102 resultados para Markov Model Estimation
Resumo:
In this paper we develop and numerically explore the modeling heuristic of using saturation attempt probabilities as state dependent attempt probabilities in an IEEE 802.11e infrastructure network carrying packet telephone calls and TCP controlled file downloads, using enhanced distributed channel access (EDCA). We build upon the fixed point analysis and performance insights. When there are a certain number of nodes of each class contending for the channel (i.e., have nonempty queues), then their attempt probabilities are taken to be those obtained from saturation analysis for that number of nodes. Then we model the system queue dynamics at the network nodes. With the proposed heuristic, the system evolution at channel slot boundaries becomes a Markov renewal process, and regenerative analysis yields the desired performance measures. The results obtained from this approach match well with ns2 simulations. We find that, with the default IEEE 802.11e EDCA parameters for AC 1 and AC 3, the voice call capacity decreases if even one file download is initiated by some station. Subsequently, reducing the voice calls increases the file download capacity almost linearly (by 1/3 Mbps per voice call for the 11 Mbps PHY)
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A new composition path, Xi-Xj=constant, is suggested for the semi-empirical calculation of the thermodynamic properties of ternary ‘substitutional’ solutions from binary data, when the binary systems show deviations from the regular solution model. A comparison is made between the results obtained for integral and partial properties using this composition path and those calculated employing other composition paths suggested in literature. It appears that the best estimate of the ternary properties is obtained when binary data at compositions closest to the ternary composition are used.
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A novel procedure to determine the series capacitance of a transformer winding, based on frequency-response measurements, is reported. It is based on converting the measured driving-point impedance magnitude response into a rational function and thereafter exploiting the ratio of a specific coefficient in the numerator and denominator polynomial, which leads to the direct estimation of series capacitance. The theoretical formulations are derived for a mutually coupled ladder-network model, followed by sample calculations. The results obtained are accurate and its feasibility is demonstrated by experiments on model-coil and on actual, single, isolated transformer windings (layered, continuous disc, and interleaved disc). The authors believe that the proposed method is the closest one can get to indirectly measuring series capacitance.
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The size of the shear transformation zone (STZ) that initiates the elastic to plastic transition in a Zr-based bulk metallic glass was estimated by conducting a statistical analysis of the first pop-in event during spherical nanoindentation. A series of experiments led us to a successful description of the distribution of shear strength for the transition and its dependence on the loading rate. From the activation volume determined by statistical analysis the STZ size was estimated based on a cooperative shearing model. (C) 2012 Acta Materialia Inc. Published by Elsevier Ltd. All rights reserved.
Resumo:
A Monte Carlo model of ultrasound modulation of multiply scattered coherent light in a highly scattering media has been carried out for estimating the phase shift experienced by a photon beam on its transit through US insonified region. The phase shift is related to the tissue stiffness, thereby opening an avenue for possible breast tumor detection. When the scattering centers in the tissue medium is exposed to a deterministic forcing with the help of a focused ultrasound (US) beam, due to the fact that US-induced oscillation is almost along particular direction, the direction defined by the transducer axis, the scattering events increase, thereby increasing the phase shift experienced by light that traverses through the medium. The phase shift is found to increase with increase in anisotropy g of the medium. However, as the size of the focused region which is the region of interest (ROI) increases, a large number of scattering events take place within the ROI, the ensemble average of the phase shift (Delta phi) becomes very close to zero. The phase of the individual photon is randomly distributed over 2 pi when the scattered photon path crosses a large number of ultrasound wavelengths in the focused region. This is true at high ultrasound frequency (1 MHz) when mean free path length of photon l(s) is comparable to wavelength of US beam. However, at much lower US frequencies (100 Hz), the wavelength of sound is orders of magnitude larger than l(s), and with a high value of g (g 0.9), there is a distinct measurable phase difference for the photon that traverses through the insonified region. Experiments are carried out for validation of simulation results.
