33 resultados para time invariant systems
Resumo:
Using previously published data from the whisker barrel cortex of anesthetized rodents (Berwick et al 2008 J. Neurophysiol. 99 787–98) we investigated whether highly spatially localized stimulus-evoked cortical hemodynamics responses displayed a linear time-invariant (LTI) relationship with neural activity. Presentation of stimuli to individual whiskers of 2 s and 16 s durations produced hemodynamics and neural activity spatially localized to individual cortical columns. Two-dimensional optical imaging spectroscopy (2D-OIS) measured hemoglobin responses, while multi-laminar electrophysiology recorded neural activity. Hemoglobin responses to 2 s stimuli were deconvolved with underlying evoked neural activity to estimate impulse response functions which were then convolved with neural activity evoked by 16 s stimuli to generate predictions of hemodynamic responses. An LTI system more adequately described the temporal neuro-hemodynamics coupling relationship for these spatially localized sensory stimuli than in previous studies that activated the entire whisker cortex. An inability to predict the magnitude of an initial 'peak' in the total and oxy- hemoglobin responses was alleviated when excluding responses influenced by overlying arterial components. However, this did not improve estimation of the hemodynamic responses return to baseline post-stimulus cessation.
Resumo:
This article examines the ability of several models to generate optimal hedge ratios. Statistical models employed include univariate and multivariate generalized autoregressive conditionally heteroscedastic (GARCH) models, and exponentially weighted and simple moving averages. The variances of the hedged portfolios derived using these hedge ratios are compared with those based on market expectations implied by the prices of traded options. One-month and three-month hedging horizons are considered for four currency pairs. Overall, it has been found that an exponentially weighted moving-average model leads to lower portfolio variances than any of the GARCH-based, implied or time-invariant approaches.
Resumo:
The theory of wave–mean flow interaction requires a partition of the atmospheric flow into a notional background state and perturbations to it. Here, a background state, known as the Modified Lagrangian Mean (MLM), is defined as the zonally symmetric state obtained by requiring that every potential vorticity (PV) contour lying within an isentropic layer encloses the same mass and circulation as in the full flow. For adiabatic and frictionless flow, these two integral properties are time-invariant and the MLM state is a steady solution of the primitive equations. The time dependence in the adiabatic flow is put into the perturbations, which can be described by a wave-activity conservation law that is exact even at large amplitude. Furthermore, the effects of non-conservative processes on wave activity can be calculated from the conservation law. A new method to calculate the MLM state is introduced, where the position of the lower boundary is obtained as part of the solution. The results are illustrated using Northern Hemisphere ERA-Interim data. The MLM state evolves slowly, implying that the net non-conservative effects are weak. Although ‘adiabatic eddy fluxes’ cannot affect the MLM state, the effects of Rossby-wave breaking, PV filamentation and subsequent dissipation result in sharpening of the polar vortex edge and meridional shifts in the MLM zonal flow, both at tropopause level and on the winter stratospheric vortex. The rate of downward migration of wave activity during stratospheric sudden warmings is shown to be given by the vertical scale associated with polar vortex tilt divided by the time-scale for wave dissipation estimated from the wave-activity conservation law. Aspects of troposphere–stratosphere interaction are discussed. The new framework is suitable to examine the climate and its interactions with disturbances, such as midlatitude storm tracks, and makes a clean partition between adiabatic and non-conservative processes.
Resumo:
This paper considers left-invariant control systems defined on the orthonormal frame bundles of simply connected manifolds of constant sectional curvature, namely the space forms Euclidean space E-3, the sphere S-3 and Hyperboloid H-3 with the corresponding frame bundles equal to the Euclidean group of motions SE(3), the rotation group SO(4) and the Lorentz group SO(1, 3). Orthonormal frame bundles of space forms coincide with their isometry groups and therefore the focus shifts to left-invariant control systems defined on Lie groups. In this paper a method for integrating these systems is given where the controls are time-independent. In the Euclidean case the elements of the Lie algebra se(3) are often referred to as twists. For constant twist motions, the corresponding curves g(t) is an element of SE(3) are known as screw motions, given in closed form by using the well known Rodrigues' formula. However, this formula is only applicable to the Euclidean case. This paper gives a method for computing the non-Euclidean screw motions in closed form. This involves decoupling the system into two lower dimensional systems using the double cover properties of Lie groups, then the lower dimensional systems are solved explicitly in closed form.
Resumo:
It is demonstrated that distortion of the terahertz beam profile and generation of a cross-polarised component occur when the beam in terahertz time domain spectroscopy and imaging systems interacts with the sample under test. These distortions modify the detected signal, leading to spectral and image artefacts. The degree of distortion depends on the optical design of the system as well as the properties of the sample.
