969 research outputs found
Sampled data systems and generating functions
Application of Z-transforms to sampled-data system
When Decision Meets Estimation: Theory and Applications
In many practical problems, both decision and estimation are involved. This dissertation intends to study the relationship between decision and estimation in these problems, so that more accurate inference methods can be developed. Hybrid estimation is an important formulation that deals with state estimation and model structure identification simultaneously. Multiple-model (MM) methods are the most widelyused tool for hybrid estimation. A novel approach to predict the Internet end-to-end delay using MM methods is proposed. Based on preliminary analysis of the collected end-to-end delay data, we propose an off-line model set design procedure using vector quantization (VQ) and short-term time series analysis so that MM methods can be applied to predict on-line measurement data. Experimental results show that the proposed MM predictor outperforms two widely used adaptive filters in terms of prediction accuracy and robustness. Although hybrid estimation can identify model structure, it mainly focuses on the estimation part. When decision and estimation are of (nearly) equal importance, a joint solution is preferred. By noticing the resemblance, a new Bayes risk is generalized from those of decision and estimation, respectively. Based on this generalized Bayes risk, a novel, integrated solution to decision and estimation is introduced. Our study tries to give a more systematic view on the joint decision and estimation (JDE) problem, which we believe the work in various fields, such as target tracking, communications, time series modeling, will benefit greatly from. We apply this integrated Bayes solution to joint target tracking and classification, a very important topic in target inference, with simplified measurement models. The results of this new approach are compared with two conventional strategies. At last, a surveillance testbed is being built for such purposes as algorithm development and performance evaluation. We try to use the testbed to bridge the gap between theory and practice. In the dissertation, an overview as well as the architecture of the testbed is given and one case study is presented. The testbed is capable to serve the tasks with decision and/or estimation aspects, and is helpful for the development of the JDE algorithms
When Decision Meets Estimation: Theory and Applications
In many practical problems, both decision and estimation are involved. This dissertation intends to study the relationship between decision and estimation in these problems, so that more accurate inference methods can be developed. Hybrid estimation is an important formulation that deals with state estimation and model structure identification simultaneously. Multiple-model (MM) methods are the most widelyused tool for hybrid estimation. A novel approach to predict the Internet end-to-end delay using MM methods is proposed. Based on preliminary analysis of the collected end-to-end delay data, we propose an off-line model set design procedure using vector quantization (VQ) and short-term time series analysis so that MM methods can be applied to predict on-line measurement data. Experimental results show that the proposed MM predictor outperforms two widely used adaptive filters in terms of prediction accuracy and robustness. Although hybrid estimation can identify model structure, it mainly focuses on the estimation part. When decision and estimation are of (nearly) equal importance, a joint solution is preferred. By noticing the resemblance, a new Bayes risk is generalized from those of decision and estimation, respectively. Based on this generalized Bayes risk, a novel, integrated solution to decision and estimation is introduced. Our study tries to give a more systematic view on the joint decision and estimation (JDE) problem, which we believe the work in various fields, such as target tracking, communications, time series modeling, will benefit greatly from. We apply this integrated Bayes solution to joint target tracking and classification, a very important topic in target inference, with simplified measurement models. The results of this new approach are compared with two conventional strategies. At last, a surveillance testbed is being built for such purposes as algorithm development and performance evaluation. We try to use the testbed to bridge the gap between theory and practice. In the dissertation, an overview as well as the architecture of the testbed is given and one case study is presented. The testbed is capable to serve the tasks with decision and/or estimation aspects, and is helpful for the development of the JDE algorithms
HERMES: Towards an Integrated Toolbox to Characterize Functional and Effective Brain Connectivity
The analysis of the interdependence between time series has become an important field of research in the last years, mainly as a result of advances in the characterization of dynamical systems from the signals they produce, the introduction of concepts such as generalized and phase synchronization and the application of information theory to time series analysis. In neurophysiology, different analytical tools stemming from these concepts have added to the ‘traditional’ set of linear methods, which includes the cross-correlation and the coherency function in the time and frequency domain, respectively, or more elaborated tools such as Granger Causality. This increase in the number of approaches to tackle the existence of functional (FC) or effective connectivity (EC) between two (or among many) neural networks, along with the mathematical complexity of the corresponding time series analysis tools, makes it desirable to arrange them into a unified-easy-to-use software package. The goal is to allow neuroscientists, neurophysiologists and researchers from related fields to easily access and make use of these analysis methods from a single integrated toolbox. Here we present HERMES (http://hermes.ctb.upm.es), a toolbox for the Matlab® environment (The Mathworks, Inc), which is designed to study functional and effective brain connectivity from neurophysiological data such as multivariate EEG and/or MEG records. It includes also visualization tools and statistical methods to address the problem of multiple comparisons. We believe that this toolbox will be very helpful to all the researchers working in the emerging field of brain connectivity analysis
Development and analysis of the Software Implemented Fault-Tolerance (SIFT) computer
SIFT (Software Implemented Fault Tolerance) is an experimental, fault-tolerant computer system designed to meet the extreme reliability requirements for safety-critical functions in advanced aircraft. Errors are masked by performing a majority voting operation over the results of identical computations, and faulty processors are removed from service by reassigning computations to the nonfaulty processors. This scheme has been implemented in a special architecture using a set of standard Bendix BDX930 processors, augmented by a special asynchronous-broadcast communication interface that provides direct, processor to processor communication among all processors. Fault isolation is accomplished in hardware; all other fault-tolerance functions, together with scheduling and synchronization are implemented exclusively by executive system software. The system reliability is predicted by a Markov model. Mathematical consistency of the system software with respect to the reliability model has been partially verified, using recently developed tools for machine-aided proof of program correctness
Fronts in randomly advected and heterogeneous media and nonuniversality of Burgers turbulence: Theory and numerics
A recently established mathematical equivalence--between weakly perturbed
Huygens fronts (e.g., flames in weak turbulence or geometrical-optics wave
fronts in slightly nonuniform media) and the inviscid limit of
white-noise-driven Burgers turbulence--motivates theoretical and numerical
estimates of Burgers-turbulence properties for specific types of white-in-time
forcing. Existing mathematical relations between Burgers turbulence and the
statistical mechanics of directed polymers, allowing use of the replica method,
are exploited to obtain systematic upper bounds on the Burgers energy density,
corresponding to the ground-state binding energy of the directed polymer and
the speedup of the Huygens front. The results are complementary to previous
studies of both Burgers turbulence and directed polymers, which have focused on
universal scaling properties instead of forcing-dependent parameters. The
upper-bound formula can be heuristically understood in terms of renormalization
of a different kind from that previously used in combustion models, and also
shows that the burning velocity of an idealized turbulent flame does not
diverge with increasing Reynolds number at fixed turbulence intensity, a
conclusion that applies even to strong turbulence. Numerical simulations of the
one-dimensional inviscid Burgers equation using a Lagrangian finite-element
method confirm that the theoretical upper bounds are sharp within about 15% for
various forcing spectra (corresponding to various two-dimensional random
media). These computations provide a new quantitative test of the replica
method. The inferred nonuniversality (spectrum dependence) of the front speedup
is of direct importance for combustion modeling.Comment: 20 pages, 2 figures, REVTeX 4. Moved some details to appendices,
added figure on numerical metho
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