Phase voltage control and filtering in a converter-fed single-phase customer-end system of the LVDC distribution network

In recent years, the network vulnerability to natural hazards has been noticed. Moreover, operating on the limits of the network transmission capabilities have resulted in major outages during the past decade. One of the reasons for operating on these limits is that the network has become outdated. Therefore, new technical solutions are studied that could provide more reliable and more energy efficient power distributionand also a better profitability for the network owner. It is the development and price of power electronics that have made the DC distribution an attractive alternative again. In this doctoral thesis, one type of a low-voltage DC distribution system is investigated. Morespecifically, it is studied which current technological solutions, used at the customer-end, could provide better power quality for the customer when compared with the current system. To study the effect of a DC network on the customer-end power quality, a bipolar DC network model is derived. The model can also be used to identify the supply parameters when the V/kW ratio is approximately known. Although the model provides knowledge of the average behavior, it is shown that the instantaneous DC voltage ripple should be limited. The guidelines to choose an appropriate capacitance value for the capacitor located at the input DC terminals of the customer-end are given. Also the structure of the customer-end is considered. A comparison between the most common solutions is made based on their cost, energy efficiency, and reliability. In the comparison, special attention is paid to the passive filtering solutions since the filter is considered a crucial element when the lifetime expenses are determined. It is found out that the filter topology most commonly used today, namely the LC filter, does not provide economical advantage over the hybrid filter structure. Finally, some of the typical control system solutions are introduced and their shortcomings are presented. As a solution to the customer-end voltage regulation problem, an observer-based control scheme is proposed. It is shown how different control system structures affect the performance. The performance meeting the requirements is achieved by using only one output measurement, when operating in a rigid network. Similar performance can be achieved in a weak grid by DC voltage measurement. An additional improvement can be achieved when an adaptive gain scheduling-based control is introduced. As a conclusion, the final power quality is determined by a sum of various factors, and the thesis provides the guidelines for designing the system that improves the power quality experienced by the customer.

Adaptive Markov chain Monte Carlo and Bayesian filtering for state space models

This thesis is concerned with the state and parameter estimation in state space models. The estimation of states and parameters is an important task when mathematical modeling is applied to many different application areas such as the global positioning systems, target tracking, navigation, brain imaging, spread of infectious diseases, biological processes, telecommunications, audio signal processing, stochastic optimal control, machine learning, and physical systems. In Bayesian settings, the estimation of states or parameters amounts to computation of the posterior probability density function. Except for a very restricted number of models, it is impossible to compute this density function in a closed form. Hence, we need approximation methods. A state estimation problem involves estimating the states (latent variables) that are not directly observed in the output of the system. In this thesis, we use the Kalman filter, extended Kalman filter, Gauss–Hermite filters, and particle filters to estimate the states based on available measurements. Among these filters, particle filters are numerical methods for approximating the filtering distributions of non-linear non-Gaussian state space models via Monte Carlo. The performance of a particle filter heavily depends on the chosen importance distribution. For instance, inappropriate choice of the importance distribution can lead to the failure of convergence of the particle filter algorithm. In this thesis, we analyze the theoretical Lᵖ particle filter convergence with general importance distributions, where p ≥2 is an integer. A parameter estimation problem is considered with inferring the model parameters from measurements. For high-dimensional complex models, estimation of parameters can be done by Markov chain Monte Carlo (MCMC) methods. In its operation, the MCMC method requires the unnormalized posterior distribution of the parameters and a proposal distribution. In this thesis, we show how the posterior density function of the parameters of a state space model can be computed by filtering based methods, where the states are integrated out. This type of computation is then applied to estimate parameters of stochastic differential equations. Furthermore, we compute the partial derivatives of the log-posterior density function and use the hybrid Monte Carlo and scaled conjugate gradient methods to infer the parameters of stochastic differential equations. The computational efficiency of MCMC methods is highly depend on the chosen proposal distribution. A commonly used proposal distribution is Gaussian. In this kind of proposal, the covariance matrix must be well tuned. To tune it, adaptive MCMC methods can be used. In this thesis, we propose a new way of updating the covariance matrix using the variational Bayesian adaptive Kalman filter algorithm.

