992 resultados para parameter uncertainty
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This paper illustrates robust fixed order power oscillation damper design for mitigating power systems oscillations. From implementation and tuning point of view, such low and fixed structure is common practice for most practical applications, including power systems. However, conventional techniques of optimal and robust control theory cannot handle the constraint of fixed-order as it is, in general, impossible to ensure a target closed-loop transfer function by a controller of any given order. This paper deals with the problem of synthesizing or designing a feedback controller of dynamic order for a linear time-invariant plant for a fixed plant, as well as for an uncertain family of plants containing parameter uncertainty, so that stability, robust stability and robust performance are attained. The desired closed-loop specifications considered here are given in terms of a target performance vector representing a desired closed-loop design. The performance of the designed controller is validated through non-linear simulations for a range of contingencies.
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This paper deals with constrained image-based visual servoing of circular and conical spiral motion about an unknown object approximating a single image point feature. Effective visual control of such trajectories has many applications for small unmanned aerial vehicles, including surveillance and inspection, forced landing (homing), and collision avoidance. A spherical camera model is used to derive a novel visual-predictive controller (VPC) using stability-based design methods for general nonlinear model-predictive control. In particular, a quasi-infinite horizon visual-predictive control scheme is derived. A terminal region, which is used as a constraint in the controller structure, can be used to guide appropriate reference image features for spiral tracking with respect to nominal stability and feasibility. Robustness properties are also discussed with respect to parameter uncertainty and additive noise. A comparison with competing visual-predictive control schemes is made, and some experimental results using a small quad rotor platform are given.
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The basic requirement for an autopilot is fast response and minimum steady state error for better guidance performance. The highly nonlinear nature of the missile dynamics due to the severe kinematic and inertial coupling of the missile airframe as well as the aerodynamics has been a challenge for an autopilot that is required to have satisfactory performance for all flight conditions in probable engagements. Dynamic inversion is very popular nonlinear controller for this kind of scenario. But the drawback of this controller is that it is sensitive to parameter perturbation. To overcome this problem, neural network has been used to capture the parameter uncertainty on line. The choice of basis function plays the major role in capturing the unknown dynamics. Here in this paper, many basis function has been studied for approximation of unknown dynamics. Cosine basis function has yield the best response compared to any other basis function for capturing the unknown dynamics. Neural network with Cosine basis function has improved the autopilot performance as well as robustness compared to Dynamic inversion without Neural network.
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The estimation of water and solute transit times in catchments is crucial for predicting the response of hydrosystems to external forcings (climatic or anthropogenic). The hydrogeochemical signatures of tracers (either natural or anthropogenic) in streams have been widely used to estimate transit times in catchments as they integrate the various processes at stake. However, most of these tracers are well suited for catchments with mean transit times lower than about 4-5 years. Since the second half of the 20th century, the intensification of agriculture led to a general increase of the nitrogen load in rivers. As nitrate is mainly transported by groundwater in agricultural catchments, this signal can be used to estimate transit times greater than several years, even if nitrate is not a conservative tracer. Conceptual hydrological models can be used to estimate catchment transit times provided their consistency is demonstrated, based on their ability to simulate the stream chemical signatures at various time scales and catchment internal processes such as N storage in groundwater. The objective of this study was to assess if a conceptual lumped model was able to simulate the observed patterns of nitrogen concentration, at various time scales, from seasonal to pluriannual and thus if it was relevant to estimate the nitrogen transit times in headwater catchments. A conceptual lumped model, representing shallow groundwater flow as two parallel linear stores with double porosity, and riparian processes by a constant nitrogen removal function, was applied on two paired agricultural catchments which belong to the Research Observatory ORE AgrHys. The Global Likelihood Uncertainty Estimation (GLUE) approach was used to estimate parameter values and uncertainties. The model performance was assessed on (i) its ability to simulate the contrasted patterns of stream flow and stream nitrate concentrations at seasonal and inter-annual time scales, (ii) its ability to simulate the patterns observed in groundwater at the same temporal scales, and (iii) the consistency of long-term simulations using the calibrated model and the general pattern of the nitrate concentration increase in the region since the beginning of the intensification of agriculture in the 1960s. The simulated nitrate transit times were found more sensitive to climate variability than to parameter uncertainty, and average values were found to be consistent with results from others studies in the same region involving modeling and groundwater dating. This study shows that a simple model can be used to simulate the main dynamics of nitrogen in an intensively polluted catchment and then be used to estimate the transit times of these pollutants in the system which is crucial to guide mitigation plans design and assessment. (C) 2015 Elsevier B.V. All rights reserved.
