907 resultados para Asymptotic Variance of Estimate


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A fluctuating-force model is developed for representing the effect of the turbulent fluid velocity fluctuations on the particle phase in a turbulent gas–solid suspension in the limit of high Stokes number, where the particle relaxation time is large compared with the correlation time for the fluid velocity fluctuations. In the model, a fluctuating force is incorporated in the equation of motion for the particles, and the force distribution is assumed to be an anisotropic Gaussian white noise. It is shown that this is equivalent to incorporating a diffusion term in the Boltzmann equation for the particle velocity distribution functions. The variance of the force distribution, or equivalently the diffusion coefficient in the Boltzmann equation, is related to the time correlation functions for the fluid velocity fluctuations. The fluctuating-force model is applied to the specific case of a Couette flow of a turbulent particle–gas suspension, for which both the fluid and particle velocity distributions were evaluated using direct numerical simulations by Goswami & Kumaran (2010). It is found that the fluctuating-force simulation is able to quantitatively predict the concentration, mean velocity profiles and the mean square velocities, both at relatively low volume fractions, where the viscous relaxation time is small compared with the time between collisions, and at higher volume fractions, where the time between collisions is small compared with the viscous relaxation time. The simulations are also able to predict the velocity distributions in the centre of the Couette, even in cases in which the velocity distribution is very different from a Gaussian distribution.

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In a statistical downscaling model, it is important to remove the bias of General Circulations Model (GCM) outputs resulting from various assumptions about the geophysical processes. One conventional method for correcting such bias is standardisation, which is used prior to statistical downscaling to reduce systematic bias in the mean and variances of GCM predictors relative to the observations or National Centre for Environmental Prediction/ National Centre for Atmospheric Research (NCEP/NCAR) reanalysis data. A major drawback of standardisation is that it may reduce the bias in the mean and variance of the predictor variable but it is much harder to accommodate the bias in large-scale patterns of atmospheric circulation in GCMs (e.g. shifts in the dominant storm track relative to observed data) or unrealistic inter-variable relationships. While predicting hydrologic scenarios, such uncorrected bias should be taken care of; otherwise it will propagate in the computations for subsequent years. A statistical method based on equi-probability transformation is applied in this study after downscaling, to remove the bias from the predicted hydrologic variable relative to the observed hydrologic variable for a baseline period. The model is applied in prediction of monsoon stream flow of Mahanadi River in India, from GCM generated large scale climatological data.

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We present four new reinforcement learning algorithms based on actor-critic and natural-gradient ideas, and provide their convergence proofs. Actor-critic rein- forcement learning methods are online approximations to policy iteration in which the value-function parameters are estimated using temporal difference learning and the policy parameters are updated by stochastic gradient descent. Methods based on policy gradients in this way are of special interest because of their com- patibility with function approximation methods, which are needed to handle large or infinite state spaces. The use of temporal difference learning in this way is of interest because in many applications it dramatically reduces the variance of the gradient estimates. The use of the natural gradient is of interest because it can produce better conditioned parameterizations and has been shown to further re- duce variance in some cases. Our results extend prior two-timescale convergence results for actor-critic methods by Konda and Tsitsiklis by using temporal differ- ence learning in the actor and by incorporating natural gradients, and they extend prior empirical studies of natural actor-critic methods by Peters, Vijayakumar and Schaal by providing the first convergence proofs and the first fully incremental algorithms.

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Localization of underwater acoustic sources is a problem of great interest in the area of ocean acoustics. There exist several algorithms for source localization based on array signal processing.It is of interest to know the theoretical performance limits of these estimators. In this paper we develop expressions for the Cramer-Rao-Bound (CRB) on the variance of direction-of-arrival(DOA) and range-depth estimators of underwater acoustic sources in a shallow range-independent ocean for the case of generalized Gaussian noise. We then study the performance of some of the popular source localization techniques,through simulations, for DOA/range-depth estimation of underwater acoustic sources in shallow ocean by comparing the variance of the estimators with the corresponding CRBs.

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The realistic estimation of the dynamic characteristics for a known set of loading conditions continues to be difficult despite many contributions in the past. The design of a machine foundation is generally made on the basis of limiting amplitude or resonant frequency. These parameters are in turn dependent on the dynamic characteristics of soil viz., the shear modulus/stiffness and damping. The work reported herein is an attempt to relate statistically the shear modulus of a soil to its resonant amplitude under a known set of static and dynamic loading conditions as well as wide ranging soil conditions. The two parameters have been statistically related with a good correlation coefficient and low standard error of estimate.

