Search results for: Nonlinear and linear programming

Authors: R. Sharma, M. Gopal

Abstract:

Markov games can be effectively used to design controllers for nonlinear systems. The paper presents two novel controller design algorithms by incorporating ideas from gametheory literature that address safety and consistency issues of the 'learned' control strategy. A more widely used approach for controller design is the H∞ optimal control, which suffers from high computational demand and at times, may be infeasible. We generate an optimal control policy for the agent (controller) via a simple Linear Program enabling the controller to learn about the unknown environment. The controller is facing an unknown environment and in our formulation this environment corresponds to the behavior rules of the noise modeled as the opponent. Proposed approaches aim to achieve 'safe-consistent' and 'safe-universally consistent' controller behavior by hybridizing 'min-max', 'fictitious play' and 'cautious fictitious play' approaches drawn from game theory. We empirically evaluate the approaches on a simulated Inverted Pendulum swing-up task and compare its performance against standard Q learning.

Keywords: Fictitious Play, Cautious Fictitious Play, InvertedPendulum, Controller, Markov Games, Mobile Robot.

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Authors: Nikolay Nikolaev, Evgueni Smirnov

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This paper develops an unscented grid-based filter and a smoother for accurate nonlinear modeling and analysis of time series. The filter uses unscented deterministic sampling during both the time and measurement updating phases, to approximate directly the distributions of the latent state variable. A complementary grid smoother is also made to enable computing of the likelihood. This helps us to formulate an expectation maximisation algorithm for maximum likelihood estimation of the state noise and the observation noise. Empirical investigations show that the proposed unscented grid filter/smoother compares favourably to other similar filters on nonlinear estimation tasks.

Keywords:

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Authors: Mohammad Namazi, Mohammad Sadeghzadeh Maharluie

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Predicting earnings management is vital for the capital market participants, financial analysts and managers. The aim of this research is attempting to respond to this query: Is there a significant difference between the regression model and neural networks’ models in predicting earnings management, and which one leads to a superior prediction of it? In approaching this question, a Linear Regression (LR) model was compared with two neural networks including Multi-Layer Perceptron (MLP), and Generalized Regression Neural Network (GRNN). The population of this study includes 94 listed companies in Tehran Stock Exchange (TSE) market from 2003 to 2011. After the results of all models were acquired, ANOVA was exerted to test the hypotheses. In general, the summary of statistical results showed that the precision of GRNN did not exhibit a significant difference in comparison with MLP. In addition, the mean square error of the MLP and GRNN showed a significant difference with the multi variable LR model. These findings support the notion of nonlinear behavior of the earnings management. Therefore, it is more appropriate for capital market participants to analyze earnings management based upon neural networks techniques, and not to adopt linear regression models.

Keywords: Earnings management, generalized regression neural networks, linear regression, multi-layer perceptron, Tehran stock exchange.

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Authors: Hong Son Hoang, Remy Baraille

Abstract:

The (sub)-optimal soolution of linear filtering problem with correlated noises is considered. The special recursive form of the class of filters and criteria for selecting the best estimator are the essential elements of the design method. The properties of the proposed filter are studied. In particular, for Markovian observation noise, the approximate filter becomes an optimal Gevers-Kailath filter subject to a special choice of the parameter in the class of given linear recursive filters.

Keywords: Linear dynamical system, filtering, minimum meansquare filter, correlated noise

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Authors: J. Fernandez de Canete, S. Gonzalez-Perez, P. del Saz-Orozco

Abstract:

LABVIEW is a graphical programming language that has its roots in automation control and data acquisition. In this paper we have utilized this platform to provide a powerful toolset for process identification and control of nonlinear systems based on artificial neural networks (ANN). This tool has been applied to the monitoring and control of a lab-scale distillation column DELTALAB DC-SP. The proposed control scheme offers high speed of response for changes in set points and null stationary error for dual composition control and shows robustness in presence of externally imposed disturbance.

Keywords: Distillation, neural networks, LABVIEW, monitoring, identification, control.

