Search results for: Active power filter

Authors: M. Tarafdar Haque, S. Najafi

Abstract:

Improving the reactive power and voltage profile of a distribution substation is investigated in this paper. The purpose is to properly determination of the shunt capacitors on/off status and suitable tap changer (TC) position of a substation transformer. In addition, the limitation of secondary bus voltage, the maximum allowable number of switching operation in a day for on load tap changer and on/off status of capacitors are taken into account. To achieve these goals, an artificial neural network (ANN) is designed to provide preliminary scheduling. Input of ANN is active and reactive powers of transformer and its primary and secondary bus voltages. The output of ANN is capacitors on/off status and TC position. The preliminary schedule is further refined by fuzzy dynamic programming in order to reach the final schedule. The operation of proposed method in Q/V improving is compared with the results obtained by operator operation in a distribution substation.

Keywords: Neuro-fuzzy, Dynamic programming, Reactive power, Voltage profile.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1590

Authors: Jingjing Lan, Jun Zhou, Xin Liu

Abstract:

In this paper, a low-power digital controller for DC-DC power conversion was presented. The controller generates the pulse-width modulated (PWM) signal from digital inputs provided by analog-to-digital converter (ADC). An efficient and simple design scheme to develop the control unit was discussed. This method allows minimization of the consumed resources of the chip and it is based on direct digital design approach. In this application, with the proposed scheme, nearly half area and two-third of the power consumption was saved compared to the conventional schemes. This work illustrates the possibility of implementing low-power and area-efficient power management circuit using direct digital design based approach. 

Keywords: Buck converter, DC-DC power conversion, digital control, proportional-integral (PI) controller.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2231

Authors: Amin Sedighfar, M. R. Moniri

Abstract:

Determination of state of charge (SOC) in today’s world becomes an increasingly important issue in all the applications that include a battery. In fact, estimation of the SOC is a fundamental need for the battery, which is the most important energy storage in Hybrid Electric Vehicles (HEVs), smart grid systems, drones, UPS and so on. Regarding those applications, the SOC estimation algorithm is expected to be precise and easy to implement. This paper presents an online method for the estimation of the SOC of Valve-Regulated Lead Acid (VRLA) batteries. The proposed method uses the well-known Kalman Filter (KF), and Neural Networks (NNs) and all of the simulations have been done with MATLAB software. The NN is trained offline using the data collected from the battery discharging process. A generic cell model is used, and the underlying dynamic behavior of the model has used two capacitors (bulk and surface) and three resistors (terminal, surface, and end), where the SOC determined from the voltage represents the bulk capacitor. The aim of this work is to compare the performance of conventional integration-based SOC estimation methods with a mixed algorithm. Moreover, by containing the effect of temperature, the final result becomes more accurate. 

Keywords: Kalman filter, neural networks, state-of-charge, VRLA battery.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1368

Authors: Dong-Woo Lim, Chang-Jae Chun, Hyung-Myung Kim

Abstract:

We consider a two-way relay network where two sources exchange information. A relay helps the two sources exchange information using the decode-and-XOR-forward protocol. We investigate the power minimization problem with minimum rate constraints. The system needs two time slots and in each time slot the required rate pair should be achievable. The power consumption is minimized in each time slot and we obtained the closed form solution. The simulation results confirm that the proposed power allocation scheme consumes lower total power than the conventional schemes.

Keywords: Decode-and-XOR-forward, power minimization, two-way relay

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1559

Authors: A. Sardi, J. Zbitou, A. Errkik, L. El Abdellaoui, A. Tajmouati, M. Latrach.

Abstract:

This paper presents analysis and design of a wideband Wilkinson power divider for wireless applications. The design is accomplished by transforming the lengths and impedances of the quarter wavelength sections of the conventional Wilkinson power divider into U-shaped sections. The designed power divider is simulated by using ADS Agilent technologies and CST microwave studio software. It is shown that the proposed power divider has simple topology and good performances in terms of insertion loss, port matching and isolation at all operating frequencies (1.8 GHz, 2.45 GHz and 3.55 GHz).

