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......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...
Comparison of cryogenic low-pass filters
Thalmann, M.; Pernau, H.-F.; Strunk, C.; Scheer, E.; Pietsch, T.
2017-11-01
Low-temperature electronic transport measurements with high energy resolution require both effective low-pass filtering of high-frequency input noise and an optimized thermalization of the electronic system of the experiment. In recent years, elaborate filter designs have been developed for cryogenic low-level measurements, driven by the growing interest in fundamental quantum-physical phenomena at energy scales corresponding to temperatures in the few millikelvin regime. However, a single filter concept is often insufficient to thermalize the electronic system to the cryogenic bath and eliminate spurious high frequency noise. Moreover, the available concepts often provide inadequate filtering to operate at temperatures below 10 mK, which are routinely available now in dilution cryogenic systems. Herein we provide a comprehensive analysis of commonly used filter types, introduce a novel compact filter type based on ferrite compounds optimized for the frequency range above 20 GHz, and develop an improved filtering scheme providing adaptable broad-band low-pass characteristic for cryogenic low-level and quantum measurement applications at temperatures down to few millikelvin.
Comparison of cryogenic low-pass filters.
Thalmann, M; Pernau, H-F; Strunk, C; Scheer, E; Pietsch, T
2017-11-01
Low-temperature electronic transport measurements with high energy resolution require both effective low-pass filtering of high-frequency input noise and an optimized thermalization of the electronic system of the experiment. In recent years, elaborate filter designs have been developed for cryogenic low-level measurements, driven by the growing interest in fundamental quantum-physical phenomena at energy scales corresponding to temperatures in the few millikelvin regime. However, a single filter concept is often insufficient to thermalize the electronic system to the cryogenic bath and eliminate spurious high frequency noise. Moreover, the available concepts often provide inadequate filtering to operate at temperatures below 10 mK, which are routinely available now in dilution cryogenic systems. Herein we provide a comprehensive analysis of commonly used filter types, introduce a novel compact filter type based on ferrite compounds optimized for the frequency range above 20 GHz, and develop an improved filtering scheme providing adaptable broad-band low-pass characteristic for cryogenic low-level and quantum measurement applications at temperatures down to few millikelvin.
Evaluating low pass filters on SPECT reconstructed cardiac orientation estimation
Dwivedi, Shekhar
2009-02-01
Low pass filters can affect the quality of clinical SPECT images by smoothing. Appropriate filter and parameter selection leads to optimum smoothing that leads to a better quantification followed by correct diagnosis and accurate interpretation by the physician. This study aims at evaluating the low pass filters on SPECT reconstruction algorithms. Criteria for evaluating the filters are estimating the SPECT reconstructed cardiac azimuth and elevation angle. Low pass filters studied are butterworth, gaussian, hamming, hanning and parzen. Experiments are conducted using three reconstruction algorithms, FBP (filtered back projection), MLEM (maximum likelihood expectation maximization) and OSEM (ordered subsets expectation maximization), on four gated cardiac patient projections (two patients with stress and rest projections). Each filter is applied with varying cutoff and order for each reconstruction algorithm (only butterworth used for MLEM and OSEM). The azimuth and elevation angles are calculated from the reconstructed volume and the variation observed in the angles with varying filter parameters is reported. Our results demonstrate that behavior of hamming, hanning and parzen filter (used with FBP) with varying cutoff is similar for all the datasets. Butterworth filter (cutoff > 0.4) behaves in a similar fashion for all the datasets using all the algorithms whereas with OSEM for a cutoff < 0.4, it fails to generate cardiac orientation due to oversmoothing, and gives an unstable response with FBP and MLEM. This study on evaluating effect of low pass filter cutoff and order on cardiac orientation using three different reconstruction algorithms provides an interesting insight into optimal selection of filter parameters.
Modelling modulation perception : modulation low-pass filter or modulation filter bank?
Dau, T.; Kollmeier, B.; Kohlrausch, A.G.
1995-01-01
In current models of modulation perception, the stimuli are first filtered and nonlinearly transformed (mostly half-wave rectified). In order to model the low-pass characteristic of measured modulation transfer functions, the next stage in the models is a first-order low-pass filter with a typical
Reversible wavelet filter banks with side informationless spatially adaptive low-pass filters
Abhayaratne, Charith
2011-07-01
Wavelet transforms that have an adaptive low-pass filter are useful in applications that require the signal singularities, sharp transitions, and image edges to be left intact in the low-pass signal. In scalable image coding, the spatial resolution scalability is achieved by reconstructing the low-pass signal subband, which corresponds to the desired resolution level, and discarding other high-frequency wavelet subbands. In such applications, it is vital to have low-pass subbands that are not affected by smoothing artifacts associated with low-pass filtering. We present the mathematical framework for achieving 1-D wavelet transforms that have a spatially adaptive low-pass filter (SALP) using the prediction-first lifting scheme. The adaptivity decisions are computed using the wavelet coefficients, and no bookkeeping is required for the perfect reconstruction. Then, 2-D wavelet transforms that have a spatially adaptive low-pass filter are designed by extending the 1-D SALP framework. Because the 2-D polyphase decompositions are used in this case, the 2-D adaptivity decisions are made nonseparable as opposed to the separable 2-D realization using 1-D transforms. We present examples using the 2-D 5/3 wavelet transform and their lossless image coding and scalable decoding performances in terms of quality and resolution scalability. The proposed 2-D-SALP scheme results in better performance compared to the existing adaptive update lifting schemes.
Efficient design of FIR filter based low-pass differentiators for biomedical signal processing
Directory of Open Access Journals (Sweden)
Wulf Michael
2016-09-01
Full Text Available This paper describes an alternative design of linear phase low-pass differentiators with a finite impulse response (type III FIR filter. To reduce the number of necessary filter coefficients, the differentiator’s transfer function is approximated by a Fourier series of a triangle function. Thereby the filter’s transition steepness towards the stopband is intentionally reduced. It can be shown that the proposed design of low-pass differentiators yields to similar results as other published design recommendations, while the filter order can be significantly reduced.
Low-pass parabolic FFT filter for airborne and satellite lidar signal processing.
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.
DEFF Research Database (Denmark)
Cimoli, Bruno; Johansen, Tom Keinicke; Olmos, Juan Jose Vegas
2018-01-01
We report a high performance linear phase low pass filter (LPF) designed for partial response (PR) modulations. For the implementation, we adopted microstrip technology and a variant of the standard stepped‐impedance technique. Defected ground structures (DGS) are used for increasing the characte......We report a high performance linear phase low pass filter (LPF) designed for partial response (PR) modulations. For the implementation, we adopted microstrip technology and a variant of the standard stepped‐impedance technique. Defected ground structures (DGS) are used for increasing...... the characteristic impedance of transmission lines. Experimental results prove that the proposed filter can successfully modulate a non‐return‐to‐zero (NRZ) signal into a five levels PR one....
Removing tidal-period variations from time-series data using low-pass digital filters
Walters, Roy A.; Heston, Cynthia
1982-01-01
Several low-pass, digital filters are examined for their ability to remove tidal Period Variations from a time-series of water surface elevation for San Francisco Bay. The most efficient filter is the one which is applied to the Fourier coefficients of the transformed data, and the filtered data recovered through an inverse transform. The ability of the filters to remove the tidal components increased in the following order: 1) cosine-Lanczos filter, 2) cosine-Lanczos squared filter; 3) Godin filter; and 4) a transform fitter. The Godin fitter is not sufficiently sharp to prevent severe attenuation of 2–3 day variations in surface elevation resulting from weather events.
Instrumentation amplifier implements second-order active low-pass filter with high gain factor
International Nuclear Information System (INIS)
Blomqvist, Kim H; Eskelinen, Pekka; Sepponen, Raimo E
2011-01-01
A single-ended second-order active low-pass filter can simultaneously provide high gain factor and dc voltage subtraction. This makes it possible to reduce the number of components and signal processing stages needed in an application where small voltage changes are measured on the top of large dc voltage masked by a large amplitude oscillating carrier. The filter described in this paper is constructed from a conventional 3-op-amp instrumentation amplifier and five passive circuit elements. (technical design note)
Design and Analysis of a Micromachined LC Low Pass Filter For 2.4GHz Application
Saroj, Samruddhi R.; Rathee, Vishal R.; Pande, Rajesh S.
2018-02-01
This paper reports design and analysis of a passive low pass filter with cut-off frequency of 2.4 GHz using MEMS (Micro Electro-Mechanical Systems) technology. The passive components such as suspended spiral inductors and metal-insulator-metal (MIM) capacitor are arranged in T network form to implement LC low pass filter design. This design employs a simple approach of suspension thereby reducing parasitic losses to eliminate the performance degrading effects caused by integrating an off-chip inductor in the filter circuit proposed to be developed on a low cost silicon substrate using RF-MEMS components. The filter occupies only 2.1 mm x 0.66 mm die area and is designed using micro-strip transmission line placed on a silicon substrate. The design is implemented in High Frequency Structural Simulator (HFSS) software and fabrication flow is proposed for its implementation. The simulated results show that the design has an insertion loss of -4.98 dB and return loss of -2.60dB.
Analysis and Design of a High-Order Discrete-Time Passive IIR Low-Pass Filter
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
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......The local field potential (LFP) is among the most important experimental measures when probing neural population activity, but a proper understanding of the link between the underlying neural activity and the LFP signal is still missing. Here we investigate this link by mathematical modeling...
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.
Offline estimation of decay time for an optical cavity with a low pass filter cavity model.
Kallapur, Abhijit G; Boyson, Toby K; Petersen, Ian R; Harb, Charles C
2012-08-01
This Letter presents offline estimation results for the decay-time constant for an experimental Fabry-Perot optical cavity for cavity ring-down spectroscopy (CRDS). The cavity dynamics are modeled in terms of a low pass filter (LPF) with unity DC gain. This model is used by an extended Kalman filter (EKF) along with the recorded light intensity at the output of the cavity in order to estimate the decay-time constant. The estimation results using the LPF cavity model are compared to those obtained using the quadrature model for the cavity presented in previous work by Kallapur et al. The estimation process derived using the LPF model comprises two states as opposed to three states in the quadrature model. When considering the EKF, this means propagating two states and a (2×2) covariance matrix using the LPF model, as opposed to propagating three states and a (3×3) covariance matrix using the quadrature model. This gives the former model a computational advantage over the latter and leads to faster execution times for the corresponding EKF. It is shown in this Letter that the LPF model for the cavity with two filter states is computationally more efficient, converges faster, and is hence a more suitable method than the three-state quadrature model presented in previous work for real-time estimation of the decay-time constant for the cavity.
Intrinsic low pass filtering improves signal-to-noise ratio in critical-point flexure biosensors
International Nuclear Information System (INIS)
Jain, Ankit; Alam, Muhammad Ashraful
2014-01-01
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.
Stability of continuous-time quantum filters with measurement imperfections
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.
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......Turbulent water vapour fluxes measured with closed-path eddy correlation (EC) systems are unintentionally low-pass filtered by the system in a manner that varies with environmental conditions. Why and how is described here. So is the practical method that systematically corrects long-term flux...... 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...
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.
San, O.
2016-01-01
The idea of spatial filtering is central in approximate deconvolution large-eddy simulation (AD-LES) of turbulent flows. The need for low-pass filters naturally arises in the approximate deconvolution approach which is based solely on mathematical approximations by employing repeated filtering operators. Two families of low-pass spatial filters are studied in this paper: the Butterworth filters and the Padé filters. With a selection of various filtering parameters, variants of the AD-LES are systematically applied to the decaying Burgers turbulence problem, which is a standard prototype for more complex turbulent flows. Comparing with the direct numerical simulations, it is shown that all forms of the AD-LES approaches predict significantly better results than the under-resolved simulations at the same grid resolution. However, the results highly depend on the selection of the filtering procedure and the filter design. It is concluded that a complete attenuation for the smallest scales is crucial to prevent energy accumulation at the grid cut-off.
Institute of Scientific and Technical Information of China (English)
无
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.
Pseudo-real-time low-pass filter in ECG, self-adjustable to the frequency spectra of the waves.
Christov, Ivaylo; Neycheva, Tatyana; Schmid, Ramun; Stoyanov, Todor; Abächerli, Roger
2017-09-01
The electrocardiogram (ECG) acquisition is often accompanied by high-frequency electromyographic (EMG) noise. The noise is difficult to be filtered, due to considerable overlapping of its frequency spectrum to the frequency spectrum of the ECG. Today, filters must conform to the new guidelines (2007) for low-pass filtering in ECG with cutoffs of 150 Hz for adolescents and adults, and to 250 Hz for children. We are suggesting a pseudo-real-time low-pass filter, self-adjustable to the frequency spectra of the ECG waves. The filter is based on the approximation procedure of Savitzky-Golay with dynamic change in the cutoff frequency. The filter is implemented pseudo-real-time (real-time with a certain delay). An additional option is the automatic on/off triggering, depending on the presence/absence of EMG noise. The analysis of the proposed filter shows that the low-frequency components of the ECG (low-power P- and T-waves, PQ-, ST- and TP-segments) are filtered with a cutoff of 14 Hz, the high-power P- and T-waves are filtered with a cutoff frequency in the range of 20-30 Hz, and the high-frequency QRS complexes are filtered with cutoff frequency of higher than 100 Hz. The suggested dynamic filter satisfies the conflicting requirements for a strong suppression of EMG noise and at the same time a maximal preservation of the ECG high-frequency components.
A Compact Via-free Composite Right/Left Handed Low-pass Filter with Improved Selectivity
Kumar, Ashish; Choudhary, Dilip Kumar; Chaudhary, Raghvendra Kumar
2017-07-01
In this paper, a compact via-free low pass filter is designed based on composite right/left handed (CRLH) concept. The structure uses open ended concept. Rectangular slots are etched on signal transmission line (TL) to suppress the spurious band without altering the performance and size of filter. The filter is designed for low pass frequency band with cut-off frequency of 3.5 GHz. The proposed metamaterial structure has several prominent advantages in term of selectivity up to 34 dB/GHz and compactness with average insertion loss less than 0.4 dB. It has multiple applications in wireless communication (such as GSM900, global navigation satellite system (1.559-1.610 GHz), GSM1800, WLAN/WiFi (2.4-2.49 GHz) and WiMAX (2.5-2.69 GHz)). The design parameters have been measured and compared with the simulated results and found excellent agreement. The electrical size of proposed filter is 0.14λ0× 0.11λ0 (where λ0 is free space wavelength at zeroth order resonance (ZOR) frequency 2.7 GHz).
FITTS LAW AS A LOW-PASS FILTER EFFECT OF MUSCLE-STIFFNESS
VANGALEN, GP; SCHOMAKER, LRB; Schomaker, Lambertus
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
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.
International Nuclear Information System (INIS)
Al-Hallaq, A.; Amin, S.
1998-01-01
This paper introduces a new parallel algorithm and its simulation on a hypercube simulator for the low pass digital image filtering using a systolic array. This new algorithm is faster than the old one (Amin, 1988). This is due to the the fact that the old algorithm carries out the addition operations in a sequential mode. But in our new design these addition operations are divided into tow groups, which can be performed in parallel. One group will be performed on one half of the systolic array and the other on the second half, that is, by folding. This parallelism reduces the time required for the whole process by almost quarter the time of the old algorithm.(authors). 18 refs., 3 figs
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...
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.
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
Finite-Time H∞ Filtering for Linear Continuous Time-Varying Systems with Uncertain Observations
Directory of Open Access Journals (Sweden)
Huihong Zhao
2012-01-01
Full Text Available This paper is concerned with the finite-time H∞ filtering problem for linear continuous time-varying systems with uncertain observations and ℒ2-norm bounded noise. The design of finite-time H∞ filter is equivalent to the problem that a certain indefinite quadratic form has a minimum and the filter is such that the minimum is positive. The quadratic form is related to a Krein state-space model according to the Krein space linear estimation theory. By using the projection theory in Krein space, the finite-time H∞ filtering problem is solved. A numerical example is given to illustrate the performance of the H∞ filter.
Mixed-integrator-based bi-quad cell for designing a continuous time filter
International Nuclear Information System (INIS)
Chen Yong; Zhou Yumei
2010-01-01
A new mixed-integrator-based bi-quad cell is proposed. An alternative synthesis mechanism of complex poles is proposed compared with source-follower-based bi-quad cells which is designed applying the positive feedback technique. Using the negative feedback technique to combine different integrators, the proposed bi-quad cell synthesizes complex poles for designing a continuous time filter. It exhibits various advantages including compact topology, high gain, no parasitic pole, no CMFB circuit, and high capability. The fourth-order Butterworth lowpass filter using the proposed cells has been fabricated in 0.18 μm CMOS technology. The active area occupied by the filter with test buffer is only 200 x 170 μm 2 . The proposed filter consumes a low power of 201 μW and achieves a 68.5 dB dynamic range. (semiconductor integrated circuits)
Malicka, Alicja N; Wilson, Wayne J; Baer, Thomas; Munro, Kevin J; Baker, Richard J; Miluzzi, Deanna; Moore, Brian C J
2018-04-24
Cochlear dead regions (DRs) are regions in the cochlea where the inner hair cells and/or neurons are not functioning. Adults with extensive high-frequency DRs have enhanced abilities in processing sounds with frequencies just below the edge frequency, f edge , of the DR. It was assessed whether the same is true for children. Performance was compared for children aged 8 to 13 years with: DRs (group DR), hearing impairment but without DRs (group NODR), and normal hearing (group NH). Seven ears in each group were tested. Each ear in the DR group was matched in age and low-frequency hearing with an ear in the NODR group, and in age with an ear in the NH group, giving seven "triplets". Within each triplet, the percent correct identification of vowel-consonant-vowel stimuli was measured using stimuli that were low-pass filtered at f edge and 0.67f edge , based on the ear with a DR. For the hearing-impaired ears, stimuli were given frequency-selective amplification as prescribed by DSL 4.1. No significant differences in performance were found between groups for either low-pass cut-off frequency. Unlike adults, the children with DRs did not show enhanced discrimination of speech stimuli with frequencies below f edge .
Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time
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.
Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time
International Nuclear Information System (INIS)
Kelly, D T B; Stuart, A M; Law, K J H
2014-01-01
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. (paper)
International Nuclear Information System (INIS)
Monzo, Jose M.; Lerche, Christoph W.; Martinez, Jorge D.; Esteve, Raul; Toledo, Jose; Gadea, Rafael; Colom, Ricardo J.; Herrero, Vicente; Ferrando, Nestor; Aliaga, Ramon J.; Mateo, Fernando; Sanchez, Filomeno; Mora, Francisco J.; Benlloch, Jose M.; Sebastia, Angel
2009-01-01
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.
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.
Flatness-based control and Kalman filtering for a continuous-time macroeconomic model
Rigatos, G.; Siano, P.; Ghosh, T.; Busawon, K.; Binns, R.
2017-11-01
The article proposes flatness-based control for a nonlinear macro-economic model of the UK economy. The differential flatness properties of the model are proven. This enables to introduce a transformation (diffeomorphism) of the system's state variables and to express the state-space description of the model in the linear canonical (Brunowsky) form in which both the feedback control and the state estimation problem can be solved. For the linearized equivalent model of the macroeconomic system, stabilizing feedback control can be achieved using pole placement methods. Moreover, to implement stabilizing feedback control of the system by measuring only a subset of its state vector elements the Derivative-free nonlinear Kalman Filter is used. This consists of the Kalman Filter recursion applied on the linearized equivalent model of the financial system and of an inverse transformation that is based again on differential flatness theory. The asymptotic stability properties of the control scheme are confirmed.
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.
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
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.
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...
Krengel, Annette; Hauth, Jan; Taskinen, Marja-Riitta; Adiels, Martin; Jirstrand, Mats
2013-01-19
When mathematical modelling is applied to many different application areas, a common task is the estimation of states and parameters based on measurements. With this kind of inference making, uncertainties in the time when the measurements have been taken are often neglected, but especially in applications taken from the life sciences, this kind of errors can considerably influence the estimation results. As an example in the context of personalized medicine, the model-based assessment of the effectiveness of drugs is becoming to play an important role. Systems biology may help here by providing good pharmacokinetic and pharmacodynamic (PK/PD) models. Inference on these systems based on data gained from clinical studies with several patient groups becomes a major challenge. Particle filters are a promising approach to tackle these difficulties but are by itself not ready to handle uncertainties in measurement times. In this article, we describe a variant of the standard particle filter (PF) algorithm which allows state and parameter estimation with the inclusion of measurement time uncertainties (MTU). The modified particle filter, which we call MTU-PF, also allows the application of an adaptive stepsize choice in the time-continuous case to avoid degeneracy problems. The modification is based on the model assumption of uncertain measurement times. While the assumption of randomness in the measurements themselves is common, the corresponding measurement times are generally taken as deterministic and exactly known. Especially in cases where the data are gained from measurements on blood or tissue samples, a relatively high uncertainty in the true measurement time seems to be a natural assumption. Our method is appropriate in cases where relatively few data are used from a relatively large number of groups or individuals, which introduce mixed effects in the model. This is a typical setting of clinical studies. We demonstrate the method on a small artificial example
Discrete-Time Filter Synthesis using Product of Gegenbauer Polynomials
N. Stojanovic; N. Stamenkovic; I. Krstic
2016-01-01
A new approximation to design continuoustime and discrete-time low-pass filters, presented in this paper, based on the product of Gegenbauer polynomials, provides the ability of more flexible adjustment of passband and stopband responses. The design is achieved taking into account a prescribed specification, leading to a better trade-off among the magnitude and group delay responses. Many well-known continuous-time and discrete-time transitional filter based on the classical polynomial approx...
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
Real-time digital signal recovery for a multi-pole low-pass transfer function system.
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.
Low-sensitivity active filter realization using a complex all-pass filter
Regalia, Phillip A.; Mitra, Sanjit K.
1987-04-01
A wide class of continuous-time transfer functions may be implemented as the parallel combination of two all-pass filters, including Butterworth, Chebyshev, and elliptic low-pass approximations of odd order. Here, the realization of even-order low-pass classical approximations is considered, and it is shown that they may be decomposed in terms of complex all-pass functions. A systematic realization approach, based on scattering domain simulation (i.e., wave active filters), allows for a low-sensitivity active filter implementation. Further insight into the low-sensitivity property is gained by connecting the insertion loss of doubly terminated antimetric networks with the imaginary return loss of complex lossless networks.
Distributed synthesis in continuous time
DEFF Research Database (Denmark)
Hermanns, Holger; Krčál, Jan; Vester, Steen
2016-01-01
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....... 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...
Cryocooled wideband digital channelizing radio-frequency receiver based on low-pass ADC
International Nuclear Information System (INIS)
Vernik, Igor V; Kirichenko, Dmitri E; Dotsenko, Vladimir V; Miller, Robert; Webber, Robert J; Shevchenko, Pavel; Talalaevskii, Andrei; Gupta, Deepnarayan; Mukhanov, Oleg A
2007-01-01
We have demonstrated a digital receiver performing direct digitization of radio-frequency signals over a wide frequency range from kilohertz to gigahertz. The complete system, consisting of a cryopackaged superconductor all-digital receiver (ADR) chip followed by room-temperature interface electronics and a field programmable gate array (FPGA) based post-processing module, has been developed. The ADR chip comprises a low-pass analog-to-digital converter (ADC) delta modulator with phase modulation-demodulation architecture together with digital in-phase and quadrature mixer and a pair of digital decimation filters. The chip is fabricated using a 4.5 kA cm -2 process and is cryopackaged using a commercial-off-the-shelf cryocooler. Experimental results in HF, VHF, UHF and L bands and their analysis, proving consistent operation of the cryopackaged ADR chip up to 24.32 GHz clock frequency, are presented and discussed
Lechevallier, Joeri Boris; Struiksma, R.E.; Sherry, Hani; Cathelin, Andreia; Klumperink, Eric A.M.; 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
Chemical Continuous Time Random Walks
Aquino, T.; Dentz, M.
2017-12-01
Traditional methods for modeling solute transport through heterogeneous media employ Eulerian schemes to solve for solute concentration. More recently, Lagrangian methods have removed the need for spatial discretization through the use of Monte Carlo implementations of Langevin equations for solute particle motions. While there have been recent advances in modeling chemically reactive transport with recourse to Lagrangian methods, these remain less developed than their Eulerian counterparts, and many open problems such as efficient convergence and reconstruction of the concentration field remain. We explore a different avenue and consider the question: In heterogeneous chemically reactive systems, is it possible to describe the evolution of macroscopic reactant concentrations without explicitly resolving the spatial transport? Traditional Kinetic Monte Carlo methods, such as the Gillespie algorithm, model chemical reactions as random walks in particle number space, without the introduction of spatial coordinates. The inter-reaction times are exponentially distributed under the assumption that the system is well mixed. In real systems, transport limitations lead to incomplete mixing and decreased reaction efficiency. We introduce an arbitrary inter-reaction time distribution, which may account for the impact of incomplete mixing. This process defines an inhomogeneous continuous time random walk in particle number space, from which we derive a generalized chemical Master equation and formulate a generalized Gillespie algorithm. We then determine the modified chemical rate laws for different inter-reaction time distributions. We trace Michaelis-Menten-type kinetics back to finite-mean delay times, and predict time-nonlocal macroscopic reaction kinetics as a consequence of broadly distributed delays. Non-Markovian kinetics exhibit weak ergodicity breaking and show key features of reactions under local non-equilibrium.
Discrete-Time Filter Synthesis using Product of Gegenbauer Polynomials
Directory of Open Access Journals (Sweden)
N. Stojanovic
2016-09-01
Full Text Available A new approximation to design continuoustime and discrete-time low-pass filters, presented in this paper, based on the product of Gegenbauer polynomials, provides the ability of more flexible adjustment of passband and stopband responses. The design is achieved taking into account a prescribed specification, leading to a better trade-off among the magnitude and group delay responses. Many well-known continuous-time and discrete-time transitional filter based on the classical polynomial approximations(Chebyshev, Legendre, Butterworth are shown to be a special cases of proposed approximation method.
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....
Fuzzy sliding-mode control with low pass filter to reduce chattering ...
Indian Academy of Sciences (India)
S Balamurugan
2017-10-13
Oct 13, 2017 ... effect: an experimental validation on Quanser SRIP ... Stabilization of a single rotary inverted pendulum (SRIP) system is a benchmark nonlinear control problem. ..... SMC with sign function still exhibits the chattering phe-.
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.
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.
Path probabilities of continuous time random walks
International Nuclear Information System (INIS)
Eule, Stephan; Friedrich, Rudolf
2014-01-01
Employing the path integral formulation of a broad class of anomalous diffusion processes, we derive the exact relations for the path probability densities of these processes. In particular, we obtain a closed analytical solution for the path probability distribution of a Continuous Time Random Walk (CTRW) process. This solution is given in terms of its waiting time distribution and short time propagator of the corresponding random walk as a solution of a Dyson equation. Applying our analytical solution we derive generalized Feynman–Kac formulae. (paper)
Stochastic volatility of volatility in continuous time
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole; Veraart, Almut
This paper introduces the concept of stochastic volatility of volatility in continuous time and, hence, extends standard stochastic volatility (SV) models to allow for an additional source of randomness associated with greater variability in the data. We discuss how stochastic volatility...... of volatility can be defined both non-parametrically, where we link it to the quadratic variation of the stochastic variance process, and parametrically, where we propose two new SV models which allow for stochastic volatility of volatility. In addition, we show that volatility of volatility can be estimated...
Heterogeneous continuous-time random walks
Grebenkov, Denis S.; Tupikina, Liubov
2018-01-01
We introduce a heterogeneous continuous-time random walk (HCTRW) model as a versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as porous or disordered media, multiscale or crowded environments, weighted graphs or networks. We derive the exact form of the propagator and investigate the effects of spatiotemporal heterogeneities onto the diffusive dynamics via the spectral properties of the generalized transition matrix. In particular, we show how the distribution of first-passage times changes due to local and global heterogeneities of the medium. The HCTRW formalism offers a unified mathematical language to address various diffusion-reaction problems, with numerous applications in material sciences, physics, chemistry, biology, and social sciences.
Expectation propagation for continuous time stochastic processes
International Nuclear Information System (INIS)
Cseke, Botond; Schnoerr, David; Sanguinetti, Guido; Opper, Manfred
2016-01-01
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. (paper)
Interaction-aided continuous time quantum search
International Nuclear Information System (INIS)
Bae, Joonwoo; Kwon, Younghun; Baek, Inchan; Yoon, Dalsun
2005-01-01
The continuous quantum search algorithm (based on the Farhi-Gutmann Hamiltonian evolution) is known to be analogous to the Grover (or discrete time quantum) algorithm. Any errors introduced in Grover algorithm are fatal to its success. In the same way the Farhi-Gutmann Hamiltonian algorithm has a severe difficulty when the Hamiltonian is perturbed. In this letter we will show that the interaction term in quantum search Hamiltonian (actually which is in the generalized quantum search Hamiltonian) can save the perturbed Farhi-Gutmann Hamiltonian that should otherwise fail. We note that this fact is quite remarkable since it implies that introduction of interaction can be a way to correct some errors on the continuous time quantum search
Künzi, R.
2015-06-15
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.
A class of orthogonal nonrecursive binomial filters.
Haddad, R. A.
1971-01-01
The time- and frequency-domain properties of the orthogonal binomial sequences are presented. It is shown that these sequences, or digital filters based on them, can be generated using adders and delay elements only. The frequency-domain behavior of these nonrecursive binomial filters suggests a number of applications as low-pass Gaussian filters or as inexpensive bandpass filters.
CMOS continuous-time adaptive equalizers for high-speed serial links
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-...
Shifted-modified Chebyshev filters
ŞENGÜL, Metin
2013-01-01
This paper introduces a new type of filter approximation method that utilizes shifted-modified Chebyshev filters. Construction of the new filters involves the use of shifted-modified Chebyshev polynomials that are formed using the roots of conventional Chebyshev polynomials. The study also includes 2 tables containing the shifted-modified Chebyshev polynomials and the normalized element values for the low-pass prototype filters up to degree 6. The transducer power gain, group dela...
Design of switched-capacitor filter circuits using low gain amplifiers
Serra, Hugo Alexandre de Andrade
2015-01-01
This book describes the design of switched-capacitor filter circuits using low gain amplifiers and demonstrates some techniques that can minimize the effects of parasitic capacitances during the design phase. Focus is given in the design of low-pass and band-pass SC filters, and how higher order filters can be achieved using cascaded biquadratic filter sections. The authors also describe a low voltage implementation of a low-pass SC filter.
Continuous-time quantum walks on star graphs
International Nuclear Information System (INIS)
Salimi, S.
2009-01-01
In this paper, we investigate continuous-time quantum walk on star graphs. It is shown that quantum central limit theorem for a continuous-time quantum walk on star graphs for N-fold star power graph, which are invariant under the quantum component of adjacency matrix, converges to continuous-time quantum walk on K 2 graphs (complete graph with two vertices) and the probability of observing walk tends to the uniform distribution.
A continuous-time control model on production planning network ...
African Journals Online (AJOL)
A continuous-time control model on production planning network. DEA Omorogbe, MIU Okunsebor. Abstract. In this paper, we give a slightly detailed review of Graves and Hollywood model on constant inventory tactical planning model for a job shop. The limitations of this model are pointed out and a continuous time ...
Continuous Time Modeling of the Cross-Lagged Panel Design
Oud, J.H.L.
2002-01-01
Since Newton (1642-1727) continuous time modeling by means of differential equations is the standard approach of dynamic phenomena in natural science. It is argued that most processes in behavioral science also unfold in continuous time and should be analyzed accordingly. After dealing with the
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...... 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......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...
Continuous-time Markov decision processes theory and applications
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.
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.
Continuous-time quantum random walks require discrete space
International Nuclear Information System (INIS)
Manouchehri, K; Wang, J B
2007-01-01
Quantum random walks are shown to have non-intuitive dynamics which makes them an attractive area of study for devising quantum algorithms for long-standing open problems as well as those arising in the field of quantum computing. In the case of continuous-time quantum random walks, such peculiar dynamics can arise from simple evolution operators closely resembling the quantum free-wave propagator. We investigate the divergence of quantum walk dynamics from the free-wave evolution and show that, in order for continuous-time quantum walks to display their characteristic propagation, the state space must be discrete. This behavior rules out many continuous quantum systems as possible candidates for implementing continuous-time quantum random walks
Continuous-time quantum random walks require discrete space
Manouchehri, K.; Wang, J. B.
2007-11-01
Quantum random walks are shown to have non-intuitive dynamics which makes them an attractive area of study for devising quantum algorithms for long-standing open problems as well as those arising in the field of quantum computing. In the case of continuous-time quantum random walks, such peculiar dynamics can arise from simple evolution operators closely resembling the quantum free-wave propagator. We investigate the divergence of quantum walk dynamics from the free-wave evolution and show that, in order for continuous-time quantum walks to display their characteristic propagation, the state space must be discrete. This behavior rules out many continuous quantum systems as possible candidates for implementing continuous-time quantum random walks.
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.
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.
A continuous time formulation of the Regge calculus
International Nuclear Information System (INIS)
Brewin, Leo
1988-01-01
A complete continuous time formulation of the Regge calculus is presented by developing the associated continuous time Regge action. It is shown that the time constraint is, by way of the Bianchi identities conserved by the evolution equations. This analysis leads to an explicit first integral for each of the evolution equations. The dynamical equations of the theory are therefore reduced to a set of first-order differential equations. In this formalism the time constraints reduce to a simple sum of the integration constants. This result is unique to the Regge calculus-there does not appear to be a complete set of first integrals available for the vacuum Einstein equations. (author)
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
Design and application of finite impulse response digital filters
International Nuclear Information System (INIS)
Miller, T.R.; Sampathkumaran, K.S.
1982-01-01
The finite impulse response (FIR) digital filter is a spatial domain filter with a frequency domain representation. The theory of the FIR filter is presented and techniques are described for designing FIR filters with known frequency response characteristics. Rational design principles are emphasized based on characterization of the imaging system using the modulation transfer function and physical properties of the imaged objects. Bandpass, Wiener, and low-pass filters were designed and applied to 201 Tl myocardial images. The bandpass filter eliminates low-frequency image components that represent background activity and high-frequency components due to noise. The Wiener, or minimum mean square error filter 'sharpens' the image while also reducing noise. The Wiener filter illustrates the power of the FIR technique to design filters with any desired frequency reponse. The low-pass filter, while of relative limited use, is presented to compare it with a popular elementary 'smoothing' filter. (orig.)
Continuous time sigma delta ADC design and non-idealities analysis
International Nuclear Information System (INIS)
Yuan Jun; Chen Zhenhai; Yang Yintang; Zhang Zhaofeng; Wu Jun; Wang Chao; Qian Wenrong
2011-01-01
A wide bandwidth continuous time sigma delta ADC is implemented in 130 nm CMOS. A detailed non-idealities 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. Athird-order continuous time sigma delta modulator comprises a third-order RC operational-amplifier-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. (semiconductor integrated circuits)
Charge domain filter operating up to 20 MHz clock frequency
Gal, R.A.J.; Wallinga, Hans
1983-01-01
An analog sampled data low pass third order Butterworth filter has been realised in a buried channel CCD technology. This Charge Domain Filter, composed of transversal and recursive CCD filter sections, has been tested at clock frequencies up to 20 MHz.
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...
Continuous time modeling of panel data by means of SEM
Oud, J.H.L.; Delsing, M.J.M.H.; Montfort, C.A.G.M.; Oud, J.H.L.; Satorra, A.
2010-01-01
After a brief history of continuous time modeling and its implementation in panel analysis by means of structural equation modeling (SEM), the problems of discrete time modeling are discussed in detail. This is done by means of the popular cross-lagged panel design. Next, the exact discrete model
Identification of continuous-time systems from samples of input ...
Indian Academy of Sciences (India)
Abstract. This paper presents an introductory survey of the methods that have been developed for identification of continuous-time systems from samples of input±output data. The two basic approaches may be described as (i) the indirect method, where first a discrete-time model is estimated from the sampled data and then ...
Incomplete Continuous-Time Securities Markets with Stochastic Income Volatility
DEFF Research Database (Denmark)
Christensen, Peter Ove; Larsen, Kasper
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 ...
The deviation matrix of a continuous-time Markov chain
Coolen-Schrijner, P.; van Doorn, E.A.
2001-01-01
The deviation matrix of an ergodic, continuous-time Markov chain with transition probability matrix $P(.)$ and ergodic matrix $\\Pi$ is the matrix $D \\equiv \\int_0^{\\infty} (P(t)-\\Pi)dt$. We give conditions for $D$ to exist and discuss properties and a representation of $D$. The deviation matrix of a
The deviation matrix of a continuous-time Markov chain
Coolen-Schrijner, Pauline; van Doorn, Erik A.
2002-01-01
he deviation matrix of an ergodic, continuous-time Markov chain with transition probability matrix $P(.)$ and ergodic matrix $\\Pi$ is the matrix $D \\equiv \\int_0^{\\infty} (P(t)-\\Pi)dt$. We give conditions for $D$ to exist and discuss properties and a representation of $D$. The deviation matrix of a
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...
Noise Simulation of Continuous-Time ΣΔ Modulators
International Nuclear Information System (INIS)
Arias, J.; Quintanilla, L.; Bisbal, D.; San Pablo, J.; Enriquez, L.; Vicente, J.; Barbolla, J.
