Search results for: matrix equation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2034

Search results for: matrix equation

1434 Decision Making using Maximization of Negret

Authors: José M. Merigó, Montserrat Casanovas

Abstract:

We analyze the problem of decision making under ignorance with regrets. Recently, Yager has developed a new method for decision making where instead of using regrets he uses another type of transformation called negrets. Basically, the negret is considered as the dual of the regret. We study this problem in detail and we suggest the use of geometric aggregation operators in this method. For doing this, we develop a different method for constructing the negret matrix where all the values are positive. The main result obtained is that now the model is able to deal with negative numbers because of the transformation done in the negret matrix. We further extent these results to another model developed also by Yager about mixing valuations and negrets. Unfortunately, in this case we are not able to deal with negative numbers because the valuations can be either positive or negative.

Keywords: Decision Making, Aggregation operators, Negret, OWA operator, OWG operator.

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1433 Delay-Dependent H∞ Performance Analysis for Markovian Jump Systems with Time-Varying Delays

Authors: Yucai Ding, Hong Zhu, Shouming Zhong, Yuping Zhang

Abstract:

This paper considers ­H∞ performance for Markovian jump systems with Time-varying delays. The systems under consideration involve disturbance signal, Markovian switching and timevarying delays. By using a new Lyapunov-Krasovskii functional and a convex optimization approach, a delay-dependent stability condition in terms of linear matrix inequality (LMI) is addressed, which guarantee asymptotical stability in mean square and a prescribed ­H∞ performance index for the considered systems. Two numerical examples are given to illustrate the effectiveness and the less conservatism of the proposed main results. All these results are expected to be of use in the study of stochastic systems with time-varying delays.

Keywords: ­H∞ performance, Markovian switching, Delaydependent stability, Linear matrix inequality (LMI)

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1432 Solving Stochastic Eigenvalue Problem of Wick Type

Authors: Hassan Manouzi, Taous-Meriem Laleg-Kirati

Abstract:

In this paper we study mathematically the eigenvalue problem for stochastic elliptic partial differential equation of Wick type. Using the Wick-product and the Wiener-Itô chaos expansion, the stochastic eigenvalue problem is reformulated as a system of an eigenvalue problem for a deterministic partial differential equation and elliptic partial differential equations by using the Fredholm alternative. To reduce the computational complexity of this system, we shall use a decomposition method using the Wiener-Itô chaos expansion. Once the approximation of the solution is performed using the finite element method for example, the statistics of the numerical solution can be easily evaluated.

Keywords: Eigenvalue problem, Wick product, SPDEs, finite element, Wiener-Itô chaos expansion.

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1431 A Robust Visual Tracking Algorithm with Low-Rank Region Covariance

Authors: Songtao Wu, Yuesheng Zhu, Ziqiang Sun

Abstract:

Region covariance (RC) descriptor is an effective and efficient feature for visual tracking. Current RC-based tracking algorithms use the whole RC matrix to track the target in video directly. However, there exist some issues for these whole RCbased algorithms. If some features are contaminated, the whole RC will become unreliable, which results in lost object-tracking. In addition, if some features are very discriminative to the background, other features are still processed and thus reduce the efficiency. In this paper a new robust tracking method is proposed, in which the whole RC matrix is decomposed into several low rank matrices. Those matrices are dynamically chosen and processed so as to achieve a good tradeoff between discriminability and complexity. Experimental results have shown that our method is more robust to complex environment changes, especially either when occlusion happens or when the background is similar to the target compared to other RC-based methods.

Keywords: Visual tracking, region covariance descriptor, lowrankregion covariance

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1430 The Boundary Element Method in Excel for Teaching Vector Calculus and Simulation

Authors: Stephen Kirkup

Abstract:

This paper discusses the implementation of the boundary element method (BEM) on an Excel spreadsheet and how it can be used in teaching vector calculus and simulation. There are two separate spreadheets, within which Laplace equation is solved by the BEM in two dimensions (LIBEM2) and axisymmetric three dimensions (LBEMA). The main algorithms are implemented in the associated programming language within Excel, Visual Basic for Applications (VBA). The BEM only requires a boundary mesh and hence it is a relatively accessible method. The BEM in the open spreadsheet environment is demonstrated as being useful as an aid to teaching and learning. The application of the BEM implemented on a spreadsheet for educational purposes in introductory vector calculus and simulation is explored. The development of assignment work is discussed, and sample results from student work are given. The spreadsheets were found to be useful tools in developing the students’ understanding of vector calculus and in simulating heat conduction.

