25 resultados para Uniform step method
Resumo:
In this paper a new system identification algorithm is introduced for Hammerstein systems based on observational input/output data. The nonlinear static function in the Hammerstein system is modelled using a non-uniform rational B-spline (NURB) neural network. The proposed system identification algorithm for this NURB network based Hammerstein system consists of two successive stages. First the shaping parameters in NURB network are estimated using a particle swarm optimization (PSO) procedure. Then the remaining parameters are estimated by the method of the singular value decomposition (SVD). Numerical examples including a model based controller are utilized to demonstrate the efficacy of the proposed approach. The controller consists of computing the inverse of the nonlinear static function approximated by NURB network, followed by a linear pole assignment controller.
Resumo:
Global communicationrequirements andloadimbalanceof someparalleldataminingalgorithms arethe major obstacles to exploitthe computational power of large-scale systems. This work investigates how non-uniform data distributions can be exploited to remove the global communication requirement and to reduce the communication costin parallel data mining algorithms and, in particular, in the k-means algorithm for cluster analysis. In the straightforward parallel formulation of the k-means algorithm, data and computation loads are uniformly distributed over the processing nodes. This approach has excellent load balancing characteristics that may suggest it could scale up to large and extreme-scale parallel computing systems. However, at each iteration step the algorithm requires a global reduction operationwhichhinders thescalabilityoftheapproach.Thisworkstudiesadifferentparallelformulation of the algorithm where the requirement of global communication is removed, while maintaining the same deterministic nature ofthe centralised algorithm. The proposed approach exploits a non-uniform data distribution which can be either found in real-world distributed applications or can be induced by means ofmulti-dimensional binary searchtrees. The approachcanalso be extended to accommodate an approximation error which allows a further reduction ofthe communication costs. The effectiveness of the exact and approximate methods has been tested in a parallel computing system with 64 processors and in simulations with 1024 processing element
Resumo:
We consider the numerical treatment of second kind integral equations on the real line of the form ∅(s) = ∫_(-∞)^(+∞)▒〖κ(s-t)z(t)ϕ(t)dt,s=R〗 (abbreviated ϕ= ψ+K_z ϕ) in which K ϵ L_1 (R), z ϵ L_∞ (R) and ψ ϵ BC(R), the space of bounded continuous functions on R, are assumed known and ϕ ϵ BC(R) is to be determined. We first derive sharp error estimates for the finite section approximation (reducing the range of integration to [-A, A]) via bounds on (1-K_z )^(-1)as an operator on spaces of weighted continuous functions. Numerical solution by a simple discrete collocation method on a uniform grid on R is then analysed: in the case when z is compactly supported this leads to a coefficient matrix which allows a rapid matrix-vector multiply via the FFT. To utilise this possibility we propose a modified two-grid iteration, a feature of which is that the coarse grid matrix is approximated by a banded matrix, and analyse convergence and computational cost. In cases where z is not compactly supported a combined finite section and two-grid algorithm can be applied and we extend the analysis to this case. As an application we consider acoustic scattering in the half-plane with a Robin or impedance boundary condition which we formulate as a boundary integral equation of the class studied. Our final result is that if z (related to the boundary impedance in the application) takes values in an appropriate compact subset Q of the complex plane, then the difference between ϕ(s)and its finite section approximation computed numerically using the iterative scheme proposed is ≤C_1 [kh log〖(1⁄kh)+(1-Θ)^((-1)⁄2) (kA)^((-1)⁄2) 〗 ] in the interval [-ΘA,ΘA](Θ<1) for kh sufficiently small, where k is the wavenumber and h the grid spacing. Moreover this numerical approximation can be computed in ≤C_2 N logN operations, where N = 2A/h is the number of degrees of freedom. The values of the constants C1 and C2 depend only on the set Q and not on the wavenumber k or the support of z.
Resumo:
The hybrid Monte Carlo (HMC) method is a popular and rigorous method for sampling from a canonical ensemble. The HMC method is based on classical molecular dynamics simulations combined with a Metropolis acceptance criterion and a momentum resampling step. While the HMC method completely resamples the momentum after each Monte Carlo step, the generalized hybrid Monte Carlo (GHMC) method can be implemented with a partial momentum refreshment step. This property seems desirable for keeping some of the dynamic information throughout the sampling process similar to stochastic Langevin and Brownian dynamics simulations. It is, however, ultimate to the success of the GHMC method that the rejection rate in the molecular dynamics part is kept at a minimum. Otherwise an undesirable Zitterbewegung in the Monte Carlo samples is observed. In this paper, we describe a method to achieve very low rejection rates by using a modified energy, which is preserved to high-order along molecular dynamics trajectories. The modified energy is based on backward error results for symplectic time-stepping methods. The proposed generalized shadow hybrid Monte Carlo (GSHMC) method is applicable to NVT as well as NPT ensemble simulations.
