WorldWideScience

Sample records for nonlinear state-space model

  1. Nonlinear regime-switching state-space (RSSS) models.

    Science.gov (United States)

    Chow, Sy-Miin; Zhang, Guangjian

    2013-10-01

    Nonlinear dynamic factor analysis models extend standard linear dynamic factor analysis models by allowing time series processes to be nonlinear at the latent level (e.g., involving interaction between two latent processes). In practice, it is often of interest to identify the phases--namely, latent "regimes" or classes--during which a system is characterized by distinctly different dynamics. We propose a new class of models, termed nonlinear regime-switching state-space (RSSS) models, which subsumes regime-switching nonlinear dynamic factor analysis models as a special case. In nonlinear RSSS models, the change processes within regimes, represented using a state-space model, are allowed to be nonlinear. An estimation procedure obtained by combining the extended Kalman filter and the Kim filter is proposed as a way to estimate nonlinear RSSS models. We illustrate the utility of nonlinear RSSS models by fitting a nonlinear dynamic factor analysis model with regime-specific cross-regression parameters to a set of experience sampling affect data. The parallels between nonlinear RSSS models and other well-known discrete change models in the literature are discussed briefly.

  2. Discrete state space modeling and control of nonlinear unknown systems.

    Science.gov (United States)

    Savran, Aydogan

    2013-11-01

    A novel procedure for integrating neural networks (NNs) with conventional techniques is proposed to design industrial modeling and control systems for nonlinear unknown systems. In the proposed approach, a new recurrent NN with a special architecture is constructed to obtain discrete-time state-space representations of nonlinear dynamical systems. It is referred as the discrete state-space neural network (DSSNN). In the DSSNN, the outputs of the hidden layer neurons of the DSSNN represent the system's (pseudo) state. The inputs are fed to output neurons and the delayed outputs of the hidden layer neurons are fed to their inputs via adjustable weights. The discrete state space model of the actual system is directly obtained by training the DSSNN with the input-output data. A training procedure based on the back-propagation through time (BPTT) algorithm is developed. The Levenberg-Marquardt (LM) method with a trust region approach is used to update the DSSNN weights. Linear state space models enable to use well developed conventional analysis and design techniques. Thus, building a linear model of a system has primary importance in industrial applications. Thus, a suitable linearization procedure is proposed to derive the linear state space model from the nonlinear DSSNN representation. The controllability, observability and stability properties are examined. The state feedback controllers are designed with both the linear quadratic regulator (LQR) and the pole placement techniques. The regulator and servo control problems are both addressed. A full order observer is also designed to estimate the state variables. The performance of the proposed procedure is demonstrated by applying for both single-input single-output (SISO) and multiple-input multiple-output (MIMO) nonlinear control problems. © 2013 ISA. Published by Elsevier Ltd. All rights reserved.

  3. Estimation methods for nonlinear state-space models in ecology

    DEFF Research Database (Denmark)

    Pedersen, Martin Wæver; Berg, Casper Willestofte; Thygesen, Uffe Høgsbro

    2011-01-01

    The use of nonlinear state-space models for analyzing ecological systems is increasing. A wide range of estimation methods for such models are available to ecologists, however it is not always clear, which is the appropriate method to choose. To this end, three approaches to estimation in the theta...... logistic model for population dynamics were benchmarked by Wang (2007). Similarly, we examine and compare the estimation performance of three alternative methods using simulated data. The first approach is to partition the state-space into a finite number of states and formulate the problem as a hidden...... Markov model (HMM). The second method uses the mixed effects modeling and fast numerical integration framework of the AD Model Builder (ADMB) open-source software. The third alternative is to use the popular Bayesian framework of BUGS. The study showed that state and parameter estimation performance...

  4. Nonlinear State Space Modeling and System Identification for Electrohydraulic Control

    Directory of Open Access Journals (Sweden)

    Jun Yan

    2013-01-01

    Full Text Available The paper deals with nonlinear modeling and identification of an electrohydraulic control system for improving its tracking performance. We build the nonlinear state space model for analyzing the highly nonlinear system and then develop a Hammerstein-Wiener (H-W model which consists of a static input nonlinear block with two-segment polynomial nonlinearities, a linear time-invariant dynamic block, and a static output nonlinear block with single polynomial nonlinearity to describe it. We simplify the H-W model into a linear-in-parameters structure by using the key term separation principle and then use a modified recursive least square method with iterative estimation of internal variables to identify all the unknown parameters simultaneously. It is found that the proposed H-W model approximates the actual system better than the independent Hammerstein, Wiener, and ARX models. The prediction error of the H-W model is about 13%, 54%, and 58% less than the Hammerstein, Wiener, and ARX models, respectively.

  5. Nonlinear state space model identification of synchronous generators

    Energy Technology Data Exchange (ETDEWEB)

    Dehghani, M.; Nikravesh, S.K.Y. [Electrical Engineering Department, Amirkabir University of Technology, Tehran (Iran)

    2008-05-15

    A method for identification of a synchronous generator is suggested in this paper. The method uses the theoretical relations of machine parameters and the Prony method to find the state space model of the system. Such models are useful for controller design and stability tests. The proposed identification method is applied to a third order model of a synchronous generator. In this study, the field voltage is considered as the input and the active output power and the rotor angle are considered as the outputs of the synchronous generator. Simulation results show good accuracy of the identified model. (author)

  6. Identification of a class of nonlinear state-space models using RPE techniques

    DEFF Research Database (Denmark)

    Zhou, W. W.; Blanke, Mogens

    1986-01-01

    The recursive prediction error methods in state-space form have been efficiently used as parameter identifiers for linear systems, and especially Ljung's innovations filter using a Newton search direction has proved to be quite ideal. In this paper, the RPE method in state-space form is developed...... to the nonlinear case and extended to include the exact form of a nonlinearity, thus enabling structure preservation for certain classes of nonlinear systems. Both the discrete and the continuous-discrete versions of the algorithm in an innovations model are investigated, and a nonlinear simulation example shows...... a quite convincing performance of the filter as combined parameter and state estimator....

  7. Identification of a Class of Non-linear State Space Models using RPE Techniques

    DEFF Research Database (Denmark)

    Zhou, Wei-Wu; Blanke, Mogens

    1989-01-01

    The RPE (recursive prediction error) method in state-space form is developed in the nonlinear systems and extended to include the exact form of a nonlinearity, thus enabling structure preservation for certain classes of nonlinear systems. Both the discrete and the continuous-discrete versions...... of the algorithm in an innovations model are investigated, and a nonlinear simulation example shows a quite convincing performance of the filter as combined parameter and state estimator...

  8. Gain Scheduling Control of Nonlinear Systems Based on Neural State Space Models

    DEFF Research Database (Denmark)

    Bendtsen, Jan Dimon; Stoustrup, Jakob

    2003-01-01

    This paper presents a novel method for gain scheduling control of nonlinear systems based on extraction of local linear state space models from neural networks with direct application to robust control. A neural state space model of the system is first trained based on in- and output training...... samples from the system, after which linearized state space models are extracted from the neural network in a number of operating points according to a simple and computationally cheap scheme. Robust observer-based controllers can then be designed in each of these operating points,and gain scheduling...

  9. MCMC for non-linear state space models using ensembles of latent sequences

    OpenAIRE

    2013-01-01

    Non-linear state space models are a widely-used class of models for biological, economic, and physical processes. Fitting these models to observed data is a difficult inference problem that has no straightforward solution. We take a Bayesian approach to the inference of unknown parameters of a non-linear state model; this, in turn, requires the availability of efficient Markov Chain Monte Carlo (MCMC) sampling methods for the latent (hidden) variables and model parameters. Using the ensemble ...

  10. Extended kalman filter for estimation of parameters in nonlinear state-space models of biochemical networks.

    Science.gov (United States)

    Sun, Xiaodian; Jin, Li; Xiong, Momiao

    2008-01-01

    It is system dynamics that determines the function of cells, tissues and organisms. To develop mathematical models and estimate their parameters are an essential issue for studying dynamic behaviors of biological systems which include metabolic networks, genetic regulatory networks and signal transduction pathways, under perturbation of external stimuli. In general, biological dynamic systems are partially observed. Therefore, a natural way to model dynamic biological systems is to employ nonlinear state-space equations. Although statistical methods for parameter estimation of linear models in biological dynamic systems have been developed intensively in the recent years, the estimation of both states and parameters of nonlinear dynamic systems remains a challenging task. In this report, we apply extended Kalman Filter (EKF) to the estimation of both states and parameters of nonlinear state-space models. To evaluate the performance of the EKF for parameter estimation, we apply the EKF to a simulation dataset and two real datasets: JAK-STAT signal transduction pathway and Ras/Raf/MEK/ERK signaling transduction pathways datasets. The preliminary results show that EKF can accurately estimate the parameters and predict states in nonlinear state-space equations for modeling dynamic biochemical networks.

  11. Recursive prediction error methods for online estimation in nonlinear state-space models

    Directory of Open Access Journals (Sweden)

    Dag Ljungquist

    1994-04-01

    Full Text Available Several recursive algorithms for online, combined state and parameter estimation in nonlinear state-space models are discussed in this paper. Well-known algorithms such as the extended Kalman filter and alternative formulations of the recursive prediction error method are included, as well as a new method based on a line-search strategy. A comparison of the algorithms illustrates that they are very similar although the differences can be important for the online tracking capabilities and robustness. Simulation experiments on a simple nonlinear process show that the performance under certain conditions can be improved by including a line-search strategy.

  12. Adaptive Mixture Modelling Metropolis Methods for Bayesian Analysis of Non-linear State-Space Models.

    Science.gov (United States)

    Niemi, Jarad; West, Mike

    2010-06-01

    We describe a strategy for Markov chain Monte Carlo analysis of non-linear, non-Gaussian state-space models involving batch analysis for inference on dynamic, latent state variables and fixed model parameters. The key innovation is a Metropolis-Hastings method for the time series of state variables based on sequential approximation of filtering and smoothing densities using normal mixtures. These mixtures are propagated through the non-linearities using an accurate, local mixture approximation method, and we use a regenerating procedure to deal with potential degeneracy of mixture components. This provides accurate, direct approximations to sequential filtering and retrospective smoothing distributions, and hence a useful construction of global Metropolis proposal distributions for simulation of posteriors for the set of states. This analysis is embedded within a Gibbs sampler to include uncertain fixed parameters. We give an example motivated by an application in systems biology. Supplemental materials provide an example based on a stochastic volatility model as well as MATLAB code.

  13. Inferring gene regulatory networks via nonlinear state-space models and exploiting sparsity.

    Science.gov (United States)

    Noor, Amina; Serpedin, Erchin; Nounou, Mohamed; Nounou, Hazem N

    2012-01-01

    This paper considers the problem of learning the structure of gene regulatory networks from gene expression time series data. A more realistic scenario when the state space model representing a gene network evolves nonlinearly is considered while a linear model is assumed for the microarray data. To capture the nonlinearity, a particle filter-based state estimation algorithm is considered instead of the contemporary linear approximation-based approaches. The parameters characterizing the regulatory relations among various genes are estimated online using a Kalman filter. Since a particular gene interacts with a few other genes only, the parameter vector is expected to be sparse. The state estimates delivered by the particle filter and the observed microarray data are then subjected to a LASSO-based least squares regression operation which yields a parsimonious and efficient description of the regulatory network by setting the irrelevant coefficients to zero. The performance of the aforementioned algorithm is compared with the extended Kalman filter (EKF) and Unscented Kalman Filter (UKF) employing the Mean Square Error (MSE) as the fidelity criterion in recovering the parameters of gene regulatory networks from synthetic data and real biological data. Extensive computer simulations illustrate that the proposed particle filter-based network inference algorithm outperforms EKF and UKF, and therefore, it can serve as a natural framework for modeling gene regulatory networks with nonlinear and sparse structure.

  14. Efficient time-domain simulation of nonlinear, state-space, transmission-line models of the cochlea (L).

    Science.gov (United States)

    Pan, Shuokai; Elliott, Stephen J; Teal, Paul D; Lineton, Ben

    2015-06-01

    Nonlinear models of the cochlea are best implemented in the time domain, but their computational demands usually limit the duration of the simulations that can reasonably be performed. This letter presents a modified state space method and its application to an example nonlinear one-dimensional transmission-line cochlear model. The sparsity pattern of the individual matrices for this alternative formulation allows the use of significantly faster numerical algorithms. Combined with a more efficient implementation of the saturating nonlinearity, the computational speed of this modified state space method is more than 40 times faster than that of the original formulation.

  15. The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications

    OpenAIRE

    Andreasen, Martin Møller; Fernández-Villaverde, Jesús; Juan F Rubio-Ramírez

    2013-01-01

    This paper studies the pruned state-space system for higher-order approximations to the solutions of DSGE models. For second- and third-order approximations, we derive the statistical properties of this system and provide closed-form expressions for first and second unconditional moments and impulse response functions. Thus, our analysis introduces GMM estimation for DSGE models approximated up to third-order and provides the foundation for indirect inference and SMM when simulation is requir...

  16. Stochastic State Space Modelling of Nonlinear systems - With application to Marine Ecosystems

    DEFF Research Database (Denmark)

    Møller, Jan Kloppenborg

    to conflict with the concept of mass balances. One of the central conclusions of the thesis is that the stochastic formulations should be an integral part of the model formulation. As discrete-time stochastic processes are simpler to handle numerically than continuous-time stochastic processes, I start......This thesis deals with stochastic dynamical systems in discrete and continuous time. Traditionally dynamical systems in continuous time are modelled using Ordinary Differential Equations (ODEs). Even the most complex system of ODEs will not be able to capture every detail of a complex system like...... a natural ecosystem, and hence residual variation between the model and observations will always remain. In stochastic state-space models the residual variation is separated into observation and system noise and a main theme of the thesis is a proper description of the system noise. Additive Gaussian noise...

  17. Estimating parameters and hidden variables in non-linear state-space models based on ODEs for biological networks inference.

    Science.gov (United States)

    Quach, Minh; Brunel, Nicolas; d'Alché-Buc, Florence

    2007-12-01

    Statistical inference of biological networks such as gene regulatory networks, signaling pathways and metabolic networks can contribute to build a picture of complex interactions that take place in the cell. However, biological systems considered as dynamical, non-linear and generally partially observed processes may be difficult to estimate even if the structure of interactions is given. Using the same approach as Sitz et al. proposed in another context, we derive non-linear state-space models from ODEs describing biological networks. In this framework, we apply Unscented Kalman Filtering (UKF) to the estimation of both parameters and hidden variables of non-linear state-space models. We instantiate the method on a transcriptional regulatory model based on Hill kinetics and a signaling pathway model based on mass action kinetics. We successfully use synthetic data and experimental data to test our approach. This approach covers a large set of biological networks models and gives rise to simple and fast estimation algorithms. Moreover, the Bayesian tool used here directly provides uncertainty estimates on parameters and hidden states. Let us also emphasize that it can be coupled with structure inference methods used in Graphical Probabilistic Models. Matlab code available on demand.

  18. Inference of nonlinear state-space models for sandwich-type lateral flow immunoassay using extended Kalman filtering.

    Science.gov (United States)

    Zeng, Nianyin; Wang, Zidong; Li, Yurong; Du, Min; Liu, Xiaohui

    2011-07-01

    In this paper, a mathematical model for sandwich-type lateral flow immunoassay is developed via short available time series. A nonlinear dynamic stochastic model is considered that consists of the biochemical reaction system equations and the observation equation. After specifying the model structure, we apply the extended Kalman filter (EKF) algorithm for identifying both the states and parameters of the nonlinear state-space model. It is shown that the EKF algorithm can accurately identify the parameters and also predict the system states in the nonlinear dynamic stochastic model through an iterative procedure by using a small number of observations. The identified mathematical model provides a powerful tool for testing the system hypotheses and also for inspecting the effects from various design parameters in both rapid and inexpensive way. Furthermore, by means of the established model, the dynamic changes in the concentration of antigens and antibodies can be predicted, thereby making it possible for us to analyze, optimize, and design the properties of lateral flow immunoassay devices. © 2011 IEEE

  19. An Active Fault-Tolerant PWM Tracker for Unknown Nonlinear Stochastic Hybrid Systems: NARMAX Model and OKID-Based State-Space Self-Tuning Control

    OpenAIRE

    Chu-Tong Wang; Tsai, Jason S. H.; Chia-Wei Chen; You Lin; Shu-Mei Guo; Leang-San Shieh

    2010-01-01

    An active fault-tolerant pulse-width-modulated tracker using the nonlinear autoregressive moving average with exogenous inputs model-based state-space self-tuning control is proposed for continuous-time multivariable nonlinear stochastic systems with unknown system parameters, plant noises, measurement noises, and inaccessible system states. Through observer/Kalman filter identification method, a good initial guess of the unknown parameters of the chosen model is obtained so as to reduce the ...

  20. The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications

    DEFF Research Database (Denmark)

    Andreasen, Martin Møller; Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan F.

    and impulse response functions. Thus, our analysis introduces GMM estimation for DSGE models approximated up to third-order and provides the foundation for indirect inference and SMM when simulation is required. We illustrate the usefulness of our approach by estimating a New Keynesian model with habits...... and Epstein-Zin preferences by GMM when using …rst and second unconditional moments of macroeconomic and …nancial data and by SMM when using additional third and fourth unconditional moments and non-Gaussian innovations....

  1. Recursive subspace identification of linear and non-linear Wiener state-space models

    NARCIS (Netherlands)

    Lovera, Marco; Gustafsson, Tony; Verhaegen, M.H.G.

    2000-01-01

    The problem of MIMO recursive identification is analyzed within the framework of subspace model identification (SMI) and the use of recent signal processing algorithms for the recursive update of the singular value decomposition (SVD) is proposed. To accommodate for arbitrary correlation of the dist

  2. Approximate Methods for State-Space Models

    CERN Document Server

    Koyama, Shinsuke; Shalizi, Cosma Rohilla; Kass, Robert E; 10.1198/jasa.2009.tm08326

    2010-01-01

    State-space models provide an important body of techniques for analyzing time-series, but their use requires estimating unobserved states. The optimal estimate of the state is its conditional expectation given the observation histories, and computing this expectation is hard when there are nonlinearities. Existing filtering methods, including sequential Monte Carlo, tend to be either inaccurate or slow. In this paper, we study a nonlinear filter for nonlinear/non-Gaussian state-space models, which uses Laplace's method, an asymptotic series expansion, to approximate the state's conditional mean and variance, together with a Gaussian conditional distribution. This {\\em Laplace-Gaussian filter} (LGF) gives fast, recursive, deterministic state estimates, with an error which is set by the stochastic characteristics of the model and is, we show, stable over time. We illustrate the estimation ability of the LGF by applying it to the problem of neural decoding and compare it to sequential Monte Carlo both in simulat...

  3. A nonlinear state-space approach to hysteresis identification

    Science.gov (United States)

    Noël, J. P.; Esfahani, A. F.; Kerschen, G.; Schoukens, J.

    2017-02-01

    Most studies tackling hysteresis identification in the technical literature follow white-box approaches, i.e. they rely on the assumption that measured data obey a specific hysteretic model. Such an assumption may be a hard requirement to handle in real applications, since hysteresis is a highly individualistic nonlinear behaviour. The present paper adopts a black-box approach based on nonlinear state-space models to identify hysteresis dynamics. This approach is shown to provide a general framework to hysteresis identification, featuring flexibility and parsimony of representation. Nonlinear model terms are constructed as a multivariate polynomial in the state variables, and parameter estimation is performed by minimising weighted least-squares cost functions. Technical issues, including the selection of the model order and the polynomial degree, are discussed, and model validation is achieved in both broadband and sine conditions. The study is carried out numerically by exploiting synthetic data generated via the Bouc-Wen equations.

  4. Estimating model error covariances in nonlinear state-space models using Kalman smoothing and the expectation-maximisation algorithm

    KAUST Repository

    Dreano, D.

    2017-04-05

    Specification and tuning of errors from dynamical models are important issues in data assimilation. In this work, we propose an iterative expectation-maximisation (EM) algorithm to estimate the model error covariances using classical extended and ensemble versions of the Kalman smoother. We show that, for additive model errors, the estimate of the error covariance converges. We also investigate other forms of model error, such as parametric or multiplicative errors. We show that additive Gaussian model error is able to compensate for non additive sources of error in the algorithms we propose. We also demonstrate the limitations of the extended version of the algorithm and recommend the use of the more robust and flexible ensemble version. This article is a proof of concept of the methodology with the Lorenz-63 attractor. We developed an open-source Python library to enable future users to apply the algorithm to their own nonlinear dynamical models.

  5. My Life with State Space Models

    DEFF Research Database (Denmark)

    Lundbye-Christensen, Søren

    2007-01-01

    . The conceptual idea behind the state space model is that the evolution over time in the object we are observing and the measurement process itself are modelled separately. My very first serious analysis of a data set was done using a state space model, and since then I seem to have been "haunted" by state space...

  6. Approximate Methods for State-Space Models.

    Science.gov (United States)

    Koyama, Shinsuke; Pérez-Bolde, Lucia Castellanos; Shalizi, Cosma Rohilla; Kass, Robert E

    2010-03-01

    State-space models provide an important body of techniques for analyzing time-series, but their use requires estimating unobserved states. The optimal estimate of the state is its conditional expectation given the observation histories, and computing this expectation is hard when there are nonlinearities. Existing filtering methods, including sequential Monte Carlo, tend to be either inaccurate or slow. In this paper, we study a nonlinear filter for nonlinear/non-Gaussian state-space models, which uses Laplace's method, an asymptotic series expansion, to approximate the state's conditional mean and variance, together with a Gaussian conditional distribution. This Laplace-Gaussian filter (LGF) gives fast, recursive, deterministic state estimates, with an error which is set by the stochastic characteristics of the model and is, we show, stable over time. We illustrate the estimation ability of the LGF by applying it to the problem of neural decoding and compare it to sequential Monte Carlo both in simulations and with real data. We find that the LGF can deliver superior results in a small fraction of the computing time.

  7. Mean Shift Detection for State Space Models

    NARCIS (Netherlands)

    Kuhn, J.; Mandjes, M.; Taimre, T.; Weber, T.; McPhee, M.J.; Anderssen, R.S.

    2015-01-01

    In this paper we develop and validate a procedure for testing against a shift in mean in the observations and hidden state sequence of state space models with Gaussian noise. State space models are popular for modelling stochastic networks as they allow to take into account that observations of the

  8. Nonlinear predictive control of a boiler-turbine unit: A state-space approach with successive on-line model linearisation and quadratic optimisation.

    Science.gov (United States)

    Ławryńczuk, Maciej

    2017-03-01

    This paper details development of a Model Predictive Control (MPC) algorithm for a boiler-turbine unit, which is a nonlinear multiple-input multiple-output process. The control objective is to follow set-point changes imposed on two state (output) variables and to satisfy constraints imposed on three inputs and one output. In order to obtain a computationally efficient control scheme, the state-space model is successively linearised on-line for the current operating point and used for prediction. In consequence, the future control policy is easily calculated from a quadratic optimisation problem. For state estimation the extended Kalman filter is used. It is demonstrated that the MPC strategy based on constant linear models does not work satisfactorily for the boiler-turbine unit whereas the discussed algorithm with on-line successive model linearisation gives practically the same trajectories as the truly nonlinear MPC controller with nonlinear optimisation repeated at each sampling instant. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

  9. A Right Coprime Factorization of Neural State Space Models

    DEFF Research Database (Denmark)

    Bendtsen, Jan Dimon

    2007-01-01

    In recent years, various methods for identification of nonlinear systems in closed loop using open-loop approaches have received considerable attention. However, these methods rely on differentially coprime factorizations of the nonlinear plants, which can be difficult to compute in practice....... To address this issue, this paper presents various technical results leading up to explicit formulae for right coprime factorizations of neural state space models, i.e., nonlinear system models represented in state space using neural networks, which satisfy a Bezout identity. ...

  10. An Active Fault-Tolerant PWM Tracker for Unknown Nonlinear Stochastic Hybrid Systems: NARMAX Model and OKID-Based State-Space Self-Tuning Control

    Directory of Open Access Journals (Sweden)

    Chu-Tong Wang

    2010-01-01

    Full Text Available An active fault-tolerant pulse-width-modulated tracker using the nonlinear autoregressive moving average with exogenous inputs model-based state-space self-tuning control is proposed for continuous-time multivariable nonlinear stochastic systems with unknown system parameters, plant noises, measurement noises, and inaccessible system states. Through observer/Kalman filter identification method, a good initial guess of the unknown parameters of the chosen model is obtained so as to reduce the identification process time and enhance the system performances. Besides, by modifying the conventional self-tuning control, a fault-tolerant control scheme is also developed. For the detection of fault occurrence, a quantitative criterion is exploited by comparing the innovation process errors estimated by the Kalman filter estimation algorithm. In addition, the weighting matrix resetting technique is presented by adjusting and resetting the covariance matrix of parameter estimates to improve the parameter estimation for faulty system recovery. The technique can effectively cope with partially abrupt and/or gradual system faults and/or input failures with fault detection.

  11. Identification of Nonlinear Nonautonomous State Space Systems from Input-Output Measurements

    NARCIS (Netherlands)

    Verdult, Vincent; Verhaegen, Michel; Scherpen, Jacquelien

    2000-01-01

    This paper presents a method to determine a nonlinear state space model from a finite number of measurements of the inputs and outputs. The method is based on embedding theory for nonlinear systems, and can be viewed as an extension of the subspace identification method for linear systems. The paper

  12. State space modeling of Memristor-based Wien oscillator

    KAUST Repository

    Talukdar, Abdul Hafiz Ibne

    2011-12-01

    State space modeling of Memristor based Wien \\'A\\' oscillator has been demonstrated for the first time considering nonlinear ion drift in Memristor. Time dependant oscillating resistance of Memristor is reported in both state space solution and SPICE simulation which plausibly provide the basis of realizing parametric oscillation by Memristor based Wien oscillator. In addition to this part Memristor is shown to stabilize the final oscillation amplitude by means of its nonlinear dynamic resistance which hints for eliminating diode in the feedback network of conventional Wien oscillator. © 2011 IEEE.

  13. The STAMP Software for State Space Models

    Directory of Open Access Journals (Sweden)

    Roy Mendelssohn

    2011-05-01

    Full Text Available This paper reviews the use of STAMP (Structural Time Series Analyser, Modeler and Predictor for modeling time series data using state-space methods with unobserved components. STAMP is a commercial, GUI-based program that runs on Windows, Linux and Macintosh computers as part of the larger OxMetrics System. STAMP can estimate a wide-variety of both univariate and multivariate state-space models, provides a wide array of diagnostics, and has a batch mode capability. The use of STAMP is illustrated for the Nile river data which is analyzed throughout this issue, as well as by modeling a variety of oceanographic and climate related data sets. The analyses of the oceanographic and climate data illustrate the breadth of models available in STAMP, and that state-space methods produce results that provide new insights into important scientific problems.

  14. State-Space Modelling of Loudspeakers using Fractional Derivatives

    DEFF Research Database (Denmark)

    King, Alexander Weider; Agerkvist, Finn T.

    2015-01-01

    This work investigates the use of fractional order derivatives in modeling moving-coil loudspeakers. A fractional order state-space solution is developed, leading the way towards incorporating nonlinearities into a fractional order system. The method is used to calculate the response....... It is shown that the identified parameters can be used in a linear fractional order state-space model to simulate the loudspeakers’ time domain response...... of a fractional harmonic oscillator, representing the mechanical part of a loudspeaker, showing the effect of the fractional derivative and its relationship to viscoelasticity. Finally, a loudspeaker model with a fractional order viscoelastic suspension and fractional order voice coil is fit to measurement data...

  15. The State Space Models Toolbox for MATLAB

    Directory of Open Access Journals (Sweden)

    Jyh-Ying Peng

    2011-05-01

    Full Text Available State Space Models (SSM is a MATLAB toolbox for time series analysis by state space methods. The software features fully interactive construction and combination of models, with support for univariate and multivariate models, complex time-varying (dy- namic models, non-Gaussian models, and various standard models such as ARIMA and structural time-series models. The software includes standard functions for Kalman fil- tering and smoothing, simulation smoothing, likelihood evaluation, parameter estimation, signal extraction and forecasting, with incorporation of exact initialization for filters and smoothers, and support for missing observations and multiple time series input with com- mon analysis structure. The software also includes implementations of TRAMO model selection and Hillmer-Tiao decomposition for ARIMA models. The software will provide a general toolbox for time series analysis on the MATLAB platform, allowing users to take advantage of its readily available graph plotting and general matrix computation capabilities.

  16. Validation of ecological state space models using the Laplace approximation

    DEFF Research Database (Denmark)

    Thygesen, Uffe Høgsbro; Albertsen, Christoffer Moesgaard; Berg, Casper Willestofte

    2017-01-01

    Many statistical models in ecology follow the state space paradigm. For such models, the important step of model validation rarely receives as much attention as estimation or hypothesis testing, perhaps due to lack of available algorithms and software. Model validation is often based on a naive...... for estimation in general mixed effects models. Implementing one-step predictions in the R package Template Model Builder, we demonstrate that it is possible to perform model validation with little effort, even if the ecological model is multivariate, has non-linear dynamics, and whether observations...... are continuous or discrete. With both simulated data, and a real data set related to geolocation of seals, we demonstrate both the potential and the limitations of the techniques. Our results fill a need for convenient methods for validating a state space model, or alternatively, rejecting it while indicating...

  17. Multimedia Mapping using Continuous State Space Models

    DEFF Research Database (Denmark)

    Lehn-Schiøler, Tue

    2004-01-01

    In this paper a system that transforms speech waveforms to animated faces are proposed. The system relies on continuous state space models to perform the mapping, this makes it possible to ensure video with no sudden jumps and allows continuous control of the parameters in 'face space'. Simulations...... are performed on recordings of 3-5 sec. video sequences with sentences from the Timit database. The model is able to construct an image sequence from an unknown noisy speech sequence fairly well even though the number of training examples are limited....

  18. Multivariable Wind Modeling in State Space

    DEFF Research Database (Denmark)

    Sichani, Mahdi Teimouri; Pedersen, B. J.

    2011-01-01

    Turbulence of the incoming wind field is of paramount importance to the dynamic response of wind turbines. Hence reliable stochastic models of the turbulence should be available from which time series can be generated for dynamic response and structural safety analysis. In the paper an empirical...... cross-spectral density function for the along-wind turbulence component over the rotor plane is taken as the starting point. The spectrum is spatially discretized in terms of a Hermitian cross-spectral density matrix for the turbulence state vector which turns out not to be positive definite. Since...... the succeeding state space and ARMA modeling of the turbulence rely on the positive definiteness of the cross-spectral density matrix, the problem with the non-positive definiteness of such matrices is at first addressed and suitable treatments regarding it are proposed. From the adjusted positive definite cross...

  19. Granger causality for state-space models.

    Science.gov (United States)

    Barnett, Lionel; Seth, Anil K

    2015-04-01

    Granger causality has long been a prominent method for inferring causal interactions between stochastic variables for a broad range of complex physical systems. However, it has been recognized that a moving average (MA) component in the data presents a serious confound to Granger causal analysis, as routinely performed via autoregressive (AR) modeling. We solve this problem by demonstrating that Granger causality may be calculated simply and efficiently from the parameters of a state-space (SS) model. Since SS models are equivalent to autoregressive moving average models, Granger causality estimated in this fashion is not degraded by the presence of a MA component. This is of particular significance when the data has been filtered, downsampled, observed with noise, or is a subprocess of a higher dimensional process, since all of these operations-commonplace in application domains as diverse as climate science, econometrics, and the neurosciences-induce a MA component. We show how Granger causality, conditional and unconditional, in both time and frequency domains, may be calculated directly from SS model parameters via solution of a discrete algebraic Riccati equation. Numerical simulations demonstrate that Granger causality estimators thus derived have greater statistical power and smaller bias than AR estimators. We also discuss how the SS approach facilitates relaxation of the assumptions of linearity, stationarity, and homoscedasticity underlying current AR methods, thus opening up potentially significant new areas of research in Granger causal analysis.

  20. Nonlinear dynamic analysis and state space representation of a manipulator under viscoelastic material conditions

    Directory of Open Access Journals (Sweden)

    Esfandiar, H.

    2013-05-01

    Full Text Available In this paper, based on the VoigtKelvin constitutive model, nonlinear dynamic modelling and state space representation of a viscoelastic beam acting as a flexible robotic manipulator is investigated. Complete nonlinear dynamic modelling of a viscoelastic beam without premature linearisation of dynamic equations is developed. The adopted method is capable of reproducing nonlinear dynamic effects, such as beam stiffening due to centrifugal and Coriolis forces induced by rotation of the joints. Structural damping effects on the models dynamic behaviour are also shown. A reliable model for a viscoelastic beam is subsequently presented. The governing equations of motion are derived using Hamiltons principle, and using the finite difference method, nonlinear partial differential equations are reduced to ordinary differential equations. For the purpose of flexible manipulator control, the standard form of state space equations for the viscoelastic link and the actuator is obtained. Simulation results indicate substantial improvements in dynamic behaviour, and a parameter sensitivity study is carried out to investigate the effect of structural damping on the vibration amplitude.

  1. An introduction to state space modeling (in Russian)

    OpenAIRE

    Alexander Tsyplakov

    2011-01-01

    Many time series models, primarily various models with unobservable components, can be represented in a so called state space form. A state space model is a powerful tool that allows one to apply to the original model a wide range of standard procedures including estimation and forecasting. This essay provides a survey of this universal class of models and related procedures.

  2. Robust Quasi-LPV Control Based on Neural State Space Models

    DEFF Research Database (Denmark)

    Bendtsen, Jan Dimon; Trangbæk, Klaus

    2000-01-01

    In this paper we derive a synthesis result for robust LPV output feedback controllers for nonlinear systems modelled by neural state space models. This result is achieved by writing the neural state space model on a linear fractional transformation form in a non-conservative way, separating...... the system description into a linear part and a nonlinear part. Linear parameter-varying control synthesis methods are then applied to design a nonlinear control law for this system. Since the model is assumed to have been identified from input-output measurement data only, it must be expected...

  3. RESULTS OF INTERBANK EXCHANGE RATES FORECASTING USING STATE SPACE MODEL

    Directory of Open Access Journals (Sweden)

    Muhammad Kashif

    2008-07-01

    Full Text Available This study evaluates the performance of three alternative models for forecasting daily interbank exchange rate of U.S. dollar measured in Pak rupees. The simple ARIMA models and complex models such as GARCH-type models and a state space model are discussed and compared. Four different measures are used to evaluate the forecasting accuracy. The main result is the state space model provides the best performance among all the models.

  4. On a state space approach to nonlinear H∞ control

    NARCIS (Netherlands)

    Schaft, van der A.J.

    1991-01-01

    We study the standard H∞ optimal control problem using state feedback for smooth nonlinear control systems. The main theorem obtained roughly states that the L2-induced norm (from disturbances to inputs and outputs) can be made smaller than a constant γ > 0 if the corresponding H∞ norm for the syste

  5. Robust Quasi-LPV Control Based on Neural State Space Models

    DEFF Research Database (Denmark)

    Bendtsen, Jan Dimon; Trangbæk, Klaus

    2002-01-01

    In this paper we derive a synthesis result for robust LPV output feedback controllers for nonlinear systems modelled by neural state space models. This result is achieved by writing the neural state space model on a linear fractional transformation form in a non-conservative way, separating...... that there is some uncertainty on the identified nonlinearities. The control law is therefore made robust to noise perturbations. After formulating the controller synthesis as a set of LMIs with added constraints, some implementation issues are addressed and a simulation example is presented....

  6. Improved control using extended non-minimal state space MPC and modified LQR for a kind of nonlinear systems.

    Science.gov (United States)

    Tao, Jili; Ma, Longhua; Zhu, Yong

    2016-11-01

    Inspired by the state space model based predictive control, this paper presents the combination design of extended non-minimal state space predictive control (ENMSSPC) and modified linear quadratic regulator (LQR) for a kind of nonlinear process with output feedback coupling, which shows improved control performance for both model/plant match and model/plant mismatch cases. In many previous control methods for this kind of nonlinear systems, the nonlinear part is treated in different ways such as ignored, represented as a rough linear one or assumed to be time-variant when corresponding predictive control methods are designed. However, the above methods will generally lead to information loss, resulting in the influenced control performance. This paper will show that the ENMSSPC-LQ control structure will further improve closed-loop control performance concerning tracking ability and disturbance rejection compared with previous predictive control methods.

  7. Predictive Control Based upon State Space Models

    Directory of Open Access Journals (Sweden)

    Jens G. Balchen

    1989-04-01

    Full Text Available Repetitive online computation of the control vector by solving the optimal control problem of a non-linear multivariable process with arbitrary performance indices is investigated. Two different methods are considered in the search for an optimal, parameterized control vector: Pontryagin's Maximum Principle and optimization by using the performance index and its gradient directly. Unfortunately, solving this optimization problem has turned out to be a rather time-consuming task which has resulted in a time delay that cannot be accepted when the actual process is exposed to rapidly-varying disturbances. However, an instantaneous feedback strategy operating in parallel with the original control aogorithm was found to be able to cope with this problem.

  8. Modeling Bivariate Longitudinal Hormone Profiles by Hierarchical State Space Models.

    Science.gov (United States)

    Liu, Ziyue; Cappola, Anne R; Crofford, Leslie J; Guo, Wensheng

    2014-01-01

    The hypothalamic-pituitary-adrenal (HPA) axis is crucial in coping with stress and maintaining homeostasis. Hormones produced by the HPA axis exhibit both complex univariate longitudinal profiles and complex relationships among different hormones. Consequently, modeling these multivariate longitudinal hormone profiles is a challenging task. In this paper, we propose a bivariate hierarchical state space model, in which each hormone profile is modeled by a hierarchical state space model, with both population-average and subject-specific components. The bivariate model is constructed by concatenating the univariate models based on the hypothesized relationship. Because of the flexible framework of state space form, the resultant models not only can handle complex individual profiles, but also can incorporate complex relationships between two hormones, including both concurrent and feedback relationship. Estimation and inference are based on marginal likelihood and posterior means and variances. Computationally efficient Kalman filtering and smoothing algorithms are used for implementation. Application of the proposed method to a study of chronic fatigue syndrome and fibromyalgia reveals that the relationships between adrenocorticotropic hormone and cortisol in the patient group are weaker than in healthy controls.

  9. A Learning State-Space Model for Image Retrieval

    Directory of Open Access Journals (Sweden)

    Lee Greg C

    2007-01-01

    Full Text Available This paper proposes an approach based on a state-space model for learning the user concepts in image retrieval. We first design a scheme of region-based image representation based on concept units, which are integrated with different types of feature spaces and with different region scales of image segmentation. The design of the concept units aims at describing similar characteristics at a certain perspective among relevant images. We present the details of our proposed approach based on a state-space model for interactive image retrieval, including likelihood and transition models, and we also describe some experiments that show the efficacy of our proposed model. This work demonstrates the feasibility of using a state-space model to estimate the user intuition in image retrieval.

  10. Embedding a State Space Model Into a Markov Decision Process

    DEFF Research Database (Denmark)

    Nielsen, Lars Relund; Jørgensen, Erik; Højsgaard, Søren

    2011-01-01

    estimated from data collected from the animal or herd. State space models (SSMs) are a general tool for modeling repeated measurements over time where the model parameters can evolve dynamically. In this paper we consider methods for embedding an SSM into an MDP with finite state and action space. Different...

  11. Parameter redundancy in discrete state-space and integrated models.

    Science.gov (United States)

    Cole, Diana J; McCrea, Rachel S

    2016-09-01

    Discrete state-space models are used in ecology to describe the dynamics of wild animal populations, with parameters, such as the probability of survival, being of ecological interest. For a particular parametrization of a model it is not always clear which parameters can be estimated. This inability to estimate all parameters is known as parameter redundancy or a model is described as nonidentifiable. In this paper we develop methods that can be used to detect parameter redundancy in discrete state-space models. An exhaustive summary is a combination of parameters that fully specify a model. To use general methods for detecting parameter redundancy a suitable exhaustive summary is required. This paper proposes two methods for the derivation of an exhaustive summary for discrete state-space models using discrete analogues of methods for continuous state-space models. We also demonstrate that combining multiple data sets, through the use of an integrated population model, may result in a model in which all parameters are estimable, even though models fitted to the separate data sets may be parameter redundant. © 2016 The Author. Biometrical Journal published by WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  12. Determining state-space models from sequential output data

    Science.gov (United States)

    Lin, Jiguan Gene

    1988-01-01

    This talk focuses on the determination of state-space models for large space systems using only the output data. The output data could be generated by the unknown or deliberate initial conditions of the space structure in question. We shall review some relevant fundamental work on the state-space modeling of sequential output data that is potentially applicable to large space structures. If formulated in terms of some generalized Markov parameters, this approach is in some sense similar to, but much simpler than, the Juang-Pappa Eigensystem Realization Algorithm (ERA) and the Ho-Kalman construction procedure.

  13. Dynamic State Space Partitioning for External Memory Model Checking

    DEFF Research Database (Denmark)

    Evangelista, Sami; Kristensen, Lars Michael

    2009-01-01

    We describe a dynamic partitioning scheme usable by model checking techniques that divide the state space into partitions, such as most external memory and distributed model checking algorithms. The goal of the scheme is to reduce the number of transitions that link states belonging to different...

  14. A simplified state-space model of biventricular assist device-cardiovascular system interaction.

    Science.gov (United States)

    Koh, Vivian C A; Einly Lim; Boon Chiang Ng; Yong Kuen Ho; Lovell, Nigel H

    2016-08-01

    A simplified state-space model of biventricular assist device (BiVAD)-cardiovascular system (CVS) interaction is presented. The state-space equations includes a six-compartments CVS model incorporating the ventricles, the pulmonary and systemic circulations as well as the non-linear behavior of the valve flow, together with a left ventricular assist device (LVAD) and a right ventricular assist device (RVAD) component. The left and right pump speeds serve as the input variables for the state-space model. The model is simulated with three operational modes, i.e. (i) RVAD speed state hemodynamics is also studied with and without an outflow banding restriction. Our simulated results are validated with experimental data obtained from clinical, in vivo and in vitro studies provided in the literatures. We observed that despite its simplicity, the model is able to reproduce the observed trends in the reported studies, thus making it feasible for the development of robust yet practical control algorithms.

  15. Fast Filtering and Smoothing for Multivariate State Space Models

    NARCIS (Netherlands)

    Koopman, S.J.M.; Durbin, J.

    1998-01-01

    This paper gives a new approach to diffuse filtering and smoothing for multivariate state space models. The standard approach treats the observations as vectors while our approach treats each element of the observational vector individually. This strategy leads to computationally efficient methods f

  16. Optimal State-Space Reduction for Pedigree Hidden Markov Models

    CERN Document Server

    Kirkpatrick, Bonnie

    2012-01-01

    To analyze whole-genome genetic data inherited in families, the likelihood is typically obtained from a Hidden Markov Model (HMM) having a state space of 2^n hidden states where n is the number of meioses or edges in the pedigree. There have been several attempts to speed up this calculation by reducing the state-space of the HMM. One of these methods has been automated in a calculation that is more efficient than the naive HMM calculation; however, that method treats a special case and the efficiency gain is available for only those rare pedigrees containing long chains of single-child lineages. The other existing state-space reduction method treats the general case, but the existing algorithm has super-exponential running time. We present three formulations of the state-space reduction problem, two dealing with groups and one with partitions. One of these problems, the maximum isometry group problem was discussed in detail by Browning and Browning. We show that for pedigrees, all three of these problems hav...

  17. Baseline-free damage visualization using noncontact laser nonlinear ultrasonics and state space geometrical changes

    Science.gov (United States)

    Liu, Peipei; Sohn, Hoon; Park, Byeongjin

    2015-06-01

    Damage often causes a structural system to exhibit severe nonlinear behaviors, and the resulting nonlinear features are often much more sensitive to the damage than their linear counterparts. This study develops a laser nonlinear wave modulation spectroscopy (LNWMS) so that certain types of damage can be detected without any sensor placement. The proposed LNWMS utilizes a pulse laser to generate ultrasonic waves and a laser vibrometer for ultrasonic measurement. Under the broadband excitation of the pulse laser, a nonlinear source generates modulations at various frequency values due to interactions among various input frequency components. State space attractors are reconstructed from the ultrasonic responses measured by LNWMS, and a damage feature called Bhattacharyya distance (BD) is computed from the state space attractors to quantify the degree of damage-induced nonlinearity. By computing the BD values over the entire target surface using laser scanning, damage can be localized and visualized without relying on the baseline data obtained from the pristine condition of a target structure. The proposed technique has been successfully used for visualizing fatigue crack in an aluminum plate and delamination and debonding in a glass fiber reinforced polymer wind turbine blade.

  18. Unification and extension of monolithic state space and iterative cochlear models.

    Science.gov (United States)

    Rapson, Michael J; Tapson, Jonathan C; Karpul, David

    2012-05-01

    Time domain cochlear models have primarily followed a method introduced by Allen and Sondhi [J. Acoust. Soc. Am. 66, 123-132 (1979)]. Recently the "state space formalism" proposed by Elliott et al. [J. Acoust. Soc. Am. 122, 2759-2771 (2007)] has been used to simulate a wide range of nonlinear cochlear models. It used a one-dimensional approach that is extended to two dimensions in this paper, using the finite element method. The recently developed "state space formalism" in fact shares a close relationship to the earlier approach. Working from Diependaal et al. [J. Acoust. Soc. Am. 82, 1655-1666 (1987)] the two approaches are compared and the relationship formalized. Understanding this relationship allows models to be converted from one to the other in order to utilize each of their strengths. A second method to derive the state space matrices required for the "state space formalism" is also presented. This method offers improved numerical properties because it uses the information available about the model more effectively. Numerical results support the claims regarding fluid dimension and the underlying similarity of the two approaches. Finally, the recent advances in the state space formalism [Bertaccini and Sisto, J. Comp. Phys. 230, 2575-2587 (2011)] are discussed in terms of this relationship.

  19. Latent state-space models for neural decoding.

    Science.gov (United States)

    Aghagolzadeh, Mehdi; Truccolo, Wilson

    2014-01-01

    Ensembles of single-neurons in motor cortex can show strong low-dimensional collective dynamics. In this study, we explore an approach where neural decoding is applied to estimated low-dimensional dynamics instead of to the full recorded neuronal population. A latent state-space model (SSM) approach is used to estimate the low-dimensional neural dynamics from the measured spiking activity in population of neurons. A second state-space model representation is then used to decode kinematics, via a Kalman filter, from the estimated low-dimensional dynamics. The latent SSM-based decoding approach is illustrated on neuronal activity recorded from primary motor cortex in a monkey performing naturalistic 3-D reach and grasp movements. Our analysis show that 3-D reach decoding performance based on estimated low-dimensional dynamics is comparable to the decoding performance based on the full recorded neuronal population.

  20. Quantum-dot Semiconductor Optical Amplifiers in State Space Model

    Institute of Scientific and Technical Information of China (English)

    Hussein Taleb; Kambiz Abedi; Saeed Golmohammadi

    2013-01-01

    A state space model (SSM) is derived for quantum-dot semiconductor optical amplifiers (QD-SOAs).Rate equations of QD-SOA are formulated in the form of state update equations,where average occupation probabilities along QD-SOA cavity are considered as state variables of the system.Simulations show that SSM calculates QD-SOA's static and dynamic characteristics with high accuracy.

  1. Modeling and Simulation of DC Power Electronics Systems Using Harmonic State Space (HSS) Method

    DEFF Research Database (Denmark)

    Kwon, Jun Bum; Wang, Xiongfei; Bak, Claus Leth

    2015-01-01

    For the efficiency and simplicity of electric systems, the dc based power electronics systems are widely used in variety applications such as electric vehicles, ships, aircrafts and also in homes. In these systems, there could be a number of dynamic interactions between loads and other dc...... based on the state-space averaging and generalized averaging, these also have limitations to show the same results as with the non-linear time domain simulations. This paper presents a modeling and simulation method for a large dc power electronic system by using Harmonic State Space (HSS) modeling....... Through this method, the required computation time and CPU memory for large dc power electronics systems can be reduced. Besides, the achieved results show the same results as with the non-linear time domain simulation, but with the faster simulation time which is beneficial in a large network....

  2. Modeling diurnal hormone profiles by hierarchical state space models.

    Science.gov (United States)

    Liu, Ziyue; Guo, Wensheng

    2015-10-30

    Adrenocorticotropic hormone (ACTH) diurnal patterns contain both smooth circadian rhythms and pulsatile activities. How to evaluate and compare them between different groups is a challenging statistical task. In particular, we are interested in testing (1) whether the smooth ACTH circadian rhythms in chronic fatigue syndrome and fibromyalgia patients differ from those in healthy controls and (2) whether the patterns of pulsatile activities are different. In this paper, a hierarchical state space model is proposed to extract these signals from noisy observations. The smooth circadian rhythms shared by a group of subjects are modeled by periodic smoothing splines. The subject level pulsatile activities are modeled by autoregressive processes. A functional random effect is adopted at the pair level to account for the matched pair design. Parameters are estimated by maximizing the marginal likelihood. Signals are extracted as posterior means. Computationally efficient Kalman filter algorithms are adopted for implementation. Application of the proposed model reveals that the smooth circadian rhythms are similar in the two groups but the pulsatile activities in patients are weaker than those in the healthy controls. Copyright © 2015 John Wiley & Sons, Ltd.

  3. Quantum-Dot Semiconductor Optical Amplifiers: State Space Model versus Rate Equation Model

    Directory of Open Access Journals (Sweden)

    Hussein Taleb

    2013-01-01

    Full Text Available A simple and accurate dynamic model for QD-SOAs is proposed. The proposed model is based on the state space theory, where by eliminating the distance dependence of the rate equation model of the QD-SOA; we derive a state space model for the device. A comparison is made between the rate equation model and the state space model under both steady state and transient regimes. Simulation results demonstrate that the derived state space model not only is much simpler and faster than the rate equation model, but also it is as accurate as the rate equation model.

  4. Rapid State Space Modeling Tool for Rectangular Wing Aeroservoelastic Studies

    Science.gov (United States)

    Suh, Peter M.; Conyers, Howard Jason; Mavris, Dimitri N.

    2015-01-01

    This report introduces a modeling and simulation tool for aeroservoelastic analysis of rectangular wings with trailing-edge control surfaces. The inputs to the code are planform design parameters such as wing span, aspect ratio, and number of control surfaces. Using this information, the generalized forces are computed using the doublet-lattice method. Using Roger's approximation, a rational function approximation is computed. The output, computed in a few seconds, is a state space aeroservoelastic model which can be used for analysis and control design. The tool is fully parameterized with default information so there is little required interaction with the model developer. All parameters can be easily modified if desired. The focus of this report is on tool presentation, verification, and validation. These processes are carried out in stages throughout the report. The rational function approximation is verified against computed generalized forces for a plate model. A model composed of finite element plates is compared to a modal analysis from commercial software and an independently conducted experimental ground vibration test analysis. Aeroservoelastic analysis is the ultimate goal of this tool, therefore, the flutter speed and frequency for a clamped plate are computed using damping-versus-velocity and frequency-versus-velocity analysis. The computational results are compared to a previously published computational analysis and wind-tunnel results for the same structure. A case study of a generic wing model with a single control surface is presented. Verification of the state space model is presented in comparison to damping-versus-velocity and frequency-versus-velocity analysis, including the analysis of the model in response to a 1-cos gust.

  5. Formulating state space models in R with focus on longitudinal regression models

    DEFF Research Database (Denmark)

    Dethlefsen, Claus; Lundbye-Christensen, Søren

      We provide a language for formulating a range of state space models. The described methodology is implemented in the R -package sspir available from cran.r-project.org . A state space model is specified similarly to a generalized linear model in R , by marking the time-varying terms in the form......  We provide a language for formulating a range of state space models. The described methodology is implemented in the R -package sspir available from cran.r-project.org . A state space model is specified similarly to a generalized linear model in R , by marking the time-varying terms...

  6. Mapping from Speech to Images Using Continuous State Space Models

    DEFF Research Database (Denmark)

    Lehn-Schiøler, Tue; Hansen, Lars Kai; Larsen, Jan

    2005-01-01

    In this paper a system that transforms speech waveforms to animated faces are proposed. The system relies on continuous state space models to perform the mapping, this makes it possible to ensure video with no sudden jumps and allows continuous control of the parameters in 'face space......'. The performance of the system is critically dependent on the number of hidden variables, with too few variables the model cannot represent data, and with too many overfitting is noticed. Simulations are performed on recordings of 3-5 sec.\\$\\backslash\\$ video sequences with sentences from the Timit database. From...... a subjective point of view the model is able to construct an image sequence from an unknown noisy speech sequence even though the number of training examples are limited....

  7. A one-step-ahead pseudo-DIC for comparison of Bayesian state-space models.

    Science.gov (United States)

    Millar, R B; McKechnie, S

    2014-12-01

    In the context of state-space modeling, conventional usage of the deviance information criterion (DIC) evaluates the ability of the model to predict an observation at time t given the underlying state at time t. Motivated by the failure of conventional DIC to clearly choose between competing multivariate nonlinear Bayesian state-space models for coho salmon population dynamics, and the computational challenge of alternatives, this work proposes a one-step-ahead DIC, DICp, where prediction is conditional on the state at the previous time point. Simulations revealed that DICp worked well for choosing between state-space models with different process or observation equations. In contrast, conventional DIC could be grossly misleading, with a strong preference for the wrong model. This can be explained by its failure to account for inflated estimates of process error arising from the model mis-specification. DICp is not based on a true conditional likelihood, but is shown to have interpretation as a pseudo-DIC in which the compensatory behavior of the inflated process errors is eliminated. It can be easily calculated using the DIC monitors within popular BUGS software when the process and observation equations are conjugate. The improved performance of DICp is demonstrated by application to the multi-stage modeling of coho salmon abundance in Lobster Creek, Oregon. © 2014, The International Biometric Society.

  8. A Bayesian state-space formulation of dynamic occupancy models.

    Science.gov (United States)

    Royle, J Andrew; Kéry, Marc

    2007-07-01

    Species occurrence and its dynamic components, extinction and colonization probabilities, are focal quantities in biogeography and metapopulation biology, and for species conservation assessments. It has been increasingly appreciated that these parameters must be estimated separately from detection probability to avoid the biases induced by non-detection error. Hence, there is now considerable theoretical and practical interest in dynamic occupancy models that contain explicit representations of metapopulation dynamics such as extinction, colonization, and turnover as well as growth rates. We describe a hierarchical parameterization of these models that is analogous to the state-space formulation of models in time series, where the model is represented by two components, one for the partially observable occupancy process and another for the observations conditional on that process. This parameterization naturally allows estimation of all parameters of the conventional approach to occupancy models, but in addition, yields great flexibility and extensibility, e.g., to modeling heterogeneity or latent structure in model parameters. We also highlight the important distinction between population and finite sample inference; the latter yields much more precise estimates for the particular sample at hand. Finite sample estimates can easily be obtained using the state-space representation of the model but are difficult to obtain under the conventional approach of likelihood-based estimation. We use R and WinBUGS to apply the model to two examples. In a standard analysis for the European Crossbill in a large Swiss monitoring program, we fit a model with year-specific parameters. Estimates of the dynamic parameters varied greatly among years, highlighting the irruptive population dynamics of that species. In the second example, we analyze route occupancy of Cerulean Warblers in the North American Breeding Bird Survey (BBS) using a model allowing for site

  9. A Bayesian state-space formulation of dynamic occupancy models

    Science.gov (United States)

    Royle, J. Andrew; Kery, M.

