852 resultados para H-Infinity Time-Varying Adaptive Algorithm
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An order of magnitude sensitivity gain is described for using quasar spectra to investigate possible time or space variation in the fine structure constant alpha. Applied to a sample of 30 absorption systems, spanning redshifts 0.5 < z < 1.6, we derive limits on variations in alpha over a wide range of epochs. For the whole sample, Delta alpha/alpha = (-1.1 +/- 0.4) x 10(-5). This deviation is dominated by measurements at z > 1, where Delta alpha/alpha = (-1.9 +/- 0.5) x 10(-5). For z < 1, Delta alpha/alpha = (-0.2 +/- 0.4) x 10(-5). While this is consistent with a time-varying alpha, further work is required to explore possible systematic errors in the data, although careful searches have so far revealed none.
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This paper proposed a novel model for short term load forecast in the competitive electricity market. The prior electricity demand data are treated as time series. The forecast model is based on wavelet multi-resolution decomposition by autocorrelation shell representation and neural networks (multilayer perceptrons, or MLPs) modeling of wavelet coefficients. To minimize the influence of noisy low level coefficients, we applied the practical Bayesian method Automatic Relevance Determination (ARD) model to choose the size of MLPs, which are then trained to provide forecasts. The individual wavelet domain forecasts are recombined to form the accurate overall forecast. The proposed method is tested using Queensland electricity demand data from the Australian National Electricity Market. (C) 2001 Elsevier Science B.V. All rights reserved.
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A simple method is provided for calculating transport rates of not too fine (d(50) greater than or equal to 0.20 mm) sand under sheet flow conditions. The method consists of a Meyer-Peter-type transport formula operating on a time-varying Shields parameter, which accounts for both acceleration-asymmetry and boundary layer streaming. While velocity moment formulae, e.g.., = Constant x calibrated against U-tube measurements, fail spectacularly under some real waves (Ribberink, J.S., Dohmen-Janssen, C.M., Hanes, D.M., McLean, S.R., Vincent, C., 2000. Near-bed sand transport mechanisms under waves. Proc. 27th Int. Conf. Coastal Engineering, Sydney, ASCE, New York, pp. 3263-3276, Fig. 12), the new method predicts the real wave observations equally well. The reason that the velocity moment formulae fail under these waves is partly the presence of boundary layer streaming and partly the saw-tooth asymmetry, i.e., the front of the waves being steeper than the back. Waves with saw-tooth asymmetry may generate a net landward sediment transport even if = 0, because of the more abrupt acceleration under the steep front. More abrupt accelerations are associated with thinner boundary layers and greater pressure gradients for a given velocity magnitude. The two real wave effects are incorporated in a model of the form Q(s)(t) = Q(s)[theta(t)] rather than Q(S)(t) = Q(S)[u(infinity)(t)], i.e., by expressing the transport rate in terms of an instantaneous Shields parameter rather than in terms of the free stream velocity, and accounting for both streaming and accelerations in the 0(t) calculations. The instantaneous friction velocities u(*)(t) and subsequently theta(t) are calculated as follows. Firstly, a linear filter incorporating the grain roughness friction factor f(2.5) and a phase angle phi(tau) is applied to u(infinity)(t). This delivers u(*)(t) which is used to calculate an instantaneous grain roughness Shields parameter theta(2.5)(t). Secondly, a constant bed shear stress is added which corresponds to the streaming related bed shear stress -rho ($) over bar((u) over tilde(w) over tilde)(infinity) . The method can be applied to any u(infinity)(t) time series, but further experimental validation is recommended before application to conditions that differ strongly from the ones considered below. The method is not recommended for rippled beds or for sheet flow with typical prototype wave periods and d(50) < 0.20 turn. In such scenarios, time lags related to vertical sediment movement become important, and these are not considered by the present model. (C) 2002 Elsevier Science B.V. All rights reserved.
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Esta dissertação propõe um algoritmo do Controlador Preditivo Generalizado (GPC) com horizonte de controle igual a um para ser aplicado em plantas industriais com modelos variantes no tempo, simples o su ficiente para ser implementado em Controlador Lógico Programável (PLC). A solução explícita do controlador é obtida em função dos parâmetros do modelo e dos parâmetros de sintonia do GPC (horizonte nal de predição hp e o fator de supressão do sinal de controle ), além das entradas e saídas presentes e passadas. A sintonia do fator de supressão e do horizonte de previsão GPC é feita através do lugar das raízes da equação característica do sistema em malha fechada, sempre que os parâmetros do modelo da planta industrial (estável ou instável em malha aberta) forem modificados.
