Search results for: optimal estimation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2578

Search results for: optimal estimation

1138 Memetic Algorithm Based Path Planning for a Mobile Robot

Authors: Neda Shahidi, Hadi Esmaeilzadeh, Marziye Abdollahi, Caro Lucas

Abstract:

In this paper, the problem of finding the optimal collision free path for a mobile robot, the path planning problem, is solved using an advanced evolutionary algorithm called memetic algorithm. What is new in this work is a novel representation of solutions for evolutionary algorithms that is efficient, simple and also compatible with memetic algorithm. The new representation makes it possible to solve the problem with a small population and in a few generations. It also makes the genetic operator simple and allows using an efficient local search operator within the evolutionary algorithm. The proposed algorithm is applied to two instances of path planning problem and the results are available.

Keywords: Path planning problem, Memetic Algorithm, Representation.

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1137 Comparison of Hough Transform and Mean Shift Algorithm for Estimation of the Orientation Angle of Industrial Data Matrix Codes

Authors: Ion-Cosmin Dita, Vasile Gui, Franz Quint, Marius Otesteanu

Abstract:

In automatic manufacturing and assembling of mechanical, electrical and electronic parts one needs to reliably identify the position of components and to extract the information of these components. Data Matrix Codes (DMC) are established by these days in many areas of industrial manufacturing thanks to their concentration of information on small spaces. In today’s usually order-related industry, where increased tracing requirements prevail, they offer further advantages over other identification systems. This underlines in an impressive way the necessity of a robust code reading system for detecting DMC on the components in factories. This paper compares two methods for estimating the angle of orientation of Data Matrix Codes: one method based on the Hough Transform and the other based on the Mean Shift Algorithm. We concentrate on Data Matrix Codes in industrial environment, punched, milled, lasered or etched on different materials in arbitrary orientation.

Keywords: Industrial data matrix code, Hough transform, mean shift.

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1136 Unscented Transformation for Estimating the Lyapunov Exponents of Chaotic Time Series Corrupted by Random Noise

Authors: K. Kamalanand, P. Mannar Jawahar

Abstract:

Many systems in the natural world exhibit chaos or non-linear behavior, the complexity of which is so great that they appear to be random. Identification of chaos in experimental data is essential for characterizing the system and for analyzing the predictability of the data under analysis. The Lyapunov exponents provide a quantitative measure of the sensitivity to initial conditions and are the most useful dynamical diagnostic for chaotic systems. However, it is difficult to accurately estimate the Lyapunov exponents of chaotic signals which are corrupted by a random noise. In this work, a method for estimation of Lyapunov exponents from noisy time series using unscented transformation is proposed. The proposed methodology was validated using time series obtained from known chaotic maps. In this paper, the objective of the work, the proposed methodology and validation results are discussed in detail.

Keywords: Lyapunov exponents, unscented transformation, chaos theory, neural networks.

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1135 Estimating Shortest Circuit Path Length Complexity

Authors: Azam Beg, P. W. Chandana Prasad, S.M.N.A Senenayake

Abstract:

When binary decision diagrams are formed from uniformly distributed Monte Carlo data for a large number of variables, the complexity of the decision diagrams exhibits a predictable relationship to the number of variables and minterms. In the present work, a neural network model has been used to analyze the pattern of shortest path length for larger number of Monte Carlo data points. The neural model shows a strong descriptive power for the ISCAS benchmark data with an RMS error of 0.102 for the shortest path length complexity. Therefore, the model can be considered as a method of predicting path length complexities; this is expected to lead to minimum time complexity of very large-scale integrated circuitries and related computer-aided design tools that use binary decision diagrams.

