Search results for: business process modeling standards

Authors: Nasri M., Soleimani A.

Abstract:

Since water resources of desert Naein City are very limited, a approach which saves water resources and meanwhile meets the needs of the greenspace for water is to use city-s sewage wastewater. Proper treatment of Naein-s sewage up to the standards required for green space uses may solve some of the problems of green space development of the city. The present paper closely examines available statistics and information associated with city-s sewage system, and determines complementary stages of sewage treatment facilities of the city. In the present paper, population, per capita water use, and required discharge for various greenspace pieces including different plants are calculated. Moreover, in order to facilitate the application of water resources, a Crude water distribution network apart from drinking water distribution network is designed, and a plan for mixing municipal wells- water with sewage wastewater in proposed mixing tanks is suggested. Hence, following greenspace irrigation reform and complementary plan, per capita greenspace of the city will be increased from current amount of 13.2 square meters to 32 square meters.

Keywords: Sewage Treatment Facility, Wastewater, Greenspace, Distribution Network, Naein City

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Authors: Laura Çami (Vorpsi), Xhon Skënderi

Abstract:

In today's rapidly evolving technological landscape, the traditional principles of contract law are facing significant challenges. The emergence of new technologies, such as electronic signatures, smart contracts, and online dispute resolution mechanisms, is transforming the way contracts are formed, interpreted, and enforced. This paper examines the implications of these technological advancements on the constitutional principles of contract law. One of the fundamental principles of contract law is freedom of contract, which ensures that parties have the autonomy to negotiate and enter into contracts as they see fit. However, the use of technology in the contracting process has the potential to disrupt this principle. For example, online platforms and marketplaces often offer standard-form contracts, which may not reflect the specific needs or interests of individual parties. This raises questions about the equality of bargaining power between parties and the extent to which parties are truly free to negotiate the terms of their contracts. Another important principle of contract law is the requirement of consideration, which requires that each party receives something of value in exchange for their promise. The use of digital assets, such as cryptocurrencies, has created new challenges in determining what constitutes valuable consideration in a contract. Due to the ambiguity in this area, disagreements about the legality and enforceability of such contracts may arise. Furthermore, the use of technology in dispute resolution mechanisms, such as online arbitration and mediation, may raise concerns about due process and access to justice. The use of algorithms and artificial intelligence to determine the outcome of disputes may also raise questions about the impartiality and fairness of the process. Finally, it should be noted that there are many different and complex effects of technical improvements on the fundamental constitutional foundations of contract law. As technology continues to evolve, it will be important for policymakers and legal practitioners to consider the potential impacts on contract law and to ensure that the principles of fairness, equality, and access to justice are preserved in the contracting process.

Keywords: Technological advancements, constitutional principles, contract law, smart contracts, online dispute resolution, freedom of contract.

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Authors: G. L. C. Yap

Abstract:

Modelling realized volatility with high-frequency returns is popular as it is an unbiased and efficient estimator of return volatility. A computationally simple model is fitting the logarithms of the realized volatilities with a fractionally integrated long-memory Gaussian process. The Gaussianity assumption simplifies the parameter estimation using the Whittle approximation. Nonetheless, this assumption may not be met in the finite samples and there may be a need to normalize the financial series. Based on the empirical indices S&P500 and DAX, this paper examines the performance of the linear volatility model pre-treated with normalization compared to its existing counterpart. The empirical results show that by including normalization as a pre-treatment procedure, the forecast performance outperforms the existing model in terms of statistical and economic evaluations.

Keywords: Long-memory, Gaussian process, Whittle estimator, normalization, volatility, value-at-risk.

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Authors: Shyam S.N. Perera

Abstract:

The optimal control problem for the viscoelastic melt spinning process has not been reported yet in the literature. In this study, an optimal control problem for a mathematical model of a viscoelastic melt spinning process is considered. Maxwell-Oldroyd model is used to describe the rheology of the polymeric material, the fiber is made of. The extrusion velocity of the polymer at the spinneret as well as the velocity and the temperature of the quench air and the fiber length serve as control variables. A constrained optimization problem is derived and the first–order optimality system is set up to obtain the adjoint equations. Numerical solutions are carried out using a steepest descent algorithm. A computer program in MATLAB is developed for simulations.

