795 resultados para time-varying AR models


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针对具有时变不确定性且不确定性界为椭球的线性系统提出了一种新的具有自适应机制的鲁棒保性能控制器设计方法。首先,引入一个具有可由自适应律在线调整的可调参数的目标模型,通过该参数来保证由目标模型与被控模型所获得的误差系统渐近稳定。结合保证目标模型稳定性的设计,最终形成保证闭环系统稳定且控制器增益仿射依赖于可调参数的鲁棒保性能跟踪控制器。应用于安装在试验平台上的小型直升机航向控制中,仿真试验表明了该方法的有效性。

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用于非线性椭球估计的扩展集员算法在实际应用中存存着数值稳定性差、计算复杂度高以及滤波器参数难以选择等问题.本文提出了一种基于UD分解的自适应扩展集员估计算法,用于解决非线性系统时变状态和参数的联合估计和定界问题.新算法将UD分解与序列更新和选择更新策略结合起米,改进了传统扩展集员算法的数值稳定性和实时性能;同时,对滤波器参数进行自适应选择以进一步降低计算复杂度并达到次优估计结果.仿真实验表明了该算法的有效性和鲁棒性.

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直升机航向动力学包含输入非线性、时变参数和主-尾旋翼之间的强耦合,传统的比例积分微分(Proportional integral differential,PID)方法很难达到良好的控制性能。基于以上原因,通过把自调整神经元与滑模控制相结合,提出一种能够解决带有输入非线性的航向自适应控制方法。与常规自适应控制相比,用滑模条件代替误差函数作为目标函数,使控制器在保证闭环稳定性的同时,能够进一步使跟踪误差满足期望精度。证明了该方法的稳定性,针对实际模型直升机试验平台航向动力学模型的仿真结果,以及与传统PID方法的比较都表明了该方法的有效性。

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为了使机器人跟踪给定的期望轨线,提出了一种新的基于机器人运动重复性的学习控制法.在这种方法中机器人通过重复试验得到期望运动,这种控制法的优点:一是对于在期望运动附近非线性机器人动力学的近似表达式的线性时变机械系统产生期望运动的输入力矩可不由估计机器人动力学的物理参数形成;二是可以适当的选择位置、速度和加速度反馈增益矩阵,从而加快误差收敛速度;三是加入了加速度反馈,减少了速度反馈,减少了重复试验的次数.这是因为在每次试验的初始时刻不存在位置和速度误差,但存在加速度误差.另外,这种控制法的有效性通过PUMA562机器人的前三个关节的计算机仿真结果得到验证。

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本文阐述了离散时间点过程理论,时变马尔科夫链及鞅差分序列在城市交通车队状态观测器中的应用。并在此基础上,改进了[5]中的估计算法。用本文提出的非线性最小方差估计算法,对提供的交通状态进行估计,所得结果比[5]中算法精度有明显提高。在大连市某交通干线计算机控制系统中初步应用,取得了令人满意的结果。

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The real media always attenuate and distort seismic waves as they propagate in the earth. This behavior can be modeled with a viscoelastic and anisotropic wave equation. The real media can be described as fractured media. In this thesis, we present a high-order staggered grid finite-difference scheme for 2-D viscoelastic wave propagation in a medium containing a large number of small finite length fractures. We use the effective medium approach to compute the anisotropic parameters in each grid cell. By comparing our synthetic seismogram by staggered-grid finite-difference with that by complex-ray parameter ray tracing method, we conclude that the high-order staggered-grid finite-difference technique can effectively used to simulate seismic propagation in viscoelastic-anisotropic media. Synthetic seismograms demonstrate that strong attenuation and significant frequency dispersion due to viscosity are important factors of reducing amplitude and delaying arrival time varying with incidence angle or offset. On the other hand, the amount of scattered energy not only provides an indicator of orientation of fracture sets, but can also provide information about the fracture spacing. Analysis of synthetic seismograms from dry- and fluid-filled fractures indicates that dry-filled fractures show more significant scattering on seismic wavefields than fluid-filled ones, and offset-variations in P-wave amplitude are observable. We also analyze seismic response of an anticlinal trap model that includes a gas-filled fractured reservoir with high attenuation, which attenuates and distorts the so-called bright spot.

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Recent developments in microfabrication and nanotechnology will enable the inexpensive manufacturing of massive numbers of tiny computing elements with sensors and actuators. New programming paradigms are required for obtaining organized and coherent behavior from the cooperation of large numbers of unreliable processing elements that are interconnected in unknown, irregular, and possibly time-varying ways. Amorphous computing is the study of developing and programming such ultrascale computing environments. This paper presents an approach to programming an amorphous computer by spontaneously organizing an unstructured collection of processing elements into cooperative groups and hierarchies. This paper introduces a structure called an AC Hierarchy, which logically organizes processors into groups at different levels of granularity. The AC hierarchy simplifies programming of an amorphous computer through new language abstractions, facilitates the design of efficient and robust algorithms, and simplifies the analysis of their performance. Several example applications are presented that greatly benefit from the AC hierarchy. This paper introduces three algorithms for constructing multiple levels of the hierarchy from an unstructured collection of processors.

