Search results for: nonlinear statistical methods
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5820

Search results for: nonlinear statistical methods

5550 Evaluation of Clustering Based on Preprocessing in Gene Expression Data

Authors: Seo Young Kim, Toshimitsu Hamasaki

Abstract:

Microarrays have become the effective, broadly used tools in biological and medical research to address a wide range of problems, including classification of disease subtypes and tumors. Many statistical methods are available for analyzing and systematizing these complex data into meaningful information, and one of the main goals in analyzing gene expression data is the detection of samples or genes with similar expression patterns. In this paper, we express and compare the performance of several clustering methods based on data preprocessing including strategies of normalization or noise clearness. We also evaluate each of these clustering methods with validation measures for both simulated data and real gene expression data. Consequently, clustering methods which are common used in microarray data analysis are affected by normalization and degree of noise and clearness for datasets.

Keywords: Gene expression, clustering, data preprocessing.

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5549 Intelligent Maximum Power Point Tracking Using Fuzzy Logic for Solar Photovoltaic Systems Under Non-Uniform Irradiation Conditions

Authors: P. Selvam, S. Senthil Kumar

Abstract:

Maximum Power Point Tracking (MPPT) has played a vital role to enhance the efficiency of solar photovoltaic (PV) power generation under varying atmospheric temperature and solar irradiation. However, it is hard to track the maximum power point using conventional linear controllers due to the natural inheritance of nonlinear I-V and P-V characteristics of solar PV systems. Fuzzy Logic Controller (FLC) is suitable for nonlinear system control applications and eliminating oscillations, circuit complexities present in the conventional perturb and observation and incremental conductance methods respectively. Hence, in this paper, FLC is proposed for tracking exact MPPT of solar PV power generation system under varying solar irradiation conditions. The effectiveness of the proposed FLC-based MPPT controller is validated through simulation and analysis using MATLAB/Simulink.

Keywords: Fuzzy logic controller, maximum power point tracking, photovoltaic.

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5548 Data Mining on the Router Logs for Statistical Application Classification

Authors: M. Rahmati, S.M. Mirzababaei

Abstract:

With the advance of information technology in the new era the applications of Internet to access data resources has steadily increased and huge amount of data have become accessible in various forms. Obviously, the network providers and agencies, look after to prevent electronic attacks that may be harmful or may be related to terrorist applications. Thus, these have facilitated the authorities to under take a variety of methods to protect the special regions from harmful data. One of the most important approaches is to use firewall in the network facilities. The main objectives of firewalls are to stop the transfer of suspicious packets in several ways. However because of its blind packet stopping, high process power requirements and expensive prices some of the providers are reluctant to use the firewall. In this paper we proposed a method to find a discriminate function to distinguish between usual packets and harmful ones by the statistical processing on the network router logs. By discriminating these data, an administrator may take an approach action against the user. This method is very fast and can be used simply in adjacent with the Internet routers.

Keywords: Data Mining, Firewall, Optimization, Packetclassification, Statistical Pattern Recognition.

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5547 Radiation Damage as Nonlinear Evolution of Complex System

Authors: Pavlo Selyshchev

Abstract:

Irradiated material is a typical example of a complex system with nonlinear coupling between its elements. During irradiation the radiation damage is developed and this development has bifurcations and qualitatively different kinds of behavior. The accumulation of primary defects in irradiated crystals is considered in frame work of nonlinear evolution of complex system. The thermo-concentration nonlinear feedback is carried out as a mechanism of self-oscillation development. It is shown that there are two ways of the defect density evolution under stationary irradiation. The first is the accumulation of defects; defect density monotonically grows and tends to its stationary state for some system parameters. Another way that takes place for opportune parameters is the development of self-oscillations of the defect density. The stationary state, its stability and type are found. The bifurcation values of parameters (environment temperature, defect generation rate, etc.) are obtained. The frequency of the selfoscillation and the conditions of their development is found and rated. It is shown that defect density, heat fluxes and temperature during self-oscillations can reach much higher values than the expected steady-state values. It can lead to a change of typical operation and an accident, e.g. for nuclear equipment.

Keywords: Irradiation, Primary Defects, Solids, Self-oscillation.

