953 resultados para Probability Metrics


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In this paper we describe the Large Margin Vector Quantization algorithm (LMVQ), which uses gradient ascent to maximise the margin of a radial basis function classifier. We present a derivation of the algorithm, which proceeds from an estimate of the class-conditional probability densities. We show that the key behaviour of Kohonen's well-known LVQ2 and LVQ3 algorithms emerge as natural consequences of our formulation. We compare the performance of LMVQ with that of Kohonen's LVQ algorithms on an artificial classification problem and several well known benchmark classification tasks. We find that the classifiers produced by LMVQ attain a level of accuracy that compares well with those obtained via LVQ1, LVQ2 and LVQ3, with reduced storage complexity. We indicate future directions of enquiry based on the large margin approach to Learning Vector Quantization.

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Six Sigma provides a framework for quality improvement and business excellence. Introduced in the 1980s in manufacturing, the concept of Six Sigma has gained popularity in service organizations. After initial success in healthcare and banking, Six Sigma has gradually gained traction in other types of service industries, including hotels and lodging. Starwood Hotels and Resorts was the first hospitality giant to embrace Six Sigma. In 2001, Starwood adopted the method to develop innovative, customer-focused solutions and to transfer these solutions throughout the global organization. To analyze Starwood's use of Six Sigma, the authors collected data from articles, interviews, presentations and speeches published in magazines, newspapers and Web sites. This provided details to corroborate information, and they also made inferences from these sources. Financial metrics can explain the success of Six Sigma in any organization. There was no shortage of examples of Starwood's success resulting from Six Sigma project metrics uncovered during the research.

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Spectrum sensing is considered to be one of the most important tasks in cognitive radio. Many sensing detectors have been proposed in the literature, with the common assumption that the primary user is either fully present or completely absent within the window of observation. In reality, there are scenarios where the primary user signal only occupies a fraction of the observed window. This paper aims to analyse the effect of the primary user duty cycle on spectrum sensing performance through the analysis of a few common detectors. Simulations show that the probability of detection degrades severely with reduced duty cycle regardless of the detection method. Furthermore we show that reducing the duty cycle has a greater degradation on performance than lowering the signal strength.

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We have developed a new experimental method for interrogating statistical theories of music perception by implementing these theories as generative music algorithms. We call this method Generation in Context. This method differs from most experimental techniques in music perception in that it incorporates aesthetic judgments. Generation In Context is designed to measure percepts for which the musical context is suspected to play an important role. In particular the method is suitable for the study of perceptual parameters which are temporally dynamic. We outline a use of this approach to investigate David Temperley’s (2007) probabilistic melody model, and provide some provisional insights as to what is revealed about the model. We suggest that Temperley’s model could be improved by dynamically modulating the probability distributions according to the changing musical context.

