Search results for: Error monitoring andprocessing system

Authors: Anuar Mohd Salleh, Mohd Effendi Daud

Abstract:

This study presents a kinematic positioning approach that uses a global positioning system (GPS) buoy for precise ocean surface monitoring. The GPS buoy data from the two experiments are processed using an accurate, medium-range differential kinematic technique. In each case, the data from a nearby coastal site are collected at a high rate (1 Hz) for more than 24 hours, and measurements are conducted in neighboring tidal stations to verify the estimated sea surface heights. The GPS buoy kinematic coordinates are estimated using epoch-wise pre-elimination and a backward substitution algorithm. Test results show that centimeterlevel accuracy can be successfully achieved in determining sea surface height using the proposed technique. The centimeter-level agreement between the two methods also suggests the possibility of using this inexpensive and more flexible GPS buoy equipment to enhance (or even replace) current tidal gauge stations.

Keywords: Global positioning system, kinematic GPS, sea surface height, GPS buoy, tide gauge.

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Authors: Derjew Ayele Ejigu, Houde Song, Xiaojing Liu

Abstract:

This work presents the particle swarm optimization trained neural network (PSO-NN) supervisory proportional integral derivative (PID) control method to monitor the pressurized water reactor (PWR) core power for safe operation. The proposed control approach is implemented on the transfer function of the PWR core, which is computed from the state-space model. The PWR core state-space model is designed from the neutronics, thermal-hydraulics, and reactivity models using perturbation around the equilibrium value. The proposed control approach computes the control rod speed to maneuver the core power to track the reference in a closed-loop scheme. The particle swarm optimization (PSO) algorithm is used to train the neural network (NN) and to tune the PID simultaneously. The controller performance is examined using integral absolute error, integral time absolute error, integral square error, and integral time square error functions, and the stability of the system is analyzed by using the Bode diagram. The simulation results indicated that the controller shows satisfactory performance to control and track the load power effectively and smoothly as compared to the PSO-PID control technique. This study will give benefit to design a supervisory controller for nuclear engineering research fields for control application.

Keywords: machine learning, neural network, pressurized water reactor, supervisory controller

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Authors: I. Yakubu, Y. Y. Ziggah, E. A. Gyamera

Abstract:

The Global Navigation Satellite System (GNSS) started with the launch of the United State Department of Defense Global Positioning System (GPS). GNSS systems has grown over the years to include: GLONASS (Russia); Galileo (European Union); BeiDou (China). Any GNSS architecture consists of three major segments: Space, Control and User Segments. Errors such as; multipath, ionospheric and tropospheric effects, satellite clocks, receiver noise and orbit errors (relativity effect) have significant effects on GNSS positioning. To obtain centimeter level accuracy, the impacts of the relative motion of the satellites and earth need to be taken into account. This paper discusses the relevance of the theory of relativity as a source of error for GNSS receivers for position fix based on available relevant literature. Review of relevant literature reveals that due to relativity; Time dilation, Gravitational frequency shift and Sagnac effect cause significant influence on the use of GNSS receivers for positioning by an error range of ± 2.5 m based on pseudo-range computation.

Keywords: GNSS, relativistic effects, pseudo-range, accuracy.

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Authors: Andrey V. Timofeev, Dmitry V. Egorov

Abstract:

The practical efficient approach is suggested for estimation of the seismoacoustic sources energy in C-OTDR monitoring systems. This approach is represents the sequential plan for confidence estimation both the seismoacoustic sources energy, as well the absorption coefficient of the soil. The sequential plan delivers the non-asymptotic guaranteed accuracy of obtained estimates in the form of non-asymptotic confidence regions with prescribed sizes. These confidence regions are valid for a finite sample size when the distributions of the observations are unknown. Thus, suggested estimates are non-asymptotic and nonparametric, and also these estimates guarantee the prescribed estimation accuracy in form of prior prescribed size of confidence regions, and prescribed confidence coefficient value.

Keywords: C-OTDR-system, guaranteed estimates, nonparametric estimation, sequential confidence estimation, multichannel monitoring systems.