Keywords: ADS Agilent technologies, CST microwave Studio, Microstrip, Wideband, Wilkinson power divider.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5685

Authors: Ahmed Hossam-Eldin, Ahmed Elserougi, Ahmed Massoud, Shehab Ahmed

Abstract:

The Inter feeder Power Flow Regulator (IFPFR) proposed in this paper consists of several voltage source inverters with common dc bus; each inverter is connected in series with one of different independent distribution feeders in the power system. This paper is concerned with how to transfer power between the feeders for load sharing purpose. The power controller of each inverter injects the power (for sending feeder) or absorbs the power (for receiving feeder) via injecting suitable voltage; this voltage injection is simulated by voltage drop across series virtual impedance, the impedance value is selected to achieve the concept of power exchange between the feeders without perturbing the load voltage magnitude of each feeder. In this paper a new control scheme for load sharing using IFPFR is proposed.

Keywords: IFPFR, Load sharing, Power transfer

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1579

Authors: Serkan Yağlı, Selçuk Dal

Abstract:

Cyber attacks pose a serious threat to all states. Therefore, states constantly seek for various methods to encounter those threats. In addition, recent changes in the nature of cyber attacks and their more complicated methods have created a new concept: active cyber defense (ACD). This article tries to answer firstly why ACD is important to NATO and find out the viewpoint of NATO towards ACD. Secondly, infrastructure protection is essential to cyber defense. Critical infrastructure protection with ACD means is even more important. It is assumed that by implementing active cyber defense, NATO may not only be able to repel the attacks but also be deterrent. Hence, the use of ACD has a direct positive effect in all international organizations’ future including NATO.

Keywords: Active cyber defense, advanced persistent treat, critical infrastructure, NATO.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3665

Authors: Young-Seok Choi

Abstract:

This paper presents a normalized subband adaptive filtering (NSAF) algorithm to cope with the sparsity condition of an underlying system in the context of compressive sensing. By regularizing a weighted l1-norm of the filter taps estimate onto the cost function of the NSAF and utilizing a subgradient analysis, the update recursion of the l1-norm constraint NSAF is derived. Considering two distinct weighted l1-norm regularization cases, two versions of the l1-norm constraint NSAF are presented. Simulation results clearly indicate the superior performance of the proposed l1-norm constraint NSAFs comparing with the classical NSAF.

Keywords: Subband adaptive filtering, sparsity constraint, weighted l1-norm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1491

Authors: Kruczek A., Stříbrský A., Honců J., Hlinovský M.

Abstract:

Automotive suspension system is important part of car comfort and safety. In this article automotive active suspension with linear motor as actuator is designed using H-infinity control. This paper is focused on comparison of different controller designed for quart, half or full-car model (and always used for “full" car). Special attention is placed on energy demand of the whole system. Each controller configuration is simulated and then verified on the hydraulic quarter car test bed.

Keywords: active suspension, linear motor, robust control

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2082

Authors: T. Hui Teo, Wee Tiong Tan, Pradeep K. Gopalakrishnan, Victor K. H. Phay, Ma Su M. M. Shwe

Abstract:

A healthcare monitoring system is presented in this paper. This system is based on ultra-low power sensor nodes and a personal server, which is based on hardware and software extensions to a Personal Digital Assistant (PDA)/Smartphone. The sensor node collects data from the body of a patient and sends it to the personal server where the data is processed, displayed and made ready to be sent to a healthcare network, if necessary. The personal server consists of a compact low power receiver module and equipped with a Smartphone software. The receiver module takes less than 30 × 30 mm board size and consumes approximately 25 mA in active mode.

Keywords: healthcare monitoring, sensor node, personal server, wireless.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1963

Authors: Belkacem Brahmi, Mohand Ouamer Bibi

Abstract:

In this paper, we present a new method for solving quadratic programming problems, not strictly convex. Constraints of the problem are linear equalities and inequalities, with bounded variables. The suggested method combines the active-set strategies and support methods. The algorithm of the method and numerical experiments are presented, while comparing our approach with the active set method on randomly generated problems.

Keywords: Convex quadratic programming, dual support methods, active set methods.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1843

Authors: Omid Sojodishijani, Saeed Ebrahimijam, Vahid Rostami

Abstract:

This paper presents an optimized algorithm for robot localization which increases the correctness and accuracy of the estimating position of mobile robot to more than 150% of the past methods [1] in the uncertain and noisy environment. In this method the odometry and vision sensors are combined by an adapted well-known discrete kalman filter [2]. This technique also decreased the computation process of the algorithm by DKF simple implementation. The experimental trial of the algorithm is performed on the robocup middle size soccer robot; the system can be used in more general environments.

