Search results for: Inverse fast Fourier transform (IFFT)
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1820

Search results for: Inverse fast Fourier transform (IFFT)

1700 Prediction of the Thermal Parameters of a High-Temperature Metallurgical Reactor Using Inverse Heat Transfer

Authors: Mohamed Hafid, Marcel Lacroix

Abstract:

This study presents an inverse analysis for predicting the thermal conductivities and the heat flux of a high-temperature metallurgical reactor simultaneously. Once these thermal parameters are predicted, the time-varying thickness of the protective phase-change bank that covers the inside surface of the brick walls of a metallurgical reactor can be calculated. The enthalpy method is used to solve the melting/solidification process of the protective bank. The inverse model rests on the Levenberg-Marquardt Method (LMM) combined with the Broyden method (BM). A statistical analysis for the thermal parameter estimation is carried out. The effect of the position of the temperature sensors, total number of measurements and measurement noise on the accuracy of inverse predictions is investigated. Recommendations are made concerning the location of temperature sensors.

Keywords: Inverse heat transfer, phase change, metallurgical reactor, Levenberg–Marquardt method, Broyden method, bank thickness.

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1699 Design of a 4-DOF Robot Manipulator with Optimized Algorithm for Inverse Kinematics

Authors: S. Gómez, G. Sánchez, J. Zarama, M. Castañeda Ramos, J. Escoto Alcántar, J. Torres, A. Núñez, S. Santana, F. Nájera, J. A. Lopez

Abstract:

This paper shows in detail the mathematical model of direct and inverse kinematics for a robot manipulator (welding type) with four degrees of freedom. Using the D-H parameters, screw theory, numerical, geometric and interpolation methods, the theoretical and practical values of the position of robot were determined using an optimized algorithm for inverse kinematics obtaining the values of the particular joints in order to determine the virtual paths in a relatively short time.

Keywords: Kinematics, degree of freedom, optimization, robot manipulator.

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1698 A Note on Toeplitz Matrices

Authors: Hsuan-Chu Li

Abstract:

In this note, we demonstrate explicit LU factorizations of Toeplitz matrices for some small sizes. Furthermore, we obtain the inverse of referred Toeplitz matrices by appling the above-mentioned results.

Keywords: Toeplitz matrices, LU factorization, inverse of amatrix.

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1697 A New Algorithm for Determining the Leading Coefficient of in the Parabolic Equation

Authors: Shiping Zhou, Minggen Cui

Abstract:

This paper investigates the inverse problem of determining the unknown time-dependent leading coefficient in the parabolic equation using the usual conditions of the direct problem and an additional condition. An algorithm is developed for solving numerically the inverse problem using the technique of space decomposition in a reproducing kernel space. The leading coefficients can be solved by a lower triangular linear system. Numerical experiments are presented to show the efficiency of the proposed methods.

Keywords: parabolic equations, coefficient inverse problem, reproducing kernel.

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1696 Loudspeaker Parameters Inverse Problem for Improving Sound Frequency Response Simulation

Authors: Y. T. Tsai, Jin H. Huang

Abstract:

The sound pressure level (SPL) of the moving-coil loudspeaker (MCL) is often simulated and analyzed using the lumped parameter model. However, the SPL of a MCL cannot be simulated precisely in the high frequency region, because the value of cone effective area is changed due to the geometry variation in different mode shapes, it is also related to affect the acoustic radiation mass and resistance. Herein, the paper presents the inverse method which has a high ability to measure the value of cone effective area in various frequency points, also can estimate the MCL electroacoustic parameters simultaneously. The proposed inverse method comprises the direct problem, adjoint problem, and sensitivity problem in collaboration with nonlinear conjugate gradient method. Estimated values from the inverse method are validated experimentally which compared with the measured SPL curve result. Results presented in this paper not only improve the accuracy of lumped parameter model but also provide the valuable information on loudspeaker cone design.

Keywords: Inverse problem, cone effective area, loudspeaker, nonlinear conjugate gradient method.