Keywords: Monte Carlo circuit simulation data, binary decision diagrams, neural network modeling, shortest path length estimation

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1134 An Efficient Collocation Method for Solving the Variable-Order Time-Fractional Partial Differential Equations Arising from the Physical Phenomenon

Authors: Haniye Dehestani, Yadollah Ordokhani

Abstract:

In this work, we present an efficient approach for solving variable-order time-fractional partial differential equations, which are based on Legendre and Laguerre polynomials. First, we introduced the pseudo-operational matrices of integer and variable fractional order of integration by use of some properties of Riemann-Liouville fractional integral. Then, applied together with collocation method and Legendre-Laguerre functions for solving variable-order time-fractional partial differential equations. Also, an estimation of the error is presented. At last, we investigate numerical examples which arise in physics to demonstrate the accuracy of the present method. In comparison results obtained by the present method with the exact solution and the other methods reveals that the method is very effective.

Keywords: Collocation method, fractional partial differential equations, Legendre-Laguerre functions, pseudo-operational matrix of integration.

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1133 Ionanofluids as Novel Fluids for Advanced Heat Transfer Applications

Authors: S. M. Sohel Murshed, C. A. Nieto de Castro, M. J. V. Lourenço, J. França, A. P. C. Ribeiro, S. I. C.Vieira, C. S. Queirós

Abstract:

Ionanofluids are a new and innovative class of heat transfer fluids which exhibit fascinating thermophysical properties compared to their base ionic liquids. This paper deals with the findings of thermal conductivity and specific heat capacity of ionanofluids as a function of a temperature and concentration of nanotubes. Simulation results using ionanofluids as coolants in heat exchanger are also used to access their feasibility and performance in heat transfer devices. Results on thermal conductivity and heat capacity of ionanofluids as well as the estimation of heat transfer areas for ionanofluids and ionic liquids in a model shell and tube heat exchanger reveal that ionanofluids possess superior thermal conductivity and heat capacity and require considerably less heat transfer areas as compared to those of their base ionic liquids. This novel class of fluids shows great potential for advanced heat transfer applications.

Keywords: Heat transfer, Ionanofluids, Ionic liquids, Nanotubes, Thermal conductivity.

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1132 A Reliable FPGA-based Real-time Optical-flow Estimation

Authors: M. M. Abutaleb, A. Hamdy, M. E. Abuelwafa, E. M. Saad

Abstract:

Optical flow is a research topic of interest for many years. It has, until recently, been largely inapplicable to real-time applications due to its computationally expensive nature. This paper presents a new reliable flow technique which is combined with a motion detection algorithm, from stationary camera image streams, to allow flow-based analyses of moving entities, such as rigidity, in real-time. The combination of the optical flow analysis with motion detection technique greatly reduces the expensive computation of flow vectors as compared with standard approaches, rendering the method to be applicable in real-time implementation. This paper describes also the hardware implementation of a proposed pipelined system to estimate the flow vectors from image sequences in real time. This design can process 768 x 576 images at a very high frame rate that reaches to 156 fps in a single low cost FPGA chip, which is adequate for most real-time vision applications.

Keywords: Optical flow, motion detection, real-time systems, FPGA.

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1131 Segmentation of Ascending and Descending Aorta in CTA Images

Authors: H. Özkan

Abstract:

In this study, a new and fast algorithm for Ascending Aorta (AscA) and Descending Aorta (DesA) segmentation is presented using Computed Tomography Angiography images. This process is quite important especially at the detection of aortic plaques, aneurysms, calcification or stenosis. The applied method has been carried out at four steps. At first step, lung segmentation is achieved. At the second one, Mediastinum Region (MR) is detected to use in the segmentation. At the third one, images have been applied optimal threshold and components which are outside of the MR were removed. Lastly, identifying and segmentation of AscA and DesA have been carried out. The performance of the applied method is found quite well for radiologists and it gives enough results to the surgeries medically.

Keywords: Ascending aorta (AscA), Descending aorta (DesA), Computed tomography angiography (CTA), Computer aided detection (CAD), Segmentation

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1130 Multi Objective Micro Genetic Algorithm for Combine and Reroute Problem

Authors: Soottipoom Yaowiwat, Manoj Lohatepanont, Proadpran Punyabukkana

Abstract:

Several approaches such as linear programming, network modeling, greedy heuristic and decision support system are well-known approaches in solving irregular airline operation problem. This paper presents an alternative approach based on Multi Objective Micro Genetic Algorithm. The aim of this research is to introduce the concept of Multi Objective Micro Genetic Algorithm as a tool to solve irregular airline operation, combine and reroute problem. The experiment result indicated that the model could obtain optimal solutions within a few second.

