Search results for: Output variance

Authors: Kalu Ram Meena, Aditi Kar Gangopadhyay, Satrajit Mandal

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Two normal populations with different means and same variance are considered, where the variance is known. The population with the smaller sample mean is selected. Various estimators are constructed for the mean of the selected normal population. Finally, they are compared with respect to the bias and MSE risks by the mehod of Monte-Carlo simulation and their performances are analysed with the help of graphs.

Keywords: Estimation after selection, Brewster-Zidek technique.

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Authors: Larisa N. Pop, Irina M. Ban

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This paper aims to present the main instruments used in the economic literature for measuring the price risk, pointing out on the advantages brought by the conditional variance in this respect. The theoretical approach will be exemplified by elaborating an EGARCH model for the price returns of wheat, both on Romanian and on international market. To our knowledge, no previous empirical research, either on price risk measurement for the Romanian markets or studies that use the ARIMA-EGARCH methodology, have been conducted. After estimating the corresponding models, the paper will compare the estimated conditional variance on the two markets.

Keywords: conditional variance, GARCH models, price risk, volatility

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Authors: Renbin Dai, Rana Arslan Ali Khan

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The design of Class A and Class AB 2-stage X band Power Amplifier is described in this report. This power amplifier is part of a transceiver used in radar for monitoring iron characteristics in a blast furnace. The circuit was designed using foundry WIN Semiconductors. The specification requires 15dB gain in the linear region, VSWR nearly 1 at input as well as at the output, an output power of 10 dBm and good stable performance in the band 10.9-12.2 GHz. The design was implemented by using inter-stage configuration, the Class A amplifier was chosen for driver stage i.e. the first amplifier focusing on the gain and the output amplifier conducted at Class AB with more emphasis on output power.

Keywords: Power amplifier, Class AB, Class A, MMIC, 2-stage, X band.

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Authors: Abdelwahed Echchatbi, Adil Rizki, Ali Haddi, Nabil Mrani, Noureddine Elalami

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In this note, the robust static output feedback stabilisation of an induction machine is addressed. The machine is described by a non homogenous bilinear model with structural uncertainties, and the feedback gain is computed via an iterative LMI (ILMI) algorithm.

Keywords: Induction machine, Static output feedback, robust stabilisation.

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

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This paper presents a new adaptive DMC controller that improves the controller performance in case of plant-model mismatch. The new controller monitors the plant measured output, compares it with the model output and calculates weights applied to the controller move. Simulations show that the new controller can help improve control performance and avoid instability in case of severe model mismatches.

Keywords: Adaptive control, dynamic matrix control, DMC, model predictive control

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Authors: Jaebum Park, Vladimir M. Zatsiorsky

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The performance results of the athletes competed in the 1988-2008 Olympic Games were analyzed (n = 166). The data were obtained from the IAAF official protocols. In the principal component analysis, the first three principal components explained 70% of the total variance. In the 1st principal component (with 43.1% of total variance explained) the largest factor loadings were for 100m (0.89), 400m (0.81), 110m hurdle run (0.76), and long jump (–0.72). This factor can be interpreted as the 'sprinting performance'. The loadings on the 2nd factor (15.3% of the total variance) presented a counter-intuitive throwing-jumping combination: the highest loadings were for throwing events (javelin throwing 0.76; shot put 0.74; and discus throwing 0.73) and also for jumping events (high jump 0.62; pole vaulting 0.58). On the 3rd factor (11.6% of total variance), the largest loading was for 1500 m running (0.88); all other loadings were below 0.4.

Keywords: Decathlon, principal component analysis, Olympic Games, multivariate statistical analysis.

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Authors: Mohammad Hadi Zohdi, Mohamad Reza Dalvand, Maryam Zohdi

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In this research relationship between to be smooth the interest and output of accepted companies stock at negotiable paper exchange of Tehran is studied. Static community capacity included 363 companies member of negotiable paper exchange of Tehran that 54 companies were, by considering research limitation, selected from 2004 to 2009. Needed data for model test in librarian method was chosen from RAH AVARDE NOVIN informative banks, TADBIR and collecting needed data was selected from Tehran negotiable paper exchange archive. Given results show that in spite of belief among people based on companies have more smooth interest have more output, but resulted outcomes of test-done reveals that there is no relation between smooth interest and stock output.

