Kalman Filter Algorithm for Rating and Prediction in Basketball

The Thesis presents a state-space model for a basketball league and a Kalman filter algorithm for the estimation of the state of the league. In the state-space model, each of the basketball teams is associated with a rating that represents its strength compared to the other teams. The ratings are assumed to evolve in time following a stochastic process with independent Gaussian increments. The estimation of the team ratings is based on the observed game scores that are assumed to depend linearly on the true strengths of the teams and independent Gaussian noise. The team ratings are estimated using a recursive Kalman filter algorithm that produces least squares optimal estimates for the team strengths and predictions for the scores of the future games. Additionally, if the Gaussianity assumption holds, the predictions given by the Kalman filter maximize the likelihood of the observed scores. The team ratings allow probabilistic inference about the ranking of the teams and their relative strengths as well as about the teams’ winning probabilities in future games. The predictions about the winners of the games are correct 65-70% of the time. The team ratings explain 16% of the random variation observed in the game scores. Furthermore, the winning probabilities given by the model are concurrent with the observed scores. The state-space model includes four independent parameters that involve the variances of noise terms and the home court advantage observed in the scores. The Thesis presents the estimation of these parameters using the maximum likelihood method as well as using other techniques. The Thesis also gives various example analyses related to the American professional basketball league, i.e., National Basketball Association (NBA), and regular seasons played in year 2005 through 2010. Additionally, the season 2009-2010 is discussed in full detail, including the playoffs.

Free vibration of rectangular beams of arbitrary depth

The state space approach is extended to the two dimensional elastodynamic problems. The formulation is in a form particularly amenable to consistent reduction to obtain approximate theories of any desired order. Free vibration of rectangular beams of arbitrary depth is investigated using this approach. The method does not involve the concept of the shear coefficientk. It takes into account the vertical normal stress and the transverse shear stress. The frequency values are calculated using the Timoshenko beam theory and the present analysis for different values of Poisson's ratio and they are in good agreement. Four cases of beams with different end conditions are considered.Die Zustandsraum-Technik wird auf zweidimensionale elastodynamische Probleme ausgedehnt. Die Formulierung ist besonders geeignet für die Aufstellung von Näherungstheorien beliebigen Grades. Freie Schwingungen von Rechteckbalken beliebiger Höhe wurden mit Hilfe dieser Technik untersucht. Das Verfahren umgeht den Begriff des Schubbeiwertsk. Es berücksichtigt die senkrechte Normalbeanspruchung und die Querkraft. Die Frequenzwerte werden mit Hilfe der Balkentheorie von Timoshenko und der vorliegenden Analyse berechnet, und zwar für verschiedene Werte der Querdehnzahl. Die berechneten Werte befinden sich in guter Übereinstimmung. Vier Fälle von Balken mit verschiedenen Endbedingungen werden untersucht.

Analysis of Torsional Interactions with Power System Stabilizer

Torsional interactions can occur due to the speed input Power System Stabilizer (PSS) that are primarily used to damp low frequency oscillations. The solution to this problem can be either in the form of providing a torsional filter or developing an alternate signal for the PSS. This paper deals with the formulation of a linearized state space model of the system and study of the interactions using eigenvalue analysis. The effects of the parameters of PSS and control signals on the damping of torsional modes are investigated.

On the Milito-Cruz adaptive control scheme for Markov chains

Milito and Cruz have introduced a novel adaptive control scheme for finite Markov chains when a finite parametrized family of possible transition matrices is available. The scheme involves the minimization of a composite functional of the observed history of the process incorporating both control and estimation aspects. We prove the a.s. optimality of a similar scheme when the state space is countable and the parameter space a compact subset ofR.

Risk-sensitive optimal control for Markov decision processes with monotone cost

The existence of an optimal feedback law is established for the risk-sensitive optimal control problem with denumerable state space. The main assumptions imposed are irreducibility and a near monotonicity condition on the one-step cost function. A solution can be found constructively using either value iteration or policy iteration under suitable conditions on initial feedback law.

Discrete control algorithms for a tubular ammonia reactor

The specific objective of this paper is to develop direct digital control strategies for an ammonia reactor using quadratic regulator theory and compare the performance of the resultant control system with that under conventional PID regulators. The controller design studies are based on a ninth order state-space model obtained from the exact nonlinear distributed model using linearization and lumping approximations. The evaluation of these controllers with reference to their disturbance rejection capabilities and transient response characteristics, is carried out using hybrid computer simulation.

Decision tree design and applications in speech processing

The design and operation of the minimum cost classifier, where the total cost is the sum of the measurement cost and the classification cost, is computationally complex. Noting the difficulties associated with this approach, decision tree design directly from a set of labelled samples is proposed in this paper. The feature space is first partitioned to transform the problem to one of discrete features. The resulting problem is solved by a dynamic programming algorithm over an explicitly ordered state space of all outcomes of all feature subsets. The solution procedure is very general and is applicable to any minimum cost pattern classification problem in which each feature has a finite number of outcomes. These techniques are applied to (i) voiced, unvoiced, and silence classification of speech, and (ii) spoken vowel recognition. The resulting decision trees are operationally very efficient and yield attractive classification accuracies.

