Search results for: Nonlinear Dynamical
537 A Study of the Change of Damping Coefficient Regarding Minimum Displacement
Authors: Tawiwat V., Narongkorn D., Auttapoom L.
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This research proposes the change of damping coefficient regarding minimum displacement. From the mass with external forced and damper problem, when is the constant external forced transmitted to the understructure in the difference angle between 30 and 60 degrees. This force generates the vibration as general known; however, the objective of this problem is to have minimum displacement. As the angle is changed and the goal is the same; therefore, the damper of the system must be varied while keeping constant spring stiffness. The problem is solved by using nonlinear programming and the suitable changing of the damping coefficient is provided.
Keywords: Damping coefficient, Optimal control, Minimum Displacement and Vibration
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1342536 Seismic Behavior of Thin Shear Wall under the Exerted Loads
Authors: Ali A. Ofoghi
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While the shear walls are not economical in buildings, thin shear walls are widely used in the buildings. In the present study, the ratio of different loads to their plasticity and seismic behavior of the wall under different loads have been investigated. Modeling and analysis are carried out by the finite element analysis software ABAQUS. The results show that any increase in the exerted loads will have adverse effects on the seismic behavior of the thin shear walls and causes the wall to collapse by small displacements.Keywords: Thin shear wall, nonlinear dynamic analysis, reinforced concrete, plasticity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 946535 The Sustainability of Public Debt in Taiwan
Authors: Chiung-Ju Huang
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This study examines whether the Taiwan’s public debt is sustainable utilizing an unrestricted two-regime threshold autoregressive (TAR) model with an autoregressive unit root. The empirical results show that Taiwan’s public debt appears as a nonlinear series and is stationary in regime 1 but not in regime 2. This result implies that while Taiwan’s public debt was mostly sustainable over the 1996 to 2013 period examined in the study, it may no longer be sustainable in the most recent two years as the public debt ratio has increased cumulatively to 3.618%.
Keywords: Nonlinearity, public debt, sustainability, threshold autoregressive model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2029534 Analytical Solution for the Zakharov-Kuznetsov Equations by Differential Transform Method
Authors: Saeideh Hesam, Alireza Nazemi, Ahmad Haghbin
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This paper presents the approximate analytical solution of a Zakharov-Kuznetsov ZK(m, n, k) equation with the help of the differential transform method (DTM). The DTM method is a powerful and efficient technique for finding solutions of nonlinear equations without the need of a linearization process. In this approach the solution is found in the form of a rapidly convergent series with easily computed components. The two special cases, ZK(2,2,2) and ZK(3,3,3), are chosen to illustrate the concrete scheme of the DTM method in ZK(m, n, k) equations. The results demonstrate reliability and efficiency of the proposed method.
Keywords: Zakharov-Kuznetsov equation, differential transform method, closed form solution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1929533 Forecasting the Istanbul Stock Exchange National 100 Index Using an Artificial Neural Network
Authors: Birol Yildiz, Abdullah Yalama, Metin Coskun
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Many studies have shown that Artificial Neural Networks (ANN) have been widely used for forecasting financial markets, because of many financial and economic variables are nonlinear, and an ANN can model flexible linear or non-linear relationship among variables. The purpose of the study was to employ an ANN models to predict the direction of the Istanbul Stock Exchange National 100 Indices (ISE National-100). As a result of this study, the model forecast the direction of the ISE National-100 to an accuracy of 74, 51%.Keywords: Artificial Neural Networks, Istanbul StockExchange, Non-linear Modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2239532 Multi-fidelity Fluid-Structure Interaction Analysis of a Membrane Wing
Authors: M. Saeedi, R. Wuchner, K.-U. Bletzinger
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In order to study the aerodynamic performance of a semi-flexible membrane wing, Fluid-Structure Interaction simulations have been performed. The fluid problem has been modeled using two different approaches which are the vortex panel method and the numerical solution of the Navier-Stokes equations. Nonlinear analysis of the structural problem is performed using the Finite Element Method. Comparison between the two fluid solvers has been made. Aerodynamic performance of the wing is discussed regarding its lift and drag coefficients and they are compared with those of the equivalent rigid wing.
