In this paper we derive nonparametric stochastic volatility models in discrete time. These models generalize parametric autoregressive random variance models, which have been applied quite successfully to nancial time series. For the proposed models we investigate nonparametric kernel smoothers. It is seen that so-called nonparametric deconvolution estimators could be applied in this situation and that consistency results known for nonparametric errors- in-variables models carry over to the situation considered herein.
We present a particle method for the numerical simulation of boundary value problems for the steady-state Boltzmann equation. Referring to some recent results concerning steady-state schemes, the current approach may be used for multi-dimensional problems, where the collision scattering kernel is not restricted to Maxwellian molecules. The efficiency of the new approach is demonstrated by some numerical results obtained from simulations for the (two-dimensional) BEnard's instability in a rarefied gas flow.
In this paper we present a domain decomposition approach for the coupling of Boltzmann and Euler equations. Particle methods are used for both equations. This leads to a simple implementation of the coupling procedure and to natural interface conditions between the two domains. Adaptive time and space discretizations and a direct coupling procedure leads to considerable gains in CPU time compared to a solution of the full Boltzmann equation. Several test cases involving a large range of Knudsen numbers are numerically investigated.
The moment realizability criteria have been used to test the domains of validity of the Boltzmann and Euler Equations. With the help of this criteria teh coupling of the Boltzmann and Euler equations have been performed in two dimensional spatial space. The time evolution of domain decompositions for such equations have been presented in different time steps. The numerical resulta obtained from the coupling code have been compared with those from the pure Boltzmann one.
We present a parallel path planning method that is able to automatically handle multiple goal configurations as input. There are two basic approaches, goal switching and bi-directional search, which are combined in the end. Goal switching dynamically selects a fa-vourite goal depending on some distance function. The bi-directional search supports the backward search direction from the goal to the start configuration, which is probably faster. The multi-directional search with goal switching combines the advantages of goal switching and bi-directional search. Altogether, the planning system is enabled to select one of the pref-erable goal configuration by itself. All concepts are experimentally validated for a set of benchmark problems consisting of an industrial robot arm with six degrees of freedom in a 3D environment.
Es wird die Aufgabe der vollständigen räumlichen Abdeckung von Regionen in durch mobile Roboter betrachtet. Da-bei können die Regionen in vollständig, teilweise oder nicht bekannten Umgebungen liegen. Zur Lösung wird ein Verfahren aus der Computer-grafik zum Füllen von Bildregionen zugrunde gelegt. Das Verfahren hat eine lokale Sichtweise und läßt somit den Einsatz von Sensordaten und das Auftreten von unvorhergesehenen Hindernissen zu. Die Regionen können durch Karten off-line vorgegeben sein oder durch Sensordaten on-line aufgebaut werden. Dennoch ist eine vollständige und genau einma-lige Flächenbearbeitung garantiert. Dies wird an Beispielen in einer graphischen Visualisierung der Realzeit-Steuerung des Roboters validiert.
This paper presents a new approach to parallel motion planning for industrial robot arms with six degrees of freedom in an on-line given 3D environment. The method is based on the A*-search algorithm and needs no essential off-line computations. The algorithm works in an implicitly descrete configuration space. Collisions are detected in the cartesian workspace by hierarchical distance computation based on the given CAD model. By decomposing the 6D configuration space into hypercubes and cyclically mapping them onto multiple processing units, a good load distribution can be achieved. We have implemented the parallel motion planner on a workstation cluster with 9 PCs and tested the planner for several benchmark environments. With optimal discretisation, the new approach usually shows linear, and sometimes even superlinear speedups. In on-line provided environments with static obstacles, the parallel planning times are only a few seconds.
A practical distributed planning and control system for industrial robots is presented. The hierarchical concept consists of three independent levels. Each level is modularly implemented and supplies an application interface (API) to the next higher level. At the top level, we propose an automatic motion planner. The motion planner is based on a best-first search algorithm and needs no essential off-line computations. At the middle level, we propose a PC-based robot control architecture, which can easily be adapted to any industrial kinematics and application. Based on a client/server-principle, the control unit estab-lishes an open user interface for including application specific programs. At the bottom level, we propose a flexible and modular concept for the integration of the distributed motion control units based on the CAN bus. The concept allows an on-line adaptation of the control parameters according to the robot's configuration. This implies high accuracy for the path execution and improves the overall system performance.