Browsing by Subject "Stochastic parameters"

Now showing 1 - 3 of 3

Open Access
A gPC-based approach to uncertain transonic aerodynamics
(2010) Simon F.; Guillen P.; Sagaut P.; Lucor, D.
The present paper focus on the stochastic response of a two-dimensional transonic airfoil to parametric uncertainties. Both the freestream Mach number and the angle of attack are considered as random parameters and the generalized Polynomial Chaos (gPC) theory is coupled with standard deterministic numerical simulations through a spectral collocation projection methodology. The results allow for a better understanding of the flow sensitivity to such uncertainties and underline the coupling process between the stochastic parameters. Two kinds of non-linearities are critical with respect to the skin-friction uncertainties: on one hand, the leeward shock movement characteristic of the supercritical profile and on the other hand, the boundary-layer separation on the aft part of the airfoil downstream the shock. The sensitivity analysis, thanks to the Sobol' decomposition, shows that a strong non-linear coupling exists between the uncertain parameters. Comparisons with the one-dimensional cases demonstrate that the multi-dimensional parametric study is required to get the correct shape and magnitude of the standard deviation distributions of the flow quantities such as pressure and skin-friction. © 2009 Elsevier B.V.
Open Access
Optimal stochastic design for multi-parameter estimation problems
(IEEE, 2014- 05) Soğancı, Hamza; Gezici, Sinan; Arıkan, Orhan
In this study, we consider performance improvement of an array of fixed estimators by using stochastic design techniques. The optimal design is investigated both in the absence and presence of an average power constraint. Two different performance criteria are considered; the average Bayes risk and the maximum Bayes risk. It is shown that the optimal stochastic parameter design results in a randomization between different numbers of parameter values depending on the type of the performance criterion. © 2014 IEEE.
Open Access
Optimal stochastic parameter design for estimation problems
(Institute of Electrical and Electronics Engineers, 2012) Soganci, H.; Gezici, Sinan; Arıkan, Orhan
In this study, the aim is to perform optimal stochastic parameter design in order to minimize the cost of a given estimator. Optimal probability distributions of signals corresponding to different parameters are obtained in the presence and absence of an average power constraint. It is shown that the optimal parameter design results in either a deterministic signal or a randomization between two different signal levels. In addition, sufficient conditions are obtained to specify the cases in which improvements over the deterministic parameter design can or cannot be achieved via the stochastic parameter design. Numerical examples are presented in order to provide illustrations of theoretical results.