2005-01-01
In this work, an approach for the simulation of the effect of noise sources in the performance of continuous-time ΔΣ modulators is presented. Electrical noise including thermal noise, 1/f noise and clock jitter are included in a simulation program and their impact on the system performance is analyzed
A mean-variance frontier in discrete and continuous time
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
Stability and the structure of continuous-time economic models
Nieuwenhuis, H.J.; Schoonbeek, L.
In this paper we investigate the relationship between the stability of macroeconomic, or macroeconometric, continuous-time models and the structure of the matrices appearing in these models. In particular, we concentrate on dominant-diagonal structures. We derive general stability results for models
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
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......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...
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....
A stochastic surplus production model in continuous time
DEFF Research Database (Denmark)
Pedersen, Martin Wæver; Berg, Casper Willestofte
2017-01-01
surplus production model in continuous time (SPiCT), which in addition to stock dynamics also models the dynamics of the fisheries. This enables error in the catch process to be reflected in the uncertainty of estimated model parameters and management quantities. Benefits of the continuous-time state......Surplus production modelling has a long history as a method for managing data-limited fish stocks. Recent advancements have cast surplus production models as state-space models that separate random variability of stock dynamics from error in observed indices of biomass. We present a stochastic......-space model formulation include the ability to provide estimates of exploitable biomass and fishing mortality at any point in time from data sampled at arbitrary and possibly irregular intervals. We show in a simulation that the ability to analyse subannual data can increase the effective sample size...
A mean-variance frontier in discrete and continuous time
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 is based on the solution for the frontier in discrete time. Using the same multiperiod framework as Li and Ng (2000), I provide an alternative derivation and an alternative formulation of the solu...
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.
Continuous-Time Symmetric Hopfield Nets are Computationally Universal
Czech Academy of Sciences Publication Activity Database
Šíma, Jiří; Orponen, P.
2003-01-01
Roč. 15, č. 3 (2003), s. 693-733 ISSN 0899-7667 R&D Projects: GA AV ČR IAB2030007; GA ČR GA201/02/1456 Institutional research plan: AV0Z1030915 Keywords : continuous-time Hopfield network * Liapunov function * analog computation * computational power * Turing universality Subject RIV: BA - General Mathematics Impact factor: 2.747, year: 2003
Parallel algorithms for simulating continuous time Markov chains
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.
Estimation of Continuous Time Models in Economics: an Overview
Clifford R. Wymer
2009-01-01
The dynamics of economic behaviour is often developed in theory as a continuous time system. Rigorous estimation and testing of such systems, and the analysis of some aspects of their properties, is of particular importance in distinguishing between competing hypotheses and the resulting models. The consequences for the international economy during the past eighteen months of failures in the financial sector, and particularly the banking sector, make it essential that the dynamics of financia...
Design and construction of electronic filters
International Nuclear Information System (INIS)
Becerril Z, E.R.; Moreno P, C.; Salinas B, E.
1979-01-01
The design and construction of very low frequencies electronic filters which will be used for carrying out analysis of pile noise at Mexico's Nuclear Center Triga Mark III Reactor, in order to realize measurements of its parameters is presented. NIM norms and active filters with lineal integrated circuits were used: a. Band pass filter from 10 to 500 hertz, band width 50. b. Low pass filter from 0.001 to 10 hertz in 3 steps. c. Kalman Bucy filter, an analogical simulation of this filter was undertaken, obtained from a mathematical model of a Zero power experimental reactor, with the purpose to establish a control searching. (author)
Dynamical continuous time random Lévy flights
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.
Martingale Regressions for a Continuous Time Model of Exchange Rates
Guo, Zi-Yi
2017-01-01
One of the daunting problems in international finance is the weak explanatory power of existing theories of the nominal exchange rates, the so-called “foreign exchange rate determination puzzle”. We propose a continuous-time model to study the impact of order flow on foreign exchange rates. The model is estimated by a newly developed econometric tool based on a time-change sampling from calendar to volatility time. The estimation results indicate that the effect of order flow on exchange rate...
Recommender engine for continuous-time quantum Monte Carlo methods
Huang, Li; Yang, Yi-feng; Wang, Lei
2017-03-01
Recommender systems play an essential role in the modern business world. They recommend favorable items such as books, movies, and search queries to users based on their past preferences. Applying similar ideas and techniques to Monte Carlo simulations of physical systems boosts their efficiency without sacrificing accuracy. Exploiting the quantum to classical mapping inherent in the continuous-time quantum Monte Carlo methods, we construct a classical molecular gas model to reproduce the quantum distributions. We then utilize powerful molecular simulation techniques to propose efficient quantum Monte Carlo updates. The recommender engine approach provides a general way to speed up the quantum impurity solvers.
Continuous-time quantum walks on multilayer dendrimer networks
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.
Price discovery in a continuous-time setting
DEFF Research Database (Denmark)
Dias, Gustavo Fruet; Fernandes, Marcelo; Scherrer, Cristina
We formulate a continuous-time price discovery model in which the price discovery measure varies (stochastically) at daily frequency. We estimate daily measures of price discovery using a kernel-based OLS estimator instead of running separate daily VECM regressions as standard in the literature. We...... show that our estimator is not only consistent, but also outperforms the standard daily VECM in finite samples. We illustrate our theoretical findings by studying the price discovery process of 10 actively traded stocks in the U.S. from 2007 to 2013....
Coupled continuous time-random walks in quenched random environment
Magdziarz, M.; Szczotka, W.
2018-02-01
We introduce a coupled continuous-time random walk with coupling which is characteristic for Lévy walks. Additionally we assume that the walker moves in a quenched random environment, i.e. the site disorder at each lattice point is fixed in time. We analyze the scaling limit of such a random walk. We show that for large times the behaviour of the analyzed process is exactly the same as in the case of uncoupled quenched trap model for Lévy flights.
Discrete and continuous time dynamic mean-variance analysis
Reiss, Ariane
1999-01-01
Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...
Discrete time and continuous time dynamic mean-variance analysis
Reiss, Ariane
1999-01-01
Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...
Optimal filter bandwidth for pulse oximetry
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.
Continuous-time quantum Monte Carlo impurity solvers
Gull, Emanuel; Werner, Philipp; Fuchs, Sebastian; Surer, Brigitte; Pruschke, Thomas; Troyer, Matthias
2011-04-01
Continuous-time quantum Monte Carlo impurity solvers are algorithms that sample the partition function of an impurity model using diagrammatic Monte Carlo techniques. The present paper describes codes that implement the interaction expansion algorithm originally developed by Rubtsov, Savkin, and Lichtenstein, as well as the hybridization expansion method developed by Werner, Millis, Troyer, et al. These impurity solvers are part of the ALPS-DMFT application package and are accompanied by an implementation of dynamical mean-field self-consistency equations for (single orbital single site) dynamical mean-field problems with arbitrary densities of states. Program summaryProgram title: dmft Catalogue identifier: AEIL_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEIL_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: ALPS LIBRARY LICENSE version 1.1 No. of lines in distributed program, including test data, etc.: 899 806 No. of bytes in distributed program, including test data, etc.: 32 153 916 Distribution format: tar.gz Programming language: C++ Operating system: The ALPS libraries have been tested on the following platforms and compilers: Linux with GNU Compiler Collection (g++ version 3.1 and higher), and Intel C++ Compiler (icc version 7.0 and higher) MacOS X with GNU Compiler (g++ Apple-version 3.1, 3.3 and 4.0) IBM AIX with Visual Age C++ (xlC version 6.0) and GNU (g++ version 3.1 and higher) compilers Compaq Tru64 UNIX with Compq C++ Compiler (cxx) SGI IRIX with MIPSpro C++ Compiler (CC) HP-UX with HP C++ Compiler (aCC) Windows with Cygwin or coLinux platforms and GNU Compiler Collection (g++ version 3.1 and higher) RAM: 10 MB-1 GB Classification: 7.3 External routines: ALPS [1], BLAS/LAPACK, HDF5 Nature of problem: (See [2].) Quantum impurity models describe an atom or molecule embedded in a host material with which it can exchange electrons. They are basic to nanoscience as
Correlated continuous time random walk and option pricing
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.
Nonequilibrium thermodynamic potentials for continuous-time Markov chains.
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.
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...... where parameters are assumed to be integer-valued, while the time still remains continuous. On the one hand, we show that the problem remains undecidable for parametric timed automata with three clocks and one parameter. On the other hand, for the case with arbitrary many clocks where only one......-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....
A Continuous-Time Model for Valuing Foreign Exchange Options
Directory of Open Access Journals (Sweden)
James J. Kung
2013-01-01
Full Text Available This paper makes use of stochastic calculus to develop a continuous-time model for valuing European options on foreign exchange (FX when both domestic and foreign spot rates follow a generalized Wiener process. Using the dollar/euro exchange rate as input for parameter estimation and employing our FX option model as a yardstick, we find that the traditional Garman-Kohlhagen FX option model, which assumes constant spot rates, values incorrectly calls and puts for different values of the ratio of exchange rate to exercise price. Specifically, it undervalues calls when the ratio is between 0.70 and 1.08, and it overvalues calls when the ratio is between 1.18 and 1.30, whereas it overvalues puts when the ratio is between 0.70 and 0.82, and it undervalues puts when the ratio is between 0.86 and 1.30.
Optimum filters for narrow-band frequency modulation.
Shelton, R. D.
1972-01-01
The results of a computer search for the optimum type of bandpass filter for low-index angle-modulated signals are reported. The bandpass filters are discussed in terms of their low-pass prototypes. Only filter functions with constant numerators are considered. The pole locations for the optimum filters of several cases are shown in a table. The results are fairly independent of modulation index and bandwidth.
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...
Detectability of Granger causality for subsampled continuous-time neurophysiological processes.
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
Continuous time quantum random walks in free space
Eichelkraut, Toni; Vetter, Christian; Perez-Leija, Armando; Christodoulides, Demetrios; Szameit, Alexander
2014-05-01
We show theoretically and experimentally that two-dimensional continuous time coherent random walks are possible in free space, that is, in the absence of any external potential, by properly tailoring the associated initial wave function. These effects are experimentally demonstrated using classical paraxial light. Evidently, the usage of classical beams to explore the dynamics of point-like quantum particles is possible since both phenomena are mathematically equivalent. This in turn makes our approach suitable for the realization of random walks using different quantum particles, including electrons and photons. To study the spatial evolution of a wavefunction theoretically, we consider the one-dimensional paraxial wave equation (i∂z +1/2 ∂x2) Ψ = 0 . Starting with the initially localized wavefunction Ψ (x , 0) = exp [ -x2 / 2σ2 ] J0 (αx) , one can show that the evolution of such Gaussian-apodized Bessel envelopes within a region of validity resembles the probability pattern of a quantum walker traversing a uniform lattice. In order to generate the desired input-field in our experimental setting we shape the amplitude and phase of a collimated light beam originating from a classical HeNe-Laser (633 nm) utilizing a spatial light modulator.
Chaos and unpredictability in evolution of cooperation in continuous time
You, Taekho; Kwon, Minji; Jo, Hang-Hyun; Jung, Woo-Sung; Baek, Seung Ki
2017-12-01
Cooperators benefit others with paying costs. Evolution of cooperation crucially depends on the cost-benefit ratio of cooperation, denoted as c . In this work, we investigate the infinitely repeated prisoner's dilemma for various values of c with four of the representative memory-one strategies, i.e., unconditional cooperation, unconditional defection, tit-for-tat, and win-stay-lose-shift. We consider replicator dynamics which deterministically describes how the fraction of each strategy evolves over time in an infinite-sized well-mixed population in the presence of implementation error and mutation among the four strategies. Our finding is that this three-dimensional continuous-time dynamics exhibits chaos through a bifurcation sequence similar to that of a logistic map as c varies. If mutation occurs with rate μ ≪1 , the position of the bifurcation sequence on the c axis is numerically found to scale as μ0.1, and such sensitivity to μ suggests that mutation may have nonperturbative effects on evolutionary paths. It demonstrates how the microscopic randomness of the mutation process can be amplified to macroscopic unpredictability by evolutionary dynamics.
Anomalous transport in turbulent plasmas and continuous time random walks
International Nuclear Information System (INIS)
Balescu, R.
1995-01-01
The possibility of a model of anomalous transport problems in a turbulent plasma by a purely stochastic process is investigated. The theory of continuous time random walks (CTRW's) is briefly reviewed. It is shown that a particular class, called the standard long tail CTRW's is of special interest for the description of subdiffusive transport. Its evolution is described by a non-Markovian diffusion equation that is constructed in such a way as to yield exact values for all the moments of the density profile. The concept of a CTRW model is compared to an exact solution of a simple test problem: transport of charged particles in a fluctuating magnetic field in the limit of infinite perpendicular correlation length. Although the well-known behavior of the mean square displacement proportional to t 1/2 is easily recovered, the exact density profile cannot be modeled by a CTRW. However, the quasilinear approximation of the kinetic equation has the form of a non-Markovian diffusion equation and can thus be generated by a CTRW
Stochastic calculus for uncoupled continuous-time random walks.
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.
Inverse Ising problem in continuous time: A latent variable approach
Donner, Christian; Opper, Manfred
2017-12-01
We consider the inverse Ising problem: the inference of network couplings from observed spin trajectories for a model with continuous time Glauber dynamics. By introducing two sets of auxiliary latent random variables we render the likelihood into a form which allows for simple iterative inference algorithms with analytical updates. The variables are (1) Poisson variables to linearize an exponential term which is typical for point process likelihoods and (2) Pólya-Gamma variables, which make the likelihood quadratic in the coupling parameters. Using the augmented likelihood, we derive an expectation-maximization (EM) algorithm to obtain the maximum likelihood estimate of network parameters. Using a third set of latent variables we extend the EM algorithm to sparse couplings via L1 regularization. Finally, we develop an efficient approximate Bayesian inference algorithm using a variational approach. We demonstrate the performance of our algorithms on data simulated from an Ising model. For data which are simulated from a more biologically plausible network with spiking neurons, we show that the Ising model captures well the low order statistics of the data and how the Ising couplings are related to the underlying synaptic structure of the simulated network.
A continuous-time neural model for sequential action.
Kachergis, George; Wyatte, Dean; O'Reilly, Randall C; de Kleijn, Roy; Hommel, Bernhard
2014-11-05
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. © 2014 The Author(s) Published by the Royal Society. All rights reserved.
Continuous-time quantum algorithms for unstructured problems
International Nuclear Information System (INIS)
Hen, Itay
2014-01-01
We consider a family of unstructured optimization problems, for which we propose a method for constructing analogue, continuous-time (not necessarily adiabatic) quantum algorithms that are faster than their classical counterparts. In this family of problems, which we refer to as ‘scrambled input’ problems, one has to find a minimum-cost configuration of a given integer-valued n-bit black-box function whose input values have been scrambled in some unknown way. Special cases within this set of problems are Grover’s search problem of finding a marked item in an unstructured database, certain random energy models, and the functions of the Deutsch–Josza problem. We consider a couple of examples in detail. In the first, we provide an O(1) deterministic analogue quantum algorithm to solve the seminal problem of Deutsch and Josza, in which one has to determine whether an n-bit boolean function is constant (gives 0 on all inputs or 1 on all inputs) or balanced (returns 0 on half the input states and 1 on the other half). We also study one variant of the random energy model, and show that, as one might expect, its minimum energy configuration can be found quadratically faster with a quantum adiabatic algorithm than with classical algorithms. (paper)
Coaction versus reciprocity in continuous-time models of cooperation.
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. Copyright © 2014 Elsevier Ltd. All rights reserved.
Automated electronic filter design
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.
Quantum trajectories and measurements in continuous time. The diffusive case
International Nuclear Information System (INIS)
Barchielli, Alberto; Gregoratti, Matteo
2009-01-01
continuous time for quantum systems. The two-level atom is again used to introduce and study an example of feedback based on the observed output. (orig.)
Echocardiography as an indication of continuous-time cardiac quiescence
Wick, C. A.; Auffermann, W. F.; Shah, A. J.; Inan, O. T.; Bhatti, P. T.; Tridandapani, S.
2016-07-01
Cardiac computed tomography (CT) angiography using prospective gating requires that data be acquired during intervals of minimal cardiac motion to obtain diagnostic images of the coronary vessels free of motion artifacts. This work is intended to assess B-mode echocardiography as a continuous-time indication of these quiescent periods to determine if echocardiography can be used as a cost-efficient, non-ionizing modality to develop new prospective gating techniques for cardiac CT. These new prospective gating approaches will not be based on echocardiography itself but on CT-compatible modalities derived from the mechanics of the heart (e.g. seismocardiography and impedance cardiography), unlike the current standard electrocardiogram. To this end, echocardiography and retrospectively-gated CT data were obtained from ten patients with varied cardiac conditions. CT reconstructions were made throughout the cardiac cycle. Motion of the interventricular septum (IVS) was calculated from both echocardiography and CT reconstructions using correlation-based, deviation techniques. The IVS was chosen because it (1) is visible in echocardiography images, whereas the coronary vessels generally are not, and (2) has been shown to be a suitable indicator of cardiac quiescence. Quiescent phases were calculated as the minima of IVS motion and CT volumes were reconstructed for these phases. The diagnostic quality of the CT reconstructions from phases calculated from echocardiography and CT data was graded on a four-point Likert scale by a board-certified radiologist fellowship-trained in cardiothoracic radiology. Using a Wilcoxon signed-rank test, no significant difference in the diagnostic quality of the coronary vessels was found between CT volumes reconstructed from echocardiography- and CT-selected phases. Additionally, there was a correlation of 0.956 between the echocardiography- and CT-selected phases. This initial work suggests that B-mode echocardiography can be used as a
A third-order active-R filter with feedforward input signal
Indian Academy of Sciences (India)
R. Narasimhan (Krishtel eMaging) 1461 1996 Oct 15 13:05:22
presented. This filter is useful for high frequency operation, monolithic IC imple- mentation and is easy to design. The single circuit gives three filter functions, low pass, high pass and band pass. This filter circuit can be used for different Q and f0 with high passband gain. This gives better stop band attenuation and sharper.
Liu, Xingbin; Mei, Wenbo; Du, Huiqian
2018-02-13
In this paper, a detail-enhanced multimodality medical image fusion algorithm is proposed by using proposed multi-scale joint decomposition framework (MJDF) and shearing filter (SF). The MJDF constructed with gradient minimization smoothing filter (GMSF) and Gaussian low-pass filter (GLF) is used to decompose source images into low-pass layers, edge layers, and detail layers at multiple scales. In order to highlight the detail information in the fused image, the edge layer and the detail layer in each scale are weighted combined into a detail-enhanced layer. As directional filter is effective in capturing salient information, so SF is applied to the detail-enhanced layer to extract geometrical features and obtain directional coefficients. Visual saliency map-based fusion rule is designed for fusing low-pass layers, and the sum of standard deviation is used as activity level measurement for directional coefficients fusion. The final fusion result is obtained by synthesizing the fused low-pass layers and directional coefficients. Experimental results show that the proposed method with shift-invariance, directional selectivity, and detail-enhanced property is efficient in preserving and enhancing detail information of multimodality medical images. Graphical abstract The detailed implementation of the proposed medical image fusion algorithm.
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.
A spectrometer filter for semiconductor and scintillation detectors
International Nuclear Information System (INIS)
Andronov, O.I.; Brovchenko, V.G.; Evdokimov, S.T.
1995-01-01
The paper describes an integrating low-pass filter which takes signals from a delay line. The filter changes triangular pulses into rectangular ones. The energy resolution of a semiconductor detector whose signal is processed by the filter is 15-20% better than using a common RC-filter. The integrator stores a charge due to the scintillation pulse during the integration time without loss. The energy and time resolution of the device with the spectrometer filter is better than with an RC-filter. The energy resolution of a bismuth-germanate detector in recording radiation from 137 Cs is 9.75%
Kernel-based noise filtering of neutron detector signals
International Nuclear Information System (INIS)
Park, Moon Ghu; Shin, Ho Cheol; Lee, Eun Ki
2007-01-01
This paper describes recently developed techniques for effective filtering of neutron detector signal noise. In this paper, three kinds of noise filters are proposed and their performance is demonstrated for the estimation of reactivity. The tested filters are based on the unilateral kernel filter, unilateral kernel filter with adaptive bandwidth and bilateral filter to show their effectiveness in edge preservation. Filtering performance is compared with conventional low-pass and wavelet filters. The bilateral filter shows a remarkable improvement compared with unilateral kernel and wavelet filters. The effectiveness and simplicity of the unilateral kernel filter with adaptive bandwidth is also demonstrated by applying it to the reactivity measurement performed during reactor start-up physics tests
Energy Technology Data Exchange (ETDEWEB)
Kilic, Tomislav; Milun, Stanko; Petrovic, Goran [FESB University of Split, Faculty of Electrical Engineering, Machine Engineering and Naval Architecture, R. Boskovica bb, 21000, Split (Croatia)
2007-02-15
The shunt active power filters are used to attenuate the harmonic currents in power systems by injecting equal but opposite compensating currents. Successful control of the active filters requires an accurate current reference. In this paper the current reference determination based on predictive filtering structure is presented. Current reference was obtained by taking the difference of load current and its fundamental harmonic. For fundamental harmonic determination with no time delay a combination of digital predictive filter and low pass filter is used. The proposed method was implemented on a laboratory prototype of a three-phase active power filter. The algorithm for current reference determination was adapted and implemented on DSP controller. Simulation and experimental results show that the active power filter with implemented predictive filtering structure gives satisfactory performance in power system harmonic attenuation. (author)
Anti-Aliasing filter for reverse-time migration
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
Printed Graphene Derivative Circuits as Passive Electrical Filters.
Sinar, Dogan; Knopf, George K
2018-02-23
The objective of this study is to inkjet print resistor-capacitor ( RC ) low pass electrical filters, using a novel water-based cellulose graphene ink, and compare the voltage-frequency and transient behavior to equivalent circuits constructed from discrete passive components. The synthesized non-toxic graphene-carboxymethyl cellulose (G-CMC) ink is deposited on mechanically flexible polyimide substrates using a customized printer that dispenses functionalized aqueous solutions. The design of the printed first-order and second-order low-pass RC filters incorporate resistive traces and interdigitated capacitors. Low pass filter characteristics, such as time constant, cut-off frequency and roll-off rate, are determined for comparative analysis. Experiments demonstrate that for low frequency applications (graphene derivative circuits performed as well as the circuits constructed from discrete resistors and capacitors for both low pass filter and RC integrator applications. The impact of mechanical stress due to bending on the electrical performance of the flexible printed circuits is also investigated.
Printed Graphene Derivative Circuits as Passive Electrical Filters
Directory of Open Access Journals (Sweden)
Dogan Sinar
2018-02-01
Full Text Available The objective of this study is to inkjet print resistor-capacitor (RC low pass electrical filters, using a novel water-based cellulose graphene ink, and compare the voltage-frequency and transient behavior to equivalent circuits constructed from discrete passive components. The synthesized non-toxic graphene-carboxymethyl cellulose (G-CMC ink is deposited on mechanically flexible polyimide substrates using a customized printer that dispenses functionalized aqueous solutions. The design of the printed first-order and second-order low-pass RC filters incorporate resistive traces and interdigitated capacitors. Low pass filter characteristics, such as time constant, cut-off frequency and roll-off rate, are determined for comparative analysis. Experiments demonstrate that for low frequency applications (<100 kHz the printed graphene derivative circuits performed as well as the circuits constructed from discrete resistors and capacitors for both low pass filter and RC integrator applications. The impact of mechanical stress due to bending on the electrical performance of the flexible printed circuits is also investigated.
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...
A continuous-time/discrete-time mixed audio-band sigma delta ADC
International Nuclear Information System (INIS)
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 audio-band 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. (semiconductor integrated circuits)
Implicit LES using adaptive filtering
Sun, Guangrui; Domaradzki, Julian A.
2018-04-01
In implicit large eddy simulations (ILES) numerical dissipation prevents buildup of small scale energy in a manner similar to the explicit subgrid scale (SGS) models. If spectral methods are used the numerical dissipation is negligible but it can be introduced by applying a low-pass filter in the physical space, resulting in an effective ILES. In the present work we provide a comprehensive analysis of the numerical dissipation produced by different filtering operations in a turbulent channel flow simulated using a non-dissipative, pseudo-spectral Navier-Stokes solver. The amount of numerical dissipation imparted by filtering can be easily adjusted by changing how often a filter is applied. We show that when the additional numerical dissipation is close to the subgrid-scale (SGS) dissipation of an explicit LES the overall accuracy of ILES is also comparable, indicating that periodic filtering can replace explicit SGS models. A new method is proposed, which does not require any prior knowledge of a flow, to determine the filtering period adaptively. Once an optimal filtering period is found, the accuracy of ILES is significantly improved at low implementation complexity and computational cost. The method is general, performing well for different Reynolds numbers, grid resolutions, and filter shapes.
Accurate Lithium-ion battery parameter estimation with continuous-time system identification methods
International Nuclear Information System (INIS)
Xia, Bing; Zhao, Xin; Callafon, Raymond de; Garnier, Hugues; Nguyen, Truong; Mi, Chris
2016-01-01
Highlights: • Continuous-time system identification is applied in Lithium-ion battery modeling. • Continuous-time and discrete-time identification methods are compared in detail. • The instrumental variable method is employed to further improve the estimation. • Simulations and experiments validate the advantages of continuous-time methods. - Abstract: The modeling of Lithium-ion batteries usually utilizes discrete-time system identification methods to estimate parameters of discrete models. However, in real applications, there is a fundamental limitation of the discrete-time methods in dealing with sensitivity when the system is stiff and the storage resolutions are limited. To overcome this problem, this paper adopts direct continuous-time system identification methods to estimate the parameters of equivalent circuit models for Lithium-ion batteries. Compared with discrete-time system identification methods, the continuous-time system identification methods provide more accurate estimates to both fast and slow dynamics in battery systems and are less sensitive to disturbances. A case of a 2"n"d-order equivalent circuit model is studied which shows that the continuous-time estimates are more robust to high sampling rates, measurement noises and rounding errors. In addition, the estimation by the conventional continuous-time least squares method is further improved in the case of noisy output measurement by introducing the instrumental variable method. Simulation and experiment results validate the analysis and demonstrate the advantages of the continuous-time system identification methods in battery applications.
Integrating Continuous-Time and Discrete-Event Concepts in Process Modelling, Simulation and Control
Beek, van D.A.; Gordijn, S.H.F.; Rooda, J.E.; Ertas, A.
1995-01-01
Currently, modelling of systems in the process industry requires the use of different specification languages for the specification of the discrete-event and continuous-time subsystems. In this way, models are restricted to individual subsystems of either a continuous-time or discrete-event nature.
International Nuclear Information System (INIS)
Liang Jinling; Cao Jinde
2004-01-01
First, convergence of continuous-time Bidirectional Associative Memory (BAM) neural networks are studied. By using Lyapunov functionals and some analysis technique, the delay-independent sufficient conditions are obtained for the networks to converge exponentially toward the equilibrium associated with the constant input sources. Second, discrete-time analogues of the continuous-time BAM networks are formulated and studied. It is shown that the convergence characteristics of the continuous-time systems are preserved by the discrete-time analogues without any restriction imposed on the uniform discretionary step size. An illustrative example is given to demonstrate the effectiveness of the obtained results
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...
Elliott, Thomas J.; Gu, Mile
2018-03-01
Continuous-time stochastic processes pervade everyday experience, and the simulation of models of these processes is of great utility. Classical models of systems operating in continuous-time must typically track an unbounded amount of information about past behaviour, even for relatively simple models, enforcing limits on precision due to the finite memory of the machine. However, quantum machines can require less information about the past than even their optimal classical counterparts to simulate the future of discrete-time processes, and we demonstrate that this advantage extends to the continuous-time regime. Moreover, we show that this reduction in the memory requirement can be unboundedly large, allowing for arbitrary precision even with a finite quantum memory. We provide a systematic method for finding superior quantum constructions, and a protocol for analogue simulation of continuous-time renewal processes with a quantum machine.
International Nuclear Information System (INIS)
Huo Haifeng; Li Wantong
2009-01-01
This paper is concerned with the global stability characteristics of a system of equations modelling the dynamics of continuous-time bidirectional associative memory neural networks with impulses. Sufficient conditions which guarantee the existence of a unique equilibrium and its exponential stability of the networks are obtained. For the goal of computation, discrete-time analogues of the corresponding continuous-time bidirectional associative memory neural networks with impulses are also formulated and studied. Our results show that the above continuous-time and discrete-time systems with impulses preserve the dynamics of the networks without impulses when we make some modifications and impose some additional conditions on the systems, the convergence characteristics dynamics of the networks are preserved by both continuous-time and discrete-time systems with some restriction imposed on the impulse effect.
Elastic LiDAR Fusion: Dense Map-Centric Continuous-Time SLAM
Park, Chanoh; Moghadam, Peyman; Kim, Soohwan; Elfes, Alberto; Fookes, Clinton; Sridharan, Sridha
2017-01-01
The concept of continuous-time trajectory representation has brought increased accuracy and efficiency to multi-modal sensor fusion in modern SLAM. However, regardless of these advantages, its offline property caused by the requirement of global batch optimization is critically hindering its relevance for real-time and life-long applications. In this paper, we present a dense map-centric SLAM method based on a continuous-time trajectory to cope with this problem. The proposed system locally f...
Exploratory Study for Continuous-time Parameter Estimation of Ankle Dynamics
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.
Computer processing of the scintigraphic image using digital filtering techniques
International Nuclear Information System (INIS)
Matsuo, Michimasa
1976-01-01
The theory of digital filtering was studied as a method for the computer processing of scintigraphic images. The characteristics and design techniques of finite impulse response (FIR) digital filters with linear phases were examined using the z-transform. The conventional data processing method, smoothing, could be recognized as one kind of linear phase FIR low-pass digital filtering. Ten representatives of FIR low-pass digital filters with various cut-off frequencies were scrutinized from the frequency domain in one-dimension and two-dimensions. These filters were applied to phantom studies with cold targets, using a Scinticamera-Minicomputer on-line System. These studies revealed that the resultant images had a direct connection with the magnitude response of the filter, that is, they could be estimated fairly well from the frequency response of the digital filter used. The filter, which was estimated from phantom studies as optimal for liver scintigrams using 198 Au-colloid, was successfully applied in clinical use for detecting true cold lesions and, at the same time, for eliminating spurious images. (J.P.N.)
Finite differences with exponential filtering in the calculation of reactivity
International Nuclear Information System (INIS)
Suescun Diaz, Daniel; Senra Martinez, Aquilino
2010-01-01
A formulation for the calculation of reactivity using a recursive process is presented in this paper, as well as the treatment to reduce noise intensity that is found in the nuclear power signal. Using the history of nuclear power considered as the memory of such power and the filter exponentially adjusted with the least squares method, it is possible to reduce the nuclear power fluctuations without causing attenuation for the calculation of reactivity and with a smaller delay than that for low-pass filter of first order delay filter. (orig.)
Finite differences with exponential filtering in the calculation of reactivity
Energy Technology Data Exchange (ETDEWEB)
Suescun Diaz, Daniel; Senra Martinez, Aquilino [Universidade Federal do Rio de Janeiro (UFRJ), RJ (Brazil). COPPE - Programa de Engenharia Nuclear
2010-08-15
A formulation for the calculation of reactivity using a recursive process is presented in this paper, as well as the treatment to reduce noise intensity that is found in the nuclear power signal. Using the history of nuclear power considered as the memory of such power and the filter exponentially adjusted with the least squares method, it is possible to reduce the nuclear power fluctuations without causing attenuation for the calculation of reactivity and with a smaller delay than that for low-pass filter of first order delay filter. (orig.)
Robust model predictive control for constrained continuous-time nonlinear systems
Sun, Tairen; Pan, Yongping; Zhang, Jun; Yu, Haoyong
2018-02-01
In this paper, a robust model predictive control (MPC) is designed for a class of constrained continuous-time nonlinear systems with bounded additive disturbances. The robust MPC consists of a nonlinear feedback control and a continuous-time model-based dual-mode MPC. The nonlinear feedback control guarantees the actual trajectory being contained in a tube centred at the nominal trajectory. The dual-mode MPC is designed to ensure asymptotic convergence of the nominal trajectory to zero. This paper extends current results on discrete-time model-based tube MPC and linear system model-based tube MPC to continuous-time nonlinear model-based tube MPC. The feasibility and robustness of the proposed robust MPC have been demonstrated by theoretical analysis and applications to a cart-damper springer system and a one-link robot manipulator.
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...... 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...
STATISTICAL ANALYSIS OF NOTATIONAL AFL DATA USING CONTINUOUS TIME MARKOV CHAINS
Directory of Open Access Journals (Sweden)
Denny Meyer
2006-12-01
Full Text Available 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
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
Frequency domain image filtering using cuda
International Nuclear Information System (INIS)
Rajput, M.A.; Khan, U.A.
2014-01-01
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., Butter worth, 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. (author)
Relative entropy and waiting time for continuous-time Markov processes
Chazottes, J.R.; Giardinà, C.; Redig, F.H.J.
2006-01-01
For discrete-time stochastic processes, there is a close connection between return (resp. waiting) times and entropy (resp. relative entropy). Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one needs a reference measure on
Wang, Jun; Liang, Jin-Rong; Lv, Long-Jin; Qiu, Wei-Yuan; Ren, Fu-Yao
2012-02-01
In this paper, we study the problem of continuous time option pricing with transaction costs by using the homogeneous subdiffusive fractional Brownian motion (HFBM) Z(t)=X(Sα(t)), 0transaction costs of replicating strategies. We also give the total transaction costs.
From discrete-time models to continuous-time, asynchronous modeling of financial markets
Boer, Katalin; Kaymak, Uzay; Spiering, Jaap
2007-01-01
Most 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 modeling of financial markets. We study the behavior of a learning market maker in a market with information
From Discrete-Time Models to Continuous-Time, Asynchronous Models of Financial Markets
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
A sixth-order continuous-time bandpass sigma-delta modulator for digital radio IF
Engelen, van J.A.E.P.; Plassche, van de R.J.; Stikvoort, E.F.; Venes, A.G.W.
1999-01-01
This paper presents a sixth-order continuous-time bandpass sigma-delta modulator (SDM) for analog-to-digital conversion of intermediate-frequency signals. An important aspect in the design of this SDM is the stability analysis using the describing function method. The key to the analysis is the
Stylised facts of financial time series and hidden Markov models in continuous time
DEFF Research Database (Denmark)
Nystrup, Peter; Madsen, Henrik; Lindström, Erik
2015-01-01
presents an extension to continuous time where it is possible to increase the number of states with a linear rather than quadratic growth in the number of parameters. The possibility of increasing the number of states leads to a better fit to both the distributional and temporal properties of daily returns....
Computing continuous-time Markov chains as transformers of unbounded observables
DEFF Research Database (Denmark)
Danos, Vincent; Heindel, Tobias; Garnier, Ilias
2017-01-01
The paper studies continuous-time Markov chains (CTMCs) as transformers of real-valued functions on their state space, considered as generalised predicates and called observables. Markov chains are assumed to take values in a countable state space S; observables f: S → ℝ may be unbounded...
Delsing, M.J.M.H.; Oud, J.H.L.; Bruyn, E.E.J. De
2005-01-01
In family research, bidirectional influences between the family and the individual are usually analyzed in discrete time. Results from discrete time analysis, however, have been shown to be highly dependent on the length of the observation interval. Continuous time analysis using stochastic
Measurement of average continuous-time structure of a bond and ...
African Journals Online (AJOL)
The expected continuous-time structure of a bond and bond's interest rate risk in an investment settings was studied. We determined the expected number of years an investor or manager will wait until the stock comes to maturity. The expected principal amount to be paid back per stock at time 't' was determined, while ...
Lyapunov stability robust analysis and robustness design for linear continuous-time systems
Luo, J.S.; Johnson, A.; Bosch, van den P.P.J.
1995-01-01
The linear continuous-time systems to be discussed are described by state space models with structured time-varying uncertainties. First, the explicit maximal perturbation bound for maintaining quadratic Lyapunov stability of the closed-loop systems is presented. Then, a robust design method is
Continuous-time random walk as a guide to fractional Schroedinger equation
International Nuclear Information System (INIS)
Lenzi, E. K.; Ribeiro, H. V.; Mukai, H.; Mendes, R. S.
2010-01-01
We argue that the continuous-time random walk approach may be a useful guide to extend the Schroedinger equation in order to incorporate nonlocal effects, avoiding the inconsistencies raised by Jeng et al. [J. Math. Phys. 51, 062102 (2010)]. As an application, we work out a free particle in a half space, obtaining the time dependent solution by considering an arbitrary initial condition.
van Rosmalen, Joost; Toy, Mehlika; O'Mahony, James F
2013-08-01
Markov models are a simple and powerful tool for analyzing the health and economic effects of health care interventions. These models are usually evaluated in discrete time using cohort analysis. The use of discrete time assumes that changes in health states occur only at the end of a cycle period. Discrete-time Markov models only approximate the process of disease progression, as clinical events typically occur in continuous time. The approximation can yield biased cost-effectiveness estimates for Markov models with long cycle periods and if no half-cycle correction is made. The purpose of this article is to present an overview of methods for evaluating Markov models in continuous time. These methods use mathematical results from stochastic process theory and control theory. The methods are illustrated using an applied example on the cost-effectiveness of antiviral therapy for chronic hepatitis B. The main result is a mathematical solution for the expected time spent in each state in a continuous-time Markov model. It is shown how this solution can account for age-dependent transition rates and discounting of costs and health effects, and how the concept of tunnel states can be used to account for transition rates that depend on the time spent in a state. The applied example shows that the continuous-time model yields more accurate results than the discrete-time model but does not require much computation time and is easily implemented. In conclusion, continuous-time Markov models are a feasible alternative to cohort analysis and can offer several theoretical and practical advantages.