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Authors: Nunziata Ivana Guarneri, Arcangelo Bruna, Giuseppe Spampinato, Antonio Buemi

Abstract:

In the last decade, automotive companies have invested a lot in terms of innovation about many aspects regarding the automatic driver assistance systems. One innovation regards the usage of a smart camera placed on the car’s side mirror for monitoring the back and lateral road situation. A common road scenario is the overtaking of the preceding car and, in this case, a brief distraction or a loss of concentration can lead the driver to undertake this action, even if there is an already overtaking vehicle, leading to serious accidents. A valid support for a secure drive can be a smart camera system, which is able to automatically analyze the road scenario and consequentially to warn the driver when another vehicle is overtaking. This paper describes a method for monitoring the side view of a vehicle by using camera optical flow motion vectors. The proposed solution detects the presence of incoming vehicles, assesses their distance from the host car, and warns the driver through different levels of alert according to the estimated distance. Due to the low complexity and computational cost, the proposed system ensures real time performances.

Keywords: Camera calibration, ego motion, kalman filters, object tracking, real time systems.

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Authors: F. Kovács, K. Kádár, G. Hosszú, Á. T. Balogh, T. Zsedrovits, N. Kersner, A. Nagy, Gy. Jeney

Abstract:

The paper presents a novel screening method to indicate congenital heart diseases (CHD), which otherwise could remain undetected because of their low level. Therefore, not belonging to the high-risk population, the pregnancies are not subject to the regular fetal monitoring with ultrasound echocardiography. Based on the fact that CHD is a morphological defect of the heart causing turbulent blood flow, the turbulence appears as a murmur, which can be detected by fetal phonocardiography (fPCG). The proposed method applies measurements on the maternal abdomen and from the recorded sound signal a sophisticated processing determines the fetal heart murmur. The paper describes the problems and the additional advantages of the fPCG method including the possibility of measurements at home and its combination with the prescribed regular cardiotocographic (CTG) monitoring. The proposed screening process implemented on a telemedicine system provides an enhanced safety against hidden cardiac diseases.

Keywords: Cardiac murmurs, fetal phonocardiography, screening of CHDs, telemedicine system.

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Authors: Andrey V. Timofeev

Abstract:

An adaptive nonparametric method is proposed for stable real-time detection of seismoacoustic sources in multichannel C-OTDR systems with a significant number of channels. This method guarantees given upper boundaries for probabilities of Type I and Type II errors. Properties of the proposed method are rigorously proved. The results of practical applications of the proposed method in a real C-OTDR-system are presented in this report.

Keywords: Adaptive detection, change point, interval estimation, guaranteed detection, multichannel monitoring systems.

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Authors: Muhammad Aqil, Ichiro Kita, Akira Yano, Nishiyama Soichi

Abstract:

This paper presents an alternate approach that uses artificial neural network to simulate the flood level dynamics in a river basin. The algorithm was developed in a decision support system environment in order to enable users to process the data. The decision support system is found to be useful due to its interactive nature, flexibility in approach and evolving graphical feature and can be adopted for any similar situation to predict the flood level. The main data processing includes the gauging station selection, input generation, lead-time selection/generation, and length of prediction. This program enables users to process the flood level data, to train/test the model using various inputs and to visualize results. The program code consists of a set of files, which can as well be modified to match other purposes. This program may also serve as a tool for real-time flood monitoring and process control. The running results indicate that the decision support system applied to the flood level seems to have reached encouraging results for the river basin under examination. The comparison of the model predictions with the observed data was satisfactory, where the model is able to forecast the flood level up to 5 hours in advance with reasonable prediction accuracy. Finally, this program may also serve as a tool for real-time flood monitoring and process control.

Keywords: Decision Support System, Neural Network, Flood Level

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Authors: Integral square error, Least-squares, Markovparameters, Moment matching, Order reduction.

Abstract:

The concept of order reduction by least-squares moment matching and generalised least-squares methods has been extended about a general point ?a?, to obtain the reduced order models for linear, time-invariant dynamic systems. Some heuristic criteria have been employed for selecting the linear shift point ?a?, based upon the means (arithmetic, harmonic and geometric) of real parts of the poles of high order system. It is shown that the resultant model depends critically on the choice of linear shift point ?a?. The validity of the criteria is illustrated by solving a numerical example and the results are compared with the other existing techniques.

Keywords: Integral square error, Least-squares, Markovparameters, Moment matching, Order reduction.

