888 resultados para Discrete Time Branching Processes
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A simple method to generate time domain tailored waveforms for excitation of ion axial amplitude in Paul trap mass spectrometers is described. The method is based on vector summation of sine waves followed by time domain sampling to obtain the discrete time domain data. A smoothing technique based on the time domain Kaiser window is then applied to the data so as to minimize the frequency domain Gibb's oscillations. The dynamic range of the time domain signal is controlled by phase modulation and time extension of the time domain waveform. Copyright (C) 1999 John Wiley & Sons, Ltd.
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We consider a discrete time system with packets arriving randomly at rate lambda per slot to a fading point-to-point link, for which the transmitter can control the number of packets served in a slot by varying the transmit power. We provide an asymptotic characterization of the minimum average delay of the packets, when average transmitter power is a small positive quantity V more than the minimum average power required for queue stability. We show that the minimum average delay will grow either as log (1/V) or 1/V when V down arrow 0, for certain sets of values of lambda. These sets are determined by the distribution of fading gain, the maximum number of packets which can be transmitted in a slot, and the assumed transmit power function, as a function of the fading gain and the number of packets transmitted. We identify a case where the above behaviour of the tradeoff differs from that obtained from a previously considered model, in which the random queue length process is assumed to evolve on the non-negative real line.
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A new `generalized model predictive static programming (G-MPSP)' technique is presented in this paper in the continuous time framework for rapidly solving a class of finite-horizon nonlinear optimal control problems with hard terminal constraints. A key feature of the technique is backward propagation of a small-dimensional weight matrix dynamics, using which the control history gets updated. This feature, as well as the fact that it leads to a static optimization problem, are the reasons for its high computational efficiency. It has been shown that under Euler integration, it is equivalent to the existing model predictive static programming technique, which operates on a discrete-time approximation of the problem. Performance of the proposed technique is demonstrated by solving a challenging three-dimensional impact angle constrained missile guidance problem. The problem demands that the missile must meet constraints on both azimuth and elevation angles in addition to achieving near zero miss distance, while minimizing the lateral acceleration demand throughout its flight path. Both stationary and maneuvering ground targets are considered in the simulation studies. Effectiveness of the proposed guidance has been verified by considering first order autopilot lag as well as various target maneuvers.
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In this paper we consider a single discrete time queue with infinite buffer. The channel may experience fading. The transmission rate is a linear function of power used for transmission. In this scenario we explicitly obtain power control policies which minimize mean power and/or mean delay. There may also be peak power constraint.
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We consider a discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we present a pair of optimal strategies for both the players.
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Modern pulse-width-modulated (PWM) rectifiers use LC L filters that can be applied in both the common mode and differential mode to obtain high-performance filtering. Interaction between the passive L and C components in the filter leads to resonance oscillations. These oscillations need to be damped either by the passive damping or active damping. The passive damping increases power loss and can reduce the effectiveness of the filter. Methods of active damping, using control strategy, are lossless while maintaining the effectiveness of the filters. In this paper, an active damping strategy is proposed to damp the oscillations in both line-to-line and line-to-ground. An approach based on pole placement by the state feedback is used to actively damp both the differential-and common-mode filter oscillations. Analytical expressions for the state-feedback controller gains are derived for both continuous and discrete-time model of the filter. Tradeoff in selection of the active damping gain on the lower order power converter harmonics is analyzed using a weighted admittance function. Experimental results on a 10-kVA laboratory prototype PWM rectifier are presented. The results validate the effectiveness of the active damping method, and the tradeoff in the settings of the damping gain.
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We model communication of bursty sources: 1) over multiaccess channels, with either independent decoding or joint decoding and 2) over degraded broadcast channels, by a discrete-time multiclass processor sharing queue. We utilize error exponents to give a characterization of the processor sharing queue. We analyze the processor sharing queue model for the stable region of message arrival rates, and show the existence of scheduling policies for which the stability region converges to the information-theoretic capacity region in an appropriate limiting sense.
