Time and cost securing in complex large-scale projects

Meeting time and cost objectives in complex projects involves specific problems and risks. An attempt is made to analyse the components of total cost increase of a project caused by time delay. An outline is given as to how these considerations can be used to estimate cost increases in investors' decision situations as well as to ascertain fair contractual penalties and claims for compensation and for the evaluation of justified project acceleration costs.     

Markov analysis of qualitative dynamics1

Common sense sometimes predicts events to be likely or unlikely rather than merely possible. We extend methods of qualitative reasoning to predict the relative likelihoods of possible qualitative behaviors by viewing the dynamics of a system as a Markov chain over its transition graph. This involves adding qualitative or quantitative estimates of transition probabilities to each of the transitions and applying the standard theory of Markov chains to distinguish persistent states from transient states and to calculate recurrence times, settling times, and probabilities for ending up in each state. Much of the analysis depends solely on qualitative estimates of transition probabilities, which follow directly from theoretical considerations and which lead to qualitative predictions about entire classes of systems. Quantitative estimates for specific systems are derived empirically and lead to qualitative and quantitative conclusions, most of which are insensitive to small perturbations in the estimated transition probabilities. The algorithms are straightforward and efficient.     

Issues in nonlinear stochastic grey box identification

Grey box identification refers to the practice of identifying dynamical systems in model structures exploiting partial prior information. This contribution reviews a method for stochastic grey box identification and surveys experiences and lessons of applying it to a number of industrial processes. Issues to be addressed include advantages and costs of introducing stochastics into the model, the question of what contribution must be expected from the model designer as opposed to what can be formalized in computer algorithms, and an outlook on future plans to resolve present shortcomings.     

Remarks on the mean square tracking error

The purpose of this paper is to extend recent results of Ljung and Priouret to a more general class of regressors.     

Bioprocess applications of model-based estimation techniques

The last decade has seen the development of a number of approaches for estimating those variables which are difficult to measure on-line in industrial process situations. Whilst a range of techniques is available, a common element is the use of process knowledge in the form of a system model. In the case of bioprocess systems, although a large range of models has been presented in the literature, their use in estimation schemes on an industrial scale has been limited. A number of reasons can be identified for their low level of utilisation. Of particular significance is the uncertainty which exists in quantifying system performance and the process-model mismatch which inevitably results. The level of ‘pre-defined model’ uncertainty, together with the knowledge gained during the course of the fermentation, serves to dictate estimator structure. The paper considers a range of estimation strategies and contrasts, through industrial applications, their performance characteristics and utility.     

Retrieving ocean surface current by 4-D variational assimilation of sea surface temperature images

In this article we propose a new method to estimate ocean mesoscale structures of the surface current velocity by processing sea surface satellite images. Assuming that the intensity level can be described by a transport-diffusion equation, the proposed approach is based on variational assimilation of image observations within a simple transport-diffusion model. This approach permits to retrieve the current velocity field from a sequence of satellite images. Results of processing synthetic data and real NOAA-AVHRR satellite images are presented and commented.     

齐次等式约束线性回归模型条件根方估计的效率

对齐次等式约束线性回归模型回归系数的约束最小二乘估计提出改进,引入一种估计的相对效率,证明在一定条件下,狭义条件根方估计、广义条件根方估计的效率均高于约束最小二乘估计的效率．     

Stochastic approximation learning for mixtures of multivariate elliptical distributions

Most of the current approaches to mixture modeling consider mixture components from a few families of probability distributions, in particular from the Gaussian family. The reasons of these preferences can be traced to their training algorithms, typically versions of the Expectation-Maximization (EM) method. The re-estimation equations needed by this method become very complex as the mixture components depart from the simplest cases. Here we propose to use a stochastic approximation method for probabilistic mixture learning. Under this method it is straightforward to train mixtures composed by a wide range of mixture components from different families. Hence, it is a flexible alternative for mixture learning. Experimental results are presented to show the probability density and missing value estimation capabilities of our proposal.