Keywords: Fiber spinning, Maxwell-Oldroyd, Optimal control, First-order optimality system, Adjoint system

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Authors: P. Sengottuvelan, T. Gopalakrishnan

Abstract:

Web Usage Mining is the application of data mining techniques to find usage patterns from web log data, so as to grasp required patterns and serve the requirements of Web-based applications. User’s expertise on the internet may be improved by minimizing user’s web access latency. This may be done by predicting the future search page earlier and the same may be prefetched and cached. Therefore, to enhance the standard of web services, it is needed topic to research the user web navigation behavior. Analysis of user’s web navigation behavior is achieved through modeling web navigation history. We propose this technique which cluster’s the user sessions, based on the K-medoids technique.

Keywords: Clustering, K-medoids, Recommendation, User Session, Web Usage Mining.

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Authors: A. Sharahi, R. Tehrani, A. Mollajan

Abstract:

The final step to complete the “Analytical Systems Engineering Process” is the “Allocated Architecture” in which all Functional Requirements (FRs) of an engineering system must be allocated into their corresponding Physical Components (PCs). At this step, any design for developing the system’s allocated architecture in which no clear pattern of assigning the exclusive “responsibility” of each PC for fulfilling the allocated FR(s) can be found is considered a poor design that may cause difficulties in determining the specific PC(s) which has (have) failed to satisfy a given FR successfully. The present study utilizes the Axiomatic Design method principles to mathematically address this problem and establishes an “Axiomatic Model” as a solution for reaching good alternatives for developing the allocated architecture. This study proposes a “loss Function”, as a quantitative criterion to monetarily compare non-ideal designs for developing the allocated architecture and choose the one which imposes relatively lower cost to the system’s stakeholders. For the case-study, we use the existing design of U. S. electricity marketing subsystem, based on data provided by the U.S. Energy Information Administration (EIA). The result for 2012 shows the symptoms of a poor design and ineffectiveness due to coupling among the FRs of this subsystem.

Keywords: Allocated Architecture, Analytical Systems Engineering Process, Functional Requirements (FRs), Physical Components (PCs), Responsibility of a Physical Component, System’s Stakeholders.

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Authors: Y. Madani, H. Achache, B. Boutabout

Abstract:

The purpose of this paper is to analyze numerically by the three-dimensional finite element method, using ABAQUS calculation code, the mechanical behavior of a unidirectional and multidirectional delaminated stratified composite under mechanical loading in Mode II. This study consists of the determination of the energy release rate G in mode II as well as the distribution of equivalent von Mises stresses along the damaged zone by varying several parameters such as the applied load and the delamination length. It allowed us to deduce that the high energy release rate favors delamination at the free edges of a stratified plate subjected to bending.

Keywords: Delamination, energy release rate, finite element method, stratified composite.

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Authors: Richard E. Miller

Abstract:

12.7-mm thick plates of 6061-T6511 aluminum alloy and high hardness steel (528 HV) were successfully joined by a friction stir bonding process using a tungsten-rhenium stir tool. Process parameter variation experiments, which included tool design geometry, plunge and traverse rates, tool offset, spindle tilt, and rotation speed, were conducted to develop a parameter set which yielded a defect free joint. Laboratory tensile tests exhibited yield stresses which exceed the strengths of comparable AA6061-to-AA6061 fusion and friction stir weld joints. Scanning electron microscopy and energy dispersive X-ray spectroscopy analysis also show atomic diffusion at the material interface region.

Keywords: Dissimilar materials, friction stir, welding.

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Authors: Zheni S. Stefanova, Kandethody M. Ramachandran

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With the increasing dependency on our computer devices, we face the necessity of adequate, efficient and effective mechanisms, for protecting our network. There are two main problems that Intrusion Detection Systems (IDS) attempt to solve. 1) To detect the attack, by analyzing the incoming traffic and inspect the network (intrusion detection). 2) To produce a prompt response when the attack occurs (intrusion prevention). It is critical creating an Intrusion detection model that will detect a breach in the system on time and also challenging making it provide an automatic and with an acceptable delay response at every single stage of the monitoring process. We cannot afford to adopt security measures with a high exploiting computational power, and we are not able to accept a mechanism that will react with a delay. In this paper, we will propose an intrusion response mechanism that is based on artificial intelligence, and more precisely, reinforcement learning techniques (RLT). The RLT will help us to create a decision agent, who will control the process of interacting with the undetermined environment. The goal is to find an optimal policy, which will represent the intrusion response, therefore, to solve the Reinforcement learning problem, using a Q-learning approach. Our agent will produce an optimal immediate response, in the process of evaluating the network traffic.This Q-learning approach will establish the balance between exploration and exploitation and provide a unique, self-learning and strategic artificial intelligence response mechanism for IDS.