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Transport regulators consider that, with respect to pavement damage, heavy vehicles (HVs) are the riskiest vehicles on the road network. That HV suspension design contributes to road and bridge damage has been recognised for some decades. This thesis deals with some aspects of HV suspension characteristics, particularly (but not exclusively) air suspensions. This is in the areas of developing low-cost in-service heavy vehicle (HV) suspension testing, the effects of larger-than-industry-standard longitudinal air lines and the characteristics of on-board mass (OBM) systems for HVs. All these areas, whilst seemingly disparate, seek to inform the management of HVs, reduce of their impact on the network asset and/or provide a measurement mechanism for worn HV suspensions. A number of project management groups at the State and National level in Australia have been, and will be, presented with the results of the project that resulted in this thesis. This should serve to inform their activities applicable to this research. A number of HVs were tested for various characteristics. These tests were used to form a number of conclusions about HV suspension behaviours. Wheel forces from road test data were analysed. A “novel roughness” measure was developed and applied to the road test data to determine dynamic load sharing, amongst other research outcomes. Further, it was proposed that this approach could inform future development of pavement models incorporating roughness and peak wheel forces. Left/right variations in wheel forces and wheel force variations for different speeds were also presented. This led on to some conclusions regarding suspension and wheel force frequencies, their transmission to the pavement and repetitive wheel loads in the spatial domain. An improved method of determining dynamic load sharing was developed and presented. It used the correlation coefficient between two elements of a HV to determine dynamic load sharing. This was validated against a mature dynamic loadsharing metric, the dynamic load sharing coefficient (de Pont, 1997). This was the first time that the technique of measuring correlation between elements on a HV has been used for a test case vs. a control case for two different sized air lines. That dynamic load sharing was improved at the air springs was shown for the test case of the large longitudinal air lines. The statistically significant improvement in dynamic load sharing at the air springs from larger longitudinal air lines varied from approximately 30 percent to 80 percent. Dynamic load sharing at the wheels was improved only for low air line flow events for the test case of larger longitudinal air lines. Statistically significant improvements to some suspension metrics across the range of test speeds and “novel roughness” values were evident from the use of larger longitudinal air lines, but these were not uniform. Of note were improvements to suspension metrics involving peak dynamic forces ranging from below the error margin to approximately 24 percent. Abstract models of HV suspensions were developed from the results of some of the tests. Those models were used to propose further development of, and future directions of research into, further gains in HV dynamic load sharing. This was from alterations to currently available damping characteristics combined with implementation of large longitudinal air lines. In-service testing of HV suspensions was found to be possible within a documented range from below the error margin to an error of approximately 16 percent. These results were in comparison with either the manufacturer’s certified data or test results replicating the Australian standard for “road-friendly” HV suspensions, Vehicle Standards Bulletin 11. OBM accuracy testing and development of tamper evidence from OBM data were detailed for over 2000 individual data points across twelve test and control OBM systems from eight suppliers installed on eleven HVs. The results indicated that 95 percent of contemporary OBM systems available in Australia are accurate to +/- 500 kg. The total variation in OBM linearity, after three outliers in the data were removed, was 0.5 percent. A tamper indicator and other OBM metrics that could be used by jurisdictions to determine tamper events were developed and documented. That OBM systems could be used as one vector for in-service testing of HV suspensions was one of a number of synergies between the seemingly disparate streams of this project.

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This thesis discusses various aspects of the integrity monitoring of GPS applied to civil aircraft navigation in different phases of flight. These flight phases include en route, terminal, non-precision approach and precision approach. The thesis includes four major topics: probability problem of GPS navigation service, risk analysis of aircraft precision approach and landing, theoretical analysis of Receiver Autonomous Integrity Monitoring (RAIM) techniques and RAIM availability, and GPS integrity monitoring at a ground reference station. Particular attention is paid to the mathematical aspects of the GPS integrity monitoring system. The research has been built upon the stringent integrity requirements defined by civil aviation community, and concentrates on the capability and performance investigation of practical integrity monitoring systems with rigorous mathematical and statistical concepts and approaches. Major contributions of this research are: • Rigorous integrity and continuity risk analysis for aircraft precision approach. Based on the joint probability density function of the affecting components, the integrity and continuity risks of aircraft precision approach with DGPS were computed. This advanced the conventional method of allocating the risk probability. • A theoretical study of RAIM test power. This is the first time a theoretical study on RAIM test power based on the probability statistical theory has been presented, resulting in a new set of RAIM criteria. • Development of a GPS integrity monitoring and DGPS quality control system based on GPS reference station. A prototype of GPS integrity monitoring and DGPS correction prediction system has been developed and tested, based on the A USN A V GPS base station on the roof of QUT ITE Building.

