Search
Search results for: STOCHASTIC PROCESSES
-
Theory of Stochastic Processes
Journals -
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Journals -
Statistical Inference for Stochastic Processes
Journals -
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...
-
Asynchronous Networked Estimation System for Continuous Time Stochastic Processes
PublicationIn this paper we examine an asynchronous networked estimation system for state estimation of continuous time stochastic processes. Such a system is comprised of several estimation nodes connected using a possibly incomplete communication graph. Each of the nodes uses a Kalman filter algorithm and data from a local sensor to compute local state estimates of the process under observation. It also performs data fusion of local estimates...
-
Fast Basis Function Estimators for Identification of Nonstationary Stochastic Processes
PublicationThe problem of identification of a linear nonsta-tionary stochastic process is considered and solved using theapproach based on functional series approximation of time-varying parameter trajectories. The proposed fast basis func-tion estimators are computationally attractive and yield resultsthat are better than those provided by the local least squaresalgorithms. It is shown that two...
-
Asynchronous distributed state estimation for continuous-time stochastic processes
PublicationWe consider the problem of state estimation of a continuous-time stochastic process using an asynchronous distributed multi-sensor estimation system (ADES). In an ADES the state of a process of interest is estimated by a group of local estimators. Each local estimator based, for example, on a Kalman filter, performs single sensor filtration but also fusion of its local results and results from other (remote) processors to compute...
-
Stochastics-An International Journal of Probability and Stochastic Processes
Journals -
Adaptive stochastic and hybrid nonlinear optimization algorithms for improving the effectiveness of the biological processes at WWTP
PublicationWastewater treatment plays an important factor in the modern world. Insufficient treatment may result in environmental pollution which can further lead to disasters and diseases. However, processes that take place inside wastewater treatment plants (WWTP) are highly complex in nature, therefore it is difficult to design an efficient, optimal control system. The problem regarding biochemical reactions inside Sequential Batch Reactor...
-
A stochastic approach for the solution of single and multi – objective optimisation problems of biological processes in sequencing batch reactor
PublicationThis paper investigates the impact of implementing single and multi-optimisation solutions on the biological treatment process in a sequencing batch reactor (SBR). The research is based on a case study of the water resource recovery facility (WRRF) in Swarzewo, Northern Poland. The paper introduces the adaptive extremum seeking control (ESC) method for dissolved oxygen (DO) concentration control and places it in a layered control structure....
-
Random Processes and Stochastic Control - project
e-Learning Courses -
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...
-
Regularized Local Basis Function Approach to Identification of Nonstationary Processes
PublicationThe problem of identification of nonstationary stochastic processes (systems or signals) is considered and a new class of identification algorithms, combining the basis functions approach with local estimation technique, is described. Unlike the classical basis function estimation schemes, the proposed regularized local basis function estimators are not used to obtain interval approximations of the parameter trajectory, but provide...
-
Four-state stochastic model of changes in the reliability states of a motor vehicle
PublicationThe properties of semi-Markov processes have been generally characterized and the applicability of the theory of such processes to the determining of the reliability of motor cars and other road vehicles has been explained. A formal description of the process of changes in the motor vehicle technical states considered as reliability states and a model of this process in the form of a one-dimensional stochastic process have been...
-
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...
-
Application of Pierson-Moskowitz wave spectrum to solution differential equations of multihull vessel
PublicationMotion of a dynamic system can be generated by different external or internal factors. At mathematical modelling external excitation factors of the most significant effect on the system, are selected. Such external factors are usually called excitations. Response of the system to given excitations is mathematically characterized by a definite transformation called operator of a system. For a broad class of dynamic systems the...
-
TIME SERIES MODELING (PG_00063724)
e-Learning CoursesEffectively uses in-depth knowledge of economic time series analysis methods, applying the results of analyzes to formulate forecasts. Subject contents: 1. Classical time series analysis (trend, cyclical fluctuations) 2. Exponential smoothing models 3. Holt and Winters model 4. Stochastic processes and time series 5. Characteristics of stochastic processes 6. Process spectrum autocorrelation functions 7. Study of the stationarity...
