Search results for: stochastic noise

Authors: Hsu-Hui Cheng, Peng-Chian Chen, Shu-Yuan Chang, Jie-Ying Zhang

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Activities in the music practice rooms range from playing, listening, rehearsing to music performing. The good room acoustics in a music practice room enables a music teacher to teach more effectively subtle concepts such as intonation, articulation, balance, dynamics and tone production. A poor acoustical environment would deeply affect the development of basic musical skills of music students. Practicing in the music practice room is an essential daily activity for music students; consequently, music practice rooms are very important facilities in a music school or department. The purpose of this survey is to measure and analyze the acoustic condition of piano practice rooms at the department of music in Zhaoqing University and accordingly apply a more effective teaching method to music students. The volume of the music practice room is approximately 25 m³, and it has existing curtains and some wood hole sound-absorbing panels. When all small music practice rooms are in constant use for teaching, it was found that the values of the background noise at 45, 46, 42, 46, 45 dB(A) in the small music practice room ( the doors and windows were close), respectively. The noise levels in the small music practice room to higher than standard levels (35dB(A)).

Keywords: acoustical performance, music practice room, noise level, piano room

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Authors: Majid Pourahmadi

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The performance of time-reversal MUSIC algorithm will be dramatically degrades in presence of strong noise and multiple scattering (i.e. when scatterers are close to each other). This is due to error in determining the number of scatterers. The present paper provides a new approach to alleviate such a problem using an information theoretic criterion referred as minimum description length (MDL). The merits of the novel approach are confirmed by the numerical examples. The results indicate the time-reversal MUSIC yields accurate estimate of the target locations with considerable noise and multiple scattering in the received signals.

Keywords: microwave imaging, time reversal, MUSIC algorithm, minimum description length (MDL)

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Authors: Heng Yang, Tao Luo, Yakun Zhang, Kai Wang, Wei Qin, Liang Xie, Ye Yan, Erwei Yin

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Recent years have seen that audio-visual recognition has shown great potential in a strong noise environment. The existing method of audio-visual recognition has explored methods with ResNet and feature fusion. However, on the one hand, ResNet always occupies a large amount of memory resources, restricting the application in engineering. On the other hand, the feature merging also brings some interferences in a high noise environment. In order to solve the problems, we proposed an effective framework with bidirectional distillation. At first, in consideration of the good performance in extracting of features, we chose the light model, Efficientnet as our extractor of spatial features. Secondly, self-distillation was applied to learn more information from raw data. Finally, we proposed a bidirectional distillation in decision-level fusion. In more detail, our experimental results are based on a multi-model dataset from 24 volunteers. Eventually, the lipreading accuracy of our framework was increased by 2.3% compared with existing systems, and our framework made progress in audio-visual fusion in a high noise environment compared with the system of audio recognition without visual.

Keywords: lipreading, audio-visual, Efficientnet, distillation

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Authors: Muhammad Afzal, Junaid Uzair Satti

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The noise emanating from the ducting of heating, ventilation, and air-conditioning (HVAC) system is often attenuated by using the dissipative silencers. Such devices work well for the high-frequency noise but are less operative in the low-frequency noise range. The present study analyzes a reactive silencer comprising expansion chamber of the elastic membranes partitioned symmetrically by a rigid plate. The Mode-Matching scheme has been developed to solve the governing boundary value problem. The orthogonal and non-orthogonal duct modes of acoustic pressures and normal velocities are matched at interfaces. It enables to recast the differential system into the infinite system of linear algebraic of equations, which is, then truncated and inverted for the solution. The truncated solution is validated through the conservation of energy and reconstruction of matching conditions. The results for scattering energy flux and transmission loss are shown against frequency and the dimensions of the chamber. It is seen that the stop-band of the silencer can be shifted to the broadband by changing the dimensions of the chamber and the properties of the elastic membranes. The modeled reactive silencer is more efficient in low frequency regime where the passive devices are least effective.