Resumo:
Estimation of soil parameters by inverse modeling using observations on either surface soil moisture or crop variables has been successfully attempted in many studies, but difficulties to estimate root zone properties arise when heterogeneous layered soils are considered. The objective of this study was to explore the potential of combining observations on surface soil moisture and crop variables - leaf area index (LAI) and above-ground biomass for estimating soil parameters (water holding capacity and soil depth) in a two-layered soil system using inversion of the crop model STICS. This was performed using GLUE method on a synthetic data set on varying soil types and on a data set from a field experiment carried out in two maize plots in South India. The main results were (i) combination of surface soil moisture and above-ground biomass provided consistently good estimates with small uncertainity of soil properties for the two soil layers, for a wide range of soil paramater values, both in the synthetic and the field experiment, (ii) above-ground biomass was found to give relatively better estimates and lower uncertainty than LAI when combined with surface soil moisture, especially for estimation of soil depth, (iii) surface soil moisture data, either alone or combined with crop variables, provided a very good estimate of the water holding capacity of the upper soil layer with very small uncertainty whereas using the surface soil moisture alone gave very poor estimates of the soil properties of the deeper layer, and (iv) using crop variables alone (else above-ground biomass or LAI) provided reasonable estimates of the deeper layer properties depending on the soil type but provided poor estimates of the first layer properties. The robustness of combining observations of the surface soil moisture and the above-ground biomass for estimating two layer soil properties, which was demonstrated using both synthetic and field experiments in this study, needs now to be tested for a broader range of climatic conditions and crop types, to assess its potential for spatial applications. (C) 2012 Elsevier B.V. All rights reserved.
Resumo:
Many problems of state estimation in structural dynamics permit a partitioning of system states into nonlinear and conditionally linear substructures. This enables a part of the problem to be solved exactly, using the Kalman filter, and the remainder using Monte Carlo simulations. The present study develops an algorithm that combines sequential importance sampling based particle filtering with Kalman filtering to a fairly general form of process equations and demonstrates the application of a substructuring scheme to problems of hidden state estimation in structures with local nonlinearities, response sensitivity model updating in nonlinear systems, and characterization of residual displacements in instrumented inelastic structures. The paper also theoretically demonstrates that the sampling variance associated with the substructuring scheme used does not exceed the sampling variance corresponding to the Monte Carlo filtering without substructuring. (C) 2012 Elsevier Ltd. All rights reserved.
Resumo:
From the analysis of experimentally observed variations in surface strains with loading in reinforced concrete beams, it is noted that there is a need to consider the evolution of strains (with loading) as a stochastic process. Use of Markov Chains for modeling stochastic evolution of strains with loading in reinforced concrete flexural beams is studied in this paper. A simple, yet practically useful, bi-level homogeneous Gaussian Markov Chain (BLHGMC) model is proposed for determining the state of strain in reinforced concrete beams. The BLHGMC model will be useful for predicting behavior/response of reinforced concrete beams leading to more rational design.
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A new coupled approach is presented for modeling the hydrogen bubble evolution and engulfment during an aluminum alloy solidification process in a micro-scale domain. An explicit enthalpy scheme is used to model the solidification process which is coupled with a level-set method for tracking the hydrogen bubble evolution. The volume averaging techniques are used to model mass, momentum, energy and species conservation equations in the chosen micro-scale domain. The interaction between the solid, liquid and gas interfaces in the system have been studied. Using an order-of-magnitude study on growth rates of bubble and solid interfaces, a criterion is developed to predict bubble elongation which can occur during the engulfment phase. Using this model, we provide further evidence in support of a conceptual thought experiment reported in literature, with regard to estimation of final pore shape as a function of typical casting cooling rates. The results from the proposed model are qualitatively compared with in situ experimental observations reported in literature. The ability of the model to predict growth and movement of a hydrogen bubble and its subsequent engulfment by a solidifying front has been demonstrated for varying average cooling rates encountered in typical sand, permanent mold, and various casting processes. (C) 2012 Elsevier B.V. All rights reserved.
Resumo:
Epoxy resin bonded mica splitting is the insulation of choice for machine stators. However, this system is seen to be relatively weak under time varying mechanical stress, in particular the vibration causing delamination of mica and deboning of mica from the resin matrix. The situation is accentuated under the combined action of electrical, thermal and mechanical stress. Physical and probabilistic models for failure of such systems have been proposed by one of the authors of this paper earlier. This paper presents a pragmatic accelerated failure data acquisition and analytical paradigm under multi factor coupled stress, Electrical, Thermal. The parameters of the phenomenological model so developed are estimated based on sound statistical treatment of failure data.
