959 resultados para White noise
Resumo:
This thesis presents a simplified state-variable method to solve for the nonstationary response of linear MDOF systems subjected to a modulated stationary excitation in both time and frequency domains. The resulting covariance matrix and evolutionary spectral density matrix of the response may be expressed as a product of a constant system matrix and a time-dependent matrix, the latter can be explicitly evaluated for most envelopes currently prevailing in engineering. The stationary correlation matrix of the response may be found by taking the limit of the covariance response when a unit step envelope is used. The reliability analysis can then be performed based on the first two moments of the response obtained.
The method presented facilitates obtaining explicit solutions for general linear MDOF systems and is flexible enough to be applied to different stochastic models of excitation such as the stationary models, modulated stationary models, filtered stationary models, and filtered modulated stationary models and their stochastic equivalents including the random pulse train model, filtered shot noise, and some ARMA models in earthquake engineering. This approach may also be readily incorporated into finite element codes for random vibration analysis of linear structures.
A set of explicit solutions for the response of simple linear structures subjected to modulated white noise earthquake models with four different envelopes are presented as illustration. In addition, the method has been applied to three selected topics of interest in earthquake engineering, namely, nonstationary analysis of primary-secondary systems with classical or nonclassical dampings, soil layer response and related structural reliability analysis, and the effect of the vertical components on seismic performance of structures. For all the three cases, explicit solutions are obtained, dynamic characteristics of structures are investigated, and some suggestions are given for aseismic design of structures.
Resumo:
H. J. Kushner has obtained the differential equation satisfied by the optimal feedback control law for a stochastic control system in which the plant dynamics and observations are perturbed by independent additive Gaussian white noise processes. However, the differentiation includes the first and second functional derivatives and, except for a restricted set of systems, is too complex to solve with present techniques.
This investigation studies the optimal control law for the open loop system and incorporates it in a sub-optimal feedback control law. This suboptimal control law's performance is at least as good as that of the optimal control function and satisfies a differential equation involving only the first functional derivative. The solution of this equation is equivalent to solving two two-point boundary valued integro-partial differential equations. An approximate solution has advantages over the conventional approximate solution of Kushner's equation.
As a result of this study, well known results of deterministic optimal control are deduced from the analysis of optimal open loop control.
Resumo:
A study is made of the accuracy of electronic digital computer calculations of ground displacement and response spectra from strong-motion earthquake accelerograms. This involves an investigation of methods of the preparatory reduction of accelerograms into a form useful for the digital computation and of the accuracy of subsequent digital calculations. Various checks are made for both the ground displacement and response spectra results, and it is concluded that the main errors are those involved in digitizing the original record. Differences resulting from various investigators digitizing the same experimental record may become as large as 100% of the maximum computed ground displacements. The spread of the results of ground displacement calculations is greater than that of the response spectra calculations. Standardized methods of adjustment and calculation are recommended, to minimize such errors.
Studies are made of the spread of response spectral values about their mean. The distribution is investigated experimentally by Monte Carlo techniques using an electric analog system with white noise excitation, and histograms are presented indicating the dependence of the distribution on the damping and period of the structure. Approximate distributions are obtained analytically by confirming and extending existing results with accurate digital computer calculations. A comparison of the experimental and analytical approaches indicates good agreement for low damping values where the approximations are valid. A family of distribution curves to be used in conjunction with existing average spectra is presented. The combination of analog and digital computations used with Monte Carlo techniques is a promising approach to the statistical problems of earthquake engineering.
Methods of analysis of very small earthquake ground motion records obtained simultaneously at different sites are discussed. The advantages of Fourier spectrum analysis for certain types of studies and methods of calculation of Fourier spectra are presented. The digitizing and analysis of several earthquake records is described and checks are made of the dependence of results on digitizing procedure, earthquake duration and integration step length. Possible dangers of a direct ratio comparison of Fourier spectra curves are pointed out and the necessity for some type of smoothing procedure before comparison is established. A standard method of analysis for the study of comparative ground motion at different sites is recommended.
