927 resultados para Markov Model with Monte-Carlo microsimulations


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Grating Compression Transform (GCT) is a two-dimensional analysis of speech signal which has been shown to be effective in multi-pitch tracking in speech mixtures. Multi-pitch tracking methods using GCT apply Kalman filter framework to obtain pitch tracks which requires training of the filter parameters using true pitch tracks. We propose an unsupervised method for obtaining multiple pitch tracks. In the proposed method, multiple pitch tracks are modeled using time-varying means of a Gaussian mixture model (GMM), referred to as TVGMM. The TVGMM parameters are estimated using multiple pitch values at each frame in a given utterance obtained from different patches of the spectrogram using GCT. We evaluate the performance of the proposed method on all voiced speech mixtures as well as random speech mixtures having well separated and close pitch tracks. TVGMM achieves multi-pitch tracking with 51% and 53% multi-pitch estimates having error <= 20% for random mixtures and all-voiced mixtures respectively. TVGMM also results in lower root mean squared error in pitch track estimation compared to that by Kalman filtering.

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We use Floquet theory to study the maximum value of the stroboscopic group velocity in a one-dimensional tight-binding model subjected to an on-site staggered potential varying sinusoidally in time. The results obtained by numerically diagonalizing the Floquet operator are analyzed using a variety of analytical schemes. In the low-frequency limit we use adiabatic theory, while in the high-frequency limit the Magnus expansion of the Floquet Hamiltonian turns out to be appropriate. When the magnitude of the staggered potential is much greater or much less than the hopping, we use degenerate Floquet perturbation theory; we find that dynamical localization occurs in the former case when the maximum group velocity vanishes. Finally, starting from an ``engineered'' initial state where the particles (taken to be hard-core bosons) are localized in one part of the chain, we demonstrate that the existence of a maximum stroboscopic group velocity manifests in a light-cone-like spreading of the particles in real space.

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In this article, we study risk-sensitive control problem with controlled continuous time Markov chain state dynamics. Using multiplicative dynamic programming principle along with the atomic structure of the state dynamics, we prove the existence and a characterization of optimal risk-sensitive control under geometric ergodicity of the state dynamics along with a smallness condition on the running cost.

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In this paper, we study two multi-dimensional Goodness-of-Fit tests for spectrum sensing in cognitive radios. The multi-dimensional scenario refers to multiple CR nodes, each with multiple antennas, that record multiple observations from multiple primary users for spectrum sensing. These tests, viz., the Interpoint Distance (ID) based test and the h, f distance based tests are constructed based on the properties of stochastic distances. The ID test is studied in detail for a single CR node case, and a possible extension to handle multiple nodes is discussed. On the other hand, the h, f test is applicable in a multi-node setup. A robustness feature of the KL distance based test is discussed, which has connections with Middleton's class A model. Through Monte-Carlo simulations, the proposed tests are shown to outperform the existing techniques such as the eigenvalue ratio based test, John's test, and the sphericity test, in several scenarios.

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Based on the internal variable theory, a viscoelastic constitutive model of a highly deformable continuous medium is proposed. A set of second rank tensorial internal state variables corresponding to Biot's strain is introduced, and a nonlinear evolution

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In this paper, a generalized JKR model is investigated, in which an elastic cylinder adhesively contacts with an elastic half space and the contact region is assumed to be perfect bonding. An external pulling force is acted on the cylinder in an arbitrary direction. The contact area changes during the pull-off process, which can be predicted using the dynamic Griffith energy balance criterion as the contact edge shifts. Full coupled solution with an oscillatory singularity is obtained and analyzed by numerical calculations. The effect of Dundurs' parameter on the pull-off process is analyzed, which shows that a nonoscillatory solution can approximate the general one under some conditions, i.e., larger pulling angle (pi/2 is the maximum value), smaller a/R or larger nondimensional parameter value of Delta gamma/E*R. Relations among the contact half width, the external pulling force and the pulling angle are used to determine the pull-off force and pull-off contact half width explicitly. All the results in the present paper as basic solutions are helpful and applicable for experimenters and engineers.

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Three-dimensional discrete element face-to-face contact model with fissure water pressure is established in this paper and the model is used to simulate three-stage process of landslide under fissure water pressure in the opencast mine, according to the actual state of landslide in Panluo iron mine where landslide happened in 1990 and was fathered in 1999. The calculation results show that fissure water pressure on the sliding surface is the main reason causing landslide and the local soft interlayer weakens the stability of slope. If the discrete element method adopts the same assumption as the limit equilibrium method, the results of two methods are in good agreement; while if the assumption is not adopted in the discrete element method, the critical phi numerically calculated is less than the one calculated by use of the limit equilibrium method for the same C. Thus, from an engineering point of view, the result from the discrete element model simulation is safer and has more widely application since the discrete element model takes into account the effect of rock mass structures.

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本文用量子MontoCarlo方法中优化试探波函数Ψ_T计算氢分子H_2基态(X~1∑_g~+)势能曲线.文中采用相当简单的波函数形式,并用固定样点优化技术优化试探波函数的参数.确定优化试探波函数后,分别用变分Monte Carlo及固定节面M0nte Carlo计算势能曲线各点能值.二种方法先后得95%和100%的相关能.因此,在量子M0nte Carlo方法中,用本文作者提出的试探波函数计算分子势能面,将会获得很好的结果.从而对分子散射和动力学的研究有重要意义.