Keywords: acoustic scattering, elastic membranes mode-matching, reactive silencer

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Authors: Bahram Fathi, Karim Alizadeh, Azam Mohammadbagheri

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The aim of this paper is to investigate the role of oil price shocks in explaining business cycles in Iran using a dynamic stochastic general equilibrium approach. This model incorporates both productivity and oil revenue shocks. The results indicate that productivity shocks are relatively more important to business cycles than oil shocks. The model with two shocks produces different values for volatility, but these values have the same ranking as that of the actual data for most variables. In addition, the actual data are close to the ratio of standard deviations to the output obtained from the model with two shocks. The results indicate that productivity shocks are relatively more important to business cycles than the oil shocks. The model with only a productivity shock produces the most similar figures in term of volatility magnitude to that of the actual data. Next, we use the Impulse Response Functions (IRF) to evaluate the capability of the model. The IRF shows no effect of an oil shock on the capital stocks and on labor hours, which is a feature of the model. When the log-linearized system of equations is solved numerically, investment and labor hours were not found to be functions of the oil shock. This research recommends using different techniques to compare the model’s robustness. One method by which to do this is to have all decision variables as a function of the oil shock by inducing the stationary to the model differently. Another method is to impose a bond adjustment cost. This study intends to fill that gap. To achieve this objective, we derive a DSGE model that allows for the world oil price and productivity shocks. Second, we calibrate the model to the Iran economy. Next, we compare the moments from the theoretical model with both single and multiple shocks with that obtained from the actual data to see the extent to which business cycles in Iran can be explained by total oil revenue shock. Then, we use an impulse response function to evaluate the role of world oil price shocks. Finally, I present implications of the findings and interpretations in accordance with economic theory.

Keywords: oil price, shocks, dynamic stochastic general equilibrium, Iran

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Authors: Feng Wang, Shencheng Ni, Shuying Han, Shanhong You

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With the development of optical communication, optical performance monitoring (OPM) has received more and more attentions. Since optical signal-to-noise ratio (OSNR) is directly related to bit error rate (BER), it is one of the important parameters in optical networks. Recently, artificial neural network (ANN) has been greatly developed. ANN has strong learning and generalization ability. In this paper, a method of OSNR monitoring based on delay-tap sampling (DTS) and ANN has been proposed. DTS technique is used to extract the eigenvalues of the signal. Then, the eigenvalues are input into the ANN to realize the OSNR monitoring. The experiments of 10 Gb/s non-return-to-zero (NRZ) on–off keying (OOK), 20 Gb/s pulse amplitude modulation (PAM4) and 20 Gb/s return-to-zero (RZ) differential phase-shift keying (DPSK) systems are demonstrated for the OSNR monitoring based on the proposed method. The experimental results show that the range of OSNR monitoring is from 15 to 30 dB and the root-mean-square errors (RMSEs) for 10 Gb/s NRZ-OOK, 20 Gb/s PAM4 and 20 Gb/s RZ-DPSK systems are 0.36 dB, 0.45 dB and 0.48 dB respectively. The impact of chromatic dispersion (CD) on the accuracy of OSNR monitoring is also investigated in the three experimental systems mentioned above.

Keywords: artificial neural network (ANN), chromatic dispersion (CD), delay-tap sampling (DTS), optical signal-to-noise ratio (OSNR)

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Authors: Wheyming Tina Song, Chi-Hao Hong, Peisyuan Lin

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An important performance measure for stochastic manufacturing networks is the system reliability, defined as the probability that the production output meets or exceeds a specified demand. The system parameters include the capacity of each workstation and numbers of the conforming parts produced in each workstation. We establish that eighteen archival publications, containing twenty-one examples, provide incorrect values of the system reliability. The author recently published the Song Rule, which provides the correct analytical system-reliability value; it is, however, computationally inefficient for large networks. In this paper, we use Monte Carlo simulation (implemented in C and Flexsim) to provide estimates for the above-mentioned twenty-one examples. The simulation estimates are consistent with the analytical solution for small networks but is computationally efficient for large networks. We argue here for three advantages of Monte Carlo simulation: (1) understanding stochastic systems, (2) validating analytical results, and (3) providing estimates even when analytical and numerical approaches are overly expensive in computation. Monte Carlo simulation could have detected the published analysis errors.

