795 resultados para time-varying AR models


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Notched three point bend (TPB) specimens made with plain concrete and cement mortar were tested under crack mouth opening displacement (CMOD) control at a rate of 0.0004 mm/s and simultaneously acoustic emissions (AE) released were recorded during the experiments. Amplitude distribution analysis of AE released during concrete was carried out to study the development of fracture process in concrete and mortar specimens. The slope of the log-linear frequency-amplitude distribution of AE is known as the AE based b-value. The AE based b-value was computed in terms of physical process of time varying applied load using cumulative frequency distribution (Gutenberg-Richter relationship) and discrete frequency distribution (Aki's method) of AE released during concrete fracture. AE characteristics of plain concrete and cement mortar were studied and discussed and it was observed that the AE based b-value analysis serves as a tool to identify the damage in concrete structural members. (C) 2012 Elsevier Ltd. All rights reserved.

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In a communication system in which K nodes communicate with a central sink node, the following problem of selection often occurs. Each node maintains a preference number called a metric, which is not known to other nodes. The sink node must find the `best' node with the largest metric. The local nature of the metrics requires the selection process to be distributed. Further, the selection needs to be fast in order to increase the fraction of time available for data transmission using the selected node and to handle time-varying environments. While several selection schemes have been proposed in the literature, each has its own shortcomings. We propose a novel, distributed selection scheme that generalizes the best features of the timer scheme, which requires minimal feedback but does not guarantee successful selection, and the splitting scheme, which requires more feedback but guarantees successful selection. The proposed scheme introduces several new ideas into the design of the timer and splitting schemes. It explicitly accounts for feedback overheads and guarantees selection of the best node. We analyze and optimize the performance of the scheme and show that it is scalable, reliable, and fast. We also present new insights about the optimal timer scheme.

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Savitzky-Golay (S-G) filters are finite impulse response lowpass filters obtained while smoothing data using a local least-squares (LS) polynomial approximation. Savitzky and Golay proved in their hallmark paper that local LS fitting of polynomials and their evaluation at the mid-point of the approximation interval is equivalent to filtering with a fixed impulse response. The problem that we address here is, ``how to choose a pointwise minimum mean squared error (MMSE) S-G filter length or order for smoothing, while preserving the temporal structure of a time-varying signal.'' We solve the bias-variance tradeoff involved in the MMSE optimization using Stein's unbiased risk estimator (SURE). We observe that the 3-dB cutoff frequency of the SURE-optimal S-G filter is higher where the signal varies fast locally, and vice versa, essentially enabling us to suitably trade off the bias and variance, thereby resulting in near-MMSE performance. At low signal-to-noise ratios (SNRs), it is seen that the adaptive filter length algorithm performance improves by incorporating a regularization term in the SURE objective function. We consider the algorithm performance on real-world electrocardiogram (ECG) signals. The results exhibit considerable SNR improvement. Noise performance analysis shows that the proposed algorithms are comparable, and in some cases, better than some standard denoising techniques available in the literature.

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Fast and efficient channel estimation is key to achieving high data rate performance in mobile and vehicular communication systems, where the channel is fast time-varying. To this end, this work proposes and optimizes channel-dependent training schemes for reciprocal Multiple-Input Multiple-Output (MIMO) channels with beamforming (BF) at the transmitter and receiver. First, assuming that Channel State Information (CSI) is available at the receiver, a channel-dependent Reverse Channel Training (RCT) signal is proposed that enables efficient estimation of the BF vector at the transmitter with a minimum training duration of only one symbol. In contrast, conventional orthogonal training requires a minimum training duration equal to the number of receive antennas. A tight approximation to the capacity lower bound on the system is derived, which is used as a performance metric to optimize the parameters of the RCT. Next, assuming that CSI is available at the transmitter, a channel-dependent forward-link training signal is proposed and its power and duration are optimized with respect to an approximate capacity lower bound. Monte Carlo simulations illustrate the significant performance improvement offered by the proposed channel-dependent training schemes over the existing channel-agnostic orthogonal training schemes.

