Search results for: maximum likelihood estimators

Authors: Ehsan Bashiri

Abstract:

A 7-step method (with 25 sub-steps) to assess risk of air pollutants is introduced. These steps are: pre-considerations, sampling, statistical analysis, exposure matrix and likelihood, doseresponse matrix and likelihood, total risk evaluation, and discussion of findings. All mentioned words and expressions are wellunderstood; however, almost all steps have been modified, improved, and coupled in such a way that a comprehensive method has been prepared. Accordingly, the SADRA (Statistical Analysis-Driven Risk Assessment) emphasizes extensive and ongoing application of analytical statistics in traditional risk assessment models. A Sulfur Dioxide case study validates the claim and provides a good illustration for this method.

Keywords: Criteria air pollutants, Matrix of risk, Riskassessment, Statistical analysis.

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Authors: Kalu Ram Meena, Aditi Kar Gangopadhyay, Satrajit Mandal

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Two normal populations with different means and same variance are considered, where the variance is known. The population with the smaller sample mean is selected. Various estimators are constructed for the mean of the selected normal population. Finally, they are compared with respect to the bias and MSE risks by the mehod of Monte-Carlo simulation and their performances are analysed with the help of graphs.

Keywords: Estimation after selection, Brewster-Zidek technique.

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Authors: Hadj Bourdoucen, Adel Gastli

Abstract:

In this paper, an approach for finding optimized layouts for connecting PV units delivering maximum array output power is suggested. The approach is based on considering the different varying parameters of PV units that might be extracted from a general two-diode model. These are mainly, solar irradiation, reverse saturation currents, ideality factors, series and shunt resistances in addition to operating temperature. The approach has been tested on 19 possible 2×3 configurations and allowed to determine the optimized configurations as well as examine the effects of the different units- parameters on the maximum output power. Thus, using this approach, standard arrays with n×m units can be configured for maximum generated power and allows designing PV based systems having reduced surfaces to fit specific required power, as it is the case for solar cars and other mobile systems.

Keywords: Photovoltaic, PV unit, optimum configuration, maximum power, Orcad.

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Authors: S. Karthika, K. Velayutham, P. Rathika, D. Devaraj

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The electric power supplied by a photovoltaic power generation systems depends on the solar irradiation and temperature. The PV system can supply the maximum power to the load at a particular operating point which is generally called as maximum power point (MPP), at which the entire PV system operates with maximum efficiency and produces its maximum power. Hence, a Maximum power point tracking (MPPT) methods are used to maximize the PV array output power by tracking continuously the maximum power point. The proposed MPPT controller is designed for 10kW solar PV system installed at Cape Institute of Technology. This paper presents the fuzzy logic based MPPT algorithm. However, instead of one type of membership function, different structures of fuzzy membership functions are used in the FLC design. The proposed controller is combined with the system and the results are obtained for each membership functions in Matlab/Simulink environment. Simulation results are decided that which membership function is more suitable for this system.

Keywords: MPPT, DC-DC Converter, Fuzzy logic controller, Photovoltaic (PV) system.

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Authors: James Dunia, Bakari M. M. Mwinyiwiwa

Abstract:

Photovoltaic (PV) energy is one of the most important energy resources since it is clean, pollution free, and endless. Maximum Power Point Tracking (MPPT) is used in photovoltaic (PV) systems to maximize the photovoltaic output power, irrespective the variations of temperature and radiation conditions. This paper presents a comparison between Ćuk and SEPIC converter in maximum power point tracking (MPPT) of photovoltaic (PV) system. In the paper, advantages and disadvantages of both converters are described. Incremental conductance control method has been used as maximum power point tracking (MPPT) algorithm. The two converters and MPPT algorithm were modelled using MATLAB/Simulink software for simulation. Simulation results show that both Ćuk and SEPIC converters can track the maximum power point with some minor variations. 

Keywords: Ćuk Converter, Incremental Conductance, Maximum Power Point Tracking, PV Module, SEPIC Converter.