Keywords: Monte Carlo simulation, analytical results, leading digit rule, standard error

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Authors: Sai Hung Cheung, Zhe Shao

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It is of our great interest to quantify the risk to structural dynamic systems due to earthquake-induced tsunamis in view of recent earthquake-induced tsunamis in Padang, 2004 and Tohoku, 2011 which brought huge losses of lives and properties. Despite continuous advancement in computational simulation of the tsunami and wave-structure interaction modeling, it still remains computationally challenging to evaluate the reliability of a structural dynamic system when uncertainties related to the system and its modeling are taken into account. The failure of the structure in a tsunami-wave-structural system is defined as any response quantities of the system exceeding specified thresholds during the time when the structure is subjected to dynamic wave impact due to earthquake-induced tsunamis. In this paper, an approach based on a novel integration of a recently proposed moving least squares response surface approach for stochastic sampling and the Subset Simulation algorithm is proposed. The effectiveness of the proposed approach is discussed by comparing its results with those obtained from the Subset Simulation algorithm without using the response surface approach.

Keywords: response surface, stochastic simulation, structural reliability tsunami, risk

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Authors: Othman Maklouf, Abdunnaser Tresh

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GPS and inertial navigation system (INS) have complementary qualities that make them ideal use for sensor fusion. The limitations of GPS include occasional high noise content, outages when satellite signals are blocked, interference and low bandwidth. The strengths of GPS include its long-term stability and its capacity to function as a stand-alone navigation system. In contrast, INS is not subject to interference or outages, have high bandwidth and good short-term noise characteristics, but have long-term drift errors and require external information for initialization. A combined system of GPS and INS subsystems can exhibit the robustness, higher bandwidth and better noise characteristics of the inertial system with the long-term stability of GPS. The most common estimation algorithm used in integrated INS/GPS is the Kalman Filter (KF). KF is able to take advantages of these characteristics to provide a common integrated navigation implementation with performance superior to that of either subsystem (GPS or INS). This paper presents a simplified KF algorithm for land vehicle navigation application. In this integration scheme, the GPS derived positions and velocities are used as the update measurements for the INS derived PVA. The KF error state vector in this case includes the navigation parameters as well as the accelerometer and gyroscope error states.

Keywords: GPS, INS, Kalman filter, inertial navigation system

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Authors: Thomas Bryan, Veton Kepuska, Ivica Kostanic

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A simple adaptive voice activity detector (VAD) is implemented using Gabor and gammatone atomic decomposition of speech for high Gaussian noise environments. Matching pursuit is used for atomic decomposition, and is shown to achieve optimal speech detection capability at high data compression rates for low signal to noise ratios. The most active dictionary elements found by matching pursuit are used for the signal reconstruction so that the algorithm adapts to the individual speakers dominant time-frequency characteristics. Speech has a high peak to average ratio enabling matching pursuit greedy heuristic of highest inner products to isolate high energy speech components in high noise environments. Gabor and gammatone atoms are both investigated with identical logarithmically spaced center frequencies, and similar bandwidths. The algorithm performs equally well for both Gabor and gammatone atoms with no significant statistical differences. The algorithm achieves 70% accuracy at a 0 dB SNR, 90% accuracy at a 5 dB SNR and 98% accuracy at a 20dB SNR using 30dB SNR as a reference for voice activity.

Keywords: atomic decomposition, gabor, gammatone, matching pursuit, voice activity detection

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Authors: Pushpendra S. Bharti, S. Maheshwari

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Electric discharge machining (EDM) is one of the most widely used non-conventional manufacturing process to shape difficult-to-cut materials. The process yield, in terms of material removal rate, surface roughness and tool wear rate, of EDM may considerably be improved by selecting the optimal combination(s) of process parameters. This paper employs Multi-response signal-to-noise (MRSN) ratio technique to find the optimal combination(s) of the process parameters during EDM of Inconel 718. Three cases v.i.z. high cutting efficiency, high surface finish, and normal machining have been taken and the optimal combinations of input parameters have been obtained for each case. Analysis of variance (ANOVA) has been employed to find the dominant parameter(s) in all three cases. The experimental verification of the obtained results has also been made. MRSN ratio technique found to be a simple and effective multi-objective optimization technique.

