Search results for: Adaptive comfort standard (ACS)
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2564

Search results for: Adaptive comfort standard (ACS)

2474 A Fast Adaptive Tomlinson-Harashima Precoder for Indoor Wireless Communications

Authors: M. Naresh Kumar, Abhijit Mitra, C. Ardil

Abstract:

A fast adaptive Tomlinson Harashima (T-H) precoder structure is presented for indoor wireless communications, where the channel may vary due to rotation and small movement of the mobile terminal. A frequency-selective slow fading channel which is time-invariant over a frame is assumed. In this adaptive T-H precoder, feedback coefficients are updated at the end of every uplink frame by using system identification technique for channel estimation in contrary with the conventional T-H precoding concept where the channel is estimated during the starting of the uplink frame via Wiener solution. In conventional T-H precoder it is assumed the channel is time-invariant in both uplink and downlink frames. However assuming the channel is time-invariant over only one frame instead of two, the proposed adaptive T-H precoder yields better performance than conventional T-H precoder if the channel is varied in uplink after receiving the training sequence.

Keywords: Tomlinson-Harashima precoder, Adaptive channel estimation, Indoor wireless communication, Bit error rate.

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2473 Fuzzy Control of a Quarter-Car Suspension System

Authors: M. M. M. Salem, Ayman A. Aly

Abstract:

An active suspension system has been proposed to improve the ride comfort. A quarter-car 2 degree-of-freedom (DOF) system is designed and constructed on the basis of the concept of a four-wheel independent suspension to simulate the actions of an active vehicle suspension system. The purpose of a suspension system is to support the vehicle body and increase ride comfort. The aim of the work described in the paper was to illustrate the application of fuzzy logic technique to the control of a continuously damping automotive suspension system. The ride comfort is improved by means of the reduction of the body acceleration caused by the car body when road disturbances from smooth road and real road roughness. The paper describes also the model and controller used in the study and discusses the vehicle response results obtained from a range of road input simulations. In the conclusion, a comparison of active suspension fuzzy control and Proportional Integration derivative (PID) control is shown using MATLAB simulations.

Keywords: Fuzzy logic control, ride comfort, vehicle dynamics, active suspension system, quarter-car model.

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2472 Crisis In/Out, Emergent, and Adaptive Urban Organisms

Authors: Y. Hadjichristou, A. Swiny, M. Georgiou

Abstract:

This paper focuses on the questions raised through the work of Unit 5: ‘In/Out Crisis, emergent and adaptive’; an architectural research-based studio at [ARC] University of Nicosia. Students were asked to delve into state of Art Technologies in order to propose sustainable Emergent and Adaptive Architectures and Urbanities, the resulting unprecedented spatial conditions and atmospheres of the emergent new ways of living are deemed to be the ultimate aim of the investigation. Students explored a variety of sites and crisis conditions seen through their primary ingredient identified as soil, water and air and their paired combination. Within this methodology, crisis is seen as a mechanism for allowing an emergence of new and fascinating ultimate sustainable future cultures and cities by taking advantage of the primary materiality of the sites.

Keywords: Adaptive built environments, crisis as opportunity, emergent urbanities, forces for inventions.

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2471 Parametric Urban Comfort Envelope an Approach toward a Responsive Sustainable Urban Morphology

Authors: Mohamed M. Saleh, Khalid S. Al-Hagla

Abstract:

By taking advantage of computer-s processing power, an unlimited number of variations and parameters in both spatial and environmental can be provided while following the same set of rules and constraints. This paper focuses on using the tools of parametric urbanism towards a more responsive environmental and sustainable urban morphology. It presents an understanding to Parametric Urban Comfort Envelope (PUCE) as an interactive computational assessment urban model. In addition, it investigates the applicability potentials of this model to generate an optimized urban form to Borg El Arab city (a new Egyptian Community) concerning the human comfort values specially wind and solar envelopes. Finally, this paper utilizes its application outcomes -both visual and numerical- to extend the designer-s limitations by decrease the concern of controlling and manipulation of geometry, and increase the designer-s awareness about the various potentials of using the parametric tools to create relationships that generate multiple geometric alternatives.