Keywords: Intrusion prevention, network security, optimal policy, Q-learning.

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Authors: Janhavi Inamdar, S.K. Singh

Abstract:

Laboratory experiments have been performed to investigate photocatalytic detoxification by using TiO2 photocatalyst for treating dairy effluent. Various operational parameters such as catalyst concentration, initial concentration, angle of tilt of solar flat plate reactor and flow rate were investigated. Results indicated that the photocatalytic detoxification process can efficiently treat dairy effluent. Experimental runs with dairy wastewater can be used to identify the optimum operational parameters to perform wastewater degradation on large scale for recycling purpose. Also effect of two different types of reactors on degradation process was analyzed.

Keywords: Photocatalytic detoxification, TiO2 photocatalyst, solar flat plate reactor, Zero effluent discharge.

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Authors: J. Umamaheswari, G. Radhamani

Abstract:

This paper describes about the process of recognition and classification of brain images such as normal and abnormal based on PSO-SVM. Image Classification is becoming more important for medical diagnosis process. In medical area especially for diagnosis the abnormality of the patient is classified, which plays a great role for the doctors to diagnosis the patient according to the severeness of the diseases. In case of DICOM images it is very tough for optimal recognition and early detection of diseases. Our work focuses on recognition and classification of DICOM image based on collective approach of digital image processing. For optimal recognition and classification Particle Swarm Optimization (PSO), Genetic Algorithm (GA) and Support Vector Machine (SVM) are used. The collective approach by using PSO-SVM gives high approximation capability and much faster convergence.

Keywords: Recognition, classification, Relaxed Median Filter, Adaptive thresholding, clustering and Neural Networks

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Authors: Ioannis P. Panapakidis, Marios N. Moschakis

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With the continuous increment of smart meter installations across the globe, the need for processing of the load data is evident. Clustering-based load profiling is built upon the utilization of unsupervised machine learning tools for the purpose of formulating the typical load curves or load profiles. The most commonly used algorithm in the load profiling literature is the K-means. While the algorithm has been successfully tested in a variety of applications, its drawback is the strong dependence in the initialization phase. This paper proposes a novel modified form of the K-means that addresses the aforementioned problem. Simulation results indicate the superiority of the proposed algorithm compared to the K-means.

Keywords: Clustering, load profiling, load modeling, machine learning, energy efficiency and quality.

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Authors: László Lengyel, Tihamér Levendovszky, Hassan Charaf

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This paper presents the visual control flow support of Visual Modeling and Transformation System (VMTS), which facilitates composing complex model transformations out of simple transformation steps and executing them. The VMTS Visual Control Flow Language (VCFL) uses stereotyped activity diagrams to specify control flow structures and OCL constraints to choose between different control flow branches. This work discusses the termination properties of VCFL and provides an algorithm to support the termination analysis of VCFL transformations.

Keywords: Control Flow, Metamodel-Based Visual Model Transformation, OCL, Termination Properties, UML.

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Authors: V.P.Subramanyam Rallabandi, S.K.Sett

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An unsupervised classification algorithm is derived by modeling observed data as a mixture of several mutually exclusive classes that are each described by linear combinations of independent non-Gaussian densities. The algorithm estimates the data density in each class by using parametric nonlinear functions that fit to the non-Gaussian structure of the data. This improves classification accuracy compared with standard Gaussian mixture models. When applied to textures, the algorithm can learn basis functions for images that capture the statistically significant structure intrinsic in the images. We apply this technique to the problem of unsupervised texture classification and segmentation.

Keywords: Gaussian Mixture Model, Independent Component Analysis, Segmentation, Unsupervised Classification.