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A discrete-time dynamics of a non-Markovian random walker is analyzed using a minimal model where memory of the past drives the present dynamics. In recent work N. Kumar et al., Phys. Rev. E 82, 021101 (2010)] we proposed a model that exhibits asymptotic superdiffusion, normal diffusion, and subdiffusion with the sweep of a single parameter. Here we propose an even simpler model, with minimal options for the walker: either move forward or stay at rest. We show that this model can also give rise to diffusive, subdiffusive, and superdiffusive dynamics at long times as a single parameter is varied. We show that in order to have subdiffusive dynamics, the memory of the rest states must be perfectly correlated with the present dynamics. We show explicitly that if this condition is not satisfied in a unidirectional walk, the dynamics is only either diffusive or superdiffusive (but not subdiffusive) at long times.
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This paper analyses deviated linear cyclic pursuit in which an agent pursues its leader with an angle of deviation in both the continuous- and discrete-time domains, while admitting heterogeneous gains and deviations for the agents. Sufficient conditions for the stability of such systems, in both the domains, are presented in this paper along with the derivation of the reachable set, which is a set of points where the agents may converge asymptotically. The stability conditions are derived based on Gershgorin's theorem. Simulations validating the theoretical results presented in this paper are provided.
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288 p. : il.
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Inspired by key experimental and analytical results regarding Shape Memory Alloys (SMAs), we propose a modelling framework to explore the interplay between martensitic phase transformations and plastic slip in polycrystalline materials, with an eye towards computational efficiency. The resulting framework uses a convexified potential for the internal energy density to capture the stored energy associated with transformation at the meso-scale, and introduces kinetic potentials to govern the evolution of transformation and plastic slip. The framework is novel in the way it treats plasticity on par with transformation.
We implement the framework in the setting of anti-plane shear, using a staggered implicit/explict update: we first use a Fast-Fourier Transform (FFT) solver based on an Augmented Lagrangian formulation to implicitly solve for the full-field displacements of a simulated polycrystal, then explicitly update the volume fraction of martensite and plastic slip using their respective stick-slip type kinetic laws. We observe that, even in this simple setting with an idealized material comprising four martensitic variants and four slip systems, the model recovers a rich variety of SMA type behaviors. We use this model to gain insight into the isothermal behavior of stress-stabilized martensite, looking at the effects of the relative plastic yield strength, the memory of deformation history under non-proportional loading, and several others.
We extend the framework to the generalized 3-D setting, for which the convexified potential is a lower bound on the actual internal energy, and show that the fully implicit discrete time formulation of the framework is governed by a variational principle for mechanical equilibrium. We further propose an extension of the method to finite deformations via an exponential mapping. We implement the generalized framework using an existing Optimal Transport Mesh-free (OTM) solver. We then model the $\alpha$--$\gamma$ and $\alpha$--$\varepsilon$ transformations in pure iron, with an initial attempt in the latter to account for twinning in the parent phase. We demonstrate the scalability of the framework to large scale computing by simulating Taylor impact experiments, observing nearly linear (ideal) speed-up through 256 MPI tasks. Finally, we present preliminary results of a simulated Split-Hopkinson Pressure Bar (SHPB) experiment using the $\alpha$--$\varepsilon$ model.
