Search results for: stochastics
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Symposium on Stochastic Algorithms, Foundations and Applications
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STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT
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Mieszanie w klasie niejednorodnych łańcuchów Markowa i kwadratowych operatorów stochastycznych
PublicationRozprawa doktorska poświęcona jest zagadnieniu asymptotycznych własności w klasie nieskończenie wymiarowych niejednorodnych łańcuchów Markowa z czasem dyskretnym oraz w klasie kwadratowych operatorów stochastycznych. W pierwszej kolejności definiowane są różne rodzaje asymptotycznego zachowania (mieszania) niejednorodnych łańcuchów Markowa odpowiadające zbieżności w normowej i mocnej topologii operatorowej oraz omówione są relacje...
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Kalman filters and stochastic control - winter 2022/2023
e-Learning CoursesThe lecture focusses on designing of Kalman filters and stochastic control of dynamic systems.
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Kalman filters and stochastic control - winter 2023/2024
e-Learning CoursesThe lecture focusses on designing of Kalman filters and stochastic control of dynamic systems.
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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...
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Random Processes and Stochastic Control - project
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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...
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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...
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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...
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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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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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Surface sediments pollution due to shipwreck s/s “Stuttgart”: a multidisciplinary approach
PublicationShipwrecks may pose a serious source of pollution for marine ecosystems. For this reason, it is of great importance to perform a marine ecosystem risk assessment due to plausible wreck presence. One of elements of such an assessment is determining the state of the environment in the vicinity of the wreck. In the work presented, the results of studies on surface sediments samples collected around the s/s Stuttgart ship sunk during...
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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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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...
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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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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...
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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...
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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...
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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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Fluctuation-Enhanced Sensing
PublicationFluctuation-enhanced sensing (FES) is an exciting and relatively new research field that promises to extend the range of information that can be extracted from a single sensor. In FES, the stochastic fluctuations of the sensor signal, rather than its average value, are recorded and analyzed. Typical components of such fluctuations are due to interactions at the microscopic level. Proper statistical analysis provides optimum sensory...
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Time Delay Estimation in Two-Phase Flow Investigation Using the γ-Ray Attenuation Technique.
PublicationTime delay estimation is an important research question having many applications in a range of technologies. Measurement of a two-phase flow in a pipeline or an open channel using radioisotopes is an example of such application. For instance, the determination of velocity of dispersed phase in that case is based on estimation of the time delay between two stochastic signals provided by scintillation probes. The proper analysis...
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t-SNE Highlights Phylogenetic and Temporal Patterns of SARS-CoV-2 Spike and Nucleocapsid Protein Evolution
PublicationWe propose applying t-distributed stochastic neighbor embedding to protein sequences of SARS-CoV-2 to construct, visualize and study the evolutionary space of the coronavirus. The basic idea is to explore the COVID-19 evolution space by using modern manifold learning techniques applied to evolutionary distances between variants. Evolutionary distances have been calculated based on the structures of the nucleocapsid and spike proteins.
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Team Strategies - sem. 2022/23
e-Learning CoursesThe main aim of the course is to familiarize students with the basic problems in team strategies, such as: the use of the particle swarm optimization algorithms, the ant colony optimization, stochastic distributed searches, algorithms for team strategy, multi-agent systems, modeling intelligent cooperation, simulations of social behavior. The form of passing the course is passing the exam and completing a project task
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Team Strategies - sem. 2023/24
e-Learning CoursesThe main aim of the course is to familiarize students with the basic problems in team strategies, such as: the use of the particle swarm optimization algorithms, the ant colony optimization, stochastic distributed searches, algorithms for team strategy, multi-agent systems, modeling intelligent cooperation, simulations of social behavior. The form of passing the course is passing the exam and completing a project task
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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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On the preestimation technique and its application to identification of nonstationary systems
PublicationThe problem of noncausal identification of a nonstationary stochastic FIR (finite impulse response) sys- tem is reformulated, and solved, as a problem of smoothing of preestimated parameter trajectories. Three approaches to preestimation are critically analyzed and compared. It is shown that optimization of the smoothing operation can be performed adaptively using the parallel estimation technique. The new approach is computationally...
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Bartosz Sawik
PeopleDr Bartosz Sawik is a Professor at the Department of Business Informatics and Engineering Management, AGH University of Science and Technology, Krakow, Poland and at the Institute of Smart Cities, GILT-OR Group, Department of Statistics, Computer Science and Mathematics, Public University of Navarre, Pamplona, Spain. He is a Visiting Researcher at the University of California, Berkeley, USA. He has a Ph.D. and a M.Sc. and Eng....
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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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Testing the impact of simplifications adopted in models describing wave loads on ship
PublicationThe wave-ship system in naval architecture is generally assumed to be a linear one. This allows for the computation of a transfer function of ship response to waves including wave loads on ship. The transfer function and the wave spectral density function enable the development of the stochastic process of wave loads on ship, corresponding to the irregular wave generating that loads. If the mathematical models of wave load transfer...
