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Search results for: STOCHASTIC MAXIMUM LIKELIHOOD METHOD
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On DoA estimation for rotating arrays using stochastic maximum likelihood approach
PublicationThe flexibility needed to construct DoA estimators that can be used with rotating arrays subject to rapid variations of the signal frequency is offered by the stochastic maximum likelihood approach. Using a combination of analytic methods and Monte Carlo simulations, we show that for low and moderate source correlations the stochastic maximum likelihood estimator that assumes noncorrelated sources has accuracy comparable to the...
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A Maximum-Likelihood Approach to Force-Field Calibration
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Investigation of long-range dependencies in the stochastic part of daily GPS solutions
PublicationThe long-range dependence (LRD) of the stochastic part of GPS-derived topocentric coordinates change (North, East, Up) results with relatively high autocorrelation values with a focus on self-similarity. One of the reasons for such self-similarity in the GPS time series are noises that are commonly recognised to prevail in the form of the flicker noise model. To prove the self-similarity of the stochastic part of GPS time series...
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Investigation of noises in the EPN weekly time series
PublicationThe constantly growing needs of permanent stati ons’ velocities users cause their stability level to increase. To this research we included more than 150 stations located across Europe operating within the EUREF Permanent Network (EPN) w ith weekly changes in the ITRF2005 reference frame. The obvious long-range dependencies in the stochastic part of GPS time series were p roven by Ljung-Box...
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Robustified estimators of radar elevation angle using a specular multipath model
PublicationWe consider the problem of estimating the elevation angle in the presence of multipath. The proposed method belongs to the class of maximum likelihood-like estimators and employs a modified specular reflection model that accounts for the uncertainty of the steering vector by assuming that they are subject to unknown deterministic perturbations with bounded norms. The analysis, performed using convex optimization methods, allows...
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Soft-decision schemes for radar estimation of elevation at low grazing angles
PublicationIn modern radars, the problem of estimating elevation angle at low grazing angles is typically solved using superresolution techniques. These techniques often require one to provide an estimate of the number of waveforms impinging the array, which one can accomplish using model selection techniques. In this paper, we investigate the performance of an alternative approach, based on the Bayesian-like model averaging. The Bayesian...
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ANALIZA EFEKTYWNOŚCI METOD GŁĘBOKIEGO UCZENIA W ODBIORZE SYGNAŁÓW GMSK
PublicationSztuczna inteligencja odnajduje coraz szersze zastosowanie we współczesnej radiokomunikacji, choć głównie w ujęciu badawczym. Niniejszy artykuł przedstawia przegląd i ewaluację metod z obszaru głębokiego uczenia umożliwiających detekcję sygnałów z modulacją GMSK (ang. Gaussian Minimum Shift Keying) w kanale AWGN. Badane modele porównane zostały z optymalnym detektorem pracującym zgodnie z regułą największej wiarygodności MLSE (ang....
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Azimuth estimator for a rotating array radar with wide beam
PublicationThe problem of estimating azimuth in rotating array radar with a beam, wide in the azimuth plane, is considered. Under such setup the echo signal usually has a very low signal to noise ratio, but the number of observations is large, because of long dwell times. The proposed solution is based on the maximum likelihood approach, but it employs simplifications which facilitate its implementation in real time systems. Results, obtained...
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Modeling and Accuracy Assessment of Determining the Coastline Course Using Geodetic, Photogrammetric and Satellite Measurement Methods: Case Study in Gdynia Beach in Poland
PublicationThe coastal environment represents a resource from both a natural and economic point of view, but it is subject to continuous transformations due to climate change, human activities, and natural risks. Remote sensing techniques have enormous potential in monitoring coastal areas. However, one of the main tasks is accurately identifying the boundary between waterbodies such as oceans, seas, lakes or rivers, and the land surface....
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New First - Path Detector for LTE Positioning Reference Signals
PublicationIn today's world, where positioning applications reached a huge popularity and became virtually ubiquitous, there is a strong need for determining a device location as accurately as possible. A particularly important role in positioning play cellular networks, such as Long Term Evolution (LTE). In the LTE Observed Time Difference of Arrival (OTDOA) positioning method, precision of device location estimation depends on accuracy...
