Search results for: stochastic differential equation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1859

Search results for: stochastic differential equation

1589 The Pell Equation x2 − (k2 − k)y2 = 2t

Authors: Ahmet Tekcan

Abstract:

Let k, t, d be arbitrary integers with k ≥ 2, t ≥ 0 and d = k2 - k. In the first section we give some preliminaries from Pell equations x2 - dy2 = 1 and x2 - dy2 = N, where N be any fixed positive integer. In the second section, we consider the integer solutions of Pell equations x2 - dy2 = 1 and x2 - dy2 = 2t. We give a method for the solutions of these equations. Further we derive recurrence relations on the solutions of these equations

Keywords: Pell equation, solutions of Pell equation.

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1588 Effect of Medium Capacity on the Relationship between Chemical Heterogeneity and Linearly Adsorbed Solute Dispersion into Fixed Beds

Authors: K. Kaabeche-Djerafi, N. Bendjaballah-Lalaoui, S. Semra

Abstract:

The paper aims at investigating influence of medium capacity on linear adsorbed solute dispersion into chemically heterogeneous fixed beds. A discrete chemical heterogeneity distribution is considered in the one-dimensional advectivedispersive equation. The partial differential equation is solved using finite volumes method based on the Adam-Bashforth algorithm. Increased dispersion is estimated by comparing breakthrough curves second order moments and keeping identical hydrodynamic properties. As a result, dispersion increase due to chemical heterogeneity depends on the column size and surprisingly on the solid capacity. The more intense capacity is, the more important solute dispersion is. Medium length which is known to favour this effect vanishing according to the linear adsorption in fixed bed seems to create nonmonotonous variation of dispersion because of the heterogeneity. This nonmonotonous behaviour is also favoured by high capacities.

Keywords: linear adsorption; chemical heterogeneity;dispersion; fixed bed; porous media

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1587 Some Complexiton Type Solutions of the (3+1)-Dimensional Jimbo-Miwa Equation

Authors: Mohammad Taghi Darvishi, Mohammad Najafi

Abstract:

By means of the extended homoclinic test approach (shortly EHTA) with the aid of a symbolic computation system such as Maple, some complexiton type solutions for the (3+1)-dimensional Jimbo-Miwa equation are presented.

Keywords: Jimbo-Miwa equation, painleve analysis, Hirota's bilinear form, computerized symbolic computation.

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1586 A New Composition Method of Admissible Support Vector Kernel Based on Reproducing Kernel

Authors: Wei Zhang, Xin Zhao, Yi-Fan Zhu, Xin-Jian Zhang

Abstract:

Kernel function, which allows the formulation of nonlinear variants of any algorithm that can be cast in terms of dot products, makes the Support Vector Machines (SVM) have been successfully applied in many fields, e.g. classification and regression. The importance of kernel has motivated many studies on its composition. It-s well-known that reproducing kernel (R.K) is a useful kernel function which possesses many properties, e.g. positive definiteness, reproducing property and composing complex R.K by simple operation. There are two popular ways to compute the R.K with explicit form. One is to construct and solve a specific differential equation with boundary value whose handicap is incapable of obtaining a unified form of R.K. The other is using a piecewise integral of the Green function associated with a differential operator L. The latter benefits the computation of a R.K with a unified explicit form and theoretical analysis, whereas there are relatively later studies and fewer practical computations. In this paper, a new algorithm for computing a R.K is presented. It can obtain the unified explicit form of R.K in general reproducing kernel Hilbert space. It avoids constructing and solving the complex differential equations manually and benefits an automatic, flexible and rigorous computation for more general RKHS. In order to validate that the R.K computed by the algorithm can be used in SVM well, some illustrative examples and a comparison between R.K and Gaussian kernel (RBF) in support vector regression are presented. The result shows that the performance of R.K is close or slightly superior to that of RBF.

Keywords: admissible support vector kernel, reproducing kernel, reproducing kernel Hilbert space, Green function, support vectorregression

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1585 An Expansion Method for Schrödinger Equation of Quantum Billiards with Arbitrary Shapes

Authors: İnci M. Erhan

Abstract:

A numerical method for solving the time-independent Schrödinger equation of a particle moving freely in a three-dimensional axisymmetric region is developed. The boundary of the region is defined by an arbitrary analytic function. The method uses a coordinate transformation and an expansion in eigenfunctions. The effectiveness is checked and confirmed by applying the method to a particular example, which is a prolate spheroid.

