Search results for: monte Calro estimation

Authors: Keunhong Chae, Seokho Yoon

Abstract:

In this paper, frequency offset (FO) estimation schemes robust to the non-Gaussian noise environments are proposed for orthogonal frequency division multiplexing (OFDM) systems. First, a maximum-likelihood (ML) estimation scheme in non-Gaussian noise environments is proposed, and then, the complexity of the ML estimation scheme is reduced by employing a reduced set of candidate values. In numerical results, it is demonstrated that the proposed schemes provide a significant performance improvement over the conventional estimation scheme in non-Gaussian noise environments while maintaining the performance similar to the estimation performance in Gaussian noise environments.

Keywords: frequency offset estimation, maximum-likelihood, non-Gaussian noise environment, OFDM, training symbol

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Authors: Edlira Donefski, Tina Donefski, Lorenc Ekonomi

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Edgeworth Approximation, Bootstrap, and Monte Carlo Simulations have considerable impacts on achieving certain results related to different problems taken into study. In our paper, we have treated a financial case related to the effect that has the components of a cash-flow of one of the most successful businesses in the world, as the financial activity, operational activity, and investment activity to the cash and cash equivalents at the end of the three-months period. To have a better view of this case, we have created a vector autoregression model, and after that, we have generated the impulse responses in the terms of asymptotic analysis (Edgeworth Approximation), Monte Carlo Simulations, and residual bootstrap based on the standard errors of every series created. The generated results consisted of the common tendencies for the three methods applied that consequently verified the advantage of the three methods in the optimization of the model that contains many variants.

Keywords: autoregression, bootstrap, edgeworth expansion, Monte Carlo method

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Authors: Sergey Sorokin, Irina Sorokina, Alexander Yazenin

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We present a solution to the Maxmin u/E parameters estimation problem of possibility distributions in m-dimensional case. Our method is based on geometrical approach, where minimal area enclosing ellipsoid is constructed around the sample. Also we demonstrate that one can improve results of well-known algorithms in fuzzy model identification task using Maxmin u/E parameters estimation.

Keywords: possibility distribution, parameters estimation, Maxmin u\E estimator, fuzzy model identification

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Authors: Pyung Soo Kim, Eung Hyuk Lee, Mun Suck Jang

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A packet loss probability (PLP) estimation filter with finite memory structure is proposed to estimate the packet rate mean and variance of the input traffic process in real-time while removing undesired system and measurement noises. The proposed PLP estimation filter is developed under a weighted least square criterion using only the finite traffic measurements on the most recent window. The proposed PLP estimation filter is shown to have several inherent properties such as unbiasedness, deadbeat, robustness. A guideline for choosing appropriate window length is described since it can affect significantly the estimation performance. Using computer simulations, the proposed PLP estimation filter is shown to be superior to the Kalman filter for the temporarily uncertain system. One possible explanation for this is that the proposed PLP estimation filter can have greater convergence time of a filtered estimate as the window length M decreases.

Keywords: packet loss probability estimation, finite memory filter, infinite memory filter, Kalman filter

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Authors: Sergei Aleinik, Mikhail Stolbov

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In this work, a method of time delay estimation for dual-channel acoustic signals (speech, music, etc.) recorded under reverberant conditions is investigated. Standard methods based on cross-correlation of the signals show poor results in cases involving strong reverberation, large distances between microphones and asynchronous recordings. Under similar conditions, a method based on cross-correlation of temporal envelopes of the signals delivers a delay estimation of acceptable quality. This method and its properties are described and investigated in detail, including its limits of applicability. The method’s optimal parameter estimation and a comparison with other known methods of time delay estimation are also provided.

Keywords: cross-correlation, delay estimation, signal envelope, signal processing

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Authors: Amel Oueslati, Olfa Benouda

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New Value at Risk (VaR) estimation is proposed and investigated. The well-known two stages Garch-EVT approach uses conditional volatility to generate one step ahead forecasts of VaR. With daily data for twelve stocks that decompose the Dow Jones Industrial Average (DJIA) index, this paper incorporates the volume in the first stage volatility estimation. Afterwards, the forecasting ability of this conditional volatility concerning the VaR estimation is compared to that of a basic volatility model without considering any trading component. The results are significant and bring out the importance of the trading volume in the VaR measure.