    2007-01-01

    Species occurrence and its dynamic components, extinction and colonization probabilities, are focal quantities in biogeography and metapopulation biology, and for species conservation assessments. It has been increasingly appreciated that these parameters must be estimated separately from detection probability to avoid the biases induced by nondetection error. Hence, there is now considerable theoretical and practical interest in dynamic occupancy models that contain explicit representations of metapopulation dynamics such as extinction, colonization, and turnover as well as growth rates. We describe a hierarchical parameterization of these models that is analogous to the state-space formulation of models in time series, where the model is represented by two components, one for the partially observable occupancy process and another for the observations conditional on that process. This parameterization naturally allows estimation of all parameters of the conventional approach to occupancy models, but in addition, yields great flexibility and extensibility, e.g., to modeling heterogeneity or latent structure in model parameters. We also highlight the important distinction between population and finite sample inference; the latter yields much more precise estimates for the particular sample at hand. Finite sample estimates can easily be obtained using the state-space representation of the model but are difficult to obtain under the conventional approach of likelihood-based estimation. We use R and Win BUGS to apply the model to two examples. In a standard analysis for the European Crossbill in a large Swiss monitoring program, we fit a model with year-specific parameters. Estimates of the dynamic parameters varied greatly among years, highlighting the irruptive population dynamics of that species. In the second example, we analyze route occupancy of Cerulean Warblers in the North American Breeding Bird Survey (BBS) using a model allowing for site

  10. Transformation of Neural State Space Models into LFT Models for Robust Control Design

    DEFF Research Database (Denmark)

    Bendtsen, Jan Dimon; Trangbæk, Klaus

    2000-01-01

    This paper considers the extraction of linear state space models and uncertainty models from neural networks trained as state estimators with direct application to robust control. A new method for writing a neural state space model in a linear fractional transformation form in a non...

  11. Formulating state space models in R with focus on longitudinal regression models

    DEFF Research Database (Denmark)

    Dethlefsen, Claus; Lundbye-Christensen, Søren

    2006-01-01

    We provide a language for formulating a range of state space models with response densities within the exponential family. The described methodology is implemented in the R-package sspir. A state space model is specified similarly to a generalized linear model in R, and then the time-varying terms...

  12. A Knowledge Discovery from POS Data using State Space Models

    Science.gov (United States)

    Sato, Tadahiko; Higuchi, Tomoyuki

    The number of competing-brands changes by new product's entry. The new product introduction is endemic among consumer packaged goods firm and is an integral component of their marketing strategy. As a new product's entry affects markets, there is a pressing need to develop market response model that can adapt to such changes. In this paper, we develop a dynamic model that capture the underlying evolution of the buying behavior associated with the new product. This extends an application of a dynamic linear model, which is used by a number of time series analyses, by allowing the observed dimension to change at some point in time. Our model copes with a problem that dynamic environments entail: changes in parameter over time and changes in the observed dimension. We formulate the model with framework of a state space model. We realize an estimation of the model using modified Kalman filter/fixed interval smoother. We find that new product's entry (1) decreases brand differentiation for existing brands, as indicated by decreasing difference between cross-price elasticities; (2) decreases commodity power for existing brands, as indicated by decreasing trend; and (3) decreases the effect of discount for existing brands, as indicated by a decrease in the magnitude of own-brand price elasticities. The proposed framework is directly applicable to other fields in which the observed dimension might be change, such as economic, bioinformatics, and so forth.

  13. A Computationally Efficient State Space Approach to Estimating Multilevel Regression Models and Multilevel Confirmatory Factor Models.

    Science.gov (United States)

    Gu, Fei; Preacher, Kristopher J; Wu, Wei; Yung, Yiu-Fai

    2014-01-01

    Although the state space approach for estimating multilevel regression models has been well established for decades in the time series literature, it does not receive much attention from educational and psychological researchers. In this article, we (a) introduce the state space approach for estimating multilevel regression models and (b) extend the state space approach for estimating multilevel factor models. A brief outline of the state space formulation is provided and then state space forms for univariate and multivariate multilevel regression models, and a multilevel confirmatory factor model, are illustrated. The utility of the state space approach is demonstrated with either a simulated or real example for each multilevel model. It is concluded that the results from the state space approach are essentially identical to those from specialized multilevel regression modeling and structural equation modeling software. More importantly, the state space approach offers researchers a computationally more efficient alternative to fit multilevel regression models with a large number of Level 1 units within each Level 2 unit or a large number of observations on each subject in a longitudinal study.

  14. An efficient implementation of maximum likelihood identification of LTI state-space models by local gradient search

    NARCIS (Netherlands)

    Bergboer, N.H; Verdult, V.; Verhaegen, M.H.G.

    2002-01-01

    We present a numerically efficient implementation of the nonlinear least squares and maximum likelihood identification of multivariable linear time-invariant (LTI) state-space models. This implementation is based on a local parameterization of the system and a gradient search in the resulting parame

  15. Chaos Control in Three Dimensional Cancer Model by State Space Exact Linearization Based on Lie Algebra

    Directory of Open Access Journals (Sweden)

    Mohammad Shahzad

    2016-05-01

    Full Text Available This study deals with the control of chaotic dynamics of tumor cells, healthy host cells, and effector immune cells in a chaotic Three Dimensional Cancer Model (TDCM by State Space Exact Linearization (SSEL technique based on Lie algebra. A non-linear feedback control law is designed which induces a coordinate transformation thereby changing the original chaotic TDCM system into a controlled one linear system. Numerical simulation has been carried using Mathematica that witness the robustness of the technique implemented on the chosen chaotic system.

  16. Forecasting seasonal influenza with a state-space SIR model.

    Science.gov (United States)

    Osthus, Dave; Hickmann, Kyle S; Caragea, Petruţa C; Higdon, Dave; Del Valle, Sara Y

    2017-03-01

    Seasonal influenza is a serious public health and societal problem due to its consequences resulting from absenteeism, hospitalizations, and deaths. The overall burden of influenza is captured by the Centers for Disease Control and Prevention's influenza-like illness network, which provides invaluable information about the current incidence. This information is used to provide decision support regarding prevention and response efforts. Despite the relatively rich surveillance data and the recurrent nature of seasonal influenza, forecasting the timing and intensity of seasonal influenza in the U.S. remains challenging because the form of the disease transmission process is uncertain, the disease dynamics are only partially observed, and the public health observations are noisy. Fitting a probabilistic state-space model motivated by a deterministic mathematical model [a susceptible-infectious-recovered (SIR) model] is a promising approach for forecasting seasonal influenza while simultaneously accounting for multiple sources of uncertainty. A significant finding of this work is the importance of thoughtfully specifying the prior, as results critically depend on its specification. Our conditionally specified prior allows us to exploit known relationships between latent SIR initial conditions and parameters and functions of surveillance data. We demonstrate advantages of our approach relative to alternatives via a forecasting comparison using several forecast accuracy metrics.

  17. Bayesian state space models for inferring and predicting temporal gene expression profiles.

    Science.gov (United States)

    Liang, Yulan; Kelemen, Arpad

    2007-12-01

    Prediction of gene dynamic behavior is a challenging and important problem in genomic research while estimating the temporal correlations and non-stationarity are the keys in this process. Unfortunately, most existing techniques used for the inclusion of the temporal correlations treat the time course as evenly distributed time intervals and use stationary models with time-invariant settings. This is an assumption that is often violated in microarray time course data since the time course expression data are at unequal time points, where the difference in sampling times varies from minutes to days. Furthermore, the unevenly spaced short time courses with sudden changes make the prediction of genetic dynamics difficult. In this paper, we develop two types of Bayesian state space models to tackle this challenge for inferring and predicting the gene expression profiles associated with diseases. In the univariate time-varying Bayesian state space models we treat both the stochastic transition matrix and the observation matrix time-variant with linear setting and point out that this can easily be extended to nonlinear setting. In the multivariate Bayesian state space model we include temporal correlation structures in the covariance matrix estimations. In both models, the unevenly spaced short time courses with unseen time points are treated as hidden state variables. Bayesian approaches with various prior and hyper-prior models with MCMC algorithms are used to estimate the model parameters and hidden variables. We apply our models to multiple tissue polygenetic affymetrix data sets. Results show that the predictions of the genomic dynamic behavior can be well captured by the proposed models. (c) 2007 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim

  18. State-space reduction and equivalence class sampling for a molecular self-assembly model.

    Science.gov (United States)

    Packwood, Daniel M; Han, Patrick; Hitosugi, Taro

    2016-07-01

    Direct simulation of a model with a large state space will generate enormous volumes of data, much of which is not relevant to the questions under study. In this paper, we consider a molecular self-assembly model as a typical example of a large state-space model, and present a method for selectively retrieving 'target information' from this model. This method partitions the state space into equivalence classes, as identified by an appropriate equivalence relation. The set of equivalence classes H, which serves as a reduced state space, contains none of the superfluous information of the original model. After construction and characterization of a Markov chain with state space H, the target information is efficiently retrieved via Markov chain Monte Carlo sampling. This approach represents a new breed of simulation techniques which are highly optimized for studying molecular self-assembly and, moreover, serves as a valuable guideline for analysis of other large state-space models.

  19. Bayesian State-Space Modelling on High-Performance Hardware Using LibBi

    Directory of Open Access Journals (Sweden)

    Lawrence M. Murray

    2015-10-01

    Full Text Available LibBi is a software package for state space modelling and Bayesian inference on modern computer hardware, including multi-core central processing units, many-core graphics processing units, and distributed-memory clusters of such devices. The software parses a domain-specific language for model specification, then optimizes, generates, compiles and runs code for the given model, inference method and hardware platform. In presenting the software, this work serves as an introduction to state space models and the specialized methods developed for Bayesian inference with them. The focus is on sequential Monte Carlo (SMC methods such as the particle filter for state estimation, and the particle Markov chain Monte Carlo and SMC2 methods for parameter estimation. All are well-suited to current computer hardware. Two examples are given and developed throughout, one a linear three-element windkessel model of the human arterial system, the other a nonlinear Lorenz '96 model. These are specified in the prescribed modelling language, and LibBi demonstrated by performing inference with them. Empirical results are presented, including a performance comparison of the software with different hardware configurations.

  20. Bayesian State-Space Modelling on High-Performance Hardware Using LibBi

    Directory of Open Access Journals (Sweden)

    Lawrence M. Murray

    2015-10-01

    Full Text Available LibBi is a software package for state space modelling and Bayesian inference on modern computer hardware, including multi-core central processing units, many-core graphics processing units, and distributed-memory clusters of such devices. The software parses a domain-specific language for model specification, then optimizes, generates, compiles and runs code for the given model, inference method and hardware platform. In presenting the software, this work serves as an introduction to state space models and the specialized methods developed for Bayesian inference with them. The focus is on sequential Monte Carlo (SMC methods such as the particle filter for state estimation, and the particle Markov chain Monte Carlo and SMC2 methods for parameter estimation. All are well-suited to current computer hardware. Two examples are given and developed throughout, one a linear three-element windkessel model of the human arterial system, the other a nonlinear Lorenz '96 model. These are specified in the prescribed modelling language, and LibBi demonstrated by performing inference with them. Empirical results are presented, including a performance comparison of the software with different hardware configurations.

  1. Transformation of Neural State Space Models into LFT Models for Robust Control Design

    DEFF Research Database (Denmark)

    Bendtsen, Jan Dimon; Trangbæk, Klaus

    2000-01-01

    This paper considers the extraction of linear state space models and uncertainty models from neural networks trained as state estimators with direct application to robust control. A new method for writing a neural state space model in a linear fractional transformation form in a non-conservative ......This paper considers the extraction of linear state space models and uncertainty models from neural networks trained as state estimators with direct application to robust control. A new method for writing a neural state space model in a linear fractional transformation form in a non......-conservative way is proposed, and it is demonstrated how a standard robust control law can be designed for a system described by means of a multi layer perceptron....

  2. Prediction and interpolation of time series by state space models

    OpenAIRE

    Helske, Jouni

    2015-01-01

    A large amount of data collected today is in the form of a time series. In order to make realistic inferences based on time series forecasts, in addition to point predictions, prediction intervals or other measures of uncertainty should be presented. Multiple sources of uncertainty are often ignored due to the complexities involved in accounting them correctly. In this dissertation, some of these problems are reviewed and some new solutions are presented. A state space approach...

  3. Population dynamics of an Arctiid caterpillar-tachinid parasitoid system using state-space models.

    Science.gov (United States)

    Karban, Richard; de Valpine, Perry

    2010-05-01

    1. Population dynamics of insect host-parasitoid systems are important in many natural and managed ecosystems and have inspired much ecological theory. However, ecologists have a limited knowledge about the relative strengths of species interactions, abiotic effects and density dependence in natural host-parasitoid dynamics. Statistical time-series analyses would be more informative by incorporating multiple factors, measurement error and noisy dynamics. 2. We use a novel maximum likelihood and model-selection analysis of a state-space model for host-parasitoid dynamics to examine 21 years of annual census data for woolly bear caterpillars (Platyprepia virginalis) and their locally host-specific tachinid parasitoids (Thelaira americana). 3. Caterpillar densities varied by three orders of magnitude and were driven by density dependence and precipitation from the previous March but not detectably by parasitoids, despite variable and sometimes high (>50%) parasitism. 4. Fly fluctuations, as estimated from per cent parasitism, were affected by density dependence and precipitation from the previous July. There was marginal evidence that host abundance drives fly fluctuations as a generic linear effect but no evidence for classical Nicholson-Bailey coupling. 5. The state-space model analysis includes new methods for likelihood calculation and allows a balanced consideration of effect magnitude and statistical significance in a nonlinear model with multiple alternative explanatory variables.

  4. State-Space Modeling, System Identification and Control of a 4th Order Rotational Mechanical System

    Science.gov (United States)

    2009-12-01

    state-space form. Identification of the state-space parameters was accomplished using the parameter estimation function in Matlab’s System ... Identification Toolbox utilizing experimental input/output data. The identified model was then constructed in Simulink and the accuracy of the identified model

  5. State space modeling of reactor core in a pressurized water reactor

    Science.gov (United States)

    Ashaari, A.; Ahmad, T.; Shamsuddin, Mustaffa; M, Wan Munirah W.; Abdullah, M. Adib

    2014-07-01

    The power control system of a nuclear reactor is the key system that ensures a safe operation for a nuclear power plant. However, a mathematical model of a nuclear power plant is in the form of nonlinear process and time dependent that give very hard to be described. One of the important components of a Pressurized Water Reactor is the Reactor core. The aim of this study is to analyze the performance of power produced from a reactor core using temperature of the moderator as an input. Mathematical representation of the state space model of the reactor core control system is presented and analyzed in this paper. The data and parameters are taken from a real time VVER-type Pressurized Water Reactor and will be verified using Matlab and Simulink. Based on the simulation conducted, the results show that the temperature of the moderator plays an important role in determining the power of reactor core.

  6. State space modeling of reactor core in a pressurized water reactor

    Energy Technology Data Exchange (ETDEWEB)

    Ashaari, A.; Ahmad, T.; M, Wan Munirah W. [Department of Mathematical Science, Faculty of Science, Universiti Teknologi Malaysia, 81310 Skudai, Johor (Malaysia); Shamsuddin, Mustaffa [Institute of Ibnu Sina, Universiti Teknologi Malaysia, 81310 Skudai, Johor (Malaysia); Abdullah, M. Adib [Swinburne University of Technology, Faculty of Engineering, Computing and Science, Jalan Simpang Tiga, 93350 Kuching, Sarawak (Malaysia)

    2014-07-10

    The power control system of a nuclear reactor is the key system that ensures a safe operation for a nuclear power plant. However, a mathematical model of a nuclear power plant is in the form of nonlinear process and time dependent that give very hard to be described. One of the important components of a Pressurized Water Reactor is the Reactor core. The aim of this study is to analyze the performance of power produced from a reactor core using temperature of the moderator as an input. Mathematical representation of the state space model of the reactor core control system is presented and analyzed in this paper. The data and parameters are taken from a real time VVER-type Pressurized Water Reactor and will be verified using Matlab and Simulink. Based on the simulation conducted, the results show that the temperature of the moderator plays an important role in determining the power of reactor core.

  7. State-space models' dirty little secrets: even simple linear Gaussian models can have estimation problems.

    Science.gov (United States)

    Auger-Méthé, Marie; Field, Chris; Albertsen, Christoffer M; Derocher, Andrew E; Lewis, Mark A; Jonsen, Ian D; Mills Flemming, Joanna

    2016-05-25

    State-space models (SSMs) are increasingly used in ecology to model time-series such as animal movement paths and population dynamics. This type of hierarchical model is often structured to account for two levels of variability: biological stochasticity and measurement error. SSMs are flexible. They can model linear and nonlinear processes using a variety of statistical distributions. Recent ecological SSMs are often complex, with a large number of parameters to estimate. Through a simulation study, we show that even simple linear Gaussian SSMs can suffer from parameter- and state-estimation problems. We demonstrate that these problems occur primarily when measurement error is larger than biological stochasticity, the condition that often drives ecologists to use SSMs. Using an animal movement example, we show how these estimation problems can affect ecological inference. Biased parameter estimates of a SSM describing the movement of polar bears (Ursus maritimus) result in overestimating their energy expenditure. We suggest potential solutions, but show that it often remains difficult to estimate parameters. While SSMs are powerful tools, they can give misleading results and we urge ecologists to assess whether the parameters can be estimated accurately before drawing ecological conclusions from their results.

  8. Parameter and State Estimator for State Space Models

    Directory of Open Access Journals (Sweden)

    Ruifeng Ding

    2014-01-01

    Full Text Available This paper proposes a parameter and state estimator for canonical state space systems from measured input-output data. The key is to solve the system state from the state equation and to substitute it into the output equation, eliminating the state variables, and the resulting equation contains only the system inputs and outputs, and to derive a least squares parameter identification algorithm. Furthermore, the system states are computed from the estimated parameters and the input-output data. Convergence analysis using the martingale convergence theorem indicates that the parameter estimates converge to their true values. Finally, an illustrative example is provided to show that the proposed algorithm is effective.

  9. Parameter and state estimator for state space models.

    Science.gov (United States)

    Ding, Ruifeng; Zhuang, Linfan

    2014-01-01

    This paper proposes a parameter and state estimator for canonical state space systems from measured input-output data. The key is to solve the system state from the state equation and to substitute it into the output equation, eliminating the state variables, and the resulting equation contains only the system inputs and outputs, and to derive a least squares parameter identification algorithm. Furthermore, the system states are computed from the estimated parameters and the input-output data. Convergence analysis using the martingale convergence theorem indicates that the parameter estimates converge to their true values. Finally, an illustrative example is provided to show that the proposed algorithm is effective.

  10. A fast, reliable algorithm for computing frequency responses of state space models

    Science.gov (United States)

    Wette, Matt

    1991-01-01

    Computation of frequency responses for large order systems described by time invariant state space systems often provides a bottleneck in control system analysis. It is shown that banding the A-matrix in the state space model can effectively reduce the computation time for such systems while maintaining reliability in the results produced.

  11. Minimality and Local State Decompositions of a Nonlinear State Space Realization Using Energy Functions

    NARCIS (Netherlands)

    Scherpen, Jacquelien M.A.; Gray, W. Steven

    2000-01-01

    In this paper a set of sufficient conditions is developed in terms of controllability and observability functions under which a given state-space realization of a formal power series is minimal. Specifically, it is shown that positivity of these functions, in addition to a stability requirement and

  12. Walrus Bayesian State-space Model Output from the Bering Sea and Chukchi Sea, 2008-2012

    Data.gov (United States)

    U.S. Geological Survey, Department of the Interior — State-space models offer researchers an objective approach to modeling complex animal location datasets, and state-space model behavior classifications are often...

  13. Equivalence and Differences between Structural Equation Modeling and State-Space Modeling Techniques

    Science.gov (United States)

    Chow, Sy-Miin; Ho, Moon-ho R.; Hamaker, Ellen L.; Dolan, Conor V.

    2010-01-01

    State-space modeling techniques have been compared to structural equation modeling (SEM) techniques in various contexts but their unique strengths have often been overshadowed by their similarities to SEM. In this article, we provide a comprehensive discussion of these 2 approaches' similarities and differences through analytic comparisons and…

  14. Equivalence and differences between structural equation modeling and state-space modeling techniques

    NARCIS (Netherlands)

    Chow, Sy-Miin; Ho, Moon-ho R.; Hamaker, E.L.; Dolan, C.V.

    2010-01-01

    State-space modeling techniques have been compared to structural equation modeling (SEM) techniques in various contexts but their unique strengths have often been overshadowed by their similarities to SEM. In this article, we provide a comprehensive discussion of these 2 approaches' similarities and

  15. Equivalence and Differences between Structural Equation Modeling and State-Space Modeling Techniques

    Science.gov (United States)

    Chow, Sy-Miin; Ho, Moon-ho R.; Hamaker, Ellen L.; Dolan, Conor V.

    2010-01-01

    State-space modeling techniques have been compared to structural equation modeling (SEM) techniques in various contexts but their unique strengths have often been overshadowed by their similarities to SEM. In this article, we provide a comprehensive discussion of these 2 approaches' similarities and differences through analytic comparisons and…

  16. Raw Data Maximum Likelihood Estimation for Common Principal Component Models: A State Space Approach.

    Science.gov (United States)

    Gu, Fei; Wu, Hao

    2016-09-01

    The specifications of state space model for some principal component-related models are described, including the independent-group common principal component (CPC) model, the dependent-group CPC model, and principal component-based multivariate analysis of variance. Some derivations are provided to show the equivalence of the state space approach and the existing Wishart-likelihood approach. For each model, a numeric example is used to illustrate the state space approach. In addition, a simulation study is conducted to evaluate the standard error estimates under the normality and nonnormality conditions. In order to cope with the nonnormality conditions, the robust standard errors are also computed. Finally, other possible applications of the state space approach are discussed at the end.

  17. Limitations Of The Current State Space Modelling Approach In Multistage Machining Processes Due To Operation Variations

    Science.gov (United States)

    Abellán-Nebot, J. V.; Liu, J.; Romero, F.

    2009-11-01

    The State Space modelling approach has been recently proposed as an engineering-driven technique for part quality prediction in Multistage Machining Processes (MMP). Current State Space models incorporate fixture and datum variations in the multi-stage variation propagation, without explicitly considering common operation variations such as machine-tool thermal distortions, cutting-tool wear, cutting-tool deflections, etc. This paper shows the limitations of the current State Space model through an experimental case study where the effect of the spindle thermal expansion, cutting-tool flank wear and locator errors are introduced. The paper also discusses the extension of the current State Space model to include operation variations and its potential benefits.

  18. Different models of the active cochlea, and how to implement them in the state-space formalism.

    Science.gov (United States)

    Sisto, Renata; Moleti, Arturo; Paternoster, Nicolo; Botti, Teresa; Bertaccini, Daniele

    2010-09-01

    The state-space formalism [Elliott S. J., et al. (2007). J. Acoust. Soc. Am. 122, 2759-2771] allows one to discretize cochlear models in a straightforward matrix form and to modify the main physical properties of the cochlear model by changing the position and functional form of a few matrix elements. Feed-forward and feed-backward properties can be obtained by simply introducing off-diagonal terms in the matrixes expressing the coupling between the dynamical variables and the additional active pressure on the basilar membrane. Some theoretical issues related to different cochlear modeling choices, their implementation in a state-space scheme, and their physical consequences on the cochlear phenomenology, as predicted by numerical simulations, are discussed. Different schematizations of the active term describing the behavior of the outer hair cell's feedback mechanism, including nonlinear and nonlocal dependences on either pressure or basilar membrane displacement, are also discussed, showing their effect on some measurable cochlear properties.

  19. Modeling and Control of a Photovoltaic Energy System Using the State-Space Averaging Technique

    Directory of Open Access Journals (Sweden)

    Mohd S. Jamri

    2010-01-01

    Full Text Available Problem statement: This study presented the modeling and control of a stand-alone Photovoltaic (PV system using the state-space averaging technique. Approach: The PV module was modeled based on the parameters obtained from a commercial PV data sheet while state-space method is used to model the power converter. A DC-DC boost converter was chosen to step up the input DC voltage of the PV module while the DC-AC single-phase full-bridge square-wave inverter was chosen to convert the input DC comes from boost converter into AC element. The integrated state-space model was simulated under a constant and a variable change of solar irradiance and temperature. In addition to that, maximum power point tracking method was also included in the model to ensure that optimum use of PV module is made. A circuitry simulation was performed under the similar test conditions in order to validate the state-space model. Results: Results showed that the state-space averaging model yields the similar performance as produced by the circuitry simulation in terms of the voltage, current and power generated. Conclusion/Recommendations: The state-space averaging technique is simple to be implemented in modeling and control of either simple or complex system, which yields the similar performance as the results from circuitry method.

  20. Approximate Bayesian Computation by Subset Simulation using hierarchical state-space models

    Science.gov (United States)

    Vakilzadeh, Majid K.; Huang, Yong; Beck, James L.; Abrahamsson, Thomas

    2017-02-01

    A new multi-level Markov Chain Monte Carlo algorithm for Approximate Bayesian Computation, ABC-SubSim, has recently appeared that exploits the Subset Simulation method for efficient rare-event simulation. ABC-SubSim adaptively creates a nested decreasing sequence of data-approximating regions in the output space that correspond to increasingly closer approximations of the observed output vector in this output space. At each level, multiple samples of the model parameter vector are generated by a component-wise Metropolis algorithm so that the predicted output corresponding to each parameter value falls in the current data-approximating region. Theoretically, if continued to the limit, the sequence of data-approximating regions would converge on to the observed output vector and the approximate posterior distributions, which are conditional on the data-approximation region, would become exact, but this is not practically feasible. In this paper we study the performance of the ABC-SubSim algorithm for Bayesian updating of the parameters of dynamical systems using a general hierarchical state-space model. We note that the ABC methodology gives an approximate posterior distribution that actually corresponds to an exact posterior where a uniformly distributed combined measurement and modeling error is added. We also note that ABC algorithms have a problem with learning the uncertain error variances in a stochastic state-space model and so we treat them as nuisance parameters and analytically integrate them out of the posterior distribution. In addition, the statistical efficiency of the original ABC-SubSim algorithm is improved by developing a novel strategy to regulate the proposal variance for the component-wise Metropolis algorithm at each level. We demonstrate that Self-regulated ABC-SubSim is well suited for Bayesian system identification by first applying it successfully to model updating of a two degree-of-freedom linear structure for three cases: globally

  1. Making Faces - State-Space Models Applied to Multi-Modal Signal Processing

    DEFF Research Database (Denmark)

    Lehn-Schiøler, Tue

    2005-01-01

    The two main focus areas of this thesis are State-Space Models and multi modal signal processing. The general State-Space Model is investigated and an addition to the class of sequential sampling methods is proposed. This new algorithm is denoted as the Parzen Particle Filter. Furthermore, the Ma...... application an information theoretic vector quantizer is also proposed. Based on interactions between particles, it is shown how a quantizing scheme based on an analytic cost function can be derived....

  2. Mixed-Effects State Space Models for Analysis of Longitudinal Dynamic Systems

    OpenAIRE

    Liu, Dacheng; Lu, Tao; Niu, Xu-Feng; Wu, Hulin

    2010-01-01

    The rapid development of new biotechnologies allows us to deeply understand biomedical dynamic systems in more detail and at a cellular level. Many of the subject-specific biomedical systems can be described by a set of differential or difference equations which are similar to engineering dynamic systems. In this paper, motivated by HIV dynamic studies, we propose a class of mixed-effects state space models based on the longitudinal feature of dynamic systems. State space models with mixed-ef...

  3. State Space Models and the Kalman-Filter in Stochastic Claims Reserving: Forecasting, Filtering and Smoothing

    Directory of Open Access Journals (Sweden)

    Nataliya Chukhrova

    2017-05-01

    Full Text Available This paper gives a detailed overview of the current state of research in relation to the use of state space models and the Kalman-filter in the field of stochastic claims reserving. Most of these state space representations are matrix-based, which complicates their applications. Therefore, to facilitate the implementation of state space models in practice, we present a scalar state space model for cumulative payments, which is an extension of the well-known chain ladder (CL method. The presented model is distribution-free, forms a basis for determining the entire unobservable lower and upper run-off triangles and can easily be applied in practice using the Kalman-filter for prediction, filtering and smoothing of cumulative payments. In addition, the model provides an easy way to find outliers in the data and to determine outlier effects. Finally, an empirical comparison of the scalar state space model, promising prior state space models and some popular stochastic claims reserving methods is performed.

  4. Advancing brain-machine interfaces: moving beyond linear state space models.

    Science.gov (United States)

    Rouse, Adam G; Schieber, Marc H

    2015-01-01

    Advances in recent years have dramatically improved output control by Brain-Machine Interfaces (BMIs). Such devices nevertheless remain robotic and limited in their movements compared to normal human motor performance. Most current BMIs rely on transforming recorded neural activity to a linear state space composed of a set number of fixed degrees of freedom. Here we consider a variety of ways in which BMI design might be advanced further by applying non-linear dynamics observed in normal motor behavior. We consider (i) the dynamic range and precision of natural movements, (ii) differences between cortical activity and actual body movement, (iii) kinematic and muscular synergies, and (iv) the implications of large neuronal populations. We advance the hypothesis that a given population of recorded neurons may transmit more useful information than can be captured by a single, linear model across all movement phases and contexts. We argue that incorporating these various non-linear characteristics will be an important next step in advancing BMIs to more closely match natural motor performance.

  5. Dynamic Baysesian state-space model with a neural network for an online river flow prediction

    Science.gov (United States)

    Ham, Jonghwa; Hong, Yoon-Seok

    2013-04-01

    The usefulness of artificial neural networks in complex hydrological modeling has been demonstrated by successful applications. Several different types of neural network have been used for the hydrological modeling task but the multi-layer perceptron (MLP) neural network (also known as the feed-forward neural network) has enjoyed a predominant position because of its simplicity and its ability to provide good approximations. In many hydrological applications of MLP neural networks, the gradient descent-based batch learning algorithm such as back-propagation, quasi-Newton, Levenburg-Marquardt, and conjugate gradient algorithms has been used to optimize the cost function (usually by minimizing the error function in the prediction) by updating the parameters and structure in a neural network defined using a set of input-output training examples. Hydrological systems are highly with time-varying inputs and outputs, and are characterized by data that arrive sequentially. The gradient descent-based batch learning approaches that are implemented in MLP neural networks have significant disadvantages for online dynamic hydrological modeling because they could not update the model structure and parameter when a new set of hydrological measurement data becomes available. In addition, a large amount of training data is always required off-line with a long model training time. In this work, a dynamic nonlinear Bayesian state-space model with a multi-layer perceptron (MLP) neural network via a sequential Monte Carlo (SMC) learning algorithm is proposed for an online dynamic hydrological modeling. This proposed new method of modeling is herein known as MLP-SMC. The sequential Monte Carlo learning algorithm in the MLP-SMC is designed to evolve and adapt the weight of a MLP neural network sequentially in time on the arrival of each new item of hydrological data. The weight of a MLP neural network is treated as the unknown dynamic state variable in the dynamic Bayesian state-space

  6. Modeling individual effects in the Cormack-Jolly-Seber Model: A state-space formulation

    Science.gov (United States)

    Royle, J. Andrew

    2008-01-01

    In population and evolutionary biology, there exists considerable interest in individual heterogeneity in parameters of demographic models for open populations. However, flexible and practical solutions to the development of such models have proven to be elusive. In this article, I provide a state-space formulation of open population capture-recapture models with individual effects. The state-space formulation provides a generic and flexible framework for modeling and inference in models with individual effects, and it yields a practical means of estimation in these complex problems via contemporary methods of Markov chain Monte Carlo. A straightforward implementation can be achieved in the software package WinBUGS. I provide an analysis of a simple model with constant parameter detection and survival probability parameters. A second example is based on data from a 7-year study of European dippers, in which a model with year and individual effects is fitted.

  7. State-space models for bio-loggers: A methodological road map

    DEFF Research Database (Denmark)

    Jonsen, I.D.; Basson, M.; Bestley, S.

    2012-01-01

    development of state-space modelling approaches for animal movement data provides statistical rigor for inferring hidden behavioural states, relating these states to bio-physical data, and ultimately for predicting the potential impacts of climate change. Despite the widespread utility, and current popularity......-physical datasets to understand physiological and ecological influences on habitat selection. In most cases, however, the behavioural context is not directly observable and therefore, must be inferred. Animal movement data are complex in structure, entailing a need for stochastic analysis methods. The recent......, of state-space models for analysis of animal tracking data, these tools are not simple and require considerable care in their use. Here we develop a methodological “road map” for ecologists by reviewing currently available state-space implementations. We discuss appropriate use of state-space methods...

  8. Robustness and state-space structure of Boolean gene regulatory models.

    Science.gov (United States)

    Willadsen, Kai; Wiles, Janet

    2007-12-21

    Robustness to perturbation is an important characteristic of genetic regulatory systems, but the relationship between robustness and model dynamics has not been clearly quantified. We propose a method for quantifying both robustness and dynamics in terms of state-space structures, for Boolean models of genetic regulatory systems. By investigating existing models of the Drosophila melanogaster segment polarity network and the Saccharomyces cerevisiae cell-cycle network, we show that the structure of attractor basins can yield insight into the underlying decision making required of the system, and also the way in which the system maximises its robustness. In particular, gene networks implementing decisions based on a few genes have simple state-space structures, and their attractors are robust by virtue of their simplicity. Gene networks with decisions that involve many interacting genes have correspondingly more complicated state-space structures, and robustness cannot be achieved through the structure of the attractor basins, but is achieved by larger attractor basins that dominate the state space. These different types of robustness are demonstrated by the two models: the D. melanogaster segment polarity network is robust due to simple attractor basins that implement decisions based on spatial signals; the S. cerevisiae cell-cycle network has a complicated state-space structure, and is robust only due to a giant attractor basin that dominates the state space.

  9. Minimal state space realisation of continuous-time linear time-variant input-output models

    Science.gov (United States)

    Goos, J.; Pintelon, R.

    2016-04-01

    In the linear time-invariant (LTI) framework, the transformation from an input-output equation into state space representation is well understood. Several canonical forms exist that realise the same dynamic behaviour. If the coefficients become time-varying however, the LTI transformation no longer holds. We prove by induction that there exists a closed-form expression for the observability canonical state space model, using binomial coefficients.

  10. State Space Formulation of Nonlinear Vibration Responses Collected from a Dynamic Rotor-Bearing System: An Extension of Bearing Diagnostics to Bearing Prognostics

    Directory of Open Access Journals (Sweden)

    Peter W. Tse

    2017-02-01

    Full Text Available Bearings are widely used in various industries to support rotating shafts. Their failures accelerate failures of other adjacent components and may cause unexpected machine breakdowns. In recent years, nonlinear vibration responses collected from a dynamic rotor-bearing system have been widely analyzed for bearing diagnostics. Numerous methods have been proposed to identify different bearing faults. However, these methods are unable to predict the future health conditions of bearings. To extend bearing diagnostics to bearing prognostics, this paper reports the design of a state space formulation of nonlinear vibration responses collected from a dynamic rotor-bearing system in order to intelligently predict bearing remaining useful life (RUL. Firstly, analyses of nonlinear vibration responses were conducted to construct a bearing health indicator (BHI so as to assess the current bearing health condition. Secondly, a state space model of the BHI was developed to mathematically track the health evolution of the BHI. Thirdly, unscented particle filtering was used to predict bearing RUL. Lastly, a new bearing acceleration life testing setup was designed to collect natural bearing degradation data, which were used to validate the effectiveness of the proposed bearing prognostic method. Results show that the prediction accuracy of the proposed bearing prognostic method is promising and the proposed bearing prognostic method is able to reflect future bearing health conditions.

  11. State-space size considerations for disease-progression models.

    Science.gov (United States)

    Regnier, Eva D; Shechter, Steven M

    2013-09-30

    Markov models of disease progression are widely used to model transitions in patients' health state over time. Usually, patients' health status may be classified according to a set of ordered health states. Modelers lump together similar health states into a finite and usually small, number of health states that form the basis of a Markov chain disease-progression model. This increases the number of observations used to estimate each parameter in the transition probability matrix. However, lumping together observably distinct health states also obscures distinctions among them and may reduce the predictive power of the model. Moreover, as we demonstrate, precision in estimating the model parameters does not necessarily improve as the number of states in the model declines. This paper explores the tradeoff between lumping error introduced by grouping distinct health states and sampling error that arises when there are insufficient patient data to precisely estimate the transition probability matrix. Copyright © 2013 John Wiley & Sons, Ltd.

  12. Adjoint method for hybrid guidance loop state-space models

    NARCIS (Netherlands)

    Weiss, M.; Bucco, D.

    2015-01-01

    A framework is introduced to develop the theory of the adjoint method for models including both continuous and discrete dynamics. The basis of this framework consists of the class of impulsive linear dynamic systems. It allows extension of the adjoint method to more general models that include multi

  13. Hyperstate matrix models : extending demographic state spaces to higher dimensions

    NARCIS (Netherlands)

    Roth, G.; Caswell, H.

    2016-01-01

    1. Demographic models describe population dynamics in terms of the movement of individuals among states (e.g. size, age, developmental stage, parity, frailty, physiological condition). Matrix population models originally classified individuals by a single characteristic. This was enlarged to two cha

  14. Nonlocal beam models for buckling of nanobeams using state-space method regarding different boundary conditions

    Energy Technology Data Exchange (ETDEWEB)

    Sahmani, S.; Ansari, R. [University of Guilan, Rasht (Iran, Islamic Republic of)

    2011-09-15

    Buckling analysis of nanobeams is investigated using nonlocal continuum beam models of the different classical beam theories namely as Euler-Bernoulli beam theory (EBT), Timoshenko beam theory (TBT), and Levinson beam theory (LBT). To this end, Eringen's equations of nonlocal elasticity are incorporated into the classical beam theories for buckling of nanobeams with rectangular cross-section. In contrast to the classical theories, the nonlocal elastic beam models developed here have the capability to predict critical buckling loads that allowing for the inclusion of size effects. The values of critical buckling loads corresponding to four commonly used boundary conditions are obtained using state-space method. The results are presented for different geometric parameters, boundary conditions, and values of nonlocal parameter to show the effects of each of them in detail. Then the results are fitted with those of molecular dynamics simulations through a nonlinear least square fitting procedure to find the appropriate values of nonlocal parameter for the buckling analysis of nanobeams relevant to each type of nonlocal beam model and boundary conditions analysis.

  15. Cointegration between trends and their estimators in state space models and CVAR models

    DEFF Research Database (Denmark)

    Johansen, Søren; Tabor, Morten Nyboe

    2017-01-01

    In a linear state space model Y(t)=BT(t) e(t), we investigate if the unobserved trend, T(t), cointegrates with the predicted trend, E(t), and with the estimated predicted trend, in the sense that the spreads are stationary. We find that this result holds for the spread B......(T(t)-E(t)) and the estimated spread. For the spread between the trend and the estimated trend, T(t)-E(t), however, cointegration depends on the identification of B. The same results are found, if the observations Y(t), from the state space model are analysed using a cointegrated vector autoregressive model, where the trend...... is defined as the common trend. Finally, we investigate cointegration between the spread between trends and their estimators based on the two models, and find the same results. We illustrate with two examples and confirm the results by a small simulation study....

  16. A review of Bayesian state-space modelling of capture-recapture-recovery data.

    Science.gov (United States)

    King, Ruth

    2012-04-06

    Traditionally, state-space models are fitted to data where there is uncertainty in the observation or measurement of the system. State-space models are partitioned into an underlying system process describing the transitions of the true states of the system over time and the observation process linking the observations of the system to the true states. Open population capture-recapture-recovery data can be modelled in this framework by regarding the system process as the state of each individual observed within the study in terms of being alive or dead, and the observation process the recapture and/or recovery process. The traditional observation error of a state-space model is incorporated via the recapture/recovery probabilities being less than unity. The models can be fitted using a Bayesian data augmentation approach and in standard BUGS packages. Applying this state-space framework to such data permits additional complexities including individual heterogeneity to be fitted to the data at very little additional programming effort. We consider the efficiency of the state-space model fitting approach by considering a random effects model for capture-recapture data relating to dippers and compare different Bayesian model-fitting algorithms within WinBUGS.

  17. A review of Bayesian state-space modelling of capture–recapture–recovery data

    Science.gov (United States)

    King, Ruth

    2012-01-01

    Traditionally, state-space models are fitted to data where there is uncertainty in the observation or measurement of the system. State-space models are partitioned into an underlying system process describing the transitions of the true states of the system over time and the observation process linking the observations of the system to the true states. Open population capture–recapture–recovery data can be modelled in this framework by regarding the system process as the state of each individual observed within the study in terms of being alive or dead, and the observation process the recapture and/or recovery process. The traditional observation error of a state-space model is incorporated via the recapture/recovery probabilities being less than unity. The models can be fitted using a Bayesian data augmentation approach and in standard BUGS packages. Applying this state-space framework to such data permits additional complexities including individual heterogeneity to be fitted to the data at very little additional programming effort. We consider the efficiency of the state-space model fitting approach by considering a random effects model for capture–recapture data relating to dippers and compare different Bayesian model-fitting algorithms within WinBUGS. PMID:23565333

  18. State Space Modelling and Data Analysis Exercises in LISA Pathfinder

    Science.gov (United States)

    Nofrarias, M.; Antonucci, F.; Armano, M.; Audley, H.; Auger, G.; Benedetti, M.; Binetruy, P.; Bogenstahl, J.; Bortoluzzi, D.; Brandt, N.; Caleno, M.; Cavalleri, A.; Congedo, G.; Cruise, M.; Danzmann, K.; De Marchi, F.; Diaz-Aguilo, M.; Diepholz, I.; Dixon, G.; Dolesi, R.; Dunbar, N.; Fauste, J.; Ferraioli, L.; Ferroni, V.; Fichter, W.; Fitzsimons, E.; Freschi, M.; García Marirrodriga, C.; Gerndt, R.; Gesa, L.; Gibert, F.; Giardini, D.; Grimani, C.; Grynagier, A.; Guzmán, F.; Harrison, I.; Heinzel, G.; Hewitson, M.; Hollington, D.; Hoyland, D.; Hueller, M.; Huesler, J.; Jennrich, O.; Jetzer, P.; Johlander, B.; Karnesis, N.; Korsakova, N.; Killow, C.; Llamas, X.; Lloro, I.; Lobo, A.; Maarschalkerweerd, R.; Madden, S.; Mance, D.; Martin, V.; Mateos, I.; McNamara, P.; Mendes, J.; Mitchell, E.; Nicolodi, D.; Perreur-Lloyd, M.; Plagnol, E.; Prat, P.; Ramos-Castro, J.; Reiche, J.; Romera Perez, J. A.; Robertson, D.; Rozemeijer, H.; Russano, G.; Schleicher, A.; Shaul, D.; Sopuerta, C. F.; Sumner, T. J.; Taylor, A.; Texier, D.; Trenkel, C.; Tu, H. B.; Vitale, S.; Wanner, G.; Ward, H.; Waschke, S.; Wass, P.; Wealthy, D.; Wen, S.; Weber, W.; Ziegler, T.; Zweifel, P.

    2013-01-01

    LISA Pathfinder is a mission planned by the European Space Agency (ESA) to test the key technologies that will allow the detection of gravitational waves in space. The instrument on-board, the LISA Technology package, will undergo an exhaustive campaign of calibrations and noise characterisation campaigns in order to fully describe the noise model. Data analysis plays an important role in the mission and for that reason the data analysis team has been developing a toolbox which contains all the functionality required during operations. In this contribution we give an overview of recent activities, focusing on the improvements in the modelling of the instrument and in the data analysis campaigns performed both with real and simulated data.

  19. State space modelling and data analysis exercises in LISA Pathfinder

    CERN Document Server

    Nofrarias, M; Armano, M; Audley, H; Auger, G; Benedetti, M; Binetruy, P; Bogenstahl, J; Bortoluzzi, D; Bosetti, P; Brandt, N; Caleno, M; Cañizares, P; Cavalleri, A; Cesa, M; Chmeissani, M; Conchillo, A; Congedo, G; Cristofolin, I; Cruise, M; Danzmann, K; De Marchi, F; Diaz-Aguilo, M; Diepholz, I; Dixon, G; Dolesi, R; Dunbar, N; Fauste, J; Ferraioli, L; Fichter, V Ferroni W; Fitzsimons, E; Freschi, M; Marin, A García; Marirrodriga, C García; Gesa, R Gerndt L; Gibert, F; Giardini, D; Grimani, C; Grynagier, A; Guillaume, B; Guzmán, F; Harrison, I; Heinzel, G; Hernández, V; Hewitson, M; Hollington, D; Hough, J; Hoyland, D; Hueller, M; Huesler, J; Jennrich, O; Jetzer, P; Johlander, B; Killow, C; Llamas, X; Lloro, I; Lobo, A; Maarschalkerweerd, R; Madden, S; Mance, D; Mateos, I; McNamara, P W; Mendes, J; Mitchell, E; Monsky, A; Nicolini, D; Nicolodi, D; Pedersen, F; Perreur-Lloyd, M; Plagnol, E; Prat, P; Racca, G D; Ramos-Castro, J; Reiche, J; Perez, J A Romera; Robertson, D; Rozemeijer, H; Sanjuan, J; Schleicher, A; Schulte, M; Shaul, D; Stagnaro, L; Strandmoe, S; Steier, F; Sumner, T J; Taylor, A; Texier, D; Trenkel, C; Vitale, H-B Tu S; Wanner, G; Ward, H; Waschke, S; Wass, P; Weber, W J; Ziegler, T; Zweifel, P

    2013-01-01

    LISA Pathfinder is a mission planned by the European Space Agency to test the key technologies that will allow the detection of gravitational waves in space. The instrument on-board, the LISA Technology package, will undergo an exhaustive campaign of calibrations and noise characterisation campaigns in order to fully describe the noise model. Data analysis plays an important role in the mission and for that reason the data analysis team has been developing a toolbox which contains all the functionalities required during operations. In this contribution we give an overview of recent activities, focusing on the improvements in the modelling of the instrument and in the data analysis campaigns performed both with real and simulated data.

  20. Establishing formal state space models via quantization for quantum control systems

    Institute of Scientific and Technical Information of China (English)

    Dong Daoyi; Chen Zonghai

    2005-01-01

    Formal state space models of quantum control systems are deduced and a scheme to establish formal state space models via quantization could been obtained for quantum control systems is proposed. State evolution of quantum control systems must accord with Schrodinger equations, so it is foremost to obtain Hamiltonian operators of systems. There are corresponding relations between operators of quantum systems and corresponding physical quantities of classical systems,such as momentum, energy and Hamiltonian, so Schrodinger equation models of corresponding quantum control systems via quantization could been obtained from classical control systems, and then establish formal state space models through the suitable transformation from Schrodinger equations for these quantum control systems. This method provides a new kind of path for modeling in quantum control.

  1. Choosing the observational likelihood in state-space stock assessment models

    DEFF Research Database (Denmark)

    Albertsen, Christoffer Moesgaard; Nielsen, Anders; Thygesen, Uffe Høgsbro

    By implementing different observational likelihoods in a state-space age-based stock assessment model, we are able to compare the goodness-of-fit and effects on estimated fishing mortallity for different model choices. Model fit is improved by estimating suitable correlations between agegroups. We...

  2. Design of nonlinear PID controller and nonlinear model predictive controller for a continuous stirred tank reactor.

    Science.gov (United States)

    Prakash, J; Srinivasan, K

    2009-07-01

    In this paper, the authors have represented the nonlinear system as a family of local linear state space models, local PID controllers have been designed on the basis of linear models, and the weighted sum of the output from the local PID controllers (Nonlinear PID controller) has been used to control the nonlinear process. Further, Nonlinear Model Predictive Controller using the family of local linear state space models (F-NMPC) has been developed. The effectiveness of the proposed control schemes has been demonstrated on a CSTR process, which exhibits dynamic nonlinearity.

  3. Mixed-effects state-space models for analysis of longitudinal dynamic systems.

    Science.gov (United States)

    Liu, Dacheng; Lu, Tao; Niu, Xu-Feng; Wu, Hulin

    2011-06-01

    The rapid development of new biotechnologies allows us to deeply understand biomedical dynamic systems in more detail and at a cellular level. Many of the subject-specific biomedical systems can be described by a set of differential or difference equations that are similar to engineering dynamic systems. In this article, motivated by HIV dynamic studies, we propose a class of mixed-effects state-space models based on the longitudinal feature of dynamic systems. State-space models with mixed-effects components are very flexible in modeling the serial correlation of within-subject observations and between-subject variations. The Bayesian approach and the maximum likelihood method for standard mixed-effects models and state-space models are modified and investigated for estimating unknown parameters in the proposed models. In the Bayesian approach, full conditional distributions are derived and the Gibbs sampler is constructed to explore the posterior distributions. For the maximum likelihood method, we develop a Monte Carlo EM algorithm with a Gibbs sampler step to approximate the conditional expectations in the E-step. Simulation studies are conducted to compare the two proposed methods. We apply the mixed-effects state-space model to a data set from an AIDS clinical trial to illustrate the proposed methodologies. The proposed models and methods may also have potential applications in other biomedical system analyses such as tumor dynamics in cancer research and genetic regulatory network modeling. © 2010, The International Biometric Society.

  4. State-space models - from the EM algorithm to a gradient approach

    DEFF Research Database (Denmark)

    Olsson, Rasmus Kongsgaard; Petersen, Kaare Brandt; Lehn-Schiøler, Tue

    2007-01-01

    Slow convergence is observed in the EM algorithm for linear state-space models. We propose to circumvent the problem by applying any off-the-shelf quasi-Newton-type optimizer, which operates on the gradient of the log-likelihood function. Such an algorithm is a practical alternative due to the fact...... that the exact gradient of the log-likelihood function can be computed by recycling components of the expectation-maximization (EM) algorithm. We demonstrate the efficiency of the proposed method in three relevant instances of the linear state-space model. In high signal-to-noise ratios, where EM is particularly...

  5. A state-space model for estimating detailed movements and home range from acoustic receiver data

    DEFF Research Database (Denmark)

    Pedersen, Martin Wæver; Weng, Kevin

    2013-01-01

    We present a state-space model for acoustic receiver data to estimate detailed movement and home range of individual fish while accounting for spatial bias. An integral part of the approach is the detection function, which models the probability of logging tag transmissions as a function...... is used to estimate home range and movement of a reef fish in the Pacific Ocean....

  6. System Identification of Civil Engineering Structures using State Space and ARMAV Models

    DEFF Research Database (Denmark)

    Andersen, P.; Kirkegaard, Poul Henning; Brincker, Rune

    In this paper the relations between an ambient excited structural system, represented by an innovation state space system, and the Auto-Regressive Moving Average Vector (ARMAV) model are considered. It is shown how to obtain a multivariate estimate of the ARMAV model from output measurements, usi...

  7. A Stochastic and State Space Model for Tumour Growth and Applications

    Directory of Open Access Journals (Sweden)

    Wai-Yuan Tan

    2009-01-01

    Full Text Available We develop a state space model documenting Gompertz behaviour of tumour growth. The state space model consists of two sub-models: a stochastic system model that is an extension of the deterministic model proposed by Gyllenberg and Webb (1991, and an observation model that is a statistical model based on data for the total number of tumour cells over time. In the stochastic system model we derive through stochastic equations the probability distributions of the numbers of different types of tumour cells. Combining with the statistic model, we use these distribution results to develop a generalized Bayesian method and a Gibbs sampling procedure to estimate the unknown parameters and to predict the state variables (number of tumour cells. We apply these models and methods to real data and to computer simulated data to illustrate the usefulness of the models, the methods, and the procedures.

  8. A state space transformation can yield identifiable models for tracer kinetic studies with enrichment data.

    Science.gov (United States)

    Ramakrishnan, Rajasekhar; Ramakrishnan, Janak D

    2010-11-01

    Tracer studies are analyzed almost universally by multicompartmental models where the state variables are tracer amounts or activities in the different pools. The model parameters are rate constants, defined naturally by expressing fluxes as fractions of the source pools. We consider an alternative state space with tracer enrichments or specific activities as the state variables, with the rate constants redefined by expressing fluxes as fractions of the destination pools. Although the redefinition may seem unphysiological, the commonly computed fractional synthetic rate actually expresses synthetic flux as a fraction of the product mass (destination pool). We show that, for a variety of structures, provided the structure is linear and stationary, the model in the enrichment state space has fewer parameters than that in the activities state space, and is hence better both to study identifiability and to estimate parameters. The superiority of enrichment modeling is shown for structures where activity model unidentifiability is caused by multiple exit pathways; on the other hand, with a single exit pathway but with multiple untraced entry pathways, activity modeling is shown to be superior. With the present-day emphasis on mass isotopes, the tracer in human studies is often of a precursor, labeling most or all entry pathways. It is shown that for these tracer studies, models in the activities state space are always unidentifiable when there are multiple exit pathways, even if the enrichment in every pool is observed; on the other hand, the corresponding models in the enrichment state space have fewer parameters and are more often identifiable. Our results suggest that studies with labeled precursors are modeled best with enrichments.

  9. H2-optimal control with generalized state-space models for use in control-structure optimization

    Science.gov (United States)

    Wette, Matt

    1991-01-01

    Several advances are provided solving combined control-structure optimization problems. The author has extended solutions from H2 optimal control theory to the use of generalized state space models. The generalized state space models preserve the sparsity inherent in finite element models and hence provide some promise for handling very large problems. Also, expressions for the gradient of the optimal control cost are derived which use the generalized state space models.

  10. State-space modeling indicates rapid invasion of an alien shrub in coastal dunes

    DEFF Research Database (Denmark)

    Damgaard, Christian Frølund; Nygaard, Bettina; Ejrnæs, Rasmus

    2011-01-01

    Invasion by alien plants has negative effects on coastal dunes. Monitoring local spread of invasive species depends on long-term data with sufficient spatial resolution. Bayesian state-space models are a new method for monitoring invasive plants based on unbalanced permanent-plot data. The method...

  11. Strict System Equivalence of 2D Linear Discrete State Space Models

    Directory of Open Access Journals (Sweden)

    Mohamed S. Boudellioua

    2012-01-01

    Full Text Available The connection between the polynomial matrix descriptions (PMDs of the well-known regular and singular 2D linear discrete state space models is considered. It is shown that the transformation of strict system equivalence in the sense of Fuhrmann provides the basis for this connection. The exact form of the transformation is established for both the regular and singular cases.