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Authors: Shuimiao Wan, Chao Yuan, Baoguang Tian

Abstract:

In statistics parameter theory, usually the parameter estimations have two kinds, one is the least-square estimation (LSE), and the other is the best linear unbiased estimation (BLUE). Due to the determining theorem of minimum variance unbiased estimator (MVUE), the parameter estimation of BLUE in linear model is most ideal. But since the calculations are complicated or the covariance is not given, people are hardly to get the solution. Therefore, people prefer to use LSE rather than BLUE. And this substitution will take some losses. To quantize the losses, many scholars have presented many kinds of different relative efficiencies in different views. For the linear weighted regression model, this paper discusses the relative efficiencies of LSE of β to BLUE of β. It also defines two new relative efficiencies and gives their lower bounds.

Keywords: Linear weighted regression, Relative efficiency, Lower bound, Parameter estimation.

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Authors: Basheer M. Al-Maqaleh, Kamal K. Bharadwaj

Abstract:

Automated discovery of hierarchical structures in large data sets has been an active research area in the recent past. This paper focuses on the issue of mining generalized rules with crisp hierarchical structure using Genetic Programming (GP) approach to knowledge discovery. The post-processing scheme presented in this work uses flat rules as initial individuals of GP and discovers hierarchical structure. Suitable genetic operators are proposed for the suggested encoding. Based on the Subsumption Matrix(SM), an appropriate fitness function is suggested. Finally, Hierarchical Production Rules (HPRs) are generated from the discovered hierarchy. Experimental results are presented to demonstrate the performance of the proposed algorithm.

Keywords: Genetic Programming, Hierarchy, Knowledge Discovery in Database, Subsumption Matrix.

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Authors: Vanessa Vasconcelos, Mariza A. S. Bigonha

Abstract:

Understanding and using the functional paradigm is a challenge for many programmers. Looking for logical errors in code may take a lot of a developer’s time when a program grows in size. In order to facilitate both processes, this paper presents HaskellFL, a tool that uses fault localization techniques to locate a logical error in Haskell code. The Haskell subset used in this work is sufficiently expressive for those studying Functional Programming to get immediate help debugging their code and to answer questions about key concepts associated with the functional paradigm. HaskellFL was tested against Functional Programming assignments submitted by students enrolled at the Functional Programming class at the Federal University of Minas Gerais and against exercises from the Exercism Haskell track that are publicly available in GitHub. This work also evaluated the effectiveness of two fault localization techniques, Tarantula and Ochiai, in the Haskell context. Furthermore, the EXAM score was chosen to evaluate the tool’s effectiveness, and results showed that HaskellFL reduced the effort needed to locate an error for all tested scenarios. The results also showed that the Ochiai method was more effective than Tarantula.

Keywords: Debug, fault localization, functional programming, Haskell.

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Authors: E. Srinivasan, D. Ebenezer

Abstract:

Midpoint filter is quite effective in recovering the images confounded by the short-tailed (uniform) noise. It, however, performs poorly in the presence of additive long-tailed (impulse) noise and it does not preserve the edge structures of the image signals. Median smoother discards outliers (impulses) effectively, but it fails to provide adequate smoothing for images corrupted with nonimpulse noise. In this paper, two nonlinear techniques for image filtering, namely, New Filter I and New Filter II are proposed based on a nonlinear high-pass filter algorithm. New Filter I is constructed using a midpoint filter, a highpass filter and a combiner. It suppresses uniform noise quite well. New Filter II is configured using an alpha trimmed midpoint filter, a median smoother of window size 3x3, the high pass filter and the combiner. It is robust against impulse noise and attenuates uniform noise satisfactorily. Both the filters are shown to exhibit good response at the image boundaries (edges). The proposed filters are evaluated for their performance on a test image and the results obtained are included.

Keywords: Image filters, Midpoint filter, Nonlinear filters, Nonlinear highpass filter, Order-statistic filters, Rank-order filters.

