Search results for: Motion model

Authors: Alpha Agape Gopalai, S. M. N. Arosha Senanayake

Abstract:

This paper explores the opportunity of using tri-axial wireless accelerometers for supervised monitoring of sports movements. A motion analysis system for the upper extremities of lawn bowlers in particular is developed. Accelerometers are placed on parts of human body such as the chest to represent the shoulder movements, the back to capture the trunk motion, back of the hand, the wrist and one above the elbow, to capture arm movements. These sensors placement are carefully designed in order to avoid restricting bowler-s movements. Data is acquired from these sensors in soft-real time using virtual instrumentation; the acquired data is then conditioned and converted into required parameters for motion regeneration. A user interface was also created to facilitate in the acquisition of data, and broadcasting of commands to the wireless accelerometers. All motion regeneration in this paper deals with the motion of the human body segment in the X and Y direction, looking into the motion of the anterior/ posterior and lateral directions respectively.

Keywords: Motion Regeneration, Virtual Instrumentation, Wireless Accelerometers.

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Authors: Nina Robson, Kenneth John Faller II, Vishalkumar Ahir, Mustafa Mhawesh, Reza Langari

Abstract:

This paper describes the development of a model of an impaired human arm performing a reaching motion, which will be used to predict hand path trajectories for people with reduced arm joint mobility. Assuming that the arm was in contact with a surface during the entire movement, the contact conditions at the initial and final task locations were determined and used to generate the entire trajectory. The model was validated by comparing it to experimental data, which simulated an arm joint impairment by physically constraining the joint motion with a brace. Future research will include using the model in the development of physical training protocols that avoid early recruitment of “healthy” Degrees-Of-Freedom (DOF) for reaching motions, thus facilitating an Active Range-Of-Motion Recovery (AROM) for a particular impaired joint.

Keywords: Higher order kinematic specifications, human motor coordination, impaired movement, kinematic synthesis.

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Authors: S. Seyedtabaii, L. Seyedtabaii

Abstract:

Artifact free photoplethysmographic (PPG) signals are necessary for non-invasive estimation of oxygen saturation (SpO2) in arterial blood. Movement of a patient corrupts the PPGs with motion artifacts, resulting in large errors in the computation of Sp02. This paper presents a study on using Kalman Filter in an innovative way by modeling both the Artillery Blood Pressure (ABP) and the unwanted signal, additive motion artifact, to reduce motion artifacts from corrupted PPG signals. Simulation results show acceptable performance regarding LMS and variable step LMS, thus establishing the efficacy of the proposed method.

Keywords: Kalman filter, Motion artifact, PPG, Photoplethysmography.

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Authors: Dong-Hyung Kim, Ji Yeong Lee, Chang-Soo Han

Abstract:

This paper presents a sensor-based motion planning algorithm for 3-DOF car-like robots with a nonholonomic constraint. Similar to the classic Bug family algorithms, the proposed algorithm enables the car-like robot to navigate in a completely unknown environment using only the range sensor information. The car-like robot uses the local range sensor view to determine the local path so that it moves towards the goal. To guarantee that the robot can approach the goal, the two modes of motion are repeated, termed motion-to-goal and wall-following. The motion-to-goal behavior lets the robot directly move toward the goal, and the wall-following behavior makes the robot circumnavigate the obstacle boundary until it meets the leaving condition. For each behavior, the nonholonomic motion for the car-like robot is planned in terms of the instantaneous turning radius. The proposed algorithm is implemented to the real robot and the experimental results show the performance of proposed algorithm.

Keywords: Motion planning, car-like robot, bug algorithm, autonomous motion planning, nonholonomic constraint.

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Authors: Barış Can Yalçın

Abstract:

Motion sensors have been commonly used as a valuable component in mechatronic systems, however, many mechatronic designs and applications that need motion sensors cost enormous amount of money, especially high-tech systems. Design of a software for communication protocol between data acquisition card and motion sensor is another issue that has to be solved. This study presents how to design a low cost motion data acquisition setup consisting of MPU 6050 motion sensor (gyro and accelerometer in 3 axes) and Arduino Mega2560 microcontroller. Design parameters are calibration of the sensor, identification and communication between sensor and data acquisition card, interpretation of data collected by the sensor.

Keywords: Calibration of sensors, data acquisition.

