Modèle d'état à coefficient aléatoire: filtrage par densités approchées

Le filtrage de Bucy-Kalman s'applique au modèle d'état comprenant des équations linéaires bruitées, décrivant l'évolution de l'état et des équations linéaires bruitées d'observation . Ce filtrage consiste dans le cas gaussien, à calculer de façon récursive, la loi de probabilité, a posteriori, de l'état, au vu de l' observation actuelle et des observations passées . Le filtrage par densités approchées permet de traiter des équations d'état, non linéaires ou à bruits non Gaussiens. Pour un coefficient de rappel aléatoire, cas typique d'une situation de changements de modèles, l'article introduit une famille de lois de probabilité, paramétrées, bimodales servant, par ajustement des paramètres, à approcher les lois a posteriori de l'état aux divers instants . Les paramètres sont recalculés récursivement, lors des mises à jour et des prédictions.

Linear-wavelet models applied to the identification of a two-link manipulator

This paper shows that a wavelet network and a linear term can be advantageously combined for the purpose of non linear system identification. The theoretical foundation of this approach is laid by proving that radial wavelets are orthogonal to linear functions. A constructive procedure for building such nonlinear regression structures, termed linear-wavelet models, is described. For illustration, sim ulation data are used to identify a model for a two-link robotic manipulator. The results show that the introduction of wavelets does improve the prediction ability of a linear model.

Kinetic multi-layer model of gas-particle interactions in aerosols and clouds (KM-GAP): linking condensation, evaporation and chemical reactions of organics, oxidants and water

We present a novel kinetic multi-layer model for gas-particle interactions in aerosols and clouds (KM-GAP) that treats explicitly all steps of mass transport and chemical reaction of semi-volatile species partitioning between gas phase, particle surface and particle bulk. KM-GAP is based on the PRA model framework (Pöschl-Rudich-Ammann, 2007), and it includes gas phase diffusion, reversible adsorption, surface reactions, bulk diffusion and reaction, as well as condensation, evaporation and heat transfer. The size change of atmospheric particles and the temporal evolution and spatial profile of the concentration of individual chemical species can be modelled along with gas uptake and accommodation coefficients. Depending on the complexity of the investigated system, unlimited numbers of semi-volatile species, chemical reactions, and physical processes can be treated, and the model shall help to bridge gaps in the understanding and quantification of multiphase chemistry and microphysics in atmo- spheric aerosols and clouds. In this study we demonstrate how KM-GAP can be used to analyze, interpret and design experimental investigations of changes in particle size and chemical composition in response to condensation, evaporation, and chemical reaction. For the condensational growth of water droplets, our kinetic model results provide a direct link between laboratory observations and molecular dynamic simulations, confirming that the accommodation coefficient of water at 270 K is close to unity. Literature data on the evaporation of dioctyl phthalate as a function of particle size and time can be reproduced, and the model results suggest that changes in the experimental conditions like aerosol particle concentration and chamber geometry may influence the evaporation kinetics and can be optimized for eðcient probing of specific physical effects and parameters. With regard to oxidative aging of organic aerosol particles, we illustrate how the formation and evaporation of volatile reaction products like nonanal can cause a decrease in the size of oleic acid particles exposed to ozone.

Strong structural controllability and the multi-link inverted pendulum

This technical note investigates the controllability of the linearized dynamics of the multilink inverted pendulum as the number of links and the number and location of actuators changes. It is demonstrated that, in some instances, there exist sets of parameter values that render the system uncontrollable and so usual methods for assessing controllability are difficult to employ. To assess the controllability, a theorem on strong structural controllability for single-input systems is extended to the multiinput case.

A functional coefficient model view of the Feldstein–Horioka puzzle

What does the saving–investment (SI) relation really measure and how should the SI relation be measured? These are two of the most discussed issues triggered by the so-called Feldstein–Horioka puzzle. Based on panel data we introduce a new variant of functional coefficient models that allows to separate long and short to medium run parameter dependence. The new modeling framework is applied to uncover the determinants of the SI relation. Macroeconomic state variables such as openness, the age dependency ratio, government current and consumption expenditures are found to affect the SI relation significantly in the long run.

Improvement of link failure restoration utilising multi-protocol label switching (MPLS) as a means to maintain quality of service (QOS)

This paper proposes a practical approach to the enhancement of Quality of Service (QoS) routing by means of providing alternative or repair paths in the event of a breakage of a working path. The proposed scheme guarantees that every Protected Node (PN) is connected to a multi-repair path such that no further failure or breakage of single or double repair paths can cause any simultaneous loss of connectivity between an ingress node and an egress node. Links to be protected in an MPLS network are predefined and a Label Switched path (LSP) request involves the establishment of a working path. The use of multi-protection paths permits the formation of numerous protection paths allowing greater flexibility. Our analysis examined several methods including single, double and multi-repair routes and the prioritization of signals along the protected paths to improve the Quality of Service (QoS), throughput, reduce the cost of the protection path placement, delay, congestion and collision. Results obtained indicated that creating multi-repair paths and prioritizing packets reduces delay and increases throughput in which case the delays at the ingress/egress LSPs were low compared to when the signals had not been classified. Therefore the proposed scheme provided a means to improve the QoS in path restoration in MPLS using available network resources. Prioritizing the packets in the data plane has revealed that the amount of traffic transmitted using a medium and low priority Label Switch Paths (LSPs) does not have any impact on the explicit rate of the high priority LSP in which case the problem of a knock-on effect is eliminated.

