870 resultados para Time-frequency distribution
Resumo:
The dynamics describing the motion response of a marine structure in waves can be represented within a linear framework by the Cummins Equation. This equation contains a convolution term that represents the component of the radiation forces associated with fluid memory effects. Several methods have been proposed in the literature for the identification of parametric models to approximate and replace this convolution term. This replacement can facilitate the model implementation in simulators and the analysis of motion control designs. Some of the reported identification methods consider the problem in the time domain while other methods consider the problem in the frequency domain. This paper compares the application of these identification methods. The comparison is based not only on the quality of the estimated models, but also on the ease of implementation, ease of use, and the flexibility of the identification method to incorporate prior information related to the model being identified. To illustrate the main points arising from the comparison, a particular example based on the coupled vertical motion of a modern containership vessel is presented.
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The charge of an isolated dust grain and ion drag forces on the grain in a collisionless, high-voltage, capacitive rf sheath are studied theoretically. The studies are carried out assuming that the positive ions are monoenergetic, as well as in more realistic approximation, assuming that the time-averaged energy distribution of ions impinging on the dust grain has a double-peaked hollow profile. For the nonmonoenergetic case, an analytical expression for the ion flux to the dust grain is obtained. It is studied how the dust charge and ion drag forces depend on the rf frequency, electron density at plasma-sheath boundary, electron temperature and ratio of the effective oscillation amplitude of rf current to the electron Debye length. It is shown that the dust charge and ion drag forces obtained in the monoenergetic ion approximation may differ from those calculated assuming that the ions are nonmonoenergetic. The difference increases with increasing the width of the ion energy spread in the ion distribution. © 2009 American Institute of Physics.
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This thesis introduces advanced Demand Response algorithms for residential appliances to provide benefits for both utility and customers. The algorithms are engaged in scheduling appliances appropriately in a critical peak day to alleviate network peak, adverse voltage conditions and wholesale price spikes also reducing the cost of residential energy consumption. Initially, a demand response technique via customer reward is proposed, where the utility controls appliances to achieve network improvement. Then, an improved real-time pricing scheme is introduced and customers are supported by energy management schedulers to actively participate in it. Finally, the demand response algorithm is improved to provide frequency regulation services.
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Recent studies have shown that ultrasound transit time spectroscopy (UTTS) is an alternative method to describe ultrasound wave propagation through complex samples as an array of parallel sonic rays. This technique has the potential to characterize bone properties including volume fraction and may be implemented in clinical systems to predict osteoporotic fracture risk. In contrast to broadband ultrasound attenuation, which is highly frequency dependent, we hypothesise that UTTS is frequency independent. This study measured 1 MHz and 5 MHz broadband ultrasound signals through a set of acrylic step-wedge samples. Digital deconvolution of the signals through water and each sample was applied to derive a transit time spectrum. The resulting spectra at both 1 MHz and 5 MHz were compared to the predicted transit time values. Linear regression analysis yields agreement (R2) of 99.23% and 99.74% at 1 MHz and 5 MHz respectively indicating frequency independence of transit time spectra.
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Electrical impedance tomography is a novel technology capable of quantifying ventilation distribution in the lung in real time during various therapeutic manoeuvres. The technique requires changes to the patient’s position to place the electrical impedance tomography electrodes circumferentially around the thorax. The impact of these position changes on the time taken to stabilise the regional distribution of ventilation determined by electrical impedance tomography is unknown. This study aimed to determine the time taken for the regional distribution of ventilation determined by electrical impedance tomography to stabilise after changing position. Eight healthy, male volunteers were connected to electrical impedance tomography and a pneumotachometer. After 30 minutes stabilisation supine, participants were moved into 60 degrees Fowler’s position and then returned to supine. Thirty minutes was spent in each position. Concurrent readings of ventilation distribution and tidal volumes were taken every five minutes. A mixed regression model with a random intercept was used to compare the positions and changes over time. The anterior-posterior distribution stabilised after ten minutes in Fowler’s position and ten minutes after returning to supine. Left-right stabilisation was achieved after 15 minutes in Fowler’s position and supine. A minimum of 15 minutes of stabilisation should be allowed for spontaneously breathing individuals when assessing ventilation distribution. This time allows stabilisation to occur in the anterior-posterior direction as well as the left-right direction.
