813 resultados para Time-varying covariance matrices


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Fuzzy logic has been applied to control traffic at road junctions. A simple controller with one fixed rule-set is inadequate to minimise delays when traffic flow rate is time-varying and likely to span a wide range. To achieve better control, fuzzy rules adapted to the current traffic conditions are used.

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Time-varying bispectra, computed using a classical sliding window short-time Fourier approach, are analyzed for scalp EEG potentials evoked by an auditory stimulus and new observations are presented. A single, short duration tone is presented from the left or the right, direction unknown to the test subject. The subject responds by moving the eyes to the direction of the sound. EEG epochs sampled at 200 Hz for repeated trials are processed between -70 ms and +1200 ms with reference to the stimulus. It is observed that for an ensemble of correctly recognized cases, the best matching timevarying bispectra at (8 Hz, 8Hz) are for PZ-FZ channels and this is also largely the case for grand averages but not for power spectra at 8 Hz. Out of 11 subjects, the only exception for time-varying bispectral match was a subject with family history of Alzheimer’s disease and the difference was in bicoherence, not biphase.

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Theoretical foundations of higher order spectral analysis are revisited to examine the use of time-varying bicoherence on non-stationary signals using a classical short-time Fourier approach. A methodology is developed to apply this to evoked EEG responses where a stimulus-locked time reference is available. Short-time windowed ensembles of the response at the same offset from the reference are considered as ergodic cyclostationary processes within a non-stationary random process. Bicoherence can be estimated reliably with known levels at which it is significantly different from zero and can be tracked as a function of offset from the stimulus. When this methodology is applied to multi-channel EEG, it is possible to obtain information about phase synchronization at different regions of the brain as the neural response develops. The methodology is applied to analyze evoked EEG response to flash visual stimulii to the left and right eye separately. The EEG electrode array is segmented based on bicoherence evolution with time using the mean absolute difference as a measure of dissimilarity. Segment maps confirm the importance of the occipital region in visual processing and demonstrate a link between the frontal and occipital regions during the response. Maps are constructed using bicoherence at bifrequencies that include the alpha band frequency of 8Hz as well as 4 and 20Hz. Differences are observed between responses from the left eye and the right eye, and also between subjects. The methodology shows potential as a neurological functional imaging technique that can be further developed for diagnosis and monitoring using scalp EEG which is less invasive and less expensive than magnetic resonance imaging.

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This paper proposes an online learning control system that uses the strategy of Model Predictive Control (MPC) in a model based locally weighted learning framework. The new approach, named Locally Weighted Learning Model Predictive Control (LWL-MPC), is proposed as a solution to learn to control robotic systems with nonlinear and time varying dynamics. This paper demonstrates the capability of LWL-MPC to perform online learning while controlling the joint trajectories of a low cost, three degree of freedom elastic joint robot. The learning performance is investigated in both an initial learning phase, and when the system dynamics change due to a heavy object added to the tool point. The experiment on the real elastic joint robot is presented and LWL-MPC is shown to successfully learn to control the system with and without the object. The results highlight the capability of the learning control system to accommodate the lack of mechanical consistency and linearity in a low cost robot arm.

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The validity of fatigue protocols involving multi-joint movements, such as stepping, has yet to be clearly defined. Although surface electromyography can monitor the fatigue state of individual muscles, the effects of joint angle and velocity variation on signal parameters are well established. Therefore, the aims of this study were to i) describe sagittal hip and knee kinematics during repetitive stepping ii) identify periods of high inter-trial variability and iii) determine within-test reliability of hip and knee kinematic profiles. A group of healthy men (N = 15) ascended and descended from a knee-high platform wearing a weighted vest (10%BW) for 50 consecutive trials. The hip and knee underwent rapid flexion and extension during step ascent and descent. Variability of hip and knee velocity peaked between 20-40% of the ascent phase and 80-100% of the descent. Significant (p<0.05) reductions in joint range of motion and peak velocity during step ascent were observed, while peak flexion velocity increased during descent. Healthy individuals use complex hip and knee motion to negotiate a knee-high step with kinematic patterns varying across multiple repetitions. These findings have important implications for future studies intending to use repetitive stepping as a fatigue model for the knee extensors and flexors.

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This paper presents an extension to the Rapidly-exploring Random Tree (RRT) algorithm applied to autonomous, drifting underwater vehicles. The proposed algorithm is able to plan paths that guarantee convergence in the presence of time-varying ocean dynamics. The method utilizes 4-Dimensional, ocean model prediction data as an evolving basis for expanding the tree from the start location to the goal. The performance of the proposed method is validated through Monte-Carlo simulations. Results illustrate the importance of the temporal variance in path execution, and demonstrate the convergence guarantee of the proposed methods.