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In this work, the hypothesis testing problem of spectrum sensing in a cognitive radio is formulated as a Goodness-of-fit test against the general class of noise distributions used in most communications-related applications. A simple, general, and powerful spectrum sensing technique based on the number of weighted zero-crossings in the observations is proposed. For the cases of uniform and exponential weights, an expression for computing the near-optimal detection threshold that meets a given false alarm probability constraint is obtained. The proposed detector is shown to be robust to two commonly encountered types of noise uncertainties, namely, the noise model uncertainty, where the PDF of the noise process is not completely known, and the noise parameter uncertainty, where the parameters associated with the noise PDF are either partially or completely unknown. Simulation results validate our analysis, and illustrate the performance benefits of the proposed technique relative to existing methods, especially in the low SNR regime and in the presence of noise uncertainties.
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A Bayesian probabilistic methodology for on-line structural health monitoring which addresses the issue of parameter uncertainty inherent in problem is presented. The method uses modal parameters for a limited number of modes identified from measurements taken at a restricted number of degrees of freedom of a structure as the measured structural data. The application presented uses a linear structural model whose stiffness matrix is parameterized to develop a class of possible models. Within the Bayesian framework, a joint probability density function (PDF) for the model stiffness parameters given the measured modal data is determined. Using this PDF, the marginal PDF of the stiffness parameter for each substructure given the data can be calculated.
Monitoring the health of a structure using these marginal PDFs involves two steps. First, the marginal PDF for each model parameter given modal data from the undamaged structure is found. The structure is then periodically monitored and updated marginal PDFs are determined. A measure of the difference between the calibrated and current marginal PDFs is used as a means to characterize the health of the structure. A procedure for interpreting the measure for use by an expert system in on-line monitoring is also introduced.
The probabilistic framework is developed in order to address the model parameter uncertainty issue inherent in the health monitoring problem. To illustrate this issue, consider a very simplified deterministic structural health monitoring method. In such an approach, the model parameters which minimize an error measure between the measured and model modal values would be used as the "best" model of the structure. Changes between the model parameters identified using modal data from the undamaged structure and subsequent modal data would be used to find the existence, location and degree of damage. Due to measurement noise, limited modal information, and model error, the "best" model parameters might vary from one modal dataset to the next without any damage present in the structure. Thus, difficulties would arise in separating normal variations in the identified model parameters based on limitations of the identification method and variations due to true change in the structure. The Bayesian framework described in this work provides a means to handle this parametric uncertainty.
The probabilistic health monitoring method is applied to simulated data and laboratory data. The results of these tests are presented.
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Fish bioenergetics models estimate relationships between energy budgets and environmental and physiological variables. This study presents a generic rockfish (Sebastes) bioenergetics model and estimates energy consumption by northern California blue rockf ish (S. mystinus) under average (baseline) and El Niño conditions. Compared to males, female S. mystinus required more energy because they were larger and had greater reproductive costs. When El Niño conditions (warmer temperatures; lower growth, condition, and fecundity) were experienced every 3−7 years, energy consumption decreased on an individual and a per-recruit basis in relation to baseline conditions, but the decrease was minor (<4% at the individual scale, <7% at the per-recruit scale) compared to decreases in female egg production (12−19% at the individual scale, 15−23% at the per-recruit scale). When mortality in per-recruit models was increased by adding fishing, energy consumption in El Niño models grew more similar to that seen in the baseline model. However, egg production decreased significantly — an effect exacerbated by the frequency of El Niño events. Sensitivity analyses showed that energy consumption estimates were most sensitive to respiration parameters, energy density, and female fecundity, and that estimated consumption increased as parameter uncertainty increased. This model provides a means of understanding rockfish trophic ecology in the context of community structure and environmental change by synthesizing metabolic, demographic, and environmental information. Future research should focus on acquiring such information so that models like the bioenergetics model can be used to estimate the effect of climate change, community shifts, and different harvesting strategies on rockfish energy demands.
