913 resultados para Stochastic Subspace System Identification


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The problem of identification of a nonlinear dynamic system is considered. A two-layer neural network is used for the solution of the problem. Systems disturbed with unmeasurable noise are considered, although it is known that the disturbance is a random piecewise polynomial process. Absorption polynomials and nonquadratic loss functions are used to reduce the effect of this disturbance on the estimates of the optimal memory of the neural-network model.

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Background: The aim of this study was to evaluate stimulant medication response following a single dose of methylphenidate (MPH) in children and young people with hyperkinetic disorder using infrared motion analysis combined with a continuous performance task (QbTest system) as objective measures. The hypothesis was put forward that a moderate testdose of stimulant medication could determine a robust treatment response, partial response and non-response in relation to activity, attention and impulse control measures. Methods: The study included 44 children and young people between the ages of 7-18 years with a diagnosis of hyperkinetic disorder (F90 & F90.1). A single dose-protocol incorporated the time course effects of both immediate release MPH and extended release MPH (Concerta XL, Equasym XL) to determine comparable peak efficacy periods post intake. Results: A robust treatment response with objective measures reverting to the population mean was found in 37 participants (84%). Three participants (7%) demonstrated a partial response to MPH and four participants (9%) were determined as non-responders due to deteriorating activity measures together with no improvements in attention and impulse control measures. Conclusion: Objective measures provide early into prescribing the opportunity to measure treatment response and monitor adverse reactions to stimulant medication. Most treatment responders demonstrated an effective response to MPH on a moderate testdose facilitating a swift and more optimal titration process.

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A new state estimator algorithm is based on a neurofuzzy network and the Kalman filter algorithm. The major contribution of the paper is recognition of a bias problem in the parameter estimation of the state-space model and the introduction of a simple, effective prefiltering method to achieve unbiased parameter estimates in the state-space model, which will then be applied for state estimation using the Kalman filtering algorithm. Fundamental to this method is a simple prefiltering procedure using a nonlinear principal component analysis method based on the neurofuzzy basis set. This prefiltering can be performed without prior system structure knowledge. Numerical examples demonstrate the effectiveness of the new approach.

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The modelling of a nonlinear stochastic dynamical processes from data involves solving the problems of data gathering, preprocessing, model architecture selection, learning or adaptation, parametric evaluation and model validation. For a given model architecture such as associative memory networks, a common problem in non-linear modelling is the problem of "the curse of dimensionality". A series of complementary data based constructive identification schemes, mainly based on but not limited to an operating point dependent fuzzy models, are introduced in this paper with the aim to overcome the curse of dimensionality. These include (i) a mixture of experts algorithm based on a forward constrained regression algorithm; (ii) an inherent parsimonious delaunay input space partition based piecewise local lineal modelling concept; (iii) a neurofuzzy model constructive approach based on forward orthogonal least squares and optimal experimental design and finally (iv) the neurofuzzy model construction algorithm based on basis functions that are Bézier Bernstein polynomial functions and the additive decomposition. Illustrative examples demonstrate their applicability, showing that the final major hurdle in data based modelling has almost been removed.

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By using a deterministic approach, an exact form for the synchronous detected video signal under a ghosted condition is presented. Information regarding the phase quadrature-induced ghost component derived from the quadrature forming nature of the vestigial sideband (VSB) filter is obtained by crosscorrelating the detected video with the ghost cancel reference (GCR) signal. As a result, the minimum number of taps required to correctly remove all the ghost components is subsequently presented. The results are applied to both National Television System Committee (NTSC) and phase alternate line (PAL) television.

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A quasi-optical de-embedding technique for characterizing waveguides is demonstrated using wideband time-resolved terahertz spectroscopy. A transfer function representation is adopted for the description of the signal in the input and output port of the waveguides. The time domain responses were discretised and the waveguide transfer function was obtained through a parametric approach in the z-domain after describing the system with an ARX as well as with a state space model. Prior to the identification procedure, filtering was performed in the wavelet domain to minimize signal distortion and the noise propagating in the ARX and subspace models. The model identification procedure requires isolation of the phase delay in the structure and therefore the time-domain signatures must be firstly aligned with respect to each other before they are compared. An initial estimate of the number of propagating modes was provided by comparing the measured phase delay in the structure with theoretical calculations that take into account the physical dimensions of the waveguide. Models derived from measurements of THz transients in a precision WR-8 waveguide adjustable short will be presented.

