171 resultados para Stochastic convergence


Relevância:

20.00% 20.00%

Publicador:

Resumo:

The performance of an adaptive filter may be studied through the behaviour of the optimal and adaptive coefficients in a given environment. This thesis investigates the performance of finite impulse response adaptive lattice filters for two classes of input signals: (a) frequency modulated signals with polynomial phases of order p in complex Gaussian white noise (as nonstationary signals), and (b) the impulsive autoregressive processes with alpha-stable distributions (as non-Gaussian signals). Initially, an overview is given for linear prediction and adaptive filtering. The convergence and tracking properties of the stochastic gradient algorithms are discussed for stationary and nonstationary input signals. It is explained that the stochastic gradient lattice algorithm has many advantages over the least-mean square algorithm. Some of these advantages are having a modular structure, easy-guaranteed stability, less sensitivity to the eigenvalue spread of the input autocorrelation matrix, and easy quantization of filter coefficients (normally called reflection coefficients). We then characterize the performance of the stochastic gradient lattice algorithm for the frequency modulated signals through the optimal and adaptive lattice reflection coefficients. This is a difficult task due to the nonlinear dependence of the adaptive reflection coefficients on the preceding stages and the input signal. To ease the derivations, we assume that reflection coefficients of each stage are independent of the inputs to that stage. Then the optimal lattice filter is derived for the frequency modulated signals. This is performed by computing the optimal values of residual errors, reflection coefficients, and recovery errors. Next, we show the tracking behaviour of adaptive reflection coefficients for frequency modulated signals. This is carried out by computing the tracking model of these coefficients for the stochastic gradient lattice algorithm in average. The second-order convergence of the adaptive coefficients is investigated by modeling the theoretical asymptotic variance of the gradient noise at each stage. The accuracy of the analytical results is verified by computer simulations. Using the previous analytical results, we show a new property, the polynomial order reducing property of adaptive lattice filters. This property may be used to reduce the order of the polynomial phase of input frequency modulated signals. Considering two examples, we show how this property may be used in processing frequency modulated signals. In the first example, a detection procedure in carried out on a frequency modulated signal with a second-order polynomial phase in complex Gaussian white noise. We showed that using this technique a better probability of detection is obtained for the reduced-order phase signals compared to that of the traditional energy detector. Also, it is empirically shown that the distribution of the gradient noise in the first adaptive reflection coefficients approximates the Gaussian law. In the second example, the instantaneous frequency of the same observed signal is estimated. We show that by using this technique a lower mean square error is achieved for the estimated frequencies at high signal-to-noise ratios in comparison to that of the adaptive line enhancer. The performance of adaptive lattice filters is then investigated for the second type of input signals, i.e., impulsive autoregressive processes with alpha-stable distributions . The concept of alpha-stable distributions is first introduced. We discuss that the stochastic gradient algorithm which performs desirable results for finite variance input signals (like frequency modulated signals in noise) does not perform a fast convergence for infinite variance stable processes (due to using the minimum mean-square error criterion). To deal with such problems, the concept of minimum dispersion criterion, fractional lower order moments, and recently-developed algorithms for stable processes are introduced. We then study the possibility of using the lattice structure for impulsive stable processes. Accordingly, two new algorithms including the least-mean P-norm lattice algorithm and its normalized version are proposed for lattice filters based on the fractional lower order moments. Simulation results show that using the proposed algorithms, faster convergence speeds are achieved for parameters estimation of autoregressive stable processes with low to moderate degrees of impulsiveness in comparison to many other algorithms. Also, we discuss the effect of impulsiveness of stable processes on generating some misalignment between the estimated parameters and the true values. Due to the infinite variance of stable processes, the performance of the proposed algorithms is only investigated using extensive computer simulations.

Relevância:

20.00% 20.00%

Publicador:

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Fractional Fokker-Planck equations (FFPEs) have gained much interest recently for describing transport dynamics in complex systems that are governed by anomalous diffusion and nonexponential relaxation patterns. However, effective numerical methods and analytic techniques for the FFPE are still in their embryonic state. In this paper, we consider a class of time-space fractional Fokker-Planck equations with a nonlinear source term (TSFFPE-NST), which involve the Caputo time fractional derivative (CTFD) of order α ∈ (0, 1) and the symmetric Riesz space fractional derivative (RSFD) of order μ ∈ (1, 2). Approximating the CTFD and RSFD using the L1-algorithm and shifted Grunwald method, respectively, a computationally effective numerical method is presented to solve the TSFFPE-NST. The stability and convergence of the proposed numerical method are investigated. Finally, numerical experiments are carried out to support the theoretical claims.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Purpose: To investigate the influence of convergence on axial length and corneal topography in young adult subjects.---------- Methods: Fifteen emmetropic young adult subjects with normal binocular vision had axial length and corneal topography measured immediately before and after a 15-min period of base out (BO) prismatic spectacle lens wear. Two different magnitude prismatic spectacles were worn in turn (8 [DELTA] BO and 16 [DELTA] BO), and for both tasks, distance fixation was maintained for the duration of lens wear. Eight subjects returned on a separate day for further testing and had axial length measured before, during, and immediately after a 15-min convergence task.---------- Results: No significant change was found to occur in axial length either during or after the sustained convergence tasks (p > 0.6). Some small but significant changes in corneal topography were found to occur after sustained convergence. The most significant corneal change was observed after the 16 [DELTA] BO prism wear. The corneal refractive power spherocylinder power vector J0 was found to change by a small (mean change of 0.03 D after the 16 [DELTA] BO task) but statistically significant (p = 0.03) amount as a result of the convergence task (indicative of a reduction in with-the-rule corneal astigmatism after convergence). Corneal axial power was found to exhibit a significant flattening in superior regions. Conclusions: Axial length appears largely unchanged by a period of sustained convergence. However, small but significant changes occur in the topography of the cornea after convergence.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Rapidly developing information and telecommunication technologies and their platforms in the late 20th Century helped improve urban infrastructure management and influenced quality of life. Telecommunication technologies make it possible for people to deliver text, audio and video material using wired, wireless or fibre-optic networks. Technologies convergence amongst these digital devices continues to create new ways in which the information and telecommunication technologies are used. The 21st Century is an era where information has converged, in which people are able to access a variety of services, including internet and location based services, through multi-functional devices such as mobile phones. This chapter discusses the recent developments in telecommunication networks and trends in convergence technologies, their implications for urban infrastructure planning, and for the quality of life of urban residents.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Efficient and effective urban management systems for Ubiquitous Eco Cities require having intelligent and integrated management mechanisms. This integration includes bringing together economic, socio-cultural and urban development with a well orchestrated, transparent and open decision-making system and necessary infrastructure and technologies. In Ubiquitous Eco Cities telecommunication technologies play an important role in monitoring and managing activities via wired and wireless networks. Particularly, technology convergence creates new ways in which information and telecommunication technologies are used and formed the backbone of urban management. The 21st Century is an era where information has converged, in which people are able to access a variety of services, including internet and location based services, through multi-functional devices and provides new opportunities in the management of Ubiquitous Eco Cities. This chapter discusses developments in telecommunication infrastructure and trends in convergence technologies and their implications on the management of Ubiquitous Eco Cities

