• 제목/요약/키워드: Discrete observations

검색결과 51건 처리시간 0.029초

Algorithms of the Parametric Adaptation of Models of Complex Systems by Discrete Observations

  • Radjabov, Bakhtiyor;Khidirova, Charos
    • Journal of Multimedia Information System
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    • 제4권4호
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    • pp.317-320
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    • 2017
  • This paper examines approaches to the development of algorithms of parametric identification of models of complex systems from discrete observations. A modification of a known algorithm Kaczmarz which is designed for closed systems with perturbations, based on the methods of random search and investigates their statistical properties.

A Note on Estimation Under Discrete Time Observations in the Simple Stochastic Epidemic Model

  • Oh, Chang-Hyuck
    • Journal of the Korean Statistical Society
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    • 제22권1호
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    • pp.133-138
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    • 1993
  • We consider two estimators of the infection rate in the simple stochastic epidemic model. It is shown that the maximum likelihood estimator of teh infection rate under the discrete time observation does not have the moment of any positive order. Some properties of the Choi-Severo estimator, an approximation to the maximum likelihood estimator, are also investigated.

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Far ultraviolet observations of diffuse, monoenergetic, and broadband auroras

  • 이준찬;민경욱;이지나
    • 천문학회보
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    • 제37권2호
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    • pp.134.2-134.2
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    • 2012
  • Discrete auroras, with unique shapes embedded in diffuse auroras, are generally associated with precipitating electrons that originate from the plasma sheet and are accelerated on the way as they travel to polar regions along the field lines. Two acceleration mechanisms have been proposed: quasi-static electric fields and dispersive Alfven waves, which are believed to yield monoenergetic peaks and broadband features in the particle spectra, respectively. Hence, it should be interesting to see how the two different mechanisms, through their characteristic spectra of the accelerated electrons, produce distinct auroral images and spectra, especially in the far ultraviolet (FUV) wavelengths as the long and short Lyman-Birge-Hopfield (LBH) bands exist as well as the strong absorption band of molecular oxygen in the FUV band. In fact, we have previously shown, using the simultaneous observations of precipitating electrons and the corresponding FUV spectra, that the discrete auroras associated with inverted-V events have a stronger relative intensity of the long LBH to the short LBH compared to diffuse auroras, especially when the peak energy is above a few keV. In this paper, we would like to focus on the differences in the FUV images and spectra between the two discrete auroras of the monoenergetic and broadband cases, again based on the study using the dataset of simultaneous observations of particles and FUV spectral images.

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Variable Structure Control for Discrete-time Nonlinear Systems

  • Han, So-Hee;Cho, Byung-Sun;Park, Kang-Bak
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2003년도 ICCAS
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    • pp.1414-1417
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    • 2003
  • In this paper, sliding mode controller for discrete-time nonlinear systems with uncertainties and disturbances are proposed. The concept of time-delay control (TDC) which consists of estimating the uncertain dynamics of the system through past observations of the system response is used. The proposed controller guarantees that the closed-loop system states are globally uniformly ultimately bounded (GUUB). It is also shown that the closed-loop system states are globally uniformly asymptotically stable (GUAS) if uncertainties are constant.

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시각 신경계 개념을 이용한 이산적인 도트 자극으로부터 가상선 인식 (The Perception of Virtual lines from Discrete Dot Stimuli Using Optical Neural Field)

  • 정은화;김욱현
    • 전자공학회논문지B
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    • 제33B권11호
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    • pp.150-158
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    • 1996
  • Physiological observations reported and the perceptual phenomena that some simple arrays of discrete dots are perceived as a continuous curve, and others are perceived as an angular contour or as consisting of separate goups of dots. The perception of continuous curves versus discondinuous angles is mainly determined by the relative orientations of the dots, i.e., by the angles between sucessive virtual lines, whereas the length of the virtual lines gives little influence. It is important that the perception of dot stimuli is presented by vitual lines between dots in visual information processing. In this paper, on the basis of these facts of physiological observations, some experimental results on the perception of visual lines form dot stimuli are shown. Triples of the dots used in the experiment are similar to those of smith & Vos' physiological experiments.

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불완전 시계열 데이터를 위한 이산 HMM 학습 알고리듬 (Discrete HMM Training Algorithm for Incomplete Time Series Data)

  • 신봉기
    • 한국멀티미디어학회논문지
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    • 제19권1호
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    • pp.22-29
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    • 2016
  • Hidden Markov Model is one of the most successful and popular tools for modeling real world sequential data. Real world signals come in a variety of shapes and variabilities, among which temporal and spectral ones are the prime targets that the HMM aims at. A new problem that is gaining increasing attention is characterizing missing observations in incomplete data sequences. They are incomplete in that there are holes or omitted measurements. The standard HMM algorithms have been developed for complete data with a measurements at each regular point in time. This paper presents a modified algorithm for a discrete HMM that allows substantial amount of omissions in the input sequence. Basically it is a variant of Baum-Welch which explicitly considers the case of isolated or a number of omissions in succession. The algorithm has been tested on online handwriting samples expressed in direction codes. An extensive set of experiments show that the HMM so modeled are highly flexible showing a consistent and robust performance regardless of the amount of omissions.

