983 resultados para Sequential Estimation
Resumo:
Multi-rate multicarrier DS-CDMA is a potentially attractive multiple access method for future wireless networks that must support multimedia, and thus multi-rate, traffic. Considering that high performance detection such as coherent demodulation needs the explicit knowledge of the channel, this paper proposes a subspace-based blind adaptive algorithm for timing acquisition and channel estimation in asynchronous multirate multicarrier DS-CDMA systems, which is applicable to both multicode and variable spreading factor systems.
Resumo:
Little has been reported on the performance of near-far resistant CDMA detectors in the presence of system parameter estimation errors (SPEEs). Starting with the general mathematical model of matched filters, the paper examines the effects of three classes of SPEEs, i.e., time-delay, carrier phase, and carrier frequency errors, on the performance (BER) of an emerging type of near-far resistant coherent DS/SSMA detector, i.e., the linear decorrelating detector. For comparison, the corresponding results for the conventional detector are also presented. It is shown that the linear decorrelating detector can still maintain a considerable performance advantage over the conventional detector even when some SPEEs exist.
Resumo:
A role for sequential test procedures is emerging in genetic and epidemiological studies using banked biological resources. This stems from the methodology's potential for improved use of information relative to comparable fixed sample designs. Studies in which cost, time and ethics feature prominently are particularly suited to a sequential approach. In this paper sequential procedures for matched case–control studies with binary data will be investigated and assessed. Design issues such as sample size evaluation and error rates are identified and addressed. The methodology is illustrated and evaluated using both real and simulated data sets.
Resumo:
This paper presents the theoretical development of a nonlinear adaptive filter based on a concept of filtering by approximated densities (FAD). The most common procedures for nonlinear estimation apply the extended Kalman filter. As opposed to conventional techniques, the proposed recursive algorithm does not require any linearisation. The prediction uses a maximum entropy principle subject to constraints. Thus, the densities created are of an exponential type and depend on a finite number of parameters. The filtering yields recursive equations involving these parameters. The update applies the Bayes theorem. Through simulation on a generic exponential model, the proposed nonlinear filter is implemented and the results prove to be superior to that of the extended Kalman filter and a class of nonlinear filters based on partitioning algorithms.
Resumo:
Many techniques are currently used for motion estimation. In the block-based approaches the most common procedure applied is the block-matching based on various algorithms. To refine the motion estimates resulting from the full search or any coarse search algorithm, one can find few applications of Kalman filtering, mainly in the intraframe scheme. The Kalman filtering technique applicability for block-based motion estimation is rather limited due to discontinuities in the dynamic behaviour of the motion vectors. Therefore, we propose an application of the concept of the filtering by approximated densities (FAD). The FAD, originally introduced to alleviate limitations due to conventional Kalman modelling, is applied to interframe block-motion estimation. This application uses a simple form of FAD involving statistical characteristics of multi-modal distributions up to second order.
Resumo:
Transport and deposition of charged inhaled aerosols in double planar bifurcation representing generation three to five of human respiratory system has been studied under a light activity breathing condition. Both steady and oscillatory laminar inhalation airflow is considered. Particle trajectories are calculated using a Lagrangian reference frame, which is dominated by the fluid force driven by airflow, gravity force and electrostatic forces (both of space and image charge forces). The particle-mesh method is selected to calculate the space charge force. This numerical study investigates the deposition efficiency in the three-dimensional model under various particle sizes, charge values, and inlet particle distribution. Numerical results indicate that particles carrying an adequate level of charge can improve deposition efficiency in the airway model.
Resumo:
This paper describes a method for the state estimation of nonlinear systems described by a class of differential-algebraic equation models using the extended Kalman filter. The method involves the use of a time-varying linearisation of a semi-explicit index one differential-algebraic equation. The estimation technique consists of a simplified extended Kalman filter that is integrated with the differential-algebraic equation model. The paper describes a simulation study using a model of a batch chemical reactor. It also reports a study based on experimental data obtained from a mixing process, where the model of the system is solved using the sequential modular method and the estimation involves a bank of extended Kalman filters.
Resumo:
An algorithm for solving nonlinear discrete time optimal control problems with model-reality differences is presented. The technique uses Dynamic Integrated System Optimization and Parameter Estimation (DISOPE), which achieves the correct optimal solution in spite of deficiencies in the mathematical model employed in the optimization procedure. A version of the algorithm with a linear-quadratic model-based problem, implemented in the C+ + programming language, is developed and applied to illustrative simulation examples. An analysis of the optimality and convergence properties of the algorithm is also presented.
Resumo:
DISOPE is a technique for solving optimal control problems where there are differences in structure and parameter values between reality and the model employed in the computations. The model reality differences can also allow for deliberate simplification of model characteristics and performance indices in order to facilitate the solution of the optimal control problem. The technique was developed originally in continuous time and later extended to discrete time. The main property of the procedure is that by iterating on appropriately modified model based problems the correct optimal solution is achieved in spite of the model-reality differences. Algorithms have been developed in both continuous and discrete time for a general nonlinear optimal control problem with terminal weighting, bounded controls and terminal constraints. The aim of this paper is to show how the DISOPE technique can aid receding horizon optimal control computation in nonlinear model predictive control.
Resumo:
In this paper the implementation of dynamic data reconciliation techniques for sequential modular models is described. The paper is organised as follows. First, an introduction to dynamic data reconciliation is given. Then, the online use of rigorous process models is introduced. The sequential modular approach to dynamic simulation is briefly discussed followed by a short review of the extended Kalman filter. The second section describes how the modules are implemented. A simulation case study and its results are also presented.
Resumo:
Accurate estimates for the fall speed of natural hydrometeors are vital if their evolution in clouds is to be understood quantitatively. In this study, laboratory measurements of the terminal velocity vt for a variety of ice particle models settling in viscous fluids, along with wind-tunnel and field measurements of ice particles settling in air, have been analyzed and compared to common methods of computing vt from the literature. It is observed that while these methods work well for a number of particle types, they fail for particles with open geometries, specifically those particles for which the area ratio Ar is small (Ar is defined as the area of the particle projected normal to the flow divided by the area of a circumscribing disc). In particular, the fall speeds of stellar and dendritic crystals, needles, open bullet rosettes, and low-density aggregates are all overestimated. These particle types are important in many cloud types: aggregates in particular often dominate snow precipitation at the ground and vertically pointing Doppler radar measurements. Based on the laboratory data, a simple modification to previous computational methods is proposed, based on the area ratio. This new method collapses the available drag data onto an approximately universal curve, and the resulting errors in the computed fall speeds relative to the tank data are less than 25% in all cases. Comparison with the (much more scattered) measurements of ice particles falling in air show strong support for this new method, with the area ratio bias apparently eliminated.
Resumo:
A new sparse kernel probability density function (pdf) estimator based on zero-norm constraint is constructed using the classical Parzen window (PW) estimate as the target function. The so-called zero-norm of the parameters is used in order to achieve enhanced model sparsity, and it is suggested to minimize an approximate function of the zero-norm. It is shown that under certain condition, the kernel weights of the proposed pdf estimator based on the zero-norm approximation can be updated using the multiplicative nonnegative quadratic programming algorithm. Numerical examples are employed to demonstrate the efficacy of the proposed approach.