Search results for: a posteriori error estimate.

Authors: R. Behmanesh, I. Rahimi

Abstract:

recurrent neural network (RNN) is an efficient tool for modeling production control process as well as modeling services. In this paper one RNN was combined with regression model and were employed in order to be checked whether the obtained data by the model in comparison with actual data, are valid for variable process control chart. Therefore, one maintenance process in workshop of Esfahan Oil Refining Co. (EORC) was taken for illustration of models. First, the regression was made for predicting the response time of process based upon determined factors, and then the error between actual and predicted response time as output and also the same factors as input were used in RNN. Finally, according to predicted data from combined model, it is scrutinized for test values in statistical process control whether forecasting efficiency is acceptable. Meanwhile, in training process of RNN, design of experiments was set so as to optimize the RNN.

Keywords: RNN, DOE, regression, control chart.

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Authors: Ratchakit Sakuldee, Somkait Udomhunsakul

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Measurement of the quality of image compression is important for image processing application. In this paper, we propose an objective image quality assessment to measure the quality of gray scale compressed image, which is correlation well with subjective quality measurement (MOS) and least time taken. The new objective image quality measurement is developed from a few fundamental of objective measurements to evaluate the compressed image quality based on JPEG and JPEG2000. The reliability between each fundamental objective measurement and subjective measurement (MOS) is found. From the experimental results, we found that the Maximum Difference measurement (MD) and a new proposed measurement, Structural Content Laplacian Mean Square Error (SCLMSE), are the suitable measurements that can be used to evaluate the quality of JPEG200 and JPEG compressed image, respectively. In addition, MD and SCLMSE measurements are scaled to make them equivalent to MOS, given the rate of compressed image quality from 1 to 5 (unacceptable to excellent quality).

Keywords: JPEG, JPEG2000, objective image quality measurement, subjective image quality measurement, correlation coefficients.

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Authors: Maruful H. Mazumder, Raymond I. Gilbert, Zhen- T. Chang

Abstract:

A reliable estimate of the average bond stress within the anchorage of steel reinforcing bars in tension is critically important for the design of reinforced concrete member. This paper describes part of a recently completed experimental research program in the Centre for Infrastructure Engineering and Safety (CIES) at the University of New South Wales, Sydney, Australia aimed at assessing the effects of different factors on the anchorage requirements of modern high strength steel reinforcing bars. The study found that an increase in the anchorage length and bar diameter generally leads to a reduction of the average ultimate bond stress. By the extension of a well established analytical model of bond and anchorage, it is shown here that the differences in the average ultimate bond stress for different anchorage lengths is associated with the variable degree of plastic deformation in the tensile zone of the concrete surrounding the bar.

Keywords: Anchorage, Bond stress, Development length, Reinforced concrete.

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Authors: Muhammad Sameer Ahmed, Piotr Remlein, Tansal Gucluoglu

Abstract:

The technique called as Generalized frequency division multiplexing (GFDM) used in the free space optical channel can be a good option for implementation free space optical communication systems. This technique has several strengths e.g. good spectral efficiency, low peak-to-average power ratio (PAPR), adaptability and low co-channel interference. In this paper, the impact of weather conditions such as haze, rain and fog on GFDM over the gamma-gamma channel model is discussed. A Trade off between link distance and system performance under intense weather conditions is also analysed. The symbol error probability (SEP) of GFDM over the gamma-gamma turbulence channel is derived and verified with the computer simulations.

Keywords: Free space optics, generalized frequency division multiplexing, weather conditions, gamma gamma distribution.

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Authors: Hironori Kakuta, Kajiro Watanabe, Yosuke Kurihara

Abstract:

Water leakage is a serious problem in the maintenance of a waterworks facility. Monitoring the water flow rate is one way to locate leakage. However, conventional flowmeters such as the wet-type flowmeter and the clamp-on type ultrasonic flowmeter require additional construction for their installation and are therefore quite expensive. This paper proposes a novel estimation system for the flow rate in a water pipeline, which employs a vibration sensor. This assembly can be attached to any water pipeline without the need for additional high-cost construction. The vibration sensor is designed based on a condenser microphone. This sensor detects vibration caused by water flowing through a pipeline. It is possible to estimate the water flow rate by measuring the amplitude of the output signal from the vibration sensor. We confirmed the validity of the proposed sensing system experimentally.

Keywords: Condenser microphone, Flow rate estimation, Piping vibration, Water pipe.