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Authors: Bijaya Krushna Mangaraj, Deepak Kumar Das

Abstract:

Sustainability in rural production system can only be achieved if it can suitably satisfy the local requirement as well as the outside demand with the changing time. With the increased pressure from the food sector in a globalised world, the agrarian economy needs to re-organise its cultivable land system to be compatible with new management practices as well as the multiple needs of various stakeholders and the changing resource scenario. An attempt has been made to transform this problem into a multi-objective decisionmaking problem considering various objectives, resource constraints and conditional constraints. An interactive fuzzy multi-objective programming approach has been used for such a purpose taking a case study in Indian context to demonstrate the validity of the method.

Keywords: Land re-organisation, Crop planning, Multiobjective Decision-Making, Fuzzy Goal Programming.

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Authors: E. Farshidi

Abstract:

This paper presents the design of a low power second-order continuous-time sigma-delta modulator for low power applications. The loop filter of this modulator has been implemented based on the nonlinear transconductance-capacitor (Gm-C) by employing current-mode technique. The nonlinear transconductance uses floating gate MOS (FG-MOS) transistors that operate in weak inversion region. The proposed modulator features low power consumption (<80uW), low supply voltage (1V) and 62dB dynamic range. Simulation results by HSPICE confirm that it is very suitable for low power biomedical instrumentation designs.

Keywords: Sigma-delta, modulator, Current-mode, Nonlinear Transconductance, FG-MOS.

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Authors: Ruming Yin, Jian Yuan, Qiuhua Yang, Xiuming Shan, Xiqin Wang

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Linear cryptanalysis methods are rarely used to improve the security of chaotic stream ciphers. In this paper, we apply linear cryptanalysis to a chaotic stream cipher which was designed by strictly using the basic design criterion of cryptosystem – confusion and diffusion. We show that this well-designed chaos-based stream cipher is still insecure against distinguishing attack. This distinguishing attack promotes the further improvement of the cipher.

Keywords: Stream cipher, chaos, linear cryptanalysis, distinguishing attack.

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Authors: M. Mohebbi, K. Shakeri

Abstract:

Since the actuator capacity is limited, in the real application of active control systems under sever earthquakes it is conceivable that the actuators saturate, hence the actuator saturation should be considered as a constraint in design of optimal controllers. In this paper optimal design of active controllers for nonlinear structures by considering actuator saturation, has been studied. The proposed method for designing optimal controllers is based on defining an optimization problem which the objective has been to minimize the maximum displacement of structure when a limited capacity for actuator has been used. To this end a single degree of freedom (SDF) structure with a bilinear hysteretic behavior has been simulated under a white noise ground acceleration of different amplitudes. Active tendon control mechanism, comprised of prestressed tendons and an actuator, and extended nonlinear Newmark method based instantaneous optimal control algorithm have been used. To achieve the best results, the weights corresponding to displacement, velocity, acceleration and control force in the performance index have been optimized by the Distributed Genetic Algorithm (DGA). Results show the effectiveness of the proposed method in considering actuator saturation. Also based on the numerical simulations it can be concluded that the actuator capacity and the average value of required control force are two important factors in designing nonlinear controllers which consider the actuator saturation.

Keywords: Active control, Actuator Saturation, Distributedgeneticalgorithms, Nonlinear.

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Authors: Y. Wu

Abstract:

Today-s business has inevitably been set in the global supply chain management environment. International transportation has never played such an important role in the global supply chain network, because movement of shipments from one country to another tends to be more frequent than ever before. This paper studies international transportation problems experienced by an international transportation company. Because of the limited fleet capacity, the transportation company has to hire additional trucks from two countries in advance. However, customer-s shipment information is uncertain, and decisions have to be made before accurate information can be obtained. This paper proposes a stochastic mixed 0-1 programming model to solve the international transportation problems under uncertain demand. A series of experiments demonstrate the effectiveness of the proposed stochastic model.

Keywords: Global supply chain management, international transportation, stochastic programming.

