87 resultados para Random time change
Resumo:
We study the equilibrium properties of an Ising model on a disordered random network where the disorder can be quenched or annealed. The network consists of fourfold coordinated sites connected via variable length one-dimensional chains. Our emphasis is on nonuniversal properties and we consider the transition temperature and other equilibrium thermodynamic properties, including those associated with one-dimensional fluctuations arising from the chains. We use analytic methods in the annealed case, and a Monte Carlo simulation for the quenched disorder. Our objective is to study the difference between quenched and annealed results with a broad random distribution of interaction parameters. The former represents a situation where the time scale associated with the randomness is very long and the corresponding degrees of freedom can be viewed as frozen, while the annealed case models the situation where this is not so. We find that the transition temperature and the entropy associated with one-dimensional fluctuations are always higher for quenched disorder than in the annealed case. These differences increase with the strength of the disorder up to a saturating value. We discuss our results in connection to physical systems where a broad distribution of interaction strengths is present.
Resumo:
A new representation of spatio-temporal random processes is proposed in this work. In practical applications, such processes are used to model velocity fields, temperature distributions, response of vibrating systems, to name a few. Finding an efficient representation for any random process leads to encapsulation of information which makes it more convenient for a practical implementations, for instance, in a computational mechanics problem. For a single-parameter process such as spatial or temporal process, the eigenvalue decomposition of the covariance matrix leads to the well-known Karhunen-Loeve (KL) decomposition. However, for multiparameter processes such as a spatio-temporal process, the covariance function itself can be defined in multiple ways. Here the process is assumed to be measured at a finite set of spatial locations and a finite number of time instants. Then the spatial covariance matrix at different time instants are considered to define the covariance of the process. This set of square, symmetric, positive semi-definite matrices is then represented as a third-order tensor. A suitable decomposition of this tensor can identify the dominant components of the process, and these components are then used to define a closed-form representation of the process. The procedure is analogous to the KL decomposition for a single-parameter process, however, the decompositions and interpretations vary significantly. The tensor decompositions are successfully applied on (i) a heat conduction problem, (ii) a vibration problem, and (iii) a covariance function taken from the literature that was fitted to model a measured wind velocity data. It is observed that the proposed representation provides an efficient approximation to some processes. Furthermore, a comparison with KL decomposition showed that the proposed method is computationally cheaper than the KL, both in terms of computer memory and execution time.
Resumo:
A discrete-time dynamics of a non-Markovian random walker is analyzed using a minimal model where memory of the past drives the present dynamics. In recent work N. Kumar et al., Phys. Rev. E 82, 021101 (2010)] we proposed a model that exhibits asymptotic superdiffusion, normal diffusion, and subdiffusion with the sweep of a single parameter. Here we propose an even simpler model, with minimal options for the walker: either move forward or stay at rest. We show that this model can also give rise to diffusive, subdiffusive, and superdiffusive dynamics at long times as a single parameter is varied. We show that in order to have subdiffusive dynamics, the memory of the rest states must be perfectly correlated with the present dynamics. We show explicitly that if this condition is not satisfied in a unidirectional walk, the dynamics is only either diffusive or superdiffusive (but not subdiffusive) at long times.
Resumo:
This paper proposes a novel experimental test procedure to estimate the reliability of structural dynamical systems under excitations specified via random process models. The samples of random excitations to be used in the test are modified by the addition of an artificial control force. An unbiased estimator for the reliability is derived based on measured ensemble of responses under these modified inputs based on the tenets of Girsanov transformation. The control force is selected so as to reduce the sampling variance of the estimator. The study observes that an acceptable choice for the control force can be made solely based on experimental techniques and the estimator for the reliability can be deduced without taking recourse to mathematical model for the structure under study. This permits the proposed procedure to be applied in the experimental study of time-variant reliability of complex structural systems that are difficult to model mathematically. Illustrative example consists of a multi-axes shake table study on bending-torsion coupled, geometrically non-linear, five-storey frame under uni/bi-axial, non-stationary, random base excitation. Copyright (c) 2014 John Wiley & Sons, Ltd.
