Search results for: Optimal salinity
1545 Dynamic Correlations and Portfolio Optimization between Islamic and Conventional Equity Indexes: A Vine Copula-Based Approach
Authors: Imen Dhaou
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This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.
Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9961544 Influence of Silica Fume on Ultrahigh Performance Concrete
Authors: Vitoldas Vaitkevičius, Evaldas Šerelis
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Silica fume, also known as microsilica (MS) or condensed silica fume is a by-product of the production of silicon metal or ferrosilicon alloys. Silica fume is one of the most effective pozzolanic additives which could be used for ultrahigh performance and other types of concrete. Despite the fact, however is not entirely clear, which amount of silica fume is most optimal for UHPC. Main objective of this experiment was to find optimal amount of silica fume for UHPC with and without thermal treatment, when different amount of quartz powder is substituted by silica fume. In this work were investigated four different composition of UHPC with different amount of silica fume. Silica fume were added 0, 10, 15 and 20% of cement (by weight) to UHPC mixture. Optimal amount of silica fume was determined by slump, viscosity, qualitative and quantitative XRD analysis and compression strength tests methods.
Keywords: Compressive strength, silica fume, ultrahigh performance concrete, XRD.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 46071543 Swarm Intelligence based Optimal Linear Phase FIR High Pass Filter Design using Particle Swarm Optimization with Constriction Factor and Inertia Weight Approach
Authors: Sangeeta Mandal, Rajib Kar, Durbadal Mandal, Sakti Prasad Ghoshal
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In this paper, an optimal design of linear phase digital high pass finite impulse response (FIR) filter using Particle Swarm Optimization with Constriction Factor and Inertia Weight Approach (PSO-CFIWA) has been presented. In the design process, the filter length, pass band and stop band frequencies, feasible pass band and stop band ripple sizes are specified. FIR filter design is a multi-modal optimization problem. The conventional gradient based optimization techniques are not efficient for digital filter design. Given the filter specifications to be realized, the PSO-CFIWA algorithm generates a set of optimal filter coefficients and tries to meet the ideal frequency response characteristic. In this paper, for the given problem, the designs of the optimal FIR high pass filters of different orders have been performed. The simulation results have been compared to those obtained by the well accepted algorithms such as Parks and McClellan algorithm (PM), genetic algorithm (GA). The results justify that the proposed optimal filter design approach using PSOCFIWA outperforms PM and GA, not only in the accuracy of the designed filter but also in the convergence speed and solution quality.Keywords: FIR Filter; PSO-CFIWA; PSO; Parks and McClellanAlgorithm, Evolutionary Optimization Technique; MagnitudeResponse; Convergence; High Pass Filter
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15541542 Optimal Calculation of Partial Transmission Ratios of Four-Step Helical Gearboxes for Getting Minimal Gearbox Length
Authors: Vu Ngoc Pi
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This paper presents a new study on the applications of optimization and regression analysis techniques for optimal calculation of partial ratios of four-step helical gearboxes for getting minimal gearbox length. In the paper, basing on the moment equilibrium condition of a mechanic system including four gear units and their regular resistance condition, models for determination of the partial ratios of the gearboxes are proposed. In particular, explicit models for calculation of the partial ratios are proposed by using regression analysis. Using these models, the determination of the partial ratios is accurate and simple.Keywords: Gearbox design; optimal design; helical gearbox, transmission ratio.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20901541 Easy-Interactive Ordering of the Pareto Optimal Set with Imprecise Weights
Authors: Maria Kalinina, Aron Larsson, Leif Olsson
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In the multi objective optimization, in the case when generated set of Pareto optimal solutions is large, occurs the problem to select of the best solution from this set. In this paper, is suggested a method to order of Pareto set. Ordering the Pareto optimal set carried out in conformity with the introduced distance function between each solution and selected reference point, where the reference point may be adjusted to represent the preferences of a decision making agent. Preference information about objective weights from a decision maker may be expressed imprecisely. The developed elicitation procedure provides an opportunity to obtain surrogate numerical weights for the objectives, and thus, to manage impreciseness of preference. The proposed method is a scalable to many objectives and can be used independently or as complementary to the various visualization techniques in the multidimensional case.
