Search results for: Kalman smoother
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 150

Search results for: Kalman smoother

90 A Sensor Placement Methodology for Chemical Plants

Authors: Omid Ataei Nia, Karim Salahshoor

Abstract:

In this paper, a new precise and reliable sensor network methodology is introduced for unit processes and operations using the Constriction Coefficient Particle Swarm Optimization (CPSO) method. CPSO is introduced as a new search engine for optimal sensor network design purposes. Furthermore, a Square Root Unscented Kalman Filter (SRUKF) algorithm is employed as a new data reconciliation technique to enhance the stability and accuracy of the filter. The proposed design procedure incorporates precision, cost, observability, reliability together with importance-of-variables (IVs) as a novel measure in Instrumentation Criteria (IC). To the best of our knowledge, no comprehensive approach has yet been proposed in the literature to take into account the importance of variables in the sensor network design procedure. In this paper, specific weight is assigned to each sensor, measuring a process variable in the sensor network to indicate the importance of that variable over the others to cater to the ultimate sensor network application requirements. A set of distinct scenarios has been conducted to evaluate the performance of the proposed methodology in a simulated Continuous Stirred Tank Reactor (CSTR) as a highly nonlinear process plant benchmark. The obtained results reveal the efficacy of the proposed method, leading to significant improvement in accuracy with respect to other alternative sensor network design approaches and securing the definite allocation of sensors to the most important process variables in sensor network design as a novel achievement.

Keywords: constriction coefficient PSO, importance of variable, MRMSE, reliability, sensor network design, square root unscented Kalman filter

Procedia PDF Downloads 137
89 Influence of Bacterial Motility on Biofilm Formation

Authors: Li Cheng, Zhang Yilei, Cohen Yehuda

Abstract:

Two motility mechanisms were introduced into iDynoMiCs software, which adopts an individual-based modeling method. Based on the new capabilities, along with the pressure motility developed before, influence of bacterial motility on biofilm formation was studied. Simulation results were evaluated both qualitatively through 3D structure inspections and quantitatively by parameter characterizations. It was showed that twitching motility increased the biofilm surface irregularity probably due to movement of cells towards higher nutrient concentration location whereas free motility, on the other hand, could make biofilms flatter and smoother relatively. Pressure motility showed no significant influence in this study.

Keywords: iDynoMics, biofilm structure, bacterial motility, motility mechanisms

Procedia PDF Downloads 353
88 Stereo Motion Tracking

Authors: Yudhajit Datta, Hamsi Iyer, Jonathan Bandi, Ankit Sethia

Abstract:

Motion Tracking and Stereo Vision are complicated, albeit well-understood problems in computer vision. Existing softwares that combine the two approaches to perform stereo motion tracking typically employ complicated and computationally expensive procedures. The purpose of this study is to create a simple and effective solution capable of combining the two approaches. The study aims to explore a strategy to combine the two techniques of two-dimensional motion tracking using Kalman Filter; and depth detection of object using Stereo Vision. In conventional approaches objects in the scene of interest are observed using a single camera. However for Stereo Motion Tracking; the scene of interest is observed using video feeds from two calibrated cameras. Using two simultaneous measurements from the two cameras a calculation for the depth of the object from the plane containing the cameras is made. The approach attempts to capture the entire three-dimensional spatial information of each object at the scene and represent it through a software estimator object. In discrete intervals, the estimator tracks object motion in the plane parallel to plane containing cameras and updates the perpendicular distance value of the object from the plane containing the cameras as depth. The ability to efficiently track the motion of objects in three-dimensional space using a simplified approach could prove to be an indispensable tool in a variety of surveillance scenarios. The approach may find application from high security surveillance scenes such as premises of bank vaults, prisons or other detention facilities; to low cost applications in supermarkets and car parking lots.

Keywords: kalman filter, stereo vision, motion tracking, matlab, object tracking, camera calibration, computer vision system toolbox

Procedia PDF Downloads 296
87 A Pathway to Sustainable Agriculture through Protection and Propagation of Indigenous Livestock Breeds of Pakistan-Cholistani Cattle as a Case Study

Authors: Umer Farooq

Abstract:

The present work is being presented with a general aim of highlighting the role of protection/propagation of indigenous breeds of livestock in an area as a sustainable tool for poverty alleviation. Specifically, the aim is to introduce a formerly neglected Cholistani breed of cattle being reared by the Cholistani desert nomads of Pakistan. The said work will present a detaile account of research work conducted during the last five years by the author. Furthermore, it will present the performance (productive and reproductive traits) of this breed as being reared under various nomadic systems of the desert. Results will be deducted on the basis of the research work conducted on Cholistani cattle and keeping abreast the latest reforms being provided by the Food and Agriculture Organization (FAO) and World Initiative to Support Pastoralism (WISP) of the UN. The timely attention towards the protection and propagation of this neglected breed of cattle will pave a smoother way towards poverty alleviation of rural/suburban areas and a successful sustainable agriculture in low input production systems such as Pakistan. The 15 recognized indigenous breeds of cattle constitute 43% of the total livestock population in Pakistan and belong to Zebu cattle. These precious breeds are currently under threat and might disappear even before proper documentation until and unless streamlined efforts are diverted towards them. This horrific state is due to many factors such as epidemic diseases, urbanization, indiscriminate crossing with native stock, misdirected cross breeding with exotic stock/semen, inclined livestock systems from extensive (subsistence) to intensive (commercial), lack of valuation of local breeds, decreasing natural resources, environmental degradation and global warming. Hefty work has been documented on many aspects of Sahiwal and Red Sindhi breeds of cattle in their respective local climates which have rightly gained them an international fame as being the vital tropical milk breeds of Pakistan. However, many other indigenous livestock breeds such as Cholistani cattle being reared under pastoral systems of Cholistan are yet unexplored. The productive and reproductive traits under their local climatic conditions need to be studied and the future researches may be streamlined to manipulate their indigenous potential. The timely attention will pave a smoother way towards poverty alleviation of rural/suburban areas and a successful sustainable agriculture in low input production systems.

Keywords: Cholistan desert, Pakistan, indigenous cattle, Sahiwal cattle, pastoralism

Procedia PDF Downloads 517
86 Effect of Needle Diameter on the Morphological Structure of Electrospun n-Bi2O3/Epoxy-PVA Nanofiber Mats

Authors: Bassam M. Abunahel, Nurul Zahirah Noor Azman, Munirah Jamil

Abstract:

The effect of needle diameter on the morphological structure of electrospun n-Bi2O3/epoxy-PVA nanofibers has been investigated using three different types of needle diameters. The results were observed and investigated using two techniques of scanning electron microscope (SEM). The first technique is backscattered SEM while the second is secondary electron SEM. The results demonstrate that there is a correlation between the needle diameter and the morphology of electrospun nanofibers. As the internal needle diameter decreases, the average nanofiber diameter decreases and the fibers get thinner and smoother without agglomeration or beads formation. Moreover, with small needle diameter the nanofibrous porosity get larger compared with large needle diameter.

Keywords: needle diameter, fiber diameter, porosity, agglomeration

Procedia PDF Downloads 138
85 Depth Camera Aided Dead-Reckoning Localization of Autonomous Mobile Robots in Unstructured GNSS-Denied Environments

Authors: David L. Olson, Stephen B. H. Bruder, Adam S. Watkins, Cleon E. Davis

Abstract:

In global navigation satellite systems (GNSS), denied settings such as indoor environments, autonomous mobile robots are often limited to dead-reckoning navigation techniques to determine their position, velocity, and attitude (PVA). Localization is typically accomplished by employing an inertial measurement unit (IMU), which, while precise in nature, accumulates errors rapidly and severely degrades the localization solution. Standard sensor fusion methods, such as Kalman filtering, aim to fuse precise IMU measurements with accurate aiding sensors to establish a precise and accurate solution. In indoor environments, where GNSS and no other a priori information is known about the environment, effective sensor fusion is difficult to achieve, as accurate aiding sensor choices are sparse. However, an opportunity arises by employing a depth camera in the indoor environment. A depth camera can capture point clouds of the surrounding floors and walls. Extracting attitude from these surfaces can serve as an accurate aiding source, which directly combats errors that arise due to gyroscope imperfections. This configuration for sensor fusion leads to a dramatic reduction of PVA error compared to traditional aiding sensor configurations. This paper provides the theoretical basis for the depth camera aiding sensor method, initial expectations of performance benefit via simulation, and hardware implementation, thus verifying its veracity. Hardware implementation is performed on the Quanser Qbot 2™ mobile robot, with a Vector-Nav VN-200™ IMU and Kinect™ camera from Microsoft.

