Search results for: geometric complexity

Authors: I. R. Farah, I. B. Ismail, M. B. Ahmed

Abstract:

The huge development of new technologies and the apparition of open communication system more and more sophisticated create a new challenge to protect digital content from piracy. Digital watermarking is a recent research axis and a new technique suggested as a solution to these problems. This technique consists in inserting identification information (watermark) into digital data (audio, video, image, databases...) in an invisible and indelible manner and in such a way not to degrade original medium-s quality. Moreover, we must be able to correctly extract the watermark despite the deterioration of the watermarked medium (i.e attacks). In this paper we propose a system for watermarking satellite images. We chose to embed the watermark into frequency domain, precisely the discrete wavelet transform (DWT). We applied our algorithm on satellite images of Tunisian center. The experiments show satisfying results. In addition, our algorithm showed an important resistance facing different attacks, notably the compression (JEPG, JPEG2000), the filtering, the histogram-s manipulation and geometric distortions such as rotation, cropping, scaling.

Keywords: Digital data watermarking, Spatial Database, Satellite images, Discrete Wavelets Transform (DWT).

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Authors: Marco Kennemann, Steffen C. Eickemeyer, Peter Nyhuis

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Due to the growing dynamic and complexity within the market environment production enterprises in particular are faced with new logistic challenges. Moreover, it is here in this dynamic environment that the Logistic Operating Curve Theory also reaches its limits as a method for describing the correlations between the logistic objectives. In order to convert this theory into a method for dynamically monitoring productions this paper will introduce methods for reliably and quickly identifying structural changes relevant to logistics.

Keywords: Dynamics, Logistic Operating Curves, Production Logistics, Production Planning and Control

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Authors: Sin J. Chen, Jyh J. Chen

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This study describes a micro device integrated with multi-chamber for polymerase chain reaction (PCR) with different annealing temperatures. The device consists of the reaction polydimethylsiloxane (PDMS) chip, a cover glass chip, and is equipped with cartridge heaters, fans, and thermocouples for temperature control. In this prototype, commercial software is utilized to determine the geometric and operational parameters those are responsible for creating the denaturation, annealing, and extension temperatures within the chip. Two cartridge heaters are placed at two sides of the chip and maintained at two different temperatures to achieve a thermal gradient on the chip during the annealing step. The temperatures on the chip surface are measured via an infrared imager. Some thermocouples inserted into the reaction chambers are used to obtain the transient temperature profiles of the reaction chambers during several thermal cycles. The experimental temperatures compared to the simulated results show a similar trend. This work should be interesting to persons involved in the high-temperature based reactions and genomics or cell analysis.

Keywords: Polymerase chain reaction, thermal cycles, temperature gradient, micro-fabrication.

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Authors: Eric Filiol

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This paper presents a formalisation of the different existing code mutation techniques (polymorphism and metamorphism) by means of formal grammars. While very few theoretical results are known about the detection complexity of viral mutation techniques, we exhaustively address this critical issue by considering the Chomsky classification of formal grammars. This enables us to determine which family of code mutation techniques are likely to be detected or on the contrary are bound to remain undetected. As an illustration we then present, on a formal basis, a proof-of-concept metamorphic mutation engine denoted PB MOT, whose detection has been proven to be undecidable.

Keywords: Polymorphism, Metamorphism, Formal Grammars, Formal Languages, Language Decision, Code Mutation, Word Problem

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Authors: T. Kishore Kumar

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Speech enhancement is the process of eliminating noise and increasing the quality of a speech signal, which is contaminated with other kinds of distortions. This paper is on developing an optimum cascaded system for speech enhancement. This aim is attained without diminishing any relevant speech information and without much computational and time complexity. LMS algorithm, Spectral Subtraction and Kalman filter have been deployed as the main de-noising algorithms in this work. Since these algorithms suffer from respective shortcomings, this work has been undertaken to design cascaded systems in different combinations and the evaluation of such cascades by qualitative (listening) and quantitative (SNR) tests.

