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Dissertations / Theses on the topic 'State-space methods'
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Obal, Walter Douglas 1966. "Measure-adaptive state-space construction methods." Diss., The University of Arizona, 1998. http://hdl.handle.net/10150/288893.
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Much work has been done on the problem of stochastic modeling for the evaluation of performance, dependability and performability properties of systems, but little attention has been given to the interplay between the model and the performance measure of interest. Our work addresses the problem of automatically constructing Markov processes tailored to the structure of the system and the nature of the performance measures of interest. To solve this problem, we have developed new techniques for detecting and exploiting symmetry in the model structure, new reward variable specification techniques, and new state-space construction procedures. We propose a new method for detecting and exploiting model symmetry in which (1) models retain the structure of the system, and (2) all symmetry inherent in the structure of the model can be detected and exploited for the purposes of state-space reduction. Then, we extend the array of performance measures that may be derived from a given system model by introducing a class of path-based reward variables, which allow rewards to be accumulated based on sequences of states and transitions. Finally, we describe a new reward variable specification formalism and state-space construction procedure for automatically computing the appropriate level of state-space reduction based on the nature of the reward variables and the structural symmetry in the system model.
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Ganai, Malay Kumar. "Algorithms for efficient state space search /." Full text (PDF) from UMI/Dissertation Abstracts International, 2001. http://wwwlib.umi.com/cr/utexas/fullcit?p3008331.
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Zhang, Chengjin. "State-space models and methods for MIMO communication." Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2007. http://wwwlib.umi.com/cr/ucsd/fullcit?p3255218.
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Thesis (Ph. D.)--University of California, San Diego, 2007.<br>Title from first page of PDF file (viewed May 3, 2007). Available via ProQuest Digital Dissertations. Vita. Includes bibliographical references (p. 87-91).
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Briers, Mark. "Improved Monte Carlo methods for state-space models." Thesis, University of Cambridge, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.613008.
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Smario, David J. "Multicorrelation analysis and state space reconstruction /." Online version of thesis, 1994. http://hdl.handle.net/1850/11443.
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Fong, Daniel Y. T. "State space models and filtering methods in longitudinal studies." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp04/nq22201.pdf.
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Finke, Axel. "On extended state-space constructions for Monte Carlo methods." Thesis, University of Warwick, 2015. http://wrap.warwick.ac.uk/77119/.
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This thesis develops computationally efficient methodology in two areas. Firstly, we consider a particularly challenging class of discretely observed continuous-time point-process models. For these, we analyse and improve an existing filtering algorithm based on sequential Monte Carlo (smc) methods. To estimate the static parameters in such models, we devise novel particle Gibbs samplers. One of these exploits a sophisticated non-entred parametrisation whose benefits in a Markov chain Monte Carlo (mcmc) context have previously been limited by the lack of blockwise updates for the latent point process. We apply this algorithm to a Lévy-driven stochastic volatility model. Secondly, we devise novel Monte Carlo methods – based around pseudo-marginal and conditional smc approaches – for performing optimisation in latent-variable models and more generally. To ease the explanation of the wide range of techniques employed in this work, we describe a generic importance-sampling framework which admits virtually all Monte Carlo methods, including smc and mcmc methods, as special cases. Indeed, hierarchical combinations of different Monte Carlo schemes such as smc within mcmc or smc within smc can be justified as repeated applications of this framework.
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Shoukry, George Fouad. "State-space realization for nonlinear systems." Thesis, Atlanta, Ga. : Georgia Institute of Technology, 2008. http://hdl.handle.net/1853/26497.
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Thesis (M. S.)--Mechanical Engineering, Georgia Institute of Technology, 2009.<br>Committee Chair: Sadegh, Nader; Committee Member: Chen, Xu-Yan; Committee Member: Chen, Ye-Hwa. Part of the SMARTech Electronic Thesis and Dissertation Collection.
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Delle, Monache Davide. "Essays on state space models and macroeconomic modelling." Thesis, University of Cambridge, 2011. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.609745.
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Poyiadjis, George. "Particle methods for parameter estimation in general state space models." Thesis, University of Cambridge, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.614340.
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Malekpoor, Somayeh. "Optimization methods for deadbeat control design : a state space approach." Thesis, City University London, 2016. http://openaccess.city.ac.uk/14396/.
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This thesis addresses the synthesis problem of state deadbeat regulator using state space techniques. Deadbeat control is a linear control strategy in discrete time systems and consists of driving the system from any arbitrary initial state to a desired final state infinite number of time steps. Having described the framework for development of the thesis which is in the form of a lower linear-fractional transformation (LFT), the conditions for internal stability based on the notion of coprime factorization over the set of proper and stable transfer matrices, namely RH, is discussed. This leads to the derivation of the class of all stabilizing linear controllers, which are parameterized affinely in terms of a stable but otherwise free parameter Q, usually known as the Q-parameterization. In this work, the classical Q- parameterization is generalized to deliver a parameterization for the family of deadbeat regulators. Time response characteristics of the deadbeat system are investigated. In particular, the deadbeat regulator design problem in which the system must satisfy time domain specifications and minimize a quadratic (LQG-type) performance criterion is examined. It is shown that the attained parameterization for deadbeat controllers leads to the formulation of the synthesis problem in a quadratic programming framework with Q regarded as the design variable. The equivalent formulation of this objective as a quadratic integral in the frequency domain provides the means for shaping the frequency response characteristics of the system. Using the LMI characterization of the standard H problem, a new scheme for shaping the system frequency response characteristics by minimizing the infinity norm of an appropriate closed-loop transfer function is introduced. As shown, the derived parameterization of deadbeat compensators simplifies considerably the formulation and solution of this problem. The last part of the work described in this thesis is devoted to addressing the synthesis problem of deadbeat regulators in a robust way, when the plant is subject to structured norm-bounded parametric uncertainties. A novel approach which is expressed as an LMI feasibility condition has been proposed and analysed.