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Uma das tarefas mais desafiadoras do engenheiro na área da Geotecnia é a escolha dos valores de parâmetros geotécnicos obtidos de ensaios de campo ou laboratório e que serão utilizados nos modelos analíticos ou numéricos na fase de projeto de fundações. Diante das incertezas inerentes aos ensaios de SPT e da heterogeneidade de abordagens para a utilização dos valores de NSPT, é proposta neste estudo, a aplicação de um critério estatístico para obtenção de valores de NSPT, a partir da construção de intervalos de confiança de 95% de probabilidade em torno da reta ajustada de regressão linear simples entre a variável aleatória NSPT e a profundidade. Os valores obtidos de NSPT pelo critério aplicado foram utilizados na previsão da capacidade de carga de 19 estacas isoladas a partir da utilização de três métodos semi-empíricos: Aoki-Velloso (1975) com coeficientes alterados por Monteiro (1997), Décourt & Quaresma (1978) alterado pelo método de Décourt (1996) e Método de Alonso (1996). As cargas de ruptura dessas 19 estacas ensaiadas através de Provas de Carga Estática foram obtidas pelos métodos de extrapolação de Van Der Veen (1953) e Décourt (1996) e serviram para comparação e consequente validação do critério estatístico. Adicionalmente, com fulcro no item 6.2.1.2.1 da ABNT NBR 6122:2010 Resistência calculada por método semi-empírico, foram avaliados os fatores de segurança em relação às cargas de projeto, inclusive, também se utilizando da premissa de reconhecimento de regiões representativas, levando em conta o número de ensaios de SPT executados, fato que promove uma diminuição da incerteza dos parâmetros, apontando a um menor fator de segurança. A dissertação enfatiza as vantagens de um adequado tratamento estatístico dos parâmetros geotécnicos, a exemplo da recomendação já existente nas normas internacionais como Eurocódigo e outras. O critério construído permite e encoraja análises e decisões racionais no universo das partes interessadas consumidores, projetistas, fiscais de obras, contratantes e comunidade científica promovendo as discussões de forma mais objetiva e harmoniosa sobre o tema.
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Dynamic systems which undergo rapid motion can excite natural frequencies that lead to residual vibration at the end of motion. This work presents a method to shape force profiles that reduce excitation energy at the natural frequencies in order to reduce residual vibration for fast moves. Such profiles are developed using a ramped sinusoid function and its harmonics, choosing coefficients to reduce spectral energy at the natural frequencies of the system. To improve robustness with respect to parameter uncertainty, spectral energy is reduced for a range of frequencies surrounding the nominal natural frequency. An additional set of versine profiles are also constructed to permit motion at constant speed for velocity-limited systems. These shaped force profiles are incorporated into a simple closed-loop system with position and velocity feedback. The force input is doubly integrated to generate a shaped position reference for the controller to follow. This control scheme is evaluated on the MIT Cartesian Robot. The shaped inputs generate motions with minimum residual vibration when actuator saturation is avoided. Feedback control compensates for the effect of friction Using only a knowledge of the natural frequencies of the system to shape the force inputs, vibration can also be attenuated in modes which vibrate in directions other than the motion direction. When moving several axes, the use of shaped inputs allows minimum residual vibration even when the natural frequencies are dynamically changing by a limited amount.
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Control of machines that exhibit flexibility becomes important when designers attempt to push the state of the art with faster, lighter machines. Three steps are necessary for the control of a flexible planet. First, a good model of the plant must exist. Second, a good controller must be designed. Third, inputs to the controller must be constructed using knowledge of the system dynamic response. There is a great deal of literature pertaining to modeling and control but little dealing with the shaping of system inputs. Chapter 2 examines two input shaping techniques based on frequency domain analysis. The first involves the use of the first deriviate of a gaussian exponential as a driving function template. The second, acasual filtering, involves removal of energy from the driving functions at the resonant frequencies of the system. Chapter 3 presents a linear programming technique for generating vibration-reducing driving functions for systems. Chapter 4 extends the results of the previous chapter by developing a direct solution to the new class of driving functions. A detailed analysis of the new technique is presented from five different perspectives and several extensions are presented. Chapter 5 verifies the theories of the previous two chapters with hardware experiments. Because the new technique resembles common signal filtering, chapter 6 compares the new approach to eleven standard filters. The new technique will be shown to result in less residual vibrations, have better robustness to system parameter uncertainty, and require less computation than other currently used shaping techniques.
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This article discusses the identification of nonlinear dynamic systems using multi-layer perceptrons (MLPs). It focuses on both structure uncertainty and parameter uncertainty, which have been widely explored in the literature of nonlinear system identification. The main contribution is that an integrated analytic framework is proposed for automated neural network structure selection, parameter identification and hysteresis network switching with guaranteed neural identification performance. First, an automated network structure selection procedure is proposed within a fixed time interval for a given network construction criterion. Then, the network parameter updating algorithm is proposed with guaranteed bounded identification error. To cope with structure uncertainty, a hysteresis strategy is proposed to enable neural identifier switching with guaranteed network performance along the switching process. Both theoretic analysis and a simulation example show the efficacy of the proposed method.
