980 resultados para Autoregressive moving average (ARMA)


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We study stochastic games with countable state space, compact action spaces, and limiting average payoff. ForN-person games, the existence of an equilibrium in stationary strategies is established under a certain Liapunov stability condition. For two-person zero-sum games, the existence of a value and optimal strategies for both players are established under the same stability condition.

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This work is a survey of the average cost control problem for discrete-time Markov processes. The authors have attempted to put together a comprehensive account of the considerable research on this problem over the past three decades. The exposition ranges from finite to Borel state and action spaces and includes a variety of methodologies to find and characterize optimal policies. The authors have included a brief historical perspective of the research efforts in this area and have compiled a substantial yet not exhaustive bibliography. The authors have also identified several important questions that are still open to investigation.

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In this paper, dynamic response of an infinitely long beam resting on a foundation of finite depth, under a moving force is studied. The effect of foundation inertia is included in the analysis by modelling the foundation as a series of closely spaced axially vibrating rods of finite depth, fixed at the bottom and connected to the beam at the top. Viscous damping in the beam and foundation is included in the analysis. Steady state response of the beam-foundation system is obtained. Detailed numerical results are presented to study the effect of various parameters such as foundation mass, velocity of the moving load, damping and axial force on the beam. It is shown that foundation inertia can considerably reduce the critical velocity and can also amplify the beam response.

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A graphical display of the frequency content of background,electroencephalogram (EEG) activity is obtained by calculating the spectral estimates using autocorrelation autoregressive method and the classical Fourier transform method, Display of spectral content of consecutive data segments is made using hidden-line suppression technique so as to get a spectral array, The autoregressive spectral array (ASA) is found to be sensitive to baseline drift, Following baseline correction the autoregressive technique is found to be superior to the Fourier method of compressed spectral array (CSA) in detecting the transitions in the frequencies of the signal. The smoothed ASA gives a better picture of transitions and changes in the background activity, The ASA can be made to adapt to specific changes of dominant frequencies while eliminating unnecessary peaks in the spectrum. The utility,of the ASA for background EEG analysis is discussed,

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Statistically averaged lattices provide a common basis to understand the diffraction properties of structures displaying deviations from regular crystal structures. An average lattice is defined and examples are given in one and two dimensions along with their diffraction patterns. The absence of periodicity in reciprocal space corresponding to aperiodic structures is shown to arise out of different projected spacings that are irrationally related, when the grid points are projected along the chosen coordinate axes. It is shown that the projected length scales are important factors which determine the existence or absence of observable periodicity in the diffraction pattern more than the sequence of arrangement.

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A team of unmanned aerial vehicles (UAVs) with limited communication ranges and limited resources are deployed in a region to search and destroy stationary and moving targets. When a UAV detects a target, depending on the target resource requirement, it is tasked to form a coalition over the dynamic network formed by the UAVs. In this paper, we develop a mechanism to find potential coalition members over the network using principles from internet protocol and introduce an algorithm using Particle Swarm Optimization to generate a coalition that destroys the target is minimum time. Monte-Carlo simulations are carried out to study how coalition are formed and the effects of coalition process delays.

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Variable cross-sectional area ducts are often used for attenuation at lower frequencies (of the order of firing frequency), whereas concentric tube resonators provide attenuation at relatively higher frequencies. In this paper, analysis of one dimensional control volume approach of conical concentric tube resonators is validated experimentally. The effects of mean flow and taper are investigated. The experimental setup is specially designed to measure the pressure transfer function in the form of Level Difference or Noise Reduction across the test muffler. It is shown that there is a reasonably good agreement between the predicted values of the Noise Reduction and the measured ones for incompressible mean flow as well as stationary medium. (C) 2011 Institute of Noise Control Engineering.

