Search results for: Contrast function

Authors: John N. Haddad, Serge B. Provost

Abstract:

Given a bivariate normal sample of correlated variables, (Xi, Yi), i = 1, . . . , n, an alternative estimator of Pearson’s correlation coefficient is obtained in terms of the ranges, |Xi − Yi|. An approximate confidence interval for ρX,Y is then derived, and a simulation study reveals that the resulting coverage probabilities are in close agreement with the set confidence levels. As well, a new approximant is provided for the density function of R, the sample correlation coefficient. A mixture involving the proposed approximate density of R, denoted by hR(r), and a density function determined from a known approximation due to R. A. Fisher is shown to accurately approximate the distribution of R. Finally, nearly exact density approximants are obtained on adjusting hR(r) by a 7th degree polynomial.

Keywords: Sample correlation coefficient, density approximation, confidence intervals.

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Authors: Ahmed Badawi, J. Michael Johnson, Mohamed Mahfouz

Abstract:

This paper proposes new enhancement models to the methods of nonlinear anisotropic diffusion to greatly reduce speckle and preserve image features in medical ultrasound images. By incorporating local physical characteristics of the image, in this case scatterer density, in addition to the gradient, into existing tensorbased image diffusion methods, we were able to greatly improve the performance of the existing filtering methods, namely edge enhancing (EE) and coherence enhancing (CE) diffusion. The new enhancement methods were tested using various ultrasound images, including phantom and some clinical images, to determine the amount of speckle reduction, edge, and coherence enhancements. Scatterer density weighted nonlinear anisotropic diffusion (SDWNAD) for ultrasound images consistently outperformed its traditional tensor-based counterparts that use gradient only to weight the diffusivity function. SDWNAD is shown to greatly reduce speckle noise while preserving image features as edges, orientation coherence, and scatterer density. SDWNAD superior performances over nonlinear coherent diffusion (NCD), speckle reducing anisotropic diffusion (SRAD), adaptive weighted median filter (AWMF), wavelet shrinkage (WS), and wavelet shrinkage with contrast enhancement (WSCE), make these methods ideal preprocessing steps for automatic segmentation in ultrasound imaging.

Keywords: Nonlinear anisotropic diffusion, ultrasound imaging, speckle reduction, scatterer density estimation, edge based enhancement, coherence enhancement.

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Authors: Ahmed Soltan, Ahmed G. Radwan, Ahmed M. Soliman

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This work aims to generalize the integer order Sallen-Key filters into the fractional-order domain. The analysis in the case of two different fractional-order elements introduced where the general transfer function becomes four terms which is unusual in the conventional case. In addition, the effect of the transfer function parameters on the filter poles and hence the stability is introduced and closed forms for the filter critical frequencies are driven. Finally, different examples for the fractional order Sallen-Key filter design are presented with circuit simulations using ADS where a great matching between the numerical and simulation results is obtained.

Keywords: Analog Filter, Low-Pass Filter, Fractance, Sallen-Key, Stability.

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Authors: Elragig Aiman, Dreiwi Hanan, Townley Stuart, Elmabrook Idriss

Abstract:

In this paper, we reconsider the analysis of the Oregonator model. We highlight an error in this analysis which leads to an incorrect depiction of the parameter region in which diffusion driven instability is possible. We believe that the cause of the oversight is the complexity of stability analyses based on eigenvalues and the dependence on parameters of matrix minors appearing in stability calculations. We regenerate the parameter space where Turing patterns can be seen, and we use the common Lyapunov function (CLF) approach, which is numerically reliable, to further confirm the dependence of the results on diffusion coefficients intensities.

Keywords: Diffusion driven instability, common Lyapunov function (CLF), turing pattern, positive-definite matrix.

