Search results for: linear estimation

Authors: Karolína Vozková, Matěj Kuc

Abstract:

This paper deals with the impact of decrease in interest rates on the performance of commercial and cooperative banks in the Eurozone measured by net interest margin. The analysis was performed on balanced dataset of 268 commercial and 726 cooperative banks spanning the 2008-2015 period. We employed Fixed Effects estimation panel method. As expected, we found a negative relationship between market rates and net interest margin. Our results suggest that the impact of negative interest income differs across individual banking business models. More precisely, those cooperative banks were much more hit by the decrease of market interest rates which might be due to their ownership structure and more restrictive business regulation.

Keywords: Cooperative banks, performance, negative interest rates, risk management.

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Authors: R. Abbasnia, F. Mohajeri Nav, S. Zahedifar, A. Tajik

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Recent years, adaptive pushover methods have been developed for seismic analysis of structures. Herein, the accuracy of the displacement-based adaptive pushover (DAP) method, which is introduced by Antoniou and Pinho [2004], is evaluated for Irregular buildings. The results are compared to the force-based procedure. Both concrete and steel frame structures, asymmetric in plan and elevation are analyzed and also torsional effects are taking into the account. These analyses are performed using both near fault and far fault records. In order to verify the results, the Incremental Dynamic Analysis (IDA) is performed.

Keywords: Pushover Analysis, DAP, IDA, Torsion.

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Authors: S. Behnia, S. Fathizadeh

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Conductivity properties of DNA molecule is investigated in a simple, but chemically specific approach that is intimately related to the Su-Schrieffer-Heeger (SSH) model. This model is a tight-binding linear nanoscale chain. We have tried to study the electrical current flowing in DNA and investigated the characteristic I-V diagram. As a result, It is shown that there are the (quasi-) ohmic areas in I-V diagram. On the other hand, the regions with a negative differential resistance (NDR) are detectable in diagram.

Keywords: Charge transfer in DNA, Chaos theory, Molecular electronics, Negative Differential resistance.

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Authors: Saeed AL-Rashdy, Qing Guo

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The IEEE802.16 standard which has emerged as Broadband Wireless Access (BWA) technology, promises to deliver high data rate over large areas to a large number of subscribers in the near future. This paper analyze the effect of overheads over capacity of downlink (DL) of orthogonal frequency division multiple access (OFDMA)–based on the IEEE802.16e mobile WiMAX system with and without overheads. The analysis focuses in particular on the impact of Adaptive Modulation and Coding (AMC) as well as deriving an algorithm to determine the maximum numbers of subscribers that each specific WiMAX sector may support. An analytical study of the WiMAX propagation channel by using Cost- 231 Hata Model is presented. Numerical results and discussion estimated by using Matlab to simulate the algorithm for different multi-users parameters.

Keywords: BWA, mobile WiMAX, capacity, AMC , overheads.

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Authors: A. Rouili

Abstract:

Cantilever L-shaped walls are known to be relatively economical as retaining solution. The design starts by proportioning the wall dimensions for which the stability is checked for. A ratio between the lengths of the base and the stem, falling between 0.5 to 0.7 ensure in most case the stability requirements, however, the displacement pattern of the wall in terms of rotations and translations, and the lateral pressure profile, do not have the same figure for all wall’s proportioning, as it is usually assumed. In the present work the results of a numerical analysis are presented, different wall geometries were considered. The results show that the proportioning governs the equilibrium between the instantaneous rotation and the translation of the wall-toe, also, the lateral pressure estimation based on the average value between the at-rest and the active pressure, recommended by most design standards, is found to be not applicable for all walls.

Keywords: Cantilever wall, proportioning, numerical analysis.

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Authors: T. Messikh, S. Mekhilef, N. A. Rahim

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This paper presents an effective technique for harmonic current mitigation using an adaptive notch filter (ANF) to estimate current harmonics. The proposed filter consists of multiple units of ANF connected in parallel structure; each unit is governed by two ordinary differential equations. The frequency estimation is carried out based on the output of these units. The simulation and experimental results show the ability of the proposed tracking scheme to accurately estimate harmonics. The proposed filter was implemented digitally in TMS320F2808 and used in the control of hybrid active power filter (HAPF). The theoretical expectations are verified and demonstrated experimentally.

Keywords: Adaptive notch filter, Active power filter, harmonic filtering, Time varying frequency.

