Search results for: measurement systems.

Authors: Ghada Abdelmouez M., Fathy S. Helail, Abdellatif A. Elkouny

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It is known that symmetric encryption algorithms are fast and easy to implement in hardware. Also elliptic curves have proved to be a good choice for building encryption system. Although most of the symmetric systems have been broken, we can create a hybrid system that has the same properties of the symmetric encryption systems and in the same time, it has the strength of elliptic curves in encryption. As DES algorithm is considered the core of all successive symmetric encryption systems, we modified DES using elliptic curves and built a new DES algorithm that is hard to be broken and will be the core for all other symmetric systems.

Keywords: DES, Elliptic Curves, hybrid system, symmetricencryption.

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Authors: Bongsoo Jeon, Jayoung Kim, Jihong Lee

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Methods for measuring or estimating ground shape by a laser range finder and a vision sensor (Exteroceptive sensors) have critical weaknesses in terms that these methods need a prior database built to distinguish acquired data as unique surface conditions for driving. Also, ground information by Exteroceptive sensors does not reflect the deflection of ground surface caused by the movement of UGVs. Therefore, this paper proposes a method of recognizing exact and precise ground shape using an Inertial Measurement Unit (IMU) as a proprioceptive sensor. In this paper, firstly this method recognizes the attitude of a robot in real-time using IMU and compensates attitude data of a robot with angle errors through analysis of vehicle dynamics. This method is verified by outdoor driving experiments of a real mobile robot.

Keywords: Inertial Measurement Unit, Laser Range Finder, Real-time recognition of the ground shape.

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Authors: P. Ramana , K. Alice Mary, M. Surya Kalavathi, M. Phani Kumar

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This paper discusses two observers, which are used for the estimation of parameters of PMSM. Former one, reduced order observer, which is used to estimate the inaccessible parameters of PMSM. Later one, full order observer, which is used to estimate all the parameters of PMSM even though some of the parameters are directly available for measurement, so as to meet with the insensitivity to the parameter variation. However, the state space model contains some nonlinear terms i.e. the product of different state variables. The asymptotic state observer, which approximately reconstructs the state vector for linear systems without uncertainties, was presented by Luenberger. In this work, a modified form of such an observer is used by including a non-linear term involving the speed. So, both the observers are designed in the framework of nonlinear control; their stability and rate of convergence is discussed.

Keywords: Permanent magnet synchronous motor, Mathematicalmodelling, Rotor reference frame, parameter estimation, Luenbergerobserver, reduced order observer, full order observer

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Authors: Munehiro Iwami

Abstract:

A property is persistent if for any many-sorted term rewriting system , has the property if and only if term rewriting system , which results from by omitting its sort information, has the property. Zantema showed that termination is persistent for term rewriting systems without collapsing or duplicating rules. In this paper, we show that the Zantema's result can be extended to term rewriting systems on ordered sorts, i.e., termination is persistent for term rewriting systems on ordered sorts without collapsing, decreasing or duplicating rules. Furthermore we give the example as application of this result. Also we obtain that completeness is persistent for this class of term rewriting systems.

Keywords: Theory of computing, Model-based reasoning, term rewriting system, termination

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Authors: H.K. Luk, Y.M. Lai, L. Qin, C.W. Chan, Z. Liu, Y.P. Huang, Y.P. Zheng

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Ultrasound is useful in demonstrating bone mineral density of regenerating osseous tissue as well as structural alterations. A proposed ultrasound method, which included ultrasonography and acoustic parameters measurement, was employed to evaluate its efficacy in monitoring the bone callus changes in a rabbit tibial distraction osteogenesis (DO) model. The findings demonstrated that ultrasonographic images depicted characteristic changes of the bone callus, typical of histology findings, during the distraction phase. Follow-up acoustic parameters measurement of the bone callus, including speed of sound, reflection and attenuation, showed significant linear changes over time during the distraction phase. The acoustic parameters obtained during the distraction phase also showed moderate to strong correlation with consolidated bone callus density and micro-architecture measured by micro-computed tomography at the end of the consolidation phase. The results support the preferred use of ultrasound imaging in the early monitoring of bone callus changes during DO treatment.

