The process of entrainment-mixing between cumulus clouds and the ambient air is important for the development of cumulus clouds.Accurately obtaining the entrainment rate(λ)is particularly important for its parameteri...The process of entrainment-mixing between cumulus clouds and the ambient air is important for the development of cumulus clouds.Accurately obtaining the entrainment rate(λ)is particularly important for its parameterization within the overall cumulus parameterization scheme.In this study,an improved bulk-plume method is proposed by solving the equations of two conserved variables simultaneously to calculateλof cumulus clouds in a large-eddy simulation.The results demonstrate that the improved bulk-plume method is more reliable than the traditional bulk-plume method,becauseλ,as calculated from the improved method,falls within the range ofλvalues obtained from the traditional method using different conserved variables.The probability density functions ofλfor all data,different times,and different heights can be well-fitted by a log-normal distribution,which supports the assumed stochastic entrainment process in previous studies.Further analysis demonstrate that the relationship betweenλand the vertical velocity is better than other thermodynamic/dynamical properties;thus,the vertical velocity is recommended as the primary influencing factor for the parameterization ofλin the future.The results of this study enhance the theoretical understanding ofλand its influencing factors and shed new light on the development ofλparameterization.展开更多
This paper proposed an efficient research method for high-dimensional uncertainty quantification of projectile motion in the barrel of a truck-mounted howitzer.Firstly,the dynamic model of projectile motion is establi...This paper proposed an efficient research method for high-dimensional uncertainty quantification of projectile motion in the barrel of a truck-mounted howitzer.Firstly,the dynamic model of projectile motion is established considering the flexible deformation of the barrel and the interaction between the projectile and the barrel.Subsequently,the accuracy of the dynamic model is verified based on the external ballistic projectile attitude test platform.Furthermore,the probability density evolution method(PDEM)is developed to high-dimensional uncertainty quantification of projectile motion.The engineering example highlights the results of the proposed method are consistent with the results obtained by the Monte Carlo Simulation(MCS).Finally,the influence of parameter uncertainty on the projectile disturbance at muzzle under different working conditions is analyzed.The results show that the disturbance of the pitch angular,pitch angular velocity and pitch angular of velocity decreases with the increase of launching angle,and the random parameter ranges of both the projectile and coupling model have similar influence on the disturbance of projectile angular motion at muzzle.展开更多
A prediction framework based on the evolution of pattern motion probability density is proposed for the output prediction and estimation problem of non-Newtonian mechanical systems,assuming that the system satisfies t...A prediction framework based on the evolution of pattern motion probability density is proposed for the output prediction and estimation problem of non-Newtonian mechanical systems,assuming that the system satisfies the generalized Lipschitz condition.As a complex nonlinear system primarily governed by statistical laws rather than Newtonian mechanics,the output of non-Newtonian mechanics systems is difficult to describe through deterministic variables such as state variables,which poses difficulties in predicting and estimating the system’s output.In this article,the temporal variation of the system is described by constructing pattern category variables,which are non-deterministic variables.Since pattern category variables have statistical attributes but not operational attributes,operational attributes are assigned to them by posterior probability density,and a method for analyzing their motion laws using probability density evolution is proposed.Furthermore,a data-driven form of pattern motion probabilistic density evolution prediction method is designed by combining pseudo partial derivative(PPD),achieving prediction of the probability density satisfying the system’s output uncertainty.Based on this,the final prediction estimation of the system’s output value is realized by minimum variance unbiased estimation.Finally,a corresponding PPD estimation algorithm is designed using an extended state observer(ESO)to estimate the parameters to be estimated in the proposed prediction method.The effectiveness of the parameter estimation algorithm and prediction method is demonstrated through theoretical analysis,and the accuracy of the algorithm is verified by two numerical simulation examples.展开更多
This paper studies the dynamic estimation problem for multitarget tracking. A novel gat- ing strategy that is based on the measurement likelihood of the target state space is proposed to improve the overall effectiven...This paper studies the dynamic estimation problem for multitarget tracking. A novel gat- ing strategy that is based on the measurement likelihood of the target state space is proposed to improve the overall effectiveness of the probability hypothesis density （PHD） filter. Firstly, a measurement-driven mechanism based on this gating technique is designed to classify the measure- ments. In this mechanism, only the measurements for the existing targets are considered in the update step of the existing targets while the measurements of newborn targets are used for exploring newborn targets. Secondly, the gating strategy enables the development of a heuristic state estima- tion algorithm when sequential Monte Carlo （SMC） implementation of the PHD filter is investi- gated, where the measurements are used to drive the particle clustering within the space gate. The resulting PHD filter can achieve a more robust and accurate estimation of the existing targets by reducing the interference from clutter. Moreover, the target birth intensity can be adaptive to detect newborn targets, which is in accordance with the birth measurements. Simulation results demonstrate the computational efficiency and tracking performance of the proposed algorithm.展开更多