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5546 Exp-Function Method for Finding Some Exact Solutions of Rosenau Kawahara and Rosenau Korteweg-de Vries Equations

Authors: Ehsan Mahdavi

Abstract:

In this paper, we apply the Exp-function method to Rosenau-Kawahara and Rosenau-KdV equations. Rosenau-Kawahara equation is the combination of the Rosenau and standard Kawahara equations and Rosenau-KdV equation is the combination of the Rosenau and standard KdV equations. These equations are nonlinear partial differential equations (NPDE) which play an important role in mathematical physics. Exp-function method is easy, succinct and powerful to implement to nonlinear partial differential equations arising in mathematical physics. We mainly try to present an application of Exp-function method and offer solutions for common errors wich occur during some of the recent works.

Keywords: Exp-function method, Rosenau Kawahara equation, Rosenau Korteweg-de Vries equation, nonlinear partial differential equation.

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5545 An Approach to Correlate the Statistical-Based Lorenz Method, as a Way of Measuring Heterogeneity, with Kozeny-Carman Equation

Authors: H. Khanfari, M. Johari Fard

Abstract:

Dealing with carbonate reservoirs can be mind-boggling for the reservoir engineers due to various digenetic processes that cause a variety of properties through the reservoir. A good estimation of the reservoir heterogeneity which is defined as the quality of variation in rock properties with location in a reservoir or formation, can better help modeling the reservoir and thus can offer better understanding of the behavior of that reservoir. Most of reservoirs are heterogeneous formations whose mineralogy, organic content, natural fractures, and other properties vary from place to place. Over years, reservoir engineers have tried to establish methods to describe the heterogeneity, because heterogeneity is important in modeling the reservoir flow and in well testing. Geological methods are used to describe the variations in the rock properties because of the similarities of environments in which different beds have deposited in. To illustrate the heterogeneity of a reservoir vertically, two methods are generally used in petroleum work: Dykstra-Parsons permeability variations (V) and Lorenz coefficient (L) that are reviewed briefly in this paper. The concept of Lorenz is based on statistics and has been used in petroleum from that point of view. In this paper, we correlated the statistical-based Lorenz method to a petroleum concept, i.e. Kozeny-Carman equation and derived the straight line plot of Lorenz graph for a homogeneous system. Finally, we applied the two methods on a heterogeneous field in South Iran and discussed each, separately, with numbers and figures. As expected, these methods show great departure from homogeneity. Therefore, for future investment, the reservoir needs to be treated carefully.

Keywords: Carbonate reservoirs, heterogeneity, homogeneous system, Dykstra-Parsons permeability variations (V), Lorenz coefficient (L).

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5544 Using Artificial Neural Network to Predict Collisions on Horizontal Tangents of 3D Two-Lane Highways

Authors: Omer F. Cansiz, Said M. Easa

Abstract:

The purpose of this study is mainly to predict collision frequency on the horizontal tangents combined with vertical curves using artificial neural network methods. The proposed ANN models are compared with existing regression models. First, the variables that affect collision frequency were investigated. It was found that only the annual average daily traffic, section length, access density, the rate of vertical curvature, smaller curve radius before and after the tangent were statistically significant according to related combinations. Second, three statistical models (negative binomial, zero inflated Poisson and zero inflated negative binomial) were developed using the significant variables for three alignment combinations. Third, ANN models are developed by applying the same variables for each combination. The results clearly show that the ANN models have the lowest mean square error value than those of the statistical models. Similarly, the AIC values of the ANN models are smaller to those of the regression models for all the combinations. Consequently, the ANN models have better statistical performances than statistical models for estimating collision frequency. The ANN models presented in this paper are recommended for evaluating the safety impacts 3D alignment elements on horizontal tangents.

Keywords: Collision frequency, horizontal tangent, 3D two-lane highway, negative binomial, zero inflated Poisson, artificial neural network.

