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Particle filtering has been recognised as a superior alternative to the traditional estimation methods as it is applicable to nonlinear/non-Gaussian system. A central issue in real-time applications of particle filtering is its high computational cost. This problem is compounded when it is used in hybrid system estimation. A new particle filtering method for nonlinear/non-Gaussian hybrid system estimation is proposed in this article. The new method integrates the high-accuracy interacting multiple model particle filtering algorithm with the computationally efficient observation and transition-based most likely modes tracking particle filtering algorithm to get high-accuracy estimation with reduced computational load. The algorithm is applied to a manoeuvring target tracking application to demonstrate its efficiency. 相似文献
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In this paper we consider the problem of optimal design of an uncertain discrete time nonlinear dynamical system. The problem is formulated using an a-posterori design criterion, which can account for uncertainties generated by the dynamics of the system itself as well as parametric uncertainties. In general, for most uncertain complex dynamical systems, this type of method is difficult to solve analytically. A numerical scheme is developed for the optimal design that involves two steps. First, in order to obtain a numerical algorithm for the optimal solution, we apply randomized algorithms for average performance synthesis to approximate the optimal solution. Second, using the properties of the Perron–Frobenius operator we develop an efficient computation approach to calculate the stationary distribution for the uncertain dynamical systems and the average performance criteria. 相似文献
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Yvonne-Gabriele Schoper Andreas Wald Helgi Thor Ingason Thordur Vikingur Fridgeirsson 《International Journal of Project Management》2018,36(1):71-82
Projectification has become a buzzword. Although repeated claims of an increasing projectification were often supported by illustrative, case-based evidence, a systematic and complete measurement of projectification of an entire economy - including all sectors and project types - is still missing. A more precise and reliable measurement of the degree of projectification can be helpful for underlying the importance of project management both for research and practice. This paper presents the results of a comparative study in three Western economies: Germany, Norway, and Iceland. Projectification was measured as the share of project work on total work. This allows for a systematic comparison between countries and sectors. We show that although differences exist among the countries regarding their size and industry structure, the share of project work in advanced economies seems to be about one third. However, comparing the different countries demonstrates that important differences exist for individual sectors. 相似文献
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Jung-Uk Lim Thordur Runolfsson 《Power Delivery, IEEE Transactions on》2007,22(1):95-100
This paper presents an effective algorithm to protect unfused 22.9-kV shunt capacitor banks in grounded-wye connection by improving an existing voltage difference method-based algorithm. It has often been reported that it is difficult to detect ground faults with arc near the input points within the bank using existing algorithms that use only the magnitude of the differential voltage. In this paper, it is shown that ground faults with arc near the input point can be detected by fast Fourier transform (FFT) analysis of the differential voltage and that the proposed algorithm is not impacted by harmonics generated by nonlinear loads which have quantitative influence on the capacitor banks. Consequently, the proposed method using harmonics analysis can be applied as an extended version of the existing detection method. The proposed method is applied to a simplified 22.9-kV real-life Korea Electric Power Corporation system and it is verified that the proposed algorithm can clearly detect faults that are not easily detected by the existing method 相似文献
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Dynamical propagation of parametric and initial condition uncertainty is studied. The notion of input measure of an observable is defined and its propagation to output measure of the observable is studied by means of transfer operators. Uncertainty of these measures is defined in terms of their cumulative probability distributions. Comparison with alternative uncertainty metrics such as variance and entropy is pursued. The developed formalism is illustrated through an analysis of the effect of pitchfork bifurcation on uncertainty. Finally, the implications of these concepts in the design of nonlinear systems are discussed. 相似文献
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Thordur Runolfsson 《Systems & Control Letters》1994,22(6):451-456
An approach based on the theory of positive semigroups is introduced for the analysis of the infinite-horizon, exponential-of-integral optimal control problem for a stochastic system of the Ito form. Existence conditions for state-feedback admissible controllers are formulated and optimality conditions are derived. Connections between the exponential-of-integral optimal control problem and stochastic differential games are discussed. 相似文献
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