Keywords: Assessment model, human comfort, parametric urbanism, sustainable urban morphology.

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2470 Adaptive Nonlinear Backstepping Control

Authors: Sun Lim, Bong-Seok Kim

Abstract:

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

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

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2469 Joint Adaptive Block Matching Search (JABMS) Algorithm

Authors: V.K.Ananthashayana, Pushpa.M.K

Abstract:

In this paper a new Joint Adaptive Block Matching Search (JABMS) algorithm is proposed to generate motion vector and search a best match macro block by classifying the motion vector movement based on prediction error. Diamond Search (DS) algorithm generates high estimation accuracy when motion vector is small and Adaptive Rood Pattern Search (ARPS) algorithm can handle large motion vector but is not very accurate. The proposed JABMS algorithm which is capable of considering both small and large motions gives improved estimation accuracy and the computational cost is reduced by 15.2 times compared with Exhaustive Search (ES) algorithm and is 1.3 times less compared with Diamond search algorithm.

Keywords: Adaptive rood pattern search, Block matching, Diamond search, Joint Adaptive search, Motion estimation.

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2468 Convergence Analysis of a Prediction based Adaptive Equalizer for IIR Channels

Authors: Miloje S. Radenkovic, Tamal Bose

Abstract:

This paper presents the convergence analysis of a prediction based blind equalizer for IIR channels. Predictor parameters are estimated by using the recursive least squares algorithm. It is shown that the prediction error converges almost surely (a.s.) toward a scalar multiple of the unknown input symbol sequence. It is also proved that the convergence rate of the parameter estimation error is of the same order as that in the iterated logarithm law.

Keywords: Adaptive blind equalizer, Recursive leastsquares, Adaptive Filtering, Convergence analysis.

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2467 Adaptive Noise Reduction Algorithm for Speech Enhancement

Authors: M. Kalamani, S. Valarmathy, M. Krishnamoorthi

Abstract:

In this paper, Least Mean Square (LMS) adaptive noise reduction algorithm is proposed to enhance the speech signal from the noisy speech. In this, the speech signal is enhanced by varying the step size as the function of the input signal. Objective and subjective measures are made under various noises for the proposed and existing algorithms. From the experimental results, it is seen that the proposed LMS adaptive noise reduction algorithm reduces Mean square Error (MSE) and Log Spectral Distance (LSD) as compared to that of the earlier methods under various noise conditions with different input SNR levels. In addition, the proposed algorithm increases the Peak Signal to Noise Ratio (PSNR) and Segmental SNR improvement (ΔSNRseg) values; improves the Mean Opinion Score (MOS) as compared to that of the various existing LMS adaptive noise reduction algorithms. From these experimental results, it is observed that the proposed LMS adaptive noise reduction algorithm reduces the speech distortion and residual noise as compared to that of the existing methods.

Keywords: LMS, speech enhancement, speech quality, residual noise.

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2466 Comparative Study of Some Adaptive Fuzzy Algorithms for Manipulator Control

Authors: Sudeept Mohan, Surekha Bhanot

Abstract:

The problem of manipulator control is a highly complex problem of controlling a system which is multi-input, multioutput, non-linear and time variant. In this paper some adaptive fuzzy, and a new hybrid fuzzy control algorithm have been comparatively evaluated through simulations, for manipulator control. The adaptive fuzzy controllers consist of self-organizing, self-tuning, and coarse/fine adaptive fuzzy schemes. These controllers are tested for different trajectories and for varying manipulator parameters through simulations. Various performance indices like the RMS error, steady state error and maximum error are used for comparison. It is observed that the self-organizing fuzzy controller gives the best performance. The proposed hybrid fuzzy plus integral error controller also performs remarkably well, given its simple structure.

Keywords: Hybrid fuzzy, Self-organizing, Self-tuning, Trajectory tracking.

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2465 Mathematical Determination of Tall Square Building Height under Peak Wind Loads

Authors: Debojyoti Mitra

Abstract:

The present study concentrates on solving the along wind oscillation problem of a tall square building from first principles and across wind oscillation problem of the same from empirical relations obtained by experiments. The criterion for human comfort at the worst condition at the top floor of the building is being considered and a limiting value of height of a building for a given cross section is predicted. Numerical integrations are carried out as and when required. The results show severeness of across wind oscillations in comparison to along wind oscillation. The comfort criterion is combined with across wind oscillation results to determine the maximum allowable height of a building for a given square cross-section.