Keywords: Imprecise weights, Multiple objectives, Pareto optimality, Visualization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20801540 Optimal Capacitor Allocation for loss reduction in Distribution System Using Fuzzy and Plant Growth Simulation Algorithm
Authors: R. Srinivasa Rao
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This paper presents a new and efficient approach for capacitor placement in radial distribution systems that determine the optimal locations and size of capacitor with an objective of improving the voltage profile and reduction of power loss. The solution methodology has two parts: in part one the loss sensitivity factors are used to select the candidate locations for the capacitor placement and in part two a new algorithm that employs Plant growth Simulation Algorithm (PGSA) is used to estimate the optimal size of capacitors at the optimal buses determined in part one. The main advantage of the proposed method is that it does not require any external control parameters. The other advantage is that it handles the objective function and the constraints separately, avoiding the trouble to determine the barrier factors. The proposed method is applied to 9 and 34 bus radial distribution systems. The solutions obtained by the proposed method are compared with other methods. The proposed method has outperformed the other methods in terms of the quality of solution.Keywords: Distribution systems, Capacitor allocation, Loss reduction, Fuzzy, PGSA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22791539 Optimal Maintenance and Improvement Policies in Water Distribution System: Markov Decision Process Approach
Authors: Jong Woo Kim, Go Bong Choi, Sang Hwan Son, Dae Shik Kim, Jung Chul Suh, Jong Min Lee
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The Markov decision process (MDP) based methodology is implemented in order to establish the optimal schedule which minimizes the cost. Formulation of MDP problem is presented using the information about the current state of pipe, improvement cost, failure cost and pipe deterioration model. The objective function and detailed algorithm of dynamic programming (DP) are modified due to the difficulty of implementing the conventional DP approaches. The optimal schedule derived from suggested model is compared to several policies via Monte Carlo simulation. Validity of the solution and improvement in computational time are proved.
Keywords: Markov decision processes, Dynamic Programming, Monte Carlo simulation, Periodic replacement, Weibull distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28181538 Optimal Production and Maintenance Policy for a Partially Observable Production System with Stochastic Demand
Authors: Leila Jafari, Viliam Makis
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In this paper, the joint optimization of the economic manufacturing quantity (EMQ), safety stock level, and condition-based maintenance (CBM) is presented for a partially observable, deteriorating system subject to random failure. The demand is stochastic and it is described by a Poisson process. The stochastic model is developed and the optimization problem is formulated in the semi-Markov decision process framework. A modification of the policy iteration algorithm is developed to find the optimal policy. A numerical example is presented to compare the optimal policy with the policy considering zero safety stock.Keywords: Condition-based maintenance, economic manufacturing quantity, safety stock, stochastic demand.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8311537 Salinity Reduction from Saharan Brackish Water by Fluoride Removal on Activated Natural Materials: A Comparative Study
Authors: Amina Ramadni, Safia Taleb, André Dératani
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The present study presents, firstly, to characterize the physicochemical quality of brackish groundwater of the Terminal Complex (TC) from the region of Eloued-souf and to investigate the presence of fluoride, and secondly, to study the comparison of adsorbing power of three materials, such as (activated alumina AA, sodium clay SC and hydroxyapatite HAP) against the groundwater in the region of Eloued-souf. To do this, a sampling campaign over 16 wells and consumer taps was undertaken. The results show that the groundwater can be characterized by very high fluoride content and excessive mineralization that require in some cases, specific treatment before supply. The study of adsorption revealed removal efficiencies fluoride by three adsorbents, maximum adsorption is achieved after 45 minutes at 90%, 83.4% and 73.95%, and with an adsorbed fluoride content of 0.22 mg/L, 0.318 mg/L and 0.52 mg/L for AA, HAP and SC, respectively. The acidity of the medium significantly affects the removal fluoride. Results deducted from the adsorption isotherms also showed that the retention follows the Langmuir model. The adsorption tests by adsorbent materials show that the physicochemical characteristics of brackish water are changed after treatment. The adsorption mechanism is an exchange between the OH- ions and fluoride ions. Three materials are proving to be effective adsorbents for fluoride removal that could be developed into a viable technology to help reduce the salinity of the Saharan hyper-fluorinated waters. Finally, a comparison between the results obtained from the different adsorbents allowed us to conclude that the defluoridation by AA is the process of choice for many waters of the region of Eloued-souf, because it was shown to be a very interesting and promising technique.Keywords: Fluoride removal, groundwater, hydrochemical characterization, natural materials.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11091536 Spatio-temporal Variations in Heavy Metal Concentrations in Sediment of Qua Iboe River Estuary, Nigeria