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Background: Selection bias in HIV prevalence estimates occurs if non-participation in testing is correlated with HIV status. Longitudinal data suggests that individuals who know or suspect they are HIV positive are less likely to participate in testing in HIV surveys, in which case methods to correct for missing data which are based on imputation and observed characteristics will produce biased results. Methods: The identity of the HIV survey interviewer is typically associated with HIV testing participation, but is unlikely to be correlated with HIV status. Interviewer identity can thus be used as a selection variable allowing estimation of Heckman-type selection models. These models produce asymptotically unbiased HIV prevalence estimates, even when non-participation is correlated with unobserved characteristics, such as knowledge of HIV status. We introduce a new random effects method to these selection models which overcomes non-convergence caused by collinearity, small sample bias, and incorrect inference in existing approaches. Our method is easy to implement in standard statistical software, and allows the construction of bootstrapped standard errors which adjust for the fact that the relationship between testing and HIV status is uncertain and needs to be estimated. Results: Using nationally representative data from the Demographic and Health Surveys, we illustrate our approach with new point estimates and confidence intervals (CI) for HIV prevalence among men in Ghana (2003) and Zambia (2007). In Ghana, we find little evidence of selection bias as our selection model gives an HIV prevalence estimate of 1.4% (95% CI 1.2% – 1.6%), compared to 1.6% among those with a valid HIV test. In Zambia, our selection model gives an HIV prevalence estimate of 16.3% (95% CI 11.0% - 18.4%), compared to 12.1% among those with a valid HIV test. Therefore, those who decline to test in Zambia are found to be more likely to be HIV positive. Conclusions: Our approach corrects for selection bias in HIV prevalence estimates, is possible to implement even when HIV prevalence or non-participation is very high or very low, and provides a practical solution to account for both sampling and parameter uncertainty in the estimation of confidence intervals. The wide confidence intervals estimated in an example with high HIV prevalence indicate that it is difficult to correct statistically for the bias that may occur when a large proportion of people refuse to test.
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We study the problem of measuring the uncertainty of CGE (or RBC)-type model simulations associated with parameter uncertainty. We describe two approaches for building confidence sets on model endogenous variables. The first one uses a standard Wald-type statistic. The second approach assumes that a confidence set (sampling or Bayesian) is available for the free parameters, from which confidence sets are derived by a projection technique. The latter has two advantages: first, confidence set validity is not affected by model nonlinearities; second, we can easily build simultaneous confidence intervals for an unlimited number of variables. We study conditions under which these confidence sets take the form of intervals and show they can be implemented using standard methods for solving CGE models. We present an application to a CGE model of the Moroccan economy to study the effects of policy-induced increases of transfers from Moroccan expatriates.
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In this paper, we consider testing marginal normal distributional assumptions. More precisely, we propose tests based on moment conditions implied by normality. These moment conditions are known as the Stein (1972) equations. They coincide with the first class of moment conditions derived by Hansen and Scheinkman (1995) when the random variable of interest is a scalar diffusion. Among other examples, Stein equation implies that the mean of Hermite polynomials is zero. The GMM approach we adopted is well suited for two reasons. It allows us to study in detail the parameter uncertainty problem, i.e., when the tests depend on unknown parameters that have to be estimated. In particular, we characterize the moment conditions that are robust against parameter uncertainty and show that Hermite polynomials are special examples. This is the main contribution of the paper. The second reason for using GMM is that our tests are also valid for time series. In this case, we adopt a Heteroskedastic-Autocorrelation-Consistent approach to estimate the weighting matrix when the dependence of the data is unspecified. We also make a theoretical comparison of our tests with Jarque and Bera (1980) and OPG regression tests of Davidson and MacKinnon (1993). Finite sample properties of our tests are derived through a comprehensive Monte Carlo study. Finally, three applications to GARCH and realized volatility models are presented.
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The conceptual and parameter uncertainty of the semi-distributed INCA-N (Integrated Nutrients in Catchments-Nitrogen) model was studied using the GLUE (Generalized Likelihood Uncertainty Estimation) methodology combined with quantitative experimental knowledge, the concept known as 'soft data'. Cumulative inorganic N leaching, annual plant N uptake and annual mineralization proved to be useful soft data to constrain the parameter space. The INCA-N model was able to simulate the seasonal and inter-annual variations in the stream-water nitrate concentrations, although the lowest concentrations during the growing season were not reproduced. This suggested that there were some retention processes or losses either in peatland/wetland areas or in the river which were not included in the INCA-N model. The results of the study suggested that soft data was a way to reduce parameter equifinality, and that the calibration and testing of distributed hydrological and nutrient leaching models should be based both on runoff and/or nutrient concentration data and the qualitative knowledge of experimentalist. (c) 2006 Elsevier B.V. All rights reserved.