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Authors: Nicolas Delcey, Philippe Baucour, Didier Chamagne, Geneviève Wimmer, Auditeau Gérard, Bausseron Thomas, Bouger Odile, Blanvillain Gérard

Abstract:

This paper proposes a thermal study of the catenary/pantograph interface for a train in motion. A 2.5D complex model of the pantograph strip has been defined and created by a coupling between a 1D and a 2D model. Experimental and simulation results are presented and with a comparison allow validating the 2.5D model. Some physical phenomena are described and presented with the help of the model such as the stagger motion thermal effect, particular heats and the effect of the material characteristics. Finally it is possible to predict the critical thermal configuration during a train trip.

Keywords: 2.5D modelling, pantograph/catenary liaison, sliding contact, Joule effect, moving heat source.

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Authors: N. Bachok, N. L. Aleng, N. M. Arifin, A. Ishak, N. Senu

Abstract:

The problem of laminar fluid flow which results from the shrinking of a permeable surface in a nanofluid has been investigated numerically. The model used for the nanofluid incorporates the effects of Brownian motion and thermophoresis. A similarity solution is presented which depends on the mass suction parameter S, Prandtl number Pr, Lewis number Le, Brownian motion number Nb and thermophoresis number Nt. It was found that the reduced Nusselt number is decreasing function of each dimensionless number.

Keywords: Boundary layer, Nanofluid, Shrinking sheet, Brownian motion, Thermophoresis, Similarity solution.

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Authors: Alpha Agape Gopalai, Darwin Gouwanda, S.M.N. Arosha Senanayake

Abstract:

This paper explores the opportunity of using tri-axial wireless accelerometers for supervised monitoring of sports movements. A motion analysis system for the upper extremities of lawn bowlers in particular is developed. Accelerometers are placed on parts of human body such as the chest to represent the shoulder movements, the back to capture the trunk motion, back of the hand, the wrist and one above the elbow, to capture arm movements. These sensors placement are carefully designed in order to avoid restricting bowler-s movements. Data is acquired from these sensors in soft-real time using virtual instrumentation; the acquired data is then conditioned and converted into required parameters for motion regeneration. A user interface was also created to facilitate in the acquisition of data, and broadcasting of commands to the wireless accelerometers. All motion regeneration in this paper deals with the motion of the human body segment in the X and Y direction, looking into the motion of the anterior/ posterior and lateral directions respectively.

Keywords: Motion Regeneration, Virtual Instrumentation, Wireless Accelerometers

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Authors: Jasmin Velagic, Nedim Osmic, Bakir Lacevic

Abstract:

In this paper the neural network-based controller is designed for motion control of a mobile robot. This paper treats the problems of trajectory following and posture stabilization of the mobile robot with nonholonomic constraints. For this purpose the recurrent neural network with one hidden layer is used. It learns relationship between linear velocities and error positions of the mobile robot. This neural network is trained on-line using the backpropagation optimization algorithm with an adaptive learning rate. The optimization algorithm is performed at each sample time to compute the optimal control inputs. The performance of the proposed system is investigated using a kinematic model of the mobile robot.

Keywords: Mobile robot, kinematic model, neural network, motion control, adaptive learning rate.

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Authors: Barenten Suciu, Ryoichi Kinoshita

Abstract:

In this paper, an experimental and theoretical study on the bogie pseudo-hunting motion of a reduced-scale model railway vehicle, running on double-curved rails, is presented. Since the actual bogie hunting motion, occurring for real railway vehicles running on straight rails at high travelling speeds, cannot be obtained in laboratory conditions, due to the speed and wavelength limitations, a pseudo- hunting motion was induced by employing double-curved rails. Firstly, the test rig and the experimental procedure are described. Then, a geometrical model of the double-curved rails is presented. Based on such model, the variation of the carriage rotation angle relative to the bogies and the working conditions of the yaw damper are clarified. Vibration spectra recorded during vehicle travelling, on straight and double-curved rails, are presented and interpreted based on a simple vibration model of the railway vehicle. Ride comfort of the vehicle is evaluated according to the ISO 2631 standard, and also by using some particular frequency weightings, which account for the discomfort perceived during the reading and writing activities. Results obtained in this work are useful for the adequate design of the yaw dampers, which are used to attenuate the lateral vibration of the train car bodies.

Keywords: Double-curved rail, octave analysis, lateral vibration, ride comfort, yaw damper, railway vehicle.