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Authors: A. A. Khan, M. Naeem, S. Bashir, S. I. Shah

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In this paper we propose a Particle Swarm heuristic optimized Multi-Antenna (MA) system. Efficient MA systems detection is performed using a robust stochastic evolutionary computation algorithm based on movement and intelligence of swarms. This iterative particle swarm optimized (PSO) detector significantly reduces the computational complexity of conventional Maximum Likelihood (ML) detection technique. The simulation results achieved with this proposed MA-PSO detection algorithm show near optimal performance when compared with ML-MA receiver. The performance of proposed detector is convincingly better for higher order modulation schemes and large number of antennas where conventional ML detector becomes non-practical.

Keywords: Multi Antenna (MA), Multi-input Multi-output(MIMO), Particle Swarm Optimization (PSO), ML detection.

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Authors: Frederick Wedzerai Nyakudya

Abstract:

In this paper, we examine the relationship between human capital, personal wealth and social capital to explain the differences in start-up rates between female and male entrepreneurs. Since our dependent variable is dichotomous, we examine the determinants of these using a maximum likelihood logit estimator. We used the Global Entrepreneurship Monitor database covering the period 2006 to 2009 with 421 usable cases drawn from the Lower Layer Super Output Areas in East Midlands in the United Kingdom. We found evidence indicating that a female positively moderates the positive relationships between indicators of human capital and personal wealth with start-up activity. The findings have implications for programs, policies, and practices to encourage more females to engage in start-up activity.

Keywords: Entrepreneurship, Global Entrepreneurship Monitor, gender gap, women's entrepreneurship.

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Authors: Sheema Shuja Khattak, Gule Saman, Imran Khan, Abdus Salam

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Image segmentation plays an important role in medical imaging applications. Therefore, accurate methods are needed for the successful segmentation of medical images for diagnosis and detection of various diseases. In this paper, we have used maximum entropy to achieve image segmentation. Maximum entropy has been calculated using Shannon, Renyi and Tsallis entropies. This work has novelty based on the detection of skin lesion caused by the bite of a parasite called Sand Fly causing the disease is called Cutaneous Leishmaniasis.

Keywords: Shannon, Maximum entropy, Renyi, Tsallis entropy.

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Authors: K.-J. You, H.J. Lee, Y. Lang, C. Im, C.S. Koh, H.-C. Shin

Abstract:

This paper presents a novel method for inferring the odor based on neural activities observed from rats- main olfactory bulbs. Multi-channel extra-cellular single unit recordings were done by micro-wire electrodes (tungsten, 50μm, 32 channels) implanted in the mitral/tufted cell layers of the main olfactory bulb of anesthetized rats to obtain neural responses to various odors. Neural response as a key feature was measured by substraction of neural firing rate before stimulus from after. For odor inference, we have developed a decoding method based on the maximum likelihood (ML) estimation. The results have shown that the average decoding accuracy is about 100.0%, 96.0%, 84.0%, and 100.0% with four rats, respectively. This work has profound implications for a novel brain-machine interface system for odor inference.

Keywords: biomedical signal processing, neural engineering, olfactory, neural decoding, BMI

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Authors: H. K. Hwang, Zekeriya Aliyazicioglu, Solomon Wu, Hung Lu, Nick Wilkins, Daniel Kerr

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Multiple-input multiple-output (MIMO) radar has received increasing attention in recent years. MIMO radar has many advantages over conventional phased array radar such as target detection,resolution enhancement, and interference suppression. In this paper, the results are presented from a simulation study of MIMO uniformly-spaced linear array (ULA) antennas. The performance is investigated under varied parameters, including varied array size, pseudo random (PN) sequence length, number of snapshots, and signal to noise ratio (SNR). The results of MIMO are compared to a traditional array antenna.

Keywords: Multiple-input multiple-output (MIMO) radar, phased array antenna, target detection, radar signal processing.

