A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models

This paper addresses the problem of Monte Carlo approximation of posterior probability distributions. In particular, we have considered a recently proposed technique known as population Monte Carlo (PMC), which is based on an iterative importance sampling approach. An important drawback of this methodology is the degeneracy of the importance weights when the dimension of either the observations or the variables of interest is high. To alleviate this difficulty, we propose a novel method that performs a nonlinear transformation on the importance weights. This operation reduces the weight variation, hence it avoids their degeneracy and increases the efficiency of the importance sampling scheme, specially when drawing from a proposal functions which are poorly adapted to the true posterior. For the sake of illustration, we have applied the proposed algorithm to the estimation of the parameters of a Gaussian mixture model. This is a very simple problem that enables us to clearly show and discuss the main features of the proposed technique. As a practical application, we have also considered the popular (and challenging) problem of estimating the rate parameters of stochastic kinetic models (SKM). SKMs are highly multivariate systems that model molecular interactions in biological and chemical problems. We introduce a particularization of the proposed algorithm to SKMs and present numerical results.Comment: 35 pages, 8 figure

Modelling, Simulation and Fuzzy Self-Tuning Control of D-STATCOM in a Single Machine Infinite Bus Power System

© 2019 Bentham Science Publishers. This is the accepted manuscript version of an article which has been published in final form at https://doi.org/10.2174/2352096511666180314141205In recent years, demand for electricity has increased considerably, while the expansion of generation and transmission has been very slow due to limited investment in resources and environmental restrictions. Methods: As a result, the power system becomes vulnerable to disturbances and instability. FACTS (Flexible AC Transmission Systems) technology has now been accepted as a potential solution to this problem. This paper deals with the modelling, simulation and fuzzy self-tuning control of a D-STATCOM to enhance the stability and improve the critical fault clearing time(CCT) in a single machine infinite bus (SMIB).A detailed modelling of the D-STATCOM and comprehensive derivation of the fuzzy logic self-tuning control is presented. Results: The dynamic performance of the power system with the proposed control scheme is validated through in a simulation study carried out under Matlab/Simulink and SimPowerSystems toolbox. Conclusion: The results demonstrate a significant enhancement of the power system stability under the simulated fault conditions considered.Peer reviewe