4 resultados para additive Gaussian noise

em University of Queensland eSpace - Australia


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The solution to the Green and Ampt infiltration equation is expressible in terms of the Lambert W-1 function. Approximations for Green and Ampt infiltration are thus derivable from approximations for the W-1 function and vice versa. An infinite family of asymptotic expansions to W-1 is presented. Although these expansions do not converge near the branch point of the W function (corresponds to Green-Ampt infiltration with immediate ponding), a method is presented for approximating W-1 that is exact at the branch point and asymptotically, with interpolation between these limits. Some existing and several new simple and compact yet robust approximations applicable to Green-Ampt infiltration and flux are presented, the most accurate of which has a maximum relative error of 5 x 10(-5)%. This error is orders of magnitude lower than any existing analytical approximations. (c) 2005 Elsevier Ltd. All rights reserved.

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The performance of the positive P phase-space representation for exact many- body quantum dynamics is investigated. Gases of interacting bosons are considered, where the full quantum equations to simulate are of a Gross-Pitaevskii form with added Gaussian noise. This method gives tractable simulations of many-body systems because the number of variables scales linearly with the spatial lattice size. An expression for the useful simulation time is obtained, and checked in numerical simulations. The dynamics of first-, second- and third-order spatial correlations are calculated for a uniform interacting 1D Bose gas subjected to a change in scattering length. Propagation of correlations is seen. A comparison is made with other recent methods. The positive P method is particularly well suited to open systems as no conservation laws are hard-wired into the calculation. It also differs from most other recent approaches in that there is no truncation of any kind.

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All signals that appear to be periodic have some sort of variability from period to period regardless of how stable they appear to be in a data plot. A true sinusoidal time series is a deterministic function of time that never changes and thus has zero bandwidth around the sinusoid's frequency. A zero bandwidth is impossible in nature since all signals have some intrinsic variability over time. Deterministic sinusoids are used to model cycles as a mathematical convenience. Hinich [IEEE J. Oceanic Eng. 25 (2) (2000) 256-261] introduced a parametric statistical model, called the randomly modulated periodicity (RMP) that allows one to capture the intrinsic variability of a cycle. As with a deterministic periodic signal the RMP can have a number of harmonics. The likelihood ratio test for this model when the amplitudes and phases are known is given in [M.J. Hinich, Signal Processing 83 (2003) 1349-13521. A method for detecting a RMP whose amplitudes and phases are unknown random process plus a stationary noise process is addressed in this paper. The only assumption on the additive noise is that it has finite dependence and finite moments. Using simulations based on a simple RMP model we show a case where the new method can detect the signal when the signal is not detectable in a standard waterfall spectrograrn display. (c) 2005 Elsevier B.V. All rights reserved.