Keywords: electric discharge machining, material removal rate, surface roughness, too wear rate, multi-response signal-to-noise ratio, multi response signal-to-noise ratio, optimization

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Authors: A. Bortkiewcz, A. Dudarewicz, P. Małecki, M. Kłaczyński, T. Wszołek, Małgorzata Pawlaczyk-Łuszczyńska

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Low-frequency noise (LFN) has been recognized as a special environmental pollutant. It is usually considered a broadband noise with the dominant content of low frequencies from 10 Hz to 250 Hz. A growing body of data shows that LFN differs in nature from other environmental noises, which are at comparable levels but not dominated by low-frequency components. The primary and most frequent adverse effect of LFN exposure is annoyance. Moreover, some recent investigations showed that LFN at relatively low A-weighted sound pressure levels (40−45 dB) occurring in office-like areas could adversely affect the mental performance, especially of high-sensitive subjects. It is well documented that high-frequency noise disturbs various types of human functions; however, there is very little data on the impact of LFN on well-being and health, including the cardiovascular system. Heart rate variability (HRV) is a sensitive marker of autonomic regulation of the circulatory system. Walker and co-workers found that LFN has a significantly more negative impact on cardiovascular response than exposure to high-frequency noise and that changes in HRV parameters resulting from LFN exposure tend to persist over time. The negative reactions of the cardiovascular system in response to LFN generated by wind turbines (20-200 Hz) were confirmed by Chiu. The scientific aim of the study is to assess the relationship between the spectral-temporal characteristics of LFN and the activity of the autonomic nervous system, considering the subjective assessment of annoyance, sensitivity to this type of noise, and cognitive and general health status. The study will be conducted in 20 male students in a special, acoustically prepared, constantly supervised room. Each person will be tested 4 times (4 sessions), under conditions of non-exposure (sham) and exposure to noise of wind turbines recorded at a distance of 250 meters from the turbine with different frequencies and frequency ranges: acoustic band 20 Hz-20 kHz, infrasound band 5-20 Hz, acoustic band + infrasound band. The order of sessions of the experiment will be randomly selected. Each session will last 1 h. There will be a 2-3 days break between sessions to exclude the possibility of the earlier session influencing the results of the next one. Before the first exposure, a questionnaire will be conducted on noise sensitivity, general health status using the GHQ questionnaire, hearing organ status and sociodemographic data. Before each of the 4 exposures, subjects will complete a brief questionnaire on their mood and sleep quality the night before the test. After the test, the subjects will be asked about any discomfort and subjective symptoms during the exposure. Before the test begins, Holter ECG monitoring equipment will be installed. HRV will be analyzed from the ECG recordings, including time and frequency domain parameters. The tests will always be performed in the morning (9-12) to avoid the influence of diurnal rhythm on HRV results. Students will perform psychological tests 15 minutes before the end of the test (Vienna Test System).

Keywords: neurovegetative control, heart rate variability (HRV), cognitive processes, low frequency noise

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Authors: Rebecca Owusu Coffie, Atakelty Hailu

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Variants of production frontier models have emerged, however, only a limited number of them are applied in empirical research. Hence the effects of these alternative frontier models are not well understood, particularly within sub-Saharan Africa. In this paper, we apply recent advances in the production frontier to examine levels of technical efficiency and efficiency drivers. Specifically, we compare the heteroscedastic parametric and the semiparametric stochastic smooth coefficient (SPSC) models. Using rice production data from Ghana, our empirical estimates reveal that alternative specification of efficiency estimators results in either downward or upward bias in the technical efficiency estimates. Methodologically, we find that the SPSC model is more suitable and generates high-efficiency estimates. Within the parametric framework, we find that parameterization of both the mean and variance of the pre-truncated function is the best model. For the drivers of technical efficiency, we observed that longer farm distances increase inefficiency through a reduction in labor productivity. High soil quality, however, increases productivity through increased land productivity.

