Wyniki wyszukiwania dla: stochastic dynamics
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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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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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Asynchronous Networked Estimation System for Continuous Time Stochastic Processes
PublikacjaIn 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...
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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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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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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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Distributed state estimation using a network of asynchronous processing nodes
PublikacjaWe 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
PublikacjaWe 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
PublikacjaThe 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
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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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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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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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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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 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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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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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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Asynchronous distributed state estimation for continuous-time stochastic processes
PublikacjaWe 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...
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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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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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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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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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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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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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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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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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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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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...
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A CONCEPT OF DETERMINING THE RELATION BETWEEN LOAD AND WEAR OF TRIBOLOGICAL SYSTEMS OF SHIP MAIN SELF-IGNITION ENGINES BY USING PROBABILISTIC APPROACH PROBABILISTIC APPROACH
PublikacjaThis paper presents a proposal of simultaneous consideration of load and wear associated with it , of tribological systems of ship main engines (intended for ship propulsion) . Based on results of investigations it was assumed that both the load Q (i.e. a cause of wear ) and the wear Z (i.e. an effect of load occurrence) considered in a given time t(0 ≤ t ≤ t) are random variables Qt and Zt, respectively. There was characterized...
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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
PublikacjaThe 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...
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Comparable analysis of PID controller settings in order to ensure reliable operation of active foil bearings
PublikacjaIn comparison to the traditional solutions, active bearings offer great operating flexibility, ensure better operating conditions over a wider range of rotational speeds and are safe to use. In order to ensure optimum bearing performance a bearing control system is used that adapts different geometries during device operation. The selection of optimal controller parameters requires the use of modern optimization methods that make...
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Four-state stochastic model of changes in the reliability states of a motor vehicle
PublikacjaThe 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...
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Comparison of noise reduction methods in radiometric correlation measurements of two-phase liquid-gas flows
PublikacjaTwo-phase liquid-gas flows occur frequently in the mining, energy, chemical, and petrochemical industries. One of non-contact methods used to analyse these flows is the gamma ray absorption method. However, the signals received from radiation detectors contain a significant stochastic noise, which makes them difficult to analyse. The article describes four methods of noise reduction in cross-correlation measurements of water-air...
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Efficiency of Artificial Intelligence Methods for Hearing Loss Type Classification: an Evaluation
PublikacjaThe evaluation of hearing loss is primarily conducted by pure tone audiometry testing, which is often regarded as golden standard for assessing auditory function. If the presence of hearing loss is determined, it is possible to differentiate between three types of hearing loss: sensorineural, conductive, and mixed. This study presents a comprehensive comparison of a variety of AI classification models, performed on 4007 pure tone...
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Analysis of the possibility of creep damage detection in T24 heat resistant steel with the help of magnetic nondestestructive testing methods
PublikacjaThe paper presents the result of an analysis of applicability of various electromagnetic methods of nondestructive evaluation for creep damage detection in a novel heat resistant steel - T24 grade. Two sample sets, cut out from membrane wall tubes, were investigated – the as-delivered one and another exploited for 36,000 h in a power plant. There are described results of magnetic hysteresis loops B(H), Barkhausen noise (BN) and...
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A stochastic approach for the solution of single and multi – objective optimisation problems of biological processes in sequencing batch reactor
PublikacjaThis 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....
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Modular Approach for Modelling Warming Up Process in Water Installations with Flow-Regulating Elements
PublikacjaThe paper presents a new method for modelling the warming up process of a water system with elements regulating the flow in a stochastic manner. The paper presents the basic equations describing the work of typical elements which the water installation is composed of. In the proposed method, a new computational algorithm was used in the form of an iterative procedure enabling the use of boundary conditions that can be stochastically...
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A multiparameter simulation-driven analysis of ship turning trajectory concerning a required number of irregular wave realizations
PublikacjaIn times of progressive automation of the marine industry, accurate modeling of ship maneuvers is of utmost importance to all parties involved in maritime transportation. Despite the existence of modern collisionavoidance algorithms using 6DOF motion models to predict ship trajectories in waves, the impact of stochastic realization of irregular waves is usually neglected and remains under-investigated. Therefore, herein, this phenomenon...
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Event driven MPC for networked control systems
PublikacjaBecause of variable delays and stochastic data packets loss networked control systems require suitable algorithms to ensure stability of the control system and guarantee desired control performance. This paper presents the idea of an event driven approach with MPC controller. In opposition to network compensation, where standard regulators are used, the presented solution integrates network with plant. A MPC based controller is...
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Stationary underwater channel experiment: Acoustic measurements and characteristics in the Bornholm area for model validations
PublikacjaThe underwater acoustical channel is time-variant, and even on small time scales there is often existing no ‘acoustical frozen ocean’. Popular is the use of WSSUS-channel transmission modeling (Wide-Sense Stationary Uncorrelated Scattering) for the stochastic description of bandpass signals in GSM mobile phones with moving participants; since this results in a halved number of model parameters. For underwater sound applications...
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SPECTRAL RESPONSE OF STATIONARY JACK-UP PLATFORMS LOADED BY SEA WAVES AND WIND USING PERTURBATION METHOD
PublikacjaThe paper addresses non-linear vibrations of offshore jack-up drilling platforms loaded by sea waves and wind in their stationary condition using the perturbation method. Non-linearity of dynamic equations of motion for fixed offshore platforms yields from two factors. The first is load excitation generating non-linear velocity coupling in a dynamic system. This coupling is inherent in the modified Morison equation, involving the...