Search results for: explicit visual
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 775

Search results for: explicit visual

385 Analysis of Surface Spalling on a First Intermediate Roll in Sendzirmir Mills

Authors: Shiang-Cheng Jeng, Horng-Shing Chiou

Abstract:

A first intermediate roll of Sendzirmir mills was failure by surface spalling during operation. After analyzing by visual, stereo microscope, optical microscope, scanning electron microscope, glow-discharged spectrometer and hardness test, respectively, the results show that some voids and cracks existed on the contact surface as well as subsurface. Further examination verified inadequate hardness and inclusions were responsible for the failure of surface spalling.

Keywords: Sendzirmir mills; surface spalling; fatigue failure;inclusion; contact stress

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384 Quranic Braille System

Authors: Abdallah M. Abualkishik, Khairuddin Omar

Abstract:

This article concerned with the translation of Quranic verses to Braille symbols, by using Visual basic program. The system has the ability to translate the special vibration for the Quran. This study limited for the (Noun + Scoon) vibrations. It builds on an existing translation system that combines a finite state machine with left and right context matching and a set of translation rules. This allows to translate the Arabic language from text to Braille symbols after detect the vibration for the Quran verses.

Keywords: Braille, Quran vibration, Finite State Machine.

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383 Effect of Atmospheric Pressure on the Flow at the Outlet of a Propellant Nozzle

Authors: R. Haoui

Abstract:

The purpose of this work is to simulate the flow at the exit of Vulcan 1 engine of European launcher Ariane 5. The geometry of the propellant nozzle is already determined using the characteristics method. The pressure in the outlet section of the nozzle is less than atmospheric pressure on the ground, causing the existence of oblique and normal shock waves at the exit. During the rise of the launcher, the atmospheric pressure decreases and the shock wave disappears. The code allows the capture of shock wave at exit of nozzle. The numerical technique uses the Flux Vector Splitting method of Van Leer to ensure convergence and avoid the calculation instabilities. The Courant, Friedrichs and Lewy coefficient (CFL) and mesh size level are selected to ensure the numerical convergence. The nonlinear partial derivative equations system which governs this flow is solved by an explicit unsteady numerical scheme by the finite volume method. The accuracy of the solution depends on the size of the mesh and also the step of time used in the discretized equations. We have chosen in this study the mesh that gives us a stationary solution with good accuracy.

Keywords: Launchers, supersonic flow, finite volume, nozzles, shock wave.

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382 Vortex-Induced Vibration Characteristics of an Elastic Circular Cylinder

Authors: T. Li, J.Y. Zhang, W.H. Zhang, M.H. Zhu

Abstract:

A numerical simulation of vortex-induced vibration of a 2-dimensional elastic circular cylinder with two degree of freedom under the uniform flow is calculated when Reynolds is 200. 2-dimensional incompressible Navier-Stokes equations are solved with the space-time finite element method, the equation of the cylinder motion is solved with the new explicit integral method and the mesh renew is achieved by the spring moving mesh technology. Considering vortex-induced vibration with the low reduced damping parameter, the variety trends of the lift coefficient, the drag coefficient, the displacement of cylinder are analyzed under different oscillating frequencies of cylinder. The phenomena of locked-in, beat and phases-witch were captured successfully. The evolution of vortex shedding from the cylinder with time is discussed. There are very similar trends in characteristics between the results of the one degree of freedom cylinder model and that of the two degree of freedom cylinder model. The streamwise vibrations have a certain effect on the lateral vibrations and their characteristics.

Keywords: Fluid-structure interaction, Navier-Stokes equation, Space-time finite element method, vortex-induced vibration.

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381 A Cognitive Model of Character Recognition Using Support Vector Machines

Authors: K. Freedman

Abstract:

In the present study, a support vector machine (SVM) learning approach to character recognition is proposed. Simple feature detectors, similar to those found in the human visual system, were used in the SVM classifier. Alphabetic characters were rotated to 8 different angles and using the proposed cognitive model, all characters were recognized with 100% accuracy and specificity. These same results were found in psychiatric studies of human character recognition.

Keywords: Character recognition, cognitive model, support vector machine learning.

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380 Use of Short Piles for Stabilizing the Side Slope of the Road Embankment along the Canal

Authors: Monapat Sasingha, Suttisak Soralump

Abstract:

This research presents the behavior of slope of the road along the canal stabilized by short piles. In this investigation, the centrifuge machine was used, modelling the condition of the water levels in the canal. The centrifuge tests were performed at 35 g. To observe the movement of the soil, visual analysis was performed to evaluate the failure behavior. Conclusively, the use of short piles to stabilize the canal slope proved to be an effective solution. However, the certain amount of settlement was found behind the short pile rows.