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Authors: Eileen Chih-Ying Yang, Liang-Han Wu, Chieh-Min Chang

Abstract:

The design of an active leg orthosis for tumble protection is proposed in this paper. The orthosis would be applied to assist elders or invalids in rebalancing while they fall unexpectedly. We observe the regain balance motion of healthy and youthful people, and find the difference to elders or invalids. First, the physical model of leg would be established, and we consider the leg motions are achieve through four joints (phalanx stem, ankle, knee, and hip joint) and five links (phalanges, talus, tibia, femur, and hip bone). To formulate the dynamic equations, the coordinates which can clearly describe the position in 3D space are first defined accordance with the human movement of leg, and the kinematics and dynamics of the leg movement can be formulated based on the robotics. For the purpose, assisting elders and invalids in avoiding tumble, the posture variation of unbalance and regaining balance motion are recorded by the motion-capture image system, and the trajectory is taken as the desire one. Then we calculate the force and moment of each joint based on the leg motion model through programming MATLAB code. The results would be primary information of the active leg orthosis design for tumble protection.

Keywords: Active leg orthosis, Tumble protection

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Authors: R. Amornmaneekul, S. Chadsuthi, D. Triampo, W. Triampo

Abstract:

We apply a particle tracking technique to track the motion of individual pathogenic Leptospira. We observe and capture images of motile Leptospira by means of CCD and darkfield microscope. Image processing, statistical theories and simulations are used for data analysis. Based on trajectory patterns, mean square displacement, and power spectral density characteristics, we found that the motion modes are most likely to be directed motion mode (70%) and the rest are either normal diffusion or unidentified mode. Our findings may support the fact that why leptospires are very well efficient toward targeting internal tissues as a result of increase in virulence factor.

Keywords: Leptospirosis, spirochetes, patterns, motion.

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Authors: Marcio Leal, Marta Villamil

Abstract:

Computacional recognition of sign languages aims to allow a greater social and digital inclusion of deaf people through interpretation of their language by computer. This article presents a model of recognition of two of global parameters from sign languages; hand configurations and hand movements. Hand motion is captured through an infrared technology and its joints are built into a virtual three-dimensional space. A Multilayer Perceptron Neural Network (MLP) was used to classify hand configurations and Dynamic Time Warping (DWT) recognizes hand motion. Beyond of the method of sign recognition, we provide a dataset of hand configurations and motion capture built with help of fluent professionals in sign languages. Despite this technology can be used to translate any sign from any signs dictionary, Brazilian Sign Language (Libras) was used as case study. Finally, the model presented in this paper achieved a recognition rate of 80.4%.

Keywords: Sign language recognition, computer vision, infrared, artificial neural network, dynamic time warping.

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Authors: M. Izadi, S. Hossainpour, D. Jalali-Vahid

Abstract:

Nanofluids are novel fluids that are going to have an important role in future industrial thermal device designs. Studies are being predominantly conducted on the mechanism of these heat transfers. The key to this attraction is in the increase in thermal conductivity brought about by the Nanofluids compared with the base fluid. Different models have been proposed for calculation of effective thermal conduction that has been gradually modified. In this investigation effect of nanolayer structure and Brownian motion of particles are studied and a new modified thermal conductivity model is proposed. Temperature, concentration, nanolayer thickness and particle size are taken as variables and their effect are studied simultaneously on the thermal conductivity of the fluids, showing the concentration of the nanoparticles to affect the nanolayer thickness which also affects the Brownian motion.

Keywords: Relative thermal conductivity, Brownian motion, Nanolayer structure.

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Authors: Giovanni Incerti

Abstract:

The motion planning procedure described in this paper has been developed in order to eliminate or reduce the residual vibrations of electromechanical positioning systems, without augmenting the motion time (usually imposed by production requirements), nor introducing overtime for vibration damping. The proposed technique is based on a suitable choice of the motion law assigned to the servomotor that drives the mechanism. The reference profile is defined by a Bezier curve, whose shape can be easily changed by modifying some numerical parameters. By means of an optimization technique these parameters can be modified without altering the continuity conditions imposed on the displacement and on its time derivatives at the initial and final time instants.

Keywords: Servomechanism, residual vibrations, motion optimization.

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Authors: Loay A. Al-Zu'be, Asma A. Al-Tamimi, Thakir D. Al-Momani, Ayat J. Alkarala, Maryam A. Alzawahreh

Abstract:

A two dimensional three segments coupled pendulum system that mathematically models human arm configuration was developed along with constructing and solving the equations of motions for this model using the energy (work) based approach of Lagrange. The equations of motion of the model were solved iteratively both as an initial value problem and as a two point boundary value problem. In the initial value problem solutions, both the initial system configuration (segment angles) and initial system velocity (segment angular velocities) were used as inputs, whereas, in the two point boundary value problem solutions initial and final configurations and time were used as inputs to solve for the trajectory of motion. The results suggest that the model solutions are sensitive to small changes in the dynamic forces applied to the system as well as to the initial and boundary conditions used. To overcome the system sensitivity a new approach is suggested.

