Результаты поиска по 'estimation of parameters':
Найдено статей: 75
  1. Umnov A.E., Umnov E.A.
    Using feedback functions to solve parametric programming problems
    Computer Research and Modeling, 2023, v. 15, no. 5, pp. 1125-1151

    We consider a finite-dimensional optimization problem, the formulation of which in addition to the required variables contains parameters. The solution to this problem is a dependence of optimal values of variables on parameters. In general, these dependencies are not functions because they can have ambiguous meanings and in the functional case be nondifferentiable. In addition, their domain of definition may be narrower than the domains of definition of functions in the condition of the original problem. All these properties make it difficult to solve both the original parametric problem and other tasks, the statement of which includes these dependencies. To overcome these difficulties, usually methods such as non-differentiable optimization are used.

    This article proposes an alternative approach that makes it possible to obtain solutions to parametric problems in a form devoid of the specified properties. It is shown that such representations can be explored using standard algorithms, based on the Taylor formula. This form is a function smoothly approximating the solution of the original problem for any parameter values, specified in its statement. In this case, the value of the approximation error is controlled by a special parameter. Construction of proposed approximations is performed using special functions that establish feedback (within optimality conditions for the original problem) between variables and Lagrange multipliers. This method is described for linear problems with subsequent generalization to the nonlinear case.

    From a computational point of view the construction of the approximation consists in finding the saddle point of the modified Lagrange function of the original problem. Moreover, this modification is performed in a special way using feedback functions. It is shown that the necessary conditions for the existence of such a saddle point are similar to the conditions of the Karush – Kuhn – Tucker theorem, but do not contain constraints such as inequalities and conditions of complementary slackness. Necessary conditions for the existence of a saddle point determine this approximation implicitly. Therefore, to calculate its differential characteristics, the implicit function theorem is used. The same theorem is used to reduce the approximation error to an acceptable level.

    Features of the practical implementation feedback function method, including estimates of the rate of convergence to the exact solution are demonstrated for several specific classes of parametric optimization problems. Specifically, tasks searching for the global extremum of functions of many variables and the problem of multiple extremum (maximin-minimax) are considered. Optimization problems that arise when using multicriteria mathematical models are also considered. For each of these classes, there are demo examples.

  2. Yakovleva T.V.
    Statistical distribution of the quasi-harmonic signal’s phase: basics of theory and computer simulation
    Computer Research and Modeling, 2024, v. 16, no. 2, pp. 287-297

    The paper presents the results of the fundamental research directed on the theoretical study and computer simulation of peculiarities of the quasi-harmonic signal’s phase statistical distribution. The quasi-harmonic signal is known to be formed as a result of the Gaussian noise impact on the initially harmonic signal. By means of the mathematical analysis the formulas have been obtained in explicit form for the principle characteristics of this distribution, namely: for the cumulative distribution function, the probability density function, the likelihood function. As a result of the conducted computer simulation the dependencies of these functions on the phase distribution parameters have been analyzed. The paper elaborates the methods of estimating the phase distribution parameters which contain the information about the initial, undistorted signal. It has been substantiated that the task of estimating the initial value of the phase of quasi-harmonic signal can be efficiently solved by averaging the results of the sampled measurements. As for solving the task of estimating the second parameter of the phase distribution, namely — the parameter, determining the signal level respectively the noise level — a maximum likelihood technique is proposed to be applied. The graphical illustrations are presented that have been obtained by means of the computer simulation of the principle characteristics of the phase distribution under the study. The existence and uniqueness of the likelihood function’s maximum allow substantiating the possibility and the efficiency of solving the task of estimating signal’s level relative to noise level by means of the maximum likelihood technique. The elaborated method of estimating the un-noised signal’s level relative to noise, i. e. the parameter characterizing the signal’s intensity on the basis of measurements of the signal’s phase is an original and principally new technique which opens perspectives of usage of the phase measurements as a tool of the stochastic data analysis. The presented investigation is meaningful for solving the task of determining the phase and the signal’s level by means of the statistical processing of the sampled phase measurements. The proposed methods of the estimation of the phase distribution’s parameters can be used at solving various scientific and technological tasks, in particular, in such areas as radio-physics, optics, radiolocation, radio-navigation, metrology.