Recently a Hybrid Carrier （HC） scheme based on Weighted-type Fractional Fourier Transform （WFRFT） was proposed and developed, which contains Single Carrier （SC） and Multi-Carrier （MC） synergetie transmission. ...Recently a Hybrid Carrier （HC） scheme based on Weighted-type Fractional Fourier Transform （WFRFT） was proposed and developed, which contains Single Carrier （SC） and Multi-Carrier （MC） synergetie transmission. The wide interest is primarily due to its appealing characteristics, such as the robust performances in different types of selective fading channels and a great deal of potential for secure communications. According to the literatures, the HC signal and SC or MC signal probability distributions are different. In particular, some benefits of this HC scheme are brought by the quasi-Gaussian distribution of WFRFT signals. However, until now researchers have only presented statistic properties through computer simulations, and the accurate expressions of signals are not derived yet. In this paper, we derive the accu- rate and rigorously established closed-form expressions of Probability Density Function （PDF） of WFRFT signal real and imaginary parts with a large number of QPSK subcarriers, and this PDF can describe the behavior of data modulated by WFRFT, avoiding the complex computation for extensive computer simulations. Furthermore, the components of PDF expression are described and analyzed, and it is revealed that the tendency of signal quasi-Gaussian changes with the increasing of the parameter a （a in （0,1]）. To validate the analytical results, extensive simulations have been conducted, showing a very good match between the analytical results and the real situations. The contribution of this paper may be useful to deduce the closed form expressions of Bit Error Ratio （BER）, the Complementary Cumulative Distribution Function （CCDF） of Peak to Average Power Ratio （PAPR）, and other analytical studies which adopt the PDF.展开更多
With the increment of the number of Gaussian components, the computation cost increases in the Gaussian mixture probability hypothesis density(GM-PHD) filter. Based on the theory of Chen et al, we propose an improved ...With the increment of the number of Gaussian components, the computation cost increases in the Gaussian mixture probability hypothesis density(GM-PHD) filter. Based on the theory of Chen et al, we propose an improved pruning algorithm for the GM-PHD filter, which utilizes not only the Gaussian components’ means and covariance, but their weights as a new criterion to improve the estimate accuracy of the conventional pruning algorithm for tracking very closely proximity targets. Moreover, it solves the end-less while-loop problem without the need of a second merging step. Simulation results show that this improved algorithm is easier to implement and more robust than the formal ones.展开更多
A novel strategy of probability density function （PDF） shape control is proposed in stochastic systems. The control er is designed whose parameters are optimal y obtained through the improved particle swarm optimiza...A novel strategy of probability density function （PDF） shape control is proposed in stochastic systems. The control er is designed whose parameters are optimal y obtained through the improved particle swarm optimization algorithm. The parameters of the control er are viewed as the space position of a particle in particle swarm optimization algorithm and updated continual y until the control er makes the PDF of the state variable as close as possible to the expected PDF. The proposed PDF shape control technique is compared with the equivalent linearization technique through simulation experiments. The results show the superiority and the effectiveness of the proposed method. The control er is excellent in making the state PDF fol ow the expected PDF and has the very smal error between the state PDF and the expected PDF, solving the control problem of the PDF shape in stochastic systems effectively.展开更多
The shape control of probability density function(PDF) of the system state is an important topic in stochastic systems. In this paper, we propose a control technique for PDF shape of the state variable in nonlinear st...The shape control of probability density function(PDF) of the system state is an important topic in stochastic systems. In this paper, we propose a control technique for PDF shape of the state variable in nonlinear stochastic systems. Firstly, we derive and prove the form of the controller by investigating the Fokker-PlanckKolmogorov(FPK) equation arising from the stochastic system. Secondly, an approach for getting approximate solution of the FPK equation is provided. A special function including some parameters is taken as the approximate stationary solution of the FPK equation. We use nonlinear least square method to solve the parameters in the function, and capture the approximate solution of the FPK equation. Substituting the approximate solution into the form of the controller, we can acquire the PDF shape controller. Lastly, some example simulations are conducted to verify the algorithm.展开更多
Probability density function (PDF) method is proposed for analysing the structure of the reconstructed attractor in computing the correlation dimensions of RR intervals of ten normal old men. PDF contains important in...Probability density function (PDF) method is proposed for analysing the structure of the reconstructed attractor in computing the correlation dimensions of RR intervals of ten normal old men. PDF contains important information about the spatial distribution of the phase points in the reconstructed attractor. To the best of our knowledge, it is the first time that the PDF method is put forward for the analysis of the reconstructed attractor structure. Numerical simulations demonstrate that the cardiac systems of healthy old men are about 6-6.5 dimensional complex dynamical systems. It is found that PDF is not symmetrically distributed when time delay is small, while PDF satisfies Gaussian distribution when time delay is big enough. A cluster effect mechanism is presented to explain this phenomenon. By studying the shape of PDFs, that the roles played by time delay are more important than embedding dimension in the reconstruction is clearly indicated. Results have demonstrated that the PDF method represents a promising numerical approach for the observation of the reconstructed attractor structure and may provide more information and new diagnostic potential of the analyzed cardiac system.展开更多