Keywords: Smooth interest, interest fluctuation, interest level, output average, cost capital

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Authors: Farhad Asadi, S. Hossein Sadati

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Bayesian approach can be used for parameter identification and extraction in state space models and its ability for analyzing sequence of data in dynamical system is proved in different literatures. In this paper, adaptive Kalman filter with Bayesian approach for identification of variances in measurement parameter noise is developed. Next, it is applied for estimation of the dynamical state and measurement data in discrete linear dynamical system. This algorithm at each step time estimates noise variance in measurement noise and state of system with Kalman filter. Next, approximation is designed at each step separately and consequently sufficient statistics of the state and noise variances are computed with a fixed-point iteration of an adaptive Kalman filter. Different simulations are applied for showing the influence of noise variance in measurement data on algorithm. Firstly, the effect of noise variance and its distribution on detection and identification performance is simulated in Kalman filter without Bayesian formulation. Then, simulation is applied to adaptive Kalman filter with the ability of noise variance tracking in measurement data. In these simulations, the influence of noise distribution of measurement data in each step is estimated, and true variance of data is obtained by algorithm and is compared in different scenarios. Afterwards, one typical modeling of nonlinear state space model with inducing noise measurement is simulated by this approach. Finally, the performance and the important limitations of this algorithm in these simulations are explained. 

Keywords: adaptive filtering, Bayesian approach Kalman filtering approach, variance tracking

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Authors: J. Cheeneebash, V. Beeharry, A. Gopaul

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The aim of this paper is to express the input-output matrix as a linear ordering problem which is classified as an NP-hard problem. We then use a Tabu search algorithm to find the best permutation among sectors in the input-output matrix that will give an optimal solution. This optimal permutation can be useful in designing policies and strategies for economists and government in their goal of maximizing the gross domestic product.

Keywords: Input-Output matrix, linear ordering problem, Tabusearch.

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Authors: Nora Taghavi, Ali Sadr

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System identification is the process of creating models of dynamic process from input- output signals. The aim of system identification can be identified as “ to find a model with adjustable parameters and then to adjust them so that the predicted output matches the measured output". This paper presents a method of modeling and simulating with system identification to achieve the maximum fitness for transformation function. First by using optimized KLM equivalent circuit for PVDF piezoelectric transducer and assuming different inputs including: sinuside, step and sum of sinusides, get the outputs, then by using system identification toolbox in MATLAB, we estimate the transformation function from inputs and outputs resulted in last program. Then compare the fitness of transformation function resulted from using ARX,OE(Output- Error) and BJ(Box-Jenkins) models in system identification toolbox and primary transformation function form KLM equivalent circuit.

Keywords: PVDF modeling, ARX, BJ(Box-Jenkins), OE(Output-Error), System Identification.

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Authors: Ghada Karaki

Abstract:

The bridge vibration due to traffic loading has been a subject of extensive research during the last decades. A number of these studies are concerned with the effects of the unevenness of roadways on the dynamic responses of highway bridges. The road unevenness is often described as a random process that constitutes of different wavelengths. Thus, the study focuses on examining the effects of the random description of roadways on the dynamic response and its variance. A new setting of variance based sensitivity analysis is proposed and used to identify and quantify the contributions of the roadway-s wavelengths to the variance of the dynamic response. Furthermore, the effect of the vehicle-s speed on the dynamic response is studied.

Keywords: vehicle bridge interaction, sensitivity analysis, road unevenness, random processes, critical speeds

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Authors: H. El Khattabi, A. Tamtaoui, D. Aboutajdine

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In this paper, we present the video quality measure estimation via a neural network. This latter predicts MOS (mean opinion score) by providing height parameters extracted from original and coded videos. The eight parameters that are used are: the average of DFT differences, the standard deviation of DFT differences, the average of DCT differences, the standard deviation of DCT differences, the variance of energy of color, the luminance Y, the chrominance U and the chrominance V. We chose Euclidean Distance to make comparison between the calculated and estimated output.