Keywords: autonomous mobile robotics, dead reckoning, depth camera, inertial navigation, Kalman filtering, localization, sensor fusion

Procedia PDF Downloads 180
84 Software Defect Analysis- Eclipse Dataset

Authors: Amrane Meriem, Oukid Salyha

Abstract:

The presence of defects or bugs in software can lead to costly setbacks, operational inefficiencies, and compromised user experiences. The integration of Machine Learning(ML) techniques has emerged to predict and preemptively address software defects. ML represents a proactive strategy aimed at identifying potential anomalies, errors, or vulnerabilities within code before they manifest as operational issues. By analyzing historical data, such as code changes, feature im- plementations, and defect occurrences. This en- ables development teams to anticipate and mitigate these issues, thus enhancing software quality, reducing maintenance costs, and ensuring smoother user interactions. In this work, we used a recommendation system to improve the performance of ML models in terms of predicting the code severity and effort estimation.

Keywords: software engineering, machine learning, bugs detection, effort estimation

Procedia PDF Downloads 47
83 Analysis of Autonomous Orbit Determination for Lagrangian Navigation Constellation with Different Dynamical Models

Authors: Gao Youtao, Zhao Tanran, Jin Bingyu, Xu Bo

Abstract:

Global navigation satellite system(GNSS) can deliver navigation information for spacecraft orbiting on low-Earth orbits and medium Earth orbits. However, the GNSS cannot navigate the spacecraft on high-Earth orbit or deep space probes effectively. With the deep space exploration becoming a hot spot of aerospace, the demand for a deep space satellite navigation system is becoming increasingly prominent. Many researchers discussed the feasibility and performance of a satellite navigation system on periodic orbits around the Earth-Moon libration points which can be called Lagrangian point satellite navigation system. Autonomous orbit determination (AOD) is an important performance for the Lagrangian point satellite navigation system. With this ability, the Lagrangian point satellite navigation system can reduce the dependency on ground stations. AOD also can greatly reduce total system cost and assure mission continuity. As the elliptical restricted three-body problem can describe the Earth-Moon system more accurately than the circular restricted three-body problem, we study the autonomous orbit determination of Lagrangian navigation constellation using only crosslink range based on elliptical restricted three body problem. Extended Kalman filter is used in the autonomous orbit determination. In order to compare the autonomous orbit determination results based on elliptical restricted three-body problem to the results of autonomous orbit determination based on circular restricted three-body problem, we give the autonomous orbit determination position errors of a navigation constellation include four satellites based on the circular restricted three-body problem. The simulation result shows that the Lagrangian navigation constellation can achieve long-term precise autonomous orbit determination using only crosslink range. In addition, the type of the libration point orbit will influence the autonomous orbit determination accuracy.

Keywords: extended Kalman filter, autonomous orbit determination, quasi-periodic orbit, navigation constellation

Procedia PDF Downloads 258
82 An Algorithm to Compute the State Estimation of a Bilinear Dynamical Systems

Authors: Abdullah Eqal Al Mazrooei

Abstract:

In this paper, we introduce a mathematical algorithm which is used for estimating the states in the bilinear systems. This algorithm uses a special linearization of the second-order term by using the best available information about the state of the system. This technique makes our algorithm generalizes the well-known Kalman estimators. The system which is used here is of the bilinear class, the evolution of this model is linear-bilinear in the state of the system. Our algorithm can be used with linear and bilinear systems. We also here introduced a real application for the new algorithm to prove the feasibility and the efficiency for it.

Keywords: estimation algorithm, bilinear systems, Kakman filter, second order linearization

Procedia PDF Downloads 449
81 Design of Roller Compacting Concrete Pavement

Authors: O. Zarrin, M. Ramezan Shirazi

Abstract:

The quality of concrete is usually defined by compressive strength, but flexural strength is the most important characteristic of concrete in a pavement which control the mix design of concrete instead of compressive strength. Therefore, the aggregates which are selected for the pavements are affected by higher flexural strength. Roller Compacting Concrete Pavement (RCCP) is not a new construction method. The other characteristic of this method is no bleeding and less shrinkage due to the lower amount of water. For this purpose, a roller is needed for placing and compacting. The surface of RCCP is not smooth; therefore, the most common use of this pavement is in an industrial zone with slower traffic speed which requires durable and tough pavement. For preparing a smoother surface, it can be achieved by asphalt paver. RCCP decrease the finishing cost because there are no bars, formwork, and the lesser labor need for placing the concrete. In this paper, different aspect of RCCP such as mix design, flexural, compressive strength and focus on the different part of RCCP on detail have been investigated.