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5543 Chua’s Circuit Regulation Using a Nonlinear Adaptive Feedback Technique

Authors: Abolhassan Razminia, Mohammad-Ali Sadrnia

Abstract:

Chua’s circuit is one of the most important electronic devices that are used for Chaos and Bifurcation studies. A central role of secure communication is devoted to it. Since the adaptive control is used vastly in the linear systems control, here we introduce a new trend of application of adaptive method in the chaos controlling field. In this paper, we try to derive a new adaptive control scheme for Chua’s circuit controlling because control of chaos is often very important in practical operations. The novelty of this approach is for sake of its robustness against the external perturbations which is simulated as an additive noise in all measured states and can be generalized to other chaotic systems. Our approach is based on Lyapunov analysis and the adaptation law is considered for the feedback gain. Because of this, we have named it NAFT (Nonlinear Adaptive Feedback Technique). At last, simulations show the capability of the presented technique for Chua’s circuit.

Keywords: Chaos, adaptive control, nonlinear control, Chua's circuit.

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5542 A Brief Study about Nonparametric Adherence Tests

Authors: Vinicius R. Domingues, Luan C. S. M. Ozelim

Abstract:

The statistical study has become indispensable for various fields of knowledge. Not any different, in Geotechnics the study of probabilistic and statistical methods has gained power considering its use in characterizing the uncertainties inherent in soil properties. One of the situations where engineers are constantly faced is the definition of a probability distribution that represents significantly the sampled data. To be able to discard bad distributions, goodness-of-fit tests are necessary. In this paper, three non-parametric goodness-of-fit tests are applied to a data set computationally generated to test the goodness-of-fit of them to a series of known distributions. It is shown that the use of normal distribution does not always provide satisfactory results regarding physical and behavioral representation of the modeled parameters.

Keywords: Kolmogorov-Smirnov, Anderson-Darling, Cramer-Von-Mises, Nonparametric adherence tests.

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5541 Fault Detection via Stability Analysis for the Hybrid Control Unit of HEVs

Authors: Kyogun Chang, Yoon Bok Lee

Abstract:

Fault detection determines faultexistence and detecting time. This paper discusses two layered fault detection methods to enhance the reliability and safety. Two layered fault detection methods consist of fault detection methods of component level controllers and system level controllers. Component level controllers detect faults by using limit checking, model-based detection, and data-driven detection and system level controllers execute detection by stability analysis which can detect unknown changes. System level controllers compare detection results via stability with fault signals from lower level controllers. This paper addresses fault detection methods via stability and suggests fault detection criteria in nonlinear systems. The fault detection method applies tothe hybrid control unit of a military hybrid electric vehicleso that the hybrid control unit can detect faults of the traction motor.

Keywords: Two Layered Fault Detection, Stability Analysis, Fault-Tolerant Control

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5540 Fuzzy Rules Emulated Network Adaptive Controller with Unfixed Learning Rate for a Class of Unknown Discrete-time Nonlinear Systems

Authors: Chidentree Treesatayapun

Abstract:

A direct adaptive controller for a class of unknown nonlinear discrete-time systems is presented in this article. The proposed controller is constructed by fuzzy rules emulated network (FREN). With its simple structure, the human knowledge about the plant is transferred to be if-then rules for setting the network. These adjustable parameters inside FREN are tuned by the learning mechanism with time varying step size or learning rate. The variation of learning rate is introduced by main theorem to improve the system performance and stabilization. Furthermore, the boundary of adjustable parameters is guaranteed through the on-line learning and membership functions properties. The validation of the theoretical findings is represented by some illustrated examples.

Keywords: Neuro-Fuzzy, learning algorithm, nonlinear discrete time.

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5539 Design of Nonlinear Robust Control in a Class of Structurally Stable Functions

Authors: V. Ten

Abstract:

An approach of design of stable of control systems with ultimately wide ranges of uncertainly disturbed parameters is offered. The method relies on using of nonlinear structurally stable functions from catastrophe theory as controllers. Theoretical part presents an analysis of designed nonlinear second-order control systems. As more important the integrators in series, canonical controllable form and Jordan forms are considered. The analysis resumes that due to added controllers systems become stable and insensitive to any disturbance of parameters. Experimental part presents MATLAB simulation of design of control systems of epidemic spread, aircrafts angular motion and submarine depth. The results of simulation confirm the efficiency of offered method of design. KeywordsCatastrophes, robust control, simulation, uncertain parameters.