Keywords: CFD, FSI, Membrane wing, Vortex panel method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2318531 Analytical solution of Gas Flow Through a Micro-Nano Porous Media by Homotopy Perturbation method
Authors: Jamal Amani Rad, Kourosh Parand
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In this paper, we have applied the homotopy perturbation method (HPM) for obtaining the analytical solution of unsteady flow of gas through a porous medium and we have also compared the findings of this research with some other analytical results. Results showed a very good agreement between results of HPM and the numerical solutions of the problem rather than other analytical solutions which have previously been applied. The results of homotopy perturbation method are of high accuracy and the method is very effective and succinct.Keywords: Unsteady gas equation, Homotopy perturbation method(HPM), Porous medium, Nonlinear ODE
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1887530 Probability of Globality
Authors: Eva Eggeling, Dieter W. Fellner, Torsten Ullrich
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The objective of global optimization is to find the globally best solution of a model. Nonlinear models are ubiquitous in many applications and their solution often requires a global search approach; i.e. for a function f from a set A ⊂ Rn to the real numbers, an element x0 ∈ A is sought-after, such that ∀ x ∈ A : f(x0) ≤ f(x). Depending on the field of application, the question whether a found solution x0 is not only a local minimum but a global one is very important. This article presents a probabilistic approach to determine the probability of a solution being a global minimum. The approach is independent of the used global search method and only requires a limited, convex parameter domain A as well as a Lipschitz continuous function f whose Lipschitz constant is not needed to be known.Keywords: global optimization, probability theory, probability of globality
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1582529 Spectral Analysis of Speech: A New Technique
Authors: Neeta Awasthy, J.P.Saini, D.S.Chauhan
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ICA which is generally used for blind source separation problem has been tested for feature extraction in Speech recognition system to replace the phoneme based approach of MFCC. Applying the Cepstral coefficients generated to ICA as preprocessing has developed a new signal processing approach. This gives much better results against MFCC and ICA separately, both for word and speaker recognition. The mixing matrix A is different before and after MFCC as expected. As Mel is a nonlinear scale. However, cepstrals generated from Linear Predictive Coefficient being independent prove to be the right candidate for ICA. Matlab is the tool used for all comparisons. The database used is samples of ISOLET.Keywords: Cepstral Coefficient, Distance measures, Independent Component Analysis, Linear Predictive Coefficients.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1957528 The Symmetric Solutions for Three-Point Singular Boundary Value Problems of Differential Equation
Authors: Li Xiguang
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In this paper, by constructing a special operator and using fixed point index theorem of cone, we get the sufficient conditions for symmetric positive solution of a class of nonlinear singular boundary value problems with p-Laplace operator, which improved and generalized the result of related paper.
Keywords: Banach space, cone, fixed point index, singular differential equation, p-Laplace operator, symmetric solutions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1414527 Ginzburg-Landau Model for Curved Two-Phase Shallow Mixing Layers
Authors: Irina Eglite, Andrei A. Kolyshkin
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Method of multiple scales is used in the paper in order to derive an amplitude evolution equation for the most unstable mode from two-dimensional shallow water equations under the rigid-lid assumption. It is assumed that shallow mixing layer is slightly curved in the longitudinal direction and contains small particles. Dynamic interaction between carrier fluid and particles is neglected. It is shown that the evolution equation is the complex Ginzburg-Landau equation. Explicit formulas for the computation of the coefficients of the equation are obtained.Keywords: Shallow water equations, mixing layer, weakly nonlinear analysis, Ginzburg-Landau equation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1419526 4D Flight Trajectory Optimization Based on Pseudospectral Methods
Authors: Kouamana Bousson, Paulo Machado
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The optimization and control problem for 4D trajectories is a subject rarely addressed in literature. In the 4D navigation problem we define waypoints, for each mission, where the arrival time is specified in each of them. One way to design trajectories for achieving this kind of mission is to use the trajectory optimization concepts. To solve a trajectory optimization problem we can use the indirect or direct methods. The indirect methods are based on maximum principle of Pontryagin, on the other hand, in the direct methods it is necessary to transform into a nonlinear programming problem. We propose an approach based on direct methods with a pseudospectral integration scheme built on Chebyshev polynomials.Keywords: Pseudospectral Methods, Trajectory Optimization, 4DTrajectories
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2411525 Group Similarity Transformation of a Time Dependent Chemical Convective Process
Authors: M. M. Kassem, A. S. Rashed
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The time dependent progress of a chemical reaction over a flat horizontal plate is here considered. The problem is solved through the group similarity transformation method which reduces the number of independent by one and leads to a set of nonlinear ordinary differential equation. The problem shows a singularity at the chemical reaction order n=1 and is analytically solved through the perturbation method. The behavior of the process is then numerically investigated for n≠1 and different Schmidt numbers. Graphical results for the velocity and concentration of chemicals based on the analytical and numerical solutions are presented and discussed.