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Authors: Hussam Elias, Ninovic Perez, Holger Hirsch

Abstract:

With ever-increasing use of equipment, device or more generally any electrical or electronic system, the chance of Electromagnetic incompatibility incidents has considerably increased which demands more attention to ensure the possible risks of these technologies. Therefore, complying with certain Electromagnetic compatibility (EMC) rules and not overtaking an acceptable level of radiated emissions are utmost importance for the diffusion of electronic products. In this paper, developed measure tool and a convolutional neural network were used to propose a method to reduce the required time to carry out the final measurement phase of Electromagnetic interference (EMI) measurement according to the norm EN 55032 by predicting the radiated emission and determining the height of the antenna that meets the maximum radiation value.

Keywords: Antenna height, Convolutional Neural Network, Electromagnetic Compatibility, Mean Absolute Error, position error.

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Authors: Kleanthis Prekas, Maria Rangoussi, Savvas Vassiliadis, George Prekas

Abstract:

Intelligent tutoring systems constitute an evolution of computer-aided educational software. We present here the modules of an intelligent tutoring system for Automatic Control, developed in our department. Through the software application developed,students can perform complete automatic control laboratory experiments, either over the departmental local area network or over the Internet. Monitoring of access to the system (local as well as international), along with student performance statistics, has yielded strongly encouraging results (as of fall 2004), despite the advanced technical content of the presented paradigm, thus showing the potential of the system developed for education and for training.

Keywords: Automatic control, tutoring system, Internet access, laboratory experiments.

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Authors: A. A. Hossam-Eldin, E. N. Abdallah, M. S. El-Nozahy

Abstract:

Power system state estimation is the process of calculating a reliable estimate of the power system state vector composed of bus voltages' angles and magnitudes from telemetered measurements on the system. This estimate of the state vector provides the description of the system necessary for the operation and security monitoring. Many methods are described in the literature for solving the state estimation problem, the most important of which are the classical weighted least squares method and the nondeterministic genetic based method; however both showed drawbacks. In this paper a modified version of the genetic algorithm power system state estimation is introduced, Sensitivity of the proposed algorithm to genetic operators is discussed, the algorithm is applied to case studies and finally it is compared with the classical weighted least squares method formulation.

Keywords: Genetic algorithms, ill-conditioning, state estimation, weighted least squares.

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Authors: Sheng-Shih Wang, Wei-Ting Wang

Abstract:

This paper designs an intelligent guidance system, based on wireless sensor networks, for efficient parking in parking lots. The proposed system consists of a parking space allocation subsystem, a parking space monitoring subsystem, a driving guidance subsystem, and a vehicle detection subsystem. In the system, we propose a novel and effective virtual coordinate system for sensing and displaying devices to determine the proper vacant parking space and provide the precise guidance to the driver. This study constructs a ZigBee-based wireless sensor network on Arduino platform and implements the prototype of the proposed system using Arduino-based complements. Experimental results confirm that the proposed prototype can not only work well, but also provide drivers the correct parking information.

Keywords: Arduino, Parking guidance, Wireless sensor network, ZigBee.

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Authors: Il Dong Kim, Jin Rak Lee, Young Jun Ko, Young Taek Jin

Abstract:

An on-line condition monitoring method for transmission line is proposed using electrical circuit theory and IT technology in this paper. It is reasonable that the circuit parameters such as resistance (R), inductance (L), conductance (g) and capacitance (C) of a transmission line expose the electrical conditions and physical state of the line. Those parameters can be calculated from the linear equation composed of voltages and currents measured by synchro-phasor measurement technique at both end of the line. A set of linear voltage drop equations containing four terminal constants (A, B ,C ,D ) are mathematical models of the transmission line circuits. At least two sets of those linear equations are established from different operation condition of the line, they may mathematically yield those circuit parameters of the line. The conditions of line connectivity including state of connecting parts or contacting parts of the switching device may be monitored by resistance variations during operation. The insulation conditions of the line can be monitored by conductance (g) and capacitance(C) measurements. Together with other condition monitoring devices such as partial discharge, sensors and visual sensing device etc.,they may give useful information to monitor out any incipient symptoms of faults. The prototype of hardware system has been developed and tested through laboratory level simulated transmission lines. The test has shown enough evident to put the proposed method to practical uses.

Keywords: Transmission Line, Condition Monitoring, Circuit Parameters, Synchro- phasor Measurement.