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1695 A Local Invariant Generalized Hough Transform Method for Integrated Circuit Visual Positioning

Authors: Fei Long Wei, Hua Yang, Hai Tao Zhang, Zhou Ping Yin

Abstract:

In this study, an local invariant generalized Houghtransform (LI-GHT) method is proposed for integrated circuit (IC) visual positioning. The original generalized Hough transform (GHT) is robust to external noise; however, it is not suitable for visual positioning of IC chips due to the four-dimensionality (4D) of parameter space which leads to the substantial storage requirement and high computational complexity. The proposed LI-GHT method can reduce the dimensionality of parameter space to 2D thanks to the rotational invariance of local invariant geometric feature and it can estimate the accuracy position and rotation angle of IC chips in real-time under noise and blur influence. The experiment results show that the proposed LI-GHT can estimate position and rotation angle of IC chips with high accuracy and fast speed. The proposed LI-GHT algorithm was implemented in IC visual positioning system of radio frequency identification (RFID) packaging equipment.

Keywords: Integrated Circuit Visual Positioning, Generalized Hough Transform, Local invariant Generalized Hough Transform, ICpacking equipment.

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1694 Sub-Image Detection Using Fast Neural Processors and Image Decomposition

Authors: Hazem M. El-Bakry, Qiangfu Zhao

Abstract:

In this paper, an approach to reduce the computation steps required by fast neural networksfor the searching process is presented. The principle ofdivide and conquer strategy is applied through imagedecomposition. Each image is divided into small in sizesub-images and then each one is tested separately usinga fast neural network. The operation of fast neuralnetworks based on applying cross correlation in thefrequency domain between the input image and theweights of the hidden neurons. Compared toconventional and fast neural networks, experimentalresults show that a speed up ratio is achieved whenapplying this technique to locate human facesautomatically in cluttered scenes. Furthermore, fasterface detection is obtained by using parallel processingtechniques to test the resulting sub-images at the sametime using the same number of fast neural networks. Incontrast to using only fast neural networks, the speed upratio is increased with the size of the input image whenusing fast neural networks and image decomposition.

Keywords: Fast Neural Networks, 2D-FFT, CrossCorrelation, Image decomposition, Parallel Processing.

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1693 Finite Element Dynamic Analysis of Composite Structure Cracks

Authors: Omid A. Zargar

Abstract:

Material damages dynamic analysis is difficult to deal with different material geometry and mechanism. In addition, it is difficult to measure the dynamic behavior of cracks, debond and delamination inside the material. Different simulation methods are developed in recent years for different physical features of mechanical systems like vibration and acoustic. Nonlinear fractures are analyzed and identified for different locations in this paper. The main idea of this work is to perform dynamic analysis on different types of materials (from normal homogeneous material to complex composite laminates). Technical factors like cracks, voids, interfaces and the damages’ locations are evaluated. In this project the modal analysis is performed on different types of materials. The results could be helpful in finding modal frequencies, natural frequencies, Time domain and fast Fourier transform (FFT) in industrial applications.

Keywords: Finite element method, dynamic analysis, vibration and acoustic, composite, crack, delamination.

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1692 Detection and Classification of Faults on Parallel Transmission Lines Using Wavelet Transform and Neural Network

Authors: V.S.Kale, S.R.Bhide, P.P.Bedekar, G.V.K.Mohan

Abstract:

The protection of parallel transmission lines has been a challenging task due to mutual coupling between the adjacent circuits of the line. This paper presents a novel scheme for detection and classification of faults on parallel transmission lines. The proposed approach uses combination of wavelet transform and neural network, to solve the problem. While wavelet transform is a powerful mathematical tool which can be employed as a fast and very effective means of analyzing power system transient signals, artificial neural network has a ability to classify non-linear relationship between measured signals by identifying different patterns of the associated signals. The proposed algorithm consists of time-frequency analysis of fault generated transients using wavelet transform, followed by pattern recognition using artificial neural network to identify the type of the fault. MATLAB/Simulink is used to generate fault signals and verify the correctness of the algorithm. The adaptive discrimination scheme is tested by simulating different types of fault and varying fault resistance, fault location and fault inception time, on a given power system model. The simulation results show that the proposed scheme for fault diagnosis is able to classify all the faults on the parallel transmission line rapidly and correctly.

Keywords: Artificial neural network, fault detection and classification, parallel transmission lines, wavelet transform.