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Authors: Abida Harbi

Abstract:

We provide a maximum norm analysis of a finite element Schwarz alternating method for a nonlinear elliptic boundary value problem of the form -Δu = f(u), on two overlapping sub domains with non matching grids. We consider a domain which is the union of two overlapping sub domains where each sub domain has its own independently generated grid. The two meshes being mutually independent on the overlap region, a triangle belonging to one triangulation does not necessarily belong to the other one. Under a Lipschitz assumption on the nonlinearity, we establish, on each sub domain, an optimal L∞ error estimate between the discrete Schwarz sequence and the exact solution of the boundary value problem.

Keywords: Error estimates, Finite elements, Nonlinear PDEs, Schwarz method.

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Authors: Geng Yuan, Yiwan Guo, Fahui Zhai, Shuhua Zhang

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In this paper, we discuss some properties of left spectrum and give the representation of linear preserver map the left spectrum of diagonal quaternionic matrices.

Keywords: Quaternionic matrix, left spectrum, linear preserver map.

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Authors: C. Ardil

Abstract:

This paper presents preference programming technique based multiple criteria decision making analysis for selecting a facility location for a new organization or expansion of an existing facility which is of vital importance for a decision support system and strategic planning process. The implementation of decision support systems is considered crucial to sustain competitive advantage and profitability persistence in turbulent environment. As an effective strategic management and decision making is necessary, multiple criteria decision making analysis supports the decision makers to formulate and implement the right strategy. The investment cost associated with acquiring the property and facility construction makes the facility location selection problem a long-term strategic investment decision, which rationalize the best location selection which results in higher economic benefits through increased productivity and optimal distribution network. Selecting the proper facility location from a given set of alternatives is a difficult task, as many potential qualitative and quantitative multiple conflicting criteria are to be considered. This paper solves a facility location selection problem using preference programming, which is an effective multiple criteria decision making analysis tool applied to deal with complex decision problems in the operational research environment. The ranking results of preference programming are compared with WSM, TOPSIS and VIKOR methods.

Keywords: Facility Location Selection, Multiple Criteria Decision Making, Multiple Criteria Decision Making Analysis, Preference Programming, Location Selection, WSM, TOPSIS, VIKOR

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Authors: Lazim Abdullah, Nurhakimah Ab. Rahman

Abstract:

Linear systems are widely used in many fields of science and engineering. In many applications, at least some of the parameters of the system are represented by fuzzy rather than crisp numbers. Therefore it is important to perform numerical algorithms or procedures that would treat general fuzzy linear systems and solve them using iterative methods. This paper aims are to solve fuzzy linear systems using four types of Jacobi based iterative methods. Four iterative methods based on Jacobi are used for solving a general n × n fuzzy system of linear equations of the form Ax = b , where A is a crisp matrix and b an arbitrary fuzzy vector. The Jacobi, Jacobi Over-Relaxation, Refinement of Jacobi and Refinement of Jacobi Over-Relaxation methods was tested to a five by five fuzzy linear system. It is found that all the tested methods were iterated differently. Due to the effect of extrapolation parameters and the refinement, the Refinement of Jacobi Over-Relaxation method was outperformed the other three methods.

Keywords: Fuzzy linear systems, Jacobi, Jacobi Over- Relaxation, Refinement of Jacobi, Refinement of Jacobi Over- Relaxation.

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Authors: Shu-Xin Miao

Abstract:

In this paper, we present an efficient numerical algorithm, namely block homotopy perturbation method, for solving fuzzy linear systems based on homotopy perturbation method. Some numerical examples are given to show the efficiency of the algorithm.

Keywords: Homotopy perturbation method, fuzzy linear systems, block linear system, fuzzy solution, embedding parameter.

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Authors: Hyun-Woo Cho

Abstract:

The early diagnostic decision making in industrial processes is absolutely necessary to produce high quality final products. It helps to provide early warning for a special event in a process, and finding its assignable cause can be obtained. This work presents a hybrid diagnostic schmes for batch processes. Nonlinear representation of raw process data is combined with classification tree techniques. The nonlinear kernel-based dimension reduction is executed for nonlinear classification decision boundaries for fault classes. In order to enhance diagnosis performance for batch processes, filtering of the data is performed to get rid of the irrelevant information of the process data. For the diagnosis performance of several representation, filtering, and future observation estimation methods, four diagnostic schemes are evaluated. In this work, the performance of the presented diagnosis schemes is demonstrated using batch process data.

