Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes

2019 ◽  
Vol 49 (16) ◽  
pp. 4046-4072
Author(s):  
Abdelouahab Bibi ◽  
Fateh Merahi
Keyword(s):  
Stochastic Processes ◽  
Time Varying ◽  
Differential Model ◽  
First Order

Epidemic-Like Stochastic Processes with Time-Varying Behavior

2018 ◽  
Vol 45 (3) ◽  
pp. 160-166
Author(s):  
Yingdong Lu ◽  
Mark S. Squillante ◽  
Chai Wah Wu
Keyword(s):  
Stochastic Processes ◽  
Time Varying

scholarly journals Intermittent heat instabilities in an air plume

2016 ◽  
Vol 23 (4) ◽  
pp. 319-330
Author(s):  
Jean-Louis Le Mouël ◽  
Vladimir G. Kossobokov ◽  
Frederic Perrier ◽  
Pierre Morat
Keyword(s):  
Temperature Sensors ◽  
Time Varying ◽  
First Order ◽  
Spatial Function ◽  
Universal Feature ◽  
Classical Models ◽  
Set Up ◽  
Plume Flow ◽  
Temperature Time ◽  
Classical Shape

Abstract. We report the results of heating experiments carried out in an abandoned limestone quarry close to Paris, in an isolated room of a volume of about 400 m3. A heat source made of a metallic resistor of power 100 W was installed on the floor of the room, at distance from the walls. High-quality temperature sensors, with a response time of 20 s, were fixed on a 2 m long bar. In a series of 24 h heating experiments the bar had been set up horizontally at different heights or vertically along the axis of the plume to record changes in temperature distribution with a sampling time varying from 20 to 120 s. When taken in averages over 24 h, the temperatures present the classical shape of steady-state plumes, as described by classical models. On the contrary, the temperature time series show a rich dynamic plume flow with intermittent trains of oscillations, spatially coherent, of large amplitude and a period around 400 s, separated by intervals of relative quiescence whose duration can reach several hours. To our knowledge, no specific theory is available to explain this behavior, which appears to be a chaotic interaction between a turbulent plume and a stratified environment. The observed behavior, with first-order factorization of a smooth spatial function with a global temporal intermittent function, could be a universal feature of some turbulent plumes in geophysical environments.

On-line first-order machining error compensation for thin-walled parts considering time-varying cutting condition

2021 ◽  
pp. 1-16
Author(s):  
Xiong Zhao ◽  
Lianyu Zheng ◽  
Yuehong Zhang
Keyword(s):  
Error Compensation ◽  
Compensation Method ◽  
Cutting Condition ◽  
Time Varying ◽  
Machining Error ◽  
Process Step ◽  
Compensation Model ◽  
First Order ◽  
On Line ◽  
Thin Walled

Abstract Mirror error compensation is usually employed to improve the machining precision of thin-walled parts. However, this zero-order method may result in inadequate error compensation, due to the time-varying cutting condition of thin-walled parts. To cope with this problem, an on-line first-order error compensation method is proposed for thin-walled parts. With this context, firstly, the time-varying cutting condition of thin-walled parts is defined with its in-process geometric and physical characteristics. Based on it, a first-order machining error compensation model is constructed. Then, during the process planning, the theory geometric and physical characteristic of thin-walled parts are respectively obtained with CAM software and structure dynamic modification method. After process performing, the real geometric characteristic of thin-walled parts is measured, and it is used to calculate the dimension error of thin-walled parts. Next, the error compensated value is evaluated based on the compensation model, from which, an error compensation plane is constructed to modify the tool center points for next process step. Finally, the machining error is compensated by performing the next process step. A milling test of thin-walled part is employed to verify the proposed method, and the experiment results shown that the proposed method can significantly improve the error compensation effect for low-stiffness structure, and thickness precision of thin-walled parts is improved by 71.4 % compared with the mirror error compensation method after machining.

scholarly journals On the Use of Entropy Issues to Evaluate and Control the Transients in Some Epidemic Models

Entropy ◽  
2020 ◽  
Vol 22 (5) ◽  
pp. 534 ◽  
Author(s):  
Manuel De la Sen ◽  
Raul Nistal ◽  
Asier Ibeas ◽  
Aitor J. Garrido
Keyword(s):  
Differential Equation ◽  
Ad Hoc ◽  
Equilibrium Points ◽  
Time Instant ◽  
Equation Model ◽  
Epidemic Models ◽  
Time Varying ◽  
Feedback Information ◽  
First Order ◽  
Log Normal

This paper studies the representation of a general epidemic model by means of a first-order differential equation with a time-varying log-normal type coefficient. Then the generalization of the first-order differential system to epidemic models with more subpopulations is focused on by introducing the inter-subpopulations dynamics couplings and the control interventions information through the mentioned time-varying coefficient which drives the basic differential equation model. It is considered a relevant tool the control intervention of the infection along its transient to fight more efficiently against a potential initial exploding transmission. The study is based on the fact that the disease-free and endemic equilibrium points and their stability properties depend on the concrete parameterization while they admit a certain design monitoring by the choice of the control and treatment gains and the use of feedback information in the corresponding control interventions. Therefore, special attention is paid to the evolution transients of the infection curve, rather than to the equilibrium points, in terms of the time instants of its first relative maximum towards its previous inflection time instant. Such relevant time instants are evaluated via the calculation of an “ad hoc” Shannon’s entropy. Analytical and numerical examples are included in the study in order to evaluate the study and its conclusions.

scholarly journals A Concept of the Non-Stationary Filtering Network with Reduced Transient Response

2019 ◽  
Vol 9 (21) ◽  
pp. 4570
Author(s):  
Katarzyna Wiechetek ◽  
Jacek Piskorowski
Keyword(s):  
Transient Response ◽  
Pso Algorithm ◽  
Optimization Method ◽  
Gain Factor ◽  
Time Varying ◽  
Swarm Optimization ◽  
First Order ◽  
Analog System ◽  
Time Varying Parameters ◽  
Discretization Process

This paper presents a concept of the non-stationary filtering network with reduced transient response consisting of the first-order digital elements with time-varying parameters. The digital filter section is based on the analog system. In order to design the filtering network, the analog prototype was subjected to the discretization process. The time constant and the gain factor were then temporarily varied in time in order to suppress the transient response of the designed filtering structure. The optimization method, based on the Particle Swarm Optimization (PSO) algorithm which is aimed at reducing the settling time by a proper parameter manipulation, is presented. Simulation results proving the usefulness of the proposed concept are also shown and discussed.

On the First-Order Markov Model for the PLC Fading Channel

2013 ◽  
Vol 756-759 ◽  
pp. 2644-2648
Author(s):  
Wei Shen
Keyword(s):  
Markov Chain ◽  
Markov Process ◽  
Fading Channel ◽  
Markov Models ◽  
Time Varying ◽  
Power Line Communications ◽  
Channel Response ◽  
First Order ◽  
Order Markov Chain ◽  
Time Varying Channels

The power line communications (PLC) channel is noisy one, which can be modeled by the Markov process. The order is the key concerning when used the Markov process. the level of complexity will be incurred from using higher order , while the first-order Markov models may lead to the less accurate channel response. In the paper, the first-order Markov channel is under thoroughly discussion, and it can provide a mathematically tractable model for time-varying channels and uses only the received SNR of the symbol immediately preceding the current one. With the first-order Markov chain, given the information of the symbol immediately preceding the current one, any other previous symbol should be independent of the current one. We show that given the information corresponding to the previous symbol, the amount of uncertainty remaining in the current symbol should be negligible. That means the first-order of Markov process is enough when modeled the PLC channel.

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