34 resultados para Consumption smoothing
em Cambridge University Engineering Department Publications Database
Resumo:
In this paper, micro gas sensor was fabricated using indium oxide nanowire for effective gas detection and monitoring system. Indium oxide nanowire was grown using thermal CVD, and their structural properties were examined by the SEM, XRD and TEM. The electric properties for microdropped indium oxide nanowire device were measured, and gas response characteristics were examined for CO gas. Sensors showed high sensitivity and stability for CO gas. And with below 20 mw power consumption, 5 ppm CO could be detected.
Resumo:
We develop methods for performing filtering and smoothing in non-linear non-Gaussian dynamical models. The methods rely on a particle cloud representation of the filtering distribution which evolves through time using importance sampling and resampling ideas. In particular, novel techniques are presented for generation of random realisations from the joint smoothing distribution and for MAP estimation of the state sequence. Realisations of the smoothing distribution are generated in a forward-backward procedure, while the MAP estimation procedure can be performed in a single forward pass of the Viterbi algorithm applied to a discretised version of the state space. An application to spectral estimation for time-varying autoregressions is described.
Resumo:
Sequential Monte Carlo (SMC) methods are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. We propose a new SMC algorithm to compute the expectation of additive functionals recursively. Essentially, it is an on-line or "forward only" implementation of a forward filtering backward smoothing SMC algorithm proposed by Doucet, Godsill and Andrieu (2000). Compared to the standard \emph{path space} SMC estimator whose asymptotic variance increases quadratically with time even under favorable mixing assumptions, the non asymptotic variance of the proposed SMC estimator only increases linearly with time. We show how this allows us to perform recursive parameter estimation using an SMC implementation of an on-line version of the Expectation-Maximization algorithm which does not suffer from the particle path degeneracy problem.