79 resultados para stochastic linear programming
Resumo:
Epoch is defined as the instant of significant excitation within a pitch period of voiced speech. Epoch extraction continues to attract the interest of researchers because of its significance in speech analysis. Existing high performance epoch extraction algorithms require either dynamic programming techniques or a priori information of the average pitch period. An algorithm without such requirements is proposed based on integrated linear prediction residual (ILPR) which resembles the voice source signal. Half wave rectified and negated ILPR (or Hilbert transform of ILPR) is used as the pre-processed signal. A new non-linear temporal measure named the plosion index (PI) has been proposed for detecting `transients' in speech signal. An extension of PI, called the dynamic plosion index (DPI) is applied on pre-processed signal to estimate the epochs. The proposed DPI algorithm is validated using six large databases which provide simultaneous EGG recordings. Creaky and singing voice samples are also analyzed. The algorithm has been tested for its robustness in the presence of additive white and babble noise and on simulated telephone quality speech. The performance of the DPI algorithm is found to be comparable or better than five state-of-the-art techniques for the experiments considered.
Resumo:
Response analysis of a linear structure with uncertainties in both structural parameters and external excitation is considered here. When such an analysis is carried out using the spectral stochastic finite element method (SSFEM), often the computational cost tends to be prohibitive due to the rapid growth of the number of spectral bases with the number of random variables and the order of expansion. For instance, if the excitation contains a random frequency, or if it is a general random process, then a good approximation of these excitations using polynomial chaos expansion (PCE) involves a large number of terms, which leads to very high cost. To address this issue of high computational cost, a hybrid method is proposed in this work. In this method, first the random eigenvalue problem is solved using the weak formulation of SSFEM, which involves solving a system of deterministic nonlinear algebraic equations to estimate the PCE coefficients of the random eigenvalues and eigenvectors. Then the response is estimated using a Monte Carlo (MC) simulation, where the modal bases are sampled from the PCE of the random eigenvectors estimated in the previous step, followed by a numerical time integration. It is observed through numerical studies that this proposed method successfully reduces the computational burden compared with either a pure SSFEM of a pure MC simulation and more accurate than a perturbation method. The computational gain improves as the problem size in terms of degrees of freedom grows. It also improves as the timespan of interest reduces.
Resumo:
In this paper we first derive a necessary and sufficient condition for a stationary strategy to be the Nash equilibrium of discounted constrained stochastic game under certain assumptions. In this process we also develop a nonlinear (non-convex) optimization problem for a discounted constrained stochastic game. We use the linear best response functions of every player and complementary slackness theorem for linear programs to derive both the optimization problem and the equivalent condition. We then extend this result to average reward constrained stochastic games. Finally, we present a heuristic algorithm motivated by our necessary and sufficient conditions for a discounted cost constrained stochastic game. We numerically observe the convergence of this algorithm to Nash equilibrium. (C) 2015 Elsevier B.V. All rights reserved.
Resumo:
We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie dagger-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Ito formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculus extends the Hudson-Parthasarathy quantum stochastic calculus. (C) 2016 AIP Publishing LLC.