Keywords: Bone Callus Growth, Rabbit Tibial DistractionOsteogenesis, Ultrasonography, Ultrasonometry

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Authors: Easa Ali Abbasi, Akbar Allahverdizadeh, Reza Jahangiri, Behnam Dadashzadeh

Abstract:

Electrical current measurement is a suitable method for the performance determination of electrical devices. There are two contact and noncontact methods in this measuring process. Contact method has some disadvantages like having direct connection with wire which may endamage the system. Thus, in this paper, a bimorph piezoelectric cantilever beam which has a permanent magnet on its free end is used to measure electrical current in a noncontact way. In mathematical modeling, based on Galerkin method, the governing equation of the cantilever beam is solved, and the equation presenting the relation between applied force and beam’s output voltage is presented. Magnetic force resulting from current carrying wire is considered as the external excitation force of the system. The results are compared with other references in order to demonstrate the accuracy of the mathematical model. Finally, the effects of geometric parameters on the output voltage and natural frequency are presented.

Keywords: Cantilever beam, electrical current measurement, forced excitation, piezoelectric.

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Authors: Wei Zhang, Lifen Zhao

Abstract:

The present study aims to translate and validate the Career Motivation Scale among Chinese University and vocational college teachers. Exploratory factor analysis supported a three-factor structure that was consistent with the original structure of career motivation: career insight, career identity, and career resilience. Confirmatory factor analysis showed that a second-order three-factor model with correlated measurement errors best fit the data. Configural, metric, and scalar invariance models were tested, demonstrating that the Chinese version of the Career Motivation Scale did not differ across groups of school type, educational level, and working years in current institutions. The concurrent validity of the Chinese Career Motivation Scale was confirmed by its significant correlations with work engagement, career adaptability, career satisfaction, job crafting, and intention to quit. The results of the study indicated that the Chinese Career Motivation Scale was a valid and reliable measure of career motivation among university and vocational college teachers in China.

Keywords: Career motivation scale, Chinese university and vocational college teachers, measurement invariance, validation.

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Authors: Rafael Muñoz, Juan Melchor, Alicia Valera, Laura Peralta, Guillermo Rus

Abstract:

A torsional piezoelectric ultrasonic transducer design is proposed to measure shear moduli in soft tissue with direct access availability, using shear wave elastography technique. The measurement of shear moduli of tissues is a challenging problem, mainly derived from a) the difficulty of isolating a pure shear wave, given the interference of multiple waves of different types (P, S, even guided) emitted by the transducers and reflected in geometric boundaries, and b) the highly attenuating nature of soft tissular materials. An immediate application, overcoming these drawbacks, is the measurement of changes in cervix stiffness to estimate the gestational age at delivery. The design has been optimized using a finite element model (FEM) and a semi-analytical estimator of the probability of detection (POD) to determine a suitable geometry, materials and generated waves. The technique is based on the time of flight measurement between emitter and receiver, to infer shear wave velocity. Current research is centered in prototype testing and validation. The geometric optimization of the transducer was able to annihilate the compressional wave emission, generating a quite pure shear torsional wave. Currently, mechanical and electromagnetic coupling between emitter and receiver signals are being the research focus. Conclusions: the design overcomes the main described problems. The almost pure shear torsional wave along with the short time of flight avoids the possibility of multiple wave interference. This short propagation distance reduce the effect of attenuation, and allow the emission of very low energies assuring a good biological security for human use.

Keywords: Cervix ripening, preterm birth, shear modulus, shear wave elastography, soft tissue, torsional wave.

