851 resultados para multilocus estimation
Resumo:
The crossflow filtration process differs of the conventional filtration by presenting the circulation flow tangentially to the filtration surface. The conventional mathematical models used to represent the process have some limitations in relation to the identification and generalization of the system behaviour. In this paper, a system based on artificial neural networks is developed to overcome the problems usually found in the conventional mathematical models. More specifically, the developed system uses an artificial neural network that simulates the behaviour of the crossflow filtration process in a robust way. Imprecisions and uncertainties associated with the measurements made on the system are automatically incorporated in the neural approach. Simulation results are presented to justify the validity of the proposed approach. (C) 2007 Elsevier B.V. All rights reserved.
Resumo:
In this study, the innovation approach is used to estimate the measurement total error associated with power system state estimation. This is required because the power system equations are very much correlated with each other and as a consequence part of the measurements errors is masked. For that purpose an index, innovation index (II), which provides the quantity of new information a measurement contains is proposed. A critical measurement is the limit case of a measurement with low II, it has a zero II index and its error is totally masked. In other words, that measurement does not bring any innovation for the gross error test. Using the II of a measurement, the masked gross error by the state estimation is recovered; then the total gross error of that measurement is composed. Instead of the classical normalised measurement residual amplitude, the corresponding normalised composed measurement residual amplitude is used in the gross error detection and identification test, but with m degrees of freedom. The gross error processing turns out to be very simple to implement, requiring only few adaptations to the existing state estimation software. The IEEE-14 bus system is used to validate the proposed gross error detection and identification test.
Resumo:
The aim of this study is to quantify the mass transfer velocity using turbulence parameters from simultaneous measurements of oxygen concentration fields and velocity fields. The surface divergence model was considered in more detail, using data obtained for the lower range of beta (surface divergence). It is shown that the existing models that use the divergence concept furnish good predictions for the transfer velocity also for low values of beta, in the range of this study. Additionally, traditional conceptual models, such as the film model, the penetration-renewal model, and the large eddy model, were tested using the simultaneous information of concentration and velocity fields. It is shown that the film and the surface divergence models predicted the mass transfer velocity for all the range of the equipment Reynolds number used here. The velocity measurements showed viscosity effects close to the surface, which indicates that the surface was contaminated with some surfactant. Considering the results, this contamination can be considered slight for the mass transfer predictions. (C) 2009 American Institute of Chemical Engineers AIChE J, 56: 2005-2017; 2010
Resumo:
Fault resistance is a critical component of electric power systems operation due to its stochastic nature. If not considered, this parameter may interfere in fault analysis studies. This paper presents an iterative fault analysis algorithm for unbalanced three-phase distribution systems that considers a fault resistance estimate. The proposed algorithm is composed by two sub-routines, namely the fault resistance and the bus impedance. The fault resistance sub-routine, based on local fault records, estimates the fault resistance. The bus impedance sub-routine, based on the previously estimated fault resistance, estimates the system voltages and currents. Numeric simulations on the IEEE 37-bus distribution system demonstrate the algorithm`s robustness and potential for offline applications, providing additional fault information to Distribution Operation Centers and enhancing the system restoration process. (C) 2011 Elsevier Ltd. All rights reserved.
Resumo:
This paper considers the optimal linear estimates recursion problem for discrete-time linear systems in its more general formulation. The system is allowed to be in descriptor form, rectangular, time-variant, and with the dynamical and measurement noises correlated. We propose a new expression for the filter recursive equations which presents an interesting simple and symmetric structure. Convergence of the associated Riccati recursion and stability properties of the steady-state filter are provided. (C) 2010 Elsevier Ltd. All rights reserved.