Keywords: Boundary element method, laplace equation, vector calculus, simulation, education.

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1429 Traffic Density Estimation for Multiple Segment Freeways

Authors: Karandeep Singh, Baibing Li

Abstract:

Traffic density, an indicator of traffic conditions, is one of the most critical characteristics to Intelligent Transport Systems (ITS). This paper investigates recursive traffic density estimation using the information provided from inductive loop detectors. On the basis of the phenomenological relationship between speed and density, the existing studies incorporate a state space model and update the density estimate using vehicular speed observations via the extended Kalman filter, where an approximation is made because of the linearization of the nonlinear observation equation. In practice, this may lead to substantial estimation errors. This paper incorporates a suitable transformation to deal with the nonlinear observation equation so that the approximation is avoided when using Kalman filter to estimate the traffic density. A numerical study is conducted. It is shown that the developed method outperforms the existing methods for traffic density estimation.

Keywords: Density estimation, Kalman filter, speed-densityrelationship, Traffic surveillance.

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1428 Creep Constitutive Equation for 2- Materials of Weldment-304L Stainless Steel

Authors: Amir Hossein Daei Sorkhabi, Farid Vakili Tahami

Abstract:

In this paper, creep constitutive equations of base (Parent) and weld materials of the weldment for cold-drawn 304L stainless steel have been obtained experimentally. For this purpose, test samples have been generated from cold drawn bars and weld material according to the ASTM standard. The creep behavior and properties have been examined for these materials by conducting uniaxial creep tests. Constant temperatures and constant load uni-axial creep tests have been carried out at two high temperatures, 680 and 720 oC, subjected to constant loads, which produce initial stresses ranging from 240 to 360 MPa. The experimental data have been used to obtain the creep constitutive parameters using numerical optimization techniques.

Keywords: Creep, Constitutive equation, Cold-drawn 304L stainless steel, Weld, Base material

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1427 A Methodology to Analyze Technology Convergence: Patent-Citation Based Technology Input-Output Analysis

Authors: Jeeeun Kim, Sungjoo Lee

Abstract:

This research proposes a methodology for patent-citation-based technology input-output analysis by applying the patent information to input-output analysis developed for the dependencies among different industries. For this analysis, a technology relationship matrix and its components, as well as input and technology inducement coefficients, are constructed using patent information. Then, a technology inducement coefficient is calculated by normalizing the degree of citation from certain IPCs to the different IPCs (International patent classification) or to the same IPCs. Finally, we construct a Dependency Structure Matrix (DSM) based on the technology inducement coefficient to suggest a useful application for this methodology.

Keywords: Technology spillover effect, technology relationship, IO table, technology inducement coefficients, patent analysis, patent citation.

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1426 Mapping of C* Elements in Finite Element Method using Transformation Matrix

Authors: G. H. Majzoob, B. Sharifi Hamadani

Abstract:

Mapping between local and global coordinates is an important issue in finite element method, as all calculations are performed in local coordinates. The concern arises when subparametric are used, in which the shape functions of the field variable and the geometry of the element are not the same. This is particularly the case for C* elements in which the extra degrees of freedoms added to the nodes make the elements sub-parametric. In the present work, transformation matrix for C1* (an 8-noded hexahedron element with 12 degrees of freedom at each node) is obtained using equivalent C0 elements (with the same number of degrees of freedom). The convergence rate of 8-noded C1* element is nearly equal to its equivalent C0 element, while it consumes less CPU time with respect to the C0 element. The existence of derivative degrees of freedom at the nodes of C1* element along with excellent convergence makes it superior compared with it equivalent C0 element.

Keywords: Mapping, Finite element method, C* elements, Convergence, C0 elements.

