On the Wiener disorder problem

In the Wiener disorder problem, the drift of a Wiener process changes suddenly at some unknown and unobservable disorder time. The objective is to detect this change as quickly as possible after it happens. Earlier work on the Bayesian formulation of this problem brings optimal (or asymptotically optimal) detection rules assuming that the prior distribution of the change time is given at time zero, and additional information is received by observing the Wiener process only. Here, we consider a different information structure where possible causes of this disorder are observed. More precisely, we assume that we also observe an arrival/counting process representing external shocks. The disorder happens because of these shocks, and the change time coincides with one of the arrival times. Such a formulation arises, for example, from detecting a change in financial data caused by major financial events, or detecting damages in structures caused by earthquakes. In this paper, we formulate the problem in a Bayesian framework assuming that those observable shocks form a Poisson process. We present an optimal detection rule that minimizes a linear Bayes risk, which includes the expected detection delay and the probability of early false alarms. We also give the solution of the ``variational formulation'' where the objective is to minimize the detection delay over all stopping rules for which the false alarm probability does not exceed a given constant.Comment: Published in at http://dx.doi.org/10.1214/09-AAP655 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Multisource Bayesian sequential change detection

Suppose that local characteristics of several independent compound Poisson and Wiener processes change suddenly and simultaneously at some unobservable disorder time. The problem is to detect the disorder time as quickly as possible after it happens and minimize the rate of false alarms at the same time. These problems arise, for example, from managing product quality in manufacturing systems and preventing the spread of infectious diseases. The promptness and accuracy of detection rules improve greatly if multiple independent information sources are available. Earlier work on sequential change detection in continuous time does not provide optimal rules for situations in which several marked count data and continuously changing signals are simultaneously observable. In this paper, optimal Bayesian sequential detection rules are developed for such problems when the marked count data is in the form of independent compound Poisson processes, and the continuously changing signals form a multi-dimensional Wiener process. An auxiliary optimal stopping problem for a jump-diffusion process is solved by transforming it first into a sequence of optimal stopping problems for a pure diffusion by means of a jump operator. This method is new and can be very useful in other applications as well, because it allows the use of the powerful optimal stopping theory for diffusions.Comment: Published in at http://dx.doi.org/10.1214/07-AAP463 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Application of Self Tuning Fuzzy Logic Control to Full Railway Vehicle Model

AbstractThis paper presents the dynamic modeling and intelligent control of the full railway vehicle against the railway irregularities. In order to safe and comfortable transportation of passengers, vibration analysis and control studies are investigated by using Matlab–Simulink software. The 54 degrees of freedom railway vehicle model is used for analysis. The controllers are placed between the car body and bogies. For reducing the car body vibrations caused by a lateral and two vertical sinusoidal track irregularities, fuzzy logic and self-tuning fuzzy logic control schemes are applied to railway vehicle. The fuzzy logic based algorithms herein are used for realizing the active control of car body vibrations. The simulations of vibration analysis are obtained in time and frequency domains and compared with uncontrolled case. A good vibration reduction performance is achieved by using applied control algorithms