Keywords: flexural strength, compressive strength, pavement, asphalt

Procedia PDF Downloads 592
80 Improve Divers Tracking and Classification in Sonar Images Using Robust Diver Wake Detection Algorithm

Authors: Mohammad Tarek Al Muallim, Ozhan Duzenli, Ceyhun Ilguy

Abstract:

Harbor protection systems are so important. The need for automatic protection systems has increased over the last years. Diver detection active sonar has great significance. It used to detect underwater threats such as divers and autonomous underwater vehicle. To automatically detect such threats the sonar image is processed by algorithms. These algorithms used to detect, track and classify of underwater objects. In this work, divers tracking and classification algorithm is improved be proposing a robust wake detection method. To detect objects the sonar images is normalized then segmented based on fixed threshold. Next, the centroids of the segments are found and clustered based on distance metric. Then to track the objects linear Kalman filter is applied. To reduce effect of noise and creation of false tracks, the Kalman tracker is fine tuned. The tuning is done based on our active sonar specifications. After the tracks are initialed and updated they are subjected to a filtering stage to eliminate the noisy and unstable tracks. Also to eliminate object with a speed out of the diver speed range such as buoys and fast boats. Afterwards the result tracks are subjected to a classification stage to deiced the type of the object been tracked. Here the classification stage is to deice wither if the tracked object is an open circuit diver or a close circuit diver. At the classification stage, a small area around the object is extracted and a novel wake detection method is applied. The morphological features of the object with his wake is extracted. We used support vector machine to find the best classifier. The sonar training images and the test images are collected by ARMELSAN Defense Technologies Company using the portable diver detection sonar ARAS-2023. After applying the algorithm to the test sonar data, we get fine and stable tracks of the divers. The total classification accuracy achieved with the diver type is 97%.

Keywords: harbor protection, diver detection, active sonar, wake detection, diver classification

Procedia PDF Downloads 208
79 The Enhancement of Target Localization Using Ship-Borne Electro-Optical Stabilized Platform

Authors: Jaehoon Ha, Byungmo Kang, Kilho Hong, Jungsoo Park

Abstract:

Electro-optical (EO) stabilized platforms have been widely used for surveillance and reconnaissance on various types of vehicles, from surface ships to unmanned air vehicles (UAVs). EO stabilized platforms usually consist of an assembly of structure, bearings, and motors called gimbals in which a gyroscope is installed. EO elements such as a CCD camera and IR camera, are mounted to a gimbal, which has a range of motion in elevation and azimuth and can designate and track a target. In addition, a laser range finder (LRF) can be added to the gimbal in order to acquire the precise slant range from the platform to the target. Recently, a versatile functionality of target localization is needed in order to cooperate with the weapon systems that are mounted on the same platform. The target information, such as its location or velocity, needed to be more accurate. The accuracy of the target information depends on diverse component errors and alignment errors of each component. Specially, the type of moving platform can affect the accuracy of the target information. In the case of flying platforms, or UAVs, the target location error can be increased with altitude so it is important to measure altitude as precisely as possible. In the case of surface ships, target location error can be increased with obliqueness of the elevation angle of the gimbal since the altitude of the EO stabilized platform is supposed to be relatively low. The farther the slant ranges from the surface ship to the target, the more extreme the obliqueness of the elevation angle. This can hamper the precise acquisition of the target information. So far, there have been many studies on EO stabilized platforms of flying vehicles. However, few researchers have focused on ship-borne EO stabilized platforms of the surface ship. In this paper, we deal with a target localization method when an EO stabilized platform is located on the mast of a surface ship. Especially, we need to overcome the limitation caused by the obliqueness of the elevation angle of the gimbal. We introduce a well-known approach for target localization using Unscented Kalman Filter (UKF) and present the problem definition showing the above-mentioned limitation. Finally, we want to show the effectiveness of the approach that will be demonstrated through computer simulations.

Keywords: target localization, ship-borne electro-optical stabilized platform, unscented kalman filter

Procedia PDF Downloads 491
78 Enhancement of Material Removal Rate of Complex Featured Surfaces in Vibratory Finishing

Authors: Kunal Ahluwalia, Ampara Aramcharoen, Chan Wai Luen, Swee Hock Yeo

Abstract:

The different process engineering applications of vibratory finishing technology have led to its versatile use in the development of aviation components. The most noteworthy applications of vibratory finishing include deburring and imparting the required surface finish. In this paper, vibratory finishing has been used to study its effectiveness in removal of laser shock peened (LSP) layers from Titanium workpieces. A vibratory trough operating at a frequency of 25 Hz, amplitude 3.5 mm and titanium specimens (Ti-6Al-4V, Grade 5) of dimensions 50 x 50 x 10 mm³ were utilized for the experiments. A vibrating fixture operating at 200 Hz was used to provide vibration to the test piece and was immersed in the vibratory trough. It was evident that there is an increase in efficiency of removal of the complex featured layer and smoother surface finish with the introduction of the vibrating fixture in the vibratory finishing setup as compared to the conventional vibratory finishing setup wherein the fixture is not vibrating.