  12. Statistical Algorithms for Models in State Space Using SsfPack 2.2

    NARCIS (Netherlands)

    Koopman, S.J.M.; Shephard, N.; Doornik, J.A.

    1998-01-01

    This paper discusses and documents the algorithms of SsfPack 2.2. SsfPack is a suite of C routines for carrying out computations involving the statistical analysis of univariate and multivariate models in state space form. The emphasis is on documenting the link we have made to the Ox computing envi

  13. Statistical Algorithms for Models in State Space Using SsfPack 2.2

    NARCIS (Netherlands)

    Koopman, S.J.M.; Shephard, N.; Doornik, J.A.

    1998-01-01

    This paper discusses and documents the algorithms of SsfPack 2.2. SsfPack is a suite of C routines for carrying out computations involving the statistical analysis of univariate and multivariate models in state space form. The emphasis is on documenting the link we have made to the Ox computing envi

  14. Cointegration between trends and their estimators in state space models and CVAR models

    DEFF Research Database (Denmark)

    Johansen, Søren; Tabor, Morten Nyboe

    In a linear state space model, y_{t+1}=BT_{t}+eps_{t+1}, we investigate if the unobserved trend, T_{t}, cointegrates with the extracted trend E_{t}T_{t}, and with the estimated trend E^_{t}T_{t}, in the sense that the spreads T_{t}-E_{t}T_{t} and E_{t}T_{t}-E^_{t}T_{t} are stationary. We find...... that this result holds for BT_{t}-BE_{t}T_{t} and BE_{t}T_{t}-B^E^_{t}T_{t}. For the trends T_{t} and E^_{t}T_{t}, however, this type cointegration depends on the identification of B and T_{t}. The same results are found, if the observations, y_{t}, from the state space model are analysed using a cointegrated...... vector autoregressive model, where the trend is defined as the common trend. Finally we investigate cointegration between trends and their estimators based on the two models, and find the same results. We illustrate with two examples and confirm the results by a small simulation study....

  15. Density-dependent state-space model for population-abundance data with unequal time intervals.

    Science.gov (United States)

    Dennis, Brian; Ponciano, José Miguel

    2014-08-01

    The Gompertz state-space (GSS) model is a stochastic model for analyzing time-series observations of population abundances. The GSS model combines density dependence, environmental process noise, and observation error toward estimating quantities of interest in biological monitoring and population viability analysis. However, existing methods for estimating the model parameters apply only to population data with equal time intervals between observations. In the present paper, we extend the GSS model to data with unequal time intervals, by embedding it within a state-space version of the Ornstein-Uhlenbeck process, a continuous-time model of an equilibrating stochastic system. Maximum likelihood and restricted maximum likelihood calculations for the Ornstein-Uhlenbeck state-space model involve only numerical maximization of an explicit multivariate normal likelihood, and so the extension allows for easy bootstrapping, yielding confidence intervals for model parameters, statistical hypothesis testing of density dependence, and selection among sub-models using information criteria. Ecologists and managers previously drawn to models lacking density dependence or observation error because such models accommodated unequal time intervals (for example, due to missing data) now have an alternative analysis framework incorporating density dependence, process noise, and observation error.

  16. Density dependent state space model for population abundance data with unequal time intervals

    Science.gov (United States)

    Dennis, Brian; Ponciano, José Miguel

    2014-01-01

    The Gompertz state-space (GSS) model is a stochastic model for analyzing time series observations of population abundances. The GSS model combines density dependence, environmental process noise, and observation error toward estimating quantities of interest in biological monitoring and population viability analysis. However, existing methods for estimating the model parameters apply only to population data with equal time intervals between observations. In the present paper, we extend the GSS model to data with unequal time intervals, by embedding it within a state-space version of the Ornstein-Uhlenbeck process, a continuous-time model of an equilibrating stochastic system. Maximum likelihood and restricted maximum likelihood calculations for the Ornstein-Uhlenbeck state-space model involve only numerical maximization of an explicit multivariate normal likelihood, and so the extension allows for easy bootstrapping, yielding confidence intervals for model parameters, statistical hypothesis testing of density dependence, and selection among sub-models using information criteria. Ecologists and managers previously drawn to models lacking density dependence or observation error because such models accommodated unequal time intervals (for example, due to missing data) now have an alternative analysis framework incorporating density dependence, process noise and observation error. PMID:25230459

  17. Analytic State Space Model for an Unsteady Finite-Span Wing

    Science.gov (United States)

    Izraelevitz, Jacob; Zhu, Qiang; Triantafyllou, Michael

    2015-11-01

    Real-time control of unsteady flows, such as force control in flapping wings, requires simple wake models that easily translate into robust control designs. We analytically derive a state-space model for the unsteady trailing vortex system behind a finite aspect-ratio flapping wing. Contrary to prior models, the downwash and lift distributions over the span can be arbitrary, including tip effects. The wake vorticity is assumed to be a fully unsteady distribution, with the exception of quasi-steady (no rollup) geometry. Each discretization along the span has one to four states to represent the local unsteady wake-induced downwash, lift, and circulation. The model supports independently time-varying velocity, heave, and twist along the span. We validate this state-space model through comparison with existing analytic solutions for elliptic wings and an unsteady inviscid panel method.

  18. Addressing challenges in single species assessments via a simple state-space assessment model

    DEFF Research Database (Denmark)

    Nielsen, Anders

    Single-species and age-structured fish stock assessments still remains the main tool for managing fish stocks. A simple state-space assessment model is presented as an alternative to (semi) deterministic procedures and the full parametric statistical catch at age models. It offers a solution...... of state-space assessment models is that they tend to be more conservative (react slower to changes) than the alternatives. A solution to this criticism is offered by introducing a mixture distribution for the transitions steps. The model presented is used for several commercially important stocks...... to some of the key challenges of these models. Compared to the deterministic procedures it solves a list of problems originating from falsely assuming that age classified catches are known without errors and allows quantification of uncertainties of estimated quantities of interest. Compared to full...

  19. Algorithms for a parallel implementation of Hidden Markov Models with a small state space

    DEFF Research Database (Denmark)

    Nielsen, Jesper; Sand, Andreas

    2011-01-01

    Two of the most important algorithms for Hidden Markov Models are the forward and the Viterbi algorithms. We show how formulating these using linear algebra naturally lends itself to parallelization. Although the obtained algorithms are slow for Hidden Markov Models with large state spaces......, they require very little communication between processors, and are fast in practice on models with a small state space. We have tested our implementation against two other imple- mentations on artificial data and observe a speed-up of roughly a factor of 5 for the forward algorithm and more than 6...... for the Viterbi algorithm. We also tested our algorithm in the Coalescent Hidden Markov Model framework, where it gave a significant speed-up....

  20. Computing the modal mass from the state space model in combined experimental-operational modal analysis

    Science.gov (United States)

    Cara, Javier

    2016-05-01

    Modal parameters comprise natural frequencies, damping ratios, modal vectors and modal masses. In a theoretic framework, these parameters are the basis for the solution of vibration problems using the theory of modal superposition. In practice, they can be computed from input-output vibration data: the usual procedure is to estimate a mathematical model from the data and then to compute the modal parameters from the estimated model. The most popular models for input-output data are based on the frequency response function, but in recent years the state space model in the time domain has become popular among researchers and practitioners of modal analysis with experimental data. In this work, the equations to compute the modal parameters from the state space model when input and output data are available (like in combined experimental-operational modal analysis) are derived in detail using invariants of the state space model: the equations needed to compute natural frequencies, damping ratios and modal vectors are well known in the operational modal analysis framework, but the equation needed to compute the modal masses has not generated much interest in technical literature. These equations are applied to both a numerical simulation and an experimental study in the last part of the work.

  1. Bayesian state space models for dynamic genetic network construction across multiple tissues.

    Science.gov (United States)

    Liang, Yulan; Kelemen, Arpad

    2016-08-01

    Construction of gene-gene interaction networks and potential pathways is a challenging and important problem in genomic research for complex diseases while estimating the dynamic changes of the temporal correlations and non-stationarity are the keys in this process. In this paper, we develop dynamic state space models with hierarchical Bayesian settings to tackle this challenge for inferring the dynamic profiles and genetic networks associated with disease treatments. We treat both the stochastic transition matrix and the observation matrix time-variant and include temporal correlation structures in the covariance matrix estimations in the multivariate Bayesian state space models. The unevenly spaced short time courses with unseen time points are treated as hidden state variables. Hierarchical Bayesian approaches with various prior and hyper-prior models with Monte Carlo Markov Chain and Gibbs sampling algorithms are used to estimate the model parameters and the hidden state variables. We apply the proposed Hierarchical Bayesian state space models to multiple tissues (liver, skeletal muscle, and kidney) Affymetrix time course data sets following corticosteroid (CS) drug administration. Both simulation and real data analysis results show that the genomic changes over time and gene-gene interaction in response to CS treatment can be well captured by the proposed models. The proposed dynamic Hierarchical Bayesian state space modeling approaches could be expanded and applied to other large scale genomic data, such as next generation sequence (NGS) combined with real time and time varying electronic health record (EHR) for more comprehensive and robust systematic and network based analysis in order to transform big biomedical data into predictions and diagnostics for precision medicine and personalized healthcare with better decision making and patient outcomes.

  2. Inference and Decoding of Motor Cortex Low-Dimensional Dynamics via Latent State-Space Models.

    Science.gov (United States)

    Aghagolzadeh, Mehdi; Truccolo, Wilson

    2016-02-01

    Motor cortex neuronal ensemble spiking activity exhibits strong low-dimensional collective dynamics (i.e., coordinated modes of activity) during behavior. Here, we demonstrate that these low-dimensional dynamics, revealed by unsupervised latent state-space models, can provide as accurate or better reconstruction of movement kinematics as direct decoding from the entire recorded ensemble. Ensembles of single neurons were recorded with triple microelectrode arrays (MEAs) implanted in ventral and dorsal premotor (PMv, PMd) and primary motor (M1) cortices while nonhuman primates performed 3-D reach-to-grasp actions. Low-dimensional dynamics were estimated via various types of latent state-space models including, for example, Poisson linear dynamic system (PLDS) models. Decoding from low-dimensional dynamics was implemented via point process and Kalman filters coupled in series. We also examined decoding based on a predictive subsampling of the recorded population. In this case, a supervised greedy procedure selected neuronal subsets that optimized decoding performance. When comparing decoding based on predictive subsampling and latent state-space models, the size of the neuronal subset was set to the same number of latent state dimensions. Overall, our findings suggest that information about naturalistic reach kinematics present in the recorded population is preserved in the inferred low-dimensional motor cortex dynamics. Furthermore, decoding based on unsupervised PLDS models may also outperform previous approaches based on direct decoding from the recorded population or on predictive subsampling.

  3. Development of Unsteady Aerodynamic State-Space Models from CFD-Based Pulse Responses

    Science.gov (United States)

    Silva, Walter A.; Raveh, Daniella E.

    2001-01-01

    A method for computing discrete-time state-space models of linearized unsteady aerodynamic behavior directly from aeroelastic CFD codes is presented. The method involves the treatment of CFD-based pulse responses as Markov parameters for use in a system identification /realization algorithm. Results are presented for the AGARD 445.6 Aeroelastic Wing with four aeroelastic modes at a Mach number of 0.96 using the EZNSS Euler/Navier-Stokes flow solver with aeroelastic capability. The System/Observer/Controller Identification Toolbox (SOCIT) algorithm, based on the Ho-Kalman realization algorithm, is used to generate 15th- and 32nd-order discrete-time state-space models of the unsteady aerodynamic response of the wing over the entire frequency range of interest.

  4. The state space of a model for the Bray-Liebhafsky oscillating reaction

    Science.gov (United States)

    Schmitz, G.; Kolar-Anić, Lj.

    2007-09-01

    It has been known for a long time that the decomposition of hydrogen peroxide catalyzed by hydrogen and iodate ions, the Bray-Liebhafsky reaction, can generate oscillations in a batch reactor. Recently, mixed-mode oscillations and chaos have also been observed in a CSTR. The model we had previously proposed to explain the kinetics in a batch reactor can also simulate these new complex behaviors. Time series give only a limited view of the features of the calculated behaviors and more information is obtained studying the properties of the state space. We use projections of the trajectories, calculation of the correlation dimension of the attractor, Poincaré sections, and return maps. As the state space of the model is six-dimensional, we try to answer the questions of whether the projections into a 3D subspace give correct pictures of the real trajectories and whether we have reasons to prefer a special subspace.

  5. STATE SPACE GENERATION FRAMEWORK BASED ON BINARY DECISION DIAGRAM FOR DISTRIBUTED EXPLICIT MODEL CHECKING

    Directory of Open Access Journals (Sweden)

    Nacer Tabib

    2016-01-01

    Full Text Available This paper proposes a new framework based on Binary Decision Diagrams (BDD for the graph distribution problem in the context of explicit model checking. The BDD are yet used to represent the state space for a symbolic verification model checking. Thus, we took advantage of high compression ratio of BDD to encode not only the state space, but also the place where each state will be put. So, a fitness function that allows a good balance load of states over the nodes of an homogeneous network is used. Furthermore, a detailed explanation of how to calculate the inter-site edges between different nodes based on the adapted data structure is presented.

  6. STATE SPACE MODELING AND SIMULATION OF SENSORLESS PERMANENT MAGNET BLDC MOTOR

    Directory of Open Access Journals (Sweden)

    N. MURUGANANTHAM

    2010-10-01

    Full Text Available Brushless DC (BLDC motor simulation can be simply implemented with the required control scheme using specialized simulink built-in tools and block sets such as simpower systems toolbox. But it requires powerful processor requirements, large random access memory and long simulation time. To overcome these drawbacks this paper presents a state space modeling, simulation and control of permanent magnet brushless DC motor. By reading the instantaneous position of the rotor as an output, different variables of the motor can be controlled without the need of any external sensors or position detection techniques. Simulink is utilized with the assistance of MATLAB to give a very flexible and reliable simulation. With state space model representation, the motor performance can be analyzed for variation of motor parameters.

  7. Harmonic Instability Assessment Using State-Space Modeling and Participation Analysis in Inverter-Fed Power Systems

    DEFF Research Database (Denmark)

    Wang, Yanbo; Wang, Xiongfei; Blaabjerg, Frede

    2017-01-01

    This paper presents a harmonic instability analysis method using state-space modeling and participation analysis in the inverter-fed ac power systems. A full-order state-space model for the droop-controlled Distributed Generation (DG) inverter is built first, including the time delay of the digit...

  8. Minimal moment equations for stochastic models of biochemical reaction networks with partially finite state space.

    Science.gov (United States)

    Ruess, Jakob

    2015-12-28

    Many stochastic models of biochemical reaction networks contain some chemical species for which the number of molecules that are present in the system can only be finite (for instance due to conservation laws), but also other species that can be present in arbitrarily large amounts. The prime example of such networks are models of gene expression, which typically contain a small and finite number of possible states for the promoter but an infinite number of possible states for the amount of mRNA and protein. One of the main approaches to analyze such models is through the use of equations for the time evolution of moments of the chemical species. Recently, a new approach based on conditional moments of the species with infinite state space given all the different possible states of the finite species has been proposed. It was argued that this approach allows one to capture more details about the full underlying probability distribution with a smaller number of equations. Here, I show that the result that less moments provide more information can only stem from an unnecessarily complicated description of the system in the classical formulation. The foundation of this argument will be the derivation of moment equations that describe the complete probability distribution over the finite state space but only low-order moments over the infinite state space. I will show that the number of equations that is needed is always less than what was previously claimed and always less than the number of conditional moment equations up to the same order. To support these arguments, a symbolic algorithm is provided that can be used to derive minimal systems of unconditional moment equations for models with partially finite state space.

  9. Minimal moment equations for stochastic models of biochemical reaction networks with partially finite state space

    Science.gov (United States)

    Ruess, Jakob

    2015-12-01

    Many stochastic models of biochemical reaction networks contain some chemical species for which the number of molecules that are present in the system can only be finite (for instance due to conservation laws), but also other species that can be present in arbitrarily large amounts. The prime example of such networks are models of gene expression, which typically contain a small and finite number of possible states for the promoter but an infinite number of possible states for the amount of mRNA and protein. One of the main approaches to analyze such models is through the use of equations for the time evolution of moments of the chemical species. Recently, a new approach based on conditional moments of the species with infinite state space given all the different possible states of the finite species has been proposed. It was argued that this approach allows one to capture more details about the full underlying probability distribution with a smaller number of equations. Here, I show that the result that less moments provide more information can only stem from an unnecessarily complicated description of the system in the classical formulation. The foundation of this argument will be the derivation of moment equations that describe the complete probability distribution over the finite state space but only low-order moments over the infinite state space. I will show that the number of equations that is needed is always less than what was previously claimed and always less than the number of conditional moment equations up to the same order. To support these arguments, a symbolic algorithm is provided that can be used to derive minimal systems of unconditional moment equations for models with partially finite state space.

  10. A Beddoes-Leishman type dynamic stall model in state-space and indicial formulations

    DEFF Research Database (Denmark)

    Hansen, M.H.; Gaunaa, Mac; Aagaard Madsen, Helge

    2004-01-01

    This report contains a description of a Beddoes-Leishman type dynamic stall model in both a state-space and an indicial function formulation. The model predicts the unsteady aerodynamic forces and moment on an airfoil section undergoing arbitrary motionin heave, lead-lag, and pitch. The model...... features, such as overshoot of the lift, in the stall region. The linearized model is shown to give identicalresults to the full model for small amplitude oscillations. Furthermore, it is shown that the response of finite thichkness airfoils can be reproduced to a high accuracy by the use of specific...

  11. On observation distributions for state space models of population survey data.

    Science.gov (United States)

    Knape, Jonas; Jonzén, Niclas; Sköld, Martin

    2011-11-01

    1. State space models are starting to replace more simple time series models in analyses of temporal dynamics of populations that are not perfectly censused. By simultaneously modelling both the dynamics and the observations, consistent estimates of population dynamical parameters may be obtained. For many data sets, the distribution of observation errors is unknown and error models typically chosen in an ad-hoc manner. 2. To investigate the influence of the choice of observation error on inferences, we analyse the dynamics of a replicated time series of red kangaroo surveys using a state space model with linear state dynamics. Surveys were performed through aerial counts and Poisson, overdispersed Poisson, normal and log-normal distributions may all be adequate for modelling observation errors for the data. We fit each of these to the data and compare them using AIC. 3. The state space models were fitted with maximum likelihood methods using a recent importance sampling technique that relies on the Kalman filter. The method relaxes the assumption of Gaussian observation errors required by the basic Kalman filter. Matlab code for fitting linear state space models with Poisson observations is provided. 4. The ability of AIC to identify the correct observation model was investigated in a small simulation study. For the parameter values used in the study, without replicated observations, the correct observation distribution could sometimes be identified but model selection was prone to misclassification. On the other hand, when observations were replicated, the correct distribution could typically be identified. 5. Our results illustrate that inferences may differ markedly depending on the observation distributions used, suggesting that choosing an adequate observation model can be critical. Model selection and simulations show that for the models and parameter values in this study, a suitable observation model can typically be identified if observations are

  12. Integrating population dynamics models and distance sampling data: a spatial hierarchical state-space approach.

    Science.gov (United States)

    Nadeem, Khurram; Moore, Jeffrey E; Zhang, Ying; Chipman, Hugh

    2016-07-01

    Stochastic versions of Gompertz, Ricker, and various other dynamics models play a fundamental role in quantifying strength of density dependence and studying long-term dynamics of wildlife populations. These models are frequently estimated using time series of abundance estimates that are inevitably subject to observation error and missing data. This issue can be addressed with a state-space modeling framework that jointly estimates the observed data model and the underlying stochastic population dynamics (SPD) model. In cases where abundance data are from multiple locations with a smaller spatial resolution (e.g., from mark-recapture and distance sampling studies), models are conventionally fitted to spatially pooled estimates of yearly abundances. Here, we demonstrate that a spatial version of SPD models can be directly estimated from short time series of spatially referenced distance sampling data in a unified hierarchical state-space modeling framework that also allows for spatial variance (covariance) in population growth. We also show that a full range of likelihood based inference, including estimability diagnostics and model selection, is feasible in this class of models using a data cloning algorithm. We further show through simulation experiments that the hierarchical state-space framework introduced herein efficiently captures the underlying dynamical parameters and spatial abundance distribution. We apply our methodology by analyzing a time series of line-transect distance sampling data for fin whales (Balaenoptera physalus) off the U.S. west coast. Although there were only seven surveys conducted during the study time frame, 1991-2014, our analysis detected presence of strong density regulation and provided reliable estimates of fin whale densities. In summary, we show that the integrative framework developed herein allows ecologists to better infer key population characteristics such as presence of density regulation and spatial variability in a

  13. State-space models of impulse hemodynamic responses over motor, somatosensory, and visual cortices.

    Science.gov (United States)

    Hong, Keum-Shik; Nguyen, Hoang-Dung

    2014-06-01

    THE PAPER PRESENTS STATE SPACE MODELS OF THE HEMODYNAMIC RESPONSE (HR) OF FNIRS TO AN IMPULSE STIMULUS IN THREE BRAIN REGIONS: motor cortex (MC), somatosensory cortex (SC), and visual cortex (VC). Nineteen healthy subjects were examined. For each cortex, three impulse HRs experimentally obtained were averaged. The averaged signal was converted to a state space equation by using the subspace method. The activation peak and the undershoot peak of the oxy-hemoglobin (HbO) in MC are noticeably higher than those in SC and VC. The time-to-peaks of the HbO in three brain regions are almost the same (about 6.76 76 ± 0.2 s). The time to undershoot peak in VC is the largest among three. The HbO decreases in the early stage (~0.46 s) in MC and VC, but it is not so in SC. These findings were well described with the developed state space equations. Another advantage of the proposed method is its easy applicability in generating the expected HR to arbitrary stimuli in an online (or real-time) imaging. Experimental results are demonstrated.

  14. State-space models of head-related transfer functions for virtual auditory scene synthesis.

    Science.gov (United States)

    Adams, Norman H; Wakefield, Gregory H

    2009-06-01

    This study investigates the use of reduced-order state-space models of collections of head-related transfer functions (HRTFs). Recent head-phone applications have motivated interest in binaural displays that can render multiple simultaneous virtual sound sources, acoustic reflections, and source and listener motion. In the present study, a multi-direction framework is considered that can render such phenomena by filtering source signals with a collection of HRTFs rather than individual HRTFs. The collection of HRTFs is implemented in the state-space, and approximation techniques are applied to construct low-order approximants that are indiscriminable from full-order HRTFs. Two experiments are described in which five observers are asked to discriminate between state-space and full-order renderings. Depending on the stimulus conditions and discrimination task, order thresholds of 7

  15. A new look at state-space models for neural data.

    Science.gov (United States)

    Paninski, Liam; Ahmadian, Yashar; Ferreira, Daniel Gil; Koyama, Shinsuke; Rahnama Rad, Kamiar; Vidne, Michael; Vogelstein, Joshua; Wu, Wei

    2010-08-01

    State space methods have proven indispensable in neural data analysis. However, common methods for performing inference in state-space models with non-Gaussian observations rely on certain approximations which are not always accurate. Here we review direct optimization methods that avoid these approximations, but that nonetheless retain the computational efficiency of the approximate methods. We discuss a variety of examples, applying these direct optimization techniques to problems in spike train smoothing, stimulus decoding, parameter estimation, and inference of synaptic properties. Along the way, we point out connections to some related standard statistical methods, including spline smoothing and isotonic regression. Finally, we note that the computational methods reviewed here do not in fact depend on the state-space setting at all; instead, the key property we are exploiting involves the bandedness of certain matrices. We close by discussing some applications of this more general point of view, including Markov chain Monte Carlo methods for neural decoding and efficient estimation of spatially-varying firing rates.

  16. Input Harmonic Analysis on the Slim DC-Link Drive Using Harmonic State Space Model

    DEFF Research Database (Denmark)

    Yang, Feng; Kwon, Jun Bum; Wang, Xiongfei

    2017-01-01

    the shortcomings of the present harmonic analysis methods, such as the time-domain simulation, or the Fourier analysis, this paper proposes a Harmonic State Space model to study the harmonics performance for this type of drive. In this study, this model is utilized to describe the behavior of the harmonic...... variation according to the switching instant, the harmonics at the steady-state condition, as well as the coupling between the multiple harmonic impedances. By using this model, the impaction on the harmonics performance by the film capacitor and the grid inductance is derived. Simulation and experimental...

  17. Markov chain Monte Carlo methods for state-space models with point process observations.

    Science.gov (United States)

    Yuan, Ke; Girolami, Mark; Niranjan, Mahesan

    2012-06-01

    This letter considers how a number of modern Markov chain Monte Carlo (MCMC) methods can be applied for parameter estimation and inference in state-space models with point process observations. We quantified the efficiencies of these MCMC methods on synthetic data, and our results suggest that the Reimannian manifold Hamiltonian Monte Carlo method offers the best performance. We further compared such a method with a previously tested variational Bayes method on two experimental data sets. Results indicate similar performance on the large data sets and superior performance on small ones. The work offers an extensive suite of MCMC algorithms evaluated on an important class of models for physiological signal analysis.

  18. State-space model identification and feedback control of unsteady aerodynamic forces

    CERN Document Server

    Brunton, Steven L; Rowley, Clarence W

    2014-01-01

    Unsteady aerodynamic models are necessary to accurately simulate forces and develop feedback controllers for wings in agile motion; however, these models are often high dimensional or incompatible with modern control techniques. Recently, reduced-order unsteady aerodynamic models have been developed for a pitching and plunging airfoil by linearizing the discretized Navier-Stokes equation with lift-force output. In this work, we extend these reduced-order models to include multiple inputs (pitch, plunge, and surge) and explicit parameterization by the pitch-axis location, inspired by Theodorsen's model. Next, we investigate the na\\"{\\i}ve application of system identification techniques to input--output data and the resulting pitfalls, such as unstable or inaccurate models. Finally, robust feedback controllers are constructed based on these low-dimensional state-space models for simulations of a rigid flat plate at Reynolds number 100. Various controllers are implemented for models linearized at base angles of ...

  19. Choosing the observational likelihood in state-space stock assessment models

    DEFF Research Database (Denmark)

    Albertsen, Christoffer Moesgaard; Nielsen, Anders; Thygesen, Uffe Høgsbro

    2016-01-01

    Data used in stock assessment models result from combinations of biological, ecological, fishery, and sampling processes. Since different types of errors propagate through these processes it can be difficult to identify a particular family of distributions for modelling errors on observations...... a priori. By implementing several observational likelihoods, modelling both numbers- and proportions-at-age, in an age based state-space stock assessment model, we compare the model fit for each choice of likelihood along with the implications for spawning stock biomass and average fishing mortality. We...... propose using AIC intervals based on fitting the full observational model for comparing different observational likelihoods. Using data from four stocks, we show that the model fit is improved by modelling the correlation of observations within years. However, the best choice of observational likelihood...

  20. Choosing the observational likelihood in state-space stock assessment models

    DEFF Research Database (Denmark)

    Albertsen, Christoffer Moesgaard; Nielsen, Anders; Thygesen, Uffe Høgsbro

    2017-01-01

    propose using AIC intervals based on fitting the full observational model for comparing different observational likelihoods. Using data from four stocks, we show that the model fit is improved by modelling the correlation of observations within years. However, the best choice of observational likelihood......Data used in stock assessment models result from combinations of biological, ecological, fishery, and sampling processes. Since different types of errors propagate through these processes it can be difficult to identify a particular family of distributions for modelling errors on observations...... a priori. By implementing several observational likelihoods, modelling both numbers- and proportions-at-age, in an age based state-space stock assessment model, we compare the model fit for each choice of likelihood along with the implications for spawning stock biomass and average fishing mortality. We...

  1. An Investigation of State-Space Model Fidelity for SSME Data

    Science.gov (United States)

    Martin, Rodney Alexander

    2008-01-01

    In previous studies, a variety of unsupervised anomaly detection techniques for anomaly detection were applied to SSME (Space Shuttle Main Engine) data. The observed results indicated that the identification of certain anomalies were specific to the algorithmic method under consideration. This is the reason why one of the follow-on goals of these previous investigations was to build an architecture to support the best capabilities of all algorithms. We appeal to that goal here by investigating a cascade, serial architecture for the best performing and most suitable candidates from previous studies. As a precursor to a formal ROC (Receiver Operating Characteristic) curve analysis for validation of resulting anomaly detection algorithms, our primary focus here is to investigate the model fidelity as measured by variants of the AIC (Akaike Information Criterion) for state-space based models. We show that placing constraints on a state-space model during or after the training of the model introduces a modest level of suboptimality. Furthermore, we compare the fidelity of all candidate models including those embodying the cascade, serial architecture. We make recommendations on the most suitable candidates for application to subsequent anomaly detection studies as measured by AIC-based criteria.

  2. Research of united model of knowledge discovery state space and its application

    Institute of Scientific and Technical Information of China (English)

    You Fucheng; Song Wei; Yang Bingru

    2005-01-01

    There are both associations and differences between structured and unstructured data mining. How to unite them together to be a united theoretical framework and to guide the research of knowledge discovery and data mining has become an urgent problem to be solved. On the base of analysis and study of existing research results, the united model of knowledge discovery state space (UMKDSS) is presented, and the structured data mining and the complex type data mining are associated together. UMKDSS can provide theoretical guidance for complex type data mining. An application example of UMKDSS is given at last.

  3. A SAS/IML program using the Kalman filter for estimating state space models.

    Science.gov (United States)

    Gu, Fei; Yung, Yiu-Fai

    2013-03-01

    To help disseminate the knowledge and software implementation of a state space model (SSM), this article provides a SAS/IML (SAS Institute, 2010) program for estimating the parameters of general linear Gaussian SSMs using the Kalman filter algorithm. In order to use this program, the user should have SAS installed on a computer and have a valid license for SAS/IML. Since the code is completely open, it is expected that this program can be used not only by applied researchers, but also by quantitative methodologists who are interested in improving their methods and promoting SSM as a research instrument.

  4. A state space representation of VAR models with sparse learning for dynamic gene networks.

    Science.gov (United States)

    Kojima, Kaname; Yamaguchi, Rui; Imoto, Seiya; Yamauchi, Mai; Nagasaki, Masao; Yoshida, Ryo; Shimamura, Teppei; Ueno, Kazuko; Higuchi, Tomoyuki; Gotoh, Noriko; Miyano, Satoru

    2010-01-01

    We propose a state space representation of vector autoregressive model and its sparse learning based on L1 regularization to achieve efficient estimation of dynamic gene networks based on time course microarray data. The proposed method can overcome drawbacks of the vector autoregressive model and state space model; the assumption of equal time interval and lack of separation ability of observation and systems noises in the former method and the assumption of modularity of network structure in the latter method. However, in a simple implementation the proposed model requires the calculation of large inverse matrices in a large number of times during parameter estimation process based on EM algorithm. This limits the applicability of the proposed method to a relatively small gene set. We thus introduce a new calculation technique for EM algorithm that does not require the calculation of inverse matrices. The proposed method is applied to time course microarray data of lung cells treated by stimulating EGF receptors and dosing an anticancer drug, Gefitinib. By comparing the estimated network with the control network estimated using non-treated lung cells, perturbed genes by the anticancer drug could be found, whose up- and down-stream genes in the estimated networks may be related to side effects of the anticancer drug.

  5. An optical flow-based state-space model of the vocal folds

    DEFF Research Database (Denmark)

    Granados, Alba; Brunskog, Jonas

    2017-01-01

    . A linear and Gaussian nonstationary state-space model is proposed and thoroughly discussed. The evolution model is based on a self-sustained three-dimensional finite element model of the vocal folds, and the observation model involves a dense optical flow algorithm. The results show that the method is able......High-speed movies of the vocal fold vibration are valuable data to reveal vocal fold features for voice pathology diagnosis. This work presents a suitable Bayesian model and a purely theoretical discussion for further development of a framework for continuum biomechanical features estimation...... to capture different deformation patterns between the computed optical flow and the finite element deformation, controlled by the choice of the model tissue parameters....

  6. Representing time-varying cyclic dynamics using multiple-subject state-space models.

    Science.gov (United States)

    Chow, Sy-Miin; Hamaker, Ellen L; Fujita, Frank; Boker, Steven M

    2009-11-01

    Over the last few decades, researchers have become increasingly aware of the need to consider intraindividual variability in the form of cyclic processes. In this paper, we review two contemporary cyclic state-space models: Young and colleagues' dynamic harmonic regression model and Harvey and colleagues' stochastic cycle model. We further derive the analytic equivalence between the two models, discuss their unique strengths and propose multiple-subject extensions. Using data from a study on human postural dynamics and a daily affect study, we demonstrate the use of these models to represent within-person non-stationarities in cyclic dynamics and interindividual differences therein. The use of diagnostic tools for evaluating model fit is also illustrated.

  7. State-space approaches for modelling and control in financial engineering systems theory and machine learning methods

    CERN Document Server

    Rigatos, Gerasimos G

    2017-01-01

    The book conclusively solves problems associated with the control and estimation of nonlinear and chaotic dynamics in financial systems when these are described in the form of nonlinear ordinary differential equations. It then addresses problems associated with the control and estimation of financial systems governed by partial differential equations (e.g. the Black–Scholes partial differential equation (PDE) and its variants). Lastly it an offers optimal solution to the problem of statistical validation of computational models and tools used to support financial engineers in decision making. The application of state-space models in financial engineering means that the heuristics and empirical methods currently in use in decision-making procedures for finance can be eliminated. It also allows methods of fault-free performance and optimality in the management of assets and capitals and methods assuring stability in the functioning of financial systems to be established. Covering the following key are...

  8. Modeling State Space Search Technique for a Real World Adversarial Problem Solving

    Directory of Open Access Journals (Sweden)

    Kester O. Omoregie

    2015-02-01

    Full Text Available In problem solving, there is a search for the appropriate solution. A state space is a problem domain consisting of the start state, the goal state and the operations that will necessitate the various moves from the start state to the goal state. Each move operation takes one away from the start state and closer to the goal state. In this work we have attempted implementing this concept in adversarial problem solving, which is a more complex problem space. We noted that real world adversarial problems vary in their types and complexities, and therefore solving an adversarial problem would depend on the nature of the adversarial problem itself. Specifically, we examined a real world case, "the prisoner's dilemma" which is a critical, mutually independent, decision making adversarial problem. We combined the idea of the Thagard's Theory of Explanatory Coherence (TEC with Bayes' theorem of conditional probability to construct the model of an opponent that includes the opponent's model of the agent. A further conversion of the model into a series of state space structures led us into the use of breadth-first search strategy to arrive at our decision goal.

  9. Harmonic Interaction Analysis in Grid Connected Converter using Harmonic State Space (HSS) Modeling

    DEFF Research Database (Denmark)

    Kwon, Jun Bum; Wang, Xiongfei; Bak, Claus Leth

    2015-01-01

    An increasing number of power electronics based Distributed Generation (DG) systems and loads generate coupled harmonic as well as non-characteristic harmonic with each other. Several methods like impedance based analysis, which is derived from conventional small signal- and average-model, are in...... behavior interaction and dynamic transfer procedure. Frequency domain as well as time domain simulation results are represented by means of HSS modeling to verify the theoretical analysis. Experimental results are also included to validate the method....... during the modeling process. This paper investigates grid connected converter by means of Harmonic State Space (HSS) small signal model, which is modeled from Linear Time varying Periodically (LTP) system. Further, a grid connected converter harmonic matrix is investigated to analyze the harmonic...

  10. An evaluation of behavior inferences from Bayesian state-space models: A case study with the Pacific walrus

    Science.gov (United States)

    Beatty, William; Jay, Chadwick V.; Fischbach, Anthony S.

    2016-01-01

    State-space models offer researchers an objective approach to modeling complex animal location data sets, and state-space model behavior classifications are often assumed to have a link to animal behavior. In this study, we evaluated the behavioral classification accuracy of a Bayesian state-space model in Pacific walruses using Argos satellite tags with sensors to detect animal behavior in real time. We fit a two-state discrete-time continuous-space Bayesian state-space model to data from 306 Pacific walruses tagged in the Chukchi Sea. We matched predicted locations and behaviors from the state-space model (resident, transient behavior) to true animal behavior (foraging, swimming, hauled out) and evaluated classification accuracy with kappa statistics (κ) and root mean square error (RMSE). In addition, we compared biased random bridge utilization distributions generated with resident behavior locations to true foraging behavior locations to evaluate differences in space use patterns. Results indicated that the two-state model fairly classified true animal behavior (0.06 ≤ κ ≤ 0.26, 0.49 ≤ RMSE ≤ 0.59). Kernel overlap metrics indicated utilization distributions generated with resident behavior locations were generally smaller than utilization distributions generated with true foraging behavior locations. Consequently, we encourage researchers to carefully examine parameters and priors associated with behaviors in state-space models, and reconcile these parameters with the study species and its expected behaviors.

  11. Robust hierarchical state-space models reveal diel variation in travel rates of migrating leatherback turtles.

    Science.gov (United States)

    Jonsen, Ian D; Myers, Ransom A; James, Michael C

    2006-09-01

    1. Biological and statistical complexity are features common to most ecological data that hinder our ability to extract meaningful patterns using conventional tools. Recent work on implementing modern statistical methods for analysis of such ecological data has focused primarily on population dynamics but other types of data, such as animal movement pathways obtained from satellite telemetry, can also benefit from the application of modern statistical tools. 2. We develop a robust hierarchical state-space approach for analysis of multiple satellite telemetry pathways obtained via the Argos system. State-space models are time-series methods that allow unobserved states and biological parameters to be estimated from data observed with error. We show that the approach can reveal important patterns in complex, noisy data where conventional methods cannot. 3. Using the largest Atlantic satellite telemetry data set for critically endangered leatherback turtles, we show that the diel pattern in travel rates of these turtles changes over different phases of their migratory cycle. While foraging in northern waters the turtles show similar travel rates during day and night, but on their southward migration to tropical waters travel rates are markedly faster during the day. These patterns are generally consistent with diving data, and may be related to changes in foraging behaviour. Interestingly, individuals that migrate southward to breed generally show higher daytime travel rates than individuals that migrate southward in a non-breeding year. 4. Our approach is extremely flexible and can be applied to many ecological analyses that use complex, sequential data.

  12. Modeling fuzzy state space of reheater system for simulation and analysis

    Science.gov (United States)

    Munirah, W. M. Wan; Ahmad, T.; Ashaari, A.; Abdullah, M. Adib

    2014-07-01

    Reheater is one of the important heat exchange components in a high capacity power plant of a boiler system. The aim of this study is to improve heat transfer of a reheater system. The method is to maximize steam production and at the same time, keeping variables within constraints. Fuzzy arithmetic is a powerful tool used to solve engineering problems with uncertain parameters. Therefore, in order to determine heat transfer efficiency, the state space of reheater is simulated using fuzzy arithmetic by taking into account the uncertainties in the reheater system. The uncertain model parameters and the model inputs are represented by fuzzy numbers with their shape derived from quasi-Gaussian function. Finally, this paper discusses how the mathematical model can be manipulated in order to produce maximum heat transfer with least loss of energy. Furthermore, the improvement of the reheater efficiency and the quantification of the heat supplied parameters are presented in this paper.

  13. Fast and Stable Signal Deconvolution via Compressible State-Space Models.

    Science.gov (United States)

    Kazemipour, Abbas; Liu, Ji; Solarana, Krystyna; Nagode, Daniel; Kanold, Patrick; Wu, Min; Babadi, Behtash

    2017-04-13

    Common biological measurements are in the form of noisy convolutions of signals of interest with possibly unknown and transient blurring kernels. Examples include EEG and calcium imaging data. Thus, signal deconvolution of these measurements is crucial in understanding the underlying biological processes. The objective of this paper is to develop fast and stable solutions for signal deconvolution from noisy, blurred and undersampled data, where the signals are in the form of discrete events distributed in time and space. We introduce compressible state-space models as a framework to model and estimate such discrete events. These state-space models admit abrupt changes in the states and have a convergent transition matrix, and are coupled with compressive linear measurements. We consider a dynamic compressive sensing optimization problem and develop a fast solution, using two nested Expectation Maximization algorithms, to jointly estimate the states as well as their transition matrices. Under suitable sparsity assumptions on the dynamics, we prove optimal stability guarantees for the recovery of the states and present a method for the identification of the underlying discrete events with precise confidence bounds. We present simulation studies as well as application to calcium deconvolution and sleep spindle detection, which verify our theoretical results and show significant improvement over existing techniques. Our results show that by explicitly modeling the dynamics of the underlying signals, it is possible to construct signal deconvolution solutions that are scalable, statistically robust, and achieve high temporal resolution. Our proposed methodology provides a framework for modeling and deconvolution of noisy, blurred, and undersampled measurements in a fast and stable fashion, with potential application to a wide range of biological data.

  14. Fast fitting of non-Gaussian state-space models to animal movement data via Template Model Builder

    DEFF Research Database (Denmark)

    Albertsen, Christoffer Moesgaard; Whoriskey, Kim; Yurkowski, David

    2015-01-01

    State-space models (SSM) are often used for analyzing complex ecological processes that are not observed directly, such as marine animal movement. When outliers are present in the measurements, special care is needed in the analysis to obtain reliable location and process estimates. Here we...

  15. Maximum efficiency of state-space models of nanoscale energy conversion devices.

    Science.gov (United States)

    Einax, Mario; Nitzan, Abraham

    2016-07-07

    The performance of nano-scale energy conversion devices is studied in the framework of state-space models where a device is described by a graph comprising states and transitions between them represented by nodes and links, respectively. Particular segments of this network represent input (driving) and output processes whose properly chosen flux ratio provides the energy conversion efficiency. Simple cyclical graphs yield Carnot efficiency for the maximum conversion yield. We give general proof that opening a link that separate between the two driving segments always leads to reduced efficiency. We illustrate these general result with simple models of a thermoelectric nanodevice and an organic photovoltaic cell. In the latter an intersecting link of the above type corresponds to non-radiative carriers recombination and the reduced maximum efficiency is manifested as a smaller open-circuit voltage.

  16. Online variational inference for state-space models with point-process observations.

    Science.gov (United States)

    Mangion, Andrew Zammit; Yuan, Ke; Kadirkamanathan, Visakan; Niranjan, Mahesan; Sanguinetti, Guido

    2011-08-01

    We present a variational Bayesian (VB) approach for the state and parameter inference of a state-space model with point-process observations, a physiologically plausible model for signal processing of spike data. We also give the derivation of a variational smoother, as well as an efficient online filtering algorithm, which can also be used to track changes in physiological parameters. The methods are assessed on simulated data, and results are compared to expectation-maximization, as well as Monte Carlo estimation techniques, in order to evaluate the accuracy of the proposed approach. The VB filter is further assessed on a data set of taste-response neural cells, showing that the proposed approach can effectively capture dynamical changes in neural responses in real time.

  17. Maximum efficiency of state-space models of nanoscale energy conversion devices

    Science.gov (United States)

    Einax, Mario; Nitzan, Abraham

    2016-07-01

    The performance of nano-scale energy conversion devices is studied in the framework of state-space models where a device is described by a graph comprising states and transitions between them represented by nodes and links, respectively. Particular segments of this network represent input (driving) and output processes whose properly chosen flux ratio provides the energy conversion efficiency. Simple cyclical graphs yield Carnot efficiency for the maximum conversion yield. We give general proof that opening a link that separate between the two driving segments always leads to reduced efficiency. We illustrate these general result with simple models of a thermoelectric nanodevice and an organic photovoltaic cell. In the latter an intersecting link of the above type corresponds to non-radiative carriers recombination and the reduced maximum efficiency is manifested as a smaller open-circuit voltage.

  18. PySSM: A Python Module for Bayesian Inference of Linear Gaussian State Space Models

    Directory of Open Access Journals (Sweden)

    Christopher Strickland

    2014-04-01

    Full Text Available PySSM is a Python package that has been developed for the analysis of time series using linear Gaussian state space models. PySSM is easy to use; models can be set up quickly and efficiently and a variety of different settings are available to the user. It also takes advantage of scientific libraries NumPy and SciPy and other high level features of the Python language. PySSM is also used as a platform for interfacing between optimized and parallelized Fortran routines. These Fortran routines heavily utilize basic linear algebra and linear algebra Package functions for maximum performance. PySSM contains classes for filtering, classical smoothing as well as simulation smoothing.

  19. Frequency Domain Modeling and Simulation of DC Power Electronic Systems Using Harmonic State Space Method

    DEFF Research Database (Denmark)

    Kwon, Jun Bum; Wang, Xiongfei; Blaabjerg, Frede

    2016-01-01

    For the efficiency and simplicity of electric systems, the dc power electronic systems are widely used in a variety of applications such as electric vehicles, ships, aircraft and also in homes. In these systems, there could be a number of dynamic interactions and frequency coupling between network...... with different switching frequency or harmonics from ac-dc converters makes that harmonics and frequency coupling are both problems of ac system and challenges of dc system. This paper presents a modeling and simulation method for a large dc power electronic system by using Harmonic State Space (HSS) modeling...... and loads and other converters. Hence, time-domain simulations are usually required to consider such a complex system behavior. However, simulations in the time-domain may increase the calculation time and the utilization of computer memory. Furthermore, frequency coupling driven by multiple converters...

  20. Lee-Carter state space modeling: Application to the Malaysia mortality data

    Science.gov (United States)

    Zakiyatussariroh, W. H. Wan; Said, Z. Mohammad; Norazan, M. R.

    2014-06-01

    This article presents an approach that formalizes the Lee-Carter (LC) model as a state space model. Maximum likelihood through Expectation-Maximum (EM) algorithm was used to estimate the model. The methodology is applied to Malaysia's total population mortality data. Malaysia's mortality data was modeled based on age specific death rates (ASDR) data from 1971-2009. The fitted ASDR are compared to the actual observed values. However, results from the comparison of the fitted and actual values between LC-SS model and the original LC model shows that the fitted values from the LC-SS model and original LC model are quite close. In addition, there is not much difference between the value of root mean squared error (RMSE) and Akaike information criteria (AIC) from both models. The LC-SS model estimated for this study can be extended for forecasting ASDR in Malaysia. Then, accuracy of the LC-SS compared to the original LC can be further examined by verifying the forecasting power using out-of-sample comparison.

  1. Monte Carlo Likelihood Estimation of Mixed-Effects State Space Models with Application to HIV Dynamics

    Institute of Scientific and Technical Information of China (English)

    ZHOU Jie; TANG Aiping; FENG Hailin

    2016-01-01

    The statistical inference for generalized mixed-effects state space models (MESSM) are investigated when the random effects are unknown.Two filtering algorithms are designed both of which are based on mixture Kalman filter.These algorithms are particularly useful when the longitudinal measurements are sparse.The authors also propose a globally convergent algorithm for parameter estimation of MESSM which can be used to locate the initial value of parameters for local while more efficient algorithms.Simulation examples are carried out which validate the efficacy of the proposed approaches.A data set from the clinical trial is investigated and a smaller mean square error is achieved compared to the existing results in literatures.

  2. Relating landfill gas emissions to atmospheric pressure using numerical modeling and state-space analysis

    DEFF Research Database (Denmark)

    Poulsen, T.G.; Christophersen, Mette; Moldrup, P.

    2003-01-01

    were applied: (I) State-space analysis was used to identify relations between gas flux and short-term (hourly) variations in atmospheric pressure. (II) A numerical gas transport model was fitted to the data and used to quantify short-term impacts of variations in atmospheric pressure, volumetric soil......-water content, soil gas permeability, soil gas diffusion coefficients, and biological CH4 degradation rate upon landfill gas concentration and fluxes in the soil. Fluxes and concentrations were found to be most sensitive to variations in volumetric soil water content, atmospheric pressure variations and gas...... permeability whereas variations in CH4 oxidation rate and molecular coefficients had less influence. Fluxes appeared to be most sensitive to atmospheric pressure at intermediate distances from the landfill edge. Also overall CH4 fluxes out of the soil over longer periods (years) were largest during periods...

  3. State-space modeling of population sizes and trends in Nihoa Finch and Millerbird

    Science.gov (United States)

    Gorresen, P. Marcos; Brinck, Kevin W.; Camp, Richard J.; Farmer, Chris; Plentovich, Sheldon M.; Banko, Paul C.

    2016-01-01

    Both of the 2 passerines endemic to Nihoa Island, Hawai‘i, USA—the Nihoa Millerbird (Acrocephalus familiaris kingi) and Nihoa Finch (Telespiza ultima)—are listed as endangered by federal and state agencies. Their abundances have been estimated by irregularly implemented fixed-width strip-transect sampling from 1967 to 2012, from which area-based extrapolation of the raw counts produced highly variable abundance estimates for both species. To evaluate an alternative survey method and improve abundance estimates, we conducted variable-distance point-transect sampling between 2010 and 2014. We compared our results to those obtained from strip-transect samples. In addition, we applied state-space models to derive improved estimates of population size and trends from the legacy time series of strip-transect counts. Both species were fairly evenly distributed across Nihoa and occurred in all or nearly all available habitat. Population trends for Nihoa Millerbird were inconclusive because of high within-year variance. Trends for Nihoa Finch were positive, particularly since the early 1990s. Distance-based analysis of point-transect counts produced mean estimates of abundance similar to those from strip-transects but was generally more precise. However, both survey methods produced biologically unrealistic variability between years. State-space modeling of the long-term time series of abundances obtained from strip-transect counts effectively reduced uncertainty in both within- and between-year estimates of population size, and allowed short-term changes in abundance trajectories to be smoothed into a long-term trend.

  4. Nonlinear analysis of attractor describing the aerodynamic state of middle atmosphere based on matrix series into state-space

    Science.gov (United States)

    Tkachova, P.; Krot, A.; Minervina, H.

    It is well known that there is chaos in convective process in atmosphere and ocean. In particular,dynamic model of Lorenz [1] describes the Rayleigh-Benard convection phenomenon. Phase trajectories of Lorenz equation system are characterized by strange alternative properties: on the one hand, they diverge (because of positive Lyapunov exponents), on the second hand, they attract to the limited domain of phase space called an attractor [1]. The Lorenz attractor has specific geometrical structure and can be characterized by means of fractal dimension. In this connection the aim of this work is development of analysis of Lorenz attractor based on the proposed nonlinear decomposition into matrix series [2]. This analysis permits to estimate the values of characteristic parameters (including control one) of Lorenz attractors and predict their evolution in time. Using results of matrix decomposition [2], it is not difficult to see that the change of vector function (describing the Lorenz attractor) can be approximated by only linear and quadratic terms [3]. Because values of the first and second order derivatives can be calculated by means of numerical methods we can estimate the change of the vector function from computational experiment. In result, the values of parameters of the Lorenz's attractor can be estimated. This permits us to solve the identification task of the current dynamical state of a convective aerodynamic flows. Moreover, using the results of matrix decomposition we can estimate the minimal embedding dimension [4] for the Lorenz attractor based on experimental data. References: [1] P.Berge,Y.Pomeau and C.Vidal. L'ordre dans le chaos: Vers une approche deterministe de la turbulence. Hermann:Paris,1988. [2] A.M.Krot, "Matrix decompositions of vector functions and shift operators on the trajectories of a nonlinear dynamical system", Nonlinear Phenomena in Complex Systems,vol.4, N2, pp.106- 115, 2001. [3] A.M.Krot and P

  5. Parameterizing state-space models for infectious disease dynamics by generalized profiling: measles in Ontario.

    Science.gov (United States)

    Hooker, Giles; Ellner, Stephen P; Roditi, Laura De Vargas; Earn, David J D

    2011-07-06

    Parameter estimation for infectious disease models is important for basic understanding (e.g. to identify major transmission pathways), for forecasting emerging epidemics, and for designing control measures. Differential equation models are often used, but statistical inference for differential equations suffers from numerical challenges and poor agreement between observational data and deterministic models. Accounting for these departures via stochastic model terms requires full specification of the probabilistic dynamics, and computationally demanding estimation methods. Here, we demonstrate the utility of an alternative approach, generalized profiling, which provides robustness to violations of a deterministic model without needing to specify a complete probabilistic model. We introduce novel means for estimating the robustness parameters and for statistical inference in this framework. The methods are applied to a model for pre-vaccination measles incidence in Ontario, and we demonstrate the statistical validity of our inference through extensive simulation. The results confirm that school term versus summer drives seasonality of transmission, but we find no effects of short school breaks and the estimated basic reproductive ratio (0) greatly exceeds previous estimates. The approach applies naturally to any system for which candidate differential equations are available, and avoids many challenges that have limited Monte Carlo inference for state-space models.

  6. A receptor state space model of the insulin signalling system in glucose transport.

    Science.gov (United States)

    Gray, Catheryn W; Coster, Adelle C F

    2015-12-01

    Insulin is a potent peptide hormone that regulates glucose levels in the blood. Insulin-sensitive cells respond to insulin stimulation with the translocation of glucose transporter 4 (GLUT4) to the plasma membrane (PM), enabling the clearance of glucose from the blood. Defects in this process can give rise to insulin resistance and ultimately diabetes. One widely cited model of insulin signalling leading to glucose transport is that of Sedaghat et al. (2002) Am. J. Physiol. Endocrinol. Metab. 283, E1084-E1101. Consisting of 20 deterministic ordinary differential equations (ODEs), it is the most comprehensive model of insulin signalling to date. However, the model possesses some major limitations, including the non-conservation of key components. In the current work, we detail mathematical and sensitivity analyses of the Sedaghat model. Based on the results of these analyses, we propose a reduced state space model of the insulin receptor subsystem. This reduced model maintains the input-output relation of the original model but is computationally more efficient, analytically tractable and resolves some of the limitations of the Sedaghat model.

  7. A hidden state space modeling approach for improving glacier surface velocity estimates using remotely sensed data

    Science.gov (United States)

    Henke, D.; Schubert, A.; Small, D.; Meier, E.; Lüthi, M. P.; Vieli, A.

    2014-12-01

    A new method for glacier surface velocity (GSV) estimates is proposed here which combines ground- and space-based measurements with hidden state space modeling (HSSM). Examples of such a fusion of physical models with remote sensing (RS) observations were described in (Henke & Meier, Hidden State Space Models for Improved Remote Sensing Applications, ITISE 2014, p. 1242-1255) and are currently adapted for GSV estimation. GSV can be estimated using in situ measurements, RS methods or numerical simulations based on ice-flow models. In situ measurements ensure high accuracy but limited coverage and time consuming field work, while RS methods offer regular observations with high spatial coverage generally not possible with in situ methods. In particular, spaceborne Synthetic Aperture Radar (SAR) can obtain useful images independent of daytime and cloud cover. A ground portable radar interferometer (GPRI) is useful for investigating a particular area in more detail than is possible from space, but provides local coverage only. Several processing methods for deriving GSV from radar sensors have been established, including interferometry and offset tracking (Schubert et al, Glacier surface velocity estimation using repeat TerraSAR-X images. ISPRS Journal of P&RS, p. 49-62, 2013). On the other hand, it is also possible to derive glacier parameters from numerical ice-flow modeling alone. Given a well-parameterized model, GSV can in theory be derived and propagated continuously in time. However, uncertainties in the glacier flow dynamics and model errors increase with excessive propagation. All of these methods have been studied independently, but attempts to combine them have only rarely been made. The HSSM we propose recursively estimates the GSV based on 1) a process model making use of temporal and spatial interdependencies between adjacent states, and 2) observations (RS and optional in situ). The in situ and GPRI images currently being processed were acquired in the

  8. High-order state space simulation models of helicopter flight mechanics

    Science.gov (United States)

    Kim, Frederick D.; Celi, Roberto; Tischler, Mark B.