A continuous-time sigma delta ADC with increased immunity to wide-band interferers
Philips, K.J.P.; Nuijten, P.A.C.M.; Roovers, R.L.J.; Roermund, van A.H.M.; Munoz Chavero, F.; Tejero Pallarés, M.; Torralba, A.
2004-01-01
Receivers are being digitized in a quest for flexibility. Analog filters and programmable gain stages are being exchanged for digital processing at the price of a very challenging ADC. This paper presents an alternative solution where the filter and programmable gain functionality is integrated into
A highly linear baseband Gm—C filter for WLAN application
Lijun, Yang; Zheng, Gong; Yin, Shi; Zhiming, Chen
2011-09-01
A low voltage, highly linear transconductan—C (Gm—C) low-pass filter for wireless local area network (WLAN) transceiver application is proposed. This transmitter (Tx) filter adopts a 9.8 MHz 3rd-order Chebyshev low pass prototype and achieves 35 dB stop-band attenuation at 30 MHz frequency. By utilizing pseudo-differential linear-region MOS transconductors, the filter IIP3 is measured to be as high as 9.5 dBm. Fabricated in a 0.35 μm standard CMOS technology, the proposed filter chip occupies a 0.41 × 0.17 mm2 die area and consumes 3.36 mA from a 3.3-V power supply.
A highly linear baseband Gm-C filter for WLAN application
International Nuclear Information System (INIS)
Yang Lijun; Chen Zhiming; Gong Zheng; Shi Yin
2011-01-01
A low voltage, highly linear transconductan-C (G m -C) low-pass filter for wireless local area network (WLAN) transceiver application is proposed. This transmitter (Tx) filter adopts a 9.8 MHz 3rd-order Chebyshev low pass prototype and achieves 35 dB stop-band attenuation at 30 MHz frequency. By utilizing pseudo-differential linear-region MOS transconductors, the filter IIP 3 is measured to be as high as 9.5 dBm. Fabricated in a 0.35 μm standard CMOS technology, the proposed filter chip occupies a 0.41 x 0.17 mm 2 die area and consumes 3.36 mA from a 3.3-V power supply. (semiconductor integrated circuits)
A highly linear baseband G{sub m}-C filter for WLAN application
Energy Technology Data Exchange (ETDEWEB)
Yang Lijun; Chen Zhiming [Department of Electronic Engineering, Xi' an University of Technology, Xi' an 710048 (China); Gong Zheng; Shi Yin, E-mail: ljyang@sci-inc.com.cn [Suzhou-CAS Semiconductors Integrated Technology Research Center, Suzhou 215021 (China)
2011-09-15
A low voltage, highly linear transconductan-C (G{sub m}-C) low-pass filter for wireless local area network (WLAN) transceiver application is proposed. This transmitter (Tx) filter adopts a 9.8 MHz 3rd-order Chebyshev low pass prototype and achieves 35 dB stop-band attenuation at 30 MHz frequency. By utilizing pseudo-differential linear-region MOS transconductors, the filter IIP{sub 3} is measured to be as high as 9.5 dBm. Fabricated in a 0.35 {mu}m standard CMOS technology, the proposed filter chip occupies a 0.41 x 0.17 mm{sup 2} die area and consumes 3.36 mA from a 3.3-V power supply. (semiconductor integrated circuits)
Continuous-Time Classical and Quantum Random Walk on Direct Product of Cayley Graphs
International Nuclear Information System (INIS)
Salimi, S.; Jafarizadeh, M. A.
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 K n , 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. (general)
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.......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...
Anticontrol of chaos in continuous-time systems via time-delay feedback.
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.
The continuous time random walk, still trendy: fifty-year history, state of art and outlook
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 [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.
Fermion bag approach to Hamiltonian lattice field theories in continuous time
Huffman, Emilie; Chandrasekharan, Shailesh
2017-12-01
We extend the idea of fermion bags to Hamiltonian lattice field theories in the continuous time formulation. Using a class of models we argue that the temperature is a parameter that splits the fermion dynamics into small spatial regions that can be used to identify fermion bags. Using this idea we construct a continuous time quantum Monte Carlo algorithm and compute critical exponents in the 3 d Ising Gross-Neveu universality class using a single flavor of massless Hamiltonian staggered fermions. We find η =0.54 (6 ) and ν =0.88 (2 ) using lattices up to N =2304 sites. We argue that even sizes up to N =10 ,000 sites should be accessible with supercomputers available today.
Continuous-Time Random Walk with multi-step memory: an application to market dynamics
Gubiec, Tomasz; Kutner, Ryszard
2017-11-01
An extended version of the Continuous-Time Random Walk (CTRW) model with memory is herein developed. This memory involves the dependence between arbitrary number of successive jumps of the process while waiting times between jumps are considered as i.i.d. random variables. This dependence was established analyzing empirical histograms for the stochastic process of a single share price on a market within the high frequency time scale. Then, it was justified theoretically by considering bid-ask bounce mechanism containing some delay characteristic for any double-auction market. Our model appeared exactly analytically solvable. Therefore, it enables a direct comparison of its predictions with their empirical counterparts, for instance, with empirical velocity autocorrelation function. Thus, the present research significantly extends capabilities of the CTRW formalism. 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.
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....
Mean-variance Optimal Reinsurance-investment Strategy in Continuous Time
Directory of Open Access Journals (Sweden)
Daheng Peng
2017-10-01
Full Text Available In this paper, Lagrange method is used to solve the continuous-time mean-variance reinsurance-investment problem. Proportional reinsurance, multiple risky assets and risk-free asset are considered synthetically in the optimal strategy for insurers. By solving the backward stochastic differential equation for the Lagrange multiplier, we get the mean-variance optimal reinsurance-investment strategy and its effective frontier in explicit forms.
Continuous time Boolean modeling for biological signaling: application of Gillespie algorithm.
Stoll, Gautier; Viara, Eric; Barillot, Emmanuel; Calzone, Laurence
2012-01-01
Abstract Mathematical modeling is used as a Systems Biology tool to answer biological questions, and more precisely, to validate a network that describes biological observations and predict the effect of perturbations. This article presents an algorithm for modeling biological networks in a discrete framework with continuous time. Background There exist two major types of mathematical modeling approaches: (1) quantitative modeling, representing various chemical species concentrations by real...
On properties of continuous-time random walks with non-Poissonian jump-times
International Nuclear Information System (INIS)
Villarroel, Javier; Montero, Miquel
2009-01-01
The usual development of the continuous-time random walk (CTRW) proceeds by assuming that the present is one of the jumping times. Under this restrictive assumption integral equations for the propagator and mean escape times have been derived. We generalize these results to the case when the present is an arbitrary time by recourse to renewal theory. The case of Erlang distributed times is analyzed in detail. Several concrete examples are considered.
Time inconsistency and reputation in monetary policy: a strategic model in continuous time
Li, Jingyuan; Tian, Guoqiang
2005-01-01
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 sequen...
Global dissipativity of continuous-time recurrent neural networks with time delay
International Nuclear Information System (INIS)
Liao Xiaoxin; Wang Jun
2003-01-01
This paper addresses the global dissipativity of a general class of continuous-time recurrent neural networks. First, the concepts of global dissipation and global exponential dissipation are defined and elaborated. Next, the sets of global dissipativity and global exponentially dissipativity are characterized using the parameters of recurrent neural network models. In particular, it is shown that the Hopfield network and cellular neural networks with or without time delays are dissipative systems
Directory of Open Access Journals (Sweden)
Y. Saiki
2007-09-01
Full Text Available An infinite number of unstable periodic orbits (UPOs are embedded in a chaotic system which models some complex phenomenon. Several algorithms which extract UPOs numerically from continuous-time chaotic systems have been proposed. In this article the damped Newton-Raphson-Mees algorithm is reviewed, and some important techniques and remarks concerning the practical numerical computations are exemplified by employing the Lorenz system.
A continuous time model of the bandwagon effect in collective action
Arieh Gavious; Shlomo Mizrahi
2001-01-01
The paper offers a complex and systematic model of the bandwagon effect in collective action using continuous time equations. The model treats the bandwagon effect as a process influenced by ratio between the mobilization efforts of social activists and the resources invested by the government to counteract this activity. The complex modeling approach makes it possible to identify the conditions for specific types of the bandwagon effect, and determines the scope of that effect. Relying on ce...
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....
Directory of Open Access Journals (Sweden)
Hajnalka Péics
2016-08-01
Full Text Available The asymptotic behavior of solutions of the system of difference equations with continuous time and lag function between two known real functions is studied. The cases when the lag function is between two linear delay functions, between two power delay functions and between two constant delay functions are observed and illustrated by examples. The asymptotic estimates of solutions of the considered system are obtained.
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.
Physical time scale in kinetic Monte Carlo simulations of continuous-time Markov chains.
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.
Correlated continuous-time random walks—scaling limits and Langevin picture
International Nuclear Information System (INIS)
Magdziarz, Marcin; Metzler, Ralf; Szczotka, Wladyslaw; Zebrowski, Piotr
2012-01-01
In this paper we analyze correlated continuous-time random walks introduced recently by Tejedor and Metzler (2010 J. Phys. A: Math. Theor. 43 082002). We obtain the Langevin equations associated with this process and the corresponding scaling limits of their solutions. We prove that the limit processes are self-similar and display anomalous dynamics. Moreover, we extend the model to include external forces. Our results are confirmed by Monte Carlo simulations
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.
Global stabilization of linear continuous time-varying systems with bounded controls
International Nuclear Information System (INIS)
Phat, V.N.
2004-08-01
This paper deals with the problem of global stabilization of a class of linear continuous time-varying systems with bounded controls. Based on the controllability of the nominal system, a sufficient condition for the global stabilizability is proposed without solving any Riccati differential equation. Moreover, we give sufficient conditions for the robust stabilizability of perturbation/uncertain linear time-varying systems with bounded controls. (author)
Mean-variance Optimal Reinsurance-investment Strategy in Continuous Time
Daheng Peng; Fang Zhang
2017-01-01
In this paper, Lagrange method is used to solve the continuous-time mean-variance reinsurance-investment problem. Proportional reinsurance, multiple risky assets and risk-free asset are considered synthetically in the optimal strategy for insurers. By solving the backward stochastic differential equation for the Lagrange multiplier, we get the mean-variance optimal reinsurance-investment strategy and its effective frontier in explicit forms.
Continuous-Time Mean-Variance Portfolio Selection under the CEV Process
Ma, Hui-qiang
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...
Investigation of continuous-time quantum walk via modules of Bose-Mesner and Terwilliger algebras
International Nuclear Information System (INIS)
Jafarizadeh, M A; Salimi, S
2006-01-01
The continuous-time quantum walk on the underlying graphs of association schemes has been studied, via the algebraic combinatorics structures of association schemes, namely semi-simple modules of their Bose-Mesner and Terwilliger algebras. It is shown that the Terwilliger algebra stratifies the graph into a (d + 1) disjoint union of strata which is different from the stratification based on distance, except for distance regular graphs. In underlying graphs of association schemes, the probability amplitudes and average probabilities are given in terms of dual eigenvalues of association schemes, such that the amplitudes of observing the continuous-time quantum walk on all sites belonging to a given stratum are the same, therefore there are at most (d + 1) different observing probabilities. The importance of association scheme in continuous-time quantum walk is shown by some worked out examples such as arbitrary finite group association schemes followed by symmetric S n , Dihedral D 2m and cyclic groups. At the end it is shown that the highest irreducible representations of Terwilliger algebras pave the way to use the spectral distributions method of Jafarizadeh and Salimi (2005 Preprint quant-ph/0510174) in studying quantum walk on some rather important graphs called distance regular graphs
A new continuous-time formulation for scheduling crude oil operations
International Nuclear Information System (INIS)
Reddy, P. Chandra Prakash; Karimi, I.A.; Srinivasan, R.
2004-01-01
In today's competitive business climate characterized by uncertain oil markets, responding effectively and speedily to market forces, while maintaining reliable operations, is crucial to a refinery's bottom line. Optimal crude oil scheduling enables cost reduction by using cheaper crudes intelligently, minimizing crude changeovers, and avoiding ship demurrage. So far, only discrete-time formulations have stood up to the challenge of this important, nonlinear problem. A continuous-time formulation would portend numerous advantages, however, existing work in this area has just begun to scratch the surface. In this paper, we present the first complete continuous-time mixed integer linear programming (MILP) formulation for the short-term scheduling of operations in a refinery that receives crude from very large crude carriers via a high-volume single buoy mooring pipeline. This novel formulation accounts for real-world operational practices. We use an iterative algorithm to eliminate the crude composition discrepancy that has proven to be the Achilles heel for existing formulations. While it does not guarantee global optimality, the algorithm needs only MILP solutions and obtains excellent maximum-profit schedules for industrial problems with up to 7 days of scheduling horizon. We also report the first comparison of discrete- vs. continuous-time formulations for this complex problem. (Author)
Optimal control of nonlinear continuous-time systems in strict-feedback form.
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.
Simulating continuous-time Hamiltonian dynamics by way of a discrete-time quantum walk
International Nuclear Information System (INIS)
Schmitz, A.T.; Schwalm, W.A.
2016-01-01
Much effort has been made to connect the continuous-time and discrete-time quantum walks. We present a method for making that connection for a general graph Hamiltonian on a bigraph. Furthermore, such a scheme may be adapted for simulating discretized quantum models on a quantum computer. A coin operator is found for the discrete-time quantum walk which exhibits the same dynamics as the continuous-time evolution. Given the spectral decomposition of the graph Hamiltonian and certain restrictions, the discrete-time evolution is solved for explicitly and understood at or near important values of the parameters. Finally, this scheme is connected to past results for the 1D chain. - Highlights: • A discrete-time quantum walk is purposed which approximates a continuous-time quantum walk. • The purposed quantum walk could be used to simulate Hamiltonian dynamics on a quantum computer. • Given the spectra decomposition of the Hamiltonian, the quantum walk is solved explicitly. • The method is demonstrated and connected to previous work done on the 1D chain.
Generalization bounds of ERM-based learning processes for continuous-time Markov chains.
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.
A New Continuous-Time Equality-Constrained Optimization to Avoid Singularity.
Quan, Quan; Cai, Kai-Yuan
2016-02-01
In equality-constrained optimization, a standard regularity assumption is often associated with feasible point methods, namely, that the gradients of constraints are linearly independent. In practice, the regularity assumption may be violated. In order to avoid such a singularity, a new projection matrix is proposed based on which a feasible point method to continuous-time, equality-constrained optimization is developed. First, the equality constraint is transformed into a continuous-time dynamical system with solutions that always satisfy the equality constraint. Second, a new projection matrix without singularity is proposed to realize the transformation. An update (or say a controller) is subsequently designed to decrease the objective function along the solutions of the transformed continuous-time dynamical system. The invariance principle is then applied to analyze the behavior of the solution. Furthermore, the proposed method is modified to address cases in which solutions do not satisfy the equality constraint. Finally, the proposed optimization approach is applied to three examples to demonstrate its effectiveness.
Implementation of linear filters for iterative penalized maximum likelihood SPECT reconstruction
International Nuclear Information System (INIS)
Liang, Z.
1991-01-01
This paper reports on six low-pass linear filters applied in frequency space implemented for iterative penalized maximum-likelihood (ML) SPECT image reconstruction. The filters implemented were the Shepp-Logan filter, the Butterworth filer, the Gaussian filter, the Hann filter, the Parzen filer, and the Lagrange filter. The low-pass filtering was applied in frequency space to projection data for the initial estimate and to the difference of projection data and reprojected data for higher order approximations. The projection data were acquired experimentally from a chest phantom consisting of non-uniform attenuating media. All the filters could effectively remove the noise and edge artifacts associated with ML approach if the frequency cutoff was properly chosen. The improved performance of the Parzen and Lagrange filters relative to the others was observed. The best image, by viewing its profiles in terms of noise-smoothing, edge-sharpening, and contrast, was the one obtained with the Parzen filter. However, the Lagrange filter has the potential to consider the characteristics of detector response function
Inverter Output Filter Effect on PWM Motor Drives of a Flywheel Energy Storage System
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.
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.
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.
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...
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...... classes of models. We illustrate the algorithm simulating both the stochastic neoclassical growth model and the Lucas model under Poisson uncertainty which is motivated by the Barro-Rietz rare disaster hypothesis. We find that, even for non-linear policy functions, the maximum (absolute) error is very...
On the rate of convergence in von Neumann's ergodic theorem with continuous time
International Nuclear Information System (INIS)
Kachurovskii, A G; Reshetenko, Anna V
2010-01-01
The rate of convergence in von Neumann's mean ergodic theorem is studied for continuous time. The condition that the rate of convergence of the ergodic averages be of power-law type is shown to be equivalent to requiring that the spectral measure of the corresponding dynamical system have a power-type singularity at 0. This forces the estimates for the convergence rate in the above ergodic theorem to be necessarily spectral. All the results obtained have obvious exact analogues for wide-sense stationary processes. Bibliography: 7 titles.
Continuous-Time Mean-Variance Portfolio Selection with Random Horizon
International Nuclear Information System (INIS)
Yu, Zhiyong
2013-01-01
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
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.
Finite-Time Stability and Controller Design of Continuous-Time Polynomial Fuzzy Systems
Directory of Open Access Journals (Sweden)
Xiaoxing Chen
2017-01-01
Full Text Available Finite-time stability and stabilization problem is first investigated for continuous-time polynomial fuzzy systems. The concept of finite-time stability and stabilization is given for polynomial fuzzy systems based on the idea of classical references. A sum-of-squares- (SOS- based approach is used to obtain the finite-time stability and stabilization conditions, which include some classical results as special cases. The proposed conditions can be solved with the help of powerful Matlab toolbox SOSTOOLS and a semidefinite-program (SDP solver. Finally, two numerical examples and one practical example are employed to illustrate the validity and effectiveness of the provided conditions.
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 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...... with discrete time processes in the setting of the present paper as well as other spatial-temporal situations....
A Continuous-Time Agency Model of Optimal Contracting and Capital Structure
Peter M. DeMarzo; Yuliy Sannikov
2004-01-01
We consider a principal-agent model in which the agent needs to raise capital from the principal to finance a project. Our model is based on DeMarzo and Fishman (2003), except that the agent's cash flows are given by a Brownian motion with drift in continuous time. The difficulty in writing an appropriate financial contract in this setting is that the agent can conceal and divert cash flows for his own consumption rather than pay back the principal. Alternatively, the agent may reduce the mea...
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...
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.
Continuous-time digital front-ends for multistandard wireless transmission
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...
Voelkle, Manuel C; Oud, Johan H L
2013-02-01
When designing longitudinal studies, researchers often aim at equal intervals. In practice, however, this goal is hardly ever met, with different time intervals between assessment waves and different time intervals between individuals being more the rule than the exception. One of the reasons for the introduction of continuous time models by means of structural equation modelling has been to deal with irregularly spaced assessment waves (e.g., Oud & Delsing, 2010). In the present paper we extend the approach to individually varying time intervals for oscillating and non-oscillating processes. In addition, we show not only that equal intervals are unnecessary but also that it can be advantageous to use unequal sampling intervals, in particular when the sampling rate is low. Two examples are provided to support our arguments. In the first example we compare a continuous time model of a bivariate coupled process with varying time intervals to a standard discrete time model to illustrate the importance of accounting for the exact time intervals. In the second example the effect of different sampling intervals on estimating a damped linear oscillator is investigated by means of a Monte Carlo simulation. We conclude that it is important to account for individually varying time intervals, and encourage researchers to conceive of longitudinal studies with different time intervals within and between individuals as an opportunity rather than a problem. © 2012 The British Psychological Society.
Relay selection in cooperative communication systems over continuous time-varying fading channel
Directory of Open Access Journals (Sweden)
Ke Geng
2017-02-01
Full Text Available In this paper, we study relay selection under outdated channel state information (CSI in a decode-and-forward (DF cooperative system. Unlike previous researches on cooperative communication under outdated CSI, we consider that the channel varies continuously over time, i.e., the channel not only changes between relay selection and data transmission but also changes during data transmission. Thus the level of accuracy of the CSI used in relay selection degrades with data transmission. We first evaluate the packet error rate (PER of the cooperative system under continuous time-varying fading channel, and find that the PER performance deteriorates more seriously under continuous time-varying fading channel than when the channel is assumed to be constant during data transmission. Then, we propose a repeated relay selection (RRS strategy to improve the PER performance, in which the forwarded data is divided into multiple segments and relay is reselected before the transmission of each segment based on the updated CSI. Finally, we propose a combined relay selection (CRS strategy which takes advantage of three different relay selection strategies to further mitigate the impact of outdated CSI.
Gatto, Riccardo
2017-12-01
This article considers the random walk over Rp, with p ≥ 2, where a given particle starts at the origin and moves stepwise with uniformly distributed step directions and step lengths following a common distribution. Step directions and step lengths are independent. The case where the number of steps of the particle is fixed and the more general case where it follows an independent continuous time inhomogeneous counting process are considered. Saddlepoint approximations to the distribution of the distance from the position of the particle to the origin are provided. Despite the p-dimensional nature of the random walk, the computations of the saddlepoint approximations are one-dimensional and thus simple. Explicit formulae are derived with dimension p = 3: for uniformly and exponentially distributed step lengths, for fixed and for Poisson distributed number of steps. In these situations, the high accuracy of the saddlepoint approximations is illustrated by numerical comparisons with Monte Carlo simulation. 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.
Directory of Open Access Journals (Sweden)
Y. A. Bladyko
2010-01-01
Full Text Available The paper contains definition of a smoothing factor which is suitable for any rectifier filter. The formulae of complex smoothing factors have been developed for simple and complex passive filters. The paper shows conditions for application of calculation formulae and filters.
Continuous time random walk: Galilei invariance and relation for the nth moment
International Nuclear Information System (INIS)
Fa, Kwok Sau
2011-01-01
We consider a decoupled continuous time random walk model with a generic waiting time probability density function (PDF). For the force-free case we derive an integro-differential diffusion equation which is related to the Galilei invariance for the probability density. We also derive a general relation which connects the nth moment in the presence of any external force to the second moment without external force, i.e. it is valid for any waiting time PDF. This general relation includes the generalized second Einstein relation, which connects the first moment in the presence of any external force to the second moment without any external force. These expressions for the first two moments are verified by using several kinds of the waiting time PDF. Moreover, we present new anomalous diffusion behaviours for a waiting time PDF given by a product of power-law and exponential function.
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.
Stabilization of Continuous-Time Random Switching Systems via a Fault-Tolerant Controller
Directory of Open Access Journals (Sweden)
Guoliang Wang
2017-01-01
Full Text Available This paper focuses on the stabilization problem of continuous-time random switching systems via exploiting a fault-tolerant controller, where the dwell time of each subsystem consists of a fixed part and random part. It is known from the traditional design methods that the computational complexity of LMIs related to the quantity of fault combination is very large; particularly system dimension or amount of subsystems is large. In order to reduce the number of the used fault combinations, new sufficient LMI conditions for designing such a controller are established by a robust approach, which are fault-free and could be solved directly. Moreover, the fault-tolerant stabilization realized by a mode-independent controller is considered and suitably applied to a practical case without mode information. Finally, a numerical example is used to demonstrate the effectiveness and superiority of the proposed methods.
New readout integrated circuit using continuous time fixed pattern noise correction
Dupont, Bertrand; Chammings, G.; Rapellin, G.; Mandier, C.; Tchagaspanian, M.; Dupont, Benoit; Peizerat, A.; Yon, J. J.
2008-04-01
LETI has been involved in IRFPA development since 1978; the design department (LETI/DCIS) has focused its work on new ROIC architecture since many years. The trend is to integrate advanced functions into the CMOS design to achieve cost efficient sensors production. Thermal imaging market is today more and more demanding of systems with instant ON capability and low power consumption. The purpose of this paper is to present the latest developments of fixed pattern noise continuous time correction. Several architectures are proposed, some are based on hardwired digital processing and some are purely analog. Both are using scene based algorithms. Moreover a new method is proposed for simultaneous correction of pixel offsets and sensitivities. In this scope, a new architecture of readout integrated circuit has been implemented; this architecture is developed with 0.18μm CMOS technology. The specification and the application of the ROIC are discussed in details.
A toolbox for safety instrumented system evaluation based on improved continuous-time Markov chain
Wardana, Awang N. I.; Kurniady, Rahman; Pambudi, Galih; Purnama, Jaka; Suryopratomo, Kutut
2017-08-01
Safety instrumented system (SIS) is designed to restore a plant into a safe condition when pre-hazardous event is occur. It has a vital role especially in process industries. A SIS shall be meet with safety requirement specifications. To confirm it, SIS shall be evaluated. Typically, the evaluation is calculated by hand. This paper presents a toolbox for SIS evaluation. It is developed based on improved continuous-time Markov chain. The toolbox supports to detailed approach of evaluation. This paper also illustrates an industrial application of the toolbox to evaluate arch burner safety system of primary reformer. The results of the case study demonstrates that the toolbox can be used to evaluate industrial SIS in detail and to plan the maintenance strategy.
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.
Impulsive Control for Continuous-Time Markov Decision Processes: A Linear Programming Approach
Energy Technology Data Exchange (ETDEWEB)
Dufour, F., E-mail: dufour@math.u-bordeaux1.fr [Bordeaux INP, IMB, UMR CNRS 5251 (France); Piunovskiy, A. B., E-mail: piunov@liv.ac.uk [University of Liverpool, Department of Mathematical Sciences (United Kingdom)
2016-08-15
In this paper, we investigate an optimization problem for continuous-time Markov decision processes with both impulsive and continuous controls. We consider the so-called constrained problem where the objective of the controller is to minimize a total expected discounted optimality criterion associated with a cost rate function while keeping other performance criteria of the same form, but associated with different cost rate functions, below some given bounds. Our model allows multiple impulses at the same time moment. The main objective of this work is to study the associated linear program defined on a space of measures including the occupation measures of the controlled process and to provide sufficient conditions to ensure the existence of an optimal control.
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.
Offset-Free Direct Power Control of DFIG Under Continuous-Time Model Predictive Control
DEFF Research Database (Denmark)
Errouissi, Rachid; Al-Durra, Ahmed; Muyeen, S.M.
2017-01-01
This paper presents a robust continuous-time model predictive direct power control for doubly fed induction generator (DFIG). The proposed approach uses Taylor series expansion to predict the stator current in the synchronous reference frame over a finite time horizon. The predicted stator current...... is directly used to compute the required rotor voltage in order to minimize the difference between the actual stator currents and their references over the predictive time. However, as the proposed strategy is sensitive to parameter variations and external disturbances, a disturbance observer is embedded...... into the control loop to remove the steady-state error of the stator current. It turns out that the steady-state and the transient performances can be identified by simple design parameters. In this paper, the reference of the stator current is directly calculated from the desired stator active and reactive powers...
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.
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.
An approach to the drone fleet survivability assessment based on a stochastic continues-time model
Kharchenko, Vyacheslav; Fesenko, Herman; Doukas, Nikos
2017-09-01
An approach and the algorithm to the drone fleet survivability assessment based on a stochastic continues-time model are proposed. The input data are the number of the drones, the drone fleet redundancy coefficient, the drone stability and restoration rate, the limit deviation from the norms of the drone fleet recovery, the drone fleet operational availability coefficient, the probability of the drone failure-free operation, time needed for performing the required tasks by the drone fleet. The ways for improving the recoverable drone fleet survivability taking into account amazing factors of system accident are suggested. Dependencies of the drone fleet survivability rate both on the drone stability and the number of the drones are analysed.
Stochastic Games for Continuous-Time Jump Processes Under Finite-Horizon Payoff Criterion
International Nuclear Information System (INIS)
Wei, Qingda; Chen, Xian
2016-01-01
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.
Continuous-time random walks with reset events. Historical background and new perspectives
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.
Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
International Nuclear Information System (INIS)
Zhou, X.Y.; Li, D.
2000-01-01
This paper is concerned with a continuous-time mean-variance portfolio selection model that is formulated as a bicriteria optimization problem. The objective is to maximize the expected terminal return and minimize the variance of the terminal wealth. By putting weights on the two criteria one obtains a single objective stochastic control problem which is however not in the standard form due to the variance term involved. It is shown that this nonstandard problem can be 'embedded' into a class of auxiliary stochastic linear-quadratic (LQ) problems. The stochastic LQ control model proves to be an appropriate and effective framework to study the mean-variance problem in light of the recent development on general stochastic LQ problems with indefinite control weighting matrices. This gives rise to the efficient frontier in a closed form for the original portfolio selection problem
Esfandiari, Kasra; Abdollahi, Farzaneh; Talebi, Heidar Ali
2017-09-01
In this paper, an identifier-critic structure is introduced to find an online near-optimal controller for continuous-time nonaffine nonlinear systems having saturated control signal. By employing two Neural Networks (NNs), the solution of Hamilton-Jacobi-Bellman (HJB) equation associated with the cost function is derived without requiring a priori knowledge about system dynamics. Weights of the identifier and critic NNs are tuned online and simultaneously such that unknown terms are approximated accurately and the control signal is kept between the saturation bounds. The convergence of NNs' weights, identification error, and system states is guaranteed using Lyapunov's direct method. Finally, simulation results are performed on two nonlinear systems to confirm the effectiveness of the proposed control strategy. Copyright © 2017 Elsevier Ltd. All rights reserved.
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.
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...... of the algorithms is available at 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...
Fitting timeseries by continuous-time Markov chains: A quadratic programming approach
International Nuclear Information System (INIS)
Crommelin, D.T.; Vanden-Eijnden, E.
2006-01-01
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
Motion estimation using point cluster method and Kalman filter.
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
Anomalous dispersion in correlated porous media: a coupled continuous time random walk approach
Comolli, Alessandro; Dentz, Marco
2017-09-01
We study the causes of anomalous dispersion in Darcy-scale porous media characterized by spatially heterogeneous hydraulic properties. Spatial variability in hydraulic conductivity leads to spatial variability in the flow properties through Darcy's law and thus impacts on solute and particle transport. We consider purely advective transport in heterogeneity scenarios characterized by broad distributions of heterogeneity length scales and point values. Particle transport is characterized in terms of the stochastic properties of equidistantly sampled Lagrangian velocities, which are determined by the flow and conductivity statistics. The persistence length scales of flow and transport velocities are imprinted in the spatial disorder and reflect the distribution of heterogeneity length scales. Particle transitions over the velocity length scales are kinematically coupled with the transition time through velocity. We show that the average particle motion follows a coupled continuous time random walk (CTRW), which is fully parameterized by the distribution of flow velocities and the medium geometry in terms of the heterogeneity length scales. The coupled CTRW provides a systematic framework for the investigation of the origins of anomalous dispersion in terms of heterogeneity correlation and the distribution of conductivity point values. We derive analytical expressions for the asymptotic scaling of the moments of the spatial particle distribution and first arrival time distribution (FATD), and perform numerical particle tracking simulations of the coupled CTRW to capture the full average transport behavior. Broad distributions of heterogeneity point values and lengths scales may lead to very similar dispersion behaviors in terms of the spatial variance. Their mechanisms, however are very different, which manifests in the distributions of particle positions and arrival times, which plays a central role for the prediction of the fate of dissolved substances in
Estimating the continuous-time dynamics of energy and fat metabolism in mice.
Guo, Juen; Hall, Kevin D
2009-09-01
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.
Modeling commodity salam contract between two parties for discrete and continuous time series
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.
Chen, Xiaofeng; Song, Qiankun; Li, Zhongshan; Zhao, Zhenjiang; Liu, Yurong
2018-07-01
This paper addresses the problem of stability for continuous-time and discrete-time quaternion-valued neural networks (QVNNs) with linear threshold neurons. Applying the semidiscretization technique to the continuous-time QVNNs, the discrete-time analogs are obtained, which preserve the dynamical characteristics of their continuous-time counterparts. Via the plural decomposition method of quaternion, homeomorphic mapping theorem, as well as Lyapunov theorem, some sufficient conditions on the existence, uniqueness, and global asymptotical stability of the equilibrium point are derived for the continuous-time QVNNs and their discrete-time analogs, respectively. Furthermore, a uniform sufficient condition on the existence, uniqueness, and global asymptotical stability of the equilibrium point is obtained for both continuous-time QVNNs and their discrete-time version. Finally, two numerical examples are provided to substantiate the effectiveness of the proposed results.
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
Continuous time Boolean modeling for biological signaling: application of Gillespie algorithm.
Stoll, Gautier; Viara, Eric; Barillot, Emmanuel; Calzone, Laurence
2012-08-29
Mathematical modeling is used as a Systems Biology tool to answer biological questions, and more precisely, to validate a network that describes biological observations and predict the effect of perturbations. This article presents an algorithm for modeling biological networks in a discrete framework with continuous time. There exist two major types of mathematical modeling approaches: (1) quantitative modeling, representing various chemical species concentrations by real numbers, mainly based on differential equations and chemical kinetics formalism; (2) and qualitative modeling, representing chemical species concentrations or activities by a finite set of discrete values. Both approaches answer particular (and often different) biological questions. Qualitative modeling approach permits a simple and less detailed description of the biological systems, efficiently describes stable state identification but remains inconvenient in describing the transient kinetics leading to these states. In this context, time is represented by discrete steps. Quantitative modeling, on the other hand, can describe more accurately the dynamical behavior of biological processes as it follows the evolution of concentration or activities of chemical species as a function of time, but requires an important amount of information on the parameters difficult to find in the literature. Here, we propose a modeling framework based on a qualitative approach that is intrinsically continuous in time. The algorithm presented in this article fills the gap between qualitative and quantitative modeling. It is based on continuous time Markov process applied on a Boolean state space. In order to describe the temporal evolution of the biological process we wish to model, we explicitly specify the transition rates for each node. For that purpose, we built a language that can be seen as a generalization of Boolean equations. Mathematically, this approach can be translated in a set of ordinary differential
A 1-V 60-μW 85-dB dynamic range continuous-time third-order sigma-delta modulator
International Nuclear Information System (INIS)
Li Yuanwen; Qi Da; Dong Yifeng; Xu Jun; Ren Junyan
2009-01-01
A 1-V third order one-bit continuous-time (CT) EA 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-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 μW from a 1-V power supply and the prototype occupies an active area of 0.12 mm 2 . (semiconductor integrated circuits)
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.
Conversion and matched filter approximations for serial minimum-shift keyed modulation
Ziemer, R. E.; Ryan, C. R.; Stilwell, J. H.
1982-01-01
Serial minimum-shift keyed (MSK) modulation, a technique for generating and detecting MSK using series filtering, is ideally suited for high data rate applications provided the required conversion and matched filters can be closely approximated. Low-pass implementations of these filters as parallel inphase- and quadrature-mixer structures are characterized in this paper in terms of signal-to-noise ratio (SNR) degradation from ideal and envelope deviation. Several hardware implementation techniques utilizing microwave devices or lumped elements are presented. Optimization of parameter values results in realizations whose SNR degradation is less than 0.5 dB at error probabilities of .000001.
Vibration analysis diagnostics by continuous-time models: A case study
International Nuclear Information System (INIS)
Pedregal, Diego J.; Carmen Carnero, Ma.
2009-01-01
In this paper a forecasting system in condition monitoring is developed based on vibration signals in order to improve the diagnosis of a certain critical equipment at an industrial plant. The system is based on statistical models capable of forecasting the state of the equipment combined with a cost model consisting of defining the time of preventive replacement when the minimum of the expected cost per unit of time is reached in the future. The most relevant features of the system are that (i) it is developed for bivariate signals; (ii) the statistical models are set up in a continuous-time framework, due to the specific nature of the data; and (iii) it has been developed from scratch for a real case study and may be generalised to other pieces of equipment. The system is thoroughly tested on the equipment available, showing its correctness with the data in a statistical sense and its capability of producing sensible results for the condition monitoring programme
Vibration analysis diagnostics by continuous-time models: A case study
Energy Technology Data Exchange (ETDEWEB)
Pedregal, Diego J. [Escuela Tecnica Superior de Ingenieros Industriales, Universidad de Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: Diego.Pedregal@uclm.es; Carmen Carnero, Ma. [Escuela Tecnica Superior de Ingenieros Industriales, Universidad de Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: Carmen.Carnero@uclm.es
2009-02-15
In this paper a forecasting system in condition monitoring is developed based on vibration signals in order to improve the diagnosis of a certain critical equipment at an industrial plant. The system is based on statistical models capable of forecasting the state of the equipment combined with a cost model consisting of defining the time of preventive replacement when the minimum of the expected cost per unit of time is reached in the future. The most relevant features of the system are that (i) it is developed for bivariate signals; (ii) the statistical models are set up in a continuous-time framework, due to the specific nature of the data; and (iii) it has been developed from scratch for a real case study and may be generalised to other pieces of equipment. The system is thoroughly tested on the equipment available, showing its correctness with the data in a statistical sense and its capability of producing sensible results for the condition monitoring programme.
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.
Continuous-Time Public Good Contribution Under Uncertainty: A Stochastic Control Approach
International Nuclear Information System (INIS)
Ferrari, Giorgio; Riedel, Frank; Steg, Jan-Henrik
2017-01-01
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.
