Search results for: non-linear risk-return dependence.

Authors: M.V Rajesh, Archana R, A Unnikrishnan, R Gopikakumari, Jeevamma Jacob

Abstract:

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.

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Authors: Meng Hu, Lili Wang

Abstract:

In this paper, applying He-s energy balance method to determine frequency formulation relations of nonlinear oscillators with discontinuous term or fractional potential. By calculation and computer simulations, compared with the exact solutions show that the results obtained are of high accuracy.

Keywords: He's energy balance method, periodic solution, nonlinear oscillator, discontinuous, fractional potential.

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Authors: Tian Baoguang, Liang Chunyan, Chen Nan

Abstract:

In this paper, the nonlinear matrix equation is investigated. Based on the fixed-point theory, the boundary and the existence of the solution with the case r>-δ_i are discussed. An algorithm that avoids matrix inversion with the case -1<-δ_i<0 is proposed.

Keywords: Nonlinear matrix equation, Positive definite solution, The maximal-minimal solution, Iterative method, Free-inversion

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Authors: Hamza Nejib, Okba Taouali

Abstract:

This paper presents two of the most knowing kernel adaptive filtering (KAF) approaches, the kernel least mean squares and the kernel recursive least squares, in order to predict a new output of nonlinear signal processing. Both of these methods implement a nonlinear transfer function using kernel methods in a particular space named reproducing kernel Hilbert space (RKHS) where the model is a linear combination of kernel functions applied to transform the observed data from the input space to a high dimensional feature space of vectors, this idea known as the kernel trick. Then KAF is the developing filters in RKHS. We use two nonlinear signal processing problems, Mackey Glass chaotic time series prediction and nonlinear channel equalization to figure the performance of the approaches presented and finally to result which of them is the adapted one.

Keywords: KLMS, online prediction, KAF, signal processing, RKHS, Kernel methods, KRLS, KLMS.

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Authors: A. R. Tavakolpour-Saleh, H. Jokar

Abstract:

Liquid level control of conical tank system is known to be a great challenge in many industries such as food processing, hydrometallurgical industries and wastewater treatment plant due to its highly nonlinear characteristics. In this research, an adaptive fuzzy PID control scheme is applied to the problem of liquid level control in a nonlinear tank process. A conical tank process is first modeled and primarily simulated. A PID controller is then applied to the plant model as a suitable benchmark for comparison and the dynamic responses of the control system to different step inputs were investigated. It is found that the conventional PID controller is not able to fulfill the controller design criteria such as desired time constant due to highly nonlinear characteristics of the plant model. Consequently, a nonlinear control strategy based on gain-scheduling adaptive control incorporating a fuzzy logic observer is proposed to accurately control the nonlinear tank system. The simulation results clearly demonstrated the superiority of the proposed adaptive fuzzy control method over the conventional PID controller.

Keywords: Adaptive control, fuzzy logic, conical tank, PID controller.

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Authors: Ritu Shitak

Abstract:

Humans are social mammals, of the primate order. Our biology, our behaviour and our pathologies are unique to us. In our desire to understand, reduce solitary confinement one source of information is the many reports of social isolation of other social mammals, especially primates. A behavioural study was conducted in the department of pharmacology at Indira Gandhi Medical College, Shimla in Himachalpradesh province in India using white albino mice. Different behavioural parameters were observed by using open field, tail suspension, tests for aggressive behaviour and social interactions and the effect of isolation was studied. The results were evaluated and the standard statistics were applied. The said study was done to establish facts that isolation itself impairs social behaviour and can lead to alcohol dependence as well as related drug dependence.

Keywords: Albino Mice, Drug Dependence, Social isolation.

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Authors: Şaban Çetin, Özgür Demir

Abstract:

In this study, Fuzzy PID Control scheme is designed for an active suspension system. The main goal of an active suspension system for using in a vehicle model is reducing body deflections and handling high comfort for a passenger car. The present system was modelled as a two-degree-of-freedom (2-DOF) nonlinear vehicle model.

Keywords: Active suspension system, Fuzzy PID controller, a nonlinear quarter car model.

