Search results for "PROBA"
showing 10 items of 3964 documents
Truncation, Information, and the Coefficient of Variation
1989
The Fisher information in a random sample from the truncated version of a distribution that belongs to an exponential family is compared with the Fisher information in a random sample from the un- truncated distribution. Conditions under which there is more information in the selection sample are given. Examples involving the normal and gamma distributions with various selection sets, and the zero-truncated binomial, Poisson, and negative binomial distributions are discussed. A property pertaining to the coefficient of variation of certain discrete distributions on the non-negative integers is introduced and shown to be satisfied by all binomial, Poisson, and negative binomial distributions.
Robust H<inf>&#x221E;</inf> control of Markovian jump systems with mixed time delays
2010
In this paper, the problem of stability analysis and control synthesis for Markovian jump linear systems with time delays and norm-bounded uncertainties is studied. The model under consideration consists of different time-invariant discrete, neutral and distributed delays. Delay-dependent sufficient conditions for the design of a mode-dependent delayed state feedback H ∞ control are given in terms of linear matrix inequalities (LMIs). A controller which guarantees stochastic stability and a prescribed level of H ∞ performance for the closed-loop system is then developed. A Lyapunov-Krasovskii functional (LKF) method underlies the control design. A numerical example with simulation results i…
$$\mathscr {K}$$-Convergence of Finite Volume Solutions of the Euler Equations
2020
We review our recent results on the convergence of invariant domain-preserving finite volume solutions to the Euler equations of gas dynamics. If the classical solution exists we obtain strong convergence of numerical solutions to the classical one applying the weak-strong uniqueness principle. On the other hand, if the classical solution does not exist we adapt the well-known Prokhorov compactness theorem to space-time probability measures that are generated by the sequences of finite volume solutions and show how to obtain the strong convergence in space and time of observable quantities. This can be achieved even in the case of ill-posed Euler equations having possibly many oscillatory s…
A Self-Contained Biometric Sensor for Ubiquitous Authentication
2007
This paper describes a real-life behavior framework in simulation game based on Probabilistic State Machine (PSM) with Gaussian random distribution. According to the dynamic environment information, NPC can generate behavior planning autonomously associated with defined FSM. After planning process, we illuminate Gaussian probabilistic function for real-life action simulation in time and spatial domains. The expected value of distribution is estimated during behavior planning process and variance is determined by NPC personality in order to realize real life behavior simulation. We experiment the framework and Gaussian PSM on a restaurant simulation game. Furthermore we give some suggestions…
Non-Stationary Probabilistic Response of Linear Systems Under Non-Gaussian Input
1991
The probabilistic characterization of the response of linear systems subjected to non-normal input requires the evaluation of higher order moments than two. In order to obtain the equations governing these moments, in this paper the extension of the Ito’s differential rule for linear systems excited by non-normal delta correlated processes is presented. As an application the case of the delta correlated compound Poisson input process is treated.
Sensitivity analysis of Gaussian processes for oceanic chlorophyll prediction
2015
Gaussian Process Regression (GPR) for machine learning has lately been successfully introduced for chlorophyll content mapping from remotely sensed data. The method provides a fast, stable and accurate prediction of biophysical parameters. However, since GPR is a non-linear kernel regression method, the relevance of the features are not accessible. In this paper, we introduce a probabilistic approach for feature sensitivity analysis (SA) of the GPR in order to reveal the relative importance of the features (bands) being used in the regression process. We evaluated the SA on GPR ocean chlorophyll content prediction. The method revealed the importance of the spectral bands, thus allowing the …
On Stability of a Concentrated Fiber Suspension Flow
2014
Linear stability analysis of a fiber suspension flow in a channel domain is performed using a modified Folgar-Tucker equation. Two kinds of potential instability are identified: one is associated with overcritical Reynolds number and another is associated with certain perturbations in fiber orientation field and is present for any Reynolds numbers. The second type of instability leads to initially growing transient perturbations in the microstructure. It is shown that both types of instability lead to instability of the bulk velocity field. As for the perturbed Orr-Sommerfeld eigenvalues, the presence of fibers increases the stability region; the stability region increases with growing C i …
Predictive control of networked systems with communication delays
2012
This paper studies the problem of predictive output feedback control for networked control systems with random communication delays. A networked predictive control scheme is employed to compensate for random communication delays, which mainly consists of the control prediction generator and network delay compensator. Furthermore, a new strategy of designing the time-varying predictive controller with mixed random delays for networked systems is proposed. Then the system can be formulated as a Markovian jump system. New techniques are presented to deal with the distributed delay in the discrete-time domain. Based on analysis of closed-loop networked predictive control systems, the designed p…
Non-linear systems under parametric alpha-stable LÉVY WHITE NOISES
2005
In this study stochastic analysis of nonlinear dynamical systems under a-stable, multiplicative white noise has been performed. Analysis has been conducted by means of the Ito rule extended to the case of α-stable noises. In this context the order of increments of Levy process has been evaluated and differential equations ruling the evolutions of statistical moments of either parametrically and external dynamical systems have been obtained. The extended Ito rule has also been used to yield the differential equation ruling the evolution of the characteristic function for parametrically excited dynamical systems. The Fourier transform of the characteristic function, namely the probability den…
Stochastic Response on Non-Linear Systems under Parametric Non-Gaussian Agencies
1992
The probabilistic response characterization of non-linear systems subjected to non-normal delta correlated parametric excitation is obtained. In order to do this an extension of both Ito’s differential rule and the Fokker-Planck equation is presented, enabling one to account for the effect of the non-normal input. The validity of the approach reported here is confirmed by results obtained by means of a Monte Carlo simulation.