Continuous-time interval model identification of blood glucose dynamics for type 1 diabetes
Kirchsteiger, Harald; Johansson, Rolf; Renard, Eric; del Re, Luigi
2014-07-01
While good physiological models of the glucose metabolism in type 1 diabetic patients are well known, their parameterisation is difficult. The high intra-patient variability observed is a further major obstacle. This holds for data-based models too, so that no good patient-specific models are available. Against this background, this paper proposes the use of interval models to cover the different metabolic conditions. The control-oriented models contain a carbohydrate and insulin sensitivity factor to be used for insulin bolus calculators directly. Available clinical measurements were sampled on an irregular schedule which prompts the use of continuous-time identification, also for the direct estimation of the clinically interpretable factors mentioned above. An identification method is derived and applied to real data from 28 diabetic patients. Model estimation was done on a clinical data-set, whereas validation results shown were done on an out-of-clinic, everyday life data-set. The results show that the interval model approach allows a much more regular estimation of the parameters and avoids physiologically incompatible parameter estimates.
Occupation times and ergodicity breaking in biased continuous time random walks
International Nuclear Information System (INIS)
Bel, Golan; Barkai, Eli
2005-01-01
Continuous time random walk (CTRW) models are widely used to model diffusion in condensed matter. There are two classes of such models, distinguished by the convergence or divergence of the mean waiting time. Systems with finite average sojourn time are ergodic and thus Boltzmann-Gibbs statistics can be applied. We investigate the statistical properties of CTRW models with infinite average sojourn time; in particular, the occupation time probability density function is obtained. It is shown that in the non-ergodic phase the distribution of the occupation time of the particle on a given lattice point exhibits bimodal U or trimodal W shape, related to the arcsine law. The key points are as follows. (a) In a CTRW with finite or infinite mean waiting time, the distribution of the number of visits on a lattice point is determined by the probability that a member of an ensemble of particles in equilibrium occupies the lattice point. (b) The asymmetry parameter of the probability distribution function of occupation times is related to the Boltzmann probability and to the partition function. (c) The ensemble average is given by Boltzmann-Gibbs statistics for either finite or infinite mean sojourn time, when detailed balance conditions hold. (d) A non-ergodic generalization of the Boltzmann-Gibbs statistical mechanics for systems with infinite mean sojourn time is found
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.
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.
Backward jump continuous-time random walk: An application to market trading
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.
Continuous-time modeling of cell fate determination in Arabidopsis flowers
Directory of Open Access Journals (Sweden)
Angenent Gerco C
2010-07-01
Full Text Available Abstract Background The genetic control of floral organ specification is currently being investigated by various approaches, both experimentally and through modeling. Models and simulations have mostly involved boolean or related methods, and so far a quantitative, continuous-time approach has not been explored. Results We propose an ordinary differential equation (ODE model that describes the gene expression dynamics of a gene regulatory network that controls floral organ formation in the model plant Arabidopsis thaliana. In this model, the dimerization of MADS-box transcription factors is incorporated explicitly. The unknown parameters are estimated from (known experimental expression data. The model is validated by simulation studies of known mutant plants. Conclusions The proposed model gives realistic predictions with respect to independent mutation data. A simulation study is carried out to predict the effects of a new type of mutation that has so far not been made in Arabidopsis, but that could be used as a severe test of the validity of the model. According to our predictions, the role of dimers is surprisingly important. Moreover, the functional loss of any dimer leads to one or more phenotypic alterations.
Learning a Continuous-Time Streaming Video QoE Model.
Ghadiyaram, Deepti; Pan, Janice; Bovik, Alan C
2018-05-01
Over-the-top adaptive video streaming services are frequently impacted by fluctuating network conditions that can lead to rebuffering events (stalling events) and sudden bitrate changes. These events visually impact video consumers' quality of experience (QoE) and can lead to consumer churn. The development of models that can accurately predict viewers' instantaneous subjective QoE under such volatile network conditions could potentially enable the more efficient design of quality-control protocols for media-driven services, such as YouTube, Amazon, Netflix, and so on. However, most existing models only predict a single overall QoE score on a given video and are based on simple global video features, without accounting for relevant aspects of human perception and behavior. We have created a QoE evaluator, called the time-varying QoE Indexer, that accounts for interactions between stalling events, analyzes the spatial and temporal content of a video, predicts the perceptual video quality, models the state of the client-side data buffer, and consequently predicts continuous-time quality scores that agree quite well with human opinion scores. The new QoE predictor also embeds the impact of relevant human cognitive factors, such as memory and recency, and their complex interactions with the video content being viewed. We evaluated the proposed model on three different video databases and attained standout QoE prediction performance.
A lattice-model representation of continuous-time random walks
International Nuclear Information System (INIS)
Campos, Daniel; Mendez, Vicenc
2008-01-01
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
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...
Fluctuations around equilibrium laws in ergodic continuous-time random walks.
Schulz, Johannes H P; Barkai, Eli
2015-06-01
We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the nonergodic phase, the finite-time fluctuations around this mean are large and nontrivial. They exhibit dual time scaling and distribution laws: the infinite density of large fluctuations complements the Lévy-stable density of bulk fluctuations. Neither of the two should be interpreted as a stand-alone limiting law, as each has its own deficiency: the infinite density has an infinite norm (despite particle conservation), while the stable distribution has an infinite variance (although occupation times are bounded). These unphysical divergences are remedied by consistent use and interpretation of both formulas. Interestingly, while the system's canonical equilibrium laws naturally determine the mean occupation time of the ergodic motion, they also control the infinite and Lévy-stable densities of fluctuations. The duality of stable and infinite densities is in fact ubiquitous for these dynamics, as it concerns the time averages of general physical observables.
Continuous time random walk analysis of solute transport in fractured porous media
Energy Technology Data Exchange (ETDEWEB)
Cortis, Andrea; Cortis, Andrea; Birkholzer, Jens
2008-06-01
The objective of this work is to discuss solute transport phenomena in fractured porous media, where the macroscopic transport of contaminants in the highly permeable interconnected fractures can be strongly affected by solute exchange with the porous rock matrix. We are interested in a wide range of rock types, with matrix hydraulic conductivities varying from almost impermeable (e.g., granites) to somewhat permeable (e.g., porous sandstones). In the first case, molecular diffusion is the only transport process causing the transfer of contaminants between the fractures and the matrix blocks. In the second case, additional solute transfer occurs as a result of a combination of advective and dispersive transport mechanisms, with considerable impact on the macroscopic transport behavior. We start our study by conducting numerical tracer experiments employing a discrete (microscopic) representation of fractures and matrix. Using the discrete simulations as a surrogate for the 'correct' transport behavior, we then evaluate the accuracy of macroscopic (continuum) approaches in comparison with the discrete results. However, instead of using dual-continuum models, which are quite often used to account for this type of heterogeneity, we develop a macroscopic model based on the Continuous Time Random Walk (CTRW) framework, which characterizes the interaction between the fractured and porous rock domains by using a probability distribution function of residence times. A parametric study of how CTRW parameters evolve is presented, describing transport as a function of the hydraulic conductivity ratio between fractured and porous domains.
Energy Technology Data Exchange (ETDEWEB)
Geiger, S.; Cortis, A.; Birkholzer, J.T.
2010-04-01
Solute transport in fractured porous media is typically 'non-Fickian'; that is, it is characterized by early breakthrough and long tailing and by nonlinear growth of the Green function-centered second moment. This behavior is due to the effects of (1) multirate diffusion occurring between the highly permeable fracture network and the low-permeability rock matrix, (2) a wide range of advection rates in the fractures and, possibly, the matrix as well, and (3) a range of path lengths. As a consequence, prediction of solute transport processes at the macroscale represents a formidable challenge. Classical dual-porosity (or mobile-immobile) approaches in conjunction with an advection-dispersion equation and macroscopic dispersivity commonly fail to predict breakthrough of fractured porous media accurately. It was recently demonstrated that the continuous time random walk (CTRW) method can be used as a generalized upscaling approach. Here we extend this work and use results from high-resolution finite element-finite volume-based simulations of solute transport in an outcrop analogue of a naturally fractured reservoir to calibrate the CTRW method by extracting a distribution of retention times. This procedure allows us to predict breakthrough at other model locations accurately and to gain significant insight into the nature of the fracture-matrix interaction in naturally fractured porous reservoirs with geologically realistic fracture geometries.
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.
A joint logistic regression and covariate-adjusted continuous-time Markov chain model.
Rubin, Maria Laura; Chan, Wenyaw; Yamal, Jose-Miguel; Robertson, Claudia Sue
2017-12-10
The use of longitudinal measurements to predict a categorical outcome is an increasingly common goal in research studies. Joint models are commonly used to describe two or more models simultaneously by considering the correlated nature of their outcomes and the random error present in the longitudinal measurements. However, there is limited research on joint models with longitudinal predictors and categorical cross-sectional outcomes. Perhaps the most challenging task is how to model the longitudinal predictor process such that it represents the true biological mechanism that dictates the association with the categorical response. We propose a joint logistic regression and Markov chain model to describe a binary cross-sectional response, where the unobserved transition rates of a two-state continuous-time Markov chain are included as covariates. We use the method of maximum likelihood to estimate the parameters of our model. In a simulation study, coverage probabilities of about 95%, standard deviations close to standard errors, and low biases for the parameter values show that our estimation method is adequate. We apply the proposed joint model to a dataset of patients with traumatic brain injury to describe and predict a 6-month outcome based on physiological data collected post-injury and admission characteristics. Our analysis indicates that the information provided by physiological changes over time may help improve prediction of long-term functional status of these severely ill subjects. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.
Continuous-time random walks on networks with vertex- and time-dependent forcing.
Angstmann, C N; Donnelly, I C; Henry, B I; Langlands, T A M
2013-08-01
We have investigated the transport of particles moving as random walks on the vertices of a network, subject to vertex- and time-dependent forcing. We have derived the generalized master equations for this transport using continuous time random walks, characterized by jump and waiting time densities, as the underlying stochastic process. The forcing is incorporated through a vertex- and time-dependent bias in the jump densities governing the random walking particles. As a particular case, we consider particle forcing proportional to the concentration of particles on adjacent vertices, analogous to self-chemotactic attraction in a spatial continuum. Our algebraic and numerical studies of this system reveal an interesting pair-aggregation pattern formation in which the steady state is composed of a high concentration of particles on a small number of isolated pairs of adjacent vertices. The steady states do not exhibit this pair aggregation if the transport is random on the vertices, i.e., without forcing. The manifestation of pair aggregation on a transport network may thus be a signature of self-chemotactic-like forcing.
Tataru, Paula; Hobolth, Asger
2011-12-05
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. 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/. 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.
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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.
Coherent exciton transport in dendrimers and continuous-time quantum walks
Mülken, Oliver; Bierbaum, Veronika; Blumen, Alexander
2006-03-01
We model coherent exciton transport in dendrimers by continuous-time quantum walks. For dendrimers up to the second generation the coherent transport shows perfect recurrences when the initial excitation starts at the central node. For larger dendrimers, the recurrence ceases to be perfect, a fact which resembles results for discrete quantum carpets. Moreover, depending on the initial excitation site, we find that the coherent transport to certain nodes of the dendrimer has a very low probability. When the initial excitation starts from the central node, the problem can be mapped onto a line which simplifies the computational effort. Furthermore, the long time average of the quantum mechanical transition probabilities between pairs of nodes shows characteristic patterns and allows us to classify the nodes into clusters with identical limiting probabilities. For the (space) average of the quantum mechanical probability to be still or to be again at the initial site, we obtain, based on the Cauchy-Schwarz inequality, a simple lower bound which depends only on the eigenvalue spectrum of the Hamiltonian.
A Continuous-Time Delta-Sigma ADC for Portable Ultrasound Scanners
DEFF Research Database (Denmark)
Llimos Muntal, Pere; Jørgensen, Ivan Harald Holger; Bruun, Erik
2017-01-01
A fully diﬀerential fourth-order 1-bit continuous-time delta-sigma ADC designed in a 65nm process for portable ultrasound scanners is presented in this paper. The circuit design, implementation and measurements on the fabricated die are shown. The loop ﬁlter consists of RC-integrators, programmable...... capacitor arrays, resistors and voltage feedback DACs. The quantizer contains a pulse generator, a high-speed clocked comparator and a pull-down clocked latch to ensure constant delay in the feedback loop. Using this implementation, a small and low-power solution required for portable ultrasound scanner...... applications is achieved. The converter has a supply voltage of 1.2V, a bandwidth of 10MHz and an oversampling ratio of 16 leading to an operating frequency of 320MHz. The design occupies a die area of 0.0175mm2. Simulations with extracted parasitics show a SNR of 45.2dB and a current consumption of 489 µ...
A low power CMOS 3.3 Gbps continuous-time adaptive equalizer for serial link
International Nuclear Information System (INIS)
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 x 0.57 mm 2 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. (semiconductor integrated circuits)
A low power CMOS 3.3 Gbps continuous-time adaptive equalizer for serial link
Hao, Ju; Yumei, Zhou; Jianzhong, Zhao
2011-09-01
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.
Optimal Compensation with Hidden Action and Lump-Sum Payment in a Continuous-Time Model
International Nuclear Information System (INIS)
Cvitanic, Jaksa; Wan, Xuhu; Zhang Jianfeng
2009-01-01
We consider a problem of finding optimal contracts in continuous time, when the agent's actions are unobservable by the principal, who pays the agent with a one-time payoff at the end of the contract. We fully solve the case of quadratic cost and separable utility, for general utility functions. The optimal contract is, in general, a nonlinear function of the final outcome only, while in the previously solved cases, for exponential and linear utility functions, the optimal contract is linear in the final output value. In a specific example we compute, the first-best principal's utility is infinite, while it becomes finite with hidden action, which is increasing in value of the output. In the second part of the paper we formulate a general mathematical theory for the problem. We apply the stochastic maximum principle to give necessary conditions for optimal contracts. Sufficient conditions are hard to establish, but we suggest a way to check sufficiency using non-convex optimization
Evaluating Continuous-Time Slam Using a Predefined Trajectory Provided by a Robotic Arm
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.
Lv, Yongfeng; Na, Jing; Yang, Qinmin; Wu, Xing; Guo, Yu
2016-01-01
An online adaptive optimal control is proposed for continuous-time nonlinear systems with completely unknown dynamics, which is achieved by developing a novel identifier-critic-based approximate dynamic programming algorithm with a dual neural network (NN) approximation structure. First, an adaptive NN identifier is designed to obviate the requirement of complete knowledge of system dynamics, and a critic NN is employed to approximate the optimal value function. Then, the optimal control law is computed based on the information from the identifier NN and the critic NN, so that the actor NN is not needed. In particular, a novel adaptive law design method with the parameter estimation error is proposed to online update the weights of both identifier NN and critic NN simultaneously, which converge to small neighbourhoods around their ideal values. The closed-loop system stability and the convergence to small vicinity around the optimal solution are all proved by means of the Lyapunov theory. The proposed adaptation algorithm is also improved to achieve finite-time convergence of the NN weights. Finally, simulation results are provided to exemplify the efficacy of the proposed methods.
A policy iteration approach to online optimal control of continuous-time constrained-input systems.
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.
International Nuclear Information System (INIS)
Butterworth, D.J.
1980-01-01
This invention relates to liquid filters, precoated by replaceable powders, which are used in the production of ultra pure water required for steam generation of electricity. The filter elements are capable of being installed and removed by remote control so that they can be used in nuclear power reactors. (UK)
Discrete- vs. Continuous-Time Modeling of Unequally Spaced Experience Sampling Method Data
Directory of Open Access Journals (Sweden)
Silvia de Haan-Rietdijk
2017-10-01
Full Text Available The Experience Sampling Method is a common approach in psychological research for collecting intensive longitudinal data with high ecological validity. One characteristic of ESM data is that it is often unequally spaced, because the measurement intervals within a day are deliberately varied, and measurement continues over several days. This poses a problem for discrete-time (DT modeling approaches, which are based on the assumption that all measurements are equally spaced. Nevertheless, DT approaches such as (vector autoregressive modeling are often used to analyze ESM data, for instance in the context of affective dynamics research. There are equivalent continuous-time (CT models, but they are more difficult to implement. In this paper we take a pragmatic approach and evaluate the practical relevance of the violated model assumption in DT AR(1 and VAR(1 models, for the N = 1 case. We use simulated data under an ESM measurement design to investigate the bias in the parameters of interest under four different model implementations, ranging from the true CT model that accounts for all the exact measurement times, to the crudest possible DT model implementation, where even the nighttime is treated as a regular interval. An analysis of empirical affect data illustrates how the differences between DT and CT modeling can play out in practice. We find that the size and the direction of the bias in DT (VAR models for unequally spaced ESM data depend quite strongly on the true parameter in addition to data characteristics. Our recommendation is to use CT modeling whenever possible, especially now that new software implementations have become available.
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François Niragire
2017-05-01
Full Text Available Child survival programmes are efficient when they target the most significant and area-specific factors. This study aimed to assess the key determinants and spatial variation of child mortality at the district level in Rwanda. Data from the 2010 Rwanda Demographic and Health Survey were analysed for 8817 live births that occurred during five years preceding the survey. Out of the children born, 433 had died before survey interviews were carried out. A full Bayesian geo-additive continuous-time hazard model enabled us to maximise data utilisation and hence improve the accuracy of our estimates. The results showed substantial district- level spatial variation in childhood mortality in Rwanda. District-specific spatial characteristics were particularly associated with higher death hazards in two districts: Musanze and Nyabihu. The model estimates showed that there were lower death rates among children from households of medium and high economic status compared to those from low-economic status households. Factors, such as four antenatal care visits, delivery at a health facility, prolonged breastfeeding and mothers younger than 31 years were associated with lower child death rates. Long preceding birth intervals were also associated with fewer hazards. For these reasons, programmes aimed at reducing child mortality gaps between districts in Rwanda should target maternal factors and take into consideration district-specific spatial characteristics. Further, child survival gains require strengthening or scaling-up of existing programmes pertaining to access to, and utilisation of maternal and child health care services as well as reduction of the household gap in the economic status.
Niragire, François; Achia, Thomas N O; Lyambabaje, Alexandre; Ntaganira, Joseph
2017-05-11
Child survival programmes are efficient when they target the most significant and area-specific factors. This study aimed to assess the key determinants and spatial variation of child mortality at the district level in Rwanda. Data from the 2010 Rwanda Demographic and Health Survey were analysed for 8817 live births that occurred during five years preceding the survey. Out of the children born, 433 had died before survey interviews were carried out. A full Bayesian geo-additive continuous-time hazard model enabled us to maximise data utilisation and hence improve the accuracy of our estimates. The results showed substantial district- level spatial variation in childhood mortality in Rwanda. District-specific spatial characteristics were particularly associated with higher death hazards in two districts: Musanze and Nyabihu. The model estimates showed that there were lower death rates among children from households of medium and high economic status compared to those from low-economic status households. Factors, such as four antenatal care visits, delivery at a health facility, prolonged breastfeeding and mothers younger than 31 years were associated with lower child death rates. Long preceding birth intervals were also associated with fewer hazards. For these reasons, programmes aimed at reducing child mortality gaps between districts in Rwanda should target maternal factors and take into consideration district-specific spatial characteristics. Further, child survival gains require strengthening or scaling-up of existing programmes pertaining to access to, and utilisation of maternal and child health care services as well as reduction of the household gap in the economic status.
Fitting and interpreting continuous-time latent Markov models for panel data.
Lange, Jane M; Minin, Vladimir N
2013-11-20
Multistate models characterize disease processes within an individual. Clinical studies often observe the disease status of individuals at discrete time points, making exact times of transitions between disease states unknown. Such panel data pose considerable modeling challenges. Assuming the disease process progresses accordingly, a standard continuous-time Markov chain (CTMC) yields tractable likelihoods, but the assumption of exponential sojourn time distributions is typically unrealistic. More flexible semi-Markov models permit generic sojourn distributions yet yield intractable likelihoods for panel data in the presence of reversible transitions. One attractive alternative is to assume that the disease process is characterized by an underlying latent CTMC, with multiple latent states mapping to each disease state. These models retain analytic tractability due to the CTMC framework but allow for flexible, duration-dependent disease state sojourn distributions. We have developed a robust and efficient expectation-maximization algorithm in this context. Our complete data state space consists of the observed data and the underlying latent trajectory, yielding computationally efficient expectation and maximization steps. Our algorithm outperforms alternative methods measured in terms of time to convergence and robustness. We also examine the frequentist performance of latent CTMC point and interval estimates of disease process functionals based on simulated data. The performance of estimates depends on time, functional, and data-generating scenario. Finally, we illustrate the interpretive power of latent CTMC models for describing disease processes on a dataset of lung transplant patients. We hope our work will encourage wider use of these models in the biomedical setting. Copyright © 2013 John Wiley & Sons, Ltd.
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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.
Reinforcement learning using a continuous time actor-critic framework with spiking neurons.
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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.
Astrand, Elaine
2018-06-01
Working memory (WM), crucial for successful behavioral performance in most of our everyday activities, holds a central role in goal-directed behavior. As task demands increase, inducing higher WM load, maintaining successful behavioral performance requires the brain to work at the higher end of its capacity. Because it is depending on both external and internal factors, individual WM load likely varies in a continuous fashion. The feasibility to extract such a continuous measure in time that correlates to behavioral performance during a working memory task remains unsolved. Multivariate pattern decoding was used to test whether a decoder constructed from two discrete levels of WM load can generalize to produce a continuous measure that predicts task performance. Specifically, a linear regression with L2-regularization was chosen with input features from EEG oscillatory activity recorded from healthy participants while performing the n-back task, [Formula: see text]. The feasibility to extract a continuous time-resolved measure that correlates positively to trial-by-trial working memory task performance is demonstrated (r = 0.47, p performance before action (r = 0.49, p < 0.05). We show that the extracted continuous measure enables to study the temporal dynamics of the complex activation pattern of WM encoding during the n-back task. Specifically, temporally precise contributions of different spectral features are observed which extends previous findings of traditional univariate approaches. These results constitute an important contribution towards a wide range of applications in the field of cognitive brain-machine interfaces. Monitoring mental processes related to attention and WM load to reduce the risk of committing errors in high-risk environments could potentially prevent many devastating consequences or using the continuous measure as neurofeedback opens up new possibilities to develop novel rehabilitation techniques for
GPU-accelerated algorithms for many-particle continuous-time quantum walks
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.
International Nuclear Information System (INIS)
Comani, S; Mantini, D; Alleva, G; Luzio, S Di; Romani, G L
2005-01-01
The greatest impediment to extracting high-quality fetal signals from fetal magnetocardiography (fMCG) is environmental magnetic noise, which may have peak-to-peak intensity comparable to fetal QRS amplitude. Being an unstructured Gaussian signal with large disturbances at specific frequencies, ambient field noise can be reduced with hardware-based approaches and/or with software algorithms that digitally filter magnetocardiographic recordings. At present, no systematic evaluation of filters' performances on shielded and unshielded fMCG is available. We designed high-pass and low-pass Chebychev II-type filters with zero-phase and stable impulse response; the most commonly used band-pass filters were implemented combining high-pass and low-pass filters. The achieved ambient noise reduction in shielded and unshielded recordings was quantified, and the corresponding signal-to-noise ratio (SNR) and signal-to-distortion ratio (SDR) of the retrieved fetal signals was evaluated. The study regarded 66 fMCG datasets at different gestational ages (22-37 weeks). Since the spectral structures of shielded and unshielded magnetic noise were very similar, we concluded that the same filter setting might be applied to both conditions. Band-pass filters (1.0-100 Hz) and (2.0-100 Hz) provided the best combinations of fetal signal detection rates, SNR and SDR; however, the former should be preferred in the case of arrhythmic fetuses, which might present spectral components below 2 Hz
International Nuclear Information System (INIS)
Helmstetter, A.; Sornette, D.
2002-01-01
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 ∼1/t 1+θ 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 ∼1/r 1+μ 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 θ and μ. 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 origin of seismic diffusion in
Continuous-time random-walk model for anomalous diffusion in expanding media
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
Continuous-time random-walk model for anomalous diffusion in expanding media.
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
Astrand, Elaine
2018-06-01
Objective. Working memory (WM), crucial for successful behavioral performance in most of our everyday activities, holds a central role in goal-directed behavior. As task demands increase, inducing higher WM load, maintaining successful behavioral performance requires the brain to work at the higher end of its capacity. Because it is depending on both external and internal factors, individual WM load likely varies in a continuous fashion. The feasibility to extract such a continuous measure in time that correlates to behavioral performance during a working memory task remains unsolved. Approach. Multivariate pattern decoding was used to test whether a decoder constructed from two discrete levels of WM load can generalize to produce a continuous measure that predicts task performance. Specifically, a linear regression with L2-regularization was chosen with input features from EEG oscillatory activity recorded from healthy participants while performing the n-back task, n\\in [1,2] . Main results. The feasibility to extract a continuous time-resolved measure that correlates positively to trial-by-trial working memory task performance is demonstrated (r = 0.47, p < 0.05). It is furthermore shown that this measure allows to predict task performance before action (r = 0.49, p < 0.05). We show that the extracted continuous measure enables to study the temporal dynamics of the complex activation pattern of WM encoding during the n-back task. Specifically, temporally precise contributions of different spectral features are observed which extends previous findings of traditional univariate approaches. Significance. These results constitute an important contribution towards a wide range of applications in the field of cognitive brain–machine interfaces. Monitoring mental processes related to attention and WM load to reduce the risk of committing errors in high-risk environments could potentially prevent many devastating consequences or
International Nuclear Information System (INIS)
Vanin, V.R.
1990-01-01
The multidetector systems for high resolution gamma spectroscopy are presented. The observable parameters for identifying nuclides produced simultaneously in the reaction are analysed discussing the efficiency of filter systems. (M.C.K.)
Option pricing from wavelet-filtered financial series
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.
Molecular surface mesh generation by filtering electron density map.
Giard, Joachim; Macq, Benoît
2010-01-01
Bioinformatics applied to macromolecules are now widely spread and in continuous expansion. In this context, representing external molecular surface such as the Van der Waals Surface or the Solvent Excluded Surface can be useful for several applications. We propose a fast and parameterizable algorithm giving good visual quality meshes representing molecular surfaces. It is obtained by isosurfacing a filtered electron density map. The density map is the result of the maximum of Gaussian functions placed around atom centers. This map is filtered by an ideal low-pass filter applied on the Fourier Transform of the density map. Applying the marching cubes algorithm on the inverse transform provides a mesh representation of the molecular surface.
Molecular Surface Mesh Generation by Filtering Electron Density Map
Directory of Open Access Journals (Sweden)
Joachim Giard
2010-01-01
Full Text Available Bioinformatics applied to macromolecules are now widely spread and in continuous expansion. In this context, representing external molecular surface such as the Van der Waals Surface or the Solvent Excluded Surface can be useful for several applications. We propose a fast and parameterizable algorithm giving good visual quality meshes representing molecular surfaces. It is obtained by isosurfacing a filtered electron density map. The density map is the result of the maximum of Gaussian functions placed around atom centers. This map is filtered by an ideal low-pass filter applied on the Fourier Transform of the density map. Applying the marching cubes algorithm on the inverse transform provides a mesh representation of the molecular surface.
A programmable multichannel antialiasing filter for the CUORE experiment
Energy Technology Data Exchange (ETDEWEB)
Arnaboldi, C. [Sezione INFN and Universita di Milano Bicocca, Piazza della Scienza 3, I-20126 Milano (Italy); Cariello, M. [Sezione INFN di Genova, Via Dodecaneso 33, 16146 Genova (Italy); Di Domizio, S. [Universita di Genova, Via Dodecaneso 33, 16146 Genova (Italy); Sezione INFN di Genova, Via Dodecaneso 33, 16146 Genova (Italy); Giachero, A., E-mail: Andrea.Giachero@mib.infn.i [Sezione INFN and Universita di Milano Bicocca, Piazza della Scienza 3, I-20126 Milano (Italy); Pessina, G. [Sezione INFN and Universita di Milano Bicocca, Piazza della Scienza 3, I-20126 Milano (Italy)
2010-05-21
The first prototype of antialiasing filter for the CUORE experiment is a board that accommodates 12 independent channels. Each channel is an active six-pole Bessel-Thomson low-pass filter (LPF) with a roll-off of 120 dB/decade. In order to adapt the bandwidth to every detector, the filtering frequency can be selected independently for every channel by a remote control between four possible values (8, 12, 16 or 20 Hz). The board is equipped with an ARM microcontroller which communicates with the on-board peripherals via I2C synchronous serial bus and with the remote control via CAN-bus. Important features are the low-cost, the compact realization and the capability to perform diagnostic routine remotely.
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.
The discrete Kalman filtering approach for seismic signals deconvolution
International Nuclear Information System (INIS)
Kurniadi, Rizal; Nurhandoko, Bagus Endar B.
2012-01-01
Seismic signals are a convolution of reflectivity and seismic wavelet. One of the most important stages in seismic data processing is deconvolution process; the process of deconvolution is inverse filters based on Wiener filter theory. This theory is limited by certain modelling assumptions, which may not always valid. The discrete form of the Kalman filter is then used to generate an estimate of the reflectivity function. The main advantage of Kalman filtering is capability of technique to handling continually time varying models and has high resolution capabilities. In this work, we use discrete Kalman filter that it was combined with primitive deconvolution. Filtering process works on reflectivity function, hence the work flow of filtering is started with primitive deconvolution using inverse of wavelet. The seismic signals then are obtained by convoluting of filtered reflectivity function with energy waveform which is referred to as the seismic wavelet. The higher frequency of wavelet gives smaller wave length, the graphs of these results are presented.
A continuous-time random-walk approach to the Cole-Davidson dielectric response of dipolar liquids
DEFF Research Database (Denmark)
Szabat, B.; Langner, K. M.; Klösgen-Buchkremer, Beate Maria
2004-01-01
We show how the Cole-Davidson relaxation response, characteristic of alcoholic systems, can be derived within the framework of the continuous-time random walk (CTRW). Using the random-variable formalism, we indicate that the high-frequency power law of dielectric spectra is determined by the heavy...
Cao, Qi; Buskens, Erik; Feenstra, Talitha; Jaarsma, Tiny; Hillege, Hans; Postmus, Douwe
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
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
Time-aggregation effects on the baseline of continuous-time and discrete-time hazard models
ter Hofstede, F.; Wedel, M.
In this study we reinvestigate the effect of time-aggregation for discrete- and continuous-time hazard models. We reanalyze the results of a previous Monte Carlo study by ter Hofstede and Wedel (1998), in which the effects of time-aggregation on the parameter estimates of hazard models were
A continuous-time random-walk approach to the Cole-Davidson dielectric response of dipolar liquids
DEFF Research Database (Denmark)
Szabat, Bozena; Langner, Karol M.; Klösgen, Beate Maria
2005-01-01
We show how the Cole-Davidson relaxation response, characteristic of alcoholic systems, can be derived within the framework of the continuous-time random walk 4CTRW). Using the random-variable formalism, we indicate that the high-frequency power law of dielectric spectra is determined by the heav...
OTRA-Based Multi-Function Inverse Filter Configuration
Directory of Open Access Journals (Sweden)
Abdhesh Kumar Singh
2017-01-01
Full Text Available A new OTRA-based multifunction Inverse filter configuration is presented which is capable of realizing low pass, high pass and band pass filters using only two OTRAs and five to six passive elements. To the best knowledge of the authors, any inverse filter configuration using OTRAs has not been reported in the literature earlier. The effect of the major parasitics of the OTRAs and their effect on the performance filter have been investigated and measured through simulation results and Monte-Carlo analysis. The workability of the proposed circuits has been confirmed by SPICE simulations using CMOS-based-OTRA realizable in 0.18 µm CMOS technology. The proposed circuits are the only ones which provide simultaneously the following features: use of reasonable number of active elements (only 2, realizability of all the three basic filter functions, employment of all virtually grounded resistors and capacitors and tunability of all filter parameters (except gain factor, H_0 for inverse high pass. The centre/cut-off frequency of the various filter circuits lying in the vicinity of 1 MHz have been found to be realizable, which has been verified through SPICE simulation results and have been found to be in good agreement with the theoretical results.
Directory of Open Access Journals (Sweden)
S. S. Karthikeyan
2015-09-01
Full Text Available A compact (0.16 λg x 0.08 λg and wide stop¬band lowpass filter design using open complementary split ring resonator (OCSRR and defected ground structure (DGS is presented in this paper. Low pass filter is con-structed using two cascaded stages of OCSRR. Since the rejection bandwidth of the OCSRR is narrow, tapered dumbbell shaped DGS section is placed under the OCSRR to enhance the bandwidth. The cutoff frequency (fc of the proposed lowpass filter is 1.09 GHz. The rejection band¬width of the filter covers the entire ultra wideband spec¬trum. Hence the spurious passband suppression is achieved up to 10 fc. The designed filter has been fabri¬cated and validated by experimental results
Directory of Open Access Journals (Sweden)
Audrey Barbakoff
2011-03-01
Full Text Available In the Library with the Lead Pipe welcomes Audrey Barbakoff, a librarian at the Milwaukee Public Library, and Ahniwa Ferrari, Virtual Experience Manager at the Pierce County Library System in Washington, for a point-counterpoint piece on filtering in libraries. The opinions expressed here are those of the authors, and are not endorsed by their employers. [...
Active RC filter based implementation analysis part of two channel hybrid filter bank
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Stojanović Vidosav
2014-01-01
Full Text Available In the present paper, a new design method for continuous-time powersymmetric active RC filters for Hybrid Filter Bank (HFB is proposed. Some theoretical properties of continious-time power-symmetric filters bank in a more general perspective are studied. This includes the derivation of a new general analytical form, and a study of poles and zeros locations in s-plane. In the proposed design method the analytic solution of filter coefficients is solved in sdomain using only one nonlinear equation Finally, the proposed approximation is compared to standard approximations. It was shown that attenuation and group delay characteristic of the proposed filter lie between Butterworth and elliptic characteristics. [Projekat Ministarstva nauke Republike Srbije, br. 32009TR
Wang, M D; Reed, C M; Bilger, R C
1978-03-01
It has been found that listeners with sensorineural hearing loss who show similar patterns of consonant confusions also tend to have similar audiometric profiles. The present study determined whether normal listeners, presented with filtered speech, would produce consonant confusions similar to those previously reported for the hearing-impaired listener. Consonant confusion matrices were obtained from eight normal-hearing subjects for four sets of CV and VC nonsense syllables presented under six high-pass and six-low pass filtering conditions. Patterns of consonant confusion for each condition were described using phonological features in sequential information analysis. Severe low-pass filtering produced consonant confusions comparable to those of listeners with high-frequency hearing loss. Severe high-pass filtering gave a result comparable to that of patients with flat or rising audiograms. And, mild filtering resulted in confusion patterns comparable to those of listeners with essentially normal hearing. An explanation in terms of the spectrum, the level of speech, and the configuration of this individual listener's audiogram is given.
International Nuclear Information System (INIS)
Younmyoung Lee; Kunjai Lee
1995-01-01
A model using continuous time Markov process for nuclide transport of decay chain of arbitrary length in the fractured rock medium has been developed. Considering the fracture in the rock matrix as a finite number of compartments, the transition probability for nuclide from the transition intensity between and out of the compartments is represented utilizing Chapman-Kolmogorov equation, with which the expectation and the variance of nuclide distribution for the fractured rock medium could be obtained. A comparison between continuous time Markov process model and available analytical solutions for the nuclide transport of three decay chains without rock matrix diffusion has been made showing comparatively good agreement. Fittings with experimental breakthrough curves obtained with nonsorbing materials such as NaLS and uranine in the artificial fractured rock are also made. (author)
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...
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...... bits performance. Expected power consumption for the prototype is approx. 170 μW....
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.
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.
Directory of Open Access Journals (Sweden)
J. F. Opadiji
2010-06-01
Full Text Available We present the development and deployment process of a computer-aided learning tool which serves as a training aid for undergraduate control engineering courses. We show the process of algorithm construction and implementation of the software which is also aimed at teaching software development at undergraduate level. The scope of this project is limited to graphical analysis of continuous-time control systems.
International Nuclear Information System (INIS)
Benth, Fred Espen; Taib, Che Mohd Imran Che
2013-01-01
We extend the concept of half life of an Ornstein–Uhlenbeck process to Lévy-driven continuous-time autoregressive moving average processes with stochastic volatility. The half life becomes state dependent, and we analyze its properties in terms of the characteristics of the process. An empirical example based on daily temperatures observed in Petaling Jaya, Malaysia, is presented, where the proposed model is estimated and the distribution of the half life is simulated. The stationarity of the dynamics yield futures prices which asymptotically tend to constant at an exponential rate when time to maturity goes to infinity. The rate is characterized by the eigenvalues of the dynamics. An alternative description of this convergence can be given in terms of our concept of half life. - Highlights: • The concept of half life is extended to Levy-driven continuous time autoregressive moving average processes • The dynamics of Malaysian temperatures are modeled using a continuous time autoregressive model with stochastic volatility • Forward prices on temperature become constant when time to maturity tends to infinity • Convergence in time to maturity is at an exponential rate given by the eigenvalues of the model temperature model
A CMOS Gm-C complex filter with on-chip automatic tuning for wireless sensor network application
International Nuclear Information System (INIS)
Wan Chuanchuan; Li Zhiqun; Hou Ningbing
2011-01-01
A G m -C complex filter with on-chip automatic tuning for wireless sensor networks is designed and implemented using 0.18 μm CMOS process. This filter is synthesized from a low-pass 5th-order Chebyshev RLC ladder filter prototype by means of capacitors and fully balanced transconductors. A conventional phase-locked loop is used to realize the on-chip automatic tuning for both center frequency and bandwidth control. The filter is centered at 2 MHz with a bandwidth of 2.4 MHz. The measured results show that the filter provides more than 45 dB image rejection while the ripple in the pass-band is less than 1.2 dB. The complete filter including on-chip tuning circuit consumes 4.9 mA with 1.8 V single supply voltage. (semiconductor integrated circuits)
Directory of Open Access Journals (Sweden)
LI Yang
2017-02-01
Full Text Available Aiming at the problem of high frequency noise interference in the ECT data acquisition system，on the basis of analysis of the ECT system data acquisition and control principles，we designed an improved distributed algorithm FIR low-pass digital filter combined with FPGA technology and digital filtering principle. The sampling frequency of the filter is 1 .5 MHz，the pass band cutoff frequency is 20MHz，and the design method is window function. We used the FDATooI toolbox in Matlab to extract and quantify the filter coefficients and the Quarters to simulate the simulation. Experimental results showed that the FIR digital filter can achieve the filtering function of the high frequency signal in the data acquisition system. Compared with the traditional DA algorithm，it has the advantages of small resource consumption and high acquisition speed and some other characteristics.