Keywords: laser shock peening, material removal, surface roughness, vibrating fixture, vibratory finishing

Procedia PDF Downloads 188
77 Sparse Coding Based Classification of Electrocardiography Signals Using Data-Driven Complete Dictionary Learning

Authors: Fuad Noman, Sh-Hussain Salleh, Chee-Ming Ting, Hadri Hussain, Syed Rasul

Abstract:

In this paper, a data-driven dictionary approach is proposed for the automatic detection and classification of cardiovascular abnormalities. Electrocardiography (ECG) signal is represented by the trained complete dictionaries that contain prototypes or atoms to avoid the limitations of pre-defined dictionaries. The data-driven trained dictionaries simply take the ECG signal as input rather than extracting features to study the set of parameters that yield the most descriptive dictionary. The approach inherently learns the complicated morphological changes in ECG waveform, which is then used to improve the classification. The classification performance was evaluated with ECG data under two different preprocessing environments. In the first category, QT-database is baseline drift corrected with notch filter and it filters the 60 Hz power line noise. In the second category, the data are further filtered using fast moving average smoother. The experimental results on QT database confirm that our proposed algorithm shows a classification accuracy of 92%.

Keywords: electrocardiogram, dictionary learning, sparse coding, classification

Procedia PDF Downloads 352
76 Analysis of Process for Solution of Fiber-Ends after Biopolishing on the Surface of Cotton Knit Fabric

Authors: P. Altay, G. Kartal, B. Kizilkaya, S. Kahraman, N. C. Gursoy

Abstract:

Biopolishing is applied to remove the fuzz or pills on the fiber or fabric surface which will reduce its tendency to pill or fuzz after repetitive launderings. After biopolishing process, the fuzzes ripped by cellulase enzymes cannot be thoroughly removed from fabric surface, they remain on the fabric or fiber surface; accordingly disturb the user and lead to decrease in productivity of drying process. The main objective of this study is to develop a method for removing weakened fuzz fibers and surface pills from biofinished fabric surface before drying process. Fuzzes in the lattice structure of fabric were completely removed from the internal structure of the fabric by air blowing. The presence of fuzzes leads to problems with formation of pilling and faded appearance; the removal of fuzzes from the fabric results in reduced tendency to pill formation, cleaner, smoother and softer surface, improved handling properties of fabric with maintaining original color.

Keywords: biopolishing, fuzz fiber, weakened fiber, biofinished cotton fabric

Procedia PDF Downloads 350
75 An Improved Dynamic Window Approach with Environment Awareness for Local Obstacle Avoidance of Mobile Robots

Authors: Baoshan Wei, Shuai Han, Xing Zhang

Abstract:

Local obstacle avoidance is critical for mobile robot navigation. It is a challenging task to ensure path optimality and safety in cluttered environments. We proposed an Environment Aware Dynamic Window Approach in this paper to cope with the issue. The method integrates environment characterization into Dynamic Window Approach (DWA). Two strategies are proposed in order to achieve the integration. The local goal strategy guides the robot to move through openings before approaching the final goal, which solves the local minima problem in DWA. The adaptive control strategy endows the robot to adjust its state according to the environment, which addresses path safety compared with DWA. Besides, the evaluation shows that the path generated from the proposed algorithm is safer and smoother compared with state-of-the-art algorithms.

Keywords: adaptive control, dynamic window approach, environment aware, local obstacle avoidance, mobile robots

Procedia PDF Downloads 124
74 The Effects of NaF Concentration on the Zinc Coating Electroplated in Supercritical CO2 Mixed Zinc Chloride Bath

Authors: Chun-Ying Lee, Mei-Wen Wu, Li-Yi Cheng, Chiang-Ho Cheng

Abstract:

This research studies the electroplating of zinc coating in the zinc chloride bath mixed with supercritical CO2. The sodium fluoride (NaF) was used as the bath additive to change the structure and property of the coating, and therefore the roughness and corrosion resistance of the zinc coating was investigated. The surface characterization was performed using optical microscope (OM), X-ray diffractometer (XRD), and α-step profilometer. Moreover, the potentiodynamic polarization measurement in 3% NaCl solution was employed in the corrosion resistance evaluation. Because of the emulsification of the electrolyte mixed in Sc-CO2, the electroplated zinc produced the coating with smoother surface, smaller grain, better throwing power and higher corrosion resistance. The main role played by the NaF was to reduce the coating’s roughness and grain size. In other words, the CO2 mixed with the electrolyte under the supercritical condition performed the similar function as brighter and leveler in zinc electroplating to enhance the throwing power and corrosion resistance of the coating.

