Search results for: Stochastic filtering.

Authors: Anatoli Torokhti, Phil Howlett

Abstract:

A theory for optimal filtering of infinite sets of random signals is presented. There are several new distinctive features of the proposed approach. First, a single optimal filter for processing any signal from a given infinite signal set is provided. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the scheme concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: Optimal filtering, data compression, stochastic signals.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1277

Authors: Khaled M. EL-Naggar

Abstract:

This paper presents a new method for estimating the mean curve of impulse voltage waveforms that are recorded during impulse tests. In practice, these waveforms are distorted by noise, oscillations and overshoot. The problem is formulated as an estimation problem. Estimation of the current signal parameters is achieved using a fast and accurate technique. The method is based on discrete dynamic filtering algorithm (DDF). The main advantage of the proposed technique is its ability in producing the estimates in a very short time and at a very high degree of accuracy. The algorithm uses sets of digital samples of the recorded impulse waveform. The proposed technique has been tested using simulated data of practical waveforms. Effects of number of samples and data window size are studied. Results are reported and discussed.

Keywords: Digital Filtering, Estimation, Impulse wave, Stochastic filtering.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1802

Authors: O. Nouali, A. Saidi, H. Chahrat, A. Krinah, B. Toursel

Abstract:

This article describes a Web pages automatic filtering system. It is an open and dynamic system based on multi agents architecture. This system is built up by a set of agents having each a quite precise filtering task of to carry out (filtering process broken up into several elementary treatments working each one a partial solution). New criteria can be added to the system without stopping its execution or modifying its environment. We want to show applicability and adaptability of the multi-agents approach to the networks information automatic filtering. In practice, most of existing filtering systems are based on modular conception approaches which are limited to centralized applications which role is to resolve static data flow problems. Web pages filtering systems are characterized by a data flow which varies dynamically.

Keywords: Agent, Distributed Artificial Intelligence, Multiagents System, Web pages filtering.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1323

Authors: S. Rozhkova, O. Rozhkova, A. Harlova, V. Lasukov

Abstract:

We have conducted the optimal synthesis of rootmean- squared objective filter to estimate the state vector in the case if within the observation channel with memory the anomalous noises with unknown mathematical expectation are complement in the function of the regular noises. The synthesis has been carried out for linear stochastic systems of continuous - time.

Keywords: Mathematical expectation, filtration, anomalous noise, memory.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1924

Authors: Anatoli Torokhti, Phil Howlett

Abstract:

We present a theory for optimal filtering of infinite sets of random signals. There are several new distinctive features of the proposed approach. First, we provide a single optimal filter for processing any signal from a given infinite signal set. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: stochastic signals, optimization problems in signal processing.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1248

Authors: Zongqing Lu

Abstract:

It has proved that nonlinear diffusion and bilateral filtering (BF) have a closed connection. Early effort and contribution are to find a generalized representation to link them by using adaptive filtering. In this paper a new further relationship between nonlinear diffusion and bilateral filtering is explored which pays more attention to numerical calculus. We give a fresh idea that bilateral filtering can be accelerated by multigrid (MG) scheme which likes the nonlinear diffusion, and show that a bilateral filtering process with large kernel size can be approximated by a nonlinear diffusion process based on full multigrid (FMG) scheme.

Keywords: Bilateral filter, multigrid

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1813

Authors: Serap Akcan, Ali Kokangul

Abstract:

We consider a single-echelon, single-item inventory system where both demand and lead-time are stochastic. Continuous review policy is used to control the inventory system. The objective is to calculate the reorder point level under stochastic parameters. A case study is presented in Neonatal Intensive Care Unit.

Keywords: Inventory control system, reorder point level, stochastic demand, stochastic lead time

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3480

Authors: Changwoo Byun, Kyounghan Lee, Seog Park

Abstract:

XML is becoming a de facto standard for online data exchange. Existing XML filtering techniques based on a publish/subscribe model are focused on the highly structured data marked up with XML tags. These techniques are efficient in filtering the documents of data-centric XML but are not effective in filtering the element contents of the document-centric XML. In this paper, we propose an extended XPath specification which includes a special matching character '%' used in the LIKE operation of SQL in order to solve the difficulty of writing some queries to adequately filter element contents using the previous XPath specification. We also present a novel technique for filtering a collection of document-centric XMLs, called Pfilter, which is able to exploit the extended XPath specification. We show several performance studies, efficiency and scalability using the multi-query processing time (MQPT).

