Search results for: Polynomial approximate inverse
150 Tri-Axis Receiver for Wireless Micro-Power Transmission
Authors: Nan-Chyuan Tsai, Sheng-Liang Hsu
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An innovative tri-axes micro-power receiver is proposed. The tri-axes micro-power receiver consists of two sets 3-D micro-solenoids and one set planar micro-coils in which iron core is embedded. The three sets of micro-coils are designed to be orthogonal to each other. Therefore, no matter which direction the flux is present along, the magnetic energy can be harvested and transformed into electric power. Not only dead space of receiving power is mostly reduced, but also transformation efficiency of electromagnetic energy to electric power can be efficiently raised. By employing commercial software, Ansoft Maxwell, the preliminary simulation results verify that the proposed micro-power receiver can efficiently pick up the energy transmitted by magnetic power source. As to the fabrication process, the isotropic etching technique is employed to micro-machine the inverse-trapezoid fillister so that the copper wire can be successfully electroplated. The adhesion between micro-coils and fillister is much enhanced.Keywords: Wireless Power Transmission, Magnetic Flux, Tri-axes Micro-power Receiver
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1351149 Forward Speed and Draught Requirement of a Semi-Automatic Cassava Planter under Different Wheel Usage
Authors: M. O. Ale, S. I. Manuwa, O. J. Olukunle, T. Ewetumo
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Five varying speeds of 1.5, 1.8, 2.1, 2.3 and 2.6 km/h were used at a constant soil depth of 100 mm to determine the effects of forward speed on the draught requirement of a semi-automatic cassava planter under pneumatic wheel and rigid wheel usage on a well-prepared sandy clay loam soil. The soil draught was electronically measured using an on-the-go soil draught measuring instrumentation system developed for the purpose of this research. The results showed an exponential relationship between forward speed and draught in which draught ranging between 24.91 and 744.44 N increased with an increase in forward speed in the rigid wheel experiment. This is contrary to the polynomial relationship observed in the pneumatic wheel experiment in which the draught varied between 96.09 and 343.53 N. It was observed in the experiments that the optimum speed of 1.5 km/h had the least values of draught in both the pneumatic wheel and rigid wheel experiments with higher values in the pneumatic experiment. It was generally noted that the rigid wheel planter with the less value of draught requires less energy requirement for operation. It is therefore concluded that operating the semi-automatic cassava planter with rigid wheels will be more economical for cassava farmers than operating the planter with pneumatic wheels.
Keywords: Cassava planter, planting, forward speed, draught, wheel type.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 155148 Support Vector Machine based Intelligent Watermark Decoding for Anticipated Attack
Authors: Syed Fahad Tahir, Asifullah Khan, Abdul Majid, Anwar M. Mirza
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In this paper, we present an innovative scheme of blindly extracting message bits from an image distorted by an attack. Support Vector Machine (SVM) is used to nonlinearly classify the bits of the embedded message. Traditionally, a hard decoder is used with the assumption that the underlying modeling of the Discrete Cosine Transform (DCT) coefficients does not appreciably change. In case of an attack, the distribution of the image coefficients is heavily altered. The distribution of the sufficient statistics at the receiving end corresponding to the antipodal signals overlap and a simple hard decoder fails to classify them properly. We are considering message retrieval of antipodal signal as a binary classification problem. Machine learning techniques like SVM is used to retrieve the message, when certain specific class of attacks is most probable. In order to validate SVM based decoding scheme, we have taken Gaussian noise as a test case. We generate a data set using 125 images and 25 different keys. Polynomial kernel of SVM has achieved 100 percent accuracy on test data.Keywords: Bit Correct Ratio (BCR), Grid Search, Intelligent Decoding, Jackknife Technique, Support Vector Machine (SVM), Watermarking.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1673147 Convective Heat Transfer of Viscoelastic Flow in a Curved Duct
Authors: M. Norouzi, M. H. Kayhani, M. R. H. Nobari, M. Karimi Demneh