Keywords: Bessel functions, Eigenfunction expansion, Quantum billiard, Schrödinger equation, Spherical harmonics

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1584 Advances on LuGre Friction Model

Authors: Mohammad Fuad Mohammad Naser, Faycal Ikhouane

Abstract:

LuGre friction model is an ordinary differential equation that is widely used in describing the friction phenomenon for mechanical systems. The importance of this model comes from the fact that it captures most of the friction behavior that has been observed including hysteresis. In this paper, we study some aspects related to the hysteresis behavior induced by the LuGre friction model.

Keywords: Hysteresis, LuGre model, operator, (strong) consistency.

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1583 Reliability Analysis of P-I Diagram Formula for RC Column Subjected to Blast Load

Authors: Masoud Abedini, Azrul A. Mutalib, Shahrizan Baharom, Hong Hao

Abstract:

This study was conducted published to investigate there liability of the equation pressure-impulse (PI) reinforced concrete column inprevious studies. Equation involves three different levels of damage criteria known as D =0. 2, D =0. 5 and D =0. 8.The damage criteria known as a minor when 0-0.2, 0.2-0.5is known as moderate damage, high damage known as 0.5-0.8, and 0.8-1 of the structure is considered a failure. In this study, two types of reliability analyzes conducted. First, using pressure-impulse equation with different parameters. The parameters involved are the concrete strength, depth, width, and height column, the ratio of longitudinal reinforcement and transverse reinforcement ratio. In the first analysis of the reliability of this new equation is derived to improve the previous equations. The second reliability analysis involves three types of columns used to derive the PI curve diagram using the derived equation to compare with the equation derived from other researchers and graph minimum standoff versus weapon yield Federal Emergency Management Agency (FEMA). The results showed that the derived equation is more accurate with FEMA standards than previous researchers.

Keywords: Blast load, RC column, P-I curve, Analytical formulae, Standard FEMA.

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1582 Ground Motion Modelling in Bangladesh Using Stochastic Method

Authors: Mizan Ahmed, Srikanth Venkatesan

Abstract:

Geological and tectonic framework indicates that Bangladesh is one of the most seismically active regions in the world. The Bengal Basin is at the junction of three major interacting plates: the Indian, Eurasian, and Burma Plates. Besides there are many active faults within the region, e.g. the large Dauki fault in the north. The country has experienced a number of destructive earthquakes due to the movement of these active faults. Current seismic provisions of Bangladesh are mostly based on earthquake data prior to the 1990. Given the record of earthquakes post 1990, there is a need to revisit the design provisions of the code. This paper compares the base shear demand of three major cities in Bangladesh: Dhaka (the capital city), Sylhet, and Chittagong for earthquake scenarios of magnitudes 7.0MW, 7.5MW, 8.0MW, and 8.5MW using a stochastic model. In particular, the stochastic model allows the flexibility to input region specific parameters such as shear wave velocity profile (that were developed from Global Crustal Model CRUST2.0) and include the effects of attenuation as individual components. Effects of soil amplification were analysed using the Extended Component Attenuation Model (ECAM). Results show that the estimated base shear demand is higher in comparison with code provisions leading to the suggestion of additional seismic design consideration in the study regions.

Keywords: Attenuation, earthquake, ground motion, stochastic, seismic hazard.

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1581 A New Approach to Feedback Shift Registers

Authors: Myat Su Mon Win

Abstract:

The pseudorandom number generators based on linear feedback shift registers (LFSRs), are very quick, easy and secure in the implementation of hardware and software. Thus they are very popular and widely used. But LFSRs lead to fairly easy cryptanalysis due to their completely linearity properties. In this paper, we propose a stochastic generator, which is called Random Feedback Shift Register (RFSR), using stochastic transformation (Random block) with one-way and non-linearity properties.

Keywords: Linear Feedback Shift Register, Non Linearity, R_Block, Random Feedback Shift Register

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1580 DQ Analysis of 3D Natural Convection in an Inclined Cavity Using an Velocity-Vorticity Formulation

Authors: D. C. Lo, S. S. Leu

Abstract:

In this paper, the differential quadrature method is applied to simulate natural convection in an inclined cubic cavity using velocity-vorticity formulation. The numerical capability of the present algorithm is demonstrated by application to natural convection in an inclined cubic cavity. The velocity Poisson equations, the vorticity transport equations and the energy equation are all solved as a coupled system of equations for the seven field variables consisting of three velocities, three vorticities and temperature. The coupled equations are simultaneously solved by imposing the vorticity definition at boundary without requiring the explicit specification of the vorticity boundary conditions. Test results obtained for an inclined cubic cavity with different angle of inclinations for Rayleigh number equal to 103, 104, 105 and 106 indicate that the present coupled solution algorithm could predict the benchmark results for temperature and flow fields. Thus, it is convinced that the present formulation is capable of solving coupled Navier-Stokes equations effectively and accurately.