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Authors: J.-P. Skön, M. Johansson, O. Kauhanen, M. Raatikainen, K. Leiviskä, M. Kolehmainen

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The building sector is the largest energy consumer and CO2 emitter in the European Union (EU) and therefore the active reduction of energy consumption and elimination of energy wastage are among the main goals in it. Healthy housing and energy efficiency are affected by many factors which set challenges to monitoring, control and research of indoor air quality (IAQ) and energy consumption, especially in old buildings. These challenges include measurement and equipment costs, for example. Additionally, the measurement results are difficult to interpret and their usage in the ventilation control is also limited when taking into account the energy efficiency of housing at the same time. The main goal of this study is to develop a cost-effective building monitoring and control system especially for old buildings. The starting point or keyword of the development process is a wireless system; otherwise the installation costs become too high. As the main result, this paper describes an idea of a wireless building monitoring and control system. The first prototype of the system has been installed in 10 residential buildings and in 10 school buildings located in the City of Kuopio, Finland.

Keywords: Energy efficiency, Indoor air quality, Monitoring system, Building automation

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Authors: R. Nadlene, H. Esah, S. Norliana, M.A. Mohd Irwan

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The objective of this project is to study the corrosion behaviour and hardness based on the presence of martensite in dual phase steel. This study was conducted on six samples of dual phase steel which have different percentage of martensite. A total of 9 specimens were prepared by intercritical annealing process to study the effect of temperature to the formation of martensite. The low carbon steels specimens were heated for 25 minutes in a specified temperature ranging from 7250C to 8250C followed by rapid cooling in water. The measurement of corrosion rate was done by using extrapolation tafel method, while potentiostat was used to control and measured the current produced. This measurement is performed through a system named CMS105. The result shows that a specimen with higher percentage of martensite is likely to corrode faster. Hardness test for each specimen was conducted to compare its hardness with low carbon steel. The results obtained indicate that the specimen hardness is proportional to the amount of martensite in dual phase steel.

Keywords: dual phase steel, corrosion behaviour, hardness, intercritical annealing, martensite

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Authors: Ismail Algelli Sassi Ehtiwesh, Željko Đurović

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The main goal of the study is to analyze all relevant properties of the electro hydraulic systems and based on that to make a proper choice of the control strategy that may be used for the control of the servomechanism system. A combination of electronic and hydraulic systems is widely used since it combines the advantages of both. Hydraulic systems are widely spread because of their properties as accuracy, flexibility, high horsepower-to-weight ratio, fast starting, stopping and reversal with smoothness and precision, and simplicity of operations. On the other hand, the modern control of hydraulic systems is based on control of the circuit fed to the inductive solenoid that controls the position of the hydraulic valve. Since this circuit may be easily handled by PWM (Pulse Width Modulation) signal with a proper frequency, the combination of electrical and hydraulic systems became very fruitful and usable in specific areas as airplane and military industry. The study shows and discusses the experimental results obtained by the control strategy (classical feedback (PID) & neural network) using MATLAB and SIMULINK [1]. Finally, the special attention was paid to the possibility of neuro-controller design and its application to control of electro-hydraulic systems and to make comparative with classical control.

Keywords: Electro-hydraulic systems, PID, Neural network controller.

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Authors: Noureddine Seddari, Mohamed Belaoued, Salah Bougueroua

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The modeling of complex systems is generally based on the decomposition of their components into sub-systems easier to handle. This division has to be made in a methodical way. In this paper, we introduce an industrial control system modeling and simulation based on the Multi-Agent System (MAS) methodology AALAADIN and more particularly the underlying conceptual model Agent/Group/Role (AGR). Indeed, in this division using AGR model, the overall system is decomposed into sub-systems in order to improve the understanding of regulation and control systems, and to simplify the implementation of the obtained agents and their groups, which are implemented using the Multi-Agents Development KIT (MAD-KIT) platform. This approach appears to us to be the most appropriate for modeling of this type of systems because, due to the use of MAS, it is possible to model real systems in which very complex behaviors emerge from relatively simple and local interactions between many different individuals, therefore a MAS is well adapted to describe a system from the standpoint of the activity of its components, that is to say when the behavior of the individuals is complex (difficult to describe with equations). The main aim of this approach is the take advantage of the performance, the scalability and the robustness that are intuitively provided by MAS.

