Search results for: MAP estimation using conjugate gradient method

Authors: Taeung Yoon, Youngpo Lee, Chonghan Song, Na Young Ha, Seokho Yoon

Abstract:

Ren et al. presented an efficient carrier frequency offset (CFO) estimation method for orthogonal frequency division multiplexing (OFDM), which has an estimation range as large as the bandwidth of the OFDM signal and achieves high accuracy without any constraint on the structure of the training sequence. However, its detection probability of the integer frequency offset (IFO) rapidly varies according to the fractional frequency offset (FFO) change. In this paper, we first analyze the Ren-s method and define two criteria suitable for detection of IFO. Then, we propose a novel method for the IFO estimation based on the maximum-likelihood (ML) principle and the detection criteria defined in this paper. The simulation results demonstrate that the proposed method outperforms the Ren-s method in terms of the IFO detection probability irrespective of a value of the FFO.

Keywords: Orthogonal frequency division multiplexing, integer frequency offset, estimation, training symbol

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Authors: Cheng Zhang, James Marco, Walid Allafi, Truong Q. Dinh, W. D. Widanage

Abstract:

Equivalent circuit models (ECMs) are widely used in battery management systems in electric vehicles and other battery energy storage systems. The battery dynamics and the model parameters vary under different working conditions, such as different temperature and state of charge (SOC) levels, and therefore online parameter identification can improve the modelling accuracy. This paper presents a way of online ECM parameter identification using a continuous time (CT) estimation method. The CT estimation method has several advantages over discrete time (DT) estimation methods for ECM parameter identification due to the widely separated battery dynamic modes and fast sampling. The presented method can be used for online SOC estimation. Test data are collected using a lithium ion cell, and the experimental results show that the presented CT method achieves better modelling accuracy compared with the conventional DT recursive least square method. The effectiveness of the presented method for online SOC estimation is also verified on test data.

Keywords: Equivalent circuit model, continuous time domain estimation, linear integral filter method, parameter and SOC estimation, recursive least square.

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Authors: Sergei Aleinik, Mikhail Stolbov

Abstract:

In this work, a method of time delay estimation for  dual-channel acoustic signals (speech, music, etc.) recorded under  reverberant conditions is investigated. Standard methods based on  cross-correlation of the signals show poor results in cases involving  strong reverberation, large distances between microphones and  asynchronous recordings. Under similar conditions, a method based  on cross-correlation of temporal envelopes of the signals delivers a  delay estimation of acceptable quality. This method and its properties  are described and investigated in detail, including its limits of  applicability. The method’s optimal parameter estimation and a  comparison with other known methods of time delay estimation are  also provided.

 

Keywords: Cross-correlation, delay estimation, signal envelope, signal processing.

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Authors: Wataru Nakamura, Tomoaki Hashimoto, Liang-Kuang Chen

Abstract:

This paper provides a state estimation method for automatic control systems of nonlinear vehicle dynamics. A nonlinear tire model is employed to represent the realistic behavior of a vehicle. In general, all the state variables of control systems are not precisedly known, because those variables are observed through output sensors and limited parts of them might be only measurable. Hence, automatic control systems must incorporate some type of state estimation. It is needed to establish a state estimation method for nonlinear vehicle dynamics with restricted measurable state variables. For this purpose, unscented Kalman filter method is applied in this study for estimating the state variables of nonlinear vehicle dynamics. The objective of this paper is to propose a state estimation method using unscented Kalman filter for nonlinear vehicle dynamics. The effectiveness of the proposed method is verified by numerical simulations.

Keywords: State estimation, control systems, observer systems, unscented Kalman filter, nonlinear vehicle dynamics.