Keywords: XML Data Stream, Document-centric XML, Filtering Technique, Value-based Predicates.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1719

Authors: María L. Jalón, Feargal Brennan

Abstract:

A non-stationary stochastic optimization methodology is applied to an OWC (oscillating water column) to find the design that maximizes the wave energy extraction. Different temporal cycles are considered to represent the long-term variability of the wave climate at the site in the optimization problem. The results of the non-stationary stochastic optimization problem are compared against those obtained by a stationary stochastic optimization problem. The comparative analysis reveals that the proposed non-stationary optimization provides designs with a better fit to reality. However, the stationarity assumption can be adequate when looking at averaged system response.

Keywords: Non-stationary stochastic optimization, oscillating water column, temporal variability, wave energy.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1332

Authors: Prasannakumar Palaniappan, Dong Ho Shin, Chul Gyu Song

Abstract:

The photoacoustic images are obtained from a custom developed linear array photoacoustic tomography system. The biological specimens are imitated by conducting phantom tests in order to retrieve a fully functional photoacoustic image. The acquired image undergoes the active region based contour filtering to remove the noise and accurately segment the object area for further processing. The universal back projection method is used as the image reconstruction algorithm. The active contour filtering is analyzed by evaluating the signal to noise ratio and comparing it with the other filtering methods.

Keywords: Contour filtering, linear array, photoacoustic tomography, universal back projection.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1803

Authors: Takayuki Shiina

Abstract:

Mathematical programming has been applied to various problems. For many actual problems, the assumption that the parameters involved are deterministic known data is often unjustified. In such cases, these data contain uncertainty and are thus represented as random variables, since they represent information about the future. Decision-making under uncertainty involves potential risk. Stochastic programming is a commonly used method for optimization under uncertainty. A stochastic programming problem with recourse is referred to as a two-stage stochastic problem. In this study, we consider a stochastic programming problem with simple integer recourse in which the value of the recourse variable is restricted to a multiple of a nonnegative integer. The algorithm of a dynamic slope scaling procedure for solving this problem is developed by using a property of the expected recourse function. Numerical experiments demonstrate that the proposed algorithm is quite efficient. The stochastic programming model defined in this paper is quite useful for a variety of design and operational problems.

Keywords: stochastic programming problem with recourse, simple integer recourse, dynamic slope scaling procedure

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1570

Authors: Sašo Pečnik, Borut Žalik

Abstract:

This paper presents a real-time visualization technique and filtering of classified LiDAR point clouds. The visualization is capable of displaying filtered information organized in layers by the classification attribute saved within LiDAR datasets. We explain the used data structure and data management, which enables real-time presentation of layered LiDAR data. Real-time visualization is achieved with LOD optimization based on the distance from the observer without loss of quality. The filtering process is done in two steps and is entirely executed on the GPU and implemented using programmable shaders.

Keywords: Filtering, graphics, level-of-details, LiDAR, realtime visualization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2504

Authors: Yin Yin Pey, Leok Poh Chua, Wei Long Siauw

Abstract:

Linear stochastic estimation and quadratic stochastic estimation techniques were applied to estimate the entire velocity flow-field of an open cavity with a length to depth ratio of 2. The estimations were done through the use of instantaneous velocity magnitude as estimators. These measurements were obtained by Particle Image Velocimetry. The predicted flow was compared against the original flow-field in terms of the Reynolds stresses and turbulent kinetic energy. Quadratic stochastic estimation proved to be more superior than linear stochastic estimation in resolving the shear layer flow. When the velocity fluctuations were scaled up in the quadratic estimate, both the time-averaged quantities and the instantaneous cavity flow can be predicted to a rather accurate extent.

Keywords: Open cavity, Particle Image Velocimetry, Stochastic estimation, Turbulent kinetic energy.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1662

Authors: Mahboobe Zardosht, Nasser Ghasem-Aghaee

Abstract:

We propose an enhanced collaborative filtering method using Hofstede-s cultural dimensions, calculated for 111 countries. We employ 4 of these dimensions, which are correlated to the costumers- buying behavior, in order to detect users- preferences for items. In addition, several advantages of this method demonstrated for data sparseness and cold-start users, which are important challenges in collaborative filtering. We present experiments using a real dataset, Book Crossing Dataset. Experimental results shows that the proposed algorithm provide significant advantages in terms of improving recommendation quality.

Keywords: Collaborative filtering, Cross-cultural, E-commerce, Recommender systems

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1807

Authors: Takayuki Shiina

Abstract:

We consider power system expansion planning under uncertainty. In our approach, integer programming and stochastic programming provide a basic framework. We develop a multistage stochastic programming model in which some of the variables are restricted to integer values. By utilizing the special property of the problem, called block separable recourse, the problem is transformed into a two-stage stochastic program with recourse. The electric power capacity expansion problem is reformulated as the problem with first stage integer variables and continuous second stage variables. The L-shaped algorithm to solve the problem is proposed.

