Search results for: closed form method of variance estimation
25721 Measuring Banking Risk
Authors: Mike Tsionas
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The paper develops new indices of financial stability based on an explicit model of expected utility maximization by financial institutions subject to the classical technology restrictions of neoclassical production theory. The model can be estimated using standard econometric techniques, like GMM for dynamic panel data and latent factor analysis for the estimation of co-variance matrices. An explicit functional form for the utility function is not needed and we show how measures of risk aversion and prudence (downside risk aversion) can be derived and estimated from the model. The model is estimated using data for Eurozone countries and we focus particularly on (i) the use of the modeling approach as an “early warning mechanism”, (ii) the bank- and country-specific estimates of risk aversion and prudence (downside risk aversion), and (iii) the derivation of a generalized measure of risk that relies on loan-price uncertainty.Keywords: financial stability, banking, expected utility maximization, sub-prime crisis, financial crisis, eurozone, PIIGS
Procedia PDF Downloads 34825720 Characteristic Function in Estimation of Probability Distribution Moments
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
Procedia PDF Downloads 50225719 Modelling Structural Breaks in Stock Price Time Series Using Stochastic Differential Equations
Authors: Daniil Karzanov
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This paper studies the effect of quarterly earnings reports on the stock price. The profitability of the stock is modeled by geometric Brownian diffusion and the Constant Elasticity of Variance model. We fit several variations of stochastic differential equations to the pre-and after-report period using the Maximum Likelihood Estimation and Grid Search of parameters method. By examining the change in the model parameters after reports’ publication, the study reveals that the reports have enough evidence to be a structural breakpoint, meaning that all the forecast models exploited are not applicable for forecasting and should be refitted shortly.Keywords: stock market, earnings reports, financial time series, structural breaks, stochastic differential equations
Procedia PDF Downloads 20425718 Groundwater Recharge Estimation of Fetam Catchment in Upper Blue Nile Basin North-Western Ethiopia
Authors: Mekonen G., Sileshi M., Melkamu M.
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Recharge estimation is important for the assessment and management of groundwater resources effectively. This study applied the soil moisture balance and Baseflow separation methods to estimate groundwater recharge in the Fetam Catchment. It is one of the major catchments understudied from the different catchments in the upper Blue Nile River basin. Surface water has been subjected to high seasonal variation; due to this, groundwater is a primary option for drinking water supply to the community. This research has been conducted to estimate groundwater recharge by using fifteen years of River flow data for the Baseflow separation and ten years of daily meteorological data for the daily soil moisture balance recharge estimating method. The recharge rate by the two methods is 170.5 and 244.9mm/year daily soil moisture and baseflow separation method, respectively, and the average recharge is 207.7mm/year. The average value of annual recharge in the catchment is almost equal to the average recharge in the country, which is 200mm/year. So, each method has its own limitations, and taking the average value is preferable rather than taking a single value. Baseflow provides overestimated result compared to the average of the two, and soil moisture balance is the list estimator. The recharge estimation in the area also should be done by other recharge estimation methods.Keywords: groundwater, recharge, baseflow separation, soil moisture balance, Fetam catchment
Procedia PDF Downloads 35925717 State Estimation of a Biotechnological Process Using Extended Kalman Filter and Particle Filter
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
Procedia PDF Downloads 42425716 Optical Flow Direction Determination for Railway Crossing Occupancy Monitoring
Authors: Zdenek Silar, Martin Dobrovolny
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This article deals with the obstacle detection on a railway crossing (clearance detection). Detection is based on the optical flow estimation and classification of the flow vectors by K-means clustering algorithm. For classification of passing vehicles is used optical flow direction determination. The optical flow estimation is based on a modified Lucas-Kanade method.Keywords: background estimation, direction of optical flow, K-means clustering, objects detection, railway crossing monitoring, velocity vectors
Procedia PDF Downloads 51725715 One Dimensional Unsteady Boundary Layer Flow in an Inclined Wavy Wall of a Nanofluid with Convective Boundary Condition
Authors: Abdulhakeem Yusuf, Yomi Monday Aiyesimi, Mohammed Jiya