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Authors: Tomasz Dubiel, Tadeusz Balawender, Mirosław Osetek

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The paper presents the influence of non-metallic inclusions on the multi-stage forging process and the mechanical properties of the dodecagon socket bolt used in the automotive industry. The detected metallurgical defect was so large that it directly influenced the mechanical properties of the bolt and resulted in failure to meet the requirements of the mechanical property class. In order to assess the defect, an X-ray examination and metallographic examination of the defective bolt were performed, showing exogenous non-metallic inclusion. The size of the defect on the cross section was 0.531 mm in width and 1.523 mm in length; the defect was continuous along the entire axis of the bolt. In analysis, a finite element method (FEM) simulation of the multi-stage forging process was designed, taking into account a non-metallic inclusion parallel to the sample axis, reflecting the studied case. The process of defect propagation due to material upset in the head area was analyzed. The final forging stage in shaping the dodecagonal socket and filling the flange area was particularly studied. The effect of the defect was observed to significantly reduce the effective cross-section as a result of the expansion of the defect perpendicular to the axis of the bolt. The mechanical properties of products with and without the defect were analyzed. In the first step, the hardness test confirmed that the required value for the mechanical class 8.8 of both bolt types was obtained. In the second step, the bolts were subjected to a static tensile test. The bolts without the defect gave a positive result, while all 10 bolts with the defect gave a negative result, achieving a tensile strength below the requirements. Tensile strength tests were confirmed by metallographic tests and FEM simulation with perpendicular inclusion spread in the area of the head. The bolts were damaged directly under the bolt head, which is inconsistent with the requirements of ISO 898-1. It has been shown that non-metallic inclusions with orientation in accordance with the axis of the bolt can directly cause loss of functionality and these defects should be detected even before assembling in the machine element.

Keywords: continuous casting, multi-stage forging, non-metallic inclusion, upset bolt head

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Authors: M.R.Shabgard, R.M.Shotorbani

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FW4 is a newly developed hot die material widely used in Forging Dies manufacturing. The right selection of the machining conditions is one of the most important aspects to take into consideration in the Electrical Discharge Machining (EDM) of FW4. In this paper an attempt has been made to develop mathematical models for relating the Material Removal Rate (MRR), Tool Wear Ratio (TWR) and surface roughness (Ra) to machining parameters (current, pulse-on time and voltage). Furthermore, a study was carried out to analyze the effects of machining parameters in respect of listed technological characteristics. The results of analysis of variance (ANOVA) indicate that the proposed mathematical models, can adequately describe the performance within the limits of the factors being studied.

Keywords: Electrical Discharge Machining (EDM), linearregression technique, Response Surface Methodology (RSM)

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Authors: M. Veeresham

Abstract:

The microstructure and texture evolution of cryo rolled and annealed ductile TaHfNbZrTi refractory high entropy alloy was investigated. To obtain that, the alloy is severely cryo rolled and subsequently annealed for the recrystallization process. The cryo rolled – 90% shows the presence of very fine grains and microstructural heterogeneity. The cryo rolled samples are annealed at a temperature ranging from 800°C to 1400°C, the partial recrystallization is observed at 800°C annealed condition, and at higher annealing temperatures the complete recrystallization process is noticed. The development of ND fiber texture is observed after the annealing.

Keywords: refractory high entropy alloy, cryo-rolling, annealing, microstructure, texture

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Authors: M. Kosacka, I. Kudelska

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Vehicle is one of the most influential and complex product worldwide, which affects people’s life, state of the environment and condition of the economy (all aspects of sustainable development concept) during each stage of lifecycle. With the increase of vehicles’ number, there is growing potential for management of End of Life Vehicle (ELV), which is hazardous waste. From one point of view, the ELV should be managed to ensure risk elimination, but from another point, it should be treated as a source of valuable materials and spare parts. In order to obtain materials and spare parts, there are established recycling networks, which are an example of sustainable policy realization at the national level. The basic object in the polish recycling network is dismantling facility. The output material streams in dismantling stations include waste, which very often generate costs and spare parts, that have the biggest potential for revenues creation. Both outputs are stored into warehouses, according to the law. In accordance to the revenue creation and sustainability potential, it has been placed a strong emphasis on storage process. We present the concept of storage method, which takes into account the specific of the dismantling facility in order to support decision-making process with regard to the principles of sustainable development. The method was developed on the basis of case study of one of the greatest dismantling facility in Poland.

Keywords: Dismantling, end of life vehicle, sustainability, storage.

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Authors: Ahmed El Oualkadi, Abdellah Ait Ouahman

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This paper discusses a systematic design of a Σ-Δ fractional-N Phase-Locked Loop based on HDL behavioral modeling. The proposed design consists in describing the mixed behavior of this PLL architecture starting from the specifications of each building block. The HDL models of critical PLL blocks have been described in VHDL-AMS to predict the different specifications of the PLL. The effect of different noise sources has been efficiently introduced to study the PLL system performances. The obtained results are compared with transistor-level simulations to validate the effectiveness of the proposed models for wireless applications in the frequency range around 2.45 GHz.