Keywords: Garch-EVT, value at risk, volume, volatility

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Authors: Ahmet Faruk Akyuz, Hasan Sakir Bilge

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Depth estimation using stereo images is a challenging problem in computer vision. Many different studies have been carried out to solve this problem. With advancing machine learning, tackling this problem is often done with neural network-based solutions. The images used in these studies are mostly in the visible spectrum. However, the need to use the Infrared (IR) spectrum for depth estimation has emerged because it gives better results than visible spectra in some conditions. At this point, we recommend using thermal-thermal (IR) image pairs for depth estimation. In this study, we used two well-known networks (PSMNet, FADNet) with minor modifications to demonstrate the viability of this idea.

Keywords: thermal stereo matching, deep neural networks, CNN, Depth estimation

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Authors: A. Mohammadi, S. Asghari, M. Aien, M. Rashidinejad

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After emergent of alternative current networks and their popularity, asynchronous motors became more widespread than other kinds of industrial motors. In order to control and run these motors efficiently, an accurate estimation of motor parameters is needed. There are different methods to obtain these parameters such as rotor locked test, no load test, DC test, analytical methods, and so on. The most common drawback of these methods is their inaccuracy in estimation of some motor parameters. In order to remove this concern, a novel method for parameter estimation of induction motors using particle swarm optimization (PSO) algorithm is proposed. In the proposed method, transient state of motor is used for parameter estimation. Comparison of the simulation results purtuined to the PSO algorithm with other available methods justifies the effectiveness of the proposed method.

Keywords: induction motor, motor parameter estimation, PSO algorithm, analytical method

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Authors: Cheng Fang, Lingwei Quan, Cunyue Lu

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Human pose estimation and tracking are to accurately identify and locate the positions of human joints in the video. It is a computer vision task which is of great significance for human motion recognition, behavior understanding and scene analysis. There has been remarkable progress on human pose estimation in recent years. However, more researches are needed for human pose tracking especially for online tracking. In this paper, a framework, called PoseSRPN, is proposed for online single-person pose estimation and tracking. We use Siamese network attaching a pose estimation branch to incorporate Single-person Pose Tracking (SPT) and Visual Object Tracking (VOT) into one framework. The pose estimation branch has a simple network structure that replaces the complex upsampling and convolution network structure with deconvolution. By augmenting the loss of fully convolutional Siamese network with the pose estimation task, pose estimation and tracking can be trained in one stage. Once trained, PoseSRPN only relies on a single bounding box initialization and producing human joints location. The experimental results show that while maintaining the good accuracy of pose estimation on COCO and PoseTrack datasets, the proposed method achieves a speed of 59 frame/s, which is superior to other pose tracking frameworks.

Keywords: computer vision, pose estimation, pose tracking, Siamese network

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Authors: N. Massoum, B. Bouazza

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In this paper, we have developed a numerical simulation model to describe the electrical properties of GaInP MESFET with submicron gate (Lg = 0.5 µm). This model takes into account the three-dimensional (3D) distribution of the load in the short channel and the law effect of mobility as a function of electric field. Simulation software based on a stochastic method such as Monte Carlo has been established. The results are discussed and compared with those of the experiment. The result suggests experimentally that, in a very small gate length in our devices (smaller than 40 nm), short-channel tunneling explains the degradation of transistor performance, which was previously enhanced by velocity overshoot.

Keywords: Monte Carlo simulation, transient electron transport, MESFET device, simulation software

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Authors: Hamid Khachab, Yamani Abdelkafi, Mouna Barhmi

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The epitaxial growth has great important in the fabricate of the new semi-conductors devices and upgrading many factors, such as the quality of crystallization and efficiency with their deferent types and the most effective epitaxial technique is the molecular beam epitaxial. The MBE growth modeling allows to confirm the experiments results out by atomic beam and to analyze the microscopic phenomena. In of our work, we determined the growth processes specially the ZnSe epitaxial technique by Kinetic Monte Carlo method and we also give observations that are made in real time at the growth temperature using reflection high energy electron diffraction (RHEED) and photoemission current.

