89 resultados para Stochastic Subspace System Identification


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Power-law distributions, i.e. Levy flights have been observed in various economical, biological, and physical systems in high-frequency regime. These distributions can be successfully explained via gradually truncated Levy flight (GTLF). In general, these systems converge to a Gaussian distribution in the low-frequency regime. In the present work, we develop a model for the physical basis for the cut-off length in GTLF and its variation with respect to the time interval between successive observations. We observe that GTLF automatically approach a Gaussian distribution in the low-frequency regime. We applied the present method to analyze time series in some physical and financial systems. The agreement between the experimental results and theoretical curves is excellent. The present method can be applied to analyze time series in a variety of fields, which in turn provide a basis for the development of further microscopic models for the system. © 2000 Elsevier Science B.V. All rights reserved.

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The on-line separation and identification of two important taxonomic markers for plant species of the Paepalanthus genus, the flavonoids 6-methoxykaempferol-3-O-β-D-glucopyranoside and 6-methoxykaempferol-3-O-β-D-6″(p-coumaroyl)glucopyranoside, has been performed with an HPLC-NMR coupling using C30 phase. 1D spectra have been recorded in the stopped-flow mode for the two predominant chromatographic peaks. This is the first application of HPLC-NMR coupling using C30 phase to a taxonomic problem. The technique drastically reduces the required amount of sampling for structure determination. © Springer-Verlag 2000.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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This paper is concerned with the stability of discrete-time linear systems subject to random jumps in the parameters, described by an underlying finite-state Markov chain. In the model studied, a stopping time τ Δ is associated with the occurrence of a crucial failure after which the system is brought to a halt for maintenance. The usual stochastic stability concepts and associated results are not indicated, since they are tailored to pure infinite horizon problems. Using the concept named stochastic τ-stability, equivalent conditions to ensure the stochastic stability of the system until the occurrence of τ Δ is obtained. In addition, an intermediary and mixed case for which τ represents the minimum between the occurrence of a fix number N of failures and the occurrence of a crucial failure τ Δ is also considered. Necessary and sufficient conditions to ensure the stochastic τ-stability are provided in this setting that are auxiliary to the main result.

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This paper presents an intelligent search strategy for the conforming bad data errors identification in the generalized power system state estimation, by using the tabu search meta heuristic. The main objective is to detect critical errors involving both analog and topology errors. These errors are represented by conforming errors, whose nature affects measurements that actually do not present bad data and also the conventional bad data identification strategies based on the normalized residual methods. ©2005 IEEE.

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The GPS observables are subject to several errors. Among them, the systematic ones have great impact, because they degrade the accuracy of the accomplished positioning. These errors are those related, mainly, to GPS satellites orbits, multipath and atmospheric effects. Lately, a method has been suggested to mitigate these errors: the semiparametric model and the penalised least squares technique (PLS). In this method, the errors are modeled as functions varying smoothly in time. It is like to change the stochastic model, in which the errors functions are incorporated, the results obtained are similar to those in which the functional model is changed. As a result, the ambiguities and the station coordinates are estimated with better reliability and accuracy than the conventional least square method (CLS). In general, the solution requires a shorter data interval, minimizing costs. The method performance was analyzed in two experiments, using data from single frequency receivers. The first one was accomplished with a short baseline, where the main error was the multipath. In the second experiment, a baseline of 102 km was used. In this case, the predominant errors were due to the ionosphere and troposphere refraction. In the first experiment, using 5 minutes of data collection, the largest coordinates discrepancies in relation to the ground truth reached 1.6 cm and 3.3 cm in h coordinate for PLS and the CLS, respectively, in the second one, also using 5 minutes of data, the discrepancies were 27 cm in h for the PLS and 175 cm in h for the CLS. In these tests, it was also possible to verify a considerable improvement in the ambiguities resolution using the PLS in relation to the CLS, with a reduced data collection time interval. © Springer-Verlag Berlin Heidelberg 2007.

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An alternative method is presented in this paper to identify the harmonic components of non-linear loads in single phase power systems based on artificial neural networks. The components are identified by analyzing the single phase current waveform in time domain in half-cycle of the ac voltage source. The proposed method is compared to the fast Fourier transform. Simulation and experimental results are presented to validate the proposed approach.

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Fraud detection in energy systems by illegal consumers is the most actively pursued study in non-technical losses by electric power companies. Commonly used supervised pattern recognition techniques, such as Artificial Neural Networks and Support Vector Machines have been applied for automatic commercial frauds identification, however they suffer from slow convergence and high computational burden. We introduced here the Optimum-Path Forest classifier for a fast non-technical losses recognition, which has been demonstrated to be superior than neural networks and similar to Support Vector Machines, but much faster. Comparisons among these classifiers are also presented. © 2009 IEEE.