    1993-01-01

    This paper describes the formulation and validation of a high-order linearized mathematical model of helicopter flight mechanics, which includes rotor flap and lag degrees of freedom as well as inflow dynamics. The model is extracted numerically from an existing nonlinear, blade element, real-time simulation model. Extensive modifications in the formulation and solution process of the nonlinear model, required for a theoetically rigorous linearization, are described in detail. The validation results show that the linearized model successfully captures the coupled rotor-fuselage dynamics in the frequency band most critical for the design of advanced flight control systems. Additional results quantify the extent to which the order of the model can be reduced without loss of fidelity.

  9. Frailty in state-space models: application to actuarial senescence in the Dipper.

    Science.gov (United States)

    Marzolin, Gilbert; Charmantier, Anne; Gimenez, Olivier

    2011-03-01

    Senescence, a decrease in life history traits with age, is a within-individual process. The lack of suitable methods to deal with individual heterogeneity has long impeded progress in exploring senescence in wild populations. Analyses of survival senescence are additionally complicated by the often neglected issue of imperfect detectability. To deal with both these issues, we developed state-space models to analyze capture-mark-recapture data while accounting for individual heterogeneity by incorporating random effects. We illustrated our approach by applying it to 29 years of data on breeding females in a Dipper (Cinclus cinclus) population. We highlighted patterns of age-related variation in annual survival by statistical comparisons of piecewise linear, quadratic, Gompertz, and Weibull survival models. The Gompertz model was ranked first in our set. It provided strong evidence for actuarial senescence with an onset of senescence estimated at about 2.3 years. The probability for this model to involve a frailty was 0.15, and the probability to involve an individual latent effect in detection was about 0.4. The estimated mean age at first reproduction was 1.2 years. The general case model described here in detail should encourage the reanalysis of actuarial senescence in cases where imperfect detection or individual heterogeneity is suspected.

  10. Correlations in state space can cause sub-optimal adaptation of optimal feedback control models.

    Science.gov (United States)

    Aprasoff, Jonathan; Donchin, Opher

    2012-04-01

    Control of our movements is apparently facilitated by an adaptive internal model in the cerebellum. It was long thought that this internal model implemented an adaptive inverse model and generated motor commands, but recently many reject that idea in favor of a forward model hypothesis. In theory, the forward model predicts upcoming state during reaching movements so the motor cortex can generate appropriate motor commands. Recent computational models of this process rely on the optimal feedback control (OFC) framework of control theory. OFC is a powerful tool for describing motor control, it does not describe adaptation. Some assume that adaptation of the forward model alone could explain motor adaptation, but this is widely understood to be overly simplistic. However, an adaptive optimal controller is difficult to implement. A reasonable alternative is to allow forward model adaptation to 're-tune' the controller. Our simulations show that, as expected, forward model adaptation alone does not produce optimal trajectories during reaching movements perturbed by force fields. However, they also show that re-optimizing the controller from the forward model can be sub-optimal. This is because, in a system with state correlations or redundancies, accurate prediction requires different information than optimal control. We find that adding noise to the movements that matches noise found in human data is enough to overcome this problem. However, since the state space for control of real movements is far more complex than in our simple simulations, the effects of correlations on re-adaptation of the controller from the forward model cannot be overlooked.

  11. Computational state space models for activity and intention recognition. A feasibility study.

    Science.gov (United States)

    Krüger, Frank; Nyolt, Martin; Yordanova, Kristina; Hein, Albert; Kirste, Thomas

    2014-01-01

    Computational state space models (CSSMs) enable the knowledge-based construction of Bayesian filters for recognizing intentions and reconstructing activities of human protagonists in application domains such as smart environments, assisted living, or security. Computational, i. e., algorithmic, representations allow the construction of increasingly complex human behaviour models. However, the symbolic models used in CSSMs potentially suffer from combinatorial explosion, rendering inference intractable outside of the limited experimental settings investigated in present research. The objective of this study was to obtain data on the feasibility of CSSM-based inference in domains of realistic complexity. A typical instrumental activity of daily living was used as a trial scenario. As primary sensor modality, wearable inertial measurement units were employed. The results achievable by CSSM methods were evaluated by comparison with those obtained from established training-based methods (hidden Markov models, HMMs) using Wilcoxon signed rank tests. The influence of modeling factors on CSSM performance was analyzed via repeated measures analysis of variance. The symbolic domain model was found to have more than 10(8) states, exceeding the complexity of models considered in previous research by at least three orders of magnitude. Nevertheless, if factors and procedures governing the inference process were suitably chosen, CSSMs outperformed HMMs. Specifically, inference methods used in previous studies (particle filters) were found to perform substantially inferior in comparison to a marginal filtering procedure. Our results suggest that the combinatorial explosion caused by rich CSSM models does not inevitably lead to intractable inference or inferior performance. This means that the potential benefits of CSSM models (knowledge-based model construction, model reusability, reduced need for training data) are available without performance penalty. However, our results also

  12. Computational state space models for activity and intention recognition. A feasibility study.

    Directory of Open Access Journals (Sweden)

    Frank Krüger

    Full Text Available BACKGROUND: Computational state space models (CSSMs enable the knowledge-based construction of Bayesian filters for recognizing intentions and reconstructing activities of human protagonists in application domains such as smart environments, assisted living, or security. Computational, i. e., algorithmic, representations allow the construction of increasingly complex human behaviour models. However, the symbolic models used in CSSMs potentially suffer from combinatorial explosion, rendering inference intractable outside of the limited experimental settings investigated in present research. The objective of this study was to obtain data on the feasibility of CSSM-based inference in domains of realistic complexity. METHODS: A typical instrumental activity of daily living was used as a trial scenario. As primary sensor modality, wearable inertial measurement units were employed. The results achievable by CSSM methods were evaluated by comparison with those obtained from established training-based methods (hidden Markov models, HMMs using Wilcoxon signed rank tests. The influence of modeling factors on CSSM performance was analyzed via repeated measures analysis of variance. RESULTS: The symbolic domain model was found to have more than 10(8 states, exceeding the complexity of models considered in previous research by at least three orders of magnitude. Nevertheless, if factors and procedures governing the inference process were suitably chosen, CSSMs outperformed HMMs. Specifically, inference methods used in previous studies (particle filters were found to perform substantially inferior in comparison to a marginal filtering procedure. CONCLUSIONS: Our results suggest that the combinatorial explosion caused by rich CSSM models does not inevitably lead to intractable inference or inferior performance. This means that the potential benefits of CSSM models (knowledge-based model construction, model reusability, reduced need for training data are

  13. Estimation of cortical connectivity from EEG using state-space models.

    Science.gov (United States)

    Cheung, Bing Leung Patrick; Riedner, Brady Alexander; Tononi, Giulio; Van Veen, Barry D

    2010-09-01

    A state-space formulation is introduced for estimating multivariate autoregressive (MVAR) models of cortical connectivity from noisy, scalp-recorded EEG. A state equation represents the MVAR model of cortical dynamics, while an observation equation describes the physics relating the cortical signals to the measured EEG and the presence of spatially correlated noise. We assume that the cortical signals originate from known regions of cortex, but the spatial distribution of activity within each region is unknown. An expectation-maximization algorithm is developed to directly estimate the MVAR model parameters, the spatial activity distribution components, and the spatial covariance matrix of the noise from the measured EEG. Simulation and analysis demonstrate that this integrated approach is less sensitive to noise than two-stage approaches in which the cortical signals are first estimated from EEG measurements, and next, an MVAR model is fit to the estimated cortical signals. The method is further demonstrated by estimating conditional Granger causality using EEG data collected while subjects passively watch a movie.

  14. Disturbance modeling and state estimation for offset-free predictive control with state-space process models

    Directory of Open Access Journals (Sweden)

    Tatjewski Piotr

    2014-06-01

    Full Text Available Disturbance modeling and design of state estimators for offset-free Model Predictive Control (MPC with linear state-space process models is considered in the paper for deterministic constant-type external and internal disturbances (modeling errors. The application and importance of constant state disturbance prediction in the state-space MPC controller design is presented. In the case with a measured state, this leads to the control structure without disturbance state observers. In the case with an unmeasured state, a new, simpler MPC controller-observer structure is proposed, with observation of a pure process state only. The structure is not only simpler, but also with less restrictive applicability conditions than the conventional approach with extended process-and-disturbances state estimation. Theoretical analysis of the proposed structure is provided. The design approach is also applied to the case with an augmented state-space model in complete velocity form. The results are illustrated on a 2×2 example process problem.

  15. State-space models of mental processes from fMRI.

    Science.gov (United States)

    Janoos, Firdaus; Singh, Shantanu; Machiraju, Raghu; Wells, William M; Mórocz, Istvan A

    2011-01-01

    In addition to functional localization and integration, the problem of determining whether the data encode some information about the mental state of the subject, and if so, how this information is represented has become an important research agenda in functional neuroimaging. Multivariate classifiers, commonly used for brain state decoding, are restricted to simple experimental paradigms with a fixed number of alternatives and are limited in their representation of the temporal dimension of the task. Moreover, they learn a mapping from the data to experimental conditions and therefore do not explain the intrinsic patterns in the data. In this paper, we present a data-driven approach to building a spatio-temporal representation of mental processes using a state-space formalism, without reference to experimental conditions. Efficient Monte Carlo algorithms for estimating the parameters of the model along with a method for model-size selection are developed. The advantages of such a model in determining the mental-state of the subject over pattern classifiers are demonstrated using an fMRI study of mental arithmetic.

  16. SiGN-SSM: open source parallel software for estimating gene networks with state space models.

    Science.gov (United States)

    Tamada, Yoshinori; Yamaguchi, Rui; Imoto, Seiya; Hirose, Osamu; Yoshida, Ryo; Nagasaki, Masao; Miyano, Satoru

    2011-04-15

    SiGN-SSM is an open-source gene network estimation software able to run in parallel on PCs and massively parallel supercomputers. The software estimates a state space model (SSM), that is a statistical dynamic model suitable for analyzing short time and/or replicated time series gene expression profiles. SiGN-SSM implements a novel parameter constraint effective to stabilize the estimated models. Also, by using a supercomputer, it is able to determine the gene network structure by a statistical permutation test in a practical time. SiGN-SSM is applicable not only to analyzing temporal regulatory dependencies between genes, but also to extracting the differentially regulated genes from time series expression profiles. SiGN-SSM is distributed under GNU Affero General Public Licence (GNU AGPL) version 3 and can be downloaded at http://sign.hgc.jp/signssm/. The pre-compiled binaries for some architectures are available in addition to the source code. The pre-installed binaries are also available on the Human Genome Center supercomputer system. The online manual and the supplementary information of SiGN-SSM is available on our web site. tamada@ims.u-tokyo.ac.jp.

  17. Forecasting seasonal influenza with a state-space SIR model1

    Science.gov (United States)

    Osthus, Dave; Hickmann, Kyle S.; Caragea, Petruţa C.; Higdon, Dave; Del Valle, Sara Y.

    2017-01-01

    Seasonal influenza is a serious public health and societal problem due to its consequences resulting from absenteeism, hospitalizations, and deaths. The overall burden of influenza is captured by the Centers for Disease Control and Prevention’s influenza-like illness network, which provides invaluable information about the current incidence. This information is used to provide decision support regarding prevention and response efforts. Despite the relatively rich surveillance data and the recurrent nature of seasonal influenza, forecasting the timing and intensity of seasonal influenza in the U.S. remains challenging because the form of the disease transmission process is uncertain, the disease dynamics are only partially observed, and the public health observations are noisy. Fitting a probabilistic state-space model motivated by a deterministic mathematical model [a susceptible-infectious-recovered (SIR) model] is a promising approach for forecasting seasonal influenza while simultaneously accounting for multiple sources of uncertainty. A significant finding of this work is the importance of thoughtfully specifying the prior, as results critically depend on its specification. Our conditionally specified prior allows us to exploit known relationships between latent SIR initial conditions and parameters and functions of surveillance data. We demonstrate advantages of our approach relative to alternatives via a forecasting comparison using several forecast accuracy metrics. PMID:28979611

  18. Evaluating a fish monitoring protocol using state-space hierarchical models

    Science.gov (United States)

    Russell, Robin E.; Schmetterling, David A.; Guy, Chris S.; Shepard, Bradley B.; McFarland, Robert; Skaar, Donald

    2012-01-01

    Using data collected from three river reaches in Montana, we evaluated our ability to detect population trends and predict fish future fish abundance. Data were collected as part of a long-term monitoring program conducted by Montana Fish, Wildlife and Parks to primarily estimate rainbow (Oncorhynchus mykiss) and brown trout (Salmo trutta) abundance in numerous rivers across Montana. We used a hierarchical Bayesian mark-recapture model to estimate fish abundance over time in each of the three river reaches. We then fit a state-space Gompertz model to estimate current trends and future fish populations. Density dependent effects were detected in 1 of the 6 fish populations. Predictions of future fish populations displayed wide credible intervals. Our simulations indicated that given the observed variation in the abundance estimates, the probability of detecting a 30% decline in fish populations over a five-year period was less than 50%. We recommend a monitoring program that is closely tied to management objectives and reflects the precision necessary to make informed management decisions.

  19. Development of a restricted state space stochastic differential equation model for bacterial growth in rich media.

    Science.gov (United States)

    Møller, Jan Kloppenborg; Bergmann, Kirsten Riber; Christiansen, Lasse Engbo; Madsen, Henrik

    2012-07-21

    In the present study, bacterial growth in a rich media is analysed in a Stochastic Differential Equation (SDE) framework. It is demonstrated that the SDE formulation and smoothened state estimates provide a systematic framework for data driven model improvements, using random walk hidden states. Bacterial growth is limited by the available substrate and the inclusion of diffusion must obey this natural restriction. By inclusion of a modified logistic diffusion term it is possible to introduce a diffusion term flexible enough to capture both the growth phase and the stationary phase, while concentration is restricted to the natural state space (substrate and bacteria non-negative). The case considered is the growth of Salmonella and Enterococcus in a rich media. It is found that a hidden state is necessary to capture the lag phase of growth, and that a flexible logistic diffusion term is needed to capture the random behaviour of the growth model. Further, it is concluded that the Monod effect is not needed to capture the dynamics of bacterial growth in the data presented.

  20. Identification of the parameters of a DC motor state space model

    Directory of Open Access Journals (Sweden)

    Momir Ranislav Stanković

    2013-06-01

    Full Text Available A method for the identification of the DC state space model parameters based on the minimization of the error function using the least squares method is described in this paper. The algorithm is practically applied in the laboratory environment on an industrial DC motor. The verification of the results was performed by comparing the characteristic signals of real and modeled systems. The results show that the quality of the identification is satisfactory.   Introduction The identification of system parameters is the first step in the analysis and synthesis of control systems. Identification Quality strongly impacts on the results of all other computations. In the theory of automatic control, many methods of identification are developed. Which method will be applied depends on the characteristics of the system. In this paper, we described an identification algorithm based on the least squares method. A practical test of this algorithm of estimation is done on a DC motor.   parameter estimation with the least squares method   A DC motor is a second-order system described with two differential equations: one which describes electrical and one which describes mechanical parts of the motor. The idea is to analyse the motor as two first-order systems. The main signals are responses of two first order sub-systems on appropriate inputs. Using a discrete state-space model of the motor and applying the least square method on the recorded signals, we get straightforward equations for the computation of all the necessary parameters: Rr,  Lr ,  Je ,  Fe ,  Kme and Kem (Eykhoff, Wilsoons, 1974.   Experimental results   The practical application was realized in the laboratory where a DC middle-power motor was used as a control object. It is coupled with a DC generator which serves as a load. Generation of the input signals and measure of the responses were performed with the acquisition system based on the appropriate acquisition card and the MATLAB

  1. State-Space Modeling of Dynamic Psychological Processes via the Kalman Smoother Algorithm: Rationale, Finite Sample Properties, and Applications

    Science.gov (United States)

    Song, Hairong; Ferrer, Emilio

    2009-01-01

    This article presents a state-space modeling (SSM) technique for fitting process factor analysis models directly to raw data. The Kalman smoother via the expectation-maximization algorithm to obtain maximum likelihood parameter estimates is used. To examine the finite sample properties of the estimates in SSM when common factors are involved, a…

  2. Robust maximum likelihood estimation for stochastic state space model with observation outliers

    Science.gov (United States)

    AlMutawa, J.

    2016-08-01

    The objective of this paper is to develop a robust maximum likelihood estimation (MLE) for the stochastic state space model via the expectation maximisation algorithm to cope with observation outliers. Two types of outliers and their influence are studied in this paper: namely,the additive outlier (AO) and innovative outlier (IO). Due to the sensitivity of the MLE to AO and IO, we propose two techniques for robustifying the MLE: the weighted maximum likelihood estimation (WMLE) and the trimmed maximum likelihood estimation (TMLE). The WMLE is easy to implement with weights estimated from the data; however, it is still sensitive to IO and a patch of AO outliers. On the other hand, the TMLE is reduced to a combinatorial optimisation problem and hard to implement but it is efficient to both types of outliers presented here. To overcome the difficulty, we apply the parallel randomised algorithm that has a low computational cost. A Monte Carlo simulation result shows the efficiency of the proposed algorithms. An earlier version of this paper was presented at the 8th Asian Control Conference, Kaohsiung, Taiwan, 2011.

  3. Fast Kalman-like filtering for large-dimensional linear and Gaussian state-space models

    KAUST Repository

    Ait-El-Fquih, Boujemaa

    2015-08-13

    This paper considers the filtering problem for linear and Gaussian state-space models with large dimensions, a setup in which the optimal Kalman Filter (KF) might not be applicable owing to the excessive cost of manipulating huge covariance matrices. Among the most popular alternatives that enable cheaper and reasonable computation is the Ensemble KF (EnKF), a Monte Carlo-based approximation. In this paper, we consider a class of a posteriori distributions with diagonal covariance matrices and propose fast approximate deterministic-based algorithms based on the Variational Bayesian (VB) approach. More specifically, we derive two iterative KF-like algorithms that differ in the way they operate between two successive filtering estimates; one involves a smoothing estimate and the other involves a prediction estimate. Despite its iterative nature, the prediction-based algorithm provides a computational cost that is, on the one hand, independent of the number of iterations in the limit of very large state dimensions, and on the other hand, always much smaller than the cost of the EnKF. The cost of the smoothing-based algorithm depends on the number of iterations that may, in some situations, make this algorithm slower than the EnKF. The performances of the proposed filters are studied and compared to those of the KF and EnKF through a numerical example.

  4. State-space model with deep learning for functional dynamics estimation in resting-state fMRI.

    Science.gov (United States)

    Suk, Heung-Il; Wee, Chong-Yaw; Lee, Seong-Whan; Shen, Dinggang

    2016-04-01

    Studies on resting-state functional Magnetic Resonance Imaging (rs-fMRI) have shown that different brain regions still actively interact with each other while a subject is at rest, and such functional interaction is not stationary but changes over time. In terms of a large-scale brain network, in this paper, we focus on time-varying patterns of functional networks, i.e., functional dynamics, inherent in rs-fMRI, which is one of the emerging issues along with the network modelling. Specifically, we propose a novel methodological architecture that combines deep learning and state-space modelling, and apply it to rs-fMRI based Mild Cognitive Impairment (MCI) diagnosis. We first devise a Deep Auto-Encoder (DAE) to discover hierarchical non-linear functional relations among regions, by which we transform the regional features into an embedding space, whose bases are complex functional networks. Given the embedded functional features, we then use a Hidden Markov Model (HMM) to estimate dynamic characteristics of functional networks inherent in rs-fMRI via internal states, which are unobservable but can be inferred from observations statistically. By building a generative model with an HMM, we estimate the likelihood of the input features of rs-fMRI as belonging to the corresponding status, i.e., MCI or normal healthy control, based on which we identify the clinical label of a testing subject. In order to validate the effectiveness of the proposed method, we performed experiments on two different datasets and compared with state-of-the-art methods in the literature. We also analyzed the functional networks learned by DAE, estimated the functional connectivities by decoding hidden states in HMM, and investigated the estimated functional connectivities by means of a graph-theoretic approach. Copyright © 2016 Elsevier Inc. All rights reserved.

  5. The consciousness state space (CSS – a unifying model for consciousness and self

    Directory of Open Access Journals (Sweden)

    Aviva eBerkovich-Ohana

    2014-04-01

    Full Text Available Every experience, those we are aware of and those we are not, is embedded in a subjective timeline, is tinged with emotion, and inevitably evokes a certain sense of self. Here, we present a phenomenological model for consciousness and selfhood which relates time, awareness, and emotion within one framework. The consciousness state space (CSS model is a theoretical one. It relies on a broad range of literature, hence has high explanatory and integrative strength, and helps in visualizing the relationship between different aspects of experience.Briefly, it is suggested that all phenomenological states fall into two categories of consciousness, core and extended (CC and EC, respectively. CC supports minimal selfhood that is short of temporal extension, its scope being the here and now. EC supports narrative selfhood, which involves personal identity and continuity across time, as well as memory, imagination and conceptual thought. The CSS is a phenomenological space, created by three dimensions: time, awareness and emotion. Each of the three dimensions is shown to have a dual phenomenological composition, falling within CC and EC. The neural spaces supporting each of these dimensions, as well as CC and EC, are laid out based on the neuroscientific literature.The CSS dynamics includes two simultaneous trajectories, one in CC and one in EC, typically antagonistic in normal experiences. However, this characteristic behavior is altered in states in which a person experiences an altered sense of self. Two examples are laid out, flow and meditation. The CSS model creates a broad theoretical framework with explanatory and unificatory power. It constructs a detailed map of the consciousness and selfhood phenomenology, which offers constraints for the science of consciousness. We conclude by outlaying several testable predictions raised by the CSS model.

  6. The consciousness state space (CSS)-a unifying model for consciousness and self.

    Science.gov (United States)

    Berkovich-Ohana, Aviva; Glicksohn, Joseph

    2014-01-01

    Every experience, those we are aware of and those we are not, is embedded in a subjective timeline, is tinged with emotion, and inevitably evokes a certain sense of self. Here, we present a phenomenological model for consciousness and selfhood which relates time, awareness, and emotion within one framework. The consciousness state space (CSS) model is a theoretical one. It relies on a broad range of literature, hence has high explanatory and integrative strength, and helps in visualizing the relationship between different aspects of experience. Briefly, it is suggested that all phenomenological states fall into two categories of consciousness, core and extended (CC and EC, respectively). CC supports minimal selfhood that is short of temporal extension, its scope being the here and now. EC supports narrative selfhood, which involves personal identity and continuity across time, as well as memory, imagination and conceptual thought. The CSS is a phenomenological space, created by three dimensions: time, awareness and emotion. Each of the three dimensions is shown to have a dual phenomenological composition, falling within CC and EC. The neural spaces supporting each of these dimensions, as well as CC and EC, are laid out based on the neuroscientific literature. The CSS dynamics include two simultaneous trajectories, one in CC and one in EC, typically antagonistic in normal experiences. However, this characteristic behavior is altered in states in which a person experiences an altered sense of self. Two examples are laid out, flow and meditation. The CSS model creates a broad theoretical framework with explanatory and unificatory power. It constructs a detailed map of the consciousness and selfhood phenomenology, which offers constraints for the science of consciousness. We conclude by outlining several testable predictions raised by the CSS model.

  7. Modulation depth estimation and variable selection in state-space models for neural interfaces.

    Science.gov (United States)

    Malik, Wasim Q; Hochberg, Leigh R; Donoghue, John P; Brown, Emery N

    2015-02-01

    Rapid developments in neural interface technology are making it possible to record increasingly large signal sets of neural activity. Various factors such as asymmetrical information distribution and across-channel redundancy may, however, limit the benefit of high-dimensional signal sets, and the increased computational complexity may not yield corresponding improvement in system performance. High-dimensional system models may also lead to overfitting and lack of generalizability. To address these issues, we present a generalized modulation depth measure using the state-space framework that quantifies the tuning of a neural signal channel to relevant behavioral covariates. For a dynamical system, we develop computationally efficient procedures for estimating modulation depth from multivariate data. We show that this measure can be used to rank neural signals and select an optimal channel subset for inclusion in the neural decoding algorithm. We present a scheme for choosing the optimal subset based on model order selection criteria. We apply this method to neuronal ensemble spike-rate decoding in neural interfaces, using our framework to relate motor cortical activity with intended movement kinematics. With offline analysis of intracortical motor imagery data obtained from individuals with tetraplegia using the BrainGate neural interface, we demonstrate that our variable selection scheme is useful for identifying and ranking the most information-rich neural signals. We demonstrate that our approach offers several orders of magnitude lower complexity but virtually identical decoding performance compared to greedy search and other selection schemes. Our statistical analysis shows that the modulation depth of human motor cortical single-unit signals is well characterized by the generalized Pareto distribution. Our variable selection scheme has wide applicability in problems involving multisensor signal modeling and estimation in biomedical engineering systems.

  8. Using Innovative Outliers to Detect Discrete Shifts in Dynamics in Group-Based State-Space Models

    Science.gov (United States)

    Chow, Sy-Miin; Hamaker, Ellen L.; Allaire, Jason C.

    2009-01-01

    Outliers are typically regarded as data anomalies that should be discarded. However, dynamic or "innovative" outliers can be appropriately utilized to capture unusual but substantively meaningful shifts in a system's dynamics. We extend De Jong and Penzer's 1998 approach for representing outliers in single-subject state-space models to a…

  9. Particle MCMC algorithms and architectures for accelerating inference in state-space models.

    Science.gov (United States)

    Mingas, Grigorios; Bottolo, Leonardo; Bouganis, Christos-Savvas

    2017-04-01

    Particle Markov Chain Monte Carlo (pMCMC) is a stochastic algorithm designed to generate samples from a probability distribution, when the density of the distribution does not admit a closed form expression. pMCMC is most commonly used to sample from the Bayesian posterior distribution in State-Space Models (SSMs), a class of probabilistic models used in numerous scientific applications. Nevertheless, this task is prohibitive when dealing with complex SSMs with massive data, due to the high computational cost of pMCMC and its poor performance when the posterior exhibits multi-modality. This paper aims to address both issues by: 1) Proposing a novel pMCMC algorithm (denoted ppMCMC), which uses multiple Markov chains (instead of the one used by pMCMC) to improve sampling efficiency for multi-modal posteriors, 2) Introducing custom, parallel hardware architectures, which are tailored for pMCMC and ppMCMC. The architectures are implemented on Field Programmable Gate Arrays (FPGAs), a type of hardware accelerator with massive parallelization capabilities. The new algorithm and the two FPGA architectures are evaluated using a large-scale case study from genetics. Results indicate that ppMCMC achieves 1.96x higher sampling efficiency than pMCMC when using sequential CPU implementations. The FPGA architecture of pMCMC is 12.1x and 10.1x faster than state-of-the-art, parallel CPU and GPU implementations of pMCMC and up to 53x more energy efficient; the FPGA architecture of ppMCMC increases these speedups to 34.9x and 41.8x respectively and is 173x more power efficient, bringing previously intractable SSM-based data analyses within reach.

  10. State-space modeling to support management of brucellosis in the Yellowstone bison population

    Science.gov (United States)

    Hobbs, N. Thompson; Geremia, Chris; Treanor, John; Wallen, Rick; White, P.J.; Hooten, Mevin B.; Rhyan, Jack C.

    2015-01-01

    The bison (Bison bison) of the Yellowstone ecosystem, USA, exemplify the difficulty of conserving large mammals that migrate across the boundaries of conservation areas. Bison are infected with brucellosis (Brucella abortus) and their seasonal movements can expose livestock to infection. Yellowstone National Park has embarked on a program of adaptive management of bison, which requires a model that assimilates data to support management decisions. We constructed a Bayesian state-space model to reveal the influence of brucellosis on the Yellowstone bison population. A frequency-dependent model of brucellosis transmission was superior to a density-dependent model in predicting out-of-sample observations of horizontal transmission probability. A mixture model including both transmission mechanisms converged on frequency dependence. Conditional on the frequency-dependent model, brucellosis median transmission rate was 1.87 yr−1. The median of the posterior distribution of the basic reproductive ratio (R0) was 1.75. Seroprevalence of adult females varied around 60% over two decades, but only 9.6 of 100 adult females were infectious. Brucellosis depressed recruitment; estimated population growth rate λ averaged 1.07 for an infected population and 1.11 for a healthy population. We used five-year forecasting to evaluate the ability of different actions to meet management goals relative to no action. Annually removing 200 seropositive female bison increased by 30-fold the probability of reducing seroprevalence below 40% and increased by a factor of 120 the probability of achieving a 50% reduction in transmission probability relative to no action. Annually vaccinating 200 seronegative animals increased the likelihood of a 50% reduction in transmission probability by fivefold over no action. However, including uncertainty in the ability to implement management by representing stochastic variation in the number of accessible bison dramatically reduced the probability of

  11. Estimating nonlinear models

    Science.gov (United States)

    Billings, S. A.

    1988-03-01

    Time and frequency domain identification methods for nonlinear systems are reviewed. Parametric methods, prediction error methods, structure detection, model validation, and experiment design are discussed. Identification of a liquid level system, a heat exchanger, and a turbocharge automotive diesel engine are illustrated. Rational models are introduced. Spectral analysis for nonlinear systems is treated. Recursive estimation is mentioned.

  12. A discounted model for a repairable system with continuous state space

    NARCIS (Netherlands)

    Bruns, P.B.

    2000-01-01

    We examine repairable systems with a continous state space and partial repair options, carried out at fixed times $n=1,2,...$. Every time interval $[n,n+1)$ there is a manufacturing cost and a repair cost. These cost functions are not restricted to the class of bounded functions in this study. Condi

  13. Assessing performance of Bayesian state-space models fit to Argos satellite telemetry locations processed with Kalman filtering.

    Science.gov (United States)

    Silva, Mónica A; Jonsen, Ian; Russell, Deborah J F; Prieto, Rui; Thompson, Dave; Baumgartner, Mark F

    2014-01-01

    Argos recently implemented a new algorithm to calculate locations of satellite-tracked animals that uses a Kalman filter (KF). The KF algorithm is reported to increase the number and accuracy of estimated positions over the traditional Least Squares (LS) algorithm, with potential advantages to the application of state-space methods to model animal movement data. We tested the performance of two Bayesian state-space models (SSMs) fitted to satellite tracking data processed with KF algorithm. Tracks from 7 harbour seals (Phoca vitulina) tagged with ARGOS satellite transmitters equipped with Fastloc GPS loggers were used to calculate the error of locations estimated from SSMs fitted to KF and LS data, by comparing those to "true" GPS locations. Data on 6 fin whales (Balaenoptera physalus) were used to investigate consistency in movement parameters, location and behavioural states estimated by switching state-space models (SSSM) fitted to data derived from KF and LS methods. The model fit to KF locations improved the accuracy of seal trips by 27% over the LS model. 82% of locations predicted from the KF model and 73% of locations from the LS model were model estimates (5.6 ± 5.6 km) was nearly half that of LS estimates (11.6 ± 8.4 km). Accuracy of KF and LS modelled locations was sensitive to precision but not to observation frequency or temporal resolution of raw Argos data. On average, 88% of whale locations estimated by KF models fell within the 95% probability ellipse of paired locations from LS models. Precision of KF locations for whales was generally higher. Whales' behavioural mode inferred by KF models matched the classification from LS models in 94% of the cases. State-space models fit to KF data can improve spatial accuracy of location estimates over LS models and produce equally reliable behavioural estimates.

  14. Genome-wide transcriptional comparison of MPP+ treated human neuroblastoma cells with the state space model

    Directory of Open Access Journals (Sweden)

    Jin Hwan Do

    2015-10-01

    Full Text Available This study compared a parkinsonian neurotoxin 1-methyl-4-phenylpyridinium (MPP+ response in two distinct phenotypes of human neuroblastoma cell lines: neuronal N-type SH-SY5Y cells and flat substrate-adherent S-type SH-EP cells. SH-SY5Y and SH-EP cells shared only 14% of their own MPP+ response genes, and their gene ontology (GO analysis revealed significant endoplasmic reticulum (ER stress by misfolded proteins. Gene modules, which are groups of transcriptionally co-expressed genes with similar biological functions, were identified for SH-SY5Y and SH-EP cells by using time-series microarray data with the state space model (SSM. All modules of SH-SY5Y and SH-EP cells showed strong positive auto-regulation that was often mediated via signal molecules and may cause bi-stability. Interactions in gene levels were calculated by using SSM parameters obtained in the process of module identification. Gene networks that were constructed from the gene interaction matrix showed different hub genes with high node degrees between SH-SY5Y and SH-EP cells. That is, key hub genes of SH-SY5Y cells were DCN, HIST1H2BK, and C5orf40, whereas those of SH-EP cells were MSH6, RBCK1, MTHFD2, ZNF26, CTH, and CARS. These results suggest that inhibition of the mitochondrial complex I by MPP+ might induce different downstream processes that are cell type dependent.

  15. State-Space Modelling of the Drivers of Movement Behaviour in Sympatric Species.

    Directory of Open Access Journals (Sweden)

    F J Pérez-Barbería

    Full Text Available Understanding animal movement behaviour is key to furthering our knowledge on intra- and inter-specific competition, group cohesion, energy expenditure, habitat use, the spread of zoonotic diseases or species management. We used a radial basis function surface approximation subject to minimum description length constraint to uncover the state-space dynamical systems from time series data. This approximation allowed us to infer structure from a mathematical model of the movement behaviour of sheep and red deer, and the effect of density, thermal stress and vegetation type. Animal movement was recorded using GPS collars deployed in sheep and deer grazing a large experimental plot in winter and summer. Information on the thermal stress to which animals were exposed was estimated using the power consumption of mechanical heated models and meteorological records of a network of stations in the plot. Thermal stress was higher in deer than in sheep, with less differences between species in summer. Deer travelled more distance than sheep, and both species travelled more in summer than in winter; deer travel distance showed less seasonal differences than sheep. Animal movement was better predicted in deer than in sheep and in winter than in summer; both species showed a swarming behaviour in group cohesion, stronger in deer. At shorter separation distances swarming repulsion was stronger between species than within species. At longer separation distances inter-specific attraction was weaker than intra-specific; there was a positive density-dependent effect on swarming, and stronger in deer than in sheep. There was not clear evidence which species attracted or repelled the other; attraction between deer at long separation distances was stronger when the model accounted for thermal stress, but in general the dynamic movement behaviour was hardly affected by the thermal stress. Vegetation type affected intra-species interactions but had little effect on

  16. State-Space Modelling of the Drivers of Movement Behaviour in Sympatric Species.

    Science.gov (United States)

    Pérez-Barbería, F J; Small, M; Hooper, R J; Aldezabal, A; Soriguer-Escofet, R; Bakken, G S; Gordon, I J

    2015-01-01

    Understanding animal movement behaviour is key to furthering our knowledge on intra- and inter-specific competition, group cohesion, energy expenditure, habitat use, the spread of zoonotic diseases or species management. We used a radial basis function surface approximation subject to minimum description length constraint to uncover the state-space dynamical systems from time series data. This approximation allowed us to infer structure from a mathematical model of the movement behaviour of sheep and red deer, and the effect of density, thermal stress and vegetation type. Animal movement was recorded using GPS collars deployed in sheep and deer grazing a large experimental plot in winter and summer. Information on the thermal stress to which animals were exposed was estimated using the power consumption of mechanical heated models and meteorological records of a network of stations in the plot. Thermal stress was higher in deer than in sheep, with less differences between species in summer. Deer travelled more distance than sheep, and both species travelled more in summer than in winter; deer travel distance showed less seasonal differences than sheep. Animal movement was better predicted in deer than in sheep and in winter than in summer; both species showed a swarming behaviour in group cohesion, stronger in deer. At shorter separation distances swarming repulsion was stronger between species than within species. At longer separation distances inter-specific attraction was weaker than intra-specific; there was a positive density-dependent effect on swarming, and stronger in deer than in sheep. There was not clear evidence which species attracted or repelled the other; attraction between deer at long separation distances was stronger when the model accounted for thermal stress, but in general the dynamic movement behaviour was hardly affected by the thermal stress. Vegetation type affected intra-species interactions but had little effect on inter

  17. State Space Methods in RATS

    Directory of Open Access Journals (Sweden)

    Thomas Doan

    2011-05-01

    Full Text Available This paper uses several examples to show how the econometrics program RATS can be used to analyze state space models. It demonstrates Kalman filtering and smoothing, estimation of hyperparameters, unconditional and conditional simulation. It also provides a more complicated example where a dynamic simultaneous equations model is transformed into a proper state space representation and its unknown parameters are estimated.

  18. Exploring temporal transcription regulation structure of Aspergillus fumigatus in heat shock by state space model

    Directory of Open Access Journals (Sweden)

    Miyano Satoru

    2009-07-01

    feed-forward loop type of regulation of heat shock proteins with metabolic genes became less frequent with increasing temperature. This might be the reason for dramatic increase in the expression of heat shock proteins and the number of heat shock response genes at heat shock of 48°C. Conclusion We systemically analysed the thermal adaption mechanism of A. fumigatus by state space model with times series microarray data in terms of transcription regulation structure. We suggest for the first time that heat shock proteins might efficiently regulate metabolic genes using the coherent feed-forward loop type of regulation structure. This type of regulation structure would also be efficient for adjustment to the other stresses requiring rapid change of metabolic mode as well as thermal adaptation.

  19. Bounded Model Checking of State-Space Digital Systems: The Impact of Finite Word-Length Effects on the Implementation of Fixed-Point Digital Controllers Based on State-Space Modeling

    OpenAIRE

    Monteiro, Felipe R.

    2016-01-01

    The extensive use of digital controllers demands a growing effort to prevent design errors that appear due to finite-word length (FWL) effects. However, there is still a gap, regarding verification tools and methodologies to check implementation aspects of control systems. Thus, the present paper describes an approach, which employs bounded model checking (BMC) techniques, to verify fixed-point digital controllers represented by state-space equations. The experimental results demonstrate the ...

  20. A new state-space model for three-phase systems for Kalman filtering with application to power quality estimation

    Science.gov (United States)

    Phan, Anh Tuan; Ho, Duc Du; Hermann, Gilles; Wira, Patrice

    2015-12-01

    For power quality issues like reducing harmonic pollution, reactive power and load unbalance, the estimation of the fundamental frequency of a power lines in a fast and precise way is essential. This paper introduces a new state-space model to be used with an extended Kalman filter (EKF) for estimating the frequency of distorted power system signals in real-time. The proposed model takes into account all the characteristics of a general three-phase power system and mainly the unbalance. Therefore, the symmetrical components of the power system, i.e., their amplitude and phase angle values, can also be deduced at each iteration from the proposed state-space model. The effectiveness of the method has been evaluated. Results and comparisons of online frequency estimation and symmetrical components identification show the efficiency of the proposed method for disturbed and time-varying signals.

  1. Statistical inference of transcriptional module-based gene networks from time course gene expression profiles by using state space models.

    Science.gov (United States)

    Hirose, Osamu; Yoshida, Ryo; Imoto, Seiya; Yamaguchi, Rui; Higuchi, Tomoyuki; Charnock-Jones, D Stephen; Print, Cristin; Miyano, Satoru

    2008-04-01

    Statistical inference of gene networks by using time-course microarray gene expression profiles is an essential step towards understanding the temporal structure of gene regulatory mechanisms. Unfortunately, most of the current studies have been limited to analysing a small number of genes because the length of time-course gene expression profiles is fairly short. One promising approach to overcome such a limitation is to infer gene networks by exploring the potential transcriptional modules which are sets of genes sharing a common function or involved in the same pathway. In this article, we present a novel approach based on the state space model to identify the transcriptional modules and module-based gene networks simultaneously. The state space model has the potential to infer large-scale gene networks, e.g. of order 10(3), from time-course gene expression profiles. Particularly, we succeeded in the identification of a cell cycle system by using the gene expression profiles of Saccharomyces cerevisiae in which the length of the time-course and number of genes were 24 and 4382, respectively. However, when analysing shorter time-course data, e.g. of length 10 or less, the parameter estimations of the state space model often fail due to overfitting. To extend the applicability of the state space model, we provide an approach to use the technical replicates of gene expression profiles, which are often measured in duplicate or triplicate. The use of technical replicates is important for achieving highly-efficient inferences of gene networks with short time-course data. The potential of the proposed method has been demonstrated through the time-course analysis of the gene expression profiles of human umbilical vein endothelial cells (HUVECs) undergoing growth factor deprivation-induced apoptosis. Supplementary Information and the software (TRANS-MNET) are available at http://daweb.ism.ac.jp/~yoshidar/software/ssm/.

  2. Modelling population dynamics model formulation, fitting and assessment using state-space methods

    CERN Document Server

    Newman, K B; Morgan, B J T; King, R; Borchers, D L; Cole, D J; Besbeas, P; Gimenez, O; Thomas, L

    2014-01-01

    This book gives a unifying framework for estimating the abundance of open populations: populations subject to births, deaths and movement, given imperfect measurements or samples of the populations.  The focus is primarily on populations of vertebrates for which dynamics are typically modelled within the framework of an annual cycle, and for which stochastic variability in the demographic processes is usually modest. Discrete-time models are developed in which animals can be assigned to discrete states such as age class, gender, maturity,  population (within a metapopulation), or species (for multi-species models). The book goes well beyond estimation of abundance, allowing inference on underlying population processes such as birth or recruitment, survival and movement. This requires the formulation and fitting of population dynamics models.  The resulting fitted models yield both estimates of abundance and estimates of parameters characterizing the underlying processes.  

  3. Rate control system algorithm developed in state space for models with parameter uncertainties

    Directory of Open Access Journals (Sweden)

    Adilson Jesus Teixeira

    2011-09-01

    Full Text Available Researching in weightlessness above the atmosphere needs a payload to carry the experiments. To achieve the weightlessness, the payload uses a rate control system (RCS in order to reduce the centripetal acceleration within the payload. The rate control system normally has actuators that supply a constant force when they are turned on. The development of an algorithm control for this rate control system will be based on the minimum-time problem method in the state space to overcome the payload and actuators dynamics uncertainties of the parameters. This control algorithm uses the initial conditions of optimal trajectories to create intermediate points or to adjust existing points of a switching function. It associated with inequality constraint will form a decision function to turn on or off the actuators. This decision function, for linear time-invariant systems in state space, needs only to test the payload state variables instead of spent effort in solving differential equations and it will be tuned in real time to the payload dynamic. It will be shown, through simulations, the results obtained for some cases of parameters uncertainties that the rate control system algorithm reduced the payload centripetal acceleration below μg level and keep this way with no limit cycle.

  4. Precise Model Analysis for 3-phase High Power Converter using the Harmonic State Space Modeling

    DEFF Research Database (Denmark)

    Kwon, Jun Bum; Wang, Xiongfei; Blaabjerg, Frede

    2015-01-01

    This paper presents about the generalized multi-frequency modeling and analysis methodology, which can be used in control loop design and stability analysis. In terms of the switching frequency of high power converter, there can be harmonics interruption if the voltage source converter has a low...

  5. Design of sensor and actuator multi model fault detection and isolation system using state space neural networks

    Science.gov (United States)

    Czajkowski, Andrzej

    2015-11-01

    This paper deals with the application of state space neural network model to design a Fault Detection and Isolation diagnostic system. The work describes approach based on multimodel solution where the SIMO process is decomposed into simple models (SISO and MISO). With such models it is possible to generate different residual signals which later can be evaluated with simple thresholding method into diagnostic signals. Further, such diagnostic signals with the application of Binary Diagnostic Table (BDT) can be used to fault isolation. All data used in experiments is obtain from the simulator of the real-time laboratory stand of Modular Servo under Matlab/Simulink environment.

  6. On state-space reduction in multi-strain pathogen models, with an application to antigenic drift in influenza A.

    Science.gov (United States)

    Kryazhimskiy, Sergey; Dieckmann, Ulf; Levin, Simon A; Dushoff, Jonathan

    2007-08-01

    Many pathogens exist in phenotypically distinct strains that interact with each other through competition for hosts. General models that describe such multi-strain systems are extremely difficult to analyze because their state spaces are enormously large. Reduced models have been proposed, but so far all of them necessarily allow for coinfections and require that immunity be mediated solely by reduced infectivity, a potentially problematic assumption. Here, we suggest a new state-space reduction approach that allows immunity to be mediated by either reduced infectivity or reduced susceptibility and that can naturally be used for models with or without coinfections. Our approach utilizes the general framework of status-based models. The cornerstone of our method is the introduction of immunity variables, which describe multi-strain systems more naturally than the traditional tracking of susceptible and infected hosts. Models expressed in this way can be approximated in a natural way by a truncation method that is akin to moment closure, allowing us to sharply reduce the size of the state space, and thus to consider models with many strains in a tractable manner. Applying our method to the phenomenon of antigenic drift in influenza A, we propose a potentially general mechanism that could constrain viral evolution to a one-dimensional manifold in a two-dimensional trait space. Our framework broadens the class of multi-strain systems that can be adequately described by reduced models. It permits computational, and even analytical, investigation and thus serves as a useful tool for understanding the evolution and ecology of multi-strain pathogens.

  7. On State-Space Reduction in Multi-Strain Pathogen Models, with an Application to Antigenic Drift in Influenza A

    Science.gov (United States)

    Kryazhimskiy, Sergey; Dieckmann, Ulf; Levin, Simon A; Dushoff, Jonathan

    2007-01-01

    Many pathogens exist in phenotypically distinct strains that interact with each other through competition for hosts. General models that describe such multi-strain systems are extremely difficult to analyze because their state spaces are enormously large. Reduced models have been proposed, but so far all of them necessarily allow for coinfections and require that immunity be mediated solely by reduced infectivity, a potentially problematic assumption. Here, we suggest a new state-space reduction approach that allows immunity to be mediated by either reduced infectivity or reduced susceptibility and that can naturally be used for models with or without coinfections. Our approach utilizes the general framework of status-based models. The cornerstone of our method is the introduction of immunity variables, which describe multi-strain systems more naturally than the traditional tracking of susceptible and infected hosts. Models expressed in this way can be approximated in a natural way by a truncation method that is akin to moment closure, allowing us to sharply reduce the size of the state space, and thus to consider models with many strains in a tractable manner. Applying our method to the phenomenon of antigenic drift in influenza A, we propose a potentially general mechanism that could constrain viral evolution to a one-dimensional manifold in a two-dimensional trait space. Our framework broadens the class of multi-strain systems that can be adequately described by reduced models. It permits computational, and even analytical, investigation and thus serves as a useful tool for understanding the evolution and ecology of multi-strain pathogens. PMID:17708677

  8. The Modeling and Harmonic Coupling Analysis of Multiple-Parallel Connected Inverter Using Harmonic State Space (HSS)

    DEFF Research Database (Denmark)

    Kwon, Jun Bum; Wang, Xiongfei; Bak, Claus Leth;

    2015-01-01

    be difficult in terms of complex multi-parallel connected systems, especially in the case of renewable energy, where possibilities for intermittent operation due to the weather conditions exist. Hence, it can bring many different operating points to the power converter, and the impedance characteristics can...... change compared to the conventional operation. In this paper, a Harmonic State Space modeling method, which is based on the Linear Time varying theory, is used to analyze different operating points of the parallel connected converters. The analyzed results show that the HSS modeling approach explicitly...

  9. Fitting state-space integral projection models to size-structured time series data to estimate unknown parameters.

    Science.gov (United States)

    White, J Wilson; Nickols, Kerry J; Malone, Daniel; Carr, Mark H; Starr, Richard M; Cordoleani, Flora; Baskett, Marissa L; Hastings, Alan; Botsford, Louis W

    2016-12-01

    Integral projection models (IPMs) have a number of advantages over matrix-model approaches for analyzing size-structured population dynamics, because the latter require parameter estimates for each age or stage transition. However, IPMs still require appropriate data. Typically they are parameterized using individual-scale relationships between body size and demographic rates, but these are not always available. We present an alternative approach for estimating demographic parameters from time series of size-structured survey data using a Bayesian state-space IPM (SSIPM). By fitting an IPM in a state-space framework, we estimate unknown parameters and explicitly account for process and measurement error in a dataset to estimate the underlying process model dynamics. We tested our method by fitting SSIPMs to simulated data; the model fit the simulated size distributions well and estimated unknown demographic parameters accurately. We then illustrated our method using nine years of annual surveys of the density and size distribution of two fish species (blue rockfish, Sebastes mystinus, and gopher rockfish, S. carnatus) at seven kelp forest sites in California. The SSIPM produced reasonable fits to the data, and estimated fishing rates for both species that were higher than our Bayesian prior estimates based on coast-wide stock assessment estimates of harvest. That improvement reinforces the value of being able to estimate demographic parameters from local-scale monitoring data. We highlight a number of key decision points in SSIPM development (e.g., open vs. closed demography, number of particles in the state-space filter) so that users can apply the method to their own datasets. © 2016 by the Ecological Society of America.

  10. Generalized Nonlinear Yule Models

    Science.gov (United States)

    Lansky, Petr; Polito, Federico; Sacerdote, Laura

    2016-10-01

    With the aim of considering models related to random graphs growth exhibiting persistent memory, we propose a fractional nonlinear modification of the classical Yule model often studied in the context of macroevolution. Here the model is analyzed and interpreted in the framework of the development of networks such as the World Wide Web. Nonlinearity is introduced by replacing the linear birth process governing the growth of the in-links of each specific webpage with a fractional nonlinear birth process with completely general birth rates. Among the main results we derive the explicit distribution of the number of in-links of a webpage chosen uniformly at random recognizing the contribution to the asymptotics and the finite time correction. The mean value of the latter distribution is also calculated explicitly in the most general case. Furthermore, in order to show the usefulness of our results, we particularize them in the case of specific birth rates giving rise to a saturating behaviour, a property that is often observed in nature. The further specialization to the non-fractional case allows us to extend the Yule model accounting for a nonlinear growth.

  11. Generalized Nonlinear Yule Models

    Science.gov (United States)

    Lansky, Petr; Polito, Federico; Sacerdote, Laura

    2016-11-01

    With the aim of considering models related to random graphs growth exhibiting persistent memory, we propose a fractional nonlinear modification of the classical Yule model often studied in the context of macroevolution. Here the model is analyzed and interpreted in the framework of the development of networks such as the World Wide Web. Nonlinearity is introduced by replacing the linear birth process governing the growth of the in-links of each specific webpage with a fractional nonlinear birth process with completely general birth rates. Among the main results we derive the explicit distribution of the number of in-links of a webpage chosen uniformly at random recognizing the contribution to the asymptotics and the finite time correction. The mean value of the latter distribution is also calculated explicitly in the most general case. Furthermore, in order to show the usefulness of our results, we particularize them in the case of specific birth rates giving rise to a saturating behaviour, a property that is often observed in nature. The further specialization to the non-fractional case allows us to extend the Yule model accounting for a nonlinear growth.

  12. Fast fitting of non-Gaussian state-space models to animal movement data via Template Model Builder.

    Science.gov (United States)

    Albertsen, Christoffer Moesgaard; Whoriskey, Kim; Yurkowski, David; Nielsen, Anders; Mills, Joanna

    2015-10-01

    State-space models (SSM) are often used for analyzing complex ecological processes that are not observed directly, such as marine animal movement. When outliers are present in the measurements, special care is needed in the analysis to obtain reliable location and process estimates. Here we recommend using the Laplace approximation combined with automatic differentiation (as implemented in the novel R package Template Model Builder; TMB) for the fast fitting of continuous-time multivariate non-Gaussian SSMs. Through Argos satellite tracking data, we demonstrate that the use of continuous-time t-distributed measurement errors for error-prone data is more robust to outliers and improves the location estimation compared to using discretized-time t-distributed errors (implemented with a Gibbs sampler) or using continuous-time Gaussian errors (as with the Kalman filter). Using TMB, we are able to estimate additional parameters compared to previous methods, all without requiring a substantial increase in computational time. The model implementation is made available through the R package argosTrack.

  13. STATE-SPACE BASED MASS EVENT-HISTORY MODEL I: MANY DECISION-MAKING AGENTS WITH ONE TARGET.

    Science.gov (United States)

    Fushing, Hsieh; Zhu, Li; Shapiro-Ilan, David I; Campbell, James F; Lewis, Edwin E

    2008-12-01

    A dynamic decision-making system that includes a mass of indistinguishable agents could manifest impressive heterogeneity. This kind of non-homogeneity is postulated to result from macroscopic behavioral tactics employed by almost all involved agents. A State-Space Based (SSB) mass event-history model is developed here to explore the potential existence of such macroscopic behaviors. By imposing an unobserved internal state-space variable into the system, each individual's event-history is made into a composition of a common state duration and an individual specific time to action. With the common state modeling of the macroscopic behavior, parametric statistical inferences are derived under the current-status data structure and conditional independence assumptions. Identifiability and computation related problems are also addressed. From the dynamic perspectives of system-wise heterogeneity, this SSB mass event-history model is shown to be very distinct from a random effect model via the Principle Component Analysis (PCA) in a numerical experiment. Real data showing the mass invasion by two species of parasitic nematode into two species of host larvae are also analyzed. The analysis results not only are found coherent in the context of the biology of the nematode as a parasite, but also include new quantitative interpretations.

  14. Robust decoding of selective auditory attention from MEG in a competing-speaker environment via state-space modeling.

    Science.gov (United States)

    Akram, Sahar; Presacco, Alessandro; Simon, Jonathan Z; Shamma, Shihab A; Babadi, Behtash

    2016-01-01

    The underlying mechanism of how the human brain solves the cocktail party problem is largely unknown. Recent neuroimaging studies, however, suggest salient temporal correlations between the auditory neural response and the attended auditory object. Using magnetoencephalography (MEG) recordings of the neural responses of human subjects, we propose a decoding approach for tracking the attentional state while subjects are selectively listening to one of the two speech streams embedded in a competing-speaker environment. We develop a biophysically-inspired state-space model to account for the modulation of the neural response with respect to the attentional state of the listener. The constructed decoder is based on a maximum a posteriori (MAP) estimate of the state parameters via the Expectation Maximization (EM) algorithm. Using only the envelope of the two speech streams as covariates, the proposed decoder enables us to track the attentional state of the listener with a temporal resolution of the order of seconds, together with statistical confidence intervals. We evaluate the performance of the proposed model using numerical simulations and experimentally measured evoked MEG responses from the human brain. Our analysis reveals considerable performance gains provided by the state-space model in terms of temporal resolution, computational complexity and decoding accuracy. Copyright © 2015 Elsevier Inc. All rights reserved.

