3 resultados para Random process
em AMS Tesi di Dottorato - Alm@DL - Università di Bologna
Resumo:
Wireless Sensor Networks (WSNs) are getting wide-spread attention since they became easily accessible with their low costs. One of the key elements of WSNs is distributed sensing. When the precise location of a signal of interest is unknown across the monitored region, distributing many sensors randomly/uniformly may yield with a better representation of the monitored random process than a traditional sensor deployment. In a typical WSN application the data sensed by nodes is usually sent to one (or more) central device, denoted as sink, which collects the information and can either act as a gateway towards other networks (e.g. Internet), where data can be stored, or be processed in order to command the actuators to perform special tasks. In such a scenario, a dense sensor deployment may create bottlenecks when many nodes competing to access the channel. Even though there are mitigation methods on the channel access, concurrent (parallel) transmissions may occur. In this study, always on the scope of monitoring applications, the involved development progress of two industrial projects with dense sensor deployments (eDIANA Project funded by European Commission and Centrale Adritica Project funded by Coop Italy) and the measurement results coming from several different test-beds evoked the necessity of a mathematical analysis on concurrent transmissions. To the best of our knowledge, in the literature there is no mathematical analysis of concurrent transmission in 2.4 GHz PHY of IEEE 802.15.4. In the thesis, experience stories of eDIANA and Centrale Adriatica Projects and a mathematical analysis of concurrent transmissions starting from O-QPSK chip demodulation to the packet reception rate with several different types of theoretical demodulators, are presented. There is a very good agreement between the measurements so far in the literature and the mathematical analysis.
Resumo:
In the field of vibration qualification testing, with the popular Random Control mode of shakers, the specimen is excited by random vibrations typically set in the form of a Power Spectral Density (PSD). The corresponding signals are stationary and Gaussian, i.e. featuring a normal distribution. Conversely, real-life excitations are frequently non-Gaussian, exhibiting high peaks and/or burst signals and/or deterministic harmonic components. The so-called kurtosis is a parameter often used to statistically describe the occurrence and significance of high peak values in a random process. Since the similarity between test input profiles and real-life excitations is fundamental for qualification test reliability, some methods of kurtosis-control can be implemented to synthesize realistic (non-Gaussian) input signals. Durability tests are performed to check the resistance of a component to vibration-based fatigue damage. A procedure to synthesize test excitations which starts from measured data and preserves both the damage potential and the characteristics of the reference signals is desirable. The Fatigue Damage Spectrum (FDS) is generally used to quantify the fatigue damage potential associated with the excitation. The signal synthesized for accelerated durability tests (i.e. with a limited duration) must feature the same FDS as the reference vibration computed for the component’s expected lifetime. Current standard procedures are efficient in synthesizing signals in the form of a PSD, but prove inaccurate if reference data are non-Gaussian. This work presents novel algorithms for the synthesis of accelerated durability test profiles with prescribed FDS and a non-Gaussian distribution. An experimental campaign is conducted to validate the algorithms, by testing their accuracy, robustness, and practical effectiveness. Moreover, an original procedure is proposed for the estimation of the fatigue damage potential, aiming to minimize the computational time. The research is thus supposed to improve both the effectiveness and the efficiency of excitation profile synthesis for accelerated durability tests.
Resumo:
This thesis provides a necessary and sufficient condition for asymptotic efficiency of a nonparametric estimator of the generalised autocovariance function of a Gaussian stationary random process. The generalised autocovariance function is the inverse Fourier transform of a power transformation of the spectral density, and encompasses the traditional and inverse autocovariance functions. Its nonparametric estimator is based on the inverse discrete Fourier transform of the same power transformation of the pooled periodogram. The general result is then applied to the class of Gaussian stationary ARMA processes and its implications are discussed. We illustrate that for a class of contrast functionals and spectral densities, the minimum contrast estimator of the spectral density satisfies a Yule-Walker system of equations in the generalised autocovariance estimator. Selection of the pooling parameter, which characterizes the nonparametric estimator of the generalised autocovariance, controlling its resolution, is addressed by using a multiplicative periodogram bootstrap to estimate the finite-sample distribution of the estimator. A multivariate extension of recently introduced spectral models for univariate time series is considered, and an algorithm for the coefficients of a power transformation of matrix polynomials is derived, which allows to obtain the Wold coefficients from the matrix coefficients characterizing the generalised matrix cepstral models. This algorithm also allows the definition of the matrix variance profile, providing important quantities for vector time series analysis. A nonparametric estimator based on a transformation of the smoothed periodogram is proposed for estimation of the matrix variance profile.