A Nearly Exact Reformulation of the Girsanov Linearization for Stochastically Driven Nonlinear Oscillators

The Girsanov linearization method (GLM), proposed earlier in Saha, N., and Roy, D., 2007, ``The Girsanov Linearisation Method for Stochastically Driven Nonlinear Oscillators,'' J. Appl. Mech., 74, pp. 885-897, is reformulated to arrive at a nearly exact, semianalytical, weak and explicit scheme for nonlinear mechanical oscillators under additive stochastic excitations. At the heart of the reformulated linearization is a temporally localized rejection sampling strategy that, combined with a resampling scheme, enables selecting from and appropriately modifying an ensemble of locally linearized trajectories while weakly applying the Girsanov correction (the Radon-Nikodym derivative) for the linearization errors. The semianalyticity is due to an explicit linearization of the nonlinear drift terms and it plays a crucial role in keeping the Radon-Nikodym derivative ``nearly bounded'' above by the inverse of the linearization time step (which means that only a subset of linearized trajectories with low, yet finite, probability exceeds this bound). Drift linearization is conveniently accomplished via the first few (lower order) terms in the associated stochastic (Ito) Taylor expansion to exclude (multiple) stochastic integrals from the numerical treatment. Similarly, the Radon-Nikodym derivative, which is a strictly positive, exponential (super-) martingale, is converted to a canonical form and evaluated over each time step without directly computing the stochastic integrals appearing in its argument. Through their numeric implementations for a few low-dimensional nonlinear oscillators, the proposed variants of the scheme, presently referred to as the Girsanov corrected linearization method (GCLM), are shown to exhibit remarkably higher numerical accuracy over a much larger range of the time step size than is possible with the local drift-linearization schemes on their own.

Series-parallel six-element synthesis of biquadratic impedances

The object of this paper is to give a complete treatment of the realizability of positive-real biquadratic impedance functions by six-element series-parallel networks comprising resistors, capacitors, and inductors. This question was studied but not fully resolved in the classical electrical circuit literature. Renewed interest in this question arises in the synthesis of passive mechanical impedances. Recent work by the authors has introduced the concept of a regular positive-real functions. It was shown that five-element networks are capable of realizing all regular and some (but not all) nonregular biquadratic positive-real functions. Accordingly, the focus of this paper is on the realizability of nonregular biquadratics. It will be shown that the only six-element series-parallel networks which are capable of realizing nonregular biquadratic impedances are those with three reactive elements or four reactive elements. We identify a set of networks that can realize all the nonregular biquadratic functions for each of the two cases. The realizability conditions for the networks are expressed in terms of a canonical form for biquadratics. The nonregular realizable region for each of the networks is explicitly characterized. © 2004-2012 IEEE.

随机系统模型参数在线辨识的一种算法及负荷预报

本文提出了一种简化的多变量随机系统状态模型参数在线辨识方法。与最小二乘自适应递推算法比较,不仅需要辨识的参数减少,而且针对一类模型参数缓慢变化的系统,可以通过选择不同的遗忘因子序列来控制参数变化的幅度,解决了电力系统负荷预报中季节模型的老化问题。本方法基于带有随机噪声状态模型的典范型,大大节省了计算机的运算量和存贮容量,适于微处理机的在线应用。

Equivalence and Reduction of Hidden Markov Models

This report studies when and why two Hidden Markov Models (HMMs) may represent the same stochastic process. HMMs are characterized in terms of equivalence classes whose elements represent identical stochastic processes. This characterization yields polynomial time algorithms to detect equivalent HMMs. We also find fast algorithms to reduce HMMs to essentially unique and minimal canonical representations. The reduction to a canonical form leads to the definition of 'Generalized Markov Models' which are essentially HMMs without the positivity constraint on their parameters. We discuss how this generalization can yield more parsimonious representations of stochastic processes at the cost of the probabilistic interpretation of the model parameters.