Keywords: Discrete Kalman filter, odometry sensor, omnidirectional vision sensor, Robot Localization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1384

Authors: M. H. Moradi, S. M. Moosavi, A. R. Reisi

Abstract:

The main objective of this paper is to investigate the enhancement of power system stability via coordinated tuning of Power System Stabilizers (PSSs) in a multi-machine power system. The design problem of the proposed controllers is formulated as an optimization problem. Chaotic catfish particle swarm optimization (C-Catfish PSO) algorithm is used to minimize the ITAE objective function. The proposed algorithm is evaluated on a two-area, 4- machines system. The robustness of the proposed algorithm is verified on this system under different operating conditions and applying a three-phase fault. The nonlinear time-domain simulation results and some performance indices show the effectiveness of the proposed controller in damping power system oscillations and this novel optimization algorithm is compared with particle swarm optimization (PSO).

Keywords: Power system stabilizer, C-Catfish PSO, ITAE objective function, Power system control, Multi-machine power system

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2382

Authors: Zoja Raud, Valery Vodovozov

Abstract:

The paper focuses on the distance laboratory organisation for training the electrical engineering staff and students in the fields of electrical drive and power electronics. To support online knowledge acquisition and professional enhancement, new challenges in remote education based on an active learning approach with self-assessment have been emerged by the authors. Following the literature review and explanation of the improved assessment methodology, the concept and technological basis of the labs arrangement are presented. To decrease the gap between the distance study of the up-to-date equipment and other educational activities in electrical engineering, the improvements in the following-up the learners’ progress and feedback composition are introduced. An authoring methodology that helps to personalise knowledge acquisition and enlarge Web-based possibilities is described. Educational management based on self-assessment is discussed.

Keywords: Advanced training, active learning, distance learning, electrical engineering, remote laboratory, self-assessment.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2096

Authors: Jin-Lung Guan, Ming-Ta Yang, Jhy-Cherng Gu, Hsin-Hung Chang, Chin-Lung Huang

Abstract:

Voltage flicker problems have long existed in several of the distribution areas served by the Taiwan Power Company. In the past, those research results indicating that the estimated ΔV10 value based on the conventional method is significantly smaller than the survey value. This paper is used to study the relationship between the voltage flicker problems and harmonic power variation for the power system with electric arc furnaces. This investigation discussed thought the effect of harmonic power fluctuation with flicker estimate value. The method of field measurement, statistics and simulation is used. The survey results demonstrate that 10 ΔV estimate must account for the effect of harmonic power variation.

Keywords: Voltage Flicker, Harmonic Power, EAF.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2168

Authors: Saeed Mian Qaisar, Laurent Fesquet, Marc Renaudin

Abstract:

Mostly the systems are dealing with time varying signals. The Power efficiency can be achieved by adapting the system activity according to the input signal variations. In this context an adaptive rate filtering technique, based on the level crossing sampling is devised. It adapts the sampling frequency and the filter order by following the input signal local variations. Thus, it correlates the processing activity with the signal variations. Interpolation is required in the proposed technique. A drastic reduction in the interpolation error is achieved by employing the symmetry during the interpolation process. Processing error of the proposed technique is calculated. The computational complexity of the proposed filtering technique is deduced and compared to the classical one. Results promise a significant gain of the computational efficiency and hence of the power consumption.

Keywords: Level Crossing Sampling, Activity Selection, Rate Filtering, Computational Complexity, Interpolation Error.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1522

Authors: Yash Pal, A.Swarup, Bhim Singh

Abstract:

A new topology of unified power quality conditioner (UPQC) is proposed for different power quality (PQ) improvement in a three-phase four-wire (3P-4W) distribution system. For neutral current mitigation, a star-hexagon transformer is connected in shunt near the load along with three-leg voltage source inverters (VSIs) based UPQC. For the mitigation of source neutral current, the uses of passive elements are advantageous over the active compensation due to ruggedness and less complexity of control. In addition to this, by connecting a star-hexagon transformer for neutral current mitigation the over all rating of the UPQC is reduced. The performance of the proposed topology of 3P-4W UPQC is evaluated for power-factor correction, load balancing, neutral current mitigation and mitigation of voltage and currents harmonics. A simple control algorithm based on Unit Vector Template (UVT) technique is used as a control strategy of UPQC for mitigation of different PQ problems. In this control scheme, the current/voltage control is applied over the fundamental supply currents/voltages instead of fast changing APFs currents/voltages, thereby reducing the computational delay. Moreover, no extra control is required for neutral source current compensation; hence the numbers of current sensors are reduced. The performance of the proposed topology of UPQC is analyzed through simulations results using MATLAB software with its Simulink and Power System Block set toolboxes.