Keywords: pre-truncated, rice production, smooth coefficient, technical efficiency

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Authors: Nkwenti Mbelli Njah

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This research was motivated by a project requested by AXA on the topic of pensions payable under the workers compensation (WC) line of business. There are two types of pensions: the compulsorily recoverable and the not compulsorily recoverable. A pension is compulsorily recoverable for a victim when there is less than 30% of disability and the pension amount per year is less than six times the minimal national salary. The law defines that the mathematical provisions for compulsory recoverable pensions must be calculated by applying the following bases: mortality table TD88/90 and rate of interest 5.25% (maybe with rate of management). To manage pensions which are not compulsorily recoverable is a more complex task because technical bases are not defined by law and much more complex computations are required. In particular, companies have to predict the amount of payments discounted reflecting the mortality effect for all pensioners (this task is monitored monthly in AXA). The purpose of this research was thus to develop a stochastic model for the future mortality of the worker’s compensation pensioners of both the Portuguese market workers and AXA portfolio. Not only is past mortality modeled, also projections about future mortality are made for the general population of Portugal as well as for the two portfolios mentioned earlier. The global model was split in two parts: a stochastic model for population mortality which allows for forecasts, combined with a point estimate from a portfolio mortality model obtained through three different relational models (Cox Proportional, Brass Linear and Workgroup PLT). The one-year death probabilities for ages 0-110 for the period 2013-2113 are obtained for the general population and the portfolios. These probabilities are used to compute different life table functions as well as the not compulsorily recoverable reserves for each of the models required for the pensioners, their spouses and children under 21. The results obtained are compared with the not compulsory recoverable reserves computed using the static mortality table (TD 73/77) that is currently being used by AXA, to see the impact on this reserve if AXA adopted the dynamic tables.

Keywords: compulsorily recoverable, life table functions, relational models, worker’s compensation pensioners

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Authors: Abdulkerim Ilgun, Ahmad Javid Zia

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In developing countries, the urban populations are increasing rapidly and with this increment the residential areas are experiencing major problems. Construction of high-rise buildings in confined spaces is one of the most practical solutions for this problem. However, by living in high-rise buildings and sharing common residential areas, residents will face many problems. Irritating sound problem which is known as noise is one of the major problems mentioned above. The second most important problem is the weight of the high-rise buildings which makes the structure more vulnerable to earthquakes. To decrease earthquake loads it’s very important to decrease the weight of the buildings. To solve the problem of noise and keep the building weight at minimum level, experimentally designed soundproof gypsum partition wall which has optimum thickness has been used in high-rise story building and the results have been compared with ordinary brick partition walls. In this compression the effect of weights of soundproof gypsum walls and ordinary brick walls in accordance to structural engineering have been investigated.

Keywords: cellubor, gypsum board, gypsum partition walls, light partition walls, noise, sound

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Authors: Jian Shi, Baoguo Yu, Haonan Jia, Meng Liu, Ping Huang

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Adapting to the flexibility of war, a large number of guided weapons launch from aircraft. Therefore, the inertial navigation system loaded in the weapon needs to undergo an alignment process in the air. This article proposes the following methods to the problem of inaccurate modeling of the system under large misalignment angles, the accuracy reduction of filtering caused by outliers, and the noise changes in GPS signals: first, considering the large misalignment errors of Strapdown Inertial Navigation System (SINS)/GPS, a more accurate model is made rather than to make a small-angle approximation, and the Unscented Kalman Filter (UKF) algorithms are used to estimate the state; then, taking into account the impact of GPS noise changes on the fine alignment algorithm, the innovation adaptive filtering algorithm is introduced to estimate the GPS’s noise in real-time; at the same time, in order to improve the anti-interference ability of the air fine alignment algorithm, a robust filtering algorithm based on outlier detection is combined with the air fine alignment algorithm to improve the robustness of the algorithm. The algorithm can improve the alignment accuracy and robustness under interference conditions, which is verified by simulation.

Keywords: air alignment, fine alignment, inertial navigation system, integrated navigation system, UKF

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Authors: Luis Guilherme Resende Santos, Ido Nevat, Leslie Norford

