919 resultados para Optimal Stochastic Control


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Purpose: The authors aim at developing a pseudo-time, sub-optimal stochastic filtering approach based on a derivative free variant of the ensemble Kalman filter (EnKF) for solving the inverse problem of diffuse optical tomography (DOT) while making use of a shape based reconstruction strategy that enables representing a cross section of an inhomogeneous tumor boundary by a general closed curve. Methods: The optical parameter fields to be recovered are approximated via an expansion based on the circular harmonics (CH) (Fourier basis functions) and the EnKF is used to recover the coefficients in the expansion with both simulated and experimentally obtained photon fluence data on phantoms with inhomogeneous inclusions. The process and measurement equations in the pseudo-dynamic EnKF (PD-EnKF) presently yield a parsimonious representation of the filter variables, which consist of only the Fourier coefficients and the constant scalar parameter value within the inclusion. Using fictitious, low-intensity Wiener noise processes in suitably constructed ``measurement'' equations, the filter variables are treated as pseudo-stochastic processes so that their recovery within a stochastic filtering framework is made possible. Results: In our numerical simulations, we have considered both elliptical inclusions (two inhomogeneities) and those with more complex shapes (such as an annular ring and a dumbbell) in 2-D objects which are cross-sections of a cylinder with background absorption and (reduced) scattering coefficient chosen as mu(b)(a)=0.01mm(-1) and mu('b)(s)=1.0mm(-1), respectively. We also assume mu(a) = 0.02 mm(-1) within the inhomogeneity (for the single inhomogeneity case) and mu(a) = 0.02 and 0.03 mm(-1) (for the two inhomogeneities case). The reconstruction results by the PD-EnKF are shown to be consistently superior to those through a deterministic and explicitly regularized Gauss-Newton algorithm. We have also estimated the unknown mu(a) from experimentally gathered fluence data and verified the reconstruction by matching the experimental data with the computed one. Conclusions: The PD-EnKF, which exhibits little sensitivity against variations in the fictitiously introduced noise processes, is also proven to be accurate and robust in recovering a spatial map of the absorption coefficient from DOT data. With the help of shape based representation of the inhomogeneities and an appropriate scaling of the CH expansion coefficients representing the boundary, we have been able to recover inhomogeneities representative of the shape of malignancies in medical diagnostic imaging. (C) 2012 American Association of Physicists in Medicine. [DOI: 10.1118/1.3679855]

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An optimal feedback control of broadband frequency up-conversion in BBO crystal is experimentally demonstrated by shaping femto-second laser pulses based on genetic algorithm, and the frequency up-conversion efficiency can be enhanced by similar to 16%. SPIDER results show that the optimal laser pulses have shorter pulse-width with the little negative chirp than the original pulse with the little positive chirp. By modulating the fundamental spectral phase with periodic square distribution on SLM-256, the frequency up-conversion can be effectively controlled by the factor of about 17%. The experimental results indicate that the broadband frequency up-conversion efficiency is related to both of second harmonic generation (SHG) and sum frequency generation (SFG), where the former depends on the fundamental pulse intensity, and the latter depends on not only the fundamental pulse intensity but also the fundamental pulse spectral phase. (c) 2006 Elsevier B.V. All rights reserved.

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Laser interferometer gravitational wave observatory (LIGO) consists of two complex large-scale laser interferometers designed for direct detection of gravitational waves from distant astrophysical sources in the frequency range 10Hz - 5kHz. Direct detection of space-time ripples will support Einstein's general theory of relativity and provide invaluable information and new insight into physics of the Universe.

Initial phase of LIGO started in 2002, and since then data was collected during six science runs. Instrument sensitivity was improving from run to run due to the effort of commissioning team. Initial LIGO has reached designed sensitivity during the last science run, which ended in October 2010.

In parallel with commissioning and data analysis with the initial detector, LIGO group worked on research and development of the next generation detectors. Major instrument upgrade from initial to advanced LIGO started in 2010 and lasted till 2014.

This thesis describes results of commissioning work done at LIGO Livingston site from 2013 until 2015 in parallel with and after the installation of the instrument. This thesis also discusses new techniques and tools developed at the 40m prototype including adaptive filtering, estimation of quantization noise in digital filters and design of isolation kits for ground seismometers.

The first part of this thesis is devoted to the description of methods for bringing interferometer to the linear regime when collection of data becomes possible. States of longitudinal and angular controls of interferometer degrees of freedom during lock acquisition process and in low noise configuration are discussed in details.

Once interferometer is locked and transitioned to low noise regime, instrument produces astrophysics data that should be calibrated to units of meters or strain. The second part of this thesis describes online calibration technique set up in both observatories to monitor the quality of the collected data in real time. Sensitivity analysis was done to understand and eliminate noise sources of the instrument.

Coupling of noise sources to gravitational wave channel can be reduced if robust feedforward and optimal feedback control loops are implemented. The last part of this thesis describes static and adaptive feedforward noise cancellation techniques applied to Advanced LIGO interferometers and tested at the 40m prototype. Applications of optimal time domain feedback control techniques and estimators to aLIGO control loops are also discussed.

