951 resultados para Reversible Jump MCMC


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In this paper methods are developed for enhancement and analysis of autoregressive moving average (ARMA) signals observed in additive noise which can be represented as mixtures of heavy-tailed non-Gaussian sources and a Gaussian background component. Such models find application in systems such as atmospheric communications channels or early sound recordings which are prone to intermittent impulse noise. Markov Chain Monte Carlo (MCMC) simulation techniques are applied to the joint problem of signal extraction, model parameter estimation and detection of impulses within a fully Bayesian framework. The algorithms require only simple linear iterations for all of the unknowns, including the MA parameters, which is in contrast with existing MCMC methods for analysis of noise-free ARMA models. The methods are illustrated using synthetic data and noise-degraded sound recordings.

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This paper explores the potential of the piecewise linear vibration absorber in a system subject to narrow band harmonic loading. Such a spring is chosen because the design of linear springs is common knowledge among engineers. The two-degrees-of-freedom system is solved by using the Incremental Harmonic Balance method, and response aspects such as stiffness crossing frequency and jump behaviour are discussed. The effects of mass, stiffness, natural frequency ratios, and stiffness crossing positions on the suppression zone are probed. It is shown that a hardening absorber can deliver a wider bandwidth than a linear one over a range of frequencies. The absorber parameters needed to produce good designs have been determined and the quality of the realized suppression zone is discussed. Design guidelines are formulated to aid the parameter selection process.

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This work addresses the problem of estimating the optimal value function in a Markov Decision Process from observed state-action pairs. We adopt a Bayesian approach to inference, which allows both the model to be estimated and predictions about actions to be made in a unified framework, providing a principled approach to mimicry of a controller on the basis of observed data. A new Markov chain Monte Carlo (MCMC) sampler is devised for simulation from theposterior distribution over the optimal value function. This step includes a parameter expansion step, which is shown to be essential for good convergence properties of the MCMC sampler. As an illustration, the method is applied to learning a human controller.

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Based on similarity analyses, the flow-induced vibrations of a near-wall cylinder with 2 degrees of freedom are investigated experimentally by employing a hydroelastic apparatus in conjunction with a flume. The cylinder's vibration amplitude, vibration frequency and vortex shedding frequency were measured and analyzed. The effects of gap-to-diameter ratio (e,ID) upon the vibration responses are further investigated. The experimental results indicate that, when the reduced velocity (Vr) is small (e.g. Vr = 1.2 similar to 2.6), only streamwise vibration occurs, and its frequency is quite close to its natural frequency in still water. When increasing Vr (e.g. Vr > 3.4), both streamwise and transverse vibrations of the near-wall cylinder may occur. In the examined range of gap-to-diameter ratio (0.42 < e(0)/D < 2.68), 2 vibration stages (in terms of Vr) of streamwise vibrations usually exist: First Streamwise Vibration (FSV) and Second Streamwise Vibration (SSV). In the SSV stage, the vortex shedding frequency may either undergo a jump to that of the streamwise vibration, or stay consistent with that of the transverse vibration. The amplitudes of transverse vibration are usually much larger than those of streamwise vibration for the same value of e(0)/D. The maximum amplitudes of both streamwise and transverse vibration get larger with the increase of e(0)/D (0.42 < e(0)/D < 2.68).

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Cylindrical cellular detonation is numerically investigated by solving two-dimensional reactive Euler equations with a finite volume method on a two-dimensional self-adaptive unstructured mesh. The one-step reversible chemical reaction model is applied to simplify the control parameters of chemical reaction. Numerical results demonstrate the evolution of cellular cell splitting of cylindrical cellular detonation explored in experimentas. Split of cellular structures shows different features in the near-field and far-field from the initiation zone. Variation of the local curvature is a key factor in the behavior of cell split of cylindrical cellular detonation in propagation. Numerical results show that split of cellular structures comes from the self-organization of transverse waves corresponding to the development of small disturbances along the detonation front related to detonation instability.

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A recoverable plate impact testing technology has been developed for studying fracture mechanisms of mode II crack. With this technology, a single duration stress pulse with submicrosecond duration and high loading rates, up to 10(8) MPam(1/2)s(-1), can be produced. Dynamic failure tests of Hard-C 60# steel were carried out under asymmetrical impacting conditions with short stress-pulse loading. Experimental results show that the nucleation and growth of several microcracks ahead of the crack tip, and the interactions between them, induce unsteady crack growth. Failure mode transitions during crack growth, both from mode I crack to mode II and from brittle to ductile fracture, were observed. Based on experimental observations, a discontinuous crack growth model was established. Analysis of the crack growth mechanisms using our model shows that the shear crack extension is unsteady when the extending speed is between the Rayleigh wave speed c(R) and the shear wave speed c(S). However, when the crack advancing speed is beyond c(S), the crack grows at a steady intersonic speed approaching root 2c(S). It also shows that the transient mechanisms, such as nucleation, growth, interaction and coalescence among microcracks, make the main crack speed jump from subsonic to intersonic and the steady growth of all the subcracks causes the main crack to grow at a stable intersonic speed.