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Authors: N. Mamode Khan, V. Jowaheer

Abstract:

Number of breakdowns experienced by a machinery is a highly under-dispersed count random variable and its value can be attributed to the factors related to the mechanical input and output of that machinery. Analyzing such under-dispersed count observations as a function of the explanatory factors has been a challenging problem. In this paper, we aim at estimating the effects of various factors on the number of breakdowns experienced by a passenger car based on a study performed in Mauritius over a year. We remark that the number of passenger car breakdowns is highly under-dispersed. These data are therefore modelled and analyzed using Com-Poisson regression model. We use quasi-likelihood estimation approach to estimate the parameters of the model. Under-dispersion parameter is estimated to be 2.14 justifying the appropriateness of Com-Poisson distribution in modelling under-dispersed count responses recorded in this study.

Keywords: Breakdowns, under-dispersion, com-poisson, generalized linear model, quasi-likelihood estimation

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Authors: S. Balaji

Abstract:

An edge based local search algorithm, called ELS, is proposed for the maximum clique problem (MCP), a well-known combinatorial optimization problem. ELS is a two phased local search method effectively £nds the near optimal solutions for the MCP. A parameter ’support’ of vertices de£ned in the ELS greatly reduces the more number of random selections among vertices and also the number of iterations and running times. Computational results on BHOSLIB and DIMACS benchmark graphs indicate that ELS is capable of achieving state-of-the-art-performance for the maximum clique with reasonable average running times.

Keywords: Maximum clique, local search, heuristic, NP-complete.

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Authors: Said Elkassimi, Said Safi, B. Manaut

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In recent years, multi-antenna techniques are being considered as a potential solution to increase the flow of future wireless communication systems. The objective of this article is to study the emission and reception system MIMO (Multiple Input Multiple Output), and present the different reception decoding techniques. First we will present the least complex technical, linear receivers such as the zero forcing equalizer (ZF) and minimum mean squared error (MMSE). Then a nonlinear technique called ordered successive cancellation of interferences (OSIC) and the optimal detector based on the maximum likelihood criterion (ML), finally, we simulate the associated decoding algorithms for MIMO system such as ZF, MMSE, OSIC and ML, thus a comparison of performance of these algorithms in MIMO context.

Keywords: Multiple Input Multiple Outputs (MIMO), ZF, MMSE, Ordered Interference Successive Cancellation (OSIC), ML, Interference Successive Cancellation (SIC).

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Authors: X. Mamaqi, J.Miguel, P. Olave

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The aim of this paper is to provide an empirical evidence about the effects that the management of continuous training have on employability (or employment stability) in the Spanish labour market. With this purpose a binary logit model with interaction effect is been used. The dependent variable includes two situations of the active workers: continuous and discontinuous employability. To distinguish between them an Employability Index Stability (ESI) was calculated taking into account two factors: time worked and job security. Various aspects of the continuous training and personal workers data are used as independent variables. The data obtained from a survey of a sample of 918 employed have revealed a relationship between the likelihood of continuous employability and continuous training received. The empirical results support the positive and significant relationship between various aspects of the training provided by firms and employability likelihood of the workers, postulate alike from a theoretical point of view.

Keywords: training management, employability/employmentstability, binary logit model, interaction effect, Spanish marketlabour.

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Authors: Taeung Yoon, Youngpo Lee, Chonghan Song, Na Young Ha, Seokho Yoon

Abstract:

Ren et al. presented an efficient carrier frequency offset (CFO) estimation method for orthogonal frequency division multiplexing (OFDM), which has an estimation range as large as the bandwidth of the OFDM signal and achieves high accuracy without any constraint on the structure of the training sequence. However, its detection probability of the integer frequency offset (IFO) rapidly varies according to the fractional frequency offset (FFO) change. In this paper, we first analyze the Ren-s method and define two criteria suitable for detection of IFO. Then, we propose a novel method for the IFO estimation based on the maximum-likelihood (ML) principle and the detection criteria defined in this paper. The simulation results demonstrate that the proposed method outperforms the Ren-s method in terms of the IFO detection probability irrespective of a value of the FFO.