Keywords: Phase-locked loop, frequency synthesizer, fractional-N PLL, Σ-Δ modulator, HDL models

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Authors: J. Fei

Abstract:

This paper presents the adaptive control scheme with sliding mode compensator for vibration control problem in the presence of disturbance. The dynamic model of the flexible cantilever beam using finite element modeling is derived. The adaptive control with sliding mode compensator using output feedback for output tracking is developed to reject the external disturbance, and to improve the tracking performance. Satisfactory simulation results verify that the effectiveness of adaptive control scheme with sliding mode compensator.

Keywords: finite element model, adaptive control, sliding modecontrol, vibration suppression

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Authors: S. Sarumathi, N. Shanthi, S. Vidhya

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In the present world, predicting rainfall is considered to be an essential and also a challenging task. Normally, the climate and rainfall are presumed to have non-linear as well as intricate phenomena. For predicting accurate rainfall, we necessitate advanced computer modeling and simulation. When there is an enhanced understanding of the spatial and temporal distribution of precipitation then it becomes enrichment to applications such as hydrologic, climatic and ecological. Conversely, there may be some kind of challenges occur in the community due to some application which results in the absence of consistent precipitation observation in remote and also emerging region. This survey paper provides a multifarious collection of methodologies which are epitomized by various researchers for predicting the rainfall. It also gives information about some technique to forecast rainfall, which is appropriate to all methods like numerical, traditional and statistical.

Keywords: Satellite Image, Segmentation, Feature Extraction, Classification, Clustering, Precipitation Estimation.

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Authors: Sedat Atmaca, Celal Ceken, Ismail Erturk

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One of the biggest drawbacks of the wireless environment is the limited bandwidth. However, the users sharing this limited bandwidth have been increasing considerably. SDMA technique which entails using directional antennas allows to increase the capacity of a wireless network by separating users in the medium. In this paper, it has been presented how the capacity can be enhanced while the mean delay is reduced by using directional antennas in wireless networks employing TDMA/FDD MAC. Computer modeling and simulation of the wireless system studied are realized using OPNET Modeler. Preliminary simulation results are presented and the performance of the model using directional antennas is evaluated and compared consistently with the one using omnidirectional antennas.

Keywords: Directional Antenna, TDMA, SDMA,

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Authors: N. Sopipan, A. Intarasit, K. Chuarkham

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 In this paper, we forecast the volatility of Baht/USDs using Markov Regime Switching GARCH (MRS-GARCH) models. These models allow volatility to have different dynamics according to unobserved regime variables. The main purpose of this paper is to find out whether MRS-GARCH models are an improvement on the GARCH type models in terms of modeling and forecasting Baht/USD volatility. The MRS-GARCH is the best performance model for Baht/USD volatility in short term but the GARCH model is best perform for long term.

Keywords: Volatility, Markov Regime Switching, Forecasting.

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Authors: Walid K. M. Bani Salameh, Hesham Ahmad, Mohammad Al-Shannag

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In Jordan having deficit atmospheric precipitation, an increase in water demand occurs during summer months. Jordan can be regarded with a relatively high potential for wastewater recycling and reuse. The main purpose of this paper was to investigate the removal of total suspended solids (TSS) and chemical oxygen demand (COD) for olive mill wastewater (OMW) by electrocoagulation (EC) process. In the combination of electrocoagulation by using coupled iron–aluminum electrodes, the optimum working pH was found to be around 6. Results indicated that the electrocoagulation process allowed removal of TSS and COD of about 82.5% and 47.5%, respectively at 45 mA/cm2 after 70 minutes by using coupled iron–aluminum electrodes. It was demonstrated that the maximum TSS and COD removals were obtained at some optimum experimental parameters for current density, pH, and reaction time.

Keywords: Olive Mill Wastewater, Electrode, Electrocoagulation (EC), TSS, COD.

