• 제목/요약/키워드: white noise theory

검색결과 31건 처리시간 0.023초

PRODUCTS OF WHITE NOISE FUNCTIONALS AND ASSOCIATED DERIVATIONS

  • Chung, Dong-Myung;Chung, Tae-Su;Ji, Un-Cig
    • 대한수학회지
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    • 제35권3호
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    • pp.559-574
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    • 1998
  • Let the Gel'fand triple (E)$_{\beta}$/ ⊂ ( $L^2$) ⊂ (E)*$_{\beta}$/ be the framework of white noise distribution theory constructed by Kon-dratiev and Streit. A new class of continuous multiplicative products on (E)$_{\beta}$/ is introduced and associated continuous derivations on (E)$_{\beta}$/ are discussed. Algebraic characterizations of first order differential operators on (E)$_{\beta}$/ are proved. Some applications are also discussed. $\beta$/ are proved. Some applications are also discussed.

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Observer design with Gershgorin's disc

  • Si, Chen;Zhai, Yujia
    • 한국융합학회논문지
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    • 제4권4호
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    • pp.41-48
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    • 2013
  • Observer design for system with unknown input was carried out. First, Kalman filter was considered to estimate system state with White noise. With the results of Kalman filter design, state observer, controller properties, including controllability and observability, and the Kalman filter structure and algorithm were also studied. Kalman filter algorithm was applied to Position and velocity measurement based on Kalman filter with white noise, and it was constructed and achieved by programming based on Matlab programming. Finally, observer for system with unknown input was constructed with the help of Gershgorin's disc theorem. With the designed observer, system states was constructed and applied to system with unknown input. By simulation results, estimation performance was verified. In this project, state feedback control theory, observer theory and relevant design procedure, as well as Kalman filter design were understood and used in practical application.

MEAN SQUARE STABILITY IN A MODIFIED LESLIE-GOWER AND HOLLING-TYPE II PREDATOR-PREY MODEL

  • Pal, Pallav Jyoti;Sarwardi, Sahabuddin;Saha, Tapan;Mandal, Prashanta Kumar
    • Journal of applied mathematics & informatics
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    • 제29권3_4호
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    • pp.781-802
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    • 2011
  • Of concern in the paper is a Holling-Tanner predator-prey model with modified version of the Leslie-Gower functional response. Dynamical behaviours such as stability, permanence and Hopf bifurcation have been carried out deterministically. Using the normal form theory and center manifold theorem, the explicit formulae determining the stability and direction of Hopf bifurcation have been derived. The deterministic model is extended to a stochastic one by perturbing the growth equation of prey and predator by white and colored noises and finally the mean square stability of the stochastic model systems is investigated analytically. An extensive quantitative analysis has been performed based on numerical computation so as to validate the applicability of the proposed mathematical model.

Nonlinear ship rolling motion subjected to noise excitation

  • Jamnongpipatkul, Arada;Su, Zhiyong;Falzarano, Jeffrey M.
    • Ocean Systems Engineering
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    • 제1권3호
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    • pp.249-261
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    • 2011
  • The stochastic nonlinear dynamic behavior and probability density function of ship rolling are studied using the nonlinear dynamical systems approach and probability theory. The probability density function of the rolling response is evaluated through solving the Fokker Planck Equation using the path integral method based on a Gauss-Legendre interpolation scheme. The time-dependent probability of ship rolling restricted to within the safe domain is provided and capsizing is investigated from the probability point of view. The random differential equation of ships' rolling motion is established considering the nonlinear damping, nonlinear restoring moment, white noise and colored noise wave excitation.

Noise and Fault Diagnosis Using Control Theory

  • Park, Rai-Wung;Sul Cho
    • Transactions on Control, Automation and Systems Engineering
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    • 제2권1호
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    • pp.24-30
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    • 2000
  • The aim of this paper is to describe an advanced method of the fault diagnosis using Control Theory with reference to a crack detection, a new way to localize the crack position under influence of the plant disturbance and white measurement noise on a rotating shaft. As the first step, the shaft is physically modelled with a finite element method as usual and the dynamic mathematical model is derived from it using the Hamilton-principle and in this way the system is modelled by various subsystems. The equations of motions with a crack are established by the adaption of the local stiffness change through breathing and gaping[1] from the crack to the equation of motion with an undamaged shaft. This is supposed to be regarded as a reference system for the given system. Based on the fictitious model of the time behaviour induced from vibration phenomena measured at the bearings, a nonlinear state observer is designed in order to detect the crack on the shaft. This is the elementary NL-observer(EOB). Using the elementary observer, an Estimator(Observer Bank) is established and arranged at the certain position on the shaft. In case, a crack is found and its position is known, the procedure, fro the estimation of the depth is going to begin.

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ASSVD: Adaptive Sparse Singular Value Decomposition for High Dimensional Matrices

  • Ding, Xiucai;Chen, Xianyi;Zou, Mengling;Zhang, Guangxing
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제14권6호
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    • pp.2634-2648
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    • 2020
  • In this paper, an adaptive sparse singular value decomposition (ASSVD) algorithm is proposed to estimate the signal matrix when only one data matrix is observed and there is high dimensional white noise, in which we assume that the signal matrix is low-rank and has sparse singular vectors, i.e. it is a simultaneously low-rank and sparse matrix. It is a structured matrix since the non-zero entries are confined on some small blocks. The proposed algorithm estimates the singular values and vectors separable by exploring the structure of singular vectors, in which the recent developments in Random Matrix Theory known as anisotropic Marchenko-Pastur law are used. And then we prove that when the signal is strong in the sense that the signal to noise ratio is above some threshold, our estimator is consistent and outperforms over many state-of-the-art algorithms. Moreover, our estimator is adaptive to the data set and does not require the variance of the noise to be known or estimated. Numerical simulations indicate that ASSVD still works well when the signal matrix is not very sparse.

