Search results for: optimization problems in signal processing.

Authors: Carmen Maria Moraru, Iuliana Stefan, Ovidiu Balteanu, Ciprian Bucur, Liviu Stefan, Anisia Bornea, Ioan Stefanescu

Abstract:

The implementation of the new software and hardware-s technologies for tritium processing nuclear plants, and especially those with an experimental character or of new technology developments shows a coefficient of complexity due to issues raised by the implementation of the performing instrumentation and equipment into a unitary monitoring system of the nuclear technological process of tritium removal. Keeping the system-s flexibility is a demand of the nuclear experimental plants for which the change of configuration, process and parameters is something usual. The big amount of data that needs to be processed stored and accessed for real time simulation and optimization demands the achievement of the virtual technologic platform where the data acquiring, control and analysis systems of the technological process can be integrated with a developed technological monitoring system. Thus, integrated computing and monitoring systems needed for the supervising of the technological process will be executed, to be continued with the execution of optimization system, by choosing new and performed methods corresponding to the technological processes within the tritium removal processing nuclear plants. The developing software applications is executed with the support of the program packages dedicated to industrial processes and they will include acquisition and monitoring sub-modules, named “virtually" as well as the storage sub-module of the process data later required for the software of optimization and simulation of the technological process for tritium removal. The system plays and important role in the environment protection and durable development through new technologies, that is – the reduction of and fight against industrial accidents in the case of tritium processing nuclear plants. Research for monitoring optimisation of nuclear processes is also a major driving force for economic and social development.

Keywords: Monitoring system, process simulation.

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Authors: Nasr Al-Hinai, Tarek Y. ElMekkawy

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The performance of schedules released to a shop floor may greatly be affected by unexpected disruptions. Thus, this paper considers the flexible job shop scheduling problem when processing times of some operations are represented by a uniform distribution with given lower and upper bounds. The objective is to find a predictive schedule that can deal with this uncertainty. The paper compares two genetic approaches to obtain predictive schedule. To determine the performance of the predictive schedules obtained by both approaches, an experimental study is conducted on a number of benchmark problems.

Keywords: Genetic algorithm, met-heuristic, robust scheduling, uncertainty of processing times

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Authors: Fatma H. Elfouly, Mohamed I. Mahmoud, Moawad I. M. Dessouky, Salah Deyab

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Recently, the Field Programmable Gate Array (FPGA) technology offers the potential of designing high performance systems at low cost. The discrete wavelet transform has gained the reputation of being a very effective signal analysis tool for many practical applications. However, due to its computation-intensive nature, current implementation of the transform falls short of meeting real-time processing requirements of most application. The objectives of this paper are implement the Haar and Daubechies wavelets using FPGA technology. In addition, the Bit Error Rate (BER) between the input audio signal and the reconstructed output signal for each wavelet is calculated. From the BER, it is seen that the implementations execute the operation of the wavelet transform correctly and satisfying the perfect reconstruction conditions. The design procedure has been explained and designed using the stat-ofart Electronic Design Automation (EDA) tools for system design on FPGA. Simulation, synthesis and implementation on the FPGA target technology has been carried out.

Keywords: Daubechies wavelet, discrete wavelet transform, Haar wavelet, Xilinx FPGA.

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Authors: David Prochazka, Ľudmila Ballová, Karel Novotný, Jan Novotný, Radomír Malina, Petr Babula, Vojtěch Adam, René Kizek, Klára Procházková, Jozef Kaiser

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Here we report on the utilization of Laser-Induced Breakdown Spectroscopy (LIBS) for determination of Quantum Dots (QDs) in liquid solution. The process of optimization of experimental conditions from choosing the carrier medium to application of colloid QDs is described. The main goal was to get the best possible signal to noise ratio. The results obtained from the measurements confirmed the capability of LIBS technique for qualitative and afterwards quantitative determination of QDs in liquid solution.

Keywords: Laser-Induced Breakdown Spectroscopy, liquid analysis, nanocrystals, nanotechnology, Quantum dots.