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Authors: Gaurav Kumar, Rakesh Kumar Bajaj

Abstract:

The primary objective of the paper is to propose a new method for solving assignment problem under uncertain situation. In the classical assignment problem (AP), z_pqdenotes the cost for assigning the qth job to the pth person which is deterministic in nature. Here in some uncertain situation, we have assigned a cost in the form of composite relative degree F_pq instead of  and this replaced cost is in the maximization form. In this paper, it has been solved and validated by the two proposed algorithms, a new mathematical formulation of IVIF assignment problem has been presented where the cost has been considered to be an IVIFN and the membership of elements in the set can be explained by positive and negative evidences. To determine the composite relative degree of similarity of IVIFS the concept of similarity measure and the score function is used for validating the solution which is obtained by Composite relative similarity degree method. Further, hypothetical numeric illusion is conducted to clarify the method’s effectiveness and feasibility developed in the study. Finally, conclusion and suggestion for future work are also proposed.

Keywords: Assignment problem, Interval-valued Intuitionistic Fuzzy Sets, Similarity Measures, score function.

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Authors: Yongping Ren, Zongli Li, Fan Zhang

Abstract:

A new nonlinear PID controller and its stability analysis are presented in this paper. A nonlinear function is deduced from the similarities between the control effort and the electric-field effect of a capacitor. The conventional linear PID controller can be modified into a nonlinear one by this function. To analyze the stability of the nonlinear PID controlled system, an idea of energy equivalence is adapted to avoid the conservativeness which is usually arisen from some traditional theorems and Criterions. The energy equivalence is naturally related with the conceptions of Passivity and T-Passivity. As a result, an engineering guideline for the parameter design of the nonlinear PID controller is obtained. An inverted pendulum system is tested to verify the nonlinear PID control scheme.

Keywords: Nonlinear PID controller, stability, gain equivalence, dissipative, T-Passivity.

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Authors: Eszter Tóth, Ervin Welker

Abstract:

Shadoo protein (Sho) was described in 2003 as the newest member of Prion protein superfamily [1]. Sho has similar structural motifs like prion protein (PrP) that is known for its central role in transmissible spongiform enchephalopathies. Although a great number of functions have been proposed, the exact physiological function of PrP is not known yet. Investigation of the function and localization of Sho may help us to understand the function of the Prion protein superfamily. Analyzing the subcellular localization of YFP-tagged forms of Sho, we detected the protein in the plasma membrane and in the nucleus of various cell lines. To reveal the localization of the endogenous protein we generated antibodies against Shadoo as well as employed commercially available anti-Shadoo antibodies: i) EG62 anti-mouse Shadoo antibody generated by Eurogentec Ltd.; ii) S-12 anti-human Shadoo antibody by Santa Cruz Biotechnology Inc.; iii) R-12 anti-mouse Shadoo antibody by Santa Cruz Biotechnology Inc.; iv) SPRN antibody against human Shadoo by Abgent Inc. We carried out immunocytochemistry on non-transfected HeLa, Zpl 2-1, Zw 3-5, GT1-1, GT1-7 and SHSY5Y cells as well as on YFP-Sho, Sho-YFP, and YFP-GPI transfected HeLa cells. Their specificity (in antibody-peptide competition assay) and co-localization (with the YFP signal) were assessed.

Keywords: Shadoo, prion protein, immunocytochemistry, antibody-peptide competition assay, antibody.

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Authors: Salsabil Trabelsi, Zied Elouedi, Khaled Mellouli

Abstract:

The belief decision tree (BDT) approach is a decision tree in an uncertain environment where the uncertainty is represented through the Transferable Belief Model (TBM), one interpretation of the belief function theory. The uncertainty can appear either in the actual class of training objects or attribute values of objects to classify. In this paper, we develop a post-pruning method of belief decision trees in order to reduce size and improve classification accuracy on unseen cases. The pruning of decision tree has a considerable intention in the areas of machine learning.

Keywords: machine learning, uncertainty, belief function theory, belief decision tree, pruning.

