13,961 research outputs found

    Elliptical slice sampling

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    Many probabilistic models introduce strong dependencies between variables using a latent multivariate Gaussian distribution or a Gaussian process. We present a new Markov chain Monte Carlo algorithm for performing inference in models with multivariate Gaussian priors. Its key properties are: 1) it has simple, generic code applicable to many models, 2) it has no free parameters, 3) it works well for a variety of Gaussian process based models. These properties make our method ideal for use while model building, removing the need to spend time deriving and tuning updates for more complex algorithms.Comment: 8 pages, 6 figures, appearing in AISTATS 2010 (JMLR: W&CP volume 6). Differences from first submission: some minor edits in response to feedback

    Nested sampling for Potts models

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    Nested sampling is a new Monte Carlo method by Skilling [1] intended for general Bayesian computation. Nested sampling provides a robust alternative to annealing-based methods for computing normalizing constants. It can also generate estimates of other quantities such as posterior expectations. The key technical requirement is an ability to draw samples uniformly from the prior subject to a constraint on the likelihood. We provide a demonstration with the Potts model, an undirected graphical model

    Some Issues in the Testing of Computer Simulation Models

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    The testing of simulation models has much in common with testing processes in other types of application involving software development. However, there are also important differences associated with the fact that simulation model testing involves two distinct aspects, which are known as verification and validation. Model validation is concerned with investigation of modelling errors and model limitations while verification involves checking that the simulation program is an accurate representation of the mathematical and logical structure of the underlying model. Success in model validation depends upon the availability of detailed information about all aspects of the system being modelled. It also may depend on the availability of high quality data from the system which can be used to compare its behaviour with that of the corresponding simulation model. Transparency, high standards of documentation and good management of simulation models and data sets are basic requirements in simulation model testing. Unlike most other areas of software testing, model validation often has subjective elements, with potentially important contributions from face- validation procedures in which experts give a subjective assessment of the fidelity of the model. Verification and validation processes are not simply applied once but must be used repeatedly throughout the model development process, with regressive testing principles being applied. Decisions about when a model is acceptable for the intended application inevitably involve some form of risk assessment. A case study concerned with the development and application of a simulation model of a hydro-turbine and electrical generator system is used to illustrate some of the issues arising in a typical control engineering application. Results from the case study suggest that it is important to bring together objective aspects of simulation model testing and the more subjective face- validation aspects in a coherent fashion. Suggestions are also made about the need for changes in approach in the teaching of simulation techniques to engineering students to give more emphasis to issues of model quality, testing and validation

    Powering Future Transport in Scotland: A Review for the Scottish Association for Public Transport

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    This report discusses energy costs and emissions associated with transport in Scotland and reviews options for future power sources for different modes of public transport. Transport provides a major contribution to greenhouse gas and other harmful emissions worldwide and efforts to reduce these are important for all forms of public transport, as well as for private cars and for the movement of freight. The effects of transport policy decisions are recognised, increasingly, as being very important for the electricity supply industry at national and local levels, largely because of the growth in the numbers of electric and hybrid road vehicles. Moving from oil to low carbon energy for transport raises important issues for electrical power generation and distribution systems in addition to challenges already being faced by the electrical power industry as the proportion of generating capacity involving renewables increases. The report starts by considering current energy costs and emissions for different forms of passenger transport and then outlines some current developments in areas such as internal combustion engine technology, battery storage systems and hydrogen fuel cells. Systems involving short-term energy storage and recovery of energy that would otherwise be dissipated as heat during braking are also discussed. Such systems generally involve the use of super-capacitors, flywheels or hydraulic devices. References are provided to the sources of data used in the analysis carried out for this review and, also, to sources of information about relevant developments in science and engineering. For all the new developments mentioned, there is a brief review of some transport applications in the United Kingdom and elsewhere. The possible impact of autonomous vehicles on future car ownership is still not known and the effects of this technology on public transport remain uncertain. As well as discussing autonomous road vehicles, the report makes brief mention of the potential of autonomous systems and increased automation for rail transport and for tramway operations. The benefits of further conventional railway electrification are reviewed in terms of energy usage, costs and emissions and the advantages of a more integrated approach to the provision of public transport in Scotland are emphasised. The value of using mathematical modelling and simulation methods to explore options in transport systems developments and planning is discussed, and the importance of testing simulation models in ways that are appropriate for the intended application is emphasised. This review presents the first results from a continuing study which was started in 2018 and is intended to provide information that should be relevant for those involved in decision-making in Scotland at the time of publication. The quantitative information contained within it clearly needs to be updated on a regular basis. The review concludes with recommendations for the Scottish Association for Public Transport about possible priorities for its efforts to increase public awareness about transport issues and is intended to be the first of a series of publications on transport and energy issues in the Scottish context. The references form an important part of the report and provide a potentially important bibliography which must be augmented and updated regularly