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The failure in an ordinary heat transfer fluid to meet up with today’s industrial cooling rate has resulted in the development of high thermal conductivity fluid which nanofluids belongs. In this work, the problem of unsteady one dimensional laminar flow of an incompressible fluid within a parallel wall is considered with one wall assumed to be wavy. The model is presented in its rectangular coordinate system and incorporates the effects of thermophoresis and Brownian motion. The local similarity solutions were also obtained which depends on Soret number, Dufour number, Biot number, Lewis number, and heat generation parameter. The analytical solution is obtained in a closed form via the Adomian decomposition method. It was found that the method has a good agreement with the numerical method, and it is also established that the heat generation parameter has to be kept low so that heat energy are easily evacuated from the system.Keywords: Adomian decomposition method, Biot number, Dufour number, nanofluid
Procedia PDF Downloads 32725714 Comparison of Statistical Methods for Estimating Missing Precipitation Data in the River Subbasin Lenguazaque, Colombia
Authors: Miguel Cañon, Darwin Mena, Ivan Cabeza
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In this work was compared and evaluated the applicability of statistical methods for the estimation of missing precipitations data in the basin of the river Lenguazaque located in the departments of Cundinamarca and Boyacá, Colombia. The methods used were the method of simple linear regression, distance rate, local averages, mean rates, correlation with nearly stations and multiple regression method. The analysis used to determine the effectiveness of the methods is performed by using three statistical tools, the correlation coefficient (r2), standard error of estimation and the test of agreement of Bland and Altmant. The analysis was performed using real rainfall values removed randomly in each of the seasons and then estimated using the methodologies mentioned to complete the missing data values. So it was determined that the methods with the highest performance and accuracy in the estimation of data according to conditions that were counted are the method of multiple regressions with three nearby stations and a random application scheme supported in the precipitation behavior of related data sets.Keywords: statistical comparison, precipitation data, river subbasin, Bland and Altmant
Procedia PDF Downloads 46625713 Estimation of Fuel Cost Function Characteristics Using Cuckoo Search
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
Procedia PDF Downloads 57925712 Sales-Based Dynamic Investment and Leverage Decisions: A Longitudinal Study
Authors: Rihab Belguith, Fathi Abid
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The paper develops a system-based approach to investigate the dynamic adjustment of debt structure and investment policies of the Dow-Jones index. This approach enables the assessment of relations among sales, debt, and investment opportunities by considering the simultaneous effect of the market environmental change and future growth opportunities. We integrate the firm-specific sales variance to capture the industries' conditions in the model. Empirical results were obtained through a panel data set of firms with different sectors. The analysis support that environmental change does not affect equally the different industry since operating leverage differs among industries and so the sensitivity to sales variance. Including adjusted-specific variance, we find that there is no monotonic relation between leverage, sales, and investment. The firm may choose a low debt level in response to high sales variance but high leverage to attenuate the negative relation between sales variance and the current level of investment. We further find that while the overall effect of debt maturity on leverage is unaffected by the level of growth opportunities, the shorter the maturity of debt is, the smaller the direct effect of sales variance on investment.Keywords: dynamic panel, investment, leverage decision, sales uncertainty
Procedia PDF Downloads 24225711 Study of Harmonics Estimation on Analog kWh Meter Using Fast Fourier Transform Method
Authors: Amien Rahardjo, Faiz Husnayain, Iwa Garniwa
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PLN used the kWh meter to determine the amount of energy consumed by the household customers. High precision of kWh meter is needed in order to give accuracy results as the accuracy can be decreased due to the presence of harmonic. In this study, an estimation of active power consumed was developed. Based on the first year study results, the largest deviation due to harmonics can reach up to 9.8% in 2200VA and 12.29% in 3500VA with kWh meter analog. In the second year of study, deviation of digital customer meter reaches 2.01% and analog meter up to 9.45% for 3500VA household customers. The aim of this research is to produce an estimation system to calculate the total energy consumed by household customer using analog meter so the losses due to irregularities PLN recording of energy consumption based on the measurement used Analog kWh-meter installed is avoided.Keywords: harmonics estimation, harmonic distortion, kWh meters analog and digital, THD, household customers
