Search results for: Context aware adaptive routing

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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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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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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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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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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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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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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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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Authors: Y. Harold Robinson, E. Golden Julie

Abstract:

Dynamic Routing in Wireless Sensor Networks (WSNs) has played a significant task in research for the recent years. Energy consumption and data delivery in time are the major parameters with the usage of sensor nodes that are significant criteria for these networks. The location of sensor nodes must not be prearranged. Clustering in WSN is a key methodology which is used to enlarge the life-time of a sensor network. It consists of numerous real-time applications. The features of WSNs are minimized the consumption of energy. Soft computing techniques can be included to accomplish improved performance. This paper surveys the modern trends in routing enclose fuzzy logic and Neuro-fuzzy logic based on the clustering techniques and implements a comparative study of the numerous related methodologies.

Keywords: Wireless sensor networks, clustering, fuzzy logic, neuro-fuzzy logic, energy efficiency.

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Authors: Hanieh Jalali, Ahmad Baraani

Abstract:

Nowaday-s, many organizations use systems that support business process as a whole or partially. However, in some application domains, like software development and health care processes, a normative Process Aware System (PAS) is not suitable, because a flexible support is needed to respond rapidly to new process models. On the other hand, a flexible Process Aware System may be vulnerable to undesirable and fraudulent executions, which imposes a tradeoff between flexibility and security. In order to make this tradeoff available, a genetic-based anomaly detection model for logs of Process Aware Systems is presented in this paper. The detection of an anomalous trace is based on discovering an appropriate process model by using genetic process mining and detecting traces that do not fit the appropriate model as anomalous trace; therefore, when used in PAS, this model is an automated solution that can support coexistence of flexibility and security.

Keywords: Anomaly Detection, Genetic Algorithm, ProcessAware Systems, Process Mining.

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

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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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Authors: Ons Sassi, Wahiba Ramdane Cherif-Khettaf, Ammar Oulamara

Abstract:

In this paper, we consider the vehicle routing problem with mixed fleet of conventional and heterogenous electric vehicles and time dependent charging costs, denoted VRP-HFCC, in which a set of geographically scattered customers have to be served by a mixed fleet of vehicles composed of a heterogenous fleet of Electric Vehicles (EVs), having different battery capacities and operating costs, and Conventional Vehicles (CVs). We include the possibility of charging EVs in the available charging stations during the routes in order to serve all customers. Each charging station offers charging service with a known technology of chargers and time dependent charging costs. Charging stations are also subject to operating time windows constraints. EVs are not necessarily compatible with all available charging technologies and a partial charging is allowed. Intermittent charging at the depot is also allowed provided that constraints related to the electricity grid are satisfied. The objective is to minimize the number of employed vehicles and then minimize the total travel and charging costs. In this study, we present a Mixed Integer Programming Model and develop a Charging Routing Heuristic and a Local Search Heuristic based on the Inject-Eject routine with different insertion methods. All heuristics are tested on real data instances.

Keywords: charging problem, electric vehicle, heuristics, local search, optimization, routing problem.

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Authors: Indumathi T. S., T. Srinivas, B. Siva Kumar

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Reconfigurable optical add/drop multiplexers (ROADMs) can be classified into three categories based on their underlying switching technologies. Category I consists of a single large optical switch; category II is composed of a number of small optical switches aligned in parallel; and category III has a single optical switch and only one wavelength being added/dropped. In this paper, to evaluate the wavelength-routing capability of ROADMs of category-II in dynamic optical networks,the dynamic traffic models are designed based on Bernoulli, Poisson distributions for smooth and regular types of traffic. Through Analytical and Simulation results, the routing power of cat-II of ROADM networks for two traffic models are determined.

Keywords: Fully-Reconfigurable Optical Add-Drop Multiplexers (FROADMs), Limited Tunability in Reconfigurable Optical Add-Drop multiplexers (LROADM), Multiplexer/De- Multiplexer (MUX/DEMUX), Reconfigurable Optical Add-Drop Multiplexers (ROADMs), Wavelength Division Multiplexing (WDM).