-
A model of fuel combustion process in the marine reciprocating engine work space taking into account load and wear of crankshaft-piston assembly and the theory of semi-Markov processes
PublicationThe ar ticle analyses the operation of reciprocal internal combu stion engines, with mar ine engines u sed a s an example. The analysis takes into account types of energy conversion in the work spaces (cylinders) of these engines, loads of their crankshaft-piston assemblies, and types of fuel combustion which can take place in these spaces during engine operation. It is highlighted that the analysed time-dependent loads of marine...
-
Model studies to identify input parameters of an algorithm controlling electric supply/consumption process by underground iron ore enterprises
PublicationPurpose is the development of the research format of a mathematical model to select and assess input parameters of an algorithm controlling distribution of electric energy flows in the monitoring structure of electricity supply/ consumption by using equipment of mining enterprises engaged in underground iron ore raw materials extraction. Methods. The analytical research involved a theory of random processes adapted to the real...
-
IDENTIFICATION OF DAMAGES OF TRIBOLOGICAL ASSOCIATIONS IN CRANKSHAFT AND PISTON SYSTEMS OF TWO-STROKE INTERNAL COMBUSTION ENGINES USED AS MAIN PROPULSION IN SEA-GOING VESSELS AND PROPOSAL OF PROBABILISTIC DESCRIPTION OF LOADS AS CAUSES OF THESE DAMAGES
PublicationThe article discusses damages of essential tribological associations in crankshaft and piston systems of large power two-stroke engines used as main engines, which take place during transport tasks performed by those ships. Difficulties are named which make preventing those damages impossible, despite the fact that the technical state of engines of this type is identified with the aid of complex diagnostic systems making use of...
-
DESIGN OF THE DUAL CONSTELLATION GPS/GALILEO MOBILE DEVICE FOR IMPROVING NAVIGATION OF THE VISUALLY IMPAIRED IN AN URBAN AREA, POLISH MARITIME RESEARCH
PublicationThe article discusses damages of essential tribological associations in crankshaft and piston systems of large power two-stroke engines used as main engines, which take place during transport tasks performed by those ships. Difficulties are named which make preventing those damages impossible, despite the fact that the technical state of engines of this type is identified with the aid of complex diagnostic systems making use of...
-
Michał Bernard Pietrzak dr hab.
PeopleMichal Pietrzak is head of the Department of Statistics and Econometrics at the Faculty of Economics and Management, Gdańsk University of Technology, and Deputy Editor-in-Chief for Statistical Reviewing of the journals: Oeconomia Copernicana and Equilibrium. Quarterly Journal of Economics and Economic Policy. Until October 2021, he worked as an associate professor at the Faculty of Economic Sciences and Management, Nicolaus...
-
Distributed state estimation using a network of asynchronous processing nodes
PublicationWe consider the problem of distributed state estimation of continuous-time stochastic processes using a~network of processing nodes. Each node performs measurement and estimation using the Kalman filtering technique, communicates its results to other nodes in the network, and utilizes similar results from the other nodes in its own computations. We assume that the connection graph of the network is not complete, i.e. not all nodes...
-
Distributed state estimation using a network of asynchronous processing nodes
PublicationWe consider the problem of distributed state estimation of continuous-time stochastic processes using a~network of processing nodes. Each node performs measurement and estimation using the Kalman filtering technique, communicates its results to other nodes in the network, and utilizes similar results from the other nodes in its own computations. We assume that the connection graph of the network is not complete, i.e. not all nodes...
-
PROBABILISTYCZNE ASPEKTY ZUŻYCIA SKOJARZEŃ CIERNYCH UKŁADÓW KORBOWO-TŁOKOWYCH NA PRZYKŁADZIE OKRĘTOWYCH SILNIKÓW SPALINOWYCH DWUSUWOWYCH NAPĘDU GŁÓWNEGO
PublicationW artykule przestawiono propozycję rozpatrywania zarówno obciążenia jak i zużywania ślizgowych skojarzeń ciernych (łożysk głównych i korbowych) układów korbowo-tłokowych silników spalinowych, zwłaszcza głównych, a także skojarzeń „tłok-tuleja” tych silników, jako procesów stochastycznych. Propozycję tę uzasadniono tym, że deterministyczne podejście do badania zarówno obciążenia jak i zużycia wspomnianych skojarzeń uniemożliwia...