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A multiparameter simulation-driven analysis of ship response when turning concerning a required number of irregular wave realizations
PublicationThe growing implementation of Decision Support Systems on modern ships, digital-twin technology, and the introduction of autonomous vessels cause the marine industry to seek accurate modeling of vessel response. Despite the contemporary 6DOF models can be used to predict ship motions in irregular waves, the impact of their stochastic realization is usually neglected and remains under-investigated. Especially in the case of turning, differences...
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Enhancing rheological muscle models with stochastic processes
PublicationPurpose: Biological musculoskeletal systems operate under variable conditions. Muscle stiffness, activation signals, and loads change during each movement. The presence of noise and different harmonic components in force production significantly influences the behaviour of the muscular system. Therefore, it is essential to consider these factors in numerical simulations. Methods: This study aims to develop a rheological mathematical...
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Estimating the parameter of inequality aversion on the basis of a parametric distribution of incomes
PublicationResearch background: In applied welfare economics, the constant relative inequality aversion function is routinely used as the model of a social decisionmaker’s or a society’s preferences over income distributions. This function is entirely determined by the parameter, ε, of inequality aversion. However, there is no authoritative answer to the question of what the range of ε an analyst should select for empirical work. Purpose...
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On the Handling of Outliers in the GNSS Time Series by Means of the Noise and Probability Analysis
PublicationThe data pre-analysis plays a significant role in the noise determination. The most important issue is to find an optimum criterion for outliers removal, since their existence can affect any further analysis. The noises in the GNSS time series are characterized by spectral index and amplitudes that can be determined with a few different methods. In this research, the Maximum Likelihood Estimation (MLE) was used. The noise amplitudes...
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Advanced sensitivity analysis of the impact of the temporal distribution and intensity of rainfall on hydrograph parameters in urban catchments
PublicationKnowledge of the variability of the hydrograph of outflow from urban catchments is highly important for measurements and evaluation of the operation of sewer networks. Currently, hydrodynamic models are most frequently used for hydrograph modeling. Since a large number of their parameters have to be identified, there may be problems at the calibration stage. Hence, sensitivity analysis is used to limit the number of parameters....
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Monitoring Trends of Land Use and Land Cover Changes in Rajang River Basin
PublicationIn this study, the spatiotemporal changes in land use and land cover (LULC) were evaluated from 1992 to 2015 for the Rajang River Basin (RRB) located in the Sarawak State of Malaysia. The changes in water bodies cropped lands, and forests were assessed based on the available remotely sensed satellite data. Supervised classification with the Maximum-Likelihood-Algorithm technique was adopted for monitoring the LULC changes using...
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Green energy extraction for sustainable development: A novel MPPT technique for hybrid PV-TEG system
PublicationThe Photovoltaic (PV) module converts only a small portion of irradiance into electrical energy. Most of the solar energy is wasted as heat, resulting in a rise in PV cell temperature and a decrease in solar cell efficiency. One way to harvest this freely available solar thermal energy and improve PV cell efficiency is by integrating PV systems with thermoelectric generators (TEG). This cogeneration approach of the hybrid PV-TEG...
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Analysis of IMS/NGN Call Processing Performance Using Phase-Type Distributions Based on Experimental Histograms
PublicationThe paper describes our further research done with the proposed analytical and simulation traffic models of the Next Generation Network (NGN), which is standardized for delivering multimedia services with strict quality and includes elements of the IP Multimedia Subsystem (IMS). The aim of our models of a single IMS/NGN domain is to evaluate two standardized call processing performance parameters, which appropriate values are very...
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Noise Analysis of Continuous GPS Time Series of Selected EPN Stations to Investigate Variations in Stability of Monument Types
PublicationThe type of monument that a GPS antenna is placed on plays a significant role in noise estimation for each permanent GPS station. In this research 18 Polish permanent GPS stations that belong to the EPN (EUREF Permanent Network) were analyzed using Maximum Likelihood Estimation (MLE). The antennae of Polish EPN stations are placed on roofs of buildings or on concrete pillars. The analyzed data covers a period of 5 years from 2008...
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Computationally-Efficient Statistical Design and Yield Optimization of Resonator-Based Notch Filters Using Feature-Based Surrogates
PublicationModern microwave devices are designed to fulfill stringent requirements pertaining to electrical performance, which requires, among others, a meticulous tuning of their geometry parameters. When moving up in frequency, physical dimensions of passive microwave circuits become smaller, making the system performance increasingly susceptible to manufacturing tolerances. In particular, inherent inaccuracy of fabrication processes affect...
