flow geometries for the quantification of non-local solute transport induced by heterogeneous flow distributions and by mobile-immobile mass transfer processes. To this end we derive a general CTRW framework in radial coordinates starting from the random walk equations for radial particle positions and times. The particle density, or solute concentration is governed by a non-local radial advection-dispersion equation (ADE). Unlike in CTRWs for uniform flow scenarios, particle transition times here depend on the radial particle position, which renders the CTRW non-stationary. As a consequence, the memory kernel characterizing the non-local ADE, is radially dependent. Based on this general formulation, we derive radial CTRW implementations that (i) emulate non-local radial transport due to heterogeneous advection, (ii) model multirate mass transfer (MRMT) between mobile and immobile continua, and (iii) quantify both heterogeneou...

  2. Estimating the continuous-time dynamics of energy and fat metabolism in mice.

    Directory of Open Access Journals (Sweden)

    Juen Guo

    2009-09-01

    Full Text Available The mouse has become the most popular organism for investigating molecular mechanisms of body weight regulation. But understanding the physiological context by which a molecule exerts its effect on body weight requires knowledge of energy intake, energy expenditure, and fuel selection. Furthermore, measurements of these variables made at an isolated time point cannot explain why body weight has its present value since body weight is determined by the past history of energy and macronutrient imbalance. While food intake and body weight changes can be frequently measured over several weeks (the relevant time scale for mice, correspondingly frequent measurements of energy expenditure and fuel selection are not currently feasible. To address this issue, we developed a mathematical method based on the law of energy conservation that uses the measured time course of body weight and food intake to estimate the underlying continuous-time dynamics of energy output and net fat oxidation. We applied our methodology to male C57BL/6 mice consuming various ad libitum diets during weight gain and loss over several weeks and present the first continuous-time estimates of energy output and net fat oxidation rates underlying the observed body composition changes. We show that transient energy and fat imbalances in the first several days following a diet switch can account for a significant fraction of the total body weight change. We also discovered a time-invariant curve relating body fat and fat-free masses in male C57BL/6 mice, and the shape of this curve determines how diet, fuel selection, and body composition are interrelated.

  3. Modeling commodity salam contract between two parties for discrete and continuous time series

    Science.gov (United States)

    Hisham, Azie Farhani Badrol; Jaffar, Maheran Mohd

    2017-08-01

    In order for Islamic finance to remain competitive as the conventional, there needs a new development of Islamic compliance product such as Islamic derivative that can be used to manage the risk. However, under syariah principles and regulations, all financial instruments must not be conflicting with five syariah elements which are riba (interest paid), rishwah (corruption), gharar (uncertainty or unnecessary risk), maysir (speculation or gambling) and jahl (taking advantage of the counterparty's ignorance). This study has proposed a traditional Islamic contract namely salam that can be built as an Islamic derivative product. Although a lot of studies has been done on discussing and proposing the implementation of salam contract as the Islamic product however they are more into qualitative and law issues. Since there is lack of quantitative study of salam contract being developed, this study introduces mathematical models that can value the appropriate salam price for a commodity salam contract between two parties. In modeling the commodity salam contract, this study has modified the existing conventional derivative model and come out with some adjustments to comply with syariah rules and regulations. The cost of carry model has been chosen as the foundation to develop the commodity salam model between two parties for discrete and continuous time series. However, the conventional time value of money results from the concept of interest that is prohibited in Islam. Therefore, this study has adopted the idea of Islamic time value of money which is known as the positive time preference, in modeling the commodity salam contract between two parties for discrete and continuous time series.

  4. Modeling extracellular field potentials and the frequency-filtering properties of extracellular space

    CERN Document Server

    Bedard, C; Destexhe, A; Bédard, Claude; Kroeger, Helmut; Destexhe, Alain

    2003-01-01

    Extracellular local field potentials (LFP) are usually modeled as arising from a set of current sources embedded in a homogeneous extracellular medium. Although this formalism can successfully model several properties of LFPs, it does not account for their frequency-dependent attenuation with distance, a property essential to correctly model extracellular spikes. Here we derive expressions for the extracellular potential that include this frequency-dependent attenuation. We first show that, if the extracellular conductivity is non-homogeneous, there is induction of non-homogeneous charge densities which may result in a low-pass filter. We next derive a simplified model consisting of a punctual (or spherical) current source with spherically-symmetric conductivity/permittivity gradients around the source. We analyze the effect of different radial profiles of conductivity and permittivity on the frequency-filtering behavior of this model. We show that this simple model generally displays low-pass filtering behav...

  5. Twice daily low-passed filtered time-series data from inverted echo sounders for the Hawaii Ocean Time Series (HOT) project north of Oahu, Hawaii from 19910201 to 19980715 (NODC Accession 9900215)

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The HOT program makes repeated observations of the physics, biology and chemistry at a site approximately 100 km north of Oahu, Hawaii. Two stations are visited...

  6. On the synthesis and optimization of cascaded continuous-time Sigma-Delta modulators

    Directory of Open Access Journals (Sweden)

    M. Keller

    2006-01-01

    Full Text Available Up to now, there exist two completely different approaches for the synthesis of cascaded CT Sigma-Delta modulators. While the first method is based on a DT prototype and thus on the application of a DT-to-CT transformation, the second one is entirely performed in the CT domain. In this contribution, the method of lifting will be applied to overcome the disadvantages afflicted with the first method (e.g. less ideal anti-aliasing filter performance, increased circuit complexity and to establish a time efficient DT simulation model for the second method. Thereby, optimal modulator coefficients as well as optimal digital cancellation filters for an arbitrary cascaded CT modulator can be simulated in an efficient and rapid manner. For illustrative purposes, the complete synthesis procedure is demonstrated by the example of a 2-1-1 cascaded CT modulator.

  7. A continuous time random walk model for Darcy-scale anomalous transport in heterogeneous porous media.

    Science.gov (United States)

    Comolli, Alessandro; Hakoun, Vivien; Dentz, Marco

    2017-04-01

    Achieving the understanding of the process of solute transport in heterogeneous porous media is of crucial importance for several environmental and social purposes, ranging from aquifers contamination and remediation, to risk assessment in nuclear waste repositories. The complexity of this aim is mainly ascribable to the heterogeneity of natural media, which can be observed at all the scales of interest, from pore scale to catchment scale. In fact, the intrinsic heterogeneity of porous media is responsible for the arising of the well-known non-Fickian footprints of transport, including heavy-tailed breakthrough curves, non-Gaussian spatial density profiles and the non-linear growth of the mean squared displacement. Several studies investigated the processes through which heterogeneity impacts the transport properties, which include local modifications to the advective-dispersive motion of solutes, mass exchanges between some mobile and immobile phases (e.g. sorption/desorption reactions or diffusion into solid matrix) and spatial correlation of the flow field. In the last decades, the continuous time random walk (CTRW) model has often been used to describe solute transport in heterogenous conditions and to quantify the impact of point heterogeneity, spatial correlation and mass transfer on the average transport properties [1]. Open issues regarding this approach are the possibility to relate measurable properties of the medium to the parameters of the model, as well as its capability to provide predictive information. In a recent work [2] the authors have shed new light on understanding the relationship between Lagrangian and Eulerian dynamics as well as on their evolution from arbitrary initial conditions. On the basis of these results, we derive a CTRW model for the description of Darcy-scale transport in d-dimensional media characterized by spatially random permeability fields. The CTRW approach models particle velocities as a spatial Markov process, which is

  8. Comparison between analog and digital filters

    Directory of Open Access Journals (Sweden)

    Zoltan Erdei

    2010-12-01

    Full Text Available Digital signal processing(DSP is one of the most powerful technologies and will model science and engineering in the 21st century. Revolutionary changes have already been made in different areas of research such as communications, medical imaging, radar and sonar technology, high fidelity audio signal reproducing etc. Each of these fields developed a different signal processing technology with its own algorithms, mathematics and technology, Digital filters are used in two general directions: to separate mixed signals and to restore signals that were compromised in different modes. The objective of this paper is to compare some basic digital filters versus analog filters such as low-pass, high-pass, band-pass filters. Scientists and engineers comprehend that, in comparison with analog filters, digital filters can process the same signal in real-time with broader flexibility. This understanding is considered important to instill incentive for engineers to become interested in the field of DSP. The analysis of the results will be made using dedicated libraries in MATLAB and Simulink software, such as the Signal Processing Toolbox.

  9. A 1-V 60-μW 85-dB dynamic range continuous-time third-order sigma-delta modulator

    Institute of Scientific and Technical Information of China (English)

    Li Yuanwen; Qi Da; Dong Yifeng; Xu Jun; Ren Junyan

    2009-01-01

    A 1-V third order one-bit continuous-time (CT) ΣΔ modulator is presented. Designed in the SMIC mixed-signal 0.13-μm CMOS process, the modulator utilizes active RC integrators to implement the loop filter. An efficient circuit design methodology for the CT ΣΔ modulator is proposed and verified. Low power dissipation is achieved through the use of two-stage class A/AB amplifiers. The presented modulator achieves 81.4-dB SNDR and 85-dBdynamic range in a 20-kHz bandwidth with an over sampling ratio of 128. The total power consumption of the modulator is only 60μW from a 1-V power supply and the prototype occupies an active area of 0.12 mm~2.

  10. A 1-V 60-{mu}W 85-dB dynamic range continuous-time third-order sigma-delta modulator

    Energy Technology Data Exchange (ETDEWEB)

    Li Yuanwen; Qi Da; Dong Yifeng; Xu Jun; Ren Junyan, E-mail: 072021068@fudan.edu.c [State Key Laboratory of ASIC and System, Shanghai 201203 (China)

    2009-12-15

    A 1-V third order one-bit continuous-time (CT) EA modulator is presented. Designed in the SMIC mixed-signal 0.13-{mu}m CMOS process, the modulator utilizes active RC integrators to implement the loop filter. An efficient circuit design methodology for the CT {Sigma}{Delta} modulator is proposed and verified. Low power dissipation is achieved through the use of two-stage class A/AB amplifiers. The presented modulator achieves 81.4-dB SNDR and 85-dB dynamic range in a 20-kHz bandwidth with an over sampling ratio of 128. The total power consumption of the modulator is only 60 {mu}W from a 1-V power supply and the prototype occupies an active area of 0.12 mm{sup 2}. (semiconductor integrated circuits)

  11. Motion estimation using point cluster method and Kalman filter.

    Science.gov (United States)

    Senesh, M; Wolf, A

    2009-05-01

    The most frequently used method in a three dimensional human gait analysis involves placing markers on the skin of the analyzed segment. This introduces a significant artifact, which strongly influences the bone position and orientation and joint kinematic estimates. In this study, we tested and evaluated the effect of adding a Kalman filter procedure to the previously reported point cluster technique (PCT) in the estimation of a rigid body motion. We demonstrated the procedures by motion analysis of a compound planar pendulum from indirect opto-electronic measurements of markers attached to an elastic appendage that is restrained to slide along the rigid body long axis. The elastic frequency is close to the pendulum frequency, as in the biomechanical problem, where the soft tissue frequency content is similar to the actual movement of the bones. Comparison of the real pendulum angle to that obtained by several estimation procedures--PCT, Kalman filter followed by PCT, and low pass filter followed by PCT--enables evaluation of the accuracy of the procedures. When comparing the maximal amplitude, no effect was noted by adding the Kalman filter; however, a closer look at the signal revealed that the estimated angle based only on the PCT method was very noisy with fluctuation, while the estimated angle based on the Kalman filter followed by the PCT was a smooth signal. It was also noted that the instantaneous frequencies obtained from the estimated angle based on the PCT method is more dispersed than those obtained from the estimated angle based on Kalman filter followed by the PCT method. Addition of a Kalman filter to the PCT method in the estimation procedure of rigid body motion results in a smoother signal that better represents the real motion, with less signal distortion than when using a digital low pass filter. Furthermore, it can be concluded that adding a Kalman filter to the PCT procedure substantially reduces the dispersion of the maximal and minimal

  12. A Continuous Time Random Walk Description of Monodisperse, Hard-Sphere Colloids below the Ordering Transition

    Science.gov (United States)

    Lechman, Jeremy; Pierce, Flint

    2012-02-01

    Diffusive transport is a ubiquitous process that is typically understood in terms of a classical random walk of non-interacting particles. Here we present the results for a model of hard-sphere colloids in a Newtonian incompressible solvent at various volume fractions below the ordering transition (˜50%). We numerically simulate the colloidal systems via Fast Lubrication Dynamics -- a Brownian Dynamics approach with corrected mean-field hydrodynamic interactions. Colloid-colloid interactions are also included so that we effectively solve a system of interacting Langevin equations. The results of the simulations are analyzed in terms of the diffusion coefficient as a function of time with the early and late time diffusion coefficients comparing well with experimental results. An interpretation of the full time dependent behavior of the diffusion coefficient and mean-squared displacement is given in terms of a continuous time random walk. Therefore, the deterministic, continuum diffusion equation which arises from the discrete, interacting random walkers is presented. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.

  13. Low Power Continuous-Time Delta-Sigma ADC with Current Output DAC

    DEFF Research Database (Denmark)

    Marker-Villumsen, Niels; Jørgensen, Ivan Harald Holger; Bruun, Erik

    2015-01-01

    The paper presents a continuous-time (CT) DeltaSigma (∆Σ) analog-to-digital converter (ADC) using a current output digital-to-analog converter (DAC) for the feedback. From circuit analysis it is shown that using a current output DAC makes it possible to relax the noise requirements of the 1st...... integrator of the loopfilter, and thereby reduce the current consumption. Furthermore, the noise of the current output DAC being dependent on the ADC input signal level, enabling a dynamic range that is larger than the peak signal-to-noise ratio (SNR). The current output DAC is used in a 3rd order multibit...... CT ∆Σ ADC for audio applications, designed in a 0.18 µm CMOS process, with active-RC integrators, a 7-level Flash ADC quantizer and current output DAC for the feedback. From simulations the ADC achieves a dynamic range of 95.0 dB in the audio band, with a current consumption of 284 µA for a 1.7 V...

  14. Continuous-time random walk for open systems: fluctuation theorems and counting statistics.

    Science.gov (United States)

    Esposito, Massimiliano; Lindenberg, Katja

    2008-05-01

    We consider continuous-time random walks (CTRW) for open systems that exchange energy and matter with multiple reservoirs. Each waiting time distribution (WTD) for times between steps is characterized by a positive parameter alpha , which is set to alpha=1 if it decays at least as fast as t{-2} at long times and therefore has a finite first moment. A WTD with alpha<1 decays as t{-alpha-1} . A fluctuation theorem for the trajectory quantity R , defined as the logarithm of the ratio of the probability of a trajectory and the probability of the time reversed trajectory, holds for any CTRW. However, R can be identified as a trajectory entropy change only if the WTDs have alpha=1 and satisfy separability (also called "direction time independence"). For nonseparable WTDs with alpha=1 , R can only be identified as a trajectory entropy change at long times, and a fluctuation theorem for the entropy change then only holds at long times. For WTDs with 0

  15. Comparison of methods for calculating conditional expectations of sufficient statistics for continuous time Markov chains

    Directory of Open Access Journals (Sweden)

    Tataru Paula

    2011-12-01

    Full Text Available Abstract Background Continuous time Markov chains (CTMCs is a widely used model for describing the evolution of DNA sequences on the nucleotide, amino acid or codon level. The sufficient statistics for CTMCs are the time spent in a state and the number of changes between any two states. In applications past evolutionary events (exact times and types of changes are unaccessible and the past must be inferred from DNA sequence data observed in the present. Results We describe and implement three algorithms for computing linear combinations of expected values of the sufficient statistics, conditioned on the end-points of the chain, and compare their performance with respect to accuracy and running time. The first algorithm is based on an eigenvalue decomposition of the rate matrix (EVD, the second on uniformization (UNI, and the third on integrals of matrix exponentials (EXPM. The implementation in R of the algorithms is available at http://www.birc.au.dk/~paula/. Conclusions We use two different models to analyze the accuracy and eight experiments to investigate the speed of the three algorithms. We find that they have similar accuracy and that EXPM is the slowest method. Furthermore we find that UNI is usually faster than EVD.

  16. CellLab-CTS 2015: continuous-time stochastic cellular automaton modeling using Landlab

    Science.gov (United States)

    Tucker, Gregory E.; Hobley, Daniel E. J.; Hutton, Eric; Gasparini, Nicole M.; Istanbulluoglu, Erkan; Adams, Jordan M.; Siddartha Nudurupati, Sai

    2016-02-01

    CellLab-CTS 2015 is a Python-language software library for creating two-dimensional, continuous-time stochastic (CTS) cellular automaton models. The model domain consists of a set of grid nodes, with each node assigned an integer state code that represents its condition or composition. Adjacent pairs of nodes may undergo transitions to different states, according to a user-defined average transition rate. A model is created by writing a Python code that defines the possible states, the transitions, and the rates of those transitions. The code instantiates, initializes, and runs one of four object classes that represent different types of CTS models. CellLab-CTS provides the option of using either square or hexagonal grid cells. The software provides the ability to treat particular grid-node states as moving particles, and to track their position over time. Grid nodes may also be assigned user-defined properties, which the user can update after each transition through the use of a callback function. As a component of the Landlab modeling framework, CellLab-CTS models take advantage of a suite of Landlab's tools and capabilities, such as support for standardized input and output.