Resumo:
This paper presents a new methodology to estimate unbalanced harmonic distortions in a power system, based on measurements of a limited number of given sites. The algorithm utilizes evolutionary strategies (ES), a development branch of evolutionary algorithms. The problem solving algorithm herein proposed makes use of data from various power quality meters, which can either be synchronized by high technology GPS devices or by using information from a fundamental frequency load flow, what makes the overall power quality monitoring system much less costly. The ES based harmonic estimation model is applied to a 14 bus network to compare its performance to a conventional Monte Carlo approach. It is also applied to a 50 bus subtransmission network in order to compare the three-phase and single-phase approaches as well as the robustness of the proposed method. (C) 2010 Elsevier B.V. All rights reserved.
Resumo:
This paper presents a new methodology to estimate harmonic distortions in a power system, based on measurements of a limited number of given sites. The algorithm utilizes evolutionary strategies (ES), a development branch of evolutionary algorithms. The main advantage in using such a technique relies upon its modeling facilities as well as its potential to solve fairly complex problems. The problem-solving algorithm herein proposed makes use of data from various power-quality (PQ) meters, which can either be synchronized by high technology global positioning system devices or by using information from a fundamental frequency load flow. This second approach makes the overall PQ monitoring system much less costly. The algorithm is applied to an IEEE test network, for which sensitivity analysis is performed to determine how the parameters of the ES can be selected so that the algorithm performs in an effective way. Case studies show fairly promising results and the robustness of the proposed method.
Resumo:
This work examines the effect of weld strength mismatch on fracture toughness measurements defined by J and CTOD fracture parameters using single edge notch bend (SE(B)) specimens. A central objective of the present study is to enlarge on previous developments of J and CTOD estimation procedures for welded bend specimens based upon plastic eta factors (eta) and plastic rotational factors (r (p) ). Very detailed non-linear finite element analyses for plane-strain models of standard SE(B) fracture specimens with a notch located at the center of square groove welds and in the heat affected zone provide the evolution of load with increased crack mouth opening displacement required for the estimation procedure. One key result emerging from the analyses is that levels of weld strength mismatch within the range +/- 20% mismatch do not affect significantly J and CTOD estimation expressions applicable to homogeneous materials, particularly for deeply cracked fracture specimens with relatively large weld grooves. The present study provides additional understanding on the effect of weld strength mismatch on J and CTOD toughness measurements while, at the same time, adding a fairly extensive body of results to determine parameters J and CTOD for different materials using bend specimens with varying geometries and mismatch levels.
Resumo:
In this paper, 2 different approaches for estimating the directional wave spectrum based on a vessel`s 1st-order motions are discussed, and their predictions are compared to those provided by a wave buoy. The real-scale data were obtained in an extensive monitoring campaign based on an FPSO unit operating at Campos Basin, Brazil. Data included vessel motions, heading and tank loadings. Wave field information was obtained by means of a heave-pitch-roll buoy installed in the vicinity of the unit. `two of the methods most widely used for this kind of analysis are considered, one based on Bayesian statistical inference, the other consisting of a parametrical representation of the wave spectrum. The performance of both methods is compared, and their sensitivity to input parameters is discussed. This analysis complements a set of previous validations based on numerical and towing-tank results and allows for a preliminary evaluation of reliability when applying the methodology at full scale.
Distributed Estimation Over an Adaptive Incremental Network Based on the Affine Projection Algorithm
Resumo:
We study the problem of distributed estimation based on the affine projection algorithm (APA), which is developed from Newton`s method for minimizing a cost function. The proposed solution is formulated to ameliorate the limited convergence properties of least-mean-square (LMS) type distributed adaptive filters with colored inputs. The analysis of transient and steady-state performances at each individual node within the network is developed by using a weighted spatial-temporal energy conservation relation and confirmed by computer simulations. The simulation results also verify that the proposed algorithm provides not only a faster convergence rate but also an improved steady-state performance as compared to an LMS-based scheme. In addition, the new approach attains an acceptable misadjustment performance with lower computational and memory cost, provided the number of regressor vectors and filter length parameters are appropriately chosen, as compared to a distributed recursive-least-squares (RLS) based method.