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The 'Queensland Model' grew out of three convergent agendas: educational renewal, urban redevelopment, and the Queensland state government's 'Smart State' strategy.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This paper presents a robust stochastic model for the incorporation of natural features within data fusion algorithms. The representation combines Isomap, a non-linear manifold learning algorithm, with Expectation Maximization, a statistical learning scheme. The representation is computed offline and results in a non-linear, non-Gaussian likelihood model relating visual observations such as color and texture to the underlying visual states. The likelihood model can be used online to instantiate likelihoods corresponding to observed visual features in real-time. The likelihoods are expressed as a Gaussian Mixture Model so as to permit convenient integration within existing nonlinear filtering algorithms. The resulting compactness of the representation is especially suitable to decentralized sensor networks. Real visual data consisting of natural imagery acquired from an Unmanned Aerial Vehicle is used to demonstrate the versatility of the feature representation.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Process models in organizational collections are typically modeled by the same team and using the same conventions. As such, these models share many characteristic features like size range, type and frequency of errors. In most cases merely small samples of these collections are available due to e.g. the sensitive information they contain. Because of their sizes, these samples may not provide an accurate representation of the characteristics of the originating collection. This paper deals with the problem of constructing collections of process models, in the form of Petri nets, from small samples of a collection for accurate estimations of the characteristics of this collection. Given a small sample of process models drawn from a real-life collection, we mine a set of generation parameters that we use to generate arbitrary-large collections that feature the same characteristics of the original collection. In this way we can estimate the characteristics of the original collection on the generated collections.We extensively evaluate the quality of our technique on various sample datasets drawn from both research and industry.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Genomic and proteomic analyses have attracted a great deal of interests in biological research in recent years. Many methods have been applied to discover useful information contained in the enormous databases of genomic sequences and amino acid sequences. The results of these investigations inspire further research in biological fields in return. These biological sequences, which may be considered as multiscale sequences, have some specific features which need further efforts to characterise using more refined methods. This project aims to study some of these biological challenges with multiscale analysis methods and stochastic modelling approach. The first part of the thesis aims to cluster some unknown proteins, and classify their families as well as their structural classes. A development in proteomic analysis is concerned with the determination of protein functions. The first step in this development is to classify proteins and predict their families. This motives us to study some unknown proteins from specific families, and to cluster them into families and structural classes. We select a large number of proteins from the same families or superfamilies, and link them to simulate some unknown large proteins from these families. We use multifractal analysis and the wavelet method to capture the characteristics of these linked proteins. The simulation results show that the method is valid for the classification of large proteins. The second part of the thesis aims to explore the relationship of proteins based on a layered comparison with their components. Many methods are based on homology of proteins because the resemblance at the protein sequence level normally indicates the similarity of functions and structures. However, some proteins may have similar functions with low sequential identity. We consider protein sequences at detail level to investigate the problem of comparison of proteins. The comparison is based on the empirical mode decomposition (EMD), and protein sequences are detected with the intrinsic mode functions. A measure of similarity is introduced with a new cross-correlation formula. The similarity results show that the EMD is useful for detection of functional relationships of proteins. The third part of the thesis aims to investigate the transcriptional regulatory network of yeast cell cycle via stochastic differential equations. As the investigation of genome-wide gene expressions has become a focus in genomic analysis, researchers have tried to understand the mechanisms of the yeast genome for many years. How cells control gene expressions still needs further investigation. We use a stochastic differential equation to model the expression profile of a target gene. We modify the model with a Gaussian membership function. For each target gene, a transcriptional rate is obtained, and the estimated transcriptional rate is also calculated with the information from five possible transcriptional regulators. Some regulators of these target genes are verified with the related references. With these results, we construct a transcriptional regulatory network for the genes from the yeast Saccharomyces cerevisiae. The construction of transcriptional regulatory network is useful for detecting more mechanisms of the yeast cell cycle.