Search results for: Algorithmic sonic computation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 526

Search results for: Algorithmic sonic computation

256 Expected Present Value of Losses in the Computation of Optimum Seismic Design Parameters

Authors: J. García-Pérez

Abstract:

An approach to compute optimum seismic design parameters is presented. It is based on the optimization of the expected present value of the total cost, which includes the initial cost of structures as well as the cost due to earthquakes. Different types of seismicity models are considered, including one for characteristic earthquakes. Uncertainties are included in some variables to observe the influence on optimum values. Optimum seismic design coefficients are computed for three different structural types representing high, medium and low rise buildings, located near and far from the seismic sources. Ordinary and important structures are considered in the analysis. The results of optimum values show an important influence of seismicity models as well as of uncertainties on the variables.

Keywords: Importance factors, optimum parameters, seismic losses, seismic risk, total cost.

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255 Computation of the Filtering Properties of Photonic Crystal Waveguide Discontinuities Using the Mode Matching Method

Authors: Athanasios Theoharidis, Thomas Kamalakis, Ioannis Neokosmidis, Thomas Sphicopoulos

Abstract:

In this paper, the application of the Mode Matching (MM) method in the case of photonic crystal waveguide discontinuities is presented. The structure under consideration is divided into a number of cells, which supports a number of guided and evanescent modes. These modes can be calculated numerically by an alternative formulation of the plane wave expansion method for each frequency. A matrix equation is then formed relating the modal amplitudes at the beginning and at the end of the structure. The theory is highly efficient and accurate and can be applied to study the transmission sensitivity of photonic crystal devices due to fabrication tolerances. The accuracy of the MM method is compared to the Finite Difference Frequency Domain (FDFD) and the Adjoint Variable Method (AVM) and good agreement is observed.

Keywords: Optical Communications, Integrated Optics, Photonic Crystals, Optical Waveguide Discontinuities.

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254 Pulsed Multi-Layered Image Filtering: A VLSI Implementation

Authors: Christian Mayr, Holger Eisenreich, Stephan Henker, René Schüffny

Abstract:

Image convolution similar to the receptive fields found in mammalian visual pathways has long been used in conventional image processing in the form of Gabor masks. However, no VLSI implementation of parallel, multi-layered pulsed processing has been brought forward which would emulate this property. We present a technical realization of such a pulsed image processing scheme. The discussed IC also serves as a general testbed for VLSI-based pulsed information processing, which is of interest especially with regard to the robustness of representing an analog signal in the phase or duration of a pulsed, quasi-digital signal, as well as the possibility of direct digital manipulation of such an analog signal. The network connectivity and processing properties are reconfigurable so as to allow adaptation to various processing tasks.

Keywords: Neural image processing, pulse computation application, pulsed Gabor convolution, VLSI pulse routing.

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253 Variation of Metrological Parameters as They Affect the Tropospheric Radio Refractivity for Akure South-West Nigeria

Authors: Famoriji J.Oluwole

Abstract:

This research work examines the effect of variations of metrological parameters on the tropospheric radio refractivity during dry and raining seasons for Akure in 2013. The daily averages of radio refractivity during dry (January) and raining (August) seasons were calculated from the data obtained from the Nigeria Metrological Agency (NIMET). The data that was used for the computation of radio refractivity is a daily interval of the variations of metrological parameters for each day in the troposphere for Akure. Consequently, the daily averages of radio refractivity during raining season (August) were greater than the results in dry season (January) as a result of the variations in meteorological parameters such as temperature, humidity and atmospheric pressure in the lower troposphere.

Keywords: Troposphere, Radio refractivity, Akure, Meteorological parameters.

