939 resultados para Markov process modeling
Diagnostic errors and repetitive sequential classifications in on-line process control by attributes
Resumo:
The procedure of on-line process control by attributes, known as Taguchi`s on-line process control, consists of inspecting the mth item (a single item) at every m produced items and deciding, at each inspection, whether the fraction of conforming items was reduced or not. If the inspected item is nonconforming, the production is stopped for adjustment. As the inspection system can be subject to diagnosis errors, one develops a probabilistic model that classifies repeatedly the examined item until a conforming or b non-conforming classification is observed. The first event that occurs (a conforming classifications or b non-conforming classifications) determines the final classification of the examined item. Proprieties of an ergodic Markov chain were used to get the expression of average cost of the system of control, which can be optimized by three parameters: the sampling interval of the inspections (m); the number of repeated conforming classifications (a); and the number of repeated non-conforming classifications (b). The optimum design is compared with two alternative approaches: the first one consists of a simple preventive policy. The production system is adjusted at every n produced items (no inspection is performed). The second classifies the examined item repeatedly r (fixed) times and considers it conforming if most classification results are conforming. Results indicate that the current proposal performs better than the procedure that fixes the number of repeated classifications and classifies the examined item as conforming if most classifications were conforming. On the other hand, the preventive policy can be averagely the most economical alternative rather than those ones that require inspection depending on the degree of errors and costs. A numerical example illustrates the proposed procedure. (C) 2009 Elsevier B. V. All rights reserved.
Resumo:
The procedure for online process control by attributes consists of inspecting a single item at every m produced items. It is decided on the basis of the inspection result whether the process is in-control (the conforming fraction is stable) or out-of-control (the conforming fraction is decreased, for example). Most articles about online process control have cited the stoppage of the production process for an adjustment when the inspected item is non-conforming (then the production is restarted in-control, here denominated as corrective adjustment). Moreover, the articles related to this subject do not present semi-economical designs (which may yield high quantities of non-conforming items), as they do not include a policy of preventive adjustments (in such case no item is inspected), which can be more economical, mainly if the inspected item can be misclassified. In this article, the possibility of preventive or corrective adjustments in the process is decided at every m produced item. If a preventive adjustment is decided upon, then no item is inspected. On the contrary, the m-th item is inspected; if it conforms, the production goes on, otherwise, an adjustment takes place and the process restarts in-control. This approach is economically feasible for some practical situations and the parameters of the proposed procedure are determined minimizing an average cost function subject to some statistical restrictions (for example, to assure a minimal levelfixed in advanceof conforming items in the production process). Numerical examples illustrate the proposal.
Resumo:
One-way master-slave (OWMS) chain networks are widely used in clock distribution systems due to their reliability and low cost. As the network nodes are phase-locked loops (PLLs), double-frequency jitter (DFJ) caused by their phase detectors appears as an impairment to the performance of the clock recovering process found in communication systems and instrumentation applications. A nonlinear model for OWMS chain networks with P + 1 order PLLs as slave nodes is presented, considering the DFJ. Since higher order filters are more effective in filtering DFJ, the synchronous state stability conditions for an OWMS chain network with third-order nodes are derived, relating the loop gain and the filter coefficients. By using these conditions, design examples are discussed.
Resumo:
In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.
Resumo:
Ex vivo hematopoiesis is increasingly used for clinical applications. Models of ex vivo hematopoiesis are required to better understand the complex dynamics and to optimize hematopoietic culture processes. A general mathematical modeling framework is developed which uses traditional chemical engineering metaphors to describe the complex hematopoietic dynamics. Tanks and tubular reactors are used to describe the (pseudo-) stochastic and deterministic elements of hematopoiesis, respectively. Cells at any point in the differentiation process can belong to either an immobilized, inert phase (quiescent cells) or a mobile, active phase (cycling cells). The model describes five processes: (1) flow (differentiation), (2) autocatalytic formation (growth),(3) degradation (death), (4) phase transition from immobilized to mobile phase (quiescent to cycling transition), and (5) phase transition from mobile to immobilized phase (cycling to quiescent transition). The modeling framework is illustrated with an example concerning the effect of TGF-beta 1 on erythropoiesis. (C) 1998 Published by Elsevier Science Ltd. All rights reserved.