Keywords: Natural convection, velocity-vorticity formulation, differential quadrature (DQ).

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1579 An Evaluation of Algorithms for Single-Echo Biosonar Target Classification

Authors: Turgay Temel, John Hallam

Abstract:

A recent neurospiking coding scheme for feature extraction from biosonar echoes of various plants is examined with avariety of stochastic classifiers. Feature vectors derived are employedin well-known stochastic classifiers, including nearest-neighborhood,single Gaussian and a Gaussian mixture with EM optimization.Classifiers' performances are evaluated by using cross-validation and bootstrapping techniques. It is shown that the various classifers perform equivalently and that the modified preprocessing configuration yields considerably improved results.

Keywords: Classification, neuro-spike coding, non-parametricmodel, parametric model, Gaussian mixture, EM algorithm.

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1578 Maxwell-Cattaneo Regularization of Heat Equation

Authors: F. Ekoue, A. Fouache d'Halloy, D. Gigon, G Plantamp, E. Zajdman

Abstract:

This work focuses on analysis of classical heat transfer equation regularized with Maxwell-Cattaneo transfer law. Computer simulations are performed in MATLAB environment. Numerical experiments are first developed on classical Fourier equation, then Maxwell-Cattaneo law is considered. Corresponding equation is regularized with a balancing diffusion term to stabilize discretizing scheme with adjusted time and space numerical steps. Several cases including a convective term in model equations are discussed, and results are given. It is shown that limiting conditions on regularizing parameters have to be satisfied in convective case for Maxwell-Cattaneo regularization to give physically acceptable solutions. In all valid cases, uniform convergence to solution of initial heat equation with Fourier law is observed, even in nonlinear case.

Keywords: Maxwell-Cattaneo heat transfers equations, fourierlaw, heat conduction, numerical solution.

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1577 Stochastic Modeling and Combined Spatial Pattern Analysis of Epidemic Spreading

Authors: S. Chadsuthi, W. Triampo, C. Modchang, P. Kanthang, D. Triampo, N. Nuttavut

Abstract:

We present analysis of spatial patterns of generic disease spread simulated by a stochastic long-range correlation SIR model, where individuals can be infected at long distance in a power law distribution. We integrated various tools, namely perimeter, circularity, fractal dimension, and aggregation index to characterize and investigate spatial pattern formations. Our primary goal was to understand for a given model of interest which tool has an advantage over the other and to what extent. We found that perimeter and circularity give information only for a case of strong correlation– while the fractal dimension and aggregation index exhibit the growth rule of pattern formation, depending on the degree of the correlation exponent (β). The aggregation index method used as an alternative method to describe the degree of pathogenic ratio (α). This study may provide a useful approach to characterize and analyze the pattern formation of epidemic spreading

Keywords: spatial pattern epidemics, aggregation index, fractaldimension, stochastic, long-rang epidemics

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1576 Method of Parameter Calibration for Error Term in Stochastic User Equilibrium Traffic Assignment Model

Authors: Xiang Zhang, David Rey, S. Travis Waller

Abstract:

Stochastic User Equilibrium (SUE) model is a widely used traffic assignment model in transportation planning, which is regarded more advanced than Deterministic User Equilibrium (DUE) model. However, a problem exists that the performance of the SUE model depends on its error term parameter. The objective of this paper is to propose a systematic method of determining the appropriate error term parameter value for the SUE model. First, the significance of the parameter is explored through a numerical example. Second, the parameter calibration method is developed based on the Logit-based route choice model. The calibration process is realized through multiple nonlinear regression, using sequential quadratic programming combined with least square method. Finally, case analysis is conducted to demonstrate the application of the calibration process and validate the better performance of the SUE model calibrated by the proposed method compared to the SUE models under other parameter values and the DUE model.

Keywords: Parameter calibration, sequential quadratic programming, Stochastic User Equilibrium, traffic assignment, transportation planning.

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1575 Algebraic Riccati Matrix Equation for Eigen- Decomposition of Special Structured Matrices; Applications in Structural Mechanics

Authors: Mahdi Nouri

Abstract:

In this paper Algebraic Riccati matrix equation is used for Eigen-decomposition of special structured matrices. This is achieved by similarity transformation and then using algebraic riccati matrix equation to triangulation of matrices. The process is decomposition of matrices into small and specially structured submatrices with low dimensions for fast and easy finding of Eigenpairs. Numerical and structural examples included showing the efficiency of present method.