  15. STATE SPACE MODELING OF DIMENSIONAL MACHINING ERRORS OF SERIAL-PARALLEL HYBRID MULTI-STAGE MACHINING SYSTEM

    Institute of Scientific and Technical Information of China (English)

    XI Lifeng; DU Shichang

    2007-01-01

    The final product quality is determined by cumulation, coupling and propagation of product quality variations from all stations in multi-stage manufacturing systems (MMSs). Modeling and control of variation propagation is essential to improve product quality. However, the current stream of variations (SOV) theory can only solve the problem that a single SOV affects the product quality. Due to the existence of multiple variation streams, limited research has been done on the quality control in serial-parallel hybrid multi-stage manufacturing systems (SPH-MMSs). A state space model and its modeling strategies are developed to describe the multiple variation streams stack-up in an SPH-MMS. The SOV theory is extended to SPH-MMS. The dimensions of system model are reduced to the production-reality level, and the effect and feasibility of the model is validated by a machining case.

  16. Bayesian salamanders: analysing the demography of an underground population of the European plethodontid Speleomantes strinatii with state-space modelling

    Directory of Open Access Journals (Sweden)

    Salvidio Sebastiano

    2010-02-01

    Full Text Available Abstract Background It has been suggested that Plethodontid salamanders are excellent candidates for indicating ecosystem health. However, detailed, long-term data sets of their populations are rare, limiting our understanding of the demographic processes underlying their population fluctuations. Here we present a demographic analysis based on a 1996 - 2008 data set on an underground population of Speleomantes strinatii (Aellen in NW Italy. We utilised a Bayesian state-space approach allowing us to parameterise a stage-structured Lefkovitch model. We used all the available population data from annual temporary removal experiments to provide us with the baseline data on the numbers of juveniles, subadults and adult males and females present at any given time. Results Sampling the posterior chains of the converged state-space model gives us the likelihood distributions of the state-specific demographic rates and the associated uncertainty of these estimates. Analysing the resulting parameterised Lefkovitch matrices shows that the population growth is very close to 1, and that at population equilibrium we expect half of the individuals present to be adults of reproductive age which is what we also observe in the data. Elasticity analysis shows that adult survival is the key determinant for population growth. Conclusion This analysis demonstrates how an understanding of population demography can be gained from structured population data even in a case where following marked individuals over their whole lifespan is not practical.

  17. Harmonic Instability Analysis of Single-Phase Grid Connected Converter using Harmonic State Space (HSS) modeling method

    DEFF Research Database (Denmark)

    Kwon, Jun Bum; Wang, Xiongfei; Bak, Claus Leth;

    2015-01-01

    and impedance from other renewable energy sources are not taken carefully into account in the installation and design. However, this may bring an unknown harmonic instability into the multiple power sourced system and also make the analysis difficult due to the complexity of the grid network. This paper......The increasing number of renewable energy sources at the distribution grid is becoming a major issue for utility companies, since the grid connected converters are operating at different operating points due to the probabilistic characteristics of renewable energy. Besides, typically, the harmonics...... proposes a new model of a single phase grid connected renewable energy source using the Harmonic State Space modeling approach, which is able to identify such problems and the model can be extended to be applied in the multiple connected converter analysis. The modeling results show the different harmonic...

  18. Harmonic Instability Analysis of Single-Phase Grid-Connected Converter using Harmonic State-space (HSS) modeling method

    DEFF Research Database (Denmark)

    Kwon, Jun Bum; Wang, Xiongfei; Blaabjerg, Frede;

    2016-01-01

    and impedance from other renewable energy sources are not taken carefully into account in the installation and design of the systems. It can bring an unknown harmonic instability into a multiple power sourced system and makes the analysis difficult due to the complexity of the grid network. This paper proposes......The increasing number of renewable energy sources in the distribution grid is becoming a major issue for utility companies since grid-connected converters are operating at different operating points due to the probabilistic characteristics of the renewable energy. Usually, the harmonics...... a new model of a single-phase grid-connected renewable energy source by using the Harmonic State-space Modeling approach, which can identify such problems. The model can be extended to a multiple connected converter analysis. The modeling results show the harmonic impedance matrixes, which represent...

  19. State-Space Modeling and Performance Analysis of Variable-Speed Wind Turbine Based on a Model Predictive Control Approach

    Directory of Open Access Journals (Sweden)

    H. Bassi

    2017-04-01

    Full Text Available Advancements in wind energy technologies have led wind turbines from fixed speed to variable speed operation. This paper introduces an innovative version of a variable-speed wind turbine based on a model predictive control (MPC approach. The proposed approach provides maximum power point tracking (MPPT, whose main objective is to capture the maximum wind energy in spite of the variable nature of the wind’s speed. The proposed MPC approach also reduces the constraints of the two main functional parts of the wind turbine: the full load and partial load segments. The pitch angle for full load and the rotating force for the partial load have been fixed concurrently in order to balance power generation as well as to reduce the operations of the pitch angle. A mathematical analysis of the proposed system using state-space approach is introduced. The simulation results using MATLAB/SIMULINK show that the performance of the wind turbine with the MPC approach is improved compared to the traditional PID controller in both low and high wind speeds.

  20. State-space blur model for high-speed forward-moving imaging system and its recursive restoration

    Science.gov (United States)

    Cao, Fengmei; Chen, Xichun; Jin, Weiqi

    2007-01-01

    When an imaging system is approaching the object at a high speed, because of the existence of integration time, the images obtained are always blurred radially. Since the degradation process is space variant, this kind of blur is difficult to handle, traditional frequency domain techniques can't be applied here. Obviously, the radially blurred image obtained is rotation symmetrical, so the usual uniformly sampled image can be resampled with fan-shaped grids, and the gray level of these new sampling points build up a new image matrix. The new image matrix's columns and rows are never the edges of the image, but the image's radius and angle. So, the original two-dimensional problem is simplified. Even after the resampling, the blur is still space variant, and the PSF (point spread function) will change along the radius direction. So the authors come up with a state-space method, a state-space blur model is constructed, which handles the problem recursively. To restore the degraded image simply means to find the inverse of the degradation system and computer simulation result shows the restoration algorithm restored the radially blurred image approvingly.

  1. AMME: an Automatic Mental Model Evaluation to analyse user behaviour traced in a finite, discrete state space.

    Science.gov (United States)

    Rauterberg, M

    1993-11-01

    To support the human factors engineer in designing a good user interface, a method has been developed to analyse the empirical data of the interactive user behaviour traced in a finite discrete state space. The sequences of actions produced by the user contain valuable information about the mental model of this user, the individual problem solution strategies for a given task and the hierarchical structure of the task-subtasks relationships. The presented method, AMME, can analyse the action sequences and automatically generate (1) a net description of the task dependent model of the user, (2) a complete state transition matrix, and (3) various quantitative measures of the user's task solving process. The behavioural complexity of task-solving processes carried out by novices has been found to be significantly larger than the complexity of task-solving processes carried out by experts.

  2. Sweeping the State Space

    DEFF Research Database (Denmark)

    Mailund, Thomas

    The thesis describes the sweep-line method, a newly developed reduction method for alleviating the state explosion problem inherent in explicit-state state space exploration. The basic idea underlying the sweep-line method is, when calculating the state space, to recognise and delete states...... that are not reachable from the currently unprocessed states. Intuitively we drag a sweep-line through the state space with the invariant that all states behind the sweep-line have been processed and are unreachable from the states in front of the sweep-line. When calculating the state space of a system we iteratively...

  3. Sweeping the State Space

    DEFF Research Database (Denmark)

    Mailund, Thomas

    The thesis describes the sweep-line method, a newly developed reduction method for alleviating the state explosion problem inherent in explicit-state state space exploration. The basic idea underlying the sweep-line method is, when calculating the state space, to recognise and delete states...... that are not reachable from the currently unprocessed states. Intuitively we drag a sweep-line through the state space with the invariant that all states behind the sweep-line have been processed and are unreachable from the states in front of the sweep-line. When calculating the state space of a system we iteratively...

  4. A solution to the problem of constructing a state space model from time series

    Directory of Open Access Journals (Sweden)

    David Di Ruscio

    1994-01-01

    Full Text Available The problem of constructing minimal realizations from arbitrary input-output time series which are only covariance stationary (not necessarily stationary is considered. An algorithm which solves this problem for a fairly nonrestrictive class of exogenous (input signals is presented. The algorithm is based upon modeling nonzero exogenous signals by linear models and including these in the total system model.

  5. Accounting for correlated observations in an age-based state-space stock assessment model

    DEFF Research Database (Denmark)

    Berg, Casper Willestofte; Nielsen, Anders

    2016-01-01

    Fish stock assessment models often relyon size- or age-specific observations that are assumed to be statistically independent of each other. In reality, these observations are not raw observations, but rather they are estimates from a catch-standardization model or similar summary statistics based...

  6. The state-space approach to the method of adjoints for hybrid guidance loop models

    NARCIS (Netherlands)

    Weiss, M.; Bucco, D.

    2009-01-01

    A framework is introduced to develop the theory of the Adjoint Method for models including both continuous and discrete dynamics. The basis of this framework consists of the class of impulsive linear dynamical systems. It allows extension of the Adjoint Method to more general models that include mul

  7. Estimation of time-varying selectivity in stock assessments using state-space models

    DEFF Research Database (Denmark)

    Nielsen, Anders; Berg, Casper Willestofte

    2014-01-01

    -varying selectivity pattern. The fishing mortality rates are considered (possibly correlated) stochastic processes, and the corresponding process variances are estimated within the model. The model is applied to North Sea cod and it is verified from simulations that time-varying selectivity can be estimated...

  8. Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes

    CERN Document Server

    Schlemm, Eckhard; 10.3150/10-BEJ329

    2012-01-01

    The class of multivariate L\\'{e}vy-driven autoregressive moving average (MCARMA) processes, the continuous-time analogs of the classical vector ARMA processes, is shown to be equivalent to the class of continuous-time state space models. The linear innovations of the weak ARMA process arising from sampling an MCARMA process at an equidistant grid are proved to be exponentially completely regular ($\\beta$-mixing) under a mild continuity assumption on the driving L\\'{e}vy process. It is verified that this continuity assumption is satisfied in most practically relevant situations, including the case where the driving L\\'{e}vy process has a non-singular Gaussian component, is compound Poisson with an absolutely continuous jump size distribution or has an infinite L\\'{e}vy measure admitting a density around zero.

  9. A Study on the Factors Influencing the Income Gap between Urban and Rural Areas Based on State-space Model

    Institute of Scientific and Technical Information of China (English)

    Xiaofang; ZOU; Xueqin; JIANG

    2014-01-01

    The increasingly widening income gap between urban and rural areas is affected by many factors. Using the stepwise regression analysis,we find that urbanization level,socio-economic development,education level,financial development scale and financial development efficiency have the greatest impact on the income gap between urban and rural areas. By cointegration test,it is found that there is a long-term equilibrium relationship between these five variables and the income gap between urban and rural areas. We build the state-space model to research the dynamic impact of these factors on the income gap between urban and rural areas. The results show that by improving the level of urbanization,we can effectively narrow the income gap between urban and rural areas,while socio-economic development,the improvement of education level,expansion of financial development scale and financial development efficiency all significantly expand the income gap between urban and rural areas.

  10. Model Reference Adaptive Control of the Air Flow Rate of Centrifugal Compressor Using State Space Method

    Energy Technology Data Exchange (ETDEWEB)

    Han, Jaeyoung; Jung, Mooncheong; Yu, Sangseok [Chungnam Nat’l Univ., Daejeon (Korea, Republic of); Yi, Sun [North Carolina A and T State Univ., Raleigh (United States)

    2016-08-15

    In this study, a model reference adaptive controller is developed to regulate the outlet air flow rate of centrifugal compressor for automotive supercharger. The centrifugal compressor is developed using the analytical based method to predict the transient behavior of operating and the designed model is validated with experimental data to confirm the system accuracy. The model reference adaptive control structure consists of a compressor model and a MRAC(model reference adaptive control) mechanism. The feedback control do not robust with variation of system parameter but the applied adaptive control is robust even if the system parameter is changed. As a result, the MRAC was regulated to reference air flow rate. Also MRAC was found to be more robust control compared with the feedback control even if the system parameter is changed.

  11. Computational rehabilitation of neglect: Using state-space models to understand the recovery mechanisms.

    Science.gov (United States)

    Sedda, Giulia; Ottonello, Marcella; Fiabane, Elena; Pistarini, Caterina; Sedda, Anna; Sanguineti, Vittorio

    2017-07-01

    Unilateral spatial neglect is a neuropsychological syndrome often observed in right hemisphere stroke patients. The symptoms differ from subject to subject. A few rehabilitation approaches, e.g. prism adaptation, have demonstrated some effect in reducing the symptoms, but the underlying mechanisms are still largely unclear. Recently, neural models have been proposed to qualitatively describe cortical lesions, the resulting neglect symptoms and the effects of treatment. However, these predictions are qualitative and cannot be used to compare different hypotheses or to interpret symptoms at individual subjects level. Here we propose a computational model of the trial-by-trial dynamics of training-induced recovery from neglect. Neglect is modelled in terms of an impaired internal representation of visual stimuli in the left hemispace. The model assumes that recovery is driven by the mismatch between defective representations of visual stimuli and the corresponding hand positions. The model reproduces the main observations of prism adaptation experiments. Using standard system identification techniques, we fitted the model to data from a rehabilitation trial based on a novel rehabilitation approach based on virtual reality, involving reaching movements within an adaptive environment. Our results suggest that the model can be used to interpret data from individual subjects and to formulate testable hypotheses on the mechanisms of recovery and directions for treatment.

  12. A State-Space Modeling Approach for Active Structural Acoustic Control

    Directory of Open Access Journals (Sweden)

    Leopoldo P.R. de Oliveira

    2009-01-01

    Full Text Available The demands for improvement in sound quality and reduction of noise generated by vehicles are constantly increasing, as well as the penalties for space and weight of the control solutions. A promising approach to cope with this challenge is the use of active structural-acoustic control. Usually, the low frequency noise is transmitted into the vehicle's cabin through structural paths, which raises the necessity of dealing with vibro-acoustic models. This kind of models should allow the inclusion of sensors and actuators models, if accurate performance indexes are to be accessed. The challenge thus resides in deriving reasonable sized models that integrate structural, acoustic, electrical components and the controller algorithm. The advantages of adequate active control simulation strategies relies on the cost and time reduction in the development phase. Therefore, the aim of this paper is to present a methodology for simulating vibro-acoustic systems including this coupled model in a closed loop control simulation framework that also takes into account the interaction between the system and the control sensors/actuators. It is shown that neglecting the sensor/actuator dynamics can lead to inaccurate performance predictions.

  13. Fine-scale population dynamics in a marine fish species inferred from dynamic state-space models.

    Science.gov (United States)

    Rogers, Lauren A; Storvik, Geir O; Knutsen, Halvor; Olsen, Esben M; Stenseth, Nils C

    2017-07-01

    Identifying the spatial scale of population structuring is critical for the conservation of natural populations and for drawing accurate ecological inferences. However, population studies often use spatially aggregated data to draw inferences about population trends and drivers, potentially masking ecologically relevant population sub-structure and dynamics. The goals of this study were to investigate how population dynamics models with and without spatial structure affect inferences on population trends and the identification of intrinsic drivers of population dynamics (e.g. density dependence). Specifically, we developed dynamic, age-structured, state-space models to test different hypotheses regarding the spatial structure of a population complex of coastal Atlantic cod (Gadus morhua). Data were from a 93-year survey of juvenile (age 0 and 1) cod sampled along >200 km of the Norwegian Skagerrak coast. We compared two models: one which assumes all sampled cod belong to one larger population, and a second which assumes that each fjord contains a unique population with locally determined dynamics. Using the best supported model, we then reconstructed the historical spatial and temporal dynamics of Skagerrak coastal cod. Cross-validation showed that the spatially structured model with local dynamics had better predictive ability. Furthermore, posterior predictive checks showed that a model which assumes one homogeneous population failed to capture the spatial correlation pattern present in the survey data. The spatially structured model indicated that population trends differed markedly among fjords, as did estimates of population parameters including density-dependent survival. Recent biomass was estimated to be at a near-record low all along the coast, but the finer scale model indicated that the decline occurred at different times in different regions. Warm temperatures were associated with poor recruitment, but local changes in habitat and fishing pressure may

  14. Continuous-time state-space unsteady aerodynamic modelling for efficient aeroelastic load analysis

    NARCIS (Netherlands)

    Werter, N.P.M.; De Breuker, R.; Abdalla, M.M.

    2015-01-01

    Over the years, wings have become lighter and more flexible, making them more prone to aeroelastic effects. Thus, aeroelasticity in design becomes more important. In order to determine the response of an aircraft to, for example, a gust, an unsteady aerodynamic model is required to determine the dyn

  15. Development of a restricted state space stochastic differential equation model for bacterial growth in rich media

    DEFF Research Database (Denmark)

    Møller, Jan Kloppenborg; Philipsen, Kirsten Riber; Christiansen, Lasse Engbo;

    2012-01-01

    In the present study, bacterial growth in a rich media is analysed in a Stochastic Differential Equation (SDE) framework. It is demonstrated that the SDE formulation and smoothened state estimates provide a systematic framework for data driven model improvements, using random walk hidden states...

  16. Prediction and simulator verification of state-space rotor modelling on helicopter manoeuvring flight

    NARCIS (Netherlands)

    Gori, R.; Gennaretti, M.; Pavel, M.D.; Stroosma, O.; Miletovic, I.

    2015-01-01

    Among the many fundamental components of a flight simulator, the mathematical representation of the vehicle dynamics stands out for complexity and importance. This is especially true for helicopters, for which the complex dynamics involved prevents simple models to be sufficiently accurate without t

  17. Predicting intervention onset in the ICU with switching state space models.

    Science.gov (United States)

    Ghassemi, Marzyeh; Wu, Mike; Hughes, Michael C; Szolovits, Peter; Doshi-Velez, Finale

    2017-01-01

    The impact of many intensive care unit interventions has not been fully quantified, especially in heterogeneous patient populations. We train unsupervised switching state autoregressive models on vital signs from the public MIMIC-III database to capture patient movement between physiological states. We compare our learned states to static demographics and raw vital signs in the prediction of five ICU treatments: ventilation, vasopressor administra tion, and three transfusions. We show that our learned states, when combined with demographics and raw vital signs, improve prediction for most interventions even 4 or 8 hours ahead of onset. Our results are competitive with existing work while using a substantially larger and more diverse cohort of 36,050 patients. While custom classifiers can only target a specific clinical event, our model learns physiological states which can help with many interventions. Our robust patient state representations provide a path towards evidence-driven administration of clinical interventions.

  18. Research on the railway construction process quality model based on the state space method

    Institute of Scientific and Technical Information of China (English)

    Lu Shoudong; Zhou Guohua; Chen Haifeng; Zhao Guotang

    2013-01-01

    In the ISO9000“input-output”process model,the concept of process quality is difficult to get the cor-rect interpretation. From the“white box”theory of process,this paper puts forward the scientific meaning of the concept of process quality and the process quality model by taking the basic operating unit of 6M1E in the railway construction project for example. The basic operating unit system consists of technological natural process,opera-tion process and management process;the process quality of the basic operating unit system depends on the interre-lation and interaction among those three sub-processes,and also subjects to the impact of the external disturbance input factors. Finally,the cast-in-situ prestressed concrete continuous box girder construction process is utilized to elaborate the specific application of this theory in the quality management of the railway construction project.

  19. Active vibration control using state space LQG and internal model control methods

    DEFF Research Database (Denmark)

    Mørkholt, Jakob; Elliott, S.J.

    1998-01-01

    Two ways of designing discrete time robust H2-controllers for feedback broadband active vibration control are compared through computer simulations. The methods are based on different models of disturbance and plant transfer functions, but yield controllers with identical properties. Two simple...... ways of introducing robustness into the H2-design are compared, and finally an efficient way of designing a practical IIR-controller is proposed....

  20. Active vibration control using state space LQG and internal model control methods

    DEFF Research Database (Denmark)

    Mørkholt, Jakob; Elliott, S.J.

    1998-01-01

    Two ways of designing discrete time robust H2-controllers for feedback broadband active vibration control are compared through computer simulations. The methods are based on different models of disturbance and plant transfer functions, but yield controllers with identical properties. Two simple...... ways of introducing robustness into the H2-design are compared, and finally an efficient way of designing a practical IIR-controller is proposed....

  1. State-space modelling for heater induced thermal effects on LISA Pathfinder's Test Masses

    CERN Document Server

    Gibert, Ferran; Diaz-Aguiló, Marc; Lobo, Alberto; Karnesis, Nikolaos; Mateos, Ignacio; Sanjuán, Josep; Lloro, Ivan; Gesa, Lluís; Martín, Víctor; 10.1088/1742-6596/363/1/012044

    2012-01-01

    The OSE (Offline Simulations Environment) simulator of the LPF (LISA Pathfinder) mission is intended to simulate the different experiments to be carried out in flight. Amongst these, the thermal diagnostics experiments are intended to relate thermal disturbances and interferometer readouts, thereby allowing the subtraction of thermally induced interferences from the interferometer channels. In this paper we report on the modelling of these simulated experiments, including the parametrisation of different thermal effects (radiation pressure effect, radiometer effect) that will appear in the Inertial Sensor environment of the LTP (LISA Technology Package). We report as well how these experiments are going to be implemented in the LTPDA toolbox, which is a dedicated tool for LPF data analysis that will allow full traceability and reproducibility of the analysis thanks to complete recording of the processes.

  2. Real-time origin-destination matrices estimation for urban rail transit network based on structural state-space model

    Institute of Scientific and Technical Information of China (English)

    姚向明; 赵鹏; 禹丹丹

    2015-01-01

    The major objective of this work was to establish a structural state-space model to estimate the dynamic origin-destination(O-D) matrices for urban rail transit network, using in- and out-flows at each station from automatic fare collection(AFC) system as the real time observed passenger flow counts. For lacking of measurable passenger flow information, the proposed model employs priori O-D matrices and travel time distribution from historical travel records in AFC system to establish the dynamic system equations. An arriving rate based on travel time distribution is defined to identify the dynamic interrelations between time-varying O-D flows and observed flows, which greatly decreases the computational complexity and improve the model’s applicability for large-scale network. This methodology is tested in a real transit network from Beijing subway network in China through comparing the predicted matrices with the true matrices. Case study results indicate that the proposed model is effective and applicative for estimating dynamic O-D matrices for large-scale rail transit network.

  3. Real-time origin-destination matrices estimation for urban rail transit network based on structural state-space model

    Institute of Scientific and Technical Information of China (English)

    姚向明; 赵鹏; 禹丹丹

    2015-01-01

    The major objective of this work was to establish a structural state-space model to estimate the dynamic origin-destination (O-D) matrices for urban rail transit network, using in- and out-flows at each station from automatic fare collection (AFC) system as the real time observed passenger flow counts. For lacking of measurable passenger flow information, the proposed model employs priori O-D matrices and travel time distribution from historical travel records in AFC system to establish the dynamic system equations. An arriving rate based on travel time distribution is defined to identify the dynamic interrelations between time-varying O-D flows and observed flows, which greatly decreases the computational complexity and improve the model’s applicability for large-scale network. This methodology is tested in a real transit network from Beijing subway network in China through comparing the predicted matrices with the true matrices. Case study results indicate that the proposed model is effective and applicative for estimating dynamic O-D matrices for large-scale rail transit network.

  4. Vol. 33 - Compact State-Space Models for Complex Superconducting Radio-Frequency Structures Based on Model Order Reduction and Concatenation Methods

    CERN Document Server

    Flisgen, Thomas

    2015-01-01

    The modeling of large chains of superconducting cavities with couplers is a challeng- ing task in computational electrical engineering. The direct numerical treatment of these structures can easily lead to problems with more than ten million degrees of freedom. Problems of this complexity are typically solved with the help of parallel programs running on supercomputing infrastructures. However, these infrastructures are expensive to purchase, to operate, and to maintain. The aim of this thesis is to introduce and to validate an approach which allows for modeling large structures on a standard workstation. The novel technique is called State-Space Concatena- tions and is based on the decomposition of the complete structure into individual segments. The radio-frequency properties of the generated segments are described by a set of state-space equations which either emerge from analytical considera- tions or from numerical discretization schemes. The model order of these equations is reduced...

  5. Using model-based proposals for fast parameter inference on discrete state space, continuous-time Markov processes.

    Science.gov (United States)

    Pooley, C M; Bishop, S C; Marion, G

    2015-06-06

    Bayesian statistics provides a framework for the integration of dynamic models with incomplete data to enable inference of model parameters and unobserved aspects of the system under study. An important class of dynamic models is discrete state space, continuous-time Markov processes (DCTMPs). Simulated via the Doob-Gillespie algorithm, these have been used to model systems ranging from chemistry to ecology to epidemiology. A new type of proposal, termed 'model-based proposal' (MBP), is developed for the efficient implementation of Bayesian inference in DCTMPs using Markov chain Monte Carlo (MCMC). This new method, which in principle can be applied to any DCTMP, is compared (using simple epidemiological SIS and SIR models as easy to follow exemplars) to a standard MCMC approach and a recently proposed particle MCMC (PMCMC) technique. When measurements are made on a single-state variable (e.g. the number of infected individuals in a population during an epidemic), model-based proposal MCMC (MBP-MCMC) is marginally faster than PMCMC (by a factor of 2-8 for the tests performed), and significantly faster than the standard MCMC scheme (by a factor of 400 at least). However, when model complexity increases and measurements are made on more than one state variable (e.g. simultaneously on the number of infected individuals in spatially separated subpopulations), MBP-MCMC is significantly faster than PMCMC (more than 100-fold for just four subpopulations) and this difference becomes increasingly large. © 2015 The Author(s) Published by the Royal Society. All rights reserved.

  6. NON-LINEAR STATE SPACE MODEL AND CONTROL STRATEGY FOR PEM FUEL CELL SYSTEMS

    Directory of Open Access Journals (Sweden)

    RICHARD RIOS

    2011-01-01

    Full Text Available Este artículo presenta un modelo no lineal en el espacio de estado y un sistema de control lineal para una celda de combustible de Membrana de Intercambio Protónico. El modelo tiene como dinámicas la temperatura de la pila y el fl ujo de aire, y su principal rasgo es la reproducción del comportamiento de la razón de exceso de oxigeno. El sistema de control lineal es un regulador optimo cuadrático y un fi ltro de Kalman, cuyo objetivo de control es evitar el agotamiento de oxigeno y minimizar el consumo de combustible, a través del seguimiento de un perfi l optimo de potencia de carga. El observador es diseñado con el fi nde obtener una completa información de los estados.

  7. Assessing threats to species at risk using stage-structured state-space models: mortality trends in skate populations.

    Science.gov (United States)

    Swain, Douglas P; Jonsen, Ian D; Simon, James E; Myers, Ransom A

    2009-07-01

    Population models are needed to assess the threats to species at risk and to evaluate alternative management actions. Data to support modeling is limited for many species at risk, and commonly used approaches generally assume stationary vital rates, a questionable assumption given widespread ecosystem change. We describe a modeling approach that can be applied to time series of length composition data to estimate vital rates and test for changes in these rates. Our approach uses stage-structured population models fit within a Bayesian state-space model. This approach simultaneously allows for both process and observation uncertainty, and it facilitates incorporating prior information on population dynamics and on the monitoring process. We apply these models to populations of winter skate (Leucoraja ocellata) that have been designated as "endangered" or "threatened." These models indicate that natural mortality has decreased for juveniles and increased for adults in these populations. The declines observed in these populations had been attributed to unsustainable rates of bycatch in fisheries for other groundfishes; our analyses indicate that increased natural mortality of adults is also an important factor contributing to these declines. Adult natural mortality was positively related to grey seal (Halichoerus grypus) abundance, suggesting the hypothesis that increased adult mortality reflected increased predation by expanding grey seal herds. Population projections indicated that the threatened population would be expected to stabilize at a low level of abundance if all fishery removals were eliminated, but that the endangered population would likely continue to decline even in the absence of fishery removals. We note that time series of size distributions are available for most marine fish populations monitored by research surveys, and we suggest that a similar approach could be used to extract information from these time series in order to estimate mortality

  8. Parseq: reconstruction of microbial transcription landscape from RNA-Seq read counts using state-space models.

    Science.gov (United States)

    Mirauta, Bogdan; Nicolas, Pierre; Richard, Hugues

    2014-05-15

    The most common RNA-Seq strategy consists of random shearing, amplification and high-throughput sequencing of the RNA fraction. Methods to analyze transcription level variations along the genome from the read count profiles generated by the RNA-Seq protocol are needed. We developed a statistical approach to estimate the local transcription levels and to identify transcript borders. This transcriptional landscape reconstruction relies on a state-space model to describe transcription level variations in terms of abrupt shifts and more progressive drifts. A new emission model is introduced to capture not only the read count variance inside a transcript but also its short-range autocorrelation and the fraction of positions with zero counts. The estimation relies on a particle Gibbs algorithm whose running time makes it more suited to microbial genomes. The approach outperformed read-overlapping strategies on synthetic and real microbial datasets. A program named Parseq is available at: http://www.lgm.upmc.fr/parseq/. bodgan.mirauta@upmc.fr Supplementary data are available at Bioinformatics online.

  9. Elucidating the significance of spatial memory on movement decisions by African savannah elephants using state-space models.

    Science.gov (United States)

    Polansky, Leo; Kilian, Werner; Wittemyer, George

    2015-04-22

    Spatial memory facilitates resource acquisition where resources are patchy, but how it influences movement behaviour of wide-ranging species remains to be resolved. We examined African elephant spatial memory reflected in movement decisions regarding access to perennial waterholes. State-space models of movement data revealed a rapid, highly directional movement behaviour almost exclusively associated with visiting perennial water. Behavioural change point (BCP) analyses demonstrated that these goal-oriented movements were initiated on average 4.59 km, and up to 49.97 km, from the visited waterhole, with the closest waterhole accessed 90% of the time. Distances of decision points increased when switching to different waterholes, during the dry season, or for female groups relative to males, while selection of the closest waterhole decreased when switching. Overall, our analyses indicated detailed spatial knowledge over large scales, enabling elephants to minimize travel distance through highly directional movement when accessing water. We discuss the likely cognitive and socioecological mechanisms driving these spatially precise movements that are most consistent with our findings. By applying modern analytic techniques to high-resolution movement data, this study illustrates emerging approaches for studying how cognition structures animal movement behaviour in different ecological and social contexts. © 2015 The Author(s) Published by the Royal Society. All rights reserved.

  10. Efficient Control of Nonlinear Noise-Corrupted Systems Using a Novel Model Predictive Control Framework

    OpenAIRE

    Weissel, Florian; Huber, Marco F.; Hanebeck, Uwe D.

    2007-01-01

    Model identification and measurement acquisition is always to some degree uncertain. Therefore, a framework for Nonlinear Model Predictive Control (NMPC) is proposed that explicitly considers the noise influence on nonlinear dynamic systems with continuous state spaces and a finite set of control inputs in order to significantly increase the control quality. Integral parts of NMPC are the prediction of system states over a finite horizon as well as the problem specific modeling of reward func...

  11. A state-space modeling approach to estimating canopy conductance and associated uncertainties from sap flux density data.

    Science.gov (United States)

    Bell, David M; Ward, Eric J; Oishi, A Christopher; Oren, Ram; Flikkema, Paul G; Clark, James S

    2015-07-01

    Uncertainties in ecophysiological responses to environment, such as the impact of atmospheric and soil moisture conditions on plant water regulation, limit our ability to estimate key inputs for ecosystem models. Advanced statistical frameworks provide coherent methodologies for relating observed data, such as stem sap flux density, to unobserved processes, such as canopy conductance and transpiration. To address this need, we developed a hierarchical Bayesian State-Space Canopy Conductance (StaCC) model linking canopy conductance and transpiration to tree sap flux density from a 4-year experiment in the North Carolina Piedmont, USA. Our model builds on existing ecophysiological knowledge, but explicitly incorporates uncertainty in canopy conductance, internal tree hydraulics and observation error to improve estimation of canopy conductance responses to atmospheric drought (i.e., vapor pressure deficit), soil drought (i.e., soil moisture) and above canopy light. Our statistical framework not only predicted sap flux observations well, but it also allowed us to simultaneously gap-fill missing data as we made inference on canopy processes, marking a substantial advance over traditional methods. The predicted and observed sap flux data were highly correlated (mean sensor-level Pearson correlation coefficient = 0.88). Variations in canopy conductance and transpiration associated with environmental variation across days to years were many times greater than the variation associated with model uncertainties. Because some variables, such as vapor pressure deficit and soil moisture, were correlated at the scale of days to weeks, canopy conductance responses to individual environmental variables were difficult to interpret in isolation. Still, our results highlight the importance of accounting for uncertainty in models of ecophysiological and ecosystem function where the process of interest, canopy conductance in this case, is not observed directly. The StaCC modeling

  12. The Argos-CLS Kalman Filter: Error Structures and State-Space Modelling Relative to Fastloc GPS Data.

    Directory of Open Access Journals (Sweden)

    Andrew D Lowther

    Full Text Available Understanding how an animal utilises its surroundings requires its movements through space to be described accurately. Satellite telemetry is the only means of acquiring movement data for many species however data are prone to varying amounts of spatial error; the recent application of state-space models (SSMs to the location estimation problem have provided a means to incorporate spatial errors when characterising animal movements. The predominant platform for collecting satellite telemetry data on free-ranging animals, Service Argos, recently provided an alternative Doppler location estimation algorithm that is purported to be more accurate and generate a greater number of locations that its predecessor. We provide a comprehensive assessment of this new estimation process performance on data from free-ranging animals relative to concurrently collected Fastloc GPS data. Additionally, we test the efficacy of three readily-available SSM in predicting the movement of two focal animals. Raw Argos location estimates generated by the new algorithm were greatly improved compared to the old system. Approximately twice as many Argos locations were derived compared to GPS on the devices used. Root Mean Square Errors (RMSE for each optimal SSM were less than 4.25 km with some producing RMSE of less than 2.50 km. Differences in the biological plausibility of the tracks between the two focal animals used to investigate the utility of SSM highlights the importance of considering animal behaviour in movement studies. The ability to reprocess Argos data collected since 2008 with the new algorithm should permit questions of animal movement to be revisited at a finer resolution.

  13. The Argos-CLS Kalman Filter: Error Structures and State-Space Modelling Relative to Fastloc GPS Data.

    Science.gov (United States)

    Lowther, Andrew D; Lydersen, Christian; Fedak, Mike A; Lovell, Phil; Kovacs, Kit M

    2015-01-01

    Understanding how an animal utilises its surroundings requires its movements through space to be described accurately. Satellite telemetry is the only means of acquiring movement data for many species however data are prone to varying amounts of spatial error; the recent application of state-space models (SSMs) to the location estimation problem have provided a means to incorporate spatial errors when characterising animal movements. The predominant platform for collecting satellite telemetry data on free-ranging animals, Service Argos, recently provided an alternative Doppler location estimation algorithm that is purported to be more accurate and generate a greater number of locations that its predecessor. We provide a comprehensive assessment of this new estimation process performance on data from free-ranging animals relative to concurrently collected Fastloc GPS data. Additionally, we test the efficacy of three readily-available SSM in predicting the movement of two focal animals. Raw Argos location estimates generated by the new algorithm were greatly improved compared to the old system. Approximately twice as many Argos locations were derived compared to GPS on the devices used. Root Mean Square Errors (RMSE) for each optimal SSM were less than 4.25 km with some producing RMSE of less than 2.50 km. Differences in the biological plausibility of the tracks between the two focal animals used to investigate the utility of SSM highlights the importance of considering animal behaviour in movement studies. The ability to reprocess Argos data collected since 2008 with the new algorithm should permit questions of animal movement to be revisited at a finer resolution.

  14. NONLINEAR STABILITY FOR EADY'S MODEL

    Institute of Scientific and Technical Information of China (English)

    LIU Yong-ming; QIU Ling-cun

    2005-01-01

    Poincaré type integral inequality plays an important role in the study of nonlinear stability ( in the sense of Arnold's second theorem) for three-dimensional quasigeostophic flow. The nonlinear stability of Eady's model is one of the most important cases in the application of the method. But the best nonlinear stability criterion obtained so far and the linear stability criterion are not coincident. The two criteria coincide only when the period of the channel is infinite.additional conservation law of momentum and by rigorous estimate of integral inequality. So the new nonlinear stability criterion was obtained, which shows that for Eady 's model in the periodic channel, the linear stable implies the nonlinear stable.

  15. Strong "bottom-up" influences on small mammal populations: State-space model analyses from long-term studies.

    Science.gov (United States)

    Flowerdew, John R; Amano, Tatsuya; Sutherland, William J

    2017-03-01

    "Bottom-up" influences, that is, masting, plus population density and climate, commonly influence woodland rodent demography. However, "top-down" influences (predation) also intervene. Here, we assess the impacts of masting, climate, and density on rodent populations placed in the context of what is known about "top-down" influences. To explain between-year variations in bank vole Myodes glareolus and wood mouse Apodemus sylvaticus population demography, we applied a state-space model to 33 years of catch-mark-release live-trapping, winter temperature, and precise mast-collection data. Experimental mast additions aided interpretation. Rodent numbers in European ash Fraxinus excelsior woodland were estimated (May/June, November/December). December-March mean minimum daily temperature represented winter severity. Total marked adult mice/voles (and juveniles in May/June) provided density indices validated against a model-generated population estimate; this allowed estimation of the structure of a time-series model and the demographic impacts of the climatic/biological variables. During two winters of insignificant fruit-fall, 6.79 g/m(2) sterilized ash seed (as fruit) was distributed over an equivalent woodland similarly live-trapped. September-March fruit-fall strongly increased bank vole spring reproductive rate and winter and summer population growth rates; colder winters weakly reduced winter population growth. September-March fruit-fall and warmer winters marginally increased wood mouse spring reproductive rate and September-December fruit-fall weakly elevated summer population growth. Density dependence significantly reduced both species' population growth. Fruit-fall impacts on demography still appeared after a year. Experimental ash fruit addition confirmed its positive influence on bank vole winter population growth with probable moderation by colder temperatures. The models show the strong impact of masting as a "bottom-up" influence on rodent demography

  16. DREISS: Using State-Space Models to Infer the Dynamics of Gene Expression Driven by External and Internal Regulatory Networks.

    Science.gov (United States)

    Wang, Daifeng; He, Fei; Maslov, Sergei; Gerstein, Mark

    2016-10-01

    Gene expression is controlled by the combinatorial effects of regulatory factors from different biological subsystems such as general transcription factors (TFs), cellular growth factors and microRNAs. A subsystem's gene expression may be controlled by its internal regulatory factors, exclusively, or by external subsystems, or by both. It is thus useful to distinguish the degree to which a subsystem is regulated internally or externally-e.g., how non-conserved, species-specific TFs affect the expression of conserved, cross-species genes during evolution. We developed a computational method (DREISS, dreiss.gerteinlab.org) for analyzing the Dynamics of gene expression driven by Regulatory networks, both External and Internal based on State Space models. Given a subsystem, the "state" and "control" in the model refer to its own (internal) and another subsystem's (external) gene expression levels. The state at a given time is determined by the state and control at a previous time. Because typical time-series data do not have enough samples to fully estimate the model's parameters, DREISS uses dimensionality reduction, and identifies canonical temporal expression trajectories (e.g., degradation, growth and oscillation) representing the regulatory effects emanating from various subsystems. To demonstrate capabilities of DREISS, we study the regulatory effects of evolutionarily conserved vs. divergent TFs across distant species. In particular, we applied DREISS to the time-series gene expression datasets of C. elegans and D. melanogaster during their embryonic development. We analyzed the expression dynamics of the conserved, orthologous genes (orthologs), seeing the degree to which these can be accounted for by orthologous (internal) versus species-specific (external) TFs. We found that between two species, the orthologs have matched, internally driven expression patterns but very different externally driven ones. This is particularly true for genes with evolutionarily

  17. Nonlinear models for autoregressive conditional heteroskedasticity

    DEFF Research Database (Denmark)

    Teräsvirta, Timo

    This paper contains a brief survey of nonlinear models of autore- gressive conditional heteroskedasticity. The models in question are parametric nonlinear extensions of the original model by Engle (1982). After presenting the individual models, linearity testing and parameter estimation...... are discussed. Forecasting volatility with nonlinear models is considered. Finally, parametric nonlinear models based on multi- plicative decomposition of the variance receive attention....

  18. Identifying regulational alterations in gene regulatory networks by state space representation of vector autoregressive models and variational annealing.

    Science.gov (United States)

    Kojima, Kaname; Imoto, Seiya; Yamaguchi, Rui; Fujita, André; Yamauchi, Mai; Gotoh, Noriko; Miyano, Satoru

    2012-01-01

    In the analysis of effects by cell treatment such as drug dosing, identifying changes on gene network structures between normal and treated cells is a key task. A possible way for identifying the changes is to compare structures of networks estimated from data on normal and treated cells separately. However, this approach usually fails to estimate accurate gene networks due to the limited length of time series data and measurement noise. Thus, approaches that identify changes on regulations by using time series data on both conditions in an efficient manner are demanded. We propose a new statistical approach that is based on the state space representation of the vector autoregressive model and estimates gene networks on two different conditions in order to identify changes on regulations between the conditions. In the mathematical model of our approach, hidden binary variables are newly introduced to indicate the presence of regulations on each condition. The use of the hidden binary variables enables an efficient data usage; data on both conditions are used for commonly existing regulations, while for condition specific regulations corresponding data are only applied. Also, the similarity of networks on two conditions is automatically considered from the design of the potential function for the hidden binary variables. For the estimation of the hidden binary variables, we derive a new variational annealing method that searches the configuration of the binary variables maximizing the marginal likelihood. For the performance evaluation, we use time series data from two topologically similar synthetic networks, and confirm that our proposed approach estimates commonly existing regulations as well as changes on regulations with higher coverage and precision than other existing approaches in almost all the experimental settings. For a real data application, our proposed approach is applied to time series data from normal Human lung cells and Human lung cells treated by

  19. DREISS: Using State-Space Models to Infer the Dynamics of Gene Expression Driven by External and Internal Regulatory Networks

    Science.gov (United States)

    Gerstein, Mark

    2016-01-01

    Gene expression is controlled by the combinatorial effects of regulatory factors from different biological subsystems such as general transcription factors (TFs), cellular growth factors and microRNAs. A subsystem’s gene expression may be controlled by its internal regulatory factors, exclusively, or by external subsystems, or by both. It is thus useful to distinguish the degree to which a subsystem is regulated internally or externally–e.g., how non-conserved, species-specific TFs affect the expression of conserved, cross-species genes during evolution. We developed a computational method (DREISS, dreiss.gerteinlab.org) for analyzing the Dynamics of gene expression driven by Regulatory networks, both External and Internal based on State Space models. Given a subsystem, the “state” and “control” in the model refer to its own (internal) and another subsystem’s (external) gene expression levels. The state at a given time is determined by the state and control at a previous time. Because typical time-series data do not have enough samples to fully estimate the model’s parameters, DREISS uses dimensionality reduction, and identifies canonical temporal expression trajectories (e.g., degradation, growth and oscillation) representing the regulatory effects emanating from various subsystems. To demonstrate capabilities of DREISS, we study the regulatory effects of evolutionarily conserved vs. divergent TFs across distant species. In particular, we applied DREISS to the time-series gene expression datasets of C. elegans and D. melanogaster during their embryonic development. We analyzed the expression dynamics of the conserved, orthologous genes (orthologs), seeing the degree to which these can be accounted for by orthologous (internal) versus species-specific (external) TFs. We found that between two species, the orthologs have matched, internally driven expression patterns but very different externally driven ones. This is particularly true for genes with

  20. A self-organizing state-space-model approach for parameter estimation in hodgkin-huxley-type models of single neurons.

    Science.gov (United States)

    Vavoulis, Dimitrios V; Straub, Volko A; Aston, John A D; Feng, Jianfeng

    2012-01-01

    Traditional approaches to the problem of parameter estimation in biophysical models of neurons and neural networks usually adopt a global search algorithm (for example, an evolutionary algorithm), often in combination with a local search method (such as gradient descent) in order to minimize the value of a cost function, which measures the discrepancy between various features of the available experimental data and model output. In this study, we approach the problem of parameter estimation in conductance-based models of single neurons from a different perspective. By adopting a hidden-dynamical-systems formalism, we expressed parameter estimation as an inference problem in these systems, which can then be tackled using a range of well-established statistical inference methods. The particular method we used was Kitagawa's self-organizing state-space model, which was applied on a number of Hodgkin-Huxley-type models using simulated or actual electrophysiological data. We showed that the algorithm can be used to estimate a large number of parameters, including maximal conductances, reversal potentials, kinetics of ionic currents, measurement and intrinsic noise, based on low-dimensional experimental data and sufficiently informative priors in the form of pre-defined constraints imposed on model parameters. The algorithm remained operational even when very noisy experimental data were used. Importantly, by combining the self-organizing state-space model with an adaptive sampling algorithm akin to the Covariance Matrix Adaptation Evolution Strategy, we achieved a significant reduction in the variance of parameter estimates. The algorithm did not require the explicit formulation of a cost function and it was straightforward to apply on compartmental models and multiple data sets. Overall, the proposed methodology is particularly suitable for resolving high-dimensional inference problems based on noisy electrophysiological data and, therefore, a potentially useful tool in

  1. Nonlinear Control of Heartbeat Models

    Directory of Open Access Journals (Sweden)

    Witt Thanom

    2011-02-01

    Full Text Available This paper presents a novel application of nonlinear control theory to heartbeat models. Existing heartbeat models are investigated and modified by incorporating the control input as a pacemaker to provide the control channel. A nonlinear feedback linearization technique is applied to force the output of the systems to generate artificial electrocardiogram (ECG signal using discrete data as the reference inputs. The synthetic ECG may serve as a flexible signal source to assess the effectiveness of a diagnostic ECG signal-processing device.

  2. Personalized State-space Modeling of Glucose Dynamics for Type 1 Diabetes Using Continuously Monitored Glucose, Insulin Dose, and Meal Intake: An Extended Kalman Filter Approach.

    Science.gov (United States)

    Wang, Qian; Molenaar, Peter; Harsh, Saurabh; Freeman, Kenneth; Xie, Jinyu; Gold, Carol; Rovine, Mike; Ulbrecht, Jan

    2014-03-01

    An essential component of any artificial pancreas is on the prediction of blood glucose levels as a function of exogenous and endogenous perturbations such as insulin dose, meal intake, and physical activity and emotional tone under natural living conditions. In this article, we present a new data-driven state-space dynamic model with time-varying coefficients that are used to explicitly quantify the time-varying patient-specific effects of insulin dose and meal intake on blood glucose fluctuations. Using the 3-variate time series of glucose level, insulin dose, and meal intake of an individual type 1 diabetic subject, we apply an extended Kalman filter (EKF) to estimate time-varying coefficients of the patient-specific state-space model. We evaluate our empirical modeling using (1) the FDA-approved UVa/Padova simulator with 30 virtual patients and (2) clinical data of 5 type 1 diabetic patients under natural living conditions. Compared to a forgetting-factor-based recursive ARX model of the same order, the EKF model predictions have higher fit, and significantly better temporal gain and J index and thus are superior in early detection of upward and downward trends in glucose. The EKF based state-space model developed in this article is particularly suitable for model-based state-feedback control designs since the Kalman filter estimates the state variable of the glucose dynamics based on the measured glucose time series. In addition, since the model parameters are estimated in real time, this model is also suitable for adaptive control.

  3. Nonlinear modeling and identification of the electro-hydraulic control system of an excavator arm using BONL model

    Science.gov (United States)

    Yan, Jun; Li, Bo; Guo, Gang; Zeng, Yonghua; Zhang, Meijun

    2013-11-01

    Electro-hydraulic control systems are nonlinear in nature and their mathematic models have unknown parameters. Existing research of modeling and identification of the electro-hydraulic control system is mainly based on theoretical state space model, and the parameters identification is hard due to its demand on internal states measurement. Moreover, there are also some hard-to-model nonlinearities in theoretical model, which needs to be overcome. Modeling and identification of the electro-hydraulic control system of an excavator arm based on block-oriented nonlinear(BONL) models is investigated. The nonlinear state space model of the system is built first, and field tests are carried out to reveal the nonlinear characteristics of the system. Based on the physic insight into the system, three BONL models are adopted to describe the highly nonlinear system. The Hammerstein model is composed of a two-segment polynomial nonlinearity followed by a linear dynamic subsystem. The Hammerstein-Wiener(H-W) model is represented by the Hammerstein model in cascade with another single polynomial nonlinearity. A novel Pseudo-Hammerstein-Wiener(P-H-W) model is developed by replacing the single polynomial of the H-W model by a non-smooth backlash function. The key term separation principle is applied to simplify the BONL models into linear-in-parameters structures. Then, a modified recursive least square algorithm(MRLSA) with iterative estimation of internal variables is developed to identify the all the parameters simultaneously. The identification results demonstrate that the BONL models with two-segment polynomial nonlinearities are able to capture the system behavior, and the P-H-W model has the best prediction accuracy. Comparison experiments show that the velocity prediction error of the P-H-W model is reduced by 14%, 30% and 75% to the H-W model, Hammerstein model, and extended auto-regressive (ARX) model, respectively. This research is helpful in controller design, system

  4. Design of a Discrete Tracking Controller for a Magnetic Levitation System: A Nonlinear Rational Model Approach

    Directory of Open Access Journals (Sweden)

    Fernando Gómez-Salas

    2015-01-01

    Full Text Available This work proposes a discrete-time nonlinear rational approximate model for the unstable magnetic levitation system. Based on this model and as an application of the input-output linearization technique, a discrete-time tracking control design will be derived using the corresponding classical state space representation of the model. A simulation example illustrates the efficiency of the proposed methodology.

  5. Condensed State Spaces for Symmetrical Coloured Petri Nets

    DEFF Research Database (Denmark)

    Jensen, Kurt

    1996-01-01

    This paper deals with state spaces. A state space is a directed graph with a node for each reachable state and an arc for each possible state change. We describe how symmetries of the modelled system can be exploited to obtain much more succinct state space analysis. The symmetries induce equival...

  6. Nonlinear time series modelling: an introduction

    OpenAIRE

    Simon M. Potter

    1999-01-01

    Recent developments in nonlinear time series modelling are reviewed. Three main types of nonlinear models are discussed: Markov Switching, Threshold Autoregression and Smooth Transition Autoregression. Classical and Bayesian estimation techniques are described for each model. Parametric tests for nonlinearity are reviewed with examples from the three types of models. Finally, forecasting and impulse response analysis is developed.

  7. Robust Model Predictive Control of a Nonlinear System with Known Scheduling Variable and Uncertain Gain

    DEFF Research Database (Denmark)

    Mirzaei, Mahmood; Poulsen, Niels Kjølstad; Niemann, Hans Henrik

    2012-01-01

    Robust model predictive control (RMPC) of a class of nonlinear systems is considered in this paper. We will use Linear Parameter Varying (LPV) model of the nonlinear system. By taking the advantage of having future values of the scheduling variable, we will simplify state prediction. Because...... of the special structure of the problem, uncertainty is only in the B matrix (gain) of the state space model. Therefore by taking advantage of this structure, we formulate a tractable minimax optimization problem to solve robust model predictive control problem. Wind turbine is chosen as the case study and we...

  8. Efficient computation of the maximum a posteriori path and parameter estimation in integrate-and-fire and more general state-space models.

    Science.gov (United States)

    Koyama, Shinsuke; Paninski, Liam

    2010-08-01

    A number of important data analysis problems in neuroscience can be solved using state-space models. In this article, we describe fast methods for computing the exact maximum a posteriori (MAP) path of the hidden state variable in these models, given spike train observations. If the state transition density is log-concave and the observation model satisfies certain standard assumptions, then the optimization problem is strictly concave and can be solved rapidly with Newton-Raphson methods, because the Hessian of the loglikelihood is block tridiagonal. We can further exploit this block-tridiagonal structure to develop efficient parameter estimation methods for these models. We describe applications of this approach to neural decoding problems, with a focus on the classic integrate-and-fire model as a key example.

  9. 长记忆ARFIMA-GARCH模型的状态空间模型估计%State Space Estimation for Long Memory ARFIMA-GARCH Models

    Institute of Scientific and Technical Information of China (English)

    王立洪; 顾承祖

    2011-01-01

    本文考虑了ARFIMA-GARCH类模型的状态空间表示.ARFIMA-GARCH这类模型结合了长记忆时间序列和条件异方差过程.虽然ARFIMA-GARCH模型的状态空间表示是无穷维的,但是基于这种表示法的精确极大似然估计可以在样本长度的迭代计算中得到.本文提出了基于模型的截断的自回归展开式的似然函数近似估计,进而得到了模型参数的拟似然估计.利用状态空间表示的便利,本文的估计方法被应用到了缺失数据的情形.最后,我们还将本文的方法应用于模拟计算(缺失数据和非缺失数据)和实际数据分析.%This paper considers the state space representation for the ARFIMA-GARCH model,which combines both the long memory time series and the conditional heteroscedastic processes.Although this state space representation is infinite dimensional,an exact maximum likelihood (ML) estimator based on this kind of representation can be computed in a finite number of iterations.Quasi ML estimators based on the autoregressive approximation for the likelihood function are proposed.Due to the facility of the state space representation,these estimation approaches can be easily applied to the missing data case.Simulation results of both the non-missing data case and the missing data case are reported.A real data example from stock market illustrates the proposed method.

  10. Estimating reach-specific fish movement probabilities in rivers with a Bayesian state-space model: application to sea lamprey passage and capture at dams

    Science.gov (United States)

    Holbrook, Christopher M.; Johnson, Nicholas S.; Steibel, Juan P.; Twohey, Michael B.; Binder, Thomas R.; Krueger, Charles C.; Jones, Michael L.

    2014-01-01

    Improved methods are needed to evaluate barriers and traps for control and assessment of invasive sea lamprey (Petromyzon marinus) in the Great Lakes. A Bayesian state-space model provided reach-specific probabilities of movement, including trap capture and dam passage, for 148 acoustic tagged invasive sea lamprey in the lower Cheboygan River, Michigan, a tributary to Lake Huron. Reach-specific movement probabilities were combined to obtain estimates of spatial distribution and abundance needed to evaluate a barrier and trap complex for sea lamprey control and assessment. Of an estimated 21 828 – 29 300 adult sea lampreys in the river, 0%–2%, or 0–514 untagged lampreys, could have passed upstream of the dam, and 46%–61% were caught in the trap. Although no tagged lampreys passed above the dam (0/148), our sample size was not sufficient to consider the lock and dam a complete barrier to sea lamprey. Results also showed that existing traps are in good locations because 83%–96% of the population was vulnerable to existing traps. However, only 52%–69% of lampreys vulnerable to traps were caught, suggesting that traps can be improved. The approach used in this study was a novel use of Bayesian state-space models that may have broader applications, including evaluation of barriers for other invasive species (e.g., Asian carp (Hypophthalmichthys spp.)) and fish passage structures for other diadromous fishes.