Keywords: Catastrophes, robust control, simulation, uncertain parameters.

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5538 Identification of a PWA Model of a Batch Reactor for Model Predictive Control

Authors: Gorazd Karer, Igor Skrjanc, Borut Zupancic

Abstract:

The complex hybrid and nonlinear nature of many processes that are met in practice causes problems with both structure modelling and parameter identification; therefore, obtaining a model that is suitable for MPC is often a difficult task. The basic idea of this paper is to present an identification method for a piecewise affine (PWA) model based on a fuzzy clustering algorithm. First we introduce the PWA model. Next, we tackle the identification method. We treat the fuzzy clustering algorithm, deal with the projections of the fuzzy clusters into the input space of the PWA model and explain the estimation of the parameters of the PWA model by means of a modified least-squares method. Furthermore, we verify the usability of the proposed identification approach on a hybrid nonlinear batch reactor example. The result suggest that the batch reactor can be efficiently identified and thus formulated as a PWA model, which can eventually be used for model predictive control purposes.

Keywords: Batch reactor, fuzzy clustering, hybrid systems, identification, nonlinear systems, PWA systems.

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5537 Optimal Combination for Modal Pushover Analysis by Using Genetic Algorithm

Authors: K. Shakeri, M. Mohebbi

Abstract:

In order to consider the effects of the higher modes in the pushover analysis, during the recent years several multi-modal pushover procedures have been presented. In these methods the response of the considered modes are combined by the square-rootof- sum-of-squares (SRSS) rule while application of the elastic modal combination rules in the inelastic phases is no longer valid. In this research the feasibility of defining an efficient alternative combination method is investigated. Two steel moment-frame buildings denoted SAC-9 and SAC-20 under ten earthquake records are considered. The nonlinear responses of the structures are estimated by the directed algebraic combination of the weighted responses of the separate modes. The weight of the each mode is defined so that the resulted response of the combination has a minimum error to the nonlinear time history analysis. The genetic algorithm (GA) is used to minimize the error and optimize the weight factors. The obtained optimal factors for each mode in different cases are compared together to find unique appropriate weight factors for each mode in all cases.

Keywords: Genetic Algorithm, Modal Pushover, Optimalweight.

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5536 Nonlinear Fuzzy Tracking Real-time-based Control of Drying Parameters

Authors: Marco Soares dos Santos, Camila Nicola Boeri, Jorge Augusto Ferreira, Fernando Neto da Silva

Abstract:

The highly nonlinear characteristics of drying processes have prompted researchers to seek new nonlinear control solutions. However, the relation between the implementation complexity, on-line processing complexity, reliability control structure and controller-s performance is not well established. The present paper proposes high performance nonlinear fuzzy controllers for a real-time operation of a drying machine, being developed under a consistent match between those issues. A PCI-6025E data acquisition device from National Instruments® was used, and the control system was fully designed with MATLAB® / SIMULINK language. Drying parameters, namely relative humidity and temperature, were controlled through MIMOs Hybrid Bang-bang+PI (BPI) and Four-dimensional Fuzzy Logic (FLC) real-time-based controllers to perform drying tests on biological materials. The performance of the drying strategies was compared through several criteria, which are reported without controllers- retuning. Controllers- performance analysis has showed much better performance of FLC than BPI controller. The absolute errors were lower than 8,85 % for Fuzzy Logic Controller, about three times lower than the experimental results with BPI control.

Keywords: Drying control, Fuzzy logic control, Intelligent temperature-humidity control.

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5535 Nonlinear Thermal Expansion Model for SiC/Al

Authors: T.R. Sahroni, S. Sulaiman, I. Romli, M.R. Salleh, H.A. Ariff

Abstract:

The thermal expansion behaviour of silicon carbide (SCS-2) fibre reinforced 6061 aluminium matrix composite subjected to the influenced thermal mechanical cycling (TMC) process were investigated. The thermal stress has important effect on the longitudinal thermal expansion coefficient of the composites. The present paper used experimental data of the thermal expansion behaviour of a SiC/Al composite for temperatures up to 370°C, in which their data was used for carrying out modelling of theoretical predictions.