Keywords: supercritical CO2, zinc-electroplating, sodium fluoride, electroplating

Procedia PDF Downloads 538
73 A Finite Memory Residual Generation Filter for Fault Detection

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

Abstract:

In the current paper, a residual generation filter with finite memory structure is proposed for fault detection. The proposed finite memory residual generation filter provides the residual by real-time filtering of fault vector using only the most recent finite observations and inputs on the window. It is shown that the residual given by the proposed residual generation filter provides the exact fault for noise-free systems. Finally, to illustrate the capability of the proposed residual generation filter, numerical examples are performed for the discretized DC motor system having the multiple sensor faults.

Keywords: residual generation filter, finite memory structure, kalman filter, fast detection

Procedia PDF Downloads 667
72 Predictive Output Feedback Linearization for Safe Control of Collaborative Robots

Authors: Aliasghar Arab

Abstract:

Autonomous robots interacting with humans, as safety-critical nonlinear control systems, are complex closed-loop cyber-physical dynamical machines. Keeping these intelligent yet complicated systems safe and smooth during their operations is challenging. The aim of the safe predictive output feedback linearization control synthesis is to design a novel controller for smooth trajectory following while unsafe situations must be avoided. The controller design should obtain a linearized output for smoothness and invariance to a safety subset. Inspired by finite-horizon nonlinear model predictive control, the problem is formulated as constrained nonlinear dynamic programming. The safety constraints can be defined as control barrier functions. Avoiding unsafe maneuvers and performing smooth motions increases the predictability of the robot’s movement for humans when robots and people are working together. Our results demonstrate the proposed output linearization method obeys the safety constraints and, compared to existing safety-guaranteed methods, is smoother and performs better.

Keywords: robotics, collaborative robots, safety, autonomous robots

Procedia PDF Downloads 71
71 A Video Surveillance System Using an Ensemble of Simple Neural Network Classifiers

Authors: Rodrigo S. Moreira, Nelson F. F. Ebecken

Abstract:

This paper proposes a maritime vessel tracker composed of an ensemble of WiSARD weightless neural network classifiers. A failure detector analyzes vessel movement with a Kalman filter and corrects the tracking, if necessary, using FFT matching. The use of the WiSARD neural network to track objects is uncommon. The additional contributions of the present study include a performance comparison with four state-of-art trackers, an experimental study of the features that improve maritime vessel tracking, the first use of an ensemble of classifiers to track maritime vessels and a new quantization algorithm that compares the values of pixel pairs.

Keywords: ram memory, WiSARD weightless neural network, object tracking, quantization

Procedia PDF Downloads 280
70 Median-Based Nonparametric Estimation of Returns in Mean-Downside Risk Portfolio Frontier

Authors: H. Ben Salah, A. Gannoun, C. de Peretti, A. Trabelsi

Abstract:

The Downside Risk (DSR) model for portfolio optimisation allows to overcome the drawbacks of the classical mean-variance model concerning the asymetry of returns and the risk perception of investors. This model optimization deals with a positive definite matrix that is endogenous with respect to portfolio weights. This aspect makes the problem far more difficult to handle. For this purpose, Athayde (2001) developped a new recurcive minimization procedure that ensures the convergence to the solution. However, when a finite number of observations is available, the portfolio frontier presents an appearance which is not very smooth. In order to overcome that, Athayde (2003) proposed a mean kernel estimation of the returns, so as to create a smoother portfolio frontier. This technique provides an effect similar to the case in which we had continuous observations. In this paper, taking advantage on the the robustness of the median, we replace the mean estimator in Athayde's model by a nonparametric median estimator of the returns. Then, we give a new version of the former algorithm (of Athayde (2001, 2003)). We eventually analyse the properties of this improved portfolio frontier and apply this new method on real examples.

Keywords: Downside Risk, Kernel Method, Median, Nonparametric Estimation, Semivariance

Procedia PDF Downloads 460
69 Algorithmic Skills Transferred from Secondary CSI Studies into Tertiary Education

Authors: Piroska Biró, Mária Csernoch, János Máth, Kálmán Abari

Abstract:

Testing the first year students of Informatics at the University of Debrecen revealed that students start their tertiary studies in programming with a low level of programming knowledge and algorithmic skills. The possible reasons which lead the students to this very unfortunate result were examined. The results of the test were compared to the students’ results in the school leaving exams and to their self-assessment values. It was found that there is only a slight connection between the students’ results in the test and in the school leaving exams, especially at intermediate level. Beyond this, the school leaving exams do not seem to enable students to evaluate their own abilities.