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Authors: Ahmed Abdolkhalig

Abstract:

This paper examines many mathematical methods for molding the hourly price forward curve (HPFC); the model will be constructed by numerous regression methods, like polynomial regression, radial basic function neural networks & a furrier series. Examination the models goodness of fit will be done by means of statistical & graphical tools. The criteria for choosing the model will depend on minimize the Root Mean Squared Error (RMSE), using the correlation analysis approach for the regression analysis the optimal model will be distinct, which are robust against model misspecification. Learning & supervision technique employed to determine the form of the optimal parameters corresponding to each measure of overall loss. By using all the numerical methods that mentioned previously; the explicit expressions for the optimal model derived and the optimal designs will be implemented.

Keywords: Forward curve, furrier series, regression, radial basic function neural networks.

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Authors: Mogari I. Rapoo, Diteboho Xaba

Abstract:

This paper examines the forecasting performance of Autoregressive Integrated Moving Average (ARIMA) and Artificial Neural Networks (ANN) models with the published exchange rate obtained from South African Reserve Bank (SARB). ARIMA is one of the popular linear models in time series forecasting for the past decades. ARIMA and ANN models are often compared and literature revealed mixed results in terms of forecasting performance. The study used the MSE and MAE to measure the forecasting performance of the models. The empirical results obtained reveal the superiority of ARIMA model over ANN model. The findings further resolve and clarify the contradiction reported in literature over the superiority of ARIMA and ANN models.

Keywords: ARIMA, artificial neural networks models, error metrics, exchange rates.

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Authors: Tatiana A. Dolenko, Sergey A. Burikov, Alexander O. Efitorov, Sergey A. Dolenko

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In this study, a comparative analysis of the approaches associated with the use of neural network algorithms for effective solution of a complex inverse problem – the problem of identifying and determining the individual concentrations of inorganic salts in multicomponent aqueous solutions by the spectra of Raman scattering of light – is performed. It is shown that application of artificial neural networks provides the average accuracy of determination of concentration of each salt no worse than 0.025 M. The results of comparative analysis of input data compression methods are presented. It is demonstrated that use of uniform aggregation of input features allows decreasing the error of determination of individual concentrations of components by 16-18% on the average.

Keywords: Inverse problems, multi-component solutions, neural networks, Raman spectroscopy.

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Authors: B. Keawaram, P. Dumrongchai

Abstract:

The volume of overburden and coal excavations in open-pit mine is generally determined by conventional survey such as total station. This study aimed to evaluate the accuracy of terrestrial laser scanner (TLS) used to measure overburden and coal excavations, and to compare TLS survey data sets with the data of the total station. Results revealed that, the reference points measured with the total station showed 0.2 mm precision for both horizontal and vertical coordinates. When using TLS on the same points, the standard deviations of 4.93 cm and 0.53 cm for horizontal and vertical coordinates, respectively, were achieved. For volume measurements covering the mining areas of 79,844 m², TLS yielded the mean difference of about 1% and the surface error margin of 6 cm at the 95% confidence level when compared to the volume obtained by total station.

Keywords: Mine, survey, terrestrial laser scanner, total station.

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Authors: Hassan Faraji Baghtash

Abstract:

In this paper, a low voltage high performance current mirror is presented. Its most important specifications, which are improved in this work, are analyzed and formulated proving that it has such outstanding merits as: Very low input resistance of 26mΩ, very wide current dynamic range of 8 decades from 10pA to 1mA (160dB) together with an extremely low current copy error of less than 0.6ppm, and very low input and output voltages. Furthermore, the proposed current mirror bandwidth is 944MHz utilizing very low power consumption (267μW) and transistors count. HSPICE simulation results are performed using TSMC 0.18μm CMOS technology utilizing 1.8V single power supply, confirming the theoretically proved outstanding performance of the proposed current mirror. Monte Carlo simulation of its most important parameter is also examined showing its sufficiently resistance against technology process variations.

Keywords: Current mirror/source, high accuracy, low voltage, wide dynamic range.

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Authors: M. Breška, I. Peruš, V. Stankovski

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The number of Ground Motion Prediction Equations (GMPEs) used for predicting peak ground acceleration (PGA) and the number of earthquake recordings that have been used for fitting these equations has increased in the past decades. The current PF-L database contains 3550 recordings. Since the GMPEs frequently model the peak ground acceleration the goal of the present study was to refit a selection of 44 of the existing equation models for PGA in light of the latest data. The algorithm Levenberg-Marquardt was used for fitting the coefficients of the equations and the results are evaluated both quantitatively by presenting the root mean squared error (RMSE) and qualitatively by drawing graphs of the five best fitted equations. The RMSE was found to be as low as 0.08 for the best equation models. The newly estimated coefficients vary from the values published in the original works.