Development of a noise filter for radiation thickness gagemeter
International Nuclear Information System (INIS)
Jee, C. W.; Kim, Y. T.; Lee, H. H.
1995-01-01
The objective of this study is to develop a filter which attenuates sensor noises of radiation thickness gagemeters of the fifth stand of TCM No. 1 in Pohang steel works. The thickness control loop for the fifth stand is modelled as a system for filter design, where the system input is the speed control input and the system output is the gagemeter output. In the design of a filter, the system is described by an ARMAX(AutoRegressive Moving-Average with auXiliary input) model. The parameters of this model are then estimated by using a recursive least square method. Secondly, the ARMAX model, the estimated system, is transformed into an observer canonical state space form. Thirdly, Kalman filtering is applied to obtain optimal estimates of the state and hence those of thickness measurements of steel strips. In addition, a separate low pass filter is designed, which is directly applicable to the gagemeter outputs. Finally, the designed filter algorithms are implemented and tested on a VMEbus board computer under VxWorks real-time operating system. (author)
Directory of Open Access Journals (Sweden)
Robert M Dorazio
Full Text Available 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
Energy Technology Data Exchange (ETDEWEB)
Yoshida, M; Komeda, I; Takizaki, K
1982-01-01
Bag filters are widely used throughout the cement industry for recovering raw materials and products and for improving the environment. Their general mechanism, performance and advantages are shown in a classification table, and there are comparisons and explanations. The outer and inner sectional construction of the Shinto ultra-jet collector for pulverized coal is illustrated and there are detailed descriptions of dust cloud prevention, of measures used against possible sources of ignition, of oxygen supply and of other topics. Finally, explanations are given of matters that require careful and comprehensive study when selecting equipment.
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
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
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......, the PLL block diagram description is shown, the advantages and limitations are briefly discussed, and the tuning approach (if available) is evaluated. The paper then presents two systematic methods to design the control parameters of a typical MAF-based PLL: one for the case of using a proportional...
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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.
A new greedy search method for the design of digital IIR filter
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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.
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.
International Nuclear Information System (INIS)
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. (general)
Robust Adaptive Dynamic Programming of Two-Player Zero-Sum Games for Continuous-Time Linear Systems.
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.
A New Approach to Rational Discrete-Time Approximations to Continuous-Time Fractional-Order Systems
Matos , Carlos; Ortigueira , Manuel ,
2012-01-01
Part 10: Signal Processing; International audience; In this paper a new approach to rational discrete-time approximations to continuous fractional-order systems of the form 1/(sα+p) is proposed. We will show that such fractional-order LTI system can be decomposed into sub-systems. One has the classic behavior and the other is similar to a Finite Impulse Response (FIR) system. The conversion from continuous-time to discrete-time systems will be done using the Laplace transform inversion integr...
A study of full width at half maximum (FWHM) according to the filter's cut off level in SPECT camera
International Nuclear Information System (INIS)
Park, Soung Ock; Kwon, Soo Il
2003-01-01
Filtering is necessary to reduce statistical noise and to increase image quality in SPECT images. Noises controlled by low-pass filter designed to suppress high spatial frequency in SPECT image. Most SPECT filter function control the degree of high frequency suppression by choosing a cut off frequency. The location of cut off frequency determines the affect image noise and spatial resolution. If select the low cut off frequency, its provide good noise suppression but insufficient image quantity and high cut off frequencies increase the image resolution but insufficient noise suppression. The purpose of this study was to determines the optimum cut off level with comparison of FWHM according to cut off level in each filters-Band-limited, Sheep-logan, Sheep-logan Hanning, Generalized Hamming, Low pass cosine, Parazen and Butterworth filter in SPECT camera. We recorded image along the X, Y, Z-axis with 99m TcO 4 point source and measured FWHM by use profile curve. We find averaged length is 9.16 mm ∼ 18.14 mm of FWHM in X, Y, and Z-axis, and Band-limited and Generalized Hamming filters measures 9.16 mm at 0.7 cycle/pixel cut off frequency
Directory of Open Access Journals (Sweden)
Ming-Hung Chen
2015-01-01
Full Text Available This paper proposes a new adaptive filter for wind generators that combines instantaneous reactive power compensation technology and current prediction controller, and therefore this system is characterized by low harmonic distortion, high power factor, and small DC-link voltage variations during load disturbances. The performance of the system was first simulated using MATLAB/Simulink, and the possibility of an adaptive digital low-pass filter eliminating current harmonics was confirmed in steady and transient states. Subsequently, a digital signal processor was used to implement an active power filter. The experimental results indicate, that for the rated operation of 2 kVA, the system has a total harmonic distortion of current less than 5.0% and a power factor of 1.0 on the utility side. Thus, the transient performance of the adaptive filter is superior to the traditional digital low-pass filter and is more economical because of its short computation time compared with other types of adaptive filters.
Chen, Ming-Hung
2015-01-01
This paper proposes a new adaptive filter for wind generators that combines instantaneous reactive power compensation technology and current prediction controller, and therefore this system is characterized by low harmonic distortion, high power factor, and small DC-link voltage variations during load disturbances. The performance of the system was first simulated using MATLAB/Simulink, and the possibility of an adaptive digital low-pass filter eliminating current harmonics was confirmed in steady and transient states. Subsequently, a digital signal processor was used to implement an active power filter. The experimental results indicate, that for the rated operation of 2 kVA, the system has a total harmonic distortion of current less than 5.0% and a power factor of 1.0 on the utility side. Thus, the transient performance of the adaptive filter is superior to the traditional digital low-pass filter and is more economical because of its short computation time compared with other types of adaptive filters.
Least-mean-square spatial filter for IR sensors.
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.
Hobolth, Asger; Stone, Eric A
2009-09-01
Analyses of serially-sampled data often begin with the assumption that the observations represent discrete samples from a latent continuous-time stochastic process. The continuous-time Markov chain (CTMC) is one such generative model whose popularity extends to a variety of disciplines ranging from computational finance to human genetics and genomics. A common theme among these diverse applications is the need to simulate sample paths of a CTMC conditional on realized data that is discretely observed. Here we present a general solution to this sampling problem when the CTMC is defined on a discrete and finite state space. Specifically, we consider the generation of sample paths, including intermediate states and times of transition, from a CTMC whose beginning and ending states are known across a time interval of length T. We first unify the literature through a discussion of the three predominant approaches: (1) modified rejection sampling, (2) direct sampling, and (3) uniformization. We then give analytical results for the complexity and efficiency of each method in terms of the instantaneous transition rate matrix Q of the CTMC, its beginning and ending states, and the length of sampling time T. In doing so, we show that no method dominates the others across all model specifications, and we give explicit proof of which method prevails for any given Q, T, and endpoints. Finally, we introduce and compare three applications of CTMCs to demonstrate the pitfalls of choosing an inefficient sampler.
Institute of Scientific and Technical Information of China (English)
LIAO Baochao; LIU Qun; ZHANG Kui; Abdul BASET; Aamir Mahmood MEMON; Khadim Hussain MEMON; HAN Yanan
2016-01-01
A continuous time delay-difference 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(21510 t,23118 t).The catch in 2011 (24100 t) is higher than the MSY values and the relative fishing mortality ratio (F2011/FMSY) 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.
International Nuclear Information System (INIS)
Ko, Hyoungho; Park, Sangjun; Paik, Seung-Joon; Choi, Byoung-doo; Park, Yonghwa; Lee, Sangmin; Kim, Sungwook; Lee, Sang Chul; Lee, Ahra; Yoo, Kwangho; Lim, Jaesang; Cho, Dong-il
2006-01-01
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 μm 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 μg/√Hz, the bias instability of 490 μg, the input range of ±10 g, and the output nonlinearity of ±0.5 %FSO
Directory of Open Access Journals (Sweden)
Supachai Klungtong
2017-01-01
Full Text Available This paper presents a second-order voltage-mode filter with three inputs and single-output voltage using single commercially available IC, one resistor, and two capacitors. The used commercially available IC, called LT1228, is manufactured by Linear Technology Corporation. The proposed filter is based on parallel RLC circuit. The filter provides five output filter responses, namely, band-pass (BP, band-reject (BR, low-pass (LP, high-pass (HP, and all-pass (AP functions. The selection of each filter response can be done without the requirement of active and passive component matching condition. Furthermore, the natural frequency and quality factor are electronically controlled. Besides, the nonideal case is also investigated. The output voltage node exhibits low impedance. The experimental results can validate the theoretical analyses.
Houts, R. C.; Burlage, D. W.
1972-01-01
A time domain technique is developed to design finite-duration impulse response digital filters using linear programming. Two related applications of this technique in data transmission systems are considered. The first is the design of pulse shaping digital filters to generate or detect signaling waveforms transmitted over bandlimited channels that are assumed to have ideal low pass or bandpass characteristics. The second is the design of digital filters to be used as preset equalizers in cascade with channels that have known impulse response characteristics. Example designs are presented which illustrate that excellent waveforms can be generated with frequency-sampling filters and the ease with which digital transversal filters can be designed for preset equalization.
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....
Directory of Open Access Journals (Sweden)
Coghetto Roland
2015-09-01
Full Text Available We are inspired by the work of Henri Cartan [16], Bourbaki [10] (TG. I Filtres and Claude Wagschal [34]. We define the base of filter, image filter, convergent filter bases, limit filter and the filter base of tails (fr: filtre des sections.
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.
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.
Zhu, Wei; Wang, Dandan; Liu, Lu; Feng, Gang
2017-08-18
This paper investigates exponential stabilization of continuous-time dynamic systems (CDSs) via event-based impulsive control (EIC) approaches, where the impulsive instants are determined by certain state-dependent triggering condition. The global exponential stability criteria via EIC are derived for nonlinear and linear CDSs, respectively. It is also shown that there is no Zeno-behavior for the concerned closed loop control system. In addition, the developed event-based impulsive scheme is applied to the synchronization problem of master and slave memristive neural networks. Furthermore, a self-triggered impulsive control scheme is developed to avoid continuous communication between the master system and slave system. Finally, two numerical simulation examples are presented to illustrate the effectiveness of the proposed event-based impulsive controllers.
DEFF Research Database (Denmark)
Jimenez, M.J.; Madsen, Henrik; Bloem, J.J.
2008-01-01
This paper focuses on a method for linear or non-linear continuous time modelling of physical systems using discrete time data. This approach facilitates a more appropriate modelling of more realistic non-linear systems. Particularly concerning advanced building components, convective and radiati...... that a description of the non-linear heat transfer is essential. The resulting model is a non-linear first order stochastic differential equation for the heat transfer of the PV component....... heat interchanges are non-linear effects and represent significant contributions in a variety of components such as photovoltaic integrated facades or roofs and those using these effects as passive cooling strategies, etc. Since models are approximations of the physical system and data is encumbered...
Belkhatir, Zehor; Laleg-Kirati, Taous-Meriem
2017-01-01
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.
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.
Energy Technology Data Exchange (ETDEWEB)
Chen Yong; Chen Xi; Qian Minping [School of Mathematical Sciences, Peking University, Beijing 100871 (China)
2006-03-17
A general form of the Green-Kubo formula, which describes the fluctuations pertaining to all the steady states whether equilibrium or non-equilibrium, for a system driven by a finite Markov chain with continuous time (briefly, MC) {l_brace}{xi}{sub t}{r_brace}, is shown. The equivalence of different forms of the Green-Kubo formula is exploited. We also look at the differences in terms of the autocorrelation function and the fluctuation spectrum between the equilibrium state and the non-equilibrium steady state. Also, if the MC is in the non-equilibrium steady state, we can always find a complex function {psi}, such that the fluctuation spectrum of {l_brace}{phi}({xi}{sub t}){r_brace} is non-monotonous in [0, + {infinity})
Directory of Open Access Journals (Sweden)
Songlin Wo
2018-01-01
Full Text Available Singular systems arise in a great deal of domains of engineering and can be used to solve problems which are more difficult and more extensive than regular systems to solve. Therefore, in this paper, the definition of finite-time robust H∞ control for uncertain linear continuous-time singular systems is presented. The problem we address is to design a robust state feedback controller which can deal with the singular system with time-varying norm-bounded exogenous disturbance, such that the singular system is finite-time robust bounded (FTRB with disturbance attenuation γ. Sufficient conditions for the existence of solutions to this problem are obtained in terms of linear matrix equalities (LMIs. When these LMIs are feasible, the desired robust controller is given. A detailed solving method is proposed for the restricted linear matrix inequalities. Finally, examples are given to show the validity of the methodology.
Pranevicius, Henrikas; Pranevicius, Mindaugas; Pranevicius, Osvaldas; 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. PMID:25705700
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.
Transport properties of the continuous-time random walk with a long-tailed waiting-time density
International Nuclear Information System (INIS)
Weissman, H.; Havlin, S.; Weiss, G.H.
1989-01-01
The authors derive asymptotic properties of the propagator p(r, t) of a continuous-time random walk (CTRW) in which the waiting time density has the asymptotic form ψ(t) ∼ T α /t α+1 when t >> T and 0 = ∫ 0 ∞ τψ(τ)dτ is finite. One is that the asymptotic behavior of p(0, t) is demonstrated by the waiting time at the origin rather than by the dimension. The second difference is that in the presence of a field p(r, t) no longer remains symmetric around a moving peak. Rather, it is shown that the peak of this probability always occurs at r = 0, and the effect of the field is to break the symmetry that occurs when < ∞. Finally, they calculate similar properties, although in not such great detail, for the case in which the single-step jump probabilities themselves have an infinite mean
International Nuclear Information System (INIS)
Chen Yong; Chen Xi; Qian Minping
2006-01-01
A general form of the Green-Kubo formula, which describes the fluctuations pertaining to all the steady states whether equilibrium or non-equilibrium, for a system driven by a finite Markov chain with continuous time (briefly, MC) {ξ t }, is shown. The equivalence of different forms of the Green-Kubo formula is exploited. We also look at the differences in terms of the autocorrelation function and the fluctuation spectrum between the equilibrium state and the non-equilibrium steady state. Also, if the MC is in the non-equilibrium steady state, we can always find a complex function ψ, such that the fluctuation spectrum of {φ(ξ t )} is non-monotonous in [0, + ∞)
Behzadi, Kobra; Baghelani, Masoud
2014-05-01
This paper presents a third order continuous time current mode ΣΔ modulator for WLAN 802.11b standard applications. The proposed circuit utilized feedback architecture with scaled and optimized DAC coefficients. At circuit level, we propose a modified cascade current mirror integrator with reduced input impedance which results in more bandwidth and linearity and hence improves the dynamic range. Also, a very fast and precise novel dynamic latch based current comparator is introduced with low power consumption. This ultra fast comparator facilitates increasing the sampling rate toward GHz frequencies. The modulator exhibits dynamic range of more than 60 dB for 20 MHz signal bandwidth and OSR of 10 while consuming only 914 μW from 1.8 V power supply. The FoM of the modulator is calculated from two different methods, and excellent performance is achieved for proposed modulator.
Song, Rui-Zhuo; Xiao, Wen-Dong; Wei, Qing-Lai
2014-05-01
We develop an online adaptive dynamic programming (ADP) based optimal control scheme for continuous-time chaotic systems. The idea is to use the ADP algorithm to obtain the optimal control input that makes the performance index function reach an optimum. The expression of the performance index function for the chaotic system is first presented. The online ADP algorithm is presented to achieve optimal control. In the ADP structure, neural networks are used to construct a critic network and an action network, which can obtain an approximate performance index function and the control input, respectively. It is proven that the critic parameter error dynamics and the closed-loop chaotic systems are uniformly ultimately bounded exponentially. Our simulation results illustrate the performance of the established optimal control method.
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.
Miniaturized dielectric waveguide filters
Sandhu, MY; Hunter, IC
2016-01-01
Design techniques for a new class of integrated monolithic high-permittivity ceramic waveguide filters are presented. These filters enable a size reduction of 50% compared to air-filled transverse electromagnetic filters with the same unloaded Q-factor. Designs for Chebyshev and asymmetric generalised Chebyshev filter and a diplexer are presented with experimental results for an 1800 MHz Chebyshev filter and a 1700 MHz generalised Chebyshev filter showing excellent agreement with theory.
Energy Technology Data Exchange (ETDEWEB)
Wan Chuanchuan; Li Zhiqun; Hou Ningbing, E-mail: zhiqunli@seu.edu.cn [Institute of RF- and OE-ICs, Southeast University, Nanjing 210096 (China)
2011-05-15
A G{sub m}-C complex filter with on-chip automatic tuning for wireless sensor networks is designed and implemented using 0.18 {mu}m CMOS process. This filter is synthesized from a low-pass 5th-order Chebyshev RLC ladder filter prototype by means of capacitors and fully balanced transconductors. A conventional phase-locked loop is used to realize the on-chip automatic tuning for both center frequency and bandwidth control. The filter is centered at 2 MHz with a bandwidth of 2.4 MHz. The measured results show that the filter provides more than 45 dB image rejection while the ripple in the pass-band is less than 1.2 dB. The complete filter including on-chip tuning circuit consumes 4.9 mA with 1.8 V single supply voltage. (semiconductor integrated circuits)
Operating regimes of signaling cycles: statics, dynamics, and noise filtering.
Directory of Open Access Journals (Sweden)
Carlos Gomez-Uribe
2007-12-01
Full Text Available A ubiquitous building block of signaling pathways is a cycle of covalent modification (e.g., phosphorylation and dephosphorylation in MAPK cascades. Our paper explores the kind of information processing and filtering that can be accomplished by this simple biochemical circuit. Signaling cycles are particularly known for exhibiting a highly sigmoidal (ultrasensitive input-output characteristic in a certain steady-state regime. Here, we systematically study the cycle's steady-state behavior and its response to time-varying stimuli. We demonstrate that the cycle can actually operate in four different regimes, each with its specific input-output characteristics. These results are obtained using the total quasi-steady-state approximation, which is more generally valid than the typically used Michaelis-Menten approximation for enzymatic reactions. We invoke experimental data that suggest the possibility of signaling cycles operating in one of the new regimes. We then consider the cycle's dynamic behavior, which has so far been relatively neglected. We demonstrate that the intrinsic architecture of the cycles makes them act--in all four regimes--as tunable low-pass filters, filtering out high-frequency fluctuations or noise in signals and environmental cues. Moreover, the cutoff frequency can be adjusted by the cell. Numerical simulations show that our analytical results hold well even for noise of large amplitude. We suggest that noise filtering and tunability make signaling cycles versatile components of more elaborate cell-signaling pathways.
Gravitation search algorithm: Application to the optimal IIR filter design
Directory of Open Access Journals (Sweden)
Suman Kumar Saha
2014-01-01
Full Text Available This paper presents a global heuristic search optimization technique known as Gravitation Search Algorithm (GSA for the design of 8th order Infinite Impulse Response (IIR, low pass (LP, high pass (HP, band pass (BP and band stop (BS filters considering various non-linear characteristics of the filter design problems. This paper also adopts a novel fitness function in order to improve the stop band attenuation to a great extent. In GSA, law of gravity and mass interactions among different particles are adopted for handling the non-linear IIR filter design optimization problem. In this optimization technique, searcher agents are the collection of masses and interactions among them are governed by the Newtonian gravity and the laws of motion. The performances of the GSA based IIR filter designs have proven to be superior as compared to those obtained by real coded genetic algorithm (RGA and standard Particle Swarm Optimization (PSO. Extensive simulation results affirm that the proposed approach using GSA outperforms over its counterparts not only in terms of quality output, i.e., sharpness at cut-off, smaller pass band ripple, higher stop band attenuation, but also the fastest convergence speed with assured stability.
MISO Current-mode Biquad Filter with Independent Control of Pole Frequency and Quality Factor
Directory of Open Access Journals (Sweden)
W. Jaikla
2012-09-01
Full Text Available This article presents a three-inputs single-output biquadratic filter performing completely standard functions: low-pass, high-pass, band-pass, band-reject and all-pass functions, based on current controlled current conveyor transconductance amplifier (CCCCTA. The quality factor and pole frequency can be electronically/independently tuned via the input bias current. The proposed circuit uses 2 CCCCTAs and 2 grounded capacitors without external any resistors which is very suitable to further develop into an integrated circuit. The filter does not require double input current signal. Each function response can be selected by suitably selecting input signals with digital method. Moreover, the circuit possesses high output impedance which would be an ideal choice for current-mode cascading. The PSPICE simulation results are included to verify the workability of the proposed filter. The given results agree well with the theoretical anticipation.
The 3-D alignment of objects in dynamic PET scans using filtered sinusoidal trajectories of sinogram
International Nuclear Information System (INIS)
Kostopoulos, Aristotelis E.; Happonen, Antti P.; Ruotsalainen, Ulla
2006-01-01
In this study, our goal is to employ a novel 3-D alignment method for dynamic positron emission tomography (PET) scans. Because the acquired data (i.e. sinograms) often contain noise considerably, filtering of the data prior to the alignment presumably improves the final results. In this study, we utilized a novel 3-D stackgram domain approach. In the stackgram domain, the signals along the sinusoidal trajectory signals of the sinogram can be processed separately. In this work, we performed angular stackgram domain filtering by employing well known 1-D filters: the Gaussian low-pass filter and the median filter. In addition, we employed two wavelet de-noising techniques. After filtering we performed alignment of objects in the stackgram domain. The local alignment technique we used is based on similarity comparisons between locus vectors (i.e. the signals along the sinusoidal trajectories of the sinogram) in a 3-D neighborhood of sequences of the stackgrams. Aligned stackgrams can be transformed back to sinograms (Method 1), or alternatively directly to filtered back-projected images (Method 2). In order to evaluate the alignment process, simulated data with different kinds of additive noises were used. The results indicated that the filtering prior to the alignment can be important concerning the accuracy
International Nuclear Information System (INIS)
Lee, Youn Myoung
1995-02-01
As a newly approaching model, a stochastic model using continuous time Markov process for nuclide decay chain transport of arbitrary length in the fractured porous rock medium has been proposed, by which the need for solving a set of partial differential equations corresponding to various sets of side conditions can be avoided. Once the single planar fracture in the rock matrix is represented by a series of finite number of compartments having region wise constant parameter values in them, the medium is continuous in view of various processes associated with nuclide transport but discrete in medium space and such geologic system is assumed to have Markov property, since the Markov process requires that only the present value of the time dependent random variable be known to determine the future value of random variable, nuclide transport in the medium can then be modeled as a continuous time Markov process. Processes that are involved in nuclide transport are advective transport due to groundwater flow, diffusion into the rock matrix, adsorption onto the wall of the fracture and within the pores in the rock matrix, and radioactive decay chain. The transition probabilities for nuclide from the transition intensities between and out of the compartments are represented utilizing Chapman-Kolmogorov equation, through which the expectation and the variance of nuclide distribution for each compartment or the fractured rock medium can be obtained. Some comparisons between Markov process model developed in this work and available analytical solutions for one-dimensional layered porous medium, fractured medium with rock matrix diffusion, and porous medium considering three member nuclide decay chain without rock matrix diffusion have been made showing comparatively good agreement for all cases. To verify the model developed in this work another comparative study was also made by fitting the experimental data obtained with NaLS and uranine running in the artificial fractured
Selection vector filter framework
Lukac, Rastislav; Plataniotis, Konstantinos N.; Smolka, Bogdan; Venetsanopoulos, Anastasios N.
2003-10-01
We provide a unified framework of nonlinear vector techniques outputting the lowest ranked vector. The proposed framework constitutes a generalized filter class for multichannel signal processing. A new class of nonlinear selection filters are based on the robust order-statistic theory and the minimization of the weighted distance function to other input samples. The proposed method can be designed to perform a variety of filtering operations including previously developed filtering techniques such as vector median, basic vector directional filter, directional distance filter, weighted vector median filters and weighted directional filters. A wide range of filtering operations is guaranteed by the filter structure with two independent weight vectors for angular and distance domains of the vector space. In order to adapt the filter parameters to varying signal and noise statistics, we provide also the generalized optimization algorithms taking the advantage of the weighted median filters and the relationship between standard median filter and vector median filter. Thus, we can deal with both statistical and deterministic aspects of the filter design process. It will be shown that the proposed method holds the required properties such as the capability of modelling the underlying system in the application at hand, the robustness with respect to errors in the model of underlying system, the availability of the training procedure and finally, the simplicity of filter representation, analysis, design and implementation. Simulation studies also indicate that the new filters are computationally attractive and have excellent performance in environments corrupted by bit errors and impulsive noise.
Multilayer mirrors as power filters in insertion device beamlines
International Nuclear Information System (INIS)
Kortright, J.B.; DiGennaro, R.S.
1988-08-01
The power-filtering capabilities of multilayer band-pass x-ray mirrors relative to total reflection low-pass mirrors is presented. Results are based on calculations assuming proposed wiggler sources on the upcoming generation of low energy (1.5 GeV) and high energy (7.0 GeV) synchrotron radiation sources. Results show that multilayers out-perform total reflection mirrors in terms of reduction in reflected power by roughly an order of magnitude, with relatively small increases in total absorbed power and power density over total reflection mirrors, and with comparable reflected flux values. Various aspects of this potential application of multilayer x-ray optics are discussed. 13 refs., 3 figs., 1 tab
Directory of Open Access Journals (Sweden)
Dandan Su
2017-12-01
Full Text Available This paper proposes an improved continuous-time model predictive control (CTMPC of permanent magnetic synchronous motors (PMSMs for a wide-speed range, including the constant torque region and the flux-weakening (FW region. In the constant torque region, the mathematic models of PMSMs in dq-axes are decoupled without the limitation of DC-link voltage. However, in the FW region, the mathematic models of PMSMs in dq-axes are cross-coupled together with the limitation of DC-link voltage. A nonlinear PMSMs mathematic model in the FW region is presented based on the voltage angle. The solving of the nonlinear mathematic model of PMSMs in FW region will lead to heavy computation load for digital signal processing (DSP. To overcome such a problem, a linearization method of the voltage angle is also proposed to reduce the computation load. The selection of transiting points between the constant torque region and FW regions is researched to improve the performance of the driven system. Compared with the proportional integral (PI controller, the proposed CTMPC has obvious advantages in dealing with systems’ nonlinear constraints and improving system performance by restraining overshoot current under step torque changing. Both simulation and experimental results confirm the effectiveness of the proposed method in achieving good steady-state performance and smooth switching between the constant torque and FW regions.
Liang, Yingjie; Chen, Wen
2018-04-01
The mean squared displacement (MSD) of the traditional ultraslow diffusion is a logarithmic function of time. Recently, the continuous time random walk model is employed to characterize this ultraslow diffusion dynamics by connecting the heavy-tailed logarithmic function and its variation as the asymptotical waiting time density. In this study we investigate the limiting waiting time density of a general ultraslow diffusion model via the inverse Mittag-Leffler function, whose special case includes the traditional logarithmic ultraslow diffusion model. The MSD of the general ultraslow diffusion model is analytically derived as an inverse Mittag-Leffler function, and is observed to increase even more slowly than that of the logarithmic function model. The occurrence of very long waiting time in the case of the inverse Mittag-Leffler function has the largest probability compared with the power law model and the logarithmic function model. The Monte Carlo simulations of one dimensional sample path of a single particle are also performed. The results show that the inverse Mittag-Leffler waiting time density is effective in depicting the general ultraslow random motion.
Khiarak, Mehdi Noormohammadi; Martianova, Ekaterina; Bories, Cyril; Martel, Sylvain; Proulx, Christophe D; De Koninck, Yves; Gosselin, Benoit
2018-06-01
Fluorescence biophotometry measurements require wide dynamic range (DR) and high-sensitivity laboratory apparatus. Indeed, it is often very challenging to accurately resolve the small fluorescence variations in presence of noise and high-background tissue autofluorescence. There is a great need for smaller detectors combining high linearity, high sensitivity, and high-energy efficiency. This paper presents a new biophotometry sensor merging two individual building blocks, namely a low-noise sensing front-end and a order continuous-time modulator (CTSDM), into a single module for enabling high-sensitivity and high energy-efficiency photo-sensing. In particular, a differential CMOS photodetector associated with a differential capacitive transimpedance amplifier-based sensing front-end is merged with an incremental order 1-bit CTSDM to achieve a large DR, low hardware complexity, and high-energy efficiency. The sensor leverages a hardware sharing strategy to simplify the implementation and reduce power consumption. The proposed CMOS biosensor is integrated within a miniature wireless head mountable prototype for enabling biophotometry with a single implantable fiber in the brain of live mice. The proposed biophotometry sensor is implemented in a 0.18- CMOS technology, consuming from a 1.8- supply voltage, while achieving a peak dynamic range of over a 50- input bandwidth, a sensitivity of 24 mV/nW, and a minimum detectable current of 2.46- at a 20- sampling rate.
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.
Olson, Daniel W.; Dutta, Sarit; Laachi, Nabil; Tian, Mingwei; Dorfman, Kevin D.
2011-01-01
Using the two-state, continuous-time random walk model, we develop expressions for the mobility and the plate height during DNA electrophoresis in an ordered post array that delineate the contributions due to (i) the random distance between collisions and (ii) the random duration of a collision. These contributions are expressed in terms of the means and variances of the underlying stochastic processes, which we evaluate from a large ensemble of Brownian dynamics simulations performed using different electric fields and molecular weights in a hexagonal array of 1 μm posts with a 3 μm center-to-center distance. If we fix the molecular weight, we find that the collision frequency governs the mobility. In contrast, the average collision duration is the most important factor for predicting the mobility as a function of DNA size at constant Péclet number. The plate height is reasonably well-described by a single post rope-over-pulley model, provided that the extension of the molecule is small. Our results only account for dispersion inside the post array and thus represent a theoretical lower bound on the plate height in an actual device. PMID:21290387
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.
Meng, Tianhui; Li, Xiaofan; Zhang, Sha; Zhao, Yubin
2016-09-28
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.
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.
International Nuclear Information System (INIS)
Schulz, Johannes H P; Chechkin, Aleksei V; Metzler, Ralf
2013-01-01
Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through scale-free forms of the jump length and/or waiting time distributions by virtue of the generalized central limit theorem. Here we present a modified version of recently proposed correlated CTRW processes, where we incorporate a power-law correlated noise on the level of both jump length and waiting time dynamics. We obtain a very general stochastic model, that encompasses key features of several paradigmatic models of anomalous diffusion: discontinuous, scale-free displacements as in Lévy flights, scale-free waiting times as in subdiffusive CTRWs, and the long-range temporal correlations of fractional Brownian motion (FBM). We derive the exact solutions for the single-time probability density functions and extract the scaling behaviours. Interestingly, we find that different combinations of the model parameters lead to indistinguishable shapes of the emerging probability density functions and identical scaling laws. Our model will be useful for describing recent experimental single particle tracking data that feature a combination of CTRW and FBM properties. (paper)
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 ℓ 1 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.
Image pre-filtering for measurement error reduction in digital image correlation
Zhou, Yihao; Sun, Chen; Song, Yuntao; Chen, Jubing
2015-02-01
In digital image correlation, the sub-pixel intensity interpolation causes a systematic error in the measured displacements. The error increases toward high-frequency component of the speckle pattern. In practice, a captured image is usually corrupted by additive white noise. The noise introduces additional energy in the high frequencies and therefore raises the systematic error. Meanwhile, the noise also elevates the random error which increases with the noise power. In order to reduce the systematic error and the random error of the measurements, we apply a pre-filtering to the images prior to the correlation so that the high-frequency contents are suppressed. Two spatial-domain filters (binomial and Gaussian) and two frequency-domain filters (Butterworth and Wiener) are tested on speckle images undergoing both simulated and real-world translations. By evaluating the errors of the various combinations of speckle patterns, interpolators, noise levels, and filter configurations, we come to the following conclusions. All the four filters are able to reduce the systematic error. Meanwhile, the random error can also be reduced if the signal power is mainly distributed around DC. For high-frequency speckle patterns, the low-pass filters (binomial, Gaussian and Butterworth) slightly increase the random error and Butterworth filter produces the lowest random error among them. By using Wiener filter with over-estimated noise power, the random error can be reduced but the resultant systematic error is higher than that of low-pass filters. In general, Butterworth filter is recommended for error reduction due to its flexibility of passband selection and maximal preservation of the allowed frequencies. Binomial filter enables efficient implementation and thus becomes a good option if computational cost is a critical issue. While used together with pre-filtering, B-spline interpolator produces lower systematic error than bicubic interpolator and similar level of the random
Recirculating electric air filter
Bergman, W.
1985-01-09
An electric air filter cartridge has a cylindrical inner high voltage electrode, a layer of filter material, and an outer ground electrode formed of a plurality of segments moveably connected together. The outer electrode can be easily opened to remove or insert filter material. Air flows through the two electrodes and the filter material and is exhausted from the center of the inner electrode.
Filter replacement lifetime prediction
Hamann, Hendrik F.; Klein, Levente I.; Manzer, Dennis G.; Marianno, Fernando J.
2017-10-25
Methods and systems for predicting a filter lifetime include building a filter effectiveness history based on contaminant sensor information associated with a filter; determining a rate of filter consumption with a processor based on the filter effectiveness history; and determining a remaining filter lifetime based on the determined rate of filter consumption. Methods and systems for increasing filter economy include measuring contaminants in an internal and an external environment; determining a cost of a corrosion rate increase if unfiltered external air intake is increased for cooling; determining a cost of increased air pressure to filter external air; and if the cost of filtering external air exceeds the cost of the corrosion rate increase, increasing an intake of unfiltered external air.
A study of full width at half maximum (FWHM) according to the filter's cut off level in SPECT camera
Energy Technology Data Exchange (ETDEWEB)
Park, Soung Ock [Dongnam Health College, Suwon (Korea, Republic of); Kwon, Soo Il [Kyonggi University, Suwon (Korea, Republic of)
2003-06-15
Filtering is necessary to reduce statistical noise and to increase image quality in SPECT images. Noises controlled by low-pass filter designed to suppress high spatial frequency in SPECT image. Most SPECT filter function control the degree of high frequency suppression by choosing a cut off frequency. The location of cut off frequency determines the affect image noise and spatial resolution. If select the low cut off frequency, its provide good noise suppression but insufficient image quantity and high cut off frequencies increase the image resolution but insufficient noise suppression. The purpose of this study was to determines the optimum cut off level with comparison of FWHM according to cut off level in each filters-Band-limited, Sheep-logan, Sheep-logan Hanning, Generalized Hamming, Low pass cosine, Parazen and Butterworth filter in SPECT camera. We recorded image along the X, Y, Z-axis with {sup 99m}TcO{sub 4} point source and measured FWHM by use profile curve. We find averaged length is 9.16 mm {approx} 18.14 mm of FWHM in X, Y, and Z-axis, and Band-limited and Generalized Hamming filters measures 9.16 mm at 0.7 cycle/pixel cut off frequency.
Optimization of filter loading
International Nuclear Information System (INIS)
Turney, J.H.; Gardiner, D.E.; Sacramento Municipal Utility District, Herald, CA)
1985-01-01
The introduction of 10 CFR Part 61 has created potential difficulties in the disposal of spent cartridge filters. When this report was prepared, Rancho Seco had no method of packaging and disposing of class B or C filters. This work examined methods to minimize the total operating cost of cartridge filters while maintaining them below the class A limit. It was found that by encapsulating filters in cement the filter operating costs could be minimized
Kuznetsova, T. A.
2018-05-01
The methods for increasing gas-turbine aircraft engines' (GTE) adaptive properties to interference based on empowerment of automatic control systems (ACS) are analyzed. The flow pulsation in suction and a discharge line of the compressor, which may cause the stall, are considered as the interference. The algorithmic solution to the problem of GTE pre-stall modes’ control adapted to stability boundary is proposed. The aim of the study is to develop the band-pass filtering algorithms to provide the detection functions of the compressor pre-stall modes for ACS GTE. The characteristic feature of pre-stall effect is the increase of pressure pulsation amplitude over the impeller at the multiples of the rotor’ frequencies. The used method is based on a band-pass filter combining low-pass and high-pass digital filters. The impulse response of the high-pass filter is determined through a known low-pass filter impulse response by spectral inversion. The resulting transfer function of the second order band-pass filter (BPF) corresponds to a stable system. The two circuit implementations of BPF are synthesized. Designed band-pass filtering algorithms were tested in MATLAB environment. Comparative analysis of amplitude-frequency response of proposed implementation allows choosing the BPF scheme providing the best quality of filtration. The BPF reaction to the periodic sinusoidal signal, simulating the experimentally obtained pressure pulsation function in the pre-stall mode, was considered. The results of model experiment demonstrated the effectiveness of applying band-pass filtering algorithms as part of ACS to identify the pre-stall mode of the compressor for detection of pressure fluctuations’ peaks, characterizing the compressor’s approach to the stability boundary.