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Authors: Cai-Wan Chang-Jian

Abstract:

This study presents a systematic analysis of the dynamic behaviors of a gear-bearing system with porous squeeze film damper (PSFD) under nonlinear suspension, nonlinear oil-film force and nonlinear gear meshing force effect. It can be found that the system exhibits very rich forms of sub-harmonic and even the chaotic vibrations. The bifurcation diagrams also reveal that greater values of permeability may not only improve non-periodic motions effectively, but also suppress dynamic amplitudes of the system. Therefore, porous effect plays an important role to improve dynamic stability of gear-bearing systems or other mechanical systems. The results presented in this study provide some useful insights into the design and development of a gear-bearing system for rotating machinery that operates in highly rotational speed and highly nonlinear regimes.

Keywords: Gear, PSFD, bifurcation, chaos.

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Authors: Mai S. Mabrouk, Nahed H. Solouma, Abou-Bakr M. Youssef, Yasser M. Kadah

Abstract:

Many digital signal processing, techniques have been used to automatically distinguish protein coding regions (exons) from non-coding regions (introns) in DNA sequences. In this work, we have characterized these sequences according to their nonlinear dynamical features such as moment invariants, correlation dimension, and largest Lyapunov exponent estimates. We have applied our model to a number of real sequences encoded into a time series using EIIP sequence indicators. In order to discriminate between coding and non coding DNA regions, the phase space trajectory was first reconstructed for coding and non-coding regions. Nonlinear dynamical features are extracted from those regions and used to investigate a difference between them. Our results indicate that the nonlinear dynamical characteristics have yielded significant differences between coding (CR) and non-coding regions (NCR) in DNA sequences. Finally, the classifier is tested on real genes where coding and non-coding regions are well known.

Keywords: Gene prediction, nonlinear dynamics, correlation dimension, Lyapunov exponent.

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Authors: Meng Hu, Lili Wang

Abstract:

In this paper, He-s amplitude frequency formulation is used to obtain a periodic solution for a nonlinear oscillator with fractional potential. By calculation and computer simulations, compared with the exact solution shows that the result obtained is of high accuracy.

Keywords: He's amplitude frequency formulation, Periodic solution, Nonlinear oscillator, Fractional potential.

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Authors: Youguo Wang, Lenan Wu

Abstract:

Stochastic resonance (SR) is a phenomenon whereby the signal transmission or signal processing through certain nonlinear systems can be improved by adding noise. This paper discusses SR in nonlinear signal detection by a simple test statistic, which can be computed from multiple noisy data in a binary decision problem based on a maximum a posteriori probability criterion. The performance of detection is assessed by the probability of detection error Per . When the input signal is subthreshold signal, we establish that benefit from noise can be gained for different noises and confirm further that the subthreshold SR exists in nonlinear signal detection. The efficacy of SR is significantly improved and the minimum of Per can dramatically approach to zero as the sample number increases. These results show the robustness of SR in signal detection and extend the applicability of SR in signal processing.

Keywords: Probability of detection error, signal detection, stochastic resonance.

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Authors: Wudhichai Assawinchaichote, Sing Kiong Nguang

Abstract:

This paper examines the problem of designing a robust H8 state-feedback controller for a class of nonlinear two-time scale systems with Markovian Jumps described by a Takagi-Sugeno (TS) fuzzy model. Based on a linear matrix inequality (LMI) approach, LMI-based sufficient conditions for the uncertain Markovian jump nonlinear two-time scale systems to have an H8 performance are derived. The proposed approach does not involve the separation of states into slow and fast ones and it can be applied not only to standard, but also to nonstandard nonlinear two-time scale systems. A numerical example is provided to illustrate the design developed in this paper.

Keywords: TS fuzzy, Markovian jumps, LMI, two-time scale systems.

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Authors: Toshinori Nawata

Abstract:

In this paper we consider a nonlinear feedback control called augmented automatic choosing control (AACC) using the automatic choosing functions of gradient optimization type for nonlinear systems. Constant terms which arise from sectionwise linearization of a given nonlinear system are treated as coefficients of a stable zero dynamics. Parameters included in the control are suboptimally selected by minimizing the Hamiltonian with the aid of the genetic algorithm. This approach is applied to a field excitation control problem of power system to demonstrate the splendidness of the AACC. Simulation results show that the new controller can improve performance remarkably well.

Keywords: augmented automatic choosing control, nonlinear control, genetic algorithm, zero dynamics.