Keywords: Tall Building, Along-wind Response, Across-wind Response, Human Comfort.

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2464 Adaptive Fourier Decomposition Based Signal Instantaneous Frequency Computation Approach

Authors: Liming Zhang

Abstract:

There have been different approaches to compute the analytic instantaneous frequency with a variety of background reasoning and applicability in practice, as well as restrictions. This paper presents an adaptive Fourier decomposition and (α-counting) based instantaneous frequency computation approach. The adaptive Fourier decomposition is a recently proposed new signal decomposition approach. The instantaneous frequency can be computed through the so called mono-components decomposed by it. Due to the fast energy convergency, the highest frequency of the signal will be discarded by the adaptive Fourier decomposition, which represents the noise of the signal in most of the situation. A new instantaneous frequency definition for a large class of so-called simple waves is also proposed in this paper. Simple wave contains a wide range of signals for which the concept instantaneous frequency has a perfect physical sense. The α-counting instantaneous frequency can be used to compute the highest frequency for a signal. Combination of these two approaches one can obtain the IFs of the whole signal. An experiment is demonstrated the computation procedure with promising results.

Keywords: Adaptive Fourier decomposition, Fourier series, signal processing, instantaneous frequency

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2463 Efficient Antenna Array Beamforming with Robustness against Random Steering Mismatch

Authors: Ju-Hong Lee, Ching-Wei Liao, Kun-Che Lee

Abstract:

This paper deals with the problem of using antenna sensors for adaptive beamforming in the presence of random steering mismatch. We present an efficient adaptive array beamformer with robustness to deal with the considered problem. The robustness of the proposed beamformer comes from the efficient designation of the steering vector. Using the received array data vector, we construct an appropriate correlation matrix associated with the received array data vector and a correlation matrix associated with signal sources. Then, the eigenvector associated with the largest eigenvalue of the constructed signal correlation matrix is designated as an appropriate estimate of the steering vector. Finally, the adaptive weight vector required for adaptive beamforming is obtained by using the estimated steering vector and the constructed correlation matrix of the array data vector. Simulation results confirm the effectiveness of the proposed method.

Keywords: Adaptive beamforming, antenna array, linearly constrained minimum variance, robustness, steering vector.

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2462 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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2461 Trajectory Control of a Robotic Manipulator Utilizing an Adaptive Fuzzy Sliding Mode

Authors: T. C. Kuo

Abstract:

In this paper, a novel adaptive fuzzy sliding mode control method is proposed for the robust tracking control of robotic manipulators. The proposed controller possesses the advantages of adaptive control, fuzzy control, and sliding mode control. First, system stability and robustness are guaranteed based on the sliding mode control. Further, fuzzy rules are developed incorporating with adaptation law to alleviate the input chattering effectively. Stability of the control system is proven by using the Lyapunov method. An application to a three-degree-of-freedom robotic manipulator is carried out. Accurate trajectory tracking as well as robustness is achieved. Input chattering is greatly eliminated.

Keywords: Fuzzy control, sliding mode control, roboticmanipulator, adaptive control.

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2460 Adaptive PID Control of Wind Energy Conversion Systems Using RASP1 Mother Wavelet Basis Function Networks

Authors: M. Sedighizadeh, A. Rezazadeh

Abstract:

In this paper a PID control strategy using neural network adaptive RASP1 wavelet for WECS-s control is proposed. It is based on single layer feedforward neural networks with hidden nodes of adaptive RASP1 wavelet functions controller and an infinite impulse response (IIR) recurrent structure. The IIR is combined by cascading to the network to provide double local structure resulting in improving speed of learning. This particular neuro PID controller assumes a certain model structure to approximately identify the system dynamics of the unknown plant (WECS-s) and generate the control signal. The results are applied to a typical turbine/generator pair, showing the feasibility of the proposed solution.

Keywords: Adaptive PID Control, RASP1 Wavelets, WindEnergy Conversion Systems.