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Authors: Gaetano Zazzaro, Angelo Martone, Roberto V. Montaquila, Luigi Pavone

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Seizure is the main factor that affects the quality of life of epileptic patients. The diagnosis of epilepsy, and hence the identification of epileptogenic zone, is commonly made by using continuous Electroencephalogram (EEG) signal monitoring. Seizure identification on EEG signals is made manually by epileptologists and this process is usually very long and error prone. The aim of this paper is to describe an automated method able to detect seizures in EEG signals, using knowledge discovery in database process and data mining methods and algorithms, which can support physicians during the seizure detection process. Our detection method is based on Artificial Neural Network classifier, trained by applying the multilayer perceptron algorithm, and by using a software application, called Training Builder that has been developed for the massive extraction of features from EEG signals. This tool is able to cover all the data preparation steps ranging from signal processing to data analysis techniques, including the sliding window paradigm, the dimensionality reduction algorithms, information theory, and feature selection measures. The final model shows excellent performances, reaching an accuracy of over 99% during tests on data of a single patient retrieved from a publicly available EEG dataset.

Keywords: Artificial Neural Network, Data Mining, Electroencephalogram, Epilepsy, Feature Extraction, Seizure Detection, Signal Processing.

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Authors: Hassan Haghighi

Abstract:

Probabilistic techniques in computer programs are becoming more and more widely used. Therefore, there is a big interest in the formal specification, verification, and development of probabilistic programs. In our work-in-progress project, we are attempting to make a constructive framework for developing probabilistic programs formally. The main contribution of this paper is to introduce an intermediate artifact of our work, a Z-based formalism called PZ, by which one can build set theoretical models of probabilistic programs. We propose to use a constructive set theory, called CZ set theory, to interpret the specifications written in PZ. Since CZ has an interpretation in Martin-L¨of-s theory of types, this idea enables us to derive probabilistic programs from correctness proofs of their PZ specifications.

Keywords: formal specification, formal program development, probabilistic programs, CZ set theory, type theory.

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Authors: Takashi Sakai, Itaru Kumisawa

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Because die drawing requires insertion of a die, a plug, or a mandrel, higher precision and efficiency are demanded for drawing equipment for a tube having smaller diameter. Manufacturing of such tubes is also accompanied by problems such as cracking and fracture. We specifically examine dieless drawing, which is less affected by these drawing-related difficulties. This deformation process is governed by a similar principle to that of reduction in diameter when pulling a heated glass tube. We conducted dieless drawing of SUS304 stainless steel microtubes under various conditions with three factor parameters of heating temperature, area reduction, and drawing speed. We used SEM-EBSD to observe the processing condition effects on microstructural elements. As the result of this study, crystallographic orientation of microtube is clear by using SEM-EBSD analysis.

Keywords: Microtube, dieless drawing, IPF, inverse pole figure, GOS, grain orientation spread, crystallographic analysis.

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Authors: Joanna K. Konstantinou

Abstract:

The aim of this study is to explore the need of small and medium-sized businesses in tourism and hospitality industry to adopt technology and enhance their degree of digitalization, along with the main benefits enjoyed by technology and the main challenges that hinder its adoption. Within a hermeneutic phenomenological perspective, semi-structured interviews were conducted with three hotel owners and the focus was to identify the main reasons of adoption of technology, enablers and barriers. The findings were grouped with the goal of identifying typology of business practices in using and adopting technology.

Keywords: Digitalization, hospitality, SME, Interpretative Phenomenology.

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Authors: Aftab

Abstract:

This paper is a theory-oriented study that seeks to generalize the process through which terrorism leads to the disruption of international peace. For this, it scrutinizes 9/11 terrorism based on five analytical domains of threat—security disorder, political tensions, economic adversity, socio-ideological intolerance, and the fear and cost of counterterrorism—each of which is explored in light of specific indicators. By applying qualitative correlation method, the paper finds that terrorism immediately entails five distinct kinds of negative impacts that lead to both internal disorders caused by state weakness and global disorder caused by international tensions, which in consequence, causes international peace to be disrupted. Thus, in following inductive process, the findings of this paper help to make a general inference that terrorism is a threat to international peace. 

Keywords: Domains, global disorder, internal disorder, international peace, terrorism, threat.

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Authors: Nikolay Nikolaev, Evgueni Smirnov

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This paper develops an unscented grid-based filter and a smoother for accurate nonlinear modeling and analysis of time series. The filter uses unscented deterministic sampling during both the time and measurement updating phases, to approximate directly the distributions of the latent state variable. A complementary grid smoother is also made to enable computing of the likelihood. This helps us to formulate an expectation maximisation algorithm for maximum likelihood estimation of the state noise and the observation noise. Empirical investigations show that the proposed unscented grid filter/smoother compares favourably to other similar filters on nonlinear estimation tasks.

Keywords:

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