53 resultados para Recursive Filtering
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)
Resumo:
Nitrogen-doped carbon nanotubes can provide reactive sites on the porphyrin-like defects. It is well known that many porphyrins have transition-metal atoms, and we have explored transition-metal atoms bonded to those porphyrin-like defects inN-doped carbon nanotubes. The electronic structure and transport are analyzed by means of a combination of density functional theory and recursive Green's function methods. The results determined the heme B-like defect (an iron atom bonded to four nitrogens) is the most stable and has a higher polarization current for a single defect. With randomly positioned heme B defects in nanotubes a few hundred nanometers long, the polarization reaches near 100%, meaning they are effective spin filters. A disorder-induced magnetoresistance effect is also observed in those long nanotubes, and values as high as 20 000% are calculated with nonmagnectic eletrodes.
Resumo:
This paper deals with the H(infinity) recursive estimation problem for general rectangular time-variant descriptor systems in discrete time. Riccati-equation based recursions for filtered and predicted estimates are developed based on a data fitting approach and game theory. In this approach, the nature determines a state sequence seeking to maximize the estimation cost, whereas the estimator tries to find an estimate that brings the estimation cost to a minimum. A solution exists for a specified gamma-level if the resulting cost is positive. In order to present some computational alternatives to the H(infinity) filters developed, they are rewritten in information form along with the respective array algorithms. (C) 2009 Elsevier Ltd. All rights reserved.
Resumo:
This paper considers the optimal linear estimates recursion problem for discrete-time linear systems in its more general formulation. The system is allowed to be in descriptor form, rectangular, time-variant, and with the dynamical and measurement noises correlated. We propose a new expression for the filter recursive equations which presents an interesting simple and symmetric structure. Convergence of the associated Riccati recursion and stability properties of the steady-state filter are provided. (C) 2010 Elsevier Ltd. All rights reserved.
Resumo:
This work is part of a research under construction since 2000, in which the main objective is to measure small dynamic displacements by using L1 GPS receivers. A very sensible way to detect millimetric periodic displacements is based on the Phase Residual Method (PRM). This method is based on the frequency domain analysis of the phase residuals resulted from the L1 double difference static data processing of two satellites in almost orthogonal elevation angle. In this article, it is proposed to obtain the phase residuals directly from the raw phase observable collected in a short baseline during a limited time span, in lieu of obtaining the residual data file from regular GPS processing programs which not always allow the choice of the aimed satellites. In order to improve the ability to detect millimetric oscillations, two filtering techniques are introduced. One is auto-correlation which reduces the phase noise with random time behavior. The other is the running mean to separate low frequency from the high frequency phase sources. Two trials have been carried out to verify the proposed method and filtering techniques. One simulates a 2.5 millimeter vertical antenna displacement and the second uses the GPS data collected during a bridge load test. The results have shown a good consistency to detect millimetric oscillations.
Resumo:
The goal of this paper is to study and propose a new technique for noise reduction used during the reconstruction of speech signals, particularly for biomedical applications. The proposed method is based on Kalman filtering in the time domain combined with spectral subtraction. Comparison with discrete Kalman filter in the frequency domain shows better performance of the proposed technique. The performance is evaluated by using the segmental signal-to-noise ratio and the Itakura-Saito`s distance. Results have shown that Kalman`s filter in time combined with spectral subtraction is more robust and efficient, improving the Itakura-Saito`s distance by up to four times. (C) 2007 Elsevier Ltd. All rights reserved.
Resumo:
This technical note develops information filter and array algorithms for a linear minimum mean square error estimator of discrete-time Markovian jump linear systems. A numerical example for a two-mode Markovian jump linear system, to show the advantage of using array algorithms to filter this class of systems, is provided.
Resumo:
We present a novel array RLS algorithm with forgetting factor that circumvents the problem of fading regularization, inherent to the standard exponentially-weighted RLS, by allowing for time-varying regularization matrices with generic structure. Simulations in finite precision show the algorithm`s superiority as compared to alternative algorithms in the context of adaptive beamforming.
Resumo:
As is well known, Hessian-based adaptive filters (such as the recursive-least squares algorithm (RLS) for supervised adaptive filtering, or the Shalvi-Weinstein algorithm (SWA) for blind equalization) converge much faster than gradient-based algorithms [such as the least-mean-squares algorithm (LMS) or the constant-modulus algorithm (CMA)]. However, when the problem is tracking a time-variant filter, the issue is not so clear-cut: there are environments for which each family presents better performance. Given this, we propose the use of a convex combination of algorithms of different families to obtain an algorithm with superior tracking capability. We show the potential of this combination and provide a unified theoretical model for the steady-state excess mean-square error for convex combinations of gradient- and Hessian-based algorithms, assuming a random-walk model for the parameter variations. The proposed model is valid for algorithms of the same or different families, and for supervised (LMS and RLS) or blind (CMA and SWA) algorithms.
Resumo:
One-way master-slave (OWMS) chain networks are widely used in clock distribution systems due to their reliability and low cost. As the network nodes are phase-locked loops (PLLs), double-frequency jitter (DFJ) caused by their phase detectors appears as an impairment to the performance of the clock recovering process found in communication systems and instrumentation applications. A nonlinear model for OWMS chain networks with P + 1 order PLLs as slave nodes is presented, considering the DFJ. Since higher order filters are more effective in filtering DFJ, the synchronous state stability conditions for an OWMS chain network with third-order nodes are derived, relating the loop gain and the filter coefficients. By using these conditions, design examples are discussed.
Resumo:
We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.