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This paper presents the modelling and analysis of voltage stability at AC commutation bus in LCC (Line commutated converters) based multi-infeed HVDC system. The paper also presents the analysis of effects of various operating control modes in HVDC as well as location of disturbance on the voltage stability of the system under study. A new method of modelling the LCC converters as time varying admittance at the AC commutation bus is also presented in this paper. In this paper, the modelling of STATCOM for provision of dynamic voltage support at one of the AC buses of the HVDC system is presented. The reactive power injected by STATCOM is controlled by regulating the voltage of the AC bus to which STATCOM is connected. The case study also discusses the effects of various possible combinations of location of STATCOM and disturbance considered, on the voltage stability of the multi-infeed HVDC system.

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A transform approach to network coding was in-troduced by Bavirisetti et al. (arXiv:1103.3882v3 [cs.IT]) as a tool to view wireline networks with delays as k-instantaneous networks (for some large k). When the local encoding kernels (LEKs) of the network are varied with every time block of length k >1, the network is said to use block time varying LEKs. In this work, we propose a Precoding Based Network Alignment (PBNA) scheme based on transform approach and block time varying LEKs for three-source three-destination multiple unicast network with delays (3-S3-D MUN-D). In a recent work, Menget al. (arXiv:1202.3405v1 [cs.IT]) reduced the infinite set of sufficient conditions for feasibility of PBNA in a three-source three-destination instantaneous multiple unicast network as given by Das et al. (arXiv:1008.0235v1 [cs.IT]) to a finite set and also showed that the conditions are necessary. We show that the conditions of Meng et al. are also necessary and sufficient conditions for feasibility of PBNA based on transform approach and block time varying LEKs for 3-S3-D MUN-D.

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This paper presents a novel, soft computing based solution to a complex optimal control or dynamic optimization problem that requires the solution to be available in real-time. The complexities in this problem of optimal guidance of interceptors launched with high initial heading errors include the more involved physics of a three dimensional missile-target engagement, and those posed by the assumption of a realistic dynamic model such as time-varying missile speed, thrust, drag and mass, besides gravity, and upper bound on the lateral acceleration. The classic, pure proportional navigation law is augmented with a polynomial function of the heading error, and the values of the coefficients of the polynomial are determined using differential evolution (DE). The performance of the proposed DE enhanced guidance law is compared against the existing conventional laws in the literature, on the criteria of time and energy optimality, peak lateral acceleration demanded, terminal speed and robustness to unanticipated target maneuvers, to illustrate the superiority of the proposed law. (C) 2013 Elsevier B. V. All rights reserved.

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The study of recession flows offers fundamental insights into basin hydrological processes and, in particular, into the collective behavior of the governing dominant subsurface flows and properties. We use here an existing geomorphological interpretation of recession dynamics, which links the exponent in the classic recession curve -dQ/dt - kQ(alpha) to the geometric properties of the time-varying drainage network to study the general properties of recession curves across a wide variety of river basins. In particular, we show how the parameter k depends on the initial soil moisture state of the basin and can be made to explicitly depend on an index discharge, representative of initial sub-subsurface storage. Through this framework we obtain a non-dimensional, event-independent, recession curve. We subsequently quantify the variability of k across different basins on the basis of their geometry, and, by rescaling, collapse curves from different events and basins to obtain a generalized, or `universal', recession curve. Finally, we analyze the resulting normalized recession curves and explain their universal characteristics, lending further support to the notion that the statistical properties of observed recession curves bear the signature of the geomorphological structure of the networks producing them. (C) 2014 Elsevier Ltd. All rights reserved.

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Information spreading in a population can be modeled as an epidemic. Campaigners (e.g., election campaign managers, companies marketing products or movies) are interested in spreading a message by a given deadline, using limited resources. In this paper, we formulate the above situation as an optimal control problem and the solution (using Pontryagin's Maximum Principle) prescribes an optimal resource allocation over the time of the campaign. We consider two different scenarios-in the first, the campaigner can adjust a direct control (over time) which allows her to recruit individuals from the population (at some cost) to act as spreaders for the Susceptible-Infected-Susceptible (SIS) epidemic model. In the second case, we allow the campaigner to adjust the effective spreading rate by incentivizing the infected in the Susceptible-Infected-Recovered (SIR) model, in addition to the direct recruitment. We consider time varying information spreading rate in our formulation to model the changing interest level of individuals in the campaign, as the deadline is reached. In both the cases, we show the existence of a solution and its uniqueness for sufficiently small campaign deadlines. For the fixed spreading rate, we show the effectiveness of the optimal control strategy against the constant control strategy, a heuristic control strategy and no control. We show the sensitivity of the optimal control to the spreading rate profile when it is time varying. (C) 2014 Elsevier Inc. All rights reserved.