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Image segmentation is an ubiquitous task in medical image analysis, which is required to estimate morphological or functional properties of given anatomical targets. While automatic processing is highly desirable, image segmentation remains to date a supervised process in daily clinical practice. Indeed, challenging data often requires user interaction to capture the required level of anatomical detail. To optimize the analysis of 3D images, the user should be able to efficiently interact with the result of any segmentation algorithm to correct any possible disagreement. Building on a previously developed real-time 3D segmentation algorithm, we propose in the present work an extension towards an interactive application where user information can be used online to steer the segmentation result. This enables a synergistic collaboration between the operator and the underlying segmentation algorithm, thus contributing to higher segmentation accuracy, while keeping total analysis time competitive. To this end, we formalize the user interaction paradigm using a geometrical approach, where the user input is mapped to a non-cartesian space while this information is used to drive the boundary towards the position provided by the user. Additionally, we propose a shape regularization term which improves the interaction with the segmented surface, thereby making the interactive segmentation process less cumbersome. The resulting algorithm offers competitive performance both in terms of segmentation accuracy, as well as in terms of total analysis time. This contributes to a more efficient use of the existing segmentation tools in daily clinical practice. Furthermore, it compares favorably to state-of-the-art interactive segmentation software based on a 3D livewire-based algorithm.
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This paper introduces a new model of trend (or underlying) inflation. In contrast to many earlier approaches, which allow for trend inflation to evolve according to a random walk, ours is a bounded model which ensures that trend inflation is constrained to lie in an interval. The bounds of this interval can either be fixed or estimated from the data. Our model also allows for a time-varying degree of persistence in the transitory component of inflation. The bounds placed on trend inflation mean that standard econometric methods for estimating linear Gaussian state space models cannot be used and we develop a posterior simulation algorithm for estimating the bounded trend inflation model. In an empirical exercise with CPI inflation we find the model to work well, yielding more sensible measures of trend inflation and forecasting better than popular alternatives such as the unobserved components stochastic volatility model.
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VAR methods have been used to model the inter-relationships between inflows and outfl ows into unemployment and vacancies using tools such as impulse response analysis. In order to investigate whether such impulse responses change over the course of the business cycle or or over time, this paper uses TVP-VARs for US and Canadian data. For the US, we find interesting differences between the most recent recession and earlier recessions and expansions. In particular, we find the immediate effect of a negative shock on both in ow and out flow hazards to be larger in 2008 than in earlier times. Furthermore, the effect of this shock takes longer to decay. For Canada, we fi nd less evidence of time-variation in impulse responses.
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PECUBE is a three-dimensional thermal-kinematic code capable of solving the heat production-diffusion-advection equation under a temporally varying surface boundary condition. It was initially developed to assess the effects of time-varying surface topography (relief) on low-temperature thermochronological datasets. Thermochronometric ages are predicted by tracking the time-temperature histories of rock-particles ending up at the surface and by combining these with various age-prediction models. In the decade since its inception, the PECUBE code has been under continuous development as its use became wider and addressed different tectonic-geomorphic problems. This paper describes several major recent improvements in the code, including its integration with an inverse-modeling package based on the Neighborhood Algorithm, the incorporation of fault-controlled kinematics, several different ways to address topographic and drainage change through time, the ability to predict subsurface (tunnel or borehole) data, prediction of detrital thermochronology data and a method to compare these with observations, and the coupling with landscape-evolution (or surface-process) models. Each new development is described together with one or several applications, so that the reader and potential user can clearly assess and make use of the capabilities of PECUBE. We end with describing some developments that are currently underway or should take place in the foreseeable future. (C) 2012 Elsevier B.V. All rights reserved.
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Time series regression models are especially suitable in epidemiology for evaluating short-term effects of time-varying exposures on health. The problem is that potential for confounding in time series regression is very high. Thus, it is important that trend and seasonality are properly accounted for. Our paper reviews the statistical models commonly used in time-series regression methods, specially allowing for serial correlation, make them potentially useful for selected epidemiological purposes. In particular, we discuss the use of time-series regression for counts using a wide range Generalised Linear Models as well as Generalised Additive Models. In addition, recently critical points in using statistical software for GAM were stressed, and reanalyses of time series data on air pollution and health were performed in order to update already published. Applications are offered through an example on the relationship between asthma emergency admissions and photochemical air pollutants
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This paper presents a technique to estimate and model patient-specific pulsatility of cerebral aneurysms over onecardiac cycle, using 3D rotational X-ray angiography (3DRA) acquisitions. Aneurysm pulsation is modeled as a time varying-spline tensor field representing the deformation applied to a reference volume image, thus producing the instantaneousmorphology at each time point in the cardiac cycle. The estimated deformation is obtained by matching multiple simulated projections of the deforming volume to their corresponding original projections. A weighting scheme is introduced to account for the relevance of each original projection for the selected time point. The wide coverage of the projections, together with the weighting scheme, ensures motion consistency in all directions. The technique has been tested on digital and physical phantoms that are realistic and clinically relevant in terms of geometry, pulsation and imaging conditions. Results from digital phantomexperiments demonstrate that the proposed technique is able to recover subvoxel pulsation with an error lower than 10% of the maximum pulsation in most cases. The experiments with the physical phantom allowed demonstrating the feasibility of pulsation estimation as well as identifying different pulsation regions under clinical conditions.