Resumo:
This paper develops a multi-regional general equilibrium model for climate policy analysis based on the latest version of the MIT Emissions Prediction and Policy Analysis (EPPA) model. We develop two versions so that we can solve the model either as a fully inter-temporal optimization problem (forward-looking, perfect foresight) or recursively. The standard EPPA model on which these models are based is solved recursively, and it is necessary to simplify some aspects of it to make inter-temporal solution possible. The forward-looking capability allows one to better address economic and policy issues such as borrowing and banking of GHG allowances, efficiency implications of environmental tax recycling, endogenous depletion of fossil resources, international capital flows, and optimal emissions abatement paths among others. To evaluate the solution approaches, we benchmark each version to the same macroeconomic path, and then compare the behavior of the two versions under a climate policy that restricts greenhouse gas emissions. We find that the energy sector and CO(2) price behavior are similar in both versions (in the recursive version of the model we force the inter-temporal theoretical efficiency result that abatement through time should be allocated such that the CO(2) price rises at the interest rate.) The main difference that arises is that the macroeconomic costs are substantially lower in the forward-looking version of the model, since it allows consumption shifting as an additional avenue of adjustment to the policy. On the other hand, the simplifications required for solving the model as an optimization problem, such as dropping the full vintaging of the capital stock and fewer explicit technological options, likely have effects on the results. Moreover, inter-temporal optimization with perfect foresight poorly represents the real economy where agents face high levels of uncertainty that likely lead to higher costs than if they knew the future with certainty. We conclude that while the forward-looking model has value for some problems, the recursive model produces similar behavior in the energy sector and provides greater flexibility in the details of the system that can be represented. (C) 2009 Elsevier B.V. All rights reserved.
Resumo:
Only a small fraction of spectra acquired in LC-MS/MS runs matches peptides from target proteins upon database searches. The remaining, operationally termed background, spectra originate from a variety of poorly controlled sources and affect the throughput and confidence of database searches. Here, we report an algorithm and its software implementation that rapidly removes background spectra, regardless of their precise origin. The method estimates the dissimilarity distance between screened MS/MS spectra and unannotated spectra from a partially redundant background library compiled from several control and blank runs. Filtering MS/MS queries enhanced the protein identification capacity when searches lacked spectrum to sequence matching specificity. In sequence-similarity searches it reduced by, on average, 30-fold the number of orphan hits, which were not explicitly related to background protein contaminants and required manual validation. Removing high quality background MS/MS spectra, while preserving in the data set the genuine spectra from target proteins, decreased the false positive rate of stringent database searches and improved the identification of low-abundance proteins.
Resumo:
In this work, we deal with the problem of packing (orthogonally and without overlapping) identical rectangles in a rectangle. This problem appears in different logistics settings, such as the loading of boxes on pallets, the arrangements of pallets in trucks and the stowing of cargo in ships. We present a recursive partitioning approach combining improved versions of a recursive five-block heuristic and an L-approach for packing rectangles into larger rectangles and L-shaped pieces. The combined approach is able to rapidly find the optimal solutions of all instances of the pallet loading problem sets Cover I and II (more than 50 000 instances). It is also effective for solving the instances of problem set Cover III (almost 100 000 instances) and practical examples of a woodpulp stowage problem, if compared to other methods from the literature. Some theoretical results are also discussed and, based on them, efficient computer implementations are introduced. The computer implementation and the data sets are available for benchmarking purposes. Journal of the Operational Research Society (2010) 61, 306-320. doi: 10.1057/jors.2008.141 Published online 4 February 2009
Resumo:
Motivated by a recently proposed biologically inspired face recognition approach, we investigated the relation between human behavior and a computational model based on Fourier-Bessel (FB) spatial patterns. We measured human recognition performance of FB filtered face images using an 8-alternative forced-choice method. Test stimuli were generated by converting the images from the spatial to the FB domain, filtering the resulting coefficients with a band-pass filter, and finally taking the inverse FB transformation of the filtered coefficients. The performance of the computational models was tested using a simulation of the psychophysical experiment. In the FB model, face images were first filtered by simulated V1- type neurons and later analyzed globally for their content of FB components. In general, there was a higher human contrast sensitivity to radially than to angularly filtered images, but both functions peaked at the 11.3-16 frequency interval. The FB-based model presented similar behavior with regard to peak position and relative sensitivity, but had a wider frequency band width and a narrower response range. The response pattern of two alternative models, based on local FB analysis and on raw luminance, strongly diverged from the human behavior patterns. These results suggest that human performance can be constrained by the type of information conveyed by polar patterns, and consequently that humans might use FB-like spatial patterns in face processing.
Resumo:
Estuarine hydrodynamics is a key factor in the definition of the filtering capacity of an estuary and results from the interaction of the processes that control the inlet morphodynamics and those that are acting in the mixing of the water in the estuary. The hydrodynamics and suspended sediment transport in the Camboriú estuary were assessed by two field campaigns conducted in 1998 that covered both neap and spring tide conditions. The period measured represents the estuarine hydrodynamics and sediment transport prior to the construction of the jetty in 2003 and provides important background information for the Camboriú estuary. Each field campaign covered two complete tidal cycles with hourly measurements of currents, salinity, suspended sediment concentration and water level. Results show that the Camboriú estuary is partially mixed with the vertical structure varying as a function of the tidal range and tidal phase. The dynamic estuarine structure can be balanced between the stabilizing effects generated by the vertical density gradient, which produces buoyancy and stratification flows, and the turbulent effects generated by the vertical velocity gradient that generates vertical mixing. The main sediment source for the water column are the bottom sediments, periodically resuspended by the tidal currents. The advective salt and suspended sediment transport was different between neap and spring tides, being more complex at spring tide. The river discharge term was important under both tidal conditions. The tidal correlation term was also important, being dominant in the suspended sediment transport during the spring tide. The gravitational circulation and Stokes drift played a secondary role in the estuarine transport processes.