Keywords: Complex systems, modeling and simulation, industrial control system, MAS, AALAADIN, AGR, MAD-KIT.

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Authors: Divya Haridas, C. B. Sobhan

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Laser interferometric methods have been utilized for the measurement of natural convection heat transfer from a heated vertical flat plate, in the investigation presented here. The study mainly aims at comparing two different fringe orientations in the wedge fringe setting of Mach-Zehnder interferometer (MZI), used for the measurements. The interference fringes are set in horizontal and vertical orientations with respect to the heated surface, and two different fringe analysis methods, namely the stepping method and the method proposed by Naylor and Duarte, are used to obtain the heat transfer coefficients. The experimental system is benchmarked with theoretical results, thus validating its reliability in heat transfer measurements. The interference fringe patterns are analyzed digitally using MATLAB 7 and MOTIC Plus softwares, which ensure improved efficiency in fringe analysis, hence reducing the errors associated with conventional fringe tracing. The work also discuss the relative merits and limitations of the two methods used.

Keywords: MZI, Natural Convection, Naylor Method, Vertical Flat Plate.

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Authors: K. Vidya, V.Rhymend Uthariaraj

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Traffic Engineering (TE) is the process of controlling how traffic flows through a network in order to facilitate efficient and reliable network operations while simultaneously optimizing network resource utilization and traffic performance. TE improves the management of data traffic within a network and provides the better utilization of network resources. Many research works considers intra and inter Traffic Engineering separately. But in reality one influences the other. Hence the effective network performances of both inter and intra Autonomous Systems (AS) are not optimized properly. To achieve a better Joint Optimization of both Intra and Inter AS TE, we propose a joint Optimization technique by considering intra-AS features during inter – AS TE and vice versa. This work considers the important criterion say latency within an AS and between ASes. and proposes a Bi-Criteria Latency optimization model. Hence an overall network performance can be improved by considering this jointoptimization technique in terms of Latency.

Keywords: Inter-Domain Routing , Measurement, OptimizationPerformance, Traffic Engineering.

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Authors: Jenica Ileana Corcau, Liviu Dinca

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The electrical power systems of aircrafts have made serious progress in recent years because the aircrafts depend more and more on the electricity. There is a trend in the aircraft industry to replace hydraulic and pneumatic systems with electrical systems, achieving more comfort and monitoring features and enlarging the energetic efficiency. Thus, was born the concept More Electric Aircraft. In this paper is analyzed the integration of a fuel cell into the existing electrical generation and distribution systems of an aircraft. The dynamic characteristics of fuel cell systems necessitate an adaptation of the electrical power system. The architecture studied in this paper consists of a 50kW fuel cell, a dc to dc converter and several loads. The dc to dc converter is used to step down the fuel cell voltage from about 625Vdc to 28Vdc.

Keywords: Electrical power system, More Electric Aircraft, Fuel Cell, dc to dc converter

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Authors: Saulius Minkevicius, Genadijus Kulvietis

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The modern queueing theory is one of the powerful tools for a quantitative and qualitative analysis of communication systems, computer networks, transportation systems, and many other technical systems. The paper is designated to the analysis of queueing systems, arising in the networks theory and communications theory (called open queueing network). The authors of this research in the sphere of queueing theory present the theorem about the law of the iterated logarithm (LIL) for the queue length of a customers in open queueing network and its application to the mathematical model of the open message switching system.

Keywords: Models of information systems, open message switching system, open queueing network, queue length of a customers, heavy traffic, a law of the iterated logarithm.