  17. A lattice-model representation of continuous-time random walks

    Energy Technology Data Exchange (ETDEWEB)

    Campos, Daniel [School of Mathematics, Department of Applied Mathematics, University of Manchester, Manchester M60 1QD (United Kingdom); Mendez, Vicenc [Grup de Fisica Estadistica, Departament de Fisica, Universitat Autonoma de Barcelona, 08193 Bellaterra (Barcelona) (Spain)], E-mail: daniel.campos@uab.es, E-mail: vicenc.mendez@uab.es

    2008-02-29

    We report some ideas for constructing lattice models (LMs) as a discrete approach to the reaction-dispersal (RD) or reaction-random walks (RRW) models. The analysis of a rather general class of Markovian and non-Markovian processes, from the point of view of their wavefront solutions, let us show that in some regimes their macroscopic dynamics (front speed) turns out to be different from that by classical reaction-diffusion equations, which are often used as a mean-field approximation to the problem. So, the convenience of a more general framework as that given by the continuous-time random walks (CTRW) is claimed. Here we use LMs as a numerical approach in order to support that idea, while in previous works our discussion was restricted to analytical models. For the two specific cases studied here, we derive and analyze the mean-field expressions for our LMs. As a result, we are able to provide some links between the numerical and analytical approaches studied.

  18. Discrete- and continuous-time probabilistic models and algorithms for inferring neuronal UP and DOWN states.

    Science.gov (United States)

    Chen, Zhe; Vijayan, Sujith; Barbieri, Riccardo; Wilson, Matthew A; Brown, Emery N

    2009-07-01

    UP and DOWN states, the periodic fluctuations between increased and decreased spiking activity of a neuronal population, are a fundamental feature of cortical circuits. Understanding UP-DOWN state dynamics is important for understanding how these circuits represent and transmit information in the brain. To date, limited work has been done on characterizing the stochastic properties of UP-DOWN state dynamics. We present a set of Markov and semi-Markov discrete- and continuous-time probability models for estimating UP and DOWN states from multiunit neural spiking activity. We model multiunit neural spiking activity as a stochastic point process, modulated by the hidden (UP and DOWN) states and the ensemble spiking history. We estimate jointly the hidden states and the model parameters by maximum likelihood using an expectation-maximization (EM) algorithm and a Monte Carlo EM algorithm that uses reversible-jump Markov chain Monte Carlo sampling in the E-step. We apply our models and algorithms in the analysis of both simulated multiunit spiking activity and actual multi- unit spiking activity recorded from primary somatosensory cortex in a behaving rat during slow-wave sleep. Our approach provides a statistical characterization of UP-DOWN state dynamics that can serve as a basis for verifying and refining mechanistic descriptions of this process.

  19. Backward jump continuous-time random walk: An application to market trading

    Science.gov (United States)

    Gubiec, Tomasz; Kutner, Ryszard

    2010-10-01

    The backward jump modification of the continuous-time random walk model or the version of the model driven by the negative feedback was herein derived for spatiotemporal continuum in the context of a share price evolution on a stock exchange. In the frame of the model, we described stochastic evolution of a typical share price on a stock exchange with a moderate liquidity within a high-frequency time scale. The model was validated by satisfactory agreement of the theoretical velocity autocorrelation function with its empirical counterpart obtained for the continuous quotation. This agreement is mainly a result of a sharp backward correlation found and considered in this article. This correlation is a reminiscence of such a bid-ask bounce phenomenon where backward price jump has the same or almost the same length as preceding jump. We suggested that this correlation dominated the dynamics of the stock market with moderate liquidity. Although assumptions of the model were inspired by the market high-frequency empirical data, its potential applications extend beyond the financial market, for instance, to the field covered by the Le Chatelier-Braun principle of contrariness.

  20. Causal inference for continuous-time processes when covariates are observed only at discrete times

    CERN Document Server

    Zhang, Mingyuan; Small, Dylan S; 10.1214/10-AOS830

    2011-01-01

    Most of the work on the structural nested model and g-estimation for causal inference in longitudinal data assumes a discrete-time underlying data generating process. However, in some observational studies, it is more reasonable to assume that the data are generated from a continuous-time process and are only observable at discrete time points. When these circumstances arise, the sequential randomization assumption in the observed discrete-time data, which is essential in justifying discrete-time g-estimation, may not be reasonable. Under a deterministic model, we discuss other useful assumptions that guarantee the consistency of discrete-time g-estimation. In more general cases, when those assumptions are violated, we propose a controlling-the-future method that performs at least as well as g-estimation in most scenarios and which provides consistent estimation in some cases where g-estimation is severely inconsistent. We apply the methods discussed in this paper to simulated data, as well as to a data set c...

  1. Adaptive stabilization of continuous-time systems through a controllable modified estimation model

    Directory of Open Access Journals (Sweden)

    M. de la Sen

    2004-01-01

    Full Text Available This paper presents an indirect adaptive control scheme of continuous-time systems. The estimated plant model is controllable and then the adaptive scheme is free from singularities. Such singularities are avoided through a modification of the estimated plant parameter vector so that its associated Sylvester matrix is guaranteed to be nonsingular. That property is achieved by ensuring that the absolute value of its determinant does not lie below a positive threshold. An alternative modification scheme based on the achievement of a modifieddiagonally dominant Sylvester matrix of the parameter estimates is also proposed. This diagonal dominance is achieved through estimates modification as a way to guarantee the controllability of the modified estimated model when a controllability measure of the estimation model without modification fails. In both schemes, the use of an explicit hysteresis switching function for the modification of the estimates is not required to ensure the controllability of the modified estimated model. Both schemes ensure that chattering due to switches associated with the modification is not present.

  2. Heterogeneous Memorized Continuous Time Random Walks in an External Force Fields

    Science.gov (United States)

    Wang, Jun; Zhou, Ji; Lv, Long-Jin; Qiu, Wei-Yuan; Ren, Fu-Yao

    2014-09-01

    In this paper, we study the anomalous diffusion of a particle in an external force field whose motion is governed by nonrenewal continuous time random walks with correlated memorized waiting times, which involves Reimann-Liouville fractional derivative or Reimann-Liouville fractional integral. We show that the mean squared displacement of the test particle which is dependent on its location of the form (El-Wakil and Zahran, Chaos Solitons Fractals, 12, 1929-1935, 2001) where is the anomalous exponent, the diffusion exponent is dependent on the model parameters. We obtain the Fokker-Planck-type dynamic equations, and their stationary solutions are of the Boltzmann-Gibbs form. These processes obey a generalized Einstein-Stokes-Smoluchowski relation and the second Einstein relation. We observe that the asymptotic behavior of waiting times and subordinations are of stretched Gaussian distributions. We also discuss the time averaged in the case of an harmonic potential, and show that the process exhibits aging and ergodicity breaking.

  3. Weak convergence of stochastic integrals driven by continuous-time random walks

    CERN Document Server

    Burr, Meredith N

    2011-01-01

    Brownian motion is a well-known model for normal diffusion, but not all physical phenomena behave according to a Brownian motion. Many phenomena exhibit irregular diffusive behavior, called anomalous diffusion. Examples of anomalous diffusion have been observed in physics, hydrology, biology, and finance, among many other fields. Continuous-time random walks (CTRWs), introduced by Montroll and Weiss, serve as models for anomalous diffusion. CTRWs generalize the usual random walk model by allowing random waiting times between successive random jumps. Under certain conditions on the jumps and waiting times, scaled CTRWs can be shown to converge in distribution to a limit process M(t) in the cadlag space D[0,infinity) with the Skorohod J_1 or M_1 topology. An interesting question is whether stochastic integrals driven by the scaled CTRWs X^n(t) converge in distribution to a stochastic integral driven by the CTRW limit process M(t). We prove weak convergence of the stochastic integrals driven by CTRWs for certain...

  4. EVALUATING CONTINUOUS-TIME SLAM USING A PREDEFINED TRAJECTORY PROVIDED BY A ROBOTIC ARM

    Directory of Open Access Journals (Sweden)

    B. Koch

    2017-09-01

    Full Text Available Recently published approaches to SLAM algorithms process laser sensor measurements and output a map as a point cloud of the environment. Often the actual precision of the map remains unclear, since SLAMalgorithms apply local improvements to the resulting map. Unfortunately, it is not trivial to compare the performance of SLAMalgorithms objectively, especially without an accurate ground truth. This paper presents a novel benchmarking technique that allows to compare a precise map generated with an accurate ground truth trajectory to a map with a manipulated trajectory which was distorted by different forms of noise. The accurate ground truth is acquired by mounting a laser scanner on an industrial robotic arm. The robotic arm is moved on a predefined path while the position and orientation of the end-effector tool are monitored. During this process the 2D profile measurements of the laser scanner are recorded in six degrees of freedom and afterwards used to generate a precise point cloud of the test environment. For benchmarking, an offline continuous-time SLAM algorithm is subsequently applied to remove the inserted distortions. Finally, it is shown that the manipulated point cloud is reversible to its previous state and is slightly improved compared to the original version, since small errors that came into account by imprecise assumptions, sensor noise and calibration errors are removed as well.

  5. Evaluating Continuous-Time Slam Using a Predefined Trajectory Provided by a Robotic Arm

    Science.gov (United States)

    Koch, B.; Leblebici, R.; Martell, A.; Jörissen, S.; Schilling, K.; Nüchter, A.

    2017-09-01

    Recently published approaches to SLAM algorithms process laser sensor measurements and output a map as a point cloud of the environment. Often the actual precision of the map remains unclear, since SLAMalgorithms apply local improvements to the resulting map. Unfortunately, it is not trivial to compare the performance of SLAMalgorithms objectively, especially without an accurate ground truth. This paper presents a novel benchmarking technique that allows to compare a precise map generated with an accurate ground truth trajectory to a map with a manipulated trajectory which was distorted by different forms of noise. The accurate ground truth is acquired by mounting a laser scanner on an industrial robotic arm. The robotic arm is moved on a predefined path while the position and orientation of the end-effector tool are monitored. During this process the 2D profile measurements of the laser scanner are recorded in six degrees of freedom and afterwards used to generate a precise point cloud of the test environment. For benchmarking, an offline continuous-time SLAM algorithm is subsequently applied to remove the inserted distortions. Finally, it is shown that the manipulated point cloud is reversible to its previous state and is slightly improved compared to the original version, since small errors that came into account by imprecise assumptions, sensor noise and calibration errors are removed as well.

  6. A policy iteration approach to online optimal control of continuous-time constrained-input systems.

    Science.gov (United States)

    Modares, Hamidreza; Naghibi Sistani, Mohammad-Bagher; Lewis, Frank L

    2013-09-01

    This paper is an effort towards developing an online learning algorithm to find the optimal control solution for continuous-time (CT) systems subject to input constraints. The proposed method is based on the policy iteration (PI) technique which has recently evolved as a major technique for solving optimal control problems. Although a number of online PI algorithms have been developed for CT systems, none of them take into account the input constraints caused by actuator saturation. In practice, however, ignoring these constraints leads to performance degradation or even system instability. In this paper, to deal with the input constraints, a suitable nonquadratic functional is employed to encode the constraints into the optimization formulation. Then, the proposed PI algorithm is implemented on an actor-critic structure to solve the Hamilton-Jacobi-Bellman (HJB) equation associated with this nonquadratic cost functional in an online fashion. That is, two coupled neural network (NN) approximators, namely an actor and a critic are tuned online and simultaneously for approximating the associated HJB solution and computing the optimal control policy. The critic is used to evaluate the cost associated with the current policy, while the actor is used to find an improved policy based on information provided by the critic. Convergence to a close approximation of the HJB solution as well as stability of the proposed feedback control law are shown. Simulation results of the proposed method on a nonlinear CT system illustrate the effectiveness of the proposed approach. Copyright © 2013 ISA. All rights reserved.

  7. Time-sampled versus continuous-time reporting for measuring incidence.

    Science.gov (United States)

    McNamee, Roseanne; Chen, Yiqun; Hussey, Louise; Agius, Raymond

    2010-05-01

    Accuracy of incidence estimates may be affected by biases that depend on frequency of approach to reporters and reporting window length. A time-sampling strategy enables infrequent approaches with short windows but has never been evaluated. A randomized crossover trial compared incidence estimates of work-related diseases using time-sampled versus continuous-time reporting. Physicians were randomly allocated either to report every month (12/12) in 2004 and for 1 randomly chosen month (1/12) in 2005, or to the reverse sequence. Numbers of new cases of work-related disease reported per reporter per month for 1/12 and 12/12 reporting periods were compared. Response rates were high (87%). Withdrawal from the study was higher under 12/12 reporting. The rate ratio for 1/12 versus 12/12 reporting was 1.26 (95% confidence interval = 1.11-1.42). Rates declined gradually in the 12/12 groups over the year, consistent with reporting fatigue. Increased frequency of data collection may reduce incidence estimates.

  8. Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system

    Science.gov (United States)

    Gajda, Janusz; Wyłomańska, Agnieszka; Zimroz, Radosław

    2016-12-01

    Many real data exhibit behavior adequate to subdiffusion processes. Very often it is manifested by so-called "trapping events". The visible evidence of subdiffusion we observe not only in financial time series but also in technical data. In this paper we propose a model which can be used for description of such kind of data. The model is based on the continuous time autoregressive time series with stable noise delayed by the infinitely divisible inverse subordinator. The proposed system can be applied to real datasets with short-time dependence, visible jumps and mentioned periods of stagnation. In this paper we extend the theoretical considerations in analysis of subordinated processes and propose a new model that exhibits mentioned properties. We concentrate on the main characteristics of the examined subordinated process expressed mainly in the language of the measures of dependence which are main tools used in statistical investigation of real data. We present also the simulation procedure of the considered system and indicate how to estimate its parameters. The theoretical results we illustrate by the analysis of real technical data.

  9. Continuous-Time Public Good Contribution Under Uncertainty: A Stochastic Control Approach

    Energy Technology Data Exchange (ETDEWEB)

    Ferrari, Giorgio, E-mail: giorgio.ferrari@uni-bielefeld.de; Riedel, Frank, E-mail: frank.riedel@uni-bielefeld.de; Steg, Jan-Henrik, E-mail: jsteg@uni-bielefeld.de [Bielefeld University, Center for Mathematical Economics (Germany)

    2017-06-15

    In this paper we study continuous-time stochastic control problems with both monotone and classical controls motivated by the so-called public good contribution problem. That is the problem of n economic agents aiming to maximize their expected utility allocating initial wealth over a given time period between private consumption and irreversible contributions to increase the level of some public good. We investigate the corresponding social planner problem and the case of strategic interaction between the agents, i.e. the public good contribution game. We show existence and uniqueness of the social planner’s optimal policy, we characterize it by necessary and sufficient stochastic Kuhn–Tucker conditions and we provide its expression in terms of the unique optional solution of a stochastic backward equation. Similar stochastic first order conditions prove to be very useful for studying any Nash equilibria of the public good contribution game. In the symmetric case they allow us to prove (qualitative) uniqueness of the Nash equilibrium, which we again construct as the unique optional solution of a stochastic backward equation. We finally also provide a detailed analysis of the so-called free rider effect.

  10. Backward jump continuous-time random walk: an application to market trading.

    Science.gov (United States)

    Gubiec, Tomasz; Kutner, Ryszard

    2010-10-01

    The backward jump modification of the continuous-time random walk model or the version of the model driven by the negative feedback was herein derived for spatiotemporal continuum in the context of a share price evolution on a stock exchange. In the frame of the model, we described stochastic evolution of a typical share price on a stock exchange with a moderate liquidity within a high-frequency time scale. The model was validated by satisfactory agreement of the theoretical velocity autocorrelation function with its empirical counterpart obtained for the continuous quotation. This agreement is mainly a result of a sharp backward correlation found and considered in this article. This correlation is a reminiscence of such a bid-ask bounce phenomenon where backward price jump has the same or almost the same length as preceding jump. We suggested that this correlation dominated the dynamics of the stock market with moderate liquidity. Although assumptions of the model were inspired by the market high-frequency empirical data, its potential applications extend beyond the financial market, for instance, to the field covered by the Le Chatelier-Braun principle of contrariness.

  11. Solvable continuous-time random walk model of the motion of tracer particles through porous media.

    Science.gov (United States)

    Fouxon, Itzhak; Holzner, Markus

    2016-08-01

    We consider the continuous-time random walk (CTRW) model of tracer motion in porous medium flows based on the experimentally determined distributions of pore velocity and pore size reported by Holzner et al. [M. Holzner et al., Phys. Rev. E 92, 013015 (2015)PLEEE81539-375510.1103/PhysRevE.92.013015]. The particle's passing through one channel is modeled as one step of the walk. The step (channel) length is random and the walker's velocity at consecutive steps of the walk is conserved with finite probability, mimicking that at the turning point there could be no abrupt change of velocity. We provide the Laplace transform of the characteristic function of the walker's position and reductions for different cases of independence of the CTRW's step duration τ, length l, and velocity v. We solve our model with independent l and v. The model incorporates different forms of the tail of the probability density of small velocities that vary with the model parameter α. Depending on that parameter, all types of anomalous diffusion can hold, from super- to subdiffusion. In a finite interval of α, ballistic behavior with logarithmic corrections holds, which was observed in a previously introduced CTRW model with independent l and τ. Universality of tracer diffusion in the porous medium is considered.

  12. Boiler-turbine control system design using continuous-time nonlinear model predictive control

    Institute of Scientific and Technical Information of China (English)

    ZHUO Xu-sheng; ZHOU Huai-chun

    2008-01-01

    A continuous-time nonlinear model predictive controller (NMPC) was designed for a boiler-turbine unit. The controller was designed by optimizing a receding-horizon performance index, with the nonlinear system approximated by its Taylor series expansion with a certain order, the magnitude saturation constraints on the inputs satisfied by increasing the predictive time, and the rate saturation conditions on the actuators satisfied by tuning the time constant of the reference trajectories in a reference governor. Simulation results showed that the controller can drive the drum pressure and output power of the nonlinear boiler-turbine unit to follow their respective reference trajectories throughout a varying operation range and keep the water level deviation within tolerances. Comparison of the NMPC scheme with the generic model control (GMC) scheme indicated that the responses are slower and there are more oscillations in the responses of the water level, fuel flow input and feed water flow input in the GMC scheme when the boiler-turbine unit is operating over a wide range.