Resumo:
We derive the Cramer-Rao Lower Bound (CRLB) for the estimation of initial conditions of noise-embedded orbits produced by general one-dimensional maps. We relate this bound`s asymptotic behavior to the attractor`s Lyapunov number and show numerical examples. These results pave the way for more suitable choices for the chaotic signal generator in some chaotic digital communication systems. (c) 2006 Published by Elsevier Ltd.
Resumo:
This work aims at proposing the use of the evolutionary computation methodology in order to jointly solve the multiuser channel estimation (MuChE) and detection problems at its maximum-likelihood, both related to the direct sequence code division multiple access (DS/CDMA). The effectiveness of the proposed heuristic approach is proven by comparing performance and complexity merit figures with that obtained by traditional methods found in literature. Simulation results considering genetic algorithm (GA) applied to multipath, DS/CDMA and MuChE and multi-user detection (MuD) show that the proposed genetic algorithm multi-user channel estimation (GAMuChE) yields a normalized mean square error estimation (nMSE) inferior to 11%, under slowly varying multipath fading channels, large range of Doppler frequencies and medium system load, it exhibits lower complexity when compared to both maximum likelihood multi-user channel estimation (MLMuChE) and gradient descent method (GrdDsc). A near-optimum multi-user detector (MuD) based on the genetic algorithm (GAMuD), also proposed in this work, provides a significant reduction in the computational complexity when compared to the optimum multi-user detector (OMuD). In addition, the complexity of the GAMuChE and GAMuD algorithms were (jointly) analyzed in terms of number of operations necessary to reach the convergence, and compared to other jointly MuChE and MuD strategies. The joint GAMuChE-GAMuD scheme can be regarded as a promising alternative for implementing third-generation (3G) and fourth-generation (4G) wireless systems in the near future. Copyright (C) 2010 John Wiley & Sons, Ltd.
Resumo:
Asymmetric discrete triangular distributions are introduced in order to extend the symmetric ones serving for discrete associated kernels in the nonparametric estimation for discrete functions. The extension from one to two orders around the mode provides a large family of discrete distributions having a finite support. Establishing a bridge between Dirac and discrete uniform distributions, some different shapes are also obtained and their properties are investigated. In particular, the mean and variance are pointed out. Applications to discrete kernel estimators are given with a solution to a boundary bias problem. (C) 2010 Elsevier B.V. All rights reserved.
Resumo:
The zero-inflated negative binomial model is used to account for overdispersion detected in data that are initially analyzed under the zero-Inflated Poisson model A frequentist analysis a jackknife estimator and a non-parametric bootstrap for parameter estimation of zero-inflated negative binomial regression models are considered In addition an EM-type algorithm is developed for performing maximum likelihood estimation Then the appropriate matrices for assessing local influence on the parameter estimates under different perturbation schemes and some ways to perform global influence analysis are derived In order to study departures from the error assumption as well as the presence of outliers residual analysis based on the standardized Pearson residuals is discussed The relevance of the approach is illustrated with a real data set where It is shown that zero-inflated negative binomial regression models seems to fit the data better than the Poisson counterpart (C) 2010 Elsevier B V All rights reserved
Resumo:
In this study, regression models are evaluated for grouped survival data when the effect of censoring time is considered in the model and the regression structure is modeled through four link functions. The methodology for grouped survival data is based on life tables, and the times are grouped in k intervals so that ties are eliminated. Thus, the data modeling is performed by considering the discrete models of lifetime regression. The model parameters are estimated by using the maximum likelihood and jackknife methods. To detect influential observations in the proposed models, diagnostic measures based on case deletion, which are denominated global influence, and influence measures based on small perturbations in the data or in the model, referred to as local influence, are used. In addition to those measures, the local influence and the total influential estimate are also employed. Various simulation studies are performed and compared to the performance of the four link functions of the regression models for grouped survival data for different parameter settings, sample sizes and numbers of intervals. Finally, a data set is analyzed by using the proposed regression models. (C) 2010 Elsevier B.V. All rights reserved.