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Channel-aware assignment of subchannels to users in the downlink of an OFDMA system requires extensive feedback of channel state information (CSI) to the base station. Since bandwidth is scarce, schemes that limit feedback are necessary. We develop a novel, low feedback, distributed splitting-based algorithm called SplitSelect to opportunistically assign each subchannel to its most suitable user. SplitSelect explicitly handles multiple access control aspects associated with CSI feedback, and scales well with the number of users. In it, according to a scheduling criterion, each user locally maintains a scheduling metric for each subchannel. The goal is to select, for each subchannel, the user with the highest scheduling metric. At any time, each user contends for the subchannel for which it has the largest scheduling metric among the unallocated subchannels. A tractable asymptotic analysis of a system with many users is central to SplitSelect's simple design. Extensive simulation results demonstrate the speed with which subchannels and users are paired. The net data throughput, when the time overhead of selection is accounted for, is shown to be substantially better than several schemes proposed in the literature. We also show how fairness and user prioritization can be ensured by suitably defining the scheduling metric.

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In this paper, we study the asymptotic behavior of an optimal control problem for the time-dependent Kirchhoff-Love plate whose middle surface has a very rough boundary. We identify the limit problem which is an optimal control problem for the limit equation with a different cost functional.

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Channel-aware assignment of sub-channels to users in the downlink of an OFDMA system demands extensive feedback of channel state information (CSI) to the base station. Since the feedback bandwidth is often very scarce, schemes that limit feedback are necessary. We develop a novel, low feedback splitting-based algorithm for assigning each sub-channel to its best user, i.e., the user with the highest gain for that sub-channel among all users. The key idea behind the algorithm is that, at any time, each user contends for the sub-channel on which it has the largest channel gain among the unallocated sub-channels. Unlike other existing schemes, the algorithm explicitly handles multiple access control aspects associated with the feedback of CSI. A tractable asymptotic analysis of a system with a large number of users helps design the algorithm. It yields 50% to 65% throughput gains compared to an asymptotically optimal one-bit feedback scheme, when the number of users is as small as 10 or as large as 1000. The algorithm is fast and distributed, and scales with the number of users.

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In this paper, by using the Hilbert Uniqueness Method (HUM), we study the exact controllability problem described by the wave equation in a three-dimensional horizontal domain bounded at the bottom by a smooth wall and at the top by a rough wall. The latter is assumed to consist in a plane wall covered with periodically distributed asperities whose size depends on a small parameter epsilon > 0, and with a fixed height. Our aim is to obtain the exact controllability for the homogenized equation. In the process, we study the asymptotic analysis of wave equation in two setups, namely solution by standard weak formulation and solution by transposition method.

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The multi-component nanomaterials combine the individual properties and give rise to emergent phenomenon. Optical excitations in such hybrid nonmaterial's ( for example Exciton in semiconductor quantum dots and Plasmon in Metal nanomaterials) undergo strong weak electromagnetic coupling. Such exciton-plasmon interactions allow design of absorption and emission properties, control of nanoscale energy-transfer processes, and creation of new excitations in the strong coupling regime.This Exciton plasmon interaction in hybrid nanomaterial can lead to both enhancement in the emission as well as quenching. In this work we prepared close-packed hybrid monolayer of thiol capped CdSe and gold nanoparticles. They exhibit both the Quenching and enhancements the in PL emission.The systematic variance of PL from such hybrid nanomaterials monolayer is studied by tuning the Number ratio of Gold per Quantum dots, the surface density of QDs and the spectral overlap of emission spectrum of QD and absorption spectrum of Gold nanoparticles. Role of Localized surface Plasmon which not only leads to quenching but strong enhancements as well, is explored.

