879 resultados para kalman filter
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Is it possible to say something positive about Internet filtering in libraries and not have everyone, including your mother, call you a wild-eyed, hidebound, neo-Nazi bashi-bazouk? No, of course not, but I'm going to try to anyway.
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Busca-se como objetivo geral, através da estimação de uma equação de demanda por moeda de longo prazo para o Brasil, período 1980-2001, testar a sua estabilidade, o que implica analisar a evolução dos coeficientes ao longo do tempo, bem como mensurar o desempenho acerca do grau de previsibilidade de demanda futura por encaixes reais, comparando sua eficiência no prognóstico com aquelas que se obteriam utilizando técnicas de estimação Mínimos Quadrados Ordinários (MQO) e Mínimos Quadrados Ordinários Recursivos (MQOR), ambas de caráter não adaptativo. Além disso, como resultado da análise percuciente das trajetórias dos parâmetros, a política monetária exercida no período é recuperada. Os resultados rejeitam a hipótese nula de estabilidade da demanda de moeda, encontrando-se que os parâmetros apresentam flutuações importantes não ilustradas pelo procedimento MQO, tendo se destacado o período 1986-1992 como o mais instável. Como era de se esperar, nos testes de capacidade de previsão, a estimação por meio do Filtro de Kalman supera as demais técnicas, evidenciando a ocorrência de mudanças nos regimes de política.
Estimativa de provisões de IBNR utilizando espaço de estados e filtro de Kalman : um caso brasileiro
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Esta dissertação pretende discutir a provisão de sinistros do tipo IBNR, bem como qual a melhor forma de estimar estas provisões. Para tanto, serão utilizados dados reais de uma grande seguradora Brasileira para um produto de seguro de um ramo Não Vida. Serão utilizados no cálculo o clássico método Chain Ladder e em contrapartida um modelo de Espaço de Estados e Filtro de Kalman, discutindo as flexibilidades, vantagens e desvantagens de se utilizar tal metodologia.
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Perforation of inferior vena cava (IVC) by filter struts ranges from 9% to 24%, and clinical sequelae and complications are unpredictable. The aim of this article was to report an unusual case of late complication of IVC filter that caused an IVC wall perforation and penetration of the filter's hooks in the aorta, which was treated by endovascular procedure. Molding strut tip by balloon angioplasty, its accommodation with a bare stent, and its coverage and protection with an endoprosthesis is probably the first technique reported so far in this situation.
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Aim. The authors assess a modified Greenfield filter (GF) for the long-term patency, filter tilting and histopathologic alterations of the inferior vena cava (IVC).Methods. Adult sheep (n=7) underwent modified GF placement in the IVC. Cavograms were obtained every 3 months and pulmonary angiography at 12 months. Histopathologic and scanning electron microscopy (SEM) analyses were performed on the IVC explanted at 12 months.Results. Cavograms showed that all IVC were patent at the end of the study. Filter tilting occurred in 2/7 animals and extrusion of struts was not observed. Macroscopic examination at explantation showed minimal venous wall thickening. Microscopic examination showed minimal IVC fibrosis and intimal hyperplasia. SEM showed endothelium on the IVC surface at the filter implantation site and a presumed endothelial layer covering partially or totally the struts. The interface filter-IVC was covered by deposits of leucocytes and platelets. No signs of pulmonary embolism were found in all pulmonary angiograms of both groups.Conclusion. The modified filter presented good biocompatibility, stability and absence of thrombogenicity at 12 months. It presented low tendency to tilting and extrusion of struts. The long-term histopathologic alterations in vena caval wall were minimal and the appearance of the studied filters in the IVC was similar to stents placed in the arterial system.
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This work describes the construction and application of two amperometric sensors for sensitive UV-filter determination. The sensors were prepared using stainless steel electrodes in which polyaniline (PANI) was electrochemically polymerized in the presence of nickel (NiPcTS) or iron (FePcTS) tetrasulfonated phthalocyanines. The sensor surface characterizations were carried out using atomic force microscopy (AFM). The PANI/NiPcTS sensor was selective for the chemical UV-filter p-aminobenzoic acid (PABA) and the PANI/FePcTS sensor was selective for octyldimethyl-PABA (ODP), both in a mixture of tetrahydrofuran (THF) and 0.1 mol L(-1) H(2)SO(4) at a volume ratio of 30 : 70, and with an applied potential of 0.0 mV vs. Ag vertical bar AgCl. A detailed investigation of the selectivity was carried out for both sensors, in order to determine their responses for ten different UV filters. Finally, each sensor was successfully applied to PABA or ODP quantification in sunscreen formulations and water from swimming pools.
