984 resultados para stochastic gradient algorithm


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This report presents the development of a Stochastic Knock Detection (SKD) method for combustion knock detection in a spark-ignition engine using a model based design approach. Knock Signal Simulator (KSS) was developed as the plant model for the engine. The KSS as the plant model for the engine generates cycle-to-cycle accelerometer knock intensities following a stochastic approach with intensities that are generated using a Monte Carlo method from a lognormal distribution whose parameters have been predetermined from engine tests and dependent upon spark-timing, engine speed and load. The lognormal distribution has been shown to be a good approximation to the distribution of measured knock intensities over a range of engine conditions and spark-timings for multiple engines in previous studies. The SKD method is implemented in Knock Detection Module (KDM) which processes the knock intensities generated by KSS with a stochastic distribution estimation algorithm and outputs estimates of high and low knock intensity levels which characterize knock and reference level respectively. These estimates are then used to determine a knock factor which provides quantitative measure of knock level and can be used as a feedback signal to control engine knock. The knock factor is analyzed and compared with a traditional knock detection method to detect engine knock under various engine operating conditions. To verify the effectiveness of the SKD method, a knock controller was also developed and tested in a model-in-loop (MIL) system. The objective of the knock controller is to allow the engine to operate as close as possible to its border-line spark-timing without significant engine knock. The controller parameters were tuned to minimize the cycle-to-cycle variation in spark timing and the settling time of the controller in responding to step increase in spark advance resulting in the onset of engine knock. The simulation results showed that the combined system can be used adequately to model engine knock and evaluated knock control strategies for a wide range of engine operating conditions.

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Wind energy has been one of the most growing sectors of the nation’s renewable energy portfolio for the past decade, and the same tendency is being projected for the upcoming years given the aggressive governmental policies for the reduction of fossil fuel dependency. Great technological expectation and outstanding commercial penetration has shown the so called Horizontal Axis Wind Turbines (HAWT) technologies. Given its great acceptance, size evolution of wind turbines over time has increased exponentially. However, safety and economical concerns have emerged as a result of the newly design tendencies for massive scale wind turbine structures presenting high slenderness ratios and complex shapes, typically located in remote areas (e.g. offshore wind farms). In this regard, safety operation requires not only having first-hand information regarding actual structural dynamic conditions under aerodynamic action, but also a deep understanding of the environmental factors in which these multibody rotating structures operate. Given the cyclo-stochastic patterns of the wind loading exerting pressure on a HAWT, a probabilistic framework is appropriate to characterize the risk of failure in terms of resistance and serviceability conditions, at any given time. Furthermore, sources of uncertainty such as material imperfections, buffeting and flutter, aeroelastic damping, gyroscopic effects, turbulence, among others, have pleaded for the use of a more sophisticated mathematical framework that could properly handle all these sources of indetermination. The attainable modeling complexity that arises as a result of these characterizations demands a data-driven experimental validation methodology to calibrate and corroborate the model. For this aim, System Identification (SI) techniques offer a spectrum of well-established numerical methods appropriated for stationary, deterministic, and data-driven numerical schemes, capable of predicting actual dynamic states (eigenrealizations) of traditional time-invariant dynamic systems. As a consequence, it is proposed a modified data-driven SI metric based on the so called Subspace Realization Theory, now adapted for stochastic non-stationary and timevarying systems, as is the case of HAWT’s complex aerodynamics. Simultaneously, this investigation explores the characterization of the turbine loading and response envelopes for critical failure modes of the structural components the wind turbine is made of. In the long run, both aerodynamic framework (theoretical model) and system identification (experimental model) will be merged in a numerical engine formulated as a search algorithm for model updating, also known as Adaptive Simulated Annealing (ASA) process. This iterative engine is based on a set of function minimizations computed by a metric called Modal Assurance Criterion (MAC). In summary, the Thesis is composed of four major parts: (1) development of an analytical aerodynamic framework that predicts interacted wind-structure stochastic loads on wind turbine components; (2) development of a novel tapered-swept-corved Spinning Finite Element (SFE) that includes dampedgyroscopic effects and axial-flexural-torsional coupling; (3) a novel data-driven structural health monitoring (SHM) algorithm via stochastic subspace identification methods; and (4) a numerical search (optimization) engine based on ASA and MAC capable of updating the SFE aerodynamic model.