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1691 The Inverse Eigenvalue Problem via Orthogonal Matrices

Authors: A. M. Nazari, B. Sepehrian, M. Jabari

Abstract:

In this paper we study the inverse eigenvalue problem for symmetric special matrices and introduce sufficient conditions for obtaining nonnegative matrices. We get the HROU algorithm from [1] and introduce some extension of this algorithm. If we have some eigenvectors and associated eigenvalues of a matrix, then by this extension we can find the symmetric matrix that its eigenvalue and eigenvectors are given. At last we study the special cases and get some remarkable results.

Keywords: Householder matrix, nonnegative matrix, Inverse eigenvalue problem.

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1690 Determination of Moisture Diffusivity of AACin Drying Phase using Genetic Algorithm

Authors: Jan Kočí, Jiří Maděra, Miloš Jerman, Robert Černý

Abstract:

The current practice of determination of moisture diffusivity of building materials under laboratory conditions is predominantly aimed at the absorption phase. The main reason is the simplicity of the inverse analysis of measured moisture profiles. However, the liquid moisture transport may exhibit significant hysteresis. Thus, the moisture diffusivity should be different in the absorption (wetting) and desorption (drying) phase. In order to bring computer simulations of hygrothermal performance of building materials closer to the reality, it is then necessary to find new methods for inverse analysis which could be used in the desorption phase as well. In this paper we present genetic algorithm as a possible method of solution of the inverse problem of moisture transport in desorption phase. Its application is demonstrated for AAC as a typical building material.

Keywords: autoclaved aerated concrete, desorption, genetic algorithm, inverse analysis

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1689 Efficient Secured Lossless Coding of Medical Images– Using Modified Runlength Coding for Character Representation

Authors: S. Annadurai, P. Geetha

Abstract:

Lossless compression schemes with secure transmission play a key role in telemedicine applications that helps in accurate diagnosis and research. Traditional cryptographic algorithms for data security are not fast enough to process vast amount of data. Hence a novel Secured lossless compression approach proposed in this paper is based on reversible integer wavelet transform, EZW algorithm, new modified runlength coding for character representation and selective bit scrambling. The use of the lifting scheme allows generating truly lossless integer-to-integer wavelet transforms. Images are compressed/decompressed by well-known EZW algorithm. The proposed modified runlength coding greatly improves the compression performance and also increases the security level. This work employs scrambling method which is fast, simple to implement and it provides security. Lossless compression ratios and distortion performance of this proposed method are found to be better than other lossless techniques.

Keywords: EZW algorithm, lifting scheme, losslesscompression, reversible integer wavelet transform, securetransmission, selective bit scrambling, modified runlength coding .

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1688 Image Enhancement of Medical Images using Gabor Filter Bank on Hexagonal Sampled Grids

Authors: Veni.S , K.A.Narayanankutty

Abstract:

For about two decades scientists have been developing techniques for enhancing the quality of medical images using Fourier transform, DWT (Discrete wavelet transform),PDE model etc., Gabor wavelet on hexagonal sampled grid of the images is proposed in this work. This method has optimal approximation theoretic performances, for a good quality image. The computational cost is considerably low when compared to similar processing in the rectangular domain. As X-ray images contain light scattered pixels, instead of unique sigma, the parameter sigma of 0.5 to 3 is found to satisfy most of the image interpolation requirements in terms of high Peak Signal-to-Noise Ratio (PSNR) , lower Mean Squared Error (MSE) and better image quality by adopting windowing technique.

Keywords: Hexagonal lattices, Gabor filter, Interpolation, imageprocessing.

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1687 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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1686 Enhanced Face Recognition with Daisy Descriptors Using 1BT Based Registration

Authors: Sevil Igit, Merve Meric, Sarp Erturk

Abstract:

In this paper, it is proposed to improve Daisy Descriptor based face recognition using a novel One-Bit Transform (1BT) based pre-registration approach. The 1BT based pre-registration procedure is fast and has low computational complexity. It is shown that the face recognition accuracy is improved with the proposed approach. The proposed approach can facilitate highly accurate face recognition using DAISY descriptor with simple matching and thereby facilitate a low-complexity approach.

Keywords: Face Recognition, Daisy Descriptor, One-Bit Transform, Image Registration.