백색잡음 하중 크기에 따른 TLD의 비선형 특성 평가 (Nonlinear Characteristics Evaluation of Tuned Liquid Damper with White Noise Amplitude)

  • 우성식;이상현;최기영;정란;박태원
    • 한국전산구조공학회논문집
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    • 제21권2호
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    • pp.135-143
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    • 2008
  • 본 연구에서는 진동대 실험을 통해 얻은 동적 데이터를 이용하여 TDL의 동적 비선형 특성에 대한 연구를 수행하였다. 현재까지 TDL의 설계는 액체의 비선형 거동이 나타남에도 불구하고 TMD 근사이론이나 선형파동이론과 같은 선형 거동을 가정으로 설계되어 지는 한계를 가지고 있다. 또한 조화하중과 같은 특정진동수에 지배되는 하중형태에 대한 TDL의 동적 비선형 특성이 규명되었지만 백색잡음과 같은 특정진동수 성분에 지배되지 않은 하중형태에 대한 TDL의 동적 비선형 특성은 아직까지 검증된 바가 없다. 본 논문은 백색잡음을 이용하여 가진 하중 크기에 따른 TDL의 동적 비선형 특성을 검토하여 설계 시 필요한 동조액체감쇠기의 감쇠비, 고유진동수비 및 유효질량비를 평가할 수 있는 산정식을 제안하였다.

Noise and Fault Diagonois Using Control Theory

  • Park, R. W.;J. S. Kook;S. Cho
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1998년도 제13차 학술회의논문집
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    • pp.301-307
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    • 1998
  • The goal of this paper is to describe an advanced method of the fault diagnois using Control Theory with reference to a crack detection, a new way to localize the crack position under infulence of the plant disturbance and white measurement noise on a rotating shaft. As a first step, the shaft is physically modelled with a finite element method as usual and the dynamic mathematical model is derived from it using the Hamilton - principle and in this way the system is modelled by various subsystems. The equations of motion with crack is established by adaption of the local stiffness change through breathing and gaping from the crack to the equation of motion with un-damaged shaft. This is supposed to be regarded as reference for the given system. Based on the fictitious model of the time behaviour induced from vibration phenomena measured at the bearings, a nonlinear State Observer is designed in order to detect the crack on the shaft. This is elementary NL- observer(EOB). Using the elementary observer, an Estimator(Observer) Bank is established and arranged at the certain position on the shaft. In case a crack is found and its position is known, the procedure for the estimation of the depth is going to begin.

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Numerical analysis of quantization-based optimization

  • Jinwuk Seok;Chang Sik Cho
    • ETRI Journal
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    • 제46권3호
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    • pp.367-378
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    • 2024
  • We propose a number-theory-based quantized mathematical optimization scheme for various NP-hard and similar problems. Conventional global optimization schemes, such as simulated and quantum annealing, assume stochastic properties that require multiple attempts. Although our quantization-based optimization proposal also depends on stochastic features (i.e., the white-noise hypothesis), it provides a more reliable optimization performance. Our numerical analysis equates quantization-based optimization to quantum annealing, and its quantization property effectively provides global optimization by decreasing the measure of the level sets associated with the objective function. Consequently, the proposed combinatorial optimization method allows the removal of the acceptance probability used in conventional heuristic algorithms to provide a more effective optimization. Numerical experiments show that the proposed algorithm determines the global optimum in less operational time than conventional schemes.

HSV 색상 모델과 영역 확장 기법을 이용한 동영상 프레임 이미지의 흑백 만화 카투닝 알고리즘 (A Black and White Comics Generation Procedure for the Video Frame Image using Region Extension based on HSV Color Model)

  • 류동성;조환규
    • 한국정보과학회논문지:시스템및이론
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    • 제35권12호
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    • pp.560-567
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    • 2008
  • 본 논문에서는 비디오 영상에서 추출한 이미지를 이용하여, 흑백 만화로 변환하기 위한 알고리즘에 대해 논의한다. 대부분의 흑백 만화는 사람의 얼굴이나 손과 같은 살색 계통은 흰색 내지 엷은 색상으로 표현되며, 이미지의 어두운 영역은 해칭과 같이 규칙적이면서도 불규칙한 형태로 묘사한다. 그러므로 단순한 임계값을 이용한 이진화 알고리즘으로 흑백 만화를 렌더링 할 경우, 원본 색상 영상의 다양한 색상과 흑백 만화에서 사용되는 다양한 패턴을 렌더링 할 수 없다. 이러한 흑백 만화의 특징을 반영한 카투닝을 수행하기 위해서, 본 논문에서는 다음과 같은 작업을 수행한다. 먼저, 원본 이미지 영상의 미세한 색상변화를 제거하기 위해서, 1) Bilateral 필터를 적용한다. 그 후, 영상의 각 영역을 유사한 색상 정보로 클러스터링 하기 위해서, 2) Mean shift 세그멘테이션을 적용하였으며, 각 영역별 확장 작업을 수행하였다. 이때 각 영역의 색상이 유사한 정도를 계산하기 위해서, 사람의 색상인지 능력과 유사한 특성을 가진 HSV 색상 모델을 사용하여, 각 영역의 색상 유사정도를 계산하였다. 최종적으로 세그멘테이션된 색상정보를 바탕으로 흑백만화에서 일반적으로 활용되는 색상과 프레임 이미지의 픽셀값을 고려한 3) 이진화를 수행하고, 4) 스트록을 추가해 흑백 만화의 컷 이미지를 완성한다.