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Purpose: This paper describes proposed health care services innovations, provided by a system called CAALYX (Complete Ambient Assisted Living eXperiment). CAALYX aimed to provide healthcare innovation by extending the state-of-the-art in tele-healthcare, by focusing on increasing the confidence of elderly people living autonomously, by building on the knowledge base of the most common disorders and respective characteristic vital sign changes for this age group. Methods: A review of the state-of-the-art on health care services was carried out. Then, extensive research was conducted on the particular needs of the elderly in relation to home health services that, if offered to them, could improve their day life by giving them greater confidence and autonomy. To achieve this, we addressed issues associated with the gathering of clinical data and interpretation of these data, as well as possibilities of automatically triggering appropriate clinical measures. Considering this initial work we started the identification of initiatives, ongoing works and technologies that could be used for the development of the system. After that, the implementation of CAALYX was done. Findings: The innovation in CAALYX system considers three main areas of contribution: (i) The Roaming Monitoring System that is used to collect information on the well-being of the elderly users; (ii) The Home Monitoring System that is aimed at helping the elders independently living at home being implemented by a device (a personal computer or a set top box) that supports the connection of sensors and video cameras that may be used for monitoring and for interaction with the elder; (iii) The Central Care Service and Monitoring System that is implemented by a Caretaker System where attention and care services are provided to elders, where actors as Caretakers, Doctors and Relatives are logically linked to elders. Innovations in each of these areas are presented here. Conclusions: The ageing European society is placing an added burden on future generations, as the 'elderly-to-working-age-people' ratio is set to steadily increase in the future. Nowadays, quality of life and fitness allows for most older persons to have an active life well into their eighties. Furthermore, many older persons prefer to live in their own house and choose their own lifestyle. The CAALYX system can have a clear impact in increasing older persons' autonomy, by ensuring that they do not need to leave their preferred environment in order to be properly monitored and taken care of. © 2011 Elsevier B.V. All rights reserved.

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This paper deals with exponential stability of discrete-time singular systems with Markov jump parameters. We propose a set of coupled generalized Lyapunov equations (CGLE) that provides sufficient conditions to check this property for this class of systems. A method for solving the obtained CGLE is also presented, based on iterations of standard singular Lyapunov equations. We present also a numerical example to illustrate the effectiveness of the approach we are proposing.

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The system reliability depends on the reliability of its components itself. Therefore, it is necessary a methodology capable of inferring the state of functionality of these components to establish reliable indices of quality. Allocation models for maintenance and protective devices, among others, have been used in order to improve the quality and availability of services on electric power distribution systems. This paper proposes a methodology for assessing the reliability of distribution system components in an integrated way, using probabilistic models and fuzzy inference systems to infer about the operation probability of each component. © 2012 IEEE.

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Deterministic Optimal Reactive Power Dispatch problem has been extensively studied, such that the demand power and the availability of shunt reactive power compensators are known and fixed. Give this background, a two-stage stochastic optimization model is first formulated under the presumption that the load demand can be modeled as specified random parameters. A second stochastic chance-constrained model is presented considering uncertainty on the demand and the equivalent availability of shunt reactive power compensators. Simulations on six-bus and 30-bus test systems are used to illustrate the validity and essential features of the proposed models. This simulations shows that the proposed models can prevent to the power system operator about of the deficit of reactive power in the power system and suggest that shunt reactive sourses must be dispatched against the unavailability of any reactive source. © 2012 IEEE.

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This article presents a new method to detect damage in structures based on the electromechanical impedance principle. The system follows the variations in the output voltage of piezoelectric transducers and does not compute the impedance itself. The proposed system is portable, autonomous, versatile, and could efficiently replace commercial instruments in different structural health monitoring applications. The identification of damage is performed by simply comparing the variations of root mean square voltage from response signals of piezoelectric transducers, such as lead zirconate titanate patches bonded to the structure, obtained for different frequencies of the excitation signal. The proposed system is not limited by the sampling rate of analog-to-digital converters, dispenses Fourier transform algorithms, and does not require a computer for processing, operating autonomously. A low-cost prototype based on microcontroller and digital synthesizer was built, and experiments were carried out on an aluminum structure and excellent results have been obtained. © The Author(s) 2012.

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The aim of this study was to evaluate the incidence of pleiomorphisms and its influence on the distribution of sperm morphometric subpopulations in ejaculates from the vulnerable Goeldi's monkey (Callimico goeldii) by using a combination of computerized analysis system and Principal Component Analysis (PCA) methods Each sperm head was measured for four primary spermatozoal head dimensional parameters (area [A (μm2)], perimeter [P (μm)], length [L (μm)] and width [W (μm)]) and three head shape derived parameters (ellipticity [(L/W)], elongation [(L-W)/(L+W)] and rugosity [(4πA/P2)]) Six separate subpopulations (SPs) were identified: SP1, constituted by very large, narrow and very elliptical spermatozoa (A=16.85±1.56μm2, W=2.75±0.42μm and ellipticity=2.16±0.24); SP2, characterized by average sized, short, wide and round spermatozoa (A=15.00±1.92μm2, L=5.06±0.49μm, W=3.51±0.31μm and ellipticity=1.44±0.15); SP3, represented by small, wide and slightly round spermatozoa (A=14.95±1.75μm2, W=3.47±0.29μm and ellipticity=1.48±0.14); SP4 included very small, short and very round spermatozoa (A=14.15±2.38μm2, L=4.90±0.57μm and elongation=0.18±0.05); SP5 consisted of average sized and slightly elliptical spermatozoa (A=15.14±1.72μm2 and ellipticity=1.49±0.14); and SP6 included large and round spermatozoa (A=16.30±1.62μm2 and elongation=0.19±0.04) There were differences in the sperm subpopulation distribution (P<0.001) among the five donors analyzed In conclusion, the results of the current study confirmed that the use of computer sperm analysis methods combined with PCA cluster analyses are useful methods to identify, classify, and characterize different sperm head morphometric subpopulations in neotropical primates Broadening our knowledge of C goeldii sperm morphometric abnormalities as well as developing reliable techniques for sperm evaluation may be essential for ex situ conservation of this threatened species © 2012 Elsevier B.V.