949 resultados para linear quadratic Gaussian (LQG)
Resumo:
n this paper, three-axis autopilot of a tactical flight vehicle has been designed for surface to air application. Both nonlinear and linear design synthesis and analysis have been carried out pertaining to present flight vehicle. Lateral autopilot performance has been compared by tracking lateral acceleration components along yaw and pitch plane at higher angles of attack in presence of side force and aerodynamic nonlinearity. The nonlinear lateral autopilot design is based on dynamic inversion and time scale separation principle. The linear lateral autopilot design is based on three-loop topology. Roll autopilot robustness performance has been enhanced against unmodeled roll disturbances by backstepping technique. Complete performance comparison results of both nonlinear and linear controller based on six degrees of freedom simulation along with stability and robustness studies with respect to plant parameter variation have been discussed in the paper.
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Multiple input multiple output (MIMO) systems with large number of antennas have been gaining wide attention as they enable very high throughputs. A major impediment is the complexity at the receiver needed to detect the transmitted data. To this end we propose a new receiver, called LRR (Linear Regression of MMSE Residual), which improves the MMSE receiver by learning a linear regression model for the error of the MMSE receiver. The LRR receiver uses pilot data to estimate the channel, and then uses locally generated training data (not transmitted over the channel), to find the linear regression parameters. The proposed receiver is suitable for applications where the channel remains constant for a long period (slow-fading channels) and performs quite well: at a bit error rate (BER) of 10(-3), the SNR gain over MMSE receiver is about 7 dB for a 16 x 16 system; for a 64 x 64 system the gain is about 8.5 dB. For large coherence time, the complexity order of the LRR receiver is the same as that of the MMSE receiver, and in simulations we find that it needs about 4 times as many floating point operations. We also show that further gain of about 4 dB is obtained by local search around the estimate given by the LRR receiver.
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We report non-saturating linear magnetoresistance (MR) in a two-dimensional electron system (2DES) at a GaAs/AlGaAs heterointerface in the strongly insulating regime. We achieve this by driving the gate voltage below the pinch-off point of the device and operating it in the non-equilibrium regime with high source-drain bias. Remarkably, the magnitude of MR is as large as 500% per Tesla with respect to resistance at zero magnetic field, thus dwarfing most non-magnetic materials which exhibit this linearity. Its primary advantage over most other materials is that both linearity and the enormous magnitude are retained over a broad temperature range (0.3 K to 10 K), thus making it an attractive candidate for cryogenic sensor applications.
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Overland rain retrieval using spaceborne microwave radiometer offers a myriad of complications as land presents itself as a radiometrically warm and highly variable background. Hence, land rainfall algorithms of the Tropical Rainfall Measuring Mission (TRMM) Microwave Imager (TMI) have traditionally incorporated empirical relations of microwave brightness temperature (Tb) with rain rate, rather than relying on physically based radiative transfer modeling of rainfall (as implemented in the TMI ocean algorithm). In this paper, sensitivity analysis is conducted using the Spearman rank correlation coefficient as benchmark, to estimate the best combination of TMI low-frequency channels that are highly sensitive to the near surface rainfall rate from the TRMM Precipitation Radar (PR). Results indicate that the TMI channel combinations not only contain information about rainfall wherein liquid water drops are the dominant hydrometeors but also aid in surface noise reduction over a predominantly vegetative land surface background. Furthermore, the variations of rainfall signature in these channel combinations are not understood properly due to their inherent uncertainties and highly nonlinear relationship with rainfall. Copula theory is a powerful tool to characterize the dependence between complex hydrological variables as well as aid in uncertainty modeling by ensemble generation. Hence, this paper proposes a regional model using Archimedean copulas, to study the dependence of TMI channel combinations with respect to precipitation, over the land regions of Mahanadi basin, India, using version 7 orbital data from the passive and active sensors on board TRMM, namely, TMI and PR. Studies conducted for different rainfall regimes over the study area show the suitability of Clayton and Gumbel copulas for modeling convective and stratiform rainfall types for the majority of the intraseasonal months. Furthermore, large ensembles of TMI Tb (from the most sensitive TMI channel combination) were generated conditional on various quantiles (25th, 50th, 75th, and 95th) of the convective and the stratiform rainfall. Comparatively greater ambiguity was observed to model extreme values of the convective rain type. Finally, the efficiency of the proposed model was tested by comparing the results with traditionally employed linear and quadratic models. Results reveal the superior performance of the proposed copula-based technique.