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Authors: Gürol Önal, Ahmet Avcı

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This paper presented the results of an experimental investigation into the axial fatigue behavior of a 5086 aluminum alloy which have several notch-aspect ratios a0/c0 and notch thickness ratio a/t with semi-elliptical surface cracks. Tests were conducted in la b air for stress levels of 50 % of their yield strength. Experiments were carried out for various notch to thickness ratios. Crack growth rates of test specimens both in surface and depth directions were determined by using die penetration method. Fuzzy Logic method was used to predict the deep direction crack growth because the dept of the crack is considerably difficult to measure.

Keywords: Axial fatigue, Crack growth rate, surface crack, Al-Mg alloy.

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Authors: Meemongkol A., Tipsuwanporn V., Numsomran A.

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The authors present optimization parameters of rotary positioner controller in hard disk drive servo track writing process using coefficient diagram method; CDM. Due to estimation parameters in PI Positioning Control System by expected ratio method cannot meet the required specification of response effectively, we suggest coefficient diagram method for defining controller parameters under the requirement of the system. Finally, the simulation results show that our proposed method can improve the problem in tuning parameter of rotary positioner controller. It is satisfied specification of performance of control system. Furthermore, it is very convenient as a fast adjustment damping ratio as well as a high speed response.

Keywords: Optimization Parameters, Rotary Positioner, CDM

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Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz, Francisco J. Blanco-Encomienda

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The problem of estimating a proportion has important applications in the field of economics, and in general, in many areas such as social sciences. A common application in economics is the estimation of the headcount index. In this paper, we define the general headcount index as a proportion. Furthermore, we introduce a new quantitative method for estimating the headcount index. In particular, we suggest to use the logistic regression estimator for the problem of estimating the headcount index. Assuming a real data set, results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the traditional estimator of the headcount index.

Keywords: Poverty line, poor, risk of poverty, sample, Monte Carlo simulations.

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Authors: Siriwan Saksiriruthai

Abstract:

This paper develops models to analyze the relationship between leisure time and wage change. Using Thailand-s Time Use Survey and Labor Force Survey data, the estimation of wage changes in response to leisure time change indicates that media receiving, personal care and social participation and volunteer activities are the ones that significantly raise hourly wages. Thus, the finding suggests the stimulation in time use for media access to enhance knowledge and productivity, personal care for attractiveness and healthiness in order to raise productivity, and social activities to develop connections for possible future opportunities including wage increase. These activities should be promoted for productive leisure time and for welfare improvement.

Keywords: Leisure, wage, time use, Thailand.

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Authors: Adnan Al-Smadi

Abstract:

One of the primary uses of higher order statistics in signal processing has been for detecting and estimation of non- Gaussian signals in Gaussian noise of unknown covariance. This is motivated by the ability of higher order statistics to suppress additive Gaussian noise. In this paper, several methods to test for non- Gaussianity of a given process are presented. These methods include histogram plot, kurtosis test, and hypothesis testing using cumulants and bispectrum of the available sequence. The hypothesis testing is performed by constructing a statistic to test whether the bispectrum of the given signal is non-zero. A zero bispectrum is not a proof of Gaussianity. Hence, other tests such as the kurtosis test should be employed. Examples are given to demonstrate the performance of the presented methods.

Keywords: Non-Gaussian, bispectrum, kurtosis, hypothesistesting, histogram.

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Authors: S. Thirumurugan, D. R. Prince Williams

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Software Reliability is one of the key factors in the software development process. Software Reliability is estimated using reliability models based on Non Homogenous Poisson Process. In most of the literature the Software Reliability is predicted only in testing phase. So it leads to wrong decision-making concept. In this paper, two Software Reliability concepts, testing and operational phase are studied in detail. Using S-Shaped Software Reliability Growth Model (SRGM) and Exponential SRGM, the testing and operational reliability values are obtained. Finally two reliability values are compared and optimal release time is investigated.

Keywords: Error Detection Rate, Estimation of Parameters, Instantaneous Failure Rate, Mean Value Function, Non Homogenous Poisson Process (NHPP), Software Reliability.

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Authors: Y. Shpungin

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Estimating the reliability of a computer network has been a subject of great interest. It is a well known fact that this problem is NP-hard. In this paper we present a very efficient combinatorial approach for Monte Carlo reliability estimation of a network with unreliable nodes and unreliable edges. Its core is the computation of some network combinatorial invariants. These invariants, once computed, directly provide pure and simple framework for computation of network reliability. As a specific case of this approach we obtain tight lower and upper bounds for distributed network reliability (the so called residual connectedness reliability). We also present some simulation results.

Keywords: Combinatorial invariants, Monte Carlo simulation, reliability, unreliable nodes and unreliable edges.

