914 resultados para estimation and filtering


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The problem of identification of parameters of a beam-moving oscillator system based on measurement of time histories of beam strains and displacements is considered. The governing equations of motion here have time varying coefficients. The parameters to be identified are however time invariant and consist of mass, stiffness and damping characteristics of the beam and oscillator subsystems. A strategy based on dynamic state estimation method, that employs particle filtering algorithms, is proposed to tackle the identification problem. The method can take into account measurement noise, guideway unevenness, spatially incomplete measurements, finite element models for supporting structure and moving vehicle, and imperfections in the formulation of the mathematical models. Numerical illustrations based on synthetic data on beam-oscillator system are presented to demonstrate the satisfactory performance of the proposed procedure.

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For structured-light scanners, the projective geometry between a projector-camera pair is identical to that of a camera-camera pair. Consequently, in conjunction with calibration, a variety of geometric relations are available for three-dimensional Euclidean reconstruction. In this paper, we use projector-camera epipolar properties and the projective invariance of the cross-ratio to solve for 3D geometry. A key contribution of our approach is the use of homographies induced by reference planes, along with a calibrated camera, resulting in a simple parametric representation for projector and system calibration. Compared to existing solutions that require an elaborate calibration process, our method is simple while ensuring geometric consistency. Our formulation using the invariance of the cross-ratio is also extensible to multiple estimates of 3D geometry that can be analysed in a statistical sense. The performance of our system is demonstrated on some cultural artifacts and geometric surfaces.

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Non-Gaussianity of signals/noise often results in significant performance degradation for systems, which are designed using the Gaussian assumption. So non-Gaussian signals/noise require a different modelling and processing approach. In this paper, we discuss a new Bayesian estimation technique for non-Gaussian signals corrupted by colored non Gaussian noise. The method is based on using zero mean finite Gaussian Mixture Models (GMMs) for signal and noise. The estimation is done using an adaptive non-causal nonlinear filtering technique. The method involves deriving an estimator in terms of the GMM parameters, which are in turn estimated using the EM algorithm. The proposed filter is of finite length and offers computational feasibility. The simulations show that the proposed method gives a significant improvement compared to the linear filter for a wide variety of noise conditions, including impulsive noise. We also claim that the estimation of signal using the correlation with past and future samples leads to reduced mean squared error as compared to signal estimation based on past samples only.

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In this paper we develop and numerically explore the modeling heuristic of using saturation attempt probabilities as state dependent attempt probabilities in an IEEE 802.11e infrastructure network carrying packet telephone calls and TCP controlled file downloads, using Enhanced Distributed Channel Access (EDCA). We build upon the fixed point analysis and performance insights in [1]. When there are a certain number of nodes of each class contending for the channel (i.e., have nonempty queues), then their attempt probabilities are taken to be those obtained from saturation analysis for that number of nodes. Then we model the system queue dynamics at the network nodes. With the proposed heuristic, the system evolution at channel slot boundaries becomes a Markov renewal process, and regenerative analysis yields the desired performance measures.The results obtained from this approach match well with ns2 simulations. We find that, with the default IEEE 802.11e EDCA parameters for AC 1 and AC 3, the voice call capacity decreases if even one file download is initiated by some station. Subsequently, reducing the voice calls increases the file download capacity almost linearly (by 1/3 Mbps per voice call for the 11 Mbps PHY).

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Long-range transport of continental dust makes these particles a significant constituent even at locations far from their sources. It is important to study the temporal variations in dust loading over desert regions and the role of meteorology, in order to assess its radiative impact. In this paper, infrared radiance (10.5-12.5 mu m), acquired by the METEOSAT-5 satellite (similar to 5-km resolution) during 1999 and 2003 was used to quantify wind dependence of dust aerosols and to estimate the radiative forcing. Our analysis shows that the frequency of occurrence of dust events was higher during 2003 compared to 1999. Since the dust production function depends mainly on the surface wind speed over regions which are dry and without vegetation, the role of surface wind on IDDI was examined in detail. It was found that an increase of IDDI with wind speed was nearly linear and the rate of increase in IDDI with surface wind was higher during 2003 compared to 1999. It was also observed that over the Indian desert, when wind speed was the highest during monsoon months (June to August), the dust production rate was lower because of higher soil moisture (due to monsoon rainfall). Over the Arabian deserts, when the wind speed is the highest during June to August, the dust production rate is also highest, as soil moisture is lowest during this season. Even though nothing can be said precisely on the reason why 2003 had a greater number of dust events, examination of monthly mean soil moisture at source regions indicates that the occurrence of high winds simultaneous with high soil moisture could be the reason for the decreased dust production efficiency in 1999. It appears that the deserts of Northwest India are more efficient dust sources compared to the deserts of Saudi Arabia and Northeast Africa (excluding Sahara). The radiative impact of dust over various source regions is estimated, and the regionally and annually averaged top of the atmosphere dust radiative forcing (short wave, clear-sky and over land) over the entire study region (0-35 degrees N; 30 degrees-100 degrees E) was in the range of -0.9 to +4.5 W m(-2). The corresponding values at the surface were in the range of -10 to -25 W m(-2). Our studies demonstrate that neglecting the diurnal variation of dust can cause errors in the estimation of long wave dust forcing by as much as 50 to 100%, and nighttime retrieval of dust can significantly reduce the uncertainties. A method to retrieve dust aerosols during nighttime is proposed. The regionally and annually averaged long wave dust radiative forcing was +3.4 +/- 1.6 W m(-2).