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In this paper, fully developed flow and heat transfer of viscoelastic materials in curved ducts with square cross section under constant heat flux have been investigated. Here, staggered mesh is used as computational grids and flow and heat transfer parameters have been allocated in this mesh with marker and cell method. Numerical solution of governing equations has being performed with FTCS finite difference method. Furthermore, Criminale-Eriksen- Filbey (CEF) constitutive equation has being used as viscoelastic model. CEF constitutive equation is a suitable model for studying steady shear flow of viscoelastic materials which is able to model both effects of the first and second normal stress differences. Here, it is shown that the first and second normal stresses differences have noticeable and inverse effect on secondary flows intensity and mean Nusselt number which is the main novelty of current research.Keywords: Viscoelastic, fluid flow, heat convection, CEF model, curved duct, square cross section.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2157146 Passive Neutralization of Acid Mine Drainage Using Locally Produced Limestone
Authors: Reneiloe Seodigeng, Malwandla Hanabe, Haleden Chiririwa, Hilary Rutto, Tumisang Seodigeng
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Neutralisation of acid-mine drainage (AMD) using limestone is cost effective, and good results can be obtained. However, this process has its limitations; it cannot be used for highly acidic water which consists of Fe(III). When Fe(III) reacts with CaCO3, it results in armoring. Armoring slows the reaction, and additional alkalinity can no longer be generated. Limestone is easily accessible, so this problem can be easily dealt with. Experiments were carried out to evaluate the effect of PVC pipe length on ferric and ferrous ions. It was found that the shorter the pipe length the more these dissolved metals precipitate. The effect of the pipe length on the hydrogen ions was also studied, and it was found that these two have an inverse relationship. Experimental data were further compared with the model prediction data to see if they behave in a similar fashion. The model was able to predict the behaviour of 1.5m and 2 m pipes in ferric and ferrous ion precipitation.
Keywords: Acid mine drainage, neutralization, limestone, modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1336145 A Comparative Study of Additive and Nonparametric Regression Estimators and Variable Selection Procedures
Authors: Adriano Z. Zambom, Preethi Ravikumar
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One of the biggest challenges in nonparametric regression is the curse of dimensionality. Additive models are known to overcome this problem by estimating only the individual additive effects of each covariate. However, if the model is misspecified, the accuracy of the estimator compared to the fully nonparametric one is unknown. In this work the efficiency of completely nonparametric regression estimators such as the Loess is compared to the estimators that assume additivity in several situations, including additive and non-additive regression scenarios. The comparison is done by computing the oracle mean square error of the estimators with regards to the true nonparametric regression function. Then, a backward elimination selection procedure based on the Akaike Information Criteria is proposed, which is computed from either the additive or the nonparametric model. Simulations show that if the additive model is misspecified, the percentage of time it fails to select important variables can be higher than that of the fully nonparametric approach. A dimension reduction step is included when nonparametric estimator cannot be computed due to the curse of dimensionality. Finally, the Boston housing dataset is analyzed using the proposed backward elimination procedure and the selected variables are identified.Keywords: Additive models, local polynomial regression, residuals, mean square error, variable selection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1014144 Evaluation of the ANN Based Nonlinear System Models in the MSE and CRLB Senses
Authors: M.V Rajesh, Archana R, A Unnikrishnan, R Gopikakumari, Jeevamma Jacob
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The System Identification problem looks for a suitably parameterized model, representing a given process. The parameters of the model are adjusted to optimize a performance function based on error between the given process output and identified process output. The linear system identification field is well established with many classical approaches whereas most of those methods cannot be applied for nonlinear systems. The problem becomes tougher if the system is completely unknown with only the output time series is available. It has been reported that the capability of Artificial Neural Network to approximate all linear and nonlinear input-output maps makes it predominantly suitable for the identification of nonlinear systems, where only the output time series is available. [1][2][4][5]. The work reported here is an attempt to implement few of the well known algorithms in the context of modeling of nonlinear systems, and to make a performance comparison to establish the relative merits and demerits.Keywords: Multilayer neural networks, Radial Basis Functions, Clustering algorithm, Back Propagation training, Extended Kalmanfiltering, Mean Square Error, Nonlinear Modeling, Cramer RaoLower Bound.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1649143 Electromagnetic Imaging of Inhomogeneous Dielectric Cylinders Buried in a Slab Mediumby TE Wave Illumination