Procedia PDF Downloads 48225710 Genetic Algorithm and Multi Criteria Decision Making Approach for Compressive Sensing Based Direction of Arrival Estimation
Authors: Ekin Nurbaş
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One of the essential challenges in array signal processing, which has drawn enormous research interest over the past several decades, is estimating the direction of arrival (DOA) of plane waves impinging on an array of sensors. In recent years, the Compressive Sensing based DoA estimation methods have been proposed by researchers, and it has been discovered that the Compressive Sensing (CS)-based algorithms achieved significant performances for DoA estimation even in scenarios where there are multiple coherent sources. On the other hand, the Genetic Algorithm, which is a method that provides a solution strategy inspired by natural selection, has been used in sparse representation problems in recent years and provides significant improvements in performance. With all of those in consideration, in this paper, a method that combines the Genetic Algorithm (GA) and the Multi-Criteria Decision Making (MCDM) approaches for Direction of Arrival (DoA) estimation in the Compressive Sensing (CS) framework is proposed. In this method, we generate a multi-objective optimization problem by splitting the norm minimization and reconstruction loss minimization parts of the Compressive Sensing algorithm. With the help of the Genetic Algorithm, multiple non-dominated solutions are achieved for the defined multi-objective optimization problem. Among the pareto-frontier solutions, the final solution is obtained with the multiple MCDM methods. Moreover, the performance of the proposed method is compared with the CS-based methods in the literature.Keywords: genetic algorithm, direction of arrival esitmation, multi criteria decision making, compressive sensing
Procedia PDF Downloads 14525709 Lead-Time Estimation Approach Using the Process Capability Index
Authors: Abdel-Aziz M. Mohamed
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This research proposes a methodology to estimate the customer order lead time in the supply chain based on the process capability index. The cases when the process output is normally distributed and when it is not are considered. The relationships between the system capability indices in both service and manufacturing applications, delivery system reliability and the percentages of orders delivered after their promised due dates are presented. The proposed method can be used to examine the current process capability to deliver the orders before the promised lead-time. If the system was found to be incapable, the method can be used to help revise the current lead-time to a proper value according to the service reliability level selected by the management. Numerical examples and a case study describing the lead time estimation methodology and testing the system capability of delivering the orders before their promised due date are illustrated.Keywords: lead-time estimation, process capability index, delivery system reliability, statistical analysis, service achievement index, service quality
Procedia PDF Downloads 55425708 ML-Based Blind Frequency Offset Estimation Schemes for OFDM Systems in Non-Gaussian Noise Environments
Authors: Keunhong Chae, Seokho Yoon
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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
Procedia PDF Downloads 47325707 Particle Filter State Estimation Algorithm Based on Improved Artificial Bee Colony Algorithm
Authors: Guangyuan Zhao, Nan Huang, Xuesong Han, Xu Huang
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In order to solve the problem of sample dilution in the traditional particle filter algorithm and achieve accurate state estimation in a nonlinear system, a particle filter method based on an improved artificial bee colony (ABC) algorithm was proposed. The algorithm simulated the process of bee foraging and optimization and made the high likelihood region of the backward probability of particles moving to improve the rationality of particle distribution. The opposition-based learning (OBL) strategy is introduced to optimize the initial population of the artificial bee colony algorithm. The convergence factor is introduced into the neighborhood search strategy to limit the search range and improve the convergence speed. Finally, the crossover and mutation operations of the genetic algorithm are introduced into the search mechanism of the following bee, which makes the algorithm jump out of the local extreme value quickly and continue to search the global extreme value to improve its optimization ability. The simulation results show that the improved method can improve the estimation accuracy of particle filters, ensure the diversity of particles, and improve the rationality of particle distribution.Keywords: particle filter, impoverishment, state estimation, artificial bee colony algorithm
