929 resultados para Biased correlated random walk


Relevância:

20.00% 20.00%

Publicador:

Resumo:

We show that the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of k independent n x n matrices with i.i.d. complex Gaussian entries with a few of matrices being inverted. In second example we calculate the same for (compatible) product of rectangular matrices with i.i.d. Gaussian entries and in last example we calculate for product of independent truncated unitary random matrices. We derive exact expressions for limiting expected empirical spectral distributions of above mentioned ensembles.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Speech enhancement in stationary noise is addressed using the ideal channel selection framework. In order to estimate the binary mask, we propose to classify each time-frequency (T-F) bin of the noisy signal as speech or noise using Discriminative Random Fields (DRF). The DRF function contains two terms - an enhancement function and a smoothing term. On each T-F bin, we propose to use an enhancement function based on likelihood ratio test for speech presence, while Ising model is used as smoothing function for spectro-temporal continuity in the estimated binary mask. The effect of the smoothing function over successive iterations is found to reduce musical noise as opposed to using only enhancement function. The binary mask is inferred from the noisy signal using Iterated Conditional Modes (ICM) algorithm. Sentences from NOIZEUS corpus are evaluated from 0 dB to 15 dB Signal to Noise Ratio (SNR) in 4 kinds of additive noise settings: additive white Gaussian noise, car noise, street noise and pink noise. The reconstructed speech using the proposed technique is evaluated in terms of average segmental SNR, Perceptual Evaluation of Speech Quality (PESQ) and Mean opinion Score (MOS).

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Standard approaches for ellipse fitting are based on the minimization of algebraic or geometric distance between the given data and a template ellipse. When the data are noisy and come from a partial ellipse, the state-of-the-art methods tend to produce biased ellipses. We rely on the sampling structure of the underlying signal and show that the x- and y-coordinate functions of an ellipse are finite-rate-of-innovation (FRI) signals, and that their parameters are estimable from partial data. We consider both uniform and nonuniform sampling scenarios in the presence of noise and show that the data can be modeled as a sum of random amplitude-modulated complex exponentials. A low-pass filter is used to suppress noise and approximate the data as a sum of weighted complex exponentials. The annihilating filter used in FRI approaches is applied to estimate the sampling interval in the closed form. We perform experiments on simulated and real data, and assess both objective and subjective performances in comparison with the state-of-the-art ellipse fitting methods. The proposed method produces ellipses with lesser bias. Furthermore, the mean-squared error is lesser by about 2 to 10 dB. We show the applications of ellipse fitting in iris images starting from partial edge contours, and to free-hand ellipses drawn on a touch-screen tablet.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