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Authors: Saman Ghaffarian, Ilgın Gökasar

Abstract:

This paper presents a new automatic vehicle detection method from very high resolution aerial images to measure traffic density. The proposed method starts by extracting road regions from image using road vector data. Then, the road image is divided into equal sections considering resolution of the images. Gradient vectors of the road image are computed from edge map of the corresponding image. Gradient vectors on the each boundary of the sections are divided where the gradient vectors significantly change their directions. Finally, number of vehicles in each section is carried out by calculating the standard deviation of the gradient vectors in each group and accepting the group as vehicle that has standard deviation above predefined threshold value. The proposed method was tested in four very high resolution aerial images acquired from Istanbul, Turkey which illustrate roads and vehicles with diverse characteristics. The results show the reliability of the proposed method in detecting vehicles by producing 86% overall F1 accuracy value.

Keywords: Aerial images, intelligent transportation systems, traffic density measurement, vehicle detection.

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Authors: Abdullah Y. Al-Hossain

Abstract:

This paper considers inference under progressive type II censoring with a compound Rayleigh failure time distribution. The maximum likelihood (ML), and Bayes methods are used for estimating the unknown parameters as well as some lifetime parameters, namely reliability and hazard functions. We obtained Bayes estimators using the conjugate priors for two shape and scale parameters. When the two parameters are unknown, the closed-form expressions of the Bayes estimators cannot be obtained. We use Lindley.s approximation to compute the Bayes estimates. Another Bayes estimator has been obtained based on continuous-discrete joint prior for the unknown parameters. An example with the real data is discussed to illustrate the proposed method. Finally, we made comparisons between these estimators and the maximum likelihood estimators using a Monte Carlo simulation study.

Keywords: Progressive type II censoring, compound Rayleigh failure time distribution, maximum likelihood estimation, Bayes estimation, Lindley's approximation method, Monte Carlo simulation.

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Authors: Danni Cong, Meiping Wu, Hua Mu, Xiaofeng He, Junxiang Lian, Juliang Cao, Shaokun Cai, Hao Qin

Abstract:

Gravity field is of great significance in geoscience, national economy and national security, and gravitational gradient measurement has been extensively studied due to its higher accuracy than gravity measurement. Gravity gradient sensor, being one of core devices of the gravity gradient instrument, plays a key role in measuring accuracy. Therefore, this paper starts from analyzing the working principle of the gravity gradient sensor by Newton’s law, and then considers the relative motion between inertial and non-inertial systems to build a relatively adequate mathematical model, laying a foundation for the measurement error calibration, measurement accuracy improvement.

Keywords: Gravity gradient, accelerometer, gravity gradient sensor, single-axis rotation modulation.

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Authors: Usman Ali Khan, Bismah Tariq, Khalida Raza, Saima Malik, Aoun Muhammad

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This research paper is based upon the simulation of gradient of mathematical functions and scalar fields using MATLAB. Scalar fields, their gradient, contours and mesh/surfaces are simulated using different related MATLAB tools and commands for convenient presentation and understanding. Different mathematical functions and scalar fields are examined here by taking their gradient, visualizing results in 3D with different color shadings and using other necessary relevant commands. In this way the outputs of required functions help us to analyze and understand in a better way as compared to just theoretical study of gradient.

Keywords: MATLAB, Gradient, Contour, Scalar Field, Mesh

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Authors: Felix Baumann, Aleksandar Milutinovic, Dieter Roller

Abstract:

Up to this point business process management projects in general and business process modelling projects in particular could not rely on a practical and scientifically validated method to estimate cost and effort. Especially the model development phase is not covered by a cost estimation method or model. Further phases of business process modelling starting with implementation are covered by initial solutions which are discussed in the literature. This article proposes a method of filling this gap by deriving a cost estimation method from available methods in similar domains namely software development or software engineering. Software development is regarded as closely similar to process modelling as we show. After the proposition of this method different ideas for further analysis and validation of the method are proposed. We derive this method from COCOMO II and Function Point which are established methods of effort estimation in the domain of software development. For this we lay out similarities of the software development process and the process of process modelling which is a phase of the Business Process Management life-cycle.