The Design And Analysis Of Piezoelectric Gripper

Tez (Yüksek Lisans) -- İstanbul Teknik Üniversitesi, Fen Bilimleri Enstitüsü, 1998Thesis (M.Sc.) -- İstanbul Technical University, Institute of Science and Technology, 1998Sonlu eleman metodu mühendislik problemlerinin birçoğunun nümerik olarak çözümlerinde önemli yer almaktadır. Bilgisayar teknolojisindeki ve bilgisayarla dizayn sistemlerindeki gelişmeler, karmaşık problemlerin bile kolayca modellenip çözülebilmesini sağlamaktadır. Örnek model üretilmeden önce, bilgisayar üzerinde değişik konfıgürasyonların denenerek en uygun modelin dizaynı gerçekleştirilir. Model sonlu eleman kurallarına göre küçük parçalara ayrılarak değişik yükleme durumları uygulanır. Elde edilen denklemler çözülerek gerçek durumdakine yakın sonuçlara ulaşılabilmesi sağlanır.Birleşik alan analizi bir sonlu eleman analiz yöntemidir. Bu yöntemde iki değişik fiziksel niceliğin etkileşimi İncelenmektedir. Örnek olarak bizim de bu çalışmada ele aldığımız piezoelektrik analizde; elektrik alan ile yapısal değişikliğin arasındaki etkileşim ele alınmaktadır. Termal-gerilme analizi, termal-elektrik analizi ve basınç-yapısal analiz gibi birçok örnek de bu analizin içindedir.Piezoelektrik malzeme birim çift kutupların dizilmesiyle ortaya çıkan bir malzemedir. Bu malzemenin uçlarına bir voltaj uygulandığında uçlardaki yük yoğunluğu değişecektir. Yük yoğunluğundaki bu değişiklik uygulanan voltajın yönünde malzemenin boyutlarında bir değişikliğin ortaya çıkmasına sebep olur.Piezoelektrik malzemenin bu özelliğinden faydalanarak geliştirdiğimiz tutucuyu analiz etmek için ANSYS analiz programından faydalandık. ANSYS’de piezoelektrik analiz için gerekli bilgiler ayrıntılı olarak tezin bölümlerinde ele alınmıştır.Sonuç bölümünde ANSYS’de analiz ederek bulduğumuz sonuçlarla, benzer şekilde dizaynlar üzerinde yapılmış çalışmalardan elde edilen sonuçlar karşılaştırılmıştır ve tutucunun kullanılabileceği sahalar belirtilmiştir.The smart structures field has grown rapidly over the last few years. One factor enabling this growth has been the development of small actuators based on smart materials such as piezoelectrics and shape memory alloys. Piezoelectric actuators are currently more widely used for smart structure applications because they are small, have low-power requirements, and respond quickly. However, commonly used piezoelectric actuators produce either high force coupled with small deflections (stacks) or large deflections coupled with low force (bimorphs). For piezoelectric actuation, this leaves a gap in force-deflection capabilities in which many smart structures applications operate.There exists an ongoing need in the area of robotics and prosthetics for light fast compact actuators. A review of current actuation systems such as electrical, hydraulic, and pneumatic systems that are commonly used for robotic and effectors reveals that these systems are too bulky, too heavy, too slow or too complex for use in lightweight anthropomorphic end effectors and prosthetic devices. Trimmer, defines a device in the range of 2 cm or smaller to be a microactuator. Many microactuator designs exist based upon shape memory alloy materials, electromagnetic materials, magnetic materials, electrostatic materials and piezoelectric materials. These devices were not applicable to the artificial hand problem because either they could not be combined to form a macroactuator, they were too slow or the additional equipment required to power the microactuator was too bulky or heavy. It became clear that the final microactuator would need to have a geometry that allowed it to be combined and also be capable of a direct electrical to mechanical energy conversion. Barium titanate and many other ceramic materials exhibit what is called the piezoelectric effect, illustrated schmetically in Figure 1. Let us consider a sample of a ferroelectric ceramic material which has a resultant dipole moment due to alignment of many small unit dipoles as indicated in Figure 1-a. In this material there will be an excess of positive charge at one and negative charge at the other end in the direction of the polarization. Now let us consider the sample when compressive stresses are applied, as shown in Figure 1-b. the compressive stresses reduce the length of the sample between the applied stresses and thus reduce the distance between the unit dipoles, which in turn reduces the overall dipole moment per unit volume of the material. The change in dipole moment of the material changes the charge density at the ends of the sample and thus changes the voltage difference between the ends of the sample if they are insulated from each other.Yüksek LisansM.Sc

Investigation of mechanical behaviours of the titanium alloys after welding process

“Titanyum Alaşımlarının Kaynak Sonrası Mekanik Özelliklerinin İncelenmesi” isimli tez çalışmasında Grade 2 olarak da adlandırılan saf titanyum ile Ti6Al4V formülüne sahip titanyum alaşımı olan Grade 5, elektrik nokta direnç kaynağı ile farklı kaynak parametrelerinde kaynaklanmış ve buna bağlı kaynaklı parçaların mekanik davranışları karşılaştırılmıştır. Elektrik nokta direnç kaynağında elektrodlardan geçen akım, elektroların iş parçasıyla temasını sağlayan kuvvet, kaynak zamanı gibi parametreler en temel önemli faktörlerdir. Bu faktörlerin birbirleri ile kombinasyonları ve uygulanma miktarları kaynak kalitesini belirler. Kaynağın kalitesi birleştirilecek parçaların mekanik dayanımına doğrudan etki eder. İlgili kaynak parametrelerin saf titanyum ve titanyum alaşımlarının üzerinde dayanım ve sertlik özellikleri incelenerek uygun kaynak parametrelerinin belirlenmesi hedeflenmiştir.In this thesis which is called ‘Investigation Of Mechanical Behaviours Of The Titanium Alloys After Welding Process’, electric resistance welding is done in different welding parametres of pure titanium Grade 2 and Grade 5 titanium alloy which has chemical formula ‘Ti6Al4V’ and compared the mechanical behaviours of the welded components. The current passin through the electrodes, the force that causes the electrons to touch the workpiece, and the welding time are the most important factors. The combination of these factors with each other and the amount of application determine the quality of the welding. The quality of the welding, directly affects the mechanical strength of the parts to be joined. It is aimed to determine the proper welding parameters by studying the strength and hardness properties of the relevant welding parameters on pure and alloyed titanium

On the Wiener disorder problem

In the Wiener disorder problem, the drift of a Wiener process changes suddenly at some unknown and unobservable disorder time. The objective is to detect this change as quickly as possible after it happens. Earlier work on the Bayesian formulation of this problem brings optimal (or asymptotically optimal) detection rules assuming that the prior distribution of the change time is given at time zero, and additional information is received by observing the Wiener process only. Here, we consider a dierent information structure where possible causes of this disorder are observed. More precisely, we assume that we also observe an arrival/counting process representing external shocks. The disorder happens because of these shocks, and the change time coincides with one of the arrival times. Such a formulation arises, for example, from detecting a change in nancial data caused by major nancial events, or detecting damages in structures caused by earthquakes. In this paper, we formulate the problem in a Bayesian framework assuming that those observable shocks form a Poisson process. We present an optimal detection rule that minimizes a linear Bayes risk, which includes the expected detection delay and the probability of early false alarms. We also give the solution of the "variational formulation" where the objective is to minimize the detection delay over all stopping rules for which the false alarm probability does not exceed a given constant