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1425 Mercerization Treatment Parameter Effect on Natural Fiber Reinforced Polymer Matrix Composite: A Brief Review

Authors: Mohd Yussni Hashim, Mohd Nazrul Roslan, Azriszul Mohd Amin, Ahmad Mujahid Ahmad Zaidi, Saparudin Ariffin

Abstract:

Environmental awareness and depletion of the petroleum resources are among vital factors that motivate a number of researchers to explore the potential of reusing natural fiber as an alternative composite material in industries such as packaging, automotive and building constructions. Natural fibers are available in abundance, low cost, lightweight polymer composite and most importance its biodegradability features, which often called “ecofriendly" materials. However, their applications are still limited due to several factors like moisture absorption, poor wettability and large scattering in mechanical properties. Among the main challenges on natural fibers reinforced matrices composite is their inclination to entangle and form fibers agglomerates during processing due to fiber-fiber interaction. This tends to prevent better dispersion of the fibers into the matrix, resulting in poor interfacial adhesion between the hydrophobic matrix and the hydrophilic reinforced natural fiber. Therefore, to overcome this challenge, fiber treatment process is one common alternative that can be use to modify the fiber surface topology by chemically, physically or mechanically technique. Nevertheless, this paper attempt to focus on the effect of mercerization treatment on mechanical properties enhancement of natural fiber reinforced composite or so-called bio composite. It specifically discussed on mercerization parameters, and natural fiber reinforced composite mechanical properties enhancement.

Keywords: Mercerization treatment, mechanical properties, natural fiber and bio composite

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1424 Asymptotic Approach for Rectangular Microstrip Patch antenna With Magnetic Anisotropy and Chiral Substrate

Authors: Zebiri Chemseddine, Benabdelaziz Fatiha

Abstract:

The effect of a chiral bianisotropic substrate on the complex resonant frequency of a rectangular microstrip resonator has been studied on the basis of the integral equation formulation. The analysis is based on numerical resolution of the integral equation using Galerkin procedure for moment method in the spectral domain. This work aim first to study the effect of the chirality of a bianisotopic substrate upon the resonant frequency and the half power bandwidth, second the effect of a magnetic anisotropy via an asymptotic approach for very weak substrate upon the resonant frequency and the half power bandwidth has been investigated. The obtained results are compared with previously published work [11-9], they were in good agreement.

Keywords: Microstrip antenna, bianisotropic media, resonant frequency, moment method.

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1423 RBF modeling of Incipient Motion of Plane Sand Bed Channels

Authors: Gopu Sreenivasulu, Bimlesh Kumar, Achanta Ramakrishna Rao

Abstract:

To define or predict incipient motion in an alluvial channel, most of the investigators use a standard or modified form of Shields- diagram. Shields- diagram does give a process to determine the incipient motion parameters but an iterative one. To design properly (without iteration), one should have another equation for resistance. Absence of a universal resistance equation also magnifies the difficulties in defining the model. Neural network technique, which is particularly useful in modeling a complex processes, is presented as a tool complimentary to modeling incipient motion. Present work develops a neural network model employing the RBF network to predict the average velocity u and water depth y based on the experimental data on incipient condition. Based on the model, design curves have been presented for the field application.

Keywords: Incipient motion, Prediction error, Radial-Basisfunction, Sediment transport, Shields' diagram.

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1422 Laser Keratoplasty in Human Eye Considering the Fluid Aqueous Humor and Vitreous Humor Fluid Flow

Authors: Dara Singh, Keikhosrow Firouzbakhsh, Mohammad Taghi Ahmadian

Abstract:

In this paper, conventional laser Keratoplasty surgeries in the human eye are studied. For this purpose, a validated 3D finite volume model of the human eye is introduced. In this model the fluid flow has also been considered. The discretized domain of the human eye incorporates a bio-heat transfer equation coupled with a Boussinesq equation. Both continuous and pulsed lasers have been modeled and the results are compared. Moreover, two different conventional surgical positions that are upright and recumbent are compared for these laser therapies. The simulation results show that in these conventional surgeries, the temperature rises above the critical values at the laser insertion areas. However, due to the short duration and the localized nature, the potential damages are restricted to very small regions and can be ignored. The conclusion is that the present day lasers are acceptably safe to the human eye.

Keywords: Eye, heat-transfer, keratoplasty laser, surgery.

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1421 Optimal Data Compression and Filtering: The Case of Infinite Signal Sets

Authors: Anatoli Torokhti, Phil Howlett

Abstract:

We present a theory for optimal filtering of infinite sets of random signals. There are several new distinctive features of the proposed approach. First, we provide a single optimal filter for processing any signal from a given infinite signal set. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: stochastic signals, optimization problems in signal processing.