Modeling concrete fracturing using a hybrid finite-discrete element method

  • Elmo, Davide;Mitelman, Amichai
    • Computers and Concrete
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    • 제27권4호
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    • pp.297-304
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    • 2021
  • The hybrid Finite-Discrete Element (FDEM) approach combines aspects of both finite elements and discrete elements with fracture mechanics principles, and therefore it is well suited for realistic simulation of quasi-brittle materials. Notwithstanding, in the literature its application for the analysis of concrete is rather limited. In this paper, the proprietary FDEM code ELFEN is used to model concrete specimens under uniaxial compression and indirect tension (Brazilian tests) of different sizes. The results show that phenomena such as size effect and influence of strain-rate are captured using this modeling technique. In addition, a preliminary model of a slab subjected to dynamic shear punching due to progressive collapse is presented. The resulting fracturing pattern of the impacted slab is similar to observations from actual collapse.

박막구조에 따른 초전도전원장치의 동작특성 해석 (Analysis of the Operational Characteristics of Superconducting Power supply Considering the structure of the Sheets)

  • 김호민;윤용수;안민철;고태국;한태수;오상수
    • 대한전기학회논문지:전기기기및에너지변환시스템부문B
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    • 제50권4호
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    • pp.164-169
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    • 2001
  • This paper deals with comparison of characteristics of continuous-sheet type low-Tc superconducting (LTS) power supply and discrete-sheet type LTS power supply. These characteristics have been analyzed through experiments. These power supplies consist of two exciters, a rotor, a stator, and a LTS load. A continuous-sheet type has a single continuous niobium (Nb) sheet attached to the inner surface of on the stator. In the case of discrete-sheet type, four separated Nb sheets are used. this experiment is using 1.81 mH LTS magnet load and maximum 30 A dc exciter current. A discrete-sheet type is expected to produce much better pumping rate than a continuous-sheet type. The experimental observations have been compared with the theoretical predictions. In this experiment, the maximum pumping-current has reached about 926 A.

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A Finite Memory Filter for Discrete-Time Stochastic Linear Delay Systems

  • Song, Il Young;Song, Jin Mo;Jeong, Woong Ji;Gong, Myoung Sool
    • 센서학회지
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    • 제28권4호
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    • pp.216-220
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    • 2019
  • In this paper, we propose a finite memory filter (estimator) for discrete-time stochastic linear systems with delays in state and measurement. A novel filtering algorithm is designed based on finite memory strategies, to achieve high estimation accuracy and stability under parametric uncertainties. The new finite memory filter uses a set of recent observations with appropriately chosen initial horizon conditions. The key contribution is the derivation of Lyapunov-like equations for finite memory mean and covariance of system state with an arbitrary number of time delays. A numerical example demonstrates that the proposed algorithm is more robust and accurate than the Kalman filter against dynamic model uncertainties.

Outlier Detection Based on Discrete Wavelet Transform with Application to Saudi Stock Market Closed Price Series

  • RASHEDI, Khudhayr A.;ISMAIL, Mohd T.;WADI, S. Al;SERROUKH, Abdeslam
    • The Journal of Asian Finance, Economics and Business
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    • 제7권12호
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    • pp.1-10
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    • 2020
  • This study investigates the problem of outlier detection based on discrete wavelet transform in the context of time series data where the identification and treatment of outliers constitute an important component. An outlier is defined as a data point that deviates so much from the rest of observations within a data sample. In this work we focus on the application of the traditional method suggested by Tukey (1977) for detecting outliers in the closed price series of the Saudi Arabia stock market (Tadawul) between Oct. 2011 and Dec. 2019. The method is applied to the details obtained from the MODWT (Maximal-Overlap Discrete Wavelet Transform) of the original series. The result show that the suggested methodology was successful in detecting all of the outliers in the series. The findings of this study suggest that we can model and forecast the volatility of returns from the reconstructed series without outliers using GARCH models. The estimated GARCH volatility model was compared to other asymmetric GARCH models using standard forecast error metrics. It is found that the performance of the standard GARCH model were as good as that of the gjrGARCH model over the out-of-sample forecasts for returns among other GARCH specifications.