10 resultados para radial basis function networks
em Universidade Federal do Rio Grande do Norte(UFRN)
Resumo:
The present work describes the use of a mathematical tool to solve problems arising from control theory, including the identification, analysis of the phase portrait and stability, as well as the temporal evolution of the plant s current induction motor. The system identification is an area of mathematical modeling that has as its objective the study of techniques which can determine a dynamic model in representing a real system. The tool used in the identification and analysis of nonlinear dynamical system is the Radial Basis Function (RBF). The process or plant that is used has a mathematical model unknown, but belongs to a particular class that contains an internal dynamics that can be modeled.Will be presented as contributions to the analysis of asymptotic stability of the RBF. The identification using radial basis function is demonstrated through computer simulations from a real data set obtained from the plant
Resumo:
Remote sensing is one technology of extreme importance, allowing capture of data from the Earth's surface that are used with various purposes, including, environmental monitoring, tracking usage of natural resources, geological prospecting and monitoring of disasters. One of the main applications of remote sensing is the generation of thematic maps and subsequent survey of areas from images generated by orbital or sub-orbital sensors. Pattern classification methods are used in the implementation of computational routines to automate this activity. Artificial neural networks present themselves as viable alternatives to traditional statistical classifiers, mainly for applications whose data show high dimensionality as those from hyperspectral sensors. This work main goal is to develop a classiffier based on neural networks radial basis function and Growing Neural Gas, which presents some advantages over using individual neural networks. The main idea is to use Growing Neural Gas's incremental characteristics to determine the radial basis function network's quantity and choice of centers in order to obtain a highly effective classiffier. To demonstrate the performance of the classiffier three studies case are presented along with the results.
Sistema inteligente para detecção de manchas de óleo na superfície marinha através de imagens de SAR
Resumo:
Oil spill on the sea, accidental or not, generates enormous negative consequences for the affected area. The damages are ambient and economic, mainly with the proximity of these spots of preservation areas and/or coastal zones. The development of automatic techniques for identification of oil spots on the sea surface, captured through Radar images, assist in a complete monitoring of the oceans and seas. However spots of different origins can be visualized in this type of imaging, which is a very difficult task. The system proposed in this work, based on techniques of digital image processing and artificial neural network, has the objective to identify the analyzed spot and to discern between oil and other generating phenomena of spot. Tests in functional blocks that compose the proposed system allow the implementation of different algorithms, as well as its detailed and prompt analysis. The algorithms of digital image processing (speckle filtering and gradient), as well as classifier algorithms (Multilayer Perceptron, Radial Basis Function, Support Vector Machine and Committe Machine) are presented and commented.The final performance of the system, with different kind of classifiers, is presented by ROC curve. The true positive rates are considered agreed with the literature about oil slick detection through SAR images presents
Resumo:
This study aims to seek a more viable alternative for the calculation of differences in images of stereo vision, using a factor that reduces heel the amount of points that are considered on the captured image, and a network neural-based radial basis functions to interpolate the results. The objective to be achieved is to produce an approximate picture of disparities using algorithms with low computational cost, unlike the classical algorithms
Resumo:
An alternative nonlinear technique for decoupling and control is presented. This technique is based on a RBF (Radial Basis Functions) neural network and it is applied to the synchronous generator model. The synchronous generator is a coupled system, in other words, a change at one input variable of the system, changes more than one output. The RBF network will perform the decoupling, separating the control of the following outputs variables: the load angle and flux linkage in the field winding. This technique does not require knowledge of the system parameters and, due the nature of radial basis functions, it shows itself stable to parametric uncertainties, disturbances and simpler when it is applied in control. The RBF decoupler is designed in this work for decouple a nonlinear MIMO system with two inputs and two outputs. The weights between hidden and output layer are modified online, using an adaptive law in real time. The adaptive law is developed by Lyapunov s Method. A decoupling adaptive controller uses the errors between system outputs and model outputs, and filtered outputs of the system to produce control signals. The RBF network forces each outputs of generator to behave like reference model. When the RBF approaches adequately control signals, the system decoupling is achieved. A mathematical proof and analysis are showed. Simulations are presented to show the performance and robustness of the RBF network
Resumo:
This work describes the development of a nonlinear control strategy for an electro-hydraulic actuated system. The system to be controlled is represented by a third order ordinary differential equation subject to a dead-zone input. The control strategy is based on a nonlinear control scheme, combined with an artificial intelligence algorithm, namely, the method of feedback linearization and an artificial neural network. It is shown that, when such a hard nonlinearity and modeling inaccuracies are considered, the nonlinear technique alone is not enough to ensure a good performance of the controller. Therefore, a compensation strategy based on artificial neural networks, which have been notoriously used in systems that require the simulation of the process of human inference, is used. The multilayer perceptron network and the radial basis functions network as well are adopted and mathematically implemented within the control law. On this basis, the compensation ability considering both networks is compared. Furthermore, the application of new intelligent control strategies for nonlinear and uncertain mechanical systems are proposed, showing that the combination of a nonlinear control methodology and artificial neural networks improves the overall control system performance. Numerical results are presented to demonstrate the efficacy of the proposed control system
Resumo:
This dissertation presents a new proposal for the Direction of Arrival (DOA) detection problem for more than one signal inciding simultaneously on an antennas array with linear or planar geometry by using intelligent algorithms. The DOA estimator is developed by using techniques of Conventional Beam-forming (CBF), Blind Source Separation (BSS), and the neural estimator MRBF (Modular Structure of Radial Basis Functions). The developed MRBF estimator has its capacity extended due to the interaction with the BSS technique. The BSS makes an estimation of the steering vectors of the multiple plane waves that reach the array in the same frequency, that means, obtains to separate mixed signals without information a priori. The technique developed in this work makes possible to identify the multiple sources directions and to identify and to exclude interference sources