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Authors: Ahmet Turer

Abstract:

Middle-gate is located in Hasankeyf, Batman dating back to 1800 BC and is one of the important historical structures in Turkey. The ancient structure has suffered major structural cracks due to aging as well as lateral pressure of a cracked rock which is predicted to be about 100 tons. The existing support system was found to be inadequate to support the load especially after a recent rock fall in the close vicinity. Concerns were increased since the existing support system that is integral with a damaged and cracked gate wall needed to be replaced by a new support system. The replacement process must be carefully monitored by crackmeters and control mechanisms should be integrated to prevent cracks to expand while the same crack width needs to be maintained after the operation. The control system and actions taken during the intervention are explained in this paper.

Keywords: structural control, crack width, replacement, support

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Authors: J.S.C. Prentice

Abstract:

The RK5GL3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on a combination of a fifth-order Runge-Kutta method and 3-point Gauss-Legendre quadrature. In this paper we describe an effective local error control algorithm for RK5GL3, which uses local extrapolation with an eighth-order Runge-Kutta method in tandem with RK5GL3, and a Hermite interpolating polynomial for solution estimation at the Gauss-Legendre quadrature nodes.

Keywords: RK5GL3, RKrGLm, Runge-Kutta, Gauss-Legendre, Hermite interpolating polynomial, initial value problem, local error.

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Authors: Qiang Niu, Linzhang Lu

Abstract:

Restarted GMRES methods augmented with approximate eigenvectors are widely used for solving large sparse linear systems. Recently a new scheme of augmenting with error approximations is proposed. The main aim of this paper is to develop a restarted GMRES method augmented with the combination of harmonic Ritz vectors and error approximations. We demonstrate that the resulted combination method can gain the advantages of two approaches: (i) effectively deflate the small eigenvalues in magnitude that may hamper the convergence of the method and (ii) partially recover the global optimality lost due to restarting. The effectiveness and efficiency of the new method are demonstrated through various numerical examples.

Keywords: Arnoldi process, GMRES, Krylov subspace, systems of linear equations.

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Authors: Kavita Khairnar, Shikha Nema

Abstract:

DS-CDMA system is well known wireless technology. This system suffers from MAI (Multiple Access Interference) caused by Direct Sequence users. Multi-User Detection schemes were introduced to detect the users- data in presence of MAI. This paper focuses on linear multi-user detection schemes used for data demodulation. Simulation results depict the performance of three detectors viz-conventional detector, Decorrelating detector and Subspace MMSE (Minimum Mean Square Error) detector. It is seen that the performance of these detectors depends on the number of paths and the length of Gold code used.

Keywords: Cross Correlation Matrix, MAI, Multi-UserDetection, Multipath Effect.

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Authors: J. H. Park, T. H. Lee, S. M. Lee, H. Y. Jung

Abstract:

In this paper, a generalized synchronization scheme, which is called function synchronization, for chaotic systems is studied. Based on Lyapunov method and active control method, we design the synchronization controller for the system such that the error dynamics between master and slave chaotic systems is asymptotically stable. For verification of our theory, computer and circuit simulations for a specific chaotic system is conducted.

Keywords: Chaotic systems, synchronization, Lyapunov method, simulation.

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Authors: Nasrin Farajiparvar

Abstract:

In the present article, a new method has been developed to enhance the application of equipment monitoring, which in turn results in improving condition-based maintenance economic impact in an automobile parts manufacturing factory. This study also describes how an effective software with a simple database can be utilized to achieve cost-effective improvements in maintenance performance. The most important results of this project are indicated here: 1. 63% reduction in direct and indirect maintenance costs. 2. Creating a proper database to analyse failures. 3. Creating a method to control system performance and develop it to similar systems. 4. Designing a software to analyse database and consequently create technical knowledge to face unusual condition of the system. Moreover, the results of this study have shown that the concept and philosophy of maintenance has not been understood in most Iranian industries. Thus, more investment is strongly required to improve maintenance conditions.

Keywords: Condition-based maintenance, Economic savings, Iran industries, Machine life prediction software.

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Authors: Jung-Chuan Chou, Chang-Chi Lee

Abstract:

A measurement system was successfully fabricated to detect ion concentrations (hydrogen and chlorine) in this study. PIC18F4520, the microcontroller was used as the control unit in the measurement system. The measurement system was practically used to sense the H+ and Cl- in different examples, and the pH and pCl values were exhibited on real-time LCD display promptly. In the study, the measurement method is used to judge whether the response voltage is stable. The change quantity is smaller than 0.01%, that the present response voltage compares with next response voltage for H+ measurement, and the above condition is established only 6 sec. Besides, the change quantity is smaller than 0.01%, that the present response voltage compares with next response voltage for Clmeasurement, and the above condition is established only 5 sec. Furthermore, the average error quantities would also be considered, and they are 0.05 and 0.07 for measurements of pH and pCl values, respectively.