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Authors: Abdulaziz Alsadhan, Naveed Khan

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In recent years intrusions on computer network are the major security threat. Hence, it is important to impede such intrusions. The hindrance of such intrusions entirely relies on its detection, which is primary concern of any security tool like Intrusion detection system (IDS). Therefore, it is imperative to accurately detect network attack. Numerous intrusion detection techniques are available but the main issue is their performance. The performance of IDS can be improved by increasing the accurate detection rate and reducing false positive. The existing intrusion detection techniques have the limitation of usage of raw dataset for classification. The classifier may get jumble due to redundancy, which results incorrect classification. To minimize this problem, Principle component analysis (PCA), Linear Discriminant Analysis (LDA) and Local Binary Pattern (LBP) can be applied to transform raw features into principle features space and select the features based on their sensitivity. Eigen values can be used to determine the sensitivity. To further classify, the selected features greedy search, back elimination, and Particle Swarm Optimization (PSO) can be used to obtain a subset of features with optimal sensitivity and highest discriminatory power. This optimal feature subset is used to perform classification. For classification purpose, Support Vector Machine (SVM) and Multilayer Perceptron (MLP) are used due to its proven ability in classification. The Knowledge Discovery and Data mining (KDD’99) cup dataset was considered as a benchmark for evaluating security detection mechanisms. The proposed approach can provide an optimal intrusion detection mechanism that outperforms the existing approaches and has the capability to minimize the number of features and maximize the detection rates.

Keywords: Particle Swarm Optimization (PSO), Principle component analysis (PCA), Linear Discriminant Analysis (LDA), Local Binary Pattern (LBP), Support Vector Machine (SVM), Multilayer Perceptron (MLP).

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Authors: Debasis Sarkar, Jatan Talati

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This paper is an attempt to develop an Integrated Mass Rapid Transit System (MRTS) for a smart city project in Western India. Integrated transportation is one of the enablers of smart transportation for providing a seamless intercity as well as regional level transportation experience. The success of a smart city project at the city level for transportation is providing proper integration to different mass rapid transit modes by way of integrating information, physical, network of routes fares, etc. The methodology adopted for this study was primary data research through questionnaire survey. The respondents of the questionnaire survey have responded on the issues about their perceptions on the ways and means to improve public transport services in urban cities. The respondents were also required to identify the factors and attributes which might motivate more people to shift towards the public mode. Also, the respondents were questioned about the factors which they feel might restrain the integration of various modes of MRTS. Furthermore, this study also focuses on developing a utility equation for respondents with the help of multiple linear regression analysis and its probability to shift to public transport for certain factors listed in the questionnaire. It has been observed that for shifting to public transport, the most important factors that need to be considered were travel time saving and comfort rating. Also, an Integrated MRTS can be obtained by combining metro rail with BRTS, metro rail with monorail, monorail with BRTS and metro rail with Indian railways. Providing a common smart card to transport users for accessing all the different available modes would be a pragmatic solution towards integration of the available modes of MRTS.

Keywords: Mass rapid transit systems, smart city, metro rail, bus rapid transit system, multiple linear regression, smart card, automated fare collection system.

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Authors: S. Ghasemi, K. Khorasani

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In this paper, the problem of fault detection and isolation in the attitude control subsystem of spacecraft formation flying is considered. In order to design the fault detection method, an extended Kalman filter is utilized which is a nonlinear stochastic state estimation method. Three fault detection architectures, namely, centralized, decentralized, and semi-decentralized are designed based on the extended Kalman filters. Moreover, the residual generation and threshold selection techniques are proposed for these architectures.

Keywords: Formation flight of satellites, extended Kalman filter, fault detection and isolation, actuator fault.

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Authors: T. Anbu, K. Aravind Kumar

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The road environment information is needed accurately for applications such as road maintenance and virtual 3D city modeling. Mobile laser scanning (MLS) produces dense point clouds from huge areas efficiently from which the road and its environment can be modeled in detail. Objects such as buildings, cars and trees are an important part of road environments. Different methods have been developed for detection of above such objects, but still there is a lack of accuracy due to the problems of illumination, environmental changes, and multiple objects with same features. In this work the comparison between different classifiers such as Multiclass SVM, kNN and Multiclass LDA for the road environment detection is analyzed. Finally the classification accuracy for kNN with LBP feature improved the classification accuracy as 93.3% than the other classifiers.

Keywords: Classifiers, feature extraction, mobile-based laser scanning, object location estimation.