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Piezoelectric ultrasound transducers are commonly used to convert mechanical energy to electrical energy and vice versa. The transducer performance is highly affected by the frequency at which it is excited. If excitation frequency and main resonant frequency match, transducers can deliver maximum power. However, the problem is that main resonant frequency changes in real time operation resulting in low power conversion. To achieve the maximum possible power conversion, the transducer should be excited at its resonant frequency estimated in real time. This paper proposes a method to first estimate the resonant frequency of the transducer and then tunes the excitation frequency accordingly in real time. The measurement showed a significant difference between the offline and real time resonant frequencies. Also, it was shown that the maximum power was achieved at the resonant frequency estimated in real time compare to the one measured offline.
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We consider estimation of mortality rates and growth parameters from length-frequency data of a fish stock and derive the underlying length distribution of the population and the catch when there is individual variability in the von Bertalanffy growth parameter L-infinity. The model is flexible enough to accommodate 1) any recruitment pattern as a function of both time and length, 2) length-specific selectivity, and 3) varying fishing effort over time. The maximum likelihood method gives consistent estimates, provided the underlying distribution for individual variation in growth is correctly specified. Simulation results indicate that our method is reasonably robust to violations in the assumptions. The method is applied to tiger prawn data (Penaeus semisulcatus) to obtain estimates of natural and fishing mortality.
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BACKGROUND: The lesser grain borer, Rhyzopertha dominica (F.), is a highly destructive pest of stored grain that is strongly resistant to the fumigant phosphine (PH3). Phosphine resistance is due to genetic variants at the rph2 locus that alter the function of the dihydrolipoamide dehydrogenase (DLD) gene. This discovery now enables direct detection of resistance variants at the rph2 locus in field populations. RESULTS: A genotype assay was developed for direct detection of changes in distribution and frequency of a phosphine resistance allele in field populations of R. dominica. Beetles were collected from ten farms in south-east Queensland in 2006 and resampled in 2011. Resistance allele frequency increased in the period from 2006 to 2011 on organic farms with no history of phosphine use, implying that migration of phosphine-resistant R. dominica had occurred from nearby storages. CONCLUSION: Increasing resistance allele frequencies on organic farms suggest local movement of beetles and dispersal of insects from areas where phosphine has been used. This research also highlighted for the first time the utility of a genetic DNA marker in accurate and rapid determination of the distribution of phosphine-resistant insects in the grain value chain. Extending this research over larger landscapes would help in identifying resistance problems and enable timely pest management decisions. © 2013 Society of Chemical Industry © 2013 Society of Chemical Industry 69 6 June 2013 10.1002/ps.3514 Rapid Report Rapid Report © 2013 Society of Chemical Industry.
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Volatility is central in options pricing and risk management. It reflects the uncertainty of investors and the inherent instability of the economy. Time series methods are among the most widely applied scientific methods to analyze and predict volatility. Very frequently sampled data contain much valuable information about the different elements of volatility and may ultimately reveal the reasons for time varying volatility. The use of such ultra-high-frequency data is common to all three essays of the dissertation. The dissertation belongs to the field of financial econometrics. The first essay uses wavelet methods to study the time-varying behavior of scaling laws and long-memory in the five-minute volatility series of Nokia on the Helsinki Stock Exchange around the burst of the IT-bubble. The essay is motivated by earlier findings which suggest that different scaling laws may apply to intraday time-scales and to larger time-scales, implying that the so-called annualized volatility depends on the data sampling frequency. The empirical results confirm the appearance of time varying long-memory and different scaling laws that, for a significant part, can be attributed to investor irrationality and to an intraday volatility periodicity called the New York effect. The findings have potentially important consequences for options pricing and risk management that commonly assume constant memory and scaling. The second essay investigates modelling the duration between trades in stock markets. Durations convoy information about investor intentions and provide an alternative view at volatility. Generalizations of standard autoregressive conditional duration (ACD) models are developed to meet needs observed in previous applications of the standard models. According to the empirical results based on data of actively traded stocks on the New York Stock Exchange and the Helsinki Stock Exchange the proposed generalization clearly outperforms the standard models and also performs well in comparison to another recently proposed alternative to the standard models. The distribution used to derive the generalization may also prove valuable in other areas of risk management. The third essay studies empirically the effect of decimalization on volatility and market microstructure noise. Decimalization refers to the change from fractional pricing to decimal pricing and it was carried out on the New York Stock Exchange in January, 2001. The methods used here are more accurate than in the earlier studies and put more weight on market microstructure. The main result is that decimalization decreased observed volatility by reducing noise variance especially for the highly active stocks. The results help risk management and market mechanism designing.