Resumo:
Given the increasing cost of designing and building new highway pavements, reliability analysis has become vital to ensure that a given pavement performs as expected in the field. Recognizing the importance of failure analysis to safety, reliability, performance, and economy, back analysis has been employed in various engineering applications to evaluate the inherent uncertainties of the design and analysis. The probabilistic back analysis method formulated on Bayes' theorem and solved using the Markov chain Monte Carlo simulation method with a Metropolis-Hastings algorithm has proved to be highly efficient to address this issue. It is also quite flexible and is applicable to any type of prior information. In this paper, this method has been used to back-analyze the parameters that influence the pavement life and to consider the uncertainty of the mechanistic-empirical pavement design model. The load-induced pavement structural responses (e.g., stresses, strains, and deflections) used to predict the pavement life are estimated using the response surface methodology model developed based on the results of linear elastic analysis. The failure criteria adopted for the analysis were based on the factor of safety (FOS), and the study was carried out for different sample sizes and jumping distributions to estimate the most robust posterior statistics. From the posterior statistics of the case considered, it was observed that after approximately 150 million standard axle load repetitions, the mean values of the pavement properties decrease as expected, with a significant decrease in the values of the elastic moduli of the expected layers. An analysis of the posterior statistics indicated that the parameters that contribute significantly to the pavement failure were the moduli of the base and surface layer, which is consistent with the findings from other studies. After the back analysis, the base modulus parameters show a significant decrease of 15.8% and the surface layer modulus a decrease of 3.12% in the mean value. The usefulness of the back analysis methodology is further highlighted by estimating the design parameters for specified values of the factor of safety. The analysis revealed that for the pavement section considered, a reliability of 89% and 94% can be achieved by adopting FOS values of 1.5 and 2, respectively. The methodology proposed can therefore be effectively used to identify the parameters that are critical to pavement failure in the design of pavements for specified levels of reliability. DOI: 10.1061/(ASCE)TE.1943-5436.0000455. (C) 2013 American Society of Civil Engineers.
Resumo:
We provide new analytical results concerning the spread of information or influence under the linear threshold social network model introduced by Kempe et al. in, in the information dissemination context. The seeder starts by providing the message to a set of initial nodes and is interested in maximizing the number of nodes that will receive the message ultimately. A node's decision to forward the message depends on the set of nodes from which it has received the message. Under the linear threshold model, the decision to forward the information depends on the comparison of the total influence of the nodes from which a node has received the packet with its own threshold of influence. We derive analytical expressions for the expected number of nodes that receive the message ultimately, as a function of the initial set of nodes, for a generic network. We show that the problem can be recast in the framework of Markov chains. We then use the analytical expression to gain insights into information dissemination in some simple network topologies such as the star, ring, mesh and on acyclic graphs. We also derive the optimal initial set in the above networks, and also hint at general heuristics for picking a good initial set.
Resumo:
We address the problem of speech enhancement using a risk- estimation approach. In particular, we propose the use the Stein’s unbiased risk estimator (SURE) for solving the problem. The need for a suitable finite-sample risk estimator arises because the actual risks invariably depend on the unknown ground truth. We consider the popular mean-squared error (MSE) criterion first, and then compare it against the perceptually-motivated Itakura-Saito (IS) distortion, by deriving unbiased estimators of the corresponding risks. We use a generalized SURE (GSURE) development, recently proposed by Eldar for MSE. We consider dependent observation models from the exponential family with an additive noise model,and derive an unbiased estimator for the risk corresponding to the IS distortion, which is non-quadratic. This serves to address the speech enhancement problem in a more general setting. Experimental results illustrate that the IS metric is efficient in suppressing musical noise, which affects the MSE-enhanced speech. However, in terms of global signal-to-noise ratio (SNR), the minimum MSE solution gives better results.
Resumo:
The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov's transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.
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For improved water management and efficiency of use in agriculture, studies dealing with coupled crop-surface water-groundwater models are needed. Such integrated models of crop and hydrology can provide accurate quantification of spatio-temporal variations of water balance parameters such as soil moisture store, evapotranspiration and recharge in a catchment. Performance of a coupled crop-hydrology model would depend on the availability of a calibrated crop model for various irrigated/rainfed crops and also on an accurate knowledge of soil hydraulic parameters in the catchment at relevant scale. Moreover, such a coupled model should be designed so as to enable the use/assimilation of recent satellite remote sensing products (optical and microwave) in order to model the processes at catchment scales. In this study we present a framework to couple a crop model with a groundwater model for applications to irrigated groundwater agricultural systems. We discuss the calibration of the STICS crop model and present a methodology to estimate the soil hydraulic parameters by inversion of crop model using both ground and satellite based data. Using this methodology we demonstrate the feasibility of estimation of potential recharge due to spatially varying soil/crop matrix.