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Multiexponential decays may contain time-constants differing in several orders of magnitudes. In such cases, uniform sampling results in very long records featuring a high degree of oversampling at the final part of the transient. Here, we analyze a nonlinear time scale transformation to reduce the total number of samples with minimum signal distortion, achieving an important reduction of the computational cost of subsequent analyses. We propose a time-varying filter whose length is optimized for minimum mean square error
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Les instabilités engendrées par des gradients de densité interviennent dans une variété d'écoulements. Un exemple est celui de la séquestration géologique du dioxyde de carbone en milieux poreux. Ce gaz est injecté à haute pression dans des aquifères salines et profondes. La différence de densité entre la saumure saturée en CO2 dissous et la saumure environnante induit des courants favorables qui le transportent vers les couches géologiques profondes. Les gradients de densité peuvent aussi être la cause du transport indésirable de matières toxiques, ce qui peut éventuellement conduire à la pollution des sols et des eaux. La gamme d'échelles intervenant dans ce type de phénomènes est très large. Elle s'étend de l'échelle poreuse où les phénomènes de croissance des instabilités s'opèrent, jusqu'à l'échelle des aquifères à laquelle interviennent les phénomènes à temps long. Une reproduction fiable de la physique par la simulation numérique demeure donc un défi en raison du caractère multi-échelles aussi bien au niveau spatial et temporel de ces phénomènes. Il requiert donc le développement d'algorithmes performants et l'utilisation d'outils de calculs modernes. En conjugaison avec les méthodes de résolution itératives, les méthodes multi-échelles permettent de résoudre les grands systèmes d'équations algébriques de manière efficace. Ces méthodes ont été introduites comme méthodes d'upscaling et de downscaling pour la simulation d'écoulements en milieux poreux afin de traiter de fortes hétérogénéités du champ de perméabilité. Le principe repose sur l'utilisation parallèle de deux maillages, le premier est choisi en fonction de la résolution du champ de perméabilité (grille fine), alors que le second (grille grossière) est utilisé pour approximer le problème fin à moindre coût. La qualité de la solution multi-échelles peut être améliorée de manière itérative pour empêcher des erreurs trop importantes si le champ de perméabilité est complexe. Les méthodes adaptatives qui restreignent les procédures de mise à jour aux régions à forts gradients permettent de limiter les coûts de calculs additionnels. Dans le cas d'instabilités induites par des gradients de densité, l'échelle des phénomènes varie au cours du temps. En conséquence, des méthodes multi-échelles adaptatives sont requises pour tenir compte de cette dynamique. L'objectif de cette thèse est de développer des algorithmes multi-échelles adaptatifs et efficaces pour la simulation des instabilités induites par des gradients de densité. Pour cela, nous nous basons sur la méthode des volumes finis multi-échelles (MsFV) qui offre l'avantage de résoudre les phénomènes de transport tout en conservant la masse de manière exacte. Dans la première partie, nous pouvons démontrer que les approximations de la méthode MsFV engendrent des phénomènes de digitation non-physiques dont la suppression requiert des opérations de correction itératives. Les coûts de calculs additionnels de ces opérations peuvent toutefois être compensés par des méthodes adaptatives. Nous proposons aussi l'utilisation de la méthode MsFV comme méthode de downscaling: la grille grossière étant utilisée dans les zones où l'écoulement est relativement homogène alors que la grille plus fine est utilisée pour résoudre les forts gradients. Dans la seconde partie, la méthode multi-échelle est étendue à un nombre arbitraire de niveaux. Nous prouvons que la méthode généralisée est performante pour la résolution de grands systèmes d'équations algébriques. Dans la dernière partie, nous focalisons notre étude sur les échelles qui déterminent l'évolution des instabilités engendrées par des gradients de densité. L'identification de la structure locale ainsi que globale de l'écoulement permet de procéder à un upscaling des instabilités à temps long alors que les structures à petite échelle sont conservées lors du déclenchement de l'instabilité. Les résultats présentés dans ce travail permettent d'étendre les connaissances des méthodes MsFV et offrent des formulations multi-échelles efficaces pour la simulation des instabilités engendrées par des gradients de densité. - Density-driven instabilities in porous media are of interest for a wide range of applications, for instance, for geological sequestration of CO2, during which CO2 is injected at high pressure into deep saline aquifers. Due to the density difference between the C02-saturated brine and the surrounding brine, a downward migration of CO2 into deeper regions, where the risk of leakage is reduced, takes place. Similarly, undesired spontaneous mobilization of potentially hazardous substances that might endanger groundwater quality can be triggered by density differences. Over the last years, these effects have been investigated with the help of numerical groundwater models. Major challenges in simulating density-driven instabilities arise from the different scales of interest involved, i.e., the scale at which instabilities are triggered and the aquifer scale over which long-term processes take place. An accurate numerical reproduction is possible, only if the finest scale is captured. For large