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Authors: Kouamana Bousson, Paulo Machado

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The optimization and control problem for 4D trajectories is a subject rarely addressed in literature. In the 4D navigation problem we define waypoints, for each mission, where the arrival time is specified in each of them. One way to design trajectories for achieving this kind of mission is to use the trajectory optimization concepts. To solve a trajectory optimization problem we can use the indirect or direct methods. The indirect methods are based on maximum principle of Pontryagin, on the other hand, in the direct methods it is necessary to transform into a nonlinear programming problem. We propose an approach based on direct methods with a pseudospectral integration scheme built on Chebyshev polynomials.

Keywords: Pseudospectral Methods, Trajectory Optimization, 4DTrajectories

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Authors: Max Ti-Kuang Hou, Hui-Mei Shen, Chiang-Ni Lu, I-Jen Hsu

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We present design, fabrication, and characterization of a small (12 mm × 12 mm × 8 mm) movable railway vehicle for sensor carrying. The miniature railway vehicle (MRV) was mainly composed of a vibrational structure and three legs. A railway was designed and fabricated to power and guide the MRV. It also transmits the sensed data from the MRV to the signal processing unit. The MRV with legs on the railway was moving due to its high-frequency vibration. A model was derived to describe the motion. Besides, FEM simulations were performed to design the legs. Then, the MRV and the railway were fabricated by precision machining. Finally, an infrared sensor was carried and tested. The result shows that the MRV without loading was moving along the railway and its maximum speed was 12.2 mm/s. Moreover, the testing signal was sensed by the MRV.

Keywords: Locomotion, Micro-Robot, Miniature Railway Vehicle, Stick-Slip.

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Authors: A. Nuchitprasittichai, N. Lerdritsirikoon, T. Khamsing

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Simulation modeling can be used to solve real world problems. It provides an understanding of a complex system. To develop a simplified model of process simulation, a suitable experimental design is required to be able to capture surface characteristics. This paper presents the experimental design and algorithm used to model the process simulation for optimization problem. The CO₂ liquefaction based on external refrigeration with two refrigeration circuits was used as a simulation case study. Latin Hypercube Sampling (LHS) was purposed to combine with existing Central Composite Design (CCD) samples to improve the performance of CCD in generating the second order model of the system. The second order model was then used as the objective function of the optimization problem. The results showed that adding LHS samples to CCD samples can help capture surface curvature characteristics. Suitable number of LHS sample points should be considered in order to get an accurate nonlinear model with minimum number of simulation experiments.

Keywords: Central composite design, CO2 liquefaction, Latin Hypercube Sampling, simulation – based optimization.

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Authors: Mohammad Amin Safi, Mahmud Ashrafizaadeh, Amir Ali Ashrafizaadeh

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A highly optimized implementation of binary mixture diffusion with no initial bulk velocity on graphics processors is presented. The lattice Boltzmann model is employed for simulating the binary diffusion of oxygen and nitrogen into each other with different initial concentration distributions. Simulations have been performed using the latest proposed lattice Boltzmann model that satisfies both the indifferentiability principle and the H-theorem for multi-component gas mixtures. Contemporary numerical optimization techniques such as memory alignment and increasing the multiprocessor occupancy are exploited along with some novel optimization strategies to enhance the computational performance on graphics processors using the C for CUDA programming language. Speedup of more than two orders of magnitude over single-core processors is achieved on a variety of Graphical Processing Unit (GPU) devices ranging from conventional graphics cards to advanced, high-end GPUs, while the numerical results are in excellent agreement with the available analytical and numerical data in the literature.

Keywords: Lattice Boltzmann model, Graphical processing unit, Binary mixture diffusion, 2D flow simulations, Optimized algorithm.

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Authors: Maumita Bhattacharya

Abstract:

Optimization is often a critical issue for most system design problems. Evolutionary Algorithms are population-based, stochastic search techniques, widely used as efficient global optimizers. However, finding optimal solution to complex high dimensional, multimodal problems often require highly computationally expensive function evaluations and hence are practically prohibitive. The Dynamic Approximate Fitness based Hybrid EA (DAFHEA) model presented in our earlier work [14] reduced computation time by controlled use of meta-models to partially replace the actual function evaluation by approximate function evaluation. However, the underlying assumption in DAFHEA is that the training samples for the meta-model are generated from a single uniform model. Situations like model formation involving variable input dimensions and noisy data certainly can not be covered by this assumption. In this paper we present an enhanced version of DAFHEA that incorporates a multiple-model based learning approach for the SVM approximator. DAFHEA-II (the enhanced version of the DAFHEA framework) also overcomes the high computational expense involved with additional clustering requirements of the original DAFHEA framework. The proposed framework has been tested on several benchmark functions and the empirical results illustrate the advantages of the proposed technique.