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Chatzakis, Iason. "Motion control of high-speed hydrofoil vessels using state-space methods." Thesis, Massachusetts Institute of Technology, 2004. http://hdl.handle.net/1721.1/33429.
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Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Ocean Engineering, 2004.<br>Includes bibliographical references (p. 109-110).<br>Hydrofoil ships cruise at large speeds and are often expected to operate in rough weather conditions. The motion of these ships due to their encounter with ambient waves can become uncomfortable or even dangerous without the use of some form of motion control. The objective of this thesis is to study the active motion control of high-speed hydrofoil vessels. This work is composed of two parts, reflecting the two disciplines applied: hydrodynamics and optimal control theory. In the first part, a two-dimensional computer code is developed for the calculation of forces and the integration of the equations of motion for fully submerged lifting bodies operating near a free surface. A Rankine source boundary element (panel) method is used assuming potential flow around the body. As a result, the motions of a hydrofoil vessel operating at high speed in ambient waves can be estimated in the time domain. In the second part, the application of optimal control theory to motion control of hydrofoil ships is investigated. The code developed in the first part of this work is used as a simulation tool for the assessment of control laws designed using state-space linear-quadratic methods.<br>(cont.) It is found that a linear-quadratic optimal controller can attenuate the motion response of the vessel advancing in monochromatic or ocean waves, with proper adjustment of the cost matrices that enter the quadratic performance criterion used. Accurate dynamic modeling is crucial in the design of control laws for any system. Vessels that operate on or near the free surface experience hydrodynamic memory effects due to their own motion. Casting the seakeeping equations of motion into a linear, time-invariant state-space model suitable for the design of optimal control laws is challenging since there is no straightforward way of including these memory effects in the model. In this work, the seakeeping equations of motion are cast in a linear state-space form which does not include memory effects, and the motion control simulation results show that this model is satisfactory for the design of hydrofoil vessel control laws.<br>by Iason Chatzakis.<br>S.M.
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Rada, Irina. "Distributed generation of state space for timed Petri nets." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2000. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape3/PQDD_0018/MQ54952.pdf.
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Tavakoli, Massoud Seyed. "Dynamic synthesis of joined/hermetic shell structures using state space method /." The Ohio State University, 1987. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487585645579003.
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Pridham, Brad A. Wilson John C. "State space modeling and identification of stochastic linear structural systems." *McMaster only, 2004.
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Jacobson, Jay Alan. "State space partitioning methods for solving a class of stochastic network problems." Diss., Georgia Institute of Technology, 1993. http://hdl.handle.net/1853/24928.
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Frühwirth-Schnatter, Sylvia. "Fully Bayesian Analysis of Switching Gaussian State Space Models." Department of Statistics and Mathematics, WU Vienna University of Economics and Business, 2000. http://epub.wu.ac.at/812/1/document.pdf.
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In the present paper we study switching state space models from a Bayesian point of view. For estimation, the model is reformulated as a hierarchical model. We discuss various MCMC methods for Bayesian estimation, among them unconstrained Gibbs sampling, constrained sampling and permutation sampling. We address in detail the problem of unidentifiability, and discuss potential information available from an unidentified model. Furthermore the paper discusses issues in model selection such as selecting the number of states or testing for the presence of Markov switching heterogeneity. The model likelihoods of all possible hypotheses are estimated by using the method of bridge sampling. We conclude the paper with applications to simulated data as well as to modelling the U.S./U.K. real exchange rate. (author's abstract)<br>Series: Forschungsberichte / Institut für Statistik
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Aydin, Umit. "Solution Of Inverse Problem Of Electrocardiography Using State Space Models." Master's thesis, METU, 2009. http://etd.lib.metu.edu.tr/upload/12611027/index.pdf.
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Heart is a vital organ that pumps blood to whole body. Synchronous contraction of the heart muscles assures that the required blood flow is supplied to organs. But sometimes the synchrony between those muscles is distorted, which results in reduced cardiac output that might lead to severe diseases, and even death. The most common of heart diseases are myocardial infarction and arrhythmias. The contraction of heart muscles is controlled by the electrical activity of the heart, therefore determination of that electrical activity could give us the information regarding the severeness and type of the disease. In order to diagnose heart diseases, classical 12 lead electrocardiogram (ECG) is the standard clinical tool. Although many cardiac diseases could be diagnosed with the 12 lead ECG, measurements from sparse electrode locations limit the interpretations. The main objective of this thesis is to determine the cardiac electrical activity from dense body surface measurements. This problem is called the inverse problem of electrocardiography. The high resolution maps of epicardial potentials could supply the physician the information that could not be obtained with any other method. But the calculation of those epicardial potentials are not easy<br>the problem is severely ill-posed due to the discretization and attenuation within the thorax. To overcome this ill-posedness, the solution should be constrained using prior information on the epicardial potential distributions. In this thesis, spatial and spatio-temporal Bayesian maximum a posteriori estimation (MAP), Tikhonov regularization and Kalman filter and Kalman smoother approaches are used to overcome the ill-posedness that is associated with the inverse problem of ECG. As part of the Kalman filter approach, the state transition matrix (STM) that determines the evolution of epicardial potentials over time is also estimated, both from the true epicardial potentials and previous estimates of the epicardial potentials. An activation time based approach was developed to overcome the computational complexity of the STM estimation problem. Another objective of this thesis is to study the effects of geometric errors to the solutions, and modify the inverse solution algorithms to minimize these effects. Geometric errors are simulated by changing the size and the location of the heart in the mathematical torso model. These errors are modeled as additive Gaussian noise in the inverse problem formulation. Residual-based and expectation maximization methods are implemented to estimate the measurement and process noise variances, as well as the geometric noise.