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We derive a very general expression of the survival probability and the first passage time distribution for a particle executing Brownian motion in full phase space with an absorbing boundary condition at a point in the position space, which is valid irrespective of the statistical nature of the dynamics. The expression, together with the Jensen's inequality, naturally leads to a lower bound to the actual survival probability and an approximate first passage time distribution. These are expressed in terms of the position-position, velocity-velocity, and position-velocity variances. Knowledge of these variances enables one to compute a lower bound to the survival probability and consequently the first passage distribution function. As examples, we compute these for a Gaussian Markovian process and, in the case of non-Markovian process, with an exponentially decaying friction kernel and also with a power law friction kernel. Our analysis shows that the survival probability decays exponentially at the long time irrespective of the nature of the dynamics with an exponent equal to the transition state rate constant.
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The BeiDou system is the first global navigation satellite system in which all satellites transmit triple-frequency signals that can provide the positioning, navigation, and timing independently. A benefit of triple-frequency signals is that more useful combinations can be formed, including some extrawide-lane combinations whose ambiguities can generally be instantaneously fixed without distance restriction, although the narrow-lane ambiguity resolution (NL AR) still depends on the interreceiver distance or requires a long time to achieve. In this paper, we synthetically study decimeter and centimeter kinematic positioning using BeiDou triple-frequency signals. It starts with AR of two extrawide-lane signals based on the ionosphere-free or ionosphere-reduced geometry-free model. For decimeter positioning, one can immediately use two ambiguity-fixed extrawide-lane observations without pursuing NL AR. To achieve higher accuracy, NL AR is the necessary next step. Despite the fact that long-baseline NL AR is still challenging, some NL ambiguities can indeed be fixed with high reliability. Partial AR for NL signals is acceptable, because as long as some ambiguities for NL signals are fixed, positioning accuracy will be certainly improved.With accumulation of observations, more and more NL ambiguities are fixed and the positioning accuracy continues to improve. An efficient Kalman-filtering system is established to implement the whole process. The formulated system is flexible, since the additional constraints can be easily applied to enhance the model's strength. Numerical results from a set of real triple-frequency BeiDou data on a 50 km baseline show that decimeter positioning is achievable instantaneously.With only five data epochs, 84% of NL ambiguities can be fixed so that the real-time kinematic accuracies are 4.5, 2.5, and 16 cm for north, east, and height components (respectively), while with 10 data epochs more than 90% of NL ambiguities are fixed, and the rea- -time kinematic solutions are improved to centimeter level for all three coordinate components.
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Use of space-frequency block coded (SFBC) OFDM signals is advantageous in high-mobility broadband wireless access, where the channel is highly time- as well as frequency-selective because of which the receiver experiences both inter-symbol interference (ISI) as well as inter-carrier interference (10). ISI occurs due to the violation of the 'quasi-static' fading assumption caused due to frequency- and/or time-selectivity of the channel. In addition, ICI occurs due to time-selectivity of the channel which results in loss of orthogonality among the subcarriers. In this paper, we are concerned with the detection of SFBC-OFDM signals on time- and frequency-selective MIMO channels. Specifically, we propose and evaluate the performance of an interference cancelling receiver for SFBC-OFDM which alleviates the effects of ISI and ICI in highly time- and frequency-selective channels.
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Terahertz time domain spectroscopy has been used to study low frequency confined acoustic phonons of silver nanoparticles embedded in poly (vinyl alcohol) matrix in the spectral range of 0.1-2.5 THz. The real and imaginary parts of the dielectric function show two bands at 0.60 and 2.12 THz attributed to the spheroidal and toroidal modes of silver nanoparticles, thus demonstrating the usefulness of terahertz time domain spectroscopy as a complementary technique to Raman spectroscopy in characterizing the nanoparticles. (C) 2010 American Institute of Physics. [doi:10.1063/1.3456372]
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The temperature and pressure dependence of Cl-35 NQR frequency and spin lattice relaxation time (T-1) were investigated in 2,3-dichloroanisole. Two NQR signals were observed throughout the temperature and pressure range studied. T-1 were measured in the temperature range from 77 to 300 K and from atmospheric pressure to 5 kbar. Relaxation was found to be due to the torsional motion of the molecule and also reorientation f motion of the CH3 group. T-1 versus temperature data were analyzed on the basis of Woessner and Gutowsky model, and the activation energy for the reorientation of the CH3 group was estimated. The temperature dependence of the average torsional lifetimes of the molecules and the transition probabilities were also obtained. NQR frequency shows a nonlinear behavior with pressure, indicating both dynamic and static effects of pressure. The pressure coefficients were observed to be positive for both the lines. A thermodynamic analysis of the data was carried out to determine the constant volume temperature coefficients of the NQR frequency. The variation of spin lattice time with pressure was very small, showing that the relaxation is mainly due to the torsional motions of the molecules. Copyright (C) 2010 John Wiley & Sons, Ltd.