Keywords: Evolutionary algorithm, Fitness function, Optimization, Meta-model, Stochastic method.

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Authors: Yueming Wang, Rendong Ying, Sumxin Jiang, Peilin Liu

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Unified Speech Audio Coding (USAC), the latest MPEG standardization for unified speech and audio coding, uses a speech/audio classification algorithm to distinguish speech and audio segments of the input signal. The quality of the recovered audio can be increased by well-designed orchestra/percussion classification and subsequent processing. However, owing to the shortcoming of the system, introducing an orchestra/percussion classification and modifying subsequent processing can enormously increase the quality of the recovered audio. This paper proposes an orchestra/percussion classification algorithm for the USAC system which only extracts 3 scales of Mel-Frequency Cepstral Coefficients (MFCCs) rather than traditional 13 scales of MFCCs and use Iterative Dichotomiser 3 (ID3) Decision Tree rather than other complex learning method, thus the proposed algorithm has lower computing complexity than most existing algorithms. Considering that frequent changing of attributes may lead to quality loss of the recovered audio signal, this paper also design a modified subsequent process to help the whole classification system reach an accurate rate as high as 97% which is comparable to classical 99%.

Keywords: ID3 Decision Tree, MFCC, Orchestra/Percussion Classification, USAC

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Authors: Badr M. Alshammari, T. Guesmi

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In recent years, the combined economic and emission power dispatch is one of the main problems of electrical power system. It aims to schedule the power generation of generators in order to minimize cost production and emission of harmful gases caused by fossil-fueled thermal units such as CO, CO₂, NO_x, and SO₂. To solve this complicated multi-objective problem, an improved version of the particle swarm optimization technique that includes non-dominated sorting concept has been proposed. Valve point loading effects and system losses have been considered. The three-unit and ten-unit benchmark systems have been used to show the effectiveness of the suggested optimization technique for solving this kind of nonconvex problem. The simulation results have been compared with those obtained using genetic algorithm based method. Comparison results show that the proposed approach can provide a higher quality solution with better performance.

Keywords: Power dispatch, valve point loading effects, multiobjective optimization, Pareto solutions.

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Authors: Hassan Azarkish, Said Farahat, S.Masoud H. Sarvari

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In the present work, the performance of the particle swarm optimization and the genetic algorithm compared as a typical geometry design problem. The design maximizes the heat transfer rate from a given fin volume. The analysis presumes that a linear temperature distribution along the fin. The fin profile generated using the B-spline curves and controlled by the change of control point coordinates. An inverse method applied to find the appropriate fin geometry yield the linear temperature distribution along the fin corresponds to optimum design. The numbers of the populations, the count of iterations and time to convergence measure efficiency. Results show that the particle swarm optimization is most efficient for geometry optimization.

Keywords: Genetic Algorithm, Geometry Optimization, longitudinal Fin, Particle Swarm Optimization

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Authors: Erika Martinez Ramirez, Rene V. Mayorga

Abstract:

Nowadays, more engineering systems are using some kind of Artificial Intelligence (AI) for the development of their processes. Some well-known AI techniques include artificial neural nets, fuzzy inference systems, and neuro-fuzzy inference systems among others. Furthermore, many decision-making applications base their intelligent processes on Fuzzy Logic; due to the Fuzzy Inference Systems (FIS) capability to deal with problems that are based on user knowledge and experience. Also, knowing that users have a wide variety of distinctiveness, and generally, provide uncertain data, this information can be used and properly processed by a FIS. To properly consider uncertainty and inexact system input values, FIS normally use Membership Functions (MF) that represent a degree of user satisfaction on certain conditions and/or constraints. In order to define the parameters of the MFs, the knowledge from experts in the field is very important. This knowledge defines the MF shape to process the user inputs and through fuzzy reasoning and inference mechanisms, the FIS can provide an “appropriate" output. However an important issue immediately arises: How can it be assured that the obtained output is the optimum solution? How can it be guaranteed that each MF has an optimum shape? A viable solution to these questions is through the MFs parameter optimization. In this Paper a novel parameter optimization process is presented. The process for FIS parameter optimization consists of the five simple steps that can be easily realized off-line. Here the proposed process of FIS parameter optimization it is demonstrated by its implementation on an Intelligent Interface section dealing with the on-line customization / personalization of internet portals applied to E-commerce.