  13. Integral reinforcement learning for continuous-time input-affine nonlinear systems with simultaneous invariant explorations.

    Science.gov (United States)

    Lee, Jae Young; Park, Jin Bae; Choi, Yoon Ho

    2015-05-01

    This paper focuses on a class of reinforcement learning (RL) algorithms, named integral RL (I-RL), that solve continuous-time (CT) nonlinear optimal control problems with input-affine system dynamics. First, we extend the concepts of exploration, integral temporal difference, and invariant admissibility to the target CT nonlinear system that is governed by a control policy plus a probing signal called an exploration. Then, we show input-to-state stability (ISS) and invariant admissibility of the closed-loop systems with the policies generated by integral policy iteration (I-PI) or invariantly admissible PI (IA-PI) method. Based on these, three online I-RL algorithms named explorized I-PI and integral Q -learning I, II are proposed, all of which generate the same convergent sequences as I-PI and IA-PI under the required excitation condition on the exploration. All the proposed methods are partially or completely model free, and can simultaneously explore the state space in a stable manner during the online learning processes. ISS, invariant admissibility, and convergence properties of the proposed methods are also investigated, and related with these, we show the design principles of the exploration for safe learning. Neural-network-based implementation methods for the proposed schemes are also presented in this paper. Finally, several numerical simulations are carried out to verify the effectiveness of the proposed methods.

  14. A low power CMOS 3.3 Gbps continuous-time adaptive equalizer for serial link

    Institute of Scientific and Technical Information of China (English)

    Ju Hao; Zhou Yumei; Zhao Jianzhong

    2011-01-01

    This paper describes using a high-speed continuous-time analog adaptive equalizer as the front-end of a receiver for a high-speed serial interface,which is compliant with many serial communication specifications such as USB2.0,PCI-E2.0 and Rapid IO.The low and high frequency loops are merged to decrease the effect of delay between the two paths,in addition,the infinite input impedance facilitates the cascade stages in order to improve the high frequency boosting gain.The implemented circuit architecture could facilitate the wide frequency range from 1 to 3.3 Gbps with different length FR4-PCB traces,which brings as much as 25 dB loss.The replica control circuits are injected to provide a convenient way to regulate common-mode voltage for full differential operation.In addition,AC coupling is adopted to suppress the common input from the forward stage.A prototype chip was fabricated in 0.18-μm 1P6M mixed-signal CMOS technology.The actual area is 0.6 × 0.57 mm2 and the analog equalizer operates up to 3.3 Gbps over FR4-PCB trace with 25 dB loss.The overall power dissipation is approximately 23.4 mW.

  15. Decentralized control of continuous time interconnected stochastic systems based on successive pole assignment

    Science.gov (United States)

    Ray, G.; Yadaiah, N.

    1992-12-01

    A simple decentralized Kalman filter based regulator problem is proposed to achieve sub-system closed-loop eigenvalues at desired locations and subsequently to minimize the local quadratic performance index of each decoupled sub-system. The proposed scheme reduces the information exchange, telemetry and instrumentation costs and computational burden compared to a centralized control scheme. A consideration of the stability of the global decentralized control system is included. The effectiveness of the proposed control scheme is tested by considering a load-frequency control problem of a two-area power system.

  16. Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration

    OpenAIRE

    2014-01-01

    We study asymptotic behavior of conditional least squares estimators for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration based on discrete time (low frequency) observations.

  17. Pointwise completeness and pointwise degeneracy of positive fractional descriptor continuous-time linear systems with regular pencils

    Directory of Open Access Journals (Sweden)

    Kaczorek Tadeusz

    2015-06-01

    Full Text Available Pointwise completeness and pointwise degeneracy of positive fractional descriptor continuous-time linear systems with regular pencils are addressed. Conditions for pointwise completeness and pointwise degeneracy of the systems are established and illustrated by an example.

  18. Perception of Filtered Speech by Children with Developmental Dyslexia and Children with Specific Language Impairment

    Directory of Open Access Journals (Sweden)

    Usha eGoswami

    2016-05-01

    Full Text Available Here we use two filtered speech tasks to investigate children’s processing of slow (<4 Hz versus faster (~33 Hz temporal modulations in speech. We compare groups of children with either developmental dyslexia (Experiment 1 or speech and language impairments (SLIs, Experiment 2 to groups of typically-developing (TD children age-matched to each disorder group. Ten nursery rhymes were filtered so that their modulation frequencies were either low-pass filtered (< 4 Hz or band-pass filtered (22 – 40 Hz. Recognition of the filtered nursery rhymes was tested in a picture recognition multiple choice paradigm. Children with dyslexia aged 10 years showed equivalent recognition overall to TD controls for both the low-pass and band-pass filtered stimuli, but showed significantly impaired acoustic learning during the experiment from low-pass filtered targets. Children with oral speech and language impairments (SLIs aged 9 years showed significantly poorer recognition of band pass filtered targets compared to their TD controls, and showed comparable acoustic learning effects to TD children during the experiment. The SLI sample were also divided into children with and without phonological difficulties. The children with both SLI and phonological difficulties were impaired in recognising both kinds of filtered speech. These data are suggestive of impaired temporal sampling of the speech signal at different modulation rates by children with different kinds of developmental language disorder. Both SLI and dyslexic samples showed impaired discrimination of amplitude rise times. Implications of these findings for a temporal sampling framework for understanding developmental language disorders are discussed.

  19. Consensus of high-order continuous-time multi-agent systems with time-delays and switching topologies

    Institute of Scientific and Technical Information of China (English)

    Yang Tan; Jin Yue-Hui; Wang Wei; Shi Ying-Jing

    2011-01-01

    Consensus problems of high-order continuous-time multi-agent systems with time-delays and switching topologies are studied. The motivation of this work is to extend second-order continuous-time multi-agent systems from the literature. It is shown that consensus can be reached with arbitrarily bounded time-delays even though the communication topology might not have spanning trees. A numerical example is included to show the theoretical results.

  20. Tunable Lowpass Filter with RF MEMS Capacitance and Transmission Line

    Directory of Open Access Journals (Sweden)

    Shimul C. Saha

    2012-01-01

    Full Text Available We have presented an RF MEMS tuneable lowpass filter. Both distributed transmission lines and RF MEMS capacitances were used to replace the lumped elements. The use of RF MEMS capacitances gives the flexibility of tuning the cutoff frequency of the lowpass filter. We have designed a low-pass filter at 9–12 GHz cutoff frequency using the theory of stepped impedance transmission lines. A prototype of the filter has been fabricated using parallel plate capacitances. The variable shunt capacitances are formed by a combination of a number of parallel plate RF MEMS capacitances. The cutoff frequency is tuned from C to X band by actuating different combinations of parallel capacitive bridges. The measurement results agree well with the simulation result.

  1. Optimal filtering

    CERN Document Server

    Anderson, Brian D O

    2005-01-01

    This graduate-level text augments and extends beyond undergraduate studies of signal processing, particularly in regard to communication systems and digital filtering theory. Vital for students in the fields of control and communications, its contents are also relevant to students in such diverse areas as statistics, economics, bioengineering, and operations research.Topics include filtering, linear systems, and estimation; the discrete-time Kalman filter; time-invariant filters; properties of Kalman filters; computational aspects; and smoothing of discrete-time signals. Additional subjects e

  2. GPU-accelerated algorithms for many-particle continuous-time quantum walks

    Science.gov (United States)

    Piccinini, Enrico; Benedetti, Claudia; Siloi, Ilaria; Paris, Matteo G. A.; Bordone, Paolo

    2017-06-01

    Many-particle continuous-time quantum walks (CTQWs) represent a resource for several tasks in quantum technology, including quantum search algorithms and universal quantum computation. In order to design and implement CTQWs in a realistic scenario, one needs effective simulation tools for Hamiltonians that take into account static noise and fluctuations in the lattice, i.e. Hamiltonians containing stochastic terms. To this aim, we suggest a parallel algorithm based on the Taylor series expansion of the evolution operator, and compare its performances with those of algorithms based on the exact diagonalization of the Hamiltonian or a 4th order Runge-Kutta integration. We prove that both Taylor-series expansion and Runge-Kutta algorithms are reliable and have a low computational cost, the Taylor-series expansion showing the additional advantage of a memory allocation not depending on the precision of calculation. Both algorithms are also highly parallelizable within the SIMT paradigm, and are thus suitable for GPGPU computing. In turn, we have benchmarked 4 NVIDIA GPUs and 3 quad-core Intel CPUs for a 2-particle system over lattices of increasing dimension, showing that the speedup provided by GPU computing, with respect to the OPENMP parallelization, lies in the range between 8x and (more than) 20x, depending on the frequency of post-processing. GPU-accelerated codes thus allow one to overcome concerns about the execution time, and make it possible simulations with many interacting particles on large lattices, with the only limit of the memory available on the device.

  3. Ageing first passage time density in continuous time random walks and quenched energy landscapes

    Science.gov (United States)

    Krüsemann, Henning; Godec, Aljaž; Metzler, Ralf

    2015-07-01

    We study the first passage dynamics of an ageing stochastic process in the continuous time random walk (CTRW) framework. In such CTRW processes the test particle performs a random walk, in which successive steps are separated by random waiting times distributed in terms of the waiting time probability density function \\psi (t)≃ {t}-1-α (0≤slant α ≤slant 2). An ageing stochastic process is defined by the explicit dependence of its dynamic quantities on the ageing time ta, the time elapsed between its preparation and the start of the observation. Subdiffusive ageing CTRWs with 0\\lt α \\lt 1 describe systems such as charge carriers in amorphous semiconducters, tracer dispersion in geological and biological systems, or the dynamics of blinking quantum dots. We derive the exact forms of the first passage time density for an ageing subdiffusive CTRW in the semi-infinite, confined, and biased case, finding different scaling regimes for weakly, intermediately, and strongly aged systems: these regimes, with different scaling laws, are also found when the scaling exponent is in the range 1\\lt α \\lt 2, for sufficiently long ta. We compare our results with the ageing motion of a test particle in a quenched energy landscape. We test our theoretical results in the quenched landscape against simulations: only when the bias is strong enough, the correlations from returning to previously visited sites become insignificant and the results approach the ageing CTRW results. With small bias or without bias, the ageing effects disappear and a change in the exponent compared to the case of a completely annealed landscape can be found, reflecting the build-up of correlations in the quenched landscape.

  4. Asymmetric continuous-time neural networks without local traps for solving constraint satisfaction problems.

    Directory of Open Access Journals (Sweden)

    Botond Molnár

    Full Text Available There has been a long history of using neural networks for combinatorial optimization and constraint satisfaction problems. Symmetric Hopfield networks and similar approaches use steepest descent dynamics, and they always converge to the closest local minimum of the energy landscape. For finding global minima additional parameter-sensitive techniques are used, such as classical simulated annealing or the so-called chaotic simulated annealing, which induces chaotic dynamics by addition of extra terms to the energy landscape. Here we show that asymmetric continuous-time neural networks can solve constraint satisfaction problems without getting trapped in non-solution attractors. We concentrate on a model solving Boolean satisfiability (k-SAT, which is a quintessential NP-complete problem. There is a one-to-one correspondence between the stable fixed points of the neural network and the k-SAT solutions and we present numerical evidence that limit cycles may also be avoided by appropriately choosing the parameters of the model. This optimal parameter region is fairly independent of the size and hardness of instances, this way parameters can be chosen independently of the properties of problems and no tuning is required during the dynamical process. The model is similar to cellular neural networks already used in CNN computers. On an analog device solving a SAT problem would take a single operation: the connection weights are determined by the k-SAT instance and starting from any initial condition the system searches until finding a solution. In this new approach transient chaotic behavior appears as a natural consequence of optimization hardness and not as an externally induced effect.

  5. Reinforcement learning using a continuous time actor-critic framework with spiking neurons.

    Science.gov (United States)

    Frémaux, Nicolas; Sprekeler, Henning; Gerstner, Wulfram

    2013-04-01

    Animals repeat rewarded behaviors, but the physiological basis of reward-based learning has only been partially elucidated. On one hand, experimental evidence shows that the neuromodulator dopamine carries information about rewards and affects synaptic plasticity. On the other hand, the theory of reinforcement learning provides a framework for reward-based learning. Recent models of reward-modulated spike-timing-dependent plasticity have made first steps towards bridging the gap between the two approaches, but faced two problems. First, reinforcement learning is typically formulated in a discrete framework, ill-adapted to the description of natural situations. Second, biologically plausible models of reward-modulated spike-timing-dependent plasticity require precise calculation of the reward prediction error, yet it remains to be shown how this can be computed by neurons. Here we propose a solution to these problems by extending the continuous temporal difference (TD) learning of Doya (2000) to the case of spiking neurons in an actor-critic network operating in continuous time, and with continuous state and action representations. In our model, the critic learns to predict expected future rewards in real time. Its activity, together with actual rewards, conditions the delivery of a neuromodulatory TD signal to itself and to the actor, which is responsible for action choice. In simulations, we show that such an architecture can solve a Morris water-maze-like navigation task, in a number of trials consistent with reported animal performance. We also use our model to solve the acrobot and the cartpole problems, two complex motor control tasks. Our model provides a plausible way of computing reward prediction error in the brain. Moreover, the analytically derived learning rule is consistent with experimental evidence for dopamine-modulated spike-timing-dependent plasticity.

  6. Reinforcement learning using a continuous time actor-critic framework with spiking neurons.

    Directory of Open Access Journals (Sweden)

    Nicolas Frémaux

    2013-04-01

    Full Text Available Animals repeat rewarded behaviors, but the physiological basis of reward-based learning has only been partially elucidated. On one hand, experimental evidence shows that the neuromodulator dopamine carries information about rewards and affects synaptic plasticity. On the other hand, the theory of reinforcement learning provides a framework for reward-based learning. Recent models of reward-modulated spike-timing-dependent plasticity have made first steps towards bridging the gap between the two approaches, but faced two problems. First, reinforcement learning is typically formulated in a discrete framework, ill-adapted to the description of natural situations. Second, biologically plausible models of reward-modulated spike-timing-dependent plasticity require precise calculation of the reward prediction error, yet it remains to be shown how this can be computed by neurons. Here we propose a solution to these problems by extending the continuous temporal difference (TD learning of Doya (2000 to the case of spiking neurons in an actor-critic network operating in continuous time, and with continuous state and action representations. In our model, the critic learns to predict expected future rewards in real time. Its activity, together with actual rewards, conditions the delivery of a neuromodulatory TD signal to itself and to the actor, which is responsible for action choice. In simulations, we show that such an architecture can solve a Morris water-maze-like navigation task, in a number of trials consistent with reported animal performance. We also use our model to solve the acrobot and the cartpole problems, two complex motor control tasks. Our model provides a plausible way of computing reward prediction error in the brain. Moreover, the analytically derived learning rule is consistent with experimental evidence for dopamine-modulated spike-timing-dependent plasticity.

  7. Linear CMOS transconductance element for VHF filters

    NARCIS (Netherlands)

    Nauta, B.; Seevinck, E.

    1989-01-01

    A differential transconductance element based on CMOS inverters is presented. With this circuit a linear, tunable integrator for very high-frequency continuous-time integrated filters can be made. This integrator has good linearity properties (THD<0.04%, Vipp=1.8 V), nondominant poles in the gigaher

  8. Novel Resistorless First-Order Current-Mode Universal Filter Employing a Grounded Capacitor

    Directory of Open Access Journals (Sweden)

    R. Arslanalp

    2011-09-01

    Full Text Available In this paper, a new bipolar junction transistor (BJT based configuration for providing first-order resistorless current-mode (CM all-pass, low-pass and high-pass filter responses from the same configuration is suggested. The proposed circuit called as a first-order universal filter possesses some important advantages such as consisting of a few BJTs and a grounded capacitor, consuming very low power and having electronic tunability property of its pole frequency. Additionally, types of filter response can be obtained only by changing the values of current sources. The suggested circuit does not suffer from disadvantages of use of the resistors in IC process. The presented first-order universal filter topology does not need any passive element matching constraints. Moreover, as an application example, a second-order band-pass filter is obtained by cascading two proposed filter structures which are operating as low-pass filter and high-pass one. Simulations by means of PSpice program are accomplished to demonstrate the performance and effectiveness of the developed first-order universal filter.

  9. SEMICONDUCTOR INTEGRATED CIRCUITS: A reconfigurable OTA-C baseband filter with wide digital tuning for GNSS receivers

    Science.gov (United States)

    Wenguang, Pan; Chengyan, Ma; Yebing, Gan; Tianchun, Ye

    2010-09-01

    The design of a digitally-tunable sixth-order reconfigurable OTA-C filter in a 0.18-μm RFCMOS process is proposed. The filter can be configured as a complex band pass filter or two real low pass filters. An improved digital automatic frequency tuning scheme based on the voltage controlled oscillator technique is adopted to compensate for process variations. An extended tuning range (above 8:1) is obtained by using widely continuously tunable transcon-ductors based on digital techniques. In the complex band pass mode, the bandwidth can be tuned from 3 to 24 MHz and the center frequency from 3 to 16 MHz.

  10. The rule of 1s for padding kinematic data prior to digital filtering: influence of sampling and filter cutoff frequencies.