    Inverse simulation and analysis of underwater vehicle dynamics using feedback principles

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    Inverse simulation is a technique used in the modelling of dynamic systems that allows time histories of input variables to be found that generate required model output responses and provide inverse solutions in cases where analytical approaches to model inversion can present difficulties. This paper describes the application of inverse simulation to a nonlinear dynamic model of an underwater vehicle (UUV) and the determination of vehicle control inputs for specified manoeuvres. The approach to inverse simulation used in this application is based on the principles of feedback. Design issues relating to the UUV control surfaces and propeller thrust are highlighted through this procedure. The paper includes an outline of the nonlinear model of the UUV and typical sets of experimental conditions. Feedback loops are designed around the model for selected output variables and the inverse solutions are generated through simulation of this multi-input multi-output closed-loop system. It is shown that the feedback approach can provide inverse solutions for an appropriate choice of loop gain factors and integration time step using a fixed-step integration algorithm. Inverse solutions generated in this way are shown provide insight concerning issues of vehicle handling and manoeuvrability in a more direct fashion than is possible using conventional simulation methods

    Methods of system identification, parameter estimation and optimisation applied to problems of modelling and control in engineering and physiology

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    Mathematical and computer-based models provide the foundation of most methods of engineering design. They are recognised as being especially important in the development of integrated dynamic systems, such as “control-configured” aircraft or in complex robotics applications. These models usually involve combinations of linear or nonlinear ordinary differential equations or difference equations, partial differential equations and algebraic equations. In some cases models may be based on differential algebraic equations. Dynamic models are also important in many other fields of research, including physiology where the highly integrated nature of biological control systems is starting to be more fully understood. Although many models may be developed using physical, chemical, or biological principles in the initial stages, the use of experimentation is important for checking the significance of underlying assumptions or simplifications and also for estimating appropriate sets of parameters. This experimental approach to modelling is also of central importance in establishing the suitability, or otherwise, of a given model for an intended application – the so-called “model validation” problem. System identification, which is the broad term used to describe the processes of experimental modelling, is generally considered to be a mature field and classical methods of identification involve linear discrete-time models within a stochastic framework. The aspects of the research described in this thesis that relate to applications of identification, parameter estimation and optimisation techniques for model development and model validation mainly involve nonlinear continuous time models Experimentally-based models of this kind have been used very successfully in the course of the research described in this thesis very in two areas of physiological research and in a number of different engineering applications. In terms of optimisation problems, the design, experimental tuning and performance evaluation of nonlinear control systems has much in common with the use of optimisation techniques within the model development process and it is therefore helpful to consider these two areas together. The work described in the thesis is strongly applications oriented. Many similarities have been found in applying modelling and control techniques to problems arising in fields that appear very different. For example, the areas of neurophysiology, respiratory gas exchange processes, electro-optic sensor systems, helicopter flight-control, hydro-electric power generation and surface ship or underwater vehicles appear to have little in common. However, closer examination shows that they have many similarities in terms of the types of problem that are presented, both in modelling and in system design. In addition to nonlinear behaviour; most models of these systems involve significant uncertainties or require important simplifications if the model is to be used in a real-time application such as automatic control. One recurring theme, that is important both in the modelling work described and for control applications, is the additional insight that can be gained through the dual use of time-domain and frequency-domain information. One example of this is the importance of coherence information in establishing the existence of linear or nonlinear relationships between variables and this has proved to be valuable in the experimental investigation of neuromuscular systems and in the identification of helicopter models from flight test data. Frequency-domain techniques have also proved useful for the reduction of high-order multi-input multi-output models. Another important theme that has appeared both within the modelling applications and in