Keywords: Centrifuge test, slope failure, embankment, stability of slope.

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379 Research on Simulation Model of Collision Force between Floating Ice and Pier

Authors: Tianlai Yu, Zhengguo Yuan, Sidi Shan

Abstract:

Adopting the measured constitutive relationship of stress-strain of river ice, the finite element analysis model of percussive force of river ice and pier is established, by the explicit dynamical analysis software package LS-DYNA. Effects of element types, contact method and arithmetic of ice and pier, coupled modes between different elements, mesh density of pier, and ice sheet in contact area on the collision force are studied. Some of measures for the collision force analysis of river ice and pier are proposed as follows: bridge girder can adopt beam161 element with 3-node; pier below the line of 1.30m above ice surface and ice sheet use solid164 element with 8-node; in order to accomplish the connection of different elements, the rigid body with 0.01-0.05m thickness is defined between solid164 and beam161; the contact type of ice and pier adopts AUTOMATIC_SURFACE_TO_SURFACE, using symmetrical penalty function algorithms; meshing size of pier below the line of 1.30m above ice surface should not less than 0.25×0.25×0.5m3. The simulation results have the advantage of high precision by making a comparison between measured and computed data. The research results can be referred for collision force study between river ice and pier.

Keywords: River ice, collision force, simulation analysis, ANSYS/LS-DYNA

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378 A Novel Approach to Persian Online Hand Writing Recognition

Authors: Ramin Halavati, Mansour Jamzad, Mahdieh Soleymani

Abstract:

Persian (Farsi) script is totally cursive and each character is written in several different forms depending on its former and later characters in the word. These complexities make automatic handwriting recognition of Persian a very hard problem and there are few contributions trying to work it out. This paper presents a novel practical approach to online recognition of Persian handwriting which is based on representation of inputs and patterns with very simple visual features and comparison of these simple terms. This recognition approach is tested over a set of Persian words and the results have been quite acceptable when the possible words where unknown and they were almost all correct in cases that the words where chosen from a prespecified list.

Keywords: Image Processing, Pattern Recognition.

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377 Assessing Water Quality Using GIS: The Case of Northern Lebanon Miocene Aquifer

Authors: M. Saba, A. Iaaly, E. Carlier, N. Georges

Abstract:

This research focuses on assessing the ground water quality of Northern Lebanon affected by saline water intrusion. The chemical, physical and microbiological parameters were collected in various seasons spanning over the period of two years. Results were assessed using Geographic Information System (GIS) due to its visual capabilities in presenting the pollution extent in the studied region. Future projections of the excessive pumping were also simulated using GIS in order to assess the extent of the problem of saline intrusion in the near future.

Keywords: GIS, saline water, quality control, drinkable water quality standards, pumping.

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376 Comparison of Different k-NN Models for Speed Prediction in an Urban Traffic Network

Authors: Seyoung Kim, Jeongmin Kim, Kwang Ryel Ryu

Abstract:

A database that records average traffic speeds measured at five-minute intervals for all the links in the traffic network of a metropolitan city. While learning from this data the models that can predict future traffic speed would be beneficial for the applications such as the car navigation system, building predictive models for every link becomes a nontrivial job if the number of links in a given network is huge. An advantage of adopting k-nearest neighbor (k-NN) as predictive models is that it does not require any explicit model building. Instead, k-NN takes a long time to make a prediction because it needs to search for the k-nearest neighbors in the database at prediction time. In this paper, we investigate how much we can speed up k-NN in making traffic speed predictions by reducing the amount of data to be searched for without a significant sacrifice of prediction accuracy. The rationale behind this is that we had a better look at only the recent data because the traffic patterns not only repeat daily or weekly but also change over time. In our experiments, we build several different k-NN models employing different sets of features which are the current and past traffic speeds of the target link and the neighbor links in its up/down-stream. The performances of these models are compared by measuring the average prediction accuracy and the average time taken to make a prediction using various amounts of data.

Keywords: Big data, k-NN, machine learning, traffic speed prediction.

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375 Svision: Visual Identification of Scanning and Denial of Service Attacks

Authors: Iosif-Viorel Onut, Bin Zhu, Ali A. Ghorbani

Abstract:

We propose a novel graphical technique (SVision) for intrusion detection, which pictures the network as a community of hosts independently roaming in a 3D space defined by the set of services that they use. The aim of SVision is to graphically cluster the hosts into normal and abnormal ones, highlighting only the ones that are considered as a threat to the network. Our experimental results using DARPA 1999 and 2000 intrusion detection and evaluation datasets show the proposed technique as a good candidate for the detection of various threats of the network such as vertical and horizontal scanning, Denial of Service (DoS), and Distributed DoS (DDoS) attacks.

