893 resultados para Analytic Set
Resumo:
A new autonomous ship collision free (ASCF) trajectory navigation and control system has been introduced with a new recursive navigation algorithm based on analytic geometry and convex set theory for ship collision free guidance. The underlying assumption is that the geometric information of ship environment is available in the form of a polygon shaped free space, which may be easily generated from a 2D image or plots relating to physical hazards or other constraints such as collision avoidance regulations. The navigation command is given as a heading command sequence based on generating a way point which falls within a small neighborhood of the current position, and the sequence of the way points along the trajectory are guaranteed to lie within a bounded obstacle free region using convex set theory. A neurofuzzy network predictor which in practice uses only observed input/output data generated by on board sensors or external sensors (or a sensor fusion algorithm), based on using rudder deflection angle for the control of ship heading angle, is utilised in the simulation of an ESSO 190000 dwt tanker model to demonstrate the effectiveness of the system.
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In this paper, a discrete time dynamic integrated system optimisation and parameter estimation algorithm is applied to the solution of the nonlinear tracking optimal control problem. A version of the algorithm with a linear-quadratic model-based problem is developed and implemented in software. The algorithm implemented is tested with simulation examples.
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We derive general analytic approximations for pricing European basket and rainbow options on N assets. The key idea is to express the option’s price as a sum of prices of various compound exchange options, each with different pairs of subordinate multi- or single-asset options. The underlying asset prices are assumed to follow lognormal processes, although our results can be extended to certain other price processes for the underlying. For some multi-asset options a strong condition holds, whereby each compound exchange option is equivalent to a standard single-asset option under a modified measure, and in such cases an almost exact analytic price exists. More generally, approximate analytic prices for multi-asset options are derived using a weak lognormality condition, where the approximation stems from making constant volatility assumptions on the price processes that drive the prices of the subordinate basket options. The analytic formulae for multi-asset option prices, and their Greeks, are defined in a recursive framework. For instance, the option delta is defined in terms of the delta relative to subordinate multi-asset options, and the deltas of these subordinate options with respect to the underlying assets. Simulations test the accuracy of our approximations, given some assumed values for the asset volatilities and correlations. Finally, a calibration algorithm is proposed and illustrated.
Resumo:
An external input signal is incorporated into a self-tuning controller which, although it is based on a CARMA system model, employs a state-space framework for control law calculations. Steady-state set point following can then be accomplished even when only a recursive least squares parameter estimation scheme is used, despite the fact that the disturbance affecting the system may well be coloured.
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We investigated the roles of top-down task set and bottom-up stimulus salience for feature-specific attentional capture. Spatially nonpredictive cues preceded search arrays that included a color-defined target. For target-color singleton cues, behavioral spatial cueing effects were accompanied by cueinduced N2pc components, indicative of attentional capture. These effects were only minimally attenuated for nonsingleton target-color cues, underlining the dominance of top-down task set over salience in attentional capture. Nontarget-color singleton cues triggered no N2pc, but instead an anterior N2 component indicative of top-down inhibition. In Experiment 2, inverted behavioral cueing effects of these cues were accompanied by a delayed N2pc to targets at cued locations, suggesting that perceptually salient but task-irrelevant visual events trigger location-specific inhibition mechanisms that can delay subsequent target selection.
Resumo:
Statistical graphics are a fundamental, yet often overlooked, set of components in the repertoire of data analytic tools. Graphs are quick and efficient, yet simple instruments of preliminary exploration of a dataset to understand its structure and to provide insight into influential aspects of inference such as departures from assumptions and latent patterns. In this paper, we present and assess a graphical device for choosing a method for estimating population size in capture-recapture studies of closed populations. The basic concept is derived from a homogeneous Poisson distribution where the ratios of neighboring Poisson probabilities multiplied by the value of the larger neighbor count are constant. This property extends to the zero-truncated Poisson distribution which is of fundamental importance in capture–recapture studies. In practice however, this distributional property is often violated. The graphical device developed here, the ratio plot, can be used for assessing specific departures from a Poisson distribution. For example, simple contaminations of an otherwise homogeneous Poisson model can be easily detected and a robust estimator for the population size can be suggested. Several robust estimators are developed and a simulation study is provided to give some guidance on which should be used in practice. More systematic departures can also easily be detected using the ratio plot. In this paper, the focus is on Gamma mixtures of the Poisson distribution which leads to a linear pattern (called structured heterogeneity) in the ratio plot. More generally, the paper shows that the ratio plot is monotone for arbitrary mixtures of power series densities.