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Guidance laws based on a conventional sliding mode ensures only asymptotic convergence. However, convergence to the desired impact angle within a finite time is important in most practical guidance applications. These finite time convergent guidance laws suffer from singularity leading to control saturation. In this paper, guidance laws to intercept targets at a desired impact angle, from any initial heading angle, without exhibiting any singularity, are presented. The desired impact angle, which is defined in terms of a desired line-of-sight angle, is achieved in finite time by selecting the interceptor's lateral acceleration to enforce nonsingular terminal sliding mode on a switching surface designed using nonlinear engagement dynamics. Numerical simulation results are presented to validate the proposed guidance laws for different initial engagement geometries and impact angles. Although the guidance laws are designed for constant speed interceptors, its robustness against the time-varying speed of interceptors is also evaluated through extensive simulation results.

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It is well known that the impulse response of a wide-band wireless channel is approximately sparse, in the sense that it has a small number of significant components relative to the channel delay spread. In this paper, we consider the estimation of the unknown channel coefficients and its support in OFDM systems using a sparse Bayesian learning (SBL) framework for exact inference. In a quasi-static, block-fading scenario, we employ the SBL algorithm for channel estimation and propose a joint SBL (J-SBL) and a low-complexity recursive J-SBL algorithm for joint channel estimation and data detection. In a time-varying scenario, we use a first-order autoregressive model for the wireless channel and propose a novel, recursive, low-complexity Kalman filtering-based SBL (KSBL) algorithm for channel estimation. We generalize the KSBL algorithm to obtain the recursive joint KSBL algorithm that performs joint channel estimation and data detection. Our algorithms can efficiently recover a group of approximately sparse vectors even when the measurement matrix is partially unknown due to the presence of unknown data symbols. Moreover, the algorithms can fully exploit the correlation structure in the multiple measurements. Monte Carlo simulations illustrate the efficacy of the proposed techniques in terms of the mean-square error and bit error rate performance.

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The algebraic formulation for linear network coding in acyclic networks with the links having integer delay is well known. Based on this formulation, for a given set of connections over an arbitrary acyclic network with integer delay assumed for the links, the output symbols at the sink nodes, at any given time instant, is a F(p)m-linear combination of the input symbols across different generations, where F(p)m denotes the field over which the network operates (p is prime and m is a positive integer). We use finite-field discrete Fourier transform to convert the output symbols at the sink nodes, at any given time instant, into a F(p)m-linear combination of the input symbols generated during the same generation without making use of memory at the intermediate nodes. We call this as transforming the acyclic network with delay into n-instantaneous networks (n is sufficiently large). We show that under certain conditions, there exists a network code satisfying sink demands in the usual (nontransform) approach if and only if there exists a network code satisfying sink demands in the transform approach. When the zero-interference conditions are not satisfied, we propose three precoding-based network alignment (PBNA) schemes for three-source three-destination multiple unicast network with delays (3-S 3-D MUN-D) termed as PBNA using transform approach and time-invariant local encoding coefficients (LECs), PBNA using time-varying LECs, and PBNA using transform approach and block time-varying LECs. We derive sets of necessary and sufficient conditions under which throughputs close to n' + 1/2n' + 1, n'/2n' + 1, and n'/2n' + 1 are achieved for the three source-destination pairs in a 3-S 3-D MUN-D employing PBNA using transform approach and time-invariant LECs, and PBNA using transform approach and block time-varying LECs, where n' is a positive integer. For PBNA using time-varying LECs, we obtain a sufficient condition under which a throughput demand of n(1)/n, n(2)/n, and n(3)/n can be met for the three source-destination pairs in a 3-S 3-D MUN-D, where n(1), n(2), and n(3) are positive integers less than or equal to the positive integer n. This condition is also necessary when n(1) + n(3) = n(1) + n(2) = n where n(1) >= n(2) >= n(3).