Keywords: video, neural network MLP, subjective quality, DCT, DFT, Retropropagation

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Authors: Farhad Kolahan, Mehdi Heidari

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Gas Metal Arc Welding (GMAW) processes is an important joining process widely used in metal fabrication industries. This paper addresses modeling and optimization of this technique using a set of experimental data and regression analysis. The set of experimental data has been used to assess the influence of GMAW process parameters in weld bead geometry. The process variables considered here include voltage (V); wire feed rate (F); torch Angle (A); welding speed (S) and nozzle-to-plate distance (D). The process output characteristics include weld bead height, width and penetration. The Taguchi method and regression modeling are used in order to establish the relationships between input and output parameters. The adequacy of the model is evaluated using analysis of variance (ANOVA) technique. In the next stage, the proposed model is embedded into a Simulated Annealing (SA) algorithm to optimize the GMAW process parameters. The objective is to determine a suitable set of process parameters that can produce desired bead geometry, considering the ranges of the process parameters. Computational results prove the effectiveness of the proposed model and optimization procedure.

Keywords: Weld Bead Geometry, GMAW welding, Processparameters Optimization, Modeling, SA algorithm

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Authors: T. Mokhele, O. Mutanga, F. Ahmed

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South Africa is one of the few countries that have stopped using the same Enumeration Areas (EAs) for census enumeration and dissemination. The advantage of this change is that confidentiality issue could be addressed for census dissemination as the design of geographic unit for collection is mainly to ensure that this unit is covered by one enumerator. The objective of this paper was to evaluate the performance of automated zone design output areas against non-zone design developed geographies using the 2001 census data, and 2011 census to some extent, as the main input. The comparison of the Automated Zone-design Tool (AZTool) census output areas with the Small Area Layers (SALs) and SubPlaces based on confidentiality limit, population distribution, and degree of homogeneity, as well as shape compactness, was undertaken. Further, SPSS was employed for validation of the AZTool output results. The results showed that AZTool developed output areas out-perform the existing official SAL and SubPlaces with regard to minimum population threshold, population distribution and to some extent to homogeneity. Therefore, it was concluded that AZTool program provides a new alternative to the creation of optimised census output areas for dissemination of population census data in South Africa.

Keywords: AZTool, enumeration areas, small areal layers, South Africa.

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Authors: F. Rahmani, F. Razaghian, A. R. Kashaninia

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This article proposes a new method for application in communication circuit systems that increase efficiency, PAE, output power and gain in the circuit. The proposed method is based on a combination of switching class-E and class-J and has been termed class-EJ. This method was investigated using both theory and simulation to confirm ∼72% PAE and output power of >39dBm. The combination and design of the proposed power amplifier accrues gain of over 15dB in the 2.9 to 3.5GHz frequency bandwidth. This circuit was designed using MOSFET and high power transistors. The loadand source-pull method achieved the best input and output networks using lumped elements. The proposed technique was investigated for fundamental and second harmonics having desirable amplitudes for the output signal.

Keywords: Power Amplifier (PA), GaN HEMT, Class-J and Class-E, High Efficiency.

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Authors: Autcha Araveeporn

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This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20.

Keywords: Bayes method, Markov Chain Monte Carlo method, Maximum Likelihood method, normal distribution.

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Authors: Dae-Hee Son, Soon-Ryul Nam

Abstract:

The power system frequency falls when disturbance such as rapid increase of system load or loss of a generating unit occurs in power systems. Especially, increase in the number of renewable generating units has a bad influence on the power system because of loss of generating unit depending on the circumstance. Conventional technologies use frequency droop control battery output for the frequency regulation and balance between supply and demand. If power is supplied using the fast output characteristic of the battery, power system stability can be further more improved. To improve the power system stability, we propose battery output control using ROCOF (Rate of Change of Frequency) in this paper. The bigger the power difference between the supply and the demand, the bigger the ROCOF drops. Battery output is controlled proportionally to the magnitude of the ROCOF, allowing for faster response to power imbalances. To simulate the control method of battery output system, we develop the user defined model using PSS/E and confirm that power system stability is improved by comparing with frequency droop control.