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Soto, Manuel. "Unmanned aerial vehicle real-time guidance system via state space heuristic search." To access this resource online via ProQuest Dissertations and Theses @ UTEP, 2007. http://0-proquest.umi.com.lib.utep.edu/login?COPT=REJTPTU0YmImSU5UPTAmVkVSPTI=&clientId=2515.
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Lippolis, Domenico. "How well can one resolve the state space of a chaotic map?" Diss., Georgia Institute of Technology, 2010. http://hdl.handle.net/1853/33841.
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All physical systems are affected by some noise that limits the resolution that can be attained in partitioning their state space. For chaotic, locally hyperbolic flows, this resolution depends on the interplay of the local stretching/contraction and the smearing due to noise. My goal is to determine the `finest attainable' partition for a given hyperbolic dynamical system and a given weak additive
white noise. That is achieved by computing the local eigenfunctions of the Fokker-Planck evolution operator in linearized neighborhoods of the periodic orbits of the corresponding deterministic system, and using overlaps of
their widths as the criterion for an optimal partition. The Fokker-Planck evolution is then represented by a finite transition graph, whose spectral determinant yields time averages of dynamical observables. The method applies in
principle to both continuous- and discrete-time dynamical systems. Numerical tests of such optimal partitions on unimodal maps support my hypothesis.
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Swift, A. L. "On the identification and fitting of models to multivariate time series using state space methods." Thesis, University of East Anglia, 1987. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.380179.
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Tezcan, Tolga. "State space collapse in many-server diffusion limits of parallel server systems and applications." Diss., Available online, Georgia Institute of Technology, 2006, 2006. http://etd.gatech.edu/theses/available/etd-07022006-162830/.
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Thesis (Ph. D.)--Industrial and Systems Engineering, Georgia Institute of Technology, 2007.<br>Jiangang Dai, Committee Co-Chair ; Amy Ward, Committee Co-Chair ; Anton Kleywegt, Committee Member ; Ron Billings, Committee Member ; Mor Armony, Committee Member.
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Tang, Fan. "Structural time series clustering, modeling, and forecasting in the state-space framework." Diss., University of Iowa, 2015. https://ir.uiowa.edu/etd/6002.
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This manuscript consists of two papers that formulate novel methodologies pertaining to time series analysis in the state-space framework.
In Chapter 1, we introduce an innovative time series forecasting procedure that relies on model-based clustering and model averaging. The clustering algorithm employs a state-space model comprised of three latent structures: a long-term trend component; a seasonal component, to capture recurring global patterns; and an anomaly component, to reflect local perturbations. A two-step clustering algorithm is applied to identify series that are both globally and locally correlated, based on the corresponding smoothed latent structures. For each series in a particular cluster, a set of forecasting models is fit, using covariate series from the same cluster. To fully utilize the cluster information and to improve forecasting for a series of interest, multi-model averaging is employed. We illustrate the proposed technique in an application that involves a collection of monthly disease incidence series.
In Chapter 2, to effectively characterize a count time series that arises from a zero-inflated binomial (ZIB) distribution, we propose two classes of statistical models: a class of observation-driven ZIB (ODZIB) models, and a class of parameter-driven ZIB (PDZIB) models. The ODZIB model is formulated in the partial likelihood framework. Common iterative algorithms (Newton-Raphson, Fisher Scoring, and Expectation Maximization) can be used to obtain the maximum partial likelihood estimators (MPLEs). The PDZIB model is formulated in the state-space framework. For parameter estimation, we devise a Monte Carlo Expectation Maximization (MCEM) algorithm, using particle methods to approximate the intractable conditional expectations in the E-step of the algorithm. We investigate the efficacy of the proposed methodology in a simulation study, and illustrate its utility in a practical application pertaining to disease coding.
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Halcrow, Jonathan. "Charting the State Space of Plane Couette Flow: Equilibria, Relative Equilibria, and Heteroclinic Connections." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2008. http://hdl.handle.net/1853/24724.
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Thesis (Ph.D.)--Physics, Georgia Institute of Technology, 2009.<br>Committee Chair: Cvitanovic, Predrag; Committee Member: Bracco, Annalisa; Committee Member: Dieci, Luca; Committee Member: Goldman, Daniel; Committee Member: Grigoriev, Roman
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Bengtsson, Thomas. "Time series discrimination, signal comparison testing, and model selection in the state-space framework /." free to MU campus, to others for purchase, 2000. http://wwwlib.umi.com/cr/mo/fullcit?p9974611.
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Baby, Arun Paul. "Comparison of Modal Parameter Estimation using State Space Methods (N4SID) and the Unified Matrix Polynomial Approach." University of Cincinnati / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1613731964598438.
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Wan, Min. "Decision diagram algorithms for logic and timed verification." Diss., [Riverside, Calif.] : University of California, Riverside, 2008. http://proquest.umi.com/pqdweb?index=0&did=1663077981&SrchMode=2&sid=1&Fmt=2&VInst=PROD&VType=PQD&RQT=309&VName=PQD&TS=1268242250&clientId=48051.
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Thesis (Ph. D.)--University of California, Riverside, 2008.<br>Includes abstract. Title from first page of PDF file (viewed March 10, 2010). Available via ProQuest Digital Dissertations. Includes bibliographical references (p. 166-170). Also issued in print.
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Bell, Mark. "Methods for enhancing system dynamics modelling : state-space models, data-driven structural validation & discrete-event simulation." Thesis, Lancaster University, 2015. http://eprints.lancs.ac.uk/86867/.