Keywords: LMS, Kalman filter, Speech Enhancement and Spectral Subtraction.

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Authors: Hammad T. Janjuhah, Josep Sanjuan, Mohamed K. Salah

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Biological and chemical activities in carbonates are responsible for the complexity of the pore system. Primary porosity is generally of natural origin while secondary porosity is subject to chemical reactivity through diagenetic processes. To understand the integrated part of hydrocarbon exploration, it is necessary to understand the carbonate pore system. However, the current porosity classification scheme is limited to adequately predict the petrophysical properties of different reservoirs having various origins and depositional environments. Rock classification provides a descriptive method for explaining the lithofacies but makes no significant contribution to the application of porosity and permeability (poro-perm) correlation. The Central Luconia carbonate system (Malaysia) represents a good example of pore complexity (in terms of nature and origin) mainly related to diagenetic processes which have altered the original reservoir. For quantitative analysis, 32 high-resolution images of each thin section were taken using transmitted light microscopy. The quantification of grains, matrix, cement, and macroporosity (pore types) was achieved using a petrographic analysis of thin sections and FESEM images. The point counting technique was used to estimate the amount of macroporosity from thin section, which was then subtracted from the total porosity to derive the microporosity. The quantitative observation of thin sections revealed that the mouldic porosity (macroporosity) is the dominant porosity type present, whereas the microporosity seems to correspond to a sum of 40 to 50% of the total porosity. It has been proven that these Miocene carbonates contain a significant amount of microporosity, which significantly complicates the estimation and production of hydrocarbons. Neglecting its impact can increase uncertainty about estimating hydrocarbon reserves. Due to the diversity of geological parameters, the application of existing porosity classifications does not allow a better understanding of the poro-perm relationship. However, the classification can be improved by including the pore types and pore structures where they can be divided into macro- and microporosity. Such studies of microporosity identification/classification represent now a major concern in limestone reservoirs around the world.

Keywords: Carbonate reservoirs, microporosity, overview of porosity classification, reservoir characterization.

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Authors: H. B. Kekre, Tanuja K. Sarode

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This paper presents a very simple and efficient algorithm for codebook search, which reduces a great deal of computation as compared to the full codebook search. The algorithm is based on sorting and centroid technique for search. The results table shows the effectiveness of the proposed algorithm in terms of computational complexity. In this paper we also introduce a new performance parameter named as Average fractional change in pixel value as we feel that it gives better understanding of the closeness of the image since it is related to the perception. This new performance parameter takes into consideration the average fractional change in each pixel value.

Keywords: Vector Quantization, Data Compression, Encoding, Searching.

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Authors: Rizwan Asghar, Dake Liu

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The direct implementation of interleaver functions in WiMAX is not hardware efficient due to presence of complex functions. Also the conventional method i.e. using memories for storing the permutation tables is silicon consuming. This work presents a 2-D transformation for WiMAX channel interleaver functions which reduces the overall hardware complexity to compute the interleaver addresses on the fly. A fully reconfigurable architecture for address generation in WiMAX channel interleaver is presented, which consume 1.1 k-gates in total. It can be configured for any block size and any modulation scheme in WiMAX. The presented architecture can run at a frequency of 200 MHz, thus fully supporting high bandwidth requirements for WiMAX.

Keywords: Interleaver, deinterleaver, WiMAX, 802.16e.

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Authors: Miloš Šeda

Abstract:

Finding the shortest path between two positions is a fundamental problem in transportation, routing, and communications applications. In robot motion planning, the robot should pass around the obstacles touching none of them, i.e. the goal is to find a collision-free path from a starting to a target position. This task has many specific formulations depending on the shape of obstacles, allowable directions of movements, knowledge of the scene, etc. Research of path planning has yielded many fundamentally different approaches to its solution, mainly based on various decomposition and roadmap methods. In this paper, we show a possible use of visibility graphs in point-to-point motion planning in the Euclidean plane and an alternative approach using Voronoi diagrams that decreases the probability of collisions with obstacles. The second application area, investigated here, is focused on problems of finding minimal networks connecting a set of given points in the plane using either only straight connections between pairs of points (minimum spanning tree) or allowing the addition of auxiliary points to the set to obtain shorter spanning networks (minimum Steiner tree).