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Authors: E. Selçuk, Z. Karaçor, P. Yardımcı

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Trade liberalization and its effects on the economies of developing countries have been investigated by many different studies, and some of them have focused on its impact on the current account balance. Turkey, as being one of the countries, which has liberalized its foreign trade in the 1980s, also needs to be studied in terms of the impact of liberalization on current account deficits. Therefore, the aim of this study is to find out whether trade liberalization has affected Turkey’s trade and current account balances. In order to determine this, yearly data of Turkey from 1980 to 2013 is used. As liberalization dummy, the year 1989, which was set for Turkey, is selected. Structural break test and model estimation results show that trade liberalization has a negative impact on trade balance but do not have a significant impact on the current account balance.

Keywords: Budget deficit, current account, liberalization, Turkish economy.

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Authors: Ö. Tolga Altınöz

Abstract:

The adaptive backstepping controller for inverted pendulum is designed by using the general motion control model. Backstepping is a novel nonlinear control technique based on the Lyapunov design approach, used when higher derivatives of parameter estimation appear. For easy parameter adaptation, the mathematical model of the inverted pendulum converted into the motion control model. This conversion is performed by taking functions of unknown parameters and dynamics of the system. By using motion control model equations, inverted pendulum is simulated without any information about not only parameters but also measurable dynamics. Also these results are compare with the adaptive backstepping controller which extended with integral action that given from [1].

Keywords: Adaptive backstepping, inverted pendulum, nonlinear adaptive control.

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Authors: Norsinnira Zainul Azlan, Hiroshi Yamaura

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This paper presents a new adaptive impedance control strategy, based on Function Approximation Technique (FAT) to compensate for unknown non-flat environment shape or time-varying environment location. The target impedance in the force controllable direction is modified by incorporating adaptive compensators and the uncertainties are represented by FAT, allowing the update law to be derived easily. The force error feedback is utilized in the estimation and the accurate knowledge of the environment parameters are not required by the algorithm. It is shown mathematically that the stability of the controller is guaranteed based on Lyapunov theory. Simulation results presented to demonstrate the validity of the proposed controller.

Keywords: Adaptive impedance control, Function Approximation Technique (FAT), impedance control, unknown environment position.

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Authors: Sang Hyun Kim

Abstract:

In this paper, a fast motion compensation algorithm is proposed that improves coding efficiency for video sequences with brightness variations. We also propose a cross entropy measure between histograms of two frames to detect brightness variations. The framewise brightness variation parameters, a multiplier and an offset field for image intensity, are estimated and compensated. Simulation results show that the proposed method yields a higher peak signal to noise ratio (PSNR) compared with the conventional method, with a greatly reduced computational load, when the video scene contains illumination changes.

Keywords: Motion estimation, Fast motion compensation, Brightness variation compensation, Brightness change detection, Cross entropy.

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Authors: Mamoun F. Abdel-Hafez

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In this paper, the detection of a fault in the Global Positioning System (GPS) measurement is addressed. The class of faults considered is a bias in the GPS pseudorange measurements. This bias is modeled as an unknown constant. The fault could be the result of a receiver fault or signal fault such as multipath error. A bias bank is constructed based on set of possible fault hypotheses. Initially, there is equal probability of occurrence for any of the biases in the bank. Subsequently, as the measurements are processed, the probability of occurrence for each of the biases is sequentially updated. The fault with a probability approaching unity will be declared as the current fault in the GPS measurement. The residual formed from the GPS and Inertial Measurement Unit (IMU) measurements is used to update the probability of each fault. Results will be presented to show the performance of the presented algorithm.

Keywords: Estimation and filtering, Statistical data analysis, Faultdetection and identification.

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Authors: A. R. Nemati, M. Haddad Zarif, M. M. Fateh

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This paper presents an adaptive feedback linearization approach to derive helicopter. Ideal feedback linearization is defined for the cases when the system model is known. Adaptive feedback linearization is employed to get asymptotically exact cancellation for the inherent uncertainty in the knowledge of the given parameters of system. The control algorithm is implemented using the feedback linearization technique and adaptive method. The controller parameters are unknown where an adaptive control law aims to drive them towards their ideal values for providing perfect model matching between the reference model and the closed-loop plant model. The converged parameters of controller would then provide good estimates for the unknown plant parameters.

Keywords: Adaptive control, helicopter, feedback linearization, nonlinear control.