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An important test of the quality of a computational model is its ability to reproduce standard test cases or benchmarks. For steady open–channel flow based on the Saint Venant equations some benchmarks exist for simple geometries from the work of Bresse, Bakhmeteff and Chow but these are tabulated in the form of standard integrals. This paper provides benchmark solutions for a wider range of cases, which may have a nonprismatic cross section, nonuniform bed slope, and transitions between subcritical and supercritical flow. This makes it possible to assess the underlying quality of computational algorithms in more difficult cases, including those with hydraulic jumps. Several new test cases are given in detail and the performance of a commercial steady flow package is evaluated against two of them. The test cases may also be used as benchmarks for both steady flow models and unsteady flow models in the steady limit.
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This paper extends the singular value decomposition to a path of matricesE(t). An analytic singular value decomposition of a path of matricesE(t) is an analytic path of factorizationsE(t)=X(t)S(t)Y(t) T whereX(t) andY(t) are orthogonal andS(t) is diagonal. To maintain differentiability the diagonal entries ofS(t) are allowed to be either positive or negative and to appear in any order. This paper investigates existence and uniqueness of analytic SVD's and develops an algorithm for computing them. We show that a real analytic pathE(t) always admits a real analytic SVD, a full-rank, smooth pathE(t) with distinct singular values admits a smooth SVD. We derive a differential equation for the left factor, develop Euler-like and extrapolated Euler-like numerical methods for approximating an analytic SVD and prove that the Euler-like method converges.
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Hybrid vigour may help overcome the negative effects of climate change in rice. A popular rice hybrid (IR75217H), a heat-tolerant check (N22), and a mega-variety (IR64) were tested for tolerance of seed-set and grain quality to high-temperature stress at anthesis at ambient and elevated [CO2]. Under an ambient air temperature of 29 °C (tissue temperature 28.3 °C), elevated [CO2] increased vegetative and reproductive growth, including seed yield in all three genotypes. Seed-set was reduced by high temperature in all three genotypes, with the hybrid and IR64 equally affected and twice as sensitive as the tolerant cultivar N22. No interaction occurred between temperature and [CO2] for seed-set. The hybrid had significantly more anthesed spikelets at all temperatures than IR64 and at 29 °C this resulted in a large yield advantage. At 35 °C (tissue temperature 32.9 °C) the hybrid had a higher seed yield than IR64 due to the higher spikelet number, but at 38 °C (tissue temperature 34–35 °C) there was no yield advantage. Grain gel consistency in the hybrid and IR64 was reduced by high temperatures only at elevated [CO2], while the percentage of broken grains increased from 10% at 29 °C to 35% at 38 °C in the hybrid. It is concluded that seed-set of hybrids is susceptible to short episodes of high temperature during anthesis, but that at intermediate tissue temperatures of 32.9 °C higher spikelet number (yield potential) of the hybrid can compensate to some extent. If the heat tolerance from N22 or other tolerant donors could be transferred into hybrids, yield could be maintained under the higher temperatures predicted with climate change.
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This paper provides a comprehensive quantitative review of high quality randomized controlled trials of psychological therapies for anxiety disorders in children and young people. Using a systematic search for randomized controlled trials which included a control condition and reported data suitable for meta-analysis, 55 studies were included. Eligible studies were rated for methodological quality and outcome data were extracted and analyzed using standard methods. Trial quality was variable, many studies were underpowered and adverse effects were rarely assessed; however, quality ratings were higher for more recently published studies. Most trials evaluated cognitive behavior therapy or behavior therapy and most recruited both children and adolescents. Psychological therapy for anxiety in children and young people was moderately effective overall, but effect sizes were small to medium when psychological therapy was compared to an active control condition. The effect size for non-CBT interventions was not significant. Parental involvement in therapy was not associated with differential effectiveness. Treatment targeted at specific anxiety disorders, individual psychotherapy, and psychotherapy with older children and adolescents had effect sizes which were larger than effect sizes for treatments targeting a range of anxiety disorders, group psychotherapy, and psychotherapy with younger children. Few studies included an effective follow-up. Future studies should follow CONSORT reporting standards, be adequately powered, and assess follow-up. Research trials are unlikely to address all important clinical questions around treatment delivery. Thus, careful assessment and formulation will remain an essential part of successful psychological treatment for anxiety in children and young people.
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In this paper a support vector machine (SVM) approach for characterizing the feasible parameter set (FPS) in non-linear set-membership estimation problems is presented. It iteratively solves a regression problem from which an approximation of the boundary of the FPS can be determined. To guarantee convergence to the boundary the procedure includes a no-derivative line search and for an appropriate coverage of points on the FPS boundary it is suggested to start with a sequential box pavement procedure. The SVM approach is illustrated on a simple sine and exponential model with two parameters and an agro-forestry simulation model.