Resumo:
Grating Compression Transform (GCT) is a two-dimensional analysis of speech signal which has been shown to be effective in multi-pitch tracking in speech mixtures. Multi-pitch tracking methods using GCT apply Kalman filter framework to obtain pitch tracks which requires training of the filter parameters using true pitch tracks. We propose an unsupervised method for obtaining multiple pitch tracks. In the proposed method, multiple pitch tracks are modeled using time-varying means of a Gaussian mixture model (GMM), referred to as TVGMM. The TVGMM parameters are estimated using multiple pitch values at each frame in a given utterance obtained from different patches of the spectrogram using GCT. We evaluate the performance of the proposed method on all voiced speech mixtures as well as random speech mixtures having well separated and close pitch tracks. TVGMM achieves multi-pitch tracking with 51% and 53% multi-pitch estimates having error <= 20% for random mixtures and all-voiced mixtures respectively. TVGMM also results in lower root mean squared error in pitch track estimation compared to that by Kalman filtering.
Resumo:
Designing a robust algorithm for visual object tracking has been a challenging task since many years. There are trackers in the literature that are reasonably accurate for many tracking scenarios but most of them are computationally expensive. This narrows down their applicability as many tracking applications demand real time response. In this paper, we present a tracker based on random ferns. Tracking is posed as a classification problem and classification is done using ferns. We used ferns as they rely on binary features and are extremely fast at both training and classification as compared to other classification algorithms. Our experiments show that the proposed tracker performs well on some of the most challenging tracking datasets and executes much faster than one of the state-of-the-art trackers, without much difference in tracking accuracy.
Resumo:
Inverter dead-time, which is meant to prevent shoot-through fault, causes harmonic distortion and change in the fundamental voltage in the inverter output. Typical dead-time compensation schemes ensure that the amplitude of the fundamental output current is as desired, and also improve the current waveform quality significantly. However, even with compensation, the motor line current waveform is observed to be distorted close to the current zero-crossings. The IGBT switching transition times being significantly longer at low currents than at high currents is an important reason for this zero-crossover distortion. Hence, this paper proposes an improved dead-time compensation scheme, which makes use of the measured IGBT switching transition times at low currents. Measured line current waveforms in a 2.2 kW induction motor drive with the proposed compensation scheme are compared against those with the conventional dead-time compensation scheme and without dead-time compensation. The experimental results on the motor drive clearly demonstrate the improvement in the line current waveform quality with the proposed method.
Resumo:
Developments in the statistical extreme value theory, which allow non-stationary modeling of changes in the frequency and severity of extremes, are explored to analyze changes in return levels of droughts for the Colorado River. The transient future return levels (conditional quantiles) derived from regional drought projections using appropriate extreme value models, are compared with those from observed naturalized streamflows. The time of detection is computed as the time at which significant differences exist between the observed and future extreme drought levels, accounting for the uncertainties in their estimates. Projections from multiple climate model-scenario combinations are considered; no uniform pattern of changes in drought quantiles is observed across all the projections. While some projections indicate shifting to another stationary regime, for many projections which are found to be non-stationary, detection of change in tail quantiles of droughts occurs within the 21st century with no unanimity in the time of detection. Earlier detection is observed in droughts levels of higher probability of exceedance. (C) 2014 Elsevier Ltd. All rights reserved.
