scholarly journals Linear Kalman-Bucy filter with vector autoregressive signal and noise

2021 ◽  
Vol 8 (1) ◽  
pp. 111-122
Author(s):  
Tatiana M. Tovstik ◽  
Keyword(s):  
Initial Data ◽  
The Other ◽  
Autoregressive Processes ◽  
Vector Autoregressive ◽  
Numerical Examples ◽  
Data Definition ◽  
Stationary Behavior

The linear Kalman-Bucy filter problem for a system, at that a signal and a noise are vector independent stationary autoregressive processes with orders larger than 1, is investigated. The recurrent equations for filter and its error are delivered. The optimal way of the initial data definition is proposed. Some numerical examples are given. In one of them the algorithm leads to a stationary behavior at infinity. In the other example the Kalman- Bucy filter is impossible because the filter error goes to infinity. A behavior of a signal and its error is illustrated by a simulation of a signal and a noise as vector Gaussian stationary autoregressive processes. The simulation supports theoretical conclusions.

scholarly journals A convergent finite volume method for the Kuramoto equation and related nonlocal conservation laws

2018 ◽  
Vol 40 (1) ◽  
pp. 405-421 ◽  
Author(s):  
N Chatterjee ◽  
U S Fjordholm
Keyword(s):  
Initial Data ◽  
Conservation Laws ◽  
Finite Volume Method ◽  
Finite Volume ◽  
Numerical Examples ◽  
Continuity Equations ◽  
Multiple Dimensions ◽  
Nonlocal Conservation Laws ◽  
Volume Method ◽  
Singular Data

Abstract We derive and study a Lax–Friedrichs-type finite volume method for a large class of nonlocal continuity equations in multiple dimensions. We prove that the method converges weakly to the measure-valued solution and converges strongly if the initial data is of bounded variation. Several numerical examples for the kinetic Kuramoto equation are provided, demonstrating that the method works well for both regular and singular data.

scholarly journals Hybrid Bernstein Block-Pulse Functions Method for Second Kind Integral Equations with Convergence Analysis

2014 ◽  
Vol 2014 ◽  
pp. 1-8 ◽  
Author(s):  
Mohsen Alipour ◽  
Dumitru Baleanu ◽  
Fereshteh Babaei
Keyword(s):  
Integral Equation ◽  
Approximate Solution ◽  
Convergence Analysis ◽  
Bernstein Polynomials ◽  
Linear Equations ◽  
The Other ◽  
New Combination ◽  
System Of Linear Equations ◽  
Numerical Examples ◽  
Block Pulse Functions

We introduce a new combination of Bernstein polynomials (BPs) and Block-Pulse functions (BPFs) on the interval [0, 1]. These functions are suitable for finding an approximate solution of the second kind integral equation. We call this method Hybrid Bernstein Block-Pulse Functions Method (HBBPFM). This method is very simple such that an integral equation is reduced to a system of linear equations. On the other hand, convergence analysis for this method is discussed. The method is computationally very simple and attractive so that numerical examples illustrate the efficiency and accuracy of this method.

scholarly journals On Existence of Stabilizing Switching Laws within a Class of Unstable Linear Systems

2013 ◽  
Vol 2013 ◽  
pp. 1-11 ◽  
Author(s):  
Sendren Sheng-Dong Xu ◽  
Chih-Chiang Chen
Keyword(s):  
Control Systems ◽  
Linear Systems ◽  
Switched Systems ◽  
The Other ◽  
Linear Control ◽  
Linear Control Systems ◽  
Problem Statement ◽  
Theoretical Derivation ◽  
Control Laws ◽  
Numerical Examples

The equivalence of two conditions, condition (3) and condition (4) stated in Problem Statement section, regarding the existence of stabilizing switching laws between two unstable linear systems first appeared in (Feron 1996). Although Feron never published this result, it has been referenced in almost every survey on switched systems; see, for example, (Liberzon and Morse 1999). This paper proposes another way to prove the equivalence of two conditions regarding the existence of stabilizing switching laws between two unstable linear systems. One is effective for theoretical derivation, while the other is implementable, and a class of stabilizing switching laws have been explicitly constructed by Wicks et al. (1994). With the help of the equivalent relation, a condition for the existence of controllers and stabilizing switching laws between two unstabilizable linear control systems is then proposed. Then, the study is further extended to the issue concerning the construction of quadratically stabilizing switching laws among unstable linear systems and unstabilizable linear control systems. The obtained results are employed to study the existence of control laws and quadratically stabilizing switching laws within a class of unstabilizable linear control systems. The numerical examples are illustrated and simulated to show the feasibility and effectiveness of the proposed methods.