Keywords: Orthogonal frequency division multiplexing, integer frequency offset, estimation, training symbol

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Authors: Satoshi Shimizu, Kazuaki Yamaguchi, Toshiki Saitoh, Sumio Masuda

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Some fast exact algorithms for the maximum weight clique problem have been proposed. Östergard’s algorithm is one of them. Kumlander says his algorithm is faster than it. But we confirmed that the straightforwardly implemented Kumlander’s algorithm is slower than O¨ sterga˚rd’s algorithm. We propose some improvements on Kumlander’s algorithm.

Keywords: Maximum weight clique, exact algorithm, branch-andbound, NP-hard.

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Authors: A. Niknejad, G. H. Liaghat, A. H. Behravesh, H. Moslemi Naeini

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In this paper, a semi empirical formula is presented based on the experimental results to predict the first pick (maximum force) value in the instantaneous folding force- axial distance diagram of a square column. To achieve this purpose, the maximum value of the folding force was assumed to be a function of the average folding force. Using the experimental results, the maximum value of the force necessary to initiate the first fold in a square column was obtained with respect to the geometrical quantities and material properties. Finally, the results obtained from the semi empirical relation in this paper, were compared to the experimental results which showed a good correlation.

Keywords: Honeycomb, folding force, square column, aluminum, axial loading.

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Authors: Himanshu V. Gajjar, Anish H. Gandhi, Tanvir A Jafri, Harit K. Raval

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Bendability is constrained by maximum top roller load imparting capacity of the machine. Maximum load is encountered during the edge pre-bending stage of roller bending. Capacity of 3-roller plate bending machine is specified by maximum thickness and minimum shell diameter combinations that can be pre-bend for given plate material of maximum width. Commercially available plate width or width of the plate that can be accommodated on machine decides the maximum rolling width. Original equipment manufacturers (OEM) provide the machine capacity chart based on reference material considering perfectly plastic material model. Reported work shows the bendability analysis of heavy duty 3-roller plate bending machine. The input variables for the industry are plate thickness, shell diameter and material property parameters, as it is fixed by the design. Analytical models of equivalent thickness, equivalent width and maximum width based on power law material model were derived to study the bendability. Equation of maximum width provides bendability for designed configuration i.e. material property, shell diameter and thickness combinations within the machine limitations. Equivalent thicknesses based on perfectly plastic and power law material model were compared for four different materials grades of C-Mn steel in order to predict the bend-ability. Effect of top roller offset on the bendability at maximum top roller load imparting capacity is reported.

Keywords: 3-Roller bending, Bendability, Equivalent thickness, Equivalent width, Maximum width.

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Authors: Farshideh Einsele, Hassan Foroosh

Abstract:

In this paper, we present a robust algorithm to recognize extracted text from grocery product images captured by mobile phone cameras. Recognition of such text is challenging since text in grocery product images varies in its size, orientation, style, illumination, and can suffer from perspective distortion. Pre-processing is performed to make the characters scale and rotation invariant. Since text degradations can not be appropriately defined using well-known geometric transformations such as translation, rotation, affine transformation and shearing, we use the whole character black pixels as our feature vector. Classification is performed with minimum distance classifier using the maximum likelihood criterion, which delivers very promising Character Recognition Rate (CRR) of 89%. We achieve considerably higher Word Recognition Rate (WRR) of 99% when using lower level linguistic knowledge about product words during the recognition process.

Keywords: Camera-based OCR, Feature extraction, Document and image processing.

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Authors: Olesya Bolkhovskaya, Alexey Davydov, Alexander Maltsev

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In this paper two approaches to joint signal detection, time of arrival (ToA) and angle of arrival (AoA) estimation in multi-element antenna array are investigated. Two scenarios were considered: first one, when the waveform of the useful signal is known a priori and, second one, when the waveform of the desired signal is unknown. For first scenario, the antenna array signal processing based on multi-element matched filtering (MF) with the following non-coherent detection scheme and maximum likelihood (ML) parameter estimation blocks is exploited. For second scenario, the signal processing based on the antenna array elements covariance matrix estimation with the following eigenvector analysis and ML parameter estimation blocks is applied. The performance characteristics of both signal processing schemes are thoroughly investigated and compared for different useful signals and noise parameters.