Keywords: Nonlinear, thermal, fibre reinforced, metal matrixcomposites

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5534 Global Chaos Synchronization of Identical and Nonidentical Chaotic Systems Using Only Two Nonlinear Controllers

Authors: Azizan Bin Saaban, Adyda Binti Ibrahim, Mohammad Shehzad, Israr Ahmad

Abstract:

In chaos synchronization, the main goal is to design such controller(s) that synchronizes the states of master and slave system asymptotically globally. This paper studied and investigated the synchronization problem of two identical Chen, and identical Tigan chaotic systems and two non-identical Chen and Tigan chaotic systems using Non-linear active control algorithm. In this study, based on Lyapunov stability theory and using non-linear active control algorithm, it has been shown that the proposed schemes have excellent transient performance using only two nonlinear controllers and have shown analytically as well as graphically that synchronization is asymptotically globally stable.

Keywords: Nonlinear Active Control, Chen and Tigan Chaotic systems, Lyapunov Stability theory, Synchronization.

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5533 Identification of Arousal and Relaxation by using SVM-Based Fusion of PPG Features

Authors: Chi Jung Kim, Mincheol Whang, Eui Chul Lee

Abstract:

In this paper, we propose a new method to distinguish between arousal and relaxation states by using multiple features acquired from a photoplethysmogram (PPG) and support vector machine (SVM). To induce arousal and relaxation states in subjects, 2 kinds of sound stimuli are used, and their corresponding biosignals are obtained using the PPG sensor. Two features–pulse to pulse interval (PPI) and pulse amplitude (PA)–are extracted from acquired PPG data, and a nonlinear classification between arousal and relaxation is performed using SVM. This methodology has several advantages when compared with previous similar studies. Firstly, we extracted 2 separate features from PPG, i.e., PPI and PA. Secondly, in order to improve the classification accuracy, SVM-based nonlinear classification was performed. Thirdly, to solve classification problems caused by generalized features of whole subjects, we defined each threshold according to individual features. Experimental results showed that the average classification accuracy was 74.67%. Also, the proposed method showed the better identification performance than the single feature based methods. From this result, we confirmed that arousal and relaxation can be classified using SVM and PPG features.

Keywords: Support Vector Machine, PPG, Emotion Recognition, Arousal, Relaxation

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5532 Stable Robust Adaptive Controller and Observer Design for a Class of SISO Nonlinear Systems with Unknown Dead Zone

Authors: Ibrahim F. Jasim

Abstract:

This paper presents a new stable robust adaptive controller and observer design for a class of nonlinear systems that contain i. Coupling of unmeasured states and unknown parameters ii. Unknown dead zone at the system actuator. The system is firstly cast into a modified form in which the observer and parameter estimation become feasible. Then a stable robust adaptive controller, state observer, parameter update laws are derived that would provide global adaptive system stability and desirable performance. To validate the approach, simulation was performed to a single-link mechanical system with a dynamic friction model and unknown dead zone exists at the system actuation. Then a comparison is presented with the results when there is no dead zone at the system actuation.

Keywords: Dead Zone, Nonlinear Systems, Observer, Robust Adaptive Control.

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5531 Effect of Unbound Granular Materials Nonlinear Resilient Behavior on Pavement Response and Performance of Low Volume Roads

Authors: K. Sandjak, B. Tiliouine

Abstract:

Structural analysis of flexible pavements has been and still is currently performed using multi-layer elastic theory. However, for thinly surfaced pavements subjected to low to medium volumes of traffics, the importance of non-linear stress-strain behavior of unbound granular materials (UGM) requires the use of more sophisticated numerical models for structural design and performance of such pavements. In the present work, nonlinear unbound aggregates constitutive model is implemented within an axisymmetric finite element code developed to simulate the nonlinear behavior of pavement structures including two local aggregates of different mineralogical nature, typically used in Algerian pavements. The performance of the mechanical model is examined about its capability of representing adequately, under various conditions, the granular material non-linearity in pavement analysis. In addition, deflection data collected by Falling Weight Deflectometer (FWD) are incorporated into the analysis in order to assess the sensitivity of critical pavement design criteria and pavement design life to the constitutive model. Finally, conclusions of engineering significance are formulated. 