Authors: Justina I. R. Udotong, Ime R. Udotong, Offiong U. Eka
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The concentrations of heavy metals in sediments of Qua Iboe River Estuary (QIRE) were monitored at four different sampling locations in wet and dry seasons. A preliminary survey to determine the four sampling stations along the river continuum showed that the area spanned between <0.1‰ salinity at the control station and 21.5‰ at the fourth station along the river continuum. A preliminary survey to determine the four sampling locations along the river estuary showed variations in salinity and other physicochemical parameters. The estuary was found to be polluted with heavy metals from point and nonpoint sources at varying degrees. Mean values of 7.80 mg/kg, 4.97 mg/kg and 2.80 mg/kg of nickel were obtained for sediment samples from Douglas creek, Qua Iboe and Atlantic sampling locations, respectively in the dry season. The wet season nickel concentrations were however lower. The entire study area was grossly contaminated by iron. At Douglas creek, the concentration of iron in sediment was 9274 ± 9.54mg/kg while copper, nickel, lead and vanadium were <0.5mg/kg each as compared to iron. Bioaccumulation was therefore suspected within the study area as values of 31.00 ± 0.79, 36.00 ± 0.10 and 55.00 ± 0.05 mg/kg of zinc were recorded in sediment at Douglas creek, Atlantic and the control sampling locations. The results from this study showed that the source of these heavy metals were from point sources like the corrosion of metal steel pipes from old bridges as well as oily sludge wastes from the Qua Iboe Terminal / tank farm located within the vicinity of the study area.Keywords: Heavy metal, Qua Iboe River Estuary, seasonal variations, sediment.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21221535 Optimal Capacitor Placement in a Radial Distribution System using Plant Growth Simulation Algorithm
Authors: R. Srinivasa Rao, S. V. L. Narasimham
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This paper presents a new and efficient approach for capacitor placement in radial distribution systems that determine the optimal locations and size of capacitor with an objective of improving the voltage profile and reduction of power loss. The solution methodology has two parts: in part one the loss sensitivity factors are used to select the candidate locations for the capacitor placement and in part two a new algorithm that employs Plant growth Simulation Algorithm (PGSA) is used to estimate the optimal size of capacitors at the optimal buses determined in part one. The main advantage of the proposed method is that it does not require any external control parameters. The other advantage is that it handles the objective function and the constraints separately, avoiding the trouble to determine the barrier factors. The proposed method is applied to 9, 34, and 85-bus radial distribution systems. The solutions obtained by the proposed method are compared with other methods. The proposed method has outperformed the other methods in terms of the quality of solution.
Keywords: Distribution systems, Capacitor placement, loss reduction, Loss sensitivity factors, PGSA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 52821534 Optimal Data Compression and Filtering: The Case of Infinite Signal Sets
Authors: Anatoli Torokhti, Phil Howlett
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We present a theory for optimal filtering of infinite sets of random signals. There are several new distinctive features of the proposed approach. First, we provide a single optimal filter for processing any signal from a given infinite signal set. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.
Keywords: stochastic signals, optimization problems in signal processing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12801533 Generic Filtering of Infinite Sets of Stochastic Signals
Authors: Anatoli Torokhti, Phil Howlett
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A theory for optimal filtering of infinite sets of random signals is presented. There are several new distinctive features of the proposed approach. First, a single optimal filter for processing any signal from a given infinite signal set is provided. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the scheme concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.Keywords: Optimal filtering, data compression, stochastic signals.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13211532 Voltage Stability Enhancement Using Cat Swarm Optimization Algorithm
Authors: P. Suryakumari, P. Kantarao
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Optimal Power Flow (OPF) problem in electrical power system is considered as a static, non-linear, multi-objective or a single objective optimization problem. This paper presents an algorithm for solving the voltage stability objective reactive power dispatch problem in a power system .The proposed approach employs cat swarm optimization algorithm for optimal settings of RPD control variables. Generator terminal voltages, reactive power generation of the capacitor banks and tap changing transformer setting are taken as the optimization variables. CSO algorithm is tested on standard IEEE 30 bus system and the results are compared with other methods to prove the effectiveness of the new algorithm. As a result, the proposed method is the best for solving optimal reactive power dispatch problem.