Procedia PDF Downloads 14925706 Reservoir Properties Effect on Estimating Initial Gas in Place Using Flowing Material Balance Method
Authors: Yousef S. Kh. S. Hashem
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Accurate estimation of initial gas in place (IGIP) plays an important factor in the decision to develop a gas field. One of the methods that are available in the industry to estimate the IGIP is material balance. This method required that the well has to be shut-in while pressure is measured as it builds to average reservoir pressure. Since gas demand is high and shut-in well surveys are very expensive, flowing gas material balance (FGMB) is sometimes used instead of material balance. This work investigated the effect of reservoir properties (pressure, permeability, and reservoir size) on the estimation of IGIP when using FGMB. A gas reservoir simulator that accounts for friction loss, wellbore storage, and the non-Darcy effect was used to simulate 165 different possible causes (3 pressures, 5 reservoir sizes, and 11 permeabilities). Both tubing pressure and bottom-hole pressure were analyzed using FGMB. The results showed that the FGMB method is very sensitive for tied reservoirs (k < 10). Also, it showed which method is best to be used for different reservoir properties. This study can be used as a guideline for the application of the FGMB method.Keywords: flowing material balance, gas reservoir, reserves, gas simulator
Procedia PDF Downloads 15125705 Design of Transmit Beamspace and DOA Estimation in MIMO Radar
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
Procedia PDF Downloads 51725704 Free Vibration Analysis of Timoshenko Beams at Higher Modes with Central Concentrated Mass Using Coupled Displacement Field Method
Authors: K. Meera Saheb, K. Krishna Bhaskar
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Complex structures used in many fields of engineering are made up of simple structural elements like beams, plates etc. These structural elements, sometimes carry concentrated masses at discrete points, and when subjected to severe dynamic environment tend to vibrate with large amplitudes. The frequency amplitude relationship is very much essential in determining the response of these structural elements subjected to the dynamic loads. For Timoshenko beams, the effects of shear deformation and rotary inertia are to be considered to evaluate the fundamental linear and nonlinear frequencies. A commonly used method for solving vibration problem is energy method, or a finite element analogue of the same. In the present Coupled Displacement Field method the number of undetermined coefficients is reduced to half when compared to the famous Rayleigh Ritz method, which significantly simplifies the procedure to solve the vibration problem. This is accomplished by using a coupling equation derived from the static equilibrium of the shear flexible structural element. The prime objective of the present paper here is to study, in detail, the effect of a central concentrated mass on the large amplitude free vibrations of uniform shear flexible beams. Accurate closed form expressions for linear frequency parameter for uniform shear flexible beams with a central concentrated mass was developed and the results are presented in digital form.Keywords: coupled displacement field, coupling equation, large amplitude vibrations, moderately thick plates
Procedia PDF Downloads 22525703 The Optimum Aeration Time of Wastewater Treatment by Surface Aerators in Suan Sunandha Rajabhat University
Authors: Anat Thanpinta
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This research aimed to study on the efficiency of wastewater treatment by comparing the different aeration times of surface aerators in Suan Sunandha Rajabhat University. In doing so, the operation of surface aerators was divided into 2 groups which included the groups of 8 hours (8-0/opened-closed) and 4 hours (2-2/opened-closed) of aeration time per day. As a result of the study, it was found that the efficiency of wastewater treatment in the forms of DO, BOD, turbidity and NO2- by 8 hours (8-0/opened-closed) and 4 hours (2-2/opened-closed) of aeration time per day of surface aerators was not statistically different [Sig. = .644, .488, .716 and .054 > α (.05)] while the efficiency in the forms of NO3- and P was significantly different at the statistical level of .01 [Sig. = .001 and .000 < α (.01)].Keywords: aeration time, surface aerator, wastewater treatment, efficiency
Procedia PDF Downloads 29825702 Comparative Analysis of Two Approaches to Joint Signal Detection, ToA and AoA Estimation in Multi-Element Antenna Arrays
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
Procedia PDF Downloads 49225701 A New IFO Estimation Scheme for Orthogonal Frequency Division Multiplexing Systems
Authors: Keunhong Chae, Seokho Yoon
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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