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Reliability analysis has several important engineering applications. Designers and operators of equipment are often interested in the probability of the equipment operating successfully to a given age - this probability is known as the equipment's reliability at that age. Reliability information is also important to those charged with maintaining an item of equipment, as it enables them to model and evaluate alternative maintenance policies for the equipment. In each case, information on failures and survivals of a typical sample of items is used to estimate the required probabilities as a function of the item's age, this process being one of many applications of the statistical techniques known as distribution fitting. In most engineering applications, the estimation procedure must deal with samples containing survivors (suspensions or censorings); this thesis focuses on several graphical estimation methods that are widely used for analysing such samples. Although these methods have been current for many years, they share a common shortcoming: none of them is continuously sensitive to changes in the ages of the suspensions, and we show that the resulting reliability estimates are therefore more pessimistic than necessary. We use a simple example to show that the existing graphical methods take no account of any service recorded by suspensions beyond their respective previous failures, and that this behaviour is inconsistent with one's intuitive expectations. In the course of this thesis, we demonstrate that the existing methods are only justified under restricted conditions. We present several improved methods and demonstrate that each of them overcomes the problem described above, while reducing to one of the existing methods where this is justified. Each of the improved methods thus provides a realistic set of reliability estimates for general (unrestricted) censored samples. Several related variations on these improved methods are also presented and justified. - i

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The performance of an adaptive filter may be studied through the behaviour of the optimal and adaptive coefficients in a given environment. This thesis investigates the performance of finite impulse response adaptive lattice filters for two classes of input signals: (a) frequency modulated signals with polynomial phases of order p in complex Gaussian white noise (as nonstationary signals), and (b) the impulsive autoregressive processes with alpha-stable distributions (as non-Gaussian signals). Initially, an overview is given for linear prediction and adaptive filtering. The convergence and tracking properties of the stochastic gradient algorithms are discussed for stationary and nonstationary input signals. It is explained that the stochastic gradient lattice algorithm has many advantages over the least-mean square algorithm. Some of these advantages are having a modular structure, easy-guaranteed stability, less sensitivity to the eigenvalue spread of the input autocorrelation matrix, and easy quantization of filter coefficients (normally called reflection coefficients). We then characterize the performance of the stochastic gradient lattice algorithm for the frequency modulated signals through the optimal and adaptive lattice reflection coefficients. This is a difficult task due to the nonlinear dependence of the adaptive reflection coefficients on the preceding stages and the input signal. To ease the derivations, we assume that reflection coefficients of each stage are independent of the inputs to that stage. Then the optimal lattice filter is derived for the frequency modulated signals. This is performed by computing the optimal values of residual errors, reflection coefficients, and recovery errors. Next, we show the tracking behaviour of adaptive reflection coefficients for frequency modulated signals. This is carried out by computing the tracking model of these coefficients for the stochastic gradient lattice algorithm in average. The second-order convergence of the adaptive coefficients is investigated by modeling the theoretical asymptotic variance of the gradient noise at each stage. The accuracy of the analytical results is verified by computer simulations. Using the previous analytical results, we show a new property, the polynomial order reducing property of adaptive lattice filters. This property may be used to reduce the order of the polynomial phase of input frequency modulated signals. Considering two examples, we show how this property may be used in processing frequency modulated signals. In the first example, a detection procedure in carried out on a frequency modulated signal with a second-order polynomial phase in complex Gaussian white noise. We showed that using this technique a better probability of detection is obtained for the reduced-order phase signals compared to that of the traditional energy detector. Also, it is empirically shown that the distribution of the gradient noise in the first adaptive reflection coefficients approximates the Gaussian law. In the second example, the instantaneous frequency of the same observed signal is estimated. We show that by using this technique a lower mean square error is achieved for the estimated frequencies at high signal-to-noise ratios in comparison to that of the adaptive line enhancer. The performance of adaptive lattice filters is then investigated for the second type of input signals, i.e., impulsive autoregressive processes with alpha-stable distributions . The concept of alpha-stable distributions is first introduced. We discuss that the stochastic gradient algorithm which performs desirable results for finite variance input signals (like frequency modulated signals in noise) does not perform a fast convergence for infinite variance stable processes (due to using the minimum mean-square error criterion). To deal with such problems, the concept of minimum dispersion criterion, fractional lower order moments, and recently-developed algorithms for stable processes are introduced. We then study the possibility of using the lattice structure for impulsive stable processes. Accordingly, two new algorithms including the least-mean P-norm lattice algorithm and its normalized version are proposed for lattice filters based on the fractional lower order moments. Simulation results show that using the proposed algorithms, faster convergence speeds are achieved for parameters estimation of autoregressive stable processes with low to moderate degrees of impulsiveness in comparison to many other algorithms. Also, we discuss the effect of impulsiveness of stable processes on generating some misalignment between the estimated parameters and the true values. Due to the infinite variance of stable processes, the performance of the proposed algorithms is only investigated using extensive computer simulations.

