5 resultados para Markov jump systems
em QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast
Resumo:
Closing feedback loops using an IEEE 802.11b ad hoc wireless communication network incurs many challenges sensitivity to varying channel conditions and lower physical transmission rates tend to limit the bandwidth of the communication channel. Given that the bandwidth usage and control performance are linked, a method of adapting the sampling interval based on an 'a priori', static sampling policy has been proposed and, more significantly, assuring stability in the mean square sense using discrete-time Markov jump linear system theory. Practical issues including current limitations of the 802.11 b protocol, the sampling policy and stability are highlighted. Simulation results on a cart-mounted inverted pendulum show that closed-loop stability can be improved using sample rate adaptation and that the control design criteria can be met in the presence of channel errors and severe channel contention.
Resumo:
We provide an explicit formula which gives natural extensions of piecewise monotonic Markov maps defined on an interval of the real line. These maps are exact endomorphisms and define chaotic discrete dynamical systems.
Resumo:
The aim of this paper is to use Markov modelling to
investigate survival for particular types of kidney patients
in relation to their exposure to anti-hypertensive treatment
drugs. In order to monitor kidney function an intuitive three
point assessment is proposed through the collection of blood
samples in relation to Chronic Kidney Disease for Northern
Ireland patients. A five state Markov Model was devised
using specific transition probabilities for males and
females over all age groups. These transition probabilities
were then adjusted appropriately using relative risk scores
for the event death for different subgroups of patients. The
model was built using TreeAge software package in order to
explore the effects of anti-hypertensive drugs on patients.
Resumo:
Hidden Markov models (HMMs) are widely used models for sequential data. As with other probabilistic graphical models, they require the specification of precise probability values, which can be too restrictive for some domains, especially when data are scarce or costly to acquire. We present a generalized version of HMMs, whose quantification can be done by sets of, instead of single, probability distributions. Our models have the ability to suspend judgment when there is not enough statistical evidence, and can serve as a sensitivity analysis tool for standard non-stationary HMMs. Efficient inference algorithms are developed to address standard HMM usage such as the computation of likelihoods and most probable explanations. Experiments with real data show that the use of imprecise probabilities leads to more reliable inferences without compromising efficiency.
Resumo:
This paper proposes a continuous time Markov chain (CTMC) based sequential analytical approach for composite generation and transmission systems reliability assessment. The basic idea is to construct a CTMC model for the composite system. Based on this model, sequential analyses are performed. Various kinds of reliability indices can be obtained, including expectation, variance, frequency, duration and probability distribution. In order to reduce the dimension of the state space, traditional CTMC modeling approach is modified by merging all high order contingencies into a single state, which can be calculated by Monte Carlo simulation (MCS). Then a state mergence technique is developed to integrate all normal states to further reduce the dimension of the CTMC model. Moreover, a time discretization method is presented for the CTMC model calculation. Case studies are performed on the RBTS and a modified IEEE 300-bus test system. The results indicate that sequential reliability assessment can be performed by the proposed approach. Comparing with the traditional sequential Monte Carlo simulation method, the proposed method is more efficient, especially in small scale or very reliable power systems.