260 resultados para KALMAN FILTERING
Resumo:
Aurizon, Australia's largest freight railway operator, is investigating the use of Rail Power Conditioner (RPC) technology for load balancing, reactive power compensation and harmonic filtering. The new technology has the capability of replacing Static VAr Compensators (SVC) and Harmonic Filters, and is expected to have a significant impact on the overall costs of railway electrification. This paper presents the theoretical analysis of the real and reactive power flows in an RPC used to balance active powers in an existing V/V feeder station. This informed an RPC feasibility study undertaken at four existing Aurizon's feeder stations with V/V connected transformers.
Resumo:
Stochastic volatility models are of fundamental importance to the pricing of derivatives. One of the most commonly used models of stochastic volatility is the Heston Model in which the price and volatility of an asset evolve as a pair of coupled stochastic differential equations. The computation of asset prices and volatilities involves the simulation of many sample trajectories with conditioning. The problem is treated using the method of particle filtering. While the simulation of a shower of particles is computationally expensive, each particle behaves independently making such simulations ideal for massively parallel heterogeneous computing platforms. In this paper, we present our portable Opencl implementation of the Heston model and discuss its performance and efficiency characteristics on a range of architectures including Intel cpus, Nvidia gpus, and Intel Many-Integrated-Core (mic) accelerators.
Resumo:
This research investigates techniques to analyse long duration acoustic recordings to help ecologists monitor birdcall activities. It designs a generalized algorithm to identify a broad range of bird species. It allows ecologists to search for arbitrary birdcalls of interest, rather than restricting them to just a very limited number of species on which the recogniser is trained. The algorithm can help ecologists find sounds of interest more efficiently by filtering out large volumes of unwanted sounds and only focusing on birdcalls.
Resumo:
Detect and Avoid (DAA) technology is widely acknowledged as a critical enabler for unsegregated Remote Piloted Aircraft (RPA) operations, particularly Beyond Visual Line of Sight (BVLOS). Image-based DAA, in the visible spectrum, is a promising technological option for addressing the challenges DAA presents. Two impediments to progress for this approach are the scarcity of available video footage to train and test algorithms, in conjunction with testing regimes and specifications which facilitate repeatable, statistically valid, performance assessment. This paper includes three key contributions undertaken to address these impediments. In the first instance, we detail our progress towards the creation of a large hybrid collision and near-collision encounter database. Second, we explore the suitability of techniques employed by the biometric research community (Speaker Verification and Language Identification), for DAA performance optimisation and assessment. These techniques include Detection Error Trade-off (DET) curves, Equal Error Rates (EER), and the Detection Cost Function (DCF). Finally, the hybrid database and the speech-based techniques are combined and employed in the assessment of a contemporary, image based DAA system. This system includes stabilisation, morphological filtering and a Hidden Markov Model (HMM) temporal filter.
Resumo:
This paper describes the 3D Water Chemistry Atlas - an open source, Web-based system that enables the three-dimensional (3D) sub-surface visualization of ground water monitoring data, overlaid on the local geological model. Following a review of existing technologies, the system adopts Cesium (an open source Web-based 3D mapping and visualization interface) together with a PostGreSQL/PostGIS database, for the technical architecture. In addition a range of the search, filtering, browse and analysis tools were developed that enable users to interactively explore the groundwater monitoring data and interpret it spatially and temporally relative to the local geological formations and aquifers via the Cesium interface. The result is an integrated 3D visualization system that enables environmental managers and regulators to assess groundwater conditions, identify inconsistencies in the data, manage impacts and risks and make more informed decisions about activities such as coal seam gas extraction, waste water extraction and re-use.