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1420 Improvement of the Q-System Using the Rock Engineering System: A Case Study of Water Conveyor Tunnel of Azad Dam

Authors: S. Golmohammadi, M. Noorian Bidgoli

Abstract:

Because the status and mechanical parameters of discontinuities in the rock mass are included in the calculations, various methods of rock engineering classification are often used as a starting point for the design of different types of structures. The Q-system is one of the most frequently used methods for stability analysis and determination of support systems of underground structures in rock, including tunnel. In this method, six main parameters of the rock mass, namely, the Rock Quality Designation (RQD), joint set number (Jn), joint roughness number (Jr), joint alteration number (Ja), joint water parameter (Jw) and Stress Reduction Factor (SRF) are required. In this regard, in order to achieve a reasonable and optimal design, identifying the effective parameters for the stability of the mentioned structures is one of the most important goals and the most necessary actions in rock engineering. Therefore, it is necessary to study the relationships between the parameters of a system and how they interact with each other and, ultimately, the whole system. In this research, it has been attempted to determine the most effective parameters (key parameters) from the six parameters of rock mass in the Q-system using the Rock Engineering System (RES) method to improve the relationships between the parameters in the calculation of the Q value. The RES system is, in fact, a method by which one can determine the degree of cause and effect of a system's parameters by making an interaction matrix. In this research, the geomechanical data collected from the water conveyor tunnel of Azad Dam were used to make the interaction matrix of the Q-system. For this purpose, instead of using the conventional methods that are always accompanied by defects such as uncertainty, the Q-system interaction matrix is coded using a technique that is actually a statistical analysis of the data and determining the correlation coefficient between them. So, the effect of each parameter on the system is evaluated with greater certainty. The results of this study show that the formed interaction matrix provides a reasonable estimate of the effective parameters in the Q-system. Among the six parameters of the Q-system, the SRF and Jr parameters have the maximum and minimum impact on the system, respectively, and also the RQD and Jw parameters have the maximum and minimum impact on the system, respectively. Therefore, by developing this method, we can obtain a more accurate relation to the rock mass classification by weighting the required parameters in the Q-system.

Keywords: Q-system, Rock Engineering System, statistical analysis, rock mass, tunnel.

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1419 Generic Filtering of Infinite Sets of Stochastic Signals

Authors: Anatoli Torokhti, Phil Howlett

Abstract:

A theory for optimal filtering of infinite sets of random signals is presented. There are several new distinctive features of the proposed approach. First, a single optimal filter for processing any signal from a given infinite signal set is provided. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the scheme concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: Optimal filtering, data compression, stochastic signals.

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1418 Performance Analysis and Optimization for Diagonal Sparse Matrix-Vector Multiplication on Machine Learning Unit

Authors: Qiuyu Dai, Haochong Zhang, Xiangrong Liu

Abstract:

Efficient matrix-vector multiplication with diagonal sparse matrices is pivotal in a multitude of computational domains, ranging from scientific simulations to machine learning workloads. When encoded in the conventional Diagonal (DIA) format, these matrices often induce computational overheads due to extensive zero-padding and non-linear memory accesses, which can hamper the computational throughput, and elevate the usage of precious compute and memory resources beyond necessity. The ’DIA-Adaptive’ approach, a methodological enhancement introduced in this paper, confronts these challenges head-on by leveraging the advanced parallel instruction sets embedded within Machine Learning Units (MLUs). This research presents a thorough analysis of the DIA-Adaptive scheme’s efficacy in optimizing Sparse Matrix-Vector Multiplication (SpMV) operations. The scope of the evaluation extends to a variety of hardware architectures, examining the repercussions of distinct thread allocation strategies and cluster configurations across multiple storage formats. A dedicated computational kernel, intrinsic to the DIA-Adaptive approach, has been meticulously developed to synchronize with the nuanced performance characteristics of MLUs. Empirical results, derived from rigorous experimentation, reveal that the DIA-Adaptive methodology not only diminishes the performance bottlenecks associated with the DIA format but also exhibits pronounced enhancements in execution speed and resource utilization. The analysis delineates a marked improvement in parallelism, showcasing the DIA-Adaptive scheme’s ability to adeptly manage the interplay between storage formats, hardware capabilities, and algorithmic design. The findings suggest that this approach could set a precedent for accelerating SpMV tasks, thereby contributing significantly to the broader domain of high-performance computing and data-intensive applications.

Keywords: Adaptive method, DIA, diagonal sparse matrices, MLU, sparse matrix-vector multiplication.

