In this paper we consider the behavior of Kalman Filter state estimates in the case of distribution with heavy tails .The simulated linear state space models with Gaussian measurement noises were used. Gaussian noises in state equation are replaced by components with alpha-stable distribution with different parameters alpha and beta. We consider the case when "all parameters are known" and two methods of parameters estimation are compared: the maximum likelihood estimator (MLE) and the expectation- maximization algorithm (EM). It was shown that in cases of large deviation from Gaussian distribution the total error of states estimation rises dramatically. We conjecture that it can be explained by underestimation of the state equation noises covariance matrix that can be taken into account through the EM parameters estimation and ignored in the case of ML estimation.
Wide application of radiofrequency (RF) and microwave (MW) heating of dielectric materials is restrained by the relatively small specific RF losses and inhomogeneity of the MW energy penetration in the treated objects. These disadvantages may be overcome by using applicators based on slow-wave structures which support modes in which the phase velocity is less than the free-space velocity of light These structures concentrate the electromagnetic field relatively homogeneously along the system axis. Diverse applications have been found including food heating, disinfecting agricultural products, and electro-coagulation.
The paper examines correlation in planning and organizing logistics of supplying goods and the issue of safety at urban roads; a model to determine the time of goods delivery is proposed on the basis of logistic concept “just-in-time” that takes into account the requirements of road safety on the one hand, and the customer-oriented approach of delivery, applied technologies and management solutions, on the other. The model is based on an integrated approach to the management of logistics processes; it can serve as a basis for decision making among departments in transport enterprises, logistics departments at industrial and trade enterprises, and corporate consumers. The paper also proposes to add the second level parameters to the system of logistics key performance indicators (KPI); these parameters would allow evaluating the target performance in goods transportation, as well as actual performance of logistics operations, including transportation in terms of road safety.
The research deals with the construction, implementation and analysis of the model of non-equilibrium financial market using econophysical approach and the theory of nonlinear oscillations. We used scaled variation of supply and demand prices and elasticity of these two variables as dynamic variables in the simulation of the nonequilibrium financial market. View of the dynamical variables data was determined on the strength of econophysical prerequisites using the model of hydrodynamic type. As a result, we found that non-equilibrium market can be described with a good degree of accuracy with oscillator models with nonlinear rigidity and self-oscillating system with inertial self-excitation. The most important states of model of oscillation non-equilibrium model of the market were found, including the appearance of chaos and its mechanisms.
в настоящей статье представлены результаты исследования мер, предупреждающих исползование мошеннических схем в экономике развитых стран. В статье показано, что уровень мошенничества в России остается достаточно высоким, что в большей мере обусловлено низкой культурой бизнеса и высокой забюрократизированностью процесоов управления. в статье представлен алгоритм предупреждения мошеннических схем, разработанный в рамках подхода Теории Изменений
The concept of anomalous clustering applies to finding individual clusters on a digital geography map supplied with a single feature such as brightness or temperature. An algorithm derived within the individual anomalous cluster framework extends the so-called region growing algorithms. Yet our approach differs in that the algorithm parameter values are not expert-driven but rather derived from the anomalous clustering model. This novel framework successfully applies to the issue of automatically delineating coastal upwelling from Sea Surface Temperature (SST) maps, a natural phenomenon seasonally occurring in coastal waters.
В статье рассматривается подход к созданию формального описания метаязыка, используемого для разработки визуальных предметно-ориентированных языков моделирования информационных систем, основанный на ориентированных псевдо-метаграфах. Использование графовой модели для формального определения метаязыка позволило описать его свойства, разработать алгоритмы горизонтальной и вертикальной трансформации метамоделей и моделей предметной области.