Keywords: motion planning, spanning tree, Steiner tree, Delaunay triangulation, Voronoi diagram.

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Authors: M. Y. Misro, A. Ramli, J. M. Ali

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Bezier curves have useful properties for path generation problem, for instance, it can generate the reference trajectory for vehicles to satisfy the path constraints. Both algorithms join cubic Bezier curve segment smoothly to generate the path. Some of the useful properties of Bezier are curvature. In mathematics, curvature is the amount by which a geometric object deviates from being flat, or straight in the case of a line. Another extrinsic example of curvature is a circle, where the curvature is equal to the reciprocal of its radius at any point on the circle. The smaller the radius, the higher the curvature thus the vehicle needs to bend sharply. In this study, we use Bezier curve to fit highway-like curve. We use different approach to find the best approximation for the curve so that it will resembles highway-like curve. We compute curvature value by analytical differentiation of the Bezier Curve. We will then compute the maximum speed for driving using the curvature information obtained. Our research works on some assumptions; first, the Bezier curve estimates the real shape of the curve which can be verified visually. Even though, fitting process of Bezier curve does not interpolate exactly on the curve of interest, we believe that the estimation of speed are acceptable. We verified our result with the manual calculation of the curvature from the map.

Keywords: Speed estimation, path constraints, reference trajectory, Bezier curve.

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Authors: Ahmed E. Hodaib, Samar F. Abdel Fattah

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High-speed transportation is a growing concern. To develop high-speed rails and to increase high-speed efficiencies, the idea of Hyperloop was introduced. The challenge is to overcome the difficulties of managing friction and air-resistance which become substantial when vehicles approach high speeds. In this paper, we are presenting the methodologies of the capsule design which got a design concept innovation award at SpaceX competition in January, 2016. MATLAB scripts are written for the levitation and propulsion calculations and iterations. Computational Fluid Dynamics (CFD) is used to simulate the air flow around the capsule considering the effect of the axial-flow air compressor and the levitation cushion on the air flow. The design procedures of a single-sided linear induction motor are analyzed in detail and its geometric and magnetic parameters are determined. A structural design is introduced and Finite Element Method (FEM) is used to analyze the stresses in different parts. The configuration and the arrangement of the components are illustrated. Moreover, comments on manufacturing are made.

Keywords: High-speed transportation, Hyperloop, railways transportation, single-sided linear induction motor.

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Authors: Rimmy Yadav, Avtar Singh

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Ant Colony Optimization (ACO) is a promising modern approach to the unused combinatorial optimization. Here ACO is applied to finding the shortest during communication link failure. In this paper, the performances of the prim’s and ACO algorithm are made. By comparing the time complexity and program execution time as set of parameters, we demonstrate the pleasant performance of ACO in finding excellent solution to finding shortest path during communication link failure.

Keywords: Ant colony optimization, link failure, prim’s algorithm.

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Authors: Ilqar Ramazanli

Abstract:

The matrix completion problem has been studied broadly under many underlying conditions. In many real-life scenarios, we could expect elements from distinct columns or distinct positions to have a different cost. In this paper, we explore this generalization under adaptive conditions. We approach the problem under two different cost models. The first one is that entries from different columns have different observation costs, but, within the same column, each entry has a uniform cost. The second one is any two entry has different observation cost, despite being the same or different columns. We provide complexity analysis of our algorithms and provide tightness guarantees.

Keywords: Matrix completion, adaptive learning, heterogeneous cost, Matroid optimization.