Keywords: deep and surface approaches, metacognitive abilities, programming and algorithmic skills, school leaving exams, tracking code

Procedia PDF Downloads 357
68 Fuzzy Based Stabilizer Control System for Quad-Rotor

Authors: B. G. Sampath, K. C. R. Perera, W. A. S. I. Wijesuriya, V. P. C. Dassanayake

Abstract:

In this paper the design, development and testing of a stabilizer control system for a Quad-rotor is presented which is focused on the maneuverability. The mechanical design is performed along with the design of the controlling algorithm which is devised using fuzzy logic controller. The inputs for the system are the angular positions and angular rates of the Quad-Rotor relative to three axes. Then the output data is filtered from an accelerometer and a gyroscope through a Kalman filter. In the development of the stability controlling system Mandani Fuzzy Model is incorporated. The results prove that the fuzzy based stabilizer control system is superior in high dynamic disturbances compared to the traditional systems which use PID integrated stabilizer control systems.

Keywords: fuzzy stabilizer, maneuverability, PID, quad-rotor

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67 Carbon-Doped TiO2 Nanofibers Prepared by Electrospinning

Authors: ChoLiang Chung, YuMin Chen

Abstract:

C-doped TiO2 nanofibers were prepared by electrospinning successfully. Different amounts of carbon were added into the nanofibers by using chitosan, aiming to shift the wave length that is required to excite the photocatalyst from ultraviolet light to visible light. Different amounts of carbon and different atmosphere fibers were calcined at 500oC, and the optical characteristic of C-doped TiO2 nanofibers had been changed. characterizes of nanofibers were identified by X-Ray Diffraction (XRD), Field Emission Scanning Electron Microscope (FE-SEM), UV-vis, Atomic Force Microscope (AFM), and Fourier Transform Infrared Spectroscopy (FTIR). The XRD is used to identify the phase composition of nanofibers. The morphology of nanofibers were explored by FE-SEM and AFM. Optical characteristics of absorption were measured by UV-Vis. Three dimension surface images of C-doped TiO2 nanofibers revealed different effects of processing. The results of XRD showed that the phase of C-doped TiO2 nanofibers transformed to rutile phase and anatase phase successfully. The results of AFM showed that the surface morphology of nanofibers became smooth after high temperature treatment. Images from FE-SEM revealed the average size of nanofibers. UV-vis results showed that the band-gap of TiO2 were reduced. Finally, we found out C-doped TiO2 nanofibers can change countenance of nanofiber and make it smoother.

Keywords: carbon, TiO2, chitosan, electrospinning

Procedia PDF Downloads 233
66 The Term Structure of Government Bond Yields in an Emerging Market: Empirical Evidence from Pakistan Bond Market

Authors: Wali Ullah, Muhammad Nishat

Abstract:

The study investigates the extent to which the so called Nelson-Siegel model (DNS) and its extended version that accounts for time varying volatility (DNS-EGARCH) can optimally fit the yield curve and predict its future path in the context of an emerging economy. For the in-sample fit, both models fit the curve remarkably well even in the emerging markets. However, the DNS-EGARCH model fits the curve slightly better than the DNS. Moreover, both specifications of yield curve that are based on the Nelson-Siegel functional form outperform the benchmark VAR forecasts at all forecast horizons. The DNS-EGARCH comes with more precise forecasts than the DNS for the 6- and 12-month ahead forecasts, while the two have almost similar performance in terms of RMSE for the very short forecast horizons.

Keywords: yield curve, forecasting, emerging markets, Kalman filter, EGARCH

Procedia PDF Downloads 512
65 Hand Motion Trajectory Analysis for Dynamic Hand Gestures Used in Indian Sign Language

Authors: Daleesha M. Viswanathan, Sumam Mary Idicula

Abstract:

Dynamic hand gestures are an intrinsic component in sign language communication. Extracting spatial temporal features of the hand gesture trajectory plays an important role in a dynamic gesture recognition system. Finding a discrete feature descriptor for the motion trajectory based on the orientation feature is the main concern of this paper. Kalman filter algorithm and Hidden Markov Models (HMM) models are incorporated with this recognition system for hand trajectory tracking and for spatial temporal classification, respectively.