    Science.gov (United States)

    Howarth, Samuel J; Callaghan, Jack P

    2009-10-01

    The influence of signal sampling frequency and the low-pass digital filter cutoff frequency on the minimum number of padding points when applied to kinematic data are factors often absent in data processing descriptions. This investigation determined a relationship between the number of padding points and the ratio of filter cutoff to signal sampling frequencies (f(c)/f(s)). Two kinematic recordings were used which represented signals with high and low deterministic variation magnitudes at the signals' beginning. Signal sampling rates (40-128 Hz) were generated at intervals of 1 Hz. Filter cutoff frequency was iterated from 2 to 10 Hz at 0.5 Hz intervals. Data extrapolation was performed using three different techniques (first order polynomial, third order polynomial, and data reflection). A maximum of 2s of padding points were added to the beginning of each test signal which was then dual-pass filtered using a second order Butterworth filter. For each successive increase in the number of padding points, the filtered test signal was compared to a criterion signal and the root mean square difference (RMSD) over the first second was calculated. The number of padding points required to attain a constant RMSD was recorded as the minimum number of padding points needed for that ratio of filter cutoff to sampling frequency. As f(c)/f(s) increased, the number of padding points decreased non-linearly. More padding points were required for the signal with higher deterministic variation at the beginning than the signal with lower deterministic variation. Additional padding points (beyond the determined minimum) did not further reduce the RMSD. The largest temporal extrapolation determined by the algorithm to produce a stable RMSD was 1s. It is suggested that a minimum of 1s of extraneous data be used when using a low-pass recursive digital filter to remove noise from kinematic data.

  11. Heritability of longevity in Large White and Landrace sows using continuous time and grouped data models

    Directory of Open Access Journals (Sweden)

    Sölkner Johann

    2010-05-01

    Full Text Available Abstract Background Using conventional measurements of lifetime, it is not possible to differentiate between productive and non-productive days during a sow's lifetime and this can lead to estimated breeding values favoring less productive animals. By rescaling the time axis from continuous to several discrete classes, grouped survival data (discrete survival time models can be used instead. Methods The productive life length of 12319 Large White and 9833 Landrace sows was analyzed with continuous scale and grouped data models. Random effect of herd*year, fixed effects of interaction between parity and relative number of piglets, age at first farrowing and annual herd size change were included in the analysis. The genetic component was estimated from sire, sire-maternal grandsire, sire-dam, sire-maternal grandsire and animal models, and the heritabilities computed for each model type in both breeds. Results If age at first farrowing was under 43 weeks or above 60 weeks, the risk of culling sows increased. An interaction between parity and relative litter size was observed, expressed by limited culling during first parity and severe risk increase of culling sows having small litters later in life. In the Landrace breed, heritabilities ranged between 0.05 and 0.08 (s.e. 0.014-0.020 for the continuous and between 0.07 and 0.11 (s.e. 0.016-0.023 for the grouped data models, and in the Large White breed, they ranged between 0.08 and 0.14 (s.e. 0.012-0.026 for the continuous and between 0.08 and 0.13 (s.e. 0.012-0.025 for the grouped data models. Conclusions Heritabilities for length of productive life were similar with continuous time and grouped data models in both breeds. Based on these results and because grouped data models better reflect the economical needs in meat animals, we conclude that grouped data models are more appropriate in pig.

  12. Continuous-time random-walk model for anomalous diffusion in expanding media

    Science.gov (United States)

    Le Vot, F.; Abad, E.; Yuste, S. B.

    2017-09-01

    Expanding media are typical in many different fields, e.g., in biology and cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties such as the set of positional moments and the Green's function. Here, we focus on the characterization of such effects when the diffusion process is described by the continuous-time random-walk (CTRW) model. As is well known, when the medium is static this model yields anomalous diffusion for a proper choice of the probability density function (pdf) for the jump length and the waiting time, but the behavior may change drastically if a medium expansion is superimposed on the intrinsic random motion of the diffusing particle. For the case where the jump length and the waiting time pdfs are long-tailed, we derive a general bifractional diffusion equation which reduces to a normal diffusion equation in the appropriate limit. We then study some particular cases of interest, including Lévy flights and subdiffusive CTRWs. In the former case, we find an analytical exact solution for the Green's function (propagator). When the expansion is sufficiently fast, the contribution of the diffusive transport becomes irrelevant at long times and the propagator tends to a stationary profile in the comoving reference frame. In contrast, for a contracting medium a competition between the spreading effect of diffusion and the concentrating effect of contraction arises. In the specific case of a subdiffusive CTRW in an exponentially contracting medium, the latter effect prevails for sufficiently long times, and all the particles are eventually localized at a single point in physical space. This "big crunch" effect, totally absent in the case of normal diffusion, stems from inefficient particle spreading due to subdiffusion. We also derive a hierarchy of differential equations for the moments of the transport process described by the subdiffusive CTRW model in an expanding medium

  13. Diffusion of epicenters of earthquake aftershocks, Omori's law, and generalized continuous-time random walk models.

    Science.gov (United States)

    Helmstetter, A; Sornette, D

    2002-12-01

    The epidemic-type aftershock sequence (ETAS) model is a simple stochastic process modeling seismicity, based on the two best-established empirical laws, the Omori law (power-law decay approximately 1/t(1+theta) of seismicity after an earthquake) and Gutenberg-Richter law (power-law distribution of earthquake energies). In order to describe also the space distribution of seismicity, we use in addition a power-law distribution approximately 1/r(1+mu) of distances between triggered and triggering earthquakes. The ETAS model has been studied for the last two decades to model real seismicity catalogs and to obtain short-term probabilistic forecasts. Here, we present a mapping between the ETAS model and a class of CTRW (continuous time random walk) models, based on the identification of their corresponding master equations. This mapping allows us to use the wealth of results previously obtained on anomalous diffusion of CTRW. After translating into the relevant variable for the ETAS model, we provide a classification of the different regimes of diffusion of seismic activity triggered by a mainshock. Specifically, we derive the relation between the average distance between aftershocks and the mainshock as a function of the time from the mainshock and of the joint probability distribution of the times and locations of the aftershocks. The different regimes are fully characterized by the two exponents theta and mu. Our predictions are checked by careful numerical simulations. We stress the distinction between the "bare" Omori law describing the seismic rate activated directly by a mainshock and the "renormalized" Omori law taking into account all possible cascades from mainshocks to aftershocks of aftershock of aftershock, and so on. In particular, we predict that seismic diffusion or subdiffusion occurs and should be observable only when the observed Omori exponent is less than 1, because this signals the operation of the renormalization of the bare Omori law, also at the

  14. Efficient implementation of the continuous-time hybridization expansion quantum impurity solver

    Science.gov (United States)

    Hafermann, Hartmut; Werner, Philipp; Gull, Emanuel

    2013-04-01

    Strongly correlated quantum impurity problems appear in a wide variety of contexts ranging from nanoscience and surface physics to material science and the theory of strongly correlated lattice models, where they appear as auxiliary systems within dynamical mean-field theory. Accurate and unbiased solutions must usually be obtained numerically, and continuous-time quantum Monte Carlo algorithms, a family of algorithms based on the stochastic sampling of partition function expansions, perform well for such systems. With the present paper we provide an efficient and generic implementation of the hybridization expansion quantum impurity solver, based on the segment representation. We provide a complete implementation featuring most of the recently developed extensions and optimizations. Our implementation allows one to treat retarded interactions and provides generalized measurement routines based on improved estimators for the self-energy and for vertex functions. The solver is embedded in the ALPS-DMFT application package. Catalogue identifier: AEOL_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEOL_v1_0.html Program obtainable from: CPC Program Library, Queen’s University, Belfast, N. Ireland Licensing provisions: Use of the hybridization expansion impurity solvers requires citation of this paper. Use of any ALPS program requires citation of the ALPS [1] paper. No. of lines in distributed program, including test data, etc.: 650044 No. of bytes in distributed program, including test data, etc.: 20553265 Distribution format: tar.gz Programming language: C++/Python. Computer: Desktop PC, high-performance computers. Operating system: Unix, Linux, OSX, Windows. Has the code been vectorized or parallelized?: Yes, MPI parallelized. RAM: 1 GB Classification: 7.3. External routines: ALPS [1, 2, 3], BLAS [4, 5], LAPACK [6], HDF5 [7] Nature of problem: Quantum impurity models were originally introduced to describe a magnetic transition metal ion in a non

  15. Recent Progress in Synthesis Techniques of Microstrip Bandpass Filter

    Directory of Open Access Journals (Sweden)

    Navita Singh

    2012-03-01

    Full Text Available End-coupled resonator bandpass filters built in microstrip are investigated. The admittance inverter parameters of coupling gaps between resonant sections are deduced from experiment and bandpass filter design rules are developed. This allows easy filter synthesis from “prototype” low-pass designs. Design techniques which were formerly employed in the realization of waveguide and coaxial filters have been applied in the synthesis of strip-line filters having “maximally-flat” and Tchebycheff response characteristics. In this paper, Tchebycheff response characteristics considered for realizing the required circuit parameters in strip line and we would like to give a way to conceive, design bandpass filter for the X-bands and C-band at the frequencies 10.7GHz and 6.2 GHz respectively with three-pole end-coupled microstrip filters, whichdesigned filters for Radar and GSO satellites and which used the capacitive resonators and stepped impedance resonators for filter realization. Therefore, by extension, the RF/microwave applications can be referred to as communications, and other that explore the usage of frequency spectrums, some of these frequency spectrums are further divided into many frequency bands. The design and simulation are performed using 3D full wave electromagnetic simulator IE3D.

  16. Performance Analysis of Stripline Bandpass Filter With Tunable Structure

    Directory of Open Access Journals (Sweden)

    Shubha Gupta

    2013-05-01

    Full Text Available Band pass filters play a significant role in wireless communication systems. Transmitted and received signals have to be filtered at a certain center frequency with a specific bandwidth In this paper, tunable narrow band pass filter (BPF development with the assistance of the Richards-Kuroda Transformation method, on the basis of the known Chebyshev – Low pass Filter, is presented. This suggested filter consists of four edge-coupled strip lines. The performance is compared with other fixed band stripline filters {&} other tunable filters. The filter is operated at upper L-band frequency segment of 1.3 GHz to 1.5 GHz for satellite application. The proposed circuit is simulated using MATLAB software {&} Roger substrate with dielectric constant of 3.55, substrate height of 0.8 mm. This improves the performance greatly to achieve the maximum possible Q within the pass band. The simulation results are good enough {&} show smooth tuning. The filter is suitable for integration within various microwave subsystems

  17. Analysis of the non-Markov parameter in continuous-time signal processing.

    Science.gov (United States)

    Varghese, J J; Bellette, P A; Weegink, K J; Bradley, A P; Meehan, P A

    2014-02-01

    The use of statistical complexity metrics has yielded a number of successful methodologies to differentiate and identify signals from complex systems where the underlying dynamics cannot be calculated. The Mori-Zwanzig framework from statistical mechanics forms the basis for the generalized non-Markov parameter (NMP). The NMP has been used to successfully analyze signals in a diverse set of complex systems. In this paper we show that the Mori-Zwanzig framework masks an elegantly simple closed form of the first NMP, which, for C(1) smooth autocorrelation functions, is solely a function of the second moment (spread) and amplitude envelope of the measured power spectrum. We then show that the higher-order NMPs can be constructed in closed form in a modular fashion from the lower-order NMPs. These results provide an alternative, signal processing-based perspective to analyze the NMP, which does not require an understanding of the Mori-Zwanzig generating equations. We analyze the parametric sensitivity of the zero-frequency value of the first NMP, which has been used as a metric to discriminate between states in complex systems. Specifically, we develop closed-form expressions for three instructive systems: band-limited white noise, the output of white noise input to an idealized all-pole filter,f and a simple harmonic oscillator driven by white noise. Analysis of these systems shows a primary sensitivity to the decay rate of the tail of the power spectrum.

  18. Design of a Low-Voltage High-Speed Switched-Capacitor Filters Using Improved Auto Zeroed Integrator

    Science.gov (United States)

    Rashtian, M.; Hashemipour, O.; Navi, K.

    The low-voltage high-speed auto zeroed integrator characteristics is improved by applying current steering mechanism in the opamp structure of the integrators and utilizing the non-linear properties of switches. The proposed design results in considerable reduction of power dissipation. Based on this improvement a band-pass filter with centre frequency of 1 MHz and clock frequency of 6 MHz is designed. Furthermore a new circuit for implementation of an auto-zero low-pass filter is presented. Based on this configuration a fourth order low-pass switched capacitor filter with cut off frequency of 600 KHz and clock frequency of 6 MHz is presented. The proposed circuits are simulated using HSPICE and 0.25 μm CMOS technology at 1.5 V supply voltage.

  19. Parameter Estimation, Model Reduction and Quantum Filtering

    CERN Document Server

    Chase, Bradley A

    2009-01-01

    This dissertation explores the topics of parameter estimation and model reduction in the context of quantum filtering. Chapters 2 and 3 provide a review of classical and quantum probability theory, stochastic calculus and filtering. Chapter 4 studies the problem of quantum parameter estimation and introduces the quantum particle filter as a practical computational method for parameter estimation via continuous measurement. Chapter 5 applies these techniques in magnetometry and studies the estimator's uncertainty scalings in a double-pass atomic magnetometer. Chapter 6 presents an efficient feedback controller for continuous-time quantum error correction. Chapter 7 presents an exact model of symmetric processes of collective qubit systems.

  20. An Optimal Transport Formulation of the Linear Feedback Particle Filter

    OpenAIRE

    Taghvaei, Amirhossein; Mehta, Prashant G.

    2015-01-01

    Feedback particle filter (FPF) is an algorithm to numerically approximate the solution of the nonlinear filtering problem in continuous time. The algorithm implements a feedback control law for a system of particles such that the empirical distribution of particles approximates the posterior distribution. However, it has been noted in the literature that the feedback control law is not unique. To find a unique control law, the filtering task is formulated here as an optimal transportation pro...

  1. An Indirect System Identification Technique for Stable Estimation of Continuous-Time Parameters of the Vestibulo-Ocular Reflex (VOR)

    Science.gov (United States)

    Kukreja, Sunil L.; Wallin, Ragnar; Boyle, Richard D.

    2013-01-01

    The vestibulo-ocular reflex (VOR) is a well-known dual mode bifurcating system that consists of slow and fast modes associated with nystagmus and saccade, respectively. Estimation of continuous-time parameters of nystagmus and saccade models are known to be sensitive to estimation methodology, noise and sampling rate. The stable and accurate estimation of these parameters are critical for accurate disease modelling, clinical diagnosis, robotic control strategies, mission planning for space exploration and pilot safety, etc. This paper presents a novel indirect system identification method for the estimation of continuous-time parameters of VOR employing standardised least-squares with dual sampling rates in a sparse structure. This approach permits the stable and simultaneous estimation of both nystagmus and saccade data. The efficacy of this approach is demonstrated via simulation of a continuous-time model of VOR with typical parameters found in clinical studies and in the presence of output additive noise.

  2. 1D and 2D economical FIR filters generated by Chebyshev polynomials of the first kind

    Science.gov (United States)

    Dragoljub Pavlović, Vlastimir; Stanojko Dončov, Nebojša; Gradimir Ćirić, Dejan

    2013-11-01

    Christoffel-Darboux formula for Chebyshev continual orthogonal polynomials of the first kind is proposed to find a mathematical solution of approximation problem of a one-dimensional (1D) filter function in the z domain. Such an approach allows for the generation of a linear phase selective 1D low-pass digital finite impulse response (FIR) filter function in compact explicit form by using an analytical method. A new difference equation and structure of corresponding linear phase 1D low-pass digital FIR filter are given here. As an example, one extremely economic 1D FIR filter (with four adders and without multipliers) is designed by the proposed technique and its characteristics are presented. Global Christoffel-Darboux formula for orthonormal Chebyshev polynomials of the first kind and for two independent variables for generating linear phase symmetric two-dimensional (2D) FIR digital filter functions in a compact explicit representative form, by using an analytical method, is proposed in this paper. The formula can be most directly applied for mathematically solving the approximation problem of a filter function of even and odd order. Examples of a new class of extremely economic linear phase symmetric selective 2D FIR digital filters obtained by the proposed approximation technique are presented.

  3. A Study of Derivative Filters Using the Discrete Fourier Transform. Final Report M. S. Thesis

    Science.gov (United States)

    Ioup, G. E.

    1980-01-01

    Important properties of derivative (difference) filters using the discrete Fourier transform are investigated. The filters are designed using the derivative theorem of Fourier analysis. Because physical data are generally degraded by noise, the derivative filter is modified to diminish the effects of the noise, especially the noise amplification which normally occurs while differencing. The basis for these modifications is the reduction of those Fourier components for which the noise most dominates the data. The various filters are tested by applying them to find differences of two-dimensional data to which various amounts of signal dependent noise, as measured by a root mean square value, have been added. The modifications, circular and square ideal low-pass filters and a cut-off pyramid filter, are all found to reduce noise in the derivative without significantly degrading the result.

  4. Ultraviolet filters.

    Science.gov (United States)

    Shaath, Nadim A

    2010-04-01

    The chemistry, photostability and mechanism of action of ultraviolet filters are reviewed. The worldwide regulatory status of the 55 approved ultraviolet filters and their optical properties are documented. The photostabilty of butyl methoxydibenzoyl methane (avobenzone) is considered and methods to stabilize it in cosmetic formulations are presented.