The probability hypothesis density(PHD) filter has been recognized as a promising technique for tracking an unknown number of targets. The performance of the PHD filter, however, is sensitive to the available knowledg...The probability hypothesis density(PHD) filter has been recognized as a promising technique for tracking an unknown number of targets. The performance of the PHD filter, however, is sensitive to the available knowledge on model parameters such as the measurement noise variance and those associated with the changes in the maneuvering target trajectories. If these parameters are unknown in advance, the tracking performance may degrade greatly. To address this aspect, this paper proposes to incorporate the adaptive parameter estimation(APE) method in the PHD filter so that the model parameters, which may be static and/or time-varying, can be estimated jointly with target states. The resulting APE-PHD algorithm is implemented using the particle filter(PF), which leads to the PF-APE-PHD filter. Simulations show that the newly proposed algorithm can correctly identify the unknown measurement noise variances, and it is capable of tracking multiple maneuvering targets with abrupt changing parameters in a more robust manner, compared to the multi-model approaches.展开更多
The joint probability density fimction （PDF） of different structural responses is a very important topic in the stochastic response analysis of nonlinear structures. In this paper, the probability density evolution ...The joint probability density fimction （PDF） of different structural responses is a very important topic in the stochastic response analysis of nonlinear structures. In this paper, the probability density evolution method, which is successfully developed to capture the instantaneous PDF of an arbitrary single response of interest, is extended to evaluate the joint PDF of any two responses. A two-dimensional partial differential equation in terms of the joint PDF is established. The strategy of selecting representative points via the number theoretical method and sieved by a hyper-ellipsoid is outlined. A two-dimensional difference scheme is developed. The free vibration of an SDOF system is examined to verify the proposed method, and a flame structure exhibiting hysteresis subjected to stochastic ground motion is investigated. It is pointed out that the correlation of different responses results from the fact that randomness of different responses comes from the same set of basic random parameters involved. In other words, the essence of the probabilistic correlation is a physical correlation.展开更多
The particle Probability Hypotheses Density (particle-PHD) filter is a tractable approach for Random Finite Set (RFS) Bayes estimation, but the particle-PHD filter can not directly derive the target track. Most existi...The particle Probability Hypotheses Density (particle-PHD) filter is a tractable approach for Random Finite Set (RFS) Bayes estimation, but the particle-PHD filter can not directly derive the target track. Most existing approaches combine the data association step to solve this problem. This paper proposes an algorithm which does not need the association step. Our basic ideal is based on the clustering algorithm of Finite Mixture Models (FMM). The intensity distribution is first derived by the particle-PHD filter, and then the clustering algorithm is applied to estimate the multitarget states and tracks jointly. The clustering process includes two steps: the prediction and update. The key to the proposed algorithm is to use the prediction as the initial points and the convergent points as the es- timates. Besides, Expectation-Maximization (EM) and Markov Chain Monte Carlo (MCMC) ap- proaches are used for the FMM parameter estimation.展开更多
This paper presents a method for extracting geometrical features of the joint probability density function(PDF)of two-dimensional systems based on its contour lines,with particular interests given to the number and po...This paper presents a method for extracting geometrical features of the joint probability density function(PDF)of two-dimensional systems based on its contour lines,with particular interests given to the number and position of peaks and craters.In order to detect those two types of structures,a series of horizontal planes are applied to truncate the joint PDF with contour lines generated.Starting with the analysis of contour lines in a single plane,shape characteristics of the peak and the crater can be reflected on the contour lines in the aspects of gradient direction and inclusion relationship.Aided by the properties of PDF,the information about gradient direction and inclusion relationship of contour lines can be obtained simultaneously if the contour tree is built.According to the contour tree,the contour lines can be classified as two groups.Then the corresponding relation between contour lines in different planes is discussed.Based on the corresponding relation,clustering analysis about contour lines belonging to the same group but having different heights is performed.Two sets of contour lines are finally obtained as the simplest expression of geometrical characteristics of a joint PDF.They can be used to obtain the number and position of each peak and crater.Three oscillators of different types are chosen to test this method,which shows that this method can pave the way for numerical calculation about the stochastic P-bifurcation of multi-dimensional systems.展开更多
In Bayesian multi-target fltering,knowledge of measurement noise variance is very important.Signifcant mismatches in noise parameters will result in biased estimates.In this paper,a new particle flter for a probabilit...In Bayesian multi-target fltering,knowledge of measurement noise variance is very important.Signifcant mismatches in noise parameters will result in biased estimates.In this paper,a new particle flter for a probability hypothesis density（PHD）flter handling unknown measurement noise variances is proposed.The approach is based on marginalizing the unknown parameters out of the posterior distribution by using variational Bayesian（VB）methods.Moreover,the sequential Monte Carlo method is used to approximate the posterior intensity considering non-linear and non-Gaussian conditions.Unlike other particle flters for this challenging class of PHD flters,the proposed method can adaptively learn the unknown and time-varying noise variances while fltering.Simulation results show that the proposed method improves estimation accuracy in terms of both the number of targets and their states.展开更多