Keywords: PSS/E user defined model, power deviation, frequency droop control, ROCOF, rate of change of frequency.

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Authors: M.V Rajesh, Archana R, A Unnikrishnan, R Gopikakumari, Jeevamma Jacob

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The System Identification problem looks for a suitably parameterized model, representing a given process. The parameters of the model are adjusted to optimize a performance function based on error between the given process output and identified process output. The linear system identification field is well established with many classical approaches whereas most of those methods cannot be applied for nonlinear systems. The problem becomes tougher if the system is completely unknown with only the output time series is available. It has been reported that the capability of Artificial Neural Network to approximate all linear and nonlinear input-output maps makes it predominantly suitable for the identification of nonlinear systems, where only the output time series is available. [1][2][4][5]. The work reported here is an attempt to implement few of the well known algorithms in the context of modeling of nonlinear systems, and to make a performance comparison to establish the relative merits and demerits.

Keywords: Multilayer neural networks, Radial Basis Functions, Clustering algorithm, Back Propagation training, Extended Kalmanfiltering, Mean Square Error, Nonlinear Modeling, Cramer RaoLower Bound.

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Authors: Farhad Kolahan, A. Hamid Khajavi

Abstract:

Abrasive waterjet is a novel machining process capable of processing wide range of hard-to-machine materials. This research addresses modeling and optimization of the process parameters for this machining technique. To model the process a set of experimental data has been used to evaluate the effects of various parameter settings in cutting 6063-T6 aluminum alloy. The process variables considered here include nozzle diameter, jet traverse rate, jet pressure and abrasive flow rate. Depth of cut, as one of the most important output characteristics, has been evaluated based on different parameter settings. The Taguchi method and regression modeling are used in order to establish the relationships between input and output parameters. The adequacy of the model is evaluated using analysis of variance (ANOVA) technique. The pairwise effects of process parameters settings on process response outputs are also shown graphically. The proposed model is then embedded into a Simulated Annealing algorithm to optimize the process parameters. The optimization is carried out for any desired values of depth of cut. The objective is to determine proper levels of process parameters in order to obtain a certain level of depth of cut. Computational results demonstrate that the proposed solution procedure is quite effective in solving such multi-variable problems.

Keywords: AWJ cutting, Mathematical modeling, Simulated Annealing, Optimization

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Authors: Sa-aat Niwitpong, Rada Somkhuean, Suparat Niwitpong

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This paper presents the generalized p-values for testing the Behrens-Fisher problem when one variance is unknown. We also derive a closed form expression of the upper bound of the proposed generalized p-value.

Keywords: Generalized p-value, hypothesis testing, upper bound.

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Authors: Reza Faghih Mirzaee, Mohammad Hossein Moaiyeri, Keivan Navi

Abstract:

In this paper we present two novel 1-bit full adder cells in dynamic logic style. NP-CMOS (Zipper) and Multi-Output structures are used to design the adder blocks. Characteristic of dynamic logic leads to higher speeds than the other standard static full adder cells. Using HSpice and 0.18┬Ám CMOS technology exhibits a significant decrease in the cell delay which can result in a considerable reduction in the power-delay product (PDP). The PDP of Multi-Output design at 1.8v power supply is around 0.15 femto joule that is 5% lower than conventional dynamic full adder cell and at least 21% lower than other static full adders.

Keywords: Bridge Style, Dynamic Logic, Full Adder, HighSpeed, Multi Output, NP-CMOS, Zipper.

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Authors: Magdy B. Eteiba, Wael Ismael Wahba, Shimaa Barakat

Abstract:

This paper presents a fault identification, classification and fault location estimation method based on Discrete Wavelet Transform and Adaptive Network Fuzzy Inference System (ANFIS) for medium voltage cable in the distribution system.

Different faults and locations are simulated by ATP/EMTP, and then certain selected features of the wavelet transformed signals are used as an input for a training process on the ANFIS. Then an accurate fault classifier and locator algorithm was designed, trained and tested using current samples only. The results obtained from ANFIS output were compared with the real output. From the results, it was found that the percentage error between ANFIS output and real output is less than three percent. Hence, it can be concluded that the proposed technique is able to offer high accuracy in both of the fault classification and fault location.