Keywords: Nonlinear resilient behavior, unbound granular materials, RLT test results, FWD backcalculations, finite element simulations, pavement response and performance.

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5530 Existence of Solution of Nonlinear Second Order Neutral Stochastic Differential Inclusions with Infinite Delay

Authors: Yong Li

Abstract:

The paper is concerned with the existence of solution of nonlinear second order neutral stochastic differential inclusions with infinite delay in a Hilbert Space. Sufficient conditions for the existence are obtained by using a fixed point theorem for condensing maps.

Keywords: Mild solution, Convex multivalued map, Neutral stochastic differential inclusions.

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5529 Route Training in Mobile Robotics through System Identification

Authors: Roberto Iglesias, Theocharis Kyriacou, Ulrich Nehmzow, Steve Billings

Abstract:

Fundamental sensor-motor couplings form the backbone of most mobile robot control tasks, and often need to be implemented fast, efficiently and nevertheless reliably. Machine learning techniques are therefore often used to obtain the desired sensor-motor competences. In this paper we present an alternative to established machine learning methods such as artificial neural networks, that is very fast, easy to implement, and has the distinct advantage that it generates transparent, analysable sensor-motor couplings: system identification through nonlinear polynomial mapping. This work, which is part of the RobotMODIC project at the universities of Essex and Sheffield, aims to develop a theoretical understanding of the interaction between the robot and its environment. One of the purposes of this research is to enable the principled design of robot control programs. As a first step towards this aim we model the behaviour of the robot, as this emerges from its interaction with the environment, with the NARMAX modelling method (Nonlinear, Auto-Regressive, Moving Average models with eXogenous inputs). This method produces explicit polynomial functions that can be subsequently analysed using established mathematical methods. In this paper we demonstrate the fidelity of the obtained NARMAX models in the challenging task of robot route learning; we present a set of experiments in which a Magellan Pro mobile robot was taught to follow four different routes, always using the same mechanism to obtain the required control law.

Keywords: Mobile robotics, system identification, non-linear modelling, NARMAX.

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5528 Classification Control for Discrimination between Interictal Epileptic and Non – Epileptic Pathological EEG Events

Authors: Sozon H. Papavlasopoulos, Marios S. Poulos, George D. Bokos, Angelos M. Evangelou

Abstract:

In this study, the problem of discriminating between interictal epileptic and non- epileptic pathological EEG cases, which present episodic loss of consciousness, investigated. We verify the accuracy of the feature extraction method of autocross-correlated coefficients which extracted and studied in previous study. For this purpose we used in one hand a suitable constructed artificial supervised LVQ1 neural network and in other a cross-correlation technique. To enforce the above verification we used a statistical procedure which based on a chi- square control. The classification and the statistical results showed that the proposed feature extraction is a significant accurate method for diagnostic discrimination cases between interictal and non-interictal EEG events and specifically the classification procedure showed that the LVQ neural method is superior than the cross-correlation one.

Keywords: Cross-Correlation Methods, Diagnostic Test, Interictal Epileptic, LVQ1 neural network, Auto-Cross-Correlation Methods, chi-square test.

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5527 Volterra Filtering Techniques for Removal of Gaussian and Mixed Gaussian-Impulse Noise

Authors: M. B. Meenavathi, K. Rajesh

Abstract:

In this paper, we propose a new class of Volterra series based filters for image enhancement and restoration. Generally the linear filters reduce the noise and cause blurring at the edges. Some nonlinear filters based on median operator or rank operator deal with only impulse noise and fail to cancel the most common Gaussian distributed noise. A class of second order Volterra filters is proposed to optimize the trade-off between noise removal and edge preservation. In this paper, we consider both the Gaussian and mixed Gaussian-impulse noise to test the robustness of the filter. Image enhancement and restoration results using the proposed Volterra filter are found to be superior to those obtained with standard linear and nonlinear filters.

Keywords: Gaussian noise, Image enhancement, Imagerestoration, Linear filters, Nonlinear filters, Volterra series.