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This thesis is composed of an introductory chapter and four applications each of them constituting an own chapter. The common element underlying each of the chapters is the econometric methodology. The applications rely mostly on the leading econometric techniques related to estimation of causal effects. The first chapter introduces the econometric techniques that are employed in the remaining chapters. Chapter 2 studies the effects of shocking news on student performance. It exploits the fact that the school shooting in Kauhajoki in 2008 coincided with the matriculation examination period of that fall. It shows that the performance of men declined due to the news of the school shooting. For women the similar pattern remains unobserved. Chapter 3 studies the effects of minimum wage on employment by employing the original Card and Krueger (1994; CK) and Neumark and Wascher (2000; NW) data together with the changes-in-changes (CIC) estimator. As the main result it shows that the employment effect of an increase in the minimum wage is positive for small fast-food restaurants and negative for big fast-food restaurants. Therefore, it shows that the controversial positive employment effect reported by CK is overturned for big fast-food restaurants and that the NW data are shown, in contrast to their original results, to provide support for the positive employment effect. Chapter 4 employs the state-specific U.S. data (collected by Cohen and Einav [2003; CE]) on traffic fatalities to re-evaluate the effects of seat belt laws on the traffic fatalities by using the CIC estimator. It confirms the CE results that on the average an implementation of a mandatory seat belt law results in an increase in the seat belt usage rate and a decrease in the total fatality rate. In contrast to CE, it also finds evidence on compensating-behavior theory, which is observed especially in the states by the border of the U.S. Chapter 5 studies the life cycle consumption in Finland, with the special interest laid on the baby boomers and the older households. It shows that the baby boomers smooth their consumption over the life cycle more than other generations. It also shows that the old households smoothed their life cycle consumption more as a result of the recession in the 1990s, compared to young households.

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Often the soil hydraulic parameters are obtained by the inversion of measured data (e.g. soil moisture, pressure head, and cumulative infiltration, etc.). However, the inverse problem in unsaturated zone is ill-posed due to various reasons, and hence the parameters become non-unique. The presence of multiple soil layers brings the additional complexities in the inverse modelling. The generalized likelihood uncertainty estimate (GLUE) is a useful approach to estimate the parameters and their uncertainty when dealing with soil moisture dynamics which is a highly non-linear problem. Because the estimated parameters depend on the modelling scale, inverse modelling carried out on laboratory data and field data may provide independent estimates. The objective of this paper is to compare the parameters and their uncertainty estimated through experiments in the laboratory and in the field and to assess which of the soil hydraulic parameters are independent of the experiment. The first two layers in the field site are characterized by Loamy sand and Loamy. The mean soil moisture and pressure head at three depths are measured with an interval of half hour for a period of 1 week using the evaporation method for the laboratory experiment, whereas soil moisture at three different depths (60, 110, and 200 cm) is measured with an interval of 1 h for 2 years for the field experiment. A one-dimensional soil moisture model on the basis of the finite difference method was used. The calibration and validation are approximately for 1 year each. The model performance was found to be good with root mean square error (RMSE) varying from 2 to 4 cm(3) cm(-3). It is found from the two experiments that mean and uncertainty in the saturated soil moisture (theta(s)) and shape parameter (n) of van Genuchten equations are similar for both the soil types. Copyright (C) 2010 John Wiley & Sons, Ltd.

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Merton's model views equity as a call option on the asset of the firm. Thus the asset is partially observed through the equity. Then using nonlinear filtering an explicit expression for likelihood ratio for underlying parameters in terms of the nonlinear filter is obtained. As the evolution of the filter itself depends on the parameters in question, this does not permit direct maximum likelihood estimation, but does pave the way for the `Expectation-Maximization' method for estimating parameters. (C) 2010 Elsevier B.V. All rights reserved.