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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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Authors: Mejía M. Paula, Ramírez L. Leonardo, Puerta A. Gabriel

Abstract:

In telemedicine, the image repository service is important to increase the accuracy of diagnostic support of medical personnel. This study makes comparison between two routing algorithms regarding the quality of service (QoS), to be able to analyze the optimal performance at the time of loading and/or downloading of medical images. This study focused on comparing the performance of Tabu Search with other heuristic and metaheuristic algorithms that improve QoS in telemedicine services in Colombia. For this, Tabu Search and Simulated Annealing heuristic algorithms are chosen for their high usability in this type of applications; the QoS is measured taking into account the following metrics: Delay, Throughput, Jitter and Latency. In addition, routing tests were carried out on ten images in digital image and communication in medicine (DICOM) format of 40 MB. These tests were carried out for ten minutes with different traffic conditions, reaching a total of 25 tests, from a server of Universidad Militar Nueva Granada (UMNG) in Bogotá-Colombia to a remote user in Universidad de Santiago de Chile (USACH) - Chile. The results show that Tabu search presents a better QoS performance compared to Simulated Annealing, managing to optimize the routing of medical images, a basic requirement to offer diagnostic images services in telemedicine.

Keywords: Medical image, QoS, simulated annealing, Tabu search, telemedicine.

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Authors: Dulal Acharjee, Punyaban Patel

Abstract:

For collecting data from all sensor nodes, some changes in Dynamic Source Routing (DSR) protocol is proposed. At each hop level, route-ranking technique is used for distributing packets to different selected routes dynamically. For calculating rank of a route, different parameters like: delay, residual energy and probability of packet loss are used. A hybrid topology of DMPR(Disjoint Multi Path Routing) and MMPR(Meshed Multi Path Routing) is formed, where braided topology is used in different faulty zones of network. For reducing energy consumption, variant transmission ranges is used instead of fixed transmission range. For reducing number of packet drop, a fuzzy logic inference scheme is used to insert different types of delays dynamically. A rule based system infers membership function strength which is used to calculate the final delay amount to be inserted into each of the node at different clusters. In braided path, a proposed 'Dual Line ACK Link'scheme is proposed for sending ACK signal from a damaged node or link to a parent node to ensure that any error in link or any node-failure message may not be lost anyway. This paper tries to design the theoretical aspects of a model which may be applied for collecting data from any large hanging iron structure with the help of wireless sensor network. But analyzing these data is the subject of material science and civil structural construction technology, that part is out of scope of this paper.

Keywords: Metallic corrosion, Multi Path Routing, DisjointMPR, Meshed MPR, braided path, dual line ACK link, route rankingand Fuzzy Logic.

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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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Authors: Lada-On Lertsuwanakul, Herwig Unger

Abstract:

This paper objects to extend Jon Kleinberg-s research. He introduced the structure of small-world in a grid and shows with a greedy algorithm using only local information able to find route between source and target in delivery time O(log2n). His fundamental model for distributed system uses a two-dimensional grid with longrange random links added between any two node u and v with a probability proportional to distance d(u,v)-2. We propose with an additional information of the long link nearby, we can find the shorter path. We apply the ant colony system as a messenger distributed their pheromone, the long-link details, in surrounding area. The subsequence forwarding decision has more option to move to, select among local neighbors or send to node has long link closer to its target. Our experiment results sustain our approach, the average routing time by Color Pheromone faster than greedy method.

Keywords: Routing algorithm, Small-World network, Ant Colony Optimization, and Peer-to-peer System.

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Authors: Fatema Akram, Mohammad Golam Rasul, Mohammad Masud Kamal Khan, Md. Sharif Imam Ibne Amir

