67 resultados para stochastic nonlinear systems
Resumo:
The identification of nonlinear dynamic systems using linear-in-the-parameters models is studied. A fast recursive algorithm (FRA) is proposed to select both the model structure and to estimate the model parameters. Unlike orthogonal least squares (OLS) method, FRA solves the least-squares problem recursively over the model order without requiring matrix decomposition. The computational complexity of both algorithms is analyzed, along with their numerical stability. The new method is shown to require much less computational effort and is also numerically more stable than OLS.
Resumo:
It is shown how the Debye rotational diffusion model of dielectric relaxation of polar molecules (which may be described in microscopic fashion as the diffusion limit of a discrete time random walk on the surface of the unit sphere) may be extended to yield the empirical Havriliak-Negami (HN) equation of anomalous dielectric relaxation from a microscopic model based on a kinetic equation just as in the Debye model. This kinetic equation is obtained by means of a generalization of the noninertial Fokker-Planck equation of conventional Brownian motion (generally known as the Smoluchowski equation) to fractional kinetics governed by the HN relaxation mechanism. For the simple case of noninteracting dipoles it may be solved by Fourier transform techniques to yield the Green function and the complex dielectric susceptibility corresponding to the HN anomalous relaxation mechanism.
Resumo:
This brief examines the application of nonlinear statistical process control to the detection and diagnosis of faults in automotive engines. In this statistical framework, the computed score variables may have a complicated nonparametric distri- bution function, which hampers statistical inference, notably for fault detection and diagnosis. This brief shows that introducing the statistical local approach into nonlinear statistical process control produces statistics that follow a normal distribution, thereby enabling a simple statistical inference for fault detection. Further, for fault diagnosis, this brief introduces a compensation scheme that approximates the fault condition signature. Experimental results from a Volkswagen 1.9-L turbo-charged diesel engine are included.
Resumo:
The transport of charged particles in partially turbulent magnetic systems is investigated from first principles. A generalized compound transport model is proposed, providing an explicit relation between the mean-square deviation of the particle parallel and perpendicular to a magnetic mean field, and the mean-square deviation which characterizes the stochastic field-line topology. The model is applied in various cases of study, and the relation to previous models is discussed.
Resumo:
This paper presents two new approaches for use in complete process monitoring. The firstconcerns the identification of nonlinear principal component models. This involves the application of linear
principal component analysis (PCA), prior to the identification of a modified autoassociative neural network (AAN) as the required nonlinear PCA (NLPCA) model. The benefits are that (i) the number of the reduced set of linear principal components (PCs) is smaller than the number of recorded process variables, and (ii) the set of PCs is better conditioned as redundant information is removed. The result is a new set of input data for a modified neural representation, referred to as a T2T network. The T2T NLPCA model is then used for complete process monitoring, involving fault detection, identification and isolation. The second approach introduces a new variable reconstruction algorithm, developed from the T2T NLPCA model. Variable reconstruction can enhance the findings of the contribution charts still widely used in industry by reconstructing the outputs from faulty sensors to produce more accurate fault isolation. These ideas are illustrated using recorded industrial data relating to developing cracks in an industrial glass melter process. A comparison of linear and nonlinear models, together with the combined use of contribution charts and variable reconstruction, is presented.
Resumo:
According to the Mickael's selection theorem any surjective continuous linear operator from one Fr\'echet space onto another has a continuous (not necessarily linear) right inverse. Using this theorem Herzog and Lemmert proved that if $E$ is a Fr\'echet space and $T:E\to E$ is a continuous linear operator such that the Cauchy problem $\dot x=Tx$, $x(0)=x_0$ is solvable in $[0,1]$ for any $x_0\in E$, then for any $f\in C([0,1],E)$, there exists a continuos map $S:[0,1]\times E\to E$, $(t,x)\mapsto S_tx$ such that for any $x_0\in E$, the function $x(t)=S_tx_0$ is a solution of the Cauchy problem $\dot x(t)=Tx(t)+f(t)$, $x(0)=x_0$ (they call $S$ a fundamental system of solutions of the equation $\dot x=Tx+f$). We prove the same theorem, replacing "continuous" by "sequentially continuous" for locally convex spaces from a class which contains strict inductive limits of Fr\'echet spaces and strong duals of Fr\'echet--Schwarz spaces and is closed with respect to finite products and sequentially closed subspaces. The key-point of the proof is an extension of the theorem on existence of a sequentially continuous right inverse of any surjective sequentially continuous linear operator to some class of non-metrizable locally convex spaces.