Ship rolling in random waves is a complicated nonlinear motion that contributes substantially to ship instability and capsizing.The finite element method(FEM)is employed in this paper to solve the Fokker Planck(FP)equ...Ship rolling in random waves is a complicated nonlinear motion that contributes substantially to ship instability and capsizing.The finite element method(FEM)is employed in this paper to solve the Fokker Planck(FP)equations numerically for homoclinic and heteroclinic ship rolling under random waves described as periodic and Gaussian white noise excitations.The transient joint probability density functions(PDFs)and marginal PDFs of the rolling responses are also obtained.The effects of stimulation strength on ship rolling are further investigated from a probabilistic standpoint.The homoclinic ship rolling has two rolling states,the connection between the two peaks of the PDF is observed when the periodic excitation amplitude or the noise intensity is large,and the PDF is remarkably distributed in phase space.These phenomena increase the possibility of a random jump in ship motion states and the uncertainty of ship rolling,and the ship may lose stability due to unforeseeable facts or conditions.Meanwhile,only one rolling state is observed when the ship is in heteroclinic rolling.As the periodic excitation amplitude grows,the PDF concentration increases and drifts away from the beginning location,suggesting that the ship rolling substantially changes in a cycle and its stability is low.The PDF becomes increasingly uniform and covers a large region as the noise intensity increases,reducing the certainty of ship rolling and navigation safety.The current numerical solutions and analyses may be applied to evaluate the stability of a rolling ship in irregular waves and capsize mechanisms.展开更多
This paper presents a linearized approach for the controller design of the shape of output probability density functions for general stochastic systems. A square root approximation to an output probability density fun...This paper presents a linearized approach for the controller design of the shape of output probability density functions for general stochastic systems. A square root approximation to an output probability density function is realized by a set of B-spline functions. This generally produces a nonlinear state space model for the weights of the B-spline approximation. A linearized model is therefore obtained and embedded into a performance function that measures the tracking error of the output probability density function with respect to a given distribution. By using this performance function as a Lyapunov function for the closed loop system, a feedback control input has been obtained which guarantees closed loop stability and realizes perfect tracking. The algorithm described in this paper has been tested on a simulated example and desired results have been achieved.展开更多
Probability Hypothesis Density (PHD) filtering approach has shown its advantages in tracking time varying number of targets even when there are noise,clutter and misdetection. For linear Gaussian Mixture (GM) system,P...Probability Hypothesis Density (PHD) filtering approach has shown its advantages in tracking time varying number of targets even when there are noise,clutter and misdetection. For linear Gaussian Mixture (GM) system,PHD filter has a closed form recursion (GMPHD). But PHD filter cannot estimate the trajectories of multi-target because it only provides identity-free estimate of target states. Existing data association methods still remain a big challenge mostly because they are com-putationally expensive. In this paper,we proposed a new data association algorithm using GMPHD filter,which significantly alleviated the heavy computing load and performed multi-target trajectory tracking effectively in the meantime.展开更多
In order to improve the performance of the probability hypothesis density(PHD) algorithm based particle filter(PF) in terms of number estimation and states extraction of multiple targets, a new probability hypothesis ...In order to improve the performance of the probability hypothesis density(PHD) algorithm based particle filter(PF) in terms of number estimation and states extraction of multiple targets, a new probability hypothesis density filter algorithm based on marginalized particle and kernel density estimation is proposed, which utilizes the idea of marginalized particle filter to enhance the estimating performance of the PHD. The state variables are decomposed into linear and non-linear parts. The particle filter is adopted to predict and estimate the nonlinear states of multi-target after dimensionality reduction, while the Kalman filter is applied to estimate the linear parts under linear Gaussian condition. Embedding the information of the linear states into the estimated nonlinear states helps to reduce the estimating variance and improve the accuracy of target number estimation. The meanshift kernel density estimation, being of the inherent nature of searching peak value via an adaptive gradient ascent iteration, is introduced to cluster particles and extract target states, which is independent of the target number and can converge to the local peak position of the PHD distribution while avoiding the errors due to the inaccuracy in modeling and parameters estimation. Experiments show that the proposed algorithm can obtain higher tracking accuracy when using fewer sampling particles and is of lower computational complexity compared with the PF-PHD.展开更多
A three-state Markovian noise is investigated.Its probability density and statistical properties are obtained. Escape of particles for a system with potential barrier only driven by this noise is investigated.It is sh...A three-state Markovian noise is investigated.Its probability density and statistical properties are obtained. Escape of particles for a system with potential barrier only driven by this noise is investigated.It is shown that,in some circumstances,this noise can make the particles escape over the potential barrier;but in other circumstances,it cannot. Resonant activation phenomenon appears for the system considered by us.展开更多
We investigate the possibility for two-mode probability density function （PDF） to have a non-zero flux steady state solution. We take the large volume limit so that the space of modes becomes continuous. It is shown...We investigate the possibility for two-mode probability density function （PDF） to have a non-zero flux steady state solution. We take the large volume limit so that the space of modes becomes continuous. It is shown that in this limit all the steady-state twoor higher-mode PDFs are the product of one-mode PDFs. The flux of this steady-state solution turns out to be zero for any finite mode PDF.展开更多