Keywords: Body Configurations, Equations of Motion, Mathematical Modeling, Movement Trajectories.

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Authors: Adam Świtoński, Agnieszka Michalczuk, Henryk Josiński, Andrzej Polański, KonradWojciechowski

Abstract:

The method of gait identification based on the nearest neighbor classification technique with motion similarity assessment by the dynamic time warping is proposed. The model based kinematic motion data, represented by the joints rotations coded by Euler angles and unit quaternions is used. The different pose distance functions in Euler angles and quaternion spaces are considered. To evaluate individual features of the subsequent joints movements during gait cycle, joint selection is carried out. To examine proposed approach database containing 353 gaits of 25 humans collected in motion capture laboratory is used. The obtained results are promising. The classifications, which takes into consideration all joints has accuracy over 91%. Only analysis of movements of hip joints allows to correctly identify gaits with almost 80% precision.

Keywords: Biometrics, dynamic time warping, gait identification, motion capture, time series classification, quaternion distance functions, attribute ranking.

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Authors: A. Elsayed Ahmed, A. Hafez, A. N. Ouda, H. Eldin Hussein Ahmed, H. Mohamed Abd-Elkader

Abstract:

Unmanned aircraft systems (UAS) are playing increasingly prominent roles in defense programs and defense strategies around the world. Technology advancements have enabled the development of it to do many excellent jobs as reconnaissance, surveillance, battle fighters, and communications relays. Simulating a small unmanned aerial vehicle (SUAV) dynamics and analyzing its behavior at the preflight stage is too important and more efficient. The first step in the UAV design is the mathematical modeling of the nonlinear equations of motion. . In this paper, a survey with a standard method to obtain the full non-linear equations of motion is utilized, and then the linearization of the equations according to a steady state flight condition (trimming) is derived. This modeling technique is applied to an Ultrastick-25e fixed wing UAV to obtain the valued linear longitudinal and lateral models. At the end the model is checked by matching between the behavior of the states of the nonlinear UAV and the resulted linear model with doublet at the control surfaces.

Keywords: Equations of motion, linearization, modeling, nonlinear model, UAV.

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Authors: Jer-Rong Chang

Abstract:

The flexible follower response of a translating cam with four different profiles for rise-dwell-fall-dwell (RDFD) motion is investigated. The cycloidal displacement motion, the modified sinusoidal acceleration motion, the modified trapezoidal acceleration motion, and the 3-4-5 polynomial motion are employed to describe the rise and the fall motions of the follower and the associated four kinds of cam profiles are studied. Since the follower flexibility is considered, the contact point of the roller and the cam is an unknown. Two geometric constraints formulated to restrain the unknown position are substituted into Hamilton-s principle with Lagrange multipliers. Applying the assumed mode method, one can obtain the governing equations of motion as non-linear differential-algebraic equations. The equations are solved using Runge-Kutta method. Then, the responses of the flexible follower undergoing the four different motions are investigated in time domain and in frequency domain.

Keywords: translating cam, flexible follower, rise-dwell-falldwell, response

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Authors: Najm Alotaibi

Abstract:

Human motion capture has become one of the major area of interest in the field of computer vision. Some of the major application areas that have been rapidly evolving include the advanced human interfaces, virtual reality and security/surveillance systems. This study provides a brief overview of the techniques and applications used for the markerless human motion capture, which deals with analyzing the human motion in the form of mathematical formulations. The major contribution of this research is that it classifies the computer vision based techniques of human motion capture based on the taxonomy, and then breaks its down into four systematically different categories of tracking, initialization, pose estimation and recognition. The detailed descriptions and the relationships descriptions are given for the techniques of tracking and pose estimation. The subcategories of each process are further described. Various hypotheses have been used by the researchers in this domain are surveyed and the evolution of these techniques have been explained. It has been concluded in the survey that most researchers have focused on using the mathematical body models for the markerless motion capture.

Keywords: Human Motion Capture, Computer Vision, Vision based, Tracking.