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252 Conceptual Multidimensional Model

Authors: Manpreet Singh, Parvinder Singh, Suman

Abstract:

The data is available in abundance in any business organization. It includes the records for finance, maintenance, inventory, progress reports etc. As the time progresses, the data keep on accumulating and the challenge is to extract the information from this data bank. Knowledge discovery from these large and complex databases is the key problem of this era. Data mining and machine learning techniques are needed which can scale to the size of the problems and can be customized to the application of business. For the development of accurate and required information for particular problem, business analyst needs to develop multidimensional models which give the reliable information so that they can take right decision for particular problem. If the multidimensional model does not possess the advance features, the accuracy cannot be expected. The present work involves the development of a Multidimensional data model incorporating advance features. The criterion of computation is based on the data precision and to include slowly change time dimension. The final results are displayed in graphical form.

Keywords: Multidimensional, data precision.

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251 Emotion Recognition Using Neural Network: A Comparative Study

Authors: Nermine Ahmed Hendy, Hania Farag

Abstract:

Emotion recognition is an important research field that finds lots of applications nowadays. This work emphasizes on recognizing different emotions from speech signal. The extracted features are related to statistics of pitch, formants, and energy contours, as well as spectral, perceptual and temporal features, jitter, and shimmer. The Artificial Neural Networks (ANN) was chosen as the classifier. Working on finding a robust and fast ANN classifier suitable for different real life application is our concern. Several experiments were carried out on different ANN to investigate the different factors that impact the classification success rate. Using a database containing 7 different emotions, it will be shown that with a proper and careful adjustment of features format, training data sorting, number of features selected and even the ANN type and architecture used, a success rate of 85% or even more can be achieved without increasing the system complicity and the computation time

Keywords: Classification, emotion recognition, features extraction, feature selection, neural network

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250 Optimizing Approach for Sifting Process to Solve a Common Type of Empirical Mode Decomposition Mode Mixing

Authors: Saad Al-Baddai, Karema Al-Subari, Elmar Lang, Bernd Ludwig

Abstract:

Empirical mode decomposition (EMD), a new data-driven of time-series decomposition, has the advantage of supposing that a time series is non-linear or non-stationary, as is implicitly achieved in Fourier decomposition. However, the EMD suffers of mode mixing problem in some cases. The aim of this paper is to present a solution for a common type of signals causing of EMD mode mixing problem, in case a signal suffers of an intermittency. By an artificial example, the solution shows superior performance in terms of cope EMD mode mixing problem comparing with the conventional EMD and Ensemble Empirical Mode decomposition (EEMD). Furthermore, the over-sifting problem is also completely avoided; and computation load is reduced roughly six times compared with EEMD, an ensemble number of 50.

Keywords: Empirical mode decomposition, mode mixing, sifting process, over-sifting.

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249 Entropy based Expeditive Methodology for Rating Curves Assessment

Authors: D. Mirauda, M. Greco, P. Moscarelli

Abstract:

The river flow forecasting represents a crucial point to employ for improving a management policy addressed to the right use of water resources as well as for conjugating prevention and defense actions against environmental degradation. The difficulties occurring during the field activities encourage the development and implementation of operative computation and measuring methods addressed to time reduction for data acquisition and processing maintaining a good level of accuracy. Therefore, the aim of the present work is to test a new entropy based expeditive methodology for the evaluation of the rating curves on three gauged sections with different geometric and morphological characteristics. The methodology requires the choice of only three verticals along the measure section and the sampling of only the maximum velocity. The results underline how in most conditions the rating curves drawn can replace those built with classic methodologies, simplifying thus the procedures of data monitoring and calculation.

Keywords: gauged station, entropic approach, expeditive methodology, rating curves.

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248 Grid–SVC: An Improvement in SVC Algorithm, Based On Grid Based Clustering

Authors: Farhad Hadinejad, Hasan Saberi, Saeed Kazem

Abstract:

Support vector clustering (SVC) is an important kernelbased clustering algorithm in multi applications. It has got two main bottle necks, the high computation price and labeling piece. In this paper, we presented a modified SVC method, named Grid–SVC, to improve the original algorithm computationally. First we normalized and then we parted the interval, where the SVC is processing, using a novel Grid–based clustering algorithm. The algorithm parts the intervals, based on the density function of the data set and then applying the cartesian multiply makes multi-dimensional grids. Eliminating many outliers and noise in the preprocess, we apply an improved SVC method to each parted grid in a parallel way. The experimental results show both improvement in time complexity order and the accuracy.