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System dynamics (SD) simulation models are differential equation models that often contain a complex network of relationships between variables. These models are widely used, but have a number of limitations. SD models cannot represent individual entities, or model the stochastic behaviour of these individuals. In addition, model parameters are often not observable and so values of these are based on expert opinion, rather than being derived directly from historical data. This thesis aims to address these limitations and hence enhance system dynamics modelling. This research is undertaken in the context of SD models from a major telecommunications provider. In the first part of the thesis we investigate the advantages of adding a discreteevent simulation model to an existing SD model, to form a hybrid model. There are few examples of previous attempts to build models of this type and we therefore provide an account of the approach used and its potential for larger models. Results demonstrate the advantages of the hybrid’s ability to track individuals and represent stochastic variation. In the second part of the thesis we investigate data-driven methods to validate model assumptions and estimate model parameters from historical data. This commences with use of regression based methods to assess core structural assumptions of the organisation’s SD model. This is a complex, highly nonlinear model used by the organisation for service delivery. We then attempt to estimate the parameters of this model, using a modified version of an existing approach based on state-space modelling and Kalman filtering, known as FIMLOF. One such modification, is the use of the unscented Kalman filter for nonlinear systems. After successfully estimating parameters in simulation studies, we attempt to calibrate the model for 59 geographical regions. Results demonstrate the success of our estimated parameters compared to the organisation’s default parameters in replicating historical data.
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Esper, Jennifer Eileen. "A study of International Space Station ground/crew communication methods with applications to human Moon and Mars missions." Master's thesis, Mississippi State : Mississippi State University, 2007. http://sun.library.msstate.edu/ETD-db/theses/available/etd-04052007-100431.
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Li, Qianqiu. "Bayesian inference on dynamics of individual and population hepatotoxicity via state space models." Connect to resource, 2005. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1124297874.
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Thesis (Ph. D.)--Ohio State University, 2005.<br>Title from first page of PDF file. Document formatted into pages; contains xiv, 155 p.; also includes graphics (some col.). Includes bibliographical references (p. 147-155). Available online via OhioLINK's ETD Center
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Camilli, M. "Coping with the State Explosion Problem in Formal Methods: Advanced Abstraction Techniques and Big Data Approaches." Doctoral thesis, Università degli Studi di Milano, 2015. http://hdl.handle.net/2434/264140.
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Formal verification of dynamic, concurrent and real-time systems has been the focus of several decades of software engineering research. Formal verification requires high-performance data processing software for extracting knowledge from the unprecedented amount of data containing all reachable states and all transitions that systems can make among those states, for instance, the extraction of specific reachable states, traces, and more. One of the most challenging task in this context is the development of tools able to cope with the complexity of real-world models analysis. Many methods have been proposed to alleviate this problem. For instance, advanced state space techniques aim at reducing the data needed to be constructed in order to verify certain properties. Other directions are the efficient implementation of such analysis techniques, and studying ways to parallelize the algorithms in order to exploit multi-core and distributed architectures. Since cloud-based computing resources have became easily accessible, there is an opportunity for verification techniques and tools to undergo a deep technological transition to exploit the new available architectures. This has created an increasing interest in parallelizing and distributing verification techniques. Cloud computing is an emerging and evolving paradigm where challenges and opportunities allow for new research directions and applications. There is an evidence that this trend will continue, in fact several companies are putting remarkable efforts in delivering services able to offer hundreds, or even thousands, commodity computers available to customers, thus enabling users to run massively parallel jobs. This revolution is already started in different scientific fields, achieving remarkable breakthroughs through new kinds of experiments that would have been impossible only few years ago. Anyway, despite many years of work in the area of multi-core and distributed model checking, still few works introduce algorithms that can scale effortlessly to the use of thousands of loosely connected computers in a network, so existing technology does not yet allow us to take full advantage of the vast array of compute power of a "cloud" environment. Moreover, despite model checking software tools are so called "push-button", managing a high-performance computing environment required by distributed scientific applications, is far from being considered such, especially whenever one wants to exploit general purpose cloud computing facilities.
The thesis focuses on two complementary approaches to deal with the state explosion problem in formal verification. On the one hand we try to decrease the exploration space by studying advanced state space methods for real-time systems modeled with Time Basic Petri nets. In particular, we addressed and solved several different open problems for such a modeling formalism. On the other hand, we try to increase the computational power by introducing approaches, techniques and software tools that allow us to leverage the "big data" trend to some extent. In particular, we provided frameworks and software tools that can be easily specialized to deal with the construction and verification of very huge state spaces of different kinds of formalisms by exploiting big data approaches and cloud computing infrastructures.
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Bon, Joshua J. "Advances in sequential Monte Carlo methods." Thesis, Queensland University of Technology, 2022. https://eprints.qut.edu.au/235897/1/Joshua%2BBon%2BThesis%284%29.pdf.
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Estimating parameters of complex statistical models and their uncertainty from data is a challenging task in statistics and data science. This thesis developed novel statistical algorithms for efficiently performing statistical estimation, established the validity of these algorithms, and explored their properties with mathematical analysis. The new algorithms and their associated analysis are significant since they permit principled and robust fitting of statistical models that were previously intractable and will thus facilitate new scientific discoveries.
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Kumar, Vibhore. "Enabling scalable self-management for enterprise-scale systems." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2008. http://hdl.handle.net/1853/24788.
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Thesis (Ph.D.)--Computing, Georgia Institute of Technology, 2008.<br>Committee Chair: Schwan, Karsten; Committee Member: Cooper, Brian F.; Committee Member: Feamster, Nick; Committee Member: Liu, Ling; Committee Member: Sahai, Akhil.
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Borkar, Milind. "A distributed Monte Carlo method for initializing state vector distributions in heterogeneous smart sensor networks." Diss., Georgia Institute of Technology, 2008. http://hdl.handle.net/1853/22680.