A novel polar-based human face recognition computational model

Motivated by a recently proposed biologically inspired face recognition approach, we investigated the relation between human behavior and a computational model based on Fourier-Bessel (FB) spatial patterns. We measured human recognition performance of FB filtered face images using an 8-alternative forced-choice method. Test stimuli were generated by converting the images from the spatial to the FB domain, filtering the resulting coefficients with a band-pass filter, and finally taking the inverse FB transformation of the filtered coefficients. The performance of the computational models was tested using a simulation of the psychophysical experiment. In the FB model, face images were first filtered by simulated V1- type neurons and later analyzed globally for their content of FB components. In general, there was a higher human contrast sensitivity to radially than to angularly filtered images, but both functions peaked at the 11.3-16 frequency interval. The FB-based model presented similar behavior with regard to peak position and relative sensitivity, but had a wider frequency band width and a narrower response range. The response pattern of two alternative models, based on local FB analysis and on raw luminance, strongly diverged from the human behavior patterns. These results suggest that human performance can be constrained by the type of information conveyed by polar patterns, and consequently that humans might use FB-like spatial patterns in face processing.

Variational Ensemble Kalman Filtering in Hydrology

The current thesis manuscript studies the suitability of a recent data assimilation method, the Variational Ensemble Kalman Filter (VEnKF), to real-life fluid dynamic problems in hydrology. VEnKF combines a variational formulation of the data assimilation problem based on minimizing an energy functional with an Ensemble Kalman filter approximation to the Hessian matrix that also serves as an approximation to the inverse of the error covariance matrix. One of the significant features of VEnKF is the very frequent re-sampling of the ensemble: resampling is done at every observation step. This unusual feature is further exacerbated by observation interpolation that is seen beneficial for numerical stability. In this case the ensemble is resampled every time step of the numerical model. VEnKF is implemented in several configurations to data from a real laboratory-scale dam break problem modelled with the shallow water equations. It is also tried in a two-layer Quasi- Geostrophic atmospheric flow problem. In both cases VEnKF proves to be an efficient and accurate data assimilation method that renders the analysis more realistic than the numerical model alone. It also proves to be robust against filter instability by its adaptive nature.

FEATURE SELECTION AND COMPARISON OF TWO NAÏVE BAYES CLASSIFICATION METHODS IN THE CONTEXT OF SPAM FILTERING

Treating e-mail filtering as a binary text classification problem, researchers have applied several statistical learning algorithms to email corpora with promising results. This paper examines the performance of a Naive Bayes classifier using different approaches to feature selection and tokenization on different email corpora

A singular vector perspective of 4D-Var: Filtering and interpolation

Four-dimensional variational data assimilation (4D-Var) combines the information from a time sequence of observations with the model dynamics and a background state to produce an analysis. In this paper, a new mathematical insight into the behaviour of 4D-Var is gained from an extension of concepts that are used to assess the qualitative information content of observations in satellite retrievals. It is shown that the 4D-Var analysis increments can be written as a linear combination of the singular vectors of a matrix which is a function of both the observational and the forecast model systems. This formulation is used to consider the filtering and interpolating aspects of 4D-Var using idealized case-studies based on a simple model of baroclinic instability. The results of the 4D-Var case-studies exhibit the reconstruction of the state in unobserved regions as a consequence of the interpolation of observations through time. The results also exhibit the filtering of components with small spatial scales that correspond to noise, and the filtering of structures in unobserved regions. The singular vector perspective gives a very clear view of this filtering and interpolating by the 4D-Var algorithm and shows that the appropriate specification of the a priori statistics is vital to extract the largest possible amount of useful information from the observations. Copyright © 2005 Royal Meteorological Society

Comparison of subspace and ARX models of a waveguide's terahertz transient response after optimal wavelet filtering

A quasi-optical deembedding technique for characterizing waveguides is demonstrated using wide-band time-resolved terahertz spectroscopy. A transfer function representation is adopted for the description of the signal in the input and output port of the waveguides. The time-domain responses were discretized and the waveguide transfer function was obtained through a parametric approach in the z-domain after describing the system with an AutoRegressive with eXogenous input (ARX), as well as with a state-space model. Prior to the identification procedure, filtering was performed in the wavelet domain to minimize both signal distortion, as well as the noise propagating in the ARX and subspace models. The optimal filtering procedure used in the wavelet domain for the recorded time-domain signatures is described in detail. The effect of filtering prior to the identification procedures is elucidated with the aid of pole-zero diagrams. Models derived from measurements of terahertz transients in a precision WR-8 waveguide adjustable short are presented.