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 progression can often be obtained by assuming that the future state transitions do not depend only on the present state (Markov assumption) but also on the past through time since entry in the present state. Despite that these so-called semi-Markov models are still relatively straightforward to specify and implement, they are not yet routinely applied in health economic evaluation to assess the cost-effectiveness of alternative interventions. To facilitate a better understanding of this type of model among applied health economic analysts, the first part of this article provides a detailed discussion of what the semi-Markov model entails and how such models can be specified in an intuitive way by adopting an approach called vertical modeling. In the second part of the article, we use this approach to construct a semi-Markov model for assessing the long-term cost-effectiveness of 3 disease management programs for heart failure. Compared with a standard Markov model with the same disease states, our proposed semi-Markov model fitted the observed data much better. When subsequently extrapolating beyond the clinical trial period, these relatively large differences in goodness-of-fit translated into almost a doubling in mean total cost and a 60-d decrease in mean survival time when using the Markov model instead of the semi-Markov model. For the disease process considered in our case study, the semi-Markov model thus provided a sensible balance between model parsimoniousness and computational complexity. © The Author(s) 2015.
Burnell, Daniel K.; Hansen, Scott K.; Xu, Jie
2017-09-01
Contaminants in groundwater may experience a broad spectrum of velocities and multiple rates of mass transfer between mobile and immobile zones during transport. These conditions may lead to non-Fickian plume evolution which is not well described by the advection-dispersion equation (ADE). Simultaneously, many groundwater contaminants are degraded by processes that may be modeled as first-order decay. It is now known that non-Fickian transport and reaction are intimately coupled, with reaction affecting the transport operator. However, closed-form solutions for these important scenarios have not been published for use in applications. In this paper, we present four new Green's function analytic solutions in the uncoupled, uncorrelated continuous time random walk (CTRW) framework for reactive non-Fickian transport, corresponding to the quartet of conservative tracer solutions presented by Kreft and Zuber (1978) for Fickian transport. These consider pulse injection for both resident and flux concentration combined with detection in both resident and flux concentration. A pair of solutions for resident concentration temporal pulses with detection in both flux and resident concentration is also presented. We also derive the relationship between flux and resident concentration for non-Fickian transport with first-order reaction for this CTRW formulation. An explicit discussion of employment of the new solutions to model transport with arbitrary upgradient boundary conditions as well as mobile-immobile mass transfer is then presented. Using the new solutions, we show that first-order reaction has no effect on the anomalous spatial spreading rate of concentration profiles, but produces breakthrough curves at fixed locations that appear to have been generated by Fickian transport. Under the assumption of a Pareto CTRW transition distribution, we present a variety of numerical simulations including results showing coherence of our analytic solutions and CTRW particle
Capacitor current feedback for output filter damping in switched-mode magnet power supplies
International Nuclear Information System (INIS)
Paven Kumar, M.R.; Kim, J.M.S.
1994-01-01
In magnet power supplies for a particle accelerator system, a second-order low-pass filter is used to reduce the output current ripple content within specifications. The output filter must be properly damped in order to avoid any large amplification at the resonant frequency and large transient responses of voltages and currents at the step change of the line voltage. Conventionally, a series combination of resistance and capacitance is added in parallel with the filter capacitor to provide the required damping. This approach, however, requires a large dc-blocking capacitor which has to be several times larger than the filter capacitor. In this paper, a filter damping technique using capacitor current feedback is presented. The basic concept of the capacitor current feedback is established using a linear model of the converter involved, and then a sampled-data model of the converter is used to analyze the filter damping technique. The filter damping effect of the capacitor current feedback is verified experimentally
Energy Technology Data Exchange (ETDEWEB)
Paluch, W.
1987-07-01
Filters used for mine draining in brown coal surface mines are tested by the Mine Draining Department of Poltegor. Laboratory tests of new types of filters developed by Poltegor are analyzed. Two types of tests are used: tests of scale filter models and tests of experimental units of new filters. Design and operation of the test stands used for testing mechanical properties and hydraulic properties of filters for coal mines are described: dimensions, pressure fluctuations, hydraulic equipment. Examples of testing large-diameter filters for brown coal mines are discussed.
Directory of Open Access Journals (Sweden)
LU Yongle
2014-07-01
Full Text Available This paper demonstrates a method and system for north finding with a low-cost piezoelectricity accelerometer based on the Coriolis acceleration principle. The proposed setup is based on the choice of an accelerometer with residual noise of 35 ng•Hz-1/2. The plane of the north finding system is aligned parallel to the local level, which helps to eliminate the effect of plane error. The Coriolis acceleration caused by the earth’s rotation and the acceleration’s instantaneous velocity is much weaker than the g-sensitivity acceleration. To get a high accuracy and a shorter time for north finding system, in this paper, the Filtering Circuit and the wavelet packet de-nosing algorithm are used as the following. First, the hardware is designed as the alternating currents across by filtering circuit, so the DC will be isolated and the weak AC signal will be amplified. The DC is interfering signal generated by the earth's gravity. Then, we have used a wavelet packet to filter the signal which has been done through the filtering circuit. Finally, compare the north finding results measured by wavelet packet filtering with those measured by a low-pass filter. Wavelet filter de-noise data shows that wavelet packet filtering and wavelet filter measurement have high accuracy. Wavelet Packet filtering has stronger ability to remove burst noise and higher engineering environment adaptability than that of Wavelet filtering. Experimental results prove the effectiveness and project implementation of the accelerometer north finding method based on wavelet packet de-noising algorithm.
Sensory Pollution from Bag Filters, Carbon Filters and Combinations
DEFF Research Database (Denmark)
Bekö, Gabriel; Clausen, Geo; Weschler, Charles J.
2008-01-01
by an upstream pre-filter (changed monthly), an EU7 filter protected by an upstream activated carbon (AC) filter, and EU7 filters with an AC filter either downstream or both upstream and downstream. In addition, two types of stand-alone combination filters were evaluated: a bag-type fiberglass filter...... that contained AC and a synthetic fiber cartridge filter that contained AC. Air that had passed through used filters was most acceptable for those sets in which an AC filter was used downstream of the particle filter. Comparable air quality was achieved with the stand-alone bag filter that contained AC...
HEPA Filter Vulnerability Assessment
International Nuclear Information System (INIS)
GUSTAVSON, R.D.
2000-01-01
This assessment of High Efficiency Particulate Air (HEPA) filter vulnerability was requested by the USDOE Office of River Protection (ORP) to satisfy a DOE-HQ directive to evaluate the effect of filter degradation on the facility authorization basis assumptions. Within the scope of this assessment are ventilation system HEPA filters that are classified as Safety-Class (SC) or Safety-Significant (SS) components that perform an accident mitigation function. The objective of the assessment is to verify whether HEPA filters that perform a safety function during an accident are likely to perform as intended to limit release of hazardous or radioactive materials, considering factors that could degrade the filters. Filter degradation factors considered include aging, wetting of filters, exposure to high temperature, exposure to corrosive or reactive chemicals, and exposure to radiation. Screening and evaluation criteria were developed by a site-wide group of HVAC engineers and HEPA filter experts from published empirical data. For River Protection Project (RPP) filters, the only degradation factor that exceeded the screening threshold was for filter aging. Subsequent evaluation of the effect of filter aging on the filter strength was conducted, and the results were compared with required performance to meet the conditions assumed in the RPP Authorization Basis (AB). It was found that the reduction in filter strength due to aging does not affect the filter performance requirements as specified in the AB. A portion of the HEPA filter vulnerability assessment is being conducted by the ORP and is not part of the scope of this study. The ORP is conducting an assessment of the existing policies and programs relating to maintenance, testing, and change-out of HEPA filters used for SC/SS service. This document presents the results of a HEPA filter vulnerability assessment conducted for the River protection project as requested by the DOE Office of River Protection
Ilić, Aleksandar D.; Pavlović, Vlastimir D.
2011-01-01
A new original formulation of all pole low-pass filter functions is proposed in this article. The starting point in solving the approximation problem is a direct application of the Christoffel-Darboux formula for the set of orthogonal polynomials, including Gegenbauer orthogonal polynomials in the finite interval [-1, +1] with the application of a weighting function with a single free parameter. A general solution for the filter functions is obtained in a compact explicit form, which is shown to enable generation of the Gegenbauer filter functions in a simple way by choosing the value of the free parameter. Moreover, the proposed solution with the same criterion of approximation could be used to generate Legendre and Chebyshev filter functions of the first and second kind as well. The examples of proposed filter functions of even (10th) and odd (11th) order are illustrated. The approximation is shown to yield a good compromise solution with respect to the filter frequency characteristics (magnitude as well as phase characteristics). The influence of tolerance of the filter critical component (inductor) on the proposed magnitude and group delay characteristics of a resistively terminated LC lossless ladder filter is analysed as well. The proposed filter functions are superior in terms of the excellent magnitude characteristic, which approximates an ideal filter almost perfectly over the entire pass-band range and exhibits the summed sensitivity function better than that of a Butterworth filter. In the article, we present the filter function solution that exhibits optimum amplitude as well as optimum group delay characteristics that are of crucial importance for implementation of digital processing as well as RF analogue parts of communication networks. Derivation of the other band range filter functions, which could be realised either by continuous or digital filters, is also generally possible with the procedure proposed in this article.
DEFF Research Database (Denmark)
Drecourt, J.-P.; Madsen, H.; Rosbjerg, Dan
2006-01-01
This paper reviews two different approaches that have been proposed to tackle the problems of model bias with the Kalman filter: the use of a colored noise model and the implementation of a separate bias filter. Both filters are implemented with and without feedback of the bias into the model state....... The colored noise filter formulation is extended to correct both time correlated and uncorrelated model error components. A more stable version of the separate filter without feedback is presented. The filters are implemented in an ensemble framework using Latin hypercube sampling. The techniques...... are illustrated on a simple one-dimensional groundwater problem. The results show that the presented filters outperform the standard Kalman filter and that the implementations with bias feedback work in more general conditions than the implementations without feedback. 2005 Elsevier Ltd. All rights reserved....
International Nuclear Information System (INIS)
Simon, M.; Kim, D.; Porter, D.H.; Kleshinski, S.
1989-01-01
This paper discusses a filter that exploits the thermal shape-memory properties of the nitinol alloy to achieve an optimized filter shape and a fine-bore introducer. Experimental methods and materials are given and results are analyzed
Energy Technology Data Exchange (ETDEWEB)
Poirier, M. R. [Savannah River Site (SRS), Aiken, SC (United States). Savannah River National Lab. (SRNL); Burket, P. R. [Savannah River Site (SRS), Aiken, SC (United States). Savannah River National Lab. (SRNL); Duignan, M. R. [Savannah River Site (SRS), Aiken, SC (United States). Savannah River National Lab. (SRNL)
2015-03-12
The Savannah River Site (SRS) is currently treating radioactive liquid waste with the Actinide Removal Process (ARP) and the Modular Caustic Side Solvent Extraction Unit (MCU). The low filter flux through the ARP has limited the rate at which radioactive liquid waste can be treated. Recent filter flux has averaged approximately 5 gallons per minute (gpm). Salt Batch 6 has had a lower processing rate and required frequent filter cleaning. Savannah River Remediation (SRR) has a desire to understand the causes of the low filter flux and to increase ARP/MCU throughput. In addition, at the time the testing started, SRR was assessing the impact of replacing the 0.1 micron filter with a 0.5 micron filter. This report describes testing of MST filterability to investigate the impact of filter pore size and MST particle size on filter flux and testing of filter enhancers to attempt to increase filter flux. The authors constructed a laboratory-scale crossflow filter apparatus with two crossflow filters operating in parallel. One filter was a 0.1 micron Mott sintered SS filter and the other was a 0.5 micron Mott sintered SS filter. The authors also constructed a dead-end filtration apparatus to conduct screening tests with potential filter aids and body feeds, referred to as filter enhancers. The original baseline for ARP was 5.6 M sodium salt solution with a free hydroxide concentration of approximately 1.7 M.3 ARP has been operating with a sodium concentration of approximately 6.4 M and a free hydroxide concentration of approximately 2.5 M. SRNL conducted tests varying the concentration of sodium and free hydroxide to determine whether those changes had a significant effect on filter flux. The feed slurries for the MST filterability tests were composed of simple salts (NaOH, NaNO_{2}, and NaNO_{3}) and MST (0.2 – 4.8 g/L). The feed slurry for the filter enhancer tests contained simulated salt batch 6 supernate, MST, and filter enhancers.
El Yazidi, Abdelhadi; Ramonet, Michel; Ciais, Philippe; Broquet, Gregoire; Pison, Isabelle; Abbaris, Amara; Brunner, Dominik; Conil, Sebastien; Delmotte, Marc; Gheusi, Francois; Guerin, Frederic; Hazan, Lynn; Kachroudi, Nesrine; Kouvarakis, Giorgos; Mihalopoulos, Nikolaos; Rivier, Leonard; Serça, Dominique
2018-03-01
This study deals with the problem of identifying atmospheric data influenced by local emissions that can result in spikes in time series of greenhouse gases and long-lived tracer measurements. We considered three spike detection methods known as coefficient of variation (COV), robust extraction of baseline signal (REBS) and standard deviation of the background (SD) to detect and filter positive spikes in continuous greenhouse gas time series from four monitoring stations representative of the European ICOS (Integrated Carbon Observation System) Research Infrastructure network. The results of the different methods are compared to each other and against a manual detection performed by station managers. Four stations were selected as test cases to apply the spike detection methods: a continental rural tower of 100 m height in eastern France (OPE), a high-mountain observatory in the south-west of France (PDM), a regional marine background site in Crete (FKL) and a marine clean-air background site in the Southern Hemisphere on Amsterdam Island (AMS). This selection allows us to address spike detection problems in time series with different variability. Two years of continuous measurements of CO2, CH4 and CO were analysed. All methods were found to be able to detect short-term spikes (lasting from a few seconds to a few minutes) in the time series. Analysis of the results of each method leads us to exclude the COV method due to the requirement to arbitrarily specify an a priori percentage of rejected data in the time series, which may over- or underestimate the actual number of spikes. The two other methods freely determine the number of spikes for a given set of parameters, and the values of these parameters were calibrated to provide the best match with spikes known to reflect local emissions episodes that are well documented by the station managers. More than 96 % of the spikes manually identified by station managers were successfully detected both in the SD and the
Directory of Open Access Journals (Sweden)
A. El Yazidi
2018-03-01
Full Text Available This study deals with the problem of identifying atmospheric data influenced by local emissions that can result in spikes in time series of greenhouse gases and long-lived tracer measurements. We considered three spike detection methods known as coefficient of variation (COV, robust extraction of baseline signal (REBS and standard deviation of the background (SD to detect and filter positive spikes in continuous greenhouse gas time series from four monitoring stations representative of the European ICOS (Integrated Carbon Observation System Research Infrastructure network. The results of the different methods are compared to each other and against a manual detection performed by station managers. Four stations were selected as test cases to apply the spike detection methods: a continental rural tower of 100 m height in eastern France (OPE, a high-mountain observatory in the south-west of France (PDM, a regional marine background site in Crete (FKL and a marine clean-air background site in the Southern Hemisphere on Amsterdam Island (AMS. This selection allows us to address spike detection problems in time series with different variability. Two years of continuous measurements of CO2, CH4 and CO were analysed. All methods were found to be able to detect short-term spikes (lasting from a few seconds to a few minutes in the time series. Analysis of the results of each method leads us to exclude the COV method due to the requirement to arbitrarily specify an a priori percentage of rejected data in the time series, which may over- or underestimate the actual number of spikes. The two other methods freely determine the number of spikes for a given set of parameters, and the values of these parameters were calibrated to provide the best match with spikes known to reflect local emissions episodes that are well documented by the station managers. More than 96 % of the spikes manually identified by station managers were successfully detected both in
Directory of Open Access Journals (Sweden)
Hamidreza Mostafaei
2013-01-01
Full Text Available In this study, it has been attempted to select the best continuous- time stochastic model, in order to describe and forecast the oil price of Russia, by information and statistics about oil price that has been available for oil price in the past. For this purpose, method of The Maximum Likelihood Estimation is implemented for estimation of the parameters of continuous-time stochastic processes. The result of unit root test with a structural break, reveals that time series of the crude oil price is a stationary series. The simulation of continuous-time stochastic processes and the mean square error between the simulated prices and the market ones shows that the Geometric Brownian Motion is the best model for the Russian crude oil price.
Research on signal processing of shock absorber test bench based on zero-phase filter
Wu, Yi; Ding, Guoqing
2017-10-01
The quality of force-displacement diagram is significant to help evaluate the performance of shock absorbers. Damping force sampling data is often interfered by Gauss white noise, 50Hz power interference and its harmonic wave during the process of testing; data de-noising has become the core problem of drawing true, accurate and real-time indicator diagram. The noise and interference can be filtered out through generic IIR or FIR low-pass filter, but addition phase lag of useful signal will be caused due to the inherent attribute of IIR and FIR filter. The paper uses FRR method to realize zero-phase digital filtering in a software way based on mutual cancellation of phase lag between the forward and reverse sequences after through the filter. High-frequency interference above 40Hz are filtered out completely and noise attenuation is more than -40dB, with no additional phase lag. The method is able to restore the true signal as far as possible. Theoretical simulation and practical test indicate high-frequency noises have been effectively inhibited in multiple typical speed cases, signal-to-noise ratio being greatly improved; the curve in indicator diagram has better smoothness and fidelity. The FRR algorithm has low computational complexity, fast running time, and can be easily transplanted in multiple platforms.
Comparative performance analysis of shunt and series passive filter for LED lamp
Sarwono, Edi; Facta, Mochammad; Handoko, Susatyo
2018-03-01
Light Emitting Diode lamp or LED lamp nowadays is widely used by consumers as a new innovation in the lighting technologies due to its energy saving for low power consumption lamps for brighter light intensity. How ever, the LED lamp produce an electric pollutant known as harmonics. The harmonics is generated by rectifier as part of LED lamp circuit. The present of harmonics in current or voltage has made the source waveform from the grid is distorted. This distortion may cause inacurrate measurement, mall function, and excessive heating for any element at the grid. This paper present an analysis work of shunt and series filters to suppress the harmonics generated by the LED lamp circuit. The work was initiated by conducting several tests to investigate the harmonic content of voltage and currents. The measurements in this work were carried out by using HIOKI Power Quality Analyzer 3197. The measurement results showed that the harmonics current of tested LED lamps were above the limit of IEEE standard 519-2014. Based on the measurement results shunt and series filters were constructed as low pass filters. The bode analysis were appled during construction and prediction of the filters performance. Based on experimental results, the application of shunt filter at input side of LED lamp has reduced THD current up to 88%. On the other hand, the series filter has significantly reduced THD current up to 92%.
Realisation of low-voltage square-root-domain all-pass filters
Directory of Open Access Journals (Sweden)
Farooq A. Khanday
2013-10-01
Full Text Available Novel l ow-voltage first-order and second-order square-root-domain all-pass filters derived systematically by means of transfer function decomposition and state -space synthesis techniques are proposed. The employment of only a few geometric-mean cells and grounded capacitors permits the circuits to absorb shunt parasitic capacitances, which is desirable for production in monolithic form . The circuits enjoy the features of electronic adjustment of frequency characteristics, wider dynamic range and low-voltage environment operation. The filters are employed to design high-order all-pass filters using cascade approach. First-order low-pass and second-order band-pass filters, being the inherited building blocks of the proposed low-order all-pass filters are also discussed. The behaviour of the filters is evaluated through simulations using Taiwan semiconductor manufacturing company 0.25 μm level-3 complementary metal oxide semiconductor process parameters, where the most important performance factors are considered.
Summer Student Report 2014: Schottky component qualification and RF filter characterization
Egidos Plaja, Nuria
2014-01-01
This Summer Student project has been developed in BE-BI-QP department under the supervision of Manfred Wendt. Main goals of the task to be performed are the following: 1)\tFilter characterization: the student will get familiar with the Vector Network Analizer (VNA), S-parameter measurement and PSPICE modelling of low-pass filters. 2)\tFilter response matching: an algorithm to compare and classify filter responses into best-matching pairs will be developed. 3)\tSchottky monitor filter qualification: S-parameter and time domain measurements will be carried out with filters related to Schottky monitor and results will be benchmarked. 4)\tSchottky monitor amplifier measurement: noise figure and gain at a given frequency will be measured for a set of Low Noise Amplifiers related to Schottky monitor. -1dB compression point and 3rd order interception point will be measured too for education purposes. For the development of this project, the student will get familiar with RF measure devices (VNA, VSA), theoretical concep...
Passive wide spectrum harmonic filter for adjustable speed drives in oil and gas industry
Al Jaafari, Khaled Ali
Non-linear loads such as variable speed drives constitute the bulky load of oil and gas industry power systems. They are widely used in driving induction and permanent magnet motors for variable speed applications. That is because variable speed drives provide high static and dynamic performance. Moreover, they are known of their high energy efficiency and high motion quality, and high starting torque. However, these non-linear loads are main sources of current and voltage harmonics and lower the quality of electric power system. In fact, it is the six-pulse and twelve-pulse diode and thyristor rectifiers that spoil the AC power line with the dominant harmonics (5th, 7th, 11th). They provide DC voltage to the inverter of the variable speed drives. Typical problems that arise from these harmonics are Harmonic resonances', harmonic losses, interference with electronic equipment, and line voltage distortion at the Point of Common Coupling (PCC). Thus, it is necessary to find efficient, reliable, and economical harmonic filters. The passive filters have definite advantage over active filters in terms of components count, cost and reliability. Reliability and maintenance is a serious issue in drilling rigs which are located in offshore and onshore with extreme operating conditions. Passive filters are tuned to eliminate a certain frequency and therefore there is a need to equip the system with more than one passive filter to eliminate all unwanted frequencies. An alternative solution is Wide Spectrum Harmonic passive filter. The wide spectrum harmonic filters are becoming increasingly popular in these applications and found to overcome some of the limitations of conventional tuned passive filter. The most important feature of wide spectrum harmonic passive filters is that only one capacitor is required to filter a wide range of harmonics. Wide spectrum filter is essentially a low-pass filter for the harmonic at fundamental frequency. It can also be considered as a
Rotationally invariant correlation filtering
International Nuclear Information System (INIS)
Schils, G.F.; Sweeney, D.W.
1985-01-01
A method is presented for analyzing and designing optical correlation filters that have tailored rotational invariance properties. The concept of a correlation of an image with a rotation of itself is introduced. A unified theory of rotation-invariant filtering is then formulated. The unified approach describes matched filters (with no rotation invariance) and circular-harmonic filters (with full rotation invariance) as special cases. The continuum of intermediate cases is described in terms of a cyclic convolution operation over angle. The angular filtering approach allows an exact choice for the continuous trade-off between loss of the correlation energy (or specificity regarding the image) and the amount of rotational invariance desired
Michas, Georgios; Vallianatos, Filippos; Karakostas, Vassilios; Papadimitriou, Eleftheria; Sammonds, Peter
2014-05-01
Efpalion aftershock sequence occurred in January 2010, when an M=5.5 earthquake was followed four days later by another strong event (M=5.4) and numerous aftershocks (Karakostas et al., 2012). This activity interrupted a 15 years period of low to moderate earthquake occurrence in Corinth rift, where the last major event was the 1995 Aigion earthquake (M=6.2). Coulomb stress analysis performed in previous studies (Karakostas et al., 2012; Sokos et al., 2012; Ganas et al., 2013) indicated that the second major event and most of the aftershocks were triggered due to stress transfer. The aftershocks production rate decays as a power-law with time according to the modified Omori law (Utsu et al., 1995) with an exponent larger than one for the first four days, while after the occurrence of the second strong event the exponent turns to unity. We consider the earthquake sequence as a point process in time and space and study its spatiotemporal evolution considering a Continuous Time Random Walk (CTRW) model with a joint probability density function of inter-event times and jumps between the successive earthquakes (Metzler and Klafter, 2000). Jump length distribution exhibits finite variance, whereas inter-event times scale as a q-generalized gamma distribution (Michas et al., 2013) with a long power-law tail. These properties are indicative of a subdiffusive process in terms of CTRW. Additionally, the mean square displacement of aftershocks is constant with time after the occurrence of the first event, while it changes to a power-law with exponent close to 0.15 after the second major event, illustrating a slow diffusive process. During the first four days aftershocks cluster around the epicentral area of the second major event, while after that and taking as a reference the second event, the aftershock zone is migrating slowly with time to the west near the epicentral area of the first event. This process is much slower from what would be expected from normal diffusion, a
Doutsi, Effrosyni; Fillatre, Lionel; Antonini, Marc; Gaulmin, Julien
2018-07-01
This paper introduces a novel filter, which is inspired by the human retina. The human retina consists of three different layers: the Outer Plexiform Layer (OPL), the inner plexiform layer, and the ganglionic layer. Our inspiration is the linear transform which takes place in the OPL and has been mathematically described by the neuroscientific model "virtual retina." This model is the cornerstone to derive the non-separable spatio-temporal OPL retina-inspired filter, briefly renamed retina-inspired filter, studied in this paper. This filter is connected to the dynamic behavior of the retina, which enables the retina to increase the sharpness of the visual stimulus during filtering before its transmission to the brain. We establish that this retina-inspired transform forms a group of spatio-temporal Weighted Difference of Gaussian (WDoG) filters when it is applied to a still image visible for a given time. We analyze the spatial frequency bandwidth of the retina-inspired filter with respect to time. It is shown that the WDoG spectrum varies from a lowpass filter to a bandpass filter. Therefore, while time increases, the retina-inspired filter enables to extract different kinds of information from the input image. Finally, we discuss the benefits of using the retina-inspired filter in image processing applications such as edge detection and compression.
International Nuclear Information System (INIS)
Cochinal, R.; Rouby, R.
1959-01-01
This note first contains a terminology related to filters and to their operation, and then proposes an overview of general characteristics of filters such as load loss with respect to gas rate, efficiency, and clogging with respect to filter pollution. It also indicates standard aerosols which are generally used, how they are dosed, and how efficiency is determined with a standard aerosol. Then, after a presentation of the filtration principle, this note reports the study of several filters: glass wool, filter papers provided by different companies, Teflon foam, English filters, Teflon wool, sintered Teflonite, quartz wool, polyvinyl chloride foam, synthetic filter, sintered bronze. The third part reports the study of some aerosol and dust separators
International Nuclear Information System (INIS)
Hackney, S.
1980-01-01
A filter changing unit has a door which interlocks with the door of a filter chamber so as to prevent contamination of the outer surfaces of the doors by radioactive material collected on the filter element and a movable support which enables a filter chamber thereonto to be stored within the unit in such a way that the doors of the unit and the filter chamber can be replaced. The door pivots and interlocks with another door by means of a bolt, a seal around the periphery lip of the first door engages the periphery of the second door to seal the gap. A support pivots into a lower filter element storage position. Inspection windows and glove ports are provided. The unit is releasably connected to the filter chamber by bolts engaging in a flange provided around an opening. (author)
Hong, Jiasheng; Medina, Francisco; Martiacuten, Ferran
2018-01-01
This book presents and discusses strategies for the design and implementation of common-mode suppressed balanced microwave filters, including, narrowband, wideband, and ultra-wideband filters This book examines differential-mode, or balanced, microwave filters by discussing several implementations of practical realizations of these passive components. Topics covered include selective mode suppression, designs based on distributed and semi-lumped approaches, multilayer technologies, defect ground structures, coupled resonators, metamaterials, interference techniques, and substrate integrated waveguides, among others. Divided into five parts, Balanced Microwave Filters begins with an introduction that presents the fundamentals of balanced lines, circuits, and networks. Part 2 covers balanced transmission lines with common-mode noise suppression, including several types of common-mode filters and the application of such filters to enhance common-mode suppression in balanced bandpass filters. Next, Part 3 exa...
Filter material charging apparatus for filter assembly for radioactive contaminants
International Nuclear Information System (INIS)
Goldsmith, J.M.; O'Nan, A. Jr.
1977-01-01
A filter charging apparatus for a filter assembly is described. The filter assembly includes a housing with at least one filter bed therein and the filter charging apparatus for adding filter material to the filter assembly includes a tank with an opening therein, the tank opening being disposed in flow communication with opposed first and second conduit means, the first conduit means being in flow communication with the filter assembly housing and the second conduit means being in flow communication with a blower means. Upon activation of the blower means, the blower means pneumatically conveys the filter material from the tank to the filter housing
Practical Gammatone-Like Filters for Auditory Processing
Directory of Open Access Journals (Sweden)
R. F. Lyon
2007-12-01
Full Text Available This paper deals with continuous-time filter transfer functions that resemble tuning curves at particular set of places on the basilar membrane of the biological cochlea and that are suitable for practical VLSI implementations. The resulting filters can be used in a filterbank architecture to realize cochlea implants or auditory processors of increased biorealism. To put the reader into context, the paper starts with a short review on the gammatone filter and then exposes two of its variants, namely, the differentiated all-pole gammatone filter (DAPGF and one-zero gammatone filter (OZGF, filter responses that provide a robust foundation for modeling cochlea transfer functions. The DAPGF and OZGF responses are attractive because they exhibit certain characteristics suitable for modeling a variety of auditory data: level-dependent gain, linear tail for frequencies well below the center frequency, asymmetry, and so forth. In addition, their form suggests their implementation by means of cascades of N identical two-pole systems which render them as excellent candidates for efficient analog or digital VLSI realizations. We provide results that shed light on their characteristics and attributes and which can also serve as Ã¢Â€Âœdesign curvesÃ¢Â€Â for fitting these responses to frequency-domain physiological data. The DAPGF and OZGF responses are essentially a Ã¢Â€Âœmissing linkÃ¢Â€Â between physiological, electrical, and mechanical models for auditory filtering.
Stapleton, Thomas J. (Inventor)
2015-01-01
A concentric split flow filter may be configured to remove odor and/or bacteria from pumped air used to collect urine and fecal waste products. For instance, filter may be designed to effectively fill the volume that was previously considered wasted surrounding the transport tube of a waste management system. The concentric split flow filter may be configured to split the air flow, with substantially half of the air flow to be treated traveling through a first bed of filter media and substantially the other half of the air flow to be treated traveling through the second bed of filter media. This split flow design reduces the air velocity by 50%. In this way, the pressure drop of filter may be reduced by as much as a factor of 4 as compare to the conventional design.
Laicer, Castro; Rasimick, Brian; Green, Zachary
2012-01-01
Cabin environmental control is an important issue for a successful Moon mission. Due to the unique environment of the Moon, lunar dust control is one of the main problems that significantly diminishes the air quality inside spacecraft cabins. Therefore, this innovation was motivated by NASA s need to minimize the negative health impact that air-suspended lunar dust particles have on astronauts in spacecraft cabins. It is based on fabrication of a hybrid filter comprising nanofiber nonwoven layers coated on porous polymer membranes with uniform cylindrical pores. This design results in a high-efficiency gas particulate filter with low pressure drop and the ability to be easily regenerated to restore filtration performance. A hybrid filter was developed consisting of a porous membrane with uniform, micron-sized, cylindrical pore channels coated with a thin nanofiber layer. Compared to conventional filter media such as a high-efficiency particulate air (HEPA) filter, this filter is designed to provide high particle efficiency, low pressure drop, and the ability to be regenerated. These membranes have well-defined micron-sized pores and can be used independently as air filters with discreet particle size cut-off, or coated with nanofiber layers for filtration of ultrafine nanoscale particles. The filter consists of a thin design intended to facilitate filter regeneration by localized air pulsing. The two main features of this invention are the concept of combining a micro-engineered straight-pore membrane with nanofibers. The micro-engineered straight pore membrane can be prepared with extremely high precision. Because the resulting membrane pores are straight and not tortuous like those found in conventional filters, the pressure drop across the filter is significantly reduced. The nanofiber layer is applied as a very thin coating to enhance filtration efficiency for fine nanoscale particles. Additionally, the thin nanofiber coating is designed to promote capture of
International Nuclear Information System (INIS)
Keith, R.C.; Vandenberg, T.; Randolph, M.C.; Lewis, T.B.; Gillis, P.J. Jr.
1988-01-01
Filter elements are mounted on a tube plate beneath an accumulator chamber whose wall is extended by skirt and flange to form a closure for the top of pressure vessel. The accumulator chamber is annular around a central pipe which serves as the outlet for filtered water passing from the filter elements. The chamber contains filtered compressed air from supply. Periodically the filtration of water is stopped and vessel is drained. Then a valve is opened, allowing the accumulated air to flow from chamber up a pipe and down pipe, pushing the filtered water from pipe back through the filter elements to clean them. The accumulator chamber is so proportioned, relative to the volume of the system communicating therewith during backflushing, that the equilibrium pressure during backflushing cannot exceed the pressure rating of the vessel. However a line monitors the pressure at the top of the vessel, and if it rises too far a bleed valve is automatically opened to depressurise the system. The chamber is intended to replace the lid of an existing vessel to convert a filter using filter aid to one using permanent filter elements. (author)
DEFF Research Database (Denmark)
Wells, George; Beaton, Dorcas E; Tugwell, Peter
2014-01-01
The "Discrimination" part of the OMERACT Filter asks whether a measure discriminates between situations that are of interest. "Feasibility" in the OMERACT Filter encompasses the practical considerations of using an instrument, including its ease of use, time to complete, monetary costs......, and interpretability of the question(s) included in the instrument. Both the Discrimination and Reliability parts of the filter have been helpful but were agreed on primarily by consensus of OMERACT participants rather than through explicit evidence-based guidelines. In Filter 2.0 we wanted to improve this definition...
Nanofiber Filters Eliminate Contaminants
2009-01-01
With support from Phase I and II SBIR funding from Johnson Space Center, Argonide Corporation of Sanford, Florida tested and developed its proprietary nanofiber water filter media. Capable of removing more than 99.99 percent of dangerous particles like bacteria, viruses, and parasites, the media was incorporated into the company's commercial NanoCeram water filter, an inductee into the Space Foundation's Space Technology Hall of Fame. In addition to its drinking water filters, Argonide now produces large-scale nanofiber filters used as part of the reverse osmosis process for industrial water purification.
International Nuclear Information System (INIS)
Berg, K.H.; Wilhelm, J.G.
1985-01-01
The topics of the nine papers given include the behavior of HEPA filters during exposure to air flows of high humidity as well as of high differential pressure, the development of steel-fiber filters suitable for extreme operating conditions, and the occurrence of various radioactive iodine species in the exhaust air from boiling water reactors. In an introductory presentation the German view of the performance requirements to be met by filters in nuclear facilities as well as the present status of filter quality assurance are discussed. (orig.) [de
International Nuclear Information System (INIS)
Izumidani, Masakiyo; Tanno, Kazuo.
1978-01-01
Purpose: To enable automatic filter operation and facilitate back-washing operation by back-washing filters used in a bwr nuclear power plant utilizing an exhaust gas from a ventilator or air conditioner. Method: Exhaust gas from an exhaust pipe of an ventilator or air conditioner is pressurized in a compressor and then introduced in a back-washing gas tank. Then, the exhaust gas pressurized to a predetermined pressure is blown from the inside to the outside of a filter to thereby separate impurities collected on the filter elements and introduce them to a waste tank. (Furukawa, Y.)
Design optimisation of powers-of-two FIR filter using self-organising random immigrants GA
Chandra, Abhijit; Chattopadhyay, Sudipta
2015-01-01
In this communication, we propose a novel design strategy of multiplier-less low-pass finite impulse response (FIR) filter with the aid of a recent evolutionary optimisation technique, known as the self-organising random immigrants genetic algorithm. Individual impulse response coefficients of the proposed filter have been encoded as sum of signed powers-of-two. During the formulation of the cost function for the optimisation algorithm, both the frequency response characteristic and the hardware cost of the discrete coefficient FIR filter have been considered. The role of crossover probability of the optimisation technique has been evaluated on the overall performance of the proposed strategy. For this purpose, the convergence characteristic of the optimisation technique has been included in the simulation results. In our analysis, two design examples of different specifications have been taken into account. In order to substantiate the efficiency of our proposed structure, a number of state-of-the-art design strategies of multiplier-less FIR filter have also been included in this article for the purpose of comparison. Critical analysis of the result unambiguously establishes the usefulness of our proposed approach for the hardware efficient design of digital filter.
A nonlinear filtering algorithm for denoising HR(S)TEM micrographs
International Nuclear Information System (INIS)
Du, Hongchu
2015-01-01
Noise reduction of micrographs is often an essential task in high resolution (scanning) transmission electron microscopy (HR(S)TEM) either for a higher visual quality or for a more accurate quantification. Since HR(S)TEM studies are often aimed at resolving periodic atomistic columns and their non-periodic deviation at defects, it is important to develop a noise reduction algorithm that can simultaneously handle both periodic and non-periodic features properly. In this work, a nonlinear filtering algorithm is developed based on widely used techniques of low-pass filter and Wiener filter, which can efficiently reduce noise without noticeable artifacts even in HR(S)TEM micrographs with contrast of variation of background and defects. The developed nonlinear filtering algorithm is particularly suitable for quantitative electron microscopy, and is also of great interest for beam sensitive samples, in situ analyses, and atomic resolution EFTEM. - Highlights: • A nonlinear filtering algorithm for denoising HR(S)TEM images is developed. • It can simultaneously handle both periodic and non-periodic features properly. • It is particularly suitable for quantitative electron microscopy. • It is of great interest for beam sensitive samples, in situ analyses, and atomic resolution EFTEM
Directory of Open Access Journals (Sweden)
C. Guo
2017-07-01
Full Text Available Determining the attitude of satellite at the time of imaging then establishing the mathematical relationship between image points and ground points is essential in high-resolution remote sensing image mapping. Star tracker is insensitive to the high frequency attitude variation due to the measure noise and satellite jitter, but the low frequency attitude motion can be determined with high accuracy. Gyro, as a short-term reference to the satellite’s attitude, is sensitive to high frequency attitude change, but due to the existence of gyro drift and integral error, the attitude determination error increases with time. Based on the opposite noise frequency characteristics of two kinds of attitude sensors, this paper proposes an on-orbit attitude estimation method of star sensors and gyro based on Complementary Filter (CF and Unscented Kalman Filter (UKF. In this study, the principle and implementation of the proposed method are described. First, gyro attitude quaternions are acquired based on the attitude kinematics equation. An attitude information fusion method is then introduced, which applies high-pass filtering and low-pass filtering to the gyro and star tracker, respectively. Second, the attitude fusion data based on CF are introduced as the observed values of UKF system in the process of measurement updating. The accuracy and effectiveness of the method are validated based on the simulated sensors attitude data. The obtained results indicate that the proposed method can suppress the gyro drift and measure noise of attitude sensors, improving the accuracy of the attitude determination significantly, comparing with the simulated on-orbit attitude and the attitude estimation results of the UKF defined by the same simulation parameters.