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Authors: Wen-Chi Liu

Abstract:

This study applies a simple and powerful nonlinear unit root test to test the validity of long-run purchasing power parity (PPP)  in a sample of 10 East-Asian countries (i.e., China, Hong Kong,  Indonesia, Japan, Korea, Malaysia, Philippines, Singapore, Taiwan  and Thailand) over the period of March 1985 to September 2008. The empirical results indicate that PPP holds true for half of these 10  East-Asian countries under study, and the adjustment toward PPP is found to be nonlinear and in an asymmetric way. 

 

Keywords: Purchasing Power Parity, East-Asian Countries, Nonlinear Unit Root Test, Asymmetry.

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Authors: N. H. Adenan, M. S. M. Noorani

Abstract:

River flow prediction is an essential to ensure proper management of water resources can be optimally distribute water to consumers. This study presents an analysis and prediction by using nonlinear prediction method involving monthly river flow data in Tanjung Tualang from 1976 to 2006. Nonlinear prediction method involves the reconstruction of phase space and local linear approximation approach. The phase space reconstruction involves the reconstruction of one-dimensional (the observed 287 months of data) in a multidimensional phase space to reveal the dynamics of the system. Revenue of phase space reconstruction is used to predict the next 72 months. A comparison of prediction performance based on correlation coefficient (CC) and root mean square error (RMSE) have been employed to compare prediction performance for nonlinear prediction method, ARIMA and SVM. Prediction performance comparisons show the prediction results using nonlinear prediction method is better than ARIMA and SVM. Therefore, the result of this study could be used to develop an efficient water management system to optimize the allocation water resources.

Keywords: River flow, nonlinear prediction method, phase space, local linear approximation.

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Authors: Amin Almasi

Abstract:

Reliability assessment and risk analysis of rotating machine rotors in various overload and malfunction situations present challenge to engineers and operators. In this paper a new analytical method for evaluation of rotor under large deformation is addressed. Model is presented in general form to include also composite rotors. Presented simulation procedure is based on variational work method and has capability to account for geometric nonlinearity, large displacement, nonlinear support effect and rotor contacting other machine components. New shape functions are presented which capable to predict accurate nonlinear profile of rotor. The closed form solutions for various operating and malfunction situations are expressed. Analytical simulation results are discussed

Keywords: Large Deformation, Nonlinear, Rotor.

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Authors: D.N. Zheng, J.X. Wang, Y.N. Zhao, Z.H. Yang

Abstract:

The Linear discriminant analysis (LDA) can be generalized into a nonlinear form - kernel LDA (KLDA) expediently by using the kernel functions. But KLDA is often referred to a general eigenvalue problem in singular case. To avoid this complication, this paper proposes an iterative algorithm for the two-class KLDA. The proposed KLDA is used as a nonlinear discriminant classifier, and the experiments show that it has a comparable performance with SVM.

Keywords: Linear discriminant analysis (LDA), kernel LDA (KLDA), conjugate gradient algorithm, nonlinear discriminant classifier.

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Authors: Mohammad Moeini, Mehrdad Ghyabi, Kiarash Mohtasham Dolatshahi

Abstract:

This paper investigates seismic soil-pile interaction using the Beam on Nonlinear Winkler Foundation (BNWF) approach. Three soil types are considered to cover all the possible responses, as well as nonlinear site response analysis using finite element method in OpenSees platform. Excitations at each elevation that are output of the site response analysis are used as the input excitation to the soil pile system implementing multi-support excitation method. Spectral intensities of acceleration show that the extent of the response in sand is more severe than that of clay, in addition, increasing the PGA of ground strong motion will affect the sandy soil more, in comparison with clayey medium, which is an indicator of the sensitivity of soil-pile systems in sandy soil.

Keywords: Beam on nonlinear Winkler foundation method, multi-support excitation, nonlinear site response analysis, seismic soil-pile interaction.

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Authors: Sun Lim, Bong-Seok Kim

Abstract:

This paper presents an adaptive nonlinear position controller with velocity constraint, capable of combining the input-output linearization technique and Lyapunov stability theory. Based on the Lyapunov stability theory, the adaptation law of the proposed controller is derived along with the verification of the overall system-s stability. Computer simulation results demonstrate that the proposed controller is robust and it can ensure transient stability of BLDCM, under the occurrence of a large sudden fault.