  5. Millikelvin thermal and electrical performance of lossy transmission line filters

    Energy Technology Data Exchange (ETDEWEB)

    Slichter, Daniel; Naaman, Ofer; Siddiqi, Irfan

    2009-03-11

    We report on the scattering parameters and Johnson noise emission of low-pass stripline filters employing a magnetically loaded silicone dielectric down to 25 mK. The transmission characteristic of a device with f-3dB=1.3 GHz remains essentially unchanged upon cooling. Another device with f-edB=0.4 GHz, measured in its stopband, exhibits a steady state noise power emission consistent with a temperature difference of a few mK relative to a well-anchored cryogenic microwave attenuator at temperatures down to 25 mK, thus presenting a matched thermal load.

  6. Option pricing from wavelet-filtered financial series

    Science.gov (United States)

    de Almeida, V. T. X.; Moriconi, L.

    2012-10-01

    We perform wavelet decomposition of high frequency financial time series into large and small time scale components. Taking the FTSE100 index as a case study, and working with the Haar basis, it turns out that the small scale component defined by most (≃99.6%) of the wavelet coefficients can be neglected for the purpose of option premium evaluation. The relevance of the hugely compressed information provided by low-pass wavelet-filtering is related to the fact that the non-gaussian statistical structure of the original financial time series is essentially preserved for expiration times which are larger than just one trading day.

  7. Research on SINS Alignment Algorithm Based on FIR Filters

    Institute of Scientific and Technical Information of China (English)

    LIAN Jun-xiang; HU De-wen; WU Yuan-xin; HU Xiao-ping

    2007-01-01

    An inertial frame based alignment (IFBA) method is presented, especially for the applications on a rocking platform, e.g., marine applications. Defining the initial body frame as the inertial frame, the IFBA method achieves the alignment by virtue of a cascade of low-pass FIR filters, which attenuate the disturbing acceleration and maintain the gravity vector. The aligning time rests with the orders of the FIR filter group, and the method is suitable for large initial misali gnment case. An alignment scheme comprising a coarse phase by the IFBA method an d a fine phase by a Kalman filter is presented. Both vehicle-based and ship-based alignment experiments were carried out. The results show that the proposed scheme converges much faster than the traditional method at no cost of precision and also works well under any large initial misalignment.

  8. Effect of ECG filter settings on J-waves.

    Science.gov (United States)

    Nakagawa, Mikiko; Tsunemitsu, Chie; Katoh, Sayo; Kamiyama, Yukari; Sano, Nario; Ezaki, Kaori; Miyazaki, Hiroko; Teshima, Yasushi; Yufu, Kunio; Takahashi, Naohiko; Saikawa, Tetsunori

    2014-01-01

    While J-waves were observed in healthy populations, variations in their reported incidence may be partly explicable by the ECG filter setting. We obtained resting 12-lead ECG recordings in 665 consecutive patients and enrolled 112 (56 men, 56 women, mean age 59.3±16.1years) who manifested J-waves on ECGs acquired with a 150-Hz low-pass filter. We then studied the J-waves on individual ECGs to look for morphological changes when 25-, 35-, 75-, 100-, and 150Hz filters were used. The notching observed with the 150-Hz filter changed to slurring (42%) or was eliminated (28%) with the 25-Hz filter. Similarly, the slurring seen with the 150-Hz filter was eliminated on 71% of ECGs recorded with the 25-Hz filter. The amplitude of J-waves was significantly lower with 25- and 35-Hz than 75-, 100-, and 150-Hz filters (pfilter setting significantly affects the J-wave morphology. © 2013.

  9. Continuous-Time Delta-Sigma Modulators: Tutorial Overview, Design Guide, and State-of-the-Art Survey

    Science.gov (United States)

    Dosho, Shiro

    This paper presents a tutorial overview of Continuous-Time Delta-Sigma Modulators (CTDSM); their operating principles to understand what is important intuitively and architectures to achieve higher conversion efficiency and to operate low supply voltage, design methods against loop stability problem, tuning methods of the bandwidth and so on. A survey of cutting-edge CMOS implementations is described.

  10. Continuous-Time Semi-Markov Models in Health Economic Decision Making : An Illustrative Example in Heart Failure Disease Management

    NARCIS (Netherlands)

    Cao, Qi; Buskens, Erik; Feenstra, Talitha; Jaarsma, Tiny; Hillege, Hans; Postmus, Douwe

    2016-01-01

    Continuous-time state transition models may end up having large unwieldy structures when trying to represent all relevant stages of clinical disease processes by means of a standard Markov model. In such situations, a more parsimonious, and therefore easier-to-grasp, model of a patient's disease pro

  11. A Monte Carlo study of time-aggregation in continuous-time and discrete-time parametric hazard models.

    NARCIS (Netherlands)

    Hofstede, ter F.; Wedel, M.

    1998-01-01

    This study investigates the effects of time aggregation in discrete and continuous-time hazard models. A Monte Carlo study is conducted in which data are generated according to various continuous and discrete-time processes, and aggregated into daily, weekly and monthly intervals. These data are

  12. A Design Methodology for Power-efficient Continuous-time Sigma-Delta A/D Converters

    DEFF Research Database (Denmark)

    Nielsen, Jannik Hammel; Bruun, Erik

    2003-01-01

    In this paper we present a design methodology for optimizing the power consumption of continuous-time (CT) ΣΔ A/D converters. A method for performance prediction for ΣΔ A/D converters is presented. Estimation of analog and digital power consumption is derived and employed to predict the most power...

  13. Dual Adaptive Filtering by Optimal Projection Applied to Filter Muscle Artifacts on EEG and Comparative Study

    Directory of Open Access Journals (Sweden)

    Samuel Boudet

    2014-01-01

    Full Text Available Muscle artifacts constitute one of the major problems in electroencephalogram (EEG examinations, particularly for the diagnosis of epilepsy, where pathological rhythms occur within the same frequency bands as those of artifacts. This paper proposes to use the method dual adaptive filtering by optimal projection (DAFOP to automatically remove artifacts while preserving true cerebral signals. DAFOP is a two-step method. The first step consists in applying the common spatial pattern (CSP method to two frequency windows to identify the slowest components which will be considered as cerebral sources. The two frequency windows are defined by optimizing convolutional filters. The second step consists in using a regression method to reconstruct the signal independently within various frequency windows. This method was evaluated by two neurologists on a selection of 114 pages with muscle artifacts, from 20 clinical recordings of awake and sleeping adults, subject to pathological signals and epileptic seizures. A blind comparison was then conducted with the canonical correlation analysis (CCA method and conventional low-pass filtering at 30 Hz. The filtering rate was 84.3% for muscle artifacts with a 6.4% reduction of cerebral signals even for the fastest waves. DAFOP was found to be significantly more efficient than CCA and 30 Hz filters. The DAFOP method is fast and automatic and can be easily used in clinical EEG recordings.

  14. Food Filter

    Institute of Scientific and Technical Information of China (English)

    履之

    1995-01-01

    A typical food-processing plant produces about 500,000 gallons of waste water daily. Laden with organic compounds, this water usually is evaporated or discharged into sewers.A better solution is to filter the water through

  15. Realization of High-Order Filters for 1-bit Signal Processing Based on Delta-Sigma Modulation

    Science.gov (United States)

    Murahashi, Yoshimitsu; Doki, Shinji; Okuma, Shigeru

    We discuss a realization method of basic 1-bit signal processing based on Delta-Sigma modulation in this paper. Additionally, we show the characteristics of basic 1-bit processor and an effective design method from the view point of SNR. As the application of the 1-bit signal processing, we proposed a realization method of high-order filters based on Delta-Sigma modulation. We applied the effective design method to decide coefficients of a 4th-order butterworth low pass filter. We show that the filter designed by using the proposed method achieves the highest SNR.

  16. Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes

    CERN Document Server

    Schlemm, Eckhard; 10.3150/10-BEJ329

    2012-01-01

    The class of multivariate L\\'{e}vy-driven autoregressive moving average (MCARMA) processes, the continuous-time analogs of the classical vector ARMA processes, is shown to be equivalent to the class of continuous-time state space models. The linear innovations of the weak ARMA process arising from sampling an MCARMA process at an equidistant grid are proved to be exponentially completely regular ($\\beta$-mixing) under a mild continuity assumption on the driving L\\'{e}vy process. It is verified that this continuity assumption is satisfied in most practically relevant situations, including the case where the driving L\\'{e}vy process has a non-singular Gaussian component, is compound Poisson with an absolutely continuous jump size distribution or has an infinite L\\'{e}vy measure admitting a density around zero.

  17. An introduction to continuous-time stochastic processes theory, models, and applications to finance, biology, and medicine

    CERN Document Server

    Capasso, Vincenzo

    2015-01-01

    This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics include: * Markov processes * Stochastic differential equations * Arbitrage-free markets and financial derivatives * Insurance risk * Population dynamics, and epidemics * Agent-based models New to the Third Edition: * Infinitely divisible distributions * Random measures * Levy processes * Fractional Brownian motion * Ergodic theory * Karhunen-Loeve expansion * Additional applications * Additional  exercises * Smoluchowski  approximation of  Langevin systems An Introduction to Continuous-Time Stochastic Processes, Third Editio...

  18. Financial Data Analysis by means of Coupled Continuous-Time Random Walk in Rachev-Rűschendorf Model

    Science.gov (United States)

    Jurlewicz, A.; Wyłomańska, A.; Żebrowski, P.

    2008-09-01

    We adapt the continuous-time random walk formalism to describe asset price evolution. We expand the idea proposed by Rachev and Rűschendorf who analyzed the binomial pricing model in the discrete time with randomization of the number of price changes. As a result, in the framework of the proposed model we obtain a mixture of the Gaussian and a generalized arcsine laws as the limiting distribution of log-returns. Moreover, we derive an European-call-option price that is an extension of the Black-Scholes formula. We apply the obtained theoretical results to model actual financial data and try to show that the continuous-time random walk offers alternative tools to deal with several complex issues of financial markets.

  19. Transadmittance Mode First Order LP/HP/AP Filter and its Application as an Oscillator

    Science.gov (United States)

    Nand, Deva; Pandey, Neeta

    2017-08-01

    In this paper new transadmittance mode first order low pass, high pass and all pass filter topologies using operational floating current conveyor (OFCC) is proposed and its application as an oscillator is also put forward. This proposal offers all filter functions at high impedance. Only two OFCCs, two resistors and one grounded capacitor are employed for realization. Workability is verified through SPICE simulations and results conform to the theoretical predictions very well. The proposed circuit is prototyped and tested experimentally for its application as an oscillator.

  20. Voltage-Mode Multifunction Biquadratic Filter with One Input and Six Outputs Using Two ICCIIs

    Directory of Open Access Journals (Sweden)

    Hua-Pin Chen

    2014-01-01

    Full Text Available A novel voltage-mode multifunction biquadratic filter with one input and six outputs is presented. The proposed circuit can realize inverting and noninverting low-pass, bandpass, and high-pass filters, simultaneously, by using two inverting second-generation current conveyors (ICCIIs, two grounded capacitors, and four resistors. Moreover, the proposed circuit offers the following attractive advantages: no requirements for component matching conditions, the use of only grounded capacitors, and low active and passive sensitivities. HSPICE and MATLAB simulations results are provided to demonstrate the theoretical analysis.

  1. Voltage-mode multifunction biquadratic filter with one input and six outputs using two ICCIIs.

    Science.gov (United States)

    Chen, Hua-Pin

    2014-01-01

    A novel voltage-mode multifunction biquadratic filter with one input and six outputs is presented. The proposed circuit can realize inverting and noninverting low-pass, bandpass, and high-pass filters, simultaneously, by using two inverting second-generation current conveyors (ICCIIs), two grounded capacitors, and four resistors. Moreover, the proposed circuit offers the following attractive advantages: no requirements for component matching conditions, the use of only grounded capacitors, and low active and passive sensitivities. HSPICE and MATLAB simulations results are provided to demonstrate the theoretical analysis.

  2. Continuous Time Random Walk and different diffusive regimes - doi: 10.4025/actascitechnol.v34i2.11521

    Directory of Open Access Journals (Sweden)

    Haroldo Valetin Ribeiro

    2012-03-01

    Full Text Available We investigate how it is possible to obtain different diffusive regimes from the Continuous Time Random Walk (CTRW approach performing suitable changes for the waiting time and jumping distributions in order to get two or more regimes for the same diffusive process. We also obtain diffusion-like equations related to these processes and investigate the connection of the results with anomalous diffusion. 

  3. Subgeometric Ergodicity Analysis of Continuous-Time Markov Chains under Random-Time State-Dependent Lyapunov Drift Conditions

    Directory of Open Access Journals (Sweden)

    Mokaedi V. Lekgari

    2014-01-01

    Full Text Available We investigate random-time state-dependent Foster-Lyapunov analysis on subgeometric rate ergodicity of continuous-time Markov chains (CTMCs. We are mainly concerned with making use of the available results on deterministic state-dependent drift conditions for CTMCs and on random-time state-dependent drift conditions for discrete-time Markov chains and transferring them to CTMCs.

  4. Dependence of the crossing time on the sequence length in the continuous-time mutation-selection model

    Energy Technology Data Exchange (ETDEWEB)

    Gill, Wonpyong [Pusan National University, Busan (Korea, Republic of)

    2010-08-15

    The dependence of the crossing time on the sequence length in the coupled and the decoupled continuous-time mutation-selection models in an asymmetric sharply-peaked landscape with a positive asymmetric parameter, r, was examined for a fixed extension parameter, E, which is defined as the average Hamming distance from the optimal allele of the initial quasispecies divided by the sequence length. Two versions of the coupled mutation-selection model, the continuous-time version and discrete-time version, were found to have the same boundary between the deterministic and the stochastic regions, which is different from the boundary between the deterministic and the stochastic regions in the decoupled continuous-time mutation-selection model. The maximum sequence length for a finite population that can evolve through the fitness barrier, e.g., within 10{sup 6} generations in the decoupled continuous-time mutation-selection model, increased by approximately eight sequence elements with increasing population size by a factor of a thousand when E = 0.1 and r = 0.1. The crossing time for a finite population in the decoupled model in the stochastic region was shorter than the crossing time for a finite population in the coupled model, and the maximum evolvable sequence length for a finite population in the decoupled model was longer than the maximum evolvable sequence length for a finite population in the coupled model. This suggests that a mutation allowed at any time during the life cycle might be more effective than a mutation allowed only at reproduction events when a finite population transits to a higher fitness peak through the fitness barrier in an asymmetric sharply-peaked landscape.

  5. A curvature filter and PDE based non-uniformity correction algorithm

    Science.gov (United States)

    Cheng, Kuanhong; Zhou, Huixin; Qin, Hanlin; Zhao, Dong; Qian, Kun; Rong, Shenghui; Yin, Shimin

    2016-10-01

    In this paper, a curvature filter and PDE based non-uniformity correction algorithm is proposed, the key point of this algorithm is the way to estimate FPN. We use anisotropic diffusion to smooth noise and Gaussian curvature filter to extract the details of original image. Then combine these two parts together by guided image filter and subtract the result from original image to get the crude approximation of FPN. After that, a Temporal Low Pass Filter (TLPF) is utilized to filter out random noise and get the accurate FPN. Finally, subtract the FPN from original image to achieve non-uniformity correction. The performance of this algorithm is tested with two infrared image sequences, and the experimental results show that the proposed method achieves a better non-uniformity correction performance.

  6. The Effects of Matched Filter on Stable Performance of Semistrapdown Inertially Stabilized Platform

    Directory of Open Access Journals (Sweden)

    Feng Liu

    2016-01-01

    Full Text Available To enhance the optimization performance of matched filter and further improve line of sight (LOS stability of platform in inertial space, the proposed matched filter algorithm is conducted by adjusting matched filter coefficients of first-order low pass filter utilizing the regional search method based on invariance principle. The coefficients of the fraction molecule and denominator of proposed regional search algorithm are altered instead of denominator coefficients only being modified. Simulations are performed to verify the validity of inside factors performed with stabilization control model and quartz rate sensor (QRS mathematical model. The stable angular error is sharply alleviated, so the decoupling accuracy of airborne semistrapdown inertially stabilized platform is largely promoted. The optimization matched filter can effectively increase stability of LOS in inertial space.

  7. Explicit filtering for large eddy simulation as use of a spectral buffer

    CERN Document Server

    Mathew, Joseph

    2016-01-01

    The explicit filtering method for large eddy simulation (LES,) which comprises integration of the governing equations without any added terms for sub-grid-scale modeling and the application of a low-pass filter to transported fields, is discussed. The shapes of filter response functions of numerical schemes for spatial derivatives and the explicit filter, that have been used for several LES, are examined. Generally, these are flat (no filtering) over a range of low wavenumbers, and then fall off over a small range of the highest represented wavenumbers. It is argued that this high wavenumber part can be viewed as a spectral buffer analogous to physical buffer (or sponge) zones used near outflow boundaries. The monotonic convergence of this approach to a direct numerical simulation, and the shifting of the spectral buffer to larger wavenumbers as the represented spectral range is increased, without altering the low wavenumber part of solutions, is demonstrated with LES of two sample flows. Connections to other...