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The small signal ac response is measured across the source-drain terminals of organic field-effect transistors (OFET) under dc bias to obtain the equivalent circuit parameters of poly(2,5-bis(3-tetradecylthiophen-2-yl)thieno[3,2-b]thiophene) (PBTTT) and poly(3-hexyl thiophene) (P3HT) based devices. The numerically simulated response based on these parameters is in good agreement with the experimental data for PBTTT-FET except at low frequencies, while the P3HT-FET data show significant deviations. This indicates that the interface with the metal electrode is rather complex for the latter, involving additional circuit elements arising from contact impedance or charge injection processes. Such an investigation can help in identifying the operational bottlenecks and to improve the performance of OFETs.

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A computerized non-linear-least-squares regression procedure to analyse the galvanostatic current-potential data for kinetically hindered reactions on porous gas-diffusion electrodes is reported. The simulated data fit well with the corresponding measured values. The analytical estimates of electrode-kinetic parameters and uncompensated resistance are found to be in good agreement with their respective values obtained from Tafel plots and the current-interrupter method. The procedure circumvents the need to collect the data in the limiting-current region where the polarization values are usually prone to errors. The polarization data for two typical cases, namely, methanol oxidation on a carbon-supported platinum-tin electrode and oxygen reduction on a Nafion-coated platinized carbon electrode, are successfully analysed.

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Predictions of two popular closed-form models for unsaturated hydraulic conductivity (K) are compared with in situ measurements made in a sandy loam field soil. Whereas the Van Genuchten model estimates were very close to field measured values, the Brooks-Corey model predictions were higher by about one order of magnitude in the wetter range. Estimation of parameters of the Van Genuchten soil moisture characteristic (SMC) equation, however, involves the use of non-linear regression techniques. The Brooks-Corey SMC equation has the advantage of being amenable to application of linear regression techniques for estimation of its parameters from retention data. A conversion technique, whereby known Brooks-Corey model parameters may be converted into Van Genuchten model parameters, is formulated. The proposed conversion algorithm may be used to obtain the parameters of the preferred Van Genuchten model from in situ retention data, without the use of non-linear regression techniques.

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A parallel matrix multiplication algorithm is presented, and studies of its performance and estimation are discussed. The algorithm is implemented on a network of transputers connected in a ring topology. An efficient scheme for partitioning the input matrices is introduced which enables overlapping computation with communication. This makes the algorithm achieve near-ideal speed-up for reasonably large matrices. Analytical expressions for the execution time of the algorithm have been derived by analysing its computation and communication characteristics. These expressions are validated by comparing the theoretical results of the performance with the experimental values obtained on a four-transputer network for both square and irregular matrices. The analytical model is also used to estimate the performance of the algorithm for a varying number of transputers and varying problem sizes. Although the algorithm is implemented on transputers, the methodology and the partitioning scheme presented in this paper are quite general and can be implemented on other processors which have the capability of overlapping computation with communication. The equations for performance prediction can also be extended to other multiprocessor systems.

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This paper proposes a sensorless vector control scheme for general-purpose induction motor drives using the current error space phasor-based hysteresis controller. In this paper, a new technique for sensorless operation is developed to estimate rotor voltage and hence rotor flux position using the stator current error during zero-voltage space vectors. It gives a comparable performance with the vector control drive using sensors especially at a very low speed of operation (less than 1 Hz). Since no voltage sensing is made, the dead-time effect and loss of accuracy in voltage sensing at low speed are avoided here, with the inherent advantages of the current error space phasor-based hysteresis controller. However, appropriate device on-state drops are compensated to achieve a steady-state operation up to less than 1 Hz. Moreover, using a parabolic boundary for current error, the switching frequency of the inverter can be maintained constant for the entire operating speed range. Simple sigma L-s estimation is proposed, and the parameter sensitivity of the control scheme to changes in stator resistance, R-s is also investigated in this paper. Extensive experimental results are shown at speeds less than 1 Hz to verify the proposed concept. The same control scheme is further extended from less than 1 Hz to rated 50 Hz six-step operation of the inverter. Here, the magnetic saturation is ignored in the control scheme.

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Owing to the increased customer demands for make-to-order products and smaller product life-cycles, today assembly lines are designed to ensure a quick switch-over from one product model to another for companies' survival in market place. The complexity associated with the decisions pertaining to the type of training and number of workers and their exposition to the different tasks especially in the current era of customized production is a serious problem that the managers and the HRD gurus are facing in industry. This paper aims to determine the amount of cross-training and dynamic deployment policy caused by workforce flexibility for a make-to-order assembly. The aforementioned issues have been dealt with by adopting the concept of evolutionary fuzzy system because of the linguistic nature of the attributes associated with product variety and task complexity. A fuzzy system-based methodology is proposed to determine the amount of cross-training and dynamic deployment policy. The proposed methodology is tested on 10 sample products of varying complexities and the results obtained are in line with the conclusions drawn by previous researchers.