• Title/Summary/Keyword: coloured noise

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DYNAMICAL MODEL OF A SINGLE-SPECIES SYSTEM IN A POLLUTED ENVIRONMENT

  • Samanta, G.P.;Maiti, Alakes
    • Journal of applied mathematics & informatics
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    • v.16 no.1_2
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    • pp.231-242
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    • 2004
  • The effect of toxicants on ecological systems is an important issue from mathematical and experimental points of view. Here we have studied dynamical model of a single-species population-toxicant system. Two cases are studied: constant exogeneous input of toxicant and rapidly fluctuating random exogeneous input of toxicant into the environment. The dynamical behaviour of the system is analyzed by using deterministic linearized technique, Lyapunov method and stochastic linearization on the assumption that exogeneous input of toxicant into the environment behaves like ‘Coloured noise’.

A Design of the IMM Filter for Improving Position Error of the INS / GPS Integrated System (INS/GPS 통합 항법 시스템의 위치 오차 개선을 위한 IMM 필터 설계)

  • Baek, Seung-jun
    • Journal of Advanced Navigation Technology
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    • v.23 no.3
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    • pp.221-227
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    • 2019
  • In this paper, interacting multiple model (IMM) filter was designed that guarantees a stable navigation performance even in the unstable satellite navigation position. In order to design IMM filter in INS / GPS integrated navigation system, sub filter of the IMM filter is defined as Kalman filter. In the IMM filter configuration, two subfilters are determined. Each Kalman filter defines the six-teenth state composed of position, velocity, attitude, and sensor error from the INS error equation and the states additionally derived in case of the coloured measurement noise. In order to verify the performance of the proposed filter, we compared the performance how the filter works in the presence of arbitrary error in GPS navigation solution. The Monte Carlo simulation was performed 100 times and the results were compared with the root mean square(RMS). The results show that the proposed method is stable against errors and show fast convergence.

Analysis on random vibration of a non-linear system in flying vehicle due to stochastic disturbances (불규칙 교란을 받는 비행체에 장착된 비선형 시스템의 난진동 해석)

  • 구제선
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.14 no.6
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    • pp.1426-1435
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    • 1990
  • Dynamic behaviour of point tracking system mounted on flying vehicle shaking in a random manner is investigated and the system dynamic is represented by nonlinear stochastic equations. 2-D.O.F. nonlinear stochastic equations are successfully transformed to linear stochastic equations via equivalent linearization procedure in stochastic sense. Newly developed hybrid technique is used to obtain response statistics of the system under non-white random excitation, which is proved to be remarkably accurate one by performing stochastic simulation.