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A system for Direction-Of-Arrival estimation in ISM 2.4 GHz frequency band based on ESPAR antenna and SDR technology
PublicationDetermination of the direction of the signal arrival (DOA) finds many applications in various areas of science and industry. Knowledge of DOA is used, among others to determine the position of a satellite with a low Earth orbit (LEO), localization of people and things as well as in research of wireless communication systems, for instance the determination of the number of...
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A stochastic approach to the problem of bearing capacity by the method of characteristics
PublicationW pracy omówiono zagadnienie nośności granicznej podłoża o własnościach losowych, przy obciążeniu od spoczywającego na nim fundamentu. Zaproponowano stochastyczną modyfikację metody charakterystyk bazującej na metodzie różnic skończonych. Analizowano zagadnienia związane z dyskretyzacją losowego ośrodka gruntowego, symulacją pola losowego oraz ze zbieżnością i stabilnością rozwiązania. Przedstawione podejście umożliwiło uwzględnienie...
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Maximum Power Point Technique (MPPT) for PV System Based on Improved Pert and Observe (P&O) Method with PI Controller
PublicationPhotovoltaic power generation system has key rule in electricity production. Although, it is clean renewable energy with unlimited resources but it has some drawbacks in efficiency. In order to maximize the efficiency, PV array must drive at maximum power point. For the reason so, several algorithms are used in PV system to track MPP and reduce the...
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PLC-based Implementation of Stochastic Optimization Method in the Form of Evolutionary Strategies for PID, LQR, and MPC Control
PublicationProgrammable logic controllers (PLCs) are usually equipped with only basic direct control algorithms like proportional-integral-derivative (PID). Modules included in engineering software running on a personal computer (PC) are usually used to tune controllers. In this article, an alternative approach is considered, i.e. the development of a stochastic optimizer based on the (μ,λ) evolution strategy (ES) in a PLC. For this purpose,...
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Quadratic stochastic operators as a tool in modelling the dynamics of a distribution of a population trait
PublicationQuadratic stochastic operators can exhibit a wide variety of asymptotic behaviours and these have been introduced and studied recently. In the present work we discuss biological interpretations that can be attributed to them. We also propose a computer simulation method to illustrate the behaviour of iterates of quadratic stochastic operators.
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Estimation of a Stochastic Burgers' Equation Using an Ensemble Kalman Filter
PublicationIn this work, we consider a difficult problem of state estimation of nonlinear stochastic partial differential equations (SPDE) based on uncertain measurements. The presented solution uses the method of lines (MoL), which allows us to discretize a stochastic partial differential equation in a spatial dimension and represent it as a system of coupled continuous-time ordinary stochastic differential equations (SDE). For such a system...
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Mathematical model to assess energy consumption using water inflow-drainage system of iron-ore mines in terms of a stochastic process
PublicationPurpose is to develop a unified mathematical model to assess energy efficiency of a water inflow-drainage process as the real variant of stochastic method for water pumping from underground workings of iron-ore mines. Methods. The research process was based upon the methods of probability theory as well as stochastic modelling methods. The stochastic function integration has been reduced to summation of its ordinates and further...
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Assessment of Wide-Sense Stationarity of an Underwater Acoustic Channel Based on a Pseudo-Random Binary Sequence Probe Signal
PublicationThe performances of Underwater Acoustic Communication (UAC) systems are strongly related to the specific propagation conditions of the underwater channel. Designing the physical layer of a reliable data transmission system requires a knowledge of channel characteristics in terms of the specific parameters of the stochastic model. The Wide-Sense Stationary Uncorrelated Scattering (WSSUS) assumption simplifies the stochastic description...
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Non-linear FEM analysis of pounding-involved response of buildings under non-uniform earthquake excitation
PublicationThe aim of the paper is to show the results of the study investigating the influence of non-uniform earthquake excitation, due to spatial seismic effects connected with the propagation of seismic wave, on the pounding-involved response of two buildings. The three-dimensional non-linear FEM analysis has been conducted using the detailed models of colliding structures. Acceleration records for different structural supports have been...
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Photovoltaic Maximum Power Point Technique based on Incremental Conductance (INCON) control algorithm
PublicationMaximum output power status can significantly improve the deployment rate of solar energy system. In order to get the maximum power output, issue of tracking maximum power point (MPP), reduced harmonics around MPP and improve efficiency of the solar power energy system, this paper presents the improved maximum power point tracking (MPPT) control...