Resumo:
During the last two decades, analysis of 1/f noise in cognitive science has led to a considerable progress in the way we understand the organization of our mental life. However, there is still a lack of specific models providing explanations of how 1/f noise is generated in coupled brain-body-environment systems, since existing models and experiments typically target either externally observable behaviour or isolated neuronal systems but do not address the interplay between neuronal mechanisms and sensorimotor dynamics. We present a conceptual model of a minimal neurorobotic agent solving a behavioural task that makes it possible to relate mechanistic (neurodynamic) and behavioural levels of description. The model consists of a simulated robot controlled by a network of Kuramoto oscillators with homeostatic plasticity and the ability to develop behavioural preferences mediated by sensorimotor patterns. With only three oscillators, this simple model displays self-organized criticality in the form of robust 1/f noise and a wide multifractal spectrum. We show that the emergence of self-organized criticality and 1/f noise in our model is the result of three simultaneous conditions: a) non-linear interaction dynamics capable of generating stable collective patterns, b) internal plastic mechanisms modulating the sensorimotor flows, and c) strong sensorimotor coupling with the environment that induces transient metastable neurodynamic regimes. We carry out a number of experiments to show that both synaptic plasticity and strong sensorimotor coupling play a necessary role, as constituents of self-organized criticality, in the generation of 1/f noise. The experiments also shown to be useful to test the robustness of 1/f scaling comparing the results of different techniques. We finally discuss the role of conceptual models as mediators between nomothetic and mechanistic models and how they can inform future experimental research where self-organized critically includes sensorimotor coupling among the essential interaction-dominant process giving rise to 1/f noise.
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Os processos estocásticos com ruído branco multiplicativo são objeto de atenção constante em uma grande área da pesquisa científica. A variedade de prescrições possíveis para definir matematicamente estes processos oferece um obstáculo ao desenvolvimento de ferramentas gerais para seu tratamento. Na presente tese, estudamos propriedades de equilíbrio de processos markovianos com ruído branco multiplicativo. Para conseguirmos isto, definimos uma transformação de reversão temporal de tais processos levando em conta que a distribuição estacionária de probabilidade depende da prescrição. Deduzimos um formalismo funcional visando obter o funcional gerador das funções de correlação e resposta de um processo estocástico multiplicativo representado por uma equação de Langevin. Ao representar o processo estocástico neste formalismo (de Grassmann) funcional eludimos a necessidade de fixar uma prescrição particular. Neste contexto, analisamos as propriedades de equilíbrio e estudamos as simetrias ocultas do processo. Mostramos que, usando uma definição apropriada da distribuição de equilíbrio e considerando a transformação de reversão temporal adequada, as propriedades usuais de equilíbrio são satisfeitas para qualquer prescrição. Finalmente, apresentamos uma dedução detalhada da formulação supersimétrica covariante de um processo markoviano com ruído branco multiplicativo e estudamos algumas das relações impostas pelas funções de correlação através das identidades de Ward-Takahashi.
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Given a spectral density matrix or, equivalently, a real autocovariance sequence, the author seeks to determine a finite-dimensional linear time-invariant system which, when driven by white noise, will produce an output whose spectral density is approximately PHI ( omega ), and an approximate spectral factor of PHI ( omega ). The author employs the Anderson-Faurre theory in his analysis.
Resumo:
PiP software is a powerful computational tool for calculating vibration from underground railways and for assessing the performance of vibration countermeasures. The software has a user-friendly interface and it uses the state-of-the-art techniques to perform quick calculations for the problem. The software employs a model of a slab track coupled to a circular tunnel embedded in the ground. The software calculates the Power Spectral Density (PSD) of the vertical displacement at any selected point in the soil. Excitation is assumed to be due to an infinitely-long train moving on a slab-track supported at the tunnel bed. The PSD is calculated for a roughness excitation of a unit value (i.e. "white noise"). The software also calculates the Insertion Gain (IG) which is the ratio between the PSD displacement after and before changing parameters of the track, tunnel or soil. Version 4 of the software accounts for important developments of the numerical model. The tunnel wall is modelled as a thick shell (using the elastic continuum theory) rather than a thin shell. More importantly, the numerical model accounts now for a tunnel embedded in a half space rather than a full space as done in the previous versions. The software can now be used to calculate vibration due to a number of typical PSD roughnesses for rails in good, average and bad conditions.
Resumo:
In [5] it was shown that, for a standard quarter-car vehicle model and a road disturbance whose velocity profile is white noise of intensity A, the mean power dissipated in the suspension is equal to kA/2 where k is the tyre vertical stiffness. It is remarkable that the power dissipation turns out to be independent of all masses and suspension parameters. The proof in [5] makes use of a spectral formulation of white noise and is specific to linear systems. This paper casts the result in a more general form and shows that it follows from a simple application of Ito calculus. © 2012 IEEE.