Keywords: Antenna array, signal detection, ToA, AoA estimation.

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Authors: B.P. Bezruchko, D.A. Smirnov

Abstract:

Quantitative characterization of nonlinear directional couplings between stochastic oscillators from data is considered. We suggest coupling characteristics readily interpreted from a physical viewpoint and their estimators. An expression for a statistical significance level is derived analytically that allows reliable coupling detection from a relatively short time series. Performance of the technique is demonstrated in numerical experiments.

Keywords: Nonlinear time series analysis, directional couplings, coupled oscillators.

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Authors: Pei. P. Tan, Don. U.A. Galagedera, Elizabeth A.Maharaj

Abstract:

This paper examines predictability in stock return in developed and emergingmarkets by testing long memory in stock returns using wavelet approach. Wavelet-based maximum likelihood estimator of the fractional integration estimator is superior to the conventional Hurst exponent and Geweke and Porter-Hudak estimator in terms of asymptotic properties and mean squared error. We use 4-year moving windows to estimate the fractional integration parameter. Evidence suggests that stock return may not be predictable indeveloped countries of the Asia-Pacificregion. However, predictability of stock return insome developing countries in this region such as Indonesia, Malaysia and Philippines may not be ruled out. Stock return in the Thailand stock market appears to be not predictable after the political crisis in 2008.

Keywords: Asia-Pacific stock market, long-memory, return predictability, wavelet

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Authors: Seon Soon Choi

Abstract:

The principal purpose of this paper is to find the influence of maximum fatigue load on the probabilistic aspect of fatigue crack propagation life at a specified grown crack in magnesium alloys. The experiments of fatigue crack propagation are carried out in laboratory air under different conditions of the maximum fatigue loads to obtain the fatigue crack propagation data for the statistical analysis. In order to analyze the probabilistic aspect of fatigue crack propagation life, the goodness-of fit test for probability distribution of the fatigue crack propagation life at a specified grown crack is implemented through Anderson-Darling test. The good probability distribution of the fatigue crack propagation life is also verified under the conditions of the maximum fatigue loads.

Keywords: Fatigue crack propagation life, magnesium alloys, maximum fatigue load, probability.

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Authors: Mohamed Amine Haraoubia, Abdelaziz Hamzaoui, Najib Essounbouli

Abstract:

The pursuit of the MPPT has led to the development of many kinds of controllers, one of which is the Fuzzy Logic controller, which has proven its worth. To further tune this controller this paper will discuss and analyze the use of Genetic Algorithms to tune the Fuzzy Logic Controller. It will provide an introduction to both systems, and test their compatibility and performance.

Keywords: Fuzzy logic controller (FLC), fuzzy logic (FL), genetic algorithm (GA), maximum power point (MPP), maximum power point tracking (MPPT).

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Authors: Tom Snir, Eitan Rubin

Abstract:

Mendelian Disease Genes represent a collection of single points of failure for the various systems they constitute. Such genes have been shown, on average, to encode longer proteins than 'non-disease' proteins. Existing models suggest that this results from the increased likeli-hood of longer genes undergoing mutations. Here, we show that in saturated mutagenesis experiments performed on model organisms, where the likelihood of each gene mutating is one, a similar relationship between length and the probability of a gene being lethal was observed. We thus suggest an extended model demonstrating that the likelihood of a mutated gene to produce a severe phenotype is length-dependent. Using the occurrence of conserved domains, we bring evidence that this dependency results from a correlation between protein length and the number of functions it performs. We propose that protein length thus serves as a proxy for protein cardinality in different networks required for the organism's survival and well-being. We use this example to argue that the collection of Mendelian Disease Genes can, and should, be used to study the rules governing systems vulnerability in living organisms.

