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Wyniki wyszukiwania dla: STOCHASTIC PROCESSES
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Quadratic stochastic operators on Banach lattices
PublikacjaWe study the convergence of iterates of quadratic stochastic operators that are mean monotonic. They are defined on the convex set of probability measures concentrated on a weakly compact order interval S = [0, f] of a fixed Banach lattice F. We study their regularity and identify the limits of trajectories either as the “infimum” or “supremum” of the support of initial distributions.
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Response of cylindrical steel tank under stochastically generated non-uniform earthquake excitation
PublikacjaCylindrical 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
PublikacjaFluctuation-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.
PublikacjaTime 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
PublikacjaWe 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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PLC-based Implementation of Stochastic Optimization Method in the Form of Evolutionary Strategies for PID, LQR, and MPC Control
PublikacjaProgrammable 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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New Approach to Noncasual Identification of Nonstationary Stochastic FIR Systems Subject to Both Smooth and Abrupt Parameter Changes
PublikacjaIn this technical note, we consider the problem of finite-interval parameter smoothing for a class of nonstationary linear stochastic systems subject to both smooth and abrupt parameter changes. The proposed parallel estimation scheme combines the estimates yielded by several exponentially weighted basis function algorithms. The resulting smoother automatically adjusts its smoothing bandwidth to the type and rate of nonstationarity...
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Investigation of long-range dependencies in the stochastic part of daily GPS solutions
PublikacjaThe 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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SFEM Analysis of Beams with Scaled Lengths including Spatially Varying and Cross-Correlated Concrete Properties
PublikacjaThis 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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Stochastic equivalence scales in log-normal distributions of expenditures
PublikacjaIn the paper, the properties of the stochastic equivalence scales (SES) are analysed when expenditure distributions are log-normal. The SES provides the equivalent distribution of expenditures when the population of households is heterogeneous with respect to such attributes as household size, demographic cpmposition, etc. For log-normal expenditure distributions, the non-parametric SES deflators are proportional to the ration...
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On the preestimation technique and its application to identification of nonstationary systems
PublikacjaThe 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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Testing the impact of simplifications adopted in models describing wave loads on ship
PublikacjaThe 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
PublikacjaThe 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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Variations of Ship’s Deck Elevation Due to Stochastic Process of Containers Loading
PublikacjaThe stochastic process of container loading is described in the paper with special emphasis to ship motion when she is lying at a quay. The 3 DOF system was applied to describe rolling, pitching and heaving of a vessel which may cause a significant variations of momentary deck elevation. The realistic range of such variations are assessed for a variety of cargo locations on-board and a phase shift between two independent gantries...
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Synchronization system for underwater acoustic communications using in shallow waters
PublikacjaA 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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Rigorous numerics for critical orbits in the quadratic family
PublikacjaWe 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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Pounding Between Superstructure Segments in Multi-Supported Elevated Bridge with Three-Span Continuous Deck Under 3D Non-Uniform Earthquake Excitation
PublikacjaReports 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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Multi-fidelity robust aerodynamic design optimization under mixed uncertainty
PublikacjaThe 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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Local basis function estimators for identification of nonstationary systems
PublikacjaThe 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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Weak Stability of Centred Quadratic Stochastic Operators
PublikacjaWe consider the weak convergence of iterates of so-called centred quadratic stochastic operators. These iterations allow us to study the discrete time evolution of probability distributions of vector-valued traits in populations of inbreeding or hermaphroditic species, whenever the offspring’s trait is equal to an additively perturbed arithmetic mean of the parents’ traits. It is shown that for the existence of a weak limit, it...
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Hierarchical random models in road transport safety
PublikacjaIn 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
PublikacjaSentiment 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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Uncertainty assessment of ultimate strength of corroded stiffened plates subjected to different maintenance actions
PublikacjaThe 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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On noncausal weighted least squares identification of nonstationary stochastic systems
PublikacjaIn this paper, we consider the problem of noncausal identification of nonstationary, linear stochastic systems, i.e., identification based on prerecorded input/output data. We show how several competing weighted (windowed) least squares parameter smoothers, differing in memory settings, can be combined together to yield a better and more reliable smoothing algorithm. The resulting parallel estimation scheme automatically adjusts...
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On noncausal identification of nonstationary stochastic systems
PublikacjaIn this paper we consider the problem of noncausal identification of nonstationary,linear stochastic systems, i.e., identification based on prerecorded input/output data. We show how several competing weighted least squares parameter smoothers, differing in memory settings, can be combined together to yield a better and more reliable smoothing algorithm. The resulting parallel estimation scheme automatically adjusts its smoothing...
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Identification of Fast Time-varying Communication Channels Using the Preestimation Technique
PublikacjaAccurate 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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Generalized adaptive comb filters/smoothers and their application to the identification of quasi-periodically varying systems and signals
PublikacjaThe 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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Green energy extraction for sustainable development: A novel MPPT technique for hybrid PV-TEG system
PublikacjaThe 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
PublikacjaThe 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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MODEL OF MULTILEVEL STOCHASTIC ANALYSIS OF ROAD SAFETY ON REGIONAL LEVEL
PublikacjaIn 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 European Union, has been presented. Following the pattern of many publications on road safety it has been assumed that the risk calculated as the number of death casualties in road accidents per 100,000 inhabitants of a given region has Poisson distribution. Therefore,...