Keywords: ANFIS, Fault location, Underground Cable, Wavelet Transform.

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Authors: K. Busko

Abstract:

The aim of the study was to follow changes of powervelocity relationship in female volleyball players during an annual training cycle. The study was conducted on eleven female volleyball players: age 21.6±1.7 years, body height 177.9±4.7 cm, body mass 71.3±6.6 kg and training experience 8.6±3.3 years. Power–velocity relationship was determined from five maximal 10-second cycloergometer efforts with external loads equal: 2.5, 5.0, 7.5, 10.0 and 12.5% of body weight (BW) before (I) and after (II) the preparatory period, after the first (III) and second (IV) competitive season. The maximal power output increased from 9.30±0.85 W•kg–1 (I) to 9.50±0.96 W•kg–1 (II), 9.77±0.96 W•kg–1 (III) and 9.95±1.13 W•kg–1 (IV, p<0,05). The power output at the load of 2.5, 5.0, 7.5, 10.0% BW were statistically significant increased after the first and second competitive season. Power output at load of 12.5% BW was insignificant increased.

Keywords: Female, Force-velocity relationship, Power output, Volleyball

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Authors: Ruediger Schmidt, Thang Duy Vu

Abstract:

Two geometrically nonlinear plate theories, based either on first- or third-order transverse shear deformation theory are used for finite element modeling and simulation of the transient response of smart structures incorporating piezoelectric layers. In particular the time histories of nonlinear vibrations and sensor voltage output of a thin beam with a piezoelectric patch bonded to the surface due to an applied step force are studied.

Keywords: Nonlinear vibrations, piezoelectric patches, sensor voltage output, smart structures.

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Authors: Amir Rastegarnia, Mohammad Ali Tinati, Azam Khalili

Abstract:

In this paper we consider the issue of distributed adaptive estimation over sensor networks. To deal with more realistic scenario, different variance for observation noise is assumed for sensors in the network. To solve the problem of different variance of observation noise, the proposed method is divided into two phases: I) Estimating each sensor-s observation noise variance and II) using the estimated variances to obtain the desired parameter. Our proposed algorithm is based on a diffusion least mean square (LMS) implementation with linear combiner model. In the proposed algorithm, the step-size parameter the coefficients of linear combiner are adjusted according to estimated observation noise variances. As the simulation results show, the proposed algorithm considerably improves the diffusion LMS algorithm given in literature.

Keywords: Adaptive filter, distributed estimation, sensor network, diffusion.

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Authors: Suparat Niwitpong

Abstract:

Motivated by the recent work of Herbert, Hayen, Macaskill and Walter [Interval estimation for the difference of two independent variances. Communications in Statistics, Simulation and Computation, 40: 744-758, 2011.], we investigate, in this paper, new confidence intervals for the difference between two normal population variances based on the generalized confidence interval of Weerahandi [Generalized Confidence Intervals. Journal of the American Statistical Association, 88(423): 899-905, 1993.] and the closed form method of variance estimation of Zou, Huo and Taleban [Simple confidence intervals for lognormal means and their differences with environmental applications. Environmetrics 20: 172-180, 2009]. Monte Carlo simulation results indicate that our proposed confidence intervals give a better coverage probability than that of the existing confidence interval. Also two new confidence intervals perform similarly based on their coverage probabilities and their average length widths.

Keywords: Confidence interval, generalized confidence interval, the closed form method of variance estimation, variance.

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Authors: Bright O. Osu, Edikan E. Akpanibah, Chidinma Olunkwa

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In this paper, mean-variance optimization of portfolios with the return of premium clauses in a defined contribution (DC) pension plan with multiple contributors under constant elasticity of variance (CEV) model is studied. The return clauses which permit death members to claim their accumulated wealth are considered, the remaining wealth is not equally distributed by the remaining members as in literature. We assume that before investment, the surplus which includes funds of members who died after retirement adds to the total wealth. Next, we consider investments in a risk-free asset and a risky asset to meet up the expected returns of the remaining members and obtain an optimized problem with the help of extended Hamilton Jacobi Bellman equation. We obtained the optimal investment strategies for the two assets and the efficient frontier of the members by using a stochastic optimal control technique. Furthermore, we studied the effect of the various parameters of the optimal investment strategies and the effect of the risk-averse level on the efficient frontier. We observed that the optimal investment strategy is the same as in literature, secondly, we observed that the surplus decreases the proportion of the wealth invested in the risky asset.