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1685 Vibration Analysis of an Alstom Typhoon Gas Turbine Power Plant Related to Iran Oil Industry

Authors: Omid A. Zargar

Abstract:

Vibration analysis is the most important factor in preventive maintenance. Gas turbine vibration analysis is also one of the most challenging categories in most critical equipment monitoring systems. Utilities are heart of the process in big industrial plants like petrochemical zones. Vibration analysis methods and condition monitoring systems of this kind of equipment developed too much in recent years. On the other hand, too much operation condition consideration in this kind of equipment should be adjusted properly like inlet and outlet pressure and temperature for both turbine and compressor. In this paper the most important tools and hypothesis used for analyzing of gas turbine power plants discussed in details through a real case history related to an Alstom Typhoon gas turbine power plant in Iran oil industries. In addition, the basic principal of vibration behavior caused by mechanical unbalance in gas turbine rotor discussed in details.

Keywords: Vibration analysis, gas turbine, time wave form (TWF), fast Fourier transform (FFT), phase angle.

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1684 A Frequency Grouping Approach for Blind Deconvolution of Fairly Motionless Sources

Authors: E. S. Gower, T. Tsalaile, E. Rakgati, M. O. J. Hawksford

Abstract:

A frequency grouping approach for multi-channel instantaneous blind source separation (I-BSS) of convolutive mixtures is proposed for a lower net residual inter-symbol interference (ISI) and inter-channel interference (ICI) than the conventional short-time Fourier transform (STFT) approach. Starting in the time domain, STFTs are taken with overlapping windows to convert the convolutive mixing problem into frequency domain instantaneous mixing. Mixture samples at the same frequency but from different STFT windows are grouped together forming unique frequency groups. The individual frequency group vectors are input to the I-BSS algorithm of choice, from which the output samples are dispersed back to their respective STFT windows. After applying the inverse STFT, the resulting time domain signals are used to construct the complete source estimates via the weighted overlap-add method (WOLA). The proposed algorithm is tested for source deconvolution given two mixtures, and simulated along with the STFT approach to illustrate its superiority for fairly motionless sources.

Keywords: Blind source separation, short-time Fouriertransform, weighted overlap-add method

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1683 A New Method for Computing the Inverse Ideal in a Coordinate Ring

Authors: Abdolali Basiri

Abstract:

In this paper we present an efficient method for inverting an ideal in the ideal class group of a Cab curve by extending the method which is presented in [3]. More precisely we introduce a useful generator for the inverse ideal as a K[X]-module.

Keywords: Cab Curves, Ideal Class Group

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1682 Study of Heat Transfer in the Absorber Plates of a Flat-Plate Solar Collector Using Dual-Phase-Lag Model

Authors: Yu-Ching Yang, Haw-Long Lee, Win-Jin Chang

Abstract:

The present work numerically analyzes the transient heat transfer in the absorber plates of a flat-plate solar collector based on the dual-phase-lag (DPL) heat conduction model. An efficient numerical scheme involving the hybrid application of the Laplace transform and control volume methods is used to solve the linear hyperbolic heat conduction equation. This work also examines the effect of different medium parameters on the behavior of heat transfer. Results show that, while the heat-flux phase lag induces thermal waves in the medium, the temperature-gradient phase lag smoothens the thermal waves by promoting non-Fourier diffusion-like conduction into the medium.

Keywords: Absorber plates, dual-phase-lag, non-Fourier, solar collector.

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1681 A Robust Hybrid Blind Digital Image Watermarking System Using Discrete Wavelet Transform and Contourlet Transform

Authors: Nidal F. Shilbayeh, Belal AbuHaija, Zainab N. Al-Qudsy

Abstract:

In this paper, a hybrid blind digital watermarking system using Discrete Wavelet Transform (DWT) and Contourlet Transform (CT) has been implemented and tested. The implemented combined digital watermarking system has been tested against five common types of image attacks. The performance evaluation shows improved results in terms of imperceptibility, robustness, and high tolerance against these attacks; accordingly, the system is very effective and applicable.

Keywords: DWT, contourlet transform, digital image watermarking, copyright protection, geometric attack.

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1680 Vibration, Lubrication and Machinery Consideration for a Mixer Gearbox Related to Iran Oil Industries

Authors: Omid A. Zargar

Abstract:

In this paper, some common gearboxes vibration analysis methods and condition monitoring systems are explained. In addition, an experimental gearbox vibration analysis is discussed through a critical case history for a mixer gearbox related to Iran oil industry. The case history also consists of gear manufacturing (machining) recommendations, lubrication condition of gearbox and machinery maintenance activities that caused reduction in noise and vibration of the gearbox. Besides some of the recent patents and innovations in gearboxes, lubrication and vibration monitoring systems explained. Finally micro pitting and surface fatigue in pinion and bevel of mentioned horizontal to vertical gearbox discussed in details.