Keywords: BLDC Motor Control, Backstepping Control, Adaptive nonlinear control

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Authors: M. Seguini, D. Nedjar

Abstract:

An accuracy nonlinear analysis of a deep beam resting on elastic perfectly plastic soil is carried out in this study. In fact, a nonlinear finite element modeling for large deflection and moderate rotation of Euler-Bernoulli beam resting on linear and nonlinear random soil is investigated. The geometric nonlinear analysis of the beam is based on the theory of von Kàrmàn, where the Newton-Raphson incremental iteration method is implemented in a Matlab code to solve the nonlinear equation of the soil-beam interaction system. However, two analyses (deterministic and probabilistic) are proposed to verify the accuracy and the efficiency of the proposed model where the theory of the local average based on the Monte Carlo approach is used to analyze the effect of the spatial variability of the soil properties on the nonlinear beam response. The effect of six main parameters are investigated: the external load, the length of a beam, the coefficient of subgrade reaction of the soil, the Young’s modulus of the beam, the coefficient of variation and the correlation length of the soil’s coefficient of subgrade reaction. A comparison between the beam resting on linear and nonlinear soil models is presented for different beam’s length and external load. Numerical results have been obtained for the combination of the geometric nonlinearity of beam and material nonlinearity of random soil. This comparison highlighted the need of including the material nonlinearity and spatial variability of the soil in the geometric nonlinear analysis, when the beam undergoes large deflections.

Keywords: Finite element method, geometric nonlinearity, material nonlinearity, soil-structure interaction, spatial variability.

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Authors: Yu-Ting Tsai, Yu-da Lee, Jin H. Huang

Abstract:

The nonlinear damping behavior is usually ignored in the design of a miniature moving-coil loudspeaker. But when the loudspeaker operated in air, the damping parameter varies with the voice-coil displacement corresponding due to viscous air flow. The present paper presents an identification model as inverse problem to identify the nonlinear damping parameter in the lumped parameter model for the loudspeaker. Theoretical results for the nonlinear damping are verified by using laser displacement measurement scanner. These results indicate that the damping parameter has the greatly different nonlinearity between in air and vacuum. It is believed that the results of the present work can be applied in diagnosis and sound quality improvement of a miniature loudspeaker.

Keywords: Miniature loudspeaker, non-linear damping, system identification, Lumped parameter model.

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Authors: Mohammadsadegh Zanganehfar

Abstract:

Through the emergence of modern architecture, an aggressive desire for new design theories appeared through the works of architects and critics. The discourse of complexity and volumetric composition happened to be an important and controversial issue in the discipline of architecture which was discussed through a general point of view in Robert Venturi and Denise Scott Brown's book “Complexity and contradiction in architecture” in 1966, this paper attempts to identify chaos theory as a scientific model of complexity and its relation to architecture design theory by conducting a qualitative analysis and multidisciplinary critical approach through architecture and basic sciences resources. Accordingly, we identify chaotic architecture as the correlation between chaos theory and the discipline of architecture, and as an independent nonlinear design theory with specific characteristics and properties.

Keywords: Architecture complexity, chaos theory, fractals, nonlinear dynamic systems, nonlinear ontology.

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Authors: Toshinori Nawata

Abstract:

In this paper a nonlinear feedback control called augmented automatic choosing control (AACC) for a class of nonlinear systems with constrained input is presented. When designed the control, a constant term which arises from linearization of a given nonlinear system is treated as a coefficient of a stable zero dynamics. Parameters of the control are suboptimally selected by maximizing the stable region in the sense of Lyapunov with the aid of a genetic algorithm. This approach is applied to a field excitation control problem of power system to demonstrate the splendidness of the AACC. Simulation results show that the new controller can improve performance remarkably well.

Keywords: Augmented automatic choosing control, nonlinear control, genetic algorithm, zero dynamics.

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Authors: Anupma Bansal, Rajeev Budhiraja, Manoj Pandey

Abstract:

In this paper, we have investigated the nonlinear time-fractional hyperbolic partial differential equation (PDE) for its symmetries and invariance properties. With the application of this method, we have tried to reduce it to time-fractional ordinary differential equation (ODE) which has been further studied for exact solutions.