Keywords: RPD problem, voltage stability enhancement, CSO algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24381531 Advanced ILQ Control for Buck-Converter viaTwo-Degrees of Freedom Servo-System
Authors: Sidshchadhaa Aumted, Shuhei Shiina, Hiroshi Takami
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In this paper, we propose an advanced ILQ control for the buck-converter via two-degrees of freedom servo-system. Our presented strategy is based on Inverse Linear Quadratic (ILQ) servo-system controller without solving Riccati-s equation directly. The optimal controller of the current and voltage control system is designed. The stability and robust control are analyzed. A conscious and persistent effort has been made to improve ILQ control via two-degrees of freedom guarantees the optimal gains on the basis of polynomial pole assignment, which our results of the proposed strategy shows that the advanced ILQ control can be controlled independently the step response and the disturbance response by appending a feed-forward compensator.
Keywords: Optimal voltage control, inverse LQ design method, second order polynomial, two-degrees of freedom.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19811530 Generator Capability Curve Constraint for PSO Based Optimal Power Flow
Authors: Mat Syai'in, Adi Soeprijanto, Takashi Hiyama
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An optimal power flow (OPF) based on particle swarm optimization (PSO) was developed with more realistic generator security constraint using the capability curve instead of only Pmin/Pmax and Qmin/Qmax. Neural network (NN) was used in designing digital capability curve and the security check algorithm. The algorithm is very simple and flexible especially for representing non linear generation operation limit near steady state stability limit and under excitation operation area. In effort to avoid local optimal power flow solution, the particle swarm optimization was implemented with enough widespread initial population. The objective function used in the optimization process is electric production cost which is dominated by fuel cost. The proposed method was implemented at Java Bali 500 kV power systems contain of 7 generators and 20 buses. The simulation result shows that the combination of generator power output resulted from the proposed method was more economic compared with the result using conventional constraint but operated at more marginal operating point.Keywords: Optimal Power Flow, Generator Capability Curve, Particle Swarm Optimization, Neural Network
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25751529 The Framework of Termination Mechanism in Modern Emergency Management
Authors: Yannan Wu, An Chen, Yan Zhao
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Termination Mechanism is an indispensible part of the emergency management mechanism. Despite of its importance in both theory and practice, it is almost a brand new field for researching. The concept of termination mechanism is proposed firstly in this paper, and the design and implementation which are helpful to guarantee the effect and integrity of emergency management are discussed secondly. Starting with introduction of the problems caused by absent termination and incorrect termination, the essence of termination mechanism is analyzed, a model based on Optimal Stopping Theory is constructed and the termination index is given. The model could be applied to find the best termination time point.. Termination decision should not only be concerned in termination stage, but also in the whole emergency management process, which makes it a dynamic decision making process. Besides, the main subjects and the procedure of termination are illustrated after the termination time point is given. Some future works are discussed lastly.Keywords: Emergency management, Termination Mechanism, Optimal Termination Model, Decision Making, Optimal StoppingTheory.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12671528 Optimal Trajectories for Highly Automated Driving
Authors: Christian Rathgeber, Franz Winkler, Xiaoyu Kang, Steffen Müller
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In this contribution two approaches for calculating optimal trajectories for highly automated vehicles are presented and compared. The first one is based on a non-linear vehicle model, used for evaluation. The second one is based on a simplified model and can be implemented on a current ECU. In usual driving situations both approaches show very similar results.Keywords: Trajectory planning, direct method, indirect method, highly automated driving.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29411527 Simulation of the Performance of Novel Nonlinear Optimal Control Technique on Two Cart-inverted Pendulum System
Authors: B. Baigzadeh, V.Nazarzehi, H.Khaloozadeh