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Authors: Miaomiao Yang, Shouming Zhong

Abstract:

This paper studies the problem of stability criteria for neural networks with two additive time-varying delays.A new Lyapunov-Krasovskii function is constructed and some new delay dependent stability criterias are derived in the terms of linear matrix inequalities(LMI), zero equalities and reciprocally convex approach.The several stability criterion proposed in this paper is simpler and effective. Finally,numerical examples are provided to demonstrate the feasibility and effectiveness of our results.

Keywords: Stability, Neural networks, Linear Matrix Inequalities (LMI) , Lyapunov function, Time-varying delays

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Authors: Thanapiyawanit Bancha, Lu Jau-Huai

Abstract:

In this study, we developed a model to predict the temperature and the pressure variation in an internal combustion engine operated in HCCI (Homogeneous charge compression ignition) mode. HCCI operation begins from aspirating of homogeneous charge mixture through intake valve like SI (Spark ignition) engine and the premixed charge is compressed until temperature and pressure of mixture reach autoignition point like diesel engine. Combustion phase was described by double-Wiebe function. The single zone model coupled with an double-Wiebe function were performed to simulated pressure and temperature between the period of IVC (Inlet valve close) and EVO (Exhaust valve open). Mixture gas properties were implemented using STANJAN and transfer the results to main model. The model has considered the engine geometry and enables varying in fuelling, equivalence ratio, manifold temperature and pressure. The results were compared with the experiment and showed good correlation with respect to combustion phasing, pressure rise, peak pressure and temperature. This model could be adapted and use to control start of combustion for HCCI engine.

Keywords: Double-Wiebe function, HCCI, Ignition enhancer, Single zone model.

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Authors: J. P. Dubois

Abstract:

This paper reports the feasibility of the ARMA model to describe a bursty video source transmitting over a AAL5 ATM link (VBR traffic). The traffic represents the activity of the action movie "Lethal Weapon 3" transmitted over the ATM network using the Fore System AVA-200 ATM video codec with a peak rate of 100 Mbps and a frame rate of 25. The model parameters were estimated for a single video source and independently multiplexed video sources. It was found that the model ARMA (2, 4) is well-suited for the real data in terms of average rate traffic profile, probability density function, autocorrelation function, burstiness measure, and the pole-zero distribution of the filter model.

Keywords: ARMA, ATM networks, burstiness, multimediatraffic, VBR video.

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Authors: Wayne Goodridge, Alexander Nikov, Ashok Sahai

Abstract:

Multi criteria decision making (MCDM) methods like analytic hierarchy process, ELECTRE and multi-attribute utility theory are critically studied. They have irregularities in terms of the reliability of ranking of the best alternatives. The Routing Decision Support (RDS) algorithm is trying to improve some of their deficiencies. This paper gives a mathematical verification that the RDS algorithm conforms to the test criteria for an effective MCDM method when a linear preference function is considered.

Keywords: Decision support systems, linear preference function, multi-criteria decision-making algorithm, analytic hierarchy process.

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Authors: Satyanadh Gundimada, Vijayan K Asari

Abstract:

A novel feature selection strategy to improve the recognition accuracy on the faces that are affected due to nonuniform illumination, partial occlusions and varying expressions is proposed in this paper. This technique is applicable especially in scenarios where the possibility of obtaining a reliable intra-class probability distribution is minimal due to fewer numbers of training samples. Phase congruency features in an image are defined as the points where the Fourier components of that image are maximally inphase. These features are invariant to brightness and contrast of the image under consideration. This property allows to achieve the goal of lighting invariant face recognition. Phase congruency maps of the training samples are generated and a novel modular feature selection strategy is implemented. Smaller sub regions from a predefined neighborhood within the phase congruency images of the training samples are merged to obtain a large set of features. These features are arranged in the order of increasing distance between the sub regions involved in merging. The assumption behind the proposed implementation of the region merging and arrangement strategy is that, local dependencies among the pixels are more important than global dependencies. The obtained feature sets are then arranged in the decreasing order of discriminating capability using a criterion function, which is the ratio of the between class variance to the within class variance of the sample set, in the PCA domain. The results indicate high improvement in the classification performance compared to baseline algorithms.