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Thrust-generating flapping foils are known to produce jets inclined to the free stream at high Strouhal numbers St = fA/U-infinity, where f is the frequency and A is the amplitude of flapping and U-infinity is the free-stream velocity. Our experiments, in the limiting case of St —> infinity (zero free-stream speed), show that a purely oscillatory pitching motion of a chordwise flexible foil produces a coherent jet composed of a reverse Benard-Karman vortex street along the centreline, albeit over a specific range of effective flap stiffnesses. We obtain flexibility by attaching a thin flap to the trailing edge of a rigid NACA0015 foil; length of flap is 0.79 c where c is rigid foil chord length. It is the time-varying deflections of the flexible flap that suppress the meandering found in the jets produced by a pitching rigid foil for zero free-stream condition. Recent experiments (Marais et al., J. Fluid Mech., vol. 710, 2012, p. 659) have also shown that the flexibility increases the St at which non-deflected jets are obtained. Analysing the near-wake vortex dynamics from flow visualization and particle image velocimetry (PIV) measurements, we identify the mechanisms by which flexibility suppresses jet deflection and meandering. A convenient characterization of flap deformation, caused by fluid-flap interaction, is through a non-dimensional effective stiffness', EI* = 8 EI/(rho V-TEmax(2) s(f) c(f)(3)/2), representing the inverse of the flap deflection due to the fluid-dynamic loading; here, EI is the bending stiffness of flap, rho is fluid density, V-TEmax is the maximum velocity of rigid foil trailing edge, s(f) is span and c(f) is chord length of the flexible flap. By varying the amplitude and frequency of pitching, we obtain a variation in EI* over nearly two orders of magnitude and show that only moderate EI*. (0.1 less than or similar to EI * less than or similar to 1 generates a sustained, coherent, orderly jet. Relatively `stiff' flaps (EI* greater than or similar to 1), including the extreme case of no flap, produce meandering jets, whereas highly `flexible' flaps (EI* less than or similar to 0.1) produce spread-out jets. Obtained from the measured mean velocity fields, we present values of thrust coefficients for the cases for which orderly jets are observed.

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Event-triggered sampling (ETS) is a new approach towards efficient signal analysis. The goal of ETS need not be only signal reconstruction, but also direct estimation of desired information in the signal by skillful design of event. We show a promise of ETS approach towards better analysis of oscillatory non-stationary signals modeled by a time-varying sinusoid, when compared to existing uniform Nyquist-rate sampling based signal processing. We examine samples drawn using ETS, with events as zero-crossing (ZC), level-crossing (LC), and extrema, for additive in-band noise and jitter in detection instant. We find that extrema samples are robust, and also facilitate instantaneous amplitude (IA), and instantaneous frequency (IF) estimation in a time-varying sinusoid. The estimation is proposed solely using extrema samples, and a local polynomial regression based least-squares fitting approach. The proposed approach shows improvement, for noisy signals, over widely used analytic signal, energy separation, and ZC based approaches (which are based on uniform Nyquist-rate sampling based data-acquisition and processing). Further, extrema based ETS in general gives a sub-sampled representation (relative to Nyquistrate) of a time-varying sinusoid. For the same data-set size captured with extrema based ETS, and uniform sampling, the former gives much better IA and IF estimation. (C) 2015 Elsevier B.V. All rights reserved.

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We consider a server serving a time-slotted queued system of multiple packet-based flows, where not more than one flow can be serviced in a single time slot. The flows have exogenous packet arrivals and time-varying service rates. At each time, the server can observe instantaneous service rates for only a subset of flows ( selected from a fixed collection of observable subsets) before scheduling a flow in the subset for service. We are interested in queue length aware scheduling to keep the queues short. The limited availability of instantaneous service rate information requires the scheduler to make a careful choice of which subset of service rates to sample. We develop scheduling algorithms that use only partial service rate information from subsets of channels, and that minimize the likelihood of queue overflow in the system. Specifically, we present a new joint subset-sampling and scheduling algorithm called Max-Exp that uses only the current queue lengths to pick a subset of flows, and subsequently schedules a flow using the Exponential rule. When the collection of observable subsets is disjoint, we show that Max-Exp achieves the best exponential decay rate, among all scheduling algorithms that base their decision on the current ( or any finite past history of) system state, of the tail of the longest queue. To accomplish this, we employ novel analytical techniques for studying the performance of scheduling algorithms using partial state, which may be of independent interest. These include new sample-path large deviations results for processes obtained by non-random, predictable sampling of sequences of independent and identically distributed random variables. A consequence of these results is that scheduling with partial state information yields a rate function significantly different from scheduling with full channel information. In the special case when the observable subsets are singleton flows, i.e., when there is effectively no a priori channel state information, Max-Exp reduces to simply serving the flow with the longest queue; thus, our results show that to always serve the longest queue in the absence of any channel state information is large deviations optimal.