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Authors: P. Latha, L. Ganesan, N. Ramaraj, P. V. Hari Venkatesh

Abstract:

Motion detection is a basic operation in the selection of significant segments of the video signals. For an effective Human Computer Intelligent Interaction, the computer needs to recognize the motion and track the moving object. Here an efficient neural network system is proposed for motion detection from the static background. This method mainly consists of four parts like Frame Separation, Rough Motion Detection, Network Formation and Training, Object Tracking. This paper can be used to verify real time detections in such a way that it can be used in defense applications, bio-medical applications and robotics. This can also be used for obtaining detection information related to the size, location and direction of motion of moving objects for assessment purposes. The time taken for video tracking by this Neural Network is only few seconds.

Keywords: Frame separation, Correlation Network, Neural network training, Radial Basis Function, object tracking, Motion Detection.

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Authors: Seongsoo Lee

Abstract:

Motion estimation occupies the heaviest computation in HEVC (high efficiency video coding). Many fast algorithms such as TZS (test zone search) have been proposed to reduce the computation. Still the huge computation of the motion estimation is a critical issue in the implementation of HEVC video codec. In this paper, motion estimator architecture with optimized number of PEs (processing element) is presented by exploiting early termination. It also reduces hardware size by exploiting parallel processing. The presented motion estimator architecture has 8 PEs, and it can efficiently perform TZS with very high utilization of PEs.

Keywords: Motion estimation, test zone search, high efficiency video coding, processing element, optimization.

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Authors: Yasuhisa Tamura, Koji Yamaoka, Masataka Uehara, Takeshi Shima

Abstract:

This paper proposes a three-dimensional motion capture and feedback system of flying disc throwing action learners with use of Kinect device. Rather than conventional 3-D motion capture system, Kinect has advantages of cost merit, easy system development and operation. A novice learner of flying disc is trained to keep arm movement in steady height, to twist the waist, and to stretch the elbow according to the waist angle. The proposing system captures learners- body movement, checks their skeleton positions in pre-motion / motion / post-motion in several ways, and displays feedback messages to refine their actions.

Keywords: Flying disc, throwing movement, Kinect, capture, feedback

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Authors: Giovanni Incerti

Abstract:

The motion planning technique described in this paper has been developed to eliminate or reduce the residual vibrations of belt-driven rotary platforms, while maintaining unchanged the motion time and the total angular displacement of the platform. The proposed approach is based on a suitable choice of the motion command given to the servomotor that drives the mechanical device; this command is defined by some numerical coefficients which determine the shape of the displacement, velocity and acceleration profiles. Using a numerical optimization technique, these coefficients can be changed without altering the continuity conditions imposed on the displacement and its time derivatives at the initial and final time instants. The proposed technique can be easily and quickly implemented on an actual device, since it requires only a simple modification of the motion command profile mapped in the memory of the electronic motion controller.

Keywords: Command shaping, residual vibrations, belt transmission, servomechanism.

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Authors: Edikan E. Akpanibah, Ogunmodimu Dupe Catherine

Abstract:

The relevance of geometric Brownian motion (GBM) in modelling the behaviour of stock market prices (SMP) cannot be over emphasized taking into consideration the volatility of the SMP. Consequently, there is need to investigate how GBM models are being estimated and used in financial market to predict SMP. To achieve this, the GBM estimation and its application to the SMP of some selected companies are studied. The normal and log-normal distributions were used to determine the expected value, variance and co-variance. Furthermore, the GBM model was used to predict the SMP of some selected companies over a period of time and the mean absolute percentage error (MAPE) were calculated and used to determine the accuracy of the GBM model in predicting the SMP of the four companies under consideration. It was observed that for all the four companies, their MAPE values were within the region of acceptance. Also, the MAPE values of our data were compared to an existing literature to test the accuracy of our prediction with respect to time of investment. Finally, some numerical simulations of the graphs of the SMP, expectations and variance of the four companies over a period of time were presented using MATLAB programming software.

Keywords: Stock Market, Geometric Brownian Motion, normal and log-normal distribution, mean absolute percentage error.