Keywords: Power-factor correction, Load balancing, UPQC, Voltage and Current harmonics, Neutral current mitigation, Starhexagon transformer.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2296

Authors: S. Balaji, E. Golden Julie, Y. Harold Robinson

Abstract:

The context aware adaptive routing protocol is presented for unicast communication in intermittently connected mobile ad hoc networks (MANETs). The selection of the node is done by the Kalman filter prediction theory and it also makes use of utility functions. The context aware adaptive routing is defined by spray and wait technique, but the time consumption in delivering the message is too high and also the resource wastage is more. In this paper, we describe the spray and focus routing scheme for avoiding the existing problems.

Keywords: Context aware adaptive routing, Kalman filter prediction, spray and wait, spray and focus, intermittent networks.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 874

Authors: Aurelian Octavian Ciucâ, Ioan Bitir-Istrate, Mircea Scripcariu

Abstract:

The rapidly increasing costs of power line extensions and fossil fuel, combined with the desire to reduce carbon dioxide emissions pushed the development of hybrid power system suited for remote locations, the purpose in mind being that of autonomous local power systems. The paper presents the suggested solution for a “high penetration" hybrid power system, it being determined by the location of the settlement and its “zero policy" on carbon dioxide emissions. The paper focuses on the technical solution and the power flow management algorithm of the system, taking into consideration local conditions of development.

Keywords: Renewable energy, hybrid power system, wind turbine, photovoltaic panels, bio-diesel cogeneration, bio-fuel.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1585

Authors: Abdalla Mohamed Eblabla

Abstract:

Due to the high increase in and demand for a wide assortment of applications that require low-cost, high-efficiency, and compact systems, RF power amplifiers are considered the most critical design blocks and power consuming components in wireless communication, TV transmission, radar, and RF heating. Therefore, much research has been carried out in order to improve the performance of power amplifiers. Classes-A, B, C, D, E and F are the main techniques for realizing power amplifiers.

An implementation of high efficiency class-F power amplifier with Gallium Nitride (GaN) High Electron Mobility Transistor (HEMT) was realized in this paper. The simulation and optimization of the class-F power amplifier circuit model was undertaken using Agilent’s Advanced Design system (ADS). The circuit was designed using lumped elements.

Keywords: Power Amplifier (PA), Gallium Nitride (GaN), Agilent’s Advanced Design system (ADS) and lumped elements.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4116

Authors: Raman Paranjape

Abstract:

We present a new approach to evaluation of Cyber Security in Power Systems using the method of modeling the power systems Infrastructure using software agents. Interfaces between module and the home smart meter are recognized as the primary points of intrusion.

Keywords: Power Systems, Modeling and Simulation, Agent systems.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2398

Authors: Hari Maghfiroh, Harry Prabowo

Abstract:

WOLED is widely used as lighting for high efficacy and little power consumption. In this research, power factor testing between WOLED and fluorescent lamp to see which one is more efficient in consuming energy. Since both lamps use semiconductor components, so calculation of the power factor need to consider the effects of harmonics. Harmonic make bigger losses. The study is conducted by comparing the value of the power factor regardless of harmonics (DPF) and also by included the harmonics (TPF). The average value of DPF of fluorescent is 0.953 while WOLED is 0.972. The average value of TPF of fluorescent is 0.717 whereas WOLED is 0.933. So from the review of power factor WOLED is more energy efficient than fluorescent lamp.

Keywords: Fluorescent, harmonic, power factor, WOLED.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1535

Authors: Durga Gautam, Mithulananthan Nadarajah

Abstract:

This paper presents the influence of distributed generation (DG) on congestion and locational marginal price (LMP) in an optimal power flow (OPF) based wholesale electricity market. The problem of optimal placement to manage congestion and reduce LMP is formulated for the objective of social welfare maximization. From competitive electricity market standpoint, DGs have great value when they reduce load in particular locations and at particular times when feeders are heavily loaded. The paper lies on the groundwork that solution to optimal mix of generation and transmission resources can be achieved by addressing congestion and corresponding LMP. Obtained as lagrangian multiplier associated with active power flow equation for each node, LMP gives the short run marginal cost (SRMC) of electricity. Specific grid locations are examined to study the influence of DG penetration on congestion and corresponding shadow prices. The influence of DG on congestion and locational marginal prices has been demonstrated in a modified IEEE 14 bus test system.