Authors: Chung-Hsin Huang, Chien-Ching Chiu, Chun Jen Lin
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The electromagnetic imaging of inhomogeneous dielectric cylinders buried in a slab medium by transverse electric (TE) wave illumination is investigated. Dielectric cylinders of unknown permittivities are buried in second space and scattered a group of unrelated waves incident from first space where the scattered field is recorded. By proper arrangement of the various unrelated incident fields, the difficulties of ill-posedness and nonlinearity are circumvented, and the permittivity distribution can be reconstructed through simple matrix operations. The algorithm is based on the moment method and the unrelated illumination method. Numerical results are given to demonstrate the capability of the inverse algorithm. Good reconstruction is obtained even in the presence of additive Gaussian random noise in measured data. In addition, the effect of noise on the reconstruction result is also investigated.Keywords: Slab Medium, Unrelated Illumination Method, TEWave Illumination, Inhomogeneous Cylinders.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1206142 Efficient High Fidelity Signal Reconstruction Based on Level Crossing Sampling
Authors: Negar Riazifar, Nigel G. Stocks
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This paper proposes strategies in level crossing (LC) sampling and reconstruction that provide high fidelity signal reconstruction for speech signals; these strategies circumvent the problem of exponentially increasing number of samples as the bit-depth is increased and hence are highly efficient. Specifically, the results indicate that the distribution of the intervals between samples is one of the key factors in the quality of signal reconstruction; including samples with short intervals does not improve the accuracy of the signal reconstruction, whilst samples with large intervals lead to numerical instability. The proposed sampling method, termed reduced conventional level crossing (RCLC) sampling, exploits redundancy between samples to improve the efficiency of the sampling without compromising performance. A reconstruction technique is also proposed that enhances the numerical stability through linear interpolation of samples separated by large intervals. Interpolation is demonstrated to improve the accuracy of the signal reconstruction in addition to the numerical stability. We further demonstrate that the RCLC and interpolation methods can give useful levels of signal recovery even if the average sampling rate is less than the Nyquist rate.
Keywords: Level crossing sampling, numerical stability, speech processing, trigonometric polynomial.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 438141 Dynamic Response of Nano Spherical Shell Subjected to Termo-Mechanical Shock Using Nonlocal Elasticity Theory
Authors: J. Ranjbarn, A. Alibeigloo
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In this paper, we present an analytical method for analysis of nano-scale spherical shell subjected to thermo-mechanical shocks based on nonlocal elasticity theory. Thermo-mechanical properties of nano shpere is assumed to be temperature dependent. Governing partial differential equation of motion is solved analytically by using Laplace transform for time domain and power series for spacial domain. The results in Laplace domain is transferred to time domain by employing the fast inverse Laplace transform (FLIT) method. Accuracy of present approach is assessed by comparing the the numerical results with the results of published work in literature. Furtheremore, the effects of non-local parameter and wall thickness on the dynamic characteristics of the nano-sphere are studied.Keywords: Nano-scale spherical shell, nonlocal elasticity theory, thermomechanical shock.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1448140 Zero Inflated Models for Overdispersed Count Data
Authors: Y. N. Phang, E. F. Loh
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The zero inflated models are usually used in modeling count data with excess zeros where the existence of the excess zeros could be structural zeros or zeros which occur by chance. These type of data are commonly found in various disciplines such as finance, insurance, biomedical, econometrical, ecology, and health sciences which involve sex and health dental epidemiology. The most popular zero inflated models used by many researchers are zero inflated Poisson and zero inflated negative binomial models. In addition, zero inflated generalized Poisson and zero inflated double Poisson models are also discussed and found in some literature. Recently zero inflated inverse trinomial model and zero inflated strict arcsine models are advocated and proven to serve as alternative models in modeling overdispersed count data caused by excessive zeros and unobserved heterogeneity. The purpose of this paper is to review some related literature and provide a variety of examples from different disciplines in the application of zero inflated models. Different model selection methods used in model comparison are discussed.