Keywords: Artificial Intelligence, Fuzzy Logic, Fuzzy InferenceSystems, Nonlinear Optimization.

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Authors: S. Panda, J. S. Yadav, N. P. Patidar, C. Ardil

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Recently, genetic algorithms (GA) and particle swarm optimization (PSO) technique have attracted considerable attention among various modern heuristic optimization techniques. The GA has been popular in academia and the industry mainly because of its intuitiveness, ease of implementation, and the ability to effectively solve highly non-linear, mixed integer optimization problems that are typical of complex engineering systems. PSO technique is a relatively recent heuristic search method whose mechanics are inspired by the swarming or collaborative behavior of biological populations. In this paper both PSO and GA optimization are employed for finding stable reduced order models of single-input- single-output large-scale linear systems. Both the techniques guarantee stability of reduced order model if the original high order model is stable. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical example from literature and the results are compared with recently published conventional model reduction technique.

Keywords: Genetic Algorithm, Particle Swarm Optimization, Order Reduction, Stability, Transfer Function, Integral Squared Error.

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Authors: R. Rama Kishore, Sunesh

Abstract:

Nowadays, robust and secure watermarking algorithm and its optimization have been need of the hour. A watermarking algorithm is presented to achieve the copy right protection of the owner based on visual cryptography, histogram shape property and entropy. In this, both host image and watermark are preprocessed. Host image is preprocessed by using Butterworth filter, and watermark is with visual cryptography. Applying visual cryptography on water mark generates two shares. One share is used for embedding the watermark, and the other one is used for solving any dispute with the aid of trusted authority. Usage of histogram shape makes the process more robust against geometric and signal processing attacks. The combination of visual cryptography, Butterworth filter, histogram, and entropy can make the algorithm more robust, imperceptible, and copy right protection of the owner.

Keywords: Butterworth filter, digital watermarking, histogram, visual cryptography.

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Authors: Martha C. Orazulume, Jibril D. Jiya

Abstract:

Flexible satellites are equipped with various appendages which vibrate under the influence of any excitation and make the attitude of the satellite to be unstable. Therefore, the system must be able to adjust to balance the effect of these appendages in order to point accurately and satisfactorily which is one of the most important problems in satellite design. Proportional Integral Derivative (PID) Controller is simple to design and computationally efficient to implement which is used to stabilize the effect of these flexible appendages. However, manual turning of the PID is time consuming, waste energy and money. Particle Swarm Optimization (PSO) is used to tune the parameters of PID Controller. Simulation results obtained show that PSO tuned PID Controller is able to re-orient the spacecraft attitude as well as dampen the effect of mechanical resonance and yields better performance when compared with manually tuned PID Controller.

Keywords: Attitude control, flexible satellite, particle swarm optimization, PID controller.

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Authors: Hemalan Nambier a/l Vijiyan, Agileswari K. Ramasamy, Au Mau Teng, Syed Khaleel Ahmed

Abstract:

Small signal stability causes small perturbations in the generator that can cause instability in the power network. It is generally known that small signal stability are directly related to the generator and load properties. This paper examines the effects of generator input variations on power system oscillations for a small signal stability study. Eigenvaules and eigenvectors are used to examine the stability of the power system. The dynamic power system's mathematical model is constructed and thus calculated using load flow and small signal stability toolbox on MATLAB. The power system model is based on a 3-machine 9-bus system that was modified to suit this study. In this paper, Participation Factors are a means to gauge the effects of variation in generation with other parameters on the network are also incorporated.

Keywords: Eigen-analysis, generation modeling, participationfactor, small signal stability.