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Authors: D. E. Egirani, J. E. Andrews, A. R. Baker

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This study investigates sorption of Cu and Zn contained in natural mine wastewater, using mixed mineral systems in sulfidic-anoxic condition. The mine wastewater was obtained from disused mine workings at Cwmheidol in Wales, United Kingdom. These contaminants flow into water courses. These water courses include River Rheidol. In this River fishing activities exist. In an attempt to reduce Cu-Zn levels of fish intake in the watercourses, single mineral systems and 1:1 mixed mineral systems of clay and goethite were tested with the mine waste water for copper and zinc removal at variable pH. Modelling of hydroxyl complexes was carried out using phreeqc method. Reactions using batch mode technique was conducted at room temperature. There was significant differences in the behaviour of copper and zinc removal using mixed mineral systems when compared  to single mineral systems. All mixed mineral systems sorb more Cu than Zn when tested with mine wastewater.

Keywords: Cu- Zn, hydroxyl complexes, kinetics, mixed mineral systems, reactivity

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Authors: Mohamed Elshal, Hazim El-Mounayri, Omar El-Mounayri

Abstract:

Emergency department (ED) is considered as a complex system of interacting entities: patients, human resources, software and hardware systems, interfaces, and other systems. This paper represents a research for implementing a detailed Systems Engineering (SE) approach in a mid-size hospital in central Indiana. This methodology will be applied by “The Initiative for Product Lifecycle Innovation (IPLI)” institution at Indiana University to study and solve the crowding problem with the aim of increasing throughput of patients and enhance their treatment experience; therefore, the nature of crowding problem needs to be investigated with all other problems that leads to it. The presented SE methods are workflow analysis and systems modeling where SE tools such as Microsoft Visio are used to construct a group of system-level diagrams that demonstrate: patient’s workflow, documentation and communication flow, data systems, human resources workflow and requirements, leadership involved, and integration between ER different systems. Finally, the ultimate goal will be managing the process through implementation of an executable model using commercialized software tools, which will identify bottlenecks, improve documentation flow, and help make the process faster.

Keywords: Systems modeling, ED operation, workflow modeling, systems analysis.

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Authors: Dong Sang Yoo

Abstract:

We consider nonlinear uncertain systems such that a  priori information of the uncertainties is not available. For such  systems, we assume that the upper bound of the uncertainties is  represented as a Fredholm integral equation of the first kind and we  propose an adaptation law that is capable of estimating the upper  bound and design a continuous robust control which renders nonlinear  uncertain systems ultimately bounded.

 

Keywords: Adaptive Control, Estimation, Fredholm Integral, Uncertain System.

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Authors: Ghulam Rasool, Nadim Asif

Abstract:

The advent of modern technology shadows its impetus repercussions on successful Legacy systems making them obsolete with time. These systems have evolved the large organizations in major problems in terms of new business requirements, response time, financial depreciation and maintenance. Major difficulty is due to constant system evolution and incomplete, inconsistent and obsolete documents which a legacy system tends to have. The myriad dimensions of these systems can only be explored by incorporating reverse engineering, in this context, is the best method to extract useful artifacts and by exploring these artifacts for reengineering existing legacy systems to meet new requirements of organizations. A case study is conducted on six different type of software systems having source code in different programming languages using the architectural recovery framework.

Keywords: Reverse Engineering, Architecture recovery, Architecture artifacts, Reengineering.

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Authors: M.J. Park, K.H. Kim, O.M. Kwon

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This paper proposes a delay-dependent leader-following consensus condition of multi-agent systems with both communication delay and probabilistic self-delay. The proposed methods employ a suitable piecewise Lyapunov-Krasovskii functional and the average dwell time approach. New consensus criterion for the systems are established in terms of linear matrix inequalities (LMIs) which can be easily solved by various effective optimization algorithms. Numerical example showed that the proposed method is effective.

