959 resultados para white noise
Resumo:
In many applications of active noise control (ANC), an online secondary path modelling method using a white noise as a training signal is required to ensure convergence of the system. The modelling accuracy and the convergence rate increase when a white noise with larger variance is used, however larger the variance increases the residual noise, which decreases performance of the system. The proposed algorithm uses the advantages of the white noise with larger variance to model the secondary path, but the injection is stopped at the optimum point to increase performance of the system. In this approach, instead of continuous injection of the white noise, a sudden change in secondary path during the operation makes the algorithm to reactivate injection of the white noise to adjust the secondary path estimation. Comparative simulation results shown in this paper indicate effectiveness of the proposed method.
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Coalescence between two droplets in a turbulent liquid-liquid dispersion is generally viewed as a consequence of forces exerted on the drop-pair squeezing out the intervening continuous phase to a critical thickness. A new synthesis is proposed herein which models the film drainage as a stochastic process driven by a suitably idealized random process for the fluctuating force. While the true test of the model lies in detailed parameter estimations with measurement of drop-size distributions in coalescing dispersions, experimental measurements on average coalescence frequencies lend preliminary support to the model.
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Seismic structural design is essentially the estimation of structural response to a forced motion, which may be deterministic or stochastic, imposed on the ground. The assumption that the same ground motion acts at every point of the base of the structure (or at every support) is not always justifiable; particularly in case of very large structures when considerable spatial variability in ground motion can exist over significant distances example long span bridges. This variability is partly due to the delay in arrival of the excitation at different supports (which is called the wave passage effect) and due to heterogeneity in the ground medium which results in incoherency and local effects. The current study examines the influence of the wave passage effect (in terms of delay in arrival of horizontal ground excitation at different supports and neglecting transmission through the structure) on the response of a few open-plane frame building structures with soil-structure interaction. The ground acceleration has been modeled by a suitably filtered white noise. As a special case, the ground excitation at different supports has also been treated as statistically independent to model the extreme case of incoherence due to local effects and due to modifications to the ground motion resulting from wave reflections and refractions in heterogeneous soil media. The results indicate that, even for relatively short spanned building frames, wave passage effect can be significant. In the absence of soil-structure interaction, it can significantly increase the root mean square (rms) value of the shear in extreme end columns for the stiffer frames but has negligible effect on the flexible frames when total displacements are considered. It is seen that pseudo-static displacements increasingly contribute to the rms value of column shear as the time delay increases both for the stiffer and for the more flexible frames. When soil-structure interaction is considered, wave passage effect (in terms of total displacements) is significant only for low soil shear modulus, G. values (where soil-structure interaction significantly lowers the fundamental frequency) and for stiff frames. The contribution of pseudo-static displacement to these rms values is found to decrease with increase in G. In general, wave passage effect for most interactive frames is insignificant compared to the attenuating effect a decrease in G, has on the response of the interactive structure to uniform support excitation. When the excitations at different supports are statistically independent, it is seen that for both the stiff and flexible frames, the rms value of the column shear in extreme end columns is several times larger (more for the stiffer frames) than the value corresponding to uniform base excitation with the pseudo-static displacements contributing over 99% of the rms value of column shear. Soil-structure interaction has an attenuating effect on the rms value of the column shear, the effect decreasing with increase in G,. Here too, the pseudo-static displacements contribute very largely to the column shear. The influence of the wave passage effect on the response of three 2-bay frames with and without soil-structure interaction to a recorded horizontal accelerogram is also examined. (C) 2010 Elsevier Ltd. All rights reserved.
Resumo:
The first-passage time of Duffing oscillator under combined harmonic and white-noise excitations is studied. The equation of motion of the system is first reduced to a set of averaged Ito stochastic differential equations by using the stochastic averaging method. Then, a backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function, and the conditional probability density and moments of first-passage time are obtained by solving the backward Kolmogorov equation and generalized Pontryagin equations with suitable initial and boundary conditions. Numerical results for two resonant cases with several sets of parameter values are obtained and the analytical results are verified by using those from digital simulation.
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A procedure for designing the optimal bounded control of strongly non-linear oscillators under combined harmonic and white-noise excitations for minimizing their first-passage failure is proposed. First, a stochastic averaging method for strongly non-linear oscillators under combined harmonic and white-noise excitations using generalized harmonic functions is introduced. Then, the dynamical programming equations and their boundary and final time conditions for the control problems of maximizing reliability and of maximizing mean first-passage time are formulated from the averaged Ito equations by using the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraint. Finally, the conditional reliability function, the conditional probability density and mean of the first-passage time of the optimally controlled system are obtained from solving the backward Kolmogorov equation and Pontryagin equation. An example is given to illustrate the proposed procedure and the results obtained are verified by using those from digital simulation. (C) 2003 Elsevier Ltd. All rights reserved.