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Authors: N. Veerasamy, JPH Eloff

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Network warfare is an emerging concept that focuses on the network and computer based forms through which information is attacked and defended. Various computer and network security concepts thus play a role in network warfare. Due the intricacy of the various interacting components, a model to better understand the complexity in a network warfare environment would be beneficial. Non-quantitative modeling is a useful method to better characterize the field due to the rich ideas that can be generated based on the use of secular associations, chronological origins, linked concepts, categorizations and context specifications. This paper proposes the use of non-quantitative methods through a morphological analysis to better explore and define the influential conditions in a network warfare environment.

Keywords: Morphological, non-quantitative, network warfare.

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Authors: Chin-Jung Lin, Yi-Hsien Yu, Szu-Ying Chen, Ya-Hsuan Liou

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Highly ordered arrays of TiO2 nanotubes (TiNTs) were grown vertically on Ti foil by electrochemical anodization. We controlled the lengths of these TiNTs from 2.4 to 26.8 ¶üÇóμm while varying the water contents (1, 3, and 6 wt%) of the electrolyte in ethylene glycol in the presence of 0.5 wt% NH4F with anodization for various applied voltages (20–80 V), periods (10–240 min) and temperatures (10–30 oC). For vertically aligned TiNT arrays, not only the increase in their tube lengths, but also their geometric (wall thickness and surface roughness) and crystalline structure lead to a significant influence on photocatalytic activity. The length optimization for methylene blue (MB) photodegradation was 18 μm. Further extending the TiNT length yielded lower photocatalytic activity presumably related to the limited MB diffusion and light-penetration depth into the TiNT arrays. The results indicated that a maximum MB photodegradation rate was obtained for the discrete anatase TiO2 nanotubes with thick and rough walls.

Keywords: Anodic oxidation, nanotube, photocatalytic, TiO2.

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Authors: Najaf Hedayat

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Food and fibre production in arid and semi-arid regions has emerged as one of the major challenges for various socio-economic and political reasons such as the food security and self-sufficiency. Productive use of the renewable water resources has risen on top ofthe decision-making agenda. For this reason, efficient operation and maintenance of modern irrigation and drainage schemes become part and parcel and indispensible reality in agricultural policy making arena. The aim of this paper is to investigate the complexity of operating and maintaining such schemes, mainly focussing on challenges which enhance and opportunities that impedsustainable food and fibre production. The methodology involved using secondary data complemented byroutine observations and stakeholders views on issues that influence the O&M in the Dez command area. The SPSS program was used as an analytical framework for data analysis and interpretation.Results indicate poor application efficiency in most croplands, much of which is attributed to deficient operation of conveyance and distribution canals. These in turn, are reportedly linked to inadequate maintenance of the pumping stations and hydraulic structures like turnouts,flumes and other control systems particularly in the secondary and tertiary canals. Results show that the aforementioned deficiencies have been the major impediment to establishing regular flow toward the farm gates which subsequently undermine application efficiency and tillage operationsat farm level. Results further show that accumulative impact of such deficiencies has been the major causes of poorcrop yield and quality that deem production system in these croplands uneconomic. Results further show that the present state might undermine the sustainability of agricultural system in the command area. The overall conclusion being that present water management is unlikely to be responsive to challenges that the sector faces. And in the absence of coherent measures to shift the status quo situation in favour of more productive resource use, it would be hard to fulfil the objectives of the National Economic and Socio-cultural Development Plans.

Keywords: renewable water resources, Dez scheme, irrigationand drainage, sustainable crop production, O&M

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Authors: Candy P. Schulze, Michael Brieke, Prof. Peter Nyhuis

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The building of a factory can be a strategic investment owing to its long service life. An evaluation that only focuses, for example, on payments for the building, the technical equipment of the factory, and the personnel for the enterprise is – considering the complexity of the system factory – not sufficient for this long-term view. The success of an investment is secured, among other things, by the attainment of nonmonetary goals, too, like transformability. Such aspects are not considered in traditional investment calculations like the net present value method. This paper closes this gap with the enhanced economic evaluation (EWR) for factory planning. The procedure and the first results of an application in a project are presented.

