888 resultados para Discrete Time Branching Processes
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Type systems for secure information flow aim to prevent a program from leaking information from H (high) to L (low) variables. Traditionally, bisimulation has been the prevalent technique for proving the soundness of such systems. This work introduces a new proof technique based on stripping and fast simulation, and shows that it can be applied in a number of cases where bisimulation fails. We present a progressive development of this technique over a representative sample of languages including a simple imperative language (core theory), a multiprocessing nondeterministic language, a probabilistic language, and a language with cryptographic primitives. In the core theory we illustrate the key concepts of this technique in a basic setting. A fast low simulation in the context of transition systems is a binary relation where simulating states can match the moves of simulated states while maintaining the equivalence of low variables; stripping is a function that removes high commands from programs. We show that we can prove secure information flow by arguing that the stripping relation is a fast low simulation. We then extend the core theory to an abstract distributed language under a nondeterministic scheduler. Next, we extend to a probabilistic language with a random assignment command; we generalize fast simulation to the setting of discrete time Markov Chains, and prove approximate probabilistic noninterference. Finally, we introduce cryptographic primitives into the probabilistic language and prove computational noninterference, provided that the underling encryption scheme is secure.
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This dissertation presents an investigation of the evolutionary process of extended oboe techniques, through literary analysis and practical research. The objective of this work is to provide assistance to oboists interested in learning these techniques. Additionally, this work encourages the student, through the process of experimentation, to explore the questions that may arise around the aesthetics of sound, the concept of gesture as an additional visual and aural element in music, and the collaboration and “real-time” creation processes. Discussed within the work, are the relationship between the instrument (the oboe) and extended techniques, and two possible definitions of extended techniques, provided by Luk Vaes (2009) and Gardner Read (1993). Also explored are the how and why some composers have utilized extended techniques in their compositions, including brief discussions relating to extended techniques in real-time composition (improvisation), extended techniques and technological resources, theatrical gesture as an extended technique, and suggestions of how musicians might approach theatrical gestures in performance. Four works were visited: “I Know This Room So Well” – Lisa Bielawa (2007-9); “Four Pieces for Oboe and Piano” – Ernst Krenek (1966); “In Freundschaft” – Karlheinz Stockhausen (1978); “Atem” – Mauricio Kagel (1969-70); and an exploration of the difficulties and solutions associated with each extended technique found within these pieces, was carried out. The following founding works on extended oboe techniques were used, as a basis for research: books - Heinz Holliger’s Pro Musica Nova (1972); Gardner Read’s Compendium of Modern Instrumental Techniques (1993); Peter Veale & Claus-Steffen Mahnkopf’s The Techniques of Oboe Playing (1994); and Libby Van Cleve’s Oboe Unbound: Contemporary Techniques (2004); and articles - Nora Post’s “Monophonic sound resources for the oboe: Part I – Timbre” (1984), “Part II- Pitch and other techniques” (1984), and “Multiphonics for the oboe” (1982).
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This work concerns a refinement of a suboptimal dual controller for discrete time systems with stochastic parameters. The dual property means that the control signal is chosen so that estimation of the model parameters and regulation of the output signals are optimally balanced. The control signal is computed in such a way so as to minimize the variance of output around a reference value one step further, with the addition of terms in the loss function. The idea is add simple terms depending on the covariance matrix of the parameter estimates two steps ahead. An algorithm is used for the adaptive adjustment of the adjustable parameter lambda, for each step of the way. The actual performance of the proposed controller is evaluated through a Monte Carlo simulations method.
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The air trapped in freshly formed ice gives information concerning the ice formation processes as weH as concerning severa,l environmental parameters at the time of ice formation. Air arnount, air composition, and the size and form of bubbles may change with time. Possible processes responsible for such changes are discussed. In very cold ice air content and air composition remain almost unchanged. Samples of ancient atmospheric air are therefore very weH preserved in cold ice. In temperate ice changes of the air amount and air composition depend on the intergranular water fiow through the glacier. This waterfiow can be estimated by measuring air amount and air composition in ice sampIes.
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The real-time optimization of large-scale systems is a difficult problem due to the need for complex models involving uncertain parameters and the high computational cost of solving such problems by a decentralized approach. Extremum-seeking control (ESC) is a model-free real-time optimization technique which can estimate unknown parameters and can optimize nonlinear time-varying systems using only a measurement of the cost function to be minimized. In this thesis, we develop a distributed version of extremum-seeking control which allows large-scale systems to be optimized without models and with minimal computing power. First, we develop a continuous-time distributed extremum-seeking controller. It has three main components: consensus, parameter estimation, and optimization. The consensus provides each local controller with an estimate of the cost to be minimized, allowing them to coordinate their actions. Using this cost estimate, parameters for a local input-output model are estimated, and the cost is minimized by following a gradient descent based on the estimate of the gradient. Next, a similar distributed extremum-seeking controller is developed in discrete-time. Finally, we consider an interesting application of distributed ESC: formation control of high-altitude balloons for high-speed wireless internet. These balloons must be steered into a favourable formation where they are spread out over the Earth and provide coverage to the entire planet. Distributed ESC is applied to this problem, and is shown to be effective for a system of 1200 ballons subjected to realistic wind currents. The approach does not require a wind model and uses a cost function based on a Voronoi partition of the sphere. Distributed ESC is able to steer balloons from a few initial launch sites into a formation which provides coverage to the entire Earth and can maintain a similar formation as the balloons move with the wind around the Earth.