Keywords: molecular beam epitaxy, II-VI, morpholy, photoemission, RHEED, simulation, kinetic Monte Carlo, ZnSe

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Authors: Vladimir S. Timofeev

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In this article the problem of distributional moments estimation is considered. The new approach of moments estimation based on usage of the characteristic function is proposed. By statistical simulation technique, author shows that new approach has some robust properties. For calculation of the derivatives of characteristic function there is used numerical differentiation. Obtained results confirmed that author’s idea has a certain working efficiency and it can be recommended for any statistical applications.

Keywords: characteristic function, distributional moments, robustness, outlier, statistical estimation problem, statistical simulation

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Authors: Sayed Amir Hamzeh Mirkheshti

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Offshore wind energy as a strategic renewable energy, has been growing rapidly due to availability, abundance and clean nature of it. On the other hand, budget of this project is incredibly higher in comparison with other renewable energies and it takes more duration. Accordingly, precise estimation of time and cost is needed in order to promote awareness in the developers and society and to convince them to develop this kind of energy despite its difficulties. Occurrence risks during on project would cause its duration and cost constantly changed. Therefore, to develop offshore wind power, it is critical to consider all potential risks which impacted project and to simulate their impact. Hence, knowing about these risks could be useful for the selection of most influencing strategies such as avoidance, transition, and act in order to decrease their probability and impact. This paper presents an evaluation of the feasibility of 500 MV offshore wind project in the Persian Gulf and compares its situation with uncertainty resources and risk. The purpose of this study is to evaluate time and cost of offshore wind project under risk circumstances and uncertain resources by using Monte Carlo simulation. We analyzed each risk and activity along with their distribution function and their effect on the project.

Keywords: wind energy project, uncertain resources, risks, Monte Carlo simulation

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Authors: Wael M. Bazzi, Amir Rastegarnia, Azam Khalili

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In this paper we consider the issue of reliability of measurements in distributed adaptive estimation problem. To this aim, we assume a sensor network with different observation noise variance among the sensors and propose new estimation method based on incremental distributed least mean-square (IDLMS) algorithm. The proposed method contains two phases: I) Estimation of each sensors observation noise variance, and II) Estimation of the desired parameter using the estimated observation variances. To deal with the reliability of measurements, in the second phase of the proposed algorithm, the step-size parameter is adjusted for each sensor according to its observation noise variance. As our simulation results show, the proposed algorithm considerably improves the performance of the IDLMS algorithm in the same condition.

Keywords: adaptive filter, distributed estimation, sensor network, IDLMS algorithm

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Authors: R. Simutis, V. Galvanauskas, D. Levisauskas, J. Repsyte, V. Grincas

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This paper deals with advanced state estimation algorithms for estimation of biomass concentration and specific growth rate in a typical fed-batch biotechnological process. This biotechnological process was represented by a nonlinear mass-balance based process model. Extended Kalman Filter (EKF) and Particle Filter (PF) was used to estimate the unmeasured state variables from oxygen uptake rate (OUR) and base consumption (BC) measurements. To obtain more general results, a simplified process model was involved in EKF and PF estimation algorithms. This model doesn’t require any special growth kinetic equations and could be applied for state estimation in various bioprocesses. The focus of this investigation was concentrated on the comparison of the estimation quality of the EKF and PF estimators by applying different measurement noises. The simulation results show that Particle Filter algorithm requires significantly more computation time for state estimation but gives lower estimation errors both for biomass concentration and specific growth rate. Also the tuning procedure for Particle Filter is simpler than for EKF. Consequently, Particle Filter should be preferred in real applications, especially for monitoring of industrial bioprocesses where the simplified implementation procedures are always desirable.

