978 resultados para Variance


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An analog minimum-variance unbiased estimator(MVUE) over an asymmetric wireless sensor network is studied.Minimisation of variance is cast into a constrained non-convex optimisation problem. An explicit algorithm that solves the problem is provided. The solution is obtained by decomposing the original problem into a finite number of convex optimisation problems with explicit solutions. These solutions are then juxtaposed together by exploiting further structure in the objective function.

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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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Biomechanical signals due to human movements during exercise are represented in time-frequency domain using Wigner Distribution Function (WDF). Analysis based on WDF reveals instantaneous spectral and power changes during a rhythmic exercise. Investigations were carried out on 11 healthy subjects who performed 5 cycles of sun salutation, with a body-mounted Inertial Measurement Unit (IMU) as a motion sensor. Variance of Instantaneous Frequency (I.F) and Instantaneous Power (I.P) for performance analysis of the subject is estimated using one-way ANOVA model. Results reveal that joint Time-Frequency analysis of biomechanical signals during motion facilitates a better understanding of grace and consistency during rhythmic exercise.

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This paper focuses on studying the relationship between patent latent variables and patent price. From the existing literature, seven patent latent variables, namely age, generality, originality, foreign filings, technology field, forward citations, and backward citations were identified as having an influence on patent value. We used Ocean Tomo's patent auction price data in this study. We transformed the price and the predictor variables (excluding the dummy variables) to its logarithmic value. The OLS estimates revealed that forward citations and foreign filings were positively correlated to price. Both the variables jointly explained 14.79% of the variance in patent pricing. We did not find sufficient evidence to come up with any definite conclusions on the relationship between price and the variables such as age, technology field, generality, backward citations and originality. The Heckman two-stage sample selection model was used to test for selection bias. (C) 2011 Elsevier Ltd. All rights reserved.

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Fusion of multi-sensor imaging data enables a synergetic interpretation of complementary information obtained by sensors of different spectral ranges. Multi-sensor data of diverse spectral, spatial and temporal resolutions require advanced numerical techniques for analysis and interpretation. This paper reviews ten advanced pixel based image fusion techniques – Component substitution (COS), Local mean and variance matching, Modified IHS (Intensity Hue Saturation), Fast Fourier Transformed-enhanced IHS, Laplacian Pyramid, Local regression, Smoothing filter (SF), Sparkle, SVHC and Synthetic Variable Ratio. The above techniques were tested on IKONOS data (Panchromatic band at 1 m spatial resolution and Multispectral 4 bands at 4 m spatial resolution). Evaluation of the fused results through various accuracy measures, revealed that SF and COS methods produce images closest to corresponding multi-sensor would observe at the highest resolution level (1 m).

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We study the distribution of first passage time for Levy type anomalous diffusion. A fractional Fokker-Planck equation framework is introduced.For the zero drift case, using fractional calculus an explicit analytic solution for the first passage time density function in terms of Fox or H-functions is given. The asymptotic behaviour of the density function is discussed. For the nonzero drift case, we obtain an expression for the Laplace transform of the first passage time density function, from which the mean first passage time and variance are derived.

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All major rivers in Bhutan depend on snowmelt for discharge. Therefore, changes in snow cover due to climate change can influence distribution and availability of water. However, information about distribution of seasonal snow cover in Bhutan is not available. The MODIS snow product was used to study snow cover status and trends in Bhutan. Average snow cover area (SCA) of Bhutan estimated for the period 2002 to 2010 was 9030 sq. km, about 25.5% of the total land area. SCA trend of Bhutan for the period 2002-2010 was found to decrease (-3.27 +/- 1.28%). The average SCA for winter was 14,485 sq. km (37.7%), for spring 7411 sq. km (19.3%), for summer 4326 sq. km (11.2%), and for autumn 7788 sq. km (20.2%), mostly distributed in the elevation range 2500-6000 m amsl. Interannual and seasonal SCA trend both showed a decline, although it was not statistically significant for all sub-basins. Pho Chu sub-basin with 19.5% of the total average SCA had the highest average SCA. The rate of increase of SCA for every 100 m elevation was the highest (2.5%) in the Pa Chu sub-basin. The coefficient of variance of 1.27 indicates high variability of SCA in winter.

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Investigations into the variation of self-diffusivity with solute radius, density, and degree of disorder of the host medium is explored. The system consists of a binary mixture of a relatively smaller sized solute, whose size is varied and a larger sized solvent interacting via Lennard-Jones potential. Calculations have been performed at three different reduced densities of 0.7, 0.8, and 0.933. These simulations show that diffusivity exhibits a maximum for some intermediate size of the solute when the solute diameter is varied. The maximum is found at the same size of the solute at all densities which is at variance with the prediction of the levitation effect. In order to understand this anomaly, additional simulations were carried out in which the degree of disorder has been varied while keeping the density constant. The results show that the diffusivity maximum gradually disappears with increase in disorder. Disorder has been characterized by means of the minimal spanning tree. Simulations have also been carried out in which the degree of disorder is constant and only the density is altered. The results from these simulations show that the maximum in diffusivity now shifts to larger distances with decrease in density. This is in agreement with the changes in void and neck distribution with density of the host medium. These results are in excellent agreement with the predictions of the levitation effect. They suggest that the effect of disorder is to shift the maximum in diffusivity towards smaller solute radius while that of the decrease in density is to shift it towards larger solute radius. Thus, in real systems where the degree of disorder is lower at higher density and vice versa, the effect due to density and disorder have opposing influences. These are confirmed by the changes seen in the velocity autocorrelation function, self part of the intermediate scattering function and activation energy. (C) 2012 American Institute of Physics. http://dx.doi.org/10.1063/1.3701619]