Keywords: Ground Motion Prediction Equations, Levenberg-Marquardt algorithm, refitting PF-L database.

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Authors: Rajoo Pandey

Abstract:

Most of the commonly used blind equalization algorithms are based on the minimization of a nonconvex and nonlinear cost function and a neural network gives smaller residual error as compared to a linear structure. The efficacy of complex valued feedforward neural networks for blind equalization of linear and nonlinear communication channels has been confirmed by many studies. In this paper we present two neural network models for blind equalization of time-varying channels, for M-ary QAM and PSK signals. The complex valued activation functions, suitable for these signal constellations in time-varying environment, are introduced and the learning algorithms based on the CMA cost function are derived. The improved performance of the proposed models is confirmed through computer simulations.

Keywords: Blind Equalization, Neural Networks, Constant Modulus Algorithm, Time-varying channels.

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Authors: Nikhil, Ari Visa, Chin-Chao Chen, Chiu-Yue Lin, Jaakko A. Puhakka, Olli Yli-Harja

Abstract:

A predictive clustering hybrid regression (pCHR) approach was developed and evaluated using dataset from H2- producing sucrose-based bioreactor operated for 15 months. The aim was to model and predict the H2-production rate using information available about envirome and metabolome of the bioprocess. Selforganizing maps (SOM) and Sammon map were used to visualize the dataset and to identify main metabolic patterns and clusters in bioprocess data. Three metabolic clusters: acetate coupled with other metabolites, butyrate only, and transition phases were detected. The developed pCHR model combines principles of k-means clustering, kNN classification and regression techniques. The model performed well in modeling and predicting the H2-production rate with mean square error values of 0.0014 and 0.0032, respectively.

Keywords: Biohydrogen, bioprocess modeling, clusteringhybrid regression.

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Authors: Hocine Hammoum, Karima Bouzelha, Lounis Ziani, Lounis Hamitouche

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In this paper, we study a complex structure which is an apartment building surmounted by a reinforced concrete water tank. The tank located on the top floor of the building is a container with capacity of 1000 m³. The building is complex in its design, its calculation and by its behavior under earthquake effect. This structure located in Algiers and aged of 53 years has been subjected to several earthquakes, but the earthquake of May 21^st, 2003 with a magnitude of 6.7 on the Richter scale that struck Boumerdes region at 40 Kms East of Algiers was fatal for it. It was downgraded after an investigation study because the central core sustained serious damage. In this paper, to estimate the degree of its damages, the seismic performance of the structure will be evaluated taking into account the hydrodynamic effect, using a static equivalent nonlinear analysis called pushover.

Keywords: Performance analysis, building, reinforced concrete tank, seismic analysis, nonlinear analysis, hydrodynamic, pushover.

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Authors: Mohammed S. Al-Ansari

Abstract:

This paper presents an analytical model to estimate the cost of an optimized design of reinforced concrete isolated footing base on structural safety. Flexural and optimized formulas for square and rectangular footingare derived base on ACI building code of design, material cost and optimization. The optimization constraints consist of upper and lower limits of depth and area of steel. Footing depth and area of reinforcing steel are to be minimized to yield the optimal footing dimensions. Optimized footing materials cost of concrete, reinforcing steel and formwork of the designed sections are computed. Total cost factor TCF and other cost factors are developed to generalize and simplify the calculations of footing material cost. Numerical examples are presented to illustrate the model capability of estimating the material cost of the footing for a desired axial load.

Keywords: Footing, Depth, Concrete, Steel, Formwork, Optimization, Material cost, Cost Factors.

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Authors: Michal Natora, Felix Franke, Klaus Obermayer

Abstract:

Linear convolutive filters are fast in calculation and in application, and thus, often used for real-time processing of continuous data streams. In the case of transient signals, a filter has not only to detect the presence of a specific waveform, but to estimate its arrival time as well. In this study, a measure is presented which indicates the performance of detectors in achieving both of these tasks simultaneously. Furthermore, a new sub-class of linear filters within the class of filters which minimize the quadratic response is proposed. The proposed filters are more flexible than the existing ones, like the adaptive matched filter or the minimum power distortionless response beamformer, and prove to be superior with respect to that measure in certain settings. Simulations of a real-time scenario confirm the advantage of these filters as well as the usefulness of the performance measure.