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Accurate numerical solutions to the problems in fluid-structure (aeroelasticity) interaction are becoming increasingly important in recent years. The methods based on FCD (Fixed Computational Domain) and ALE (Alternate Lagrangian Eulerian) to solve such problems suffer from numerical instability and loss of accuracy. They are not general and can not be extended to the flowsolvers on unstructured meshes. Also, global upwind schemes can not be used in ALE formulation thus leads to the development of flow solvers on moving grids. The KFVS method has been shown to be easily amenable on moving grids required in unsteady aerodynamics. The ability of KFMG (Kinetic Flux vector splitting on Moving Grid) Euler solver in capturing shocks, expansion waves with small and very large pressure ratios and contact discontinuities has been demonstrated.

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Analytical and numerical solutions have been obtained for some moving boundary problems associated with Joule heating and distributed absorption of oxygen in tissues. Several questions have been examined which are concerned with the solutions of classical formulation of sharp melting front model and the classical enthalpy formulation in which solid, liquid and mushy regions are present. Thermal properties and heat sources in the solid and liquid regions have been taken as unequal. The short-time analytical solutions presented here provide useful information. An effective numerical scheme has been proposed which is accurate and simple.

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Trace processors rely on hierarchy, replication, and prediction to dramatically increase the execution speed of ordinary sequential programs. The authors describe some of the processors will meet future technology demands.

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The non-similar boundary layer flow of a viscous incompressible electrically conducting fluid over a moving surface in a rotating fluid, in the presence of a magnetic field, Hall currents and the free stream velocity has been studied. The parabolic partial differential equations governing the flow are solved numerically using an implicit finite-difference scheme. The Coriolis force induces overshoot in the velocity profile of the primary flow and the magnetic field reduces/removes the velocity overshoot. The local skin friction coefficient for the primary flow increases with the magnetic field, but the skin friction coefficient for the secondary flow reduces it. Also the local skin friction coefficients for the primary and secondary flows are reduced due to the Hall currents. The effects of the magnetic field, Hall currents and the wall velocity, on the skin friction coefficients for the primary and secondary flows increase with the Coriolis force. The wall velocity strongly affects the flow field. When the wall velocity is equal to the free stream velocity, the skin friction coefficients for the primary and secondary flows vanish, but this does not imply separation. (C) 2002 Published by Elsevier Science Ltd.

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The oscillations of a drop moving in another fluid medium have been studied at low values of Reynolds number and Weber number by taking into consideration the shape of the drop and the viscosities of the two phases in addition to the interfacial tension. The deformation of the drop modifies the Lamb's expression for frequency by including a correction term while the viscous effects split the frequency into a pair of frequencies—one lower and the other higher than Lamb's. The lower frequency mode has ample experimental support while the higher frequency mode has also been observed. The two modes almost merge with Lamb's frequency for the asymptotic cases of a drop in free space or a bubble in a dense viscous fluid but the splitting becomes large when the two fluids have similar properties. Instead of oscillations, aperiodic damping modes are found to occur in drops with sizes smaller than a critical size ($\sim\hat{\rho}\hat{\nu}^2/T $). With the help of these calculations, many of the available experimental results are analyzed and discussed.

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We analyze the dynamics of desorption of a polymer molecule which is pulled at one of its ends with force f, trying to desorb it. We assume a monomer to desorb when the pulling force on it exceeds a critical value f(c). We formulate an equation for the average position of the n-th monomer, which takes into account excluded-volume interaction through the blob-picture of a polymer under external constraints. The approach leads to a diffusion equation with a p-Laplacian for the propagation of the stretching along the chain. This has to be solved subject to a moving boundary condition. Interestingly, within this approach, the problem can be solved exactly in the trumpet, stem-flower and stem regimes. In the trumpet regime, we get tau = tau(0)n(d)(2), where n(d) is the number of monomers that have desorbed at the time tau. tau(0) is known only numerically, but for f close to f(c), it is found to be tau(0) similar to f(c)/(f(2/3) - f(c)(2/3)) If one used simple Rouse dynamics, this result would change to tau similar to f(c)n(d)(2)/(f - f(c)). In the other regimes too, one can find exact solution, and interestingly, in all regimes tau similar to n(d)(2). Copyright (C) EPLA, 2011