Keywords: Time dependent, chemical convection, grouptransformation method, perturbation method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1627524 Nonlinear Torque Control for PMSM: A Lyapunov Technique Approach
Authors: M. Ouassaid, M. Cherkaoui, A. Nejmi, M. Maaroufi
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This study presents a novel means of designing a simple and effective torque controller for Permanent Magnet Synchronous Motor (PMSM). The overall stability of the system is shown using Lyapunov technique. The Lyapunov functions used contain a term penalizing the integral of the tracking error, enhancing the stability. The tracking error is shown to be globally uniformly bounded. Simulation results are presented to show the effectiveness of the approach.
Keywords: Integral action, Lyapunov Technique, Non Linear Control, Permanent Magnet Synchronous Motors, Torque Control, Stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3381523 Tests and Measurements of Image Acquisition Characteristics for Image Sensors
Authors: Seongsoo Lee, Jong-Bae Lee, Wookkang Lee, Duyen Hai Pham
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In the image sensors, the acquired image often differs from the real image in luminance or chrominance due to fabrication defects or nonlinear characteristics, which often lead to pixel defects or sensor failure. Therefore, the image acquisition characteristics of image sensors should be measured and tested before they are mounted on the target product. In this paper, the standardized test and measurement methods of image sensors are introduced. It applies standard light source to the image sensor under test, and the characteristics of the acquired image is compared with ideal values.
Keywords: Image Sensor, Image Acquisition Characteristics, Defect, Failure, Standard, Test, Measurement.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1689522 Neuro-Hybrid Models for Automotive System Identification
Authors: Ventura Assuncao
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In automotive systems almost all steps concerning the calibration of several control systems, e.g., low idle governor or boost pressure governor, are made with the vehicle because the timeto- production and cost requirements on the projects do not allow for the vehicle analysis necessary to build reliable models. Here is presented a procedure using parametric and NN (neural network) models that enables the generation of vehicle system models based on normal ECU engine control unit) vehicle measurements. These models are locally valid and permit pre and follow-up calibrations so that, only the final calibrations have to be done with the vehicle.Keywords: Automotive systems, neuro-hybrid models, demodulator, nonlinear systems, identification, and neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1570521 Half-Circle Fuzzy Number Threshold Determination via Swarm Intelligence Method
Authors: P.-W. Tsai, J.-W. Chen, C.-W. Chen, C.-Y. Chen
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In recent years, many researchers are involved in the field of fuzzy theory. However, there are still a lot of issues to be resolved. Especially on topics related to controller design such as the field of robot, artificial intelligence, and nonlinear systems etc. Besides fuzzy theory, algorithms in swarm intelligence are also a popular field for the researchers. In this paper, a concept of utilizing one of the swarm intelligence method, which is called Bacterial-GA Foraging, to find the stabilized common P matrix for the fuzzy controller system is proposed. An example is given in in the paper, as well.
Keywords: Half-circle fuzzy numbers, predictions, swarm intelligence, Lyapunov method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1920520 Numerical Investigation on Damage Evolution of Piles inside Liquefied Soil Foundation - Dynamic-Loading Experiments -
Authors: Ahmed Mohammed Youssef Mohammed, Mohammad Reza Okhovat, Koichi Maekawa
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The large and small-scale shaking table tests, which was conducted for investigating damage evolution of piles inside liquefied soil, are numerically simulated and experimental verified by the3D nonlinear finite element analysis. Damage evolution of elasto-plastic circular steel piles and reinforced concrete (RC) one with cracking and yield of reinforcement are focused on, and the failure patterns and residual damages are captured by the proposed constitutive models. The superstructure excitation behind quay wall is reproduced as well.Keywords: Soil-Structure Interaction, Piles, Soil Liquefaction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1996519 Artificial Neural Networks for Identification and Control of a Lab-Scale Distillation Column Using LABVIEW
Authors: J. Fernandez de Canete, S. Gonzalez-Perez, P. del Saz-Orozco
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LABVIEW is a graphical programming language that has its roots in automation control and data acquisition. In this paper we have utilized this platform to provide a powerful toolset for process identification and control of nonlinear systems based on artificial neural networks (ANN). This tool has been applied to the monitoring and control of a lab-scale distillation column DELTALAB DC-SP. The proposed control scheme offers high speed of response for changes in set points and null stationary error for dual composition control and shows robustness in presence of externally imposed disturbance.