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5526 Informal Inferential Reasoning Using a Modelling Approach within a Computer-Based Simulation

Authors: Theodosia Prodromou

Abstract:

The article investigates how 14- to 15- year-olds build informal conceptions of inferential statistics as they engage in a modelling process and build their own computer simulations with dynamic statistical software. This study proposes four primary phases of informal inferential reasoning for the students in the statistical modeling and simulation process. Findings show shifts in the conceptual structures across the four phases and point to the potential of all of these phases for fostering the development of students- robust knowledge of the logic of inference when using computer based simulations to model and investigate statistical questions.

Keywords: Inferential reasoning, learning, modelling, statistical inference, simulation.

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5525 Instability of a Nonlinear Differential Equation of Fifth Order with Variable Delay

Authors: Cemil Tunc

Abstract:

In this paper, we study the instability of the zero solution to a nonlinear differential equation with variable delay. By using the Lyapunov functional approach, some sufficient conditions for instability of the zero solution are obtained.

Keywords: Instability, Lyapunov-Krasovskii functional, delay differential equation, fifth order.

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5524 A Safety Analysis Method for Multi-Agent Systems

Authors: Ching Louis Liu, Edmund Kazmierczak, Tim Miller

Abstract:

Safety analysis for multi-agent systems is complicated by the, potentially nonlinear, interactions between agents. This paper proposes a method for analyzing the safety of multi-agent systems by explicitly focusing on interactions and the accident data of systems that are similar in structure and function to the system being analyzed. The method creates a Bayesian network using the accident data from similar systems. A feature of our method is that the events in accident data are labeled with HAZOP guide words. Our method uses an Ontology to abstract away from the details of a multi-agent implementation. Using the ontology, our methods then constructs an “Interaction Map,” a graphical representation of the patterns of interactions between agents and other artifacts. Interaction maps combined with statistical data from accidents and the HAZOP classifications of events can be converted into a Bayesian Network. Bayesian networks allow designers to explore “what it” scenarios and make design trade-offs that maintain safety. We show how to use the Bayesian networks, and the interaction maps to improve multi-agent system designs.

Keywords: Multi-agent system, safety analysis, safety model.

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5523 Blind Identification of MA Models Using Cumulants

Authors: Mohamed Boulouird, Moha M'Rabet Hassani

Abstract:

In this paper, many techniques for blind identification of moving average (MA) process are presented. These methods utilize third- and fourth-order cumulants of the noisy observations of the system output. The system is driven by an independent and identically distributed (i.i.d) non-Gaussian sequence that is not observed. Two nonlinear optimization algorithms, namely the Gradient Descent and the Gauss-Newton algorithms are exposed. An algorithm based on the joint-diagonalization of the fourth-order cumulant matrices (FOSI) is also considered, as well as an improved version of the classical C(q, 0, k) algorithm based on the choice of the Best 1-D Slice of fourth-order cumulants. To illustrate the effectiveness of our methods, various simulation examples are presented.

Keywords: Cumulants, Identification, MA models, Parameter estimation

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5522 Neuro-Fuzzy Network Based On Extended Kalman Filtering for Financial Time Series

Authors: Chokri Slim

Abstract:

The neural network's performance can be measured by efficiency and accuracy. The major disadvantages of neural network approach are that the generalization capability of neural networks is often significantly low, and it may take a very long time to tune the weights in the net to generate an accurate model for a highly complex and nonlinear systems. This paper presents a novel Neuro-fuzzy architecture based on Extended Kalman filter. To test the performance and applicability of the proposed neuro-fuzzy model, simulation study of nonlinear complex dynamic system is carried out. The proposed method can be applied to an on-line incremental adaptive learning for the prediction of financial time series. A benchmark case studie is used to demonstrate that the proposed model is a superior neuro-fuzzy modeling technique.

Keywords: Neuro-fuzzy, Extended Kalman filter, nonlinear systems, financial time series.

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5521 Two-Dimensional Solitary Wave Solution to the Quadratic Nonlinear Schrdinger Equation

Authors: Sarun Phibanchon

Abstract:

The solitary wave solution of the quadratic nonlinear Schrdinger equation is determined by the iterative method called Petviashvili method. This solution is also used for the initial condition for the time evolution to study the stability analysis. The spectral method is applied for the time evolution.

Keywords: soliton, iterative method, spectral method, plasma

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