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Testing the impact of simplifications adopted in models describing wave loads on ship
PublicationThe wave-ship system in naval architecture is generally assumed to be a linear one. This allows for the computation of a transfer function of ship response to waves including wave loads on ship. The transfer function and the wave spectral density function enable the development of the stochastic process of wave loads on ship, corresponding to the irregular wave generating that loads. If the mathematical models of wave load transfer...
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Multi-fidelity robust aerodynamic design optimization under mixed uncertainty
PublicationThe objective of this paper is to present a robust optimization algorithm for computationally efficient airfoil design under mixed (inherent and epistemic) uncertainty using a multi-fidelity approach. This algorithm exploits stochastic expansions derived from the Non-Intrusive Polynomial Chaos (NIPC) technique to create surrogate models utilized in the optimization process. A combined NIPC expansion approach is used, where both...
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Pounding Between Superstructure Segments in Multi-Supported Elevated Bridge with Three-Span Continuous Deck Under 3D Non-Uniform Earthquake Excitation
PublicationReports after severe ground motions show that the earthquake-induced structural pounding may lead to significant damage in elevated bridges. The aim of this paper is to analyse pounding between superstructure segments of a highway elevated bridge with three-span continuous deck under 3D non-uniform earthquake excitation, which is induced by spatial seismic effects related to the propagation of seismic wave. The conditional stochastic...
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Rigorous numerics for critical orbits in the quadratic family
PublicationWe develop algorithms and techniques to compute rigorous bounds for finite pieces of orbits of the critical points, for intervals of parameter values, in the quadratic family of one-dimensional maps fa(x)=a−x2. We illustrate the effectiveness of our approach by constructing a dynamically defined partition P of the parameter interval Ω=[1.4,2] into almost 4 million subintervals, for each of which we compute to high precision the...
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Local basis function estimators for identification of nonstationary systems
PublicationThe problem of identification of a nonstationary stochastic system is considered and solved using local basis function approximation of system parameter trajectories. Unlike the classical basis function approach, which yields parameter estimates in the entire analysis interval, the proposed new identification procedure is operated in a sliding window mode and provides a sequence of point (rather than interval) estimates. It is...
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Hierarchical random models in road transport safety
PublicationIn this paper multilevel approach to the issue of road safety level on the road network of European regions, classified as NUTS 2 in statistical databases of the EU, has been presented. The risk calculated as the number of death casualties in road accidents per 100,000 inhabitants of a given region has Poisson distribution. Therefore, generalized Poisson model has been assumed in the modelling process. Multilevel stochastic analysis...
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An automated learning model for twitter sentiment analysis using Ranger AdaBelief optimizer based Bidirectional Long Short Term Memory
PublicationSentiment analysis is an automated approach which is utilized in process of analysing textual data to describe public opinion. The sentiment analysis has major role in creating impact in the day-to-day life of individuals. However, a precise interpretation of text still relies as a major concern in classifying sentiment. So, this research introduced Bidirectional Long Short Term Memory with Ranger AdaBelief Optimizer (Bi-LSTM RAO)...
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Generalized adaptive comb filters/smoothers and their application to the identification of quasi-periodically varying systems and signals
PublicationThe problem of both causal and noncausal identification of linear stochastic systems with quasiharmonically varying parameters is considered. The quasi-harmonic description allows one to model nonsinusoidal quasi-periodic parameter changes. The proposed identification algorithms are called generalized adaptive comb filters/smoothers because in the special signal case they reduce down to adaptive comb algorithms used to enhance...
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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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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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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...
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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...
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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...
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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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A new look at the statistical identification of nonstationary systems
PublicationThe paper presents a new, two-stage approach to identification of linear time-varying stochastic systems, based on the concepts of preestimation and postfiltering. The proposed preestimated parameter trajectories are unbiased but have large variability. Hence, to obtain reliable estimates of system parameters, the preestimated trajectories must be further filtered (postfiltered). It is shown how one can design and optimize such...
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Evaluating the position of a mobile robot using accelerometer data
PublicationThis paper analyses the problem of determining the position of a robot using an accelerometer, which is an essential part of inertial measurement units (IMU). The information gained from such a gauge, however, requires double integration of sensor data. To assure an expected effect, a mathematical model of a low-cost accelerometer of the MEMS type is derived. Moreover, in order to improve the performance of positioning based on...
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Evaluating the mobile robot positions using accelerometer data
PublicationThis paper analyzes the problem of determining the position of a robot using an accelerometer, which is an essential part of inertial measurement units (IMU). The information gained from such a gauge, however, requires double integration of sensor data. To assure an expected effect, a mathematical model of a low-cost accelerometer of the MEMS type is derived. Moreover, in order to improve the performance of positioning based on...
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Optimally regularized local basis function approach to identification of time-varying systems
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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Testing Stability of Digital Filters Using Optimization Methods with Phase Analysis
PublicationIn this paper, novel methods for the evaluation of digital-filter stability are investigated. The methods are based on phase analysis of a complex function in the characteristic equation of a digital filter. It allows for evaluating stability when a characteristic equation is not based on a polynomial. The operation of these methods relies on sampling the unit circle on the complex plane and extracting the phase quadrant of a function...