Procedia PDF Downloads 56625700 6D Posture Estimation of Road Vehicles from Color Images
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
Procedia PDF Downloads 15425699 Mobile Platform’s Attitude Determination Based on Smoothed GPS Code Data and Carrier-Phase Measurements
Authors: Mohamed Ramdani, Hassen Abdellaoui, Abdenour Boudrassen
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Mobile platform’s attitude estimation approaches mainly based on combined positioning techniques and developed algorithms; which aim to reach a fast and accurate solution. In this work, we describe the design and the implementation of an attitude determination (AD) process, using only measurements from GPS sensors. The major issue is based on smoothed GPS code data using Hatch filter and raw carrier-phase measurements integrated into attitude algorithm based on vectors measurement using least squares (LSQ) estimation method. GPS dataset from a static experiment is used to investigate the effectiveness of the presented approach and consequently to check the accuracy of the attitude estimation algorithm. Attitude results from GPS multi-antenna over short baselines are introduced and analyzed. The 3D accuracy of estimated attitude parameters using smoothed measurements is over 0.27°.Keywords: attitude determination, GPS code data smoothing, hatch filter, carrier-phase measurements, least-squares attitude estimation
Procedia PDF Downloads 15325698 An Efficient Fundamental Matrix Estimation for Moving Object Detection
Authors: Yeongyu Choi, Ju H. Park, S. M. Lee, Ho-Youl Jung
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In this paper, an improved method for estimating fundamental matrix is proposed. The method is applied effectively to monocular camera based moving object detection. The method consists of corner points detection, moving object’s motion estimation and fundamental matrix calculation. The corner points are obtained by using Harris corner detector, motions of moving objects is calculated from pyramidal Lucas-Kanade optical flow algorithm. Through epipolar geometry analysis using RANSAC, the fundamental matrix is calculated. In this method, we have improved the performances of moving object detection by using two threshold values that determine inlier or outlier. Through the simulations, we compare the performances with varying the two threshold values.Keywords: corner detection, optical flow, epipolar geometry, RANSAC
Procedia PDF Downloads 40425697 Estimation of Time Loss and Costs of Traffic Congestion: The Contingent Valuation Method
Authors: Amira Mabrouk, Chokri Abdennadher
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The reduction of road congestion which is inherent to the use of vehicles is an obvious priority to public authority. Therefore, assessing the willingness to pay of an individual in order to save trip-time is akin to estimating the change in price which was the result of setting up a new transport policy to increase the networks fluidity and improving the level of social welfare. This study holds an innovative perspective. In fact, it initiates an economic calculation that has the objective of giving an estimation of the monetized time value during the trips made in Sfax. This research is founded on a double-objective approach. The aim of this study is to i) give an estimation of the monetized value of time; an hour dedicated to trips, ii) determine whether or not the consumer considers the environmental variables to be significant, iii) analyze the impact of applying a public management of the congestion via imposing taxation of city tolls on urban dwellers. This article is built upon a rich field survey led in the city of Sfax. With the use of the contingent valuation method, we analyze the “declared time preferences” of 450 drivers during rush hours. Based on the fond consideration of attributed bias of the applied method, we bring to light the delicacy of this approach with regards to the revelation mode and the interrogative techniques by following the NOAA panel recommendations bearing the exception of the valorization point and other similar studies about the estimation of transportation externality.Keywords: willingness to pay, contingent valuation, time value, city toll
Procedia PDF Downloads 43325696 Limit-Cycles Method for the Navigation and Avoidance of Any Form of Obstacles for Mobile Robots in Cluttered Environment
Authors: F. Boufera, F. Debbat
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This paper deals with an approach based on limit-cycles method for the problem of obstacle avoidance of mobile robots in unknown environments for any form of obstacles. The purpose of this approach is the improvement of limit-cycles method in order to obtain safe and flexible navigation. The proposed algorithm has been successfully tested in different configuration on simulation.Keywords: mobile robot, navigation, avoidance of obstacles, limit-cycles method
Procedia PDF Downloads 42725695 A Robust Frequency Offset Estimator for Orthogonal Frequency Division Multiplexing
Authors: Keunhong Chae, Seokho Yoon