Keywords: Overdispersed count data, model selection methods, likelihood ratio, AIC, BIC.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4534139 Fish Locomotion for Innovative Marine Propulsion Systems
Authors: Omar B. Yaakob, Yasser M. Ahmed, Ahmad F. Said
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There is an essential need for obtaining the mathematical representation of fish body undulations, which can be used for designing and building new innovative types of marine propulsion systems with less environmental impact. This research work presents a case study to derive the mathematical model for fish body movement. Observation and capturing image methods were used in this study in order to obtain a mathematical representation of Clariasbatrachus fish (catfish). An experiment was conducted by using an aquarium with dimension 0.609 m x 0.304 m x 0.304 m, and a 0.5 m ruler was attached at the base of the aquarium. Progressive Scan Monochrome Camera was positioned at 1.8 m above the base of the aquarium to provide swimming sequences. Seven points were marked on the fish body using white marker to indicate the fish movement and measuring the amplitude of undulation. Images from video recordings (20 frames/s) were analyzed frame by frame using local coordinate system, with time interval 0.05 s. The amplitudes of undulations were obtained for image analysis from each point that has been marked on fish body. A graph of amplitude of undulations versus time was plotted by using computer to derive a mathematical fit. The function for the graph is polynomial with nine orders.
Keywords: Fish locomotion, body undulation, steady and unsteady swimming modes.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2204138 Nonlinear Model Predictive Control for Solid Oxide Fuel Cell System Based On Wiener Model
Authors: T. H. Lee, J. H. Park, S. M. Lee, S. C. Lee
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In this paper, we consider Wiener nonlinear model for solid oxide fuel cell (SOFC). The Wiener model of the SOFC consists of a linear dynamic block and a static output non-linearity followed by the block, in which linear part is approximated by state-space model and the nonlinear part is identified by a polynomial form. To control the SOFC system, we have to consider various view points such as operating conditions, another constraint conditions, change of load current and so on. A change of load current is the significant one of these for good performance of the SOFC system. In order to keep the constant stack terminal voltage by changing load current, the nonlinear model predictive control (MPC) is proposed in this paper. After primary control method is designed to guarantee the fuel utilization as a proper constant, a nonlinear model predictive control based on the Wiener model is developed to control the stack terminal voltage of the SOFC system. Simulation results verify the possibility of the proposed Wiener model and MPC method to control of SOFC system.
Keywords: SOFC, model predictive control, Wiener model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2071137 Impacts of Building Design Factors on Auckland School Energy Consumptions
Authors: Bin Su
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This study focuses on the impact of school building design factors on winter extra energy consumption which mainly includes space heating, water heating and other appliances related to winter indoor thermal conditions. A number of Auckland schools were randomly selected for the study which introduces a method of using real monthly energy consumption data for a year to calculate winter extra energy data of school buildings. The study seeks to identify the relationships between winter extra energy data related to school building design data related to the main architectural features, building envelope and elements of the sample schools. The relationships can be used to estimate the approximate saving in winter extra energy consumption which would result from a changed design datum for future school development, and identify any major energy-efficient design problems. The relationships are also valuable for developing passive design guides for school energy efficiency.
Keywords: Building energy efficiency, Building thermal design, Building thermal performance, School building design.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1949136 Planning of Road Infrastructure Financing: Computational Finance Viewpoint
Authors: Ornst J., Voracek J., Allouache A., Allouache D.