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The Urban Heat Island (UHI) is characterized by increased air temperatures in urban areas compared to undeveloped rural surrounding environments. With urbanization and densification, the intensity of UHI increases, bringing negative impacts on livability, health and economy. In order to reduce those effects, it is required to take into consideration design factors when planning future developments. Given design constraints such as population size and availability of area for development, non-trivial decisions regarding the buildings’ dimensions and their spatial distribution are required. We develop a framework for optimization of urban design in order to jointly minimize UHI intensity and buildings’ energy consumption. First, the design constraints are defined according to spatial and population limits in order to establish realistic boundaries that would be applicable in real life decisions. Second, the tools Urban Weather Generator (UWG) and EnergyPlus are used to generate outputs of UHI intensity and total buildings’ energy consumption, respectively. Those outputs are changed based on a set of variable inputs related to urban morphology aspects, such as building height, urban canyon width and population density. Lastly, an optimization problem is cast where the utility function quantifies the performance of each design candidate (e.g. minimizing a linear combination of UHI and energy consumption), and a set of constraints to be met is set. Solving this optimization problem is difficult, since there is no simple analytic form which represents the UWG and EnergyPlus models. We therefore cannot use any direct optimization techniques, but instead, develop an indirect “black box” optimization algorithm. To this end we develop a solution that is based on stochastic optimization method, known as the Cross Entropy method (CEM). The CEM translates the deterministic optimization problem into an associated stochastic optimization problem which is simple to solve analytically. We illustrate our model on a typical residential area in Singapore. Due to fast growth in population and built area and land availability generated by land reclamation, urban planning decisions are of the most importance for the country. Furthermore, the hot and humid climate in the country raises the concern for the impact of UHI. The problem presented is highly relevant to early urban design stages and the objective of such framework is to guide decision makers and assist them to include and evaluate urban microclimate and energy aspects in the process of urban planning.

Keywords: building energy consumption, stochastic optimization, urban design, urban heat island, urban weather generator

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Authors: Maryam Safrai, Tewfik Mahdi

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This article presents the stochastic modeling of the Richelieu River flood in Quebec, Canada, occurred in the spring of 2011. With the aid of the one-dimensional Watershed Modeling System (WMS (v.10.1) and HEC-RAS (v.4.1) as a flood simulator, the delineation of the probabilistic flooded areas was considered. Based on the Monte Carlo method, WMS (v.10.1) delineated the probabilistic flooded areas with corresponding occurrence percentages. Furthermore, results of this one-dimensional model were compared with the results of two-dimensional model (SRH-2D) for the evaluation of efficiency and precision of each applied model. Based on this comparison, computational process in two-dimensional model is longer and more complicated versus brief one-dimensional one. Although, two-dimensional models are more accurate than one-dimensional method, but according to existing modellers, delineation of probabilistic flooded areas based on Monte Carlo method is achievable via one-dimensional modeler. The applied software in this case study greatly responded to verify the research objectives. As a result, flood risk maps of the Richelieu River with the two applied models (1d, 2d) could elucidate the flood risk factors in hydrological, hydraulic, and managerial terms.

Keywords: flood modeling, HEC-RAS, model comparison, Monte Carlo simulation, probabilistic flooded area, SRH-2D, WMS

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Authors: Khalida S. Rijab, Mohammed E. Safi, Ayad A. Ibrahim

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When electrical electrodes are mounted on the skin surface of the muscle, a signal is detected when a skeletal muscle undergoes contraction; the signal is known as surface electromyographic signal (EMG). This signal has a noise-like interference pattern resulting from the temporal and spatial summation of action potentials (AP) of all active motor units (MU) near electrode detection. By appropriate processing (Decomposition), the surface EMG signal may be used to give an estimate of motor unit action potential. In this work, a denoising technique is applied to the MUAP signals extracted from the spatial filter (IB2). A set of signals from a non-invasive two-dimensional grid of 16 electrodes from different types of subjects, muscles, and sex are recorded. These signals will acquire noise during recording and detection. A digital fourth order band- pass Butterworth filter is used for denoising, with a tuned band-pass frequency of suitable choice of cutoff frequencies is investigated, with the aim of obtaining a suitable band pass frequency. Results show an improvement of (1-3 dB) in the signal to noise ratio (SNR) have been achieved, relative to the raw spatial filter output signals for all cases that were under investigation. Furthermore, the research’s goal included also estimation and reconstruction of the mean shape of the MUAP.

