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EPSRC Reference: GR/R92271/01
Title: FARADAY FAST TRACK PROPOSAL: Real-time Modelling of Nonlinear Data-Streams (REMIND)
Principal Investigator: Smith, Professor LA
Other Investigators:
Broomhead, Professor D Roberts, Professor S
Researcher Co-Investigators:
Dr PE McSharry
Project Partners:
InterTec (UK) Ltd National Grid
Department: Statistics
Organisation: London School of Economics & Pol Sci
Scheme: Faraday (PreFEC)
Starts: 01 March 2003 Ends: 28 February 2005 Value (£): 85,827
EPSRC Research Topic Classifications:
Information & Knowledge Mgmt Non-linear Systems Mathematics
Statistics & Appl. Probability
EPSRC Industrial Sector Classifications:
Manufacturing Energy
Related Grants:
Panel History:  
Summary on Grant Application Form
The Nonlinear Signals in Industry project focuses on developing mathematical models with combined advances in nonlinear dynamics and Bayesian methods of estimation, while being sufficiently robust to deploy in the industrial contexts of grid frequency monitoring and the monitoring of rotating machinery. In short, we aim for Real-timE Modelling of Nonlinear Data-streams (REMIND), while tracking sources of uncertainty both in the data and from the model structure. In the context of grid frequency, we will develop structural models (based on estimated generation and its composition, estimated grid inertia, type of demand, and so on) and contrast/combine such models with previously proven purely data based nonlinear models. The mathematical aims are to develop methods for useful real-time parameter estimation within the context of (1) data-streams (too much to store) and (2) model inadequacy (the mathematical structure of the class of models under consideration does not include a correct parameter set consistent with the data). This requires modelling model failure. At various times throughout the project our models will be applied in real-time trials by our industrial partners.
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Organisation Website: http://www.lse.ac.uk