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Monte Carlo simulation methods involving splitting of Markov chains have been used in evaluation of multi-fold integrals in different application areas. We examine in this paper the performance of these methods in the context of evaluation of reliability integrals from the point of view of characterizing the sampling fluctuations. The methods discussed include the Au-Beck subset simulation, Holmes-Diaconis-Ross method, and generalized splitting algorithm. A few improvisations based on first order reliability method are suggested to select algorithmic parameters of the latter two methods. The bias and sampling variance of the alternative estimators are discussed. Also, an approximation to the sampling distribution of some of these estimators is obtained. Illustrative examples involving component and series system reliability analyses are presented with a view to bring out the relative merits of alternative methods. (C) 2015 Elsevier Ltd. All rights reserved.

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Action recognition plays an important role in various applications, including smart homes and personal assistive robotics. In this paper, we propose an algorithm for recognizing human actions using motion capture action data. Motion capture data provides accurate three dimensional positions of joints which constitute the human skeleton. We model the movement of the skeletal joints temporally in order to classify the action. The skeleton in each frame of an action sequence is represented as a 129 dimensional vector, of which each component is a 31) angle made by each joint with a fixed point on the skeleton. Finally, the video is represented as a histogram over a codebook obtained from all action sequences. Along with this, the temporal variance of the skeletal joints is used as additional feature. The actions are classified using Meta-Cognitive Radial Basis Function Network (McRBFN) and its Projection Based Learning (PBL) algorithm. We achieve over 97% recognition accuracy on the widely used Berkeley Multimodal Human Action Database (MHAD).

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We consider carrier frequency offset (CFO) estimation in the context of multiple-input multiple-output (MIMO) orthogonal frequency-division multiplexing (OFDM) systems over noisy frequency-selective wireless channels with both single- and multiuser scenarios. We conceived a new approach for parameter estimation by discretizing the continuous-valued CFO parameter into a discrete set of bins and then invoked detection theory, analogous to the minimum-bit-error-ratio optimization framework for detecting the finite-alphabet received signal. Using this radical approach, we propose a novel CFO estimation method and study its performance using both analytical results and Monte Carlo simulations. We obtain expressions for the variance of the CFO estimation error and the resultant BER degradation with the single- user scenario. Our simulations demonstrate that the overall BER performance of a MIMO-OFDM system using the proposed method is substantially improved for all the modulation schemes considered, albeit this is achieved at increased complexity.

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Many studies of reaching and pointing have shown significant spatial and temporal correlations between eye and hand movements. Nevertheless, it remains unclear whether these correlations are incidental, arising from common inputs (independent model); whether these correlations represent an interaction between otherwise independent eye and hand systems (interactive model); or whether these correlations arise from a single dedicated eye-hand system (common command model). Subjects were instructed to redirect gaze and pointing movements in a double-step task in an attempt to decouple eye-hand movements and causally distinguish between the three architectures. We used a drift-diffusion framework in the context of a race model, which has been previously used to explain redirect behavior for eye and hand movements separately, to predict the pattern of eye-hand decoupling. We found that the common command architecture could best explain the observed frequency of different eye and hand response patterns to the target step. A common stochastic accumulator for eye-hand coordination also predicts comparable variances, despite significant difference in the means of the eye and hand reaction time (RT) distributions, which we tested. Consistent with this prediction, we observed that the variances of the eye and hand RTs were similar, despite much larger hand RTs (similar to 90 ms). Moreover, changes in mean eye RTs, which also increased eye RT variance, produced a similar increase in mean and variance of the associated hand RT. Taken together, these data suggest that a dedicated circuit underlies coordinated eye-hand planning.

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Nonlinear acoustic wave propagation is considered in an infinite orthotropic thin circular cylindrical waveguide. The modes are non-planar having small but finite amplitude. The fluid is assumed to be ideal and inviscid with no mean flow. The cylindrical waveguide is modeled using the Donnell's nonlinear theory for thin cylindrical shells. The approximate solutions for the acoustic velocity potential are found using the method of multiple scales (MMS) in space and time. The calculations are presented up to the third order of the small parameter. It is found that at some frequencies the amplitude modulation is governed by the Nonlinear Schrodinger Equation (NLSE). The first objective is to study the nonlinear term in the NLSE, as the sign of the nonlinear term determines the stability of the amplitude modulation. On the other hand, at other specific frequencies, interactions occur between the primary wave and its higher harmonics. Here, the objective is to identify the frequencies of the higher harmonic interactions. Lastly, the linear terms in the NLSE obtained using the MMS calculations are validated. All three objectives are met using an asymptotic analysis of the dispersion equation. (C) 2015 Acoustical Society of America.