  3. Tarasyuk I.A., Kravchuk A.S.
    Estimation of natural frequencies of torsional vibrations of a composite nonlinearly viscoelastic shaft
    Computer Research and Modeling, 2018, v. 10, no. 4, pp. 421-430

    The article presents a method for linearization the effective function of material instantaneous deformation in order to generalize the torsional vibration equation to the case of nonlinearly deformable rheologically active shafts. It is considered layered and structurally heterogeneous, on average isotropic shafts made of nonlinearly viscoelastic components. The technique consists in determining the approximate shear modulus by minimizing the root-mean-square deviation in approximation of the effective diagram of instantaneous deformation.

    The method allows to estimate analytically values of natural frequencies of layered and structurally heterogeneous nonlinearly viscoelastic shaft. This makes it possible to significantly reduce resources in vibration analysis, as well as to track changes in values of natural frequencies with changing geometric, physico-mechanical and structural parameters of shafts, which is especially important at the initial stages of modeling and design. In addition, the paper shows that only a pronounced nonlinearity of the effective state equation has an effect on the natural frequencies, and in some cases the nonlinearity in determining the natural frequencies can be neglected.

    As equations of state of the composite material components, the article considers the equations of nonlinear heredity with instantaneous deformation functions in the form of the Prandtl’s bilinear diagrams. To homogenize the state equations of layered shafts, it is applied the Voigt’s hypothesis on the homogeneity of deformations and the Reuss’ hypothesis on the homogeneity of stresses in the volume of a composite body. Using these assumptions, effective secant and tangential shear moduli, proportionality limits, as well as creep and relaxation kernels of longitudinal, axial and transversely layered shafts are obtained. In addition, it is obtained the indicated effective characteristics of a structurally heterogeneous, on average isotropic shaft using the homogenization method previously proposed by the authors, based on the determination of the material deformation parameters by the rule of a mixture for the Voigt’s and the Reuss’ state equations.

    Views (last year): 27.
  4. Zatserkovnyy A.V., Nurminski E.A.
    Neural network analysis of transportation flows of urban aglomeration using the data from public video cameras
    Computer Research and Modeling, 2021, v. 13, no. 2, pp. 305-318

    Correct modeling of complex dynamics of urban transportation flows requires the collection of large volumes of empirical data to specify types of the modes and their identification. At the same time, setting a large number of observation posts is expensive and technically not always feasible. All this results in insufficient factographic support for the traffic control systems as well as for urban planners with the obvious consequences for the quality of their decisions. As one of the means to provide large-scale data collection at least for the qualitative situation analysis, the wide-area video cameras are used in different situation centers. There they are analyzed by human operators who are responsible for observation and control. Some video cameras provided their videos for common access, which makes them a valuable resource for transportation studies. However, there are significant problems with getting qualitative data from such cameras, which relate to the theory and practice of image processing. This study is devoted to the practical application of certain mainstream neuro-networking technologies for the estimation of essential characteristics of actual transportation flows. The problems arising in processing these data are analyzed, and their solutions are suggested. The convolution neural networks are used for tracking, and the methods for obtaining basic parameters of transportation flows from these observations are studied. The simplified neural networks are used for the preparation of training sets for the deep learning neural network YOLOv4 which is later used for the estimation of speed and density of automobile flows.

