IDENTIFICATION OF NONLINEAR VEHICLE DYNAMICS WITH UNOBSERVABLE INPUT

The realization problem and identification procedure of simple nonlinear vehicle dynamics are studied using the estimated spectrum and bispectrum of the output (vertical acceleration) process when the input excitation is (in real time) unobservable

On the frequency variogram and on frequency domain methods for the analysis of spatio-temporal data

LBK

On the patterns of the nonstationary datagram based fast communication processes

Nowadays expectations against modern communication services involve not just Quality of Service (QoS) enhancement for real-time applications but also increased transmission rate between the storing and processing of Big Data nodes. Transmission Control Protocol (TCP) has strict flow control of the data stream providing automatic adaptation to the path load of the process-to-process communication. User Datagram Protocol (UDP) based solutions are proposed to settle the communication efficiency. In this paper, we analyse the effect of three independent communication parameters on the efficiency of looped UDP communication: the size of the Maximum Transfer Unit (MTU), the bandwidth of the end-to-end session, and the segment size of the UDP protocol data unit. The usage of nonstationary multi-resolution methods helps to identify three characteristic patterns offering identification of the objective qualitative features of the looped datagram communication services

On the patterns of the nonstationary datagram based fast communication processes

Nowadays expectations against modern communication services involve not just Quality of Service (QoS) enhancement for real-time applications but also increased transmission rate between the storing and processing of Big Data nodes. Transmission Control Protocol (TCP) has strict flow control of the data stream providing automatic adaptation to the path load of the process-to-process communication. User Datagram Protocol (UDP) based solutions are proposed to settle the communication efficiency. In this paper, we analyse the effect of three independent communication parameters on the efficiency of looped UDP communication: the size of the Maximum Transfer Unit (MTU), the bandwidth of the end-to-end session, and the segment size of the UDP protocol data unit. The usage of nonstationary multi-resolution methods helps to identify three characteristic patterns offering identification of the objective qualitative features of the looped datagram communication services

Idősorok analízise és sztochasztikus fraktál modellek tanulmányozása alkalmazásokkal = Time series analysis and fractal models with applications

Frakcionális Ornstein-Uhlenbeck lepedő tulajdonságait vizsgáltuk abból a szempontból, hogy olyan modellt konstruáljunk, aminek spektruma az origó környezetében nem izotróp módon viselkedik. A Lévy-Flight-ok (közel stabilis Lévy-folyamtok) fontos szerepet játszanak a nem Gauss jelenségek vizsgálatában. Egzakt eredményeket bizonyítottunk a Lévy-Flight-ok aszimptotikus egész és tört rendű momentumaira, ezzel összefüggésben sikerült kimutatni ezek multi-fraktál tulajdonságát. A nemlineáris vektor értékű regresszió problémájával foglalkoztunk, amikor a megfigyelések hibája stacionárius eloszlású. Egzakt formulát adtunk meg a paraméter becslések aszimptotikus szórásmátrixára, és alkalmaztuk eredményünket valódi adatokra is. A magfüggvényes sűrűségfüggvény becslés aszimptotikus normalitását bizonyítottuk úgy, hogy a mezőt egyre nagyobb tartományon figyeljük meg, de közben megfigyelési helyeket is sűrítjük. Kiderül, hogy az aszimptotikus kovariancia függ a sávszélesség és az osztópontok távolságának arányától. | The Fractional Ornstein-Uhlenbeck sheet is investigated, non-isotropic stationary model is constructed and applied for real data. We showed that Lévy-Flights are fractals and proved asymptotical formulae for moments and cumulants.with integer and fractal order. Functional limit theorems are proved for a sequence of Galton-Watson processes with immigration, where the offspring mean tends to its critical value 1 under weak conditions for the variances of offspring and immigration processes. Int he limit theorems the norming factors depend on these variances. We proved the asymptotic normality of the kernel density estimates in 2D. The asymptotic covariance is shown to be dependent of the ratio of the window size and distance between point on the lattice. The nonlinear multiple regression with stationary errors is investigated. A clear formula is given for the asymptotic variance of the parameter estimator and it is applied for the identification of fitting models to real data

Power spectrum estimation of spherical random fields based on covariances

A Gaussian isotropic stochastic field on a 2D-sphere is characterized by either its covariance function or its angular spectrum. The object of this paper is the estimation of the spectrum in two steps. First we estimate the covariance function, secondly we approximate the series expansion of the covariance function with respect of Legendre polynomials. Simulations show that this method is fast and precise. Keywords: Angular correlation, angular spectrum, isotropic fields on sphere, estimation of correlatio