115 resultados para Geometric Brownian Motion


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We discuss the feasibility of wireless terahertz communications links deployed in a metropolitan area and model the large-scale fading of such channels. The model takes into account reception through direct line of sight, ground and wall reflection, as well as diffraction around a corner. The movement of the receiver is modeled by an autonomous dynamic linear system in state space, whereas the geometric relations involved in the attenuation and multipath propagation of the electric field are described by a static nonlinear mapping. A subspace algorithm in conjunction with polynomial regression is used to identify a single-output Wiener model from time-domain measurements of the field intensity when the receiver motion is simulated using a constant angular speed and an exponentially decaying radius. The identification procedure is validated by using the model to perform q-step ahead predictions. The sensitivity of the algorithm to small-scale fading, detector noise, and atmospheric changes are discussed. The performance of the algorithm is tested in the diffraction zone assuming a range of emitter frequencies (2, 38, 60, 100, 140, and 400 GHz). Extensions of the simulation results to situations where a more complicated trajectory describes the motion of the receiver are also implemented, providing information on the performance of the algorithm under a worst case scenario. Finally, a sensitivity analysis to model parameters for the identified Wiener system is proposed.

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The large scale fading of wireless mobile communications links is modelled assuming the mobile receiver motion is described by a dynamic linear system in state-space. The geometric relations involved in the attenuation and multi-path propagation of the electric field are described by a static non-linear mapping. A Wiener system subspace identification algorithm in conjunction with polynomial regression is used to identify a model from time-domain estimates of the field intensity assuming a multitude of emitters and an antenna array at the receiver end.

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The usefulness of motor subtypes of delirium is unclear due to inconsistency in sub-typing methods and a lack of validation with objective measures of activity. The activity of 40 patients was measured with 24 h accelerometry monitoring. Patients with Diagnostic and Statistical Manual of Mental Disorders, fourth edition (DSM-IV) delirium (n = 30) were allocated into hyperactive, hypoactive and mixed motor subtypes. Delirium subtypes differed in relation to overall amount of activity, including movement in both sagittal and transverse planes. Differences were greater in the daytime and during the early evening ‘sundowning’ period. Frequency of postural changes was the most discriminating measure examined. Clinical subtypes of delirium defined by observed motor behaviour on the ward differ in electronically measured activity levels.

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This paper presents a study investigating how the performance of motion-impaired computer users in point and click tasks varies with target distance (A), target width (W), and force-feedback gravity well width (GWW). Six motion-impaired users performed point and click tasks across a range of values for A, W, and GWW. Times were observed to increase with A, and to decrease with W. Times also improved with GWW, and, with the addition of a gravity well, a greater improvement was observed for smaller targets than for bigger ones. It was found that Fitts Law gave a good description of behaviour for each value of GWW, and that gravity wells reduced the effect of task difficulty on performance. A model based on Fitts Law is proposed, which incorporates the effect of GWW on movement time. The model accounts for 88.8% of the variance in the observed data.

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This paper describes a real-time multi-camera surveillance system that can be applied to a range of application domains. This integrated system is designed to observe crowded scenes and has mechanisms to improve tracking of objects that are in close proximity. The four component modules described in this paper are (i) motion detection using a layered background model, (ii) object tracking based on local appearance, (iii) hierarchical object recognition, and (iv) fused multisensor object tracking using multiple features and geometric constraints. This integrated approach to complex scene tracking is validated against a number of representative real-world scenarios to show that robust, real-time analysis can be performed. Copyright (C) 2007 Hindawi Publishing Corporation. All rights reserved.