Keywords: Irregular Airline Operation, Combine and RerouteRoutine, Genetic Algorithm, Micro Genetic Algorithm, Multi ObjectiveOptimization, Evolutionary Algorithm.

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1129 A Heuristic Based Conceptual Framework for Product Innovation

Authors: Amalia Suzianti

Abstract:

This research elaborates decision models for product innovation in the early phases, focusing on one of the most widely implemented method in marketing research: conjoint analysis and the related conjoint-based models with special focus on heuristics programming techniques for the development of optimal product innovation. The concept, potential, requirements and limitations of conjoint analysis and its conjoint-based heuristics successors are analysed and the development of conceptual framework of Genetic Algorithm (GA) as one of the most widely implemented heuristic methods for developing product innovations are discussed.

Keywords: Product Innovation, Conjoint Analysis, Heuristic Model, Genetic Algorithm

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1128 Investigating Performance of Numerical Distance Relay with Higher Order Antialiasing Filter

Authors: Venkatesh C., K. Shanti Swarup

Abstract:

This paper investigates the impact on operating time delay and relay maloperation when 1st,2nd and 3rd order analog antialiasing filters are used in numerical distance protection. RC filter with cut-off frequency 90 Hz is used. Simulations are carried out for different SIR (Source to line Impedance Ratio), load, fault type and fault conditions using SIMULINK, where the voltage and current signals are fed online to the developed numerical distance relay model. Matlab is used for plotting the impedance trajectory. Investigation results shows that, about 75 % of the simulated cases, numerical distance relay operating time is not increased even-though there is a time delay when higher order filters are used. Relay maloperation (selectivity) also reduces (increases) when higher order filters are used in numerical distance protection.

Keywords: Antialiasing, capacitive voltage transformers, delay estimation, discrete Fourier transform (DFT), distance measurement, low-pass filters, source to line impedance ratio (SIR), protective relaying.

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1127 Affine Radial Basis Function Neural Networks for the Robust Control of Hyperbolic Distributed Parameter Systems

Authors: Eleni Aggelogiannaki, Haralambos Sarimveis

Abstract:

In this work, a radial basis function (RBF) neural network is developed for the identification of hyperbolic distributed parameter systems (DPSs). This empirical model is based only on process input-output data and used for the estimation of the controlled variables at specific locations, without the need of online solution of partial differential equations (PDEs). The nonlinear model that is obtained is suitably transformed to a nonlinear state space formulation that also takes into account the model mismatch. A stable robust control law is implemented for the attenuation of external disturbances. The proposed identification and control methodology is applied on a long duct, a common component of thermal systems, for a flow based control of temperature distribution. The closed loop performance is significantly improved in comparison to existing control methodologies.

Keywords: Hyperbolic Distributed Parameter Systems, Radial Basis Function Neural Networks, H∞ control, Thermal systems.

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1126 Gas-Solid Nitrocarburizing of Steels: Kinetic Modeling and Experimental Validation

Authors: L. Torchane

Abstract:

The study is devoted to define the optimal conditions for the nitriding of pure iron at atmospheric pressure by using NH3- Ar-C3H8 gas mixtures. After studying the mechanisms of phase formation and mass transfer at the gas-solid interface, a mathematical model is developed in order to predict the nitrogen transfer rate in the solid, the ε-carbonitride layer growth rate and the nitrogen and carbon concentration profiles. In order to validate the model and to show its possibilities, it is compared with thermogravimetric experiments, analyses and metallurgical observations (X-ray diffraction, optical microscopy and electron microprobe analysis). Results obtained allow us to demonstrate the sound correlation between the experimental results and the theoretical predictions.