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2459 Speed Sensorless IFOC of PMSM Based On Adaptive Luenberger Observer

Authors: Grouz Faten, Sbita Lassaâd

Abstract:

In this paper, Speed Sensorless Indirect Field Oriented Control (IFOC) of a Permanent Magnet Synchronous machine (PMSM) is studied. The closed loop scheme of the drive system utilizes fuzzy speed and current controllers. Due to the well known drawbacks of the speed sensor, an algorithm is proposed in this paper to eliminate it. In fact, based on the model of the PMSM, the stator currents and rotor speed are estimated simultaneously using adaptive Luenberger observer for currents and MRAS (Model Reference Adaptive System) observer for rotor speed. To overcome the sensivity of this algorithm against parameter variation, adaptive for on line stator resistance tuning is proposed. The validity of the proposed method is verified by an extensive simulation work.

Keywords: PMSM, Indirect Field Oriented Control, fuzzy speed and currents controllers, Adaptive Luenberger observer, MRAS.

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2458 Adaptive MPC Using a Recursive Learning Technique

Authors: Ahmed Abbas Helmy, M. R. M. Rizk, Mohamed El-Sayed

Abstract:

A model predictive controller based on recursive learning is proposed. In this SISO adaptive controller, a model is automatically updated using simple recursive equations. The identified models are then stored in the memory to be re-used in the future. The decision for model update is taken based on a new control performance index. The new controller allows the use of simple linear model predictive controllers in the control of nonlinear time varying processes.

Keywords: Adaptive control, model predictive control, dynamic matrix control, online model identification

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2457 Downlink Scheduling and Radio Resource Allocation in Adaptive OFDMA Wireless Communication Systems for User-Individual QoS

Authors: Lu Yanhui, Wang Chunming, Yin Changchuan, Yue Guangxin

Abstract:

In this paper, we address the problem of adaptive radio resource allocation (RRA) and packet scheduling in the downlink of a cellular OFDMA system, and propose a downlink multi-carrier proportional fair (MPF) scheduler and its joint with adaptive RRA algorithm to distribute radio resources among multiple users according to their individual QoS requirements. The allocation and scheduling objective is to maximize the total throughput, while at the same time maintaining the fairness among users. The simulation results demonstrate that the methods presented provide for user more explicit fairness relative to RRA algorithm, but the joint scheme achieves the higher sum-rate capacity with flexible parameters setting compared with MPF scheduler.

Keywords: OFDMA, adaptive radio resource allocation, scheduling, QoS.

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2456 Performance Analysis of Adaptive OFDM Pre and Post-FTT Beamforming System

Authors: S. Elnobi, Iman El-Zahaby, Amr M. Mahros

Abstract:

In mobile communication systems, performance and capacity are affected by multi-path fading, delay spread and Co-Channel Interference (CCI). For this reason Orthogonal Frequency Division Multiplexing (OFDM) and adaptive antenna array are used is required. The goal of the OFDM is to improve the system performance against Inter-Symbol Interference (ISI). An array of adaptive antennas has been employed to suppress CCI by spatial technique. To suppress CCI in OFDM systems two main schemes the pre-FFT and the post-FFT have been proposed. In this paper, through a system level simulation, the behavior of the pre-FFT and post-FFT beamformers for OFDM system has been investigated based on two algorithms namely, Least Mean Squares (LMS) and Recursive Least Squares (RLS). The performance of the system is also discussed in multipath fading channel system specified by 3GPP Long Term Evolution (LTE).

Keywords: OFDM, Beamforming, Adaptive Antennas Array.

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2455 Adaptive Functional Projective Lag Synchronization of Lorenz System

Authors: Tae H. Lee, J.H. Park, S.M. Lee, H.Y. Jung

Abstract:

This paper addresses functional projective lag synchronization of Lorenz system with four unknown parameters, where the output of the master system lags behind the output of the slave system proportionally. For this purpose, an adaptive control law is proposed to make the states of two identical Lorenz systems asymptotically synchronize up. Based on Lyapunov stability theory, a novel criterion is given for asymptotical stability of the null solution of an error dynamics. Finally, some numerical examples are provided to show the effectiveness of our results.