基金supported by the National Natural Science Foundation of China(Grant Nos.42175099,42027804,42075073)the Innovative Project of Postgraduates in Jiangsu Province in 2023(Grant No.KYCX23_1319)+3 种基金supported by the National Natural Science Foundation of China(Grant No.42205080)the Natural Science Foundation of Sichuan(Grant No.2023YFS0442)the Research Fund of Civil Aviation Flight University of China(Grant No.J2022-037)supported by the National Key Scientific and Technological Infrastructure project“Earth System Science Numerical Simulator Facility”(Earth Lab)。
文摘The process of entrainment-mixing between cumulus clouds and the ambient air is important for the development of cumulus clouds.Accurately obtaining the entrainment rate(λ)is particularly important for its parameterization within the overall cumulus parameterization scheme.In this study,an improved bulk-plume method is proposed by solving the equations of two conserved variables simultaneously to calculateλof cumulus clouds in a large-eddy simulation.The results demonstrate that the improved bulk-plume method is more reliable than the traditional bulk-plume method,becauseλ,as calculated from the improved method,falls within the range ofλvalues obtained from the traditional method using different conserved variables.The probability density functions ofλfor all data,different times,and different heights can be well-fitted by a log-normal distribution,which supports the assumed stochastic entrainment process in previous studies.Further analysis demonstrate that the relationship betweenλand the vertical velocity is better than other thermodynamic/dynamical properties;thus,the vertical velocity is recommended as the primary influencing factor for the parameterization ofλin the future.The results of this study enhance the theoretical understanding ofλand its influencing factors and shed new light on the development ofλparameterization.
基金the National Natural Science Foundation of China(Grant No.11472137).
文摘This paper proposed an efficient research method for high-dimensional uncertainty quantification of projectile motion in the barrel of a truck-mounted howitzer.Firstly,the dynamic model of projectile motion is established considering the flexible deformation of the barrel and the interaction between the projectile and the barrel.Subsequently,the accuracy of the dynamic model is verified based on the external ballistic projectile attitude test platform.Furthermore,the probability density evolution method(PDEM)is developed to high-dimensional uncertainty quantification of projectile motion.The engineering example highlights the results of the proposed method are consistent with the results obtained by the Monte Carlo Simulation(MCS).Finally,the influence of parameter uncertainty on the projectile disturbance at muzzle under different working conditions is analyzed.The results show that the disturbance of the pitch angular,pitch angular velocity and pitch angular of velocity decreases with the increase of launching angle,and the random parameter ranges of both the projectile and coupling model have similar influence on the disturbance of projectile angular motion at muzzle.
文摘A prediction framework based on the evolution of pattern motion probability density is proposed for the output prediction and estimation problem of non-Newtonian mechanical systems,assuming that the system satisfies the generalized Lipschitz condition.As a complex nonlinear system primarily governed by statistical laws rather than Newtonian mechanics,the output of non-Newtonian mechanics systems is difficult to describe through deterministic variables such as state variables,which poses difficulties in predicting and estimating the system’s output.In this article,the temporal variation of the system is described by constructing pattern category variables,which are non-deterministic variables.Since pattern category variables have statistical attributes but not operational attributes,operational attributes are assigned to them by posterior probability density,and a method for analyzing their motion laws using probability density evolution is proposed.Furthermore,a data-driven form of pattern motion probabilistic density evolution prediction method is designed by combining pseudo partial derivative(PPD),achieving prediction of the probability density satisfying the system’s output uncertainty.Based on this,the final prediction estimation of the system’s output value is realized by minimum variance unbiased estimation.Finally,a corresponding PPD estimation algorithm is designed using an extended state observer(ESO)to estimate the parameters to be estimated in the proposed prediction method.The effectiveness of the parameter estimation algorithm and prediction method is demonstrated through theoretical analysis,and the accuracy of the algorithm is verified by two numerical simulation examples.
基金supported by the Aeronautical Science Foundation of China(No.201401P6001)
文摘This paper studies the dynamic estimation problem for multitarget tracking. A novel gat- ing strategy that is based on the measurement likelihood of the target state space is proposed to improve the overall effectiveness of the probability hypothesis density （PHD） filter. Firstly, a measurement-driven mechanism based on this gating technique is designed to classify the measure- ments. In this mechanism, only the measurements for the existing targets are considered in the update step of the existing targets while the measurements of newborn targets are used for exploring newborn targets. Secondly, the gating strategy enables the development of a heuristic state estima- tion algorithm when sequential Monte Carlo （SMC） implementation of the PHD filter is investi- gated, where the measurements are used to drive the particle clustering within the space gate. The resulting PHD filter can achieve a more robust and accurate estimation of the existing targets by reducing the interference from clutter. Moreover, the target birth intensity can be adaptive to detect newborn targets, which is in accordance with the birth measurements. Simulation results demonstrate the computational efficiency and tracking performance of the proposed algorithm.