Keywords: Discriminant analysis, intra-class probability distribution, principal component analysis, phase congruency.

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Authors: Kazunari Meguro, Shinichi Motomura, Takao Kawamura, Kazunori Sugahara

Abstract:

We have developed a distributed asynchronous Web based training system. In order to improve the scalability and robustness of this system, all contents and a function are realized on mobile agents. These agents are distributed to computers, and they can use a Peer to Peer network that modified Content-Addressable Network. In this system, all computers offer the function and exercise by themselves. However, the system that all computers do the same behavior is not realistic. In this paper, as a solution of this issue, we present an e-Learning system that is composed of computers of different participation types. Enabling the computer of different participation types will improve the convenience of the system.

Keywords: Distributed Multimedia Systems, e-Learning, P2P, Mobile Agen

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Authors: Atamas N. A., Atamas A. A.

Abstract:

Energetic and structural results for ethanol-water mixtures as a function of the mole fraction were calculated using Monte Carlo methodology. Energy partitioning results obtained for equimolar water-ethanol mixture and ether organic liquids are compared. It has been shown that at xet=0.22 the RDFs for waterethanol and ethanol-ethanol interactions indicated strong hydrophobic interactions between ethanol molecules and the local structure of solution is less structured at this concentration as at ether ones. Results obtained for ethanol-water mixture as a function of concentration are in good agreement with the experimental data.

Keywords: Ethanol, molecular liquids, Monte Carlo, water, thermodynamics.

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Authors: Halil Snopce, Ilir Spahiu, Lavdrim Elmazi

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A lot of Scientific and Engineering problems require the solution of large systems of linear equations of the form bAx in an effective manner. LU-Decomposition offers good choices for solving this problem. Our approach is to find the lower bound of processing elements needed for this purpose. Here is used the so called Omega calculus, as a computational method for solving problems via their corresponding Diophantine relation. From the corresponding algorithm is formed a system of linear diophantine equalities using the domain of computation which is given by the set of lattice points inside the polyhedron. Then is run the Mathematica program DiophantineGF.m. This program calculates the generating function from which is possible to find the number of solutions to the system of Diophantine equalities, which in fact gives the lower bound for the number of processors needed for the corresponding algorithm. There is given a mathematical explanation of the problem as well. Keywordsgenerating function, lattice points in polyhedron, lower bound of processor elements, system of Diophantine equationsand : calculus.

Keywords: generating function, lattice points in polyhedron, lower bound of processor elements, system of Diophantine equations and calculus.

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Authors: Kamran Turkoglu, Ugur Ozdemir, Melike Nikbay, Elbrous M. Jafarov

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In this paper, an automatic control system design based on Integral Squared Error (ISE) parameter optimization technique has been implemented on longitudinal flight dynamics of an UAV. It has been aimed to minimize the error function between the reference signal and the output of the plant. In the following parts, objective function has been defined with respect to error dynamics. An unconstrained optimization problem has been solved analytically by using necessary and sufficient conditions of optimality, optimum PID parameters have been obtained and implemented in control system dynamics.

Keywords: Optimum Design, KKT Conditions, UAV, Longitudinal Flight Dynamics, ISE Parameter Optimization.