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1417 Nafion Nanofiber Composite Membrane Fabrication for Fuel Cell Applications

Authors: C. N. Okafor, M. Maaza, T. A. E. Mokrani

Abstract:

A proton exchange membrane has been developed for direct methanol fuel cell (DMFC). The nanofiber network composite membranes were prepared by interconnected network of Nafion (perfuorosulfonic acid) nanofibers that have been embedded in an uncharged and inert polymer matrix, by electro-spinning. The spinning solution of Nafion with a low concentration (1 wt% compared to Nafion) of high molecular weight poly(ethylene oxide), as a carrier polymer. The interconnected network of Nafion nanofibers with average fiber diameter in the range of 160-700nm, were used to make the membranes, with the nanofiber occupying up to 85% of the membrane volume. The matrix polymer was crosslinked with Norland Optical Adhesive 63 under UV. The resulting membranes showed proton conductivity of 0.10 S/cm at 25°C and 80% RH; and methanol permeability of 3.6 x 10-6 cm2/s.

Keywords: Composite membrane, electrospinning, fuel cell, nanofibers.

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1416 Identification of Wideband Sources Using Higher Order Statistics in Noisy Environment

Authors: S. Bourennane, A. Bendjama

Abstract:

This paper deals with the localization of the wideband sources. We develop a new approach for estimating the wide band sources parameters. This method is based on the high order statistics of the recorded data in order to eliminate the Gaussian components from the signals received on the various hydrophones.In fact the noise of sea bottom is regarded as being Gaussian. Thanks to the coherent signal subspace algorithm based on the cumulant matrix of the received data instead of the cross-spectral matrix the wideband correlated sources are perfectly located in the very noisy environment. We demonstrate the performance of the proposed algorithm on the real data recorded during an underwater acoustics experiments.

Keywords: Higher-order statistics, high resolution array processing techniques, localization of acoustics sources, wide band sources.

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1415 Fuzzy Clustering Analysis in Real Estate Companies in China

Authors: Jianfeng Li, Feng Jin, Xiaoyu Yang

Abstract:

This paper applies fuzzy clustering algorithm in classifying real estate companies in China according to some general financial indexes, such as income per share, share accumulation fund, net profit margins, weighted net assets yield and shareholders' equity. By constructing and normalizing initial partition matrix, getting fuzzy similar matrix with Minkowski metric and gaining the transitive closure, the dynamic fuzzy clustering analysis for real estate companies is shown clearly that different clustered result change gradually with the threshold reducing, and then, it-s shown there is the similar relationship with the prices of those companies in stock market. In this way, it-s great valuable in contrasting the real estate companies- financial condition in order to grasp some good chances of investment, and so on.

Keywords: Fuzzy clustering algorithm, data mining, real estate company, financial analysis.

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1414 Investigation of Minor Actinide-Contained Thorium Fuel Impacts on CANDU-Type Reactor Neutronics Using Computational Method

Authors: S. A. H. Feghhi, Z. Gholamzadeh, Z. Alipoor, C. Tenreiro

Abstract:

Currently, thorium fuel has been especially noticed because of its proliferation resistance than long half-life alpha emitter minor actinides, breeding capability in fast and thermal neutron flux and mono-isotopic naturally abundant. In recent years, efficiency of minor actinide burning up in PWRs has been investigated. Hence, a minor actinide-contained thorium based fuel matrix can confront both proliferation resistance and nuclear waste depletion aims. In the present work, minor actinide depletion rate in a CANDU-type nuclear core modeled using MCNP code has been investigated. The obtained effects of minor actinide load as mixture of thorium fuel matrix on the core neutronics has been studied with comparing presence and non-presence of minor actinide component in the fuel matrix. Depletion rate of minor actinides in the MA-contained fuel has been calculated using different power loads. According to the obtained computational data, minor actinide loading in the modeled core results in more negative reactivity coefficients. The MA-contained fuel achieves less radial peaking factor in the modeled core. The obtained computational results showed 140 kg of 464 kg initial load of minor actinide has been depleted in during a 6-year burn up in 10 MW power.

Keywords: Minor actinide burning, CANDU-type reactor, MCNPX code, Neutronic parameters.