Keywords: Cost Estimation, Effort Estimation, Process Modelling, Business Process Management, COCOMO.

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Authors: Mantai Chen, Johnny Ching Ming Ho

Abstract:

The stress-strain relationship of concrete under flexure is one of the essential parameters in assessing ultimate flexural strength capacity of RC beams. Currently, the concrete stress-strain curve in flexure is obtained by incorporating a constant scale-down factor of 0.85 in the uniaxial stress-strain curve. However, it was revealed that strain gradient would improve the maximum concrete stress under flexure and concrete stress-strain curve is strain gradient dependent. Based on the strain-gradient-dependent concrete stress-strain curve, the investigation of the combined effects of strain gradient and concrete strength on flexural strength of RC beams was extended to high strength concrete up to 100 MPa by theoretical analysis. As an extension and application of the authors’ previous study, a new flexural strength design method incorporating the combined effects of strain gradient and concrete strength is developed. A set of equivalent rectangular concrete stress block parameters is proposed and applied to produce a series of design charts showing that the flexural strength of RC beams are improved with strain gradient effect considered.

Keywords: Beams, Equivalent concrete stress block, Flexural strength, Strain gradient.

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Authors: Helle Hein, Ülo Lepik

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A gradient learning method to regulate the trajectories of some nonlinear chaotic systems is proposed. The method is motivated by the gradient descent learning algorithms for neural networks. It is based on two systems: dynamic optimization system and system for finding sensitivities. Numerical results of several examples are presented, which convincingly illustrate the efficiency of the method.

Keywords: Chaos, Dynamical Systems, Learning, Neural Networks

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Authors: Safwan Kanan, Jonathan Dewsbury, Gregory Lane-Serff

Abstract:

A salinity gradient solar pond is a free energy source system for collecting, convertingand storing solar energy as heat. In thispaper, the principles of solar pond are explained. A mathematical model is developed to describe and simulate heat and mass transferbehaviour of salinity gradient solar pond. MATLAB codes are programmed to solve the one dimensional finite difference method for heat and mass transfer equations. Temperature profiles and concentration distributions are calculated. The numerical results are validated with experimental data and the results arefound to be in good agreement.

Keywords: Finite Difference method, Salt-gradient solar-pond, Solar energy, Transient heat and mass transfer.

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Authors: Habibis Saleh, Ishak Hashim

Abstract:

Conjugate natural convection in a differentially heated square enclosure containing a polygon shaped object is studied numerically in this article. The effect of various polygon types on the fluid flow and thermal performance of the enclosure is addressed for different thermal conductivities. The governing equations are modeled and solved numerically using the built-in finite element method of COMSOL software. It is found that the heat transfer rate remains stable by varying the polygon types.

Keywords: Natural convection, Polygon object, COMSOL

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Authors: Hongkui Li, Tongli Lu , Jianwu Zhang

Abstract:

This paper focuses on developing an estimation method of clutch drag torque in wet DCT. The modelling of clutch drag torque is investigated. As the main factor affecting the clutch drag torque, dynamic viscosity of oil is discussed. The paper proposes an estimation method of clutch drag torque based on recursive least squares by utilizing the dynamic equations of gear shifting synchronization process. The results demonstrate that the estimation method has good accuracy and efficiency.

Keywords: Clutch drag torque, wet DCT, dynamic viscosity, recursive least squares.

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Authors: Nursyarizal Mohd Nor, Ramiah Jegatheesan, Perumal Nallagownden

Abstract:

Newton-Raphson State Estimation method using bus admittance matrix remains as an efficient and most popular method to estimate the state variables. Elements of Jacobian matrix are computed from standard expressions which lack physical significance. In this paper, elements of the state estimation Jacobian matrix are obtained considering the power flow measurements in the network elements. These elements are processed one-by-one and the Jacobian matrix H is updated suitably in a simple manner. The constructed Jacobian matrix H is integrated with Weight Least Square method to estimate the state variables. The suggested procedure is successfully tested on IEEE standard systems.