Keywords: economic efficiency, holistic evaluation, factory planning

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Authors: Sher Muhammad, Mirza Muhammad Waqar

Abstract:

It is necessary to monitor and identify mangroves types and spatial extent near coastal areas because it plays an important role in coastal ecosystem and environmental protection. This research aims at identifying and mapping mangroves types along Karachi coast ranging from 24.79⁰ to 24.85⁰ in latitude and 66.91⁰ to 66.97⁰ in longitude using hyperspectral remote sensing data and techniques. Image acquired during February, 2012 through Hyperion sensor have been used for this research. Image pre processing includes geometric and radiometric correction followed by Minimum Noise Fraction (MNF) and Pixel Purity Index (PPI). The output of MNF and PPI has been analyzed by visualizing it in n-dimensions for end member extraction. Well distributed clusters on the n-dimensional scatter plot have been selected with the region of interest (ROI) tool as end members. These end members have been used as an input for classification techniques applied to identify and map mangroves species including Spectral Angle Mapper (SAM), Spectral Feature Fitting (SFF) and Spectral Information Diversion (SID). Only two types of mangroves namely Avicennia Marina (White Mangroves) and Avicennia germinans (Black Mangroves) have been observed throughout the study area.

Keywords: Mangrove, Hyperspectral, SAM, SFF, SID.

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Authors: Grzegorz Ulacha, Ryszard Stasiński

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In the paper an effective context based lossless coding technique is presented. Three principal and few auxiliary contexts are defined. The predictor adaptation technique is an improved CoBALP algorithm, denoted CoBALP+. Cumulated predictor error combining 8 bias estimators is calculated. It is shown experimentally that indeed, the new technique is time-effective while it outperforms the well known methods having reasonable time complexity, and is inferior only to extremely computationally complex ones.

Keywords: Adaptive prediction, context coding, image losslesscoding, prediction error bias correction.

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Authors: Fattah Alizadeh, Saeed Nalousi, Chiman Savari

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Because of increasing demands for security in today-s society and also due to paying much more attention to machine vision, biometric researches, pattern recognition and data retrieval in color images, face detection has got more application. In this article we present a scientific approach for modeling human skin color, and also offer an algorithm that tries to detect faces within color images by combination of skin features and determined threshold in the model. Proposed model is based on statistical data in different color spaces. Offered algorithm, using some specified color threshold, first, divides image pixels into two groups: skin pixel group and non-skin pixel group and then based on some geometric features of face decides which area belongs to face. Two main results that we received from this research are as follow: first, proposed model can be applied easily on different databases and color spaces to establish proper threshold. Second, our algorithm can adapt itself with runtime condition and its results demonstrate desirable progress in comparison with similar cases.

Keywords: face detection, skin color modeling, color, colorfulimages, face recognition.

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Authors: Ying-Han Pang, Andrew Teoh Beng Jin, David Ngo Chek Ling

Abstract:

A cancelable palmprint authentication system proposed in this paper is specifically designed to overcome the limitations of the contemporary biometric authentication system. In this proposed system, Geometric and pseudo Zernike moments are employed as feature extractors to transform palmprint image into a lower dimensional compact feature representation. Before moment computation, wavelet transform is adopted to decompose palmprint image into lower resolution and dimensional frequency subbands. This reduces the computational load of moment calculation drastically. The generated wavelet-moment based feature representation is used to generate cancelable verification key with a set of random data. This private binary key can be canceled and replaced. Besides that, this key also possesses high data capture offset tolerance, with highly correlated bit strings for intra-class population. This property allows a clear separation of the genuine and imposter populations, as well as zero Equal Error Rate achievement, which is hardly gained in the conventional biometric based authentication system.

Keywords: Cancelable biometric authenticator, Discrete- Hashing, Moments, Palmprint.