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Authors: See Zi Siang, Khairul Hazrin Hashim, Harold Thwaites, Lee Xia Sheng, Ooi Wooi Har

Abstract:

The paper explores the development of an optimization of method and apparatus for retrieving extended high dynamic range from digital negative image. Architectural photo imaging can benefit from high dynamic range imaging (HDRI) technique for preserving and presenting sufficient luminance in the shadow and highlight clipping image areas. The HDRI technique that requires multiple exposure images as the source of HDRI rendering may not be effective in terms of time efficiency during the acquisition process and post-processing stage, considering it has numerous potential imaging variables and technical limitations during the multiple exposure process. This paper explores an experimental method and apparatus that aims to expand the dynamic range from digital negative image in HDRI environment. The method and apparatus explored is based on a single source of RAW image acquisition for the use of HDRI post-processing. It will cater the optimization in order to avoid and minimize the conventional HDRI photographic errors caused by different physical conditions during the photographing process and the misalignment of multiple exposed image sequences. The study observes the characteristics and capabilities of RAW image format as digital negative used for the retrieval of extended high dynamic range process in HDRI environment.

Keywords: High Dynamic Range Image, Photography Workflow Optimization, Digital Negative Image, Architectural Image

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Authors: Dipali Bansal, Rashima Mahajan, Shweta Singh, Dheeraj Rathee, Sujit Roy

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Non-invasive Brain Computer Interface like Electroencephalography (EEG) which directly taps neurological signals, is being widely explored these days to connect paralytic patients/elderly with the external environment. However, in India the research is confined to laboratory settings and is not reaching the mass for rehabilitation purposes. An attempt has been made in this paper to analyze real time acquired EEG signal using cost effective and portable headset unit EMOTIV. Signal processing of real time acquired EEG is done using EEGLAB in MATLAB and EDF Browser application software platforms. Independent Component Analysis algorithm of EEGLAB is explored to identify deliberate eye blink in the attained neural signal. Time Frequency transforms and Data statistics obtained using EEGLAB along with component activation results of EDF browser clearly indicate voluntary eye blink in AF3 channel. The spectral analysis indicates dominant frequency component at 1.536000Hz representing the delta wave component of EEG during voluntary eye blink action. An algorithm is further designed to generate an active high signal based on thoughtful eye blink that can be used for plethora of control applications for rehabilitation.

Keywords: Brain Computer Interface, EDF Browser, EEG, EEGLab, EMOTIV, Real time Acquisition

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Authors: Sun K. Yoo, Chung K. Lee

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Determination of attentional status is important because working performance and an unexpected accident is highly related with the attention. The autonomic nervous and the central nervous systems can reflect the changes in person’s attentional status. Reduced number of suitable pysiological parameters among autonomic and central nervous systems related signal parameters will be critical in optimum design of attentional devices. In this paper, we analyze the EEG (Electroencephalography) and HRV (Heart Rate Variability) signals to demonstrate the effective relation with brain signal and cardiovascular signal during event-related attention, which will be later used in selecting the minimum set of attentional parameters. Time and frequency domain parameters from HRV signal and frequency domain parameters from EEG signal are used as input to the optimum feature parameters selector.

Keywords: EEG, HRV, attentional status.

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Authors: A. Das, L. Hitihamillage, S. Moridpour

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Natural disasters are inevitable to the biodiversity. Disasters such as flood, tsunami and tornadoes could be brutal, harsh and devastating. In Australia, flooding is a major issue experienced by different parts of the country. In such crisis, delays in evacuation could decide the life and death of the people living in those regions. Congestion management could become a mammoth task if there are no steps taken before such situations. In the past to manage congestion in such circumstances, many strategies were utilised such as converting the road shoulders to extra lanes or changing the road geometry by adding more lanes. However, expansion of road to resolving congestion problems is not considered a viable option nowadays. The authorities avoid this option due to many reasons, such as lack of financial support and land space. They tend to focus their attention on optimising the current resources they possess and use traffic signals to overcome congestion problems. Traffic Signal Management strategy was considered a viable option, to alleviate congestion problems in the City of Geelong, Victoria. Arterial road with signalised intersections considered in this paper and the traffic data required for modelling collected from VicRoads. Traffic signalling software SIDRA used to model the roads, and the information gathered from VicRoads. In this paper, various signal parameters utilised to assess and improve the corridor performance to achieve the best possible Level of Services (LOS) for the arterial road.

Keywords: Congestion, constraints, management, LOS.