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1413 Criticality Assessment of Failures in Multipoint Communication Networks

Authors: Myriam Noureddine, Rachid Noureddine

Abstract:

Following the current economic challenges and competition, all systems, whatever their field, must be efficient and operational during their activity. In this context, it is imperative to anticipate, identify, eliminate and estimate the failures of systems, which may lead to an interruption of their function. This need requires the management of possible risks, through an assessment of the failures criticality following a dependability approach. On the other hand, at the time of new information technologies and considering the networks field evolution, the data transmission has evolved towards a multipoint communication, which can simultaneously transmit information from a sender to multiple receivers. This article proposes the failures criticality assessment of a multipoint communication network, integrates a database of network failures and their quantifications. The proposed approach is validated on a case study and the final result allows having the criticality matrix associated with failures on the considered network, giving the identification of acceptable risks.

Keywords: Dependability, failure, multipoint network, criticality matrix.

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1412 A Contractor Iteration Method Using Eigenpairs for Positive Solutions of Nonlinear Elliptic Equation

Authors: Hailong Zhu, Zhaoxiang Li, Kejun Zhuang

Abstract:

By means of Contractor Iteration Method, we solve and visualize the Lane-Emden(-Fowler) equation Δu + up = 0, in Ω, u = 0, on ∂Ω. It is shown that the present method converges quadratically as Newton’s method and the computation of Contractor Iteration Method is cheaper than the Newton’s method.

Keywords: Positive solutions, newton's method, contractor iteration method, Eigenpairs.

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1411 Maintenance Function's Performance Evaluation Using Adapted Balanced Scorecard Model

Authors: A. Bakhtiar, B. Purwanggono, N. Metasari

Abstract:

PT XYZ is a bottled drinking water company. To preserve production resources owned by the company so that the resources could be utilized well, it has implemented maintenance management system, which has important role in company's profitability, and is one of the factors influenced overall company's performance. Yet, up to now the company has never measured maintenance activities' contribution to company's performance. Performance evaluation is done according to adapted Balanced Scorecard model fitted to maintenance function context. This model includes six perspectives: innovation and growth, production, maintenance, environment, costumer, and finance. Actual performance measurement is done through Analytic Hierarchy Process and Objective Matrix. From the research done, we can conclude that the company's maintenance function is categorized in moderate performance. But, there are some indicators which has high priority but low performance, which are: costumers' complain rate, work lateness rate, and Return on Investment.

Keywords: Maintenance, performance, balanced scorecard, objective matrix.

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1410 Some Rotational Flows of an Incompressible Fluid of Variable Viscosity

Authors: Rana Khalid Naeem, Waseem Ahmed Khan, Muhammad Akhtar, Asif Mansoor

Abstract:

The Navier Stokes Equations (NSE) for an incompressible fluid of variable viscosity in the presence of an unknown external force in Von-Mises system x,\ are transformed, and some new exact solutions for a class of flows characterized by equation y f x a\b for an arbitrary state equation are determined, where f x is a function, \ the stream function, a z 0 and b are the arbitrary constants. In three, out of four cases, the function f x is arbitrary, and the solutions are the solutions of the flow equations for all the flows characterized by the equationy f x a\b. Streamline patterns for some forms of f x in unbounded and bounded regions are given.

Keywords: Bounded and unbounded region, Exact solution, Navier Stokes equations, Streamline pattern, Variable viscosity, Von- Mises system

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1409 Numerical Optimization within Vector of Parameters Estimation in Volatility Models

Authors: J. Arneric, A. Rozga

Abstract:

In this paper usefulness of quasi-Newton iteration procedure in parameters estimation of the conditional variance equation within BHHH algorithm is presented. Analytical solution of maximization of the likelihood function using first and second derivatives is too complex when the variance is time-varying. The advantage of BHHH algorithm in comparison to the other optimization algorithms is that requires no third derivatives with assured convergence. To simplify optimization procedure BHHH algorithm uses the approximation of the matrix of second derivatives according to information identity. However, parameters estimation in a/symmetric GARCH(1,1) model assuming normal distribution of returns is not that simple, i.e. it is difficult to solve it analytically. Maximum of the likelihood function can be founded by iteration procedure until no further increase can be found. Because the solutions of the numerical optimization are very sensitive to the initial values, GARCH(1,1) model starting parameters are defined. The number of iterations can be reduced using starting values close to the global maximum. Optimization procedure will be illustrated in framework of modeling volatility on daily basis of the most liquid stocks on Croatian capital market: Podravka stocks (food industry), Petrokemija stocks (fertilizer industry) and Ericsson Nikola Tesla stocks (information-s-communications industry).