Resumo:
Identification of dominant modes is an important step in studying linearly vibrating systems, including flow-induced vibrations. In the presence of uncertainty, when some of the system parameters and the external excitation are modeled as random quantities, this step becomes more difficult. This work is aimed at giving a systematic treatment to this end. The ability to capture the time averaged kinetic energy is chosen as the primary criterion for selection of modes. Accordingly, a methodology is proposed based on the overlap of probability density functions (pdf) of the natural and excitation frequencies, proximity of the natural frequencies of the mean or baseline system, modal participation factor, and stochastic variation of mode shapes in terms of the modes of the baseline system - termed here as statistical modal overlapping. The probabilistic descriptors of the natural frequencies and mode shapes are found by solving a random eigenvalue problem. Three distinct vibration scenarios are considered: (i) undamped arid damped free vibrations of a bladed disk assembly, (ii) forced vibration of a building, and (iii) flutter of a bridge model. Through numerical studies, it is observed that the proposed methodology gives an accurate selection of modes. (C) 2015 Elsevier Ltd. All rights reserved.
Resumo:
Climate change in response to a change in external forcing can be understood in terms of fast response to the imposed forcing and slow feedback associated with surface temperature change. Previous studies have investigated the characteristics of fast response and slow feedback for different forcing agents. Here we examine to what extent that fast response and slow feedback derived from time-mean results of climate model simulations can be used to infer total climate change. To achieve this goal, we develop a multivariate regression model of climate change, in which the change in a climate variable is represented by a linear combination of its sensitivity to CO2 forcing, solar forcing, and change in global mean surface temperature. We derive the parameters of the regression model using time-mean results from a set of HadCM3L climate model step-forcing simulations, and then use the regression model to emulate HadCM3L-simulated transient climate change. Our results show that the regression model emulates well HadCM3L-simulated temporal evolution and spatial distribution of climate change, including surface temperature, precipitation, runoff, soil moisture, cloudiness, and radiative fluxes under transient CO2 and/or solar forcing scenarios. Our findings suggest that temporal and spatial patterns of total change for the climate variables considered here can be represented well by the sum of fast response and slow feedback. Furthermore, by using a simple 1-D heat-diffusion climate model, we show that the temporal and spatial characteristics of climate change under transient forcing scenarios can be emulated well using information from step-forcing simulations alone.
Resumo:
Speech enhancement in stationary noise is addressed using the ideal channel selection framework. In order to estimate the binary mask, we propose to classify each time-frequency (T-F) bin of the noisy signal as speech or noise using Discriminative Random Fields (DRF). The DRF function contains two terms - an enhancement function and a smoothing term. On each T-F bin, we propose to use an enhancement function based on likelihood ratio test for speech presence, while Ising model is used as smoothing function for spectro-temporal continuity in the estimated binary mask. The effect of the smoothing function over successive iterations is found to reduce musical noise as opposed to using only enhancement function. The binary mask is inferred from the noisy signal using Iterated Conditional Modes (ICM) algorithm. Sentences from NOIZEUS corpus are evaluated from 0 dB to 15 dB Signal to Noise Ratio (SNR) in 4 kinds of additive noise settings: additive white Gaussian noise, car noise, street noise and pink noise. The reconstructed speech using the proposed technique is evaluated in terms of average segmental SNR, Perceptual Evaluation of Speech Quality (PESQ) and Mean opinion Score (MOS).
Resumo:
Signals recorded from the brain often show rhythmic patterns at different frequencies, which are tightly coupled to the external stimuli as well as the internal state of the subject. In addition, these signals have very transient structures related to spiking or sudden onset of a stimulus, which have durations not exceeding tens of milliseconds. Further, brain signals are highly nonstationary because both behavioral state and external stimuli can change on a short time scale. It is therefore essential to study brain signals using techniques that can represent both rhythmic and transient components of the signal, something not always possible using standard signal processing techniques such as short time fourier transform, multitaper method, wavelet transform, or Hilbert transform. In this review, we describe a multiscale decomposition technique based on an over-complete dictionary called matching pursuit (MP), and show that it is able to capture both a sharp stimulus-onset transient and a sustained gamma rhythm in local field potential recorded from the primary visual cortex. We compare the performance of MP with other techniques and discuss its advantages and limitations. Data and codes for generating all time-frequency power spectra are provided.