Keywords: State Estimation (SE), Weight Least Square (WLS), Newton-Raphson State Estimation (NRSE), Jacobian matrix H.

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Authors: Akash Rathee, Harish Parthasarathy

Abstract:

In this paper, a frequency-variation based method has been proposed for transistor parameter estimation in a commonemitter transistor amplifier circuit. We design an algorithm to estimate the transistor parameters, based on noisy measurements of the output voltage when the input voltage is a sine wave of variable frequency and constant amplitude. The common emitter amplifier circuit has been modelled using the transistor Ebers-Moll equations and the perturbation technique has been used for separating the linear and nonlinear parts of the Ebers-Moll equations. This model of the amplifier has been used to determine the amplitude of the output sinusoid as a function of the frequency and the parameter vector. Then, applying the proposed method to the frequency components, the transistor parameters have been estimated. As compared to the conventional time-domain least squares method, the proposed method requires much less data storage and it results in more accurate parameter estimation, as it exploits the information in the time and frequency domain, simultaneously. The proposed method can be utilized for parameter estimation of an analog device in its operating range of frequencies, as it uses data collected from different frequencies output signals for parameter estimation.

Keywords: Perturbation Technique, Parameter estimation, frequency-variation based method.

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Authors: Valeriy Naumov, Olli Martikainen

Abstract:

In this paper we propose new method for simultaneous generating multiple quantiles corresponding to given probability levels from data streams and massive data sets. This method provides a basis for development of single-pass low-storage quantile estimation algorithms, which differ in complexity, storage requirement and accuracy. We demonstrate that such algorithms may perform well even for heavy-tailed data.

Keywords: Quantile estimation, data stream, heavy-taileddistribution, tail index.

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Authors: M. Ravindra, R. Srinivasa Rao

Abstract:

This paper presents a Generalized Binary Integer Linear Programming (GBILP) method for optimal allocation of Phasor Measurement Units (PMUs) and to generate Dynamic State Estimation (DSE) solution with complete observability. The GBILP method is formulated with Zero Injection Bus (ZIB) constraints to reduce the number of locations for placement of PMUs in the case of normal and single line contingency. The integration of PMU and conventional measurements is modeled in DSE process to estimate accurate states of the system. To estimate the dynamic behavior of the power system with proposed method, load change up to 40% considered at a bus in the power system network. The proposed DSE method is compared with traditional Weighted Least Squares (WLS) state estimation method in presence of load changes to show the impact of PMU measurements. MATLAB simulations are carried out on IEEE 14, 30, 57, and 118 bus systems to prove the validity of the proposed approach.

Keywords: Observability, phasor measurement units, PMU, state estimation, dynamic state estimation, SCADA measurements, zero injection bus.

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Authors: Yasuo Obikane

Abstract:

This work is to study a roll of the fluctuating density gradient in the compressible flows for the computational fluid dynamics (CFD). A new anisotropy tensor with the fluctuating density gradient is introduced, and is used for an invariant modeling technique to model the turbulent density gradient correlation equation derived from the continuity equation. The modeling equation is decomposed into three groups: group proportional to the mean velocity, and that proportional to the mean strain rate, and that proportional to the mean density. The characteristics of the correlation in a wake are extracted from the results by the two dimensional direct simulation, and shows the strong correlation with the vorticity in the wake near the body. Thus, it can be concluded that the correlation of the density gradient is a significant parameter to describe the quick generation of the turbulent property in the compressible flows.