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A hybrid approach to optimization of radial inflow turbine with principal component analysis
PublicationEnergy conversion efficiency is one of the most important features of power systems as it greatly influences the economic balance. The efficiency can be increased in many ways. One of them is to optimize individual components of the power plant. In most Organic Rankine Cycle (ORC) systems the power is created in the turbine and these systems can benefit from effective turbine optimization. The paper presents the use of two kinds...
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Response of cylindrical steel tank under stochastically generated non-uniform earthquake excitation
PublicationCylindrical steel tanks are very important structures in industrial facilities since their application is related to storing different types of products. Their safety and reliability have become a crucial issue because any damage may cause significant consequences, including ecological disaster. The most dangerous dynamic load acting on cylindrical steel tanks is related to earthquakes, especially that the seismic excitation may...
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Application of a stochastic compartmental model to approach the spread of environmental events with climatic bias
PublicationWildfires have significant impacts on both environment and economy, so understanding their behaviour is crucial for the planning and allocation of firefighting resources. Since forest fire management is of great concern, there has been an increasing demand for computationally efficient and accurate prediction models. In order to address this challenge, this work proposes applying a parameterised stochastic model to study the propagation...
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Discrete-time estimation of nonlinear continuous-time stochastic systems
PublicationIn this paper we consider the problem of state estimation of a dynamic system whose evolution is described by a nonlinear continuous-time stochastic model. We also assume that the system is observed by a sensor in discrete-time moments. To perform state estimation using uncertain discrete-time data, the system model needs to be discretized. We compare two methods of discretization. The first method uses the classical forward Euler...
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Discrete-time estimation of nonlinear continuous-time stochastic systems
PublicationIn this paper we consider the problem of state estimation of a dynamic system whose evolution is described by a nonlinear continuous-time stochastic model. We also assume that the system is observed by a sensor in discrete-time moments. To perform state estimation using uncertain discrete-time data, the system model needs to be discretized. We compare two methods of discretization. The first method uses the classical forward Euler...
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Deterministic versus stochastic modelling of unsaturated flow in a sandy field soil based on dual tracer breakthrough data
PublicationThe 216 km2 Neuenhagen Millcreeck catchment can be characterized as a drought sensitive landscape in NE Germany. It is therefore a fundamental human interest to understand how water that fell as precipitation moves through the unsaturated soils and recharges groundwater. Additionally, a better knowledge of nutrient transport from soil to groundwater is important also, especially in landscapes with light sandy soils. For a better...
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Preliminary designing method of external pressure vessels for sea subsurface aplications
PublicationThis paper describes a unique engineering method intended for the preliminary designing of marine subsurface buoy mooring systems. The solved designing problem consists in determining geometrical parameters and selecting structural materials for a vessel of a buoyancy necessary to contain measuring instruments of a given mass, as well as its maximum dimensions and operational submersion depth. The assumed variability range of...
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A Computationally Efficient Model for Predicting Successful Memory Encoding Using Machine-Learning-based EEG Channel Selection
PublicationComputational cost is an important consideration for memory encoding prediction models that use data from dozens of implanted electrodes. We propose a method to reduce computational expense by selecting a subset of all the electrodes to build the prediction model. The electrodes were selected based on their likelihood of measuring brain activity useful for predicting memory encoding better than chance (in terms of AUC). A logistic...
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Stateczność i niezawodność pełnomorskich platform wiertniczych
PublicationW pracy przedstawiono wieloletnie doświadczenia Autora w zakresie wybranych aspektów numerycznej analizy pełnomorskich platform wiertniczych, w szczególności stacjonarnych platform stalowych poddanych działaniu fal wiatrowych i wiatru. W opisie zachowania się platform uwzględniono współoddziaływanie trzech ośrodków: materiału konstrukcji, morskich fal wiatrowych i podłoża gruntowego. Przyjęcie do opisu stochastycznych właściwości...
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Synchronization system for underwater acoustic communications using in shallow waters
PublicationA reliable synchronization system of the transmitted data frame has a significant impact on the efficiency of the underwater communication system. This applies in particular to communication systems dedicated to work in shallow waters, where the phenomenon of multipath permanently occurs. To overcome these difficulties, the concept of a synchronization system consisting of two broadband signals of opposite monotonicity was presented....