Keywords: biomass concentration, extended Kalman filter, particle filter, state estimation, specific growth rate

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Authors: Parimalah Velo, Ahmad Zakaria

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Introduction: Monte Carlo simulations of preclinical imaging systems allow opportunity to enable new research that could range from designing hardware up to discovery of new imaging application. The simulation system which could accurately model an imaging modality provides a platform for imaging developments that might be inconvenient in physical experiment systems due to the expense, unnecessary radiation exposures and technological difficulties. The aim of present study is to validate the Monte Carlo simulation of thyroid phantom imaging using Geant4-GATE for Siemen’s e-cam single head gamma camera. Upon the validation of the gamma camera simulation model by comparing physical characteristic such as energy resolution, spatial resolution, sensitivity, and dead time, the GATE simulation of thyroid phantom imaging is carried out. Methods: A thyroid phantom is defined geometrically which comprises of 2 lobes with 80mm in diameter, 1 hot spot, and 3 cold spots. This geometry accurately resembling the actual dimensions of thyroid phantom. A planar image of 500k counts with 128x128 matrix size was acquired using simulation model and in actual experimental setup. Upon image acquisition, quantitative image analysis was performed by investigating the total number of counts in image, the contrast of the image, radioactivity distributions on image and the dimension of hot spot. Algorithm for each quantification is described in detail. The difference in estimated and actual values for both simulation and experimental setup is analyzed for radioactivity distribution and dimension of hot spot. Results: The results show that the difference between contrast level of simulation image and experimental image is within 2%. The difference in the total count between simulation and actual study is 0.4%. The results of activity estimation show that the relative difference between estimated and actual activity for experimental and simulation is 4.62% and 3.03% respectively. The deviation in estimated diameter of hot spot for both simulation and experimental study are similar which is 0.5 pixel. In conclusion, the comparisons show good agreement between the simulation and experimental data.

Keywords: gamma camera, Geant4 application of tomographic emission (GATE), Monte Carlo, thyroid imaging

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Authors: M. R. Al-Rashidi, K. M. El-Naggar, M. F. Al-Hajri

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The fuel cost function describes the electric power generation-cost relationship in thermal plants, hence, it sheds light on economical aspects of power industry. Different models have been proposed to describe this relationship with the quadratic function model being the most popular one. Parameters of second order fuel cost function are estimated in this paper using cuckoo search algorithm. It is a new population based meta-heuristic optimization technique that has been used in this study primarily as an accurate estimation tool. Its main features are flexibility, simplicity, and effectiveness when compared to other estimation techniques. The parameter estimation problem is formulated as an optimization one with the goal being minimizing the error associated with the estimated parameters. A case study is considered in this paper to illustrate cuckoo search promising potential as a valuable estimation and optimization technique.

Keywords: cuckoo search, parameters estimation, fuel cost function, economic dispatch

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Authors: Keunhong Chae, Seokho Yoon

Abstract:

This paper proposes frequency offset (FO) estimation schemes robust to the non-Gaussian noise for orthogonal frequency division multiplexing (OFDM) systems. A maximum-likelihood (ML) scheme and a low-complexity estimation scheme are proposed by applying the probability density function of the cyclic prefix of OFDM symbols to the ML criterion. From simulation results, it is confirmed that the proposed schemes offer a significant FO estimation performance improvement over the conventional estimation scheme in non-Gaussian noise environments.

Keywords: frequency offset, cyclic prefix, maximum-likelihood, non-Gaussian noise, OFDM

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Authors: S. Ilakkiya, A. Merline

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A multiple-input multiple-output (MIMO) radar systems use modulated waveforms and directive antennas to transmit electromagnetic energy into a specific volume in space to search for targets. This paper deals with the design of transmit beamspace matrix and DOA estimation for multiple-input multiple-output (MIMO) radar with collocated antennas.The design of transmit beamspace matrix is based on minimizing the difference between a desired transmit beampattern and the actual one while enforcing the constraint of uniform power distribution across the transmit array elements. Rotational invariance property is established at the transmit array by imposing a specific structure on the beamspace matrix. Semidefinite programming and spatial-division based design (SDD) are also designed separately. In MIMO radar systems, DOA estimation is an essential process to determine the direction of incoming signals and thus to direct the beam of the antenna array towards the estimated direction. This estimation deals with non-adaptive spectral estimation and adaptive spectral estimation techniques. The design of the transmit beamspace matrix and spectral estimation techniques are studied through simulation.