Keywords: Grid–based clustering, SVC, Density function, Radial basis function.

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247 Parallel Computation in Hypersonic Aerodynamic Heating Problem

Authors: Ding Guo-hao, Li Hua, Wang Wen-long

Abstract:

A parallel computational fluid dynamics code has been developed for the study of aerodynamic heating problem in hypersonic flows. The code employs the 3D Navier-Stokes equations as the basic governing equations to simulate the laminar hypersonic flow. The cell centered finite volume method based on structured grid is applied for spatial discretization. The AUSMPW+ scheme is used for the inviscid fluxes, and the MUSCL approach is used for higher order spatial accuracy. The implicit LU-SGS scheme is applied for time integration to accelerate the convergence of computations in steady flows. A parallel programming method based on MPI is employed to shorten the computing time. The validity of the code is demonstrated by comparing the numerical calculation result with the experimental data of a hypersonic flow field around a blunt body.

Keywords: Aerodynamic Heating, AUSMPW+, MPI, ParallelComputation

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246 Development of Groundwater Management Model Using Groundwater Sustainability Index

Authors: S. S. Rwanga, J. M. Ndambuki, Y. Woyessa

Abstract:

Development of a groundwater management model is an important step in the exploitation and management of any groundwater aquifer as it assists in the long-term sustainable planning of the resource. The current study was conducted in Central Limpopo province of South Africa with the overall objective of determining how much water can be withdrawn from the aquifer without producing nonreversible impacts on the groundwater quantity, hence developing a model which can sustainably protect the aquifer. The development was done through the computation of Groundwater Sustainability Index (GSI). Values of GSI close to unity and above indicated overexploitation. In this study, an index of 0.8 was considered as overexploitation. The results indicated that there is potential for higher abstraction rates compared to the current abstraction rates. GSI approach can be used in the management of groundwater aquifer to sustainably develop the resource and also provides water managers and policy makers with fundamental information on where future water developments can be carried out.

Keywords: Development, groundwater, groundwater sustainability index, model.

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245 A Contractor Iteration Method Using Eigenpairs for Positive Solutions of Nonlinear Elliptic Equation

Authors: Hailong Zhu, Zhaoxiang Li, Kejun Zhuang

Abstract:

By means of Contractor Iteration Method, we solve and visualize the Lane-Emden(-Fowler) equation Δu + up = 0, in Ω, u = 0, on ∂Ω. It is shown that the present method converges quadratically as Newton’s method and the computation of Contractor Iteration Method is cheaper than the Newton’s method.

Keywords: Positive solutions, newton's method, contractor iteration method, Eigenpairs.

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244 Parallel Discrete Fourier Transform for Fast FIR Filtering Based on Overlapped-save Block Structure

Authors: Ying-Wen Bai, Ju-Maw Chen

Abstract:

To successfully provide a fast FIR filter with FTT algorithms, overlapped-save algorithms can be used to lower the computational complexity and achieve the desired real-time processing. As the length of the input block increases in order to improve the efficiency, a larger volume of zero padding will greatly increase the computation length of the FFT. In this paper, we use the overlapped block digital filtering to construct a parallel structure. As long as the down-sampling (or up-sampling) factor is an exact multiple lengths of the impulse response of a FIR filter, we can process the input block by using a parallel structure and thus achieve a low-complex fast FIR filter with overlapped-save algorithms. With a long filter length, the performance and the throughput of the digital filtering system will also be greatly enhanced.