Keywords: Gaseous Nitrocarburizing, Kinetic Model, Diffusion, Layer Growth Kinetic.

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1125 Evaluation of Wind Potential for the Lagoon of Venice (Italy) and Estimation of the Annual Energy Output for two Candidate Horizontal- Axis Low-Wind Turbines

Authors: M. Raciti Castelli, L. M. Moglia, E. Benini

Abstract:

This paper presents an evaluation of the wind potential in the area of the Lagoon of Venice (Italy). A full anemometric campaign of 2 year measurements, performed by the "Osservatorio Bioclimatologico dell'Ospedale al Mare di Venezia" has been analyzed to obtain the Weibull wind speed distribution and the main wind directions. The annual energy outputs of two candidate horizontal-axis wind turbines (“Aventa AV-7 LoWind" and “Gaia Wind 133-11kW") have been estimated on the basis of the computed Weibull wind distribution, registering a better performance of the former turbine, due to a higher ratio between rotor swept area and rated power of the electric generator, determining a lower cut-in wind speed.

Keywords: Wind potential, Annual Energy Output (AEO), Weibull distribution, Horizontal-Axis Wind Turbine (HAWT).

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1124 Influence of Some Technological Parameters on the Content of Voids in Composite during On-Line Consolidation with Filament Winding Technology

Authors: M. Stefanovska, B. Samakoski, S. Risteska, G. Maneski

Abstract:

In this study was performed in situ consolidation of polypropylene matrix/glass reinforced roving by combining heating systems and roll pressing. The commingled roving during hoop winding was winded on a cylindrical mandrel. The work also presents the advances made in the processing of these materials into composites by conventional technique filament winding. Experimental studies were performed with changing parameters – temperature, pressure and speed. Finally, it describes the investigation of the optimal processing conditions that maximize the mechanical properties of the composites. These properties are good enough for composites to be used as engineering materials in many structural applications.

Keywords: Commingled fiber, consolidation heat, filament winding, voids.

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1123 Compression of Semistructured Documents

Authors: Leo Galambos, Jan Lansky, Katsiaryna Chernik

Abstract:

EGOTHOR is a search engine that indexes the Web and allows us to search the Web documents. Its hit list contains URL and title of the hits, and also some snippet which tries to shortly show a match. The snippet can be almost always assembled by an algorithm that has a full knowledge of the original document (mostly HTML page). It implies that the search engine is required to store the full text of the documents as a part of the index. Such a requirement leads us to pick up an appropriate compression algorithm which would reduce the space demand. One of the solutions could be to use common compression methods, for instance gzip or bzip2, but it might be preferable if we develop a new method which would take advantage of the document structure, or rather, the textual character of the documents. There already exist a special compression text algorithms and methods for a compression of XML documents. The aim of this paper is an integration of the two approaches to achieve an optimal level of the compression ratio

Keywords: Compression, search engine, HTML, XML.

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1122 Transmitter Design for LMS-MIMO-MCCDMA Systems with Pilot Channel Estimates and Zero Forcing Equalizer

Authors: S.M. Bahri, F.T. Bendimerad

Abstract:

We propose a downlink multiple-input multipleoutput (MIMO) multi-carrier code division multiple access (MCCDMA) system with adaptive beamforming algorithm for smart antennas. The algorithm used in this paper is based on the Least Mean Square (LMS), with pilot channel estimation (PCE) and the zero forcing equalizer (ZFE) in the receiver, requiring reference signal and no knowledge channel. MC-CDMA is studied in a multiple antenna context in order to efficiently exploit robustness against multipath effects and multi-user flexibility of MC-CDMA and channel diversity offered by MIMO systems for radio mobile channels. Computer simulations, considering multi-path Rayleigh Fading Channel, interference inter symbol and interference are presented to verify the performance. Simulation results show that the scheme achieves good performance in a multi-user system.

Keywords: Adaptive Beamforming, LMS Algorithm, MCCDMA, MIMO System, Smart Antenna.