A spectral performance model for the High Resolution Dynamics Limb Sounder (6-18µm)

A spectral performance model, designed to simulate the system spectral throughput for each of the 21 channels in the HIRDLS radiometer, is described. This model uses the measured spectral characteristics of each of the components in the optical train, appropriately corrected for their optical environment, to determine the end-to-end spectral throughput profile for each channel. This profile is then combined with the predicted thermal emission from the atmosphere, arising from the height of interest, to establish an in-band (wanted) to out-of-band (unwanted) radiance ratio. The results from the use of the model demonstrate that the instrument level radiometric requirements for the instrument will be achieved. The optical arrangement and spectral design requirements for filtering in the HIRDLS instrument are described together with a presentation of the performance achieved for the complete set of manufactured filters. Compliance of the predicted passband throughput model to the spectral positioning requi rements of the instrument is also demonstrated.

Neurofuzzy control using Kalman filtering state feedback with coloured noise for unknown non-linear processes

This paper presents a controller design scheme for a priori unknown non-linear dynamical processes that are identified via an operating point neurofuzzy system from process data. Based on a neurofuzzy design and model construction algorithm (NeuDec) for a non-linear dynamical process, a neurofuzzy state-space model of controllable form is initially constructed. The control scheme based on closed-loop pole assignment is then utilized to ensure the time invariance and linearization of the state equations so that the system stability can be guaranteed under some mild assumptions, even in the presence of modelling error. The proposed approach requires a known state vector for the application of pole assignment state feedback. For this purpose, a generalized Kalman filtering algorithm with coloured noise is developed on the basis of the neurofuzzy state-space model to obtain an optimal state vector estimation. The derived controller is applied in typical output tracking problems by minimizing the tracking error. Simulation examples are included to demonstrate the operation and effectiveness of the new approach.

Advances in sequential data assimilation and numerical weather forecasting: an Ensemble Transform Kalman-Bucy Filter, a study on clustering in deterministic Ensemble Square Root Filters, and a test of a new time stepping scheme in an atmospheric model

This dissertation deals with aspects of sequential data assimilation (in particular ensemble Kalman filtering) and numerical weather forecasting. In the first part, the recently formulated Ensemble Kalman-Bucy (EnKBF) filter is revisited. It is shown that the previously used numerical integration scheme fails when the magnitude of the background error covariance grows beyond that of the observational error covariance in the forecast window. Therefore, we present a suitable integration scheme that handles the stiffening of the differential equations involved and doesn’t represent further computational expense. Moreover, a transform-based alternative to the EnKBF is developed: under this scheme, the operations are performed in the ensemble space instead of in the state space. Advantages of this formulation are explained. For the first time, the EnKBF is implemented in an atmospheric model. The second part of this work deals with ensemble clustering, a phenomenon that arises when performing data assimilation using of deterministic ensemble square root filters in highly nonlinear forecast models. Namely, an M-member ensemble detaches into an outlier and a cluster of M-1 members. Previous works may suggest that this issue represents a failure of EnSRFs; this work dispels that notion. It is shown that ensemble clustering can be reverted also due to nonlinear processes, in particular the alternation between nonlinear expansion and compression of the ensemble for different regions of the attractor. Some EnSRFs that use random rotations have been developed to overcome this issue; these formulations are analyzed and their advantages and disadvantages with respect to common EnSRFs are discussed. The third and last part contains the implementation of the Robert-Asselin-Williams (RAW) filter in an atmospheric model. The RAW filter is an improvement to the widely popular Robert-Asselin filter that successfully suppresses spurious computational waves while avoiding any distortion in the mean value of the function. Using statistical significance tests both at the local and field level, it is shown that the climatology of the SPEEDY model is not modified by the changed time stepping scheme; hence, no retuning of the parameterizations is required. It is found the accuracy of the medium-term forecasts is increased by using the RAW filter.