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Authors: Meriem Bahij, Ahmed Nafidi, Boujemâa Achchab, Sílvio M. A. Gama, José A. O. Matos

Abstract:

Stochastic modeling concerns the use of probability to model real-world situations in which uncertainty is present. Therefore, the purpose of stochastic modeling is to estimate the probability of outcomes within a forecast, i.e. to be able to predict what conditions or decisions might happen under different situations. In the present study, we present a model of a stochastic diffusion process based on the bi-Weibull distribution function (its trend is proportional to the bi-Weibull probability density function). In general, the Weibull distribution has the ability to assume the characteristics of many different types of distributions. This has made it very popular among engineers and quality practitioners, who have considered it the most commonly used distribution for studying problems such as modeling reliability data, accelerated life testing, and maintainability modeling and analysis. In this work, we start by obtaining the probabilistic characteristics of this model, as the explicit expression of the process, its trends, and its distribution by transforming the diffusion process in a Wiener process as shown in the Ricciaardi theorem. Then, we develop the statistical inference of this model using the maximum likelihood methodology. Finally, we analyse with simulated data the computational problems associated with the parameters, an issue of great importance in its application to real data with the use of the convergence analysis methods. Overall, the use of a stochastic model reflects only a pragmatic decision on the part of the modeler. According to the data that is available and the universe of models known to the modeler, this model represents the best currently available description of the phenomenon under consideration.

Keywords: Diffusion process, discrete sampling, likelihood estimation method, simulation, stochastic diffusion equation, trends functions, bi-parameters Weibull density function.

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Authors: Tet H. Yeap

Abstract:

An analog restricted Hopfield Network is presented in this paper. It consists of two layers of nodes, visible and hidden nodes, connected by directional weighted paths forming a bipartite graph with no intralayer connection. An energy or Lyapunov function was derived to show that the proposed network will converge to stable states. By introducing hidden nodes, the proposed network can be trained to store patterns and has increased memory capacity. Training to be an associative memory, simulation results show that the associative memory performs better than a classical Hopfield network by being able to perform better memory recall when the input is noisy.

Keywords: Associative memory, Hopfield network, Lyapunov function, Restricted Hopfield network.

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Authors: Xing Li, Chengqing Zong

Abstract:

This paper presents an effective framework for Chinesesyntactic parsing, which includes two parts. The first one is a parsing framework, which is based on an improved bottom-up chart parsingalgorithm, and integrates the idea of the beam search strategy of N bestalgorithm and heuristic function of A* algorithm for pruning, then get multiple parsing trees. The second is a novel evaluation model, which integrates contextual and partial lexical information into traditional PCFG model and defines a new score function. Using this model, the tree with the highest score is found out as the best parsing tree. Finally,the contrasting experiment results are given. Keywords?syntactic parsing, PCFG, pruning, evaluation model.

Keywords: syntactic parsing, PCFG, pruning, evaluation model.

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Authors: Shuimiao Wan, Chao Yuan, Baoguang Tian

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In this paper, a linear mixed model which has two random effects is broken up into two models. This thesis gets the parameter estimation of the original model and an estimation’s statistical qualities based on these two models. Then many important properties are given by comparing this estimation with other general estimations. At the same time, this paper proves the analysis of variance estimate (ANOVAE) about σ2 of the original model is equal to the least-squares estimation (LSE) about σ2 of these two models. Finally, it also proves that this estimation is better than ANOVAE under Stein function and special condition in some degree.

Keywords: Linear mixed model, Random effects, Parameter estimation, Stein function.

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Authors: jianhua Hou, Changqing Yang, and Beibo Qin

Abstract:

A numerical method for solving nonlinear Fredholm integral equations of second kind is proposed. The Fredholm type equations which have many applications in mathematical physics are then considered. The method is based on hybrid function  approximations. The properties of hybrid of block-pulse functions and Chebyshev polynomials are presented and are utilized to reduce the computation of nonlinear Fredholm integral equations to a system of nonlinear. Some numerical examples are selected to illustrate the effectiveness and simplicity of the method.

Keywords: Hybrid functions, Fredholm integral equation, Blockpulse, Chebyshev polynomials, product operational matrix.

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Authors: Longqiao Zhou, Zixin Liu, Shu Lü

Abstract:

This paper addresses the robust stability problem of a class of delayed neutral Lur’e systems. Combined with the property of convex function and double integral Jensen inequality, a new tripe integral Lyapunov functional is constructed to derive some new stability criteria. Compared with some related results, the new criteria established in this paper are less conservative. Finally, two numerical examples are presented to illustrate the validity of the main results.