  11. Modelling Loudspeaker Non-Linearities

    DEFF Research Database (Denmark)

    Agerkvist, Finn T.

    2007-01-01

    This paper investigates different techniques for modelling the non-linear parameters of the electrodynamic loudspeaker. The methods are tested not only for their accuracy within the range of original data, but also for the ability to work reasonable outside that range, and it is demonstrated...... that polynomial expansions are rather poor at this, whereas an inverse polynomial expansion or localized fitting functions such as the gaussian are better suited for modelling the Bl-factor and compliance. For the inductance the sigmoid function is shown to give very good results. Finally the time varying...

  12. Processing Approach of Non-linear Adjustment Models in the Space of Non-linear Models

    Institute of Scientific and Technical Information of China (English)

    LI Chaokui; ZHU Qing; SONG Chengfang

    2003-01-01

    This paper investigates the mathematic features of non-linear models and discusses the processing way of non-linear factors which contributes to the non-linearity of a nonlinear model. On the basis of the error definition, this paper puts forward a new adjustment criterion, SGPE.Last, this paper investigates the solution of a non-linear regression model in the non-linear model space and makes the comparison between the estimated values in non-linear model space and those in linear model space.

  13. Nonlinear rheological models for structured interfaces

    NARCIS (Netherlands)

    Sagis, L.M.C.

    2010-01-01

    The GENERIC formalism is a formulation of nonequilibrium thermodynamics ideally suited to develop nonlinear constitutive equations for the stress–deformation behavior of complex interfaces. Here we develop a GENERIC model for multiphase systems with interfaces displaying nonlinear viscoelastic stres

  14. Practical Application of Neural Networks in State Space Control

    DEFF Research Database (Denmark)

    Bendtsen, Jan Dimon

    In the present thesis we address some problems in discrete-time state space control of nonlinear dynamical systems and attempt to solve them using generic nonlinear models based on artificial neural networks. The main aim of the work is to examine how well such control algorithms perform when...... applied to a realistic process. The thesis therefore strives to provide a thorough treatment of two classes of neural network-based controllers, and to make a rigorous comparison between them and a classical linear controller. Thus, the thesis starts out with a short review of some relevant system...... theoretic notions followed by a detailed description of the topology, neuron functions and learning rules of the two types of neural networks treated in the thesis, the multilayer perceptron and the neurofuzzy networks. In both cases, a Least Squares second-order gradient method is used to train...

  15. Adaptive regression for modeling nonlinear relationships

    CERN Document Server

    Knafl, George J

    2016-01-01

    This book presents methods for investigating whether relationships are linear or nonlinear and for adaptively fitting appropriate models when they are nonlinear. Data analysts will learn how to incorporate nonlinearity in one or more predictor variables into regression models for different types of outcome variables. Such nonlinear dependence is often not considered in applied research, yet nonlinear relationships are common and so need to be addressed. A standard linear analysis can produce misleading conclusions, while a nonlinear analysis can provide novel insights into data, not otherwise possible. A variety of examples of the benefits of modeling nonlinear relationships are presented throughout the book. Methods are covered using what are called fractional polynomials based on real-valued power transformations of primary predictor variables combined with model selection based on likelihood cross-validation. The book covers how to formulate and conduct such adaptive fractional polynomial modeling in the s...

  16. Fractional-Order Nonlinear Systems Modeling, Analysis and Simulation

    CERN Document Server

    Petráš, Ivo

    2011-01-01

    "Fractional-Order Nonlinear Systems: Modeling, Analysis and Simulation" presents a study of fractional-order chaotic systems accompanied by Matlab programs for simulating their state space trajectories, which are shown in the illustrations in the book. Description of the chaotic systems is clearly presented and their analysis and numerical solution are done in an easy-to-follow manner. Simulink models for the selected fractional-order systems are also presented. The readers will understand the fundamentals of the fractional calculus, how real dynamical systems can be described using fractional derivatives and fractional differential equations, how such equations can be solved, and how to simulate and explore chaotic systems of fractional order. The book addresses to mathematicians, physicists, engineers, and other scientists interested in chaos phenomena or in fractional-order systems. It can be used in courses on dynamical systems, control theory, and applied mathematics at graduate or postgraduate level. ...

  17. An introduction to state space time series analysis.

    OpenAIRE

    Commandeur, J.J.F. & Koopman, S.J.

    2007-01-01

    Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. The only background required in order to understand the material presented in the book is a basic knowledge of classical linear regression models, of which a brief review is...

  18. Tracking control of nonlinear lumped mechanical continuous-time systems: A model-based iterative learning approach

    Science.gov (United States)

    Smolders, K.; Volckaert, M.; Swevers, J.

    2008-11-01

    This paper presents a nonlinear model-based iterative learning control procedure to achieve accurate tracking control for nonlinear lumped mechanical continuous-time systems. The model structure used in this iterative learning control procedure is new and combines a linear state space model and a nonlinear feature space transformation. An intuitive two-step iterative algorithm to identify the model parameters is presented. It alternates between the estimation of the linear and the nonlinear model part. It is assumed that besides the input and output signals also the full state vector of the system is available for identification. A measurement and signal processing procedure to estimate these signals for lumped mechanical systems is presented. The iterative learning control procedure relies on the calculation of the input that generates a given model output, so-called offline model inversion. A new offline nonlinear model inversion method for continuous-time, nonlinear time-invariant, state space models based on Newton's method is presented and applied to the new model structure. This model inversion method is not restricted to minimum phase models. It requires only calculation of the first order derivatives of the state space model and is applicable to multivariable models. For periodic reference signals the method yields a compact implementation in the frequency domain. Moreover it is shown that a bandwidth can be specified up to which learning is allowed when using this inversion method in the iterative learning control procedure. Experimental results for a nonlinear single-input-single-output system corresponding to a quarter car on a hydraulic test rig are presented. It is shown that the new nonlinear approach outperforms the linear iterative learning control approach which is currently used in the automotive industry on durability test rigs.

  19. An Extended Objective Evaluation of the 29-km Eta Model for Weather Support to the United States Space Program

    Science.gov (United States)

    Nutter, Paul; Manobianco, John

    1998-01-01

    This report describes the Applied Meteorology Unit's objective verification of the National Centers for Environmental Prediction 29-km eta model during separate warm and cool season periods from May 1996 through January 1998. The verification of surface and upper-air point forecasts was performed at three selected stations important for 45th Weather Squadron, Spaceflight Meteorology Group, and National Weather Service, Melbourne operational weather concerns. The statistical evaluation identified model biases that may result from inadequate parameterization of physical processes. Since model biases are relatively small compared to the random error component, most of the total model error results from day-to-day variability in the forecasts and/or observations. To some extent, these nonsystematic errors reflect the variability in point observations that sample spatial and temporal scales of atmospheric phenomena that cannot be resolved by the model. On average, Meso-Eta point forecasts provide useful guidance for predicting the evolution of the larger scale environment. A more substantial challenge facing model users in real time is the discrimination of nonsystematic errors that tend to inflate the total forecast error. It is important that model users maintain awareness of ongoing model changes. Such changes are likely to modify the basic error characteristics, particularly near the surface.

  20. A state space approach to the estimation of multi-factor affine stochastic volatility option pricing models

    NARCIS (Netherlands)

    van der Ploeg, A.P.C.; Boswijk, H.P.; de Jong, F.

    2003-01-01

    We propose a class of stochastic volatility (SV) option pricing models that is more flexible than the more conventional models in different ways. We assume the conditional variance of the stock returns to be driven by an affine function of an arbitrary number of latent factors, which follow mean-rev

  1. A flexible state-space approach for the modeling of metabolic networks II: advanced interrogation of hybridoma metabolism.

    Science.gov (United States)

    Baughman, Adam C; Sharfstein, Susan T; Martin, Lealon L

    2011-03-01

    Having previously introduced the mathematical framework of topological metabolic analysis (TMA) - a novel optimization-based technique for modeling metabolic networks of arbitrary size and complexity - we demonstrate how TMA facilitates unique methods of metabolic interrogation. With the aid of several hybridoma metabolic investigations as case-studies (Bonarius et al., 1995, 1996, 2001), we first establish that the TMA framework identifies biologically important aspects of the metabolic network under investigation. We also show that the use of a structured weighting approach within our objective provides a substantial modeling benefit over an unstructured, uniform, weighting approach. We then illustrate the strength of TAM as an advanced interrogation technique, first by using TMA to prove the existence of (and to quantitatively describe) multiple topologically distinct configurations of a metabolic network that each optimally model a given set of experimental observations. We further show that such alternate topologies are indistinguishable using existing stoichiometric modeling techniques, and we explain the biological significance of the topological variables appearing within our model. By leveraging the manner in which TMA implements metabolite inputs and outputs, we also show that metabolites whose possible metabolic fates are inadequately described by a given network reconstruction can be quickly identified. Lastly, we show how the use of the TMA aggregate objective function (AOF) permits the identification of modeling solutions that can simultaneously consider experimental observations, underlying biological motivations, or even purely engineering- or design-based goals.

  2. Mind the gaps: a state-space model for analysing the dynamics of North Sea herring spawning components

    DEFF Research Database (Denmark)

    Payne, Mark

    2010-01-01

    , the sum of the fitted abundance indices across all components proves an excellent proxy for the biomass of the total stock, even though the model utilizes information at the individual-component level. The Orkney–Shetland component appears to have recovered faster from historic depletion events than...

  3. A general U-block model-based design procedure for nonlinear polynomial control systems

    Science.gov (United States)

    Zhu, Q. M.; Zhao, D. Y.; Zhang, Jianhua

    2016-10-01

    The proposition of U-model concept (in terms of 'providing concise and applicable solutions for complex problems') and a corresponding basic U-control design algorithm was originated in the first author's PhD thesis. The term of U-model appeared (not rigorously defined) for the first time in the first author's other journal paper, which established a framework for using linear polynomial control system design approaches to design nonlinear polynomial control systems (in brief, linear polynomial approaches → nonlinear polynomial plants). This paper represents the next milestone work - using linear state-space approaches to design nonlinear polynomial control systems (in brief, linear state-space approaches → nonlinear polynomial plants). The overall aim of the study is to establish a framework, defined as the U-block model, which provides a generic prototype for using linear state-space-based approaches to design the control systems with smooth nonlinear plants/processes described by polynomial models. For analysing the feasibility and effectiveness, sliding mode control design approach is selected as an exemplary case study. Numerical simulation studies provide a user-friendly step-by-step procedure for the readers/users with interest in their ad hoc applications. In formality, this is the first paper to present the U-model-oriented control system design in a formal way and to study the associated properties and theorems. The previous publications, in the main, have been algorithm-based studies and simulation demonstrations. In some sense, this paper can be treated as a landmark for the U-model-based research from intuitive/heuristic stage to rigour/formal/comprehensive studies.

  4. Nonlinear Modelling of Low Frequency Loudspeakers

    DEFF Research Database (Denmark)

    Olsen, Erling Sandermann

    1997-01-01

    In the Danish LoDist project on distortion from dynamic low-frequency loudspeakers, a detailed nonlinear model of loudspeakers has been developed. The model has been implemented in a PC program so that it can be used to create signals for listening tests and analysis. Also, different methods...... for describing the nonlinearities have been developed. Different aspects of modelling loudspeaker nonlinearities are discussed, and the program is briefly described....

  5. Nonlinear Modelling of Low Frequency Loudspeakers

    DEFF Research Database (Denmark)

    Olsen, Erling Sandermann

    1997-01-01

    In the Danish LoDist project on distortion from dynamic low frequency loudspeakers a detailed nonlinear model of loudspeakers has been developed. The model has been implemented in a PC program so that it can be used to create signals for listening tests and analysis. Also, different methods...... for describing the nonlinearities have been developed. Different aspects of modelling loudspeaker nonlinearities are discussed and the program is briefly demonstrated....

  6. Nonlinear model calibration of a shear wall building using time and frequency data features

    Science.gov (United States)

    Asgarieh, Eliyar; Moaveni, Babak; Barbosa, Andre R.; Chatzi, Eleni

    2017-02-01

    This paper investigates the effects of different factors on the performance of nonlinear model updating for a seven-story shear wall building model. The accuracy of calibrated models using different data features and modeling assumptions is studied by comparing the time and frequency responses of the models with the exact simulated ones. Simplified nonlinear finite element models of the shear wall building are calibrated so that the misfit between the considered response data features of the models and the structure is minimized. A refined FE model of the test structure, which was calibrated manually to match the shake table test data, is used instead of the real structure for this performance evaluation study. The simplified parsimonious FE models are composed of simple nonlinear beam-column fiber elements with nonlinearity infused in them by assigning generated hysteretic nonlinear material behaviors to uniaxial stress-strain relationship of the fibers. Four different types of data features and their combinations are used for model calibration: (1) time-varying instantaneous modal parameters, (2) displacement time histories, (3) acceleration time histories, and (4) dissipated hysteretic energy. It has been observed that the calibrated simplified FE models can accurately predict the nonlinear structural response in the absence of significant modeling errors. In the last part of this study, the physics-based models are further simplified for casting into state-space formulation and a real-time identification is performed using an Unscented Kalman filter. It has been shown that the performance of calibrated state-space models can be satisfactory when reasonable modeling assumptions are used.

  7. Nonlinear Time Series Analysis Since 1990:Some Personal Reflections

    Institute of Scientific and Technical Information of China (English)

    Howel Tong

    2002-01-01

    I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five major areas of development. These areas include the interface between nonlinear time series analysis and chaos, the nonparametric/semiparametric approach, nonlinear state space modelling, financial time series and nonlinear modelling of panels of time series.

  8. Computational Models for Nonlinear Aeroelastic Systems Project

    Data.gov (United States)

    National Aeronautics and Space Administration — Clear Science Corp. and Duke University propose to develop and demonstrate new and efficient computational methods of modeling nonlinear aeroelastic systems. The...

  9. Model Updating Nonlinear System Identification Toolbox Project

    Data.gov (United States)

    National Aeronautics and Space Administration — ZONA Technology (ZONA) proposes to develop an enhanced model updating nonlinear system identification (MUNSID) methodology that utilizes flight data with...

  10. Volume of the steady-state space of financial flows in a monetary stock-flow-consistent model

    CERN Document Server

    Hazan, Aurélien

    2016-01-01

    We show that a steady-state stock-flow consistent macroeconomic model can be represented as a Constraint Satisfaction Problem (CSP). The set of solutions is a polytope, which volume depends on the constraints applied and reveals the potential fragility of the economic circuit, with no need to specify the dynamics. Several methods to compute the volume are compared, inspired by operations research methods and the analysis of metabolic networks, both exact and approximate. We also introduce a random transaction matrix, and study the particular case of linear flows with respect to money stocks.

  11. Mathematical modeling and applications in nonlinear dynamics

    CERN Document Server

    Merdan, Hüseyin

    2016-01-01

    The book covers nonlinear physical problems and mathematical modeling, including molecular biology, genetics, neurosciences, artificial intelligence with classical problems in mechanics and astronomy and physics. The chapters present nonlinear mathematical modeling in life science and physics through nonlinear differential equations, nonlinear discrete equations and hybrid equations. Such modeling can be effectively applied to the wide spectrum of nonlinear physical problems, including the KAM (Kolmogorov-Arnold-Moser (KAM)) theory, singular differential equations, impulsive dichotomous linear systems, analytical bifurcation trees of periodic motions, and almost or pseudo- almost periodic solutions in nonlinear dynamical systems. Provides methods for mathematical models with switching, thresholds, and impulses, each of particular importance for discontinuous processes Includes qualitative analysis of behaviors on Tumor-Immune Systems and methods of analysis for DNA, neural networks and epidemiology Introduces...

  12. The State Space Model and Vector Control of Three-phase Photovoltaic Grid-connected Inverter%三相光伏并网逆变器状态空间模型与矢量控制

    Institute of Scientific and Technical Information of China (English)

    陈晓云; 马瑞军

    2013-01-01

    with the development of distributed generation, distributed power system is becoming the hybrid power system of rotating generator and inverter interfaced generator. The stability of such power network needs to be studied through the analysis of space state model and suitable inverter model, which is very necessary complement for the well established rotating machine. The motor model include automatic voltage regulator and power compensation function, the inverter model include phase lock loop, internal control loop etc. based on the model of three phase grid-connected voltage source inverter, the internal current loop, outer power control loop, average power measurement and phase locked loop were further analyzed. All the models were derived from state space technique, which is very similar to the analysis of rotating machine. The model contains non-linear terms but can be linearized at the operating point. Based on the simulation environment of Matlab Simulink/Plecs, the grid-connected inverter system based on state space model was analyzed, the simulation result show that the mathematical model and state space control can effectively improve the power quality of grid current, thus the requirement of inverter connected to power grid is thus accomplished.%随着分布式发电的发展,分布式发电系统成为旋转设备发电机和逆变器接口发电机构成的混合电力系统。系统稳定性分析需要研究状态空间模型,以及合适的逆变器模型,从而对已经成熟的旋转电机模型进行必要的补充。电机模型包括自动电压控制器AVR(automatic voltage regulator)和功率补偿功能,逆变器模型包括锁相环功能和内部控制功能等。基于三相光伏并网电压源型逆变器模型,进一步分析内部电流控制环,外部功率控制环,平均功率测量以及PLL技术。所有模型采用状态向量技术进行详细推导,类似于旋转电机的数学模型分析。模型包含非

  13. An introduction to state space time series analysis.

    NARCIS (Netherlands)

    Commandeur, J.J.F. & Koopman, S.J.

    2007-01-01

    Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor wi

  14. A Sweep-Line Method for State Space Exploration

    DEFF Research Database (Denmark)

    Christensen, Søren; Kristensen, Lars Michael; Mailund, Thomas

    2001-01-01

    We present a state space exploration method for on-the-fly verification. The method is aimed at systems for which it is possible to define a measure of progress based on the states of the system. The measure of progress makes it possible to delete certain states on-the-fly during state space...... of the method on a number of Coloured Petri Net models, and give a first evaluation of its practicality by means of an implementation based on the Design/CPN state space tool. Our experiments show significant reductions in both space and time used during state space exploration. The method is not specific...

  15. Three-Dimensional Crane Modelling and Control Using Euler-Lagrange State-Space Approach and Anti-Swing Fuzzy Logic

    Directory of Open Access Journals (Sweden)

    Aksjonov Andrei

    2015-12-01

    Full Text Available The mathematical model of the three-dimensional crane using the Euler-Lagrange approach is derived. A state-space representation of the derived model is proposed and explored in the Simulink® environment and on the laboratory stand. The obtained control design was simulated, analyzed and compared with existing encoder-based system provided by the three-dimensional (3D Crane manufacturer Inteco®. As well, an anti-swing fuzzy logic control has been developed, simulated, and analyzed. Obtained control algorithm is compared with the existing anti-swing proportional-integral controller designed by the 3D crane manufacturer Inteco®. 5-degree of freedom (5DOF control schemes are designed, examined and compared with the various load masses. The topicality of the problem is due to the wide usage of gantry cranes in industry. The solution is proposed for the future research in sensorless and intelligent control of complex motor driven application.

  16. Optimal design for nonlinear response models

    CERN Document Server

    Fedorov, Valerii V

    2013-01-01

    Optimal Design for Nonlinear Response Models discusses the theory and applications of model-based experimental design with a strong emphasis on biopharmaceutical studies. The book draws on the authors' many years of experience in academia and the pharmaceutical industry. While the focus is on nonlinear models, the book begins with an explanation of the key ideas, using linear models as examples. Applying the linearization in the parameter space, it then covers nonlinear models and locally optimal designs as well as minimax, optimal on average, and Bayesian designs. The authors also discuss ada

  17. Nonlinear cumulative damage model for multiaxial fatigue

    Institute of Scientific and Technical Information of China (English)

    SHANG De-guang; SUN Guo-qin; DENG Jing; YAN Chu-liang

    2006-01-01

    On the basis of the continuum fatigue damage theory,a nonlinear uniaxial fatigue cumulative damage model is first proposed.In order to describe multiaxial fatigue damage characteristics,a nonlinear multiaxial fatigue cumulative damage model is developed based on the critical plane approach,The proposed model can consider the multiaxial fatigue limit,mean hydrostatic pressure and the unseparated characteristic for the damage variables and loading parameters.The recurrence formula of fatigue damage model was derived under multilevel loading,which is used to predict multiaxial fatigue life.The results showed that the proposed nonlinear multiaxial fatigue cumulative damage model is better than Miner's rule.

  18. Completely integrable models of nonlinear optics

    Indian Academy of Sciences (India)

    Andrey I Maimistov

    2001-11-01

    The models of the nonlinear optics in which solitons appeared are considered. These models are of paramount importance in studies of nonlinear wave phenomena. The classical examples of phenomena of this kind are the self-focusing, self-induced transparency and parametric interaction of three waves. At present there are a number of theories based on completely integrable systems of equations, which are, both, generations of the original known models and new ones. The modified Korteweg-de Vries equation, the nonlinear Schrödinger equation, the derivative nonlinear Schrödinger equation, Sine–Gordon equation, the reduced Maxwell–Bloch equation, Hirota equation, the principal chiral field equations, and the equations of massive Thirring model are some soliton equations, which are usually to be found in nonlinear optics theory.

  19. Bayesian State-Space Modelling of Conventional Acoustic Tracking Provides Accurate Descriptors of Home Range Behavior in a Small-Bodied Coastal Fish Species

    Science.gov (United States)

    Alós, Josep; Palmer, Miquel; Balle, Salvador; Arlinghaus, Robert

    2016-01-01

    State-space models (SSM) are increasingly applied in studies involving biotelemetry-generated positional data because they are able to estimate movement parameters from positions that are unobserved or have been observed with non-negligible observational error. Popular telemetry systems in marine coastal fish consist of arrays of omnidirectional acoustic receivers, which generate a multivariate time-series of detection events across the tracking period. Here we report a novel Bayesian fitting of a SSM application that couples mechanistic movement properties within a home range (a specific case of random walk weighted by an Ornstein-Uhlenbeck process) with a model of observational error typical for data obtained from acoustic receiver arrays. We explored the performance and accuracy of the approach through simulation modelling and extensive sensitivity analyses of the effects of various configurations of movement properties and time-steps among positions. Model results show an accurate and unbiased estimation of the movement parameters, and in most cases the simulated movement parameters were properly retrieved. Only in extreme situations (when fast swimming speeds are combined with pooling the number of detections over long time-steps) the model produced some bias that needs to be accounted for in field applications. Our method was subsequently applied to real acoustic tracking data collected from a small marine coastal fish species, the pearly razorfish, Xyrichtys novacula. The Bayesian SSM we present here constitutes an alternative for those used to the Bayesian way of reasoning. Our Bayesian SSM can be easily adapted and generalized to any species, thereby allowing studies in freely roaming animals on the ecological and evolutionary consequences of home ranges and territory establishment, both in fishes and in other taxa. PMID:27119718

  20. Designing Experiments for Nonlinear Models - An Introduction

    OpenAIRE

    Johnson, Rachel T.; Montgomery, Douglas C.

    2009-01-01

    The article of record as published may be found at http://dx.doi.org/10.1002/qre.1063 We illustrate the construction of Bayesian D-optimal designs for nonlinear models and compare the relative efficiency of standard designs with these designs for several models and prior distributions on the parameters. Through a relative efficiency analysis, we show that standard designs can perform well in situations where the nonlinear model is intrinsically linear. However, if the model is non...

  1. Functional uniform priors for nonlinear modeling.

    Science.gov (United States)

    Bornkamp, Björn

    2012-09-01

    This article considers the topic of finding prior distributions when a major component of the statistical model depends on a nonlinear function. Using results on how to construct uniform distributions in general metric spaces, we propose a prior distribution that is uniform in the space of functional shapes of the underlying nonlinear function and then back-transform to obtain a prior distribution for the original model parameters. The primary application considered in this article is nonlinear regression, but the idea might be of interest beyond this case. For nonlinear regression the so constructed priors have the advantage that they are parametrization invariant and do not violate the likelihood principle, as opposed to uniform distributions on the parameters or the Jeffrey's prior, respectively. The utility of the proposed priors is demonstrated in the context of design and analysis of nonlinear regression modeling in clinical dose-finding trials, through a real data example and simulation.

  2. Non-linear finite element modeling

    DEFF Research Database (Denmark)

    Mikkelsen, Lars Pilgaard

    The note is written for courses in "Non-linear finite element method". The note has been used by the author teaching non-linear finite element modeling at Civil Engineering at Aalborg University, Computational Mechanics at Aalborg University Esbjerg, Structural Engineering at the University...... on the governing equations and methods of implementing....

  3. Model reduction and frequency residuals for a robust estimation of nonlinearities in subspace identification

    Science.gov (United States)

    De Filippis, G.; Noël, J. P.; Kerschen, G.; Soria, L.; Stephan, C.

    2017-09-01

    The introduction of the frequency-domain nonlinear subspace identification (FNSI) method in 2013 constitutes one in a series of recent attempts toward developing a realistic, first-generation framework applicable to complex structures. If this method showed promising capabilities when applied to academic structures, it is still confronted with a number of limitations which needs to be addressed. In particular, the removal of nonphysical poles in the identified nonlinear models is a distinct challenge. In the present paper, it is proposed as a first contribution to operate directly on the identified state-space matrices to carry out spurious pole removal. A modal-space decomposition of the state and output matrices is examined to discriminate genuine from numerical poles, prior to estimating the extended input and feedthrough matrices. The final state-space model thus contains physical information only and naturally leads to nonlinear coefficients free of spurious variations. Besides spurious variations due to nonphysical poles, vibration modes lying outside the frequency band of interest may also produce drifts of the nonlinear coefficients. The second contribution of the paper is to include residual terms, accounting for the existence of these modes. The proposed improved FNSI methodology is validated numerically and experimentally using a full-scale structure, the Morane-Saulnier Paris aircraft.

  4. Semi-global robust output regulation of minimum-phase nonlinear systems based on high-gain nonlinear internal model

    Science.gov (United States)

    Wei, Xile; Lu, Meili; Wang, Jiang; Tsang, K. M.; Deng, Bin; Che, Yanqiu

    2010-05-01

    We consider the assumption of existence of the general nonlinear internal model that is introduced in the design of robust output regulators for a class of minimum-phase nonlinear systems with rth degree (r ≥ 2). The robust output regulation problem can be converted into a robust stabilisation problem of an augmented system consisting of the given plant and a high-gain nonlinear internal model, perfectly reproducing the bounded including not only periodic but also nonperiodic exogenous signal from a nonlinear system, which satisfies some general immersion assumption. The state feedback controller is designed to guarantee the asymptotic convergence of system errors to zero manifold. Furthermore, the proposed scheme makes use of output feedback dynamic controller that only processes information from the regulated output error by using high-gain observer to robustly estimate the derivatives of the regulated output error. The stabilisation analysis of the resulting closed-loop systems leads to regional as well as semi-global robust output regulation achieved for some appointed initial condition in the state space, for all possible values of the uncertain parameter vector and the exogenous signal, ranging over an arbitrary compact set.

  5. Combined Parameter and State Estimation Algorithms for Multivariable Nonlinear Systems Using MIMO Wiener Models

    Directory of Open Access Journals (Sweden)

    Houda Salhi

    2016-01-01

    Full Text Available This paper deals with the parameter estimation problem for multivariable nonlinear systems described by MIMO state-space Wiener models. Recursive parameters and state estimation algorithms are presented using the least squares technique, the adjustable model, and the Kalman filter theory. The basic idea is to estimate jointly the parameters, the state vector, and the internal variables of MIMO Wiener models based on a specific decomposition technique to extract the internal vector and avoid problems related to invertibility assumption. The effectiveness of the proposed algorithms is shown by an illustrative simulation example.

  6. Nonlinear Resistivity for Magnetohydrodynamical Models

    CERN Document Server

    Lingam, Manasvi; Pfefferlé, David; Comisso, Luca; Bhattacharjee, Amitava

    2016-01-01

    A nonlinear current-dependent resistivity that accurately accounts for the collisional electron-ion momentum transfer rate is derived. It is shown that the Spitzer resistivity overestimates the resistivity in certain observationally relevant regimes. The nonlinear resistivity computed herein is a strictly decreasing function of the current, in contrast to some notable previous proposals. The relative importance of the new expression with respect to the well-established electron inertia and Hall terms is also examined. The subtle implications of this current-dependent resistivity are discussed in the context of plasma systems and phenomena such as magnetic reconnection.

  7. A Sweep-Line Method for State Space Exploration

    DEFF Research Database (Denmark)

    Christensen, Søren; Kristensen, Lars Michael; Mailund, Thomas

    2001-01-01

    We present a state space exploration method for on-the-fly verification. The method is aimed at systems for which it is possible to define a measure of progress based on the states of the system. The measure of progress makes it possible to delete certain states on-the-fly during state space...... of the method on a number of Coloured Petri Net models, and give a first evaluation of its practicality by means of an implementation based on the Design/CPN state space tool. Our experiments show significant reductions in both space and time used during state space exploration. The method is not specific...... generation, since these states can never be reached again. This in turn reduces the memory used for state space storage during the task of verification. Examples of progress measures are sequence numbers in communication protocols and time in certain models with time. We illustrate the application...

  8. Nonlinear modeling of thermoacoustically driven energy cascade

    Science.gov (United States)

    Gupta, Prateek; Scalo, Carlo; Lodato, Guido

    2016-11-01

    We present an investigation of nonlinear energy cascade in thermoacoustically driven high-amplitude oscillations, from the initial weakly nonlinear regime to the shock wave dominated limit cycle. We develop a first principle based quasi-1D model for nonlinear wave propagation in a canonical minimal unit thermoacoustic device inspired by the experimental setup of Biwa et al.. Retaining up to quadratic nonlinear terms in the governing equations, we develop model equations for nonlinear wave propagation in the proximity of differentially heated no-slip boundaries. Furthermore, we discard the effects of acoustic streaming in the present study and focus on nonlinear energy cascade due to high amplitude wave propagation. Our model correctly predicts the observed exponential growth of the thermoacoustically amplified second harmonic, as well as the energy transfer rate to higher harmonics causing wave steepening. Moreover, we note that nonlinear coupling of local pressure with heat transfer reduces thermoacoustic amplification gradually thus causing the system to reach limit cycle exhibiting shock waves. Throughout, we verify the results from the quasi-1D model with fully compressible Navier-Stokes simulations.

  9. Model Updating Nonlinear System Identification Toolbox Project

    Data.gov (United States)

    National Aeronautics and Space Administration — ZONA Technology proposes to develop an enhanced model updating nonlinear system identification (MUNSID) methodology by adopting the flight data with state-of-the-art...

  10. Comparing coefficients of nested nonlinear probability models

    DEFF Research Database (Denmark)

    Kohler, Ulrich; Karlson, Kristian Bernt; Holm, Anders

    2011-01-01

    In a series of recent articles, Karlson, Holm and Breen have developed a method for comparing the estimated coeffcients of two nested nonlinear probability models. This article describes this method and the user-written program khb that implements the method. The KHB-method is a general decomposi......In a series of recent articles, Karlson, Holm and Breen have developed a method for comparing the estimated coeffcients of two nested nonlinear probability models. This article describes this method and the user-written program khb that implements the method. The KHB-method is a general...... decomposition method that is unaffected by the rescaling or attenuation bias that arise in cross-model comparisons in nonlinear models. It recovers the degree to which a control variable, Z, mediates or explains the relationship between X and a latent outcome variable, Y*, underlying the nonlinear probability...

  11. On a Nonlinear Model in Adiabatic Evolutions

    Science.gov (United States)

    Sun, Jie; Lu, Song-Feng

    2016-08-01

    In this paper, we study a kind of nonlinear model of adiabatic evolution in quantum search problem. As will be seen here, for this problem, there always exists a possibility that this nonlinear model can successfully solve the problem, while the linear model can not. Also in the same setting, when the overlap between the initial state and the final stare is sufficiently large, a simple linear adiabatic evolution can achieve O(1) time efficiency, but infinite time complexity for the nonlinear model of adiabatic evolution is needed. This tells us, it is not always a wise choice to use nonlinear interpolations in adiabatic algorithms. Sometimes, simple linear adiabatic evolutions may be sufficient for using. Supported by the National Natural Science Foundation of China under Grant Nos. 61402188 and 61173050. The first author also gratefully acknowledges the support from the China Postdoctoral Science Foundation under Grant No. 2014M552041

  12. Computational Models for Nonlinear Aeroelastic Systems Project

    Data.gov (United States)

    National Aeronautics and Space Administration — Clear Science Corp. and Duke University propose to develop and demonstrate a new and efficient computational method of modeling nonlinear aeroelastic systems. The...

  13. Non-linear Loudspeaker Unit Modelling

    DEFF Research Database (Denmark)

    Pedersen, Bo Rohde; Agerkvist, Finn T.

    2008-01-01

    Simulations of a 6½-inch loudspeaker unit are performed and compared with a displacement measurement. The non-linear loudspeaker model is based on the major nonlinear functions and expanded with time-varying suspension behaviour and flux modulation. The results are presented with FFT plots of three...... frequencies and different displacement levels. The model errors are discussed and analysed including a test with loudspeaker unit where the diaphragm is removed....

  14. Identification and data-driven model reduction of state-space representations of lossless and dissipative systems from noise-free data

    NARCIS (Netherlands)

    Rapisarda, P.; Trentelman, H.L.

    We illustrate procedures to identify a state-space representation of a lossless or dissipative system from a given noise-free trajectory; important special cases are passive systems and bounded-real systems. Computing a rank-revealing factorization of a Gramian-like matrix constructed from the data,

  15. Identifying nonlinear biomechanical models by multicriteria analysis

    Science.gov (United States)

    Srdjevic, Zorica; Cveticanin, Livija

    2012-02-01

    In this study, the methodology developed by Srdjevic and Cveticanin (International Journal of Industrial Ergonomics 34 (2004) 307-318) for the nonbiased (objective) parameter identification of the linear biomechanical model exposed to vertical vibrations is extended to the identification of n-degree of freedom (DOF) nonlinear biomechanical models. The dynamic performance of the n-DOF nonlinear model is described in terms of response functions in the frequency domain, such as the driving-point mechanical impedance and seat-to-head transmissibility function. For randomly generated parameters of the model, nonlinear equations of motion are solved using the Runge-Kutta method. The appropriate data transformation from the time-to-frequency domain is performed by a discrete Fourier transformation. Squared deviations of the response functions from the target values are used as the model performance evaluation criteria, thus shifting the problem into the multicriteria framework. The objective weights of criteria are obtained by applying the Shannon entropy concept. The suggested methodology is programmed in Pascal and tested on a 4-DOF nonlinear lumped parameter biomechanical model. The identification process over the 2000 generated sets of parameters lasts less than 20 s. The model response obtained with the imbedded identified parameters correlates well with the target values, therefore, justifying the use of the underlying concept and the mathematical instruments and numerical tools applied. It should be noted that the identified nonlinear model has an improved accuracy of the biomechanical response compared to the accuracy of a linear model.

  16. Nonlinear response to a click in a time-domain model of the mammalian ear.

    Science.gov (United States)

    Meaud, Julien; Lemons, Charlsie

    2015-07-01

    In this paper, a state-space implementation of a previously developed frequency-domain model of the cochlea is coupled to a lumped parameter model of the middle ear. After validation of the time-domain model by comparison of its steady-state response to results obtained with a frequency-domain formulation, the nonlinear response of the cochlea to clicks is investigated. As observed experimentally, a compressive nonlinearity progressively develops within the first few cycles of the response of the basilar membrane (BM). Furthermore, a time-frequency analysis shows that the instantaneous frequency of the BM response to a click progressively approaches the characteristic frequency. This phenomenon, called glide, is predicted at all stimulus intensities, as in experiments. In typical experiments with sensitive animals, the click response is characterized by a long ringing and the response envelope includes several lobes. In order to achieve similar results, inhomogeneities are introduced in the cochlear model. Simulations demonstrate the strong link between characteristics of the frequency response, such as dispersion and frequency-dependent nonlinearity, and characteristics of the time-domain response, such as the glide and a time-dependent nonlinearity. The progressive buildup of cochlear nonlinearity in response to a click is shown to be a consequence of the glide and of frequency-dependent nonlinearity.

  17. Nonlinear model predictive control theory and algorithms

    CERN Document Server

    Grüne, Lars

    2017-01-01

    This book offers readers a thorough and rigorous introduction to nonlinear model predictive control (NMPC) for discrete-time and sampled-data systems. NMPC schemes with and without stabilizing terminal constraints are detailed, and intuitive examples illustrate the performance of different NMPC variants. NMPC is interpreted as an approximation of infinite-horizon optimal control so that important properties like closed-loop stability, inverse optimality and suboptimality can be derived in a uniform manner. These results are complemented by discussions of feasibility and robustness. An introduction to nonlinear optimal control algorithms yields essential insights into how the nonlinear optimization routine—the core of any nonlinear model predictive controller—works. Accompanying software in MATLAB® and C++ (downloadable from extras.springer.com/), together with an explanatory appendix in the book itself, enables readers to perform computer experiments exploring the possibilities and limitations of NMPC. T...

  18. Nonlinear optical model for strip plasmonic waveguides

    DEFF Research Database (Denmark)

    Lysenko, Oleg; Bache, Morten; Lavrinenko, Andrei

    2016-01-01

    This paper presents a theoretical model of nonlinear optical properties for strip plasmonic waveguides. The particular waveguides geometry that we investigate contains a gold core, adhesion layers, and silicon dioxide cladding. It is shown that the third-order susceptibility of the gold core...... significantly depends on the layer thickness and has the dominant contribution to the effective third-order susceptibility of the long-range plasmon polariton mode. This results in two nonlinear optical effects in plasmonic waveguides, which we experimentally observed and reported in [Opt. Lett. 41, 317 (2016......)]. The first effect is the nonlinear power saturation of the plasmonic mode, and the second effect is the spectral broadening of the plasmonic mode. Both nonlinear plasmonic effects can be used for practical applications and their appropriate model will be important for further developments in communication...

  19. Topological approximation of the nonlinear Anderson model

    Science.gov (United States)

    Milovanov, Alexander V.; Iomin, Alexander

    2014-06-01

    We study the phenomena of Anderson localization in the presence of nonlinear interaction on a lattice. A class of nonlinear Schrödinger models with arbitrary power nonlinearity is analyzed. We conceive the various regimes of behavior, depending on the topology of resonance overlap in phase space, ranging from a fully developed chaos involving Lévy flights to pseudochaotic dynamics at the onset of delocalization. It is demonstrated that the quadratic nonlinearity plays a dynamically very distinguished role in that it is the only type of power nonlinearity permitting an abrupt localization-delocalization transition with unlimited spreading already at the delocalization border. We describe this localization-delocalization transition as a percolation transition on the infinite Cayley tree (Bethe lattice). It is found in the vicinity of the criticality that the spreading of the wave field is subdiffusive in the limit t →+∞. The second moment of the associated probability distribution grows with time as a power law ∝ tα, with the exponent α =1/3 exactly. Also we find for superquadratic nonlinearity that the analog pseudochaotic regime at the edge of chaos is self-controlling in that it has feedback on the topology of the structure on which the transport processes concentrate. Then the system automatically (without tuning of parameters) develops its percolation point. We classify this type of behavior in terms of self-organized criticality dynamics in Hilbert space. For subquadratic nonlinearities, the behavior is shown to be sensitive to the details of definition of the nonlinear term. A transport model is proposed based on modified nonlinearity, using the idea of "stripes" propagating the wave process to large distances. Theoretical investigations, presented here, are the basis for consistency analysis of the different localization-delocalization patterns in systems with many coupled degrees of freedom in association with the asymptotic properties of the

  20. Nonlinear modeling of an aerospace object dynamics

    Science.gov (United States)

    Davydov, I. E.; Davydov, E. I.

    2017-01-01

    Here are presented the scientific results, obtained by motion modeling of complicated technical systems of aerospace equipment with consideration of nonlinearities. Computerized panel that allows to measure mutual influence of the system's motion and stabilization device with consideration of its real characteristics has been developed. Analysis of motion stability of a system in general has been carried out and time relationships of the system's motion taking in account nonlinearities are presented.

  1. Nonlinear chaotic model for predicting storm surges

    NARCIS (Netherlands)

    Siek, M.; Solomatine, D.P.

    This paper addresses the use of the methods of nonlinear dynamics and chaos theory for building a predictive chaotic model from time series. The chaotic model predictions are made by the adaptive local models based on the dynamical neighbors found in the reconstructed phase space of the observables.

  2. On the nonlinear modeling of ring oscillators

    KAUST Repository

    Elwakil, Ahmed S.

    2009-06-01

    We develop higher-order nonlinear models of three-stage and five-stage ring oscillators based on a novel inverter model. The oscillation condition and oscillation frequency are derived and compared to classical linear model analysis. Two important special cases for five-stage ring oscillators are also studied. Numerical simulations are shown. © 2009 World Scientific Publishing Company.

  3. Correlations and Non-Linear Probability Models

    DEFF Research Database (Denmark)

    Breen, Richard; Holm, Anders; Karlson, Kristian Bernt

    2014-01-01

    the dependent variable of the latent variable model and its predictor variables. We show how this correlation can be derived from the parameters of non-linear probability models, develop tests for the statistical significance of the derived correlation, and illustrate its usefulness in two applications. Under......Although the parameters of logit and probit and other non-linear probability models are often explained and interpreted in relation to the regression coefficients of an underlying linear latent variable model, we argue that they may also be usefully interpreted in terms of the correlations between...... certain circumstances, which we explain, the derived correlation provides a way of overcoming the problems inherent in cross-sample comparisons of the parameters of non-linear probability models....

  4. Neural network-based nonlinear model predictive control vs. linear quadratic gaussian control

    Science.gov (United States)

    Cho, C.; Vance, R.; Mardi, N.; Qian, Z.; Prisbrey, K.

    1997-01-01

    One problem with the application of neural networks to the multivariable control of mineral and extractive processes is determining whether and how to use them. The objective of this investigation was to compare neural network control to more conventional strategies and to determine if there are any advantages in using neural network control in terms of set-point tracking, rise time, settling time, disturbance rejection and other criteria. The procedure involved developing neural network controllers using both historical plant data and simulation models. Various control patterns were tried, including both inverse and direct neural network plant models. These were compared to state space controllers that are, by nature, linear. For grinding and leaching circuits, a nonlinear neural network-based model predictive control strategy was superior to a state space-based linear quadratic gaussian controller. The investigation pointed out the importance of incorporating state space into neural networks by making them recurrent, i.e., feeding certain output state variables into input nodes in the neural network. It was concluded that neural network controllers can have better disturbance rejection, set-point tracking, rise time, settling time and lower set-point overshoot, and it was also concluded that neural network controllers can be more reliable and easy to implement in complex, multivariable plants.

  5. Modeling of the vibrating beam accelerometer nonlinearities

    Science.gov (United States)

    Romanowski, P. A.; Knop, R. C.

    Successful modeling and processing of the output of a quartz Vibrating Beam Accelerometer (VBA), whose errors are inherently nonlinear with respect to input acceleration, are reported. The VBA output, with two signals that are frequencies of vibrating quartz beams, has inherent higher-order terms. In order to avoid vibration rectification errors, the signal output must be sampled at a rapid rate and the output must be reduced using a nonlinear model. The present model, with acceleration as a function of frequency, is derived by a least-squares process where the covariance matrix is obtained from simulated data. The system performance is found to be acceptable to strategic levels, and it is shown that a vibration rectification error of 400 micrograms/sq g can be reduced to 4 micrograms/sq g by using the processor electronics and a nonlinear model.

  6. Nonlinear observer design for a nonlinear string/cable FEM model using contraction theory

    DEFF Research Database (Denmark)

    Turkyilmaz, Yilmaz; Jouffroy, Jerome; Egeland, Olav

    Contraction theory is a recently developed nonlinear analysis tool which may be useful for solving a variety of nonlinear control problems. In this paper, using Contraction theory, a nonlinear observer is designed for a general nonlinear cable/string FEM (Finite Element Method) model. The cable...

  7. Nonlinear observer design for a nonlinear string/cable FEM model using contraction theory

    DEFF Research Database (Denmark)

    Turkyilmaz, Yilmaz; Jouffroy, Jerome; Egeland, Olav

    Contraction theory is a recently developed nonlinear analysis tool which may be useful for solving a variety of nonlinear control problems. In this paper, using Contraction theory, a nonlinear observer is designed for a general nonlinear cable/string FEM (Finite Element Method) model. The cable...

  8. A nonlinear constitutive model for magnetostrictive materials

    Institute of Scientific and Technical Information of China (English)

    Xin'en Liu; Xiaojing Zheng

    2005-01-01

    A general nonlinear constitutive model is proposed for magnetostrictive materials, based on the important physical fact that a nonlinear part of the elastic strain produced by a pre-stress is related to the magnetic domain rotation or movement and is responsible for the change of the maximum magnetostrictive strain with the pre-stress. To avoid the complicity of determining the tensor function describing the nonlinear elastic strain part, this paper proposes a simplified model by means of linearizing the nonlinear function.For the convenience of engineering applications, the expressions of the 3-D (bulk), 2-D (film) and 1-D (rod) models are, respectively, given for an isotropic material and their applicable ranges are also discussed. By comparison with the experimental data of a Terfenol-D rod, it is found that the proposed model can accurately predict the magnetostrictive strain curves in low, moderate and high magnetic field regions for various compressive pre-stress levels. The numerical simulation further illustrates that, for either magnetostrictive rods or thin films, the proposed model can effectively describe the effects of the pre-stress or residual stress on the magnetization and magnetostrictive strain curves, while none of the known models can capture all of them. Therefore, the proposed model enjoys higher precision and wider applicability than the previous models, especially in the region of the high field.

  9. A Nonlinear Model of Thermoacoustic Devices

    NARCIS (Netherlands)

    Karpov, Sergey; Prosperetti, Andrea

    2002-01-01

    This paper presents a nonlinear, time-domain model of thermoacoustic devices based on cross-sectional averaged equations. Heat transfer perpendicular to the device axis - which lies at the core of thermoacoustic effects - is modeled in a novel and more realistic way. Heat conduction in the solid sur

  10. Some Asymptotic Inference in Multinomial Nonlinear Models (a Geometric Approach)

    Institute of Scientific and Technical Information of China (English)

    WEIBOCHENG

    1996-01-01

    A geometric framework is proposed for multinomlat nonlinear modelsbased on a modified vemlon of the geometric structure presented by Bates & Watts[4]. We use this geometric framework to study some asymptotic inference in terms ofcurvtures for multlnomial nonlinear models. Our previous results [15] for ordlnary nonlinear regression models are extended to multlnomlal nonlinear models.

  11. Correlations and Non-Linear Probability Models

    DEFF Research Database (Denmark)

    Breen, Richard; Holm, Anders; Karlson, Kristian Bernt

    2014-01-01

    Although the parameters of logit and probit and other non-linear probability models are often explained and interpreted in relation to the regression coefficients of an underlying linear latent variable model, we argue that they may also be usefully interpreted in terms of the correlations betwee...... certain circumstances, which we explain, the derived correlation provides a way of overcoming the problems inherent in cross-sample comparisons of the parameters of non-linear probability models.......Although the parameters of logit and probit and other non-linear probability models are often explained and interpreted in relation to the regression coefficients of an underlying linear latent variable model, we argue that they may also be usefully interpreted in terms of the correlations between...... the dependent variable of the latent variable model and its predictor variables. We show how this correlation can be derived from the parameters of non-linear probability models, develop tests for the statistical significance of the derived correlation, and illustrate its usefulness in two applications. Under...

  12. Nonlinear time series theory, methods and applications with R examples

    CERN Document Server

    Douc, Randal; Stoffer, David

    2014-01-01

    FOUNDATIONSLinear ModelsStochastic Processes The Covariance World Linear Processes The Multivariate Cases Numerical Examples ExercisesLinear Gaussian State Space Models Model Basics Filtering, Smoothing, and Forecasting Maximum Likelihood Estimation Smoothing Splines and the Kalman Smoother Asymptotic Distribution of the MLE Missing Data Modifications Structural Component Models State-Space Models with Correlated Errors Exercises Beyond Linear ModelsNonlinear Non-Gaussian Data Volterra Series Expansion Cumulants and Higher-Order Spectra Bilinear Models Conditionally Heteroscedastic Models Thre

  13. Perturbation analysis of nonlinear matrix population models

    Directory of Open Access Journals (Sweden)

    Hal Caswell

    2008-03-01

    Full Text Available Perturbation analysis examines the response of a model to changes in its parameters. It is commonly applied to population growth rates calculated from linear models, but there has been no general approach to the analysis of nonlinear models. Nonlinearities in demographic models may arise due to density-dependence, frequency-dependence (in 2-sex models, feedback through the environment or the economy, and recruitment subsidy due to immigration, or from the scaling inherent in calculations of proportional population structure. This paper uses matrix calculus to derive the sensitivity and elasticity of equilibria, cycles, ratios (e.g. dependency ratios, age averages and variances, temporal averages and variances, life expectancies, and population growth rates, for both age-classified and stage-classified models. Examples are presented, applying the results to both human and non-human populations.

  14. Nonlinear control of the Salnikov model reaction

    DEFF Research Database (Denmark)

    Recke, Bodil; Jørgensen, Sten Bay

    1999-01-01

    This paper explores different nonlinear control schemes, applied to a simple model reaction. The model is the Salnikov model, consisting of two ordinary differential equations. The control strategies investigated are I/O-linearisation, Exact linearisation, exact linearisation combined with LQR...... and Control Lyapunov Functions (CLF's). The results show that based on the lowest possible cost function and shortest settling time, the exact linearisation performs marginally better than the other methods....

  15. Nonlinear System Identification and Behavioral Modeling

    CERN Document Server

    Huq, Kazi Mohammed Saidul; Kabir, A F M Sultanul

    2010-01-01

    The problem of determining a mathematical model for an unknown system by observing its input-output data pair is generally referred to as system identification. A behavioral model reproduces the required behavior of the original analyzed system, such as there is a one-to-one correspondence between the behavior of the original system and the simulated system. This paper presents nonlinear system identification and behavioral modeling using a work assignment.

  16. Nonlinear distortion in wireless systems modeling and simulation with Matlab

    CERN Document Server

    Gharaibeh, Khaled M

    2011-01-01

    This book covers the principles of modeling and simulation of nonlinear distortion in wireless communication systems with MATLAB simulations and techniques In this book, the author describes the principles of modeling and simulation of nonlinear distortion in single and multichannel wireless communication systems using both deterministic and stochastic signals. Models and simulation methods of nonlinear amplifiers explain in detail how to analyze and evaluate the performance of data communication links under nonlinear amplification. The book addresses the analysis of nonlinear systems

  17. Nonlinearity detection in hyperspectral images using a polynomial post-nonlinear mixing model.

    Science.gov (United States)

    Altmann, Yoann; Dobigeon, Nicolas; Tourneret, Jean-Yves

    2013-04-01

    This paper studies a nonlinear mixing model for hyperspectral image unmixing and nonlinearity detection. The proposed model assumes that the pixel reflectances are nonlinear functions of pure spectral components contaminated by an additive white Gaussian noise. These nonlinear functions are approximated by polynomials leading to a polynomial post-nonlinear mixing model. We have shown in a previous paper that the parameters involved in the resulting model can be estimated using least squares methods. A generalized likelihood ratio test based on the estimator of the nonlinearity parameter is proposed to decide whether a pixel of the image results from the commonly used linear mixing model or from a more general nonlinear mixing model. To compute the test statistic associated with the nonlinearity detection, we propose to approximate the variance of the estimated nonlinearity parameter by its constrained Cramér-Rao bound. The performance of the detection strategy is evaluated via simulations conducted on synthetic and real data. More precisely, synthetic data have been generated according to the standard linear mixing model and three nonlinear models from the literature. The real data investigated in this study are extracted from the Cuprite image, which shows that some minerals seem to be nonlinearly mixed in this image. Finally, it is interesting to note that the estimated abundance maps obtained with the post-nonlinear mixing model are in good agreement with results obtained in previous studies.

  18. Nonlinear GARCH model and 1 / f noise

    Science.gov (United States)

    Kononovicius, A.; Ruseckas, J.

    2015-06-01

    Auto-regressive conditionally heteroskedastic (ARCH) family models are still used, by practitioners in business and economic policy making, as a conditional volatility forecasting models. Furthermore ARCH models still are attracting an interest of the researchers. In this contribution we consider the well known GARCH(1,1) process and its nonlinear modifications, reminiscent of NGARCH model. We investigate the possibility to reproduce power law statistics, probability density function and power spectral density, using ARCH family models. For this purpose we derive stochastic differential equations from the GARCH processes in consideration. We find the obtained equations to be similar to a general class of stochastic differential equations known to reproduce power law statistics. We show that linear GARCH(1,1) process has power law distribution, but its power spectral density is Brownian noise-like. However, the nonlinear modifications exhibit both power law distribution and power spectral density of the 1 /fβ form, including 1 / f noise.

  19. The HIVE Tool for Informed Swarm State Space Exploration

    CERN Document Server

    Wijs, Anton

    2011-01-01

    Swarm verification and parallel randomised depth-first search are very effective parallel techniques to hunt bugs in large state spaces. In case bugs are absent, however, scalability of the parallelisation is completely lost. In recent work, we proposed a mechanism to inform the workers which parts of the state space to explore. This mechanism is compatible with any action-based formalism, where a state space can be represented by a labelled transition system. With this extension, each worker can be strictly bounded to explore only a small fraction of the state space at a time. In this paper, we present the HIVE tool together with two search algorithms which were added to the LTSmin tool suite to both perform a preprocessing step, and execute a bounded worker search. The new tool is used to coordinate informed swarm explorations, and the two new LTSmin algorithms are employed for preprocessing a model and performing the individual searches.

  20. State-Space Methods for µ-Analysis

    OpenAIRE

    Helmersson, Anders

    1994-01-01

    This paper discusses state-space methods for analyzing stability of continuous time linear systems subject to structured uncertainties. Four types of uncertainties are discussed: linear parametric and dynamic uncertainties (real and complex µ) and nonlinear parametric and dynamic uncertainties. The method employs LMIs equipped with a scaling matrix adapted to the type of uncertainty. For parametric uncertainties conservativeness is reduced by branch and bound schemes. Different types of uncer...