Keywords: DC pension fund, Hamilton Jacobi Bellman equation, optimal investment strategies, stochastic optimal control technique, return of premiums clauses, mean-variance utility.

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Authors: Ahmad Zahran, Ahmed Herzallah, Ahmad Ahmad, Mahran Quraan

Abstract:

Generation of high DC voltages is necessary for testing the insulation material of high voltage AC transmission lines with long lengths. The harmonic and ripple contents of the output DC voltage supplied by high voltage DC circuits require the use of costly capacitors to smooth the output voltage after rectification. This paper proposes a new modular multiplier high voltage DC generator with embedded Cockcroft-Walton circuits that achieve a negligible harmonic and ripple contents of the output DC voltage without the need for costly filters to produce a nearly constant output voltage. In this new topology, Cockcroft-Walton modules are connected in series to produce a high DC output voltage. The modules are supplied by low input AC voltage sources that have the same magnitude and frequency and shifted from each other by a certain angle to eliminate the harmonics from the output voltage. The small ripple factor is provided by the smoothing column capacitors and the phase shifted input voltages of the cascaded modules. The constituent harmonics within each module are determined using Fourier analysis. The viability of the proposed DC generator for testing purposes and the effectiveness of the cascaded connection are confirmed by numerical simulations using MATLAB/Simulink.

Keywords: Cockcroft-Walton circuit, Harmonics, Ripple factor, HVDC generator.

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Authors: Syed Zohaib Javaid Zaidi, W. Iqbal

Abstract:

The industrial automation is dependent upon pneumatic control systems. The industrial units are now controlled with digital control systems to tackle the process variables like Temperature, Pressure, Flow rates and Composition.

This research work produces an evaluation of the response time fluctuations for proportional mode, proportional integral and proportional integral derivative modes of automated chemical process control. The controller output is measured for different values of gain with respect to time in three modes (P, PI and PID). In case of P-mode for different values of gain the controller output has negligible change. When the controller output of PI-mode is checked for constant gain, it can be seen that by decreasing the integral time the controller output has showed more fluctuations. The PID mode results have found to be more interesting in a way that when rate minute has changed, the controller output has also showed fluctuations with respect to time.  The controller output for integral mode and derivative mode are observed with lesser steady state error, minimum offset and larger response time to control the process variable.   The tuning parameters in case of P-mode are only steady state gain with greater errors with respect to controller output. The integral mode showed controller outputs with intermediate responses during integral gain (ki).  By increasing the rate minute the derivative gain (kd) also increased which showed the controlled oscillations in case of PID mode and lesser overshoot.

Keywords: Controller Output, P, PI &PID modes, Steady state gain.

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Authors: Gaoyong Luo

Abstract:

The approach based on the wavelet transform has been widely used for image denoising due to its multi-resolution nature, its ability to produce high levels of noise reduction and the low level of distortion introduced. However, by removing noise, high frequency components belonging to edges are also removed, which leads to blurring the signal features. This paper proposes a new method of image noise reduction based on local variance and edge analysis. The analysis is performed by dividing an image into 32 x 32 pixel blocks, and transforming the data into wavelet domain. Fast lifting wavelet spatial-frequency decomposition and reconstruction is developed with the advantages of being computationally efficient and boundary effects minimized. The adaptive thresholding by local variance estimation and edge strength measurement can effectively reduce image noise while preserve the features of the original image corresponding to the boundaries of the objects. Experimental results demonstrate that the method performs well for images contaminated by natural and artificial noise, and is suitable to be adapted for different class of images and type of noises. The proposed algorithm provides a potential solution with parallel computation for real time or embedded system application.

Keywords: Edge strength, Fast lifting wavelet, Image denoising, Local variance.

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