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1121 Dynamic Synthesis of a Flexible Multibody System

Authors: Mohamed Amine Ben Abdallah, Imed Khemili, Nizar Aifaoui

Abstract:

This work denotes an insight into dynamic synthesis of multibody systems. A set of mechanism parameters design variable are synthetized based on a desired mechanism response, such as, velocity, acceleration and bodies deformations. Moreover, knowing the work space, for a robot, and mechanism response allow defining optimal parameters mechanism handling with the desired target response. To this end, evolutionary genetic algorithm has been deployed. A demonstrative example for imperfect mechanism has been treated, mainly, a slider crank mechanism with a flexible connecting rod. The transversal deflection of the connecting rod has been chosen as response to identify the mechanism design parameters.

Keywords: Dynamic response, flexible bodies, optimization, evolutionary genetic algorithm.

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1120 A Modified Speech Enhancement Using Adaptive Gain Equalizer with Non linear Spectral Subtraction for Robust Speech Recognition

Authors: C. Ganesh Babu, P. T. Vanathi

Abstract:

In this paper we present an enhanced noise reduction method for robust speech recognition using Adaptive Gain Equalizer with Non linear Spectral Subtraction. In Adaptive Gain Equalizer method (AGE), the input signal is divided into a number of subbands that are individually weighed in time domain, in accordance to the short time Signal-to-Noise Ratio (SNR) in each subband estimation at every time instant. Instead of focusing on suppression the noise on speech enhancement is focused. When analysis was done under various noise conditions for speech recognition, it was found that Adaptive Gain Equalizer method algorithm has an obvious failing point for a SNR of -5 dB, with inadequate levels of noise suppression for SNR less than this point. This work proposes the implementation of AGE when coupled with Non linear Spectral Subtraction (AGE-NSS) for robust speech recognition. The experimental result shows that out AGE-NSS performs the AGE when SNR drops below -5db level.

Keywords: Adaptive Gain Equalizer, Non Linear Spectral Subtraction, Speech Enhancement, and Speech Recognition.

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1119 A New Approach to the Approximate Solutions of Hamilton-Jacobi Equations

Authors: Joe Imae, Kenjiro Shinagawa, Tomoaki Kobayashi, Guisheng Zhai

Abstract:

We propose a new approach on how to obtain the approximate solutions of Hamilton-Jacobi (HJ) equations. The process of the approximation consists of two steps. The first step is to transform the HJ equations into the virtual time based HJ equations (VT-HJ) by introducing a new idea of ‘virtual-time’. The second step is to construct the approximate solutions of the HJ equations through a computationally iterative procedure based on the VT-HJ equations. It should be noted that the approximate feedback solutions evolve by themselves as the virtual-time goes by. Finally, we demonstrate the effectiveness of our approximation approach by means of simulations with linear and nonlinear control problems.

Keywords: Nonlinear Control, Optimal Control, Hamilton-Jacobi Equation, Virtual-Time

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1118 Segmentation of Piecewise Polynomial Regression Model by Using Reversible Jump MCMC Algorithm

Authors: Suparman

Abstract:

Piecewise polynomial regression model is very flexible model for modeling the data. If the piecewise polynomial regression model is matched against the data, its parameters are not generally known. This paper studies the parameter estimation problem of piecewise polynomial regression model. The method which is used to estimate the parameters of the piecewise polynomial regression model is Bayesian method. Unfortunately, the Bayes estimator cannot be found analytically. Reversible jump MCMC algorithm is proposed to solve this problem. Reversible jump MCMC algorithm generates the Markov chain that converges to the limit distribution of the posterior distribution of piecewise polynomial regression model parameter. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of piecewise polynomial regression model.

Keywords: Piecewise, Bayesian, reversible jump MCMC, segmentation.