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This paper shows that a wavelet network and a linear term can be advantageously combined for the purpose of non linear system identification. The theoretical foundation of this approach is laid by proving that radial wavelets are orthogonal to linear functions. A constructive procedure for building such nonlinear regression structures, termed linear-wavelet models, is described. For illustration, sim ulation data are used to identify a model for a two-link robotic manipulator. The results show that the introduction of wavelets does improve the prediction ability of a linear model.

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The misuse of Personal Protective Equipment results in health risk among smallholders in developing countries, and education is often proposed to promote safer practices. However, evidence point to limited effects of education. This paper presents a System Dynamics model which allows the identification of risk-minimizing policies for behavioural change. The model is based on the IAC framework and survey data. It represents farmers' decision-making from an agent-oriented standpoint. The most successful intervention strategy was the one which intervened in the long term, targeted key stocks in the systems and was diversified. However, the results suggest that, under these conditions, no policy is able to trigger a self sustaining behavioural change. Two implementation approaches were suggested by experts. One, based on constant social control, corresponds to a change of the current model's parameters. The other, based on participation, would lead farmers to new thinking, i.e. changes in their decision-making structure.

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Using the formalism of the Ruelle response theory, we study how the invariant measure of an Axiom A dynamical system changes as a result of adding noise, and describe how the stochastic perturbation can be used to explore the properties of the underlying deterministic dynamics. We first find the expression for the change in the expectation value of a general observable when a white noise forcing is introduced in the system, both in the additive and in the multiplicative case. We also show that the difference between the expectation value of the power spectrum of an observable in the stochastically perturbed case and of the same observable in the unperturbed case is equal to the variance of the noise times the square of the modulus of the linear susceptibility describing the frequency-dependent response of the system to perturbations with the same spatial patterns as the considered stochastic forcing. This provides a conceptual bridge between the change in the fluctuation properties of the system due to the presence of noise and the response of the unperturbed system to deterministic forcings. Using Kramers-Kronig theory, it is then possible to derive the real and imaginary part of the susceptibility and thus deduce the Green function of the system for any desired observable. We then extend our results to rather general patterns of random forcing, from the case of several white noise forcings, to noise terms with memory, up to the case of a space-time random field. Explicit formulas are provided for each relevant case analysed. As a general result, we find, using an argument of positive-definiteness, that the power spectrum of the stochastically perturbed system is larger at all frequencies than the power spectrum of the unperturbed system. We provide an example of application of our results by considering the spatially extended chaotic Lorenz 96 model. These results clarify the property of stochastic stability of SRB measures in Axiom A flows, provide tools for analysing stochastic parameterisations and related closure ansatz to be implemented in modelling studies, and introduce new ways to study the response of a system to external perturbations. Taking into account the chaotic hypothesis, we expect that our results have practical relevance for a more general class of system than those belonging to Axiom A.

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The understanding of the statistical properties and of the dynamics of multistable systems is gaining more and more importance in a vast variety of scientific fields. This is especially relevant for the investigation of the tipping points of complex systems. Sometimes, in order to understand the time series of given observables exhibiting bimodal distributions, simple one-dimensional Langevin models are fitted to reproduce the observed statistical properties, and used to investing-ate the projected dynamics of the observable. This is of great relevance for studying potential catastrophic changes in the properties of the underlying system or resonant behaviours like those related to stochastic resonance-like mechanisms. In this paper, we propose a framework for encasing this kind of studies, using simple box models of the oceanic circulation and choosing as observable the strength of the thermohaline circulation. We study the statistical properties of the transitions between the two modes of operation of the thermohaline circulation under symmetric boundary forcings and test their agreement with simplified one-dimensional phenomenological theories. We extend our analysis to include stochastic resonance-like amplification processes. We conclude that fitted one-dimensional Langevin models, when closely scrutinised, may result to be more ad-hoc than they seem, lacking robustness and/or well-posedness. They should be treated with care, more as an empiric descriptive tool than as methodology with predictive power.

