Towards Efficient Maximum Likelihood Estimation of LPV-SS Models

How to efficiently identify multiple-input multiple-output (MIMO) linear parameter-varying (LPV) discrete-time state-space (SS) models with affine dependence on the scheduling variable still remains an open question, as identification methods proposed in the literature suffer heavily from the curse of dimensionality and/or depend on over-restrictive approximations of the measured signal behaviors. However, obtaining an SS model of the targeted system is crucial for many LPV control synthesis methods, as these synthesis tools are almost exclusively formulated for the aforementioned representation of the system dynamics. Therefore, in this paper, we tackle the problem by combining state-of-the-art LPV input-output (IO) identification methods with an LPV-IO to LPV-SS realization scheme and a maximum likelihood refinement step. The resulting modular LPV-SS identification approach achieves statical efficiency with a relatively low computational load. The method contains the following three steps: 1) estimation of the Markov coefficient sequence of the underlying system using correlation analysis or Bayesian impulse response estimation, then 2) LPV-SS realization of the estimated coefficients by using a basis reduced Ho-Kalman method, and 3) refinement of the LPV-SS model estimate from a maximum-likelihood point of view by a gradient-based or an expectation-maximization optimization methodology. The effectiveness of the full identification scheme is demonstrated by a Monte Carlo study where our proposed method is compared to existing schemes for identifying a MIMO LPV system

Financial correlations at ultra-high frequency: theoretical models and empirical estimation

A detailed analysis of correlation between stock returns at high frequency is compared with simple models of random walks. We focus in particular on the dependence of correlations on time scales - the so-called Epps effect. This provides a characterization of stochastic models of stock price returns which is appropriate at very high frequency.Comment: 22 pages, 8 figures, 1 table, version to appear in EPJ

Redundancy Analysis of the Railway Network of Hungary

Available alternative routes on which traffic can be rerouted in the case of disruptions are vital for transportation networks. Line sections with less traffic under normal operational conditions but with increased importance in the case of disruptions are identified in the railway network of Hungary by using a weighted directed graph. To describe the goodness of the individual alternative routes the so-called redundancy index is used. The results show that the structure of the network is good, but the lines with the highest redundancy (lines No. 80, 2, 4 and 77 according to the numbering of the national railway operator, M\'AV) are mostly single tracked and in many cases the line speed is low. The building of additional tracks and electrifying these lines while still maintaining the existing diesel locomotives for the case of disruptions of the electric support are the keys to make the performance of the rather dense railway network of Hungary sustainable.Comment: 8 pages, 4 figures. arXiv admin note: text overlap with arXiv:2005.1280

Simulating radiative shocks in nozzle shock tubes

We use the recently developed Center for Radiative Shock Hydrodynamics (CRASH) code to numerically simulate laser-driven radiative shock experiments. These shocks are launched by an ablated beryllium disk and are driven down xenon-filled plastic tubes. The simulations are initialized by the two-dimensional version of the Lagrangian Hyades code which is used to evaluate the laser energy deposition during the first 1.1ns. The later times are calculated with the CRASH code. This code solves for the multi-material hydrodynamics with separate electron and ion temperatures on an Eulerian block-adaptive-mesh and includes a multi-group flux-limited radiation diffusion and electron thermal heat conduction. The goal of the present paper is to demonstrate the capability to simulate radiative shocks of essentially three-dimensional experimental configurations, such as circular and elliptical nozzles. We show that the compound shock structure of the primary and wall shock is captured and verify that the shock properties are consistent with order-of-magnitude estimates. The produced synthetic radiographs can be used for comparison with future nozzle experiments at high-energy-density laser facilities.Comment: submitted to High Energy Density Physic

Revision of the Palaearctic and Oriental species of the genus Naarda (Lepidoptera: Erebidae, Hypeninae). Part 2. Description of ten new species from Asia

Descriptions of ten new Naarda species, N. octogesima sp. n. (Thailand), N. laoana sp. n. (Laos), N. mirabilis sp. n. (Vietnam), N. vicina sp. n. (Philippines), N. atrata sp. n. (Thailand), N. plumbea sp. n. (Nepal), N. furcatella sp. n. (Thailand, Indonesia, Cambodia), N. secreta sp. n. (Taiwan), N. huettleri sp. n. (Sri Lanka), N. palawana (Philippines, Indonesia) sp. n. are given. With 39 figures