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The objective of this research is to demonstrate how an underlying system's state vector distribution can be determined in a distributed heterogeneous sensor network with reduced subspace observability at the individual nodes. We show how the network, as a whole, is capable of observing the target state vector even if the individual nodes are not capable of observing it locally. The initialization algorithm presented in this work can generate the initial state vector distribution for networks with a variety of sensor types as long as the measurements at the individual nodes are known functions of the target state vector. Initialization is accomplished through a novel distributed implementation of the particle filter that involves serial particle proposal and weighting strategies, which can be accomplished without sharing raw data between individual nodes in the network. The algorithm is capable of handling missed detections and clutter as well as compensating for delays introduced by processing, communication and finite signal propagation velocities. If multiple events of interest occur, their individual states can be initialized simultaneously without requiring explicit data association across nodes. The resulting distributions can be used to initialize a variety of distributed joint tracking algorithms. In such applications, the initialization algorithm can initialize additional target tracks as targets come and go during the operation of the system with multiple targets under track.
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New, Leslie F. "Multi-species state-space modelling of the hen harrier (Circus cyaneus) and red grouse (Lagopus lagopus scoticus) in Scotland." Thesis, University of St Andrews, 2010. http://hdl.handle.net/10023/864.
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State-space modelling is a powerful tool to study ecological systems. The direct inclusion of uncertainty, unification of models and data, and ability to model unobserved, hidden states increases our knowledge about the environment and provides new ecological insights. I extend the state-space framework to create multi-species models, showing that the ability to model ecosystem interactions is limited only by data availability. State-space models are fit using both Bayesian and Frequentist methods, making them independent of a statistical school of thought. Bayesian approaches can have the advantage in their ability to account for missing data and fit hierarchical structures and models with many parameters to limited data; often the case in ecological studies. I have taken a Bayesian model fitting approach in this thesis. The predator-prey interactions between the hen harrier (Circus cyaneus) and red grouse (Lagopus lagopus scoticus) are used to demonstrate state-space modelling’s capabilities. The harrier data are believed to be known without error, while missing data make the cyclic dynamics of the grouse harder to model. The grouse-harrier interactions are modelled in a multi-species state-space model, rather than including one species as a covariate in the other’s model. Finally, models are included for the harriers’ alternate prey. The single- and multi-species state-space models for the predator-prey interactions provide insight into the species’ management. The models investigate aspects of the species’ behaviour, from the mechanisms behind grouse cycles to what motivates harrier immigration. The inferences drawn from these models are applicable to management, suggesting actions to halt grouse cycles or mitigate the grouse-harrier conflict. Overall, the multi-species models suggest that two popular ideas for grouse-harrier management, diversionary feeding and habitat manipulation to reduce alternate prey densities, will not have the desired effect, and in the case of reducing prey densities, may even increase the harriers’ impact on grouse chicks.
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Bishop, Jonathan R. B. "Embedding population dynamics in mark-recapture models." Thesis, St Andrews, 2009. http://hdl.handle.net/10023/718.
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Cassell, Arnold. "Improvements in Genetic Approach to Pole Placement in Linear State Space Systems Through Island Approach PGA with Orthogonal Mutation Vectors." UNF Digital Commons, 2012. http://digitalcommons.unf.edu/etd/414.
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This thesis describes a genetic approach for shaping the dynamic responses of linear state space systems through pole placement. This paper makes further comparisons between this approach and an island approach parallel genetic algorithm (PGA) which incorporates orthogonal mutation vectors to increase sub-population specialization and decrease convergence time.
Both approaches generate a gain vector K. The vector K is used in state feedback for altering the poles of the system so as to meet step response requirements such as settling time and percent overshoot. To obtain the gain vector K by the proposed genetic approaches, a pair of ideal, desired poles is calculate first. Those poles serve as the basis by which an initial population is created. In the island approach, those poles serve as a basis for n populations, where n is the dimension of the necessary K vector.
Each member of the population is tested for its fitness (the degree to which it matches the criteria). A new population is created each “generation” from the results of the previous iteration, until the criteria are met, or a certain number of generations have passed. Several case studies are provided in this paper to illustrate that this new approach is working, and also to compare performance of the two approaches.
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Luna, Hernandez Angela 1980. "Estimação em pesquisas repetidas empregando o filtro GLS." [s.n.], 2012. http://repositorio.unicamp.br/jspui/handle/REPOSIP/305866.
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Orientadores: Luiz Koodi Hotta, Fernando Antônio da Silva Moura<br>Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matemática, Estatística e Computação Científica<br>Made available in DSpace on 2018-08-20T15:43:54Z (GMT). No. of bitstreams: 1
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Previous issue date: 2012<br>Resumo: A dissertação apresenta o processo de estimação em pesquisas repetidas sob o enfoque de séries temporais, empregando Modelos de Espaço de Estados e o filtro dos mínimos quadrados generalizados ou filtro GLS. Este filtro permite o tratamento de modelos com erros de observação autocorrelacionados de forma mais simples do que utilizando o filtro de Kalman e, além disso, possibilita a modelagem conjunta de várias subpopulações ou domínios sob restrições de benchmark obtidas a partir da mesma pesquisa. Isto não só permite manter a coerência entre as estimativas obtidas pelo método, e estimativas agregadas baseadas no planejamento da amostra, como ajuda na proteção contra possíveis erros de especificação dos modelos. Considerando o caso de amostras com rotação, também é abordado o processo de estimação da estrutura de autocorrelação dos erros amostrais empregando o método dos pseudo-erros. Via simulação, é replicado todo o procedimento de estimação, comparando resultados obtidos empregando os filtros GLS e de Kalman. Adicionalmente, é ilustrada a aplicação do filtro sob restrições de benchmark empregando a série de taxa de desemprego da Pesquisa Mensal de Emprego do IBGE, no período de março de 2002 a fevereiro de 2012<br>Abstract: This work presents the estimation process in repeated surveys using State Space Models and the generalized linear squares filter, GLS filter, under the time series approach. This filter deals with autocorrelated errors in the observation equation, in a simpler way than the well-known Kalman filter. Additionally, it allows for modeling jointly several domains under benchmark constraints obtained from the same survey. The benchmarking not only achieves coherence between the model-based estimates and the corresponding design-based aggregated estimates, but also provides protection against possible model failures. For the scenario of samples with a rotation scheme, the estimation of the autocorrelation structure of observational errors, using the pseudo-errors method, is also addressed. Simulation are used to compare the GLS and Kalman filter estimators. Moreover, the application of GLS filter under benchmark restrictions is illustrated, using the unemployment rate time serie from the Brazilian monthly labor force survey, from March 2002 to February 2012<br>Mestrado<br>Estatistica<br>Mestre em Estatística
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Glenn, Russell David. "A reduced order controller design method based on the Youla parameterization of all stabilizing controllers." Ohio : Ohio University, 1995. http://www.ohiolink.edu/etd/view.cgi?ohiou1174396903.