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Authors: M. Saidi, F. Ait-Medjber, B. Safi, M. Samar

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This work is focused on the study of valuation of recycled concrete aggregates, by measuring certain properties of concrete in the fresh and hardened state. In this study, rheological tests and physic-mechanical characterization on concretes and mortars were conducted with recycled concrete whose geometric properties were identified aggregates. Mortars were elaborated with recycled fine aggregate (0/5mm) and concretes were manufactured using recycled coarse aggregates (5/12.5 mm and 12.5/20 mm). First, a study of the mortars was conducted to determine the effectiveness of polycarboxylate superplasticizer on the workability of these and their action deflocculating of the recycled sand. The rheological behavior of mortars based on fine aggregate recycled was characterized. The results confirm that the mortars composed of different fractions of recycled sand (0 /5) have a better mechanical properties (compressive and flexural strength) compared to normal mortar. Also, the mechanical strengths of concretes made with recycled aggregates (5/12.5 mm and 12.5/20 mm), are comparable to those of conventional concrete with conventional aggregates, provided that the implementation can be improved by the addition of a superplasticizer.

Keywords: Demolition wastes, recycled coarse aggregate, concrete, workability, mechanical strength, porosity/water absorption.

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Authors: Reza Ghaemi, Amin Milani Fard, Hamid Tabatabaee, Mahdi Sadeghizadeh

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Due to new distributed database applications such as huge deductive database systems, the search complexity is constantly increasing and we need better algorithms to speedup traditional relational database queries. An optimal dynamic programming method for such high dimensional queries has the big disadvantage of its exponential order and thus we are interested in semi-optimal but faster approaches. In this work we present a multi-agent based mechanism to meet this demand and also compare the result with some commonly used query optimization algorithms.

Keywords: Information retrieval systems, list fusion methods, document score, multi-agent systems.

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Authors: Abhijit Mitra, Bhargav Kumar Mitra, Biswajoy Chatterjee

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We present a novel scheme to recognize isolated speech signals using certain statistical parameters derived from those signals. The determination of the statistical estimates is based on extracted signal information rather than the original signal information in order to reduce the computational complexity. Subtle details of these estimates, after extracting the speech signal from ambience noise, are first exploited to segregate the polysyllabic words from the monosyllabic ones. Precise recognition of each distinct word is then carried out by analyzing the histogram, obtained from these information.

Keywords: Isolated speech signals, Block overlapping technique, Positive peaks, Histogram analysis.

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Authors: V. Narasimha Raghavan, M. Venkatesh, T. Peer Meera Labbai, Praveen Dwarakanath Prabhu

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The performance and complexity of QoS routing depends on the complex interaction between a large set of parameters. This paper investigated the scaling properties of source-directed link-state routing in large core networks. The simulation results show that the routing algorithm, network topology, and link cost function each have a significant impact on the probability of successfully routing new connections. The experiments confirm and extend the findings of other studies, and also lend new insight designing efficient quality-of-service routing policies in large networks.

Keywords: QoS, Link-State Routing, Dijkstra, Path Selection, Path Computation.

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Authors: Waqas Saleem, Fan Yuqing

Abstract:

A strategy is implemented to find the improved configuration design of an existing aircraft structure by executing topology and shape optimizations. Structural analysis of the Initial Design Space is performed in ANSYS under the loads pertinent to operating and ground conditions. By using the FEA results and data, an initial optimized layout configuration is attained by exploiting nonparametric topology optimization in TOSCA software. Topological optimized surfaces are then smoothened and imported in ANSYS to develop the geometrical features. Nodes at the critical locations of resulting voids are selected for sketching rough profiles. Rough profiles are further refined and CAD feasible geometric features are generated. The modified model is then analyzed under the same loadings and constraints as defined for topology optimization. Shape at the peak stress concentration areas are further optimized by exploiting the shape optimization in TOSCA.shape module. The harmonized stressed model with the modified surfaces is then imported in CATIA to develop the final design.