Resumo:
We shall study continuous-time Markov chains on the nonnegative integers which are both irreducible and transient, and which exhibit discernible stationarity before drift to infinity sets in. We will show how this 'quasi' stationary behaviour can be modelled using a limiting conditional distribution: specifically, the limiting state probabilities conditional on not having left 0 for the last time. By way of a dual chain, obtained by killing the original process on last exit from 0, we invoke the theory of quasistationarity for absorbing Markov chains. We prove that the conditioned state probabilities of the original chain are equal to the state probabilities of its dual conditioned on non-absorption, thus allowing us to establish the simultaneous existence and then equivalence, of their limiting conditional distributions. Although a limiting conditional distribution for the dual chain is always a quasistationary distribution in the usual sense, a similar statement is not possible for the original chain.
Resumo:
We shall be concerned with the problem of determining quasi-stationary distributions for Markovian models directly from their transition rates Q. We shall present simple conditions for a mu-invariant measure m for Q to be mu-invariant for the transition function, so that if m is finite, it can be normalized to produce a quasi-stationary distribution. (C) 2000 Elsevier Science Ltd. All rights reserved.
Resumo:
An extensive research program focused on the characterization of various metallurgical complex smelting and coal combustion slags is being undertaken. The research combines both experimental and thermodynamic modeling studies. The approach is illustrated by work on the PbO-ZnO-Al2O3-FeO-Fe2O3-CaO-SiO2 system. Experimental measurements of the liquidus and solidus have been undertaken under oxidizing and reducing conditions using equilibration, quenching, and electron probe X-ray microanalysis. The experimental program has been planned so as to obtain data for thermodynamic model development as well as for pseudo-ternary Liquidus diagrams that can be used directly by process operators. Thermodynamic modeling has been carried out using the computer system FACT, which contains thermodynamic databases with over 5000 compounds and evaluated solution models. The FACT package is used for the calculation of multiphase equilibria in multicomponent systems of industrial interest. A modified quasi-chemical solution model is used for the liquid slag phase. New optimizations have been carried out, which significantly improve the accuracy of the thermodynamic models for lead/zinc smelting and coal combustion processes. Examples of experimentally determined and calculated liquidus diagrams are presented. These examples provide information of direct relevance to various metallurgical smelting and coal combustion processes.
Resumo:
In order to analyse the effect of modelling assumptions in a formal, rigorous way, a syntax of modelling assumptions has been defined. The syntax of modelling assumptions enables us to represent modelling assumptions as transformations acting on the set of model equations. The notion of syntactical correctness and semantical consistency of sets of modelling assumptions is defined and methods for checking them are described. It is shown on a simple example how different modelling assumptions act on the model equations and their effect on the differential index of the resulted model is also indicated.
Resumo:
Absorption kinetics of solutes given with the subcutaneous administration of fluids is ill-defined. The gamma emitter, technitium pertechnetate, enabled estimates of absorption rate to be estimated independently using two approaches. In the first approach, the counts remaining at the site were estimated by imaging above the subcutaneous administration site, whereas in the second approach, the plasma technetium concentration-time profiles were monitored up to 8 hr after technetium administration. Boluses of technetium pertechnetate were given both intravenously and subcutaneously on separate occasions with a multiple dosing regimen using three doses on each occasion. The disposition of technetium after iv administration was best described by biexponential kinetics with a V-ss of 0.30 +/- 0.11 L/kg and a clearance of 30.0 +/- 13.1 ml/min. The subcutaneous absorption kinetics was best described as a single exponential process with a half-life of 18.16 +/- 3.97 min by image analysis and a half-life of 11.58 +/- 2.48 min using plasma technetium time data. The bioavailability of technetium by the subcutaneous route was estimated to be 0.96 +/- 0.12. The absorption half-life showed no consistent change with the duration of the subcutaneous infusion. The amount remaining at the absorption site with time was similar when analyzed using image analysis, and plasma concentrations assuming multiexponential disposition kinetics and a first-order absorption process. Profiles of fraction remaining at the absorption sire generated by deconvolution analysis, image analysis, and assumption of a constant first-order absorption process were similar. Slowing of absorption from the subcutaneous administration site is apparent after the last bolus dose in three of the subjects and can De associated with the stopping of the infusion. In a fourth subject, the retention of technetium at the subcutaneous site is more consistent with accumulation of technetium near the absorption site as a result of systemic recirculation.