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Method of lines for physiologically structured models with diffusion
PublicationWe deal with a size-structured model with diffusion. Partial differential equations are approximated by a large system of ordinary differential equations. Due to a maximum principle for this approximation method its solutions preserve positivity and boundedness. We formulate theorems on stability of the method of lines and provide suitable numerical experiments.
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Metoda określania maksymalnej prędkości jazdy na łukach, dostosowana do specyfiki tras tramwajowych
PublicationW artykule określono potrzebę obliczenia prędkości z jaką maksymalnie można poruszać się pojazdem tramwajowym na wybranych odcinkach trasy. Określono jakie wartości są niezbędne do wykonania obliczeń trakcyjnych. Dostosowano metodę do dostępnych danych, pochodzących z Mobilnych Pomiarów Satelitarnych. Porównano wyniki z algorytmami przeznaczonymi dla zastosowań kolejowych. Przeprowadzone analizy wykazały, że przy zastosowaniu proponowanego...
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Measurements of Dispersed Phase Velocity in Two-Phase Flows in Pipelines Using Gamma-Absorption Technique and Phase of the Cross-Spectral Density Function
PublicationThis paper concerns the application of the gamma radiation absorption method in the measurements of dispersed phase velocity in two-phase flows: liquid–gas flow in a horizontal pipe- line and liquid–solid particles in a vertical pipe. Radiometric sets containing two linear 241Am gamma radiation sources and two NaI(Tl) scintillation detectors were used in the research. Due to the stochastic nature of the signals obtained from the...
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Investigation of Liquid–Gas Flow in a Horizontal Pipeline Using Gamma-Ray Technique and Modified Cross-Correlation
PublicationThis article presents the application of the radioisotope absorption method in the study of two-phase water–air flow in a horizontal pipe. The measurement principle and the test stand are briefly described. The main part of the article presents the signal analysis methods applied to data obtained from scintillation detectors. Because these signals are mostly stochastic waveforms, they were analyzed statistically using the cross-correlation...
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Metrological analysis of precision of the system of delivering a water capsule for explosive production of water aerosol
PublicationIn this paper an analysis of precision of the system controlling delivery by a helicopter of water-capsule designed for extinguishing large scale fires is presented. The analysis was performed using the numerical method of distribution propagation (Monte Carlo method) supplemented with results of application of the uncertainty propagation method. In addition the optimum conditions for the airdrop are determined to ensure achievement...
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SFEM Analysis of Beams with Scaled Lengths including Spatially Varying and Cross-Correlated Concrete Properties
PublicationThis paper presents the results obtained for plain concrete beams under four-point bending with spatially varying material properties. Beams of increasing length but constant depth were analyzed using the stochastic finite element method. Spatial fluctuation of a uniaxial tensile strength, fracture energy and elastic modulus was defined within cross-correlated random fields. The symmetrical Gauss probability distribution function...
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Estimation of the amplitude of the signal for the active optical gesture sensor with sparse detectors
PublicationIn this paper we deal with the problem of precise gesture recognition for the active optical proximity sensor with sparse 8 photodiodes. We particularly focus on developing the method of estimating the real, usually not observable, maximum signal value representing maximum intensity of light reflected from an obstacle present in the front of the sensor. Different configurations of the fingers were used as an obstacle. The Monte Carlo...
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Identification of Fast Time-varying Communication Channels Using the Preestimation Technique
PublicationAccurate identification of stochastic systems with fast-varying parameters is a challenging task which cannot be accomplished using model-free estimation methods, such as weighted least squares, which assume only that system coefficients can be regarded as locally constant. The current state-of-the-art solutions are based on the assumption that system parameters can be locally approximated by a linear combination of appropriately...
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Uncertainty assessment of ultimate strength of corroded stiffened plates subjected to different maintenance actions
PublicationThe study deals with the uncertainty assessment of different governing factors related to the ultimate strength of the corroded stiffened plates. The load-carrying capacity is predicted with the use of the nonlinear Finite Element Method. The most influencing governing factors in the non-linear FE analysis, such as material properties and initial imperfections are modeled and analysed as stochastic variables. The ultimate strength...
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Analysis of the process of water entry of an amphibious vehicle
PublicationThe paper presents a method of computational and experimental analysis of the process of water entry of an amphibious vehicle. The computational method is based on the Reynolds Averaged Navier-Stokes Equations (RANSE) solver and the xperiment was carried out in the towing tank at Ship Design and Research Centre S.A. with the use of a scale model. The analysis was focused on the safety of water entry, i.e. the maximum pitch and...