Keywords: Turbulence Modeling , Density Gradient Correlation, Compressible

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

Abstract:

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

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

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Authors: Masamitsu Chikaraishi, Mutsuto Kawahara

Abstract:

This paper focuses on a technique for identifying the geological boundary of the ground strata in front of a tunnel excavation site using the first order adjoint method based on the optimal control theory. The geological boundary is defined as the boundary which is different layers of elastic modulus. At tunnel excavations, it is important to presume the ground situation ahead of the cutting face beforehand. Excavating into weak strata or fault fracture zones may cause extension of the construction work and human suffering. A theory for determining the geological boundary of the ground in a numerical manner is investigated, employing excavating blasts and its vibration waves as the observation references. According to the optimal control theory, the performance function described by the square sum of the residuals between computed and observed velocities is minimized. The boundary layer is determined by minimizing the performance function. The elastic analysis governed by the Navier equation is carried out, assuming the ground as an elastic body with linear viscous damping. To identify the boundary, the gradient of the performance function with respect to the geological boundary can be calculated using the adjoint equation. The weighed gradient method is effectively applied to the minimization algorithm. To solve the governing and adjoint equations, the Galerkin finite element method and the average acceleration method are employed for the spatial and temporal discretizations, respectively. Based on the method presented in this paper, the different boundary of three strata can be identified. For the numerical studies, the Suemune tunnel excavation site is employed. At first, the blasting force is identified in order to perform the accuracy improvement of analysis. We identify the geological boundary after the estimation of blasting force. With this identification procedure, the numerical analysis results which almost correspond with the observation data were provided.

Keywords: Parameter identification, finite element method, average acceleration method, first order adjoint equation method, weighted gradient method, geological boundary, navier equation, optimal control theory.

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Authors: Young-Jae Kim, Young-Hwan You

Abstract:

This paper presents a integer frequency offset (IFO) estimation scheme for the 3GPP long term evolution (LTE) downlink system. Firstly, the conventional joint detection method for IFO and sector cell index (CID) information is introduced. Secondly, an IFO estimation without explicit sector CID information is proposed, which can operate jointly with the proposed IFO estimation and reduce the time delay in comparison with the conventional joint method. Also, the proposed method is computationally efficient and has almost similar performance in comparison with the conventional method over the Pedestrian and Vehicular channel models.

Keywords: LTE, OFDMA, primary synchronization signal (PSS), IFO, CID

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Authors: Sergey Sorokin, Irina Sorokina, Alexander Yazenin

Abstract:

We present a solution to the Maxmin u/E parameters estimation problem of possibility distributions in m-dimensional case. Our method is based on geometrical approach, where minimal area enclosing ellipsoid is constructed around the sample. Also we demonstrate that one can improve results of well-known algorithms in fuzzy model identification task using Maxmin u/E parameters estimation.

Keywords: Possibility distribution, parameters estimation, Maxmin u/E estimator, fuzzy model identification.

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Authors: Sambit Prasad Kar, P.Palanisamy

Abstract:

In this paper a novel method for multiple one dimensional real valued sinusoidal signal frequency estimation in the presence of additive Gaussian noise is postulated. A computationally simple frequency estimation method with efficient statistical performance is attractive in many array signal processing applications. The prime focus of this paper is to combine the subspace-based technique and a simple peak search approach. This paper presents a variant of the Propagator Method (PM), where a collaborative approach of SUMWE and Propagator method is applied in order to estimate the multiple real valued sine wave frequencies. A new data model is proposed, which gives the dimension of the signal subspace is equal to the number of frequencies present in the observation. But, the signal subspace dimension is twice the number of frequencies in the conventional MUSIC method for estimating frequencies of real-valued sinusoidal signal. The statistical analysis of the proposed method is studied, and the explicit expression of asymptotic (large-sample) mean-squared-error (MSE) or variance of the estimation error is derived. The performance of the method is demonstrated, and the theoretical analysis is substantiated through numerical examples. The proposed method can achieve sustainable high estimation accuracy and frequency resolution at a lower SNR, which is verified by simulation by comparing with conventional MUSIC, ESPRIT and Propagator Method.

Keywords: Frequency estimation, peak search, subspace-based method without eigen decomposition, quadratic convex function.