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A direct method is presented for determining the uncertainty in reservoir pressure, flow, and net present value (NPV) using the time-dependent, one phase, two- or three-dimensional equations of flow through a porous medium. The uncertainty in the solution is modelled as a probability distribution function and is computed from given statistical data for input parameters such as permeability. The method generates an expansion for the mean of the pressure about a deterministic solution to the system equations using a perturbation to the mean of the input parameters. Hierarchical equations that define approximations to the mean solution at each point and to the field covariance of the pressure are developed and solved numerically. The procedure is then used to find the statistics of the flow and the risked value of the field, defined by the NPV, for a given development scenario. This method involves only one (albeit complicated) solution of the equations and contrasts with the more usual Monte-Carlo approach where many such solutions are required. The procedure is applied easily to other physical systems modelled by linear or nonlinear partial differential equations with uncertain data.

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This paper introduces an architecture for identifying and modelling in real-time at a copper mine using new technologies as M2M and cloud computing with a server in the cloud and an Android client inside the mine. The proposed design brings up pervasive mining, a system with wider coverage, higher communication efficiency, better fault-tolerance, and anytime anywhere availability. This solution was designed for a plant inside the mine which cannot tolerate interruption and for which their identification in situ, in real time, is an essential part of the system to control aspects such as instability by adjusting their corresponding parameters without stopping the process.

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A method of automatically identifying and tracking polar-cap plasma patches, utilising data inversion and feature-tracking methods, is presented. A well-established and widely used 4-D ionospheric imaging algorithm, the Multi-Instrument Data Assimilation System (MIDAS), inverts slant total electron content (TEC) data from ground-based Global Navigation Satellite System (GNSS) receivers to produce images of the free electron distribution in the polar-cap ionosphere. These are integrated to form vertical TEC maps. A flexible feature-tracking algorithm, TRACK, previously used extensively in meteorological storm-tracking studies is used to identify and track maxima in the resulting 2-D data fields. Various criteria are used to discriminate between genuine patches and "false-positive" maxima such as the continuously moving day-side maximum, which results from the Earth's rotation rather than plasma motion. Results for a 12-month period at solar minimum, when extensive validation data are available, are presented. The method identifies 71 separate structures consistent with patch motion during this time. The limitations of solar minimum and the consequent small number of patches make climatological inferences difficult, but the feasibility of the method for patches larger than approximately 500 km in scale is demonstrated and a larger study incorporating other parts of the solar cycle is warranted. Possible further optimisation of discrimination criteria, particularly regarding the definition of a patch in terms of its plasma concentration enhancement over the surrounding background, may improve results.

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Since 1999, the National Commission for the Knowledge and Use of the Biodiversity (CONABIO) in Mexico has been developing and managing the “Operational program for the detection of hot-spots using remote sensing techniques”. This program uses images from the MODerate resolution Imaging Spectroradiometer (MODIS) onboard the Terra and Aqua satellites and from the Advanced Very High Resolution Radiometer of the National Oceanic and Atmospheric Administration (NOAA-AVHRR), which are operationally received through the Direct Readout station (DR) at CONABIO. This allows the near-real time monitoring of fire events in Mexico and Central America. In addition to the detection of active fires, the location of hot spots are classified with respect to vegetation types, accessibility, and risk to Nature Protection Areas (NPA). Besides the fast detection of fires, further analysis is necessary due to the considerable effects of forest fires on biodiversity and human life. This fire impact assessment is crucial to support the needs of resource managers and policy makers for adequate fire recovery and restoration actions. CONABIO attempts to meet these requirements, providing post-fire assessment products as part of the management system in particular for satellite-based burnt area mapping. This paper provides an overview of the main components of the operational system and will present an outlook to future activities and system improvements, especially the development of a burnt area product. A special focus will also be placed on the fire occurrence within NPAs of Mexico

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This paper details a strategy for modifying the source code of a complex model so that the model may be used in a data assimilation context, {and gives the standards for implementing a data assimilation code to use such a model}. The strategy relies on keeping the model separate from any data assimilation code, and coupling the two through the use of Message Passing Interface (MPI) {functionality}. This strategy limits the changes necessary to the model and as such is rapid to program, at the expense of ultimate performance. The implementation technique is applied in different models with state dimension up to $2.7 \times 10^8$. The overheads added by using this implementation strategy in a coupled ocean-atmosphere climate model are shown to be an order of magnitude smaller than the addition of correlated stochastic random errors necessary for some nonlinear data assimilation techniques.