Resumo:
A neural network enhanced self-tuning controller is presented, which combines the attributes of neural network mapping with a generalised minimum variance self-tuning control (STC) strategy. In this way the controller can deal with nonlinear plants, which exhibit features such as uncertainties, nonminimum phase behaviour, coupling effects and may have unmodelled dynamics, and whose nonlinearities are assumed to be globally bounded. The unknown nonlinear plants to be controlled are approximated by an equivalent model composed of a simple linear submodel plus a nonlinear submodel. A generalised recursive least squares algorithm is used to identify the linear submodel and a layered neural network is used to detect the unknown nonlinear submodel in which the weights are updated based on the error between the plant output and the output from the linear submodel. The procedure for controller design is based on the equivalent model therefore the nonlinear submodel is naturally accommodated within the control law. Two simulation studies are provided to demonstrate the effectiveness of the control algorithm.
Resumo:
One major assumption in all orthogonal space-time block coding (O-STBC) schemes is that the channel remains static over the length of the code word. However, time-selective fading channels do exist, and in such case conventional O-STBC detectors can suffer from a large error floor in the high signal-to-noise ratio (SNR) cases. As a sequel to the authors' previous papers on this subject, this paper aims to eliminate the error floor of the H(i)-coded O-STBC system (i = 3 and 4) by employing the techniques of: 1) zero forcing (ZF) and 2) parallel interference cancellation (PIC). It is. shown that for an H(i)-coded system the PIC is a much better choice than the ZF in terms of both performance and computational complexity. Compared with the, conventional H(i) detector, the PIC detector incurs a moderately higher computational complexity, but this can well be justified by the enormous improvement.
Resumo:
One major assumption in all orthogonal space-time block coding (O-STBC) schemes is that the channel remains static over the entire length of the codeword. However, time selective fading channels do exist, and in such case the conventional O-STBC detectors can suffer from a large error floor in the high signal-to-noise ratio (SNR) cases. This paper addresses such an issue by introducing a parallel interference cancellation (PIC) based detector for the Gi coded systems (i=3 and 4).
Resumo:
All the orthogonal space-time block coding (O-STBC) schemes are based on the following assumption: the channel remains static over the entire length of the codeword. However, time selective fading channels do exist, and in many cases the conventional O-STBC detectors can suffer from a large error floor in the high signal-to-noise ratio (SNR) cases. This paper addresses such an issue by introducing a parallel interference cancellation (PIC) based detector for the Gi coded systems (i=3 and 4).
Resumo:
This paper proposes the subspace-based space-time (ST) dual-rate blind linear detectors for synchronous DS/CDMA systems, which can be viewed as the ST extension of our previously presented purely temporal dual-rate blind linear detectors. The theoretical analyses on their performances are also carried out. Finally, the two-stage ST blind detectors are presented, which combine the adaptive purely temporal dual-rate blind MMSE filters with the non-adaptive beamformer. Their adaptive stages with parallel structure converge much faster than the corresponding adaptive ST dual-rate blind MMSE detectors, while having a comparable computational complexity to the latter.
Resumo:
An algorithm for solving nonlinear discrete time optimal control problems with model-reality differences is presented. The technique uses Dynamic Integrated System Optimization and Parameter Estimation (DISOPE), which achieves the correct optimal solution in spite of deficiencies in the mathematical model employed in the optimization procedure. A version of the algorithm with a linear-quadratic model-based problem, implemented in the C+ + programming language, is developed and applied to illustrative simulation examples. An analysis of the optimality and convergence properties of the algorithm is also presented.
Resumo:
This work provides a framework for the approximation of a dynamic system of the form x˙=f(x)+g(x)u by dynamic recurrent neural network. This extends previous work in which approximate realisation of autonomous dynamic systems was proven. Given certain conditions, the first p output neural units of a dynamic n-dimensional neural model approximate at a desired proximity a p-dimensional dynamic system with n>p. The neural architecture studied is then successfully implemented in a nonlinear multivariable system identification case study.
Resumo:
The Routh-stability method is employed to reduce the order of discrete-time system transfer functions. It is shown that the Routh approximant is well suited to reduce both the denominator and the numerator polynomials, although alternative methods, such as PadÃ�Â(c)-Markov approximation, are also used to fit the model numerator coefficients.
Resumo:
PV only generates electricity during daylight hours and primarily generates over summer. In the UK, the carbon intensity of grid electricity is higher during the daytime and over winter. This work investigates whether the grid electricity displaced by PV is high or low carbon compared to the annual mean carbon intensity using carbon factors at higher temporal resolutions (half-hourly and daily). UK policy for carbon reporting requires savings to be calculated using the annual mean carbon intensity of grid electricity. This work offers an insight into whether this technique is appropriate. Using half hourly data on the generating plant supplying the grid from November 2008 to May 2010, carbon factors for grid electricity at half-hourly and daily resolution have been derived using technology specific generation emission factors. Applying these factors to generation data from PV systems installed on schools, it is possible to assess the variation in the carbon savings from displacing grid electricity with PV generation using carbon factors with different time resolutions. The data has been analyzed for a period of 363 to 370 days and so cannot account for inter-year variations in the relationship between PV generation and carbon intensity of the electricity grid. This analysis suggests that PV displaces more carbon intensive electricity using half-hourly carbon factors than using daily factors but less compared with annual ones. A similar methodology could provide useful insights on other variable renewable and demand-side technologies and in other countries where PV performance and grid behavior are different.