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McKernan, John. "Control of plane poiseuille flow : a theoretical and computational investigation." Thesis, Cranfield University, 2006. http://hdl.handle.net/1826/1431.
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Control of the transition of laminar flow to turbulence would result in lower drag and reduced energy consumption in many engineering applications. A spectral state-space model of linearised plane Poiseuille flow with wall transpiration ac¬tuation and wall shear measurements is developed from the Navier-Stokes and continuity equations, and optimal controllers are synthesized and assessed in sim¬ulations of the flow. The polynomial-form collocation model with control by rate of change of wall-normal velocity is shown to be consistent with previous interpo¬lating models with control by wall-normal velocity. Previous methods of applying the Dirichlet and Neumann boundary conditions to Chebyshev series are shown to be not strictly valid. A partly novel method provides the best numerical behaviour after preconditioning.
Two test cases representing the earliest stages of the transition are consid¬ered, and linear quadratic regulators (LQR) and estimators (LQE) are synthesized. Finer discretisation is required for convergence of estimators. A novel estimator covariance weighting improves estimator transient convergence. Initial conditions which generate the highest subsequent transient energy are calculated. Non-linear open- and closed-loop simulations, using an independently derived finite-volume Navier-Stokes solver modified to work in terms of perturbations, agree with linear simulations for small perturbations. Although the transpiration considered is zero net mass flow, large amounts of fluid are required locally. At larger perturbations the flow saturates. State feedback controllers continue to stabilise the flow, but estimators may overshoot and occasionally output feedback destabilises the flow.
Actuation by simultaneous wall-normal and tangential transpiration is derived. There are indications that control via tangential actuation produces lower highest transient energy, although requiring larger control effort. State feedback controllers are also synthesized which minimise upper bounds on the highest transient energy and control effort. The performance of these controllers is similar to that of the optimal controllers.
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Giraldo, Clavijo David. "Metodos de subespaços para identificação de sistemas : propostas de alterações, implementações e avaliações." [s.n.], 2008. http://repositorio.unicamp.br/jspui/handle/REPOSIP/259125.
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Orientador: Gilmar Barreto<br>Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Eletrica e de Computação<br>Made available in DSpace on 2018-08-12T10:12:12Z (GMT). No. of bitstreams: 1
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Previous issue date: 2008<br>Resumo: Este estudo apresenta os fundamentos teóricos para modelagem de dados multivariáveis no espaço de estado através de Métodos de Subespaços para Identificação de sistemas lineares invariantes no tempo, discretos no tempo. O trabalho contém alguns conceitos básicos de sistemas dinâmicos, um pouco da história e os elementos de identificação de sistemas, modelos no espaço de estado e modelos estendidos no espaço de estado. Dois Métodos de Subespaços são analisados e tratados, o Multivariable Output-Error State-sPace (MOESP) e o Numerical algorithm for Subspace State-Space System IDentification (N4SID). Modificações nos seus algoritmos são propostas e implementadas. Experimentos com benchmarks são realizados para exemplificar o procedimento de identificação por subespaços e para avaliar os algoritmos modificados.<br>Abstract: This study presents the theoretical foundations of multivariable data modeling in state space by Subspace Methods for Systems Identification of linear time invariant, discrete time, systems. The work contains some basic concepts of dynamic systems, a little of history and the elements of systems identification, state space models and extended state space models. Two Subspace Methods are analyzed and applied, Multivariable Output-Error State-sPace (MOESP)and Numerical algorithm for Subspace State-Space System IDentification (N4SID). Some modifications then are proposed and implemented. Experiments with benchmarks are realized to show the procedure of Identification by subspace and to evaluate the modified algorithms.<br>Mestrado<br>Automação<br>Mestre em Engenharia Elétrica
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Costa, Eduardo Coelho Marques da. "Proposta de uma metodologia aprimorada para modelagem de linhas de transmissão no espaço de estados." [s.n.], 2013. http://repositorio.unicamp.br/jspui/handle/REPOSIP/260920.