International Nuclear Information System (INIS)
Keresnyei, Róbert; Hejjel, László; Megyeri, Péter; Zidarics, Zoltán
2015-01-01
The availability of microcomputer-based portable devices facilitates the high-volume multichannel biosignal acquisition and the analysis of their instantaneous oscillations and inter-signal temporal correlations. These new, non-invasively obtained parameters can have considerable prognostic or diagnostic roles. The present study investigates the inherent signal delay of the obligatory anti-aliasing filters. One cycle of each of the 8 electrocardiogram (ECG) and 4 photoplethysmogram signals from healthy volunteers or artificially synthesised series were passed through 100–80–60–40–20 Hz 2–4–6–8th order Bessel and Butterworth filters digitally synthesized by bilinear transformation, that resulted in a negligible error in signal delay compared to the mathematical model of the impulse- and step responses of the filters. The investigated filters have as diverse a signal delay as 2–46 ms depending on the filter parameters and the signal slew rate, which is difficult to predict in biological systems and thus difficult to compensate for. Its magnitude can be comparable to the examined phase shifts, deteriorating the accuracy of the measurement. As a conclusion, identical or very similar anti-aliasing filters with lower orders and higher corner frequencies, oversampling, and digital low pass filtering are recommended for biosignal acquisition intended for inter-signal phase shift analysis. (note)
An asymmetric MOSFET-C band-pass filter with on-chip charge pump auto-tuning
International Nuclear Information System (INIS)
Chen Fangxiong; Ma Heping; Jia Hailong; Shi Yin; Lin Min; Dai, Forster
2009-01-01
An asymmetric MOSFET-C band-pass filter (BPF) with on chip charge pump auto-tuning is presented. It is implemented in UMC (United Manufacturing Corporation) 0.18 μm CMOS process technology. The filter system with auto-tuning uses a master-slave technique for continuous tuning in which the charge pump outputs 2.663 V, much higher than the power supply voltage, to improve the linearity of the filter. The main filter with third order low-pass and second order high-pass properties is an asymmetric band-pass filter with bandwidth of 2.730-5.340 MHz. The in-band third order harmonic input intercept point (IIP3) is 16.621 dBm, with 50 Ω as the source impedance. The input referred noise is about 47.455 μV rms . The main filter dissipates 3.528 mW while the auto-tuning system dissipates 2.412 mW from a 1.8 V power supply. The filter with the auto-tuning system occupies 0.592 mm 2 and it can be utilized in GPS (global positioning system) and Bluetooth systems. (semiconductor integrated circuits)
An asymmetric MOSFET-C band-pass filter with on-chip charge pump auto-tuning
Energy Technology Data Exchange (ETDEWEB)
Chen Fangxiong; Ma Heping; Jia Hailong; Shi Yin [Institute of Semiconductors, Chinese Academy of Sciences, Beijing 100083 (China); Lin Min [Suzhou-CAS Semiconductors Integrated Technology Research Center, Suzhou 215021 (China); Dai, Forster, E-mail: fxchen@semi.ac.c [Department of Electrical and Computer Engineering, Auburn University, AL 36849 (United States)
2009-08-15
An asymmetric MOSFET-C band-pass filter (BPF) with on chip charge pump auto-tuning is presented. It is implemented in UMC (United Manufacturing Corporation) 0.18 {mu}m CMOS process technology. The filter system with auto-tuning uses a master-slave technique for continuous tuning in which the charge pump outputs 2.663 V, much higher than the power supply voltage, to improve the linearity of the filter. The main filter with third order low-pass and second order high-pass properties is an asymmetric band-pass filter with bandwidth of 2.730-5.340 MHz. The in-band third order harmonic input intercept point (IIP3) is 16.621 dBm, with 50 {Omega} as the source impedance. The input referred noise is about 47.455 {mu}V{sub rms}. The main filter dissipates 3.528 mW while the auto-tuning system dissipates 2.412 mW from a 1.8 V power supply. The filter with the auto-tuning system occupies 0.592 mm{sup 2} and it can be utilized in GPS (global positioning system) and Bluetooth systems. (semiconductor integrated circuits)
Low-pass whole-genome sequencing in clinical cytogenetics
DEFF Research Database (Denmark)
Dong, Zirui; Zhang, Jun; Hu, Ping
2016-01-01
Purpose: Chromosomal microarray analysis is the gold standard for copy-number variant (CNV) detection in prenatal and postnatal diagnosis. We aimed to determine whether next-generation sequencing (NGS) technology could be an alternative method for CNV detection in routine clinical application. Me...
International Nuclear Information System (INIS)
Qiu-Ye, Sun; Hua-Guang, Zhang; Yan, Zhao
2010-01-01
This paper investigates the chaotification problem of a stable continuous-time T–S fuzzy system. A simple nonlinear state time-delay feedback controller is designed by parallel distributed compensation technique. Then, the asymptotically approximate relationship between the controlled continuous-time T–S fuzzy system with time-delay and a discrete-time T–S fuzzy system is established. Based on the discrete-time T–S fuzzy system, it proves that the chaos in the discrete-time T–S fuzzy system satisfies the Li–Yorke definition by choosing appropriate controller parameters via the revised Marotto theorem. Finally, the effectiveness of the proposed chaotic anticontrol method is verified by a practical example. (general)
Multilevel ensemble Kalman filter
Chernov, Alexey; Hoel, Haakon; Law, Kody; Nobile, Fabio; Tempone, Raul
2016-01-01
This work embeds a multilevel Monte Carlo (MLMC) sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF). In terms of computational cost vs. approximation error the asymptotic performance of the multilevel ensemble Kalman filter (MLEnKF) is superior to the EnKF s.
International Nuclear Information System (INIS)
Adib, M.
2011-01-01
The purpose of filters is to transmit neutrons with selected energy, while remove unwanted ones from the incident neutron beam. This reduces the background, and the number of spurious. The types of commonly used now-a-day neutron filters and their properties are discussed in the present work. There are three major types of neutron filters. The first type is filter of selective thermal neutron. It transmits the main reflected neutrons from a crystal monochromate, while reject the higher order contaminations accompanying the main one. Beams coming from the moderator always contain unwanted radiation like fast neutrons and gamma-rays which contribute to experimental background and to the biological hazard potential. Such filter type is called filter of whole thermal neutron spectrum. The third filter type is it transmits neutrons with energies in the resonance energy range (En . 1 KeV). The main idea of such neutron filter technique is the use of large quantities of a certain material which have the deep interference minima in its total neutron cross-section. By transmitting reactor neutrons through bulk layer of such material, one can obtain the quasimonochromatic neutron lines instead of white reactor spectrum.
International Nuclear Information System (INIS)
Reynolds, K.E.
1981-01-01
A side loading filter chamber for use with radioactive gases is described. The equipment incorporates an inexpensive, manually operated, mechanism for aligning filter units with a number of laterally spaced wall openings and for removing the units from the chamber. (U.K.)
Multilevel ensemble Kalman filter
Chernov, Alexey
2016-01-06
This work embeds a multilevel Monte Carlo (MLMC) sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF). In terms of computational cost vs. approximation error the asymptotic performance of the multilevel ensemble Kalman filter (MLEnKF) is superior to the EnKF s.
Fristedt, B; Krylov, N
2007-01-01
Filtering and prediction is about observing moving objects when the observations are corrupted by random errors. The main focus is then on filtering out the errors and extracting from the observations the most precise information about the object, which itself may or may not be moving in a somewhat random fashion. Next comes the prediction step where, using information about the past behavior of the object, one tries to predict its future path. The first three chapters of the book deal with discrete probability spaces, random variables, conditioning, Markov chains, and filtering of discrete Markov chains. The next three chapters deal with the more sophisticated notions of conditioning in nondiscrete situations, filtering of continuous-space Markov chains, and of Wiener process. Filtering and prediction of stationary sequences is discussed in the last two chapters. The authors believe that they have succeeded in presenting necessary ideas in an elementary manner without sacrificing the rigor too much. Such rig...
Energy Technology Data Exchange (ETDEWEB)
Garcia, Marcelo H.F. [Poland Quimica Ltda., Duque de Caxias, RJ (Brazil)
2004-07-01
Drilling fluids filter cakes are based on a combination of properly graded dispersed particles and polysaccharide polymers. High efficiency filter cakes are formed by these combination , and their formation on wellbore walls during the drilling process has, among other roles, the task of protecting the formation from instantaneous or accumulative invasion of drilling fluid filtrate, granting stability to well and production zones. Filter cake minimizes contact between drilling fluid filtrate and water, hydrocarbons and clay existent in formations. The uniform removal of the filter cake from the entire interval is a critical factor of the completion process. The main methods used to breaking filter cake are classified into two groups, external or internal, according to their removal mechanism. The aim of this work is the presentation of these mechanisms as well their efficiency. (author)
Tepper, Frederick [Sanford, FL; Kaledin, Leonid [Port Orange, FL
2009-10-13
Aluminum hydroxide fibers approximately 2 nanometers in diameter and with surface areas ranging from 200 to 650 m.sup.2/g have been found to be highly electropositive. When dispersed in water they are able to attach to and retain electronegative particles. When combined into a composite filter with other fibers or particles they can filter bacteria and nano size particulates such as viruses and colloidal particles at high flux through the filter. Such filters can be used for purification and sterilization of water, biological, medical and pharmaceutical fluids, and as a collector/concentrator for detection and assay of microbes and viruses. The alumina fibers are also capable of filtering sub-micron inorganic and metallic particles to produce ultra pure water. The fibers are suitable as a substrate for growth of cells. Macromolecules such as proteins may be separated from each other based on their electronegative charges.
Monolithic Integrated Ceramic Waveguide Filters
Hunter, IC; Sandhu, MY
2014-01-01
Design techniques for a new class of integrated monolithic high permittivity ceramic waveguide filters are presented. These filters enable a size reduction of 50% compared to air-filled TEM filters with the same unloaded Q-Factor. Designs for both chebyshev and asymmetric generalized chebyshev filter are presented, with experimental results for an 1800 MHz chebyshev filter showing excellent agreement with theory.
Ceramic fiber reinforced filter
Stinton, David P.; McLaughlin, Jerry C.; Lowden, Richard A.
1991-01-01
A filter for removing particulate matter from high temperature flowing fluids, and in particular gases, that is reinforced with ceramic fibers. The filter has a ceramic base fiber material in the form of a fabric, felt, paper of the like, with the refractory fibers thereof coated with a thin layer of a protective and bonding refractory applied by chemical vapor deposition techniques. This coating causes each fiber to be physically joined to adjoining fibers so as to prevent movement of the fibers during use and to increase the strength and toughness of the composite filter. Further, the coating can be selected to minimize any reactions between the constituents of the fluids and the fibers. A description is given of the formation of a composite filter using a felt preform of commercial silicon carbide fibers together with the coating of these fibers with pure silicon carbide. Filter efficiency approaching 100% has been demonstrated with these filters. The fiber base material is alternately made from aluminosilicate fibers, zirconia fibers and alumina fibers. Coating with Al.sub.2 O.sub.3 is also described. Advanced configurations for the composite filter are suggested.
Card counting in continuous time
Andersson, Patrik
2012-01-01
We consider the problem of finding an optimal betting strategy for a house-banked casino card game that is played for several coups before reshuffling. The sampling without replacement makes it possible to take advantage of the changes in the expected value as the deck is depleted, making large bets when the game is advantageous. Using such a strategy, which is easy to implement, is known as card counting. We consider the case of a large number of decks, making an approximat...
Chen, Wai-Kai
2003-01-01
A bestseller in its first edition, The Circuits and Filters Handbook has been thoroughly updated to provide the most current, most comprehensive information available in both the classical and emerging fields of circuits and filters, both analog and digital. This edition contains 29 new chapters, with significant additions in the areas of computer-aided design, circuit simulation, VLSI circuits, design automation, and active and digital filters. It will undoubtedly take its place as the engineer's first choice in looking for solutions to problems encountered in the design, analysis, and behavi
Ozenbaugh, Richard Lee
2011-01-01
With today's electrical and electronics systems requiring increased levels of performance and reliability, the design of robust EMI filters plays a critical role in EMC compliance. Using a mix of practical methods and theoretical analysis, EMI Filter Design, Third Edition presents both a hands-on and academic approach to the design of EMI filters and the selection of components values. The design approaches covered include matrix methods using table data and the use of Fourier analysis, Laplace transforms, and transfer function realization of LC structures. This edition has been fully revised
Randomized Filtering Algorithms
DEFF Research Database (Denmark)
Katriel, Irit; Van Hentenryck, Pascal
2008-01-01
of AllDifferent and is generalization, the Global Cardinality Constraint. The first delayed filtering scheme is a Monte Carlo algorithm: its running time is superior, in the worst case, to that of enforcing are consistency after every domain event, while its filtering effectiveness is analyzed...... in the expected sense. The second scheme is a Las Vegas algorithm using filtering triggers: Its effectiveness is the same as enforcing are consistency after every domain event, while in the expected case it is faster by a factor of m/n, where n and m are, respectively, the number of nodes and edges...
A low power Gm-C filter with on-chip automatic tuning for a WLAN transceiver
International Nuclear Information System (INIS)
Liu Silin; Ma Heping; Shi Yin
2010-01-01
A sixth-order Butterworth Gm-C low-pass filter (LPF) with a continuous tuning architecture has been implemented for a wireless LAN (WLAN) transceiver in 0.35 μm CMOS technology. An interior node scaling technique has been applied directly to the LPF to improve the dynamic range and the structure of the LPF has been optimized to reduce both the die size and the current consumption. Measurement results show that the filter has 77.5 dB dynamic range, 16.3 ns group delay variation, better than 3% cutoff frequency accuracy, and 0 dBm passband IIP3. The whole LPF with the tuning circuit dissipates only 1.42 mA (5 MHz cutoff frequency) or 2.81 mA (10 MHz cutoff frequency) from 2.85 V supply voltage, and only occupies 0.175 mm 2 die size. (semiconductor integrated circuits)
A low power Gm-C filter with on-chip automatic tuning for a WLAN transceiver
Energy Technology Data Exchange (ETDEWEB)
Liu Silin; Ma Heping; Shi Yin, E-mail: slliu@semi.ac.c [Institute of Semiconductors, Chinese Academy of Sciences, Beijing 100083 (China)
2010-06-15
A sixth-order Butterworth Gm-C low-pass filter (LPF) with a continuous tuning architecture has been implemented for a wireless LAN (WLAN) transceiver in 0.35 {mu}m CMOS technology. An interior node scaling technique has been applied directly to the LPF to improve the dynamic range and the structure of the LPF has been optimized to reduce both the die size and the current consumption. Measurement results show that the filter has 77.5 dB dynamic range, 16.3 ns group delay variation, better than 3% cutoff frequency accuracy, and 0 dBm passband IIP3. The whole LPF with the tuning circuit dissipates only 1.42 mA (5 MHz cutoff frequency) or 2.81 mA (10 MHz cutoff frequency) from 2.85 V supply voltage, and only occupies 0.175 mm{sup 2} die size. (semiconductor integrated circuits)
Inductive Displacement Sensors with a Notch Filter for an Active Magnetic Bearing System
Directory of Open Access Journals (Sweden)
Seng-Chi Chen
2014-07-01
Full Text Available Active magnetic bearing (AMB systems support rotating shafts without any physical contact, using electromagnetic forces. Each radial AMB uses two pairs of electromagnets at opposite sides of the rotor. This allows the rotor to float in the air gap, and the machine to operate without frictional losses. In active magnetic suspension, displacement sensors are necessary to detect the radial and axial movement of the suspended object. In a high-speed rotating machine equipped with an AMB, the rotor bending modes may be limited to the operating range. The natural frequencies of the rotor can cause instability. Thus, notch filters are a useful circuit for stabilizing the system. In addition, commercial displacement sensors are sometimes not suitable for AMB design, and cannot filter the noise caused by the natural frequencies of rotor. Hence, implementing displacement sensors based on the AMB structure is necessary to eliminate noises caused by natural frequency disturbances. The displacement sensor must be highly sensitive in the desired working range, and also exhibit a low interference noise, high stability, and low cost. In this study, we used the differential inductive sensor head and lock-in amplifier for synchronous demodulation. In addition, an active low-pass filter and a notch filter were used to eliminate disturbances, which caused by natural frequencies. As a consequence, the inductive displacement sensor achieved satisfactory linearity, high sensitivity, and disturbance elimination. This sensor can be easily produced for AMB applications. A prototype of these displacement sensors was built and tested.
Inductive displacement sensors with a notch filter for an active magnetic bearing system.
Chen, Seng-Chi; Le, Dinh-Kha; Nguyen, Van-Sum
2014-07-15
Active magnetic bearing (AMB) systems support rotating shafts without any physical contact, using electromagnetic forces. Each radial AMB uses two pairs of electromagnets at opposite sides of the rotor. This allows the rotor to float in the air gap, and the machine to operate without frictional losses. In active magnetic suspension, displacement sensors are necessary to detect the radial and axial movement of the suspended object. In a high-speed rotating machine equipped with an AMB, the rotor bending modes may be limited to the operating range. The natural frequencies of the rotor can cause instability. Thus, notch filters are a useful circuit for stabilizing the system. In addition, commercial displacement sensors are sometimes not suitable for AMB design, and cannot filter the noise caused by the natural frequencies of rotor. Hence, implementing displacement sensors based on the AMB structure is necessary to eliminate noises caused by natural frequency disturbances. The displacement sensor must be highly sensitive in the desired working range, and also exhibit a low interference noise, high stability, and low cost. In this study, we used the differential inductive sensor head and lock-in amplifier for synchronous demodulation. In addition, an active low-pass filter and a notch filter were used to eliminate disturbances, which caused by natural frequencies. As a consequence, the inductive displacement sensor achieved satisfactory linearity, high sensitivity, and disturbance elimination. This sensor can be easily produced for AMB applications. A prototype of these displacement sensors was built and tested.
Evaluation of Accelerometer Mechanical Filters on Submerged Cylinders Near an Underwater Explosion
Directory of Open Access Journals (Sweden)
G. Yiannakopoulos
1998-01-01
Full Text Available An accelerometer, mounted to a structure near an explosion to measure elasto-plastic deformation, can be excited at its resonant frequency by impulsive stresses transmitted within the structure. This results in spurious high peak acceleration levels that can be much higher than acceleration levels from the explosion itself. The spurious signals also have higher frequencies than the underlying signal from the explosion and can be removed by a low pass filter. This report assesses the performance of four accelerometer and filter assemblies. The assessment involves measurements of the response of a mild steel cylinder to an underwater explosion, in which each assembly is mounted onto the interior surface of the cylinder. Three assemblies utilise a piezoresistive accelerometer in which isolation is provided mechanically. In the fourth assembly, a piezoelectric accelerometer, with a built-in filter, incorporates both mechanical and electronic filtering. This assembly is found to be more suitable because of its secure mounting arrangement, ease of use, robustness and noise free results.
Metalcasting: Filtering Molten Metal
International Nuclear Information System (INIS)
Lauren Poole; Lee Recca
1999-01-01
A more efficient method has been created to filter cast molten metal for impurities. Read about the resulting energy and money savings that can accrue to many different industries from the use of this exciting new technology
Perspectives on Nonlinear Filtering
Law, Kody
2015-01-01
The solution to the problem of nonlinear filtering may be given either as an estimate of the signal (and ideally some measure of concentration), or as a full posterior distribution. Similarly, one may evaluate the fidelity of the filter either by its ability to track the signal or its proximity to the posterior filtering distribution. Hence, the field enjoys a lively symbiosis between probability and control theory, and there are plenty of applications which benefit from algorithmic advances, from signal processing, to econometrics, to large-scale ocean, atmosphere, and climate modeling. This talk will survey some recent theoretical results involving accurate signal tracking with noise-free (degenerate) dynamics in high-dimensions (infinite, in principle, but say d between 103 and 108 , depending on the size of your application and your computer), and high-fidelity approximations of the filtering distribution in low dimensions (say d between 1 and several 10s).
... pet dander and other irritating allergens from the air. Along with other methods to reduce allergens, such ... controlling the amount of allergens circulating in the air. HEPA filters can be found in most air ...
DEFF Research Database (Denmark)
Tugwell, Peter; Boers, Maarten; D'Agostino, Maria-Antonietta
2014-01-01
OBJECTIVE: The Outcome Measures in Rheumatology (OMERACT) Filter provides guidelines for the development and validation of outcome measures for use in clinical research. The "Truth" section of the OMERACT Filter requires that criteria be met to demonstrate that the outcome instrument meets...... the criteria for content, face, and construct validity. METHODS: Discussion groups critically reviewed a variety of ways in which case studies of current OMERACT Working Groups complied with the Truth component of the Filter and what issues remained to be resolved. RESULTS: The case studies showed...... that there is broad agreement on criteria for meeting the Truth criteria through demonstration of content, face, and construct validity; however, several issues were identified that the Filter Working Group will need to address. CONCLUSION: These issues will require resolution to reach consensus on how Truth...
DEFF Research Database (Denmark)
Kirwan, John R; Boers, Maarten; Hewlett, Sarah
2014-01-01
OBJECTIVE: The Outcome Measures in Rheumatology (OMERACT) Filter provides guidelines for the development and validation of outcome measures for use in clinical research. The "Truth" section of the OMERACT Filter presupposes an explicit framework for identifying the relevant core outcomes...... for defining core areas of measurement ("Filter 2.0 Core Areas of Measurement") was presented at OMERACT 11 to explore areas of consensus and to consider whether already endorsed core outcome sets fit into this newly proposed framework. METHODS: Discussion groups critically reviewed the extent to which case......, presentation, and clarity of the framework were questioned. The discussion groups and subsequent feedback highlighted 20 such issues. CONCLUSION: These issues will require resolution to reach consensus on accepting the proposed Filter 2.0 framework of Core Areas as the basis for the selection of Core Outcome...
2000-01-01
28. I Kohila keskkoolis kohaspetsiifiline skulptuur ja performance "Filter". Kooli 130. aastapäeva tähistava ettevõtmise eesotsas oli skulptor Paul Rodgers ja kaks viimase klassi noormeest ئ Marko Heinmäe, Hendrik Karm.
Perspectives on Nonlinear Filtering
Law, Kody
2015-01-07
The solution to the problem of nonlinear filtering may be given either as an estimate of the signal (and ideally some measure of concentration), or as a full posterior distribution. Similarly, one may evaluate the fidelity of the filter either by its ability to track the signal or its proximity to the posterior filtering distribution. Hence, the field enjoys a lively symbiosis between probability and control theory, and there are plenty of applications which benefit from algorithmic advances, from signal processing, to econometrics, to large-scale ocean, atmosphere, and climate modeling. This talk will survey some recent theoretical results involving accurate signal tracking with noise-free (degenerate) dynamics in high-dimensions (infinite, in principle, but say d between 103 and 108 , depending on the size of your application and your computer), and high-fidelity approximations of the filtering distribution in low dimensions (say d between 1 and several 10s).
Cope, Davis; Blakeslee, Barbara; McCourt, Mark E
2013-05-01
The difference-of-Gaussians (DOG) filter is a widely used model for the receptive field of neurons in the retina and lateral geniculate nucleus (LGN) and is a potential model in general for responses modulated by an excitatory center with an inhibitory surrounding region. A DOG filter is defined by three standard parameters: the center and surround sigmas (which define the variance of the radially symmetric Gaussians) and the balance (which defines the linear combination of the two Gaussians). These parameters are not directly observable and are typically determined by nonlinear parameter estimation methods applied to the frequency response function. DOG filters show both low-pass (optimal response at zero frequency) and bandpass (optimal response at a nonzero frequency) behavior. This paper reformulates the DOG filter in terms of a directly observable parameter, the zero-crossing radius, and two new (but not directly observable) parameters. In the two-dimensional parameter space, the exact region corresponding to bandpass behavior is determined. A detailed description of the frequency response characteristics of the DOG filter is obtained. It is also found that the directly observable optimal frequency and optimal gain (the ratio of the response at optimal frequency to the response at zero frequency) provide an alternate coordinate system for the bandpass region. Altogether, the DOG filter and its three standard implicit parameters can be determined by three directly observable values. The two-dimensional bandpass region is a potential tool for the analysis of populations of DOG filters (for example, populations of neurons in the retina or LGN), because the clustering of points in this parameter space may indicate an underlying organizational principle. This paper concentrates on circular Gaussians, but the results generalize to multidimensional radially symmetric Gaussians and are given as an appendix.
International Nuclear Information System (INIS)
Murray, J.E.; Estabrook, K.G.; Milam, D.; Sell, W.D.; Van Wonterghem, R.M.; Feil, M.D.; Rubenchick, A.M.
1996-01-01
Experiments and calculations indicate that the threshold pressure in spatial filters for distortion of a transmitted pulse scales approximately as I O.2 and (F number-sign) 2 over the intensity range from 10 14 to 2xlO 15 W/CM 2 . We also demonstrated an interferometric diagnostic that will be used to measure the scaling relationships governing pinhole closure in spatial filters
Microwave Resonators and Filters
2015-12-22
1 Microwave Resonators and Filters Daniel E. Oates MIT Lincoln Laboratory 244 Wood St. Lexington, MA 02478 USA Email: oates@ll.mit.edu...explained in other chapters, the surface resistance of superconductors at microwave frequencies can be as much as three orders of magnitude lower than the...resonators and filters in the first edition of this handbook (Z.-Y. Shen 2003) discussed the then state of the art of microwave frequency applications
International Nuclear Information System (INIS)
Glaze, J.
1974-01-01
It is known that small scale beam instabilities limit the focusable energy that can be achieved from a terawatt laser chain. Spatial filters are currently being used on CYCLOPS to ameliorate this problem. Realizing the full advantage of such a filter, however, may require certain staging modifications. A staging methodology is discussed that should be applicable to the CYCLOPS, 381, and SHIVA systems. Experiments are in progress on CYCLOPS that will address directly the utility of the proposed approach
Linear theory for filtering nonlinear multiscale systems with model error.
Berry, Tyrus; Harlim, John
2014-07-08
In this paper, we study filtering of multiscale dynamical systems with model error arising from limitations in resolving the smaller scale processes. In particular, the analysis assumes the availability of continuous-time noisy observations of all components of the slow variables. Mathematically, this paper presents new results on higher order asymptotic expansion of the first two moments of a conditional measure. In particular, we are interested in the application of filtering multiscale problems in which the conditional distribution is defined over the slow variables, given noisy observation of the slow variables alone. From the mathematical analysis, we learn that for a continuous time linear model with Gaussian noise, there exists a unique choice of parameters in a linear reduced model for the slow variables which gives the optimal filtering when only the slow variables are observed. Moreover, these parameters simultaneously give the optimal equilibrium statistical estimates of the underlying system, and as a consequence they can be estimated offline from the equilibrium statistics of the true signal. By examining a nonlinear test model, we show that the linear theory extends in this non-Gaussian, nonlinear configuration as long as we know the optimal stochastic parametrization and the correct observation model. However, when the stochastic parametrization model is inappropriate, parameters chosen for good filter performance may give poor equilibrium statistical estimates and vice versa; this finding is based on analytical and numerical results on our nonlinear test model and the two-layer Lorenz-96 model. Finally, even when the correct stochastic ansatz is given, it is imperative to estimate the parameters simultaneously and to account for the nonlinear feedback of the stochastic parameters into the reduced filter estimates. In numerical experiments on the two-layer Lorenz-96 model, we find that the parameters estimated online , as part of a filtering
Directory of Open Access Journals (Sweden)
Eloísa Berbel Manaia
2013-06-01
Full Text Available Nowadays, concern over skin cancer has been growing more and more, especially in tropical countries where the incidence of UVA/B radiation is higher. The correct use of sunscreen is the most efficient way to prevent the development of this disease. The ingredients of sunscreen can be organic and/or inorganic sun filters. Inorganic filters present some advantages over organic filters, such as photostability, non-irritability and broad spectrum protection. Nevertheless, inorganic filters have a whitening effect in sunscreen formulations owing to the high refractive index, decreasing their esthetic appeal. Many techniques have been developed to overcome this problem and among them, the use of nanotechnology stands out. The estimated amount of nanomaterial in use must increase from 2000 tons in 2004 to a projected 58000 tons in 2020. In this context, this article aims to analyze critically both the different features of the production of inorganic filters (synthesis routes proposed in recent years and the permeability, the safety and other characteristics of the new generation of inorganic filters.
Digital high-pass filter deconvolution by means of an infinite impulse response filter
Energy Technology Data Exchange (ETDEWEB)
Födisch, P., E-mail: p.foedisch@hzdr.de [Helmholtz-Zentrum Dresden - Rossendorf, Department of Research Technology, Bautzner Landstr. 400, 01328 Dresden (Germany); Wohsmann, J. [Helmholtz-Zentrum Dresden - Rossendorf, Department of Research Technology, Bautzner Landstr. 400, 01328 Dresden (Germany); Dresden University of Applied Sciences, Faculty of Electrical Engineering, Friedrich-List-Platz 1, 01069 Dresden (Germany); Lange, B. [Helmholtz-Zentrum Dresden - Rossendorf, Department of Research Technology, Bautzner Landstr. 400, 01328 Dresden (Germany); Schönherr, J. [Dresden University of Applied Sciences, Faculty of Electrical Engineering, Friedrich-List-Platz 1, 01069 Dresden (Germany); Enghardt, W. [OncoRay - National Center for Radiation Research in Oncology, Faculty of Medicine and University Hospital Carl Gustav Carus, Technische Universität Dresden, Fetscherstr. 74, PF 41, 01307 Dresden (Germany); Helmholtz-Zentrum Dresden - Rossendorf, Institute of Radiooncology, Bautzner Landstr. 400, 01328 Dresden (Germany); German Cancer Consortium (DKTK) and German Cancer Research Center (DKFZ), Im Neuenheimer Feld 280, 69120 Heidelberg (Germany); Kaever, P. [Helmholtz-Zentrum Dresden - Rossendorf, Department of Research Technology, Bautzner Landstr. 400, 01328 Dresden (Germany); Dresden University of Applied Sciences, Faculty of Electrical Engineering, Friedrich-List-Platz 1, 01069 Dresden (Germany)
2016-09-11
In the application of semiconductor detectors, the charge-sensitive amplifier is widely used in front-end electronics. The output signal is shaped by a typical exponential decay. Depending on the feedback network, this type of front-end electronics suffers from the ballistic deficit problem, or an increased rate of pulse pile-ups. Moreover, spectroscopy applications require a correction of the pulse-height, while a shortened pulse-width is desirable for high-throughput applications. For both objectives, digital deconvolution of the exponential decay is convenient. With a general method and the signals of our custom charge-sensitive amplifier for cadmium zinc telluride detectors, we show how the transfer function of an amplifier is adapted to an infinite impulse response (IIR) filter. This paper investigates different design methods for an IIR filter in the discrete-time domain and verifies the obtained filter coefficients with respect to the equivalent continuous-time frequency response. Finally, the exponential decay is shaped to a step-like output signal that is exploited by a forward-looking pulse processing.
Mechanical low-frequency filter via modes separation in 3D periodic structures
D'Alessandro, L.; Belloni, E.; Ardito, R.; Braghin, F.; Corigliano, A.
2017-12-01
This work presents a strategy to design three-dimensional elastic periodic structures endowed with complete bandgaps, the first of which is ultra-wide, where the top limits of the first two bandgaps are overstepped in terms of wave transmission in the finite structure. Thus, subsequent bandgaps are merged, approaching the behaviour of a three-dimensional low-pass mechanical filter. This result relies on a proper organization of the modal characteristics, and it is validated by performing numerical and analytical calculations over the unit cell. A prototype of the analysed layout, made of Nylon by means of additive manufacturing, is experimentally tested to assess the transmission spectrum of the finite structure, obtaining good agreement with numerical predictions. The presented strategy paves the way for the development of a class of periodic structures to be used in robust and reliable wave attenuation over a wide frequency band.
Rajab, Maher I
2011-11-01
Since the introduction of epiluminescence microscopy (ELM), image analysis tools have been extended to the field of dermatology, in an attempt to algorithmically reproduce clinical evaluation. Accurate image segmentation of skin lesions is one of the key steps for useful, early and non-invasive diagnosis of coetaneous melanomas. This paper proposes two image segmentation algorithms based on frequency domain processing and k-means clustering/fuzzy k-means clustering. The two methods are capable of segmenting and extracting the true border that reveals the global structure irregularity (indentations and protrusions), which may suggest excessive cell growth or regression of a melanoma. As a pre-processing step, Fourier low-pass filtering is applied to reduce the surrounding noise in a skin lesion image. A quantitative comparison of the techniques is enabled by the use of synthetic skin lesion images that model lesions covered with hair to which Gaussian noise is added. The proposed techniques are also compared with an established optimal-based thresholding skin-segmentation method. It is demonstrated that for lesions with a range of different border irregularity properties, the k-means clustering and fuzzy k-means clustering segmentation methods provide the best performance over a range of signal to noise ratios. The proposed segmentation techniques are also demonstrated to have similar performance when tested on real skin lesions representing high-resolution ELM images. This study suggests that the segmentation results obtained using a combination of low-pass frequency filtering and k-means or fuzzy k-means clustering are superior to the result that would be obtained by using k-means or fuzzy k-means clustering segmentation methods alone. © 2011 John Wiley & Sons A/S.
Choosing and using astronomical filters
Griffiths, Martin
2014-01-01
As a casual read through any of the major amateur astronomical magazines will demonstrate, there are filters available for all aspects of optical astronomy. This book provides a ready resource on the use of the following filters, among others, for observational astronomy or for imaging: Light pollution filters Planetary filters Solar filters Neutral density filters for Moon observation Deep-sky filters, for such objects as galaxies, nebulae and more Deep-sky objects can be imaged in much greater detail than was possible many years ago. Amateur astronomers can take
Brown, Erik P.
2015-05-19
An anti-clogging filter system for filtering a fluid containing large particles and small particles includes an enclosure with at least one individual elongated tubular filter element in the enclosure. The individual elongated tubular filter element has an internal passage, a closed end, an open end, and a filtering material in or on the individual elongated tubular filter element. The fluid travels through the open end of the elongated tubular element and through the internal passage and through the filtering material. An anti-clogging element is positioned on or adjacent the individual elongated tubular filter element and provides a fluid curtain that preferentially directs the larger particulates to one area of the filter material allowing the remainder of the filter material to remain more efficient.
Multilevel ensemble Kalman filtering
Hoel, Haakon
2016-01-08
The ensemble Kalman filter (EnKF) is a sequential filtering method that uses an ensemble of particle paths to estimate the means and covariances required by the Kalman filter by the use of sample moments, i.e., the Monte Carlo method. EnKF is often both robust and efficient, but its performance may suffer in settings where the computational cost of accurate simulations of particles is high. The multilevel Monte Carlo method (MLMC) is an extension of classical Monte Carlo methods which by sampling stochastic realizations on a hierarchy of resolutions may reduce the computational cost of moment approximations by orders of magnitude. In this work we have combined the ideas of MLMC and EnKF to construct the multilevel ensemble Kalman filter (MLEnKF) for the setting of finite dimensional state and observation spaces. The main ideas of this method is to compute particle paths on a hierarchy of resolutions and to apply multilevel estimators on the ensemble hierarchy of particles to compute Kalman filter means and covariances. Theoretical results and a numerical study of the performance gains of MLEnKF over EnKF will be presented. Some ideas on the extension of MLEnKF to settings with infinite dimensional state spaces will also be presented.
Multilevel ensemble Kalman filtering
Hoel, Haakon; Chernov, Alexey; Law, Kody; Nobile, Fabio; Tempone, Raul
2016-01-01
The ensemble Kalman filter (EnKF) is a sequential filtering method that uses an ensemble of particle paths to estimate the means and covariances required by the Kalman filter by the use of sample moments, i.e., the Monte Carlo method. EnKF is often both robust and efficient, but its performance may suffer in settings where the computational cost of accurate simulations of particles is high. The multilevel Monte Carlo method (MLMC) is an extension of classical Monte Carlo methods which by sampling stochastic realizations on a hierarchy of resolutions may reduce the computational cost of moment approximations by orders of magnitude. In this work we have combined the ideas of MLMC and EnKF to construct the multilevel ensemble Kalman filter (MLEnKF) for the setting of finite dimensional state and observation spaces. The main ideas of this method is to compute particle paths on a hierarchy of resolutions and to apply multilevel estimators on the ensemble hierarchy of particles to compute Kalman filter means and covariances. Theoretical results and a numerical study of the performance gains of MLEnKF over EnKF will be presented. Some ideas on the extension of MLEnKF to settings with infinite dimensional state spaces will also be presented.