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Evaluating the mobile robot positions using accelerometer data
PublikacjaThis 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
PublikacjaAccurate 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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Discrete-time estimation of nonlinear continuous-time stochastic systems
PublikacjaIn 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
PublikacjaIn 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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Evaluating the position of a mobile robot using accelerometer data
PublikacjaThis 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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Testing Stability of Digital Filters Using Optimization Methods with Phase Analysis
PublikacjaIn 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...
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Investigations of the Methods of Time Delay Measurement of Stochastic Signals Using Cross-correlation with the Hilbert Transform
PublikacjaThe article presents the results of simulation studies of four methods of estimating time delay for random signals using cross-correlation with the Hilbert Transform. Selected models of mutually delayed stochastic signals were used in the simulations, corresponding to the signals obtained from scintillation detectors in radioisotope measurements of liquid-gas two-phase flow. Standard deviations of the values of the individual functions...
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Computing methods for fast and precise body surface area estimation of selected body parts
PublikacjaCurrently used body surface area (BSA) formulas give satisfactory results only for individuals with typical physique, while for elderly, obese or anorectic people accurate results cannot be expected. Particularly noteworthy are the results for individuals with severe obesity (body-mass index greater than 35 kg/m2), for which BSA estimation errors reached 80%. The main goal of our study is the development of precise BSA models for...
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Influence of external climate on natural ventilation performance in buildings
PublikacjaNatural ventilation is driven by either buoyancy forces or wind pressure forces or their combinations that inherit stochastic variation into ventilation rates [ CITATION Hun99 \l 1045 ]. We now that these factors have influence on air flow speed and thermal comfort inside building. This work examines the relationship between external climate and natural ventilation including thermal comfort. The work tries in the first instance...
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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
PublikacjaThis 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
PublikacjaThis 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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Fake VIP Attacks and Their Mitigation via Double-Blind Reputation
PublikacjaIn a generic setting subsuming communication networks, resource sharing systems, and multi-agent communities, a client generates objects of various classes carrying class-dependent signatures, to which a server assigns class-dependent service quality. A Fake VIP attack consists in false declaration of a high class, with an awareness that detection of object signature at the server side is costly and so invoked reluctantly. We show...
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Decoupled Kalman filter based identification of time-varying FIR systems
PublikacjaWhen system parameters vary at a fast rate, identification schemes based on model-free local estimation approaches do not yield satisfactory results. In cases like this, more sophisticated parameter tracking procedures must be used, based on explicit models of parameter variation (often referred to as hypermodels), either deterministic or stochastic. Kalman filter trackers, which belong to the second category, are seldom used in...
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Towards Improving Optimised Ship Weather Routing
PublikacjaThe aim of the paper is to outline a project focusing on the development of a new type of ship weather routing solution with improved uncertainty handling, through better estimation of ship performance and responses to sea conditions. Ensemble forecasting is considered to take into account the uncertainty levels that are typical of operations in a stochastic environment. Increased accuracy of weather prediction is achieved through...
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Potential Application of Solar Energy Systems for Electrified Urban Transportation Systems
PublikacjaThe paper presents a novel approach toward the use of solar energy systems in public transportation. The concept of energy generation in PV systems for supplying a trolleybus transportation system is proposed for the city of Gdynia (Poland). The suggested way of energy production allows reducing the environmental harm impact of the municipal transportation system. Moreover, the proposed way of green energy use can be a more profitable...
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Application Isssues of the Semi-Markov Reliability Model
PublikacjaPredicting the reliability of marine internal combustion engines, for instance, is of particular importance, as it makes it possible to predict their future reliability states based on the information on the past states. Correct reliability prediction is a complex process which consists in processing empirical results obtained from operating practice, complemented by analytical considerations. The process of technical state changes...
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Effects of subfilter velocity modelling on dispersed phase in LES of heated channel flow
PublikacjaA non-isothermal turbulent flow with the dispersed phase is modelled using the Large Eddy Simulation (LES) approach for fluid, one-way coupled with the equations of point-particle evolution. The channel is heated at both walls and isoflux boundary conditions are applied for fluid. Particle velocity and thermal statistics are computed. Of particular interest are the r.m.s. profiles and the probability density function of particle...
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Measurement of Impulse Response of Shallow Water Communication Channel by Correlation Method
PublikacjaPerformances of underwater acoustic communication (UAC) systems are strongly related to specific propagation conditions of the underwater channel; conditions that can additionally change in time due to the movement of the acoustic system transmitter and receiver or to reflection by underwater objects of the transmitted signal. The time-varying impulse response is a comprehensive description of dynamically changing transmission...
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Theoretical Model of Acoustic Wave Propagation in Shallow Water
PublikacjaThe work is devoted to the propagation of low frequency waves in a shallow sea. As a source of acoustic waves, underwater disturbances generated by ships were adopted. A specific feature of the propagation of acoustic waves in shallow water is the proximity of boundaries of the limiting media characterised by different impedance properties, which affects the acoustic field coming from a source situated in the water layer “ deformed”...
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Assessing the Effects of the Road Surface and Weather Conditions on Road Safety
PublikacjaWhen transport is analysed for its safe delivery the focus is mainly on assessing the safety of roads and the risk of undesired events. These include road accidents, an occurrence which is relatively rare and random. Randomness means that accidents depend on several factors which are partly deterministic (can be controlled) and partly stochastic (random and unpredictable). The set of crash contributing factors can be classified...