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The two cart inverted pendulum system is a good bench mark for testing the performance of system dynamics and control engineering principles. Devasia introduced this system to study the asymptotic tracking problem for nonlinear systems. In this paper the problem of asymptotic tracking of the two-cart with an inverted-pendulum system to a sinusoidal reference inputs via introducing a novel method for solving finite-horizon nonlinear optimal control problems is presented. In this method, an iterative method applied to state dependent Riccati equation (SDRE) to obtain a reliable algorithm. The superiority of this technique has been shown by simulation and comparison with the nonlinear approach.Keywords: Nonlinear optimal control, State dependent Riccatiequation, Asymptotic tracking, inverted pendulum
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15891526 An Optimal Feature Subset Selection for Leaf Analysis
Authors: N. Valliammal, S.N. Geethalakshmi
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This paper describes an optimal approach for feature subset selection to classify the leaves based on Genetic Algorithm (GA) and Kernel Based Principle Component Analysis (KPCA). Due to high complexity in the selection of the optimal features, the classification has become a critical task to analyse the leaf image data. Initially the shape, texture and colour features are extracted from the leaf images. These extracted features are optimized through the separate functioning of GA and KPCA. This approach performs an intersection operation over the subsets obtained from the optimization process. Finally, the most common matching subset is forwarded to train the Support Vector Machine (SVM). Our experimental results successfully prove that the application of GA and KPCA for feature subset selection using SVM as a classifier is computationally effective and improves the accuracy of the classifier.Keywords: Optimization, Feature extraction, Feature subset, Classification, GA, KPCA, SVM and Computation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22421525 A Study on Optimal Determination of Partial Transmission Ratios of Helical Gearboxes with Second-Step Double Gear-Sets
Authors: Vu Ngoc Pi
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In this paper, a study on the applications of the optimization and regression techniques for optimal calculation of partial ratios of helical gearboxes with second-step double gear-sets for minimal cross section dimension is introduced. From the condition of the moment equilibrium of a mechanic system including three gear units and their regular resistance condition, models for calculation of the partial ratios of helical gearboxes with second-step double gear-sets were given. Especially, by regression analysis, explicit models for calculation of the partial ratios are introduced. These models allow determining the partial ratios accurately and simply.Keywords: Gearbox design, optimal design, helical gearbox, transmission ratio.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16421524 Performance Assessment of the Gold Coast Desalination Plant Offshore Multiport Brine Diffuser during ‘Hot Standby’ Operation
Authors: M. J. Baum, B. Gibbes, A. Grinham, S. Albert, D. Gale, P. Fisher
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Alongside the rapid expansion of Seawater Reverse Osmosis technologies there is a concurrent increase in the production of hypersaline brine by-products. To minimize environmental impact, these by-products are commonly disposed into open-coastal environments via submerged diffuser systems as inclined dense jet outfalls. Despite the widespread implementation of this process, diffuser designs are typically based on small-scale laboratory experiments under idealistic quiescent conditions. Studies concerning diffuser performance in the field are limited. A set of experiments were conducted to assess the near field characteristics of brine disposal at the Gold Coast Desalination Plant offshore multiport diffuser. The aim of the field experiments was to determine the trajectory and dilution characteristics of the plume under various discharge configurations with production ranging 66 – 100% of plant operative capacity. The field monitoring system employed an unprecedented static array of temperature and electrical conductivity sensors in a three-dimensional grid surrounding a single diffuser port. Complimenting these measurements, Acoustic Doppler Current Profilers were also deployed to record current variability over the depth of the water column and wave characteristics. Recorded data suggested the open-coastal environment was highly active over the experimental duration with ambient velocities ranging 0.0 – 0.5 m∙s-1, with considerable variability over the depth of the water column observed. Variations in background electrical conductivity corresponding to salinity fluctuations of ± 1.7 g∙kg-1 were also observed. Increases in salinity were detected during plant operation and appeared to be most pronounced 10 – 30 m from the diffuser, consistent with trajectory predictions described by existing literature. Plume trajectories and respective dilutions extrapolated from salinity data are compared with empirical scaling arguments. Discharge properties were found to adequately correlate with modelling projections. Temporal and spatial variation of background processes and their subsequent influence upon discharge outcomes are discussed with a view to incorporating the influence of waves and ambient currents in the design of brine outfalls into the future.