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A variety of routing techniques are available to develop surface runoff hydrographs from rainfall. The selection of runoff routing method is very vital as it is directly related to the type of watershed and the required degree of accuracy. There are different modelling softwares available to explore the rainfall-runoff process in urban areas. XPSTORM, a link-node based, integrated stormwater modelling software, has been used in this study for developing surface runoff hydrograph for a Golf course area located in Rockhampton in Central Queensland in Australia. Four commonly used methods, namely SWMM runoff, Kinematic wave, Laurenson, and Time-Area are employed to generate runoff hydrograph for design storm of this study area. In runoff mode of XPSTORM, the rainfall, infiltration, evaporation and depression storage for subcatchments were simulated and the runoff from the subcatchment to collection node was calculated. The simulation results are presented, discussed and compared. The total surface runoff generated by SWMM runoff, Kinematic wave and Time-Area methods are found to be reasonably close, which indicates any of these methods can be used for developing runoff hydrograph of the study area. Laurenson method produces a comparatively less amount of surface runoff, however, it creates highest peak of surface runoff among all which may be suitable for hilly region. Although the Laurenson hydrograph technique is widely acceptable surface runoff routing technique in Queensland (Australia), extensive investigation is recommended with detailed topographic and hydrologic data in order to assess its suitability for use in the case study area.

Keywords: ARI, design storm, IFD, rainfall temporal pattern, routing techniques, surface runoff, XPSTORM.

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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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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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Authors: X. Mercilin Raajini, R. Raja Kumar, P. Indumathi, V. Praveen

Abstract:

Many cluster based routing protocols have been proposed in the field of wireless sensor networks, in which a group of nodes are formed as clusters. A cluster head is selected from one among those nodes based on residual energy, coverage area, number of hops and that cluster-head will perform data gathering from various sensor nodes and forwards aggregated data to the base station or to a relay node (another cluster-head), which will forward the packet along with its own data packet to the base station. Here a Game Theory based Diligent Energy Utilization Algorithm (GTDEA) for routing is proposed. In GTDEA, the cluster head selection is done with the help of game theory, a decision making process, that selects a cluster-head based on three parameters such as residual energy (RE), Received Signal Strength Index (RSSI) and Packet Reception Rate (PRR). Finding a feasible path to the destination with minimum utilization of available energy improves the network lifetime and is achieved by the proposed approach. In GTDEA, the packets are forwarded to the base station using inter-cluster routing technique, which will further forward it to the base station. Simulation results reveal that GTDEA improves the network performance in terms of throughput, lifetime, and power consumption.

Keywords: Cluster head, Energy utilization, Game Theory, LEACH, Sensor network.

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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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Authors: Oscar Javier Herrera Ochoa, Ivan Dario Romero Fonseca

Abstract:

This paper presents a design of a model for planning the distribution logistics operation. The significance of this work relies on the applicability of this fact to the analysis of small and medium enterprises (SMEs) of dry freight in Bogotá. Two stages constitute this implementation: the first one is the place where optimal planning is achieved through a hybrid model developed with mixed integer programming, which considers the transhipment operation based on a combined load allocation model as a classic transshipment model; the second one is the specific routing of that operation through the heuristics of Clark and Wright. As a result, an integral model is obtained to carry out the step by step planning of the distribution of dry freight for SMEs in Bogotá. In this manner, optimum assignments are established by utilizing transshipment centers with that purpose of determining the specific routing based on the shortest distance traveled.

Keywords: Transshipment model, mixed integer programming, saving algorithm, dry freight transportation.

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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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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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Authors: P. Shunmugapriya, S. Kanmani, P. Jude Fredieric, U. Vignesh, J. Reman Justin, K. Vivek

Abstract:

Vehicle Routing Problem (VRP) is a complex combinatorial optimization problem and it is quite difficult to find an optimal solution consisting of a set of routes for vehicles whose total cost is minimum. Evolutionary and swarm intelligent (SI) algorithms play a vital role in solving optimization problems. While the SI algorithms perform search, the diversity between the solutions they exploit is very important. This is because of the need to avoid early convergence and to get an appropriate balance between the exploration and exploitation. Therefore, it is important to check how far the solutions are diverse. In this paper, we measure the similarity between solutions, which ABC exploits while optimizing VRP. The similar solutions found are discarded at the end of the iteration and only unique solutions are passed on to the next iteration. The bees of discarded solutions become scouts and they start searching for new solutions. This process is continued and results show that the solution is optimized at lesser number of iterations but with the overhead of computing similarity in all the iterations. The problem instance from Solomon benchmarked dataset has been used for evaluating the presented methodology.

Keywords: ABC algorithm, vehicle routing problem, optimization, Jaccard’s similarity measure.

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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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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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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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