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Lack of resources for road infrastructure financing is a problem that currently affects not only eastern European economies but also many other countries especially in relation to the impact of global financial crisis. In this context, we are talking about the socalled short-investment problem as a result of long-term lack of investment resources. Based on an analysis of road infrastructure financing in the Czech Republic this article points out at weaknesses of current system and proposes a long-term planning methodology supported by system approach. Within this methodology and using created system dynamic model the article predicts the development of short-investment problem in the Country and in reaction on the downward trend of certain sources the article presents various scenarios resulting from the change of the structure of financial sources. In the discussion the article focuses more closely on the possibility of introduction of tax on vehicles instead of taxes with declining revenue streams and estimates its approximate price in relation to reaching various solutions of short-investment in time.Keywords: Road financing, road infrastructure development, system dynamics
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1401135 Material Parameter Identification of Modified AbdelKarim-Ohno Model
Authors: M. Cermak, T. Karasek, J. Rojicek
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The key role in phenomenological modelling of cyclic plasticity is good understanding of stress-strain behaviour of given material. There are many models describing behaviour of materials using numerous parameters and constants. Combination of individual parameters in those material models significantly determines whether observed and predicted results are in compliance. Parameter identification techniques such as random gradient, genetic algorithm and sensitivity analysis are used for identification of parameters using numerical modelling and simulation. In this paper genetic algorithm and sensitivity analysis are used to study effect of 4 parameters of modified AbdelKarim-Ohno cyclic plasticity model. Results predicted by Finite Element (FE) simulation are compared with experimental data from biaxial ratcheting test with semi-elliptical loading path.
Keywords: Genetic algorithm, sensitivity analysis, inverse approach, finite element method, cyclic plasticity, ratcheting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2374134 Fuzzy EOQ Models for Deteriorating Items with Stock Dependent Demand and Non-Linear Holding Costs
Authors: G. C. Mahata, A. Goswami
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This paper deals with infinite time horizon fuzzy Economic Order Quantity (EOQ) models for deteriorating items with stock dependent demand rate and nonlinear holding costs by taking deterioration rate θ0 as a triangular fuzzy number (θ0 −δ 1, θ0, θ0 +δ 2), where 1 2 0 0 <δ ,δ <θ are fixed real numbers. The traditional parameters such as unit cost and ordering cost have been kept constant but holding cost is considered to vary. Two possibilities of variations in the holding cost function namely, a non-linear function of the length of time for which the item is held in stock and a non-linear function of the amount of on-hand inventory have been used in the models. The approximate optimal solution for the fuzzy cost functions in both these cases have been obtained and the effect of non-linearity in holding costs is studied with the help of a numerical example.
Keywords: Inventory Model, Deterioration, Holding Cost, Fuzzy Total Cost, Extension Principle.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1815133 Multi Band Frequency Synthesizer Based on ISPD PLL with Adapted LC Tuned VCO
Authors: Bilel Gassara, Mahmoud Abdellaoui, Nouri Masmoud
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The 4G front-end transceiver needs a high performance which can be obtained mainly with an optimal architecture and a multi-band Local Oscillator. In this study, we proposed and presented a new architecture of multi-band frequency synthesizer based on an Inverse Sine Phase Detector Phase Locked Loop (ISPD PLL) without any filters and any controlled gain block and associated with adapted multi band LC tuned VCO using a several numeric controlled capacitive branches but not binary weighted. The proposed architecture, based on 0.35μm CMOS process technology, supporting Multi-band GSM/DCS/DECT/ UMTS/WiMax application and gives a good performances: a phase noise @1MHz -127dBc and a Factor Of Merit (FOM) @ 1MHz - 186dB and a wide band frequency range (from 0.83GHz to 3.5GHz), that make the proposed architecture amenable for monolithic integration and 4G multi-band application.Keywords: GSM/DCS/DECT/UMTS/WiMax, ISPD PLL, keep and capture range, Multi-Band, Synthesizer, Wireless.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2006132 Advanced Robust PDC Fuzzy Control of Nonlinear Systems
Authors: M. Polanský
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This paper introduces a new method called ARPDC (Advanced Robust Parallel Distributed Compensation) for automatic control of nonlinear systems. This method improves a quality of robust control by interpolating of robust and optimal controller. The weight of each controller is determined by an original criteria function for model validity and disturbance appreciation. ARPDC method is based on nonlinear Takagi-Sugeno (T-S) fuzzy systems and Parallel Distributed Compensation (PDC) control scheme. The relaxed stability conditions of ARPDC control of nominal system have been derived. The advantages of presented method are demonstrated on the inverse pendulum benchmark problem. From comparison between three different controllers (robust, optimal and ARPDC) follows, that ARPDC control is almost optimal with the robustness close to the robust controller. The results indicate that ARPDC algorithm can be a good alternative not only for a robust control, but in some cases also to an adaptive control of nonlinear systems.