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We address the integer frequency offset (IFO) estimation under the influence of the timing offset (TO) in orthogonal frequency division multiplexing (OFDM) systems. Incorporating the IFO and TO into the symbol set used to represent the received OFDM symbol, we investigate the influence of the TO on the IFO, and then, propose a combining method between two consecutive OFDM correlations, reducing the influence. The proposed scheme has almost the same complexity as that of the conventional schemes, whereas it does not need the TO knowledge contrary to the conventional schemes. From numerical results it is confirmed that the proposed scheme is insensitive to the TO, consequently, yielding an improvement of the IFO estimation performance over the conventional schemes when the TO exists.Keywords: estimation, integer frequency offset, OFDM, timing offset
Procedia PDF Downloads 47225694 Automatic Censoring in K-Distribution for Multiple Targets Situations
Authors: Naime Boudemagh, Zoheir Hammoudi
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The parameters estimation of the K-distribution is an essential part in radar detection. In fact, presence of interfering targets in reference cells causes a decrease in detection performances. In such situation, the estimate of the shape and the scale parameters are far from the actual values. In the order to avoid interfering targets, we propose an Automatic Censoring (AC) algorithm of radar interfering targets in K-distribution. The censoring technique used in this work offers a good discrimination between homogeneous and non-homogeneous environments. The homogeneous population is then used to estimate the unknown parameters by the classical Method of Moment (MOM). The AC algorithm does not need any prior information about the clutter parameters nor does it require both the number and the position of interfering targets. The accuracy of the estimation parameters obtained by this algorithm are validated and compared to various actual values of the shape parameter, using Monte Carlo simulations, this latter show that the probability of censing in multiple target situations are in good agreement.Keywords: parameters estimation, method of moments, automatic censoring, K distribution
Procedia PDF Downloads 37125693 Development and Validation of Selective Methods for Estimation of Valaciclovir in Pharmaceutical Dosage Form
Authors: Eman M. Morgan, Hayam M. Lotfy, Yasmin M. Fayez, Mohamed Abdelkawy, Engy Shokry
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Two simple, selective, economic, safe, accurate, precise and environmentally friendly methods were developed and validated for the quantitative determination of valaciclovir (VAL) in the presence of its related substances R1 (acyclovir), R2 (guanine) in bulk powder and in the commercial pharmaceutical product containing the drug. Method A is a colorimetric method where VAL selectively reacts with ferric hydroxamate and the developed color was measured at 490 nm over a concentration range of 0.4-2 mg/mL with percentage recovery 100.05 ± 0.58 and correlation coefficient 0.9999. Method B is a reversed phase ultra performance liquid chromatographic technique (UPLC) which is considered superior in technology to the high-performance liquid chromatography with respect to speed, resolution, solvent consumption, time, and cost of analysis. Efficient separation was achieved on Agilent Zorbax CN column using ammonium acetate (0.1%) and acetonitrile as a mobile phase in a linear gradient program. Elution time for the separation was less than 5 min and ultraviolet detection was carried out at 256 nm over a concentration range of 2-50 μg/mL with mean percentage recovery 100.11±0.55 and correlation coefficient 0.9999. The proposed methods were fully validated as per International Conference on Harmonization specifications and effectively applied for the analysis of valaciclovir in pure form and tablets dosage form. Statistical comparison of the results obtained by the proposed and official or reported methods revealed no significant difference in the performance of these methods regarding the accuracy and precision respectively.Keywords: hydroxamic acid, related substances, UPLC, valaciclovir
Procedia PDF Downloads 24525692 Second Order Solitary Solutions to the Hodgkin-Huxley Equation
Authors: Tadas Telksnys, Zenonas Navickas, Minvydas Ragulskis
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Necessary and sufficient conditions for the existence of second order solitary solutions to the Hodgkin-Huxley equation are derived in this paper. The generalized multiplicative operator of differentiation helps not only to construct closed-form solitary solutions but also automatically generates conditions of their existence in the space of the equation's parameters and initial conditions. It is demonstrated that bright, kink-type solitons and solitary solutions with singularities can exist in the Hodgkin-Huxley equation.Keywords: Hodgkin-Huxley equation, solitary solution, existence condition, operator method
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