Keywords: Lur’e system, Convex function, Jensen integral inequality, Triple-integral method, Exponential stability.

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Authors: Robertoes K. K. Wibowo, Siswoyo Soekarno, Irma Puspitasari

Abstract:

Indonesian people use trains for their transportation, especially they use economy class train transportation because it is cheaper and has a more precise schedule than any other ground transportation. Nevertheless, the economy class passenger seat raises some inconvenience issues for passengers. This is due to the design of the chair on the economic class of trains that did not adjusted to the shape of anthropometry of Indonesian people. Thus, research needs to be conducted on the design of the seats in the economic class of trains. The purpose of this research is to make the design of economy class passenger seats ergonomic. This research method uses questionnaires and anthropometry measurements. The data obtained is processed using House of Quality of Ergonomic Function Development. From the results of analysis and data processing were obtained important changes from the original design. Ergonomic chair design according to the analysis is a stainless steel frame, seat height 390 mm, with a seat width for each passenger of 400 mm and a depth of 400 mm. Design of the backrest has a height of 840 mm, width of 430 mm and length of 300 mm that can move at the angle of 105-115 degrees. The width of the footrest is 42 mm and 400 mm length. The thickness of the seat cushion is 100 mm.

Keywords: Chair, ergonomics, function development, train passenger.

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Authors: Dong Xie, Leah Howard, Yiming Weng

Abstract:

The objective of this study was to synthesize and characterize 5-acryloyloxy-3,4-dichlorocrotonolactone (a furanone derivative), use this derivative to modify a dental restorative, and study the effect of the derivative on the antibacterial activity and compressive strength of the formed restorative. In this study, a furanone derivative was synthesized, characterized, and used to formulate a dental restorative. Compressive strength (CS) and S. mutans viability were used to evaluate the mechanical strength and antibacterial activity of the formed restorative. The fabricated restorative specimens were photocured and conditioned in distilled water at 37^oC for 24 h, followed by direct testing for CS or/and incubating with S. mutans for 48 h for antibacterial testing. The results show that the modified dental restorative showed a significant antibacterial activity without substantially decreasing the mechanical strengths. With addition of the antibacterial derivative up to 30%, the restorative kept its original CS nearly unchanged but showed a significant antibacterial activity with 68% reduction in the S. mutans viability. Furthermore, the antibacterial function of the modified restorative was not affected by human saliva. The aging study also indicates that the modified restorative may have a long-lasting antibacterial function. It is concluded that this experimental antibacterial restorative may potentially be developed into a clinically attractive dental filling restorative due to its high mechanical strength and antibacterial function.

Keywords: Antibacterial, dental filling restorative, compressive strength, S. mutans viability.

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Authors: Tosaphol Ratniyomchai, Uthai Jaithong, Thanatchai Kulworawanichpong

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This paper presents an application of power line carrier (PLC) for electrical power telemetering. This system has a special capability of transmitting the measured values to a centralized computer via power lines. The PLC modem as a passive high-pass filter is designed for transmitting and receiving information. Its function is to send the information carrier together with transmitted data by superimposing it on the 50 Hz power frequency signal. A microcontroller is employed to function as the main processing of the modem. It is programmed for PLC control and interfacing with other devices. Each power meter, connected via a PLC modem, is assigned with a unique identification number (address) for distinguishing each device from one another.

Keywords: Power telemetering, Power line carrier, High-passfilter, Digital data transmission

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Authors: Truong Quang Dang Khoa, Masahiro Nakagawa

Abstract:

Chaos and fractals are novel fields of physics and mathematics showing up a new way of universe viewpoint and creating many ideas to solve several present problems. In this paper, a novel algorithm based on the chaotic sequence generator with the highest ability to adapt and reach the global optima is proposed. The adaptive ability of proposal algorithm is flexible in 2 steps. The first one is a breadth-first search and the second one is a depth-first search. The proposal algorithm is examined by 2 functions, the Camel function and the Schaffer function. Furthermore, the proposal algorithm is applied to optimize training Multilayer Neural Networks.