Resumo:
Immunological systems have been an abundant inspiration to contemporary computer scientists. Problem solving strategies, stemming from known immune system phenomena, have been successfully applied to chall enging problems of modem computing. Simulation systems and mathematical modeling are also beginning use to answer more complex immunological questions as immune memory process and duration of vaccines, where the regulation mechanisms are not still known sufficiently (Lundegaard, Lund, Kesmir, Brunak, Nielsen, 2007). In this article we studied in machina a approach to simulate the process of antigenic mutation and its implications for the process of memory. Our results have suggested that the durability of the immune memory is affected by the process of antigenic mutation.and by populations of soluble antibodies in the blood. The results also strongly suggest that the decrease of the production of antibodies favors the global maintenance of immune memory.
Resumo:
In this work, we present a systematic approach to the representation of modelling assumptions. Modelling assumptions form the fundamental basis for the mathematical description of a process system. These assumptions can be translated into either additional mathematical relationships or constraints between model variables, equations, balance volumes or parameters. In order to analyse the effect of modelling assumptions in a formal, rigorous way, a syntax of modelling assumptions has been defined. The smallest indivisible syntactical element, the so called assumption atom has been identified as a triplet. With this syntax a modelling assumption can be described as an elementary assumption, i.e. an assumption consisting of only an assumption atom or a composite assumption consisting of a conjunction of elementary assumptions. The above syntax of modelling assumptions enables us to represent modelling assumptions as transformations acting on the set of model equations. The notion of syntactical correctness and semantical consistency of sets of modelling assumptions is defined and necessary conditions for checking them are given. These transformations can be used in several ways and their implications can be analysed by formal methods. The modelling assumptions define model hierarchies. That is, a series of model families each belonging to a particular equivalence class. These model equivalence classes can be related to primal assumptions regarding the definition of mass, energy and momentum balance volumes and to secondary and tiertinary assumptions regarding the presence or absence and the form of mechanisms within the system. Within equivalence classes, there are many model members, these being related to algebraic model transformations for the particular model. We show how these model hierarchies are driven by the underlying assumption structure and indicate some implications on system dynamics and complexity issues. (C) 2001 Elsevier Science Ltd. All rights reserved.
Resumo:
Land related information about the Earth's surface is commonIJ found in two forms: (1) map infornlation and (2) satellite image da ta. Satellite imagery provides a good visual picture of what is on the ground but complex image processing is required to interpret features in an image scene. Increasingly, methods are being sought to integrate the knowledge embodied in mop information into the interpretation task, or, alternatively, to bypass interpretation and perform biophysical modeling directly on derived data sources. A cartographic modeling language, as a generic map analysis package, is suggested as a means to integrate geographical knowledge and imagery in a process-oriented view of the Earth. Specialized cartographic models may be developed by users, which incorporate mapping information in performing land classification. In addition, a cartographic modeling language may be enhanced with operators suited to processing remotely sensed imagery. We demonstrate the usefulness of a cartographic modeling language for pre-processing satellite imagery, and define two nerv cartographic operators that evaluate image neighborhoods as post-processing operations to interpret thematic map values. The language and operators are demonstrated with an example image classification task.