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Authors: Insaf Ajili, Malik Mallem, Jean-Yves Didier

Abstract:

Human motion recognition has been extensively increased in recent years due to its importance in a wide range of applications, such as human-computer interaction, intelligent surveillance, augmented reality, content-based video compression and retrieval, etc. However, it is still regarded as a challenging task especially in realistic scenarios. It can be seen as a general machine learning problem which requires an effective human motion representation and an efficient learning method. In this work, we introduce a descriptor based on Laban Movement Analysis technique, a formal and universal language for human movement, to capture both quantitative and qualitative aspects of movement. We use Discrete Hidden Markov Model (DHMM) for training and classification motions. We improve the classification algorithm by proposing two DHMMs for each motion class to process the motion sequence in two different directions, forward and backward. Such modification allows avoiding the misclassification that can happen when recognizing similar motions. Two experiments are conducted. In the first one, we evaluate our method on a public dataset, the Microsoft Research Cambridge-12 Kinect gesture data set (MSRC-12) which is a widely used dataset for evaluating action/gesture recognition methods. In the second experiment, we build a dataset composed of 10 gestures(Introduce yourself, waving, Dance, move, turn left, turn right, stop, sit down, increase velocity, decrease velocity) performed by 20 persons. The evaluation of the system includes testing the efficiency of our descriptor vector based on LMA with basic DHMM method and comparing the recognition results of the modified DHMM with the original one. Experiment results demonstrate that our method outperforms most of existing methods that used the MSRC-12 dataset, and a near perfect classification rate in our dataset.

Keywords: Human Motion Recognition, Motion representation, Laban Movement Analysis, Discrete Hidden Markov Model.

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Authors: Zhenyu Zhang, Qingbin Gao

Abstract:

Low-resolution digital encoder (LRDE) is commonly adopted as a position sensor in low-cost and resource-constraint applications. Traditionally, a digital encoder is modeled as a quantizer without considering the initial position of the LRDE. However, it cannot be applied to extreme LRDE for which stroke of angular motion is only a few times of resolution of the encoder. Besides, the actual angular motion is substantially distorted by this extreme LRDE so that the encoder reading does not faithfully represent the actual angular motion. This paper presents a modeling method for extreme LRDE by taking into account the initial position of the LRDE. For a control system with sinusoidal reference signal and extreme LRDE, this paper analyzes the characteristics of angular motion. Specifically, two descriptors of sinusoidal angular motion are studied, which essentially sheds light on the actual angular motion from extreme LRDE.

Keywords: Low resolution digital encoder, resource-constraint control system, sinusoidal reference signal, servo motion control.

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Authors: E. Abedi, A. Ahmadi Nadooshan, S. Salehi

Abstract:

Modeling and vibration of a flexible link manipulator with tow flexible links and rigid joints are investigated which can include an arbitrary number of flexible links. Hamilton principle and finite element approach is proposed to model the dynamics of flexible manipulators. The links are assumed to be deflection due to bending. The association between elastic displacements of links is investigated, took into account the coupling effects of elastic motion and rigid motion. Flexible links are treated as Euler-Bernoulli beams and the shear deformation is thus abandoned. The dynamic behavior due to flexibility of links is well demonstrated through numerical simulation. The rigid-body motion and elastic deformations are separated by linearizing the equations of motion around the rigid body reference path. Simulation results are shown on for both position and force trajectory tracking tasks in the presence of varying parameters and unknown dynamics remarkably well. The proposed method can be used in both dynamic simulation and controller design.

Keywords: Flexible manipulator, flexible link, dynamicmodeling, end point.

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Authors: K. Raghuwaiya, B. Sharma, J. Vanualailai

Abstract:

This paper presents a set of artificial potential field functions that improves upon, in general, the motion planning and posture control, with theoretically guaranteed point and posture stabilities, convergence and collision avoidance properties of the general3-trailer system in a priori known environment. We basically design and inject two new concepts; ghost walls and the distance optimization technique (DOT) to strengthen point and posture stabilities, in the sense of Lyapunov, of our dynamical model. This new combination of techniques emerges as a convenient mechanism for obtaining feasible orientations at the target positions with an overall reduction in the complexity of the navigation laws. Simulations are provided to demonstrate the effectiveness of the controls laws.

Keywords: Artificial potential fields, 3-trailer systems, motion planning, posture.

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Authors: Changhong Guo, Shaomei Fang, Yong He

Abstract:

In this paper, fractional Black-Scholes models for the European option pricing were established based on the fractional G-Brownian motion (fGBm), which generalizes the concepts of the classical Brownian motion, fractional Brownian motion and the G-Brownian motion, and that can be used to be a tool for considering the long range dependence and uncertain volatility for the financial markets simultaneously. A generalized fractional Black-Scholes equation (FBSE) was derived by using the Taylor’s series of fractional order and the theory of absence of arbitrage. Finally, some explicit option pricing formulas for the European call option and put option under the FBSE were also solved, which extended the classical option pricing formulas given by F. Black and M. Scholes.

Keywords: European option pricing, fractional Black-Scholes equations, fractional G-Brownian motion, Taylor’s series of fractional order, uncertain volatility.

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