  8. A hierarchical model for estimating the spatial distribution and abundance of animals detected by continuous-time recorders

    Science.gov (United States)

    Dorazio, Robert; Karanth, K. Ullas

    2017-01-01

    MotivationSeveral spatial capture-recapture (SCR) models have been developed to estimate animal abundance by analyzing the detections of individuals in a spatial array of traps. Most of these models do not use the actual dates and times of detection, even though this information is readily available when using continuous-time recorders, such as microphones or motion-activated cameras. Instead most SCR models either partition the period of trap operation into a set of subjectively chosen discrete intervals and ignore multiple detections of the same individual within each interval, or they simply use the frequency of detections during the period of trap operation and ignore the observed times of detection. Both practices make inefficient use of potentially important information in the data.Model and data analysisWe developed a hierarchical SCR model to estimate the spatial distribution and abundance of animals detected with continuous-time recorders. Our model includes two kinds of point processes: a spatial process to specify the distribution of latent activity centers of individuals within the region of sampling and a temporal process to specify temporal patterns in the detections of individuals. We illustrated this SCR model by analyzing spatial and temporal patterns evident in the camera-trap detections of tigers living in and around the Nagarahole Tiger Reserve in India. We also conducted a simulation study to examine the performance of our model when analyzing data sets of greater complexity than the tiger data.BenefitsOur approach provides three important benefits: First, it exploits all of the information in SCR data obtained using continuous-time recorders. Second, it is sufficiently versatile to allow the effects of both space use and behavior of animals to be specified as functions of covariates that vary over space and time. Third, it allows both the spatial distribution and abundance of individuals to be estimated, effectively providing a species

  9. A hierarchical model for estimating the spatial distribution and abundance of animals detected by continuous-time recorders.

    Science.gov (United States)

    Dorazio, Robert M; Karanth, K Ullas

    2017-01-01

    Several spatial capture-recapture (SCR) models have been developed to estimate animal abundance by analyzing the detections of individuals in a spatial array of traps. Most of these models do not use the actual dates and times of detection, even though this information is readily available when using continuous-time recorders, such as microphones or motion-activated cameras. Instead most SCR models either partition the period of trap operation into a set of subjectively chosen discrete intervals and ignore multiple detections of the same individual within each interval, or they simply use the frequency of detections during the period of trap operation and ignore the observed times of detection. Both practices make inefficient use of potentially important information in the data. We developed a hierarchical SCR model to estimate the spatial distribution and abundance of animals detected with continuous-time recorders. Our model includes two kinds of point processes: a spatial process to specify the distribution of latent activity centers of individuals within the region of sampling and a temporal process to specify temporal patterns in the detections of individuals. We illustrated this SCR model by analyzing spatial and temporal patterns evident in the camera-trap detections of tigers living in and around the Nagarahole Tiger Reserve in India. We also conducted a simulation study to examine the performance of our model when analyzing data sets of greater complexity than the tiger data. Our approach provides three important benefits: First, it exploits all of the information in SCR data obtained using continuous-time recorders. Second, it is sufficiently versatile to allow the effects of both space use and behavior of animals to be specified as functions of covariates that vary over space and time. Third, it allows both the spatial distribution and abundance of individuals to be estimated, effectively providing a species distribution model, even in cases where

  10. Investigation of Passive Filter for LED Lamp

    Science.gov (United States)

    Sarwono, Edi; Facta, Mochammad; Handoko, Susatyo

    2017-04-01

    Light Emitting Diode lamp or LED lamp is one of the energy saving lamps nowadays widely used by consumers. However, LED lamp has contained harmonics caused by the rectifier circuit inside the lamp. Harmonics cause a quality problem in power system. As the harmonics present in current or voltage, the waveforms are distorted. Harmonics can lead to overheating in magnetic core of electrical equipments. In this paper, several tests are carried out to investigate the harmonic content of voltage and currents, and also the level of light intensity of the two brands of LED lamps. Measurements in this study are conducted by using HIOKI Power Quality Analyzer 3197. The test results show that the total harmonic distortion or THD of voltage on various brands of LED lamps did not exceed 5% as in compliance to the limit of IEEE standard 519-1992. The largest harmonic voltage is 2.9%, while maximum harmonic current for tested brands of LED lamp is 170.6%. The use of low pass filter in the form of LC filter was proposed. Based on experimental results, the application of LC filter at input side of LED lamp has successfully reduced THD current in the range of 85%-88%.

  11. Distributed Fusion Receding Horizon Filtering in Linear Stochastic Systems

    Directory of Open Access Journals (Sweden)

    Il Young Song

    2009-01-01

    Full Text Available This paper presents a distributed receding horizon filtering algorithm for multisensor continuous-time linear stochastic systems. Distributed fusion with a weighted sum structure is applied to local receding horizon Kalman filters having different horizon lengths. The fusion estimate of the state of a dynamic system represents the optimal linear fusion by weighting matrices under the minimum mean square error criterion. The key contribution of this paper lies in the derivation of the differential equations for determining the error cross-covariances between the local receding horizon Kalman filters. The subsequent application of the proposed distributed filter to a linear dynamic system within a multisensor environment demonstrates its effectiveness.

  12. Unitary Approximations in Fault Detection Filter Design

    Directory of Open Access Journals (Sweden)

    Dušan Krokavec

    2016-01-01

    Full Text Available The paper is concerned with the fault detection filter design requirements that relax the existing conditions reported in the previous literature by adapting the unitary system principle in approximation of fault detection filter transfer function matrix for continuous-time linear MIMO systems. Conditions for the existence of a unitary construction are presented under which the fault detection filter with a unitary transfer function can be designed to provide high residual signals sensitivity with respect to faults. Otherwise, reflecting the emplacement of singular values in unitary construction principle, an associated structure of linear matrix inequalities with built-in constraints is outlined to design the fault detection filter only with a Hurwitz transfer function. All proposed design conditions are verified by the numerical illustrative examples.

  13. Notch filter

    Science.gov (United States)

    Shelton, G. B. (Inventor)

    1977-01-01

    A notch filter for the selective attenuation of a narrow band of frequencies out of a larger band was developed. A helical resonator is connected to an input circuit and an output circuit through discrete and equal capacitors, and a resistor is connected between the input and the output circuits.

  14. Performance analysis of adjustable window based FIR filter for noisy ECG Signal Filtering

    Directory of Open Access Journals (Sweden)

    N. Mahawar

    2013-09-01

    Full Text Available Recording of the electrical activity associated to heart functioning is known as Electrocardiogram (ECG. ECG is a quasi-periodical, rhythmically signal synchronized by the function of the heart, which acts as a generator of bioelectric events. ECG signals are low level signals and sensitive to external contaminations. Electrocardiogram signals are often corrupted by noise which may have electrical or electrophysiological origin. The noise signal tends to alter the signal morphology, thereby hindering the correct diagnosis. In order to remove the unwanted noise, a digital filtering technique based on adjustable windows is proposed in this paper. Finite Impulse Response (FIR low pass is designed using windowing method for the ECG signal. The results obtained from different techniques are compared on the basis of popularly used signal error measures like SNR, PRD, PRD1, and MSE.

  15. LMI-based stability and performance conditions for continuous-time nonlinear systems in Takagi-Sugeno's form.

    Science.gov (United States)

    Lam, H K; Leung, Frank H F

    2007-10-01

    This correspondence presents the stability analysis and performance design of the continuous-time fuzzy-model-based control systems. The idea of the nonparallel-distributed-compensation (non-PDC) control laws is extended to the continuous-time fuzzy-model-based control systems. A nonlinear controller with non-PDC control laws is proposed to stabilize the continuous-time nonlinear systems in Takagi-Sugeno's form. To produce the stability-analysis result, a parameter-dependent Lyapunov function (PDLF) is employed. However, two difficulties are usually encountered: 1) the time-derivative terms produced by the PDLF will complicate the stability analysis and 2) the stability conditions are not in the form of linear-matrix inequalities (LMIs) that aid the design of feedback gains. To tackle the first difficulty, the time-derivative terms are represented by some weighted-sum terms in some existing approaches, which will increase the number of stability conditions significantly. In view of the second difficulty, some positive-definitive terms are added in order to cast the stability conditions into LMIs. In this correspondence, the favorable properties of the membership functions and nonlinear control laws, which allow the introduction of some free matrices, are employed to alleviate the two difficulties while retaining the favorable properties of PDLF-based approach. LMI-based stability conditions are derived to ensure the system stability. Furthermore, based on a common scalar performance index, LMI-based performance conditions are derived to guarantee the system performance. Simulation examples are given to illustrate the effectiveness of the proposed approach.

  16. Multistep generalized transformation method applied to solving equations of discrete and continuous time-fractional enzyme kinetics

    Science.gov (United States)

    Vosika, Z.; Mitić, V. V.; Vasić, A.; Lazović, G.; Matija, L.; Kocić, Lj. M.

    2017-03-01

    In this paper, Caputo based Michaelis-Menten kinetic model based on Time Scale Calculus (TSC) is proposed. The main reason for its consideration is a study of tumor cells population growth dynamics. In the particular case discrete-continuous time kinetics, Michaelis-Menten model is numerically treated, using a new algorithm proposed by authors, called multistep generalized difference transformation method (MSGDETM). In addition numerical simulations are performed and is shown that it represents the upgrade of the multi-step variant of generalized differential transformation method (MSGDTM). A possible conditions for its further development are discussed and possible experimental verification is described.

  17. Robust Adaptive Dynamic Programming of Two-Player Zero-Sum Games for Continuous-Time Linear Systems.

    Science.gov (United States)

    Fu, Yue; Fu, Jun; Chai, Tianyou

    2015-12-01

    In this brief, an online robust adaptive dynamic programming algorithm is proposed for two-player zero-sum games of continuous-time unknown linear systems with matched uncertainties, which are functions of system outputs and states of a completely unknown exosystem. The online algorithm is developed using the policy iteration (PI) scheme with only one iteration loop. A new analytical method is proposed for convergence proof of the PI scheme. The sufficient conditions are given to guarantee globally asymptotic stability and suboptimal property of the closed-loop system. Simulation studies are conducted to illustrate the effectiveness of the proposed method.

  18. H∞ Observer Design for Continuous-Time Takagi-Sugeno Fuzzy Model With Unknown Premise Variables via Nonquadratic Lyapunov Function.

    Science.gov (United States)

    Wang, Li Kui; Zhang, Hua Guang; Liu, Xiao Dong

    2016-09-01

    This paper deals with the problem of observer design for continuous-time Takagi-Sugeno fuzzy models with unmeasurable premise variables. First, in order to improve the existing results of observer design, a new method is proposed to bound the time derivatives of the membership function. Then, by applying the nonquadratic Lyapunov function and the matrix decoupling technique, the controller gains and observer gains are designed to guarantee that the error system is asymptotically stale. Furthermore, better H ∞ performance can be obtained by solving an optimization problem. All of the results are presented as linear matrices inequalities and three examples are provided to demonstrate the merits of the proposed approach.

  19. High Performance Microaccelerometer with Wafer-level Hermetic Packaged Sensing Element and Continuous-time BiCMOS Interface Circuit

    Energy Technology Data Exchange (ETDEWEB)

    Ko, Hyoungho [School of Electrical Engineering and Computer Science, Seoul National University (Korea, Republic of); Park, Sangjun [School of Electrical Engineering and Computer Science, Seoul National University (Korea, Republic of); Paik, Seung-Joon [School of Electrical Engineering and Computer Science, Seoul National University (Korea, Republic of); Choi, Byoung-doo [School of Electrical Engineering and Computer Science, Seoul National University (Korea, Republic of); Park, Yonghwa [School of Electrical Engineering and Computer Science, Seoul National University (Korea, Republic of); Lee, Sangmin [School of Electrical Engineering and Computer Science, Seoul National University (Korea, Republic of); Kim, Sungwook [SML Electronics, Inc. (Korea, Republic of); Lee, Sang Chul [SML Electronics, Inc. (Korea, Republic of); Lee, Ahra [SML Electronics, Inc. (Korea, Republic of); Yoo, Kwangho [SML Electronics, Inc. (Korea, Republic of); Lim, Jaesang [SML Electronics, Inc. (Korea, Republic of); Cho, Dong-il [School of Electrical Engineering and Computer Science, Seoul National University (Korea, Republic of)

    2006-04-01

    A microaccelerometer with highly reliable, wafer-level packaged MEMS sensing element and fully differential, continuous time, low noise, BiCMOS interface circuit is fabricated. The MEMS sensing element is fabricated on a (111)-oriented SOI wafer by using the SBM (Sacrificial/Bulk Micromachining) process. To protect the silicon structure of the sensing element and enhance the reliability, a wafer level hermetic packaging process is performed by using a silicon-glass anodic bonding process. The interface circuit is fabricated using 0.8 {mu}m BiCMOS process. The capacitance change of the MEMS sensing element is amplified by the continuous-time, fully-differential transconductance input amplifier. A chopper-stabilization architecture is adopted to reduce low-frequency noise including 1/f noise. The fabricated microaccelerometer has the total noise equivalent acceleration of 0.89 {mu}g/{radical}Hz, the bias instability of 490 {mu}g, the input range of {+-}10 g, and the output nonlinearity of {+-}0.5 %FSO.

  20. A continuous time delay-difference type model (CTDDM) applied to stock assessment of the southern Atlantic albacore Thunnus alalunga

    Science.gov (United States)

    Liao, Baochao; Liu, Qun; Zhang, Kui; Baset, Abdul; Memon, Aamir Mahmood; Memon, Khadim Hussain; Han, Yanan

    2016-09-01

    A continuous time delay-diff erence model (CTDDM) has been established that considers continuous time delays of biological processes. The southern Atlantic albacore ( Thunnus alalunga) stock is the one of the commercially important tuna population in the marine world. The age structured production model (ASPM) and the surplus production model (SPM) have already been used to assess the albacore stock. However, the ASPM requires detailed biological information and the SPM lacks the biological realism. In this study, we focus on applying a CTDDM to the southern Atlantic albacore ( T. alalunga) species, which provides an alternative method to assess this fishery. It is the first time that CTDDM has been provided for assessing the Atlantic albacore ( T. alalunga) fishery. CTDDM obtained the 80% confidence interval of MSY (maximum sustainable yield) of (21 510 t, 23 118t). The catch in 2011 (24 100 t) is higher than the MSY values and the relative fishing mortality ratio ( F 2011/ F MSY) is higher than 1.0. The results of CTDDM were analyzed to verify the proposed methodology and provide reference information for the sustainable management of the southern Atlantic albacore stock. The CTDDM treats the recruitment, the growth, and the mortality rates as all varying continuously over time and fills gaps between ASPM and SPM in this stock assessment.

  1. Continuous time Bayesian networks identify Prdm1 as a negative regulator of TH17 cell differentiation in humans.

    Science.gov (United States)

    Acerbi, Enzo; Viganò, Elena; Poidinger, Michael; Mortellaro, Alessandra; Zelante, Teresa; Stella, Fabio

    2016-03-15

    T helper 17 (TH17) cells represent a pivotal adaptive cell subset involved in multiple immune disorders in mammalian species. Deciphering the molecular interactions regulating TH17 cell differentiation is particularly critical for novel drug target discovery designed to control maladaptive inflammatory conditions. Using continuous time Bayesian networks over a time-course gene expression dataset, we inferred the global regulatory network controlling TH17 differentiation. From the network, we identified the Prdm1 gene encoding the B lymphocyte-induced maturation protein 1 as a crucial negative regulator of human TH17 cell differentiation. The results have been validated by perturbing Prdm1 expression on freshly isolated CD4(+) naïve T cells: reduction of Prdm1 expression leads to augmentation of IL-17 release. These data unravel a possible novel target to control TH17 polarization in inflammatory disorders. Furthermore, this study represents the first in vitro validation of continuous time Bayesian networks as gene network reconstruction method and as hypothesis generation tool for wet-lab biological experiments.

  2. Multifunction Voltage-Mode Filter Using Single Voltage Differencing Differential Difference Amplifier

    Directory of Open Access Journals (Sweden)

    Chaichana Amornchai

    2017-01-01

    Full Text Available In this paper, a voltage mode multifunction filter based on single voltage differencing differential difference amplifier (VDDDA is presented. The proposed filter with three input voltages and single output voltage is constructed with single VDDDA, two capacitors and two resistors. Its quality factor can be adjusted without affecting natural frequency. Also, the natural frequency can be electronically tuned via adjusting of bias current. The filter can offer five output responses, high-pas (HP, band-pass (BP, band-reject (BR, low-pass (LP and all-ass (AP functions in the same circuit topology. The output response can be selected by choosing the suitable input voltage without the component matching condition and the requirement of additional double gain voltage amplifier. PSpice simulation results to confirm an operation of the proposed filter correspond to the theory.

  3. Moving Average Filter-Based Phase-Locked Loops: Performance Analysis and Design Guidelines

    DEFF Research Database (Denmark)

    Golestan, Saeed; Ramezani, Malek; Guerrero, Josep M.

    2014-01-01

    The phase locked-loops (PLLs) are probably the most widely used synchronization technique in grid-connected applications. The main challenge associated with the PLLs is how to precisely and fast estimate the phase and frequency when the grid voltage is unbalanced and/or distorted. To overcome...... this challenge, incorporating moving average filter(s) (MAF) into the PLL structure has been proposed in some recent literature. A MAF is a linear-phase finite impulse response filter which can act as an ideal low-pass filter, if certain conditions hold. The main aim of this paper is to present the control...... design guidelines for a typical MAF-based PLL. The paper starts with the general description of MAFs. The main challenge associated with using the MAFs is then explained, and its possible solutions are discussed. The paper then proceeds with a brief overview of the different MAF-based PLLs. In each case...

  4. High Input Impedance Voltage-Mode Biquad Filter Using VD-DIBAs

    Directory of Open Access Journals (Sweden)

    W. Jaikla

    2014-09-01

    Full Text Available This paper deals with a single-input multiple-output biquadratic filter providing three functions (low-pass, high-pass and band-pass based on voltage differencing differential input buffered amplifier (VD-DIBA. The quality factor and pole frequency can be electronically tuned via the bias current. The proposed circuit uses two VD-DIBAs and two grounded capacitors without any external resistors, which is suitable to further develop into an integrated circuit. Moreover, the circuit possesses high input impedance, providing easy voltage-mode cascading. It is shown that the filter structure can be easily extended to multi-input filter without any additional components, providing also all-pass and band-reject properties. The PSPICE simulation and experimental results are included, verifying the key characteristics of the proposed filter. The given results agree well with the theoretical presumptions.