Keywords: FIR Filter, Overlapped-save Algorithm, ParallelStructure

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243 Applying Genetic Algorithms for Inventory Lot-Sizing Problem with Supplier Selection under Storage Space

Authors: Vichai Rungreunganaun, Chirawat Woarawichai

Abstract:

The objective of this research is to calculate the optimal inventory lot-sizing for each supplier and minimize the total inventory cost which includes joint purchase cost of the products, transaction cost for the suppliers, and holding cost for remaining inventory. Genetic algorithms (GAs) are applied to the multi-product and multi-period inventory lot-sizing problems with supplier selection under storage space. Also a maximum storage space for the decision maker in each period is considered. The decision maker needs to determine what products to order in what quantities with which suppliers in which periods. It is assumed that demand of multiple products is known over a planning horizon. The problem is formulated as a mixed integer programming and is solved with the GAs. The detailed computation results are presented.

Keywords: Genetic Algorithms, Inventory lot-sizing, Supplier selection, Storage space.

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242 Earth Potential Rise (EPR) Computation for a Fault on Transmission Mains Pole

Authors: M. Nassereddine, J. Rizk, A. Hellany, M. Nagrial

Abstract:

The prologue of new High Voltage (HV) transmission mains into the community necessitates earthing design to ensure safety compliance of the system. Conductive structures such as steel or concrete poles are widely used in HV transmission mains. The earth potential rise (EPR) generated by a fault on these structures could result to an unsafe condition. This paper discusses information on the input impedance of the over head earth wire (OHEW) system for finite and infinite transmission mains. The definition of finite and infinite system is discussed, maximum EPR due to pole fault. The simplified equations for EPR assessments are introduced and discussed for the finite and infinite conditions. A case study is also shown.

Keywords: Coupling Factor, Earth Grid, EPR, Fault Current Distribution, High Voltage, Line Impedance, OHEW, Split Factor, Transmission Mains.

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241 Clustering in WSN Based on Minimum Spanning Tree Using Divide and Conquer Approach

Authors: Uttam Vijay, Nitin Gupta

Abstract:

Due to heavy energy constraints in WSNs clustering is an efficient way to manage the energy in sensors. There are many methods already proposed in the area of clustering and research is still going on to make clustering more energy efficient. In our paper we are proposing a minimum spanning tree based clustering using divide and conquer approach. The MST based clustering was first proposed in 1970’s for large databases. Here we are taking divide and conquer approach and implementing it for wireless sensor networks with the constraints attached to the sensor networks. This Divide and conquer approach is implemented in a way that we don’t have to construct the whole MST before clustering but we just find the edge which will be the part of the MST to a corresponding graph and divide the graph in clusters there itself if that edge from the graph can be removed judging on certain constraints and hence saving lot of computation.

Keywords: Algorithm, Clustering, Edge-Weighted Graph, Weighted-LEACH.

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240 Tree Based Decomposition of Sunspot Images

Authors: Hossein Mirzaee, Farhad Besharati

Abstract:

Solar sunspot rotation, latitudinal bands are studied based on intelligent computation methods. A combination of image fusion method with together tree decomposition is used to obtain quantitative values about the latitudes of trajectories on sun surface that sunspots rotate around them. Daily solar images taken with SOlar and Heliospheric (SOHO) satellite are fused for each month separately .The result of fused image is decomposed with Quad Tree decomposition method in order to achieve the precise information about latitudes of sunspot trajectories. Such analysis is useful for gathering information about the regions on sun surface and coordinates in space that is more expose to solar geomagnetic storms, tremendous flares and hot plasma gases permeate interplanetary space and help human to serve their technical systems. Here sunspot images in September, November and October in 2001 are used for studying the magnetic behavior of sun.

Keywords: Quad tree decomposition, sunspot image.