Keywords: learning and evolutionary computing, Chaos Optimization Algorithm, Artificial Neural Networks, nonlinear optimization, intelligent computational technologies.

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Authors: J. Daba, J. Dubois

Abstract:

In this work, we improve a previously developed segmentation scheme aimed at extracting edge information from speckled images using a maximum likelihood edge detector. The scheme was based on finding a threshold for the probability density function of a new kernel defined as the arithmetic mean-to-geometric mean ratio field over a circular neighborhood set and, in a general context, is founded on a likelihood random field model (LRFM). The segmentation algorithm was applied to discriminated speckle areas obtained using simple elliptic discriminant functions based on measures of the signal-to-noise ratio with fractional order moments. A rigorous stochastic analysis was used to derive an exact expression for the cumulative density function of the probability density function of the random field. Based on this, an accurate probability of error was derived and the performance of the scheme was analysed. The improved segmentation scheme performed well for both simulated and real images and showed superior results to those previously obtained using the original LRFM scheme and standard edge detection methods. In particular, the false alarm probability was markedly lower than that of the original LRFM method with oversegmentation artifacts virtually eliminated. The importance of this work lies in the development of a stochastic-based segmentation, allowing an accurate quantification of the probability of false detection. Non visual quantification and misclassification in medical ultrasound speckled images is relatively new and is of interest to clinicians.

Keywords: Discriminant function, false alarm, segmentation, signal-to-noise ratio, skewness, speckle.

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Authors: Promise A. Azor, Avievie Igodo, Esabai M. Ase

Abstract:

The paper merged the return of premium clause and voluntary contributions to investigate retirees’ investment plan in a defined contributory (DC) pension scheme with a portfolio comprising of a risk-free asset and a risky asset whose price process is described by geometric Brownian motion (GBM). The paper considers additional voluntary contributions paid by members, charge on balance by pension fund administrators and the mortality risk of members of the scheme during the accumulation period by introducing return of premium clause. To achieve this, the Weilbull mortality force function is used to establish the mortality rate of members during accumulation phase. Furthermore, an optimization problem from the Hamilton Jacobi Bellman (HJB) equation is obtained using dynamic programming approach. Also, the Legendre transformation method is used to transform the HJB equation which is a nonlinear partial differential equation to a linear partial differential equation and solves the resultant equation for the value function and the optimal distribution plan under logarithm utility function. Finally, numerical simulations of the impact of some important parameters on the optimal distribution plan were obtained and it was observed that the optimal distribution plan is inversely proportional to the initial fund size, predetermined interest rate, additional voluntary contributions, charge on balance and instantaneous volatility.

Keywords: Legendre transform, logarithm utility, optimal distribution plan, return clause of premium, charge on balance, Weibull mortality function.

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Authors: Banaja Mohanty, Prakash Kumar Hota

Abstract:

This paper represents performance of particle swarm optimisation (PSO) algorithm based integral (I) controller and proportional-integral controller (PI) for interconnected hydro-thermal automatic generation control (AGC) with generation rate constraint (GRC) and Thyristor controlled phase shifter (TCPS) in series with tie line. The control strategy of TCPS provides active control of system frequency. Conventional objective function integral square error (ISE) and another objective function considering square of derivative of change in frequencies of both areas and change in tie line power are considered. The aim of designing the objective function is to suppress oscillation in frequency deviations and change in tie line power oscillation. The controller parameters are searched by PSO algorithm by minimising the objective functions. The dynamic performance of the controllers I and PI, for both the objective functions, are compared with conventionally optimized I controller.

Keywords: Automatic generation control (AGC), Generation rate constraint (GRC), Thyristor control phase shifter (TCPS), Particle swarm optimization (PSO).

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