Keywords: adaptive and non-adaptive spectral estimation, direction of arrival estimation, MIMO radar, rotational invariance property, transmit, receive beamforming

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Authors: Olesya Bolkhovskaya, Alexey Davydov, Alexander Maltsev

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In this paper two approaches to joint signal detection, time of arrival (ToA) and angle of arrival (AoA) estimation in multi-element antenna array are investigated. Two scenarios were considered: first one, when the waveform of the useful signal is known a priori and, second one, when the waveform of the desired signal is unknown. For first scenario, the antenna array signal processing based on multi-element matched filtering (MF) with the following non-coherent detection scheme and maximum likelihood (ML) parameter estimation blocks is exploited. For second scenario, the signal processing based on the antenna array elements covariance matrix estimation with the following eigenvector analysis and ML parameter estimation blocks is applied. The performance characteristics of both signal processing schemes are thoroughly investigated and compared for different useful signals and noise parameters.

Keywords: antenna array, signal detection, ToA, AoA estimation

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Authors: Keunhong Chae, Seokho Yoon

Abstract:

We address a new integer frequency offset (IFO) estimation scheme with an aid of a pilot for orthogonal frequency division multiplexing systems. After correlating each continual pilot with a predetermined scattered pilot, the correlation value is again correlated to alleviate the influence of the timing offset. From numerical results, it is demonstrated that the influence of the timing offset on the IFO estimation is significantly decreased.

Keywords: estimation, integer frequency offset, OFDM, timing offset

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Authors: Yoshimoto Kurihara, Tad Gonsalves

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Currently, in the field of object posture estimation, there is research on estimating the position and angle of an object by storing a 3D model of the object to be estimated in advance in a computer and matching it with the model. However, in this research, we have succeeded in creating a module that is much simpler, smaller in scale, and faster in operation. Our 6D pose estimation model consists of two different networks – a classification network and a regression network. From a single RGB image, the trained model estimates the class of the object in the image, the coordinates of the object, and its rotation angle in 3D space. In addition, we compared the estimation accuracy of each camera position, i.e., the angle from which the object was captured. The highest accuracy was recorded when the camera position was 75°, the accuracy of the classification was about 87.3%, and that of regression was about 98.9%.

Keywords: 6D posture estimation, image recognition, deep learning, AlexNet

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Authors: Miljan B. Petrović, Dušan B. Petrović, Goran S. Nikolić

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This paper describes a method for AWGN (Additive White Gaussian Noise) variance estimation in noisy stochastic signals, referred to as Multiplicative-Noising Variance Estimation (MNVE). The aim was to develop an estimation algorithm with minimal number of assumptions on the original signal structure. The provided MATLAB simulation and results analysis of the method applied on speech signals showed more accuracy than standardized AR (autoregressive) modeling noise estimation technique. In addition, great performance was observed on very low signal-to-noise ratios, which in general represents the worst case scenario for signal denoising methods. High execution time appears to be the only disadvantage of MNVE. After close examination of all the observed features of the proposed algorithm, it was concluded it is worth of exploring and that with some further adjustments and improvements can be enviably powerful.

Keywords: noise, signal-to-noise ratio, stochastic signals, variance estimation

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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: F. Benhamida, A. Graa, L. Benameur, I. Ziane

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The state estimation of the electrical power system operation state is very important for supervising task. With the nonlinearity of the AC power flow model, the state estimation problem (SEP) is a nonlinear mathematical problem with many local optima. This paper treat the mathematical model for the SEP and the monitoring of the nonlinear systems of great dimensions with an application on power electrical system, the modelling, the analysis and state estimation synthesis in order to supervise the power system behavior. in fact, it is very difficult, to see impossible, (for reasons of accessibility, techniques and/or of cost) to measure the excessive number of the variables of state in a large-sized system. It is thus important to develop software sensors being able to produce a reliable estimate of the variables necessary for the diagnosis and also for the control.