A Friendly Iterative Technique for Solving Nonlinear Integro-Differential and Systems of Nonlinear Integro-Differential Equations

2018 ◽  
Vol 15 (03) ◽  
pp. 1850016 ◽  
Author(s):  
A. A. Hemeda
Keyword(s):  
Approximate Solution ◽  
Differential Operator ◽  
Differential Equations ◽  
The Other ◽  
Iterative Technique ◽  
Restrictive Assumption ◽  
Numerical Examples ◽  
Linear And Nonlinear ◽  
Computational Procedures ◽  
Adomian’S Polynomials

In this work, a simple new iterative technique based on the integral operator, the inverse of the differential operator in the problem under consideration, is introduced to solve nonlinear integro-differential and systems of nonlinear integro-differential equations (IDEs). The introduced technique is simpler and shorter in its computational procedures and time than the other methods. In addition, it does not require discretization, linearization or any restrictive assumption of any form in providing analytical or approximate solution to linear and nonlinear equations. Also, this technique does not require calculating Adomian’s polynomials, Lagrange’s multiplier values or equating the terms of equal powers of the impeding parameter which need more computational procedures and time. These advantages make it reliable and its efficiency is demonstrated with numerical examples.

The Mechanical Performance Evaluation of a Mechanism with Curved Edge Driving Component

2013 ◽  
Vol 834-836 ◽  
pp. 1290-1294
Author(s):  
Xin Qin Liu
Keyword(s):  
Performance Evaluation ◽  
Fast Moving ◽  
Mechanical Performance ◽  
Gain Coefficient ◽  
The Other ◽  
Force Transmission ◽  
Transmission Performance ◽  
Connecting Rod ◽  
Numerical Examples ◽  
Straight Line

Mechanicalmethods were employed to study the motion and force transmission performance ofa kind of connecting rod slider mechanism with a curved edge driving component.The deduction methods and the computation formulae of the slider displacement,velocity, acceleration and the executive force gain coefficient were given.Considering two cases of the driving components with straight line edge andexponential function edge, the numerical examples was computed respectively,the results show that the former one is suitable for the force transmission andcan be used in the grip design and the other one is suitable for the motiontransmission which can be used in the fast moving mechanism

scholarly journals Optical axes of catadioptric systems including visual, Purkinje and other nonvisual systems of a heterocentric astigmatic eye

2010 ◽  
Vol 69 (3) ◽  
Author(s):  
W. F. Harris
Keyword(s):  
Visual System ◽  
Optical Axis ◽  
The Other ◽  
Optical Systems ◽  
Numerical Examples ◽  
Straight Line ◽  
Optical Axes ◽  
Catadioptric Systems ◽  
Reflecting Surfaces ◽  
Special Case

For a dioptric system with elements which may be heterocentric and astigmatic an optical axis has been defined to be a straight line along which a ray both enters and emerges from the system.  Previous work shows that the dioptric system may or may not have an optical axis and that, if it does have one, then that optical axis may or may not be unique.  Formulae were derived for the locations of any optical axes.  The purpose of this paper is to extend those results to allow for reflecting surfaces in the system in addition to refracting elements.  Thus the paper locates any optical axes in catadioptric systems (including dioptric systems as a special case).  The reflecting surfaces may be astigmatic and decentred or tilted.  The theory is illustrated by means of numerical examples.  The locations of the optical axes are calculated for seven optical systems associated with a particular heterocentric astigmatic model eye.  The optical systems are the visual system, the four Purkinje systems and two other nonvisual systems of the eye.  The Purkinje systems each have an infinity of optical axes whereas the other nonvisual systems, and the visual system, each have a unique optical axis. (S Afr Optom 2010 69(3) 152-160)

Consistent Hashin-Shtrikman Bounds on the Effective Properties of Periodic Composite Materials

1999 ◽  
Vol 66 (4) ◽  
pp. 858-866
Author(s):  
P. Bisegna ◽  
R. Luciano
Keyword(s):  
Composite Materials ◽  
Saddle Point ◽  
Variational Principles ◽  
Effective Properties ◽  
The Other ◽  
Constitutive Behavior ◽  
Homogenization Problem ◽  
Numerical Examples ◽  
Periodic Composites ◽  
Periodic Composite

In this paper the four classical Hashin-Shtrikman variational principles, applied to the homogenization problem for periodic composites with a nonlinear hyperelastic constitutive behavior, are analyzed. It is proved that two of them are indeed minimum principles while the other two are saddle point principles. As a consequence, every approximation of the former ones provide bounds on the effective properties of composite bodies, while approximations of the latter ones may supply inconsistent bounds, as it is shown by two numerical examples. Nevertheless, the approximations of the saddle point principles are expected to provide better estimates than the approximations of the minimum principles.

An Approximate Analysis of Circular Plates With Variable Thickness

1982 ◽  
Vol 104 (3) ◽  
pp. 533-535
Author(s):  
A. K. Naghdi
Keyword(s):  
Variable Thickness ◽  
Simple Technique ◽  
Bending Moment ◽  
The Other ◽  
Uniform Pressure ◽  
Approximate Analysis ◽  
Circular Plates ◽  
Numerical Examples ◽  
Classic Theory ◽  
Rotationally Symmetric

Based on classic theory of beams and certain modifications, a simple technique is derived in order to obtain an approximate value of the maximum bending moment in a rotationally symmetric circular plate with a variable thickness. It is assumed that one of the two concentric boundaries of the plate is clamped, and the other is free. Numerical examples for both cases of constant and variable thickness plates subject to uniform pressure or rim line loading are presented.

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