Feedback design for regularizing descriptor systems

This paper surveys numerical techniques for the regularization of descriptor (generalized state-space) systems by proportional and derivative feedback. We review generalizations of controllability and observability to descriptor systems along with definitions of regularity and index in terms of the Weierstraß canonical form. Three condensed forms display the controllability and observability properties of a descriptor system. The condensed forms are obtained through orthogonal equivalence transformations and rank decisions, so they may be computed by numerically stable algorithms. In addition, the condensed forms display whether a descriptor system is regularizable, i.e., when the system pencil can be made to be regular by derivative and/or proportional output feedback, and, if so, what index can be achieved. Also included is a a new characterization of descriptor systems that can be made to be regular with index 1 by proportional and derivative output feedback.

An application of lattice basis reduction to polynomial identities for algebraic structures

The authors` recent classification of trilinear operations includes, among other cases, a fourth family of operations with parameter q epsilon Q boolean OR {infinity}, and weakly commutative and weakly anticommutative operations. These operations satisfy polynomial identities in degree 3 and further identities in degree 5. For each operation, using the row canonical form of the expansion matrix E to find the identities in degree 5 gives extremely complicated results. We use lattice basis reduction to simplify these identities: we compute the Hermite normal form H of E(t), obtain a basis of the nullspace lattice from the last rows of a matrix U for which UE(t) = H, and then use the LLL algorithm to reduce the basis. (C) 2008 Elsevier Inc. All rights reserved.

Função quadrática

In general, the study of quadratic functions is based on an excessive amount formulas, all content is approached without justification. Here is the quadratic function and its properties from problems involving quadratic equations and the technique of completing the square. Based on the definitions we will show that the graph of the quadratic function is the parabola and finished our studies finding that several properties of the function can be read from the simple observation of your chart. Thus, we built the whole matter justifying each step, abandoning the use of decorated formulas and valuing the reasoning

Complexation of some trivalent lanthanides, scandium(III) and thorium(IV) by benzylidenepyruvates in aqueous solution

The protonation constants of 4-methylbenzylidenepyruvate (4Me-BP) and 4-isopropylbenzylidenepyruvate (4IP-BP) as well as the stability constants of their binary 1:1 complexes with Cu(II), La(III), Pr(III), Sm(III), Eu(III), Yb(III), Sc(III) and Th(IV) have been determined spectrophotometrically in aqueous solution at 25°C and ionic strength 0.500 M, maintained with sodium perchlorate. For all metal ions considered, the stability changes move in the same direction as the pKa of the ligands. Linear free energy relationships, as applied to oxygen donor substances, suggest the -COCOO- moiety as the metal binding site of the ligands. The results are discussed mainly taking into account that benzylidenepyruvates, besides the α-keto canonical form, may display other forms in aqueous solution with changing pH and the possible occurrence of extra intra-ligand charge polarization, induced by metal ions.

Global optimization for the ℋ∞-norm model reduction problem

A branch and bound algorithm is proposed to solve the [image omitted]-norm model reduction problem for continuous and discrete-time linear systems, with convergence to the global optimum in a finite time. The lower and upper bounds in the optimization procedure are described by linear matrix inequalities (LMI). Also proposed are two methods with which to reduce the convergence time of the branch and bound algorithm: the first one uses the Hankel singular values as a sufficient condition to stop the algorithm, providing to the method a fast convergence to the global optimum. The second one assumes that the reduced model is in the controllable or observable canonical form. The [image omitted]-norm of the error between the original model and the reduced model is considered. Examples illustrate the application of the proposed method.