Keywords: Robust control, optimal control, Takagi–Sugeno (TS) fuzzy models, linear matrix inequality (LMI), observer, Advanced Robust Parallel Distributed Compensation (ARPDC).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1578131 Image Haze Removal Using Scene Depth Based Spatially Varying Atmospheric Light in Haar Lifting Wavelet Domain
Authors: Prabh Preet Singh, Harpreet Kaur
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This paper presents a method for single image dehazing based on dark channel prior (DCP). The property that the intensity of the dark channel gives an approximate thickness of the haze is used to estimate the transmission and atmospheric light. Instead of constant atmospheric light, the proposed method employs scene depth to estimate spatially varying atmospheric light as it truly occurs in nature. Haze imaging model together with the soft matting method has been used in this work to produce high quality haze free image. Experimental results demonstrate that the proposed approach produces better results than the classic DCP approach as color fidelity and contrast of haze free image are improved and no over-saturation in the sky region is observed. Further, lifting Haar wavelet transform is employed to reduce overall execution time by a factor of two to three as compared to the conventional approach.
Keywords: Depth based atmospheric light, dark channel prior, lifting wavelet.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 559130 Magnetic Properties and Cytotoxicity of Ga-Mn Magnetic Ferrites Synthesized by the Citrate Sol-Gel Method
Authors: Javier Sánchez, Laura Elena De León Prado, Dora Alicia Cortés Hernández
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Magnetic spinel ferrites are materials that possess size, magnetic properties and heating ability adequate for their potential use in biomedical applications. The Mn0.5Ga0.5Fe2O4 magnetic nanoparticles (MNPs) were synthesized by sol-gel method using citric acid as chelating agent of metallic precursors. The synthesized samples were identified by X-Ray Diffraction (XRD) as an inverse spinel structure with no secondary phases. Saturation magnetization (Ms) of crystalline powders was 45.9 emu/g, which was higher than those corresponding to GaFe2O4 (14.2 emu/g) and MnFe2O4 (40.2 emu/g) synthesized under similar conditions, while the coercivity field (Hc) was 27.9 Oe. The average particle size was 18 ± 7 nm. The heating ability of the MNPs was enough to increase the surrounding temperature up to 43.5 °C in 7 min when a quantity of 4.5 mg of MNPs per mL of liquid medium was tested. Cytotoxic effect (hemolysis assay) of MNPs was determined and the results showed hemolytic values below 1% in all tested cases. According to the results obtained, these synthesized nanoparticles can be potentially used as thermoseeds for hyperthermia therapy.
Keywords: Cytotoxicity, heating ability, manganese-gallium ferrite, magnetic hyperthermia.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1321129 Pricing European Options under Jump Diffusion Models with Fast L-stable Padé Scheme
Authors: Salah Alrabeei, Mohammad Yousuf
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The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 506128 Neural Network Control of a Biped Robot Model with Composite Adaptation Low
Authors: Ahmad Forouzantabar
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this paper presents a novel neural network controller with composite adaptation low to improve the trajectory tracking problems of biped robots comparing with classical controller. The biped model has 5_link and 6 degrees of freedom and actuated by Plated Pneumatic Artificial Muscle, which have a very high power to weight ratio and it has large stoke compared to similar actuators. The proposed controller employ a stable neural network in to approximate unknown nonlinear functions in the robot dynamics, thereby overcoming some limitation of conventional controllers such as PD or adaptive controllers and guarantee good performance. This NN controller significantly improve the accuracy requirements by retraining the basic PD/PID loop, but adding an inner adaptive loop that allows the controller to learn unknown parameters such as friction coefficient, therefore improving tracking accuracy. Simulation results plus graphical simulation in virtual reality show that NN controller tracking performance is considerably better than PD controller tracking performance.Keywords: Biped robot, Neural network, Plated Pneumatic Artificial Muscle, Composite adaptation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1850127 Study on Optimization Design of Pressure Hull for Underwater Vehicle
Authors: Qasim Idrees, Gao Liangtian, Liu Bo, Miao Yiran
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In order to improve the efficiency and accuracy of the pressure hull structure, optimization of underwater vehicle based on response surface methodology, a method for optimizing the design of pressure hull structure was studied. To determine the pressure shell of five dimensions as a design variable, the application of thin shell theory and the Chinese Classification Society (CCS) specification was carried on the preliminary design. In order to optimize variables of the feasible region, different methods were studied and implemented such as Opt LHD method (to determine the design test sample points in the feasible domain space), parametric ABAQUS solution for each sample point response, and the two-order polynomial response for the surface model of the limit load of structures. Based on the ultimate load of the structure and the quality of the shell, the two-generation genetic algorithm was used to solve the response surface, and the Pareto optimal solution set was obtained. The final optimization result was 41.68% higher than that of the initial design, and the shell quality was reduced by about 27.26%. The parametric method can ensure the accuracy of the test and improve the efficiency of optimization.