Keywords: Congestion management, distributed generation, electricity market, locational marginal price, optimal power flow, social welfare.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2881

Authors: A. Gamil, G. Herold

Abstract:

The concept of differential protection based on current quantities has been discussed in many paper and researches. For certificating and inverting of currents and voltages through converter systems, there is no conventional current differential relay, which can compare current quantities, because they are different in form and frequencies. An overview over a new concept of differential protection for converters based on instantaneous power quantities will be discussed in this paper. To drive the power quantities a mathematical background of the space vectors will be introduced. A simple DCLink is preceded in this paper and a power analysis description and simulation is derived using Matlab®/ SimulinkTM concerning a certain construction scheme of Power Differential Relay System. Finally a complete analysis of three phase fault in DC-Link Rectifier is discussed to ensure the ability of Power Differential Protection System to detect the fault in main and selectivity protection sections.

Keywords: Space Vectors, Power Differential Relay (PDR), Short Circuit Power, Diode Recovery Energy, Detected Power Differential Signal (DPDS), Power Space Vector (PSV), Power Space Vector Protection Area (PSVPA).

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3358

Authors: Ahmed Elsebaay, Maged A. Abu Adma, Mahmoud Ramadan

Abstract:

This study presents a technique clarifying the effect of ambient air temperature and loads power factor changing from standard values on electric generator power rating. The study introduces an optimized technique for selecting the correct electric generator power rating for certain application and operating site ambient temperature. The de-rating factors due to the previous effects will be calculated to be applied on a generator to select its power rating accurately to avoid unsafe operation and save its lifetime. The information in this paper provides a simple, accurate, and general method for synchronous generator selection and eliminates common errors.

Keywords: Ambient temperature, de-rating factor, electric generator, power factor.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3828

Authors: Wei-Der Chang, Dai-Ming Chang, Eri-Wei Chiang, Chia-Hung Lin, Jian-Liung Chen

Abstract:

In this paper, a fractional-order FIR differentiator design method using the differential evolution (DE) algorithm is presented. In the proposed method, the FIR digital filter is designed to meet the frequency response of a desired fractal-order differentiator, which is evaluated in the frequency domain. To verify the design performance, another design method considered in the time-domain is also provided. Simulation results reveal the efficiency of the proposed method.

Keywords: Fractional-order differentiator, FIR digital filter, Differential evolution algorithm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2214

Authors: K. Saravanan, R. Anita

Abstract:

Flexible AC Transmission Systems (FACTS) is granting a new group of advanced power electronic devices emerging for enhancement of the power system performance. Unified Power Flow Controller (UPFC) is a recent version of FACTS devices for power system applications. The back-up energy supply system incorporated with UPFC is providing a complete control of real and reactive power at the same time and hence is competent to improve the performance of an electrical power system. In this article, backup energy supply unit such as superconducting magnetic energy storage (SMES) is integrated with UPFC. In addition, comparative exploration of UPFC–battery, UPFC–UC and UPFC–SMES performance is evaluated through the vibrant simulation by using MATLAB/Simulink software.

Keywords: Power system, FACTS, UPFC, DC-DC chopper, battery, UC, SMES.

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

Authors: J. P. Dubois

Abstract:

Single side band modulation is a widespread technique in communication with significant impact on communication technologies such as DSL modems and ATSC TV. Its widespread utilization is due to its bandwidth and power saving characteristics. In this paper, we present a new scheme for SSB signal generation which is cost efficient and enjoys superior characteristics in terms of frequency stability, selectivity, and robustness to noise. In the process, we develop novel Hilbert transform properties.

Keywords: Crystal filter, frequency drift, frequency mixing, Hilbert transform, phasing, selectivity, single side band AM.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1374

Authors: G. Kalpanadevi, S. Ravimaran, M. Shanmugapriya

Abstract:

A Reconfigurable Wilkinson power divider is proposed in this paper. In existing system only a limited number of bandwidth is used at the output ports, in the proposed Wilkinson power divider different band of frequencies are obtained by using PIN diode. By tuning the PIN diode, different frequencies are achieved. The size of the power divider is reduced for the operating frequency and increases the fractional bandwidth.

Keywords: Isolation loss, PIN diode, Reconfigurable Wilkinson power divider and WLAN applications.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2712

Authors: Hong Son Hoang, Remy Baraille

Abstract:

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

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1261