Keywords: Adaptive matched filter, minimum variance distortionless response, beam forming, Capon beam former, linear filters, performance measure.

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Authors: Joohee Kim

Abstract:

This paper presents a video transmission system using layered multiple description (coding (MDC) and multi-path transport for reliable video communications in wireless ad-hoc networks. The proposed MDC extends a quality-scalable H.264/AVC video coding algorithm to generate two independent descriptions. The two descriptions are transmitted over different paths to a receiver in order to alleviate the effect of unstable channel conditions of wireless adhoc networks. If one description is lost due to transmission erros, then the correctly received description is used to estimate the lost information of the corrupted description. The proposed MD coder maintains an adequate video quality as long as both description are not simultaneously lost. Simulation results show that the proposed MD coding combined with multi-path transport system is largely immune to packet losses, and therefore, can be a promising solution for robust video communications over wireless ad-hoc networks.

Keywords: Multiple description coding, wireless video streaming, rate control.

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Authors: Asmatullah Chaudhry, Anwar M. Mirza

Abstract:

We present a general comparison of punctual kriging based image restoration for different neighbourhood sizes. The formulation of the technique under consideration is based on punctual kriging and fuzzy concepts for image restoration in spatial domain. Three different neighbourhood windows are considered to estimate the semivariance at different lags for studying its effect in reduction of negative weights resulted in punctual kriging, consequently restoration of degraded images. Our results show that effect of neighbourhood size higher than 5x5 on reduction in negative weights is insignificant. In addition, image quality measures, such as structure similarity indices, peak signal to noise ratios and the new variogram based quality measures; show that 3x3 window size gives better performance as compared with larger window sizes.

Keywords: Image restoration, punctual kriging, semi-variance, structure similarity index, negative weights in punctual kriging.

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Authors: Sarp Erturk, Levent Eyigel, Cihat Celik, Muhammet Sahinoglu, Serdar Ay, Yasin Kaya, Hasan Kaya

Abstract:

This paper presents a quantitative analysis on the need for automotive calibration methods for digital tachographs. Digital tachographs are mandatory for vehicles used in people and goods transport and they are an important aspect for road safety and inspection. Digital tachographs need to be calibrated for workshops in order for the digital tachograph to display and record speed and odometer values correctly. Calibration of digital tachographs can be performed either manual or automatic. It is shown in this paper that manual calibration of digital tachographs is prone to errors and there can be differences between manual and automatic calibration parameters. Therefore automatic calibration methods are imperative for digital tachograph calibration. The presented experimental results and error analysis clearly support the claims of the paper by evaluating and statistically comparing manual and automatic calibration methods.

Keywords: Digital tachograph, road safety, tachograph calibration, tachograph workshops.

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Authors: Amin Eslami, Jafar Bolouri Bazaz

Abstract:

Under active stress conditions, a rigid cantilever retaining wall tends to rotate about a pivot point located within the embedded depth of the wall. For purely granular and cohesive soils, a methodology was previously reported called minimization of moment ratio to determine the location of the pivot point of rotation. The usage of this new methodology is to estimate the rotational stability safety factor. Moreover, the degree of improvement required in a backfill to get a desired safety factor can be estimated by the concept of the shear strength demand. In this article, the accuracy of this method for another type of cantilever walls called Contiguous Bored Pile (CBP) retaining wall is evaluated by using physical modeling technique. Based on observations, the results of moment ratio minimization method are in good agreement with the results of the carried out physical modeling.

Keywords: Cantilever Retaining Wall, Physical Modeling, Minimization of Moment Ratio Method, Pivot Point.

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Authors: Mihai Caramihai, Irina Severin, Ana Aurelia Chirvase, Adrian Onu, Cristina Tanase, Camelia Ungureanu

Abstract:

An immunomodulator bioproduct is prepared in a batch bioprocess with a modified bacterium Pseudomonas aeruginosa. The bioprocess is performed in 100 L Bioengineering bioreactor with 42 L cultivation medium made of peptone, meat extract and sodium chloride. The optimal bioprocess parameters were determined: temperature – 37 0C, agitation speed - 300 rpm, aeration rate – 40 L/min, pressure – 0.5 bar, Dow Corning Antifoam M-max. 4 % of the medium volume, duration - 6 hours. This kind of bioprocesses are appreciated as difficult to control because their dynamic behavior is highly nonlinear and time varying. The aim of the paper is to present (by comparison) different models based on experimental data. The analysis criteria were modeling error and convergence rate. The estimated values and the modeling analysis were done by using the Table Curve 2D. The preliminary conclusions indicate Andrews-s model with a maximum specific growth rate of the bacterium in the range of 0.8 h-1.