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1117 Human Growth Curve Estimation through a Combination of Longitudinal and Cross-sectional Data

Authors: Sedigheh Mirzaei S., Debasis Sengupta

Abstract:

Parametric models have been quite popular for studying human growth, particularly in relation to biological parameters such as peak size velocity and age at peak size velocity. Longitudinal data are generally considered to be vital for fittinga parametric model to individual-specific data, and for studying the distribution of these biological parameters in a human population. However, cross-sectional data are easier to obtain than longitudinal data. In this paper, we present a method of combining longitudinal and cross-sectional data for the purpose of estimating the distribution of the biological parameters. We demonstrate, through simulations in the special case ofthePreece Baines model, how estimates based on longitudinal data can be improved upon by harnessing the information contained in cross-sectional data.We study the extent of improvement for different mixes of the two types of data, and finally illustrate the use of the method through data collected by the Indian Statistical Institute.

Keywords: Preece-Baines growth model, MCMC method, Mixed effect model

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1116 Modeling and Optimization of Process Parameters in PMEDM by Genetic Algorithm

Authors: Farhad Kolahan, Mohammad Bironro

Abstract:

This paper addresses modeling and optimization of process parameters in powder mixed electrical discharge machining (PMEDM). The process output characteristics include metal removal rate (MRR) and electrode wear rate (EWR). Grain size of Aluminum powder (S), concentration of the powder (C), discharge current (I) pulse on time (T) are chosen as control variables to study the process performance. The experimental results are used to develop the regression models based on second order polynomial equations for the different process characteristics. Then, a genetic algorithm (GA) has been employed to determine optimal process parameters for any desired output values of machining characteristics.

Keywords: Regression modeling, PMEDM, GeneticAlgorithm, Optimization.

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1115 Bandwidth Estimation Algorithms for the Dynamic Adaptation of Voice Codec

Authors: Davide Pierattoni, Ivan Macor, Pier Luca Montessoro

Abstract:

In the recent years multimedia traffic and in particular VoIP services are growing dramatically. We present a new algorithm to control the resource utilization and to optimize the voice codec selection during SIP call setup on behalf of the traffic condition estimated on the network path. The most suitable methodologies and the tools that perform realtime evaluation of the available bandwidth on a network path have been integrated with our proposed algorithm: this selects the best codec for a VoIP call in function of the instantaneous available bandwidth on the path. The algorithm does not require any explicit feedback from the network, and this makes it easily deployable over the Internet. We have also performed intensive tests on real network scenarios with a software prototype, verifying the algorithm efficiency with different network topologies and traffic patterns between two SIP PBXs. The promising results obtained during the experimental validation of the algorithm are now the basis for the extension towards a larger set of multimedia services and the integration of our methodology with existing PBX appliances.

Keywords: Integrated voice-data communication, computernetwork performance, resource optimization.

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1114 Identification of Aircraft Gas Turbine Engines Temperature Condition

Authors: Pashayev A., Askerov D., C. Ardil, Sadiqov R., Abdullayev P.

Abstract:

Groundlessness of application probability-statistic methods are especially shown at an early stage of the aviation GTE technical condition diagnosing, when the volume of the information has property of the fuzzy, limitations, uncertainty and efficiency of application of new technology Soft computing at these diagnosing stages by using the fuzzy logic and neural networks methods. It is made training with high accuracy of multiple linear and nonlinear models (the regression equations) received on the statistical fuzzy data basis. At the information sufficiency it is offered to use recurrent algorithm of aviation GTE technical condition identification on measurements of input and output parameters of the multiple linear and nonlinear generalized models at presence of noise measured (the new recursive least squares method (LSM)). As application of the given technique the estimation of the new operating aviation engine D30KU-154 technical condition at height H=10600 m was made.

Keywords: Identification of a technical condition, aviation gasturbine engine, fuzzy logic and neural networks.

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1113 Strategies to Achieve Deep Decarbonization in Power Generation: A Review

Authors: Abdullah Alotaiq

Abstract:

The transition to low-carbon power generation is essential for mitigating climate change and achieving sustainability. This process, however, entails considerable costs, and understanding the factors influencing these costs is critical. This is necessary to cater to the increasing demand for low-carbon electricity across heating, industry, and transportation sectors. A crucial aspect of this transition is identifying cost-effective and feasible paths for decarbonization, which is integral to global climate mitigation efforts. It is concluded that hybrid solutions, combining different low-carbon technologies, are optimal for minimizing costs and enhancing flexibility. These solutions also address the challenges associated with phasing out existing fossil fuel-based power plants and broadening the spectrum of low-carbon power generation options.