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Authors: Alok Madan, Arshad K. Hashmi

Abstract:

The paper presents a plastic analysis procedure based on the energy balance concept for performance based seismic retrofit of multi-story multi-bay masonry infilled reinforced concrete (R/C) frames with a ‘soft’ ground story using passive energy dissipation (PED) devices with the objective of achieving a target performance level of the retrofitted R/C frame for a given seismic hazard level at the building site. The proposed energy based plastic analysis procedure was employed for developing performance based design (PBD) formulations for PED devices for a simulated application in seismic retrofit of existing frame structures designed in compliance with the prevalent standard codes of practice. The PBD formulations developed for PED devices were implemented for simulated seismic retrofit of a representative code-compliant masonry infilled R/C frame with a ‘soft’ ground story using friction dampers as the PED device. Non-linear dynamic analyses of the retrofitted masonry infilled R/C frames is performed to investigate the efficacy and accuracy of the proposed energy based plastic analysis procedure in achieving the target performance level under design level earthquakes. Results of non-linear dynamic analyses demonstrate that the maximum inter-story drifts in the masonry infilled R/C frames with a ‘soft’ ground story that is retrofitted with the friction dampers designed using the proposed PBD formulations are controlled within the target drifts under near-field as well far-field earthquakes.

Keywords: Energy Methods, Masonry Infilled Frame, Near-field Earthquakes, Seismic Protection, Supplemental damping devices.

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Authors: Ebru Kavak Akpinar, Seda Toraman

Abstract:

In the present work, the effective moisture diffusivity and activation energy were calculated using an infinite series solution of Fick-s diffusion equation. The results showed that increasing drying temperature accelerated the drying process. All drying experiments had only falling rate period. The average effective moisture diffusivity values varied from 2.807x10-10 to 6.977x10-10m2 s_1 over the temperature and velocity range. The temperature dependence of the effective moisture diffusivity for the thin layer drying of the ginger slices was satisfactorily described by an Arrhenius-type relationship with activation energy values of 19.313- 22.722 kJ.mol-1 within 40–70 °C and 0.8-3 ms-1 temperature range.

Keywords: Ginger, Drying, Activation energy, Moisture diffusivity.

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Authors: Miaomiao Yang, Shouming Zhong

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This paper studies the problem of asymptotically stability for neural networks with time-varying delays.By establishing a suitable Lyapunov-Krasovskii function and several novel sufficient conditions are obtained to guarantee the asymptotically stability of the considered system. Finally,two numerical examples are given to illustrate the effectiveness of the proposed main results.

Keywords: Neural networks, Lyapunov-Krasovskii, Time-varying delays, Linear matrix inequality.

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Authors: H. Y. Jung, Ju H. Park, S. M. Lee

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Sampled-data controller is presented for solid oxide fuel cell systems which is expressed by a sector bounded nonlinear model. The proposed control law is obtained by solving a convex problem satisfying several linear matrix inequalities. Simulation results are given to show the effectiveness of the proposed design method.

Keywords: Sampled-data control, Sector bound, Solid oxide fuel cell, Time-delay.

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Authors: Jaroslav Žák, Aleš Florian

Abstract:

Green bridges enable wildlife to pass through linear structures, especially freeways. The term migration potential is used to quantify their functionality. The proposed methodology for determining migration potential eliminates the mathematical, systematic and ecological inaccuracies of previous methodologies and provides a reliable tool for designers and environmentalists. The methodology is suited especially to medium-sized and large mammals, is mathematically correct, and its correspondence with reality was tested by monitoring existing green bridges. 

Keywords: Green bridges, migration potential, partial probabilities, wildlife migration.

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Authors: Xueting Liu, Daojin Song, Chuandai Dong, Hongkui Li

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From a set of shifted, blurred, and decimated image , super-resolution image reconstruction can get a high-resolution image. So it has become an active research branch in the field of image restoration. In general, super-resolution image restoration is an ill-posed problem. Prior knowledge about the image can be combined to make the problem well-posed, which contributes to some regularization methods. In the regularization methods at present, however, regularization parameter was selected by experience in some cases and other techniques have too heavy computation cost for computing the parameter. In this paper, we construct a new super-resolution algorithm by transforming the solving of the System stem Є=An into the solving of the equations X+A*X-1A=I , and propose an inverse iterative method.

Keywords: High-resolution MAP image, Reconstruction, Image interpolation, Motion Estimation, Hermitian positive definite solutions.

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Authors: Hyun-Koo Kim, Sangmoon Lee, Ho-Youl Jung, Ju H. Park

Abstract:

We present a system that finds road boundaries and constructs the virtual lane based on fusion data from a laser and a monocular sensor, and detects forward vehicle position even in no lane markers or bad environmental conditions. When the road environment is dark or a lot of vehicles are parked on the both sides of the road, it is difficult to detect lane and road boundary. For this reason we use fusion of laser and vision sensor to extract road boundary to acquire three dimensional data. We use parabolic road model to calculate road boundaries which is based on vehicle and sensors state parameters and construct virtual lane. And then we distinguish vehicle position in each lane.

Keywords: Vehicle Detection, Adaboost, Haar-like Feature, Road Boundary Detection

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