  1. Automatic Design of a Maglev Controller in State Space

    Science.gov (United States)

    1991-12-01

    conventional trains with steel wheels on steel rails. Several experimen- tal maglev systems in Germany and Japan have demonstrated that this mode of...Design of a Maglev Controller in State Space Feng Zhao Richard Thornton Abstract We describe the automatic synthesis of a global nonlinear controller for...the global switching points of the controller is presented. The synthesized control system can stabilize the maglev vehicle with large initial displace

  2. State-Space Methods for µ-Analysis

    OpenAIRE

    Helmersson, Anders

    1994-01-01

    This paper discusses state-space methods for analyzing stability of continuous time linear systems subject to structured uncertainties. Four types of uncertainties are discussed: linear parametric and dynamic uncertainties (real and complex µ) and nonlinear parametric and dynamic uncertainties. The method employs LMIs equipped with a scaling matrix adapted to the type of uncertainty. For parametric uncertainties conservativeness is reduced by branch and bound schemes. Different types of uncer...

  3. Dynamical effects of overparametrization in nonlinear models

    Science.gov (United States)

    Aguirre, Luis Antonio; Billings, S. A.

    1995-01-01

    This paper is concemed with dynamical reconstruction for nonlinear systems. The effects of the driving function and of the complexity of a given representation on the bifurcation patter are investigated. It is shown that the use of different driving functions to excite the system may yield models with different bifurcation patterns. The complexity of the reconstructions considered is quantified by the embedding dimension and the number of estimated parameters. In this respect it appears that models which reproduce the original bifurcation behaviour are of limited complexity and that excessively complex models tend to induce ghost bifurcations and spurious dynamical regimes. Moreover, some results suggest that the effects of overparametrization on the global dynamical behaviour of a nonlinear model may be more deleterious than the presence of moderate noise levels. In order to precisely quantify the complexity of the reconstructions, global polynomials are used although the results are believed to apply to a much wider class of representations including neural networks.

  4. Research on nonlinear stochastic dynamical price model

    Energy Technology Data Exchange (ETDEWEB)

    Li Jiaorui [Department of Applied Mathematics, Northwestern Polytechnical University, Xi' an 710072 (China); School of Statistics, Xi' an University of Finance and Economics, Xi' an 710061 (China)], E-mail: jiaoruili@mail.nwpu.edu.cn; Xu Wei; Xie Wenxian; Ren Zhengzheng [Department of Applied Mathematics, Northwestern Polytechnical University, Xi' an 710072 (China)

    2008-09-15

    In consideration of many uncertain factors existing in economic system, nonlinear stochastic dynamical price model which is subjected to Gaussian white noise excitation is proposed based on deterministic model. One-dimensional averaged Ito stochastic differential equation for the model is derived by using the stochastic averaging method, and applied to investigate the stability of the trivial solution and the first-passage failure of the stochastic price model. The stochastic price model and the methods presented in this paper are verified by numerical studies.

  5. Simplified Model of Nonlinear Landau Damping

    Energy Technology Data Exchange (ETDEWEB)

    N. A. Yampolsky and N. J. Fisch

    2009-07-16

    The nonlinear interaction of a plasma wave with resonant electrons results in a plateau in the electron distribution function close to the phase velocity of the plasma wave. As a result, Landau damping of the plasma wave vanishes and the resonant frequency of the plasma wave downshifts. However, this simple picture is invalid when the external driving force changes the plasma wave fast enough so that the plateau cannot be fully developed. A new model to describe amplification of the plasma wave including the saturation of Landau damping and the nonlinear frequency shift is proposed. The proposed model takes into account the change of the plasma wave amplitude and describes saturation of the Landau damping rate in terms of a single fluid equation, which simplifies the description of the inherently kinetic nature of Landau damping. A proposed fluid model, incorporating these simplifications, is verified numerically using a kinetic Vlasov code.

  6. STEW A Nonlinear Data Modeling Computer Program

    CERN Document Server

    Chen, H

    2000-01-01

    A nonlinear data modeling computer program, STEW, employing the Levenberg-Marquardt algorithm, has been developed to model the experimental sup 2 sup 3 sup 9 Pu(n,f) and sup 2 sup 3 sup 5 U(n,f) cross sections. This report presents results of the modeling of the sup 2 sup 3 sup 9 Pu(n,f) and sup 2 sup 3 sup 5 U(n,f) cross-section data. The calculation of the fission transmission coefficient is based on the double-humped-fission-barrier model of Bjornholm and Lynn. Incident neutron energies of up to 5 MeV are considered.

  7. STEW: A Nonlinear Data Modeling Computer Program

    Energy Technology Data Exchange (ETDEWEB)

    Chen, H.

    2000-03-04

    A nonlinear data modeling computer program, STEW, employing the Levenberg-Marquardt algorithm, has been developed to model the experimental {sup 239}Pu(n,f) and {sup 235}U(n,f) cross sections. This report presents results of the modeling of the {sup 239}Pu(n,f) and {sup 235}U(n,f) cross-section data. The calculation of the fission transmission coefficient is based on the double-humped-fission-barrier model of Bjornholm and Lynn. Incident neutron energies of up to 5 MeV are considered.

  8. State Space Methods for Timed Petri Nets

    DEFF Research Database (Denmark)

    Christensen, Søren; Jensen, Kurt; Mailund, Thomas

    2001-01-01

    We present two recently developed state space methods for timed Petri nets. The two methods reconciles state space methods and time concepts based on the introduction of a global clock and associating time stamps to tokens. The first method is based on an equivalence relation on states which makes...... it possible to condense the usually infinite state space of a timed Petri net into a finite condensed state space without loosing analysis power. The second method supports on-the-fly verification of certain safety properties of timed systems. We discuss the application of the two methods in a number...

  9. Simple nonlinear models suggest variable star universality

    CERN Document Server

    Lindner, John F; Kia, Behnam; Hippke, Michael; Learned, John G; Ditto, William L

    2015-01-01

    Dramatically improved data from observatories like the CoRoT and Kepler spacecraft have recently facilitated nonlinear time series analysis and phenomenological modeling of variable stars, including the search for strange (aka fractal) or chaotic dynamics. We recently argued [Lindner et al., Phys. Rev. Lett. 114 (2015) 054101] that the Kepler data includes "golden" stars, whose luminosities vary quasiperiodically with two frequencies nearly in the golden ratio, and whose secondary frequencies exhibit power-law scaling with exponent near -1.5, suggesting strange nonchaotic dynamics and singular spectra. Here we use a series of phenomenological models to make plausible the connection between golden stars and fractal spectra. We thereby suggest that at least some features of variable star dynamics reflect universal nonlinear phenomena common to even simple systems.

  10. Thermoviscous Model Equations in Nonlinear Acoustics

    DEFF Research Database (Denmark)

    Rasmussen, Anders Rønne

    Four nonlinear acoustical wave equations that apply to both perfect gasses and arbitrary fluids with a quadratic equation of state are studied. Shock and rarefaction wave solutions to the equations are studied. In order to assess the accuracy of the wave equations, their solutions are compared...... to solutions of the basic equations from which the wave equations are derived. A straightforward weakly nonlinear equation is the most accurate for shock modeling. A higher order wave equation is the most accurate for modeling of smooth disturbances. Investigations of the linear stability properties...... of solutions to the wave equations, reveal that the solutions may become unstable. Such instabilities are not found in the basic equations. Interacting shocks and standing shocks are investigated....

  11. Modified Nonlinear Model of Arcsin-Electrodynamics

    Science.gov (United States)

    Kruglov, S. I.

    2016-07-01

    A new modified model of nonlinear arcsin-electrodynamics with two parameters is proposed and analyzed. We obtain the corrections to the Coulomb law. The effect of vacuum birefringence takes place when the external constant magnetic field is present. We calculate indices of refraction for two perpendicular polarizations of electromagnetic waves and estimate bounds on the parameter γ from the BMV and PVLAS experiments. It is shown that the electric field of a point-like charge is finite at the origin. We calculate the finite static electric energy of point-like particles and demonstrate that the electron mass can have the pure electromagnetic nature. The symmetrical Belinfante energy-momentum tensor and dilatation current are found. We show that the dilatation symmetry and dual symmetry are broken in the model suggested. We have investigated the gauge covariant quantization of the nonlinear electrodynamics fields as well as the gauge fixing approach based on Dirac's brackets.

  12. Nonlinear modelling of polymer electrolyte membrane fuel cell stack using nonlinear cancellation technique

    Energy Technology Data Exchange (ETDEWEB)

    Barus, R. P. P., E-mail: rismawan.ppb@gmail.com [Engineering Physics, Faculty of Industrial Technology, Institut Teknologi Bandung, Jalan Ganesa 10 Bandung and Centre for Material and Technical Product, Jalan Sangkuriang No. 14 Bandung (Indonesia); Tjokronegoro, H. A.; Leksono, E. [Engineering Physics, Faculty of Industrial Technology, Institut Teknologi Bandung, Jalan Ganesa 10 Bandung (Indonesia); Ismunandar [Chemistry Study, Faculty of Mathematics and Science, Institut Teknologi Bandung, Jalan Ganesa 10 Bandung (Indonesia)

    2014-09-25

    Fuel cells are promising new energy conversion devices that are friendly to the environment. A set of control systems are required in order to operate a fuel cell based power plant system optimally. For the purpose of control system design, an accurate fuel cell stack model in describing the dynamics of the real system is needed. Currently, linear model are widely used for fuel cell stack control purposes, but it has limitations in narrow operation range. While nonlinear models lead to nonlinear control implemnetation whos more complex and hard computing. In this research, nonlinear cancellation technique will be used to transform a nonlinear model into a linear form while maintaining the nonlinear characteristics. The transformation is done by replacing the input of the original model by a certain virtual input that has nonlinear relationship with the original input. Then the equality of the two models is tested by running a series of simulation. Input variation of H2, O2 and H2O as well as disturbance input I (current load) are studied by simulation. The error of comparison between the proposed model and the original nonlinear model are less than 1 %. Thus we can conclude that nonlinear cancellation technique can be used to represent fuel cell nonlinear model in a simple linear form while maintaining the nonlinear characteristics and therefore retain the wide operation range.

  13. Nonlinear chaotic model for predicting storm surges

    Directory of Open Access Journals (Sweden)

    M. Siek

    2010-09-01

    Full Text Available This paper addresses the use of the methods of nonlinear dynamics and chaos theory for building a predictive chaotic model from time series. The chaotic model predictions are made by the adaptive local models based on the dynamical neighbors found in the reconstructed phase space of the observables. We implemented the univariate and multivariate chaotic models with direct and multi-steps prediction techniques and optimized these models using an exhaustive search method. The built models were tested for predicting storm surge dynamics for different stormy conditions in the North Sea, and are compared to neural network models. The results show that the chaotic models can generally provide reliable and accurate short-term storm surge predictions.

  14. The Nonlinear Magnetosphere: Expressions in MHD and in Kinetic Models

    Science.gov (United States)

    Hesse, Michael; Birn, Joachim

    2011-01-01

    Like most plasma systems, the magnetosphere of the Earth is governed by nonlinear dynamic evolution equations. The impact of nonlinearities ranges from large scales, where overall dynamics features are exhibiting nonlinear behavior, to small scale, kinetic, processes, where nonlinear behavior governs, among others, energy conversion and dissipation. In this talk we present a select set of examples of such behavior, with a specific emphasis on how nonlinear effects manifest themselves in MHD and in kinetic models of magnetospheric plasma dynamics.

  15. MCRG Flow for the nonlinear Sigma Model

    CERN Document Server

    Koerner, Daniel; Wipf, Andreas

    2013-01-01

    A study of the renormalization group flow in the three-dimensional nonlinear O(N) sigma model using Monte Carlo Renormalization Group (MCRG) techniques is presented. To achieve this, we combine an improved blockspin transformation with the canonical demon method to determine the flow diagram for a number of different truncations. Systematic errors of the approach are highlighted. Results are discussed with hindsight on the fixed point structure of the model and the corresponding critical exponents. Special emphasis is drawn on the existence of a nontrivial ultraviolet fixed point as required for theories modeling the asymptotic safety scenario of quantum gravity.

  16. Forecasting with nonlinear time series models

    DEFF Research Database (Denmark)

    Kock, Anders Bredahl; Teräsvirta, Timo

    and two versions of a simple artificial neural network model. Techniques for generating multi-period forecasts from nonlinear models recursively are considered, and the direct (non-recursive) method for this purpose is mentioned as well. Forecasting with com- plex dynamic systems, albeit less frequently...... applied to economic fore- casting problems, is briefly highlighted. A number of large published studies comparing macroeconomic forecasts obtained using different time series models are discussed, and the paper also contains a small simulation study comparing recursive and direct forecasts in a partic...

  17. Nonlinear Modelling of Low Frequency Loudspeakers

    DEFF Research Database (Denmark)

    Olsen, Erling Sandermann; Christensen, Knud Bank

    1996-01-01

    A central part of the Danish LoDist project has been the derivation of an extended equivalent circuit and a corresponding set of differential equations suitable for the simulation of high-fidelity woofers under large and very large (clipping) signal conditions. A model including suspension creep ...... and eddy current losses seems to be sufficient, but all the parameters of the model vary with the position of the diaphragm. The model and the associated set of nonlinear differential equations and the solution of the equations are discussed....

  18. NONLINEAR MODEL PREDICTIVE CONTROL OF CHEMICAL PROCESSES

    Directory of Open Access Journals (Sweden)

    R. G. SILVA

    1999-03-01

    Full Text Available A new algorithm for model predictive control is presented. The algorithm utilizes a simultaneous solution and optimization strategy to solve the model's differential equations. The equations are discretized by equidistant collocation, and along with the algebraic model equations are included as constraints in a nonlinear programming (NLP problem. This algorithm is compared with the algorithm that uses orthogonal collocation on finite elements. The equidistant collocation algorithm results in simpler equations, providing a decrease in computation time for the control moves. Simulation results are presented and show a satisfactory performance of this algorithm.

  19. Nonlinear Inertia Classification Model and Application

    Directory of Open Access Journals (Sweden)

    Mei Wang

    2014-01-01

    Full Text Available Classification model of support vector machine (SVM overcomes the problem of a big number of samples. But the kernel parameter and the punishment factor have great influence on the quality of SVM model. Particle swarm optimization (PSO is an evolutionary search algorithm based on the swarm intelligence, which is suitable for parameter optimization. Accordingly, a nonlinear inertia convergence classification model (NICCM is proposed after the nonlinear inertia convergence (NICPSO is developed in this paper. The velocity of NICPSO is firstly defined as the weighted velocity of the inertia PSO, and the inertia factor is selected to be a nonlinear function. NICPSO is used to optimize the kernel parameter and a punishment factor of SVM. Then, NICCM classifier is trained by using the optical punishment factor and the optical kernel parameter that comes from the optimal particle. Finally, NICCM is applied to the classification of the normal state and fault states of online power cable. It is experimentally proved that the iteration number for the proposed NICPSO to reach the optimal position decreases from 15 to 5 compared with PSO; the training duration is decreased by 0.0052 s and the recognition precision is increased by 4.12% compared with SVM.

  20. Model reduction of systems with localized nonlinearities.

    Energy Technology Data Exchange (ETDEWEB)

    Segalman, Daniel Joseph

    2006-03-01

    An LDRD funded approach to development of reduced order models for systems with local nonlinearities is presented. This method is particularly useful for problems of structural dynamics, but has potential application in other fields. The key elements of this approach are (1) employment of eigen modes of a reference linear system, (2) incorporation of basis functions with an appropriate discontinuity at the location of the nonlinearity. Galerkin solution using the above combination of basis functions appears to capture the dynamics of the system with a small basis set. For problems involving small amplitude dynamics, the addition of discontinuous (joint) modes appears to capture the nonlinear mechanics correctly while preserving the modal form of the predictions. For problems involving large amplitude dynamics of realistic joint models (macro-slip), the use of appropriate joint modes along with sufficient basis eigen modes to capture the frequencies of the system greatly enhances convergence, though the modal nature the result is lost. Also observed is that when joint modes are used in conjunction with a small number of elastic eigen modes in problems of macro-slip of realistic joint models, the resulting predictions are very similar to those of the full solution when seen through a low pass filter. This has significance both in terms of greatly reducing the number of degrees of freedom of the problem and in terms of facilitating the use of much larger time steps.

  1. Evaluation of model fit in nonlinear multilevel structural equation modeling

    Directory of Open Access Journals (Sweden)

    Karin eSchermelleh-Engel

    2014-03-01

    Full Text Available Evaluating model fit in nonlinear multilevel structural equation models (MSEM presents a challenge as no adequate test statistic is available. Nevertheless, using a product indicator approach a likelihood ratio test for linear models is provided which may also be useful for nonlinear MSEM. The main problem with nonlinear models is that product variables are nonnormally distributed. Although robust test statistics have been developed for linear SEM to ensure valid results under the condition of nonnormality, they were not yet investigated for nonlinear MSEM. In a Monte Carlo study, the performance of the robust likelihood ratio test was investigated for models with single-level latent interaction effects using the unconstrained product indicator approach. As overall model fit evaluation has a potential limitation in detecting the lack of fit at a single level even for linear models, level-specific model fit evaluation was also investigated using partially saturated models. Four population models were considered: a model with interaction effects at both levels, an interaction effect at the within-group level, an interaction effect at the between-group level, and a model with no interaction effects at both levels. For these models the number of groups, predictor correlation, and model misspecification was varied. The results indicate that the robust test statistic performed sufficiently well. Advantages of level-specific model fit evaluation for the detection of model misfit are demonstrated.

  2. Evaluation of model fit in nonlinear multilevel structural equation modeling.

    Science.gov (United States)

    Schermelleh-Engel, Karin; Kerwer, Martin; Klein, Andreas G

    2014-01-01

    Evaluating model fit in nonlinear multilevel structural equation models (MSEM) presents a challenge as no adequate test statistic is available. Nevertheless, using a product indicator approach a likelihood ratio test for linear models is provided which may also be useful for nonlinear MSEM. The main problem with nonlinear models is that product variables are non-normally distributed. Although robust test statistics have been developed for linear SEM to ensure valid results under the condition of non-normality, they have not yet been investigated for nonlinear MSEM. In a Monte Carlo study, the performance of the robust likelihood ratio test was investigated for models with single-level latent interaction effects using the unconstrained product indicator approach. As overall model fit evaluation has a potential limitation in detecting the lack of fit at a single level even for linear models, level-specific model fit evaluation was also investigated using partially saturated models. Four population models were considered: a model with interaction effects at both levels, an interaction effect at the within-group level, an interaction effect at the between-group level, and a model with no interaction effects at both levels. For these models the number of groups, predictor correlation, and model misspecification was varied. The results indicate that the robust test statistic performed sufficiently well. Advantages of level-specific model fit evaluation for the detection of model misfit are demonstrated.

  3. State-Space Formulation for Circuit Analysis

    Science.gov (United States)

    Martinez-Marin, T.

    2010-01-01

    This paper presents a new state-space approach for temporal analysis of electrical circuits. The method systematically obtains the state-space formulation of nondegenerate linear networks without using concepts of topology. It employs nodal/mesh systematic analysis to reduce the number of undesired variables. This approach helps students to…

  4. Continuous expected utility for arbitrary state spaces

    NARCIS (Netherlands)

    Wakker, P.P.

    1985-01-01

    Subjective expected utility maximization with continuous utility is characterized, extending the result of Wakker (1984, Journal of Mathematical Psychology) to infinite state spaces. In Savage (1954, The Foundations of Statistics) the main restriction, P6, requires structure for the state space, e.g

  5. Pruning state spaces with extended beam search

    NARCIS (Netherlands)

    Dashti, M.T.; Wijs, A.J.

    2007-01-01

    This paper focuses on using beam search, a heuristic search algorithm, for pruning state spaces while generating. The original beam search is adapted to the state space generation setting and two new search variants are devised. The resulting framework encompasses some known algorithms, such as $A^*

  6. Nonlinear trading models through Sharpe Ratio maximization.

    Science.gov (United States)

    Choey, M; Weigend, A S

    1997-08-01

    While many trading strategies are based on price prediction, traders in financial markets are typically interested in optimizing risk-adjusted performance such as the Sharpe Ratio, rather than the price predictions themselves. This paper introduces an approach which generates a nonlinear strategy that explicitly maximizes the Sharpe Ratio. It is expressed as a neural network model whose output is the position size between a risky and a risk-free asset. The iterative parameter update rules are derived and compared to alternative approaches. The resulting trading strategy is evaluated and analyzed on both computer-generated data and real world data (DAX, the daily German equity index). Trading based on Sharpe Ratio maximization compares favorably to both profit optimization and probability matching (through cross-entropy optimization). The results show that the goal of optimizing out-of-sample risk-adjusted profit can indeed be achieved with this nonlinear approach.

  7. Nonlinear Model of non-Debye Relaxation

    CERN Document Server

    Zon, Boris A

    2010-01-01

    We present a simple nonlinear relaxation equation which contains the Debye equation as a particular case. The suggested relaxation equation results in power-law decay of fluctuations. This equation contains a parameter defining the frequency dependence of the dielectric permittivity similarly to the well-known one-parameter phenomenological equations of Cole-Cole, Davidson-Cole and Kohlrausch-Williams-Watts. Unlike these models, the obtained dielectric permittivity (i) obeys to the Kramers-Kronig relation; (ii) has proper behaviour at large frequency; (iii) its imaginary part, conductivity, shows a power-law frequency dependence \\sigma ~ \\omega^n where n1 is also observed in several experiments. The nonlinear equation proposed may be useful in various fields of relaxation theory.

  8. Multivariate time series with linear state space structure

    CERN Document Server

    Gómez, Víctor

    2016-01-01

    This book presents a comprehensive study of multivariate time series with linear state space structure. The emphasis is put on both the clarity of the theoretical concepts and on efficient algorithms for implementing the theory. In particular, it investigates the relationship between VARMA and state space models, including canonical forms. It also highlights the relationship between Wiener-Kolmogorov and Kalman filtering both with an infinite and a finite sample. The strength of the book also lies in the numerous algorithms included for state space models that take advantage of the recursive nature of the models. Many of these algorithms can be made robust, fast, reliable and efficient. The book is accompanied by a MATLAB package called SSMMATLAB and a webpage presenting implemented algorithms with many examples and case studies. Though it lays a solid theoretical foundation, the book also focuses on practical application, and includes exercises in each chapter. It is intended for researchers and students wor...

  9. Residual models for nonlinear partial differential equations

    Directory of Open Access Journals (Sweden)

    Garry Pantelis

    2005-11-01

    Full Text Available Residual terms that appear in nonlinear PDEs that are constructed to generate filtered representations of the variables of the fully resolved system are examined by way of a consistency condition. It is shown that certain commonly used empirical gradient models for the residuals fail the test of consistency and therefore cannot be validated as approximations in any reliable sense. An alternate method is presented for computing the residuals. These residual models are independent of free or artificial parameters and there direct link with the functional form of the system of PDEs which describe the fully resolved system are established.

  10. Model of anisotropic nonlinearity in self-defocusing photorefractive media.

    Science.gov (United States)

    Barsi, C; Fleischer, J W

    2015-09-21

    We develop a phenomenological model of anisotropy in self-defocusing photorefractive crystals. In addition to an independent term due to nonlinear susceptibility, we introduce a nonlinear, non-separable correction to the spectral diffraction operator. The model successfully describes the crossover between photovoltaic and photorefractive responses and the spatially dispersive shock wave behavior of a nonlinearly spreading Gaussian input beam. It should prove useful for characterizing internal charge dynamics in complex materials and for accurate image reconstruction through nonlinear media.

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

    Institute of Scientific and Technical Information of China (English)

    卢钊; 孙明伟

    2003-01-01

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

  12. An Embeddable Virtual Machine for State Space Generation

    NARCIS (Netherlands)

    Weber, M.; Bosnacki, D.; Edelkamp, S.

    2007-01-01

    The semantics of modelling languages are not always specified in a precise and formal way, and their rather complex underlying models make it a non-trivial exercise to reuse them in newly developed tools. We report on experiments with a virtual machine-based approach for state space generation. The

  13. Model updating of nonlinear structures from measured FRFs

    Science.gov (United States)

    Canbaloğlu, Güvenç; Özgüven, H. Nevzat

    2016-12-01

    There are always certain discrepancies between modal and response data of a structure obtained from its mathematical model and experimentally measured ones. Therefore it is a general practice to update the theoretical model by using experimental measurements in order to have a more accurate model. Most of the model updating methods used in structural dynamics are for linear systems. However, in real life applications most of the structures have nonlinearities, which restrict us applying model updating techniques available for linear structures, unless they work in linear range. Well-established frequency response function (FRF) based model updating methods would easily be extended to a nonlinear system if the FRFs of the underlying linear system (linear FRFs) could be experimentally measured. When frictional type of nonlinearity co-exists with other types of nonlinearities, it is not possible to obtain linear FRFs experimentally by using low level forcing. In this study a method (named as Pseudo Receptance Difference (PRD) method) is presented to obtain linear FRFs of a nonlinear structure having multiple nonlinearities including friction type of nonlinearity. PRD method, calculates linear FRFs of a nonlinear structure by using FRFs measured at various forcing levels, and simultaneously identifies all nonlinearities in the system. Then, any model updating method can be used to update the linear part of the mathematical model. In this present work, PRD method is used to predict the linear FRFs from measured nonlinear FRFs, and the inverse eigensensitivity method is employed to update the linear finite element (FE) model of the nonlinear structure. The proposed method is validated with different case studies using nonlinear lumped single-degree of freedom system, as well as a continuous system. Finally, a real nonlinear T-beam test structure is used to show the application and the accuracy of the proposed method. The accuracy of the updated nonlinear model of the

  14. From spiking neuron models to linear-nonlinear models.

    Directory of Open Access Journals (Sweden)

    Srdjan Ostojic

    Full Text Available Neurons transform time-varying inputs into action potentials emitted stochastically at a time dependent rate. The mapping from current input to output firing rate is often represented with the help of phenomenological models such as the linear-nonlinear (LN cascade, in which the output firing rate is estimated by applying to the input successively a linear temporal filter and a static non-linear transformation. These simplified models leave out the biophysical details of action potential generation. It is not a priori clear to which extent the input-output mapping of biophysically more realistic, spiking neuron models can be reduced to a simple linear-nonlinear cascade. Here we investigate this question for the leaky integrate-and-fire (LIF, exponential integrate-and-fire (EIF and conductance-based Wang-Buzsáki models in presence of background synaptic activity. We exploit available analytic results for these models to determine the corresponding linear filter and static non-linearity in a parameter-free form. We show that the obtained functions are identical to the linear filter and static non-linearity determined using standard reverse correlation analysis. We then quantitatively compare the output of the corresponding linear-nonlinear cascade with numerical simulations of spiking neurons, systematically varying the parameters of input signal and background noise. We find that the LN cascade provides accurate estimates of the firing rates of spiking neurons in most of parameter space. For the EIF and Wang-Buzsáki models, we show that the LN cascade can be reduced to a firing rate model, the timescale of which we determine analytically. Finally we introduce an adaptive timescale rate model in which the timescale of the linear filter depends on the instantaneous firing rate. This model leads to highly accurate estimates of instantaneous firing rates.

  15. Fallacies of composition in nonlinear marketing models

    Science.gov (United States)

    Bischi, Gian Italo; Cerboni Baiardi, Lorenzo

    2015-01-01

    In this paper we consider some nonlinear discrete-time dynamic models proposed in the literature to represent marketing competition, and we use these models to critically discuss the statement, often made in economic literature, that identical agents behave identically and quasi-identical ones behave in a similar way. We show, through examples and some general mathematical statements, that the one-dimensional model of a representative agent, whose dynamics summarize the common behavior of identical interacting agents, may be misleading. In order to discuss these topics some simple methods for the study of local stability and bifurcations are employed, as well as numerical examples where some results taken from the literature on chaos synchronization are applied to two-dimensional marketing models that exhibit riddling, blowout and other global phenomena related to the existence of measure-theoretic attractors.

  16. Model Reduction of Nonlinear Fire Dynamics Models

    OpenAIRE

    Lattimer, Alan Martin

    2016-01-01

    Due to the complexity, multi-scale, and multi-physics nature of the mathematical models for fires, current numerical models require too much computational effort to be useful in design and real-time decision making, especially when dealing with fires over large domains. To reduce the computational time while retaining the complexity of the domain and physics, our research has focused on several reduced-order modeling techniques. Our contributions are improving wildland fire reduced-order mod...

  17. Using State Space Methods to Reveal Dynamical Associations Between Cortisol and Depression.

    Science.gov (United States)

    Toonen, Roelof B; Wardenaar, Klaas J; van Ockenburg, Sonja L; Bos, Elisabeth H; de Jonge, Peter

    2016-01-01

    Despite extensive research, the link between etiological factors and depression remains poorly understood. This may in part be due to a focus on strictly linear definitions of causality, derived at the group level. However, etiological relations in depression are likely to be dynamical, nonlinear and potentially unquantifiable with traditional statistics. Therefore the aim of this study was to evaluate the use of the convergent cross-mapping (CCM) method in investigating possible nonlinear relationships between supposed etiological factors and depressive symptomatology. Time series data from six healthy individuals were used to model the relationship between 24-h urinary free cortisol and negative affect using CCM and dewdrop embeddings. CCM is a nonlinear measure of causality, based on state space reconstruction with lagged coordinate embeddings. The results showed that nonlinear dynamical relationships between cortisol and negative affect may be present within participants, as demonstrated by a positive cross-map convergence from negative affect to cortisol. However, analyses also showed that noise and influential points had considerable impact on the results. Convergent crossmapping can be used to reveal possible nonlinear dynamical relationships between etiological factors and psychopathology that may remain undetected with traditional linear causality measures.

  18. Modeling of unusual nonlinear behaviors in superconducting microstrip transmission lines

    Energy Technology Data Exchange (ETDEWEB)

    Javadzadeh, S. Mohammad Hassan, E-mail: smh_javadzadeh@ee.sharif.edu [School of Electrical Engineering, Sharif University of Technology, P.O. Box 11365-9363, Tehran (Iran, Islamic Republic of); Farzaneh, Forouhar; Fardmanesh, Mehdi [School of Electrical Engineering, Sharif University of Technology, P.O. Box 11365-9363, Tehran (Iran, Islamic Republic of)

    2013-03-15

    Highlights: ► Avoiding of considering just quadratic or modulus nonlinearity. ► Proposing a nonlinear model to predict unusual nonlinear behaviors at low temperatures. ► Description of temperature dependency of nonlinear behaviors in superconducting lines. ► Analytical formulation for each parameter in our proposed model. ► Obtaining very good results which shows this model can predict unusual nonlinear behavior. -- Abstract: There are unusual nonlinear behaviors in superconducting materials, especially at low temperatures. This paper describes the procedure to reliably predict this nonlinearity in superconducting microstrip transmission lines (SMTLs). An accurate nonlinear distributed circuit model, based on simultaneously considering of both quadratic and modulus nonlinearity dependences, is proposed. All parameters of the equivalent circuit can be calculated analytically using proposed closed-form expressions. A numerical method based on Harmonic Balance approach is used to predict nonlinear phenomena like intermodulation distortions and third harmonic generations. Nonlinear analyses of the SMTLs at the different temperatures and the input powers have been presented. This proposed model can describe the unusual behaviors of the nonlinearity at low temperatures, which are frequently observed in the SMTLs.

  19. Damage Detection and Identification of Finite Element Models Using State-Space Based Signal Processing a Summation of Work Completed at the Lawrence Livermore National Laboratory February 1999 to April 2000

    Energy Technology Data Exchange (ETDEWEB)

    Burnett, G.C.

    2000-04-28

    Until recently, attempts to update Finite Element Models (FEM) of large structures based upon recording structural motions were mostly ad hoc, requiring a large amount of engineering experience and skill. Studies have been undertaken at LLNL to use state-space based signal processing techniques to locate the existence and type of model mismatches common in FEM. Two different methods (Gauss-Newton gradient search and extended Kalman filter) have been explored, and the progress made in each type of algorithm as well as the results from several simulated and one actual building model will be discussed. The algorithms will be examined in detail, and the computer programs written to implement the algorithms will be documented.

  20. Set point control in the state space setting

    DEFF Research Database (Denmark)

    Poulsen, Niels Kjølstad

    . The focus is in this report related to the problem of handling a set point or a constant reference in a state space setting. In principle just about any (state space control) design methodology may be applied. Here the presentation is based on LQ design, but other types such as poleplacement can be applied......This report is intented as a supplement or an extension to the material used in connection to or after the courses Stochastic Adaptive Control (02421) and Static and Dynamic Optimization (02711) given at the Department of Informatics and Mathematical Modelling, The Technical University of Denmark...

  1. Model Reduction for Nonlinear Systems by Incremental Balanced Truncation

    NARCIS (Netherlands)

    Besselink, Bart; van de Wouw, Nathan; Scherpen, Jacquelien M. A.; Nijmeijer, Henk

    2014-01-01

    In this paper, the method of incremental balanced truncation is introduced as a tool for model reduction of nonlinear systems. Incremental balanced truncation provides an extension of balanced truncation for linear systems towards the nonlinear case and differs from existing nonlinear balancing tech

  2. Model Reduction for Nonlinear Systems by Incremental Balanced Truncation

    NARCIS (Netherlands)

    Besselink, Bart; van de Wouw, Nathan; Scherpen, Jacquelien M. A.; Nijmeijer, Henk

    2014-01-01

    In this paper, the method of incremental balanced truncation is introduced as a tool for model reduction of nonlinear systems. Incremental balanced truncation provides an extension of balanced truncation for linear systems towards the nonlinear case and differs from existing nonlinear balancing tech

  3. A nonlinear RDF model for waves propagating in shallow water

    Institute of Scientific and Technical Information of China (English)

    王厚杰; 杨作升; 李瑞杰; 张军

    2001-01-01

    In this paper, a composite explicit nonlinear dispersion relation is presented with reference to Stokes 2nd order dispersion relation and the empirical relation of Hedges. The explicit dispersion relation has such advantages that it can smoothly match the Stokes relation in deep and intermediate water and Hedgs’s relation in shallow water. As an explicit formula, it separates the nonlinear term from the linear dispersion relation. Therefore it is convenient to obtain the numerical solution of nonlinear dispersion relation. The present formula is combined with the modified mild-slope equation including nonlinear effect to make a Refraction-Diffraction (RDF) model for wave propagating in shallow water. This nonlinear model is verified over a complicated topography with two submerged elliptical shoals resting on a slope beach. The computation results compared with those obtained from linear model show that at present the nonlinear RDF model can predict the nonlinear characteristics and the combined refracti

  4. The sweep-line state space exploration method

    DEFF Research Database (Denmark)

    Jensen, Kurt; Kristensen, Lars M.; Mailund, Thomas

    2012-01-01

    The sweep-line method exploits intrinsic progress in concurrent systems to alleviate the state explosion problem in explicit state model checking. The concept of progress makes it possible to delete states from the memory during state space exploration and thereby reduce peak memory usage...

  5. On Path Dependent State Space for the Proca Field

    CERN Document Server

    Gaitan, R

    1999-01-01

    A gauge formulation for the Proca model quantum theory in an open path functional space representation is revisited. The path dependent vacuum state is obtained. Starting from this one, other excited states can be obtained too. Additionally, the functional integration measure needed to define an internal product in the state space is constructed.

  6. Nonlinear structural finite element model updating and uncertainty quantification

    Science.gov (United States)

    Ebrahimian, Hamed; Astroza, Rodrigo; Conte, Joel P.

    2015-04-01

    This paper presents a framework for nonlinear finite element (FE) model updating, in which state-of-the-art nonlinear structural FE modeling and analysis techniques are combined with the maximum likelihood estimation method (MLE) to estimate time-invariant parameters governing the nonlinear hysteretic material constitutive models used in the FE model of the structure. The estimation uncertainties are evaluated based on the Cramer-Rao lower bound (CRLB) theorem. A proof-of-concept example, consisting of a cantilever steel column representing a bridge pier, is provided to verify the proposed nonlinear FE model updating framework.

  7. Nonlinear Damping Identification in Nonlinear Dynamic System Based on Stochastic Inverse Approach

    OpenAIRE

    2012-01-01

    The nonlinear model is crucial to prepare, supervise, and analyze mechanical system. In this paper, a new nonparametric and output-only identification procedure for nonlinear damping is studied. By introducing the concept of the stochastic state space, we formulate a stochastic inverse problem for a nonlinear damping. The solution of the stochastic inverse problem is designed as probabilistic expression via the hierarchical Bayesian formulation by considering various uncertainties such as the...

  8. Nonlinear system modeling based on experimental data

    Energy Technology Data Exchange (ETDEWEB)

    PAEZ,THOMAS L.; HUNTER,NORMAN F.

    2000-02-02

    The canonical variate analysis technique is used in this investigation, along with a data transformation algorithm, to identify a system in a transform space. The transformation algorithm involves the preprocessing of measured excitation/response data with a zero-memory-nonlinear transform, specifically, the Rosenblatt transform. This transform approximately maps the measured excitation and response data from its own space into the space of uncorrelated, standard normal random variates. Following this transform, it is appropriate to model the excitation/response relation as linear since Gaussian inputs excite Gaussian responses in linear structures. The linear model is identified in the transform space using the canonical variate analysis approach, and system responses in the original space are predicted using inverse Rosenblatt transformation. An example is presented.

  9. Modified nonlinear model of arcsin-electrodynamics

    CERN Document Server

    Kruglov, S I

    2015-01-01

    A new modified model of nonlinear arcsin-electrodynamics with two parameters is proposed and analyzed. We obtain the corrections to the Coulomb law. The effect of vacuum birefringence takes place when the external constant magnetic field is present. We calculate indices of refraction for two perpendicular polarizations of electromagnetic waves and estimate bounds on the parameter $\\gamma$ from the BMV and PVLAS experiments. It is shown that the electric field of a point-like charge is finite at the origin. We calculate the finite static electric energy of point-like particles and demonstrate that the electron mass can have the pure electromagnetic nature. The symmetrical Belinfante energy-momentum tensor and dilatation current are found. We show that the dilatation symmetry and dual symmetry are broken in the model suggested.

  10. Uncertainty Modeling and Robust Output Feedback Control of Nonlinear Discrete Systems: A Mathematical Programming Approach

    Directory of Open Access Journals (Sweden)

    Olav Slupphaug

    2001-01-01

    Full Text Available We present a mathematical programming approach to robust control of nonlinear systems with uncertain, possibly time-varying, parameters. The uncertain system is given by different local affine parameter dependent models in different parts of the state space. It is shown how this representation can be obtained from a nonlinear uncertain system by solving a set of continuous linear semi-infinite programming problems, and how each of these problems can be solved as a (finite series of ordinary linear programs. Additionally, the system representation includes control- and state constraints. The controller design method is derived from Lyapunov stability arguments and utilizes an affine parameter dependent quadratic Lyapunov function. The controller has a piecewise affine output feedback structure, and the design amounts to finding a feasible solution to a set of linear matrix inequalities combined with one spectral radius constraint on the product of two positive definite matrices. A local solution approach to this nonconvex feasibility problem is proposed. Complexity of the design method and some special cases such as state- feedback are discussed. Finally, an application of the results is given by proposing an on-line computationally feasible algorithm for constrained nonlinear state- feedback model predictive control with robust stability.

  11. Nonlinear time reversal of classical waves: experiment and model.

    Science.gov (United States)

    Frazier, Matthew; Taddese, Biniyam; Xiao, Bo; Antonsen, Thomas; Ott, Edward; Anlage, Steven M

    2013-12-01

    We consider time reversal of electromagnetic waves in a closed, wave-chaotic system containing a discrete, passive, harmonic-generating nonlinearity. An experimental system is constructed as a time-reversal mirror, in which excitations generated by the nonlinearity are gathered, time-reversed, transmitted, and directed exclusively to the location of the nonlinearity. Here we show that such nonlinear objects can be purely passive (as opposed to the active nonlinearities used in previous work), and we develop a higher data rate exclusive communication system based on nonlinear time reversal. A model of the experimental system is developed, using a star-graph network of transmission lines, with one of the lines terminated by a model diode. The model simulates time reversal of linear and nonlinear signals, demonstrates features seen in the experimental system, and supports our interpretation of the experimental results.

  12. Nonlinear dynamical model of an automotive dual mass flywheel

    Directory of Open Access Journals (Sweden)

    Lei Chen

    2015-06-01

    Full Text Available The hysteresis, stick–slip, and rotational speed-dependent characteristics in a basic dual mass flywheel are obtained from a static and a dynamic experiments. Based on the experimental results, a nonlinear model of the transferred torque in this dual mass flywheel is developed, with the overlying form of nonlinear elastic torque and frictional torque. The nonlinearities of stiffness are investigated, deriving a nonlinear model to describe the rotational speed-dependent stiffness. In addition, Bouc–Wen model is used to model the hysteretic frictional torque. Thus, the nonlinear 2-degree-of-freedom system of this dual mass flywheel is set up. Then, the Levenberg–Marquardt method is adopted for the parameter estimation of the frictional torque. Finally, taking the nonlinear stiffness in this model into account, the parameters of Bouc–Wen model are estimated based on the dynamic test data.

  13. State space consistency and differentiability

    CERN Document Server

    Serakos, Demetrios

    2014-01-01

    By investigating the properties of the natural state, this book presents an analysis of input-output systems with regard to the mathematical concept of state. The state of a system condenses the effects of past inputs to the system in a useful manner. This monograph emphasizes two main properties of the natural state; the first has to do with the possibility of determining the input-output system from its natural state set and the second deals with differentiability properties involving the natural state inherited from the input-output system, including differentiability of the natural state and natural state trajectories. The results presented in this title aid in modeling physical systems since system identification from a state set holds in most models. Researchers and engineers working in electrical, aerospace, mechanical, and chemical fields along with applied mathematicians working in systems or differential equations will find this title useful due to its rigorous mathematics.  

  14. Order reduction and efficient implementation of nonlinear nonlocal cochlear response models.

    Science.gov (United States)

    Filo, Maurice; Karameh, Fadi; Awad, Mariette

    2016-12-01

    The cochlea is an indispensable preliminary processing stage in auditory perception that employs mechanical frequency-tuning and electrical transduction of incoming sound waves. Cochlear mechanical responses are shown to exhibit active nonlinear spatiotemporal response dynamics (e.g., otoacoustic emission). To model such phenomena, it is often necessary to incorporate cochlear fluid-membrane interactions. This results in both excessively high-order model formulations and computationally intensive solutions that limit their practical use in simulating the model and analyzing its response even for simple single-tone inputs. In order to address these limitations, the current work employs a control-theoretic framework to reformulate a nonlinear two-dimensional cochlear model into discrete state space models that are of considerably lower order (factor of 8) and are computationally much simpler (factor of 25). It is shown that the reformulated models enjoy sparse matrix structures which permit efficient numerical manipulations. Furthermore, the spatially discretized models are linearized and simplified using balanced transformation techniques to result in lower-order (nonlinear) realizations derived from the dominant Hankel singular values of the system dynamics. Accuracy and efficiency of the reduced-order reformulations are demonstrated under the response to two fixed tones, sweeping tones and, more generally, a brief speech signal. The corresponding responses are compared to those produced by the original model in both frequency and spatiotemporal domains. Although carried out on a specific instance of cochlear models, the introduced framework of control-theoretic model reduction could be applied to a wide class of models that address the micro- and macro-mechanical properties of the cochlea.

  15. Recovering map static nonlinearities from chaotic data using dynamical models

    Science.gov (United States)

    Aguirre, Luis Antonio

    1997-02-01

    This paper is concerned with the estimation from chaotic data of maps with static nonlinearities. A number of issues concerning model construction such as structure selection, over-parametrization and model validation are discussed in the light of the shape of the static non-linearities reproduced by the estimated maps. A new interpretation of term clusters and cluster coefficients of polynomial models is provided based on this approach. The paper discusses model limitations and some useful principles to select the structure of nonlinear maps. Some of the ideas have been tested using several nonlinear systems including a boost voltage regulator map and a set of real data from a chaotic circuit.

  16. Variational modelling of nonlinear water waves

    Science.gov (United States)

    Kalogirou, Anna; Bokhove, Onno

    2015-11-01

    Mathematical modelling of water waves is demonstrated by investigating variational methods. A potential flow water wave model is derived using variational techniques and extented to include explicit time-dependence, leading to non-autonomous dynamics. As a first example, we consider the problem of a soliton splash in a long wave channel with a contraction at its end, resulting after a sluice gate is removed at a finite time. The removal of the sluice gate is included in the variational principle through a time-dependent gravitational potential. A second example involving non-autonomous dynamics concerns the motion of a free surface in a vertical Hele-Shaw cell. Explicit time-dependence now enters the model through a linear damping term due to the effect of wall friction and a term representing the motion of an artificially driven wave pump. In both cases, the model is solved numerically using a Galerkin FEM and the numerical results are compared to wave structures observed in experiments. The water wave model is also adapted to accommodate nonlinear ship dynamics. The novelty is this case is the coupling between the water wave dynamics, the ship dynamics and water line dynamics on the ship. For simplicity, we consider a simple ship structure consisting of V-shaped cross-sections.

  17. Nonlinear Eddy Viscosity Models applied to Wind Turbine Wakes

    DEFF Research Database (Denmark)

    Laan, van der, Paul Maarten; Sørensen, Niels N.; Réthoré, Pierre-Elouan;

    2013-01-01

    The linear k−ε eddy viscosity model and modified versions of two existing nonlinear eddy viscosity models are applied to single wind turbine wake simulations using a Reynolds Averaged Navier-Stokes code. Results are compared with field wake measurements. The nonlinear models give better results...

  18. A simple numerical model of a geometrically nonlinear Timoshenko beam

    NARCIS (Netherlands)

    Keijdener, C.; Metrikine, A.

    2015-01-01

    In the original problem for which this model was developed, onedimensional flexible objects interact through a non-linear contact model. Due to the non-linear nature of the contact model, a numerical time-domain approach was adopted. One of the goals was to see if the coupling between axial and tran

  19. Non-Linear Sigma Model on Conifolds

    CERN Document Server

    Parthasarathy, R

    2002-01-01

    Explicit solutions to the conifold equations with complex dimension $n=3,4$ in terms of {\\it{complex coordinates (fields)}} are employed to construct the Ricci-flat K\\"{a}hler metrics on these manifolds. The K\\"{a}hler 2-forms are found to be closed. The complex realization of these conifold metrics are used in the construction of 2-dimensional non-linear sigma model with the conifolds as target spaces. The action for the sigma model is shown to be bounded from below. By a suitable choice of the 'integration constants', arising in the solution of Ricci flatness requirement, the metric and the equations of motion are found to be {\\it{non-singular}}. As the target space is Ricci flat, the perturbative 1-loop counter terms being absent, the model becomes topological. The inherent U(1) fibre over the base of the conifolds is shown to correspond to a gauge connection in the sigma model. The same procedure is employed to construct the metric for the resolved conifold, in terms of complex coordinates and the action ...

  20. NSLS-II: Nonlinear Model Calibration for Synchrotrons

    Energy Technology Data Exchange (ETDEWEB)

    Bengtsson, J.

    2010-10-08

    since the 40s for that matter. Conclusion: what's elementary in the latter is considered 'advanced', if at all, in the former. It is little surprise then that published measurements typically contains neither error bars (for the random errors) nor estimates for the systematic in the former discipline. We have also showed how to estimate the state space by turn-by-turn data from two adjacent BPMs. And how to improve the resolution of the nonlinear resonance spectrum by Fourier analyzing the linear action variables instead of the betatron motion. In fact, the state estimator could be further improved by adding a Kalman filter. For transparency, we have also summarized on how these techniques provide a framework- and method for a TQM (Total Quality Management) approach for the main ring. Of course, to make the ($2.5M) turn-by-turn data acquisition system that is being implemented (for all the BPMs) useful, a means ({approx}10% contingency for the BPM system) to drive the beam is obviously required.

  1. Explicit Nonlinear Model Predictive Control Theory and Applications

    CERN Document Server

    Grancharova, Alexandra

    2012-01-01

    Nonlinear Model Predictive Control (NMPC) has become the accepted methodology to solve complex control problems related to process industries. The main motivation behind explicit NMPC is that an explicit state feedback law avoids the need for executing a numerical optimization algorithm in real time. The benefits of an explicit solution, in addition to the efficient on-line computations, include also verifiability of the implementation and the possibility to design embedded control systems with low software and hardware complexity. This book considers the multi-parametric Nonlinear Programming (mp-NLP) approaches to explicit approximate NMPC of constrained nonlinear systems, developed by the authors, as well as their applications to various NMPC problem formulations and several case studies. The following types of nonlinear systems are considered, resulting in different NMPC problem formulations: Ø  Nonlinear systems described by first-principles models and nonlinear systems described by black-box models; �...

  2. Highly Nonlinear Ising Model and Social Segregation

    CERN Document Server

    Sumour, M A; Shabat, M M

    2011-01-01

    The usual interaction energy of the random field Ising model in statistical physics is modified by complementing the random field by added to the energy of the usual Ising model a nonlinear term S^n were S is the sum of the neighbor spins, and n=0,1,3,5,7,9,11. Within the Schelling model of urban segregation, this modification corresponds to housing prices depending on the immediate neighborhood. Simulations at different temperatures, lattice size, magnetic field, number of neighbors and different time intervals showed that results for all n are similar, expect for n=3 in violation of the universality principle and the law of corresponding states. In order to find the critical temperatures, for large n we no longer start with all spins parallel but instead with a random configuration, in order to facilitate spin flips. However, in all cases we have a Curie temperature with phase separation or long-range segregation only below this Curie temperature, and it is approximated by a simple formula: Tc is proportion...

  3. Asymmetric and common absorption of shocks in nonlinear autoregressive models

    OpenAIRE

    Dijk, Dick van; Franses, Philip Hans; Boswijk, Peter

    2000-01-01

    textabstractA key feature of many nonlinear time series models is that they allow for the possibility that the model structure experiences changes, depending on for example the state of the economy or of the financial market. A common property of these models is that it generally is not possible to fully understand the structure of the model by considering the estimated values of the model parameters only. Put differently, it often is difficult to interpret a specific nonlinear model. To shed...

  4. Fuzzy Modeling for Uncertainty Nonlinear Systems with Fuzzy Equations

    Directory of Open Access Journals (Sweden)

    Raheleh Jafari

    2017-01-01

    Full Text Available The uncertain nonlinear systems can be modeled with fuzzy equations by incorporating the fuzzy set theory. In this paper, the fuzzy equations are applied as the models for the uncertain nonlinear systems. The nonlinear modeling process is to find the coefficients of the fuzzy equations. We use the neural networks to approximate the coefficients of the fuzzy equations. The approximation theory for crisp models is extended into the fuzzy equation model. The upper bounds of the modeling errors are estimated. Numerical experiments along with comparisons demonstrate the excellent behavior of the proposed method.

  5. A NEW SOLUTION MODEL OF NONLINEAR DYNAMIC LEAST SQUARE ADJUSTMENT

    Institute of Scientific and Technical Information of China (English)

    陶华学; 郭金运

    2000-01-01

    The nonlinear least square adjustment is a head object studied in technology fields. The paper studies on the non-derivative solution to the nonlinear dynamic least square adjustment and puts forward a new algorithm model and its solution model. The method has little calculation load and is simple. This opens up a theoretical method to solve the linear dynamic least square adjustment.

  6. Lattice Boltzmann model for nonlinear convection-diffusion equations.

    Science.gov (United States)

    Shi, Baochang; Guo, Zhaoli

    2009-01-01

    A lattice Boltzmann model for convection-diffusion equation with nonlinear convection and isotropic-diffusion terms is proposed through selecting equilibrium distribution function properly. The model can be applied to the common real and complex-valued nonlinear evolutionary equations, such as the nonlinear Schrödinger equation, complex Ginzburg-Landau equation, Burgers-Fisher equation, nonlinear heat conduction equation, and sine-Gordon equation, by using a real and complex-valued distribution function and relaxation time. Detailed simulations of these equations are performed, and it is found that the numerical results agree well with the analytical solutions and the numerical solutions reported in previous studies.

  7. Nonlinear lower hybrid modeling in tokamak plasmas

    Energy Technology Data Exchange (ETDEWEB)

    Napoli, F.; Schettini, G. [Università Roma Tre, Dipartimento di Ingegneria, Roma (Italy); Castaldo, C.; Cesario, R. [Associazione EURATOM/ENEA sulla Fusione, Centro Ricerche Frascati (Italy)

    2014-02-12

    We present here new results concerning the nonlinear mechanism underlying the observed spectral broadening produced by parametric instabilities occurring at the edge of tokamak plasmas in present day LHCD (lower hybrid current drive) experiments. Low frequency (LF) ion-sound evanescent modes (quasi-modes) are the main parametric decay channel which drives a nonlinear mode coupling of lower hybrid (LH) waves. The spectrum of the LF fluctuations is calculated here considering the beating of the launched LH wave at the radiofrequency (RF) operating line frequency (pump wave) with the noisy background of the RF power generator. This spectrum is calculated in the frame of the kinetic theory, following a perturbative approach. Numerical solutions of the nonlinear LH wave equation show the evolution of the nonlinear mode coupling in condition of a finite depletion of the pump power. The role of the presence of heavy ions in a Deuterium plasma in mitigating the nonlinear effects is analyzed.

  8. Probabilistic Wind Power Forecasting Based on Multi-state Space and Hybrid Markov Chain Models%基于多状态空间混合Markov链的风电功率概率预测

    Institute of Scientific and Technical Information of China (English)

    周封; 金丽斯; 刘健; 张再利

    2012-01-01

    A wind power forecasting method generally provides estimation of future wind power as a single point forecast,while most of the decision-making processes in the electric power systems management require more information than a single value.A new wind power forecasting method is proposed on the basis of discrete time Markov chain models.Aiming at the randomness of power data,a 4-state space is divided on the equal length,and a one-order and two-step hybrid model is built in each state space.The coefficient weights of the hybrid model are obtained by using accelerating genetic algorithm.Since the model analyzes power data directly,it efficiently avoids amplifying errors in converting wind speed forecasts into power forecasts.The hybrid models of four types and the new prediction error formula are presented.Analysis and numerical examples show that the prediction accuracy of hybrid models(N=102) is better than that of persistence method(PM) model,and the corresponding point prediction and probability distribution estimation are also presented.%现有风电功率预测方法只提供功率的单点预测值,但在电力市场的决策过程中却需要更多的信息。文中提出一种基于离散时间Markov链理论的新功率预测模型。针对功率数据的无规律性,采用等分法划分了4种状态空间,并对每种状态空间都建立1阶和2步混合Markov模型,模型权重系数采用加速遗传算法求解。该模型直接对风电功率数据进行数值分析,有效避免通过风速预测再转换为功率时带来的误差累积。给出4种混合模型和最新的评价误差公式。分析和算例表明,N为102时混合模型预测精度高于持续法模型,并给出了单点预测值和概率分布值。

  9. A Modal Model to Simulate Typical Structural Dynamic Nonlinearity

    Energy Technology Data Exchange (ETDEWEB)

    Pacini, Benjamin Robert [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Mayes, Randall L. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Roettgen, Daniel R [Univ. of Wisconsin, Madison, WI (United States)

    2015-10-01

    Some initial investigations have been published which simulate nonlinear response with almost traditional modal models: instead of connecting the modal mass to ground through the traditional spring and damper, a nonlinear Iwan element was added. This assumes that the mode shapes do not change with amplitude and there are no interactions between modal degrees of freedom. This work expands on these previous studies. An impact experiment is performed on a structure which exhibits typical structural dynamic nonlinear response, i.e. weak frequency dependence and strong damping dependence on the amplitude of vibration. Use of low level modal test results in combination with high level impacts are processed using various combinations of modal filtering, the Hilbert Transform and band-pass filtering to develop response data that are then fit with various nonlinear elements to create a nonlinear pseudo-modal model. Simulations of forced response are compared with high level experimental data for various nonlinear element assumptions.