Keywords: bioprocess modeling, Pseudomonas aeruginosa, kinetic models,

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Authors: Z. Hormozi Moghaddam, M. Mokhtari-Dizaji, M. Movahedin, M. E. Ravari

Abstract:

Mechanical index (MI) is used for quantifying acoustic cavitation and the relationship between acoustic pressure and the frequency. In this study, modeling of the MI was applied to provide treatment protocol and to understand the effective physical processes on reproducibility of stem cells. The acoustic pressure and MI equations are modeled and solved to estimate optimal MI for 28, 40, 150 kHz and 1 MHz frequencies. Radial and axial acoustic pressure distribution was extracted. To validate the results of the modeling, the acoustic pressure in the water and near field depth was measured by a piston hydrophone. Results of modeling and experiments show that the model is consistent well to experimental results with 0.91 and 0.90 correlation of coefficient (p<0.05) for 1 MHz and 40 kHz. Low intensity ultrasound with 0.40 MI is more effective on the proliferation rate of the spermatogonial stem cells during the seven days of culture, in contrast, high MI has a harmful effect on the spermatogonial stem cells. This model provides proper treatment planning in vitro and in vivo by estimating the cavitation phenomenon.

Keywords: Ultrasound, mechanical index, modeling, stem cell.

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Authors: Carrie Ho, Tan Yee Yong

Abstract:

Urban runoff quality for a mixed residential-commercial land use catchment in Miri, Sarawak was investigated for three storm events in 2011. Samples from the three storm events were tested for five water quality parameters, namely, TSS, COD, BOD₅, TP, and Pb. Concentration of the pollutants were found to vary significantly between storms, but were generally influenced by the length of antecedent dry period and the strength of rainfall intensities. Runoff from the study site showed a significant level of pollution for all the parameters investigated. Based on the National Water Quality Standards for Malaysia (NWQS), stormwater quality from the study site was polluted and exceeded class III water for TSS and BOD₅, with maximum EMCs of 177 and 24 mg/L, respectively. Design pollutant load based on a design storm of 3-month average recurrence interval (ARI) for TSS, COD, BOD₅, TP, and Pb were estimated to be 40, 9.4, 5.4, 1.7, and 0.06 kg/ha, respectively. The design pollutant load for the pollutants can be used to estimate loadings from similar catchments within Miri City.

Keywords: Mixedland-use, urban runoff, pollutant load.

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Authors: Shady Sayed, Samer Wagdy, Ahmed Badawy, Moutaz M. Hegaze

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A symmetrical single mass resonant gyroscope is discussed in this paper. The symmetrical design allows matched resonant frequencies for driving and sensing vibration modes, which leads to amplifying the sensitivity of the gyroscope by the mechanical quality factor of the sense mode. It also achieves decoupled vibration modes for getting a low zero-rate output shift and more stable operation environment. A new suspension beams design is developed to get a symmetrical gyroscope with matched and decoupled modes at the same time. Finite element simulations are performed using ANSYS software package to verify the theoretical calculations. The gyroscope is fabricated from aluminum alloy 2024 substrate, the measured drive and sense resonant frequencies of the fabricated model are matched and equal 81.4 Hz with 5.7% error from the simulation results.

Keywords: Decoupled mode shapes, resonant sensor, symmetrical gyroscope, finite element simulation.

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Authors: Yunyoung Nam, Junghun Ryu, Yoo-Joo Choi, We-Duke Cho

Abstract:

This paper presents a novel approach for representing the spatio-temporal topology of the camera network with overlapping and non-overlapping fields of view (FOVs). The topology is determined by tracking moving objects and establishing object correspondence across multiple cameras. To track people successfully in multiple camera views, we used the Merge-Split (MS) approach for object occlusion in a single camera and the grid-based approach for extracting the accurate object feature. In addition, we considered the appearance of people and the transition time between entry and exit zones for tracking objects across blind regions of multiple cameras with non-overlapping FOVs. The main contribution of this paper is to estimate transition times between various entry and exit zones, and to graphically represent the camera topology as an undirected weighted graph using the transition probabilities.