Keywords: Riccati, matrix equation, eigenvalue problem, symmetric, bisymmetric, persymmetric, decomposition, canonical forms, Graphs theory, adjacency and Laplacian matrices.

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1574 Solving Differential's Equation of Carrier Load on Semiconductor

Authors: Morteza Amirabadi, Vahid Fayaz , Fereshteh Felegary, Hossien Hossienkhani

Abstract:

The most suitable Semiconductor detector, Cadmium Zinc Teloraid , has unique properties because of high Atomic number and wide Brand Gap . It has been tried in this project with different processes such as Lead , Diffusion , Produce and Recombination , effect of Trapping and injection carrier of CdZnTe , to get hole and then present a complete answer of it . Then we should investigate the movement of carrier ( Electron – Hole ) by using above answer.

Keywords: Semiconcuctor detector, Trapping, Recommbination, Diffusion

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1573 Parallel Block Backward Differentiation Formulas For Solving Large Systems of Ordinary Differential Equations

Authors: Zarina Bibi, I., Khairil Iskandar, O.

Abstract:

In this paper, parallelism in the solution of Ordinary Differential Equations (ODEs) to increase the computational speed is studied. The focus is the development of parallel algorithm of the two point Block Backward Differentiation Formulas (PBBDF) that can take advantage of the parallel architecture in computer technology. Parallelism is obtained by using Message Passing Interface (MPI). Numerical results are given to validate the efficiency of the PBBDF implementation as compared to the sequential implementation.

Keywords: Ordinary differential equations, parallel.

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1572 On the Positive Definite Solutions of Nonlinear Matrix Equation

Authors: Tian Baoguang, Liang Chunyan, Chen Nan

Abstract:

In this paper, the nonlinear matrix equation is investigated. Based on the fixed-point theory, the boundary and the existence of the solution with the case r>-δi are discussed. An algorithm that avoids matrix inversion with the case -1<-δi<0 is proposed.

Keywords: Nonlinear matrix equation, Positive definite solution, The maximal-minimal solution, Iterative method, Free-inversion

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1571 Damage Localization of Deterministic-Stochastic Systems

Authors: Yen-Po Wang, Ming-Chih Huang, Ming-Lian Chang

Abstract:

A scheme integrated with deterministic–stochastic subspace system identification and the method of damage localization vector is proposed in this study for damage detection of structures based on seismic response data. A series of shaking table tests using a five-storey steel frame has been conducted in National Center for Research on Earthquake Engineering (NCREE), Taiwan. Damage condition is simulated by reducing the cross-sectional area of some of the columns at the bottom. Both single and combinations of multiple damage conditions at various locations have been considered. In the system identification analysis, either full or partial observation conditions have been taken into account. It has been shown that the damaged stories can be identified from global responses of the structure to earthquakes if sufficiently observed. In addition to detecting damage(s) with respect to the intact structure, identification of new or extended damages of the as-damaged (ill-conditioned) counterpart has also been studied. The proposed scheme proves to be effective.

Keywords: Damage locating vectors, deterministic-stochastic subspace system, shaking table tests, system identification.

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1570 Fractional Masks Based On Generalized Fractional Differential Operator for Image Denoising

Authors: Hamid A. Jalab, Rabha W. Ibrahim

Abstract:

This paper introduces an image denoising algorithm based on generalized Srivastava-Owa fractional differential operator for removing Gaussian noise in digital images. The structures of nxn fractional masks are constructed by this algorithm. Experiments show that, the capability of the denoising algorithm by fractional differential-based approach appears efficient to smooth the Gaussian noisy images for different noisy levels. The denoising performance is measured by using peak signal to noise ratio (PSNR) for the denoising images. The results showed an improved performance (higher PSNR values) when compared with standard Gaussian smoothing filter.

Keywords: Fractional calculus, fractional differential operator, fractional mask, fractional filter.

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1569 Asymptotic Properties of a Stochastic Predator-Prey Model with Bedding-DeAngelis Functional Response

Authors: Xianqing Liu, Shouming Zhong, Lijiang Xiang

Abstract:

In this paper, a stochastic predator-prey system with Bedding-DeAngelis functional response is studied. By constructing a suitable Lyapunov founction, sufficient conditions for species to be stochastically permanent is established. Meanwhile, we show that the species will become extinct with probability one if the noise is sufficiently large.

