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High-Quality Vector Field and Direct Jacobian Estimation
Gronát, Petr
In this paper, a correlation method for direct vorticity computation of the fluid velocity field is introduced. The correlation method allows an affine transformation of a correlation window. It is shown that Lagrangian field of displacements, considering the linear terms only, satisfies the requirements for affine transformation and using the Normalized-Cross-Correlation (NCC) together with affine transformation and Newton-Raphson iterative method, six parameters defining this transformation can be estimated. Using these parameters, both displacement and vorticity can be computed directly without differentiation of the vector field.
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Bayesian vector auto-regression model with Laplace errors applied to financial market data
Šindelář, Jan
The article presents alternative version of Bayesian vector auto-regression model with Laplace distributed innovations. Bayesian estimation in such model is more computationally demanding than estimation in a model with normally distributed innovations, but because of the heavier tails of Laplace distribution, it is more robust. In the article I try to present the way of proceeding with the estimation, obtaining a full posterior distribution of the parameters as a result. At the end an efficient algorithm is sketched, but this part of the research is still unfinished.
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Investigatiom of friction on a beam-blades model
Půst, Ladislav ; Veselý, Jan ; Horáček, Jaromír ; Radolfová, Alena
Results of measurements of damping and friction properties of a couple of turbine blades modeled by a couple of cantilever prismatic beams with perpendicular branches provided by friction surfaces made of material T671- Böhler or coating of wolfram carbide are presented. The dependences of energy lost, coefficients of dry friction and equivalent linear damping coefficients on amplitudes of vibrations, on frequency in the range 10 – 40 Hz and on normal forces were shown. Revided regression relation can be used at damping elements designed of turbine blades.
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The stability investigation of vibrations of flexibly supported rigid rotors damped by hybrid magnetorheological damping elements
Zapoměl, Jaroslav ; Kozánek, Jan ; Ferfecki, Petr
A usual technological solution how to reduce the time varying forces transmitted between the rotor and its casing consists in application of a flexible suspension and in adding the damping devices to the constraint elements. To achieve their optimum performance their damping effect must be controllable. For this purpose a concept of a hybrid damping device working on the principle of squeezing the layers of normal and magnetorheological oils have been developed. Here in this paper, there is investigated influence of the proposed damping element on stability of the rotor vibrations induced by its imbalance during the steady state operating regimes. The stability is evaluated by two approaches: by utilization of a transition matrix and the Floquet theorem and by the evolutive method. The former determines the stability by means of magnitude of the largest eigenvalue of the transition matrix set up over the span of time of one period, the later by time evaluation of eigenvalues of the system linearized in a small neighbourhood of the steady state phase trajectory of the rotor during one period and calculation of the corresponding damping ratio or logarithmic decrement.
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Transformace finančních dat určených pro dynamické rozhodování
Chudoba, M. ; Jirsa, Ladislav
In the presented work we are introduced to the problem of optimal decision making while dealing on the exchange with so-called "financial futures", i.e. time financial transaction. This task is transferred into the simplified mathematical model, which is solvable using Bayesian estimation methods. Financial data are modelled by auto-regressive model with normal noise, because the tools, which are exploited for prediction of the price on the market and which assume normal noise, have been already developed. The main goal of this work is the comparison of the efficiency of various transformations on input data, so that their noise had normal distribution, therefore the price prediction was as accurate as possible. The applicable algorithm is programmed in Matlab; the presentation of achieved results forms the final part of this thesis.
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Influence of linear and nonlinear damping on the stability of motion of kinematic pairs of gears
Hortel, Milan ; Škuderová, Alena
The damping of dynamic phenomena in the structural complicated mechanical systems with different i.e. rigid or liquid substances of elements is the matter till this time generally recondite. The contribution deals therefore both qualitative and quantitative with the model of different combinations of linear and nonlinear - quadratic and cubic - damping both in the phase of normal gear mesh and in the phase of dynamic tuning when happens to contact bounces of tooth faces in gear mesh and to following contacts with impacts.
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Structure estimation for systems described by radial basis functions based on normalized QR filtering
Kadlec, Jiří
The recursive algorithm for the estimation of the variable radial base structure based on the QA algorithm with the exponential forgetting, is presented for the radial-bases regression model in the parallel QA implementations. The algorithm is suitable also for the concurrent estimation of the model structure. It allows a highly modular implementation convenient for the parallel computation, what makes it suitable for the fast on line implementation in the area of nonlinear beame forming, etc.
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