Keywords: power system, state estimation, robustness, observability

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Authors: A. S. Cheliyan, S. K. Bhattacharyya

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Dynamic Positioning System (DPS) is employed in marine vessels of the offshore oil and gas industry. It is a computer controlled system to automatically maintain a ship’s position and heading by using its own thrusters. Reliability assessment of the same can be analyzed through conventional fault tree. However, the complex behaviour like sequence failure, redundancy management and priority of failing of events cannot be analyzed by the conventional fault trees. The Dynamic Fault Tree (DFT) addresses these shortcomings of conventional Fault Tree by defining additional gates called dynamic gates. Monte Carlo based simulation approach has been adopted for the dynamic gates. This method of realistic modeling of DPS gives meaningful insight into the system reliability and the ability to improve the same.

Keywords: dynamic positioning system, dynamic fault tree, Monte Carlo simulation, reliability assessment

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Authors: N. Dahbi, M. Daoudi

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This paper deals with the use of computational method based on Monte Carlo simulation in order to investigate the transport phenomena of the electron in HgCdTe narrow band gap semiconductor. Via this method we can evaluate the time dependence of the transport parameters: velocity, energy and mobility of electrons through matter (HgCdTe).

Keywords: Monte Carlo, transport parameters, HgCdTe, computational mechanics

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Authors: Obioma Uche

Abstract:

Due to the recent volatility in oil & gas prices as well as increased development of non-conventional resources, it has become even more essential to critically evaluate the profitability of petroleum prospects prior to making any investment decisions. Traditionally, simple Monte Carlo (MC) algorithms have been used to randomly sample probability distributions of economic and geological factors (e.g. price, OPEX, CAPEX, reserves, productive life, etc.) in order to obtain probability distributions for profitability metrics such as Net Present Value (NPV). In recent years, second-order MC algorithms have been shown to offer an advantage over simple MC techniques due to the added consideration of uncertainties associated with the probability distributions of the relevant variables. Here, a strategy for the application of the second-order MC technique to a case study is demonstrated to analyze its effectiveness as a tool for portfolio management.

Keywords: Monte Carlo algorithms, portfolio management, profitability, risk analysis

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Authors: F. H. Abanda, B. Kamsu-Foguem, J. H. M. Tah

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Construction cost estimation is one of the most important aspects of construction project design. For generations, the process of cost estimating has been manual, time-consuming and error-prone. This has partly led to most cost estimates to be unclear and riddled with inaccuracies that at times lead to over- or under-estimation of construction cost. The development of standard set of measurement rules that are understandable by all those involved in a construction project, have not totally solved the challenges. Emerging Building Information Modelling (BIM) technologies can exploit standard measurement methods to automate cost estimation process and improves accuracies. This requires standard measurement methods to be structured in ontologically and machine readable format; so that BIM software packages can easily read them. Most standard measurement methods are still text-based in textbooks and require manual editing into tables or Spreadsheet during cost estimation. The aim of this study is to explore the development of an ontology based on New Rules of Measurement (NRM) commonly used in the UK for cost estimation. The methodology adopted is Methontology, one of the most widely used ontology engineering methodologies. The challenges in this exploratory study are also reported and recommendations for future studies proposed.

Keywords: BIM, construction projects, cost estimation, NRM, ontology

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Authors: Mojtaba Saeedinezhad, Sarah Yousefi

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In this paper, we present a hybrid subspace approach for Time Delay Estimation (TDE) in multivariable systems. While several methods have been proposed for time delay estimation in SISO systems, delay estimation in MIMO systems were always a big challenge. In these systems the existing TDE methods have significant limitations because most of procedures are just based on system response estimation or correlation analysis. We introduce a new hybrid method for TDE in MIMO systems based on subspace identification and explicit output error method; and compare its performance with previously introduced procedures in presence of different noise levels and in a statistical manner. Then the best method is selected with multi objective decision making technique. It is shown that the performance of new approach is much better than the existing methods, even in low signal-to-noise conditions.

Keywords: system identification, time delay estimation, ARX, OE, merit ratio, multi variable decision making

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