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An approach using straight lines as features to solve the photogrammetric space resection problem is presented. An explicit mathematical model relating straight lines, in both object and image space, is used. Based on this model, Kalman Filtering is applied to solve the space resection problem. The recursive property of the filter is used in an iterative process which uses the sequentially estimated camera location parameters to feedback to the feature extraction process in the image. This feedback process leads to a gradual reduction of the image space for feature searching, and consequently eliminates the bottleneck due to the high computational cost of the image segmentation phase. It also enables feature extraction and the determination of feature correspondence in image and object space in an automatic way, i.e., without operator interference. Results obtained from simulated and real data show that highly accurate space resection parameters are obtained as well as a progressive processing time reduction. The obtained accuracy, the automatic correspondence process, and the short related processing time show that the proposed approach can be used in many real-time machine vision systems, making possible the implementation of applications not feasible until now.
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This paper presents an improved design methodology for determining the parameters used in the classical Series-Parallel Loaded Resonant (SPLR) filter employed in the switching frequency controlled dimmable electronic ballasts. According to the analysis developed in this paper, it is possible to evaluate some characteristics of the resonant filter during the dimming process, such as: range of switching frequency, phase shift and rms value of the current drained by the resonant filter + fluorescent lamp set.
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This paper presents an improved design methodology for the determination of the parameters used in the classical series-resonant parallel-loaded (SRPL) filter employed in the switching frequency controlled dimmable electronic ballasts. According to the analysis developed in this paper, it is possible to evaluate some important characteristics of the resonant filter during the dimming operation, such as: range of switching frequency, phase shift, and rms value of the current drained by the resonant filter + fluorescent lamp set. Experimental results are presented in order to validate the analyses developed in this paper. © 2005 IEEE.
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The use of piezocone tests with a slot filter filled with automotive grease for site characterization of tropical soils is assessed. Laboratory tests using the slot filter filled with automotive grease as well as the conventional porous piezo-element saturated with glycerin were carried out to evaluate the pore pressure (u 2) transducer response. CPTu tests using piezo-elements saturated with glycerin and the slot filter filled with grease were pushed side by side in different research sites in Brazil. Estimates of mechanical and hydraulic soil parameters were made based on pore pressure dissipation curves from using both techniques. Laboratory test results indicate that the pore pressure response using the slot filter with grease was delayed when compared to the piezo-element saturated with glycerin, since grease has a higher viscosity. For tropical soils, the records of u2 in piezocone tests using slot filter with grease presented larger peaks than with porous element saturated with glycerin. Records of u2 using the slot filter above the groundwater table suggest the increase of the degree of saturation in unsaturated zone, where porous filter can be desaturated by suction. The slot filter can be used to help the interpretation of the soil profile with deep groundwater level as well as to help detecting its position for some studied soils. The results shown high repeatability for all study sites. This technique is much easier to handle, especially for tropical soils, where the groundwater table is usually deep and pre-drilling is expensive and time consuming. © 2009 IOS Press.
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This paper presents an approach for structural health monitoring (SHM) by using adaptive filters. The experimental signals from different structural conditions provided by piezoelectric actuators/sensors bonded in the test structure are modeled by a discrete-time recursive least square (RLS) filter. The biggest advantage to use a RLS filter is the clear possibility to perform an online SHM procedure since that the identification is also valid for non-stationary linear systems. An online damage-sensitive index feature is computed based on autoregressive (AR) portion of coefficients normalized by the square root of the sum of the square of them. The proposed method is then utilized in a laboratory test involving an aeronautical panel coupled with piezoelectric sensors/actuators (PZTs) in different positions. A hypothesis test employing the t-test is used to obtain the damage decision. The proposed algorithm was able to identify and localize the damages simulated in the structure. The results have shown the applicability and drawbacks the method and the paper concludes with suggestions to improve it. ©2010 Society for Experimental Mechanics Inc.