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239 An Approximate Engineering Method for Aerodynamic Heating Solution around Blunt Body Nose

Authors: Sahar Noori, Seyed Amir Hossein, Mohammad Ebrahimi

Abstract:

This paper is devoted to predict laminar and turbulent heating rates around blunt re-entry spacecraft at hypersonic conditions. Heating calculation of a hypersonic body is normally performed during the critical part of its flight trajectory. The procedure is of an inverse method, where a shock wave is assumed, and the body shape that supports this shock, as well as the flowfield between the shock and body, are calculated. For simplicity the normal momentum equation is replaced with a second order pressure relation; this simplification significantly reduces computation time. The geometries specified in this research, are parabola and ellipsoids which may have conical after bodies. An excellent agreement is observed between the results obtained in this paper and those calculated by others- research. Since this method is much faster than Navier-Stokes solutions, it can be used in preliminary design, parametric study of hypersonic vehicles.

Keywords: Aerodynamic Heating, Blunt Body, Hypersonic Flow, Laminar, Turbulent.

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238 An Optimal Control Problem for Rigid Body Motions on Lie Group SO(2, 1)

Authors: Nemat Abazari, Ilgin Sager

Abstract:

In this paper smooth trajectories are computed in the Lie group SO(2, 1) as a motion planning problem by assigning a Frenet frame to the rigid body system to optimize the cost function of the elastic energy which is spent to track a timelike curve in Minkowski space. A method is proposed to solve a motion planning problem that minimize the integral of the square norm of Darboux vector of a timelike curve. This method uses the coordinate free Maximum Principle of Optimal control and results in the theory of integrable Hamiltonian systems. The presence of several conversed quantities inherent in these Hamiltonian systems aids in the explicit computation of the rigid body motions.

Keywords: Optimal control, Hamiltonian vector field, Darboux vector, maximum principle, lie group, Rigid body motion, Lorentz metric.

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237 Adaptive Path Planning for Mobile Robot Obstacle Avoidance

Authors: Rong-Jong Wai, Chia-Ming Liu

Abstract:

Generally speaking, the mobile robot is capable of sensing its surrounding environment, interpreting the sensed information to obtain the knowledge of its location and the environment, planning a real-time trajectory to reach the object. In this process, the issue of obstacle avoidance is a fundamental topic to be challenged. Thus, an adaptive path-planning control scheme is designed without detailed environmental information, large memory size and heavy computation burden in this study for the obstacle avoidance of a mobile robot. In this scheme, the robot can gradually approach its object according to the motion tracking mode, obstacle avoidance mode, self-rotation mode, and robot state selection. The effectiveness of the proposed adaptive path-planning control scheme is verified by numerical simulations of a differential-driving mobile robot under the possible occurrence of obstacle shapes.

Keywords: Adaptive Path Planning, Mobile Robot ObstacleAvoidance

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236 Confidence Intervals for the Difference of Two Normal Population Variances

Authors: Suparat Niwitpong

Abstract:

Motivated by the recent work of Herbert, Hayen, Macaskill and Walter [Interval estimation for the difference of two independent variances. Communications in Statistics, Simulation and Computation, 40: 744-758, 2011.], we investigate, in this paper, new confidence intervals for the difference between two normal population variances based on the generalized confidence interval of Weerahandi [Generalized Confidence Intervals. Journal of the American Statistical Association, 88(423): 899-905, 1993.] and the closed form method of variance estimation of Zou, Huo and Taleban [Simple confidence intervals for lognormal means and their differences with environmental applications. Environmetrics 20: 172-180, 2009]. Monte Carlo simulation results indicate that our proposed confidence intervals give a better coverage probability than that of the existing confidence interval. Also two new confidence intervals perform similarly based on their coverage probabilities and their average length widths.

Keywords: Confidence interval, generalized confidence interval, the closed form method of variance estimation, variance.