Keywords: Diagnostics, batch process, nonlinear representation, data filtering, multivariate statistical approach

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Authors: Ahmad Thanyan Al-Sultan

Abstract:

The check-in area of airport terminal is one of the busiest sections at airports at certain periods. The passengers are subjected to queues and delays during the check-in process. These delays and queues are due to constraints in the capacity of service facilities. In this project, the airport terminal is decomposed into several check-in areas. The airport check-in scheduling problem requires both a deterministic (integer programming) and stochastic (simulation) approach. Integer programming formulations are provided to minimize the total number of counters in each check-in area under the realistic constraint that counters for one and the same flight should be adjacent and the desired number of counters remaining in each area should be fixed during check-in operations. By using simulation, the airport system can be modeled to study the effects of various parameters such as number of passengers on a flight and check-in counter opening and closing time.

Keywords: Airport terminal, Integer programming, Scheduling, Simulation.

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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: Bin Yu, Minghui Wang, Juntao Zhang

Abstract:

By the real representation of the quaternionic matrix, an iterative method for quaternionic linear equations Ax = b is proposed. Then the convergence conditions are obtained. At last, a numerical example is given to illustrate the efficiency of this method.

Keywords: Quaternionic linear equations, Real representation, Iterative algorithm.

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Authors: El Kaak, Rachid, El Bikri, Khalid, Benamar, Rhali

Abstract:

This paper describes a study of geometrically nonlinear free vibration of thin circular functionally graded (CFGP) plates resting on Winkler elastic foundations. The material properties of the functionally graded composites examined here are assumed to be graded smoothly and continuously through the direction of the plate thickness according to a power law and are estimated using the rule of mixture. The theoretical model is based on the classical Plate theory and the Von-Kármán geometrical nonlinearity assumptions. An homogenization procedure (HP) is developed to reduce the problem considered here to that of isotropic homogeneous circular plates resting on Winkler foundation. Hamilton-s principle is applied and a multimode approach is derived to calculate the fundamental nonlinear frequency parameters which are found to be in a good agreement with the published results. On the other hand, the influence of the foundation parameters on the nonlinear fundamental frequency has also been analysed.

Keywords: Functionally graded materials, nonlinear vibrations, Winkler foundation.

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Authors: Takashi Shimizu, Tomoaki Hashimoto

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A class of implicit systems is known as a more generalized class of systems than a class of explicit systems. To establish a control method for such a generalized class of systems, we adopt model predictive control method which is a kind of optimal feedback control with a performance index that has a moving initial time and terminal time. However, model predictive control method is inapplicable to systems whose all state variables are not exactly known. In other words, model predictive control method is inapplicable to systems with limited measurable states. In fact, it is usual that the state variables of systems are measured through outputs, hence, only limited parts of them can be used directly. It is also usual that output signals are disturbed by process and sensor noises. Hence, it is important to establish a state estimation method for nonlinear implicit systems with taking the process noise and sensor noise into consideration. To this purpose, we apply the model predictive control method and unscented Kalman filter for solving the optimization and estimation problems of nonlinear implicit systems, respectively. The objective of this study is to establish a model predictive control with unscented Kalman filter for nonlinear implicit systems.

Keywords: Model predictive control, unscented Kalman filter, nonlinear systems, implicit systems.

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Authors: Muthu Solayappan, Kien Ming Ng, Kim Leng Poh

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This paper presents a perturbation based search method to solve the unconstrained binary quadratic programming problem. The proposed algorithm was tested with some of the standard test problems and the results are reported for 10 instances of 50, 100, 250, & 500 variable problems. A comparison of the performance of the proposed algorithm with other heuristics and optimization software is made. Based on the results, it was found that the proposed algorithm is computationally inexpensive and the solutions obtained match the best known solutions for smaller sized problems. For larger instances, the algorithm is capable of finding a solution within 0.11% of the best known solution. Apart from being used as a stand-alone method, this algorithm could also be incorporated with other heuristics to find better solutions.