  5. A new greedy search method for the design of digital IIR filter

    Directory of Open Access Journals (Sweden)

    Ranjit Kaur

    2015-07-01

    Full Text Available A new greedy search method is applied in this paper to design the optimal digital infinite impulse response (IIR filter. The greedy search method is based on binary successive approximation (BSA and evolutionary search (ES. The suggested greedy search method optimizes the magnitude response and the phase response simultaneously and also finds the lowest order of the filter. The order of the filter is controlled by a control gene whose value is also optimized along with the filter coefficients to obtain optimum order of designed IIR filter. The stability constraints of IIR filter are taken care of during the design procedure. To determine the trade-off relationship between conflicting objectives in the non-inferior domain, the weighting method is exploited. The proposed approach is effectively applied to solve the multiobjective optimization problems of designing the digital low-pass (LP, high-pass (HP, bandpass (BP, and bandstop (BS filters. It has been demonstrated that this technique not only fulfills all types of filter performance requirements, but also the lowest order of the filter can be found. The computational experiments show that the proposed approach gives better digital IIR filters than the existing evolutionary algorithm (EA based methods.

  6. Self Control of Chaotic Dynamics using LTI Filters

    CERN Document Server

    Mitra, P

    1997-01-01

    In this brief, an algorithm for controlling chaotic systems using small, continuous time perturbations is presented. Stabilisation is achieved by self controlling feedback using low order LTI filters. The algorithm alleviates the need of complex calculati ons or costly delay elements, and can be implemented in a wide variety of systems using simple circuit elments only.

  7. Least-mean-square spatial filter for IR sensors.

    Science.gov (United States)

    Takken, E H; Friedman, D; Milton, A F; Nitzberg, R

    1979-12-15

    A new least-mean-square filter is defined for signal-detection problems. The technique is proposed for scanning IR surveillance systems operating in poorly characterized but primarily low-frequency clutter interference. Near-optimal detection of point-source targets is predicted both for continuous-time and sampled-data systems.

  8. CRYSTAL FILTER TEST SET

    Science.gov (United States)

    CRYSTAL FILTERS, *HIGH FREQUENCY, *RADIOFREQUENCY FILTERS, AMPLIFIERS, ELECTRIC POTENTIAL, FREQUENCY, IMPEDANCE MATCHING , INSTRUMENTATION, RADIOFREQUENCY, RADIOFREQUENCY AMPLIFIERS, TEST EQUIPMENT, TEST METHODS

  9. Retinal bipolar cells: temporal filtering of signals from cone photoreceptors.

    Science.gov (United States)

    Burkhardt, Dwight A; Fahey, Patrick K; Sikora, Michael A

    2007-01-01

    The temporal dynamics of the response of neurons in the outer retina were investigated by intracellular recording from cones, bipolar, and horizontal cells in the intact, light-adapted retina of the tiger salamander (Ambystoma tigrinum), with special emphasis on comparing the two major classes of bipolars cells, the ON depolarizing bipolars (Bd) and the OFF hyperpolarizing bipolars (Bh). Transfer functions were computed from impulse responses evoked by a brief light flash on a steady background of 20 cd/m(2). Phase delays ranged from about 89 ms for cones to 170 ms for Bd cells, yielding delays relative to that of cones of about 49 ms for Bh cells and 81 ms for Bd cells. The difference between Bd and Bh cells, which may be due to a delay introduced by the second messenger G-protein pathway unique to Bd cells, was further quantified by latency measurements and responses to white noise. The amplitude transfer functions of the outer retinal neurons varied with light adaptation in qualitative agreement with results for other vertebrates and human vision. The transfer functions at 20 cd/m(2) were predominantly low pass with 10-fold attenuation at about 13, 14, 9.1, and 7.7 Hz for cones, horizontal, Bh, and Bd cells, respectively. The transfer function from the cone voltage to the bipolar voltage response, as computed from the above measurements, was low pass and approximated by a cascade of three low pass RC filters ("leaky integrators"). These results for cone-->bipolar transmission are surprisingly similar to recent results for rod-->bipolar transmission in salamander slice preparations. These and other findings suggest that the rate of vesicle replenishment rather than the rate of release may be a common factor shaping synaptic signal transmission from rods and cones to bipolar cells.

  10. Continuous-Time Constrained Least-Squares Algorithms for Recursive Parameter Estimation of Stochastic Linear Systems by a Stabilized Output Error Method

    OpenAIRE

    Udink ten Cate, A.J.

    1985-01-01

    Discrete-time least-squares algorithms for recursive parameter estimation have continuous-time counterparts, which minimize a quadratic functional. The continuous-time algorithms can also include (in)equality constraints. Asymptotic convergence is demonstrated by means of Lyapunov methods. The constrained algorithms are applied in a stabilized output error configuration for parameter estimation in stochastic linear systems.

  11. Modal identification of system driven by lévy random excitation based on continuous time AR model

    Institute of Scientific and Technical Information of China (English)

    2009-01-01

    Based on the continuous time AR model,this paper presents a new time-domain modal identification method of LTI system driven by the uniformly modulated lévy random excitation.The structural dynamic equation is first transformed into the observation equation and the state equation(namely,stochastic differential equation).Based on the property of the strong solution of the stochastic differential equation,the uniformly modulated function is identified piecewise.Then by virtue of the Girsanov theorem,we present the exact maximum likelihood estimators of parameters.Finally,the modal parameters are identified by eigen analysis.Numerical results show that the method not only has high precision and robustness but also has very high computing efficiency.

  12. Aperiodic Robust Model Predictive Control for Constrained Continuous-Time Nonlinear Systems: An Event-Triggered Approach.

    Science.gov (United States)

    Liu, Changxin; Gao, Jian; Li, Huiping; Xu, Demin

    2017-08-14

    The event-triggered control is a promising solution to cyber-physical systems, such as networked control systems, multiagent systems, and large-scale intelligent systems. In this paper, we propose an event-triggered model predictive control (MPC) scheme for constrained continuous-time nonlinear systems with bounded disturbances. First, a time-varying tightened state constraint is computed to achieve robust constraint satisfaction, and an event-triggered scheduling strategy is designed in the framework of dual-mode MPC. Second, the sufficient conditions for ensuring feasibility and closed-loop robust stability are developed, respectively. We show that robust stability can be ensured and communication load can be reduced with the proposed MPC algorithm. Finally, numerical simulations and comparison studies are performed to verify the theoretical results.

  13. Application of Stochastic Automata Networks for Creation of Continuous Time Markov Chain Models of Voltage Gating of Gap Junction Channels

    Directory of Open Access Journals (Sweden)

    Mindaugas Snipas

    2015-01-01

    Full Text Available The primary goal of this work was to study advantages of numerical methods used for the creation of continuous time Markov chain models (CTMC of voltage gating of gap junction (GJ channels composed of connexin protein. This task was accomplished by describing gating of GJs using the formalism of the stochastic automata networks (SANs, which allowed for very efficient building and storing of infinitesimal generator of the CTMC that allowed to produce matrices of the models containing a distinct block structure. All of that allowed us to develop efficient numerical methods for a steady-state solution of CTMC models. This allowed us to accelerate CPU time, which is necessary to solve CTMC models, ∼20 times.

  14. Associative memories based on continuous-time cellular neural networks designed using space-invariant cloning templates.

    Science.gov (United States)

    Zeng, Zhigang; Wang, Jun

    2009-01-01

    Associative memories are brain-style devices designed to store a set of patterns as stable equilibria such that the stored patterns can be reliably retrieved with the initial probes containing sufficient information about the patterns. This paper presents a new design procedure for synthesizing associative memories based on continuous-time cellular neural networks with time delays characterized by input and output matrices obtained using two-dimensional space-invariant cloning templates. The design procedure enables hetero-associative or auto-associative memories to be synthesized by solving a set of linear inequalities with few design parameters and retrieval probes feeding from external inputs instead of initial states. The designed associative memories are robust in terms of design parameter selection. In addition, the hosting cellular neural networks are guaranteed to be globally exponentially stable. Simulation and experimental results of illustrative examples and Monte Carlo tests demonstrate the applicability and superiority of the methodology.

  15. The Relationships between Individualism, Nationalism, Ethnocentrism, and Authoritarianism in Flanders: A Continuous Time-Structural Equation Modeling Approach.

    Science.gov (United States)

    Angraini, Yenni; Toharudin, Toni; Folmer, Henk; Oud, Johan H L

    2014-01-01

    This article analyzes the relationships among nationalism (N), individualism (I), ethnocentrism (E), and authoritarianism (A) in continuous time (CT), estimated as a structural equation model. The analysis is based on the General Election Study for Flanders, Belgium, for 1991, 1995, and 1999. We find reciprocal effects between A and E and between E and I as well as a unidirectional effect from A on I. We furthermore find relatively small, but significant, effects from both I and E on N but no effect from A on N or from N on any of the other variables. Because of its central role in the N-I-E-A complex, mitigation of authoritarianism has the largest potential to reduce the spread of nationalism, ethnocentrism, and racism in Flanders.

  16. The effect of large decoherence on mixing time in continuous-time quantum walks on long-range interacting cycles

    Energy Technology Data Exchange (ETDEWEB)

    Salimi, S; Radgohar, R, E-mail: shsalimi@uok.ac.i, E-mail: r.radgohar@uok.ac.i [Faculty of Science, Department of Physics, University of Kurdistan, Pasdaran Ave, Sanandaj (Iran, Islamic Republic of)

    2010-01-28

    In this paper, we consider decoherence in continuous-time quantum walks on long-range interacting cycles (LRICs), which are the extensions of the cycle graphs. For this purpose, we use Gurvitz's model and assume that every node is monitored by the corresponding point-contact induced by the decoherence process. Then, we focus on large rates of decoherence and calculate the probability distribution analytically and obtain the lower and upper bounds of the mixing time. Our results prove that the mixing time is proportional to the rate of decoherence and the inverse of the square of the distance parameter (m). This shows that the mixing time decreases with increasing range of interaction. Also, what we obtain for m = 0 is in agreement with Fedichkin, Solenov and Tamon's results [48] for cycle, and we see that the mixing time of CTQWs on cycle improves with adding interacting edges.

  17. Fuzzy dynamic output feedback H∞ control for continuous-time T-S fuzzy systems under imperfect premise matching.

    Science.gov (United States)

    Zhao, Tao; Dian, Songyi

    2017-09-01

    This paper addresses a fuzzy dynamic output feedback H∞ control design problem for continuous-time nonlinear systems via T-S fuzzy model. The stability of the fuzzy closed-loop system which is formed by a T-S fuzzy model and a fuzzy dynamic output feedback H∞ controller connected in a closed loop is investigated with Lyapunov stability theory. The proposed fuzzy controller does not share the same membership functions and number of rules with T-S fuzzy systems, which can enhance design flexibility. A line-integral fuzzy Lyapunov function is utilized to derive the stability conditions in the form of linear matrix inequalities (LMIs). The boundary information of membership functions is considered in the stability analysis to reduce the conservativeness of the imperfect premise matching design technique. Two simulation examples are provided to demonstrate the effectiveness of the proposed approach. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

  18. Robust variance-constrained control for a class of continuous time-delay systems with parameter uncertainties

    Energy Technology Data Exchange (ETDEWEB)

    Yang Kailiang [Department of Automation, Shanghai Jiaotong University, 800 Dong Chuan Road, Shanghai 200240 (China); Lu Junguo [Department of Automation, Shanghai Jiaotong University, 800 Dong Chuan Road, Shanghai 200240 (China)], E-mail: jglu@sjtu.edu.cn

    2009-03-15

    In this paper, we consider the robust variance-constrained control problem for uncertain linear continuous time-delay systems subjected to parameter uncertainties. The purpose of this multi-objective control problem is to design a static state feedback controller that does not depend on the parameter uncertainties such that the resulting closed-loop system is asymptotically stable and the steady-state variance of each state is not more than the individual pre-specified value simultaneously. Using the linear matrix inequality approach, the existence conditions of such controllers are derived. A parameterized representation of the desired controllers is presented in terms of the feasible solutions to a certain linear matrix inequality system. An illustrative numerical example is provided to demonstrate the effectiveness of the proposed results.

  19. Parameters and Fractional Differentiation Orders Estimation for Linear Continuous-Time Non-Commensurate Fractional Order Systems

    KAUST Repository

    Belkhatir, Zehor

    2017-05-31

    This paper proposes a two-stage estimation algorithm to solve the problem of joint estimation of the parameters and the fractional differentiation orders of a linear continuous-time fractional system with non-commensurate orders. The proposed algorithm combines the modulating functions and the first-order Newton methods. Sufficient conditions ensuring the convergence of the method are provided. An error analysis in the discrete case is performed. Moreover, the method is extended to the joint estimation of smooth unknown input and fractional differentiation orders. The performance of the proposed approach is illustrated with different numerical examples. Furthermore, a potential application of the algorithm is proposed which consists in the estimation of the differentiation orders of a fractional neurovascular model along with the neural activity considered as input for this model.

  20. Application of stochastic automata networks for creation of continuous time Markov chain models of voltage gating of gap junction channels.

    Science.gov (United States)

    Snipas, Mindaugas; Pranevicius, Henrikas; Pranevicius, Mindaugas; Pranevicius, Osvaldas; Paulauskas, Nerijus; Bukauskas, Feliksas F

    2015-01-01

    The primary goal of this work was to study advantages of numerical methods used for the creation of continuous time Markov chain models (CTMC) of voltage gating of gap junction (GJ) channels composed of connexin protein. This task was accomplished by describing gating of GJs using the formalism of the stochastic automata networks (SANs), which allowed for very efficient building and storing of infinitesimal generator of the CTMC that allowed to produce matrices of the models containing a distinct block structure. All of that allowed us to develop efficient numerical methods for a steady-state solution of CTMC models. This allowed us to accelerate CPU time, which is necessary to solve CTMC models, ~20 times.

  1. Novel delay-distribution-dependent stability analysis for continuous-time recurrent neural networks with stochastic delay

    Institute of Scientific and Technical Information of China (English)

    Wang Shen-Quan; Feng Jian; Zhao Qing

    2012-01-01

    In this paper,the problem of delay-distribution-dependent stability is investigated for continuous-time recurrent neural networks (CRNNs) with stochastic delay.Different from the common assumptions on time delays,it is assumed that the probability distribution of the delay taking values in some intervals is known a priori.By making full use of the information concerning the probability distribution of the delay and by using a tighter bounding technique (the reciprocally convex combination method),less conservative asymptotic mean-square stable sufficient conditions are derived in terms of linear matrix inequalities (LMIs).Two numerical examples show that our results are better than the existing ones.

  2. Coupled continuous-time random walk approach to the Rachev-Rüschendorf model for financial data

    Science.gov (United States)

    Jurlewicz, Agnieszka; Wyłomańska, Agnieszka; Żebrowski, Piotr

    2009-02-01

    In this paper we expand the Rachev-Rüschendorf asset-pricing model introducing a coupled continuous-time-random-walk-(CTRW)-like form of the random number of price changes. Such a form results from the concept of the random clustering procedure (that resembles the coarse-graining methods of statistical physics) and, on the other hand, indicates applicability of the CTRW idea, widely used in physics to model anomalous diffusion, for describing financial markets. In the framework of the proposed model we derive the limiting distributions of log-returns and the corresponding pricing formulas for European call option. In order to illustrate the obtained theoretical results we present their fitting with several sets of financial data.

  3. On robust control of continuous-time systems with state-dependent uncertainties and its application to mechanical systems.

    Science.gov (United States)

    Li, Zhengchao; Zhao, Xudong; Yu, Jinyong

    2016-01-01

    This paper revisits the problems of robust stability analysis and control of continuous-time systems with state-dependent uncertainties. First, a more general polytopic model describing systems with state-dependent uncertain parameters is proposed, and such a system model is more applicable in practice. A low conservative stability condition is obtained for the system by introducing the Lagrange multiplier term and adding some weight matrix variables. Then, based on our proposed idea, the output-feedback controllers will be designed in two cases: (1) the system matrices share the same polytopic parameters; (2) the system matrices do not share the same polytopic parameters. The controllers are designed in a model-dependent manner, which can provide more flexibilities in control synthesis. Besides, a decay rate can be set in advance to achieve better system performances. Finally, a numerical example together with a classic mechanical system is used to demonstrate the effectiveness and applicability of our theoretical findings.

  4. TRIQS/CTHYB: A continuous-time quantum Monte Carlo hybridisation expansion solver for quantum impurity problems

    Science.gov (United States)

    Seth, Priyanka; Krivenko, Igor; Ferrero, Michel; Parcollet, Olivier

    2016-03-01

    We present TRIQS/CTHYB, a state-of-the art open-source implementation of the continuous-time hybridisation expansion quantum impurity solver of the TRIQS package. This code is mainly designed to be used with the TRIQS library in order to solve the self-consistent quantum impurity problem in a multi-orbital dynamical mean field theory approach to strongly-correlated electrons, in particular in the context of realistic electronic structure calculations. It is implemented in C++ for efficiency and is provided with a high-level Python interface. The code ships with a new partitioning algorithm that divides the local Hilbert space without any user knowledge of the symmetries and quantum numbers of the Hamiltonian. Furthermore, we implement higher-order configuration moves and show that such moves are necessary to ensure ergodicity of the Monte Carlo in common Hamiltonians even without symmetry-breaking.