Keywords: Gear box, condition monitoring, time wave form (TWF), fast Fourier transform (FFT), gear mesh frequency (GMF), Shock Pulse measurement (SPM), bearing condition unit (BCU), pinion, bevel gear, micro pitting, surface fatigue.

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1679 Enhancement of Low Contrast Satellite Images using Discrete Cosine Transform and Singular Value Decomposition

Authors: A. K. Bhandari, A. Kumar, P. K. Padhy

Abstract:

In this paper, a novel contrast enhancement technique for contrast enhancement of a low-contrast satellite image has been proposed based on the singular value decomposition (SVD) and discrete cosine transform (DCT). The singular value matrix represents the intensity information of the given image and any change on the singular values change the intensity of the input image. The proposed technique converts the image into the SVD-DCT domain and after normalizing the singular value matrix; the enhanced image is reconstructed by using inverse DCT. The visual and quantitative results suggest that the proposed SVD-DCT method clearly shows the increased efficiency and flexibility of the proposed method over the exiting methods such as Linear Contrast Stretching technique, GHE technique, DWT-SVD technique, DWT technique, Decorrelation Stretching technique, Gamma Correction method based techniques.

Keywords: Singular Value Decomposition (SVD), discretecosine transforms (DCT), image equalization and satellite imagecontrast enhancement.

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1678 Texture Feature Extraction using Slant-Hadamard Transform

Authors: M. J. Nassiri, A. Vafaei, A. Monadjemi

Abstract:

Random and natural textures classification is still one of the biggest challenges in the field of image processing and pattern recognition. In this paper, texture feature extraction using Slant Hadamard Transform was studied and compared to other signal processing-based texture classification schemes. A parametric SHT was also introduced and employed for natural textures feature extraction. We showed that a subtly modified parametric SHT can outperform ordinary Walsh-Hadamard transform and discrete cosine transform. Experiments were carried out on a subset of Vistex random natural texture images using a kNN classifier.

Keywords: Texture Analysis, Slant Transform, Hadamard, DCT.

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1677 Model-Based Control for Piezoelectric-Actuated Systems Using Inverse Prandtl-Ishlinskii Model and Particle Swarm Optimization

Authors: Jin-Wei Liang, Hung-Yi Chen, Lung Lin

Abstract:

In this paper feedforward controller is designed to eliminate nonlinear hysteresis behaviors of a piezoelectric stack actuator (PSA) driven system. The control design is based on inverse Prandtl-Ishlinskii (P-I) hysteresis model identified using particle swarm optimization (PSO) technique. Based on the identified P-I model, both the inverse P-I hysteresis model and feedforward controller can be determined. Experimental results obtained using the inverse P-I feedforward control are compared with their counterparts using hysteresis estimates obtained from the identified Bouc-Wen model. Effectiveness of the proposed feedforward control scheme is demonstrated. To improve control performance feedback compensation using traditional PID scheme is adopted to integrate with the feedforward controller. 

Keywords: The Bouc-Wen hysteresis model, Particle swarm optimization, Prandtl-Ishlinskii model.

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1676 PM10 Chemical Characteristics in a Background Site at the Universidad Libre Bogotá

Authors: Laura X. Martinez, Andrés F. Rodríguez, Ruth A. Catacoli

Abstract:

One of the most important factors for air pollution is that the concentrations of PM10 maintain a constant trend, with the exception of some places where that frequently surpasses the allowed ranges established by Colombian legislation. The community that surrounds the Universidad Libre Bogotá is inhabited by a considerable number of students and workers, all of whom are possibly being exposed to PM10 for long periods of time while on campus. Thus, the chemical characterization of PM10 found in the ambient air at the Universidad Libre Bogotá was identified as a problem. A Hi-Vol sampler and EPA Test Method 5 were used to determine if the quality of air is adequate for the human respiratory system. Additionally, quartz fiber filters were utilized during sampling. Samples were taken three days a week during a dry period throughout the months of November and December 2015. The gravimetric analysis method was used to determine PM10 concentrations. The chemical characterization includes non-conventional carcinogenic pollutants. Atomic absorption spectrophotometry (AAS) was used for the determination of metals and VOCs were analyzed using the FTIR (Fourier transform infrared spectroscopy) method. In this way, concentrations of PM10, ranging from values of 13 µg/m3 to 66 µg/m3, were obtained; these values were below standard conditions. This evidence concludes that the PM10 concentrations during an exposure period of 24 hours are lower than the values established by Colombian law, Resolution 610 of 2010; however, when comparing these with the limits set by the World Health Organization (WHO), these concentrations could possibly exceed permissible levels.