Keywords: Adaptive function projective synchronization, Chaotic system, Lag synchronization, Lyapunov method

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2454 Application of Model Free Adaptive Control in Main Steam Temperature System of Thermal Power Plant

Authors: Khaing Yadana Swe, Lillie Dewan

Abstract:

At present, the cascade PID control is widely used to control the superheating temperature (main steam temperature). As Main Steam Temperature has the characteristics of large inertia, large time-delay and time varying, etc., conventional PID control strategy cannot achieve good control performance. In order to overcome the bad performance and deficiencies of main steam temperature control system, Model Free Adaptive Control (MFAC) - P cascade control system is proposed in this paper. By substituting MFAC in PID of the main control loop of the main steam temperature control, it can overcome time delays, non-linearity, disturbance and time variation.

Keywords: Model free Adaptive Control, Cascade Control, Adaptive Control, PID.

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2453 Scheduling Method for Electric Heater in HEMS Considering User’s Comfort

Authors: Yong-Sung Kim, Je-Seok Shin, Ho-Jun Jo Jin-O Kim

Abstract:

Home Energy Management System (HEMS), which makes the residential consumers, contribute to the demand response is attracting attention in recent years. An aim of HEMS is to minimize their electricity cost by controlling the use of their appliances according to electricity price. The use of appliances in HEMS may be affected by some conditions such as external temperature and electricity price. Therefore, the user’s usage pattern of appliances should be modeled according to the external conditions, and the resultant usage pattern is related to the user’s comfortability on use of each appliances. This paper proposes a methodology to model the usage pattern based on the historical data with the copula function. Through copula function, the usage range of each appliance can be obtained and is able to satisfy the appropriate user’s comfort according to the external conditions for next day. Within the usage range, an optimal scheduling for appliances would be conducted so as to minimize an electricity cost with considering user’s comfort. Among the home appliance, electric heater (EH) is a representative appliance, which is affected by the external temperature. In this paper, an optimal scheduling algorithm for an electric heater (EH) is addressed based on the method of branch and bound. As a result, scenarios for the EH usage are obtained according to user’s comfort levels and then the residential consumer would select the best scenario. The case study shows the effects of the proposed algorithm compared with the traditional operation of the EH, and it represents impacts of the comfort level on the scheduling result.

Keywords: Load scheduling, usage pattern, user’s comfort, copula function, branch, bound, electric heater.

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2452 Adaptive Fuzzy Control for Air-Fuel Ratio of Automobile Spark Ignition Engine

Authors: Ali Ghaffari, A. Hosein Shamekhi, Akbar Saki, Ehsan Kamrani

Abstract:

In order to meet the limits imposed on automotive emissions, engine control systems are required to constrain air/fuel ratio (AFR) in a narrow band around the stoichiometric value, due to the strong decay of catalyst efficiency in case of rich or lean mixture. This paper presents a model of a sample spark ignition engine and demonstrates Simulink-s capabilities to model an internal combustion engine from the throttle to the crankshaft output. We used welldefined physical principles supplemented, where appropriate, with empirical relationships that describe the system-s dynamic behavior without introducing unnecessary complexity. We also presents a PID tuning method that uses an adaptive fuzzy system to model the relationship between the controller gains and the target output response, with the response specification set by desired percent overshoot and settling time. The adaptive fuzzy based input-output model is then used to tune on-line the PID gains for different response specifications. Experimental results demonstrate that better performance can be achieved with adaptive fuzzy tuning relative to similar alternative control strategies. The actual response specifications with adaptive fuzzy matched the desired response specifications.

Keywords: Modelling, Air–fuel ratio control, SI engine, Adaptive fuzzy Control.

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2451 An Approach to Adaptive Load Balancing for RFID Middlewares

Authors: Heung Seok Chae, Jaegeol Park

Abstract:

Recently, there have been an increasing interest in RFID system and RFID systems have been applied to various applications. Load balancing is a fundamental technique for providing scalability of systems by moving workload from overloaded nodes to under-loaded nodes. This paper presents an approach to adaptive load balancing for RFID middlewares. Workloads of RFID middlewares can have a considerable variation according to the location of the connected RFID readers and can abruptly change at a particular instance. The proposed approach considers those characteristics of RFID middle- wares to provide an efficient load balancing.