  5. Tracking control of nonlinear lumped mechanical continuous-time systems: A model-based iterative learning approach

    Science.gov (United States)

    Smolders, K.; Volckaert, M.; Swevers, J.

    2008-11-01

    This paper presents a nonlinear model-based iterative learning control procedure to achieve accurate tracking control for nonlinear lumped mechanical continuous-time systems. The model structure used in this iterative learning control procedure is new and combines a linear state space model and a nonlinear feature space transformation. An intuitive two-step iterative algorithm to identify the model parameters is presented. It alternates between the estimation of the linear and the nonlinear model part. It is assumed that besides the input and output signals also the full state vector of the system is available for identification. A measurement and signal processing procedure to estimate these signals for lumped mechanical systems is presented. The iterative learning control procedure relies on the calculation of the input that generates a given model output, so-called offline model inversion. A new offline nonlinear model inversion method for continuous-time, nonlinear time-invariant, state space models based on Newton's method is presented and applied to the new model structure. This model inversion method is not restricted to minimum phase models. It requires only calculation of the first order derivatives of the state space model and is applicable to multivariable models. For periodic reference signals the method yields a compact implementation in the frequency domain. Moreover it is shown that a bandwidth can be specified up to which learning is allowed when using this inversion method in the iterative learning control procedure. Experimental results for a nonlinear single-input-single-output system corresponding to a quarter car on a hydraulic test rig are presented. It is shown that the new nonlinear approach outperforms the linear iterative learning control approach which is currently used in the automotive industry on durability test rigs.

  6. Digital filters

    CERN Document Server

    Hamming, Richard W

    1997-01-01

    Digital signals occur in an increasing number of applications: in telephone communications; in radio, television, and stereo sound systems; and in spacecraft transmissions, to name just a few. This introductory text examines digital filtering, the processes of smoothing, predicting, differentiating, integrating, and separating signals, as well as the removal of noise from a signal. The processes bear particular relevance to computer applications, one of the focuses of this book.Readers will find Hamming's analysis accessible and engaging, in recognition of the fact that many people with the s

  7. A Compact UWB Band-Pass Filter Using Embedded Circular Slot Structures for Improved Upper Stop-band Performance

    DEFF Research Database (Denmark)

    Shen, Ming; Ren, Jian; Mikkelsen, Jan Hvolgaard;

    2016-01-01

    structures into the ring resonator. This is different from conventional designs using cascaded bandstop/low-pass filters for stop-band response suppression, which usually leads to big circuit sizes. And hence the proposed approach can reduce the circuit size significantly. A prototype filter with a compact...... size (13.6 mm×6.75 mm) has been implemented for experimental validation. The measured results show a −3 dB frequency band from 3.4 GHz to 11.7 GHz and > 20 dB upper stop-band suppression from 12.5 GHz to 20GHz....

  8. A Model-free Approach to Fault Detection of Continuous-time Systems Based on Time Domain Data

    Institute of Scientific and Technical Information of China (English)

    Ping Zhang; Steven X. Ding

    2007-01-01

    In this paper, a model-free approach is presented to design an observer-based fault detection system of linear continuoustime systems based on input and output data in the time domain. The core of the approach is to directly identify parameters of the observer-based residual generator based on a numerically reliable data equation obtained by filtering and sampling the input and output signals.

  9. Stochastic Model Checking Continuous Time Markov Process%随机模型检测连续时间Markov过程

    Institute of Scientific and Technical Information of China (English)

    钮俊; 曾国荪; 吕新荣; 徐畅

    2011-01-01

    The trustworthiness of a dynamic system includes the correctness of function and the satisfiability of per formance mainly. This paper proposed an approach to verify the function and performance of a system under considera tion integratedly. Continuous-time Markov decision process (CTMDP) is a model that contains some aspects such as probabilistic choice;stochastic timing and nondeterminacy; and it is the model by which we verify function properties and analyze performance properties uniformly. We can verify the functional and performance specifications by computing the reachability probabilities in the product CTMDP. We proved the correctness of our approach; and obtained our veri fication results by using model checker MRMC(Markov Reward Model Checker). The theoretical results show that model checking CTMDP model is necessary and the model checking approach is feasible.%功能正确和性能可满足是复杂系统可信要求非常重要的两个方面.从定性验证和定量分析相结合的角度,对复杂并发系统进行功能验证和性能分析,统一地评估系统是否可信.连续时间Markov决策过程CTMDP(Continuous-time Markov decision process)能够统一刻画复杂系统的概率选择、随机时间及不确定性等重要特征.提出用CTMDP作为系统定性验证和定量分析模型,将复杂系统的功能验证和性能分析转化为CTMDP中的可达概率求解,并证明验证过程的正确性,最终借助模型检测器MRMC(Markov Reward Model Checker)实现模型检测.理论分析表明,提出的针对CTMDP模型的验证需求是必要的,验证思路和方法具有可行性.

  10. Neural-Fuzzy Digital Strategy of Continuous-Time Nonlinear Systems Using Adaptive Prediction and Random-Local-Optimization Design

    Directory of Open Access Journals (Sweden)

    Zhi-Ren Tsai

    2013-01-01

    Full Text Available A tracking problem, time-delay, uncertainty and stability analysis of a predictive control system are considered. The predictive control design is based on the input and output of neural plant model (NPM, and a recursive fuzzy predictive tracker has scaling factors which limit the value zone of measured data and cause the tuned parameters to converge to obtain a robust control performance. To improve the further control performance, the proposed random-local-optimization design (RLO for a model/controller uses offline initialization to obtain a near global optimal model/controller. Other issues are the considerations of modeling error, input-delay, sampling distortion, cost, greater flexibility, and highly reliable digital products of the model-based controller for the continuous-time (CT nonlinear system. They are solved by a recommended two-stage control design with the first-stage (offline RLO and second-stage (online adaptive steps. A theorizing method is then put forward to replace the sensitivity calculation, which reduces the calculation of Jacobin matrices of the back-propagation (BP method. Finally, the feedforward input of reference signals helps the digital fuzzy controller improve the control performance, and the technique works to control the CT systems precisely.

  11. CellLab-CTS 2015: a Python library for continuous-time stochastic cellular automaton modeling using Landlab

    Science.gov (United States)

    Tucker, G. E.; Hobley, D. E. J.; Hutton, E.; Gasparini, N. M.; Istanbulluoglu, E.; Adams, J. M.; Nudurupati, S. S.

    2015-11-01

    CellLab-CTS 2015 is a Python-language software library for creating two-dimensional, continuous-time stochastic (CTS) cellular automaton models. The model domain consists of a set of grid nodes, with each node assigned an integer state-code that represents its condition or composition. Adjacent pairs of nodes may undergo transitions to different states, according to a user-defined average transition rate. A model is created by writing a Python code that defines the possible states, the transitions, and the rates of those transitions. The code instantiates, initializes, and runs one of four object classes that represent different types of CTS model. CellLab-CTS provides the option of using either square or hexagonal grid cells. The software provides the ability to treat particular grid-node states as moving particles, and to track their position over time. Grid nodes may also be assigned user-defined properties, which the user can update after each transition through the use of a callback function. As a component of the Landlab modeling framework, CellLab-CTS models take advantage of a suite of Landlab's tools and capabilities, such as support for standardized input and output.

  12. Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio Selection and a Remedy.

    Science.gov (United States)

    Chiu, Mei Choi; Pun, Chi Seng; Wong, Hoi Ying

    2017-08-01

    Investors interested in the global financial market must analyze financial securities internationally. Making an optimal global investment decision involves processing a huge amount of data for a high-dimensional portfolio. This article investigates the big data challenges of two mean-variance optimal portfolios: continuous-time precommitment and constant-rebalancing strategies. We show that both optimized portfolios implemented with the traditional sample estimates converge to the worst performing portfolio when the portfolio size becomes large. The crux of the problem is the estimation error accumulated from the huge dimension of stock data. We then propose a linear programming optimal (LPO) portfolio framework, which applies a constrained ℓ1 minimization to the theoretical optimal control to mitigate the risk associated with the dimensionality issue. The resulting portfolio becomes a sparse portfolio that selects stocks with a data-driven procedure and hence offers a stable mean-variance portfolio in practice. When the number of observations becomes large, the LPO portfolio converges to the oracle optimal portfolio, which is free of estimation error, even though the number of stocks grows faster than the number of observations. Our numerical and empirical studies demonstrate the superiority of the proposed approach. © 2017 Society for Risk Analysis.

  13. Neural-network-based online HJB solution for optimal robust guaranteed cost control of continuous-time uncertain nonlinear systems.

    Science.gov (United States)

    Liu, Derong; Wang, Ding; Wang, Fei-Yue; Li, Hongliang; Yang, Xiong

    2014-12-01

    In this paper, the infinite horizon optimal robust guaranteed cost control of continuous-time uncertain nonlinear systems is investigated using neural-network-based online solution of Hamilton-Jacobi-Bellman (HJB) equation. By establishing an appropriate bounded function and defining a modified cost function, the optimal robust guaranteed cost control problem is transformed into an optimal control problem. It can be observed that the optimal cost function of the nominal system is nothing but the optimal guaranteed cost of the original uncertain system. A critic neural network is constructed to facilitate the solution of the modified HJB equation corresponding to the nominal system. More importantly, an additional stabilizing term is introduced for helping to verify the stability, which reinforces the updating process of the weight vector and reduces the requirement of an initial stabilizing control. The uniform ultimate boundedness of the closed-loop system is analyzed by using the Lyapunov approach as well. Two simulation examples are provided to verify the effectiveness of the present control approach.

  14. Reinforcement-Learning-Based Robust Controller Design for Continuous-Time Uncertain Nonlinear Systems Subject to Input Constraints.

    Science.gov (United States)

    Liu, Derong; Yang, Xiong; Wang, Ding; Wei, Qinglai

    2015-07-01

    The design of stabilizing controller for uncertain nonlinear systems with control constraints is a challenging problem. The constrained-input coupled with the inability to identify accurately the uncertainties motivates the design of stabilizing controller based on reinforcement-learning (RL) methods. In this paper, a novel RL-based robust adaptive control algorithm is developed for a class of continuous-time uncertain nonlinear systems subject to input constraints. The robust control problem is converted to the constrained optimal control problem with appropriately selecting value functions for the nominal system. Distinct from typical action-critic dual networks employed in RL, only one critic neural network (NN) is constructed to derive the approximate optimal control. Meanwhile, unlike initial stabilizing control often indispensable in RL, there is no special requirement imposed on the initial control. By utilizing Lyapunov's direct method, the closed-loop optimal control system and the estimated weights of the critic NN are proved to be uniformly ultimately bounded. In addition, the derived approximate optimal control is verified to guarantee the uncertain nonlinear system to be stable in the sense of uniform ultimate boundedness. Two simulation examples are provided to illustrate the effectiveness and applicability of the present approach.

  15. Two Conceptual Approaches For The Continuous Time Computation of Infiltration and Surface Runoff In Spatially Distributed Rainfall-runoff Models

    Science.gov (United States)

    Brath, A.; Crosta, G.; Frattini, P.; Montanari, A.; Moretti, G.

    Distributed rainfall-runoff models are often applied for performing hydrological sim- ulations extended to the time span of single flood events, in order to limit the compu- tational effort. The increasing availability of computing powers makes now possible to move towards standard techniques for flood hydrograph estimation based upon the application of continuous simulation distributed models. These allow to perform hy- drological analyses that would be not possible by using lumped models, such as, for instance, the assessment of the effects on river discharges of spatially distributed land- use changes. In order to perform spatially-distributed and continuous time hydrologi- cal simulations, one has to represent the infiltration process at the local scale by using schemes which are capable of simulating the soil water content redistribution during the interstorm periods. To this end, the present study aims at presenting an application of two conceptual schemes, which have been derived by modifying the event-based Green-Ampt and Curve Number infiltration models. The proposed approaches have been embedded in a spatially distributed, DEM-based, rainfall-runoff model. An ap- plication of the model is presented, that refers to a river basin located in Northern Italy.

  16. Model-free optimal controller design for continuous-time nonlinear systems by adaptive dynamic programming based on a precompensator.

    Science.gov (United States)

    Zhang, Jilie; Zhang, Huaguang; Liu, Zhenwei; Wang, Yingchun

    2015-07-01

    In this paper, we consider the problem of developing a controller for continuous-time nonlinear systems where the equations governing the system are unknown. Using the measurements, two new online schemes are presented for synthesizing a controller without building or assuming a model for the system, by two new implementation schemes based on adaptive dynamic programming (ADP). To circumvent the requirement of the prior knowledge for systems, a precompensator is introduced to construct an augmented system. The corresponding Hamilton-Jacobi-Bellman (HJB) equation is solved by adaptive dynamic programming, which consists of the least-squared technique, neural network approximator and policy iteration (PI) algorithm. The main idea of our method is to sample the information of state, state derivative and input to update the weighs of neural network by least-squared technique. The update process is implemented in the framework of PI. In this paper, two new implementation schemes are presented. Finally, several examples are given to illustrate the effectiveness of our schemes.

  17. Application of Continuous-Time Batch Markovian Arrival Processes and Particle Tracking Model to Probabilistic Sediment Transport Modeling

    Science.gov (United States)

    Tsai, Christina; Hung, Serena

    2016-04-01

    To more precisely describe particle movement in surface water, both the random particle arrival process at the receiving water and the stochastic particle movement in the receiving water should be carefully considered in sediment transport modeling. In this study, a stochastic framework is developed for a probabilistic description of discrete particle transport through a probability density function of sediment concentrations and transport rates. In order to more realistically describe the particle arrivals into receiving waters at random times and with a probabilistic particle number in each arrival, the continuous-time batch Markovian arrival process is introduced. The particle tracking model (PTM) composed of physically based stochastic differential equations (SDEs) for particle trajectory is then used to depict the random movement of particles in the receiving water. Particle deposition and entrainment processes are considered in the model. It is expected that the particle concentrations in the receiving water and particle transport rates can be mathematically expressed as a stochastic process. Compared with deterministic modeling, the proposed approach has the advantage of capturing any randomly selected scenarios (or realizations) of flow and sediment properties. Availability of a more sophisticated stochastic process for random particle arrival processes can assist in quantifying the probabilistic characteristics of sediment transport rates and concentrations. In addition, for a given turbidity threshold, the risk of exceeding a pre-established water quality standard can be quantified as needed.

  18. Online Solution of Two-Player Zero-Sum Games for Continuous-Time Nonlinear Systems With Completely Unknown Dynamics.

    Science.gov (United States)

    Fu, Yue; Chai, Tianyou

    2016-12-01

    Regarding two-player zero-sum games of continuous-time nonlinear systems with completely unknown dynamics, this paper presents an online adaptive algorithm for learning the Nash equilibrium solution, i.e., the optimal policy pair. First, for known systems, the simultaneous policy updating algorithm (SPUA) is reviewed. A new analytical method to prove the convergence is presented. Then, based on the SPUA, without using a priori knowledge of any system dynamics, an online algorithm is proposed to simultaneously learn in real time either the minimal nonnegative solution of the Hamilton-Jacobi-Isaacs (HJI) equation or the generalized algebraic Riccati equation for linear systems as a special case, along with the optimal policy pair. The approximate solution to the HJI equation and the admissible policy pair is reexpressed by the approximation theorem. The unknown constants or weights of each are identified simultaneously by resorting to the recursive least square method. The convergence of the online algorithm to the optimal solutions is provided. A practical online algorithm is also developed. Simulation results illustrate the effectiveness of the proposed method.

  19. A Tool and Methodology for AC-Stability Analysis of Continuous-Time Closed-Loop Systems

    CERN Document Server

    Milev, Momchil

    2011-01-01

    Presented are a methodology and a DFII-based tool for AC-stability analysis of a wide variety of closed-loop continuous-time (operational amplifiers and other linear circuits). The methodology used allows for easy identification and diagnostics of ac-stability problems including not only main-loop effects but also local-instability loops in current mirrors, bias circuits and emitter or source followers without breaking the loop. The results of the analysis are easy to interpret. Estimated phase margin is readily available. Instability nodes and loops along with their respective oscillation frequencies are immediately identified and mapped to the existing circuit nodes thus offering significant advantages compared to traditional "black-box" methods of stability analysis (Transient Overshoot, Bode and Phase margin plots etc.). The tool for AC-Stability analysis is written in SKILL? and is fully integrated in DFII? environment. Its "push-button" graphical user interface (GUI) is easy to use and understand. The t...

  20. A Hybrid Secure Scheme for Wireless Sensor Networks against Timing Attacks Using Continuous-Time Markov Chain and Queueing Model

    Directory of Open Access Journals (Sweden)

    Tianhui Meng

    2016-09-01

    Full Text Available Wireless sensor networks (WSNs have recently gained popularity for a wide spectrum of applications. Monitoring tasks can be performed in various environments. This may be beneficial in many scenarios, but it certainly exhibits new challenges in terms of security due to increased data transmission over the wireless channel with potentially unknown threats. Among possible security issues are timing attacks, which are not prevented by traditional cryptographic security. Moreover, the limited energy and memory resources prohibit the use of complex security mechanisms in such systems. Therefore, balancing between security and the associated energy consumption becomes a crucial challenge. This paper proposes a secure scheme for WSNs while maintaining the requirement of the security-performance tradeoff. In order to proceed to a quantitative treatment of this problem, a hybrid continuous-time Markov chain (CTMC and queueing model are put forward, and the tradeoff analysis of the security and performance attributes is carried out. By extending and transforming this model, the mean time to security attributes failure is evaluated. Through tradeoff analysis, we show that our scheme can enhance the security of WSNs, and the optimal rekeying rate of the performance and security tradeoff can be obtained.