Keywords: Distillation, neural networks, LABVIEW, monitoring, identification, control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2919518 Lamb Waves in Plates Subjected to Uniaxial Stresses
Authors: Munawwar Mohabuth, Andrei Kotousov, Ching-Tai Ng
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On the basis of the theory of nonlinear elasticity, the effect of homogeneous stress on the propagation of Lamb waves in an initially isotropic hyperelastic plate is analysed. The equations governing the propagation of small amplitude waves in the prestressed plate are derived using the theory of small deformations superimposed on large deformations. By enforcing traction free boundary conditions at the upper and lower surfaces of the plate, acoustoelastic dispersion equations for Lamb wave propagation are obtained, which are solved numerically. Results are given for an aluminum plate subjected to a range of applied stresses.Keywords: Acoustoelasticity, dispersion, finite deformation, lamb waves.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2557517 PSO Based Optimal Design of Fractional Order Controller for Industrial Application
Authors: Rohit Gupta, Ruchika
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In this paper, a PSO based fractional order PID (FOPID) controller is proposed for concentration control of an isothermal Continuous Stirred Tank Reactor (CSTR) problem. CSTR is used to carry out chemical reactions in industries, which possesses complex nonlinear dynamic characteristics. Particle Swarm Optimization algorithm technique, which is an evolutionary optimization technique based on the movement and intelligence of swarm is proposed for tuning of the controller for this system. Comparisons of proposed controller with conventional and fuzzy based controller illustrate the superiority of proposed PSO-FOPID controller.Keywords: CSTR, Fractional Order PID Controller, Partical Swarm Optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1486516 Effect of Architecture and Operating Conditions of Vehicle on Bulb Lifetime in Automotive
Authors: Hatice Özbek, Caner Çil, Ahmet Rodoplu
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Automotive lighting is the leading function in the configuration of vehicle architecture. Especially headlights and taillights from external lighting functions are among the structures that determine the stylistic character of the vehicle. At the same time, the fact that lighting functions are related to many other functions brings along difficulties in design. Customers expect maximum quality from the vehicle. In these circumstances, it is necessary to make designs that aim to keep the performance of bulbs with limited working lives at the highest level. With this study, the factors that influence the working lives of filament lamps were examined and bulb explosions that can occur sooner than anticipated in the future were prevented while the vehicle was still in the design phase by determining the relations with electrical, dynamical and static variables. Especially the filaments of the bulbs used in the front lighting of the vehicle are deformed in a shorter time due to the high voltage requirement. In addition to this, rear lighting lamps vibrate as a result of the tailgate opening and closing and cause the filaments to be exposed to high stress. With this study, the findings that cause bulb explosions were evaluated. Among the most important findings: 1. The structure of the cables to the lighting functions of the vehicle and the effect of the voltage values are drawn; 2. The effect of the vibration to bulb throughout the life of the vehicle; 3 The effect of the loads carried to bulb while the vehicle doors are opened and closed. At the end of the study, the maximum performance was established in the bulb lifetimes with the optimum changes made in the vehicle architecture based on the findings obtained.
Keywords: Vehicle architecture, automotive lighting functions, filament lamps, bulb lifetime.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 780515 Visual-Graphical Methods for Exploring Longitudinal Data
Authors: H. W. Ker
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Longitudinal data typically have the characteristics of changes over time, nonlinear growth patterns, between-subjects variability, and the within errors exhibiting heteroscedasticity and dependence. The data exploration is more complicated than that of cross-sectional data. The purpose of this paper is to organize/integrate of various visual-graphical techniques to explore longitudinal data. From the application of the proposed methods, investigators can answer the research questions include characterizing or describing the growth patterns at both group and individual level, identifying the time points where important changes occur and unusual subjects, selecting suitable statistical models, and suggesting possible within-error variance.Keywords: Data exploration, exploratory analysis, HLMs/LMEs, longitudinal data, visual-graphical methods.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2094514 Unsupervised Texture Classification and Segmentation
Authors: V.P.Subramanyam Rallabandi, S.K.Sett
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An unsupervised classification algorithm is derived by modeling observed data as a mixture of several mutually exclusive classes that are each described by linear combinations of independent non-Gaussian densities. The algorithm estimates the data density in each class by using parametric nonlinear functions that fit to the non-Gaussian structure of the data. This improves classification accuracy compared with standard Gaussian mixture models. When applied to textures, the algorithm can learn basis functions for images that capture the statistically significant structure intrinsic in the images. We apply this technique to the problem of unsupervised texture classification and segmentation.Keywords: Gaussian Mixture Model, Independent Component Analysis, Segmentation, Unsupervised Classification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1591513 Transmission Lines Loading Enhancement Using ADPSO Approach