Keywords: Air quality, atomic absorption spectrophotometry, Fourier transform infrared spectroscopy, particulate matter.

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1675 Detection and Classification of Power Quality Disturbances Using S-Transform and Wavelet Algorithm

Authors: Mohamed E. Salem Abozaed

Abstract:

Detection and classification of power quality (PQ) disturbances is an important consideration to electrical utilities and many industrial customers so that diagnosis and mitigation of such disturbance can be implemented quickly. S-transform algorithm and continuous wavelet transforms (CWT) are time-frequency algorithms, and both of them are powerful in detection and classification of PQ disturbances. This paper presents detection and classification of PQ disturbances using S-transform and CWT algorithms. The results of detection and classification, provides that S-transform is more accurate in detection and classification for most PQ disturbance than CWT algorithm, where as CWT algorithm more powerful in detection in some disturbances like notching

Keywords: CWT, Disturbances classification, Disturbances detection, Power quality, S-transform.

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1674 Statistical Analysis for Overdispersed Medical Count Data

Authors: Y. N. Phang, E. F. Loh

Abstract:

Many researchers have suggested the use of zero inflated Poisson (ZIP) and zero inflated negative binomial (ZINB) models in modeling overdispersed medical count data with extra variations caused by extra zeros and unobserved heterogeneity. The studies indicate that ZIP and ZINB always provide better fit than using the normal Poisson and negative binomial models in modeling overdispersed medical count data. In this study, we proposed the use of Zero Inflated Inverse Trinomial (ZIIT), Zero Inflated Poisson Inverse Gaussian (ZIPIG) and zero inflated strict arcsine models in modeling overdispered medical count data. These proposed models are not widely used by many researchers especially in the medical field. The results show that these three suggested models can serve as alternative models in modeling overdispersed medical count data. This is supported by the application of these suggested models to a real life medical data set. Inverse trinomial, Poisson inverse Gaussian and strict arcsine are discrete distributions with cubic variance function of mean. Therefore, ZIIT, ZIPIG and ZISA are able to accommodate data with excess zeros and very heavy tailed. They are recommended to be used in modeling overdispersed medical count data when ZIP and ZINB are inadequate.

Keywords: Zero inflated, inverse trinomial distribution, Poisson inverse Gaussian distribution, strict arcsine distribution, Pearson’s goodness of fit.

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1673 Frequency Transformation with Pascal Matrix Equations

Authors: Phuoc Si Nguyen

Abstract:

Frequency transformation with Pascal matrix equations is a method for transforming an electronic filter (analogue or digital) into another filter. The technique is based on frequency transformation in the s-domain, bilinear z-transform with pre-warping frequency, inverse bilinear transformation and a very useful application of the Pascal’s triangle that simplifies computing and enables calculation by hand when transforming from one filter to another. This paper will introduce two methods to transform a filter into a digital filter: frequency transformation from the s-domain into the z-domain; and frequency transformation in the z-domain. Further, two Pascal matrix equations are derived: an analogue to digital filter Pascal matrix equation and a digital to digital filter Pascal matrix equation. These are used to design a desired digital filter from a given filter.

Keywords: Frequency transformation, Bilinear z-transformation, Pre-warping frequency, Digital filters, Analog filters, Pascal’s triangle.

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1672 Robust Numerical Scheme for Pricing American Options under Jump Diffusion Models

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.

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1671 Iterative Methods for An Inverse Problem

Authors: Minghui Wang, Shanrui Hu

Abstract:

An inverse problem of doubly center matrices is discussed. By translating the constrained problem into unconstrained problem, two iterative methods are proposed. A numerical example illustrate our algorithms.

Keywords: doubly center matrix, electric network theory, iterative methods, least-square problem.

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