Keywords: Chlorine ion sensor, hydrogen ion sensor, microcontroller, response voltage.

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Authors: A. Suleng, T. Jelstad Olsen, J. Šindler, P. Bárta

Abstract:

A dead leg is a typical subsea production system component. CFD is required to model heat transfer within the dead leg. Unfortunately its solution is time demanding and thus not suitable for fast prediction or repeated simulations. Therefore there is a need to create a thermal FEA model, mimicking the heat flows and temperatures seen in CFD cool down simulations. This paper describes the conventional way of tuning and a new automated way using parametric model order reduction (PMOR) together with an optimization algorithm. The tuned FE analyses replicate the steady state CFD parameters within a maximum error in heat flow of 6 % and 3 % using manual and PMOR method respectively. During cool down, the relative error of the tuned FEA models with respect to temperature is below 5% comparing to the CFD. In addition, the PMOR method obtained the correct FEA setup five times faster than the manually tuned FEA.

Keywords: CFD, convective heat, FEA, model tuning, subseaproduction

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Authors: Emmanuel D. Buedi, K. O. Boateng, Griffith S. Klogo

Abstract:

Electrical distribution networks are prone to power quality disturbances originating from the complexity of the distribution network, mode of distribution (overhead or underground) and types of loads used by customers. Data on the types of disturbances present and frequency of occurrence is needed for economic evaluation and hence finding solution to the problem. Utility companies have resorted to using secondary power quality devices such as smart meters to help gather the required data. Even though this approach is easier to adopt, data gathered from these devices may not serve the required purpose, since the installation of these devices in the electrical network usually does not conform to available PQM placement methods. This paper presents a design of a PQM that is capable of integrating into an existing DAS infrastructure to take advantage of available placement methodologies. The monitoring component of the design is implemented and installed to monitor an existing LV network. Data from the monitor is analyzed and presented. A portion of the LV network of the Electricity Company of Ghana is modeled in MATLAB-Simulink and analyzed under various earth fault conditions. The results presented show the ability of the PQM to detect and analyze PQ disturbance such as voltage sag and overvoltage. By adopting a placement methodology and installing these nodes, utilities are assured of accurate and reliable information with respect to the quality of power delivered to consumers.

Keywords: Power quality, remote monitoring, distributed automation system, economic evaluation, LV network.

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Authors: Arshia Azam, J. Amarnath, Ch. D. V. Paradesi Rao

Abstract:

The advantage of solving the complex nonlinear problems by utilizing fuzzy logic methodologies is that the experience or expert-s knowledge described as a fuzzy rule base can be directly embedded into the systems for dealing with the problems. The current limitation of appropriate and automated designing of fuzzy controllers are focused in this paper. The structure discovery and parameter adjustment of the Branched T-S fuzzy model is addressed by a hybrid technique of type constrained sparse tree algorithms. The simulation result for different system model is evaluated and the identification error is observed to be minimum.

Keywords: Fuzzy logic, branch T-S fuzzy model, tree modeling, complex nonlinear system.

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Authors: Federico Pittino, Dominik Holzmann, Krithika Sayar-Chand, Stefan Moser, Sebastian Pliessnig, Thomas Arnold

Abstract:

The shredding of waste materials is a key step in the recycling process towards circular economy. Industrial shredders for waste processing operate in very harsh operating conditions, leading to the need of frequent maintenance of critical components. The maintenance optimization is particularly important also to increase the machine’s efficiency, thereby reducing the operational costs. In this work, a monitoring system has been developed and deployed on an industrial shredder located at a waste recycling plant in Austria. The machine has been monitored for several months and methods for predictive maintenance have been developed for two key components: the cutting knives and the drive belt. The large amount of collected data is leveraged by statistical machine learning techniques, thereby not requiring a very detailed knowledge of the machine or its live operating conditions. The results show that, despite the wide range of operating conditions, a reliable estimate of the optimal time for maintenance can be derived. Moreover, the trade-off between the cost of maintenance and the increase in power consumption due to the wear state of the monitored components of the machine is investigated. This work proves the benefits of real-time monitoring system for efficient operation of industrial shredders.