Keywords: Heteroscedasticity, Log-likelihood Maximization, Quasi-Newton iteration procedure, Volatility.

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1408 Antecedents and Loyalty of Foreign Tourists towards Attractions in Bangkok Metropolitan Area, Thailand

Authors: Arunroong Wongkungwan

Abstract:

This study aimed to investigate the influence of selected antecedents, which were tourists’ satisfaction towards attractions in Bangkok, perceived value of the attractions, feelings of engagement with the attractions, acquaintance with the attractions, push factors, pull factors and motivation to seek novelty, on foreign tourist’s loyalty towards tourist attractions in Bangkok. By using multi stage sampling technique, 400 international tourists were sampled. After that, Semi Structural Equation Model was utilized in the analysis stage by LISREL. The Semi Structural Equation Model of the selected antecedents of tourist’s loyalty attractions had a correlation with the empirical data through the following statistical descriptions: Chi- square = 3.43, df = 4, P- value = 0.48893; RMSEA = 0.000; CFI = 1.00; CN = 1539.75; RMR = 0.0022; GFI = 1.00 and AGFI = 0.98. The findings indicated that all antecedents were able together to predict the loyalty of the foreign tourists who visited Bangkok at 73 percent.

Keywords: Antecedents, Loyalty, Foreign Tourists, Tourist Attractions, Bangkok.

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1407 Simulation of Population Dynamics of Aedes aegypti using Climate Dependent Model

Authors: Nuraini Yusoff, Harun Budin, Salemah Ismail

Abstract:

A climate dependent model is proposed to simulate the population of Aedes aegypti mosquito. In developing the model, average temperature of Shah Alam, Malaysia was used to determine the development rate of each stage of the life cycle of mosquito. Rainfall dependent function was proposed to simulate the hatching rate of the eggs under several assumptions. The proposed transition matrix was obtained and used to simulate the population of eggs, larvae, pupae and adults mosquito. It was found that the peak of mosquito abundance comes during a relatively dry period following a heavy rainfall. In addition, lag time between the peaks of mosquito abundance and dengue fever cases in Shah Alam was estimated.

Keywords: simulation, Aedes aegypti, Lefkovitch matrix, rainfall dependent model, Shah Alam

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1406 Speed Control of a Permanent Magnet Synchronous Machine (PMSM) Fed by an Inverter Voltage Fuzzy Control Approach

Authors: Jamel Khedri, Mohamed Chaabane, Mansour Souissi, Driss Mehdi

Abstract:

This paper deals with the synthesis of fuzzy controller applied to a permanent magnet synchronous machine (PMSM) with a guaranteed H∞ performance. To design this fuzzy controller, nonlinear model of the PMSM is approximated by Takagi-Sugeno fuzzy model (T-S fuzzy model), then the so-called parallel distributed compensation (PDC) is employed. Next, we derive the property of the H∞ norm. The latter is cast in terms of linear matrix inequalities (LMI-s) while minimizing the H∞ norm of the transfer function between the disturbance and the error ( ) ev T . The experimental and simulations results were conducted on a permanent magnet synchronous machine to illustrate the effects of the fuzzy modelling and the controller design via the PDC.

Keywords: Feedback controller, Takagi-Sugeno fuzzy model, Linear Matrix Inequality (LMI), PMSM, H∞ performance.

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1405 Deterministic Method to Assess Kalman Filter Passive Ranging Solution Reliability

Authors: Ronald M. Yannone

Abstract:

For decades, the defense business has been plagued by not having a reliable, deterministic method to know when the Kalman filter solution for passive ranging application is reliable for use by the fighter pilot. This has made it hard to accurately assess when the ranging solution can be used for situation awareness and weapons use. To date, we have used ad hoc rules-of-thumb to assess when we think the estimate of the Kalman filter standard deviation on range is reliable. A reliable algorithm has been developed at BAE Systems Electronics & Integrated Solutions that monitors the Kalman gain matrix elements – and a patent is pending. The “settling" of the gain matrix elements relates directly to when we can assess the time when the passive ranging solution is within the 10 percent-of-truth value. The focus of the paper is on surface-based passive ranging – but the method is applicable to airborne targets as well.

Keywords: Electronic warfare, extended Kalman filter (EKF), fighter aircraft, passive ranging, track convergence.

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