基金supported by the National Natural Science Foundation General Program of China(No.61201146)the National Basic Research Program of China(2013CB329003)the Fundamental Research Funds for the Central Universities(HIT.NSRIF.2015022)
文摘Recently a Hybrid Carrier （HC） scheme based on Weighted-type Fractional Fourier Transform （WFRFT） was proposed and developed, which contains Single Carrier （SC） and Multi-Carrier （MC） synergetie transmission. The wide interest is primarily due to its appealing characteristics, such as the robust performances in different types of selective fading channels and a great deal of potential for secure communications. According to the literatures, the HC signal and SC or MC signal probability distributions are different. In particular, some benefits of this HC scheme are brought by the quasi-Gaussian distribution of WFRFT signals. However, until now researchers have only presented statistic properties through computer simulations, and the accurate expressions of signals are not derived yet. In this paper, we derive the accu- rate and rigorously established closed-form expressions of Probability Density Function （PDF） of WFRFT signal real and imaginary parts with a large number of QPSK subcarriers, and this PDF can describe the behavior of data modulated by WFRFT, avoiding the complex computation for extensive computer simulations. Furthermore, the components of PDF expression are described and analyzed, and it is revealed that the tendency of signal quasi-Gaussian changes with the increasing of the parameter a （a in （0,1]）. To validate the analytical results, extensive simulations have been conducted, showing a very good match between the analytical results and the real situations. The contribution of this paper may be useful to deduce the closed form expressions of Bit Error Ratio （BER）, the Complementary Cumulative Distribution Function （CCDF） of Peak to Average Power Ratio （PAPR）, and other analytical studies which adopt the PDF.
基金supported by the National Natural Science Foundation of China(61703228)
文摘With the increment of the number of Gaussian components, the computation cost increases in the Gaussian mixture probability hypothesis density(GM-PHD) filter. Based on the theory of Chen et al, we propose an improved pruning algorithm for the GM-PHD filter, which utilizes not only the Gaussian components’ means and covariance, but their weights as a new criterion to improve the estimate accuracy of the conventional pruning algorithm for tracking very closely proximity targets. Moreover, it solves the end-less while-loop problem without the need of a second merging step. Simulation results show that this improved algorithm is easier to implement and more robust than the formal ones.
基金supported by the National Natural Science Fundation of China(61273127)the Specialized Research Fund of the Doctoral Program in Higher Education(20106118110009+2 种基金20116118110008)the Scientific Research Plan Projects of Shaanxi Education Department(12JK0524)the Young Teachers Scientific Research Fund of Xi’an University of Posts and Telecommunications(1100434)
文摘A novel strategy of probability density function （PDF） shape control is proposed in stochastic systems. The control er is designed whose parameters are optimal y obtained through the improved particle swarm optimization algorithm. The parameters of the control er are viewed as the space position of a particle in particle swarm optimization algorithm and updated continual y until the control er makes the PDF of the state variable as close as possible to the expected PDF. The proposed PDF shape control technique is compared with the equivalent linearization technique through simulation experiments. The results show the superiority and the effectiveness of the proposed method. The control er is excellent in making the state PDF fol ow the expected PDF and has the very smal error between the state PDF and the expected PDF, solving the control problem of the PDF shape in stochastic systems effectively.
基金the National Natural Science Foundation of China(No.61273127)the Specialized Research Fund for the Doctoral Program of Higher Education of China(No.20116118110008)the Scientific Research Plan Projects of Shaanxi Education Department(No.12JK0524)
文摘The shape control of probability density function(PDF) of the system state is an important topic in stochastic systems. In this paper, we propose a control technique for PDF shape of the state variable in nonlinear stochastic systems. Firstly, we derive and prove the form of the controller by investigating the Fokker-PlanckKolmogorov(FPK) equation arising from the stochastic system. Secondly, an approach for getting approximate solution of the FPK equation is provided. A special function including some parameters is taken as the approximate stationary solution of the FPK equation. We use nonlinear least square method to solve the parameters in the function, and capture the approximate solution of the FPK equation. Substituting the approximate solution into the form of the controller, we can acquire the PDF shape controller. Lastly, some example simulations are conducted to verify the algorithm.
文摘Probability density function (PDF) method is proposed for analysing the structure of the reconstructed attractor in computing the correlation dimensions of RR intervals of ten normal old men. PDF contains important information about the spatial distribution of the phase points in the reconstructed attractor. To the best of our knowledge, it is the first time that the PDF method is put forward for the analysis of the reconstructed attractor structure. Numerical simulations demonstrate that the cardiac systems of healthy old men are about 6-6.5 dimensional complex dynamical systems. It is found that PDF is not symmetrically distributed when time delay is small, while PDF satisfies Gaussian distribution when time delay is big enough. A cluster effect mechanism is presented to explain this phenomenon. By studying the shape of PDFs, that the roles played by time delay are more important than embedding dimension in the reconstruction is clearly indicated. Results have demonstrated that the PDF method represents a promising numerical approach for the observation of the reconstructed attractor structure and may provide more information and new diagnostic potential of the analyzed cardiac system.