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This dissertation studies long-term behavior of random Riccati recursions and mathematical epidemic model. Riccati recursions are derived from Kalman filtering. The error covariance matrix of Kalman filtering satisfies Riccati recursions. Convergence condition of time-invariant Riccati recursions are well-studied by researchers. We focus on time-varying case, and assume that regressor matrix is random and identical and independently distributed according to given distribution whose probability distribution function is continuous, supported on whole space, and decaying faster than any polynomial. We study the geometric convergence of the probability distribution. We also study the global dynamics of the epidemic spread over complex networks for various models. For instance, in the discrete-time Markov chain model, each node is either healthy or infected at any given time. In this setting, the number of the state increases exponentially as the size of the network increases. The Markov chain has a unique stationary distribution where all the nodes are healthy with probability 1. Since the probability distribution of Markov chain defined on finite state converges to the stationary distribution, this Markov chain model concludes that epidemic disease dies out after long enough time. To analyze the Markov chain model, we study nonlinear epidemic model whose state at any given time is the vector obtained from the marginal probability of infection of each node in the network at that time. Convergence to the origin in the epidemic map implies the extinction of epidemics. The nonlinear model is upper-bounded by linearizing the model at the origin. As a result, the origin is the globally stable unique fixed point of the nonlinear model if the linear upper bound is stable. The nonlinear model has a second fixed point when the linear upper bound is unstable. We work on stability analysis of the second fixed point for both discrete-time and continuous-time models. Returning back to the Markov chain model, we claim that the stability of linear upper bound for nonlinear model is strongly related with the extinction time of the Markov chain. We show that stable linear upper bound is sufficient condition of fast extinction and the probability of survival is bounded by nonlinear epidemic map.
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Field experiments were conducted to test the hypotheses that Pacific halibut (Hippoglossus stenolepis) display small-scale spatial structure within longline catches, relative to other species and empty hooks, or within-species based on sex or length. Sequential hook-by-hook inventories, along with length and sex data, were taken at thirty-one survey stations. Two-dimensional spatial statistics were used to test for 1) aggregation, defined as the clustering of individuals within a given demographic of size or sex over small intervals of distance; and 2) segregation, defined as the sequential occurrence of individuals within a given demographic of size or sex, uninterrupted by other observations, irrespective of the distance between individuals. Statistically significant structure was detected within catches that is more commonly associated with fish length than sex. Significant spatial structuring occurred at 60% of all stations tested. Significant aggregation of halibut of legal length for commercial retention (≥82 cm) was detected at 44% of stations and aggregation of sublegal-size halibut was detected at 11%. Maleand female-based aggregations were observed at 22% and 11% of stations, respectively. Significant segregation of females was observed at 20% of stations, male segregation occurred at 8% of stations, and segregation by size at 16% of stations. Understanding small-scale spatial structure within longline catches may help us interpret changes in survey and commercial catch data. If structure is generated by behavior, then observed size-at-age or relative sex-ratios may be biased relative to underlying distributions. Although physical processes such as gape limitation should remain stable over the time, dynamic processes may be spatially and temporally variabl
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Neste trabalho é apresentado o desenvolvimento de um sistema de posicionamento dinâmico para uma pequena embarcação baseado em controle a estrutura variável com realimentação por visão computacional. Foram investigadas, na literatura, diversas técnicas desenvolvidas e escolheu-se o controle a estrutura variável devido, principalmente, ao modo de acionamento dos propulsores presentes no barco utilizado para os experimentos. Somando-se a isto, foi considerada importante a robustez que a técnica de controle escolhida apresenta, pois o modelo utilizado conta com incerteza em sua dinâmica. É apresentado ainda o projeto da superfície de deslizamento para realizar o controle a estrutura variável. Como instrumento de medição optou-se por utilizar técnicas de visão computacional em imagens capturadas a partir de uma webcam. A escolha por este tipo de sistema deve-se a alta precisão das medições aliada ao seu baixo custo. São apresentadas simulações e experimentos com controle a estrutura variável em tempo discreto utilizando a integral do erro da posição visando eliminar o erro em regime. Para realizar o controle que demanda o estado completo, são comparados quatro estimadores de estado realizados em tempo discreto: derivador aproximado; observador assintótico com uma frequência de amostragem igual a da câmera; observador assintótico com uma frequência de amostragem maior que a da câmera; e filtro de Kalman.
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Using an entropy argument, it is shown that stochastic context-free grammars (SCFG's) can model sources with hidden branching processes more efficiently than stochastic regular grammars (or equivalently HMM's). However, the automatic estimation of SCFG's using the Inside-Outside algorithm is limited in practice by its O(n3) complexity. In this paper, a novel pre-training algorithm is described which can give significant computational savings. Also, the need for controlling the way that non-terminals are allocated to hidden processes is discussed and a solution is presented in the form of a grammar minimization procedure. © 1990.