Keywords: Systems Biology, Protein Length

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Authors: Rasaki O. Olanrewaju

Abstract:

The driven processes of Wiener and Lévy are known self-standing Gaussian-Markov processes for fitting non-linear dynamical Vasciek model. In this paper, a coincidental Gaussian density stationarity condition and autocorrelation function of the two driven processes were established. This led to the conflation of Wiener and Lévy processes so as to investigate the efficiency of estimates incorporated into the one-dimensional Vasciek model that was estimated via the Maximum Likelihood (ML) technique. The conditional laws of drift, diffusion and stationarity process was ascertained for the individual Wiener and Lévy processes as well as the commingle of the two processes for a fixed effect and Autoregressive like Vasciek model when subjected to financial series; exchange rate of Naira-CFA Franc. In addition, the model performance error of the sub-merged driven process was miniature compared to the self-standing driven process of Wiener and Lévy.

Keywords: Wiener process, Lévy process, Vasciek model, drift, diffusion, Gaussian density stationary.

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Authors: Yeon-Jea Cho, Sang-Uk Park, Won-Chul Choi, Dong-Jo Park

Abstract:

This paper proposes a smart design strategy for a sequential detector to reliably detect the primary user-s signal, especially in fast fading environments. We study the computation of the log-likelihood ratio for coping with a fast changing received signal and noise sample variances, which are considered random variables. First, we analyze the detectability of the conventional generalized log-likelihood ratio (GLLR) scheme when considering fast changing statistics of unknown parameters caused by fast fading effects. Secondly, we propose an efficient sensing algorithm for performing the sequential probability ratio test in a robust and efficient manner when the channel statistics are unknown. Finally, the proposed scheme is compared to the conventional method with simulation results with respect to the average number of samples required to reach a detection decision.

Keywords: Cognitive radio, fast fading, sequential detection, spectrum sensing.

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Authors: Y. Obikane , M.Kaneko, K.Kakioka, K.Ogura

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The fine structure of supercavitation in the wake of a symmetrical cylinder is studied with high-speed video cameras. The flow is observed in a cavitation tunnel at the speed of 8m/sec when the sidewall and the wake are partially filled with the massive cavitation bubbles. The present experiment observed that a two-dimensional ripple wave with a wave length of 0.3mm is propagated in a downstream direction, and then abruptly increases to a thicker three-dimensional layer. IR-photography recorded that the wakes originated from the horseshoe vortexes alongside the cylinder. The wake was developed to inside the dead water zone, which absorbed the bubbly wake propelled from the separated vortices at the center of the cylinder. A remote sensing classification technique (maximum most likelihood) determined that the surface porosity was 0.2, and the mean speed in the mixed wake was 7m/sec. To confirm the existence of two-dimensional wave motions in the interface, the experiments were conducted at a very low frequency, and showed similar gravity waves in both the upper and lower interfaces.

Keywords: Supercavitation, density gradient correlation

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Authors: Nadia Bensiali, Nadia Benalia, Amar Omeiri

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The recent trend in field oriented control (FOC) is towards the use of sensorless techniques that avoid the use of speed sensor and flux sensor. Sensors are replaced by estimators or observers to minimise the cost and increase the reliability. In this paper an anlyse of perfomance of a MRAS used in sensorless control of induction motors and sensitvity to machine parameters change are studied.

Keywords: Induction motor drive, adaptive observer, MRAS, stability analysis.

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Authors: Changqiao Wu, Guoqing Ding, Xin Chen

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In this paper, ways of modeling dynamic measurement systems are discussed. Specially, for linear system with single-input single-output, it could be modeled with shallow neural network. Then, gradient based optimization algorithms are used for searching the proper coefficients. Besides, method with normal equation and second order gradient descent are proposed to accelerate the modeling process, and ways of better gradient estimation are discussed. It shows that the mathematical essence of the learning objective is maximum likelihood with noises under Gaussian distribution. For conventional gradient descent, the mini-batch learning and gradient with momentum contribute to faster convergence and enhance model ability. Lastly, experimental results proved the effectiveness of second order gradient descent algorithm, and indicated that optimization with normal equation was the most suitable for linear dynamic models.

Keywords: Dynamic system modeling, neural network, normal equation, second order gradient descent.

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