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Authors: M. Yousefi, N. Nasirzadeh

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In this paper, behavior of an oscillator under injection of another signal has been investigated. Also, variation of output signal amplitude versus injected signal phase variation, the effect of varying the amplitude of injected signal and quality factor of the oscillator has been investigated. The results show that the locking time depends on phase and the best locking time happens at 180-degrees phase. Also, the effect of injected lock has been discussed. Simulations show that the locking time decreases with signal injection to bulk. Locking time has been investigated versus various phase differences. The effect of phase and amplitude changes on locking time of a typical LC oscillator in 180 nm technology has been investigated.

Keywords: Injection-lock oscillator, oscillator, analysis, phase modulation.

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Authors: M.Sushanth Babu, P.Krishna, U.Venu, M.Ranjith

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In this paper, we evaluate the choice of suitable quantization characteristics for both the decoder messages and the received samples in Low Density Parity Check (LDPC) coded systems using M-QAM (Quadrature Amplitude Modulation) schemes. The analysis involves the demapper block that provides initial likelihood values for the decoder, by relating its quantization strategy of the decoder. A mapping strategy refers to the grouping of bits within a codeword, where each m-bit group is used to select a 2m-ary signal in accordance with the signal labels. Further we evaluate the system with mapping strategies like Consecutive-Bit (CB) and Bit-Reliability (BR). A new demapper version, based on approximate expressions, is also presented to yield a low complexity hardware implementation.

Keywords: Low Density parity Check, Mapping, Demapping, Quantization, Quadrature Amplitude Modulation

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Authors: Jae-Neung Lee, Keun-Chang Kwak

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This paper describes an analysis of domestic and international trends of image processing for data in UAV (unmanned aerial vehicle) and also explains about UAV and Quadcopter. Overseas examples of image processing using UAV include image processing for totaling the total numberof vehicles, edge/target detection, detection and evasion algorithm, image processing using SIFT(scale invariant features transform) matching, and application of median filter and thresholding. In Korea, many studies are underway including visualization of new urban buildings.

Keywords: Image Processing, UAV, Quadcopter, Target detection.

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Authors: Montri Phothisonothai, Masahiro Nakagawa

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The objective of this paper is to characterize the spontaneous Electroencephalogram (EEG) signals of four different motor imagery tasks and to show hereby a possible solution for the present binary communication between the brain and a machine ora Brain-Computer Interface (BCI). The processing technique used in this paper was the fractal analysis evaluated by the Critical Exponent Method (CEM). The EEG signal was registered in 5 healthy subjects,sampling 15 measuring channels at 1024 Hz.Each channel was preprocessed by the Laplacian space ltering so as to reduce the space blur and therefore increase the spaceresolution. The EEG of each channel was segmented and its Fractaldimension (FD) calculated. The FD was evaluated in the time interval corresponding to the motor imagery and averaged out for all the subjects (each channel). In order to characterize the FD distribution,the linear regression curves of FD over the electrodes position were applied. The differences FD between the proposed mental tasks are quantied and evaluated for each experimental subject. The obtained results of the proposed method are a substantial fractal dimension in the EEG signal of motor imagery tasks and can be considerably utilized as the multiple-states BCI applications.

Keywords: electroencephalogram (EEG), motor imagery tasks, mental tasks, biomedical signals processing, human-machine interface, fractal analysis, critical exponent method (CEM).

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Authors: Wayan F. Mahmudy, Romeo M. Marian, Lee H. S. Luong

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This paper and its companion (Part 2) deal with modeling and optimization of two NP-hard problems in production planning of flexible manufacturing system (FMS), part type selection problem and loading problem. The part type selection problem and the loading problem are strongly related and heavily influence the system-s efficiency and productivity. The complexity of the problems is harder when flexibilities of operations such as the possibility of operation processed on alternative machines with alternative tools are considered. These problems have been modeled and solved simultaneously by using real coded genetic algorithms (RCGA) which uses an array of real numbers as chromosome representation. These real numbers can be converted into part type sequence and machines that are used to process the part types. This first part of the papers focuses on the modeling of the problems and discussing how the novel chromosome representation can be applied to solve the problems. The second part will discuss the effectiveness of the RCGA to solve various test bed problems.