Resumo:
The Fokker-Planck (FP) equation is used to develop a general method for finding the spectral density for a class of randomly excited first order systems. This class consists of systems satisfying stochastic differential equations of form ẋ + f(x) = m/Ʃ/j = 1 hj(x)nj(t) where f and the hj are piecewise linear functions (not necessarily continuous), and the nj are stationary Gaussian white noise. For such systems, it is shown how the Laplace-transformed FP equation can be solved for the transformed transition probability density. By manipulation of the FP equation and its adjoint, a formula is derived for the transformed autocorrelation function in terms of the transformed transition density. From this, the spectral density is readily obtained. The method generalizes that of Caughey and Dienes, J. Appl. Phys., 32.11.
This method is applied to 4 subclasses: (1) m = 1, h1 = const. (forcing function excitation); (2) m = 1, h1 = f (parametric excitation); (3) m = 2, h1 = const., h2 = f, n1 and n2 correlated; (4) the same, uncorrelated. Many special cases, especially in subclass (1), are worked through to obtain explicit formulas for the spectral density, most of which have not been obtained before. Some results are graphed.
Dealing with parametrically excited first order systems leads to two complications. There is some controversy concerning the form of the FP equation involved (see Gray and Caughey, J. Math. Phys., 44.3); and the conditions which apply at irregular points, where the second order coefficient of the FP equation vanishes, are not obvious but require use of the mathematical theory of diffusion processes developed by Feller and others. These points are discussed in the first chapter, relevant results from various sources being summarized and applied. Also discussed is the steady-state density (the limit of the transition density as t → ∞).
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Harmonic analysis on configuration spaces is used in order to extend explicit expressions for the images of creation, annihilation, and second quantization operators in L2-spaces with respect to Poisson point processes to a set of functions larger than the space obtained by directly using chaos expansion. This permits, in particular, to derive an explicit expression for the generator of the second quantization of a sub-Markovian contraction semigroup on a set of functions which forms a core of the generator.
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Several approaches have been introduced in the literature for active noise control (ANC) systems. Since the filtered-x least-mean-square (FxLMS) algorithm appears to be the best choice as a controller filter, researchers tend to improve performance of ANC systems by enhancing and modifying this algorithm. This paper proposes a new version of the FxLMS algorithm, as a first novelty. In many ANC applications, an on-line secondary path modeling method using white noise as a training signal is required to ensure convergence of the system. As a second novelty, this paper proposes a new approach for on-line secondary path modeling on the basis of a new variable-step-size (VSS) LMS algorithm in feed forward ANC systems. The proposed algorithm is designed so that the noise injection is stopped at the optimum point when the modeling accuracy is sufficient. In this approach, a sudden change in the secondary path during operation makes the algorithm reactivate injection of the white noise to re-adjust the secondary path estimate. Comparative simulation results shown in this paper indicate the effectiveness of the proposed approach in reducing both narrow-band and broad-band noise. In addition, the proposed ANC system is robust against sudden changes of the secondary path model.
Resumo:
In practical cases for active noise control (ANC), the secondary path has usually a time varying behavior. For these cases, an online secondary path modeling method that uses a white noise as a training signal is required to ensure convergence of the system. The modeling accuracy and the convergence rate are increased when a white noise with a larger variance is used. However, the larger variance increases the residual noise, which decreases performance of the system and additionally causes instability problem to feedback structures. A sudden change in the secondary path leads to divergence of the online secondary path modeling filter. To overcome these problems, this paper proposes a new approach for online secondary path modeling in feedback ANC systems. The proposed algorithm uses the advantages of white noise with larger variance to model the secondary path, but the injection is stopped at the optimum point to increase performance of the algorithm and to prevent the instability effect of the white noise. In this approach, instead of continuous injection of the white noise, a sudden change in secondary path during the operation makes the algorithm to reactivate injection of the white noise to correct the secondary path estimation. In addition, the proposed method models the secondary path without the need of using off-line estimation of the secondary path. Considering the above features increases the convergence rate and modeling accuracy, which results in a high system performance. Computer simulation results shown in this paper indicate effectiveness of the proposed method.
Resumo:
Several approaches have been introduced in literature for active noise control (ANC) systems. Since FxLMS algorithm appears to be the best choice as a controller filter, researchers tend to improve performance of ANC systems by enhancing and modifying this algorithm. This paper proposes a new version of FxLMS algorithm. In many ANC applications an online secondary path modelling method using a white noise as a training signal is required to ensure convergence of the system. This paper also proposes a new approach for online secondary path modelling in feedfoward ANC systems. The proposed algorithm stops injection of the white noise at the optimum point and reactivate the injection during the operation, if needed, to maintain performance of the system. Benefiting new version of FxLMS algorithm and not continually injection of white noise makes the system more desirable and improves the noise attenuation performance. Comparative simulation results indicate effectiveness of the proposed approach.