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This paper presents precise versions of some "laws" that must be satisfied by computations involving communicating parallel processes. The laws take the form of stating plausible restrictions on the histories of computations that are physically realizable. The laws are very general in that they are obeyed by parallel processes executing on a time varying number of distributed physical processors.

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For applications involving the control of moving vehicles, the recovery of relative motion between a camera and its environment is of high utility. This thesis describes the design and testing of a real-time analog VLSI chip which estimates the focus of expansion (FOE) from measured time-varying images. Our approach assumes a camera moving through a fixed world with translational velocity; the FOE is the projection of the translation vector onto the image plane. This location is the point towards which the camera is moving, and other points appear to be expanding outward from. By way of the camera imaging parameters, the location of the FOE gives the direction of 3-D translation. The algorithm we use for estimating the FOE minimizes the sum of squares of the differences at every pixel between the observed time variation of brightness and the predicted variation given the assumed position of the FOE. This minimization is not straightforward, because the relationship between the brightness derivatives depends on the unknown distance to the surface being imaged. However, image points where brightness is instantaneously constant play a critical role. Ideally, the FOE would be at the intersection of the tangents to the iso-brightness contours at these "stationary" points. In practice, brightness derivatives are hard to estimate accurately given that the image is quite noisy. Reliable results can nevertheless be obtained if the image contains many stationary points and the point is found that minimizes the sum of squares of the perpendicular distances from the tangents at the stationary points. The FOE chip calculates the gradient of this least-squares minimization sum, and the estimation is performed by closing a feedback loop around it. The chip has been implemented using an embedded CCD imager for image acquisition and a row-parallel processing scheme. A 64 x 64 version was fabricated in a 2um CCD/ BiCMOS process through MOSIS with a design goal of 200 mW of on-chip power, a top frame rate of 1000 frames/second, and a basic accuracy of 5%. A complete experimental system which estimates the FOE in real time using real motion and image scenes is demonstrated.

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The algorithm presented in this paper aims to segment the foreground objects in video (e.g., people) given time-varying, textured backgrounds. Examples of time-varying backgrounds include waves on water, clouds moving, trees waving in the wind, automobile traffic, moving crowds, escalators, etc. We have developed a novel foreground-background segmentation algorithm that explicitly accounts for the non-stationary nature and clutter-like appearance of many dynamic textures. The dynamic texture is modeled by an Autoregressive Moving Average Model (ARMA). A robust Kalman filter algorithm iteratively estimates the intrinsic appearance of the dynamic texture, as well as the regions of the foreground objects. Preliminary experiments with this method have demonstrated promising results.

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Existing approaches for multirate multicast congestion control are either friendly to TCP only over large time scales or introduce unfortunate side effects, such as significant control traffic, wasted bandwidth, or the need for modifications to existing routers. We advocate a layered multicast approach in which steady-state receiver reception rates emulate the classical TCP sawtooth derived from additive-increase, multiplicative decrease (AIMD) principles. Our approach introduces the concept of dynamic stair layers to simulate various rates of additive increase for receivers with heterogeneous round-trip times (RTTs), facilitated by a minimal amount of IGMP control traffic. We employ a mix of cumulative and non-cumulative layering to minimize the amount of excess bandwidth consumed by receivers operating asynchronously behind a shared bottleneck. We integrate these techniques together into a congestion control scheme called STAIR which is amenable to those multicast applications which can make effective use of arbitrary and time-varying subscription levels.

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In this paper we introduce a theory of policy routing dynamics based on fundamental axioms of routing update mechanisms. We develop a dynamic policy routing model (DPR) that extends the static formalism of the stable paths problem (introduced by Griffin et al.) with discrete synchronous time. DPR captures the propagation of path changes in any dynamic network irrespective of its time-varying topology. We introduce several novel structures such as causation chains, dispute fences and policy digraphs that model different aspects of routing dynamics and provide insight into how these dynamics manifest in a network. We exercise the practicality of the theoretical foundation provided by DPR with two fundamental problems: routing dynamics minimization and policy conflict detection. The dynamics minimization problem utilizes policy digraphs, that capture the dependencies in routing policies irrespective of underlying topology dynamics, to solve a graph optimization problem. This optimization problem explicitly minimizes the number of routing update messages in a dynamic network by optimally changing the path preferences of a minimal subset of nodes. The conflict detection problem, on the other hand, utilizes a theoretical result of DPR where the root cause of a causation cycle (i.e., cycle of routing update messages) can be precisely inferred as either a transient route flap or a dispute wheel (i.e., policy conflict). Using this result we develop SafetyPulse, a token-based distributed algorithm to detect policy conflicts in a dynamic network. SafetyPulse is privacy preserving, computationally efficient, and provably correct.