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Physical infrastructure assets are important components of our society and our economy. They are usually designed to last for many years, are expected to be heavily used during their lifetime, carry considerable load, and are exposed to the natural environment. They are also normally major structures, and therefore present a heavy investment, requiring constant management over their life cycle to ensure that they perform as required by their owners and users. Given a complex and varied infrastructure life cycle, constraints on available resources, and continuing requirements for effectiveness and efficiency, good management of infrastructure is important. While there is often no one best management approach, the choice of options is improved by better identification and analysis of the issues, by the ability to prioritise objectives, and by a scientific approach to the analysis process. The abilities to better understand the effect of inputs in the infrastructure life cycle on results, to minimise uncertainty, and to better evaluate the effect of decisions in a complex environment, are important in allocating scarce resources and making sound decisions. Through the development of an infrastructure management modelling and analysis methodology, this thesis provides a process that assists the infrastructure manager in the analysis, prioritisation and decision making process. This is achieved through the use of practical, relatively simple tools, integrated in a modular flexible framework that aims to provide an understanding of the interactions and issues in the infrastructure management process. The methodology uses a combination of flowcharting and analysis techniques. It first charts the infrastructure management process and its underlying infrastructure life cycle through the time interaction diagram, a graphical flowcharting methodology that is an extension of methodologies for modelling data flows in information systems. This process divides the infrastructure management process over time into self contained modules that are based on a particular set of activities, the information flows between which are defined by the interfaces and relationships between them. The modular approach also permits more detailed analysis, or aggregation, as the case may be. It also forms the basis of ext~nding the infrastructure modelling and analysis process to infrastructure networks, through using individual infrastructure assets and their related projects as the basis of the network analysis process. It is recognised that the infrastructure manager is required to meet, and balance, a number of different objectives, and therefore a number of high level outcome goals for the infrastructure management process have been developed, based on common purpose or measurement scales. These goals form the basis of classifYing the larger set of multiple objectives for analysis purposes. A two stage approach that rationalises then weights objectives, using a paired comparison process, ensures that the objectives required to be met are both kept to the minimum number required and are fairly weighted. Qualitative variables are incorporated into the weighting and scoring process, utility functions being proposed where there is risk, or a trade-off situation applies. Variability is considered important in the infrastructure life cycle, the approach used being based on analytical principles but incorporating randomness in variables where required. The modular design of the process permits alternative processes to be used within particular modules, if this is considered a more appropriate way of analysis, provided boundary conditions and requirements for linkages to other modules, are met. Development and use of the methodology has highlighted a number of infrastructure life cycle issues, including data and information aspects, and consequences of change over the life cycle, as well as variability and the other matters discussed above. It has also highlighted the requirement to use judgment where required, and for organisations that own and manage infrastructure to retain intellectual knowledge regarding that infrastructure. It is considered that the methodology discussed in this thesis, which to the author's knowledge has not been developed elsewhere, may be used for the analysis of alternatives, planning, prioritisation of a number of projects, and identification of the principal issues in the infrastructure life cycle.