  5. Meleshko E.V., Afanasenko T.S., Gadzhimirzayev Sh.M., Pashkov R.A., Gilya-Zetinov A.A., Tsybulko E.A., Zaitseva A.S., Khelvas A.V.
    Discrete simulation of the road restoration process
    Computer Research and Modeling, 2022, v. 14, no. 6, pp. 1255-1268

    This work contains a description of the results of modeling the process of maintaining the readiness of a section of the road network under strikes of with specified parameters. A one-dimensional section of road up to 40 km long with a total number of strikes up to 100 during the work of the brigade is considered. A simulation model has been developed for carrying out work to maintain it in working condition by several groups (engineering teams) that are part of the engineering and road division. A multicopter-type unmanned aerial vehicle is used to search for the points of appearance of obstacles. Life cycle schemes of the main participants of the tactical scene have been developed and an event-driven model of the tactical scene has been built. The format of the event log generated as a result of simulation modeling of the process of maintaining a road section is proposed. To visualize the process of maintaining the readiness of a road section, it is proposed to use visualization in the cyclogram format.

    An XSL style has been developed for building a cyclogram based on an event log. As an algorithm for making a decision on the assignment of barriers to brigades, the simplest algorithm has been adopted, prescribing choosing the nearest barrier. A criterion describing the effectiveness of maintenance work on the site based on the assessment of the average speed of vehicles on the road section is proposed. Graphs of the dependence of the criterion value and the root-meansquare error depending on the length of the maintained section are plotted and an estimate is obtained for the maximum length of the road section maintained in a state of readiness with specified values for the selected quality indicator with specified characteristics of striking and performance of repair crews. The expediency of carrying out work to maintain readiness by several brigades that are part of the engineering and road division operating autonomously is shown.

    The influence of the speed of the unmanned aerial vehicle on the ability to maintain the readiness of the road section is analyzed. The speed range for from 10 to 70 km/h is considered, which corresponds to the technical capabilities of multicoptertype reconnaissance unmanned aerial vehicles. The simulation results can be used as part of a complex simulation model of an army offensive or defensive operation and for solving the problem of optimizing the assignment of tasks to maintain the readiness of road sections to engineering and road brigades. The proposed approach may be of interest for the development of military-oriented strategy games.

  6. Morozov A.Y., Reviznikov D.L.
    Parametric identification of dynamic systems based on external interval estimates of phase variables
    Computer Research and Modeling, 2024, v. 16, no. 2, pp. 299-314

    An important role in the construction of mathematical models of dynamic systems is played by inverse problems, which in particular include the problem of parametric identification. Unlike classical models that operate with point values, interval models give upper and lower boundaries on the quantities under study. The paper considers an interpolation approach to solving interval problems of parametric identification of dynamic systems for the case when experimental data are represented by external interval estimates. The purpose of the proposed approach is to find such an interval estimate of the model parameters, in which the external interval estimate of the solution of the direct modeling problem would contain experimental data or minimize the deviation from them. The approach is based on the adaptive interpolation algorithm for modeling dynamic systems with interval uncertainties, which makes it possible to explicitly obtain the dependence of phase variables on system parameters. The task of minimizing the distance between the experimental data and the model solution in the space of interval boundaries of the model parameters is formulated. An expression for the gradient of the objectivet function is obtained. On a representative set of tasks, the effectiveness of the proposed approach is demonstrated.

  7. Chubatov A.A., Karmazin V.N.
    The stable estimation of intensity of atmospheric pollution source on the base of sequential function specification method
    Computer Research and Modeling, 2009, v. 1, no. 4, pp. 391-403

    The approach given in this work helps to organize the operative control over action intensity of pollution emissions in atmosphere. The approach allows to sequential estimate of unknown intensity of atmospheric pollution source on the base of concentration measurements of impurity in several stationary control points is offered in the work. The inverse problem was solved by means of the step-by-step regularization and the sequential function specification method. The solution is presented in the form of the digital filter in terms of Hamming. The fitting algorithm of regularization parameter r for function specification method is described.