research on nonlinear control system design methods, relates to the problems of optimisation in cases where the associated response surface has many local optima. Finding the global optimum in practical applications presents major difficulties and much emphasis has been placed on evolutionary methods of optimisation (both genetic algorithms and genetic programming) in providing usable methods for optimisation in design and in complex nonlinear modelling applications that do not involve real-time problems. Another topic, considered both in the context of system modelling and control, is parameter sensitivity analysis and it has been found that insight gained from sensitivity information can be of value not only in the development of system models (e.g. through investigation of model robustness and the design of appropriate test inputs), but also in feedback system design and in controller tuning. A technique has been developed based on sensitivity analysis for the semi-automatic tuning of cascade and feedback controllers for multi-input multi-output feedback control systems. This tuning technique has been applied successfully to several problems. Inverse systems also receive significant attention in the thesis. These systems have provided a basis for theoretical research in the control systems field over the past two decades and some significant applications have been reported, despite the inherent difficulties in the mathematical methods needed for the nonlinear case. Inverse simulation methods, developed initially by others for use in handling-qualities studies for fixed-wing aircraft and helicopters, are shown in the thesis to provide some important potential benefits in control applications compared with classical methods of inversion. New developments in terms of methodology are presented in terms of a novel sensitivity based approach to inverse simulation that has advantages in terms of numerical accuracy and a new search-based optimisation technique based on the Nelder-Mead algorithm that can handle inverse simulation problems involving hard nonlinearities. Engineering applications of inverse simulation are presented, some of which involve helicopter flight control applications while others are concerned with feed-forward controllers for ship steering systems. The methods of search-based optimisation show some important advantages over conventional gradient-based methods, especially in cases where saturation and other nonlinearities are significant. The final discussion section takes the form of a critical evaluation of results obtained using the chosen methods of system identification, parameter estimation and optimisation for the modelling and control applications considered. Areas of success are highlighted and situations are identified where currently available techniques have important limitations. The benefits of an inter-disciplinary and applications-oriented approach to problems of modelling and control are also discussed and the value in terms of cross-fertilisation of ideas resulting from involvement in a wide range of applications is emphasised. Areas for further research are discussed

    Some Issues in the Testing of Computer Simulation Models

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    The testing of simulation models has much in common with testing processes in other types of application involving software development. However, there are also important differences associated with the fact that simulation model testing involves two distinct aspects, which are known as verification and validation. Model validation is concerned with investigation of modelling errors and model limitations while verification involves checking that the simulation program is an accurate representation of the mathematical and logical structure of the underlying model. Success in model validation depends upon the availability of detailed information about all aspects of the system being modelled. It also may depend on the availability of high quality data from the system which can be used to compare its behaviour with that of the corresponding simulation model. Transparency, high standards of documentation and good management of simulation models and data sets are basic requirements in simulation model testing. Unlike most other areas of software testing, model validation often has subjective elements, with potentially important contributions from face- validation procedures in which experts give a subjective assessment of the fidelity of the model. Verification and validation processes are not simply applied once but must be used repeatedly throughout the model development process, with regressive testing principles being applied. Decisions about when a model is acceptable for the intended application inevitably involve some form of risk assessment. A case study concerned with the development and application of a simulation model of a hydro-turbine and electrical generator system is used to illustrate some of the issues arising in a typical control engineering application. Results from the case study suggest that it is important to bring together objective aspects of simulation model testing and the more subjective face- validation aspects in a coherent fashion. Suggestions are also made about the need for changes in approach in the teaching of simulation techniques to engineering students to give more emphasis to issues of model quality, testing and validation
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