Influence of the Antarctic ozone hole on the polar mesopause region as simulated by the Canadian Middle Atmosphere Model

It is well established that variations in polar stratospheric winds can affect mesospheric temperatures through changes in the filtering of gravity wave fluxes, which drive a residual circulation in the mesosphere. The Canadian Middle Atmosphere Model(CMAM) is used to examine this vertical coupling mechanism in the context of the mesospheric response to the Antarctic ozone hole. It is found that the response differs significantly between late spring and early summer, because of a changing balance between the competing effects of parametrised gravity wavedrag (GWD)and changes in resolved wave drag local to the mesosphere. In late spring, the strengthened stratospheric westerlies arising from the ozone hole lead to reduced eastward GWD in the mesosphere and a warming of the polar mesosphere, just as in the well known mesospheric response to sudden stratospheric warmings, but with an opposite sign.In early summer, with easterly flow revailing over most of the polar stratosphere,the strengthened easterly wind shear within the mesosphere arising from the west ward GWD anomaly induces a positive resolved wave drag anomaly through baroclinic instability. The polar cooling induced by this process completely dominates the upper mesospheric response to the ozone hole in early summer. Consequences for the past and future evolution of noctilucent clouds are discussed

Model estimation of cerebral hemodynamics between blood flow and volume changes: A data-based modeling approach

It is well known that there is a dynamic relationship between cerebral blood flow (CBF) and cerebral blood volume (CBV). With increasing applications of functional MRI, where the blood oxygen-level-dependent signals are recorded, the understanding and accurate modeling of the hemodynamic relationship between CBF and CBV becomes increasingly important. This study presents an empirical and data-based modeling framework for model identification from CBF and CBV experimental data. It is shown that the relationship between the changes in CBF and CBV can be described using a parsimonious autoregressive with exogenous input model structure. It is observed that neither the ordinary least-squares (LS) method nor the classical total least-squares (TLS) method can produce accurate estimates from the original noisy CBF and CBV data. A regularized total least-squares (RTLS) method is thus introduced and extended to solve such an error-in-the-variables problem. Quantitative results show that the RTLS method works very well on the noisy CBF and CBV data. Finally, a combination of RTLS with a filtering method can lead to a parsimonious but very effective model that can characterize the relationship between the changes in CBF and CBV.

Multi-attribute collaborative filtering recommendation based on improved group decision-making

Currently researchers in the field of personalized recommendations bear little consideration on users' interest differences in resource attributes although resource attribute is usually one of the most important factors in determining user preferences. To solve this problem, the paper builds an evaluation model of user interest based on resource multi-attributes, proposes a modified Pearson-Compatibility multi-attribute group decision-making algorithm, and introduces an algorithm to solve the recommendation problem of k-neighbor similar users. Considering the characteristics of collaborative filtering recommendation, the paper addresses the issues on the preference differences of similar users, incomplete values, and advanced converge of the algorithm. Thus the paper realizes multi-attribute collaborative filtering. Finally, the effectiveness of the algorithm is proved by an experiment of collaborative recommendation among multi-users based on virtual environment. The experimental results show that the algorithm has a high accuracy on predicting target users' attribute preferences and has a strong anti-interference ability on deviation and incomplete values.

Aspects of particle filtering in high-dimensional spaces

Nonlinear data assimilation is high on the agenda in all fields of the geosciences as with ever increasing model resolution and inclusion of more physical (biological etc.) processes, and more complex observation operators the data-assimilation problem becomes more and more nonlinear. The suitability of particle filters to solve the nonlinear data assimilation problem in high-dimensional geophysical problems will be discussed. Several existing and new schemes will be presented and it is shown that at least one of them, the Equivalent-Weights Particle Filter, does indeed beat the curse of dimensionality and provides a way forward to solve the problem of nonlinear data assimilation in high-dimensional systems.

Simulation-based smoothing and filtering in factor stochastic volatility models : two econometric applications

In this article we use factor models to describe a certain class of covariance structure for financiaI time series models. More specifical1y, we concentrate on situations where the factor variances are modeled by a multivariate stochastic volatility structure. We build on previous work by allowing the factor loadings, in the factor mo deI structure, to have a time-varying structure and to capture changes in asset weights over time motivated by applications with multi pIe time series of daily exchange rates. We explore and discuss potential extensions to the models exposed here in the prediction area. This discussion leads to open issues on real time implementation and natural model comparisons.