Kinetic multi-layer model of gas-particle interactions in aerosols and clouds (KM-GAP): linking condensation, evaporation and chemical reactions of organics, oxidants and water

We present a novel kinetic multi-layer model for gas-particle interactions in aerosols and clouds (KMGAP) that treats explicitly all steps of mass transport and chemical reaction of semi-volatile species partitioning between gas phase, particle surface and particle bulk. KMGAP is based on the PRA model framework (P¨oschl-Rudich- Ammann, 2007), and it includes gas phase diffusion, reversible adsorption, surface reactions, bulk diffusion and reaction, as well as condensation, evaporation and heat transfer. The size change of atmospheric particles and the temporal evolution and spatial profile of the concentration of individual chemical species can be modeled along with gas uptake and accommodation coefficients. Depending on the complexity of the investigated system and the computational constraints, unlimited numbers of semi-volatile species, chemical reactions, and physical processes can be treated, and the model shall help to bridge gaps in the understanding and quantification of multiphase chemistry and microphysics in atmospheric aerosols and clouds. In this study we demonstrate how KM-GAP can be used to analyze, interpret and design experimental investigations of changes in particle size and chemical composition in response to condensation, evaporation, and chemical reaction. For the condensational growth of water droplets, our kinetic model results provide a direct link between laboratory observations and molecular dynamic simulations, confirming that the accommodation coefficient of water at 270K is close to unity (Winkler et al., 2006). Literature data on the evaporation of dioctyl phthalate as a function of particle size and time can be reproduced, and the model results suggest that changes in the experimental conditions like aerosol particle concentration and chamber geometry may influence the evaporation kinetics and can be optimized for efficient probing of specific physical effects and parameters. With regard to oxidative aging of organic aerosol particles, we illustrate how the formation and evaporation of volatile reaction products like nonanal can cause a decrease in the size of oleic acid particles exposed to ozone.

Cyclic loss of open solar flux since 1868: the link to heliospheric current sheet tilt and implications for the Maunder Minimum

Open solar flux (OSF) variations can be described by the imbalance between source and loss terms. We use spacecraft and geomagnetic observations of OSF from 1868 to present and assume the OSF source, S, varies with the observed sunspot number, R. Computing the required fractional OSF loss, χ, reveals a clear solar cycle variation, in approximate phase with R. While peak R varies significantly from cycle to cycle, χ is surprisingly constant in both amplitude and waveform. Comparisons of χ with measures of heliospheric current sheet (HCS) orientation reveal a strong correlation. The cyclic nature of χ is exploited to reconstruct OSF back to the start of sunspot records in 1610. This agrees well with the available spacecraft, geomagnetic, and cosmogenic isotope observations. Assuming S is proportional to R yields near-zero OSF throughout the Maunder Minimum. However, χ becomes negative during periods of low R, particularly the most recent solar minimum, meaning OSF production is underestimated. This is related to continued coronal mass ejection (CME) activity, and therefore OSF production, throughout solar minimum, despite R falling to zero. Correcting S for this produces a better match to the recent solar minimum OSF observations. It also results in a cycling, nonzero OSF during the Maunder Minimum, in agreement with cosmogenic isotope observations. These results suggest that during the Maunder Minimum, HCS tilt cycled as over recent solar cycles, and the CME rate was roughly constant at the levels measured during the most recent two solar minima.

Strengthening the link between climate, hydrological and species distribution modeling to assess the impacts of climate change on freshwater biodiversity

To understand the resilience of aquatic ecosystems to environmental change, it is important to determine how multiple, related environmental factors, such as near-surface air temperature and river flow, will change during the next century. This study develops a novel methodology that combines statistical downscaling and fish species distribution modeling, to enhance the understanding of how global climate changes (modeled by global climate models at coarse-resolution) may affect local riverine fish diversity. The novelty of this work is the downscaling framework developed to provide suitable future projections of fish habitat descriptors, focusing particularly on the hydrology which has been rarely considered in previous studies. The proposed modeling framework was developed and tested in a major European system, the Adour-Garonne river basin (SW France, 116,000 km(2)), which covers distinct hydrological and thermal regions from the Pyrenees to the Atlantic coast. The simulations suggest that, by 2100, the mean annual stream flow is projected to decrease by approximately 15% and temperature to increase by approximately 1.2 °C, on average. As consequence, the majority of cool- and warm-water fish species is projected to expand their geographical range within the basin while the few cold-water species will experience a reduction in their distribution. The limitations and potential benefits of the proposed modeling approach are discussed. Copyright © 2012 Elsevier B.V. All rights reserved.