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Orientadores: José Pissolato Filho, Sérgio Kurokawa<br>Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Elétrica e de Computação<br>Made available in DSpace on 2018-08-22T00:02:34Z (GMT). No. of bitstreams: 1
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Previous issue date: 2013<br>Resumo: Uma metodologia alternativa e aprimorada para modelagem de linhas de transmissão multifásicas é apresentada ao longo do desenvolvimento proposto. O desacoplamento modal das fases e cabos pára-raios dá-se por meio de uma metodologia otimizada no uso das matrizes de transformação modal ao longo das sucessivas transformações entre os domínios dos modos e das fases, eliminando os erros decorrentes da modelagem e representação da linha fazendo uso de análise modal. A representação equivalente de cada modo de propagação é desenvolvida por elementos discretos convencionais com base na teoria fundamental de circuitos elétricos, o que torna a modelagem em questão simplificada, porém não menos precisa. Para modelagem do efeito da frequência nos parâmetros longitudinais da linha, é utilizado vector fitting para sintetizar os parâmetros de forma equivalente e por elementos discretos para cada modo de propagação do sistema multifásico. O sistema de equações diferenciais é representado no espaço de estados e facilmente solucionado por métodos numéricos de integração. No entanto, propõe-se a resolução do sistema de equações de estado por meio de um método de solução analítico, significativamente mais eficaz computacionalmente e mais robusto que o método de integração trapezoidal, amplamente aplicado na simulação de transitórios eletromagnéticos. Ademais, o método analítico possibilita o desenvolvimento de uma metodologia híbrida, adequada tanto na simulação de fenômenos transitórios quanto na simulação fenômenos em regime permanente. O modelo proposto é totalmente desenvolvido no domínio do tempo, sem a utilização de transformadas inversas e convoluções, tornando simples a integração de outros dispositivos e elementos não lineares ao longo da linha. Por fim, um processo utilizando FIR digital filtering integrado à modelagem por matrizes de estado, elimina todas as oscilações espúrias decorrentes da discretização da linha por elementos discretos e erros de truncamento. Em suma, o modelo computacional proposto apresenta uma metodologia aprimorada que se estender desde a modelagem dos parâmetros elétricos da linha à simulação propriamente dita dos transitórios eletromagnéticos, na ordem de poucos milissegundos, e fenômenos transitórios mais lentos, próximos do sinal fundamental em regime permanente<br>Abstract: An alternative and accurate methodology to model multiphase transmission lines is presented in the proposed development. The modal decoupling of the phases and shield wires is given by an optimized methodology in the use of the modal transformation matrix through the successive transformations between modal and phase domains, correcting the errors associated with the modeling and representation of the line by using analysis modal. Each propagation mode is represented by conventional lumped elements widely approached in the electrical circuit theory, which simplify the equivalent modeling, although a no less accurate procedure. To insert the frequency dependence of the longitudinal parameters in the line model, the vector fitting is applied to synthesize the parameters by an equivalent lumped circuit for each propagation mode of the multiphase system. The system of differential equations, resulting from the differential equations associated with the modal parameters, is represented in the state space and easily solved by numeric integration methods. Although, an analytical solution method is proposed to solve the system of state equations. This solution method is more efficient in computational terms and more robust than the well-known trapezoidal rule, widely used for simulation of electromagnetic transients. Furthermore, the proposed analytical method enables the development of a hybrid methodology, properly adapted to simulate transients as well as steady-state phenomena. The proposed model is completely developed in the time domain, without the use of inverse transforms and convolutions, which means that the proposed modeling is totally compatible with any other power electrical devices and nonlinear elements modeled in the time domain. Finally, a process using FIR digital filtering integrated to the modeling by state matrices eliminates all the spurious oscillations occurred from the line parameters discretization and truncation errors. In short, the proposed computational model presents an improved methodology carried out since the line electrical parameters modeling up to the simulation of electromagnetic transients of a few microseconds up to slow transient phenomena, close of the steady-state fundamental signal<br>Doutorado<br>Energia Eletrica<br>Doutor em Engenharia Elétrica
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Leung, Chi Ho. "Necessary and Sufficient Conditions on State Transformations That Preserve the Causal Structure of LTI Dynamical Networks." BYU ScholarsArchive, 2019. https://scholarsarchive.byu.edu/etd/7413.
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Linear time-invariant (LTI) dynamic networks are described by their dynamical structure function, and generally, they have many possible state space realizations. This work characterizes the necessary and sufficient conditions on a state transformation that preserves the dynamical structure function, thereby generating the entire set of realizations of a given order for a specific dynamic network.
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Tavares, Ivo Alberto Valente. "Uncertainty quantification with a Gaussian Process Prior : an example from macroeconomics." Doctoral thesis, Instituto Superior de Economia e Gestão, 2021. http://hdl.handle.net/10400.5/21444.
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Doutoramento em Matemática Aplicada à Economia e Gestão<br>This thesis may be broadly divided into 4 parts. In the first part, we do a literature review of the state of the art in misspecification in Macroeconomics, and what so far has been the contribution of a relatively new area of research called Uncertainty Quantification to the Macroeconomics subject. These reviews are essential to contextualize the contribution of this thesis in the furthering of research dedicated to correcting non-linear misspecifications, and to account for several other sources of uncertainty, when modelling from an economic perspective. In the next three parts, we give an example, using the same simple DSGE model from macroeconomic theory, of how researchers may quantify uncertainty in a State-Space Model using a discrepancy term with a Gaussian Process prior. The second part of the thesis, we used a full Gaussian Process (GP) prior on the discrepancy term. Our experiments showed that despite the heavy computational constraints of our full GP method, we still managed to obtain a very interesting forecasting performance with such a restricted sample size, when compared with similar uncorrected DSGE models, or corrected DSGE models using state of the art methods for time series, such as imposing a VAR on the observation error of the state-space model. In the third part of our work, we improved on the computational performance of our previous method, using what has been referred in the literature as Hilbert Reduced Rank GP. This method has close links to Functional Analysis, and the Spectral Theorem for Normal Operators, and Partial Differential Equations. It indeed improved the computational processing time, albeit just slightly, and was accompanied with a similarly slight decrease in the forecasting performance. The fourth part of our work delved into how our method would account for model uncertainty just prior, and during, the great financial crisis of 2007-2009. Our technique allowed us to capture the crisis, albeit at a reduced applicability possibly due to computational constraints. This latter part also was used to deepen the understanding of our model uncertainty quantification technique with a GP. Identifiability issues were also studied. One of our overall conclusions was that more research is needed until this uncertainty quantification technique may be used in as part of the toolbox of central bankers and researchers for forecasting economic fluctuations, specially regarding the computational performance of either method.<br>info:eu-repo/semantics/publishedVersion
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Ait, Yahia Ali. "Réduction de modèles d'état de systèmes thermiques." Marne-la-vallée, ENPC, 1998. http://www.theses.fr/1998ENPC9819.