Keywords: electric power capacity expansion problem, integerprogramming, L-shaped method, stochastic programming

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1778

Authors: Mohammad Javad Mollakazemi, Farhad Asadi, Aref Ghafouri

Abstract:

Performance of different filtering approaches depends on modeling of dynamical system and algorithm structure. For modeling and smoothing the data the evaluation of posterior distribution in different filtering approach should be chosen carefully. In this paper different filtering approaches like filter KALMAN, EKF, UKF, EKS and smoother RTS is simulated in some trajectory tracking of path and accuracy and limitation of these approaches are explained. Then probability of model with different filters is compered and finally the effect of the noise variance to estimation is described with simulations results.

Keywords: Gaussian approximation, KALMAN smoother, Parameter estimation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1721

Authors: Umesh Ghanekar

Abstract:

As the performance of the filtering system depends upon the accuracy of the noise detection scheme, in this paper, we present a new scheme for impulse noise detection based on two levels of decision. In this scheme in the first stage we coarsely identify the corrupted pixels and in the second stage we finally decide whether the pixel under consideration is really corrupt or not. The efficacy of the proposed filter has been confirmed by extensive simulations.

Keywords: Impulse detection, noise removal, image filtering.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1369

Authors: Ghulam Zakria, Zailin Guan , Yasser Riaz Awan, Wan Lizhi

Abstract:

There are many real world problems in which parameters like the arrival time of new jobs, failure of resources, and completion time of jobs change continuously. This paper tackles the problem of scheduling jobs with random due dates on multiple identical machines in a stochastic environment. First to assign jobs to different machine centers LPT scheduling methods have been used, after that the particular sequence of jobs to be processed on the machine have been found using simple stochastic techniques. The performance parameter under consideration has been the maximum lateness concerning the stochastic due dates which are independent and exponentially distributed. At the end a relevant problem has been solved using the techniques in the paper..

Keywords: Quantity Production Flow Shop, LPT Scheduling, Stochastic Scheduling, Maximum Lateness, Random Due Dates

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1353

Authors: A. Aissani, H. Benaoudia

Abstract:

Stochastic comparison has been an important direction of research in various area. This can be done by the use of the notion of stochastic ordering which gives qualitatitive rather than purely quantitative estimation of the system under study. In this paper we present applications of comparison based uncertainty related to entropy in Reliability analysis, for example to design better systems. These results can be used as a priori information in simulation studies.

Keywords: Uncertainty, Stochastic comparison, Reliability, serie's system, imperfect repair.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1210

Authors: Jevgenijs Carkovs

Abstract:

The paper is devoted to stochastic analysis of finite dimensional difference equation with dependent on ergodic Markov chain increments, which are proportional to small parameter ". A point-form solution of this difference equation may be represented as vertexes of a time-dependent continuous broken line given on the segment [0,1] with "-dependent scaling of intervals between vertexes. Tending " to zero one may apply stochastic averaging and diffusion approximation procedures and construct continuous approximation of the initial stochastic iterations as an ordinary or stochastic Ito differential equation. The paper proves that for sufficiently small " these equations may be successfully applied not only to approximate finite number of iterations but also for asymptotic analysis of iterations, when number of iterations tends to infinity.

Keywords: Markov dynamical system, diffusion approximation, equilibrium stochastic stability.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1525

Authors: Dezhi Liu Guiyuan Yang Wei Zhang

Abstract:

Strict stability can present the rate of decay of the solution, so more and more investigators are beginning to study the topic and some results have been obtained. However, there are few results about strict stability of stochastic differential equations. In this paper, using Lyapunov functions and Razumikhin technique, we have gotten some criteria for the strict stability of impulsive stochastic functional differential equations with markovian switching.

Keywords: Impulsive; Stochastic functional differential equation; Strict stability; Razumikhin technique.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1244

Authors: Dezhi Liu

Abstract:

In the paper, based on stochastic analysis theory and Lyapunov functional method, we discuss the mean square stability of impulsive stochastic delay differential equations with markovian switching and poisson jumps, and the sufficient conditions of mean square stability have been obtained. One example illustrates the main results. Furthermore, some well-known results are improved and generalized in the remarks.

Keywords: Impulsive, stochastic, delay, Markovian switching, Poisson jumps, mean square stability.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1514

Authors: S. Khosroabadi, M. R. Salehi

Abstract:

In this paper, all-optical signal processors that perform both microwave mixing and bandpass filtering in a radio-over-fiber (RoF) link are presented. The key device is a Mach-Zehnder modulator (MZM) which performs all-optical microwave mixing. An up-converted microwave signal is obtained and other unwanted frequency components are suppressed at the end of the fiber span.