Keywords: Stochastically permanent, extinct, white noise, Bedding-DeAngelis functional response.

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1568 Statistical Modeling of Local Area Fading Channels Based on Triply Stochastic Filtered Marked Poisson Point Processes

Authors: Jihad S. Daba, J. P. Dubois

Abstract:

Fading noise degrades the performance of cellular communication, most notably in femto- and pico-cells in 3G and 4G systems. When the wireless channel consists of a small number of scattering paths, the statistics of fading noise is not analytically tractable and poses a serious challenge to developing closed canonical forms that can be analysed and used in the design of efficient and optimal receivers. In this context, noise is multiplicative and is referred to as stochastically local fading. In many analytical investigation of multiplicative noise, the exponential or Gamma statistics are invoked. More recent advances by the author of this paper utilized a Poisson modulated-weighted generalized Laguerre polynomials with controlling parameters and uncorrelated noise assumptions. In this paper, we investigate the statistics of multidiversity stochastically local area fading channel when the channel consists of randomly distributed Rayleigh and Rician scattering centers with a coherent Nakagami-distributed line of sight component and an underlying doubly stochastic Poisson process driven by a lognormal intensity. These combined statistics form a unifying triply stochastic filtered marked Poisson point process model.

Keywords: Cellular communication, femto- and pico-cells, stochastically local area fading channel, triply stochastic filtered marked Poisson point process.

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1567 Numerical Solution of Volterra Integro-differential Equations of Fractional Order by Laplace Decomposition Method

Authors: Changqing Yang, Jianhua Hou

Abstract:

In this paper the Laplace Decomposition method is developed to solve linear and nonlinear fractional integro- differential equations of Volterra type.The fractional derivative is described in the Caputo sense.The Laplace decomposition method is found to be fast and accurate.Illustrative examples  are included to demonstrate the validity and applicability of presented technique and comparasion is made with exacting results.

Keywords: Integro-differential equations, Laplace transform, fractional derivative, adomian polynomials, pade appoximants.

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1566 A Stochastic Approach of Mitochondrial Dynamics

Authors: Athanasios T. Alexiou, Maria M. Psiha, John A. Rekkas, Panayiotis M. Vlamos

Abstract:

Mitochondria are dynamic organelles, capable to interact with each other. While the number of mitochondria in a cell varies, their quality and functionality depends on the operation of fusion, fission, motility and mitophagy. Nowadays, several researches declare as an important factor in neurogenerative diseases the disruptions in the regulation of mitochondrial dynamics. In this paper a stochastic model in BioAmbients calculus is presented, concerning mitochondrial fusion and its distribution in the renewal of mitochondrial population in a cell. This model describes the successive and dependent stages of protein synthesis, protein-s activation and merging of two independent mitochondria.

Keywords: Mitochondrial Dynamics, P-Calculus, StochasticModeling.

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1565 A Boundary Backstepping Control Design for 2-D, 3-D and N-D Heat Equation

Authors: Aziz Sezgin

Abstract:

We consider the problem of stabilization of an unstable heat equation in a 2-D, 3-D and generally n-D domain by deriving a generalized backstepping boundary control design methodology. To stabilize the systems, we design boundary backstepping controllers inspired by the 1-D unstable heat equation stabilization procedure. We assume that one side of the boundary is hinged and the other side is controlled for each direction of the domain. Thus, controllers act on two boundaries for 2-D domain, three boundaries for 3-D domain and ”n” boundaries for n-D domain. The main idea of the design is to derive ”n” controllers for each of the dimensions by using ”n” kernel functions. Thus, we obtain ”n” controllers for the ”n” dimensional case. We use a transformation to change the system into an exponentially stable ”n” dimensional heat equation. The transformation used in this paper is a generalized Volterra/Fredholm type with ”n” kernel functions for n-D domain instead of the one kernel function of 1-D design.

Keywords: Backstepping, boundary control, 2-D, 3-D, n-D heat equation, distributed parameter systems.