基金supported by the National Natural Science Foundation of China (Nos. 61305017, 61304264)the Natural Science Foundation of Jiangsu Province (No. BK20130154)
文摘The probability hypothesis density(PHD) filter has been recognized as a promising technique for tracking an unknown number of targets. The performance of the PHD filter, however, is sensitive to the available knowledge on model parameters such as the measurement noise variance and those associated with the changes in the maneuvering target trajectories. If these parameters are unknown in advance, the tracking performance may degrade greatly. To address this aspect, this paper proposes to incorporate the adaptive parameter estimation(APE) method in the PHD filter so that the model parameters, which may be static and/or time-varying, can be estimated jointly with target states. The resulting APE-PHD algorithm is implemented using the particle filter(PF), which leads to the PF-APE-PHD filter. Simulations show that the newly proposed algorithm can correctly identify the unknown measurement noise variances, and it is capable of tracking multiple maneuvering targets with abrupt changing parameters in a more robust manner, compared to the multi-model approaches.
基金the National Natural Science Foundation of Chinafor Innovative Research Groups Under Grant No.50621062the National Natural Science Foundation of China forYoung Scholars Under Grant No.10402030
文摘The joint probability density fimction （PDF） of different structural responses is a very important topic in the stochastic response analysis of nonlinear structures. In this paper, the probability density evolution method, which is successfully developed to capture the instantaneous PDF of an arbitrary single response of interest, is extended to evaluate the joint PDF of any two responses. A two-dimensional partial differential equation in terms of the joint PDF is established. The strategy of selecting representative points via the number theoretical method and sieved by a hyper-ellipsoid is outlined. A two-dimensional difference scheme is developed. The free vibration of an SDOF system is examined to verify the proposed method, and a flame structure exhibiting hysteresis subjected to stochastic ground motion is investigated. It is pointed out that the correlation of different responses results from the fact that randomness of different responses comes from the same set of basic random parameters involved. In other words, the essence of the probabilistic correlation is a physical correlation.
基金Supported by the National Key Fundamental Research & Development Program of China (2007CB11006)the Zhejiang Natural Science Foundation (R106745, Y1080422)
文摘The particle Probability Hypotheses Density (particle-PHD) filter is a tractable approach for Random Finite Set (RFS) Bayes estimation, but the particle-PHD filter can not directly derive the target track. Most existing approaches combine the data association step to solve this problem. This paper proposes an algorithm which does not need the association step. Our basic ideal is based on the clustering algorithm of Finite Mixture Models (FMM). The intensity distribution is first derived by the particle-PHD filter, and then the clustering algorithm is applied to estimate the multitarget states and tracks jointly. The clustering process includes two steps: the prediction and update. The key to the proposed algorithm is to use the prediction as the initial points and the convergent points as the es- timates. Besides, Expectation-Maximization (EM) and Markov Chain Monte Carlo (MCMC) ap- proaches are used for the FMM parameter estimation.
基金supported by the National Program on Key Basic Research Project(Grant No.2014CB046805)National Natural Science Foundation of China(Grant No.11372211).
文摘This paper presents a method for extracting geometrical features of the joint probability density function(PDF)of two-dimensional systems based on its contour lines,with particular interests given to the number and position of peaks and craters.In order to detect those two types of structures,a series of horizontal planes are applied to truncate the joint PDF with contour lines generated.Starting with the analysis of contour lines in a single plane,shape characteristics of the peak and the crater can be reflected on the contour lines in the aspects of gradient direction and inclusion relationship.Aided by the properties of PDF,the information about gradient direction and inclusion relationship of contour lines can be obtained simultaneously if the contour tree is built.According to the contour tree,the contour lines can be classified as two groups.Then the corresponding relation between contour lines in different planes is discussed.Based on the corresponding relation,clustering analysis about contour lines belonging to the same group but having different heights is performed.Two sets of contour lines are finally obtained as the simplest expression of geometrical characteristics of a joint PDF.They can be used to obtain the number and position of each peak and crater.Three oscillators of different types are chosen to test this method,which shows that this method can pave the way for numerical calculation about the stochastic P-bifurcation of multi-dimensional systems.
基金supported by National High-tech Research and Development Program of China (No.2011AA7014061)
文摘In Bayesian multi-target fltering,knowledge of measurement noise variance is very important.Signifcant mismatches in noise parameters will result in biased estimates.In this paper,a new particle flter for a probability hypothesis density（PHD）flter handling unknown measurement noise variances is proposed.The approach is based on marginalizing the unknown parameters out of the posterior distribution by using variational Bayesian（VB）methods.Moreover,the sequential Monte Carlo method is used to approximate the posterior intensity considering non-linear and non-Gaussian conditions.Unlike other particle flters for this challenging class of PHD flters,the proposed method can adaptively learn the unknown and time-varying noise variances while fltering.Simulation results show that the proposed method improves estimation accuracy in terms of both the number of targets and their states.