Keywords: Flexible manufacturing system, production planning, part type selection problem, loading problem, real-coded genetic algorithm

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Authors: Francisco Miranda

Abstract:

The optimization problem using time scales is studied. Time scale is a model of time. The language of time scales seems to be an ideal tool to unify the continuous-time and the discrete-time theories. In this work we present necessary conditions for a solution of an optimization problem on time scales. To obtain that result we use properties and results of the partial diamond-alpha derivatives for continuous-multivariable functions. These results are also presented here.

Keywords: Lagrange multipliers, mathematical programming, optimization problem, time scales.

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Authors: Juan David Arango, Alejandro Restrepo-Martinez

Abstract:

The Rolling Element Bearing (REB) vibration diagnosis is worth of special interest by the variety of REB and the wide necessity of those elements in industrial applications. The presence of a localized fault in a REB gives rise to a vibrational response, characterized by the modulation of a carrier signal. Frequency content of carrier signal (Spectral Frequency –f) is mainly related to resonance frequencies of the REB. This carrier signal is modulated by another signal, governed by the periodicity of the fault impact (Cyclic Frequency –α). In this sense, REB fault vibration response gives rise to a second-order cyclostationary signal. Second order cyclostationary signals could be represented in a bi-spectral map, where Spectral Coherence –SCoh are plotted against f and α. The Improved Envelope Spectrum –IES, is a useful approach to execute REB fault diagnosis. IES could be applied by the integration of SCoh over a predefined bandwidth on the f axis. Approaches to select f-bandwidth have been recently exposed by the definition of a metric which intends to evaluate the magnitude of the IES at the fault characteristics frequencies. This metric is represented in a 1/3-binary tree as a function of the frequency bandwidth and centre. Based on this binary tree the optimal frequency band is selected. However, some advantages have been seen if the metric is changed, which in fact tends to dictate different optimal f-bandwidth and so improve the IES representation. This paper evaluates the behaviour of the IES from a different metric optimization. This metric is based on the sample correlation coefficient, detecting high peaks in the selected frequencies while penalizing high peaks in the neighbours of the selected frequencies. Prior results indicate an improvement on the signal-noise ratio (SNR) on around 86% of samples analysed, which belong to IMS database.

Keywords: Sample Correlation IESFOgram, cyclostationary analysis, improved envelope spectrum, IES, rolling element bearing diagnosis, spectral coherence.

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Authors: Satjaporn Tungsong, Gun Srijuntongsiri

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This research seeks to investigate the frequency and profitability of index arbitrage opportunities involving the SET50 futures, SET50 component stocks, and the ThaiDEX SET50 ETF (ticker symbol: TDEX). In particular, the frequency and profit of arbitrage are measured in the following three arbitrage tests: (1) SET50 futures vs. ThaiDEX SET50 ETF, (2) SET50 futures vs. SET50 component stocks, and (3) ThaiDEX SET50 ETF vs. SET50 component stocks are investigated. For tests (2) and (3), the problems involve conic optimization and quadratic programming as subproblems. This research is first to apply conic optimization and quadratic programming techniques in the context of index arbitrage and is first to investigate such index arbitrage in the Thai equity and derivatives markets. Thus, the contribution of this study is twofold. First, its results would help understand the contribution of the derivatives securities to the efficiency of the Thai markets. Second, the methodology employed in this study can be applied to other geographical markets, with minor adjustments.

Keywords: Conic optimization, Equity index arbitrage, Executionlags, Quadratic programming, SET50 index futures, ThaiDEX SET50ETF, Transaction costs

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Authors: Abdel-Reza Hatamlou, Mohammad Reza Meybodi

Abstract:

In this paper we present a hybrid search algorithm for solving constraint satisfaction and optimization problems. This algorithm combines ideas of two basic approaches: complete and incomplete algorithms which also known as systematic search and local search algorithms. Different characteristics of systematic search and local search methods are complementary. Therefore we have tried to get the advantages of both approaches in the presented algorithm. The major advantage of presented algorithm is finding partial sound solution for complicated problems which their complete solution could not be found in a reasonable time. This algorithm results are compared with other algorithms using the well known n-queens problem.

Keywords: Constraint Satisfaction Problem, Hybrid SearchAlgorithm.

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