Resumo:
Many applications, such as intermittent data assimilation, lead to a recursive application of Bayesian inference within a Monte Carlo context. Popular data assimilation algorithms include sequential Monte Carlo methods and ensemble Kalman filters (EnKFs). These methods differ in the way Bayesian inference is implemented. Sequential Monte Carlo methods rely on importance sampling combined with a resampling step, while EnKFs utilize a linear transformation of Monte Carlo samples based on the classic Kalman filter. While EnKFs have proven to be quite robust even for small ensemble sizes, they are not consistent since their derivation relies on a linear regression ansatz. In this paper, we propose another transform method, which does not rely on any a priori assumptions on the underlying prior and posterior distributions. The new method is based on solving an optimal transportation problem for discrete random variables. © 2013, Society for Industrial and Applied Mathematics
Resumo:
Sensory thresholds are often collected through ascending forced-choice methods. Group thresholds are important for comparing stimuli or populations; yet, the method has two problems. An individual may correctly guess the correct answer at any concentration step and might detect correctly at low concentrations but become adapted or fatigued at higher concentrations. The survival analysis method deals with both issues. Individual sequences of incorrect and correct answers are adjusted, taking into account the group performance at each concentration. The technique reduces the chance probability where there are consecutive correct answers. Adjusted sequences are submitted to survival analysis to determine group thresholds. The technique was applied to an aroma threshold and a taste threshold study. It resulted in group thresholds similar to ASTM or logarithmic regression procedures. Significant differences in taste thresholds between younger and older adults were determined. The approach provides a more robust technique over previous estimation methods.
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Imagery registration is a fundamental step, which greatly affects later processes in image mosaic, multi-spectral image fusion, digital surface modelling, etc., where the final solution needs blending of pixel information from more than one images. It is highly desired to find a way to identify registration regions among input stereo image pairs with high accuracy, particularly in remote sensing applications in which ground control points (GCPs) are not always available, such as in selecting a landing zone on an outer space planet. In this paper, a framework for localization in image registration is developed. It strengthened the local registration accuracy from two aspects: less reprojection error and better feature point distribution. Affine scale-invariant feature transform (ASIFT) was used for acquiring feature points and correspondences on the input images. Then, a homography matrix was estimated as the transformation model by an improved random sample consensus (IM-RANSAC) algorithm. In order to identify a registration region with a better spatial distribution of feature points, the Euclidean distance between the feature points is applied (named the S criterion). Finally, the parameters of the homography matrix were optimized by the Levenberg–Marquardt (LM) algorithm with selective feature points from the chosen registration region. In the experiment section, the Chang’E-2 satellite remote sensing imagery was used for evaluating the performance of the proposed method. The experiment result demonstrates that the proposed method can automatically locate a specific region with high registration accuracy between input images by achieving lower root mean square error (RMSE) and better distribution of feature points.
Resumo:
This brief proposes a new method for the identification of fractional order transfer functions based on the time response resulting from a single step excitation. The proposed method is applied to the identification of a three-dimensional RC network, which can be tailored in terms of topology and composition to emulate real time systems governed by fractional order dynamics. The results are in excellent agreement with the actual network response, yet the identification procedure only requires a small number of coefficients to be determined, demonstrating that the fractional order modelling approach leads to very parsimonious model formulations.
Resumo:
As part of an international intercomparison project, a set of single column models (SCMs) and cloud-resolving models (CRMs) are run under the weak temperature gradient (WTG) method and the damped gravity wave (DGW) method. For each model, the implementation of the WTG or DGW method involves a simulated column which is coupled to a reference state defined with profiles obtained from the same model in radiative-convective equilibrium. The simulated column has the same surface conditions as the reference state and is initialized with profiles from the reference state. We performed systematic comparison of the behavior of different models under a consistent implementation of the WTG method and the DGW method and systematic comparison of the WTG and DGW methods in models with different physics and numerics. CRMs and SCMs produce a variety of behaviors under both WTG and DGW methods. Some of the models reproduce the reference state while others sustain a large-scale circulation which results in either substantially lower or higher precipitation compared to the value of the reference state. CRMs show a fairly linear relationship between precipitation and circulation strength. SCMs display a wider range of behaviors than CRMs. Some SCMs under the WTG method produce zero precipitation. Within an individual SCM, a DGW simulation and a corresponding WTG simulation can produce different signed circulation. When initialized with a dry troposphere, DGW simulations always result in a precipitating equilibrium state. The greatest sensitivities to the initial moisture conditions occur for multiple stable equilibria in some WTG simulations, corresponding to either a dry equilibrium state when initialized as dry or a precipitating equilibrium state when initialized as moist. Multiple equilibria are seen in more WTG simulations for higher SST. In some models, the existence of multiple equilibria is sensitive to some parameters in the WTG calculations.
Resumo:
As part of an international intercomparison project, the weak temperature gradient (WTG) and damped gravity wave (DGW) methods are used to parameterize large-scale dynamics in a set of cloud-resolving models (CRMs) and single column models (SCMs). The WTG or DGW method is implemented using a configuration that couples a model to a reference state defined with profiles obtained from the same model in radiative-convective equilibrium. We investigated the sensitivity of each model to changes in SST, given a fixed reference state. We performed a systematic comparison of the WTG and DGW methods in different models, and a systematic comparison of the behavior of those models using the WTG method and the DGW method. The sensitivity to the SST depends on both the large-scale parameterization method and the choice of the cloud model. In general, SCMs display a wider range of behaviors than CRMs. All CRMs using either the WTG or DGW method show an increase of precipitation with SST, while SCMs show sensitivities which are not always monotonic. CRMs using either the WTG or DGW method show a similar relationship between mean precipitation rate and column-relative humidity, while SCMs exhibit a much wider range of behaviors. DGW simulations produce large-scale velocity profiles which are smoother and less top-heavy compared to those produced by the WTG simulations. These large-scale parameterization methods provide a useful tool to identify the impact of parameterization differences on model behavior in the presence of two-way feedback between convection and the large-scale circulation.