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Two direct sampling correlator-type receivers for differential chaos shift keying (DCSK) communication systems under frequency non-selective fading channels are proposed. These receivers operate based on the same hardware platform with different architectures. In the first scheme, namely sum-delay-sum (SDS) receiver, the sum of all samples in a chip period is correlated with its delayed version. The correlation value obtained in each bit period is then compared with a fixed threshold to decide the binary value of recovered bit at the output. On the other hand, the second scheme, namely delay-sum-sum (DSS) receiver, calculates the correlation value of all samples with its delayed version in a chip period. The sum of correlation values in each bit period is then compared with the threshold to recover the data. The conventional DCSK transmitter, frequency non-selective Rayleigh fading channel, and two proposed receivers are mathematically modelled in discrete-time domain. The authors evaluated the bit error rate performance of the receivers by means of both theoretical analysis and numerical simulation. The performance comparison shows that the two proposed receivers can perform well under the studied channel, where the performances get better when the number of paths increases and the DSS receiver outperforms the SDS one.
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The measurement of fast changing temperature fluctuations is a challenging problem due to the inherent limited bandwidth of temperature sensors. This results in a measured signal that is a lagged and attenuated version of the input. Compensation can be performed provided an accurate, parameterised sensor model is available. However, to account for the in influence of the measurement environment and changing conditions such as gas velocity, the model must be estimated in-situ. The cross-relation method of blind deconvolution is one approach for in-situ characterisation of sensors. However, a drawback with the method is that it becomes positively biased and unstable at high noise levels. In this paper, the cross-relation method is cast in the discrete-time domain and a bias compensation approach is developed. It is shown that the proposed compensation scheme is robust and yields unbiased estimates with lower estimation variance than the uncompensated version. All results are verified using Monte-Carlo simulations.
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Impactive contact between a vibrating string and a barrier is a strongly nonlinear phenomenon that presents several challenges in the design of numerical models for simulation and sound synthesis of musical string instruments. These are addressed here by applying Hamiltonian methods to incorporate distributed contact forces into a modal framework for discrete-time simulation of the dynamics of a stiff, damped string. The resulting algorithms have spectral accuracy, are unconditionally stable, and require solving a multivariate nonlinear equation that is guaranteed to have a unique solution. Exemplifying results are presented and discussed in terms of accuracy, convergence, and spurious high-frequency oscillations.
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We consider a linear precoder design for an underlay cognitive radio multiple-input multiple-output broadcast channel, where the secondary system consisting of a secondary base-station (BS) and a group of secondary users (SUs) is allowed to share the same spectrum with the primary system. All the transceivers are equipped with multiple antennas, each of which has its own maximum power constraint. Assuming zero-forcing method to eliminate the multiuser interference, we study the sum rate maximization problem for the secondary system subject to both per-antenna power constraints at the secondary BS and the interference power constraints at the primary users. The problem of interest differs from the ones studied previously that often assumed a sum power constraint and/or single antenna employed at either both the primary and secondary receivers or the primary receivers. To develop an efficient numerical algorithm, we first invoke the rank relaxation method to transform the considered problem into a convex-concave problem based on a downlink-uplink result. We then propose a barrier interior-point method to solve the resulting saddle point problem. In particular, in each iteration of the proposed method we find the Newton step by solving a system of discrete-time Sylvester equations, which help reduce the complexity significantly, compared to the conventional method. Simulation results are provided to demonstrate fast convergence and effectiveness of the proposed algorithm.
Resumo:
The measurement of fast changing temperature fluctuations is a challenging problem due to the inherent limited bandwidth of temperature sensors. This results in a measured signal that is a lagged and attenuated version of the input. Compensation can be performed provided an accurate, parameterised sensor model is available. However, to account for the influence of the measurement environment and changing conditions such as gas velocity, the model must be estimated in-situ. The cross-relation method of blind deconvolution is one approach for in-situ characterisation of sensors. However, a drawback with the method is that it becomes positively biased and unstable at high noise levels. In this paper, the cross-relation method is cast in the discrete-time domain and a bias compensation approach is developed. It is shown that the proposed compensation scheme is robust and yields unbiased estimates with lower estimation variance than the uncompensated version. All results are verified using Monte-Carlo simulations.