-
Features of load and wear of main propulsion devices on sea-going ships with piston combustion engines and their impact on changes in technical states of the systems
PublicationThe paper presents the specificity of operation of propulsion systems of seagoing ships which causes the need to control the load on them, especially on their engines called main engines. The characteristics of the load on the propulsion systems, especially on the main engines as well as on the shaft lines and propellers driven by the engines, along with the process of wear in tribological joints (sliding tribological systems)...
-
Assessing and Mitigating Ice-Jam Flood Hazards and Risks: A European Perspective
PublicationThe assessment and mapping of riverine flood hazards and risks is recognized by many countries as an important tool for characterizing floods and developing flood management plans. Often, however, these management plans give attention primarily to open-water floods, with ice-jam floods being mostly an afterthought once these plans have been drafted. In some Nordic regions, ice-jam floods can be more severe than open-water floods,...
-
Low-Cost and Highly-Accurate Behavioral Modeling of Antenna Structures by Means of Knowledge-Based Domain-Constrained Deep Learning Surrogates
PublicationThe awareness and practical benefits of behavioral modeling methods have been steadily growing in the antenna engineering community over the last decade or so. Undoubtedly, the most important advantage thereof is a possibility of a dramatic reduction of computational expenses associated with computer-aided design procedures, especially those relying on full-wave electromagnetic (EM) simulations. In particular, the employment of...
-
Ekonometryczna analiza konsumpcji w Polsce w latach 1995-2018- statyczne modele wydatków konsumpcyjnych w wartościach nominalnych
PublicationW artykule przeprowadzono badania makroekonomicznych związków pomiędzy konsumpcją globalną (C) a produktem krajowym brutto (PKB). W części teoretycznej artykułu: • zdefiniowano postacie analityczne przyczynowo-skutkowych makromodeli konsumpcji, • sformułowano interpretację mierników opisujących badane zależności, • sformułowano założenia stochastyczne dla rozważanych makromodeli konsumpcji, W części empirycznej artykułu:...
-
Prevalence Problem in the Set of Quadratic Stochastic Operators Acting on L1
PublicationThis paper is devoted to the study of the problem of prevalence in the class of quadratic stochastic operators acting on the L1 space for the uniform topology. We obtain that the set of norm quasi-mixing quadratic stochastic operators is a dense and open set in the topology induced by a very natural metric. This shows the typical long-term behaviour of iterates of quadratic stochastic operators.
-
Stochastic optimisation algorithm for optimisation of controller parameters for control of dissolved oxygen in wastewater treatment plant
PublicationWastewater treatment plants (WWTPs) are very important facilities for mankind. They enable the removal and neutralisation of man-made pollutants. Therefore, it is important for wastewater treatment plants to operate as efficiently as possible so that the level of pollutants in the treated wastewater meets specific requirements. This paper concerns the design of a hierarchical nonlinear adaptive control system for dissolved oxygen...
-
On mixing in the class of quadratic stochastic operators
PublicationWe study different types of limit behavior of quadratic stochastic operators acting on ℓ^1 (or ℓ^1_d) spaces in both strong and uniform topologies. The main motif of the paper is to express the uniform and strong asymptotic stability of the quadratic stochastic operator in terms of convergence of the associated (linear) nonhomogeneous Markov chain. We also examine which type of uniform convergence of iterates of the quadratic...
-
Stochastic resonance in measurements
PublicationNoise is usually associated with the negative phenomenon, hampering the measurements data and their analysis. This view has been broken in the '80s when the phenomenon of stochastic resonance (Stochastic Resonance - SR) was discovered. It is a phenomenon that occurs in nonlinear dynamic measurement systems when the selected input noise can optimize system performance. SR became a way to improve efficiency of weak signals detection....
-
Asymptotic properties of quadratic stochastic operators acting on the L1 space
PublicationQuadratic stochastic operators can exhibit a wide variety of asymptotic behaviours and these have been introduced and studied recently in the ℓ1 space. It turns out that in principle most of the results can be carried over to the L1 space. However, due to topological properties of this space one has to restrict in some situations to kernel quadratic stochastic operators. In this article we study the uniform and strong asymptotic...
-
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.
-
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...