Keywords: Parameterization, response surface, structure optimization, pressure hull.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1164126 Detecting and Locating Wormhole Attacks in Wireless Sensor Networks Using Beacon Nodes
Authors: He Ronghui, Ma Guoqing, Wang Chunlei, Fang Lan
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This paper focuses on wormhole attacks detection in wireless sensor networks. The wormhole attack is particularly challenging to deal with since the adversary does not need to compromise any nodes and can use laptops or other wireless devices to send the packets on a low latency channel. This paper introduces an easy and effective method to detect and locate the wormholes: Since beacon nodes are assumed to know their coordinates, the straight line distance between each pair of them can be calculated and then compared with the corresponding hop distance, which in this paper equals hop counts × node-s transmission range R. Dramatic difference may emerge because of an existing wormhole. Our detection mechanism is based on this. The approximate location of the wormhole can also be derived in further steps based on this information. To the best of our knowledge, our method is much easier than other wormhole detecting schemes which also use beacon nodes, and to those have special requirements on each nodes (e.g., GPS receivers or tightly synchronized clocks or directional antennas), ours is more economical. Simulation results show that the algorithm is successful in detecting and locating wormholes when the density of beacon nodes reaches 0.008 per m2.
Keywords: Beacon node, wireless sensor network, worm hole attack.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1885125 Can Physical Activity and Dietary Fat Intake Influence Body Mass Index in a Cross-sectional Correlational Design?
Authors: D.O. Omondi, L.O.A. Othuon, G.M. Mbagaya
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The purpose of this study was to determine the influence of physical activity and dietary fat intake on Body Mass Index (BMI) of lecturers within a higher learning institutionalized setting. The study adopted a Cross-sectional Correlational Design and included 120 lecturers selected proportionately by simple random sampling techniques from a population of 600 lecturers. Data was collected using questionnaires, which had sections including physical activity checklist adopted from the international physical activity questionnaire (IPAQ), 24-hour food recall, anthropometric measurements mainly weight and height. Analysis involved the use of bivariate correlations and linear regression. A significant inverse association was registered between BMI and duration (in minutes) spent doing moderate intense physical activity per day (r=-0.322, p<0.01). Physical activity also predicted BMI (r2=0.096, F=13.616, β=-3.22, t=-3.69, n=120, P<0.01). However, the association between Body Mass Index and dietary fat was not significant (r=0.038, p>0.05). Physical activity emerged as a more powerful determinant of BMI compared to dietary fat intake.Keywords: Physical activity, dietary fat intake, Body MassIndex, Kenya.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1714124 An Advanced Time-Frequency Domain Method for PD Extraction with Non-Intrusive Measurement
Authors: Guomin Luo, Daming Zhang, Yong Kwee Koh, Kim Teck Ng, Helmi Kurniawan, Weng Hoe Leong
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Partial discharge (PD) detection is an important method to evaluate the insulation condition of metal-clad apparatus. Non-intrusive sensors which are easy to install and have no interruptions on operation are preferred in onsite PD detection. However, it often lacks of accuracy due to the interferences in PD signals. In this paper a novel PD extraction method that uses frequency analysis and entropy based time-frequency (TF) analysis is introduced. The repetitive pulses from convertor are first removed via frequency analysis. Then, the relative entropy and relative peak-frequency of each pulse (i.e. time-indexed vector TF spectrum) are calculated and all pulses with similar parameters are grouped. According to the characteristics of non-intrusive sensor and the frequency distribution of PDs, the pulses of PD and interferences are separated. Finally the PD signal and interferences are recovered via inverse TF transform. The de-noised result of noisy PD data demonstrates that the combination of frequency and time-frequency techniques can discriminate PDs from interferences with various frequency distributions.Keywords: Entropy, Fourier analysis, non-intrusive measurement, time-frequency analysis, partial discharge