A unique strategy was adopted to achieve an ultra-low electrical percolation threshold of multiwall carbon nanotubes (MWNTs) (0.25 wt%) in a classical partially miscible blend of poly-alpha-methylstyrene-co-acrylonitrile and poly(methyl methacrylate) (P alpha MSAN/PMMA), with a lower critical solution temperature. The polymer blend nanocomposite was prepared by standard melt-mixing followed by annealing above the phase separation temperature. In a two-step mixing protocol, MWNTs were initially melt-mixed with a random PS-r-PMMA copolymer and subsequently diluted with 85/15 P alpha MSAN/PMMA blends in the next mixing step. Mediated by the PS-r-PMMA, the MWNTs were mostly localized at the interface and bridged the PMMA droplets. This strategy led to enhanced electromagnetic interference (EMI) shielding effectiveness at 0.25 wt% MWNTs through multiple scattering from MWNT-covered droplets, as compared to the blends without the copolymer, which were transparent to electromagnetic radiation.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The Mapping Closure Approximation (MCA) approach is developed to describe the statistics of both conserved and reactive scalars in random flows. The statistics include Probability Density Function (PDF), Conditional Dissipation Rate (CDR) and Conditional Laplacian (CL). The statistical quantities are calculated using the MCA and compared with the results of the Direct Numerical Simulation (DNS). The results obtained from the MCA are in agreement with those from the DNS. It is shown that the MCA approach can predict the statistics of reactive scalars in random flows.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The optimal bounded control of quasi-integrable Hamiltonian systems with wide-band random excitation for minimizing their first-passage failure is investigated. First, a stochastic averaging method for multi-degrees-of-freedom (MDOF) strongly nonlinear quasi-integrable Hamiltonian systems with wide-band stationary random excitations using generalized harmonic functions is proposed. Then, the dynamical programming equations and their associated boundary and final time conditions for the control problems of maximizinig reliability and maximizing mean first-passage time are formulated based on the averaged It$\ddot{\rm o}$ equations by applying the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraints. The relationship between the dynamical programming equations and the backward Kolmogorov equation for the conditional reliability function and the Pontryagin equation for the conditional mean first-passage time of optimally controlled system is discussed. Finally, the conditional reliability function, the conditional probability density and mean of first-passage time of an optimally controlled system are obtained by solving the backward Kolmogorov equation and Pontryagin equation. The application of the proposed procedure and effectiveness of control strategy are illustrated with an example.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The forces of random wave plus current acting on a simplified offshore platform (jacket) model have been studied numerically and experimentally. The numerical results are in good agreement with experiments. The mean force can be approximated as a function of equivalent velocity parameter and the root-mean-square force as a function of equivalent significant wave height parameter.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This paper is concerned with the response statistics of a dynamic system that has random properties. The frequency-band-averaged energy of the system is considered, and a closed form expression is derived for the relative variance of this quantity. The expression depends upon three parameters: the modal overlap factor m, a bandwidth parameter B, and a parameter α that defines the nature of the loading (for example single point forcing or rain-on-the-roof loading). The result is applicable to any single structural component or acoustic volume, and a comparison is made here with simulation results for a mass loaded plate. Good agreement is found between the simulations and the theory. © 2003 Published by Elsevier Ltd.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

A fiber web is modeled as a three-dimensional random cylindrical fiber network. Nonlinear behavior of fluid flowing through the fiber network is numerically simulated by using the lattice Boltzmann (LB) method. A nonlinear relationship between the friction factor and the modified Reynolds number is clearly observed and analyzed by using the Fochheimer equation, which includes the quadratic term of velocity. We obtain a transition from linear to nonlinear region when the Reynolds numbers are sufficiently high, reflecting the inertial effect of the flows. The simulated permeability of such fiber network has relatively good agreement with the experimental results and finite element simulations.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This paper is concerned with the ensemble statistics of the response to harmonic excitation of a single dynamic system such as a plate or an acoustic volume. Random point process theory is employed, and various statistical assumptions regarding the system natural frequencies are compared, namely: (i) Poisson natural frequency spacings, (ii) statistically independent Rayleigh natural frequency spacings, and (iii) natural frequency spacings conforming to the Gaussian orthogonal ensemble (GOE). The GOE is found to be the most realistic assumption, and simple formulae are derived for the variance of the energy of the system under either point loading or rain-on-the-roof excitation. The theoretical results are compared favourably with numerical simulations and experimental data for the case of a mass loaded plate. © 2003 Elsevier Ltd. All rights reserved.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Most simulations of random sphere packing concern a cubic or cylindric container with periodic boundary, containers of other shapes are rarely studied. In this paper, a new relaxation algorithm with pre-expanding procedure for random sphere packing in an arbitrarily shaped container is presented. Boundaries of the container are simulated by overlapping spheres which covers the boundary surface of the container. We find 0.4 similar to 0.6 of the overlap rate is a proper value for boundary spheres. The algorithm begins with a random distribution of small internal spheres. Then the expansion and relaxation procedures are performed alternately to increase the packing density. The pre-expanding procedure stops when the packing density of internal spheres reaches a preset value. Following the pre-expanding procedure, the relaxation and shrinking iterations are carried out alternately to reduce the overlaps of internal spheres. The pre-expanding procedure avoids the overflow problem and gives a uniform distribution of initial spheres. Efficiency of the algorithm is increased with the cubic cell background system and double link data structure. Examples show the packing results agree well with both computational and experimental results. Packing density about 0.63 is obtained by the algorithm for random sphere packing in containers of various shapes.