Keywords: Surveillance, multiple camera, people tracking, topology.

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Authors: V. K. Jagadeesh, K. V. Naveen, P. Muthuchidambaranathan

Abstract:

Recently, there is a lot of interest in the field of under water optical wireless communication for short range because of its high bandwidth. But in most of the previous works line of sight propagation or single scattering of photons only considered. In practical case this is not applicable because of beam blockage in underwater and multiple scattering also occurred during the photons propagation through water. In this paper we consider a non-line of sight underwater wireless optical communication system with multiple scattering and examine the performance of the system using monte carlo simulation. The distribution scattering angle of photons are modeled by Henyey-Greenstein method. The average bit error rate is calculated using on-off keying modulation for different water types.

Keywords: Non line of sight under Water optical wireless communication, Henyey-Greenstein model, Multiple scattering, Monte-Carlo simulation.

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Authors: Osama A. Terfas

Abstract:

The development of shape and size of a crack in a pressure vessel under uniaxial and biaxial loadings is important in fitness-for-service evaluations such as leak-before-break. In this work finite element modelling was used to evaluate the mean stress and the J-integral around a front of a surface-breaking crack. A procedure on the basis of ductile tearing resistance curves of high and low constrained fracture mechanics geometries was developed to estimate the amount of ductile crack extension for surface-breaking cracks and to show the evolution of the initial crack shape. The results showed non-uniform constraint levels and crack driving forces around the crack front at large deformation levels. It was also shown that initially semi-elliptical surface cracks under biaxial load developed higher constraint levels around the crack front than in uniaxial tension. However similar crack shapes were observed with more extensions associated with cracks under biaxial loading.

Keywords: biaxial load, crack shape, fracture toughness, surface crack, uniaxial load.

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Authors: Toshihiko Sasama, Takao Kawamura, Kazunori Sugahara

Abstract:

Using Internet communication, new home electronics have functions of monitoring and control from remote. However in many case these electronics work as standalone, and old electronics are not followed. Then, we developed the total remote system include not only new electronics but olds. This systems node is a adapter of electrical power plug that embed relay switch and some sensors, and these nodes communicate with each other. the system server was build on the Internet, and users access to this system from web browsers. To reduce the cost to set up of this system, communication between adapters are used ZigBee wireless network instead of wired LAN cable[3]. From measured RSSI(received signal strength indicator) information between each nodes, the system can estimate roughly adapters were mounted on which room, and where in the room. So also it reduces the cost of mapping nodes. Using this system, energy saving and house monitoring are expected.

Keywords: outlet, remote monitor, remote control, mobile ad hocnetwork, sensor network, zigbee.

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Authors: Hoda Molavi, Sima Hoseinpoor, Hossein Bahmanyar

Abstract:

A Rotary Disc Contactor with inner diameter of 9.1cm and maximum operating height of 40cm has been used to investigate break up phenomenon. Water-Toluene, Water as continuous phase and Toluene as dispersed phase, was selected as chemical system in the experiments. The mentioned chemical system has high interfacial tension so it was possible to form big drops which permit accurate investigation on break up phenomenon as well as the first and second critical rotor speeds. In this study, Break up phenomenon has been studied as a function of mother drop size, rotor speed and continuous phase height. Further more; the effects of mother drop size and continuous phase height on the first and second critical rotor speeds were investigated. Finally, two modified correlations were proposed to estimate the first and second critical speeds.

Keywords: Breakage, First critical rotor speed, Rotary disccontactor, Second critical rotor speed

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Authors: K. Kamalanand, P. Mannar Jawahar

Abstract:

Many systems in the natural world exhibit chaos or non-linear behavior, the complexity of which is so great that they appear to be random. Identification of chaos in experimental data is essential for characterizing the system and for analyzing the predictability of the data under analysis. The Lyapunov exponents provide a quantitative measure of the sensitivity to initial conditions and are the most useful dynamical diagnostic for chaotic systems. However, it is difficult to accurately estimate the Lyapunov exponents of chaotic signals which are corrupted by a random noise. In this work, a method for estimation of Lyapunov exponents from noisy time series using unscented transformation is proposed. The proposed methodology was validated using time series obtained from known chaotic maps. In this paper, the objective of the work, the proposed methodology and validation results are discussed in detail.

Keywords: Lyapunov exponents, unscented transformation, chaos theory, neural networks.

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