Keywords: Structural optimization, Topology optimization, Shape optimization, Tail fin

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Authors: Say Wei Foo, Qi Dong

Abstract:

Digital watermarking is one of the techniques for copyright protection. In this paper, a normalization-based robust image watermarking scheme which encompasses singular value decomposition (SVD) and discrete cosine transform (DCT) techniques is proposed. For the proposed scheme, the host image is first normalized to a standard form and divided into non-overlapping image blocks. SVD is applied to each block. By concatenating the first singular values (SV) of adjacent blocks of the normalized image, a SV block is obtained. DCT is then carried out on the SV blocks to produce SVD-DCT blocks. A watermark bit is embedded in the highfrequency band of a SVD-DCT block by imposing a particular relationship between two pseudo-randomly selected DCT coefficients. An adaptive frequency mask is used to adjust local watermark embedding strength. Watermark extraction involves mainly the inverse process. The watermark extracting method is blind and efficient. Experimental results show that the quality degradation of watermarked image caused by the embedded watermark is visually transparent. Results also show that the proposed scheme is robust against various image processing operations and geometric attacks.

Keywords: Image watermarking, Image normalization, Singularvalue decomposition, Discrete cosine transform, Robustness.

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Authors: Flur R. Ismagilov, Irek Kh. Khayrullin, Vyacheslav E. Vavilov, Ruslan D. Karimov, Anton S. Gorbunov, Danis R. Farrakhov

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The paper presents another structural scheme of high-temperature starter-generator with external rotor to be installed on High Pressure Shaft (HPS) of aircraft engines (AE) to implement More Electrical Engine concept. The basic materials to make this starter-generator (SG) were selected and justified. Multi-criteria optimization of the developed structural scheme was performed using a genetic algorithm and Pareto method. The optimum (in Pareto terms) active length and thickness of permanent magnets of SG were selected as a result of the optimization. Using the dimensions obtained, allowed to reduce the weight of the designed SG by 10 kg relative to a base option at constant thermal loads. Multidisciplinary computer simulation was performed on the basis of the optimum geometric dimensions, which proved performance efficiency of the design. We further plan to make a full-scale sample of SG of HPS and publish the results of its experimental research.

Keywords: High-temperature starter-generator, More electrical engine, multi-criteria optimization, permanent magnet.

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Authors: Peter Benneth, Tsaroh N. Theophilus, Prince Benjamin

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This research work aims at studying the application of Legendre Transformation Method (LTM) to Hamilton Jacobi Bellman (HJB) equation which is an example of optimal control problem. We discuss the steps involved in modelling the HJB equation as it relates to mathematical finance by applying the Ito’s lemma and maximum principle theorem. By applying the LTM and dual theory, the resultant HJB equation is transformed to a linear Partial Differential Equation (PDE). Also, the Optimal Investment Strategy (OIS) and the optimal value function were obtained under the exponential utility function. Furthermore, some numerical results were also presented with observations that the OIS under exponential utility is directly proportional to the appreciation rate of the risky asset and inversely proportional to the instantaneous volatility, predetermined interest rate, risk averse coefficient. Finally, it was observed that the optimal fund size is an increasing function of the risk free interest rate. This result is consistent with some existing results.

Keywords: Legendre transformation method, Optimal investment strategy, Ito’s lemma, Hamilton Jacobi Bellman equation, Geometric Brownian motion, financial market.

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Authors: N. Praveen Kumar, Abhijit Mitra, C. Ardil

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Decision feedback equalizers are commonly employed to reduce the error caused by intersymbol interference. Here, an adaptive decision feedback equalizer is presented with a new adaptation algorithm. The algorithm follows a block-based approach of normalized least mean square (NLMS) algorithm with set-membership filtering and achieves a significantly less computational complexity over its conventional NLMS counterpart with set-membership filtering. It is shown in the results that the proposed algorithm yields similar type of bit error rate performance over a reasonable signal to noise ratio in comparison with the latter one.

Keywords: Decision feedback equalizer, Adaptive algorithm, Block based computation, Set membership filtering.

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