Keywords: Multi-agent systems, probabilistic self-delay, consensus, Lyapunov method, LMI.

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Authors: Rasheed A. Adebayo, Mehluli M. Moyo, Ignatius V. Nsahlai

Abstract:

Ruminants are known to relish roughage for productivity but the effect of its quality on digesta load in rumen, omasum, abomasum and other distal organs of the digestive tract is yet unknown. Reticulorumen fill is a strong indicator for long-term control of intake in ruminants. As such, the measurement and prediction of digesta load in these compartments may be crucial to productivity in the ruminant industry. The current study aimed at determining the effect of (a) diet quality on digesta load in digestive organs of goats, and (b) period of meal termination on the reticulorumen fill and digesta load in other distal compartments of the digestive tract of goats. Goats were fed with urea-treated hay (UTH), urea-sprayed hay (USH) and non-treated hay (NTH). At the end of eight weeks of a feeding trial period, upon termination of a meal in the morning, afternoon or evening, all goats were slaughtered in random groups of three per day to measure reticulorumen fill and digesta loads in other distal compartments of the digestive tract. Both diet quality and period affected (P < 0.05) the measure of reticulorumen fill. However, reticulorumen fill in the evening was larger (P < 0.05) than afternoon, while afternoon was similar (P > 0.05) to morning. Also, diet quality affected (P < 0.05) the wet omasal digesta load, wet abomasum, dry abomasum and dry caecum digesta loads but did not affect (P > 0.05) both wet and dry digesta loads in other compartments of the digestive tract. Period of measurement did not affect (P > 0.05) the wet omasal digesta load, and both wet and dry digesta loads in other compartments of the digestive tract except wet abomasum digesta load (P < 0.05) and dry caecum digesta load (P < 0.05). Both wet and dry reticulorumen fill were correlated (P < 0.05) with omasum (r = 0.623) and (r = 0.723), respectively. In conclusion, reticulorumen fill of goats decreased by improving the roughage quality; and the period of meal termination and measurement of the fill is a key factor to the quantity of digesta load.

Keywords: Digesta, goats, meal termination, reticulorumen fill.

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Authors: F. Raja, M.Rahgozar, N. Razavi, M. Siadaty

Abstract:

Main Memory Database systems (MMDB) store their data in main physical memory and provide very high-speed access. Conventional database systems are optimized for the particular characteristics of disk storage mechanisms. Memory resident systems, on the other hand, use different optimizations to structure and organize data, as well as to make it reliable. This paper provides a brief overview on MMDBs and one of the memory resident systems named FastDB and compares the processing time of this system with a typical disc resident database based on the results of the implementation of TPC benchmarks environment on both.

Keywords: Disk-Resident Database, FastDB, Main MemoryDatabase.

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Authors: Javad Khazaei, Rick S. Blum

Abstract:

Distributed control is an efficient and flexible approach for coordination of multi-agent systems. One of the main challenges in designing a distributed controller is identifying the governing dynamics of the dynamical systems. Data-driven system identification is currently undergoing a revolution. With the availability of high-fidelity measurements and historical data, model-free identification of dynamical systems can facilitate the control design without tedious modeling of high-dimensional and/or nonlinear systems. This paper develops a distributed control design using consensus theory for linear and nonlinear dynamical systems using sparse identification of system dynamics. Compared with existing consensus designs that heavily rely on knowing the detailed system dynamics, the proposed model-free design can accurately capture the dynamics of the system with available measurements and input data and provide guaranteed performance in consensus and tracking problems. Heterogeneous damped oscillators are chosen as examples of dynamical system for validation purposes.

Keywords: Consensus tracking, distributed control, model-free control, sparse identification of dynamical systems.

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Authors: Wei Song, Lian-he Yang

Abstract:

Interactive CAD systems have to allocate and deallocate memory frequently. Frequent memory allocation and deallocation can play a significant role in degrading application performance. An application may use memory in a very specific way and pay a performance penalty for functionality it does not need. We could counter that by developing specialized memory managers.