Resumo:
Forecast is the basis for making strategic, tactical and operational business decisions. In financial economics, several techniques have been used to predict the behavior of assets over the past decades.Thus, there are several methods to assist in the task of time series forecasting, however, conventional modeling techniques such as statistical models and those based on theoretical mathematical models have produced unsatisfactory predictions, increasing the number of studies in more advanced methods of prediction. Among these, the Artificial Neural Networks (ANN) are a relatively new and promising method for predicting business that shows a technique that has caused much interest in the financial environment and has been used successfully in a wide variety of financial modeling systems applications, in many cases proving its superiority over the statistical models ARIMA-GARCH. In this context, this study aimed to examine whether the ANNs are a more appropriate method for predicting the behavior of Indices in Capital Markets than the traditional methods of time series analysis. For this purpose we developed an quantitative study, from financial economic indices, and developed two models of RNA-type feedfoward supervised learning, whose structures consisted of 20 data in the input layer, 90 neurons in one hidden layer and one given as the output layer (Ibovespa). These models used backpropagation, an input activation function based on the tangent sigmoid and a linear output function. Since the aim of analyzing the adherence of the Method of Artificial Neural Networks to carry out predictions of the Ibovespa, we chose to perform this analysis by comparing results between this and Time Series Predictive Model GARCH, developing a GARCH model (1.1).Once applied both methods (ANN and GARCH) we conducted the results' analysis by comparing the results of the forecast with the historical data and by studying the forecast errors by the MSE, RMSE, MAE, Standard Deviation, the Theil's U and forecasting encompassing tests. It was found that the models developed by means of ANNs had lower MSE, RMSE and MAE than the GARCH (1,1) model and Theil U test indicated that the three models have smaller errors than those of a naïve forecast. Although the ANN based on returns have lower precision indicator values than those of ANN based on prices, the forecast encompassing test rejected the hypothesis that this model is better than that, indicating that the ANN models have a similar level of accuracy . It was concluded that for the data series studied the ANN models show a more appropriate Ibovespa forecasting than the traditional models of time series, represented by the GARCH model
Resumo:
The great interest in nonlinear system identification is mainly due to the fact that a large amount of real systems are complex and need to have their nonlinearities considered so that their models can be successfully used in applications of control, prediction, inference, among others. This work evaluates the application of Fuzzy Wavelet Neural Networks (FWNN) to identify nonlinear dynamical systems subjected to noise and outliers. Generally, these elements cause negative effects on the identification procedure, resulting in erroneous interpretations regarding the dynamical behavior of the system. The FWNN combines in a single structure the ability to deal with uncertainties of fuzzy logic, the multiresolution characteristics of wavelet theory and learning and generalization abilities of the artificial neural networks. Usually, the learning procedure of these neural networks is realized by a gradient based method, which uses the mean squared error as its cost function. This work proposes the replacement of this traditional function by an Information Theoretic Learning similarity measure, called correntropy. With the use of this similarity measure, higher order statistics can be considered during the FWNN training process. For this reason, this measure is more suitable for non-Gaussian error distributions and makes the training less sensitive to the presence of outliers. In order to evaluate this replacement, FWNN models are obtained in two identification case studies: a real nonlinear system, consisting of a multisection tank, and a simulated system based on a model of the human knee joint. The results demonstrate that the application of correntropy as the error backpropagation algorithm cost function makes the identification procedure using FWNN models more robust to outliers. However, this is only achieved if the gaussian kernel width of correntropy is properly adjusted.
Resumo:
Forecast is the basis for making strategic, tactical and operational business decisions. In financial economics, several techniques have been used to predict the behavior of assets over the past decades.Thus, there are several methods to assist in the task of time series forecasting, however, conventional modeling techniques such as statistical models and those based on theoretical mathematical models have produced unsatisfactory predictions, increasing the number of studies in more advanced methods of prediction. Among these, the Artificial Neural Networks (ANN) are a relatively new and promising method for predicting business that shows a technique that has caused much interest in the financial environment and has been used successfully in a wide variety of financial modeling systems applications, in many cases proving its superiority over the statistical models ARIMA-GARCH. In this context, this study aimed to examine whether the ANNs are a more appropriate method for predicting the behavior of Indices in Capital Markets than the traditional methods of time series analysis. For this purpose we developed an quantitative study, from financial economic indices, and developed two models of RNA-type feedfoward supervised learning, whose structures consisted of 20 data in the input layer, 90 neurons in one hidden layer and one given as the output layer (Ibovespa). These models used backpropagation, an input activation function based on the tangent sigmoid and a linear output function. Since the aim of analyzing the adherence of the Method of Artificial Neural Networks to carry out predictions of the Ibovespa, we chose to perform this analysis by comparing results between this and Time Series Predictive Model GARCH, developing a GARCH model (1.1).Once applied both methods (ANN and GARCH) we conducted the results' analysis by comparing the results of the forecast with the historical data and by studying the forecast errors by the MSE, RMSE, MAE, Standard Deviation, the Theil's U and forecasting encompassing tests. It was found that the models developed by means of ANNs had lower MSE, RMSE and MAE than the GARCH (1,1) model and Theil U test indicated that the three models have smaller errors than those of a naïve forecast. Although the ANN based on returns have lower precision indicator values than those of ANN based on prices, the forecast encompassing test rejected the hypothesis that this model is better than that, indicating that the ANN models have a similar level of accuracy . It was concluded that for the data series studied the ANN models show a more appropriate Ibovespa forecasting than the traditional models of time series, represented by the GARCH model