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It is well known that the power absorbed by a linear oscillator when excited by white noise base acceleration depends only on the mass of the oscillator and the spectral density of the base motion. This places an upper bound on the energy that can be harvested from a linear oscillator under broadband excitation, regardless of the stiffness of the system or the damping factor. It is shown here that the same result applies to any multi-degree-of-freedom nonlinear system that is subjected to white noise base acceleration: for a given spectral density of base motion the total power absorbed is proportional to the total mass of the system. The only restriction to this result is that the internal forces are assumed to be a function of the instantaneous value of the state vector. The result is derived analytically by several different approaches, and numerical results are presented for an example two-degree-of-freedom-system with various combinations of linear and nonlinear damping and stiffness. © 2013 The Author.
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Correction of spectral overlap interference in inductively coupled plasma atomic emission spectrometry by factor analysis is attempted. For the spectral overlap of two known lines, a data matrix can be composed from one or two pure spectra and a spectrum of the mixture. The data matrix is decomposed into a spectra matrix and a concentration matrix by target transformation factor analysis. The component concentration of interest in a binary mixture is obtained from the concentration matrix and interference from the other component is eliminated. This method is applied to correcting spectral interference of yttrium on the determination of copper and aluminium: satisfactory results are obtained. This method may also be applied to correcting spectral overlap interference for more than two lines. Like other methods of correcting spectral interferences, factor analysis can only be used for additive spectral overlap. Results obtained from measurements on copper/yttrium mixtures with different white noise added show that random errors in measurement data do not significantly affect the results of the correction method.
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研究一种用于有色噪声背景下接收水声信号的窄带滤波方法。它用白化滤波器实现有色噪声的匹配滤波。该滤波电路具有优良的选频能力,抗干扰性强,功耗极低,较好地解决了水下信息传输中存在的通道之间频率间隔小、信号微弱、易受噪声干扰、用电池供电而要求工作时间长等问题。采用这种窄带滤波方法的水声接收机具有结构简单、性能稳定、对弱信号检测能力强等优点,增大了定位声纳的作用距离。
Resumo:
Ordos Basin is a typical cratonic petroliferous basin with 40 oil-gas bearing bed sets. It is featured as stable multicycle sedimentation, gentle formation, and less structures. The reservoir beds in Upper Paleozoic and Mesozoicare are mainly low density, low permeability, strong lateral change, and strong vertical heterogeneous. The well-known Loess Plateau in the southern area and Maowusu Desert, Kubuqi Desert and Ordos Grasslands in the northern area cover the basin, so seismic data acquisition in this area is very difficult and the data often takes on inadequate precision, strong interference, low signal-noise ratio, and low resolution. Because of the complicated condition of the surface and the underground, it is very difficult to distinguish the thin beds and study the land facies high-resolution lithologic sequence stratigraphy according to routine seismic profile. Therefore, a method, which have clearly physical significance, based on advanced mathematical physics theory and algorithmic and can improve the precision of the detection on the thin sand-peat interbed configurations of land facies, is in demand to put forward.Generalized S Transform (GST) processing method provides a new method of phase space analysis for seismic data. Compared with wavelet transform, both of them have very good localization characteristics; however, directly related to the Fourier spectra, GST has clearer physical significance, moreover, GST adopts a technology to best approach seismic wavelets and transforms the seismic data into time-scale domain, and breaks through the limit of the fixed wavelet in S transform, so GST has extensive adaptability. Based on tracing the development of the ideas and theories from wavelet transform, S transform to GST, we studied how to improve the precision of the detection on the thin stratum by GST.Noise has strong influence on sequence detecting in GST, especially in the low signal-noise ratio data. We studied the distribution rule of colored noise in GST domain, and proposed a technology to distinguish the signal and noise in GST domain. We discussed two types of noises: white noise and red noise, in which noise satisfy statistical autoregression model. For these two model, the noise-signal detection technology based on GST all get good result. It proved that the GST domain noise-signal detection technology could be used to real seismic data, and could effectively avoid noise influence on seismic sequence detecting.On the seismic profile after GST processing, high amplitude energy intensive zone, schollen, strip and lentoid dead zone and disarray zone maybe represent specifically geologic meanings according to given geologic background. Using seismic sequence detection profile and combining other seismic interpretation technologies, we can elaborate depict the shape of palaeo-geomorphology, effectively estimate sand stretch, distinguish sedimentary facies, determine target area, and directly guide oil-gas exploration.In the lateral reservoir prediction in XF oilfield of Ordos Basin, it played very important role in the estimation of sand stretch that the study of palaeo-geomorphology of Triassic System and the partition of inner sequence of the stratum group. According to the high-resolution seismic profile after GST processing, we pointed out that the C8 Member of Yanchang Formation in DZ area and C8 Member in BM area are the same deposit. It provided the foundation for getting 430 million tons predicting reserves and unite building 3 million tons off-take potential.In tackling key problem study for SLG gas-field, according to the high-resolution seismic sequence profile, we determined that the deposit direction of H8 member is approximately N-S or NNE-SS W. Using the seismic sequence profile, combining with layer-level profile, we can interpret the shape of entrenched stream. The sunken lenticle indicates the high-energy stream channel, which has stronger hydropower. By this way we drew out three high-energy stream channels' outline, and determined the target areas for exploitation. Finding high-energy braided river by high-resolution sequence processing is the key technology in SLG area.In ZZ area, we studied the distribution of the main reservoir bed-S23, which is shallow delta thin sand bed, by GST processing. From the seismic sequence profile, we discovered that the schollen thick sand beds are only local distributed, and most of them are distributary channel sand and distributary bar deposit. Then we determined that the S23 sand deposit direction is NW-SE in west, N-S in central and NE-SW in east. The high detecting seismic sequence interpretation profiles have been tested by 14 wells, 2 wells mismatch and the coincidence rate is 85.7%. Based on the profiles we suggested 3 predicted wells, one well (Yu54) completed and the other two is still drilling. The completed on Is coincident with the forecastThe paper testified that GST is a effective technology to get high- resolution seismic sequence profile, compartmentalize deposit microfacies, confirm strike direction of sandstone and make sure of the distribution range of oil-gas bearing sandstone, and is the gordian technique for the exploration of lithologic gas-oil pool in complicated areas.