Keywords: Interactive CAD systems, Specialized Memory Manager.

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Authors: Fotis N. Koumboulis, Michael G. Skarpetis, Maria P. Tzamtzi

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The problem of robust disturbance rejection (RDR) using a proportional state feedback controller is studied for the case of Left Invertible MIMO generalized state space linear systems with nonlinear uncertain structure. Sufficient conditions for the problem to have a solution are established. The set of all proportional feedback controllers solving the problem subject to these conditions is analytically determined.

Keywords: System theory, uncertain systems, robust control, singular systems.

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Authors: Abbas Moshref Razavi, Rodina Ahmad

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To motivate users to adopt and use information systems effectively, the nature of motivation should be carefully investigated. People are usually motivated within ongoing processes which include a chain of states such as perception, stimulation, motivation, actions and reactions and finally, satisfaction. This study assumes that the relevant motivation processes should be executed in a proper and continuous manner to be able to persistently motivate and re-motivate people in organizational settings and towards information systems. On this basis, the study attempts to propose possible relationships between this process-nature view of motivation in terms of the common chain of states and the nearly unique properties of information systems as is perceived by users in the sense of a knowledgeable and authoritative entity. In the conclusion section, some guidelines for practitioners are suggested to ease their tasks for motivating people to adopt and use information systems.

Keywords: Information Systems, Satisfaction, Motivation

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Authors: Binay K. Dutta, Tayseir M. Abd Ellateif, Saikat Maitra

Abstract:

In the present work homogeneous silica film on silicon was fabricated by colloidal silica sol. The silica sol precursor with uniformly granular particle was derived by the alkaline hydrolysis of tetraethoxyorthosilicate (TEOS) in presence of glycerol template. The film was prepared by dip coating process. The templated hetero-structured silica film was annealed at elevated temperatures to generate nano- and meso porosity in the film. The film was subsequently annealed at different temperatures to make it defect free and abrasion resistant. The sol and the film were characterized by the measurement of particle size distribution, scanning electron microscopy, XRD, FTIR spectroscopy, transmission electron microscopy, atomic force microscopy, measurement of the refractive index, thermal conductivity and abrasion resistance. The porosity of the films decreased whereas refractive index and dielectric constant of it `increased with the increase in the annealing temperature. The thermal conductivity of the films increased with the increase in the film thickness. The developed porous silica film holds strong potential for use in different areas.

Keywords: Silica film, Nanoporous, Sol-gel, Templating, Dip coating.

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Authors: Ginalber L. O. Serra

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This work proposes a recursive weighted ELS algorithm for system identification by applying numerically robust orthogonal Householder transformations. The properties of the proposed algorithm show it obtains acceptable results in a noisy environment: fast convergence and asymptotically unbiased estimates. Comparative analysis with others robust methods well known from literature are also presented.

Keywords: Stochastic Systems, Robust Identification, Parameter Estimation, Systems Identification.

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Authors: Milan Rippel, Petr Teply

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This paper focuses on operational risk measurement techniques and on economic capital estimation methods. A data sample of operational losses provided by an anonymous Central European bank is analyzed using several approaches. Loss Distribution Approach and scenario analysis method are considered. Custom plausible loss events defined in a particular scenario are merged with the original data sample and their impact on capital estimates and on the financial institution is evaluated. Two main questions are assessed – What is the most appropriate statistical method to measure and model operational loss data distribution? and What is the impact of hypothetical plausible events on the financial institution? The g&h distribution was evaluated to be the most suitable one for operational risk modeling. The method based on the combination of historical loss events modeling and scenario analysis provides reasonable capital estimates and allows for the measurement of the impact of extreme events on banking operations.

Keywords: operational risk, scenario analysis, economic capital, loss distribution approach, extreme value theory, stress testing

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