Commissioning work is still ongoing at the sites. First science run of advanced LIGO is planned for September 2015 and will last for 3-4 months. This run will be followed by a set of small instrument upgrades that will be installed on a time scale of few months. Second science run will start in spring 2016 and last for about 6 months. Since current sensitivity of advanced LIGO is already more than factor of 3 higher compared to initial detectors and keeps improving on a monthly basis, upcoming science runs have a good chance for the first direct detection of gravitational waves.

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Optimal feedback control postulates that feedback responses depend on the task relevance of any perturbations. We test this prediction in a bimanual task, conceptually similar to balancing a laden tray, in which each hand could be perturbed up or down. Single-limb mechanical perturbations produced long-latency reflex responses ("rapid motor responses") in the contralateral limb of appropriate direction and magnitude to maintain the tray horizontal. During bimanual perturbations, rapid motor responses modulated appropriately depending on the extent to which perturbations affected tray orientation. Specifically, despite receiving the same mechanical perturbation causing muscle stretch, the strongest responses were produced when the contralateral arm was perturbed in the opposite direction (large tray tilt) rather than in the same direction or not perturbed at all. Rapid responses from shortening extensors depended on a nonlinear summation of the sensory information from the arms, with the response to a bimanual same-direction perturbation (orientation maintained) being less than the sum of the component unimanual perturbations (task relevant). We conclude that task-dependent tuning of reflexes can be modulated online within a single trial based on a complex interaction across the arms.

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Recent theoretical frameworks such as optimal feedback control suggest that feedback gains should modulate throughout a movement and be tuned to task demands. Here we measured the visuomotor feedback gain throughout the course of movements made to "near" or "far" targets in human subjects. The visuomotor gain showed a systematic modulation over the time course of the reach, with the gain peaking at the middle of the movement and dropping rapidly as the target is approached. This modulation depends primarily on the proportion of the movement remaining, rather than hand position, suggesting that the modulation is sensitive to task demands. Model-predictive control suggests that the gains should be continuously recomputed throughout a movement. To test this, we investigated whether feedback gains update when the task goal is altered during a movement, that is when the target of the reach jumped. We measured the visuomotor gain either simultaneously with the jump or 100 ms after the jump. The visuomotor gain nonspecifically reduced for all target jumps when measured synchronously with the jump. However, the visuomotor gain 100 ms later showed an appropriate modulation for the revised task goal by increasing for jumps that increased the distance to the target and reducing for jumps that decreased the distance. We conclude that visuomotor feedback gain shows a temporal evolution related to task demands and that this evolution can be flexibly recomputed within 100 ms to accommodate online modifications to task goals.

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论文以国家科技部超大规模集成电路制造装备重大专项课题“12英寸硅片智能机械手关键技术与样机研制”为背景,进行了洁净机器人控制系统下层的性能最优控制方法的研究和上层的时间最优轨迹规划方法的研究。 论文从洁净机器人的结构出发,在利用动能公式分析得到大气手(洁净机器人的手臂)转动惯量计算公式的基础上,通过仿真表明了运动中大气手转动惯量随位置变化的幅度较大、对控制系统性能的影响不能忽视;然后从辨识得到的交流永磁同步伺服电机的数学模型出发,提出了一种PI加前馈参数整定的控制方法,并仿真和实验验证了这种控制方法对消除转动惯量变化的影响、提高控制系统动态性能的有效性和简单可行性。针对洁净机器人快速、高效的运动要求,在分析大气手运动约束条件的基础上,提出了变加速度的时间最优轨迹规划方法,并采用实验的方法验证了这种规划方法相对梯形速度曲线规划在时间上的优越性。 论文理论与实际相结合,提出了消除转动惯量变化的控制方法和时间最优轨迹规划方法,为开发出性能优越的洁净机器人作出了一定的贡献。另外,论文还编写了系统辨识程序和上位机测试软件,方便了其它控制算法的研究应用。

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为工业机器人提出了一种最优学习控制法。这种控制法用加速度误差校正驱动器运动。并提出了一种基于几何级数的极限条件估计学习控制过程收敛条件的理论方法。所提出学习控制法的有效性通过PUMA562机器人的计算机仿真结果得到了证实。

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Variational data assimilation in continuous time is revisited. The central techniques applied in this paper are in part adopted from the theory of optimal nonlinear control. Alternatively, the investigated approach can be considered as a continuous time generalization of what is known as weakly constrained four-dimensional variational assimilation (4D-Var) in the geosciences. The technique allows to assimilate trajectories in the case of partial observations and in the presence of model error. Several mathematical aspects of the approach are studied. Computationally, it amounts to solving a two-point boundary value problem. For imperfect models, the trade-off between small dynamical error (i.e. the trajectory obeys the model dynamics) and small observational error (i.e. the trajectory closely follows the observations) is investigated. This trade-off turns out to be trivial if the model is perfect. However, even in this situation, allowing for minute deviations from the perfect model is shown to have positive effects, namely to regularize the problem. The presented formalism is dynamical in character. No statistical assumptions on dynamical or observational noise are imposed.