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1564 Underwater Wireless Sensor Network Layer Design for Reef Restoration

Authors: T. T. Manikandan, Rajeev Sukumaran

Abstract:

Coral Reefs are very important for the majority of marine ecosystems. But, such vital species are under major threat due to the factors such as ocean acidification, overfishing, and coral bleaching. To conserve the coral reefs, reef restoration activities are carried out across the world. After reef restoration, various parameters have to be monitored in order to ensure the overall effectiveness of the reef restoration. Underwater Wireless Sensor Network (UWSN) based  monitoring is widely adopted for such long monitoring activities. Since monitoring of coral reef restoration activities is time sensitive, the QoS guarantee offered by the network with respect to delay is vital. So this research focuses on the analytical modeling of network layer delay using Stochastic Network Calculus (SNC). The core focus of the proposed model will be on the analysis of stochastic dependencies between the network flow and deriving the stochastic delay bounds for the flows that traverse in tandem in UWSNs. The derived analytical bounds are evaluated for their effectiveness using discrete event simulations.

Keywords: Coral Reef Restoration, SNC, SFA, PMOO, Tandem of Queues, Delay Bound.

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1563 Conformal Invariance in F (R, T) Gravity

Authors: Pyotr Tsyba, Olga Razina, Ertan Güdekli, Ratbay Myrzakulov

Abstract:

In this paper we consider the equation of motion for the F (R, T) gravity on their property of conformal invariance. It is shown that in the general case, such a theory is not conformal invariant. Studied special cases for the functions v and u in which can appear properties of the theory. Also we consider cosmological aspects F (R, T) theory of gravity, having considered particular case F (R, T) = μR+νT^2. Showed that in this case there is a nonlinear dependence of the parameter equation of state from time to time, which affects its evolution.

Keywords: Conformally invariance, F (R, T) gravity, metric FRW, equation of motion, dark energy.

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1562 State Dependent Riccati Equation Based Roll Autopilot for 122mm Artillery Rocket

Authors: Muhammad Kashif Siddiq, Fang Jian Cheng, Yu Wen Bo

Abstract:

State-dependent Riccati equation based controllers are becoming increasingly popular because of having attractive properties like optimality, stability and robustness. This paper focuses on the design of a roll autopilot for a fin stabilized and canard controlled 122mm artillery rocket using state-dependent Riccati equation technique. Initial spin is imparted to rocket during launch and it quickly decays due to straight tail fins. After the spin phase, the roll orientation of rocket is brought to zero with the canard deflection commands generated by the roll autopilot. Roll autopilot has been developed by considering uncoupled roll, pitch and yaw channels. The canard actuator is modeled as a second-order nonlinear system. Elements of the state weighing matrix for Riccati equation have been chosen to be state dependent to exploit the design flexibility offered by the Riccati equation technique. Simulation results under varying conditions of flight demonstrate the wide operating range of the proposed autopilot.

Keywords: Fin stabilized 122mm artillery rocket, Roll Autopilot, Six degree of freedom trajectory model, State-dependent Riccati equation.

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1561 pth Moment Exponential Synchronization of a Class of Chaotic Neural Networks with Mixed Delays

Authors: Zixin Liu, Shu Lü, Shouming Zhong, Mao Ye

Abstract:

This paper studies the pth moment exponential synchronization of a class of stochastic neural networks with mixed delays. Based on Lyapunov stability theory, by establishing a new integrodifferential inequality with mixed delays, several sufficient conditions have been derived to ensure the pth moment exponential stability for the error system. The criteria extend and improve some earlier results. One numerical example is presented to illustrate the validity of the main results.

Keywords: pth Moment Exponential synchronization, Stochastic, Neural networks, Mixed time delays

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1560 State Estimation Based on Unscented Kalman Filter for Burgers’ Equation

Authors: Takashi Shimizu, Tomoaki Hashimoto

Abstract:

Controlling the flow of fluids is a challenging problem that arises in many fields. Burgers’ equation is a fundamental equation for several flow phenomena such as traffic, shock waves, and turbulence. The optimal feedback control method, so-called model predictive control, has been proposed for Burgers’ equation. However, the model predictive control method is inapplicable to systems whose all state variables are not exactly known. In practical point of view, it is unusual that all the state variables of systems are exactly known, because the state variables of systems are measured through output sensors and limited parts of them can be only available. In fact, it is usual that flow velocities of fluid systems cannot be measured for all spatial domains. Hence, any practical feedback controller for fluid systems must incorporate some type of state estimator. To apply the model predictive control to the fluid systems described by Burgers’ equation, it is needed to establish a state estimation method for Burgers’ equation with limited measurable state variables. To this purpose, we apply unscented Kalman filter for estimating the state variables of fluid systems described by Burgers’ equation. The objective of this study is to establish a state estimation method based on unscented Kalman filter for Burgers’ equation. The effectiveness of the proposed method is verified by numerical simulations.

Keywords: State estimation, fluid systems, observer systems, unscented Kalman filter.

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