Modeling stochastic hybrid systems

Stochastic hybrid systems arise in numerous applications of systems with multiple models; e.g., air traffc management, flexible manufacturing systems, fault tolerant control systems etc. In a typical hybrid system, the state space is hybrid in the sense that some components take values in a Euclidean space, while some other components are discrete. In this paper we propose two stochastic hybrid models, both of which permit diffusion and hybrid jump. Such models are essential for studying air traffic management in a stochastic framework.

A finite population model of mlecular evolution: theory and computation

This article is concerned with the evolution of haploid organisms that reproduce asexually. In a seminal piece of work, Eigen and coauthors proposed the quasispecies model in an attempt to understand such an evolutionary process. Their work has impacted antiviral treatment and vaccine design strategies. Yet, predictions of the quasispecies model are at best viewed as a guideline, primarily because it assumes an infinite population size, whereas realistic population sizes can be quite small. In this paper we consider a population genetics-based model aimed at understanding the evolution of such organisms with finite population sizes and present a rigorous study of the convergence and computational issues that arise therein. Our first result is structural and shows that, at any time during the evolution, as the population size tends to infinity, the distribution of genomes predicted by our model converges to that predicted by the quasispecies model. This justifies the continued use of the quasispecies model to derive guidelines for intervention. While the stationary state in the quasispecies model is readily obtained, due to the explosion of the state space in our model, exact computations are prohibitive. Our second set of results are computational in nature and address this issue. We derive conditions on the parameters of evolution under which our stochastic model mixes rapidly. Further, for a class of widely used fitness landscapes we give a fast deterministic algorithm which computes the stationary distribution of our model. These computational tools are expected to serve as a framework for the modeling of strategies for the deployment of mutagenic drugs.

Synthesis, characterization, EPR and thermoluminescence properties of CaTiO3 nanophosphor

Calcium titanate (CaTiO3) nanophosphors were synthesized by three different routes namely solution combustion (SC), modified solid-state reaction (MSS) and solid-state (SS) methods. Rietveld refinement studies revealed the presence of an orthorhombic structure with traces of CaCO3. The crystallite sizes were found to be in the 43-45 nm range. TEM studies also confirm the nano size with well crystalline nature. EPR spectrum for SS method exhibits a broad resonance signal at g = 2.027 is attributed to TiO6](9-) center, whereas in MSS sample the resonance signals are attributed to surface electron and hole trapping sites. The TL behavior has been investigated for the first time using gamma-irradiation. TL glow peak at 169 degrees C were recorded in CaTiO3 prepared by SC, MSS and SS methods. The trapping parameters such as activation energy (E) and order of kinetics (b) were estimated using peak shape method and results are discussed in detail. (C) 2013 Elsevier Ltd. All rights reserved.

Time variant reliability model updating in instrumented dynamical systems based on Girsanov's transformation

The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov's transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

Multipartite quantum correlations reveal frustration in a quantum Ising spin system

We report a nuclear magnetic resonance experiment, which simulates the quantum transverse Ising spin system in a triangular configuration, and further demonstrate that multipartite quantum correlations can be used to distinguish between the frustrated and the nonfrustrated regimes in the ground state of this system. Adiabatic state preparation methods are used to prepare the ground states of the spin system. We employ two different multipartite quantum correlation measures to analyze the experimental ground state of the system in both the frustrated and the nonfrustrated regimes. As expected from theoretical predictions, the experimental data confirm that the nonfrustrated regime shows higher multipartite quantum correlations compared to the frustrated one.

Time variant reliability model updating in instrumented dynamical systems based on Girsanov’s transformation

The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov’s transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

Transmit power Control with ARQ in energy harvesting sensors: a decision-theoretic approach

This paper addresses the problem of finding optimal power control policies for wireless energy harvesting sensor (EHS) nodes with automatic repeat request (ARQ)-based packet transmissions. The EHS harvests energy from the environment according to a Bernoulli process; and it is required to operate within the constraint of energy neutrality. The EHS obtains partial channel state information (CSI) at the transmitter through the link-layer ARQ protocol, via the ACK/NACK feedback messages, and uses it to adapt the transmission power for the packet (re)transmission attempts. The underlying wireless fading channel is modeled as a finite state Markov chain with known transition probabilities. Thus, the goal of the power management policy is to determine the best power setting for the current packet transmission attempt, so as to maximize a long-run expected reward such as the expected outage probability. The problem is addressed in a decision-theoretic framework by casting it as a partially observable Markov decision process (POMDP). Due to the large size of the state-space, the exact solution to the POMDP is computationally expensive. Hence, two popular approximate solutions are considered, which yield good power management policies for the transmission attempts. Monte Carlo simulation results illustrate the efficacy of the approach and show that the approximate solutions significantly outperform conventional approaches.

Risk-sensitive control of continuous time Markov chains

We study risk-sensitive control of continuous time Markov chains taking values in discrete state space. We study both finite and infinite horizon problems. In the finite horizon problem we characterize the value function via Hamilton Jacobi Bellman equation and obtain an optimal Markov control. We do the same for infinite horizon discounted cost case. In the infinite horizon average cost case we establish the existence of an optimal stationary control under certain Lyapunov condition. We also develop a policy iteration algorithm for finding an optimal control.