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On définit la base singulière. Une méthode de réduction de modèles d'état de systèmes thermiques linéaires et invariants utilisant cette représentation est présentée. La solution du problème d'évolution thermique s'exprime sous la forme d'une combinaison linéaire des éléments de cette base. Une solution approchée est reconstituée en considérant un sous-espace dominant de l'espace solution. Il est obtenu par troncature de la base en gardant un nombre réduit de directions dominantes. La méthode est appliquée dans une approche de réduction directe et modulaire.
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Kao, Ling-Jing. "Data augmentation for latent variables in marketing." Columbus, Ohio : Ohio State University, 2006. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1155653751.
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Yamanaka, Fábio Norio Razé. "Inclusão do efeito da frequência nas equações de estado de linhas bifásicas : análise no domínio do tempo /." Ilha Solteira : [s.n.], 2009. http://hdl.handle.net/11449/87126.
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Orientador: Sérgio Kurokawa<br>Banca: Afonso José do Prado<br>Banca: Lourenço Matias<br>Resumo: O objetivo deste projeto é o desenvolvimento de um modelo de linha de transmissão bifásica diretamente no domínio do tempo, que leve em consideração o efeito da freqüência sobre seus parâmetros longitudinais, utilizando os conceitos de variáveis de estado. Os parâmetros longitudinais, variáveis em relação à freqüência, serão aproximados por funções racionais, cujos pólos e resíduos deverão ser determinados por meio do algoritmo vector fitting. Em seguida, as funções racionais que descrevem o comportamento dos parâmetros longitudinais serão associadas com um circuito elétrico equivalente, que será inserido em cada um dos circuitos π, constituindo uma grande quantidade de cascata de circuitos π. O modelo será utilizado para a realização de simulações de transitórios resultantes das operações de manobras e chaveamentos que ocorrem em uma linha bifásica com plano de simetria vertical. Os resultados serão comparados com os resultados obtidos com programas computacionais do tipo EMTP (cascata de circuitos π inserida no EMTP). Ao término do projeto teremos a nossa disposição um modelo de linha de transmissão que não necessita do uso de simuladores do tipo EMTP.<br>Abstract: The objective of this work is to implement a computational model of two-phase transmission line in time domain taking into account its frequency dependent longitudinal parameters. The line is represented through a cascade of π circuits and the frequency dependence of the longitudinal parameters is approximated by a rational functions that can be associated with an equivalent circuit representation and this equivalent circuit is inserted in each π circuit. After that the cascade is described through state equations. Validating the model, a frequency dependent two-phase line is represented by a cascade of π circuits. The model will be use for typical switching transients in a two-phase transmission line with a vertical symmetrical plan. The simulations were carried out using state space techniques and an EMTP program (in this case, the cascade was inserted in the EMTP program). It is observed that the simulation results obtained with state space representation are in agreement with those results obtained with EMTP.<br>Mestre
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Green, Robert C. II. "Novel Computational Methods for the Reliability Evaluation of Composite Power Systems using Computational Intelligence and High Performance Computing Techniques." University of Toledo / OhioLINK, 2012. http://rave.ohiolink.edu/etdc/view?acc_num=toledo1338894641.
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Ghazali, Abu Baker Mhd. "Advanced controllers for building energy management systems : advanced controllers based on traditional mathematical methods (MIMO P+I, state-space, adaptive solutions with constraints) and intelligent solutions (fuzzy logic and genetic algorithms) are investigated for humidifying, ventilating and air-conditioning applications." Thesis, University of Bradford, 1996. http://hdl.handle.net/10454/4197.
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This thesis presents the design and implementation of control strategies for building energy management systems (BEMS). The controllers considered include the multi PI-loop controllers, state-space designs, constrained input and output MIMO adaptive controllers, fuzzy logic solutions and genetic algorithm techniques. The control performances of the designs developed using the various methods based on aspects such as regulation errors squared, energy consumptions and the settling periods are investigated for different designs. The aim of the control strategy is to regulate the room temperature and the humidity to required comfort levels. In this study the building system under study is a 3 input/ 2 output system subject to external disturbances/effects. The three inputs are heating, cooling and humidification, and the 2 outputs are room air temperature and relative humidity. The external disturbances consist of climatic effects and other stochastic influences. The study is carried out within a simulation environment using the mathematical model of the test room at Loughborough University and the designed control solutions are verified through experimental trials using the full-scale BMS facility at the University of Bradford.
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Ghazali, Abu Baker MHD. "Advanced controllers for building energy management systems. Advanced controllers based on traditional mathematical methods (MIMO P+I, state-space, adaptive solutions with constraints) and intelligent solutions (fuzzy logic and genetic algorithms) are investigated for humidifying, ventilating and air-conditioning applications." Thesis, University of Bradford, 1996. http://hdl.handle.net/10454/4197.
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This thesis presents the design and implementation of control strategies for building
energy management systems (BEMS). The controllers considered include the multi PI-loop controllers, state-space designs, constrained input and output MIMO adaptive
controllers, fuzzy logic solutions and genetic algorithm techniques. The control
performances of the designs developed using the various methods based on aspects such
as regulation errors squared, energy consumptions and the settling periods are
investigated for different designs. The aim of the control strategy is to regulate the room
temperature and the humidity to required comfort levels.
In this study the building system under study is a 3 input/ 2 output system subject to external disturbances/effects. The three inputs are heating, cooling and humidification,
and the 2 outputs are room air temperature and relative humidity. The external
disturbances consist of climatic effects and other stochastic influences. The study is
carried out within a simulation environment using the mathematical model of the test
room at Loughborough University and the designed control solutions are verified
through experimental trials using the full-scale BMS facility at the University of
Bradford.