Authors: M. Mahdavi, H. Monsef, A. Bagheri
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Discrete particle swarm optimization (DPSO) is a powerful stochastic evolutionary algorithm that is used to solve the large-scale, discrete and nonlinear optimization problems. However, it has been observed that standard DPSO algorithm has premature convergence when solving a complex optimization problem like transmission expansion planning (TEP). To resolve this problem an advanced discrete particle swarm optimization (ADPSO) is proposed in this paper. The simulation result shows that optimization of lines loading in transmission expansion planning with ADPSO is better than DPSO from precision view point.Keywords: ADPSO, TEP problem, Lines loading optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1619512 Investigation of 5,10,15,20-Tetrakis(3-,5--Di-Tert-Butylphenyl)Porphyrinatocopper(II) for Electronics Applications
Authors: Zubair Ahmad, M. H. Sayyad, M. Yaseen, M. Ali
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In this work, an organic compound 5,10,15,20- Tetrakis(3,5-di-tertbutylphenyl)porphyrinatocopper(II) (TDTBPPCu) is studied as an active material for thin film electronic devices. To investigate the electrical properties of TDTBPPCu, junction of TDTBPPCu with heavily doped n-Si and Al is fabricated. TDTBPPCu film was sandwiched between Al and n-Si electrodes. Various electrical parameters of TDTBPPCu are determined. The current-voltage characteristics of the junction are nonlinear, asymmetric and show rectification behavior, which gives the clue of formation of depletion region. This behavior indicates the potential of TDTBPPCu for electronics applications. The current-voltage and capacitance-voltage techniques are used to find the different electronic parameters.Keywords: P-type, organic semiconductor, Electricalcharacteristics
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1352511 Proposal of Additional Fuzzy Membership Functions in Smoothing Transition Autoregressive Models
Authors: Ε. Giovanis
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In this paper we present, propose and examine additional membership functions for the Smoothing Transition Autoregressive (STAR) models. More specifically, we present the tangent hyperbolic, Gaussian and Generalized bell functions. Because Smoothing Transition Autoregressive (STAR) models follow fuzzy logic approach, more fuzzy membership functions should be tested. Furthermore, fuzzy rules can be incorporated or other training or computational methods can be applied as the error backpropagation or genetic algorithm instead to nonlinear squares. We examine two macroeconomic variables of US economy, the inflation rate and the 6-monthly treasury bills interest rates.Keywords: Forecast , Fuzzy membership functions, Smoothingtransition, Time-series
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1526510 Robust Nonlinear Control of a Miniature Autonomous Helicopter using Sliding Mode Control Structure
Authors: H. Ifassiouen, M. Guisser, H.Medromi
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This paper presents an investigation into the design of a flight control system, using a robust sliding mode control structure, designed using the exact feedback linearization procedure of the dynamic of a small-size autonomous helicopter in hover. The robustness of the controller in the context of stabilization and trajectory tracking with respect to small body forces and air resistance on the main and tail rotor, is analytically proved using Lyapunov approach. Some simulation results are presented to illustrate the performance and robustness of such controller in the presence of small body forces and air resistance.
Keywords: Robust control, sliding mode, stability, Lyapunovapproach.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1803509 Step Method for Solving Nonlinear Two Delays Differential Equation in Parkinson’s Disease
Authors: H. N. Agiza, M. A. Sohaly, M. A. Elfouly
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Parkinson's disease (PD) is a heterogeneous disorder with common age of onset, symptoms, and progression levels. In this paper we will solve analytically the PD model as a non-linear delay differential equation using the steps method. The step method transforms a system of delay differential equations (DDEs) into systems of ordinary differential equations (ODEs). On some numerical examples, the analytical solution will be difficult. So we will approximate the analytical solution using Picard method and Taylor method to ODEs.
Keywords: Parkinson's disease, Step method, delay differential equation, simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 733508 Blind Identification of MA Models Using Cumulants
Authors: Mohamed Boulouird, Moha M'Rabet Hassani
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In this paper, many techniques for blind identification of moving average (MA) process are presented. These methods utilize third- and fourth-order cumulants of the noisy observations of the system output. The system is driven by an independent and identically distributed (i.i.d) non-Gaussian sequence that is not observed. Two nonlinear optimization algorithms, namely the Gradient Descent and the Gauss-Newton algorithms are exposed. An algorithm based on the joint-diagonalization of the fourth-order cumulant matrices (FOSI) is also considered, as well as an improved version of the classical C(q, 0, k) algorithm based on the choice of the Best 1-D Slice of fourth-order cumulants. To illustrate the effectiveness of our methods, various simulation examples are presented.
Keywords: Cumulants, Identification, MA models, Parameter estimation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1408