Keywords: Review, power generation, energy transition, decarbonization.

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1112 Constrained Particle Swarm Optimization of Supply Chains

Authors: András Király, Tamás Varga, János Abonyi

Abstract:

Since supply chains highly impact the financial performance of companies, it is important to optimize and analyze their Key Performance Indicators (KPI). The synergistic combination of Particle Swarm Optimization (PSO) and Monte Carlo simulation is applied to determine the optimal reorder point of warehouses in supply chains. The goal of the optimization is the minimization of the objective function calculated as the linear combination of holding and order costs. The required values of service levels of the warehouses represent non-linear constraints in the PSO. The results illustrate that the developed stochastic simulator and optimization tool is flexible enough to handle complex situations.

Keywords: stochastic processes, empirical distributions, Monte Carlo simulation, PSO, supply chain management

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1111 Identification of Aircraft Gas Turbine Engine's Temperature Condition

Authors: Pashayev A., Askerov D., C. Ardil, Sadiqov R., Abdullayev P.

Abstract:

Groundlessness of application probability-statistic methods are especially shown at an early stage of the aviation GTE technical condition diagnosing, when the volume of the information has property of the fuzzy, limitations, uncertainty and efficiency of application of new technology Soft computing at these diagnosing stages by using the fuzzy logic and neural networks methods. It is made training with high accuracy of multiple linear and nonlinear models (the regression equations) received on the statistical fuzzy data basis. At the information sufficiency it is offered to use recurrent algorithm of aviation GTE technical condition identification on measurements of input and output parameters of the multiple linear and nonlinear generalized models at presence of noise measured (the new recursive least squares method (LSM)). As application of the given technique the estimation of the new operating aviation engine D30KU-154 technical condition at height H=10600 m was made.

Keywords: Identification of a technical condition, aviation gasturbine engine, fuzzy logic and neural networks.

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1110 Automatic Generation Control of an Interconnected Power System with Capacitive Energy Storage

Authors: Rajesh Joseph Abraham, D. Das, Amit Patra

Abstract:

This paper is concerned with the application of small rating Capacitive Energy Storage units for the improvement of Automatic Generation Control of a multiunit multiarea power system. Generation Rate Constraints are also considered in the investigations. Integral Squared Error technique is used to obtain the optimal integral gain settings by minimizing a quadratic performance index. Simulation studies reveal that with CES units, the deviations in area frequencies and inter-area tie-power are considerably improved in terms of peak deviations and settling time as compared to that obtained without CES units.

Keywords: Automatic Generation Control, Capacitive EnergyStorage, Integral Squared Error.

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1109 Estimation of the Upper Tail Dependence Coefficient for Insurance Loss Data Using an Empirical Copula-Based Approach

Authors: Adrian O’Hagan, Robert McLoughlin

Abstract:

Considerable focus in the world of insurance risk quantification is placed on modeling loss values from lines of business (LOBs) that possess upper tail dependence. Copulas such as the Joe, Gumbel and Student-t copula may be used for this purpose. The copula structure imparts a desired level of tail dependence on the joint distribution of claims from the different LOBs. Alternatively, practitioners may possess historical or simulated data that already exhibit upper tail dependence, through the impact of catastrophe events such as hurricanes or earthquakes. In these circumstances, it is not desirable to induce additional upper tail dependence when modeling the joint distribution of the loss values from the individual LOBs. Instead, it is of interest to accurately assess the degree of tail dependence already present in the data. The empirical copula and its associated upper tail dependence coefficient are presented in this paper as robust, efficient means of achieving this goal.

Keywords: Empirical copula, extreme events, insurance loss reserving, upper tail dependence coefficient.

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