Resumo:
Motivated by new and innovative rental business models, this paper develops a novel discrete-time model of a rental operation with random loss of inventory due to customer use. The inventory level is chosen before the start of a finite rental season, and customers not immediately served are lost. Our analysis framework uses stochastic comparisons of sample paths to derive structural results that hold under good generality for demands, rental durations, and rental unit lifetimes. Considering different \recirculation" rules | i.e., which rental unit to choose to meet each demand | we prove the concavity of the expected profit function and identify the optimal recirculation rule. A numerical study clarifies when considering rental unit loss and recirculation rules matters most for the inventory decision: Accounting for rental unit loss can increase the expected profit by 7% for a single season and becomes even more important as the time horizon lengthens. We also observe that the optimal inventory level in response to increasing loss probability is non-monotonic. Finally, we show that choosing the optimal recirculation rule over another simple policy allows more rental units to be profitably added, and the profit-maximizing service level increases by up to 6 percentage points.
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Thesis (Ph.D.)--University of Washington, 2016-08
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Cette recherche aborde le chant de la cueca chilienne à travers le spectre de la voix dans la construction de représentations sociales, et ce, sur la base d’une méthodologie mixte qui combine la recherche bibliographique, l’observation participante, les entrevues et l’analyse musicale. Comme point de départ, on remarque la pratique d’une cueca surnommée urbana, brava ou chilenera, caractérisée par un timbre vocal singulier associé au milieu « populaire » des chanteurs. Remontant aux premières traces de la cueca, au Chili, le chapitre 2 aborde les descriptions de la voix de la zamacueca au XIXe siècle publié dans des récits de voyage. L’analyse du contexte dans lequel ces récits se publient permet de constater que l’idée du caractère nasal de la cueca s’associe à la constitution d’altérité. Le chapitre 3 aborde la façon dont une théorie spécifique sur l’origine de la cueca chilienne contribue aux conceptions de la voix dans le genre. Le sujet de la nasalité apparaît encore, cette fois-ci imbriqué dans l’imagination de l’origine arabo-andalouse de la cueca. S’intéressant à la représentation du sujet populaire, le chapitre 4 expose deux figures centrales de la culture chilienne : le huaso et le roto, représentants du paysan et du sujet urbain, tous deux entremêlés avec des discours nationalistes. Le « parler populaire » apparaît représenté dans divers styles de cueca, en produisant des vocalités affectées par l’imagination de la classe sociale, et ce dans le contexte de débats sur l’authenticité. Le chapitre 5 aborde finalement l’expérience vécue par de jeunes chanteurs actifs sur une scène de revitalisation. Leurs dynamiques de chant en groupe soulignent l’impact de la compétition sur le déploiement de la voix. La pratique structurée selon le chant en ronde - chant à la rueda – montrera que la production d’un « bon pito », soit d’une voix adéquate à la cueca, révèle la nécessité d’adapter les voix aux besoins du groupe. La conclusion met en lumière que le rapport entre voix et style se présente comme une correlation cruciale pour comprendre non seulement la diversité des variantes de cuecas existantes à un moment donné, mais également leurs transformations au cours du temps par l’entremise d’un processus de stylisation. Au-delà du style, pourtant, la voix paraît exprimer quelque chose du sujet qui la fait résonner. Par ce biais, les diverses étiquettes accompagnant le terme cueca nous informent sur les caractéristiques ethniques, du genre et de classe des chanteurs, y compris les différentes voix d’un même sujet qui chante.
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Thesis (Ph.D.)--University of Washington, 2016-08
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The objective of this study was to gain an understanding of the effects of population heterogeneity, missing data, and causal relationships on parameter estimates from statistical models when analyzing change in medication use. From a public health perspective, two timely topics were addressed: the use and effects of statins in populations in primary prevention of cardiovascular disease and polypharmacy in older population. Growth mixture models were applied to characterize the accumulation of cardiovascular and diabetes medications among apparently healthy population of statin initiators. The causal effect of statin adherence on the incidence of acute cardiovascular events was estimated using marginal structural models in comparison with discrete-time hazards models. The impact of missing data on the growth estimates of evolution of polypharmacy was examined comparing statistical models under different assumptions for missing data mechanism. The data came from Finnish administrative registers and from the population-based Geriatric Multidisciplinary Strategy for the Good Care of the Elderly study conducted in Kuopio, Finland, during 2004–07. Five distinct patterns of accumulating medications emerged among the population of apparently healthy statin initiators during two years after statin initiation. Proper accounting for time-varying dependencies between adherence to statins and confounders using marginal structural models produced comparable estimation results with those from a discrete-time hazards model. Missing data mechanism was shown to be a key component when estimating the evolution of polypharmacy among older persons. In conclusion, population heterogeneity, missing data and causal relationships are important aspects in longitudinal studies that associate with the study question and should be critically assessed when performing statistical analyses. Analyses should be supplemented with sensitivity analyses towards model assumptions.