Estabilizador de sistemas de potência digital aplicado a uma unidade geradora da UHE de Tucuruí

Este trabalho apresenta o desenvolvimento e resultados de testes de campo de um estabilizador de sistemas de potência (ESP) digital, destinado ao amortecimento de oscilações eletromecânicas em sistemas interligados. Os testes experimentais foram efetuados em uma das unidades hidrogeradoras, de 350 MVA, da UHE de Tucuruí. A lei de controle amortecedor do ESP digital foi embarcada em um sistema de hardware baseado em um controlador digital de sinais (DSPIC 30f5011). A estrutura da lei de controle é na forma canónica RST, de tempo discreto, sendo os parâmetros do controlador calculados através da técnica de deslocamento radial de pólos. Para fins de projeto, a dinâmica da planta, no ponto de operação considerado, foi representada por um modelo paramétrico, o qual foi estimado a partir de dados medidos em campo. Os resultados experimentais mostraram um excelente desempenho do ESP digital no amortecimento de um dos modos eletromecânicos observável na UHE de Tucuruí.

Gráfico interactivo de las relaciones derivativas entre palabras del español

[ES] La aplicación Gráfico interactivo de las relaciones derivativas entre palabras del español se centra en realizar un tratamiento a la información recabada en la tesis Sistema computacional de la gestión morfológica del español, de toda la información que contiene esta tesis este proyecto hace uso recogiendo cualquier palabra introducida por el usuario, buscando su forma canónica y devolviendo en forma gráfica la familia de palabras relacionada con esta, mediante un grafo. Esta aplicación web tiene como objetivo hacer amena la legibilidad y consulta de la información mencionada. Para lograr este objetivo se ha desarrollado una interfaz muy sencilla para el usuario, en la que éste solo tiene que introducir una palabra y relacionarla mediante un click. Una vez realizada la búsqueda, la aplicación permite al usuario interactuar con el grafo, pudiendo moverlo por la pantalla a su antojo, también tiene la función de mostrar los hijos de un nodo hoja al pasar el puntero por encima de éste y al hacer doble click sobre un nodo hoja, sea hijo o nieto de la raíz, devolviendo un nuevo grafo con el nodo seleccionado como raíz del mismo y mostrando sus hijos y nietos si los tuviera.

Controlling systems with a single actuator

In this paper the problem of designing a single actuator control for a class of systems is addressed. The existence of such control is studied and several ways for designing such control are provided. The results depend either on the rational canonical form or on the Jordan structure associated with the matrix which characterizes the system dynamics. The constructed control laws can be employed in the design of minimum cost controllers for a large variety of systems.

Gender, language and floor apportionment in political debates

Political debates are speech events which foreground issues of power and the `floor', and allow the opportunity of assessing the ways in which the gender of participants affects their construction as more or less powerful participants in debates. Debates in the British House of Commons are adversarial in style, making it appropriate to view the floor as `the site of a contest where there is a winner and a loser'. Previous research into political debates has found that male participants violate the formal rules in debates more than their female counterparts, in order to gain the floor. Although the canonical form and rules of debates exist to `permit the equalization of turns', rule violations are common, and inequalities between participants exist. In this article legal and illegal interventions are evaluated in five debates in order to establish the extent to which the gender of participants is related to the control that an individual has over the debate floor.

Frazeologizmy w polskich przekładach współczesnej prozy francuskiej (na wybranych przykładach)

Wydział Filologii Polskiej i Klasycznej: Instytut Filologii Polskiej

A point interpolation method with locally smoothed strain field (PIM-LS2) for mechanics problems using triangular mesh

A point interpolation method with locally smoothed strain field (PIM-LS2) is developed for mechanics problems using a triangular background mesh. In the PIM-LS2, the strain within each sub-cell of a nodal domain is assumed to be the average strain over the adjacent sub-cells of the neighboring element sharing the same field node. We prove theoretically that the energy norm of the smoothed strain field in PIM-LS2 is equivalent to that of the compatible strain field, and then prove that the solution of the PIM- LS2 converges to the exact solution of the original strong form. Furthermore, the softening effects of PIM-LS2 to system and the effects of the number of sub-cells that participated in the smoothing operation on the convergence of PIM-LS2 are investigated. Intensive numerical studies verify the convergence, softening effects and bound properties of the PIM-LS2, and show that the very ‘‘tight’’ lower and upper bound solutions can be obtained using PIM-LS2.