Keywords: Microwave mixing, bandpass filtering, all-optical, signal processing, MZM.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1680

Authors: Abdullah H. Özcan, Dilara Hisar, Yetkin Sayar, Cem Ünsalan

Abstract:

In this study, an automated building and tree detection method is proposed using DSM data and true orthophoto image. A multiscale matched filtering is used on DSM data. Therefore, first watershed transform is applied. Then, Otsu’s thresholding method is used as an adaptive threshold to segment each watershed region. Detected objects are masked with NDVI to separate buildings and trees. The proposed method is able to detect buildings and trees without entering any elevation threshold. We tested our method on ISPRS semantic labeling dataset and obtained promising results.

Keywords: Building detection, tree detection, matched filtering, multiscale, local maximum filtering, watershed segmentation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 494

Authors: Abhishek Neogi, Jayesh Verma, Pinaki Pratim Acharjya

Abstract:

Image segmentation and edge detection is a fundamental section in image processing. In case of noisy images Edge Detection is very less effective if we use conventional Spatial Filters like Sobel, Prewitt, LOG, Laplacian etc. To overcome this problem we have proposed the use of Stochastic Gradient Mask instead of Spatial Filters for generating gradient images. The present study has shown that the resultant images obtained by applying Stochastic Gradient Masks appear to be much clearer and sharper as per Edge detection is considered.

Keywords: Image segmentation, edge Detection, noisy images, spatialfilters, stochastic gradient kernel.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1474

Authors: Tarun Kumar Rawat, Abhirup Lahiri, Ashish Gupta

Abstract:

In this paper, we analyze the effect of noise in a single- ended input differential amplifier working at high frequencies. Both extrinsic and intrinsic noise are analyzed using time domain method employing techniques from stochastic calculus. Stochastic differential equations are used to obtain autocorrelation functions of the output noise voltage and other solution statistics like mean and variance. The analysis leads to important design implications and suggests changes in the device parameters for improved noise characteristics of the differential amplifier.

Keywords: Single-ended input differential amplifier, Noise, stochastic differential equation, mean and variance.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1654

Authors: Soumia Ichoua

Abstract:

In this paper, we investigate the strategic stochastic air traffic flow management problem which seeks to balance airspace capacity and demand under weather disruptions. The goal is to reduce the need for myopic tactical decisions that do not account for probabilistic knowledge about the NAS near-future states. We present and discuss a scenario-based modeling approach based on a time-space stochastic process to depict weather disruption occurrences in the NAS. A solution framework is also proposed along with a distributed implementation aimed at overcoming scalability problems. Issues related to this implementation are also discussed.

Keywords: Air traffic management, sample average approximation, scenario-based approach, stochastic capacity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2035

Authors: Zixin Liu, Jianjun Jiao Wanping Bai

Abstract:

In this paper, the issue of pth moment exponential stability of stochastic recurrent neural network with distributed time delays is investigated. By using the method of variation parameters, inequality techniques, and stochastic analysis, some sufficient conditions ensuring pth moment exponential stability are obtained. The method used in this paper does not resort to any Lyapunov function, and the results derived in this paper generalize some earlier criteria reported in the literature. One numerical example is given to illustrate the main results.

Keywords: Stochastic recurrent neural networks, pth moment exponential stability, distributed time delays.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1213

Authors: Werner Sandmann, Verena Wolf

Abstract:

Stochastic models of biological networks are well established in systems biology, where the computational treatment of such models is often focused on the solution of the so-called chemical master equation via stochastic simulation algorithms. In contrast to this, the development of storage-efficient model representations that are directly suitable for computer implementation has received significantly less attention. Instead, a model is usually described in terms of a stochastic process or a "higher-level paradigm" with graphical representation such as e.g. a stochastic Petri net. A serious problem then arises due to the exponential growth of the model-s state space which is in fact a main reason for the popularity of stochastic simulation since simulation suffers less from the state space explosion than non-simulative numerical solution techniques. In this paper we present transition class models for the representation of biological network models, a compact mathematical formalism that circumvents state space explosion. Transition class models can also serve as an interface between different higher level modeling paradigms, stochastic processes and the implementation coded in a programming language. Besides, the compact model representation provides the opportunity to apply non-simulative solution techniques thereby preserving the possible use of stochastic simulation. Illustrative examples of transition class representations are given for an enzyme-catalyzed substrate conversion and a part of the bacteriophage λ lysis/lysogeny pathway.

Keywords: Computational Modeling, Biological Networks, Stochastic Models, Markov Chains, Transition Class Models.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1537

Authors: S. Rozhkova, O. Rozhkova, A. Harlova, V. Lasukov

Abstract:

For optimal unbiased filter as mean-square and in the case of functioning anomalous noises in the observation memory channel, we have proved insensitivity of filter to inaccurate knowledge of the anomalous noise intensity matrix and its equivalence to truncated filter plotted only by non anomalous components of an observation vector.

Keywords: Mathematical expectation, filtration, anomalous noise, memory.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2007