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In this article, the authors evaluate a merit function for 2D/3D registration called stochastic rank correlation (SRC). SRC is characterized by the fact that differences in image intensity do not influence the registration result; it therefore combines the numerical advantages of cross correlation (CC)-type merit functions with the flexibility of mutual-information-type merit functions. The basic idea is that registration is achieved on a random subset of the image, which allows for an efficient computation of Spearman's rank correlation coefficient. This measure is, by nature, invariant to monotonic intensity transforms in the images under comparison, which renders it an ideal solution for intramodal images acquired at different energy levels as encountered in intrafractional kV imaging in image-guided radiotherapy. Initial evaluation was undertaken using a 2D/3D registration reference image dataset of a cadaver spine. Even with no radiometric calibration, SRC shows a significant improvement in robustness and stability compared to CC. Pattern intensity, another merit function that was evaluated for comparison, gave rather poor results due to its limited convergence range. The time required for SRC with 5% image content compares well to the other merit functions; increasing the image content does not significantly influence the algorithm accuracy. The authors conclude that SRC is a promising measure for 2D/3D registration in IGRT and image-guided therapy in general.

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This article deals with complex material flow systems and series connections of conveyor and op-erating elements. These can be characterised by a specific availability. The thus resultant overall availabil-ity of necessary “technical throughput” of the individual elements for the achievement of a specified throughput. When the conveyor and operating elements are subjected to a stochastic distribution, the interposition of buffers is necessary but these can also lead to a reduction of the necessary throughput due faults. The system behaviour of complex installations can only be investigated by simulation. The parame-ter changes required in order to achieve specific target values can also be determined by simulation runs in iteration loops.

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With the observation that stochasticity is important in biological systems, chemical kinetics have begun to receive wider interest. While the use of Monte Carlo discrete event simulations most accurately capture the variability of molecular species, they become computationally costly for complex reaction-diffusion systems with large populations of molecules. On the other hand, continuous time models are computationally efficient but they fail to capture any variability in the molecular species. In this study a hybrid stochastic approach is introduced for simulating reaction-diffusion systems. We developed an adaptive partitioning strategy in which processes with high frequency are simulated with deterministic rate-based equations, and those with low frequency using the exact stochastic algorithm of Gillespie. Therefore the stochastic behavior of cellular pathways is preserved while being able to apply it to large populations of molecules. We describe our method and demonstrate its accuracy and efficiency compared with the Gillespie algorithm for two different systems. First, a model of intracellular viral kinetics with two steady states and second, a compartmental model of the postsynaptic spine head for studying the dynamics of Ca+2 and NMDA receptors.

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Intra-session network coding has been shown to offer significant gains in terms of achievable throughput and delay in settings where one source multicasts data to several clients. In this paper, we consider a more general scenario where multiple sources transmit data to sets of clients over a wireline overlay network. We propose a novel framework for efficient rate allocation in networks where intermediate network nodes have the opportunity to combine packets from different sources using randomized network coding. We formulate the problem as the minimization of the average decoding delay in the client population and solve it with a gradient-based stochastic algorithm. Our optimized inter-session network coding solution is evaluated in different network topologies and is compared with basic intra-session network coding solutions. Our results show the benefits of proper coding decisions and effective rate allocation for lowering the decoding delay when the network is used by concurrent multicast sessions.

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Stochastic simulation is an important and practical technique for computing probabilities of rare events, like the payoff probability of a financial option, the probability that a queue exceeds a certain level or the probability of ruin of the insurer's risk process. Rare events occur so infrequently, that they cannot be reasonably recorded during a standard simulation procedure: specifc simulation algorithms which thwart the rarity of the event to simulate are required. An important algorithm in this context is based on changing the sampling distribution and it is called importance sampling. Optimal Monte Carlo algorithms for computing rare event probabilities are either logarithmic eficient or possess bounded relative error.

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We introduce gradient-domain rendering for Monte Carlo image synthesis.While previous gradient-domain Metropolis Light Transport sought to distribute more samples in areas of high gradients, we show, in contrast, that estimating image gradients is also possible using standard (non-Metropolis) Monte Carlo algorithms, and furthermore, that even without changing the sample distribution, this often leads to significant error reduction. This broadens the applicability of gradient rendering considerably. To gain insight into the conditions under which gradient-domain sampling is beneficial, we present a frequency analysis that compares Monte Carlo sampling of gradients followed by Poisson reconstruction to traditional Monte Carlo sampling. Finally, we describe Gradient-Domain Path Tracing (G-PT), a relatively simple modification of the standard path tracing algorithm that can yield far superior results.

