291 resultados para Stationary processes

em Queensland University of Technology - ePrints Archive


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Stationary processes are random variables whose value is a signal and whose distribution is invariant to translation in the domain of the signal. They are intimately connected to convolution, and therefore to the Fourier transform, since the covariance matrix of a stationary process is a Toeplitz matrix, and Toeplitz matrices are the expression of convolution as a linear operator. This thesis utilises this connection in the study of i) efficient training algorithms for object detection and ii) trajectory-based non-rigid structure-from-motion.

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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.

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The creation of a commercially viable and a large-scale purification process for plasmid DNA (pDNA) production requires a whole-systems continuous or semi-continuous purification strategy employing optimised stationary adsorption phase(s) without the use of expensive and toxic chemicals, avian/bovine-derived enzymes and several built-in unit processes, thus affecting overall plasmid recovery, processing time and economics. Continuous stationary phases are known to offer fast separation due to their large pore diameter making large molecule pDNA easily accessible with limited mass transfer resistance even at high flow rates. A monolithic stationary sorbent was synthesised via free radical liquid porogenic polymerisation of ethylene glycol dimethacrylate (EDMA) and glycidyl methacrylate (GMA) with surface and pore characteristics tailored specifically for plasmid binding, retention and elution. The polymer was functionalised with an amine active group for anion-exchange purification of pDNA from cleared lysate obtained from E. coli DH5α-pUC19 pellets in RNase/protease-free process. Characterization of the resin showed a unique porous material with 70% of the pores sizes above 300 nm. The final product isolated from anion-exchange purification in only 5 min was pure and homogenous supercoiled pDNA with no gDNA, RNA and protein contamination as confirmed with DNA electrophoresis, restriction analysis and SDS page. The resin showed a maximum binding capacity of 15.2 mg/mL and this capacity persisted after several applications of the resin. This technique is cGMP compatible and commercially viable for rapid isolation of pDNA.

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Increasing numbers of preclinical and clinical studies are utilizing pDNA (plasmid DNA) as the vector. In addition, there has been a growing trend towards larger and larger doses of pDNA utilized in human trials. The growing demand on pDNA manufacture leads to pressure to make more in less time. A key intervention has been the use of monoliths as stationary phases in liquid chromatography. Monolithic stationary phases offer fast separation to pDNA owing to their large pore size, making pDNA in the size range from 100 nm to over 300 nm easily accessible. However, the convective transport mechanism of monoliths does not guarantee plasmid purity. The recovery of pure pDNA hinges on a proper balance in the properties of the adsorbent phase, the mobile phase and the feedstock. The effects of pH and ionic strength of binding buffer, temperature of feedstock, active group density and the pore size of the stationary phase were considered as avenues to improve the recovery and purity of pDNA using a methacrylate-based monolithic adsorbent and Escherichia coli DH5α-pUC19 clarified lysate as feedstock. pDNA recovery was found to be critically dependent on the pH and ionic strength of the mobile phase. Up to a maximum of approx. 92% recovery was obtained under optimum conditions of pH and ionic strength. Increasing the feedstock temperature to 80°C increased the purity of pDNA owing to the extra thermal stability associated with pDNA over contaminants such as proteins. Results from toxicological studies of the plasmid samples using endotoxin standard (E. coli 0.55:B5 lipopolysaccharide) show that endotoxin level decreases with increasing salt concentration. It was obvious that large quantities of pure pDNA can be obtained with minimal extra effort simply by optimizing process parameters and conditions for pDNA purification.

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Modelling fluvial processes is an effective way to reproduce basin evolution and to recreate riverbed morphology. However, due to the complexity of alluvial environments, deterministic modelling of fluvial processes is often impossible. To address the related uncertainties, we derive a stochastic fluvial process model on the basis of the convective Exner equation that uses the statistics (mean and variance) of river velocity as input parameters. These statistics allow for quantifying the uncertainty in riverbed topography, river discharge and position of the river channel. In order to couple the velocity statistics and the fluvial process model, the perturbation method is employed with a non-stationary spectral approach to develop the Exner equation as two separate equations: the first one is the mean equation, which yields the mean sediment thickness, and the second one is the perturbation equation, which yields the variance of sediment thickness. The resulting solutions offer an effective tool to characterize alluvial aquifers resulting from fluvial processes, which allows incorporating the stochasticity of the paleoflow velocity.