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1594123 Variable Step-Size Affine Projection Algorithm With a Weighted and Regularized Projection Matrix
Authors: Tao Dai, Andy Adler, Behnam Shahrrava
Abstract:
This paper presents a forgetting factor scheme for variable step-size affine projection algorithms (APA). The proposed scheme uses a forgetting processed input matrix as the projection matrix of pseudo-inverse to estimate system deviation. This method introduces temporal weights into the projection matrix, which is typically a better model of the real error's behavior than homogeneous temporal weights. The regularization overcomes the ill-conditioning introduced by both the forgetting process and the increasing size of the input matrix. This algorithm is tested by independent trials with coloured input signals and various parameter combinations. Results show that the proposed algorithm is superior in terms of convergence rate and misadjustment compared to existing algorithms. As a special case, a variable step size NLMS with forgetting factor is also presented in this paper.
Keywords: Adaptive signal processing, affine projection algorithms, variable step-size adaptive algorithms, regularization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1634122 A Nano-Scaled SRAM Guard Band Design with Gaussian Mixtures Model of Complex Long Tail RTN Distributions
Authors: Worawit Somha, Hiroyuki Yamauchi
Abstract:
This paper proposes, for the first time, how the challenges facing the guard-band designs including the margin assist-circuits scheme for the screening-test in the coming process generations should be addressed. The increased screening error impacts are discussed based on the proposed statistical analysis models. It has been shown that the yield-loss caused by the misjudgment on the screening test would become 5-orders of magnitude larger than that for the conventional one when the amplitude of random telegraph noise (RTN) caused variations approaches to that of random dopant fluctuation. Three fitting methods to approximate the RTN caused complex Gamma mixtures distributions by the simple Gaussian mixtures model (GMM) are proposed and compared. It has been verified that the proposed methods can reduce the error of the fail-bit predictions by 4-orders of magnitude.Keywords: Mixtures of Gaussian, Random telegraph noise, EM algorithm, Long-tail distribution, Fail-bit analysis, Static random access memory, Guard band design.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1846121 Power Generation Potential of Dynamic Architecture
Authors: Ben Richard Hughes, Hassam Nasarullah Chaudhry
Abstract:
The main aim of this work is to establish the capabilities of new green buildings to ascertain off-grid electricity generation based on the integration of wind turbines in the conceptual model of a rotating tower [2] in Dubai. An in depth performance analysis of the WinWind 3.0MW [3] wind turbine is performed. Data based on the Dubai Meteorological Services is collected and analyzed in conjunction with the performance analysis of this wind turbine. The mathematical model is compared with Computational Fluid Dynamics (CFD) results based on a conceptual rotating tower design model. The comparison results are further validated and verified for accuracy by conducting experiments on a scaled prototype of the tower design. The study concluded that integrating wind turbines inside a rotating tower can generate enough electricity to meet the required power consumption of the building, which equates to a wind farm containing 9 horizontal axis wind turbines located at an approximate area of 3,237,485 m2 [14].Keywords: computational fluid dynamics, green building, horizontal axis wind turbine, rotating tower, velocity gradient.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3286