Keywords: Nonlinear time-fractional hyperbolic PDE, Lie Classical method, exact solutions.

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Authors: Toshinori Nawata

Abstract:

In this paper we consider a nonlinear feedback control called augmented automatic choosing control (AACC) using the gradient optimization automatic choosing functions for nonlinear systems. Constant terms which arise from sectionwise linearization of a given nonlinear system are treated as coefficients of a stable zero dynamics. Parameters included in the control are suboptimally selected by expanding a stable region in the sense of Lyapunov with the aid of the genetic algorithm. This approach is applied to a field excitation control problem of power system to demonstrate the splendidness of the AACC. Simulation results show that the new controller can improve performance remarkably well.

Keywords: augmented automatic choosing control, nonlinear control, genetic algorithm, zero dynamics.

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Authors: N. H. Adenan, M. S. M. Noorani

Abstract:

River flow prediction is an essential tool to ensure proper management of water resources and the optimal distribution of water to consumers. This study presents an analysis and prediction by using nonlinear prediction method with monthly river flow data for Tanjung Tualang from 1976 to 2006. Nonlinear prediction method involves the reconstruction of phase space and local linear approximation approach. The reconstruction of phase space involves the reconstruction of one-dimension (the observed 287 months of data) in a multidimensional phase space to reveal the dynamics of the system. The revenue of phase space reconstruction is used to predict the next 72 months. A comparison of prediction performance based on correlation coefficient (CC) and root mean square error (RMSE) was employed to compare prediction performance for the nonlinear prediction method, ARIMA and SVM. Prediction performance comparisons show that the prediction results using the nonlinear prediction method are better than ARIMA and SVM. Therefore, the results of this study could be used to develop an efficient water management system to optimize the allocation of water resources.

Keywords: River flow, nonlinear prediction method, phase space, local linear approximation.

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Authors: R. Ghasemi, M. R. Rahimi Khoygani

Abstract:

This paper proposes the designing direct adaptive neural controller to apply for a class of a nonlinear pendulum dynamic system. The radial basis function (RBF) neural adaptive controller is robust in presence of external and internal uncertainties. Both the effectiveness of the controller and robustness against disturbances are importance of this paper. The simulation results show the promising performance of the proposed controller.

Keywords: Adaptive Neural Controller, Nonlinear Dynamical, Neural Network, RBF, Driven Pendulum, Position Control.

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Authors: A. Bahmanikashkouli, O.R. Bahadori Nezhad

Abstract:

In this article, the phenomenon of nonlinear consolidation in saturated and homogeneous clay layer is studied. Considering time-varied drainage model, the excess pore water pressure in the layer depth is calculated. The Generalized Differential Quadrature (GDQ) method is used for the modeling and numerical analysis. For the purpose of analysis, first the domain of independent variables (i.e., time and clay layer depth) is discretized by the Chebyshev-Gauss-Lobatto series and then the nonlinear system of equations obtained from the GDQ method is solved by means of the Newton-Raphson approach. The obtained results indicate that the Generalized Differential Quadrature method, in addition to being simple to apply, enjoys a very high accuracy in the calculation of excess pore water pressure.

Keywords: Generalized Differential Quadrature method, Nonlinear consolidation, Nonlinear system of equations, Time-varied drainage

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Authors: A. El Ougli, I. Lagrat, I. Boumhidi

Abstract:

In this paper we propose a robust adaptive fuzzy controller for a class of nonlinear system with unknown dynamic. The method is based on type-2 fuzzy logic system to approximate unknown non-linear function. The design of the on-line adaptive scheme of the proposed controller is based on Lyapunov technique. Simulation results are given to illustrate the effectiveness of the proposed approach.

Keywords: Fuzzy set type-2, Adaptive fuzzy control, Nonlinear system.

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Authors: I. Khabbazi, R. Ghasemi

Abstract:

This paper presents a combination of both robust nonlinear controller and nonlinear controller for a class of nonlinear 4Y Octorotor UAV using Back-stepping and sliding mode controller. The robustness against internal and external disturbance and decoupling control are the merits of the proposed paper. The proposed controller decouples the Octorotor dynamical system. The controller is then applied to a 4Y Octortor UAV and its feature will be shown.

Keywords: Backstepping, Decoupling, Octorotor UAV, sliding mode.

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