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We present a novel algorithm to reconstruct high-quality images from sampled pixels and gradients in gradient-domain rendering. Our approach extends screened Poisson reconstruction by adding additional regularization constraints. Our key idea is to exploit local patches in feature images, which contain per-pixels normals, textures, position, etc., to formulate these constraints. We describe a GPU implementation of our approach that runs on the order of seconds on megapixel images. We demonstrate a significant improvement in image quality over screened Poisson reconstruction under the L1 norm. Because we adapt the regularization constraints to the noise level in the input, our algorithm is consistent and converges to the ground truth.

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The PROPELLER (Periodically Rotated Overlapping Parallel Lines with Enhanced Reconstruction) magnetic resonance imaging (MRI) technique has inherent advantages over other fast imaging methods, including robust motion correction, reduced image distortion, and resistance to off-resonance effects. These features make PROPELLER highly desirable for T2*-sensitive imaging, high-resolution diffusion imaging, and many other applications. However, PROPELLER has been predominantly implemented as a fast spin-echo (FSE) technique, which is insensitive to T2* contrast, and requires time-inefficient signal averaging to achieve adequate signal-to-noise ratio (SNR) for many applications. These issues presently constrain the potential clinical utility of FSE-based PROPELLER. ^ In this research, our aim was to extend and enhance the potential applications of PROPELLER MRI by developing a novel multiple gradient echo PROPELLER (MGREP) technique that can overcome the aforementioned limitations. The MGREP pulse sequence was designed to acquire multiple gradient-echo images simultaneously, without any increase in total scan time or RF energy deposition relative to FSE-based PROPELLER. A new parameter was also introduced for direct user-control over gradient echo spacing, to allow variable sensitivity to T2* contrast. In parallel to pulse sequence development, an improved algorithm for motion correction was also developed and evaluated against the established method through extensive simulations. The potential advantages of MGREP over FSE-based PROPELLER were illustrated via three specific applications: (1) quantitative T2* measurement, (2) time-efficient signal averaging, and (3) high-resolution diffusion imaging. Relative to the FSE-PROPELLER method, the MGREP sequence was found to yield quantitative T2* values, increase SNR by ∼40% without any increase in acquisition time or RF energy deposition, and noticeably improve image quality in high-resolution diffusion maps. In addition, the new motion algorithm was found to improve the performance considerably in motion-artifact reduction. ^ Overall, this work demonstrated a number of enhancements and extensions to existing PROPELLER techniques. The new technical capabilities of PROPELLER imaging, developed in this thesis research, are expected to serve as the foundation for further expanding the scope of PROPELLER applications. ^

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Industrial applications of computer vision sometimes require detection of atypical objects that occur as small groups of pixels in digital images. These objects are difficult to single out because they are small and randomly distributed. In this work we propose an image segmentation method using the novel Ant System-based Clustering Algorithm (ASCA). ASCA models the foraging behaviour of ants, which move through the data space searching for high data-density regions, and leave pheromone trails on their path. The pheromone map is used to identify the exact number of clusters, and assign the pixels to these clusters using the pheromone gradient. We applied ASCA to detection of microcalcifications in digital mammograms and compared its performance with state-of-the-art clustering algorithms such as 1D Self-Organizing Map, k-Means, Fuzzy c-Means and Possibilistic Fuzzy c-Means. The main advantage of ASCA is that the number of clusters needs not to be known a priori. The experimental results show that ASCA is more efficient than the other algorithms in detecting small clusters of atypical data.