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South peninsular India experiences a large portion of the annual rainfall during the northeast monsoon season (October to December). In this study, the facets of diurnal, intra-seasonal and inter-annual variability of the northeast monsoon rainfall (the NEMR) over India have been examined. The analysis of satellite derived hourly rainfall reveals that there are distinct features of diurnal variation over the land and oceans during the season. Over the land, rainfall peaks during the late afternoon/evening, while over the oceans an early morning peak is observed. The harmonic analysis of hourly data reveals that the amplitude and variance are the largest over south peninsular India. The NEMR also exhibits significant intra-seasonal variability on a 20-40 day time scale. Analysis also shows significant northward propagation of the maximum cloud zone from south of equator to the south peninsula during the season. The NEMR exhibits large inter-annual variability with the co-efficient of variation (CV) of 25%. The positive phases of ENSO and the Indian Ocean Dipole (IOD) are conducive for normal to above normal rainfall activity during the northeast monsoon. There are multi-decadal variations in the statistical relationship between ENSO and the NEMR. During the period 2001-2010 the statistical relationship between ENSO and the NEMR has significantly weakened. The analysis of seasonal rainfall hindcasts for the period 1960-2005 produced by the state-of-the-art coupled climate models, ENSEMBLES, reveals that the coupled models have very poor skill in predicting the inter-annual variability of the NEMR. This is mainly due to the inability of the ENSEMBLES models to simulate the positive relationship between ENSO and the NEMR correctly. Copyright (C) 2012 Royal Meteorological Society

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Design optimisation of a helicopter rotor blade is performed. The objective is to reduce helicopter vibration and constraints are put on frequencies and aeroelastic stability. The ply angles of the D-spar and skin of the composite rotor blade with NACA 0015 aerofoil section are considered as design variables. Polynomial response surfaces and space filling experimental designs are used to generate surrogate models of the objective function with respect to cross-section properties. The stacking sequence corresponding to the optimal cross-section is found using a real-coded genetic algorithm. Ply angle discretisation of 1 degrees, 15 degrees, 30 degrees and 45 degrees are used. The mean value of the objective function is used to find the optimal blade designs and the resulting designs are tested for variance. The optimal designs show a vibration reduction of 26% to 33% from the baseline design. A substantial reduction in vibration and an aeroelastically stable blade is obtained even after accounting for composite material uncertainty.

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Bulk metallic glass (BMG) matrix composites with crystalline dendrites as reinforcements exhibit a wide variance in their microstructures (and thus mechanical properties), which in turn can be attributed to the processing route employed, which affects the size and distribution of the dendrites. A critical investigation on the microstructure and tensile properties of Zr/Ti-based BMG composites of the same composition, but produced by different routes, was conducted so as to identify ``structure-property'' connections in these materials. This was accomplished by employing four different processing methods-arc melting, suction casting, semi-solid forging and induction melting on a water-cooled copper boat-on composites with two different dendrite volume fractions, V-d. The change in processing parameters only affects microstructural length scales such as the interdendritic spacing, lambda, and dendrite size, delta, whereas compositions of the matrix and dendrite are unaffected. Broadly, the composite's properties are insensitive to the microstructural length scales when V-d is high (similar to 75%), whereas they become process dependent for relatively lower V-d (similar to 55%). Larger delta in arc-melted and forged specimens result in higher ductility (7-9%) and lower hardening rates, whereas smaller dendrites increase the hardening rate. A bimodal distribution of dendrites offers excellent ductility at a marginal cost of yield strength. Finer lambda result in marked improvements in both ductility and yield strength, due to the confinement of shear band nucleation sites in smaller volumes of the glassy phase. Forging in the semi-solid state imparts such a microstructure. (c) 2012 Acta Materialia Inc. Published by Elsevier Ltd. All rights reserved.

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Many problems of state estimation in structural dynamics permit a partitioning of system states into nonlinear and conditionally linear substructures. This enables a part of the problem to be solved exactly, using the Kalman filter, and the remainder using Monte Carlo simulations. The present study develops an algorithm that combines sequential importance sampling based particle filtering with Kalman filtering to a fairly general form of process equations and demonstrates the application of a substructuring scheme to problems of hidden state estimation in structures with local nonlinearities, response sensitivity model updating in nonlinear systems, and characterization of residual displacements in instrumented inelastic structures. The paper also theoretically demonstrates that the sampling variance associated with the substructuring scheme used does not exceed the sampling variance corresponding to the Monte Carlo filtering without substructuring. (C) 2012 Elsevier Ltd. All rights reserved.

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Multi-layered materials have been made from Cu-Fe with approximately equal volume fractions using the Accumulated Roll Bonding (ARB) technique with less than 1 μm thickness of the individual layers. The so-obtained multi-layers have been subjected to deformation by cold rolling to 25, 50, 75, 87 and 93% reduction in thickness. A detailed characterization has been carried out using X-ray diffraction (line profile analysis and texture measurement) and electron (scanning and transmission) microscopy. It has been found that Fe layers are disintegrated whereas Cu retains its continuity within a layer. Microstructural Characterization from X-Ray Line profile Analysis (XRDLPA) through Variance Method reveals that large amount of strain is initially carried by Cu layers during deformation. In the Cu-Fe layer, the texture is comparatively weaker in Cu layer and strong in Fe layers. Brass Component increases up to 75% reduction and then decreases, while the ratio of Cu/S and Bs/S remains almost constant through out the deformation. After 50% reduction, dynamic recovery is predominant as indicated by the increase in the amount of low angle grain boundaries and decrease in dislocation density. The presence of R component indicates continuous dynamic recovery and recrystallization (CDRR) at the advanced stage of deformation.