Keywords: orientation features, discrete feature vector, HMM., Indian sign language

Procedia PDF Downloads 341
64 Multi-Robotic Partial Disassembly Line Balancing with Robotic Efficiency Difference via HNSGA-II

Authors: Tao Yin, Zeqiang Zhang, Wei Liang, Yanqing Zeng, Yu Zhang

Abstract:

To accelerate the remanufacturing process of electronic waste products, this study designs a partial disassembly line with the multi-robotic station to effectively dispose of excessive wastes. The multi-robotic partial disassembly line is a technical upgrade to the existing manual disassembly line. Balancing optimization can make the disassembly line smoother and more efficient. For partial disassembly line balancing with the multi-robotic station (PDLBMRS), a mixed-integer programming model (MIPM) considering the robotic efficiency differences is established to minimize cycle time, energy consumption and hazard index and to calculate their optimal global values. Besides, an enhanced NSGA-II algorithm (HNSGA-II) is proposed to optimize PDLBMRS efficiently. Finally, MIPM and HNSGA-II are applied to an actual mixed disassembly case of two types of computers, the comparison of the results solved by GUROBI and HNSGA-II verifies the correctness of the model and excellent performance of the algorithm, and the obtained Pareto solution set provides multiple options for decision-makers.

Keywords: waste disposal, disassembly line balancing, multi-robot station, robotic efficiency difference, HNSGA-II

Procedia PDF Downloads 187
63 Ultrastructure of the Tongue of the African Beauty Snake Psammophis sibilans

Authors: Mohamed M. A. Abumandour, Neveen E. R. El-Bakary

Abstract:

The present work performed on the six tongues of African Beauty snake (Psammophis sibilans) that were obtained immediately after their catching, from agricultural fields, Desouk city, Kafrelsheikh Governorate, Egypt. These collected snakes should be from any oral abnormalities or injuries. The lingual surface of the Psammophis sibilans was studied by scanning electron microscopy (SEM). The surface of the bifurcated apex was smoother than the lingual body. The median lingual sulcus was deep and contained a number of the taste pores. By the high magnification of SEM of each part of a bifurcated area of the lingual apex have numerous taste buds and no lingual papillae were observed. A few numbers of papillae were observed in the lingual body. The microridges and microvilli distributed in the lingual body helped in spreading of mucus over the epithelial surface. Taste pores and papillae in the tongue indicate the presence of a direct chemo-sensory function for the tongue of these snakes as the chemicals dissolved in the mucus then transferred to Jacobson organ. To conclude, the bifurcation appearance of the snake lingual tip act as a chemical or edge detector help in the process named chemo-mechano-reception.

Keywords: African beauty snake, taste buds, taste pores, tongue, papillae

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62 Lithium-Ion Battery State of Charge Estimation Using One State Hysteresis Model with Nonlinear Estimation Strategies

Authors: Mohammed Farag, Mina Attari, S. Andrew Gadsden, Saeid R. Habibi

Abstract:

Battery state of charge (SOC) estimation is an important parameter as it measures the total amount of electrical energy stored at a current time. The SOC percentage acts as a fuel gauge if it is compared with a conventional vehicle. Estimating the SOC is, therefore, essential for monitoring the amount of useful life remaining in the battery system. This paper looks at the implementation of three nonlinear estimation strategies for Li-Ion battery SOC estimation. One of the most common behavioral battery models is the one state hysteresis (OSH) model. The extended Kalman filter (EKF), the smooth variable structure filter (SVSF), and the time-varying smoothing boundary layer SVSF are applied on this model, and the results are compared.

Keywords: state of charge estimation, battery modeling, one-state hysteresis, filtering and estimation

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61 Empirical Investigation of Bullwhip Effect with Sensitivity Analysis in Supply Chain

Authors: Shoaib Yousaf

Abstract:

The main purpose of this research is to the empirical investigation of the bullwhip effect under sensitivity analysis in the two-tier supply chain. The simulation modeling technique has been applied in this research as a research methodology to see the sensitivity analysis of the bullwhip effect in the rice industry of Pakistan. The research comprises two case studies that have been chosen as a sample. The results of this research have confirmed that reduction in production delay reduces the bullwhip effect, which conforms to the time compressing paradigm and the significance of the reduction in production delay to lessen demand amplification. The result of this research also indicates that by increasing the value of time to adjust inventory decreases the bullwhip effect. Furthermore, by decreasing the value of alpha increases the damping effect of the exponential smoother, it is not surprising that it also reduces the bullwhip effect. Moreover, by reducing the value of time to work in progress also reduces the bullwhip effect. This research will help practitioners and operation managers to reduces the major costs of their products in three ways. They can reduce their i) inventory levels, ii) better utilize their capacity and iii) improve their forecasting techniques. However, this study is based on two tier supply chain, while in reality the supply chain has got many tiers. Hence, future work will be extended across more than two-tier supply chains.

Keywords: bullwhip effect, rice industry, supply chain dynamics, simulation, sensitivity analysis

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