Keywords: predictive maintenance, circular economy, industrial shredder, cost optimization, statistical machine learning

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Authors: Chana Raksiri, Pornchai Chatchaikulsiri

Abstract:

The objective of this research is parameters optimized of the stair shape workpiece which is cut by CNC Wire-Cut EDM (WEDW). The experiment material is SKD-11 steel of stair-shaped with variable height workpiece 10, 20, 30 and 40 mm. with the same 10 mm. thickness are cut by Sodick's CNC Wire-Cut EDM model AD325L. The experiments are designed by 3k full factorial experimental design at 3 level 2 factors and 9 experiments with 2 replicate. The selected two factor are servo voltage (SV) and servo feed rate (SF) and the response is cutting thickness error. The experiment is divided in two experiments. The first experiment determines the significant effective factor at confidential interval 95%. The SV factor is the significant effective factor from first result. In order to result smallest cutting thickness error of workpieces is 17 micron with the SV value is 46 volt. Also show that the lower SV value, the smaller different thickness error of workpiece. Then the second experiment is done to reduce different cutting thickness error of workpiece as small as possible by lower SV. The second experiment result show the significant effective factor at confidential interval 95% is the SV factor and the smallest cutting thickness error of workpieces reduce to 11 micron with the experiment SV value is 36 volt.

Keywords: CNC Wire-Cut, Variable Thickness Workpiece, Design of Experiments, Full Factorial Design

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Authors: S. Hajeb, M. Javadi, S. M. Hashemi, P. Parvizi

Abstract:

Road Traffic Accidents are a major cause of disability and death throughout the world. The control of intelligent vehicles in order to reduce human error and boost ease congestion is not accomplished solely by the aid of human resources. The present article is an attempt to introduce an intelligent control system based on RFID technology. By the help of RFID technology, vehicles are connected to computerized systems, intelligent light poles and other available hardware along the way. In this project, intelligent control system is capable of tracking all vehicles, crisis management and control, traffic guidance and recording Driving offences along the highway.

Keywords: RFID, Intelligent highway, Traffic violation

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Authors: Magdalena Pejas

Abstract:

This article concerns the presentation of an integrated method for detection of steganographic content embedded by new unknown programs. The method is based on data mining and aggregated hypothesis testing. The article contains the theoretical basics used to deploy the proposed detection system and the description of improvement proposed for the basic system idea. Further main results of experiments and implementation details are collected and described. Finally example results of the tests are presented.

Keywords: Steganography, steganalysis, data embedding, data mining, feature extraction, knowledge base, system learning, hypothesis testing, error estimation, black box program, file structure.

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Authors: Somaye Abdollahi Pour, Mohsen Saneei

Abstract:

This paper describes a novel monitoring scheme to minimize total active power in digital circuits depend on the demand frequency, by adjusting automatically both supply voltage and threshold voltages based on circuit operating conditions such as temperature, process variations, and desirable frequency. The delay monitoring results, will be control and apply so as to be maintained at the minimum value at which the chip is able to operate for a given clock frequency. Design details of power monitor are examined using simulation framework in 32nm BTPM model CMOS process. Experimental results show the overhead of proposed circuit in terms of its power consumption is about 40 μW for 32nm technology; moreover the results show that our proposed circuit design is not far sensitive to the temperature variations and also process variations. Besides, uses the simple blocks which offer good sensitivity, high speed, the continuously feedback loop. This design provides up to 40% reduction in power consumption in active mode.

Keywords: active mode, delay monitor, body biasing, VDD scaling, low power.

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Authors: Hong Son Hoang, Remy Baraille

Abstract:

This paper addresses the problem of how one can improve the performance of a non-optimal filter. First the theoretical question on dynamical representation for a given time correlated random process is studied. It will be demonstrated that for a wide class of random processes, having a canonical form, there exists a dynamical system equivalent in the sense that its output has the same covariance function. It is shown that the dynamical approach is more effective for simulating and estimating a Markov and non- Markovian random processes, computationally is less demanding, especially with increasing of the dimension of simulated processes. Numerical examples and estimation problems in low dimensional systems are given to illustrate the advantages of the approach. A very useful application of the proposed approach is shown for the problem of state estimation in very high dimensional systems. Here a modified filter for data assimilation in an oceanic numerical model is presented which is proved to be very efficient due to introducing a simple Markovian structure for the output prediction error process and adaptive tuning some parameters of the Markov equation.

Keywords: Statistical simulation, canonical form, dynamical system, Markov and non-Markovian processes, data assimilation.

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