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235 Virtual Machines Cooperation for Impatient Jobs under Cloud Paradigm

Authors: Nawfal A. Mehdi, Ali Mamat, Hamidah Ibrahim, Shamala K. Syrmabn

Abstract:

The increase on the demand of IT resources diverts the enterprises to use the cloud as a cheap and scalable solution. Cloud computing promises achieved by using the virtual machine as a basic unite of computation. However, the virtual machine pre-defined settings might be not enough to handle jobs QoS requirements. This paper addresses the problem of mapping jobs have critical start deadlines to virtual machines that have predefined specifications. These virtual machines hosted by physical machines and shared a fixed amount of bandwidth. This paper proposed an algorithm that uses the idle virtual machines bandwidth to increase the quote of other virtual machines nominated as executors to urgent jobs. An algorithm with empirical study have been given to evaluate the impact of the proposed model on impatient jobs. The results show the importance of dynamic bandwidth allocation in virtualized environment and its affect on throughput metric.

Keywords: Insufficient bandwidth, virtual machine, cloudprovider, impatient jobs.

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234 GPU Implementation for Solving in Compressible Two-Phase Flows

Authors: Sheng-Hsiu Kuo, Pao-Hsiung Chiu, Reui-Kuo Lin, Yan-Ting Lin

Abstract:

A one-step conservative level set method, combined with a global mass correction method, is developed in this study to simulate the incompressible two-phase flows. The present framework do not need to solve the conservative level set scheme at two separated steps, and the global mass can be exactly conserved. The present method is then more efficient than two-step conservative level set scheme. The dispersion-relation-preserving schemes are utilized for the advection terms. The pressure Poisson equation solver is applied to GPU computation using the pCDR library developed by National Center for High-Performance Computing, Taiwan. The SMP parallelization is used to accelerate the rest of calculations. Three benchmark problems were done for the performance evaluation. Good agreements with the referenced solutions are demonstrated for all the investigated problems.

Keywords: Conservative level set method, two-phase flow, dispersion-relation-preserving, graphics processing unit (GPU), multi-threading.

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233 Fast Forecasting of Stock Market Prices by using New High Speed Time Delay Neural Networks

Authors: Hazem M. El-Bakry, Nikos Mastorakis

Abstract:

Fast forecasting of stock market prices is very important for strategic planning. In this paper, a new approach for fast forecasting of stock market prices is presented. Such algorithm uses new high speed time delay neural networks (HSTDNNs). The operation of these networks relies on performing cross correlation in the frequency domain between the input data and the input weights of neural networks. It is proved mathematically and practically that the number of computation steps required for the presented HSTDNNs is less than that needed by traditional time delay neural networks (TTDNNs). Simulation results using MATLAB confirm the theoretical computations.

Keywords: Fast Forecasting, Stock Market Prices, Time Delay NeuralNetworks, Cross Correlation, Frequency Domain.

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232 X-Bracing Configuration and Seismic Response

Authors: Saeed Rahjoo, Babak H. Mamaqani

Abstract:

Concentric bracing systems have been in practice for many years because of their effectiveness in reducing seismic response. Depending on concept, seismic design codes provide various response modification factors (R), which itself consists of different terms, for different types of lateral load bearing systems but configuration of these systems are often ignored in the proposed values. This study aims at considering the effect of different x-bracing diagonal configuration on values of ductility dependent term in R computation. 51 models were created and nonlinear push over analysis has been performed. The main variables of this study were the suitable location of X–bracing diagonal configurations, which establishes better nonlinear behavior in concentric braced steel frames. Results show that some x-bracing diagonal configurations improve the seismic performance of CBF significantly and explicit consideration of lateral load bearing systems seems necessary.

Keywords: Bracing configuration, concentrically braced frame (CBF), Push over analyses, Response reduction factor.

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231 Robot Vision Application based on Complex 3D Pose Computation

Authors: F. Rotaru, S. Bejinariu, C. D. Niţâ, R. Luca, I. Pâvâloi, C. Lazâr

Abstract:

The paper presents a technique suitable in robot vision applications where it is not possible to establish the object position from one view. Usually, one view pose calculation methods are based on the correspondence of image features established at a training step and exactly the same image features extracted at the execution step, for a different object pose. When such a correspondence is not feasible because of the lack of specific features a new method is proposed. In the first step the method computes from two views the 3D pose of feature points. Subsequently, using a registration algorithm, the set of 3D feature points extracted at the execution phase is aligned with the set of 3D feature points extracted at the training phase. The result is a Euclidean transform which have to be used by robot head for reorientation at execution step.