Keywords: EMG, Motor Unit, Digital Filter, Denoising

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Authors: Prasannakumar Palaniappan, Dong Ho Shin, Chul Gyu Song

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The photoacoustic images are obtained from a custom developed linear array photoacoustic tomography system. The biological specimens are imitated by conducting phantom tests in order to retrieve a fully functional photoacoustic image. The acquired image undergoes the active region based contour filtering to remove the noise and accurately segment the object area for further processing. The universal back projection method is used as the image reconstruction algorithm. The active contour filtering is analyzed by evaluating the signal to noise ratio and comparing it with the other filtering methods.

Keywords: contour filtering, linear array, photoacoustic tomography, universal back projection

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Authors: Mahboobeh Eghtesad, Reza Mohseni

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We develop methods for detecting a target for orthogonal frequency division multiplexing (OFDM) based radars. As a preliminary step we introduce the target and Gaussian noise models in discrete–time form. Then, resorting to match filter (MF) we derive a detector for two different scenarios: a non-fluctuating target and a Rayleigh fluctuating target. It will be shown that a MF is not suitable for Rayleigh fluctuating targets. In this paper we propose a reduced-complexity method based on fast Fourier transfrom (FFT) for such a situation. The proposed method has better detection performance.

Keywords: constant false alarm rate (CFAR), match filter (MF), fast Fourier transform (FFT), OFDM radars, Rayleigh fluctuating target

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Authors: Vasileios Gerakis, Fontounasios Christos, Alkis Hatzopoulos

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A study of the impact of metal guard rings on the coupling between two square metal pads is presented. The structure is designed over a bulk silicon substrate with epitaxial layer, so the coupling through the substrate is also involved. A lightly doped profile is adopted and is simulated by means of an electromagnetic simulator for various pad distances and different metal layers, assuming a 65 nm bulk CMOS technology. The impact of various guard ring design (geometrical) parameters is examined. Furthermore, the increase of isolation (resulting in reduction of the noise coupling) between the pads by cutting the ring, or by using multiple rings, is also analyzed. S parameters are used to compare the various structures.

Keywords: guard rings, metal pad coupling, millimeter wave frequencies, substrate noise,

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Authors: Ozgu Turgut

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Water scarcity is a problem for many regions which requires immediate action, and solutions cannot be postponed for a long time. It is known that farming consumes a significant portion of usable water. Although in recent years, the efforts to make the transition to dripping or spring watering systems instead of using surface watering started to pay off. It is also known that this transition is not necessarily translated into an increase in the capacity dedicated to other water consumption channels such as city water or power usage. In order to control and allocate the water resource more purposefully, new watering systems have to be used with monitoring abilities that can limit the usage capacity for each farm. In this study, a decision support model which relies on a bi-objective stochastic linear optimization is proposed, which takes crop yield and price volatility into account. The model generates annual planting plans as well as water usage limits for each farmer in the region while taking the total value (i.e., profit) of the overall harvest. The mathematical model is solved using the L-shaped method optimally. The decision support model can be especially useful for regional administrations to plan next year's planting and water incomes and expenses. That is why not only a single optimum but also a set of representative solutions from the Pareto set is generated with the proposed approach.

Keywords: decision support, farming, water, tactical planning, optimization, stochastic, pareto

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Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

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In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: equivalent martingale measure, European put option, girsanov theorem, martingales, monte carlo method, option price valuation formula

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Authors: Tomoaki Hashimoto

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Recently, feedback control systems using random dither quantizers have been proposed for linear discrete-time systems. However, the constraints imposed on state and control variables have not yet been taken into account for the design of feedback control systems with random dither quantization. Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. An important advantage of model predictive control is its ability to handle constraints imposed on state and control variables. Based on the model predictive control approach, the objective of this paper is to present a control method that satisfies probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization. In other words, this paper provides a method for solving the optimal control problems subject to probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization.

Keywords: optimal control, stochastic systems, random dither, quantization

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Authors: Reda Mankbadi

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The current work explores the use of Synthetic Jet Actuators (SJAs) for control of the acoustic radiation of a low-speed transitioning airfoil in a uniform stream. In the adopted numerical procedure, the actuator is modeled without its resonator cavity through imposing a simple fluctuating-velocity boundary condition at the bottom of the actuator's orifice. The orifice cavity, with the properly defined boundary condition, is then embedded into the airfoil surface. High-accuracy viscous simulations are then conducted to study the effects of the actuation on sound radiated by the airfoil. Results show that SJA can considerably suppress the radiated sound of the airfoil in uniform incoming stream.