Energy Technology Data Exchange (ETDEWEB)
Maehana, W [Kanagawa Cancer Center, Yokohama, Kanagawa (Japan); Yokohama National University, Yokohama, kanagawa (Japan); Nagao, T [Yokohama National University, Yokohama, kanagawa (Japan)
2016-06-15
Purpose: For the image guided radiation therapy (IGRT), the shadows caused by the construction of the treatment couch top adversely affect the visual evaluation. Therefore, we developed the new imaging filter in order to remove the shadows. The performance of the new filter was evaluated using the clinical images. Methods: The new filter was composed of the band-pass filter (BPF) weighted by the k factor and the low-pass filter (LPF). In the frequency region, the stop bandwidth were 8.3×10{sup 3} mm{sup −1} on u direction and 11.1×10{sup 3} mm{sup −1} on v direction for the BPF, and the pass bandwidth were 8.3×10{sup 3} mm{sup −1} on u direction and 11.1×10{sup 3} mm{sup −1} on v direction for the LPF. After adding the filter, the shadows from the carbon fiber grid table top (CFGTT, Varian) on the kV-image was removed. To check the filter effect, we compared the clinical images, which are thorax and thoracoabdominal region, with to without the filter. The subjective evaluation tests was performed by adapting a three-point scale (agree, neither agree nor disagree, disagree) about the 15 persons in the department of radiation oncology. Results: We succeeded in removing all shadows of CFGTT using the new filter. This filter is very useful shown by the results of the subjective evaluation having the 23/30 persons agreed to the filtered clinical images. Conclusion: We concluded that the proposed method was useful tool for the IGRT and the new filter leads to improvement of the accuracy of radiation therapy.
Kovačević, Branko; Milosavljević, Milan
2013-01-01
“Adaptive Digital Filters” presents an important discipline applied to the domain of speech processing. The book first makes the reader acquainted with the basic terms of filtering and adaptive filtering, before introducing the field of advanced modern algorithms, some of which are contributed by the authors themselves. Working in the field of adaptive signal processing requires the use of complex mathematical tools. The book offers a detailed presentation of the mathematical models that is clear and consistent, an approach that allows everyone with a college level of mathematics knowledge to successfully follow the mathematical derivations and descriptions of algorithms. The algorithms are presented in flow charts, which facilitates their practical implementation. The book presents many experimental results and treats the aspects of practical application of adaptive filtering in real systems, making it a valuable resource for both undergraduate and graduate students, and for all others interested in m...
DEFF Research Database (Denmark)
D'Agostino, Maria-Antonietta; Boers, Maarten; Kirwan, John
2014-01-01
OBJECTIVE: The Outcome Measures in Rheumatology (OMERACT) Filter provides a framework for the validation of outcome measures for use in rheumatology clinical research. However, imaging and biochemical measures may face additional validation challenges because of their technical nature. The Imaging...... using the original OMERACT Filter and the newly proposed structure. Breakout groups critically reviewed the extent to which the candidate biomarkers complied with the proposed stepwise approach, as a way of examining the utility of the proposed 3-dimensional structure. RESULTS: Although...... was obtained for a proposed tri-axis structure to assess validation of imaging and soluble biomarkers; nevertheless, additional work is required to better evaluate its place within the OMERACT Filter 2.0....
Energy Technology Data Exchange (ETDEWEB)
Porter, Reid B [Los Alamos National Laboratory; Hush, Don [Los Alamos National Laboratory
2009-01-01
Just as linear models generalize the sample mean and weighted average, weighted order statistic models generalize the sample median and weighted median. This analogy can be continued informally to generalized additive modeels in the case of the mean, and Stack Filters in the case of the median. Both of these model classes have been extensively studied for signal and image processing but it is surprising to find that for pattern classification, their treatment has been significantly one sided. Generalized additive models are now a major tool in pattern classification and many different learning algorithms have been developed to fit model parameters to finite data. However Stack Filters remain largely confined to signal and image processing and learning algorithms for classification are yet to be seen. This paper is a step towards Stack Filter Classifiers and it shows that the approach is interesting from both a theoretical and a practical perspective.
International Nuclear Information System (INIS)
Gudder, Stan
2010-01-01
An anhomomorphic logic A* is the set of all possible realities for a quantum system. Our main goal is to find the 'actual reality' Φ a element of A* for the system. Reality filters are employed to eliminate unwanted potential realities until only φ a remains. In this paper, we consider three reality filters that are constructed by means of quantum integrals. A quantum measure μ can generate or actualize a Φ element of A* if μ(A) is a quantum integral with respect to φ for a density function f over events A. In this sense, μ is an 'average' of the truth values of φ with weights given by f. We mainly discuss relations between these filters and their existence and uniqueness properties. For example, we show that a quadratic reality generated by a quantum measure is unique. In this case we obtain the unique actual quadratic reality.
Yousefinezhad, Sajad; Kermani, Saeed; Hosseinnia, Saeed
2018-01-01
The operational transconductance amplifier-capacitor (OTA-C) filter is one of the best structures for implementing continuous-time filters. It is particularly important to design a universal OTA-C filter capable of generating the desired filter response via a single structure, thus reducing the filter circuit power consumption as well as noise and the occupied space on the electronic chip. In this study, an inverter-based universal OTA-C filter with very low power consumption and acceptable noise was designed with applications in bioelectric and biomedical equipment for recording biomedical signals. The very low power consumption of the proposed filter was achieved through introducing bias in subthreshold MOSFET transistors. The proposed filter is also capable of simultaneously receiving favorable low-, band-, and high-pass filter responses. The performance of the proposed filter was simulated and analyzed via HSPICE software (level 49) and 180 nm complementary metal-oxide-semiconductor technology. The rate of power consumption and noise obtained from simulations are 7.1 nW and 10.18 nA, respectively, so this filter has reduced noise as well as power consumption. The proposed universal OTA-C filter was designed based on the minimum number of transconductance blocks and an inverter circuit by three transconductance blocks (OTA).
Filters in topology optimization
DEFF Research Database (Denmark)
Bourdin, Blaise
1999-01-01
In this article, a modified (``filtered'') version of the minimum compliance topology optimization problem is studied. The direct dependence of the material properties on its pointwise density is replaced by a regularization of the density field using a convolution operator. In this setting...... it is possible to establish the existence of solutions. Moreover, convergence of an approximation by means of finite elements can be obtained. This is illustrated through some numerical experiments. The ``filtering'' technique is also shown to cope with two important numerical problems in topology optimization...
Alarm filtering and presentation
International Nuclear Information System (INIS)
Bray, M.A.
1989-01-01
This paper discusses alarm filtering and presentation in the control room of nuclear and other process control plants. Alarm generation and presentation is widely recognized as a general process control problem. Alarm systems often fail to provide meaningful alarms to operators. Alarm generation and presentation is an area in which computer aiding is feasible and provides clear benefits. Therefore, researchers have developed several computerized alarm filtering and presentation approaches. This paper discusses problems associated with alarm generation and presentation. Approaches to improving the alarm situation and installation issues of alarm system improvements are discussed. The impact of artificial intelligence (AI) technology on alarm system improvements is assessed. (orig.)
Directory of Open Access Journals (Sweden)
Xin-Gang Zhao
2013-01-01
Full Text Available For a class of continuous-time Markovian jump linear uncertain systems with partly known transition rates and input quantization, the H2 state-feedback control design is considered. The elements in the transition rates matrix include completely known, boundary known, and completely unknown ones. First, an H2 cost index for Markovian jump linear uncertain systems is introduced; then by introducing a new matrix inequality condition, sufficient conditions are formulated in terms of linear matrix inequalities (LMIs for the H2 control of the Markovian jump linear uncertain systems. Less conservativeness is achieved than the result obtained with the existing technique. Finally, a numerical example is given to verify the validity of the theoretical results.
Fangxiong, Chen; Min, Lin; Heping, Ma; Hailong, Jia; Yin, Shi; Forster, Dai
2009-08-01
An asymmetric MOSFET-C band-pass filter (BPF) with on chip charge pump auto-tuning is presented. It is implemented in UMC (United Manufacturing Corporation) 0.18 μm CMOS process technology. The filter system with auto-tuning uses a master-slave technique for continuous tuning in which the charge pump outputs 2.663 V, much higher than the power supply voltage, to improve the linearity of the filter. The main filter with third order low-pass and second order high-pass properties is an asymmetric band-pass filter with bandwidth of 2.730-5.340 MHz. The in-band third order harmonic input intercept point (IIP3) is 16.621 dBm, with 50 Ω as the source impedance. The input referred noise is about 47.455 μVrms. The main filter dissipates 3.528 mW while the auto-tuning system dissipates 2.412 mW from a 1.8 V power supply. The filter with the auto-tuning system occupies 0.592 mm2 and it can be utilized in GPS (global positioning system) and Bluetooth systems.
Statistically-Efficient Filtering in Impulsive Environments: Weighted Myriad Filters
Directory of Open Access Journals (Sweden)
Juan G. Gonzalez
2002-01-01
Full Text Available Linear filtering theory has been largely motivated by the characteristics of Gaussian signals. In the same manner, the proposed Myriad Filtering methods are motivated by the need for a flexible filter class with high statistical efficiency in non-Gaussian impulsive environments that can appear in practice. Myriad filters have a solid theoretical basis, are inherently more powerful than median filters, and are very general, subsuming traditional linear FIR filters. The foundation of the proposed filtering algorithms lies in the definition of the myriad as a tunable estimator of location derived from the theory of robust statistics. We prove several fundamental properties of this estimator and show its optimality in practical impulsive models such as the ÃŽÂ±-stable and generalized-t. We then extend the myriad estimation framework to allow the use of weights. In the same way as linear FIR filters become a powerful generalization of the mean filter, filters based on running myriads reach all of their potential when a weighting scheme is utilized. We derive the Ã¢Â€ÂœnormalÃ¢Â€Â equations for the optimal myriad filter, and introduce a suboptimal methodology for filter tuning and design. The strong potential of myriad filtering and estimation in impulsive environments is illustrated with several examples.
Beck, H P; Boissat, C; Davis, R; Duval, P Y; Etienne, F; Fede, E; Francis, D; Green, P; Hemmer, F; Jones, R; MacKinnon, J; Mapelli, Livio P; Meessen, C; Mommsen, R K; Mornacchi, Giuseppe; Nacasch, R; Negri, A; Pinfold, James L; Polesello, G; Qian, Z; Rafflin, C; Scannicchio, D A; Stanescu, C; Touchard, F; Vercesi, V
1999-01-01
An overview of the studies for the ATLAS Event Filter is given. The architecture and the high level design of the DAQ-1 prototype is presented. The current status if the prototypes is briefly given. Finally, future plans and milestones are given. (11 refs).
Spectral Ensemble Kalman Filters
Czech Academy of Sciences Publication Activity Database
Mandel, Jan; Kasanický, Ivan; Vejmelka, Martin; Fuglík, Viktor; Turčičová, Marie; Eben, Kryštof; Resler, Jaroslav; Juruš, Pavel
2014-01-01
Roč. 11, - (2014), EMS2014-446 [EMS Annual Meeting /14./ & European Conference on Applied Climatology (ECAC) /10./. 06.10.2014-10.10.2014, Prague] R&D Projects: GA ČR GA13-34856S Grant - others:NSF DMS-1216481 Institutional support: RVO:67985807 Keywords : data assimilation * spectral filter Subject RIV: DG - Athmosphere Sciences, Meteorology
A Novel Sliding Mode Control Technique for Indirect Current Controlled Active Power Filter
Directory of Open Access Journals (Sweden)
Juntao Fei
2012-01-01
Full Text Available A novel sliding mode control (SMC method for indirect current controlled three-phase parallel active power filter is presented in this paper. There are two designed closed loops in the system: one is the DC voltage controlling loop and the other is the reference current tracking loop. The first loop with a PI regulator is used to control the DC voltage approximating to the given voltage of capacitor, and the output of PI regulator through a low-pass filter is applied as the input of the power supply reference currents. The second loop implements the tracking of the reference currents using integral sliding mode controller, which can improve the harmonic treating performance. Compared with the direct current control technique, it is convenient to be implemented with digital signal processing system because of simpler system structure and better harmonic treating property. Simulation results verify that the generated reference currents have the same amplitude with the load currents, demonstrating the superior harmonic compensating effects with the proposed shunt active power filter compared with the hysteresis method.
Single-Chip FPGA Azimuth Pre-Filter for SAR
Gudim, Mimi; Cheng, Tsan-Huei; Madsen, Soren; Johnson, Robert; Le, Charles T-C; Moghaddam, Mahta; Marina, Miguel
2005-01-01
A field-programmable gate array (FPGA) on a single lightweight, low-power integrated-circuit chip has been developed to implement an azimuth pre-filter (AzPF) for a synthetic-aperture radar (SAR) system. The AzPF is needed to enable more efficient use of data-transmission and data-processing resources: In broad terms, the AzPF reduces the volume of SAR data by effectively reducing the azimuth resolution, without loss of range resolution, during times when end users are willing to accept lower azimuth resolution as the price of rapid access to SAR imagery. The data-reduction factor is selectable at a decimation factor, M, of 2, 4, 8, 16, or 32 so that users can trade resolution against processing and transmission delays. In principle, azimuth filtering could be performed in the frequency domain by use of fast-Fourier-transform processors. However, in the AzPF, azimuth filtering is performed in the time domain by use of finite-impulse-response filters. The reason for choosing the time-domain approach over the frequency-domain approach is that the time-domain approach demands less memory and a lower memory-access rate. The AzPF operates on the raw digitized SAR data. The AzPF includes a digital in-phase/quadrature (I/Q) demodulator. In general, an I/Q demodulator effects a complex down-conversion of its input signal followed by low-pass filtering, which eliminates undesired sidebands. In the AzPF case, the I/Q demodulator takes offset video range echo data to the complex baseband domain, ensuring preservation of signal phase through the azimuth pre-filtering process. In general, in an SAR I/Q demodulator, the intermediate frequency (fI) is chosen to be a quarter of the range-sampling frequency and the pulse-repetition frequency (fPR) is chosen to be a multiple of fI. The AzPF also includes a polyphase spatial-domain pre-filter comprising four weighted integrate-and-dump filters with programmable decimation factors and overlapping phases. To prevent aliasing of signals
DEMONSTRATION BULLETIN: COLLOID POLISHING FILTER METHOD - FILTER FLOW TECHNOLOGY, INC.
The Filter Flow Technology, Inc. (FFT) Colloid Polishing Filter Method (CPFM) was tested as a transportable, trailer mounted, system that uses sorption and chemical complexing phenomena to remove heavy metals and nontritium radionuclides from water. Contaminated waters can be pro...
Filter assembly for metallic and intermetallic tube filters
Alvin, Mary Anne; Lippert, Thomas E.; Bruck, Gerald J.; Smeltzer, Eugene E.
2001-01-01
A filter assembly (60) for holding a filter element (28) within a hot gas cleanup system pressure vessel is provided, containing: a filter housing (62), said filter housing having a certain axial length and having a peripheral sidewall, said sidewall defining an interior chamber (66); a one piece, all metal, fail-safe/regenerator device (68) within the interior chamber (66) of the filter housing (62) and/or extending beyond the axial length of the filter housing, said device containing an outward extending radial flange (71) within the filter housing for seating an essential seal (70), the device also having heat transfer media (72) disposed inside and screens (80) for particulate removal; one compliant gasket (70) positioned next to and above the outward extending radial flange of the fail-safe/regenerator device; and a porous metallic corrosion resistant superalloy type filter element body welded at the bottom of the metal fail-safe/regenerator device.
Sitaram, Mahesh I; Padiyar, KR; Ramanarayanan, V
1998-01-01
Active filters have long been in use for the filtering of power system load harmonics. In this paper, the digital simulation results of a hybrid active power filter system for a rectifier load are presented. The active filter is used for filtering higher order harmonics as the dominant harmonics are filtered by the passive filter. This reduces the rating of the active filter significantly. The DC capacitor voltage of the active filter is controlled using a PI controller.
Experimental study of filter cake formation on different filter media
International Nuclear Information System (INIS)
Saleem, M.
2009-01-01
Removal of particulate matter from gases generated in the process industry is important for product recovery as well as emission control. Dynamics of filtration plant depend on operating conditions. The models, that predict filter plant behaviour, involve empirical resistance parameters which are usually derived from limited experimental data and are characteristics of the filter media and filter cake (dust deposited on filter medium). Filter cake characteristics are affected by the nature of filter media, process parameters and mode of filter regeneration. Removal of dust particles from air is studied in a pilot scale jet pulsed bag filter facility resembling closely to the industrial filters. Limestone dust and ambient air are used in this study with two widely different filter media. All important parameters like pressure drop, gas flow rate, dust settling, are recorded continuously at 1s interval. The data is processed for estimation of the resistance parameters. The pressure drop rise on test filter media is compared. Results reveal that the surface of filter media has an influence on pressure drop rise (concave pressure drop rise). Similar effect is produced by partially jet pulsed filter surface. Filter behaviour is also simulated using estimated parameters and a simplified model and compared with the experimental results. Distribution of cake area load is therefore an important aspect of jet pulse cleaned bag filter modeling. Mean specific cake resistance remains nearly constant on thoroughly jet pulse cleaned membrane coated filter bags. However, the trend can not be confirmed without independent cake height and density measurements. Thus the results reveal the importance of independent measurements of cake resistance. (author)
Numerical study of canister filters with alternatives filter cap configurations
Mohammed, A. N.; Daud, A. R.; Abdullah, K.; Seri, S. M.; Razali, M. A.; Hushim, M. F.; Khalid, A.
2017-09-01
Air filtration system and filter play an important role in getting a good quality air into turbo machinery such as gas turbine. The filtration system and filter has improved the quality of air and protect the gas turbine part from contaminants which could bring damage. During separation of contaminants from the air, pressure drop cannot be avoided but it can be minimized thus helps to reduce the intake losses of the engine [1]. This study is focused on the configuration of the filter in order to obtain the minimal pressure drop along the filter. The configuration used is the basic filter geometry provided by Salutary Avenue Manufacturing Sdn Bhd. and two modified canister filter cap which is designed based on the basic filter model. The geometries of the filter are generated by using SOLIDWORKS software and Computational Fluid Dynamics (CFD) software is used to analyse and simulates the flow through the filter. In this study, the parameters of the inlet velocity are 0.032 m/s, 0.063 m/s, 0.094 m/s and 0.126 m/s. The total pressure drop produce by basic, modified filter 1 and 2 is 292.3 Pa, 251.11 Pa and 274.7 Pa. The pressure drop reduction for the modified filter 1 is 41.19 Pa and 14.1% lower compared to basic filter and the pressure drop reduction for modified filter 2 is 17.6 Pa and 6.02% lower compared to the basic filter. The pressure drops for the basic filter are slightly different with the Salutary Avenue filter due to limited data and experiment details. CFD software are very reliable in running a simulation rather than produces the prototypes and conduct the experiment thus reducing overall time and cost in this study.
Generalized Selection Weighted Vector Filters
Directory of Open Access Journals (Sweden)
Rastislav Lukac
2004-09-01
Full Text Available This paper introduces a class of nonlinear multichannel filters capable of removing impulsive noise in color images. The here-proposed generalized selection weighted vector filter class constitutes a powerful filtering framework for multichannel signal processing. Previously defined multichannel filters such as vector median filter, basic vector directional filter, directional-distance filter, weighted vector median filters, and weighted vector directional filters are treated from a global viewpoint using the proposed framework. Robust order-statistic concepts and increased degree of freedom in filter design make the proposed method attractive for a variety of applications. Introduced multichannel sigmoidal adaptation of the filter parameters and its modifications allow to accommodate the filter parameters to varying signal and noise statistics. Simulation studies reported in this paper indicate that the proposed filter class is computationally attractive, yields excellent performance, and is able to preserve fine details and color information while efficiently suppressing impulsive noise. This paper is an extended version of the paper by Lukac et al. presented at the 2003 IEEE-EURASIP Workshop on Nonlinear Signal and Image Processing (NSIP '03 in Grado, Italy.
A Differential Geometric Approach to Nonlinear Filtering: The Projection Filter
Brigo, D.; Hanzon, B.; LeGland, F.
1998-01-01
This paper presents a new and systematic method of approximating exact nonlinear filters with finite dimensional filters, using the differential geometric approach to statistics. The projection filter is defined rigorously in the case of exponential families. A convenient exponential family is
Analog filters in nanometer CMOS
Uhrmann, Heimo; Zimmermann, Horst
2014-01-01
Starting from the basics of analog filters and the poor transistor characteristics in nanometer CMOS 10 high-performance analog filters developed by the authors in 120 nm and 65 nm CMOS are described extensively. Among them are gm-C filters, current-mode filters, and active filters for system-on-chip realization for Bluetooth, WCDMA, UWB, DVB-H, and LTE applications. For the active filters several operational amplifier designs are described. The book, furthermore, contains a review of the newest state of research on low-voltage low-power analog filters. To cover the topic of the book comprehensively, linearization issues and measurement methods for the characterization of advanced analog filters are introduced in addition. Numerous elaborate illustrations promote an easy comprehension. This book will be of value to engineers and researchers in industry as well as scientists and Ph.D students at universities. The book is also recommendable to graduate students specializing on nanoelectronics, microelectronics ...
The magnetic centrifugal mass filter
International Nuclear Information System (INIS)
Fetterman, Abraham J.; Fisch, Nathaniel J.
2011-01-01
Mass filters using rotating plasmas have been considered for separating nuclear waste and spent nuclear fuel. We propose a new mass filter that utilizes centrifugal and magnetic confinement of ions in a way similar to the asymmetric centrifugal trap. This magnetic centrifugal mass filter is shown to be more proliferation resistant than present technology. This filter is collisional and produces well confined output streams, among other advantages.
The magnetic centrifugal mass filter
Energy Technology Data Exchange (ETDEWEB)
Fetterman, Abraham J.; Fisch, Nathaniel J. [Department of Astrophysical Sciences, Princeton University, Princeton, New Jersey 08540 (United States)
2011-09-15
Mass filters using rotating plasmas have been considered for separating nuclear waste and spent nuclear fuel. We propose a new mass filter that utilizes centrifugal and magnetic confinement of ions in a way similar to the asymmetric centrifugal trap. This magnetic centrifugal mass filter is shown to be more proliferation resistant than present technology. This filter is collisional and produces well confined output streams, among other advantages.
Stochastic stacking without filters
International Nuclear Information System (INIS)
Johnson, R.P.; Marriner, J.
1982-12-01
The rate of accumulation of antiprotons is a critical factor in the design of p anti p colliders. A design of a system to accumulate higher anti p fluxes is presented here which is an alternative to the schemes used at the CERN AA and in the Fermilab Tevatron I design. Contrary to these stacking schemes, which use a system of notch filters to protect the dense core of antiprotons from the high power of the stack tail stochastic cooling, an eddy current shutter is used to protect the core in the region of the stack tail cooling kicker. Without filters one can have larger cooling bandwidths, better mixing for stochastic cooling, and easier operational criteria for the power amplifiers. In the case considered here a flux of 1.4 x 10 8 per sec is achieved with a 4 to 8 GHz bandwidth
Law, Kody
2016-01-06
This talk will pertain to the filtering of partially observed diffusions, with discrete-time observations. It is assumed that only biased approximations of the diffusion can be obtained, for choice of an accuracy parameter indexed by l. A multilevel estimator is proposed, consisting of a telescopic sum of increment estimators associated to the successive levels. The work associated to O( 2) mean-square error between the multilevel estimator and average with respect to the filtering distribution is shown to scale optimally, for example as O( 2) for optimal rates of convergence of the underlying diffusion approximation. The method is illustrated on some toy examples as well as estimation of interest rate based on real S&P 500 stock price data.
International Nuclear Information System (INIS)
Falabella, S.; Sanders, D.M.
1994-01-01
A continuous, cathodic arc ion source coupled to a macro-particle filter capable of separation or elimination of macro-particles from the ion flux produced by cathodic arc discharge is described. The ion source employs an axial magnetic field on a cathode (target) having tapered sides to confine the arc, thereby providing high target material utilization. A bent magnetic field is used to guide the metal ions from the target to the part to be coated. The macro-particle filter consists of two straight solenoids, end to end, but placed at 45 degree to one another, which prevents line-of-sight from the arc spot on the target to the parts to be coated, yet provides a path for ions and electrons to flow, and includes a series of baffles for trapping the macro-particles. 3 figures
The Rao-Blackwellized Particle Filter: A Filter Bank Implementation
Directory of Open Access Journals (Sweden)
Karlsson Rickard
2010-01-01
Full Text Available For computational efficiency, it is important to utilize model structure in particle filtering. One of the most important cases occurs when there exists a linear Gaussian substructure, which can be efficiently handled by Kalman filters. This is the standard formulation of the Rao-Blackwellized particle filter (RBPF. This contribution suggests an alternative formulation of this well-known result that facilitates reuse of standard filtering components and which is also suitable for object-oriented programming. Our RBPF formulation can be seen as a Kalman filter bank with stochastic branching and pruning.
Manipulation Robustness of Collaborative Filtering
Benjamin Van Roy; Xiang Yan
2010-01-01
A collaborative filtering system recommends to users products that similar users like. Collaborative filtering systems influence purchase decisions and hence have become targets of manipulation by unscrupulous vendors. We demonstrate that nearest neighbors algorithms, which are widely used in commercial systems, are highly susceptible to manipulation and introduce new collaborative filtering algorithms that are relatively robust.
Rodgers, John C.; McFarland, Andrew R.; Ortiz, Carlos A.
1995-01-01
A quick-change filter cartridge. In sampling systems for measurement of airborne materials, a filter element is introduced into the sampled airstream such that the aerosol constituents are removed and deposited on the filter. Fragile sampling media often require support in order to prevent rupture during sampling, and careful mounting and sealing to prevent misalignment, tearing, or creasing which would allow the sampled air to bypass the filter. Additionally, handling of filter elements may introduce cross-contamination or exposure of operators to toxic materials. Moreover, it is desirable to enable the preloading of filter media into quick-change cartridges in clean laboratory environments, thereby simplifying and expediting the filter-changing process in the field. The quick-change filter cartridge of the present invention permits the application of a variety of filter media in many types of instruments and may also be used in automated systems. The cartridge includes a base through which a vacuum can be applied to draw air through the filter medium which is located on a porous filter support and held there by means of a cap which forms an airtight seal with the base. The base is also adapted for receiving absorbing media so that both particulates and gas-phase samples may be trapped for investigation, the latter downstream of the aerosol filter.
Filter Effectiveness Evaluation
2013-08-01
synthetic paraffinic kerosene (SPK), as well as Ultra Low Sulfur Diesel (ULSD) treated with mono-olein to simulate the effects of biodiesel . Results...fuel. Sufficient analysis and qualification of filter products is becoming increasingly crucial in ground transportation vehicles to promote the...well as a simulated biodiesel composed of ultra low sulfur diesel (ULSD) and mono-olein. As written in the scope of work, the alternative aviation
Kaald, Rune; Eggen, Trym; Ytterdal, Trond
2017-02-01
Fully digitized 2D ultrasound transducer arrays require one ADC per channel with a beamforming architecture consuming low power. We give design considerations for per-channel digitization and beamforming, and present the design and measurements of a continuous time delta-sigma modulator (CTDSM) for cardiac ultrasound applications. By integrating a mixer into the modulator frontend, the phase and frequency of the input signal can be shifted, thereby enabling both improved conversion efficiency and narrowband beamforming. To minimize the power consumption, we propose an optimization methodology using a simulated annealing framework combined with a C++ simulator solving linear electrical networks. The 3rd order single-bit feedback type modulator, implemented in a 65 nm CMOS process, achieves an SNR/SNDR of 67.8/67.4 dB across 1 MHz bandwidth consuming 131 [Formula: see text] of power. The achieved figure of merit of 34.2 fJ/step is comparable with state-of-the-art feedforward type multi-bit designs. We further demonstrate the influence to the dynamic range when performing dynamic receive beamforming on recorded delta-sigma modulated bit-stream sequences.
Wei, Qinglai; Song, Ruizhuo; Yan, Pengfei
2016-02-01
This paper is concerned with a new data-driven zero-sum neuro-optimal control problem for continuous-time unknown nonlinear systems with disturbance. According to the input-output data of the nonlinear system, an effective recurrent neural network is introduced to reconstruct the dynamics of the nonlinear system. Considering the system disturbance as a control input, a two-player zero-sum optimal control problem is established. Adaptive dynamic programming (ADP) is developed to obtain the optimal control under the worst case of the disturbance. Three single-layer neural networks, including one critic and two action networks, are employed to approximate the performance index function, the optimal control law, and the disturbance, respectively, for facilitating the implementation of the ADP method. Convergence properties of the ADP method are developed to show that the system state will converge to a finite neighborhood of the equilibrium. The weight matrices of the critic and the two action networks are also convergent to finite neighborhoods of their optimal ones. Finally, the simulation results will show the effectiveness of the developed data-driven ADP methods.
Directory of Open Access Journals (Sweden)
Nima Tabatabaei
2018-04-01
Full Text Available Conventional infrared thermography techniques, including pulsed and lock-in thermography, have shown great potential for non-destructive evaluation of broad spectrum of materials, spanning from metals to polymers to biological tissues. However, performance of these techniques is often limited due to the diffuse nature of thermal wave fields, resulting in an inherent compromise between inspection depth and depth resolution. Recently, matched-filter thermography has been introduced as a means for overcoming this classic limitation to enable depth-resolved subsurface thermal imaging and improving axial/depth resolution. This paper reviews the basic principles and experimental results of matched-filter thermography: first, mathematical and signal processing concepts related to matched-fileting and pulse compression are discussed. Next, theoretical modeling of thermal-wave responses to matched-filter thermography using two categories of pulse compression techniques (linear frequency modulation and binary phase coding are reviewed. Key experimental results from literature demonstrating the maintenance of axial resolution while inspecting deep into opaque and turbid media are also presented and discussed. Finally, the concept of thermal coherence tomography for deconvolution of thermal responses of axially superposed sources and creation of depth-selective images in a diffusion-wave field is reviewed.
Srivastava, A.; Srivastava, O. N.; Talapatra, S.; Vajtai, R.; Ajayan, P. M.
2004-09-01
Over the past decade of nanotube research, a variety of organized nanotube architectures have been fabricated using chemical vapour deposition. The idea of using nanotube structures in separation technology has been proposed, but building macroscopic structures that have controlled geometric shapes, density and dimensions for specific applications still remains a challenge. Here we report the fabrication of freestanding monolithic uniform macroscopic hollow cylinders having radially aligned carbon nanotube walls, with diameters and lengths up to several centimetres. These cylindrical membranes are used as filters to demonstrate their utility in two important settings: the elimination of multiple components of heavy hydrocarbons from petroleum-a crucial step in post-distillation of crude oil-with a single-step filtering process, and the filtration of bacterial contaminants such as Escherichia coli or the nanometre-sized poliovirus (~25 nm) from water. These macro filters can be cleaned for repeated filtration through ultrasonication and autoclaving. The exceptional thermal and mechanical stability of nanotubes, and the high surface area, ease and cost-effective fabrication of the nanotube membranes may allow them to compete with ceramic- and polymer-based separation membranes used commercially.
Controlling flow conditions of test filters in iodine filters
International Nuclear Information System (INIS)
Holmberg, R.; Laine, J.
1979-03-01
Several different iodine filter and test filter designs and experience gained from their operation are presented. For the flow experiments, an iodine filter system equipped with flow regulating and measuring devices was built. In the experiments the influence of the packing method of the iodine sorption material and the influence of the flow regulating and measuring divices upon the flow conditions in the test filters was studied. On the basis of the experiments it has been shown that the flows through the test filters always can be adjusted to a correct value if there only is a high enough pressure difference available across the test filter ducting. As a result of the research, several different methods are presented with which the flows through the test filters in both operating and future iodine sorption system can easily be measured and adjusted to their correct values. (author)
Energy Technology Data Exchange (ETDEWEB)
Maier, Andreas; Wigstroem, Lars; Hofmann, Hannes G.; Hornegger, Joachim; Zhu Lei; Strobel, Norbert; Fahrig, Rebecca [Department of Radiology, Stanford University, Stanford, California 94305 (United States); Department of Radiology, Stanford University, Stanford, California 94305 (United States) and Center for Medical Image Science and Visualization, Linkoeping University, Linkoeping (Sweden); Pattern Recognition Laboratory, Department of Computer Science, Friedrich-Alexander University of Erlangen-Nuremberg, 91054, Erlangen (Germany); Nuclear and Radiological Engineering and Medical Physics Programs, George W. Woodruff School of Mechanical Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332 (United States); Siemens AG Healthcare, Forchheim 91301 (Germany); Department of Radiology, Stanford University, Stanford, California 94305 (United States)
2011-11-15
Purpose: The combination of quickly rotating C-arm gantry with digital flat panel has enabled the acquisition of three-dimensional data (3D) in the interventional suite. However, image quality is still somewhat limited since the hardware has not been optimized for CT imaging. Adaptive anisotropic filtering has the ability to improve image quality by reducing the noise level and therewith the radiation dose without introducing noticeable blurring. By applying the filtering prior to 3D reconstruction, noise-induced streak artifacts are reduced as compared to processing in the image domain. Methods: 3D anisotropic adaptive filtering was used to process an ensemble of 2D x-ray views acquired along a circular trajectory around an object. After arranging the input data into a 3D space (2D projections + angle), the orientation of structures was estimated using a set of differently oriented filters. The resulting tensor representation of local orientation was utilized to control the anisotropic filtering. Low-pass filtering is applied only along structures to maintain high spatial frequency components perpendicular to these. The evaluation of the proposed algorithm includes numerical simulations, phantom experiments, and in-vivo data which were acquired using an AXIOM Artis dTA C-arm system (Siemens AG, Healthcare Sector, Forchheim, Germany). Spatial resolution and noise levels were compared with and without adaptive filtering. A human observer study was carried out to evaluate low-contrast detectability. Results: The adaptive anisotropic filtering algorithm was found to significantly improve low-contrast detectability by reducing the noise level by half (reduction of the standard deviation in certain areas from 74 to 30 HU). Virtually no degradation of high contrast spatial resolution was observed in the modulation transfer function (MTF) analysis. Although the algorithm is computationally intensive, hardware acceleration using Nvidia's CUDA Interface provided an 8
International Nuclear Information System (INIS)
Maier, Andreas; Wigstroem, Lars; Hofmann, Hannes G.; Hornegger, Joachim; Zhu Lei; Strobel, Norbert; Fahrig, Rebecca
2011-01-01
Purpose: The combination of quickly rotating C-arm gantry with digital flat panel has enabled the acquisition of three-dimensional data (3D) in the interventional suite. However, image quality is still somewhat limited since the hardware has not been optimized for CT imaging. Adaptive anisotropic filtering has the ability to improve image quality by reducing the noise level and therewith the radiation dose without introducing noticeable blurring. By applying the filtering prior to 3D reconstruction, noise-induced streak artifacts are reduced as compared to processing in the image domain. Methods: 3D anisotropic adaptive filtering was used to process an ensemble of 2D x-ray views acquired along a circular trajectory around an object. After arranging the input data into a 3D space (2D projections + angle), the orientation of structures was estimated using a set of differently oriented filters. The resulting tensor representation of local orientation was utilized to control the anisotropic filtering. Low-pass filtering is applied only along structures to maintain high spatial frequency components perpendicular to these. The evaluation of the proposed algorithm includes numerical simulations, phantom experiments, and in-vivo data which were acquired using an AXIOM Artis dTA C-arm system (Siemens AG, Healthcare Sector, Forchheim, Germany). Spatial resolution and noise levels were compared with and without adaptive filtering. A human observer study was carried out to evaluate low-contrast detectability. Results: The adaptive anisotropic filtering algorithm was found to significantly improve low-contrast detectability by reducing the noise level by half (reduction of the standard deviation in certain areas from 74 to 30 HU). Virtually no degradation of high contrast spatial resolution was observed in the modulation transfer function (MTF) analysis. Although the algorithm is computationally intensive, hardware acceleration using Nvidia's CUDA Interface provided an 8.9-fold
Lee, Sung Hoon; Lee, Soon-Gul
2018-04-01
We fabricated low-pass metal powder filters for use in low-noise measurements at cryogenic temperatures and investigated their attenuation characteristics for different wire-turn densities, metalpowder shapes, and preparation methods at frequencies up to 20 GHz. We used nominally 30-μmsized stainless-steel 304L powder and mixed it with low-temperature binders. The low-temperature binders used were Stycast 2850FT (Emerson and Cumming) with catalyst 23LV and GE-7031 varnish. A 0.1-mm insulated copper wire was wound on preformed powder-mixture bobbins in the shape of a circular rod and was encapsulated in metal tubes with the powder mixture. All the fabricated powder filters showed a large attenuation at high frequencies with a cut-off frequency near 1 GHz. For filters of the same wire length, a lower wiring density showed a larger attenuation, which implies that the amount of powder in close contact with the wire determines the attenuation. Filters made of a powder/varnish mixture showed significantly larger attenuations than those of a powder/stycast mixture, and the attenuation improved with increasing powder ratio in the mixture. The low-temperature thermal conductivities of a 2 : 1 powder/Stycast mixture and a 5 : 1 powder/varnish mixture showed similar values at temperatures up to 4.2 K.