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This paper presents a novel path planning method for minimizing the energy consumption of an autonomous underwater vehicle subjected to time varying ocean disturbances and forecast model uncertainty. The algorithm determines 4-Dimensional path candidates using Nonlinear Robust Model Predictive Control (NRMPC) and solutions optimised using A*-like algorithms. Vehicle performance limits are incorporated into the algorithm with disturbances represented as spatial and temporally varying ocean currents with a bounded uncertainty in their predictions. The proposed algorithm is demonstrated through simulations using a 4-Dimensional, spatially distributed time-series predictive ocean current model. Results show the combined NRMPC and A* approach is capable of generating energy-efficient paths which are resistant to both dynamic disturbances and ocean model uncertainty.

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The unsteady incompressible viscous fluid flow between two parallel infinite disks which are located at a distance h(t*) at time t* has been studied. The upper disk moves towards the lower disk with velocity h'(t*). The lower disk is porous and rotates with angular velocity Omega(t*). A magnetic field B(t*) is applied perpendicular to the two disks. It has been found that the governing Navier-Stokes equations reduce to a set of ordinary differential equations if h(t*), a(t*) and B(t*) vary with time t* in a particular manner, i.e. h(t*) = H(1 - alpha t*)(1/2), Omega(t*) = Omega(0)(1 - alpha t*)(-1), B(t*) = B-0(1 - alpha t*)(-1/2). These ordinary differential equations have been solved numerically using a shooting method. For small Reynolds numbers, analytical solutions have been obtained using a regular perturbation technique. The effects of squeeze Reynolds numbers, Hartmann number and rotation of the disk on the flow pattern, normal force or load and torque have been studied in detail

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A 'pseudo-Bayesian' interpretation of standard errors yields a natural induced smoothing of statistical estimating functions. When applied to rank estimation, the lack of smoothness which prevents standard error estimation is remedied. Efficiency and robustness are preserved, while the smoothed estimation has excellent computational properties. In particular, convergence of the iterative equation for standard error is fast, and standard error calculation becomes asymptotically a one-step procedure. This property also extends to covariance matrix calculation for rank estimates in multi-parameter problems. Examples, and some simple explanations, are given.

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The Gaussian probability closure technique is applied to study the random response of multidegree of freedom stochastically time varying systems under non-Gaussian excitations. Under the assumption that the response, the coefficient and the excitation processes are jointly Gaussian, deterministic equations are derived for the first two response moments. It is further shown that this technique leads to the best Gaussian estimate in a minimum mean square error sense. An example problem is solved which demonstrates the capability of this technique for handling non-linearity, stochastic system parameters and amplitude limited responses in a unified manner. Numerical results obtained through the Gaussian closure technique compare well with the exact solutions.

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The scope of the differential transformation technique, developed earlier for the study of non-linear, time invariant systems, has been extended to the domain of time-varying systems by modifications to the differential transformation laws proposed therein. Equivalence of a class of second-order, non-linear, non-autonomous systems with a linear autonomous model of second order is established through these transformation laws. The feasibility of application of this technique in obtaining the response of such non-linear time-varying systems is discussed.

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Motivated by developments in spacecraft dynamics, the asymptotic behaviour and boundedness of solution of a special class of time varying systems in which each term appears as the sum of a constant and a time varying part, are analysed in this paper. It is not possible to apply standard textbook results to such systems, which are originally in second order. Some of the existing results are reformulated. Four theorems which explore the relations between the asymptotic behaviour/boundedness of the constant coefficient system, obtained by equating the time varying terms to zero, to the corresponding behaviour of the time varying system, are developed. The results show the behaviour of the two systems to be intimately related, provided the solutions of the constant coefficient system approach zero are bounded for large values of time, and the time varying terms are suitably restrained. Two problems are tackled using these theorems.

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The low predictive power of implied volatility in forecasting the subsequently realized volatility is a well-documented empirical puzzle. As suggested by e.g. Feinstein (1989), Jackwerth and Rubinstein (1996), and Bates (1997), we test whether unrealized expectations of jumps in volatility could explain this phenomenon. Our findings show that expectations of infrequently occurring jumps in volatility are indeed priced in implied volatility. This has two important consequences. First, implied volatility is actually expected to exceed realized volatility over long periods of time only to be greatly less than realized volatility during infrequently occurring periods of very high volatility. Second, the slope coefficient in the classic forecasting regression of realized volatility on implied volatility is very sensitive to the discrepancy between ex ante expected and ex post realized jump frequencies. If the in-sample frequency of positive volatility jumps is lower than ex ante assessed by the market, the classic regression test tends to reject the hypothesis of informational efficiency even if markets are informationally effective.

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The present study of the stability of systems governed by a linear multidimensional time-varying equation, which are encountered in spacecraft dynamics, economics, demographics, and biological systems, gives attention the lemma dealing with L(inf) stability of an integral equation that results from the differential equation of the system under consideration. Using the proof of this lemma, the main result on L(inf) stability is derived according; a corollary of the theorem deals with constant coefficient systems perturbed by small periodic terms. (O.C.)