Resumo:
We introduce and characterise time operators for unilateral shifts and exact endomorphisms. The associated shift representation of evolution is related to the spectral representation by a generalized Fourier transform. We illustrate the results for a simple exact system, namely the Renyi map.
Resumo:
This article presents a novel classification of wavelet neural networks based on the orthogonality/non-orthogonality of neurons and the type of nonlinearity employed. On the basis of this classification different network types are studied and their characteristics illustrated by means of simple one-dimensional nonlinear examples. For multidimensional problems, which are affected by the curse of dimensionality, the idea of spherical wavelet functions is considered. The behaviour of these networks is also studied for modelling of a low-dimension map.
Resumo:
This paper introduces two new techniques for determining nonlinear canonical correlation coefficients between two variable sets. A genetic strategy is incorporated to determine these coefficients. Compared to existing methods for nonlinear canonical correlation analysis (NLCCA), the benefits here are that the nonlinear mapping requires fewer parameters to be determined, consequently a more parsimonious NLCCA model can be established which is therefore simpler to interpret. A further contribution of the paper is the investigation of a variety of nonlinear deflation procedures for determining the subsequent nonlinear canonical coefficients. The benefits of the new approaches presented are demonstrated by application to an example from the literature and to recorded data from an industrial melter process. These studies show the advantages of the new NLCCA techniques presented and suggest that a nonlinear deflation procedure should be considered. (c) 2006 Elsevier B.V. All rights reserved.
Resumo:
Coffee model systems prepared from combinations of chlorogenic acid (CGA), N-alpha-acetyl-1-arginine (A), sucrose (S), and cellulose (C) were roasted at 240 degreesC for 4 min prior to analysis by UV-visible spectrophotometry, capillary zone electrophoresis (CZE), and the ABTS radical cation decolorization assay. The A/CGA/S/C and A/S/C systems were also fractionated by gel filtration chromatography. Antioxidant activity of the systems showed a positive, nonlinear relationship with the amount of CGA remaining after roasting. Sucrose degradation was a major source of color in the heated systems. There was no relationship between antioxidant activity and color generation.
Resumo:
Subspace monitoring has recently been proposed as a condition monitoring tool that requires considerably fewer variables to be analysed compared to dynamic principal component analysis (PCA). This paper analyses subspace monitoring in identifying and isolating fault conditions, which reveals that the existing work suffers from inherent limitations if complex fault senarios arise. Based on the assumption that the fault signature is deterministic while the monitored variables are stochastic, the paper introduces a regression-based reconstruction technique to overcome these limitations. The utility of the proposed fault identification and isolation method is shown using a simulation example and the analysis of experimental data from an industrial reactive distillation unit.
Resumo:
In this paper, we propose a novel linear transmit precoding strategy for multiple-input, multiple-output (MIMO) systems employing improper signal constellations. In particular, improved zero-forcing (ZF) and minimum mean square error (MMSE) precoders are derived based on modified cost functions, and are shown to achieve a superior performance without loss of spectrum efficiency compared to the conventional linear and nonlinear precoders. The superiority of the proposed precoders over the conventional solutions are verified by both simulation and analytical results. The novel approach to precoding design is also applied to the case of an imperfect channel estimate with a known error covariance as well as to the multi-user scenario where precoding based on the nullspace of channel transmission matrix is employed to decouple multi-user channels. In both cases, the improved precoding schemes yield significant performance gain compared to the conventional counterparts.