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Emerging configurable infrastructures such as large-scale overlays and grids, distributed testbeds, and sensor networks comprise diverse sets of available computing resources (e.g., CPU and OS capabilities and memory constraints) and network conditions (e.g., link delay, bandwidth, loss rate, and jitter) whose characteristics are both complex and time-varying. At the same time, distributed applications to be deployed on these infrastructures exhibit increasingly complex constraints and requirements on resources they wish to utilize. Examples include selecting nodes and links to schedule an overlay multicast file transfer across the Grid, or embedding a network experiment with specific resource constraints in a distributed testbed such as PlanetLab. Thus, a common problem facing the efficient deployment of distributed applications on these infrastructures is that of "mapping" application-level requirements onto the network in such a manner that the requirements of the application are realized, assuming that the underlying characteristics of the network are known. We refer to this problem as the network embedding problem. In this paper, we propose a new approach to tackle this combinatorially-hard problem. Thanks to a number of heuristics, our approach greatly improves performance and scalability over previously existing techniques. It does so by pruning large portions of the search space without overlooking any valid embedding. We present a construction that allows a compact representation of candidate embeddings, which is maintained by carefully controlling the order via which candidate mappings are inserted and invalid mappings are removed. We present an implementation of our proposed technique, which we call NETEMBED – a service that identify feasible mappings of a virtual network configuration (the query network) to an existing real infrastructure or testbed (the hosting network). We present results of extensive performance evaluation experiments of NETEMBED using several combinations of real and synthetic network topologies. Our results show that our NETEMBED service is quite effective in identifying one (or all) possible embeddings for quite sizable queries and hosting networks – much larger than what any of the existing techniques or services are able to handle.

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For pt. I see ibid., vol. 44, p. 927-36 (1997). In a digital communications system, data are transmitted from one location to another by mapping bit sequences to symbols, and symbols to sample functions of analog waveforms. The analog waveform passes through a bandlimited (possibly time-varying) analog channel, where the signal is distorted and noise is added. In a conventional system the analog sample functions sent through the channel are weighted sums of one or more sinusoids; in a chaotic communications system the sample functions are segments of chaotic waveforms. At the receiver, the symbol may be recovered by means of coherent detection, where all possible sample functions are known, or by noncoherent detection, where one or more characteristics of the sample functions are estimated. In a coherent receiver, synchronization is the most commonly used technique for recovering the sample functions from the received waveform. These sample functions are then used as reference signals for a correlator. Synchronization-based coherent receivers have advantages over noncoherent receivers in terms of noise performance, bandwidth efficiency (in narrow-band systems) and/or data rate (in chaotic systems). These advantages are lost if synchronization cannot be maintained, for example, under poor propagation conditions. In these circumstances, communication without synchronization may be preferable. The theory of conventional telecommunications is extended to chaotic communications, chaotic modulation techniques and receiver configurations are surveyed, and chaotic synchronization schemes are described

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The electroencephalogram (EEG) is an important noninvasive tool used in the neonatal intensive care unit (NICU) for the neurologic evaluation of the sick newborn infant. It provides an excellent assessment of at-risk newborns and formulates a prognosis for long-term neurologic outcome.The automated analysis of neonatal EEG data in the NICU can provide valuable information to the clinician facilitating medical intervention. The aim of this thesis is to develop a system for automatic classification of neonatal EEG which can be mainly divided into two parts: (1) classification of neonatal EEG seizure from nonseizure, and (2) classifying neonatal background EEG into several grades based on the severity of the injury using atomic decomposition. Atomic decomposition techniques use redundant time-frequency dictionaries for sparse signal representations or approximations. The first novel contribution of this thesis is the development of a novel time-frequency dictionary coherent with the neonatal EEG seizure states. This dictionary was able to track the time-varying nature of the EEG signal. It was shown that by using atomic decomposition and the proposed novel dictionary, the neonatal EEG transition from nonseizure to seizure states could be detected efficiently. The second novel contribution of this thesis is the development of a neonatal seizure detection algorithm using several time-frequency features from the proposed novel dictionary. It was shown that the time-frequency features obtained from the atoms in the novel dictionary improved the seizure detection accuracy when compared to that obtained from the raw EEG signal. With the assistance of a supervised multiclass SVM classifier and several timefrequency features, several methods to automatically grade EEG were explored. In summary, the novel techniques proposed in this thesis contribute to the application of advanced signal processing techniques for automatic assessment of neonatal EEG recordings.