Keywords: simulations, aeroacoustics, wind turbine noise, synthetic jet actuators (SJAs)

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Authors: Raphael Rehmet, Armin Lohrengel, Prof Dr-Ing

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In terms of making machines more silent and convenient, it is necessary to analyze the transmission path of mechanical vibrations and structure-bone noise. A typical solution for the elimination of structure-bone noise would be to simply add stiffeners or additional masses to change the transmission behavior and, thereby, avoid the propagation of vibrations. Another solution could be to use materials with a different damping behavior, such as elastomers, to isolate the machine dynamically. This research approach investigates the damping behavior of additive printed components made from structural steel or titanium, which have been manufactured in the “Laser Powder Bed Fusion“-process. By using the design flexibility which this process comes with, it will be investigated how a local impedance difference will affect the transmission behavior of the specimens.

Keywords: 3D-printed, acoustics, dynamics, impedance

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Authors: Congping Lin

Abstract:

Intracellular transport in fungi has a number of important roles in, e.g., filamentous fungal growth and cellular metabolism. Two basic mechanisms for intracellular transport are motor-driven trafficking along microtubules (MTs) and diffusion. Mathematical modelling has been actively developed to understand such intracellular transport and provide unique insight into cellular complexity. Based on live-cell imaging data in Ustilago hyphal cells, probabilistic models have been developed to study mechanism underlying spatial organization of molecular motors and organelles. In particular, anther mechanism - stochastic motility of dynein motors along MTs has been found to contribute to half of its accumulation at hyphal tip in order to support early endosome (EE) recycling. The EE trafficking not only facilitates the directed motion of peroxisomes but also enhances their diffusive motion. Considering the importance of spatial organization of early endosomes in supporting peroxisome movement, computational and experimental approaches have been combined to a whole-cell level. Results from this interdisciplinary study promise insights into requirements for other membrane trafficking systems (e.g., in neurons), but also may inform future 'synthetic biology' studies.

Keywords: intracellular transport, stochastic process, molecular motors, spatial organization

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Authors: Tetsuro Saeki, Yuichi Kato, Shoutarou Mizuno

Abstract:

STRIM (Statistical Test Rule Induction Method) has been proposed as a method to effectively induct if-then rules from the decision table which is considered as a sample set obtained from the population of interest. Its usefulness has been confirmed by simulation experiments specifying rules in advance, and by comparison with conventional methods. However, scope for future development remains before STRIM can be applied to the analysis of real-world data sets. The first requirement is to determine the size of the dataset needed for inducting true rules, since finding statistically significant rules is the core of the method. The second is to examine the capacity of rule induction from datasets with contaminated attribute values created by missing data and noise, since real-world datasets usually contain such contaminated data. This paper examines the first problem theoretically, in connection with the rule length. The second problem is then examined in a simulation experiment, utilizing the critical size of dataset derived from the first step. The experimental results show that STRIM is highly robust in the analysis of datasets with contaminated attribute values, and hence is applicable to realworld data.

Keywords: rule induction, decision table, missing data, noise

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Authors: S. Hamid Mirmohammadi, Shahrazad Tamjidzad

Abstract:

This paper is concerned with the single-item continuous review inventory system in which demand is stochastic and discrete. The budget consumed for purchasing the ordered items is not restricted but it incurs extra cost when exceeding specific value. The unit purchasing price depends on the quantity ordered under the all-units discounts cost structure. In many actual systems, the budget as a resource which is occupied by the purchased items is limited and the system is able to confront the resource shortage by charging more costs. Thus, considering the resource shortage costs as a part of system costs, especially when the amount of resource occupied by the purchased item is influenced by quantity discounts, is well motivated by practical concerns. In this paper, an optimization problem is formulated for finding the optimal (R, Q) policy, when the system is influenced by the budget limitation and a discount pricing simultaneously. Properties of the cost function are investigated and then an algorithm based on a one-dimensional search procedure is proposed for finding an optimal (R, Q) policy which minimizes the expected system costs .

Keywords: (R, Q) policy, stochastic demand, backorders, limited resource, quantity discounts

Procedia PDF Downloads 618