aquifers, this leads to problems with a large number of unknowns. Advanced numerical methods are required to efficiently solve these problems with today's available computational resources. Beside efficient iterative solvers, multiscale methods are available to solve large numerical systems. Originally, multiscale methods have been developed as upscaling-downscaling techniques to resolve strong permeability contrasts. In this case, two static grids are used: one is chosen with respect to the resolution of the permeability field (fine grid); the other (coarse grid) is used to approximate the fine-scale problem at low computational costs. The quality of the multiscale solution can be iteratively improved to avoid large errors in case of complex permeability structures. Adaptive formulations, which restrict the iterative update to domains with large gradients, enable limiting the additional computational costs of the iterations. In case of density-driven instabilities, additional spatial scales appear which change with time. Flexible adaptive methods are required to account for these emerging dynamic scales. The objective of this work is to develop an adaptive multiscale formulation for the efficient and accurate simulation of density-driven instabilities. We consider the Multiscale Finite-Volume (MsFV) method, which is well suited for simulations including the solution of transport problems as it guarantees a conservative velocity field. In the first part of this thesis, we investigate the applicability of the standard MsFV method to density- driven flow problems. We demonstrate that approximations in MsFV may trigger unphysical fingers and iterative corrections are necessary. Adaptive formulations (e.g., limiting a refined solution to domains with large concentration gradients where fingers form) can be used to balance the extra costs. We also propose to use the MsFV method as downscaling technique: the coarse discretization is used in areas without significant change in the flow field whereas the problem is refined in the zones of interest. This enables accounting for the dynamic change in scales of density-driven instabilities. In the second part of the thesis the MsFV algorithm, which originally employs one coarse level, is extended to an arbitrary number of coarse levels. We prove that this keeps the MsFV method efficient for problems with a large number of unknowns. In the last part of this thesis, we focus on the scales that control the evolution of density fingers. The identification of local and global flow patterns allows a coarse description at late times while conserving fine-scale details during onset stage. Results presented in this work advance the understanding of the Multiscale Finite-Volume method and offer efficient dynamic multiscale formulations to simulate density-driven instabilities. - Les nappes phréatiques caractérisées par des structures poreuses et des fractures très perméables représentent un intérêt particulier pour les hydrogéologues et ingénieurs environnementaux. Dans ces milieux, une large variété d'écoulements peut être observée. Les plus communs sont le transport de contaminants par les eaux souterraines, le transport réactif ou l'écoulement simultané de plusieurs phases non miscibles, comme le pétrole et l'eau. L'échelle qui caractérise ces écoulements est définie par l'interaction de l'hétérogénéité géologique et des processus physiques. Un fluide au repos dans l'espace interstitiel d'un milieu poreux peut être déstabilisé par des gradients de densité. Ils peuvent être induits par des changements locaux de température ou par dissolution d'un composé chimique. Les instabilités engendrées par des gradients de densité revêtent un intérêt particulier puisque qu'elles peuvent éventuellement compromettre la qualité des eaux. Un exemple frappant est la salinisation de l'eau douce dans les nappes phréatiques par pénétration d'eau salée plus dense dans les régions profondes. Dans le cas des écoulements gouvernés par les gradients de densité, les échelles caractéristiques de l'écoulement s'étendent de l'échelle poreuse où les phénomènes de croissance des instabilités s'opèrent, jusqu'à l'échelle des aquifères sur laquelle interviennent les phénomènes à temps long. Etant donné que les investigations in-situ sont pratiquement impossibles, les modèles numériques sont utilisés pour prédire et évaluer les risques liés aux instabilités engendrées par les gradients de densité. Une description correcte de ces phénomènes repose sur la description de toutes les échelles de l'écoulement dont la gamme peut s'étendre sur huit à dix ordres de grandeur dans le cas de grands aquifères. Il en résulte des problèmes numériques de grande taille qui sont très couteux à résoudre. Des schémas numériques sophistiqués sont donc nécessaires pour effectuer des simulations précises d'instabilités hydro-dynamiques à grande échelle. Dans ce travail, nous présentons différentes méthodes numériques qui permettent de simuler efficacement et avec précision les instabilités dues aux gradients de densité. Ces nouvelles méthodes sont basées sur les volumes finis multi-échelles. L'idée est de projeter le problème original à une échelle plus grande où il est moins coûteux à résoudre puis de relever la solution grossière vers l'échelle de départ. Cette technique est particulièrement adaptée pour résoudre des problèmes où une large gamme d'échelle intervient et évolue de manière spatio-temporelle. Ceci permet de réduire les coûts de calculs en limitant la description détaillée du problème aux régions qui contiennent un front de concentration mobile. Les aboutissements sont illustrés par la simulation de phénomènes tels que l'intrusion d'eau salée ou la séquestration de dioxyde de carbone.
