Exact simulation approaches for a class of diffusion bridges have recently been proposed based on rejection sampling techniques. The existing rejection sampling methods may not be practical due to small acceptance probabilities. This paper proposes an adaptive approach which improves the existing methods significantly under certain scenarios. The idea of the new method is based on a layered pro...

A rejection algorithm, called “transformed density rejection”, is presented. It uses a new method for constructing simple hat functions for a unimodal density f . It is based on the idea of transforming f with a suitable transformation T such that T (f(x)) is concave. The hat function is then constructed by taking the pointwise minimum of tangents which are transformed back to the original scal...

This paper extends False Discovery Rates to random fields, where there are uncountably many hypothesis tests. This provides a method for finding local regions in the field where there is a significant signal while controlling either the proportion of area or the number of clusters in which false rejections occur. We develop confidence envelopes for the proportion of false discoveries as a funct...

This paper presents an adaptive stable generalized predictive control using Takagi-Sugeno-Kang (TSK) fuzzy model for nonlinear discrete-time with time-delay systems. This controller is composed of a fuzzy second-order time-delay identifier with on-line parameter estimation, and a stable generalized predictive control with abilities of accurate tracking and disturbance rejection. Numerical simul...

This paper considers the problem of interference rejection using sensor array with application to enhance signal reception. In contrast to conventional adaptive beamforming which requires knowledge of the array geometry and array response, we propose a two stage blind signal separation approach to achieve interference rejection. The proposed method is based on the practically viable assumptions...

direct contact membrane distillation (dcmd) which emerges as an alternative separation technology can effectively perform a colloidal separation process under thermal driven force. dcmd is capable of extracting pure water from aqueous solutions containing non-volatile nanoparticles through the hydrophobic microporous membrane when a vapour pressure difference was established across the membrane...

the effect of membrane molecular weight cut off (mwco) at three levels (10, 20 & 50 kd) on dynamic behavior of permeate flux (jp), hydraulic resistances (total hydraulic resistance, rt; reversible fouling resistance, rrf; irreversible fouling resistance, rif and membrane hydraulic resistance, rm) and milk solutes rejection (protein, rp; fat, rf; lactose, rl; minerals, rm and total solids, r...

This paper is concerned with disturbance rejection analysis of structured uncertain Lur’e systems through invariant set analysis using Lyapunov function method. The conditions on robust ellipsoidal attractor for uncertain Lur’e systems are presented in terms of LMIs, which simultaneously ensure absolute stability and disturbance rejection of Lur’e systems. An estimate of the maximum set include...

A new control method is proposed for tension regulation in a web transport system. It is based on a unique active disturbance rejection control (ADRC) strategy, which actively compensates for dynamic changes in the system, and unpredictable external disturbances. A simulation of an industrial application is used to provide realism. The results show the effectiveness of the proposed tension cont...

This paper presents a method for the quantification of cellular rejection in endomyocardial biopsies of patients submitted to heart transplant. The model is based on automatic multilevel thresholding, which employs histogram quantification techniques, histogram slope percentage analysis and the calculation of maximum entropy. The structures were quantified with the aid of the multi-scale fracta...