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Elastic Net Regularizers have shown much promise in designing sparse classifiers for linear classification. In this work, we propose an alternating optimization approach to solve the dual problems of elastic net regularized linear classification Support Vector Machines (SVMs) and logistic regression (LR). One of the sub-problems turns out to be a simple projection. The other sub-problem can be solved using dual coordinate descent methods developed for non-sparse L2-regularized linear SVMs and LR, without altering their iteration complexity and convergence properties. Experiments on very large datasets indicate that the proposed dual coordinate descent - projection (DCD-P) methods are fast and achieve comparable generalization performance after the first pass through the data, with extremely sparse models.
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This paper presents a simple technique for reducing the computational effort while solving any geotechnical stability problem by using the upper bound finite element limit analysis and linear optimization. In the proposed method, the problem domain is discretized into a number of different regions in which a particular order (number of sides) of the polygon is chosen to linearize the Mohr-Coulomb yield criterion. A greater order of the polygon needs to be selected only in that region wherein the rate of the plastic strains becomes higher. The computational effort required to solve the problem with this implementation reduces considerably. By using the proposed method, the bearing capacity has been computed for smooth and rough strip footings and the results are found to be quite satisfactory.
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The problem of time variant reliability analysis of randomly parametered and randomly driven nonlinear vibrating systems is considered. The study combines two Monte Carlo variance reduction strategies into a single framework to tackle the problem. The first of these strategies is based on the application of the Girsanov transformation to account for the randomness in dynamic excitations, and the second approach is fashioned after the subset simulation method to deal with randomness in system parameters. Illustrative examples include study of single/multi degree of freedom linear/non-linear inelastic randomly parametered building frame models driven by stationary/non-stationary, white/filtered white noise support acceleration. The estimated reliability measures are demonstrated to compare well with results from direct Monte Carlo simulations. (C) 2014 Elsevier Ltd. All rights reserved.
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We show that as n changes, the characteristic polynomial of the n x n random matrix with i.i.d. complex Gaussian entries can be described recursively through a process analogous to Polya's urn scheme. As a result, we get a random analytic function in the limit, which is given by a mixture of Gaussian analytic functions. This suggests another reason why the zeros of Gaussian analytic functions and the Ginibre ensemble exhibit similar local repulsion, but different global behavior. Our approach gives new explicit formulas for the limiting analytic function.
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This paper presents a second order sliding mode observer (SOSMO) design for discrete time uncertain linear multi-output system. The design procedure is effective for both matched and unmatched bounded uncertainties and/or disturbances. A second order sliding function and corresponding sliding manifold for discrete time system are defined similar to the lines of continuous time counterpart. A boundary layer concept is employed to avoid switching across the defined sliding manifold and the sliding trajectory is confined to a boundary layer once it converges to it. The condition for existence of convergent quasi-sliding mode (QSM) is derived. The observer estimation errors satisfying given stability conditions converge to an ultimate finite bound (within the specified boundary layer) with thickness O(T-2) where T is the sampling period. A relation between sliding mode gain and boundary layer is established for the existence of second order discrete sliding motion. The design strategy is very simple to apply and is demonstrated for three examples with different class of disturbances (matched and unmatched) to show the effectiveness of the design. Simulation results to show the robustness with respect to the measurement noise are given for SOSMO and the performance is compared with pseudo-linear Kalman filter (PLKF). (C) 2013 Published by Elsevier Ltd. on behalf of The Franklin Institute
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A numerical formulation has been proposed for solving an axisymmetric stability problem in geomechanics with upper bound limit analysis, finite elements, and linear optimization. The Drucker-Prager yield criterion is linearized by simulating a sphere with a circumscribed truncated icosahedron. The analysis considers only the velocities and plastic multiplier rates, not the stresses, as the basic unknowns. The formulation is simple to implement, and it has been employed for finding the collapse loads of a circular footing placed over the surface of a cohesive-frictional material. The formulation can be used to solve any general axisymmetric geomechanics stability problem.
