Estimação paramétrica e não-paramétrica em modelos de markov ocultos

In this work we study the Hidden Markov Models with finite as well as general state space. In the finite case, the forward and backward algorithms are considered and the probability of a given observed sequence is computed. Next, we use the EM algorithm to estimate the model parameters. In the general case, the kernel estimators are used and to built a sequence of estimators that converge in L1-norm to the density function of the observable process

Ergodicidade em cadeias de Markov não-homogêneas e cadeias de Markov com transições raras

The central objective of a study Non-Homogeneous Markov Chains is the concept of weak and strong ergodicity. A chain is weak ergodic if the dependence on the initial distribution vanishes with time, and it is strong ergodic if it is weak ergodic and converges in distribution. Most theoretical results on strong ergodicity assume some knowledge of the limit behavior of the stationary distributions. In this work, we collect some general results on weak and strong ergodicity for chains with space enumerable states, and also study the asymptotic behavior of the stationary distributions of a particular type of Markov Chains with finite state space, called Markov Chains with Rare Transitions

Modelagem do consumo de energia de redes de sensores sem fio usando SystemC-AMS e stateflow

This work aims at modeling power consumption at the nodes of a Wireless Sensor Network (WSN). For doing so, a finite state machine was implemented by means of SystemC-AMS and Stateflow modeling and simulation tools. In order to achieve this goal, communication data in a WSN were collected. Based on the collected data, a simulation environment for power consumption characterization, which aimed at describing the network operation, was developed. Other than performing power consumption simulation, this environment also takes into account a discharging model as to analyze the battery charge level at any given moment. Such analysis result in a graph illustrating the battery voltage variations as well as its state of charge (SOC). Finally, a case study of the WSN power consumption aims to analyze the acquisition mode and network data communication. With this analysis, it is possible make adjustments in node-sensors to reduce the total power consumption of the network.