  10. Graph Subsumption in Abstract State Space Exploration

    NARCIS (Netherlands)

    Zambon, Eduardo; Rensink, Arend; Wijs, A.; Bosnacki, D.; Edelkamp, S.

    In this paper we present the extension of an existing method for abstract graph-based state space exploration, called neighbourhood abstraction, with a reduction technique based on subsumption. Basically, one abstract state subsumes another when it covers more concrete states; in such a case, the

  11. ASYMPTOTIC EFFICIENT ESTIMATION IN SEMIPARAMETRIC NONLINEAR REGRESSION MODELS

    Institute of Scientific and Technical Information of China (English)

    ZhuZhongyi; WeiBocheng

    1999-01-01

    In this paper, the estimation method based on the “generalized profile likelihood” for the conditionally parametric models in the paper given by Severini and Wong (1992) is extendedto fixed design semiparametrie nonlinear regression models. For these semiparametrie nonlinear regression models,the resulting estimator of parametric component of the model is shown to beasymptotically efficient and the strong convergence rate of nonparametric component is investigated. Many results (for example Chen (1988) ,Gao & Zhao (1993), Rice (1986) et al. ) are extended to fixed design semiparametric nonlinear regression models.

  12. Control design approaches for nonlinear systems using multiple models

    Institute of Scientific and Technical Information of China (English)

    Junyong ZHAI; Shumin FEI; Feipeng DA

    2007-01-01

    It is difficult to realize control for some complex nonlinear systems operated in different operating regions.Based on developing local models for different operating regions of the process, a novel algorithm using multiple models is proposed. It utilizes dynamic model bank to establish multiple local models, and their membership functions are defined according to respective regions. Then the nonlinear system is approximated to a weighted combination of the local models.The stability of the nonlinear system is proven. Finally, simulations are given to demonstrate the validity of the proposed method.

  13. TESTING FOR VARYING DISPERSION IN DISCRETE EXPONENTIAL FAMILY NONLINEAR MODELS

    Institute of Scientific and Technical Information of China (English)

    LinJinguan; WeiBocheng; ZhangNansong

    2003-01-01

    It is necessary to test for varying dispersion in generalized nonlinear models. Wei ,et al(1998) developed a likelihood ratio test,a score test and their adjustments to test for varying dispersion in continuous exponential family nonlinear models. This type of problem in the framework of general discrete exponential family nonlinear models is discussed. Two types of varying dispersion, which are random coefficients model and random effects model, are proposed,and corresponding score test statistics are constructed and expressed in simple ,easy to use ,matrix formulas.

  14. Nonlinear flow model for well production in an underground formation

    Directory of Open Access Journals (Sweden)

    J. C. Guo

    2013-05-01

    Full Text Available Fluid flow in underground formations is a nonlinear process. In this article we modelled the nonlinear transient flow behaviour of well production in an underground formation. Based on Darcy's law and material balance equations, we used quadratic pressure gradients to deduce diffusion equations and discuss the origins of nonlinear flow issues. By introducing an effective-well-radius approach that considers skin factor, we established a nonlinear flow model for both gas and liquid (oil or water. The liquid flow model was solved using a semi-analytical method, while the gas flow model was solved using numerical simulations because the diffusion equation of gas flow is a stealth function of pressure. For liquid flow, a series of standard log-log type curves of pressure transients were plotted and nonlinear transient flow characteristics were analyzed. Qualitative and quantitative analyses were used to compare the solutions of the linear and nonlinear models. The effect of nonlinearity upon pressure transients should not be ignored. For gas flow, pressure transients were simulated and compared with oil flow under the same formation and well conditions, resulting in the conclusion that, under the same volume rate production, oil wells demand larger pressure drops than gas wells. Comparisons between theoretical data and field data show that nonlinear models will describe fluid flow in underground formations realistically and accurately.

  15. Model reduction of nonlinear systems subject to input disturbances

    KAUST Repository

    Ndoye, Ibrahima

    2017-07-10

    The method of convex optimization is used as a tool for model reduction of a class of nonlinear systems in the presence of disturbances. It is shown that under some conditions the nonlinear disturbed system can be approximated by a reduced order nonlinear system with similar disturbance-output properties to the original plant. The proposed model reduction strategy preserves the nonlinearity and the input disturbance nature of the model. It guarantees a sufficiently small error between the outputs of the original and the reduced-order systems, and also maintains the properties of input-to-state stability. The matrices of the reduced order system are given in terms of a set of linear matrix inequalities (LMIs). The paper concludes with a demonstration of the proposed approach on model reduction of a nonlinear electronic circuit with additive disturbances.

  16. Nonlinear and Non Normal Regression Models in Physiological Research

    OpenAIRE

    1984-01-01

    Applications of nonlinear and non normal regression models are in increasing order for appropriate interpretation of complex phenomenon of biomedical sciences. This paper reviews critically some applications of these models physiological research.

  17. On the Nonuniqueness of Balanced Nonlinear Realizations

    NARCIS (Netherlands)

    Gray, W. Steven; Scherpen, Jacquelien M.A.

    1999-01-01

    The notion of balanced realizations for nonlinear state space model reduction problems was first introduced by Scherpen in 1993. Analogous to'the linear case, the so called singular value functions of a system describe the relative importance of each state component from an input-output point of vie

  18. Nonlinear Dynamic Model Explains The Solar Dynamic

    Science.gov (United States)

    Kuman, Maria

    Nonlinear mathematical model in torus representation describes the solar dynamic. Its graphic presentation shows that without perturbing force the orbits of the planets would be circles; only perturbing force could elongate the circular orbits into ellipses. Since the Hubble telescope found that the planetary orbits of other stars in the Milky Way are also ellipses, powerful perturbing force must be present in our galaxy. Such perturbing force is the Sagittarius Dwarf Galaxy with its heavy Black Hole and leftover stars, which we see orbiting around the center of our galaxy. Since observations of NASA's SDO found that magnetic fields rule the solar activity, we can expect when the planets align and their magnetic moments sum up, the already perturbed stars to reverse their magnetic parity (represented graphically as periodic looping through the hole of the torus). We predict that planets aligned on both sides of the Sun, when their magnetic moments sum-up, would induce more flares in the turbulent equatorial zone, which would bulge. When planets align only on one side of the Sun, the strong magnetic gradient of their asymmetric pull would flip the magnetic poles of the Sun. The Sun would elongate pole-to-pole, emit some energy through the poles, and the solar activity would cease. Similar reshaping and emission was observed in stars called magnetars and experimentally observed in super-liquid fast-spinning Helium nanodroplets. We are certain that NASA's SDO will confirm our predictions.

  19. Modelling and Estimation of Hammerstein System with Preload Nonlinearity

    Directory of Open Access Journals (Sweden)

    Khaled ELLEUCH

    2010-12-01

    Full Text Available This paper deals with modelling and parameter identification of nonlinear systems described by Hammerstein model having asymmetric static nonlinearities known as preload nonlinearity characteristic. The simultaneous use of both an easy decomposition technique and the generalized orthonormal bases leads to a particular form of Hammerstein model containing a minimal parameters number. The employ of orthonormal bases for the description of the linear dynamic block conducts to a linear regressor model, so that least squares techniques can be used for the parameter estimation. Singular Values Decomposition (SVD technique has been applied to separate the coupled parameters. To demonstrate the feasibility of the identification method, an illustrative example is included.

  20. Global Harmonic Current Rejection of Nonlinear Backstepping Control with Multivariable Adaptive Internal Model Principle for Grid-Connected Inverter under Distorted Grid Voltage

    Directory of Open Access Journals (Sweden)

    Yang Yu

    2013-01-01

    Full Text Available Based on a brief review on current harmonics generation mechanism for grid-connected inverter under distorted grid voltage, the harmonic disturbances and uncertain items are immersed into the original state-space differential equation of grid-connected inverter. A new algorithm of global current harmonic rejection based on nonlinear backstepping control with multivariable internal model principle is proposed for grid-connected inverter with exogenous disturbances and uncertainties. A type of multivariable internal model for a class of nonlinear harmonic disturbances is constructed. Based on application of backstepping control law of the nominal system, a multivariable adaptive state feedback controller combined with multivariable internal model and adaptive control law is designed to guarantee the closed-loop system globally uniformly bounded, which is proved by a constructed Lyapunov function. The presented algorithm extends rejection of nonlinear single-input systems to multivariable globally defined normal form, the correctness and effectiveness of which are verified by the simulation results.

  1. Applications of Nonlinear Dynamics Model and Design of Complex Systems

    CERN Document Server

    In, Visarath; Palacios, Antonio

    2009-01-01

    This edited book is aimed at interdisciplinary, device-oriented, applications of nonlinear science theory and methods in complex systems. In particular, applications directed to nonlinear phenomena with space and time characteristics. Examples include: complex networks of magnetic sensor systems, coupled nano-mechanical oscillators, nano-detectors, microscale devices, stochastic resonance in multi-dimensional chaotic systems, biosensors, and stochastic signal quantization. "applications of nonlinear dynamics: model and design of complex systems" brings together the work of scientists and engineers that are applying ideas and methods from nonlinear dynamics to design and fabricate complex systems.

  2. Extended models of nonlinear waves in liquid with gas bubbles

    CERN Document Server

    Kudryashov, Nikolay A

    2016-01-01

    In this work we generalize the models for nonlinear waves in a gas--liquid mixture taking into account an interphase heat transfer, a surface tension and a weak liquid compressibility simultaneously at the derivation of the equations for nonlinear waves. We also take into consideration high order terms with respect to the small parameter. Two new nonlinear differential equations are derived for long weakly nonlinear waves in a liquid with gas bubbles by the reductive perturbation method considering both high order terms with respect to the small parameter and the above mentioned physical properties. One of these equations is the perturbation of the Burgers equation and corresponds to main influence of dissipation on nonlinear waves propagation. The other equation is the perturbation of the Burgers--Korteweg--de Vries equation and corresponds to main influence of dispersion on nonlinear waves propagation.

  3. Nonlinear Mixed-Effects Models for Repairable Systems Reliability

    Institute of Scientific and Technical Information of China (English)

    TAN Fu-rong; JIANG Zhi-bin; KUO Way; Suk Joo BAE

    2007-01-01

    Mixed-effects models, also called random-effects models, are a regression type of analysis which enables the analyst to not only describe the trend over time within each subject, but also to describe the variation among different subjects. Nonlinear mixed-effects models provide a powerful and flexible tool for handling the unbalanced count data. In this paper, nonlinear mixed-effects models are used to analyze the failure data from a repairable system with multiple copies. By using this type of models, statistical inferences about the population and all copies can be made when accounting for copy-to-copy variance. Results of fitting nonlinear mixed-effects models to nine failure-data sets show that the nonlinear mixed-effects models provide a useful tool for analyzing the failure data from multi-copy repairable systems.

  4. A Boussinesq model with alleviated nonlinearity and dispersion

    Institute of Scientific and Technical Information of China (English)

    ZHANG Dian-xin; TAO Jian-hua

    2008-01-01

    The classical Boussinesq equation is a weakly nonlinear and weakly dispersive equation, which has been widely applied to simulate wave propagation in off-coast shallow waters. A new form of the Boussinesq model for an uneven bottoms is derived in this paper. In the new model, nonlinearity is reduced without increasing the order of the highest derivative in the differential equations. Dispersion relationship of the model is improved to the order of Pade (2,2) by adjusting a parameter in the model based on the long wave approximation. Analysis of the linear dispersion, linear shoaling and nonlinearity of the present model shows that the performances in terms of nonlinearity, dispersion and shoaling of this model are improved. Numerical results obtained with the present model are in agreement with experimental data.

  5. Data-Driven Nonlinear Subspace Modeling for Prediction and Control of Molten Iron Quality Indices in Blast Furnace Ironmaking

    Energy Technology Data Exchange (ETDEWEB)

    Zhou, Ping; Song, Heda; Wang, Hong; Chai, Tianyou

    2017-09-01

    Blast furnace (BF) in ironmaking is a nonlinear dynamic process with complicated physical-chemical reactions, where multi-phase and multi-field coupling and large time delay occur during its operation. In BF operation, the molten iron temperature (MIT) as well as Si, P and S contents of molten iron are the most essential molten iron quality (MIQ) indices, whose measurement, modeling and control have always been important issues in metallurgic engineering and automation field. This paper develops a novel data-driven nonlinear state space modeling for the prediction and control of multivariate MIQ indices by integrating hybrid modeling and control techniques. First, to improve modeling efficiency, a data-driven hybrid method combining canonical correlation analysis and correlation analysis is proposed to identify the most influential controllable variables as the modeling inputs from multitudinous factors would affect the MIQ indices. Then, a Hammerstein model for the prediction of MIQ indices is established using the LS-SVM based nonlinear subspace identification method. Such a model is further simplified by using piecewise cubic Hermite interpolating polynomial method to fit the complex nonlinear kernel function. Compared to the original Hammerstein model, this simplified model can not only significantly reduce the computational complexity, but also has almost the same reliability and accuracy for a stable prediction of MIQ indices. Last, in order to verify the practicability of the developed model, it is applied in designing a genetic algorithm based nonlinear predictive controller for multivariate MIQ indices by directly taking the established model as a predictor. Industrial experiments show the advantages and effectiveness of the proposed approach.

  6. State space modeling of groundwater fluctuations

    NARCIS (Netherlands)

    Berendrecht, W.L.

    2004-01-01

    Groundwater plays an important role in both urban and rural areas. It is therefore essential to monitor groundwater fluctuations. However, data that becomes available need to be analyzed further in order to extract specific information on the groundwater system. Until recently, simple linear time se

  7. Employment of CB models for non-linear dynamic analysis

    Science.gov (United States)

    Klein, M. R. M.; Deloo, P.; Fournier-Sicre, A.

    1990-01-01

    The non-linear dynamic analysis of large structures is always very time, effort and CPU consuming. Whenever possible the reduction of the size of the mathematical model involved is of main importance to speed up the computational procedures. Such reduction can be performed for the part of the structure which perform linearly. Most of the time, the classical Guyan reduction process is used. For non-linear dynamic process where the non-linearity is present at interfaces between different structures, Craig-Bampton models can provide a very rich information, and allow easy selection of the relevant modes with respect to the phenomenon driving the non-linearity. The paper presents the employment of Craig-Bampton models combined with Newmark direct integration for solving non-linear friction problems appearing at the interface between the Hubble Space Telescope and its solar arrays during in-orbit maneuvers. Theory, implementation in the FEM code ASKA, and practical results are shown.

  8. Linear and Nonlinear Thinking: A Multidimensional Model and Measure

    Science.gov (United States)

    Groves, Kevin S.; Vance, Charles M.

    2015-01-01

    Building upon previously developed and more general dual-process models, this paper provides empirical support for a multidimensional thinking style construct comprised of linear thinking and multiple dimensions of nonlinear thinking. A self-report assessment instrument (Linear/Nonlinear Thinking Style Profile; LNTSP) is presented and…

  9. Combined forecasts from linear and nonlinear time series models

    NARCIS (Netherlands)

    N. Terui (Nobuhiko); H.K. van Dijk (Herman)

    1999-01-01

    textabstractCombined forecasts from a linear and a nonlinear model are investigated for time series with possibly nonlinear characteristics. The forecasts are combined by a constant coefficient regression method as well as a time varying method. The time varying method allows for a locally (non)line

  10. Temperature effects in a nonlinear model of monolayer Scheibe aggregates

    DEFF Research Database (Denmark)

    Bang, Ole; Christiansen, Peter Leth; If, F.

    1994-01-01

    A nonlinear dynamical model of molecular monolayers arranged in Scheibe aggregates is derived from a proper Hamiltonian. Thermal fluctuations of the phonons are included. The resulting equation for the excitons is the two dimensional nonlinear Schrodinger equation with noise. Two limits...

  11. Linear and Nonlinear Thinking: A Multidimensional Model and Measure

    Science.gov (United States)

    Groves, Kevin S.; Vance, Charles M.

    2015-01-01

    Building upon previously developed and more general dual-process models, this paper provides empirical support for a multidimensional thinking style construct comprised of linear thinking and multiple dimensions of nonlinear thinking. A self-report assessment instrument (Linear/Nonlinear Thinking Style Profile; LNTSP) is presented and…

  12. AD Model Builder: using automatic differentiation for statistical inference of highly parameterized complex nonlinear models

    DEFF Research Database (Denmark)

    Fournier, David A.; Skaug, Hans J.; Ancheta, Johnoel

    2011-01-01

    Many criteria for statistical parameter estimation, such as maximum likelihood, are formulated as a nonlinear optimization problem.Automatic Differentiation Model Builder (ADMB) is a programming framework based on automatic differentiation, aimed at highly nonlinear models with a large number...

  13. Parallel symbolic state-space exploration is difficult, but what is the alternative?

    CERN Document Server

    Ciardo, Gianfranco; Jin, Xiaoqing; 10.4204/EPTCS.14.1

    2009-01-01

    State-space exploration is an essential step in many modeling and analysis problems. Its goal is to find the states reachable from the initial state of a discrete-state model described. The state space can used to answer important questions, e.g., "Is there a dead state?" and "Can N become negative?", or as a starting point for sophisticated investigations expressed in temporal logic. Unfortunately, the state space is often so large that ordinary explicit data structures and sequential algorithms cannot cope, prompting the exploration of (1) parallel approaches using multiple processors, from simple workstation networks to shared-memory supercomputers, to satisfy large memory and runtime requirements and (2) symbolic approaches using decision diagrams to encode the large structured sets and relations manipulated during state-space generation. Both approaches have merits and limitations. Parallel explicit state-space generation is challenging, but almost linear speedup can be achieved; however, the analysis is...

  14. Nonlinear Economic Model Predictive Control Strategy for Active Smart Buildings

    DEFF Research Database (Denmark)

    Santos, Rui Mirra; Zong, Yi; Sousa, Joao M. C.

    2016-01-01

    Nowadays, the development of advanced and innovative intelligent control techniques for energy management in buildings is a key issue within the smart grid topic. A nonlinear economic model predictive control (EMPC) scheme, based on the branch-and-bound tree search used as optimization algorithm...... for solving the nonconvex optimization problem is proposed in this paper. A simulation using the nonlinear model-based controller to control the temperature levels of an intelligent office building (PowerFlexHouse) is addressed. Its performance is compared with a linear model-based controller. The nonlinear...

  15. Local Influence Analysis for Semiparametric Reproductive Dispersion Nonlinear Models

    Institute of Scientific and Technical Information of China (English)

    Xue-dong CHEN; Nian-sheng TANG; Xue-ren WANG

    2012-01-01

    The present paper proposes a semiparametric reproductive dispersion nonlinear model (SRDNM)which is an extension of the nonlinear reproductive dispersion models and the semiparameter regression models.Maximum penalized likelihood estimates (MPLEs) of unknown parameters and nonparametric functions in SRDNM are presented.Assessment of local influence for various perturbation schemes are investigated.Some local influence diagnostics are given.A simulation study and a real example are used to illustrate the proposed methodologies.

  16. General expression for linear and nonlinear time series models

    Institute of Scientific and Technical Information of China (English)

    Ren HUANG; Feiyun XU; Ruwen CHEN

    2009-01-01

    The typical time series models such as ARMA, AR, and MA are founded on the normality and stationarity of a system and expressed by a linear difference equation; therefore, they are strictly limited to the linear system. However, some nonlinear factors are within the practical system; thus, it is difficult to fit the model for real systems with the above models. This paper proposes a general expression for linear and nonlinear auto-regressive time series models (GNAR). With the gradient optimization method and modified AIC information criteria integrated with the prediction error, the parameter estimation and order determination are achieved. The model simulation and experiments show that the GNAR model can accurately approximate to the dynamic characteristics of the most nonlinear models applied in academics and engineering. The modeling and prediction accuracy of the GNAR model is superior to the classical time series models. The proposed GNAR model is flexible and effective.

  17. Bayesian model comparison in nonlinear BOLD fMRI hemodynamics

    DEFF Research Database (Denmark)

    Jacobsen, Danjal Jakup; Hansen, Lars Kai; Madsen, Kristoffer Hougaard

    2008-01-01

    Nonlinear hemodynamic models express the BOLD (blood oxygenation level dependent) signal as a nonlinear, parametric functional of the temporal sequence of local neural activity. Several models have been proposed for both the neural activity and the hemodynamics. We compare two such combined models......: the original balloon model with a square-pulse neural model (Friston, Mechelli, Turner, & Price, 2000) and an extended balloon model with a more sophisticated neural model (Buxton, Uludag, Dubowitz, & Liu, 2004). We learn the parameters of both models using a Bayesian approach, where the distribution...

  18. Linear and Non-linear Multi-Input Multi-Output Model Predictive Control of Continuous Stirred Tank Reactor

    Directory of Open Access Journals (Sweden)

    Muayad Al-Qaisy

    2013-04-01

    Full Text Available In this article, multi-input multi-output (MIMO linear model predictive controller (LMPC based on state space model and nonlinear model predictive controller based on neural network (NNMPC are applied on a continuous stirred tank reactor (CSTR. The idea is to have a good control system that will be able to give optimal performance, reject high load disturbance, and track set point change. In order to study the performance of the two model predictive controllers, MIMO Proportional-Integral-Derivative controller (PID strategy is used as benchmark. The LMPC, NNMPC, and PID strategies are used for controlling the residual concentration (CA and reactor temperature (T. NNMPC control shows a superior performance over the LMPC and PID controllers by presenting a smaller overshoot and shorter settling time.

  19. Coupled Oscillator Model for Nonlinear Gravitational Perturbations

    CERN Document Server

    Yang, Huan; Green, Stephen R; Lehner, Luis

    2015-01-01

    Motivated by the gravity/fluid correspondence, we introduce a new method for characterizing nonlinear gravitational interactions. Namely we map the nonlinear perturbative form of the Einstein equation to the equations of motion of a collection of nonlinearly-coupled harmonic oscillators. These oscillators correspond to the quasinormal or normal modes of the background spacetime. We demonstrate the mechanics and the utility of this formalism within the context of perturbed asymptotically anti-de Sitter black brane spacetimes. We confirm in this case that the boundary fluid dynamics are equivalent to those of the hydrodynamic quasinormal modes of the bulk spacetime. We expect this formalism to remain valid in more general spacetimes, including those without a fluid dual. In other words, although borne out of the gravity/fluid correspondence, the formalism is fully independent and it has a much wider range of applicability. In particular, as this formalism inspires an especially transparent physical intuition, w...

  20. Projective loop quantum gravity. I. State space

    Science.gov (United States)

    Lanéry, Suzanne; Thiemann, Thomas

    2016-12-01

    Instead of formulating the state space of a quantum field theory over one big Hilbert space, it has been proposed by Kijowski to describe quantum states as projective families of density matrices over a collection of smaller, simpler Hilbert spaces. Beside the physical motivations for this approach, it could help designing a quantum state space holding the states we need. In a latter work by Okolów, the description of a theory of Abelian connections within this framework was developed, an important insight being to use building blocks labeled by combinations of edges and surfaces. The present work generalizes this construction to an arbitrary gauge group G (in particular, G is neither assumed to be Abelian nor compact). This involves refining the definition of the label set, as well as deriving explicit formulas to relate the Hilbert spaces attached to different labels. If the gauge group happens to be compact, we also have at our disposal the well-established Ashtekar-Lewandowski Hilbert space, which is defined as an inductive limit using building blocks labeled by edges only. We then show that the quantum state space presented here can be thought as a natural extension of the space of density matrices over this Hilbert space. In addition, it is manifest from the classical counterparts of both formalisms that the projective approach allows for a more balanced treatment of the holonomy and flux variables, so it might pave the way for the development of more satisfactory coherent states.

  1. State-space Correlations and Stabilities

    CERN Document Server

    Bellucci, Stefano

    2010-01-01

    The state-space pair correlation functions and notion of stability of extremal and non-extremal black holes in string theory and M-theory are considered from the viewpoints of thermodynamic Ruppeiner geometry. From the perspective of intrinsic Riemannian geometry, the stability properties of these black branes are divulged from the positivity of principle minors of the space-state metric tensor. We have explicitly analyzed the state-space configurations for (i) the two and three charge extremal black holes, (ii) the four and six charge non-extremal black branes, which both arise from the string theory solutions. An extension is considered for the $D_6$-$D_4$-$D_2$-$D_0$ multi-centered black branes, fractional small black branes and two charge rotating fuzzy rings in the setup of Mathur's fuzzball configurations. The state-space pair correlations and nature of stabilities have been investigated for three charged bubbling black brane foams, and thereby the M-theory solutions are brought into the present conside...

  2. Reduced Noise Effect in Nonlinear Model Estimation Using Multiscale Representation

    Directory of Open Access Journals (Sweden)

    Mohamed N. Nounou

    2010-01-01

    Full Text Available Nonlinear process models are widely used in various applications. In the absence of fundamental models, it is usually relied on empirical models, which are estimated from measurements of the process variables. Unfortunately, measured data are usually corrupted with measurement noise that degrades the accuracy of the estimated models. Multiscale wavelet-based representation of data has been shown to be a powerful data analysis and feature extraction tool. In this paper, these characteristics of multiscale representation are utilized to improve the estimation accuracy of the linear-in-the-parameters nonlinear model by developing a multiscale nonlinear (MSNL modeling algorithm. The main idea in this MSNL modeling algorithm is to decompose the data at multiple scales, construct multiple nonlinear models at multiple scales, and then select among all scales the model which best describes the process. The main advantage of the developed algorithm is that it integrates modeling and feature extraction to improve the robustness of the estimated model to the presence of measurement noise in the data. This advantage of MSNL modeling is demonstrated using a nonlinear reactor model.

  3. Maximum Similarity Matching Emotion Model Based on Mapping between State Space and Probability Space%基于状态空间与概率空间映射的极大相似度匹配情感模型

    Institute of Scientific and Technical Information of China (English)

    王浩; 张权益; 方宝富; 方帅

    2013-01-01

    Robot emotion modeling is a hot issue in emotion robot research.Based on the emotion psychology knowledge,a dynamic emotion transfer model of the emotion robot is presented with different personalities under different external stimulation.The influences of personality and external stimulation are discussed.The emotion model based on state space is used to describe the emotion states of robot.The emotion transfer process is simulated by hidden Markov model (HMM) process.However,the HMM process can only work out the current probability of the emotion state.To get the concrete emotion state,the maximum similarity matching emotion transfer model based on mapping between state space and probability space is proposed.Firstly,the current emotion probability is calculated by HMM process.Then,the current concrete emotion state is obtained by maximum similarity matching.Different personalities and can be built by adjusting the parameters of the model.The proposed model simulates the transformation process effectively.The experimental results show that the emotion transfer process simulated by the proposed model corresponds with the general rules of human emotion transformation.stimulation%机器人情感建模是研究情感机器人的热点问题.文中以情感心理学知识为基础,模拟具有不同个性的情感机器人在外界刺激作用下情感动态变化的过程,研究个性和外界刺激对情感转移过程的影响.采用基于状态空间的情感空间模型来描述机器人的情感状态,并用HMM过程来模拟情感状态的转移过程.但HMM过程只能求得当前情感状态的概率,为得到具体的情感状态,文中提出一种基于状态空间与概率空间映射的极大相似度匹配的情感转移模型.首先利用HMM过程计算出当前情感概率,然后通过极大相似度匹配来得到转移后具体的情感状态.通过调节模型参数来模拟不同个性和外界刺激,该模型能有效模拟情感状态变化过

  4. Blind channel identication of nonlinear folding mixing model

    Institute of Scientific and Technical Information of China (English)

    Su Yong; Xu Shangzhi; Ye Zhongfu

    2006-01-01

    Signals from multi-sensor systems are often mixtures of (statistically) independent sources by unknown mixing method. Blind source separation(BSS) and independent component analysis(ICA) are the methods to identify/recover the channels and the sources. BSS/ICA of nonlinear mixing models are difficult problems. For instance, the post-nonlinear model has been studied by several authors. It is noticed that in most cases, the proposed models are always with an invertible mixing. According to this fact there is an interesting question: how about the situation of the non-invertible non-linear mixing in BSS or ICA? A new simple non-linear mixing model is proposed with a kind of non-invertible mixing, the folding mixing, and method to identify its channel, blindly.

  5. Review of Nonlinear Methods and Modelling

    CERN Document Server

    Borg, F G

    2005-01-01

    The first part of this Review describes a few of the main methods that have been employed in non-linear time series analysis with special reference to biological applications (biomechanics). The second part treats the physical basis of posturogram data (human balance) and EMG (electromyography, a measure of muscle activity).

  6. Exact travelling wave solutions for some important nonlinear physical models

    Indian Academy of Sciences (India)

    Jonu Lee; Rathinasamy Sakthivel

    2013-05-01

    The two-dimensional nonlinear physical models and coupled nonlinear systems such as Maccari equations, Higgs equations and Schrödinger–KdV equations have been widely applied in many branches of physics. So, finding exact travelling wave solutions of such equations are very helpful in the theories and numerical studies. In this paper, the Kudryashov method is used to seek exact travelling wave solutions of such physical models. Further, three-dimensional plots of some of the solutions are also given to visualize the dynamics of the equations. The results reveal that the method is a very effective and powerful tool for solving nonlinear partial differential equations arising in mathematical physics.

  7. On Volterra quadratic stochastic operators with continual state space

    Energy Technology Data Exchange (ETDEWEB)

    Ganikhodjaev, Nasir; Hamzah, Nur Zatul Akmar [Department of Computational and Theoretical Sciences, Faculty of Science, International Islamic University, Jalan Sultan Ahmad Shah, Bandar Indera Mahkota, 25200 Kuantan, Pahang (Malaysia)

    2015-05-15

    Let (X,F) be a measurable space, and S(X,F) be the set of all probability measures on (X,F) where X is a state space and F is σ - algebraon X. We consider a nonlinear transformation (quadratic stochastic operator) defined by (Vλ)(A) = ∫{sub X}∫{sub X}P(x,y,A)dλ(x)dλ(y), where P(x, y, A) is regarded as a function of two variables x and y with fixed A ∈ F . A quadratic stochastic operator V is called a regular, if for any initial measure the strong limit lim{sub n→∞} V{sup n }(λ) is exists. In this paper, we construct a family of quadratic stochastic operators defined on the segment X = [0,1] with Borel σ - algebra F on X , prove their regularity and show that the limit measure is a Dirac measure.

  8. A reduced order model for nonlinear vibroacoustic problems

    Directory of Open Access Journals (Sweden)

    Ouisse Morvan

    2012-07-01

    Full Text Available This work is related to geometrical nonlinearities applied to thin plates coupled with fluid-filled domain. Model reduction is performed to reduce the computation time. Reduced order model (ROM is issued from the uncoupled linear problem and enriched with residues to describe the nonlinear behavior and coupling effects. To show the efficiency of the proposed method, numerical simulations in the case of an elastic plate closing an acoustic cavity are presented.

  9. A Comment on the Renormalization of the Nonlinear Sigma Model

    CERN Document Server

    Bettinelli, D; Quadri, A; Bettinelli, Daniele; Ferrari, Ruggero; Quadri, Andrea

    2007-01-01

    We consider the recently proposed renormalization procedure for the nonlinear sigma model, consisting in the recursive subtraction of the divergences in a symmetric fashion. We compare this subtraction with the conventional procedure in power counting renormalizable (PCR) theories. We argue that symmetric subtraction in the nonlinear sigma model does not follow the lore by which nonrenormalizable theories require an infinite number of parameter fixings. Our conclusion is that only two parameters can be consistently used as physical constants.

  10. System Identification and Filtering of Nonlinear Controlled Markov Processes by Canonical Variate Analysis

    Science.gov (United States)

    1989-10-30

    In this Phase I SBIR study, new methods are developed for the system identification and stochastic filtering of nonlinear controlled Markov processes...state space Markov process models and canonical variate analysis (CVA) for obtaining optimal nonlinear procedures for system identification and stochastic

  11. Robust Designs for Three Commonly Used Nonlinear Models

    Science.gov (United States)

    Xu, Xiaojian; Chen, Arnold

    2011-11-01

    In this paper, we study the robust designs for a few nonlinear models, including an exponential model with an intercept, a compartmental model, and a Michaelis-Menten model, when these models are possibly misspecified. The minimax robust designs we considered in this paper are under consideration of not only minimizing the variances but also reducing the possible biases in estimation. Both prediction and extrapolation cases are discussed. The robust designs are found incorporating the approximation of these models with several situations such as homoscedasticity, and heteroscedasticity. Both ordinary and weighted nonlinear least squares methods are utilized.

  12. RECENT PROGRESS IN NONLINEAR EDDY-VISCOSITY TURBULENCE MODELING

    Institute of Scientific and Technical Information of China (English)

    符松; 郭阳; 钱炜祺; 王辰

    2003-01-01

    This article presents recent progresses in turbulence modeling in the Unit for Turbulence Simulation in the Department of Engineering Mechanics at Tsinghua University. The main contents include: compact Non-Linear Eddy-Viscosity Model (NLEVM) based on the second-moment closure, near-wall low-Re non-linear eddy-viscosity model and curvature sensitive turbulence model.The models have been validated in a wide range of complex flow test cases and the calculated results show that the present models exhibited overall good performance.

  13. Modeling and Analysis of Current-fed IPT System by Generalized State Space Averaging Method%电流型IPT系统广义状态空间平均法建模与分析

    Institute of Scientific and Technical Information of China (English)

    苏玉刚; 方少乾; 唐春森; 李砚玲; 张新军

    2013-01-01

    针对目前关于感应电能传输(IPT)系统建模存在的不足,采用广义状态空间平均法建立了电流型IPT系统的线性定常平均模型.基于该模型,根据线性系统理论方法,分析了系统状态变量的运动规律.此外,还分析了等效负载变化时的稳定性和对副边输出电压的影响,以及不同互感参数及副边电感下的传输功率和效率.结果表明,本文的建模方法和分析结果对于电流型IPT系统的实际运动行为有较强的理论指导意义及对系统的设计具有一定的参考价值.%The linear time-invariant average model about the current-fed IPT system is established using generalized state space averaging method.Based on this model and linear system theory,movement rules about system state variables are analyzed.Stability and secondary output voltage are analyzed when equivalent load changes.Furthermore,transmission power and efficiency with different mutual inductance or secondary inductance are analyzed.It has theoretical significance to the current-fed IPT system's actual movement and the certain reference value to the design of the system by means of the paper's modeling method and all analytical results.

  14. Modeling of nonlinear responses for reciprocal transducers involving polarization switching

    DEFF Research Database (Denmark)

    Willatzen, Morten; Wang, Linxiang

    2007-01-01

    Nonlinearities and hysteresis effects in a reciprocal PZT transducer are examined by use of a dynamical mathematical model on the basis of phase-transition theory. In particular, we consider the perovskite piezoelectric ceramic in which the polarization process in the material can be modeled....... We present numerical results for the reciprocal-transducer system and identify the influence of nonlinearities on the system dynamics at high and low frequency as well as electrical impedance effects due to tuning by a series inductance. It is found that nonlinear effects are not important at high...... by Landau theory for the first-order phase transformation, in which each polarization state is associated with a minimum of the Landau free-energy function. Nonlinear constitutive laws are obtained by using thermodynamical equilibrium conditions, and hysteretic behavior of the material can be modeled...

  15. Nonlinear unmixing of hyperspectral images: models and algorithms

    CERN Document Server

    Dobigeon, Nicolas; Richard, Cédric; Bermudez, José C M; McLaughlin, Stephen; Hero, Alfred O

    2013-01-01

    When considering the problem of unmixing hyperspectral images, most of the literature in the geoscience and image processing areas rely on the widely acknowledged linear mixing model (LMM). However, in specific but common contexts, the LMM may be not valid and other nonlinear models should be invoked. Consequently, over the last few years, several significant contributions have been proposed to overcome the limitations inherent in the LMM. In this paper, we present an overview of recent advances that deal with the nonlinear unmixing problem. The main nonlinear models are introduced and their validity discussed. Then, we describe the main classes of unmixing strategies designed to solve the problem in supervised and unsupervised frameworks. Finally, the problem of detecting nonlinear mixtures in hyperspectral images is addressed.

  16. A Study of Thermal Contact using Nonlinear System Identification Models

    Directory of Open Access Journals (Sweden)

    M. H. Shojaeefard

    2008-01-01

    Full Text Available One interesting application of system identification method is to identify and control the heat transfer from the exhaust valve to the seat to keep away the valve from being damaged. In this study, two co-axial cylindrical specimens are used as exhaust valve and its seat. Using the measured temperatures at different locations of the specimens and with a semi-analytical method, the temperature distribution of the specimens is calculated and consequently, the thermal contact conductance is calculated. By applying the system identification method and having the temperatures at both sides of the contact surface, the temperature transfer function is calculated. With regard to the fact that the thermal contact has nonlinear behavior, two nonlinear black-box models called nonlinear ARX and NLN Hammerstein-Wiener models are taken for accurate estimation. Results show that the NLN Hammerstein-Wiener models with wavelet network nonlinear estimator is the best.

  17. A Simple Holographic Model of Nonlinear Conductivity

    CERN Document Server

    Horowitz, Gary T; Santos, Jorge E

    2013-01-01

    We present a simple analytic gravitational solution which describes the holographic dual of a 2+1-dimensional conductor which goes beyond the usual linear response. In particular it includes Joule heating. We find that the nonlinear frequency-dependent conductivity is a constant. Surprisingly, the pressure remains isotropic. We also apply an electric field to a holographic insulator and show that there is a maximum electric field below which it can remain an insulator. Above this critical value, we argue that it becomes a conductor due to pair creation of charged particles. Finally, we study 1+1 and 3+1 dimensional conductors at the nonlinear level; here exact solutions are not available and a perturbative analysis shows that the current becomes time dependent, but in a way that is captured by a time-dependent effective temperature.

  18. Nonlinear dynamics new directions models and applications

    CERN Document Server

    Ugalde, Edgardo

    2015-01-01

    This book, along with its companion volume, Nonlinear Dynamics New Directions: Theoretical Aspects, covers topics ranging from fractal analysis to very specific applications of the theory of dynamical systems to biology. This second volume contains mostly new applications of the theory of dynamical systems to both engineering and biology. The first volume is devoted to fundamental aspects and includes a number of important new contributions as well as some review articles that emphasize new development prospects. The topics addressed in the two volumes include a rigorous treatment of fluctuations in dynamical systems, topics in fractal analysis, studies of the transient dynamics in biological networks, synchronization in lasers, and control of chaotic systems, among others. This book also: ·         Develops applications of nonlinear dynamics on a diversity of topics such as patterns of synchrony in neuronal networks, laser synchronization, control of chaotic systems, and the study of transient dynam...

  19. Modeling of nonlinear propagation in fiber tapers

    DEFF Research Database (Denmark)

    Lægsgaard, Jesper

    2012-01-01

    A full-vectorial nonlinear propagation equation for short pulses in tapered optical fibers is developed. Specific emphasis is placed on the importance of the field normalization convention for the structure of the equations, and the interpretation of the resulting field amplitudes. Different...... numerical schemes for interpolation of fiber parameters along the taper are discussed and tested in numerical simulations on soliton propagation and generation of continuum radiation in short photonic-crystal fiber tapers....

  20. Nonlinear switched models for control of unsteady forces on a rapidly pitching airfoil

    Science.gov (United States)

    Dawson, Scott; Brunton, Steven; Rowley, Clarence

    2013-11-01

    The unsteady aerodynamic forces incident on a pitching flat plate airfoil at a Reynolds number of 100 are investigated through direct numerical simulation. Linear state-space models, identified from impulse response data via the eigensystem realization algorithm, are used to accurately track rapid changes in lift coefficient through either feedback or feedforward control, even in the presence of gust disturbances. We develop a technique to project between states of linear models obtained at different angles of attack using primal and pseudo-adjoint balanced POD modes. This allows for the formation of a nonlinear switched model that is accurate over a wide range of angles of attack, in both pre- and post-stall regimes. We additionally investigate phenomena that are not captured by linear models, such as an increase in mean lift that occurs when vortex shedding frequencies are excited. The effect of changing the pitch axis is also investigated, where it is found that pitching aft of the mid-chord results in right half plane zeros that increase the difficulty of the control problem. This work was supported by AFOSR grant FA9550-12-1-0075.

  1. Multi input single output model predictive control of non-linear bio-polymerization process

    Energy Technology Data Exchange (ETDEWEB)

    Arumugasamy, Senthil Kumar; Ahmad, Z. [School of Chemical Engineering, Univerisiti Sains Malaysia, Engineering Campus, Seri Ampangan,14300 Nibong Tebal, Seberang Perai Selatan, Pulau Pinang (Malaysia)

    2015-05-15

    This paper focuses on Multi Input Single Output (MISO) Model Predictive Control of bio-polymerization process in which mechanistic model is developed and linked with the feedforward neural network model to obtain a hybrid model (Mechanistic-FANN) of lipase-catalyzed ring-opening polymerization of ε-caprolactone (ε-CL) for Poly (ε-caprolactone) production. In this research, state space model was used, in which the input to the model were the reactor temperatures and reactor impeller speeds and the output were the molecular weight of polymer (M{sub n}) and polymer polydispersity index. State space model for MISO created using System identification tool box of Matlab™. This state space model is used in MISO MPC. Model predictive control (MPC) has been applied to predict the molecular weight of the biopolymer and consequently control the molecular weight of biopolymer. The result shows that MPC is able to track reference trajectory and give optimum movement of manipulated variable.

  2. Practical Soil-Shallow Foundation Model for Nonlinear Structural Analysis

    Directory of Open Access Journals (Sweden)

    Moussa Leblouba

    2016-01-01

    Full Text Available Soil-shallow foundation interaction models that are incorporated into most structural analysis programs generally lack accuracy and efficiency or neglect some aspects of foundation behavior. For instance, soil-shallow foundation systems have been observed to show both small and large loops under increasing amplitude load reversals. This paper presents a practical macroelement model for soil-shallow foundation system and its stability under simultaneous horizontal and vertical loads. The model comprises three spring elements: nonlinear horizontal, nonlinear rotational, and linear vertical springs. The proposed macroelement model was verified using experimental test results from large-scale model foundations subjected to small and large cyclic loading cases.

  3. Fractional State Space Analysis of Economic Systems

    Directory of Open Access Journals (Sweden)

    J. A. Tenreiro Machado

    2015-07-01

    Full Text Available This paper examines modern economic growth according to the multidimensional scaling (MDS method and state space portrait (SSP analysis. Electing GDP per capita as the main indicator for economic growth and prosperity, the long-run perspective from 1870 to 2010 identifies the main similarities among 34 world partners’ modern economic growth and exemplifies the historical waving mechanics of the largest world economy, the USA. MDS reveals two main clusters among the European countries and their old offshore territories, and SSP identifies the Great Depression as a mild challenge to the American global performance, when compared to the Second World War and the 2008 crisis.

  4. A hierarchical state space approach to affective dynamics

    Science.gov (United States)

    Lodewyckx, Tom; Tuerlinckx, Francis; Kuppens, Peter; Allen, Nicholas; Sheeber, Lisa

    2010-01-01

    Linear dynamical system theory is a broad theoretical framework that has been applied in various research areas such as engineering, econometrics and recently in psychology. It quantifies the relations between observed inputs and outputs that are connected through a set of latent state variables. State space models are used to investigate the dynamical properties of these latent quantities. These models are especially of interest in the study of emotion dynamics, with the system representing the evolving emotion components of an individual. However, for simultaneous modeling of individual and population differences, a hierarchical extension of the basic state space model is necessary. Therefore, we introduce a Bayesian hierarchical model with random effects for the system parameters. Further, we apply our model to data that were collected using the Oregon adolescent interaction task: 66 normal and 67 depressed adolescents engaged in a conflict interaction with their parents and second-to-second physiological and behavioral measures were obtained. System parameters in normal and depressed adolescents were compared, which led to interesting discussions in the light of findings in recent literature on the links between cardiovascular processes, emotion dynamics and depression. We illustrate that our approach is flexible and general: The model can be applied to any time series for multiple systems (where a system can represent any entity) and moreover, one is free to focus on whatever component of the versatile model. PMID:21516216

  5. Geometrically nonlinear creeping mathematic models of shells with variable thickness

    Directory of Open Access Journals (Sweden)

    V.M. Zhgoutov

    2012-08-01

    Full Text Available Calculations of strength, stability and vibration of shell structures play an important role in the design of modern devices machines and structures. However, the behavior of thin-walled structures of variable thickness during which geometric nonlinearity, lateral shifts, viscoelasticity (creep of the material, the variability of the profile take place and thermal deformation starts up is not studied enough.In this paper the mathematical deformation models of variable thickness shells (smoothly variable and ribbed shells, experiencing either mechanical load or permanent temperature field and taking into account the geometrical nonlinearity, creeping and transverse shear, were developed. The refined geometrical proportions for geometrically nonlinear and steadiness problems are given.

  6. Haar basis and nonlinear modeling of complex systems

    Science.gov (United States)

    García, P.; Merlitti, A.

    2007-04-01

    In this work we introduce a technique to perform nonlinear modeling of chaotic time series using the kernel method. The basic idea behind this method is to map the data into a high dimensional space via nonlinear mapping and do a linear regression in this space. Here we use a Haar wavelet-like kernel to achieve the task. This strategy, in contrast to Support Vector Machines technique, shows the conceptual simplicity of least mean square algoritm for linear regression but allows local nonlinear aproximation of the system evolution, with low computational cost.

  7. Physical mechanisms of nonlinear conductivity: A model analysis

    Science.gov (United States)

    Heuer, Andreas; Lühning, Lars

    2014-03-01

    Nonlinear effects are omnipresent in thin films of ion conducting materials showing up as a significant increase of the conductivity. For a disordered hopping model general physical mechanisms are identified giving rise to the occurrence of positive or negative nonlinear effects, respectively. Analytical results are obtained in the limit of high but finite dimensions. They are compared with the numerical results for 3D up to 6D systems. A very good agreement can be found, in particular for higher dimensions. The results can also be used to rationalize previous numerical simulations. The implications for the interpretation of nonlinear conductivity experiments on inorganic ion conductors are discussed.

  8. Nonlinear analysis of lipid tubules by nonlocal beam model.

    Science.gov (United States)

    Shen, Hui-Shen

    2011-05-07

    Postbuckling, nonlinear bending and nonlinear vibration analyses are presented for lipid tubules. The lipid tubule is modeled as a nonlocal micro/nano-beam which contains small scale effect. The material properties are assumed to be size-dependent. The governing equation is solved by a two-step perturbation technique. The numerical results reveal that the small scale parameter e₀a reduces the postbuckling equilibrium paths, the static large deflections and natural frequencies of lipid tubules. In contrast, it increases the nonlinear to linear frequency ratios slightly for the lipid tubule with immovable end conditions.

  9. Numerical modelling of nonlinear full-wave acoustic propagation

    Energy Technology Data Exchange (ETDEWEB)

    Velasco-Segura, Roberto, E-mail: roberto.velasco@ccadet.unam.mx; Rendón, Pablo L., E-mail: pablo.rendon@ccadet.unam.mx [Grupo de Acústica y Vibraciones, Centro de Ciencias Aplicadas y Desarrollo Tecnológico, Universidad Nacional Autónoma de México, Ciudad Universitaria, Apartado Postal 70-186, C.P. 04510, México D.F., México (Mexico)

    2015-10-28

    The various model equations of nonlinear acoustics are arrived at by making assumptions which permit the observation of the interaction with propagation of either single or joint effects. We present here a form of the conservation equations of fluid dynamics which are deduced using slightly less restrictive hypothesis than those necessary to obtain the well known Westervelt equation. This formulation accounts for full wave diffraction, nonlinearity, and thermoviscous dissipative effects. A two-dimensional, finite-volume method using Roe’s linearisation has been implemented to obtain numerically the solution of the proposed equations. This code, which has been written for parallel execution on a GPU, can be used to describe moderate nonlinear phenomena, at low Mach numbers, in domains as large as 100 wave lengths. Applications range from models of diagnostic and therapeutic HIFU, to parametric acoustic arrays and nonlinear propagation in acoustic waveguides. Examples related to these applications are shown and discussed.

  10. Residual Minimizing Model Reduction for Parameterized Nonlinear Dynamical Systems

    CERN Document Server

    Constantine, Paul G

    2010-01-01

    We present a method for approximating the solution of a parameterized, nonlinear dynamical (or static) system using an affine combination of solutions computed at other points in the input parameter space. The coefficients of the affine combination are computed with a nonlinear least squares procedure that minimizes the residual of the dynamical system. The approximation properties of this residual minimizing scheme are comparable to existing reduced basis and POD-Galerkin model reduction methods, but its implementation requires only independent evaluations of the nonlinear forcing function. We prove some interesting characteristics of the scheme including uniqueness and an interpolatory property, and we present heuristics for mitigating the effects of the ill-conditioning and reducing the overall cost of the method. We apply the method to representative numerical examples from kinetics - a three state system with one parameter controlling the stiffness - and groundwater modeling - a nonlinear parabolic PDE w...

  11. Physics, Nonlinear Time Series Analysis, Data Assimilation and Hyperfast Modeling of Nonlinear Ocean Waves

    Science.gov (United States)

    2010-09-30

    Hyperfast Modeling of Nonlinear Ocean Waves A. R. Osborne Dipartimento di Fisica Generale, Università di Torino Via Pietro Giuria 1, 10125...PERFORMING ORGANIZATION NAME(S) AND ADDRESS(ES) Universit?i Torino,Dipartimento di Fisica Generale,Via Pietro Giuria 1,10125 Torino, Italy, 8. PERFORMING

  12. Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models

    DEFF Research Database (Denmark)

    Kristensen, Dennis; Rahbek, Anders

    In this paper, we consider a general class of vector error correction models which allow for asymmetric and non-linear error correction. We provide asymptotic results for (quasi-)maximum likelihood (QML) based estimators and tests. General hypothesis testing is considered, where testing...... symmetric non-linear error correction are considered. A simulation study shows that the finite sample properties of the bootstrapped tests are satisfactory with good size and power properties for reasonable sample sizes....

  13. Recent Advances in Explicit Multiparametric Nonlinear Model Predictive Control

    KAUST Repository

    Domínguez, Luis F.

    2011-01-19

    In this paper we present recent advances in multiparametric nonlinear programming (mp-NLP) algorithms for explicit nonlinear model predictive control (mp-NMPC). Three mp-NLP algorithms for NMPC are discussed, based on which novel mp-NMPC controllers are derived. The performance of the explicit controllers are then tested and compared in a simulation example involving the operation of a continuous stirred-tank reactor (CSTR). © 2010 American Chemical Society.

  14. Inference of a nonlinear stochastic model of the cardiorespiratory interaction

    CERN Document Server

    Smelyanskiy, V N; Stefanovska, A; McClintock, P V E

    2005-01-01

    A new technique is introduced to reconstruct a nonlinear stochastic model of the cardiorespiratory interaction. Its inferential framework uses a set of polynomial basis functions representing the nonlinear force governing the system oscillations. The strength and direction of coupling, and the noise intensity are simultaneously inferred from a univariate blood pressure signal, monitored in a clinical environment. The technique does not require extensive global optimization and it is applicable to a wide range of complex dynamical systems subject to noise.

  15. Projective Loop Quantum Gravity I. State Space

    CERN Document Server

    Lanéry, Suzanne

    2014-01-01

    Instead of formulating the state space of a quantum field theory over one big Hilbert space, it has been proposed by Kijowski to describe quantum states as projective families of density matrices over a collection of smaller, simpler Hilbert spaces. Beside the physical motivations for this approach, it could help designing a quantum state space holding the states we need. In [Oko{\\l}\\'ow 2013, arXiv:1304.6330] the description of a theory of Abelian connections within this framework was developed, an important insight being to use building blocks labeled by combinations of edges and surfaces. The present work generalizes this construction to an arbitrary gauge group G (in particular, G is neither assumed to be Abelian nor compact). This involves refining the definition of the label set, as well as deriving explicit formulas to relate the Hilbert spaces attached to different labels. If the gauge group happens to be compact, we also have at our disposal the well-established Ashtekar-Lewandowski Hilbert space, wh...

  16. Asymmetric and common absorption of shocks in nonlinear autoregressive models

    NARCIS (Netherlands)

    D.J.C. van Dijk (Dick); Ph.H.B.F. Franses (Philip Hans); H.P. Boswijk (Peter)

    2000-01-01

    textabstractA key feature of many nonlinear time series models is that they allow for the possibility that the model structure experiences changes, depending on for example the state of the economy or of the financial market. A common property of these models is that it generally is not possible to

  17. Asymmetric and common absorption of shocks in nonlinear autoregressive models

    NARCIS (Netherlands)

    D.J.C. van Dijk (Dick); Ph.H.B.F. Franses (Philip Hans); H.P. Boswijk (Peter)

    2000-01-01

    textabstractA key feature of many nonlinear time series models is that they allow for the possibility that the model structure experiences changes, depending on for example the state of the economy or of the financial market. A common property of these models is that it generally is not possible to

  18. Modeling and nonlinear heading control for sailing yachts

    DEFF Research Database (Denmark)

    Xiao, Lin; Jouffroy, Jerome

    2011-01-01

    This paper presents a study on the development and testing of a model-based heading controller for a sailing yacht. Using Fossen's compact notation for marine vehicles, we first describe a nonlinear 4-DOF dynamic model for a sailing yacht, including roll. Starting from this model, we then design ...

  19. Modeling and nonlinear heading control for sailing yachts

    DEFF Research Database (Denmark)

    Xiao, Lin; Jouffroy, Jerome

    2014-01-01

    This paper presents a study on the development and testing of a model-based heading controller for a sailing yacht. Using Fossen’s compact notation for marine vehicles, we first describe a nonlinear four-degree-of-freedom (DOF) dynamic model for a sailing yacht, including roll. Our model also inc...

  20. Modeling of Nonlinear Signal Distortion in Fiber-Optical Networks

    CERN Document Server

    Johannisson, Pontus

    2013-01-01

    A low-complexity model for signal quality prediction in a nonlinear fiber-optical network is developed. The model, which builds on the Gaussian noise model, takes into account the signal degradation caused by a combination of chromatic dispersion, nonlinear signal distortion, and amplifier noise. The center frequencies, bandwidths, and transmit powers can be chosen independently for each channel, which makes the model suitable for analysis and optimization of resource allocation, routing, and scheduling in large-scale optical networks applying flexible-grid wavelength-division multiplexing.