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In this paper we study the dynamic hedging problem using three different utility specifications: stochastic differential utility, terminal wealth utility, and we propose a particular utility transformation connecting both previous approaches. In all cases, we assume Markovian prices. Stochastic differential utility, SDU, impacts the pure hedging demand ambiguously, but decreases the pure speculative demand, because risk aversion increases. We also show that consumption decision is, in some sense, independent of hedging decision. With terminal wealth utility, we derive a general and compact hedging formula, which nests as special all cases studied in Duffie and Jackson (1990). We then show how to obtain their formulas. With the third approach we find a compact formula for hedging, which makes the second-type utility framework a particular case, and show that the pure hedging demand is not impacted by this specification. In addition, with CRRA- and CARA-type utilities, the risk aversion increases and, consequently the pure speculative demand decreases. If futures price are martingales, then the transformation plays no role in determining the hedging allocation. We also derive the relevant Bellman equation for each case, using semigroup techniques.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Purpose: The goal of this study was to evaluate microbiota and radiographic peri-implant bone loss associated with ligature-induced peri-implantitis. Materials and Methods: Thirty-six dental implants with 4 different surfaces (9 commercially pure titanium, 9 titanium plasma-sprayed, 9 hydroxyapatite, and 9 acid-etched) were placed in the edentulous mandibles of 6 dogs. After 3 months with optimal plaque control, abutment connection was performed. On days 0, 20, 40, and 60 after placement of cotton ligatures, both microbiologic samples and periapical radiographs were obtained. The presence of Actinobacillus actinomycetemcomitans, Porphyromonas gingivalis, Prevotella intermedia/nigrescens, Campylobacter spp, Capnocytophaga spp, Fusobacterium spp, beta-hemolytic Streptococcus, and Candida spp were evaluated culturally. Results: P intermedia/nigrescens was detected in 13.89% of implants at baseline and 100% of implants at other periods. P gingivalis was not detected at baseline, but after 20 and 40 days it was detected in 33.34% of implants and at 60 days it was detected in 29.03% of dental implants. Fusobacterium spp was detected in all periods. Streptococci were detected in 16.67% of implants at baseline and in 83.34%, 72.22%, and 77.42% of implants at 20, 40, and 60 days, respectively. Campylobacter spp and Candida spp were detected in low proportions. The total viable count analysis showed no significant differences among surfaces (P = .831), although a significant difference was observed after ligature placement (P < .0014). However, there was no significant qualitative difference, in spite of the difference among the periods. The peri-implant bone loss was not significantly different between all the dental implant surfaces (P = .908). Discussion and Conclusions: These data suggest that with ligature-induced peri-implantitis, both time and periodontal pathogens affect all surfaces equally after 60 days.

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Purpose: Tissue reactions to 4 different implant surfaces were evaluated in regard to the development and progression of ligature-induced peri-implantitis. Materials and Methods: In 6 male mongrel dogs, a total of 36 dental implants with different surfaces (9 titanium plasma-sprayed, 9 hydroxyapatite-coated, 9 acid-etched, and 9 commercially pure titanium) were placed 3 months after mandibular premolar extraction. After 3 months with optimal plaque control, abutment connection was performed. Forty-five days later, cotton ligatures were placed around the implants to induce peri-implantitis. At baseline and 20, 40, and 60 days after placement, the presence of plaque, peri-implant mucosal redness, bleeding on probing, probing depth, clinical attachment loss, mobility, vertical bone loss, and horizontal bone loss were assessed. Results: The results did not show significant differences among the surfaces for any parameter during the study (P > .05). All surfaces were equally susceptible to ligature-induced peri-implantitis over time (P < .001). Correlation analysis revealed a statistically significant relationship between width of keratinized tissue and vertical bone loss (r 2 = 0.81; P = .014) and between mobility and vertical bone loss (r 2 = 0.66; P = .04), both for the titanium plasma-sprayed surface. Discussion and Conclusions: The present data suggest that all surfaces were equally susceptible to experimental peri-implantitis after a 60-day period.

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Among the positioning systems that compose GNSS (Global Navigation Satellite System), GPS has the capability of providing low, medium and high precision positioning data. However, GPS observables may be subject to many different types of errors. These systematic errors can degrade the accuracy of the positioning provided by GPS. These errors are mainly related to GPS satellite orbits, multipath, and atmospheric effects. In order to mitigate these errors, a semiparametric model and the penalized least squares technique were employed in this study. This is similar to changing the stochastical model, in which error functions are incorporated and the results are similar to those in which the functional model is changed instead. Using this method, it was shown that ambiguities and the estimation of station coordinates were more reliable and accurate than when employing a conventional least squares methodology.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)