Keywords: features correspondence, registration algorithm, robot vision, triangulation method.

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230 Application of Micro-continuum Approach in the Estimation of Snow Drift Density, Velocity and Mass Transport in Hilly Bound Cold Regions

Authors: Mahmoud Zarrini, R. N. Pralhad

Abstract:

We estimate snow velocity and snow drift density on hilly terrain under the assumption that the drifting snow mass can be represented using a micro-continuum approach (i.e. using a nonclassical mechanics approach assuming a class of fluids for which basic equations of mass, momentum and energy have been derived). In our model, the theory of coupled stress fluids proposed by Stokes [1] has been employed for the computation of flow parameters. Analyses of bulk drift velocity, drift density, drift transport and mass transport of snow particles have been carried out and computations made, considering various parametric effects. Results are compared with those of classical mechanics (logarithmic wind profile). The results indicate that particle size affects the flow characteristics significantly.

Keywords: Snow velocity, snow drift density, mass transport of snow particles, snow avalanche.

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229 Parallel Direct Integration Variable Step Block Method for Solving Large System of Higher Order Ordinary Differential Equations

Authors: Zanariah Abdul Majid, Mohamed Suleiman

Abstract:

The aim of this paper is to investigate the performance of the developed two point block method designed for two processors for solving directly non stiff large systems of higher order ordinary differential equations (ODEs). The method calculates the numerical solution at two points simultaneously and produces two new equally spaced solution values within a block and it is possible to assign the computational tasks at each time step to a single processor. The algorithm of the method was developed in C language and the parallel computation was done on a parallel shared memory environment. Numerical results are given to compare the efficiency of the developed method to the sequential timing. For large problems, the parallel implementation produced 1.95 speed-up and 98% efficiency for the two processors.

Keywords: Numerical methods, parallel method, block method, higher order ODEs.

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228 The Effect of Increment in Simulation Samples on a Combined Selection Procedure

Authors: Mohammad H. Almomani, Rosmanjawati Abdul Rahman

Abstract:

Statistical selection procedures are used to select the best simulated system from a finite set of alternatives. In this paper, we present a procedure that can be used to select the best system when the number of alternatives is large. The proposed procedure consists a combination between Ranking and Selection, and Ordinal Optimization procedures. In order to improve the performance of Ordinal Optimization, Optimal Computing Budget Allocation technique is used to determine the best simulation lengths for all simulation systems and to reduce the total computation time. We also argue the effect of increment in simulation samples for the combined procedure. The results of numerical illustration show clearly the effect of increment in simulation samples on the proposed combination of selection procedure.

Keywords: Indifference-Zone, Optimal Computing Budget Allocation, Ordinal Optimization, Ranking and Selection, Subset Selection.

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227 Kalman Filter Gain Elimination in Linear Estimation

Authors: Nicholas D. Assimakis

Abstract:

In linear estimation, the traditional Kalman filter uses the Kalman filter gain in order to produce estimation and prediction of the n-dimensional state vector using the m-dimensional measurement vector. The computation of the Kalman filter gain requires the inversion of an m x m matrix in every iteration. In this paper, a variation of the Kalman filter eliminating the Kalman filter gain is proposed. In the time varying case, the elimination of the Kalman filter gain requires the inversion of an n x n matrix and the inversion of an m x m matrix in every iteration. In the time invariant case, the elimination of the Kalman filter gain requires the inversion of an n x n matrix in every iteration. The proposed Kalman filter gain elimination algorithm may be faster than the conventional Kalman filter, depending on the model dimensions.

Keywords: Discrete time, linear estimation, Kalman filter, Kalman filter gain.

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