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This paper presents the Expectation Maximization algorithm (EM) applied to operational modal analysis of structures. The EM algorithm is a general-purpose method for maximum likelihood estimation (MLE) that in this work is used to estimate state space models. As it is well known, the MLE enjoys some optimal properties from a statistical point of view, which make it very attractive in practice. However, the EM algorithm has two main drawbacks: its slow convergence and the dependence of the solution on the initial values used. This paper proposes two different strategies to choose initial values for the EM algorithm when used for operational modal analysis: to begin with the parameters estimated by Stochastic Subspace Identification method (SSI) and to start using random points. The effectiveness of the proposed identification method has been evaluated through numerical simulation and measured vibration data in the context of a benchmark problem. Modal parameters (natural frequencies, damping ratios and mode shapes) of the benchmark structure have been estimated using SSI and the EM algorithm. On the whole, the results show that the application of the EM algorithm starting from the solution given by SSI is very useful to identify the vibration modes of a structure, discarding the spurious modes that appear in high order models and discovering other hidden modes. Similar results are obtained using random starting values, although this strategy allows us to analyze the solution of several starting points what overcome the dependence on the initial values used.

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This paper presents a time-domain stochastic system identification method based on maximum likelihood estimation (MLE) with the expectation maximization (EM) algorithm. The effectiveness of this structural identification method is evaluated through numerical simulation in the context of the ASCE benchmark problem on structural health monitoring. The benchmark structure is a four-story, two-bay by two-bay steel-frame scale model structure built in the Earthquake Engineering Research Laboratory at the University of British Columbia, Canada. This paper focuses on Phase I of the analytical benchmark studies. A MATLAB-based finite element analysis code obtained from the IASC-ASCE SHM Task Group web site is used to calculate the dynamic response of the prototype structure. A number of 100 simulations have been made using this MATLAB-based finite element analysis code in order to evaluate the proposed identification method. There are several techniques to realize system identification. In this work, stochastic subspace identification (SSI)method has been used for comparison. SSI identification method is a well known method and computes accurate estimates of the modal parameters. The principles of the SSI identification method has been introduced in the paper and next the proposed MLE with EM algorithm has been explained in detail. The advantages of the proposed structural identification method can be summarized as follows: (i) the method is based on maximum likelihood, that implies minimum variance estimates; (ii) EM is a computational simpler estimation procedure than other optimization algorithms; (iii) estimate more parameters than SSI, and these estimates are accurate. On the contrary, the main disadvantages of the method are: (i) EM algorithm is an iterative procedure and it consumes time until convergence is reached; and (ii) this method needs starting values for the parameters. Modal parameters (eigenfrequencies, damping ratios and mode shapes) of the benchmark structure have been estimated using both the SSI method and the proposed MLE + EM method. The numerical results show that the proposed method identifies eigenfrequencies, damping ratios and mode shapes reasonably well even in the presence of 10% measurement noises. These modal parameters are more accurate than the SSI estimated modal parameters.

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We introduce a diffusion-based algorithm in which multiple agents cooperate to predict a common and global statevalue function by sharing local estimates and local gradient information among neighbors. Our algorithm is a fully distributed implementation of the gradient temporal difference with linear function approximation, to make it applicable to multiagent settings. Simulations illustrate the benefit of cooperation in learning, as made possible by the proposed algorithm.

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Penguin colonies represent some of the most concentrated sources of ammonia emissions to the atmosphere in the world. The ammonia emitted into the atmosphere can have a large influence on the nitrogen cycling of ecosystems near the colonies. However, despite the ecological importance of the emissions, no measurements of ammonia emissions from penguin colonies have been made. The objective of this work was to determine the ammonia emission rate of a penguin colony using inverse-dispersion modelling and gradient methods. We measured meteorological variables and mean atmospheric concentrations of ammonia at seven locations near a colony of Adélie penguins in Antarctica to provide input data for inverse-dispersion modelling. Three different atmospheric dispersion models (ADMS, LADD and a Lagrangian stochastic model) were used to provide a robust emission estimate. The Lagrangian stochastic model was applied both in ‘forwards’ and ‘backwards’ mode to compare the difference between the two approaches. In addition, the aerodynamic gradient method was applied using vertical profiles of mean ammonia concentrations measured near the centre of the colony. The emission estimates derived from the simulations of the three dispersion models and the aerodynamic gradient method agreed quite well, giving a mean emission of 1.1 g ammonia per breeding pair per day (95% confidence interval: 0.4–2.5 g ammonia per breeding pair per day). This emission rate represents a volatilisation of 1.9% of the estimated nitrogen excretion of the penguins, which agrees well with that estimated from a temperature-dependent bioenergetics model. We found that, in this study, the Lagrangian stochastic model seemed to give more reliable emission estimates in ‘forwards’ mode than in ‘backwards’ mode due to the assumptions made.