Keywords: RFID middleware, Adaptive load balancing.

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2450 Adaptive Educational Hypermedia System for High School Students Based on Learning Styles

Authors: Stephen Akuma, Timothy Ndera

Abstract:

Information seekers get “lost in hyperspace” due to the voluminous documents updated daily on the internet. Adaptive Hypermedia Systems (AHS) are used to direct learners to their target goals. One of the most common AHS designed to help information seekers to overcome the problem of information overload is the Adaptive Education Hypermedia System (AEHS). However, this paper focuses on AEHS that adopts the learning preference of high school students and deliver learning content according to this preference throughout their learning experience. The research developed a prototype system for predicting students’ learning preference from the Visual, Aural, Read-Write and Kinesthetic (VARK) learning style model and adopting the learning content suitable to their preference. The predicting strength of several classifiers was compared and we found Support Vector Machine (SVM) to be more accurate in predicting learning style based on users’ preferences.

Keywords: Hypermedia, adaptive education, learning style, lesson content, user profile, prediction, feedback, adaptive hypermedia, learning style.

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2449 Adaptive Fuzzy Control of a Nonlinear Tank Process

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

Abstract:

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

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

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2448 Economical Operation of Hydro-Thermal Power System based on Multi-path Adaptive Tabu Search

Authors: J. Kluabwang

Abstract:

An economic operation scheduling problem of a hydro-thermal power generation system has been properly solved by the proposed multipath adaptive tabu search algorithm (MATS). Four reservoirs with their own hydro plants and another one thermal plant are integrated to be a studied system used to formulate the objective function under complicated constraints, eg water managements, power balance and thermal generator limits. MATS with four subsearch units (ATSs) and two stages of discarding mechanism (DM), has been setting and trying to solve the problem through 25 trials under function evaluation criterion. It is shown that MATS can provide superior results with respect to single ATS and other previous methods, genetic algorithms (GA) and differential evolution (DE).

Keywords: Hydro-thermal scheduling problem, economic dispatch, adaptive tabu search, multipath adaptive tabu search

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2447 Equity Risk Premiums and Risk Free Rates in Modelling and Prediction of Financial Markets

Authors: Mohammad Ghavami, Reza S. Dilmaghani

Abstract:

This paper presents an adaptive framework for modelling financial markets using equity risk premiums, risk free rates and volatilities. The recorded economic factors are initially used to train four adaptive filters for a certain limited period of time in the past. Once the systems are trained, the adjusted coefficients are used for modelling and prediction of an important financial market index. Two different approaches based on least mean squares (LMS) and recursive least squares (RLS) algorithms are investigated. Performance analysis of each method in terms of the mean squared error (MSE) is presented and the results are discussed. Computer simulations carried out using recorded data show MSEs of 4% and 3.4% for the next month prediction using LMS and RLS adaptive algorithms, respectively. In terms of twelve months prediction, RLS method shows a better tendency estimation compared to the LMS algorithm.

Keywords: Prediction of financial markets, Adaptive methods, MSE, LSE.

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2446 Study of Adaptive Filtering Algorithms and the Equalization of Radio Mobile Channel

Authors: Said Elkassimi, Said Safi, B. Manaut

Abstract:

This paper presented a study of three algorithms, the equalization algorithm to equalize the transmission channel with ZF and MMSE criteria, application of channel Bran A, and adaptive filtering algorithms LMS and RLS to estimate the parameters of the equalizer filter, i.e. move to the channel estimation and therefore reflect the temporal variations of the channel, and reduce the error in the transmitted signal. So far the performance of the algorithm equalizer with ZF and MMSE criteria both in the case without noise, a comparison of performance of the LMS and RLS algorithm.

Keywords: Adaptive filtering second equalizer, LMS, RLS Bran A, Proakis (B) MMSE, ZF.

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2445 A Novel Adaptive Voltage Control Strategy for Boost Converter via Inverse LQ Servo-Control

Authors: Sorawit Stapornchaisit, Sidshchadhaa Aumted, Hiroshi Takami

Abstract:

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.

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