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Authors: Miljan B. Petrović, Dušan B. Petrović, Goran S. Nikolić

Abstract:

This paper describes a method for AWGN (Additive White Gaussian Noise) variance estimation in noisy stochastic signals, referred to as Multiplicative-Noising Variance Estimation (MNVE). The aim was to develop an estimation algorithm with minimal number of assumptions on the original signal structure. The provided MATLAB simulation and results analysis of the method applied on speech signals showed more accuracy than standardized AR (autoregressive) modeling noise estimation technique. In addition, great performance was observed on very low signal-to-noise ratios, which in general represents the worst case scenario for signal denoising methods. High execution time appears to be the only disadvantage of MNVE. After close examination of all the observed features of the proposed algorithm, it was concluded it is worth of exploring and that with some further adjustments and improvements can be enviably powerful.

Keywords: Noise, signal-to-noise ratio, stochastic signals, variance estimation.

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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.

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Authors: Hadeel Salim Alkutubi

Abstract:

The objective of this study is to introduce estimators to the parameters and survival function for Weibull distribution using three different methods, Maximum Likelihood estimation, Standard Bayes estimation and Modified Bayes estimation. We will then compared the three methods using simulation study to find the best one base on MPE and MSE.

Keywords: Maximum Likelihood estimation , Bayes estimation, Jeffery prior information, Simulation study

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Authors: Romisaa Ali

Abstract:

The Policy Gradient approach is a subset of the Deep Reinforcement Learning (DRL) combines Deep Neural Networks (DNN) with Reinforcement Learning (RL). This approach finds the optimal policy of robot movement, based on the experience it gains from interaction with its environment. Unlike previous policy gradient algorithms, which were unable to handle the two types of error variance and bias introduced by the DNN model due to over- or underestimation, this algorithm is capable of handling both types of error variance and bias. This article will discuss the state-of-the-art SOTA policy gradient technique, trust region policy optimization (TRPO), by applying this method in various environments compared to another policy gradient method, the Proximal Policy Optimization (PPO), to explain their robust optimization, using this SOTA to gather experience data during various training phases after observing the impact of hyper-parameters on neural network performance.

Keywords: Deep neural networks, deep reinforcement learning, Proximal Policy Optimization, state-of-the-art, trust region policy optimization.

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Authors: Danni Cong, Meiping Wu, Xiaofeng He, Junxiang Lian, Juliang Cao, Shaokuncai, Hao Qin

Abstract:

Gravity gradient instrument (GGI) is the core of the gravity gradiometer, so the structural error of the sensor has a great impact on the measurement results. In order not to affect the aimed measurement accuracy, limit error is required in the installation of the accelerometer. In this paper, based on the established measuring principle model, the radial installation limit error is calibrated, which is taken as an example to provide a method to calculate the other limit error of the installation under the premise of ensuring the accuracy of the measurement result. This method provides the idea for deriving the limit error of the geometry structure of the sensor, laying the foundation for the mechanical precision design and physical design.

Keywords: Gravity gradient sensor, radial installation limit error, accelerometer, uniaxial rotational modulation.

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Authors: J.Dinesh Peter

Abstract:

This paper describes a new method for affine parameter estimation between image sequences. Usually, the parameter estimation techniques can be done by least squares in a quadratic way. However, this technique can be sensitive to the presence of outliers. Therefore, parameter estimation techniques for various image processing applications are robust enough to withstand the influence of outliers. Progressively, some robust estimation functions demanding non-quadratic and perhaps non-convex potentials adopted from statistics literature have been used for solving these. Addressing the optimization of the error function in a factual framework for finding a global optimal solution, the minimization can begin with the convex estimator at the coarser level and gradually introduce nonconvexity i.e., from soft to hard redescending non-convex estimators when the iteration reaches finer level of multiresolution pyramid. Comparison has been made to find the performance of the results of proposed method with the results found individually using two different estimators.

Keywords: Image Processing, Affine parameter estimation, Outliers, Robust Statistics, Robust M-estimators

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