    Views (last year): 2.
  8. Mikheev A.V., Kazakov B.N.
    A New Method For Point Estimating Parameters Of Simple Regression
    Computer Research and Modeling, 2014, v. 6, no. 1, pp. 57-77

    A new method is described for finding parameters of univariate regression model: the greatest cosine method. Implementation of the method involves division of regression model parameters into two groups. The first group of parameters responsible for the angle between the experimental data vector and the regression model vector are defined by the maximum of the cosine of the angle between these vectors. The second group includes the scale factor. It is determined by means of “straightening” the relationship between the experimental data vector and the regression model vector. The interrelation of the greatest cosine method with the method of least squares is examined. Efficiency of the method is illustrated by examples.

    Views (last year): 2. Citations: 4 (RSCI).
  9. Dyadkin A.A., Pavlov A.O., Simakova T.V., Chetkin S.V.
    Analysis of the possibility of investigation of hydrodynamic responses and landing dynamics of space module impacting water with FlowVision CFD software
    Computer Research and Modeling, 2017, v. 9, no. 1, pp. 47-55

    The results of verification carried out for investigations of hydrodynamic effect on reentry conicalsegmental space vehicle are presented in the paper. The program complex Flow Vision is used for this analysis. The purpose of the study is verification of using Flow Vision program complex for problem solving mentioned above on the base of comparison between calculated and experimental data, obtained on the Apollo landing models and new development reentry spacecraft of manned transporting spaceship designed by RSC Energia. The comparison was carried out through the data of pressure values on spacecraft model surfaces during its water landing and inertia center motion parameters.

    The results of study show good agreement between experimental and calculated data of force effects on vehicle construction during water landing and its motion parameters in the water medium. Computer simulation sufficiently well reproduces influence of initial velocities & water entry angles variations on water landing process.

    Using of computer simulation provides simultaneous acquisition of all data information needed for investigation of water landing peculiarities during construction design, notably, hydrodynamic effects for structural strength calculations, parameters and dynamics of center mass motion and vehicle revolution around center mass for estimation water landing conditions, as well as vehicle stability after landing.

    Obtained results confirm suitability of using Flow Vision program complex for water landing vehicle investigations and investigations of influence of different landing regimes through wide initial condition change range, that permits considerably decrease extent of expensive experimental tests and realize landing conditions which are sufficiently complicated for realizing in model physical experiments.

    Views (last year): 10.
  10. Yakovleva T.V.
    Signal and noise parameters’ determination at rician data analysis by method of moments of lower odd orders
    Computer Research and Modeling, 2017, v. 9, no. 5, pp. 717-728

    The paper develops a new mathematical method of the joint signal and noise parameters determination at the Rice statistical distribution by method of moments based upon the analysis of data for the 1-st and the 3-rd raw moments of the random rician value. The explicit equations’ system have been obtained for required parameters of the signal and noise. In the limiting case of the small value of the signal-to-noise ratio the analytical formulas have been derived that allow calculating the required parameters without the necessity of solving the equations numerically. The technique having been elaborated in the paper ensures an efficient separation of the informative and noise components of the data to be analyzed without any a-priori restrictions, just based upon the processing of the results of the signal’s sampled measurements. The task is meaningful for the purposes of the rician data processing, in particular in the systems of magnetic-resonance visualization, in ultrasound visualization systems, at the optical signals’ analysis in range measuring systems, in radio location, etc. The results of the investigation have shown that the two parameter task solution of the proposed technique does not lead to the increase in demanded volume of computing resources compared with the one parameter task being solved in approximation that the second parameter of the task is known a-priori There are provided the results of the elaborated technique’s computer simulation. The results of the signal and noise parameters’ numerical calculation have confirmed the efficiency of the elaborated technique. There has been conducted the comparison of the accuracy of the sought-for parameters estimation by the technique having been developed in this paper and by the previously elaborated method of moments based upon processing the measured data for lower even moments of the signal to be analyzed.

    Views (last year): 10. Citations: 1 (RSCI).
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