基金the National Natural Science Foundation of China(Nos.52088102,51875540)。
文摘Ship rolling in random waves is a complicated nonlinear motion that contributes substantially to ship instability and capsizing.The finite element method(FEM)is employed in this paper to solve the Fokker Planck(FP)equations numerically for homoclinic and heteroclinic ship rolling under random waves described as periodic and Gaussian white noise excitations.The transient joint probability density functions(PDFs)and marginal PDFs of the rolling responses are also obtained.The effects of stimulation strength on ship rolling are further investigated from a probabilistic standpoint.The homoclinic ship rolling has two rolling states,the connection between the two peaks of the PDF is observed when the periodic excitation amplitude or the noise intensity is large,and the PDF is remarkably distributed in phase space.These phenomena increase the possibility of a random jump in ship motion states and the uncertainty of ship rolling,and the ship may lose stability due to unforeseeable facts or conditions.Meanwhile,only one rolling state is observed when the ship is in heteroclinic rolling.As the periodic excitation amplitude grows,the PDF concentration increases and drifts away from the beginning location,suggesting that the ship rolling substantially changes in a cycle and its stability is low.The PDF becomes increasingly uniform and covers a large region as the noise intensity increases,reducing the certainty of ship rolling and navigation safety.The current numerical solutions and analyses may be applied to evaluate the stability of a rolling ship in irregular waves and capsize mechanisms.
文摘This paper presents a linearized approach for the controller design of the shape of output probability density functions for general stochastic systems. A square root approximation to an output probability density function is realized by a set of B-spline functions. This generally produces a nonlinear state space model for the weights of the B-spline approximation. A linearized model is therefore obtained and embedded into a performance function that measures the tracking error of the output probability density function with respect to a given distribution. By using this performance function as a Lyapunov function for the closed loop system, a feedback control input has been obtained which guarantees closed loop stability and realizes perfect tracking. The algorithm described in this paper has been tested on a simulated example and desired results have been achieved.
基金Supported by the National Natural Science Foundation of China (No.60772154)the President Foundation of Graduate University of Chinese Academy of Sciences (No.085102GN00)
文摘Probability Hypothesis Density (PHD) filtering approach has shown its advantages in tracking time varying number of targets even when there are noise,clutter and misdetection. For linear Gaussian Mixture (GM) system,PHD filter has a closed form recursion (GMPHD). But PHD filter cannot estimate the trajectories of multi-target because it only provides identity-free estimate of target states. Existing data association methods still remain a big challenge mostly because they are com-putationally expensive. In this paper,we proposed a new data association algorithm using GMPHD filter,which significantly alleviated the heavy computing load and performed multi-target trajectory tracking effectively in the meantime.
基金Project(61101185) supported by the National Natural Science Foundation of ChinaProject(2011AA1221) supported by the National High Technology Research and Development Program of China
文摘In order to improve the performance of the probability hypothesis density(PHD) algorithm based particle filter(PF) in terms of number estimation and states extraction of multiple targets, a new probability hypothesis density filter algorithm based on marginalized particle and kernel density estimation is proposed, which utilizes the idea of marginalized particle filter to enhance the estimating performance of the PHD. The state variables are decomposed into linear and non-linear parts. The particle filter is adopted to predict and estimate the nonlinear states of multi-target after dimensionality reduction, while the Kalman filter is applied to estimate the linear parts under linear Gaussian condition. Embedding the information of the linear states into the estimated nonlinear states helps to reduce the estimating variance and improve the accuracy of target number estimation. The meanshift kernel density estimation, being of the inherent nature of searching peak value via an adaptive gradient ascent iteration, is introduced to cluster particles and extract target states, which is independent of the target number and can converge to the local peak position of the PHD distribution while avoiding the errors due to the inaccuracy in modeling and parameters estimation. Experiments show that the proposed algorithm can obtain higher tracking accuracy when using fewer sampling particles and is of lower computational complexity compared with the PF-PHD.
基金supported by National Natural Science Foundation of China,SRF for ROCS,SEM,and K.C.Wong Magna Fund in Ningbo University
文摘A three-state Markovian noise is investigated.Its probability density and statistical properties are obtained. Escape of particles for a system with potential barrier only driven by this noise is investigated.It is shown that,in some circumstances,this noise can make the particles escape over the potential barrier;but in other circumstances,it cannot. Resonant activation phenomenon appears for the system considered by us.
基金Project supported by the Korean Research Foundation of the Korea Government (MEST) (Grant No. 2009-0073081)
文摘We investigate the possibility for two-mode probability density function （PDF） to have a non-zero flux steady state solution. We take the large volume limit so that the space of modes becomes continuous. It is shown that in this limit all the steady-state twoor higher-mode PDFs are the product of one-mode PDFs. The flux of this steady-state solution turns out to be zero for any finite mode PDF.