Keywords: Brine disposal, desalination, field study, inclined dense jets, negatively buoyant discharge.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10641523 Optimal Parameters of Double Moving Average Control Chart
Authors: Y. Areepong
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The objective of this paper is to present explicit analytical formulas for evaluating important characteristics of Double Moving Average control chart (DMA) for Poisson distribution. The most popular characteristics of a control chart are Average Run Length ( 0 ARL ) - the mean of observations that are taken before a system is signaled to be out-of control when it is actually still incontrol, and Average Delay time ( 1 ARL ) - mean delay of true alarm times. An important property required of 0 ARL is that it should be sufficiently large when the process is in-control to reduce a number of false alarms. On the other side, if the process is actually out-ofcontrol then 1 ARL should be as small as possible. In particular, the explicit analytical formulas for evaluating 0 ARL and 1 ARL be able to get a set of optimal parameters which depend on a width of the moving average ( w ) and width of control limit ( H ) for designing DMA chart with minimum of 1 ARLKeywords: Optimal parameters, Average Run Length, Average Delay time, Double Moving Average chart.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23261522 A Novel Adaptive Voltage Control Strategy for Boost Converter via Inverse LQ Servo-Control
Authors: Sorawit Stapornchaisit, Sidshchadhaa Aumted, Hiroshi Takami
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In this paper, we propose a novel adaptive voltage control strategy for boost converter via Inverse LQ Servo-Control. Our presented strategy is based on an analytical formula of Inverse Linear Quadratic (ILQ) design method, which is not necessary to solve Riccati’s equation directly. The optimal and adaptive controller of the voltage control system is designed. The stability and the robust control are analyzed. Whereas, we can get the analytical solution for the optimal and robust voltage control is achieved through the natural angular velocity within a single parameter and we can change the responses easily via the ILQ control theory. Our method provides effective results as the stable responses and the response times are not drifted even if the condition is changed widely.Keywords: Boost converter, optimal voltage control, inverse LQ design method, type-1 servo-system, adaptive control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17171521 Fault-Tolerant Optimal Broadcast Algorithm for the Hypercube Topology
Authors: Lokendra Singh Umrao, Ravi Shankar Singh
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This paper presents an optimal broadcast algorithm for the hypercube networks. The main focus of the paper is the effectiveness of the algorithm in the presence of many node faults. For the optimal solution, our algorithm builds with spanning tree connecting the all nodes of the networks, through which messages are propagated from source node to remaining nodes. At any given time, maximum n − 1 nodes may fail due to crashing. We show that the hypercube networks are strongly fault-tolerant. Simulation results analyze to accomplish algorithm characteristics under many node faults. We have compared our simulation results between our proposed method and the Fu’s method. Fu’s approach cannot tolerate n − 1 faulty nodes in the worst case, but our approach can tolerate n − 1 faulty nodes.Keywords: Fault tolerance, hypercube, broadcasting, link/node faults, routing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18821520 Optimal Mitigation of Slopes by Probabilistic Methods
Authors: D. De-León-Escobedo, D. J. Delgado-Hernández, S. Pérez
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A probabilistic formulation to assess the slopes safety under the hazard of strong storms is presented and illustrated through a slope in Mexico. The formulation is based on the classical safety factor (SF) used in practice to appraise the slope stability, but it is introduced the treatment of uncertainties, and the slope failure probability is calculated as the probability that SF<1. As the main hazard is the rainfall on the area, statistics of rainfall intensity and duration are considered and modeled with an exponential distribution. The expected life-cycle cost is assessed by considering a monetary value on the slope failure consequences. Alternative mitigation measures are simulated, and the formulation is used to get the measures driving to the optimal one (minimum life-cycle costs). For the example, the optimal mitigation measure is the reduction on the slope inclination angle.