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This study considers linear filtering methods for minimising the end-to-end average distortion of a fixed-rate source quantisation system. For the source encoder, both scalar and vector quantisation are considered. The codebook index output by the encoder is sent over a noisy discrete memoryless channel whose statistics could be unknown at the transmitter. At the receiver, the code vector corresponding to the received index is passed through a linear receive filter, whose output is an estimate of the source instantiation. Under this setup, an approximate expression for the average weighted mean-square error (WMSE) between the source instantiation and the reconstructed vector at the receiver is derived using high-resolution quantisation theory. Also, a closed-form expression for the linear receive filter that minimises the approximate average WMSE is derived. The generality of framework developed is further demonstrated by theoretically analysing the performance of other adaptation techniques that can be employed when the channel statistics are available at the transmitter also, such as joint transmit-receive linear filtering and codebook scaling. Monte Carlo simulation results validate the theoretical expressions, and illustrate the improvement in the average distortion that can be obtained using linear filtering techniques.
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Smoothed functional (SF) schemes for gradient estimation are known to be efficient in stochastic optimization algorithms, especially when the objective is to improve the performance of a stochastic system However, the performance of these methods depends on several parameters, such as the choice of a suitable smoothing kernel. Different kernels have been studied in the literature, which include Gaussian, Cauchy, and uniform distributions, among others. This article studies a new class of kernels based on the q-Gaussian distribution, which has gained popularity in statistical physics over the last decade. Though the importance of this family of distributions is attributed to its ability to generalize the Gaussian distribution, we observe that this class encompasses almost all existing smoothing kernels. This motivates us to study SF schemes for gradient estimation using the q-Gaussian distribution. Using the derived gradient estimates, we propose two-timescale algorithms for optimization of a stochastic objective function in a constrained setting with a projected gradient search approach. We prove the convergence of our algorithms to the set of stationary points of an associated ODE. We also demonstrate their performance numerically through simulations on a queuing model.
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We present the first q-Gaussian smoothed functional (SF) estimator of the Hessian and the first Newton-based stochastic optimization algorithm that estimates both the Hessian and the gradient of the objective function using q-Gaussian perturbations. Our algorithm requires only two system simulations (regardless of the parameter dimension) and estimates both the gradient and the Hessian at each update epoch using these. We also present a proof of convergence of the proposed algorithm. In a related recent work (Ghoshdastidar, Dukkipati, & Bhatnagar, 2014), we presented gradient SF algorithms based on the q-Gaussian perturbations. Our work extends prior work on SF algorithms by generalizing the class of perturbation distributions as most distributions reported in the literature for which SF algorithms are known to work turn out to be special cases of the q-Gaussian distribution. Besides studying the convergence properties of our algorithm analytically, we also show the results of numerical simulations on a model of a queuing network, that illustrate the significance of the proposed method. In particular, we observe that our algorithm performs better in most cases, over a wide range of q-values, in comparison to Newton SF algorithms with the Gaussian and Cauchy perturbations, as well as the gradient q-Gaussian SF algorithms. (C) 2014 Elsevier Ltd. All rights reserved.
Resumo:
Central to network tomography is the problem of identifiability, the ability to identify internal network characteristics uniquely from end-to-end measurements. This problem is often underconstrained even when internal network characteristics such as link delays are modeled as additive constants. While it is known that the network topology can play a role in determining the extent of identifiability, there is a lack in the fundamental understanding of being able to quantify it for a given network. In this paper, we consider the problem of identifying additive link metrics in an arbitrary undirected network using measurement nodes and establishing paths/cycles between them. For a given placement of measurement nodes, we define and derive the ``link rank'' of the network-the maximum number of linearly independent cycles/paths that may be established between the measurement nodes. We achieve this in linear time. The link rank helps quantify the exact extent of identifiability in a network. We also develop a quadratic time algorithm to compute a set of cycles/paths that achieves the maximum rank.