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In this correspondence, we propose applying the hiddenMarkov models (HMM) theory to the problem of blind channel estimationand data detection. The Baum–Welch (BW) algorithm, which is able toestimate all the parameters of the model, is enriched by introducingsome linear constraints emerging from a linear FIR hypothesis on thechannel. Additionally, a version of the algorithm that is suitable for timevaryingchannels is also presented. Performance is analyzed in a GSMenvironment using standard test channels and is found to be close to thatobtained with a nonblind receiver.
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Several methods have been described to measure intraocular pressure (IOP) in clinical and research situations. However, the measurement of time varying IOP with high accuracy, mainly in situations that alter corneal properties, has not been reported until now. The present report describes a computerized system capable of recording the transitory variability of IOP, which is sufficiently sensitive to reliably measure ocular pulse peak-to-peak values. We also describe its characteristics and discuss its applicability to research and clinical studies. The device consists of a pressure transducer, a signal conditioning unit and an analog-to-digital converter coupled to a video acquisition board. A modified Cairns trabeculectomy was performed in 9 Oryctolagus cuniculus rabbits to obtain changes in IOP decay parameters and to evaluate the utility and sensitivity of the recording system. The device was effective for the study of kinetic parameters of IOP, such as decay pattern and ocular pulse waves due to cardiac and respiratory cycle rhythm. In addition, there was a significant increase of IOP versus time curve derivative when pre- and post-trabeculectomy recordings were compared. The present procedure excludes corneal thickness and error related to individual operator ability. Clinical complications due to saline infusion and pressure overload were not observed during biomicroscopic evaluation. Among the disadvantages of the procedure are the requirement of anesthesia and the use in acute recordings rather than chronic protocols. Finally, the method described may provide a reliable alternative for the study of ocular pressure dynamic alterations in man and may facilitate the investigation of the pathogenesis of glaucoma.
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This thesis introduces an extension of Chomsky’s context-free grammars equipped with operators for referring to left and right contexts of strings.The new model is called grammar with contexts. The semantics of these grammars are given in two equivalent ways — by language equations and by logical deduction, where a grammar is understood as a logic for the recursive definition of syntax. The motivation for grammars with contexts comes from an extensive example that completely defines the syntax and static semantics of a simple typed programming language. Grammars with contexts maintain most important practical properties of context-free grammars, including a variant of the Chomsky normal form. For grammars with one-sided contexts (that is, either left or right), there is a cubic-time tabular parsing algorithm, applicable to an arbitrary grammar. The time complexity of this algorithm can be improved to quadratic,provided that the grammar is unambiguous, that is, it only allows one parsefor every string it defines. A tabular parsing algorithm for grammars withtwo-sided contexts has fourth power time complexity. For these grammarsthere is a recognition algorithm that uses a linear amount of space. For certain subclasses of grammars with contexts there are low-degree polynomial parsing algorithms. One of them is an extension of the classical recursive descent for context-free grammars; the version for grammars with contexts still works in linear time like its prototype. Another algorithm, with time complexity varying from linear to cubic depending on the particular grammar, adapts deterministic LR parsing to the new model. If all context operators in a grammar define regular languages, then such a grammar can be transformed to an equivalent grammar without context operators at all. This allows one to represent the syntax of languages in a more succinct way by utilizing context specifications. Linear grammars with contexts turned out to be non-trivial already over a one-letter alphabet. This fact leads to some undecidability results for this family of grammars