Keywords: Expected life-cycle cost, failure probability, slopes failure, storms.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7821519 Minimum-Fuel Optimal Trajectory for Reusable First-Stage Rocket Landing Using Particle Swarm Optimization
Authors: Kevin Spencer G. Anglim, Zhenyu Zhang, Qingbin Gao
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Reusable launch vehicles (RLVs) present a more environmentally-friendly approach to accessing space when compared to traditional launch vehicles that are discarded after each flight. This paper studies the recyclable nature of RLVs by presenting a solution method for determining minimum-fuel optimal trajectories using principles from optimal control theory and particle swarm optimization (PSO). This problem is formulated as a minimum-landing error powered descent problem where it is desired to move the RLV from a fixed set of initial conditions to three different sets of terminal conditions. However, unlike other powered descent studies, this paper considers the highly nonlinear effects caused by atmospheric drag, which are often ignored for studies on the Moon or on Mars. Rather than optimizing the controls directly, the throttle control is assumed to be bang-off-bang with a predetermined thrust direction for each phase of flight. The PSO method is verified in a one-dimensional comparison study, and it is then applied to the two-dimensional cases, the results of which are illustrated.Keywords: Minimum-fuel optimal trajectory, particle swarm optimization, reusable rocket, SpaceX.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20131518 Optimized Delay Constrained QoS Routing
Authors: P. S. Prakash, S. Selvan
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QoS Routing aims to find paths between senders and receivers satisfying the QoS requirements of the application which efficiently using the network resources and underlying routing algorithm to be able to find low-cost paths that satisfy given QoS constraints. The problem of finding least-cost routing is known to be NP-hard or complete and some algorithms have been proposed to find a near optimal solution. But these heuristics or algorithms either impose relationships among the link metrics to reduce the complexity of the problem which may limit the general applicability of the heuristic, or are too costly in terms of execution time to be applicable to large networks. In this paper, we concentrate an algorithm that finds a near-optimal solution fast and we named this algorithm as optimized Delay Constrained Routing (ODCR), which uses an adaptive path weight function together with an additional constraint imposed on the path cost, to restrict search space and hence ODCR finds near optimal solution in much quicker time.Keywords: QoS, Delay, Routing, Optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12131517 Optimal Rest Interval between Sets in Robot-Based Upper-Arm Rehabilitation
Authors: Virgil Miranda, Gissele Mosqueda, Pablo Delgado, Yimesker Yihun
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Muscular fatigue affects the muscle activation that is needed for producing the desired clinical outcome. Integrating optimal muscle relaxation periods into a variety of health care rehabilitation protocols is important to maximize the efficiency of the therapy. In this study, four muscle relaxation periods (30, 60, 90 and 120 seconds) and their effectiveness in producing consistent muscle activation of the muscle biceps brachii between sets of an elbow flexion and extension task were investigated among a sample of 10 subjects with no disabilities. The same resting periods were then utilized in a controlled exoskeleton-based exercise for a sample size of 5 subjects and have shown similar results. On average, the muscle activity of the biceps brachii decreased by 0.3% when rested for 30 seconds, and it increased by 1.25%, 0.76% and 0.82% when using muscle relaxation periods of 60, 90 and 120 seconds, respectively. The preliminary results suggest that a muscle relaxation period of about 60 seconds is needed for optimal continuous muscle activation within rehabilitation regimens. Robot-based rehabilitation is good to produce repetitive tasks with the right intensity and knowing the optimal resting period will make the automation more effective.
Keywords: Rest intervals, muscle biceps brachii, robot rehabilitation, muscle fatigue.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4551516 Conservativeness of Probabilistic Constrained Optimal Control Method for Unknown Probability Distribution
Authors: Tomoaki Hashimoto
Abstract:
In recent decades, probabilistic constrained optimal control problems have attracted much attention in many research fields. Although probabilistic constraints are generally intractable in an optimization problem, several tractable methods haven been proposed to handle probabilistic constraints. In most methods, probabilistic constraints are reduced to deterministic constraints that are tractable in an optimization problem. However, there is a gap between the transformed deterministic constraints in case of known and unknown probability distribution. This paper examines the conservativeness of probabilistic constrained optimization method for unknown probability distribution. The objective of this paper is to provide a quantitative assessment of the conservatism for tractable constraints in probabilistic constrained optimization with unknown probability distribution.Keywords: Optimal control, stochastic systems, discrete-time systems, probabilistic constraints.
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