Keywords: unconstrained binary quadratic programming, perturbation, interior point methods

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Authors: Saman M. Siddiqui, Fang Jiancheng

Abstract:

Micro electromechanical sensors (MEMS) play a vital role along with global positioning devices in navigation of autonomous vehicles .These sensors are low cost ,easily available but depict colored noises and unpredictable discontinuities .Conventional filters like Kalman filters and Sigma point filters are not able to cope with nonwhite noises. This research has utilized H∞ filter in nonlinear frame work both with Kalman filter and Unscented filter for navigation and self alignment of an airborne vehicle. The system is simulated for colored noises and discontinuities and results are compared with not robust nonlinear filters. The results are found 40%-70% more robust against colored noises and discontinuities.

Keywords: filtering, integrated navigation, MEMS, nonlinearfiltering, self alignment

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Authors: Sajjad Farashi

Abstract:

Neurons in the nervous system communicate with each other by producing electrical signals called spikes. To investigate the physiological function of nervous system it is essential to study the activity of neurons by detecting and sorting spikes in the recorded signal. In this paper a method is proposed for considering the spike sorting problem which is based on the nonlinear modeling of spikes using exponential autoregressive model. The genetic algorithm is utilized for model parameter estimation. In this regard some selected model coefficients are used as features for sorting purposes. For optimal selection of model coefficients, self-organizing feature map is used. The results show that modeling of spikes with nonlinear autoregressive model outperforms its linear counterpart. Also the extracted features based on the coefficients of exponential autoregressive model are better than wavelet based extracted features and get more compact and well-separated clusters. In the case of spikes different in small-scale structures where principal component analysis fails to get separated clouds in the feature space, the proposed method can obtain well-separated cluster which removes the necessity of applying complex classifiers.

Keywords: Exponential autoregressive model, Neural data, spike sorting, time series modeling.

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Authors: Abderrahmane El Kachani, El Mahjoub Chakir, Anass Ait Laachir, Abdelhamid Niaaniaa, Jamal Zerouaoui, Tarik Jarou

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This paper presents a wind turbine based on the doubly fed induction generator (DFIG) connected to the utility grid through a shunt active power filter (SAPF). The whole system is controlled by a double nonlinear predictive controller (DNPC). A Taylor series expansion is used to predict the outputs of the system. The control law is calculated by optimization of the cost function. The first nonlinear predictive controller (NPC) is designed to ensure the high performance tracking of the rotor speed and regulate the rotor current of the DFIG, while the second one is designed to control the SAPF in order to compensate the harmonic produces by the three-phase diode bridge supplied by a passive circuit (rd, Ld). As a result, we obtain sinusoidal waveforms of the stator voltage and stator current. The proposed nonlinear predictive controllers (NPCs) are validated via simulation on a 1.5 MW DFIG-based wind turbine connected to an SAPF. The results obtained appear to be satisfactory and promising.

Keywords: Wind power, doubly fed induction generator, shunt active power filter, double nonlinear predictive controller.

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Authors: Keny Ordaz-Hernandez, Xavier Fischer, Fouad Bennis

Abstract:

In a particular case of behavioural model reduction by ANNs, a validity domain shortening has been found. In mechanics, as in other domains, the notion of validity domain allows the engineer to choose a valid model for a particular analysis or simulation. In the study of mechanical behaviour for a cantilever beam (using linear and non-linear models), Multi-Layer Perceptron (MLP) Backpropagation (BP) networks have been applied as model reduction technique. This reduced model is constructed to be more efficient than the non-reduced model. Within a less extended domain, the ANN reduced model estimates correctly the non-linear response, with a lower computational cost. It has been found that the neural network model is not able to approximate the linear behaviour while it does approximate the non-linear behaviour very well. The details of the case are provided with an example of the cantilever beam behaviour modelling.

Keywords: artificial neural network, validity domain, cantileverbeam, non-linear behaviour, model reduction.

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