Resumo:
Previous studies have witnessed some psychological or behavioral deviation (such as aggressive behavior) might have an association with cerebral hemisphere cooperative dysfunction, however, it is still unclear whether there is an association between individuals with social cognitive bias and their hemispheric cooperative functions especially while the interhemisphere cooperative processing is under the conditions of emotional interferences. The purpose of this study is to explore the differences between the social cognitive bias group and the normal group’s interhemispheric cooperative functional activity under the conditions of with or without interferences. Methods: According to Dodge’s (1993) model of “social-cognitive mechanisms in the development of conduct disorder and depression”, a 51 items of “social cognitive bias scale” was created and was used to screen the high score group. 20 male subjects was composed of high score group and other 23 matched the control group. Stimulus tachistoscopically presented to the bilateral visual field and compared with the central. Both group’s interhemispheric cooperative functional activity were observed and compared under the conditions of without interference- i.e. base level and with the emotional interferences of white noise level and negative evaluative feedback speech level while finishing: experiment one: Chinese word-figure Stroop analogue task; experiment two: two single Chinese Characters combination task. Heart rate and respiratory rate were simultaneously recorded as index of emotional changes. Results: ① The high score group showed a decrease in processing accuracy compared with the normal group under the condition of white noise interference level in experiment one. ② Still under the condition of white noise interference level, there were more reaction time and more errors were observed in high score group than normal in experiment two. ③ Both groups showed speed up effect and the strategic processing tendency of speed-accuracy trade-off effect under the condition of white noise interference level in both experiments. ④ Between group differences of interhemipheric cooperative function were not observed under the conditions of base level and the negative evaluative feedback speech level within both experiments. Conclusion: The results suggested that interhemispheric cooperative functional differences exists between the two groups, characterized as ① differences existed in interhemispheric cooperative processing strategy between the two groups, with the high score group presented “hierarchic” deficiency strategy. ② the appearance of the differences between the two groups were condition specified , and in this research it was only under the white noise interference condition. ③ the features of the differences between the two groups were the differences on multidimensional performances and with a deficit orientation in high score group. ④ the varieties of the differences were changing with cooperative tasks, as in this research the high score group performed worse in complementary cooperative task. In addition, both group adjusted the processing strategy respectively under the condition of white noise evoked emotional interference implied that the interaction between the interhemisphere cooperative processing and emotion might exist.
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We investigate the effect of correlated additive and multiplicative Gaussian white noise oil the Gompertzian growth of tumours. Our results are obtained by Solving numerically the time-dependent Fokker-Planck equation (FPE) associated with the stochastic dynamics. In Our numerical approach we have adopted B-spline functions as a truncated basis to expand the approximated eigenfunctions. The eigenfunctions and eigenvalues obtained using this method are used to derive approximate solutions of the dynamics under Study. We perform simulations to analyze various aspects, of the probability distribution. of the tumour cell populations in the transient- and steady-state regimes. More precisely, we are concerned mainly with the behaviour of the relaxation time (tau) to the steady-state distribution as a function of (i) of the correlation strength (lambda) between the additive noise and the multiplicative noise and (ii) as a function of the multiplicative noise intensity (D) and additive noise intensity (alpha). It is observed that both the correlation strength and the intensities of additive and multiplicative noise, affect the relaxation time.