-
Advanced Mechanics of Marine Structures I, MSc, Summer 2022-2023, [L,T], PG_00051723
e-Learning Courses1. Literature overview, definition of marine and offshore structures, ocean engineering technologies and mechanical aspects, structural systems applied, jack-up drilling platforms and structural elements. 2. Tensor algebra fundamentals, stress and small strain states of a solid, constitutive relations. 3. SDOF and MDOF dynamic systems, damping and added masses in offshore vibrations, generalised eigenvalue problem, forced vibrations...
-
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...
-
Asymptotic behaviour in the set of nonhomogeneous chains of stochastic operators
PublicationWe study different types of asymptotic behaviour in the set of (infinite dimensional) nonhomogeneous chains of stochastic operators acting on L1(μ) spaces. In order to examine its structure we consider different norm and strong operator topologies. To describe the nature of the set of nonhomogeneous chains of Markov operators with a particular limit behaviour we use the category theorem of Baire. We show that the geometric structure...
-
A Noether theorem for stochastic operators on Schatten classes
PublicationWe prove that a stochastic (Markov) operator S acting on a Schatten class C_1 satisfies the Noether condition S'(A) = A and S'(A^2) = A^2, where A is a Hermitian bounded linear operator on a complex Hilbert space H, if and only if, S(E(G)XE(G)) = E(G)S(X)E(G) holds true for every Borel subset G of the real line R, where E(G) denotes the orthogonal projection coming from the spectral resolution of A. Similar results are obtained...
-
Comparative analysis of numerical with optical soliton solutions of stochastic Gross–Pitaevskii equation in dispersive media
PublicationThis article deals with the stochastic Gross–Pitaevskii equation (SGPE) perturbed with multiplicative time noise. The numerical solutions of the governing model are carried out with the proposed stochastic non-standard finite difference (SNSFD) scheme. The stability of the scheme is proved by using the Von-Neumann criteria and the consistency is shown in the mean square sense. To seek exact solutions, we applied the Sardar subequation...
-
FE analysis of a coupled energetic-statistical size effect in plain concrete beams with varying material properties.
PublicationThe numerical FE investigations of a coupled energetic-statistical size effect in unnotched concrete beams of similar geometry under quasi-static three point bending were performed within elasto-plasticity with non-local softening. The stochastic FE analyses were carried out with three different beam sizes. Deterministic calculations were performed with the uniform distribution of a uniaxial tensile strength. In statistical calculations...
-
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...
-
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...
-
Locally Adaptive Cooperative Kalman Smoothing and Its Application to Identification of Nonstationary Stochastic Systems
PublicationOne of the central problems of the stochastic approximation theory is the proper adjustment of the smoothing algorithm to the unknown, and possibly time-varying, rate and mode of variation of the estimated signals/parameters. In this paper we propose a novel locally adaptive parallel estimation scheme which can be used to solve the problem of fixed-interval Kalman smoothing in the presence of model uncertainty. The proposed solution...
-
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...
-
Structural Reliability Assessment Of Corroded Tanker Ship Based On Experimentally Estimated Ultimate Strength
PublicationThis work deals with the reliability assessment of a tanker ship hull structure subjected to a vertical bending moment and corrosion degradation. The progressive collapse and ultimate load carrying capacity are estimated based on experimentally tested scaled box-shaped-specimens. The translation of the strength estimate of the scaled specimen to the real tanker ship hull structure is performed based on the dimensional theory developing...
-
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...
-
Limitations of WSSUS modeling of stationary underwater acoustic communication channel
PublicationPerformances of underwater acoustic communication (UAC) systems are strongly related to specific propagation conditions of the underwater channel. Due to their large variability, there is a need for adaptive matching of the UAC systems signaling to the transmission properties of the channel. This requires a knowledge of instantaneous channel characteristics, in terms of the specific parameters of stochastic models. The wide-sense...
-
Robust-adaptive dynamic programming-based time-delay control of autonomous ships under stochastic disturbances using an actor-critic learning algorithm
PublicationThis paper proposes a hybrid robust-adaptive learning-based control scheme based on Approximate Dynamic Programming (ADP) for the tracking control of autonomous ship maneuvering. We adopt a Time-Delay Control (TDC) approach, which is known as a simple, practical, model free and roughly robust strategy, combined with an Actor-Critic Approximate Dynamic Programming (ACADP) algorithm as an adaptive part in the proposed hybrid control...