Keywords: Anomaly Visualization, Network Security, Intrusion Detection.

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374 Advanced Energy Absorbers Used in Blast Resistant Systems

Authors: Martina Drdlová, Michal Frank, Radek Řídký, Jaroslav Buchar, Josef Krátký

Abstract:

The main aim of the presented experiments is to improve behaviour of sandwich structures under dynamic loading, such as crash or explosion. This paper describes experimental investigation on the response of new advanced materials to low and high velocity load. Blast wave energy absorbers were designed using two types of porous lightweight raw particle materials based on expanded glass and ceramics with dimensions of 0.5-1 mm, combined with polymeric binder. The effect of binder amount on the static and dynamic properties of designed materials was observed. Prism shaped specimens were prepared and loaded to obtain physicomechanical parameters – bulk density, compressive and flexural strength under quasistatic load, the dynamic response was determined using Split Hopkinson Pressure bar apparatus. Numerical investigation of the material behaviour in sandwich structure was performed using implicit/explicit solver LS-Dyna. As the last step, the developed material was used as the interlayer of blast resistant litter bin, and it´s functionality was verified by real field blast tests.

Keywords: Blast energy absorber, SHPB, expanded glass, expanded ceramics.

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373 Modelling an Investment Portfolio with Mandatory and Voluntary Contributions under M-CEV Model

Authors: Amadi Ugwulo Chinyere, Lewis D. Gbarayorks, Emem N. H. Inamete

Abstract:

In this paper, the mandatory contribution, additional voluntary contribution (AVC) and administrative charges are merged together to determine the optimal investment strategy (OIS) for a pension plan member (PPM) in a defined contribution (DC) pension scheme under the modified constant elasticity of variance (M-CEV) model. We assume that the voluntary contribution is a stochastic process and a portfolio consisting of one risk free asset and one risky asset modeled by the M-CEV model is considered. Also, a stochastic differential equation consisting of PPM’s monthly contributions, voluntary contributions and administrative charges is obtained. More so, an optimization problem in the form of Hamilton Jacobi Bellman equation which is a nonlinear partial differential equation is obtained. Using power transformation and change of variables method, an explicit solution of the OIS and the value function are obtained under constant absolute risk averse (CARA). Furthermore, numerical simulations on the impact of some sensitive parameters on OIS were discussed extensively. Finally, our result generalizes some existing result in the literature.

Keywords: DC pension fund, modified constant elasticity of variance, optimal investment strategies, voluntary contribution, administrative charges.

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372 A Novel Steganographic Method for Gray-Level Images

Authors: Ahmad T. Al-Taani, Abdullah M. AL-Issa

Abstract:

In this work we propose a novel Steganographic method for hiding information within the spatial domain of the gray scale image. The proposed approach works by dividing the cover into blocks of equal sizes and then embeds the message in the edge of the block depending on the number of ones in left four bits of the pixel. The proposed approach is tested on a database consists of 100 different images. Experimental results, compared with other methods, showed that the proposed approach hide more large information and gave a good visual quality stego-image that can be seen by human eyes.

Keywords: Data Embedding, Cryptography, Watermarking, Steganography, Least Significant Bit, Information Hiding.

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371 The Causation and Solution of Ringing Effect in DCT-based Video Coding

Authors: Yu Yuan, David Feng, Yu-Zhuo Zhong

Abstract:

Ringing effect is one of the most annoying visual artifacts in digital video. It is a significant factor of subjective quality deterioration. However, there is a widely-accepted misunderstanding of its cause. In this paper, we propose a reasonable interpretation of the cause of ringing effect. Based on the interpretation, we suggest further two methods to reduce ringing effect in DCT-based video coding. The methods adaptively adjust quantizers according to video features. Our experiments proved that the methods could efficiently improve subjective quality with acceptable additional computing costs.

Keywords: ringing effect, video coding, subjective quality, DCT.

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370 Numerical Study of Steel Structures Responses to External Explosions

Authors: Mohammad Abdallah

Abstract:

Due to the constant increase in terrorist attacks, the research and engineering communities have given significant attention to building performance under explosions. This paper presents a methodology for studying and simulating the dynamic responses of steel structures during external detonations, particularly for accurately investigating the impact of incrementing charge weight on the members total behavior, resistance and failure. Prediction damage method was introduced to evaluate the damage level of the steel members based on five scenarios of explosions. Johnson–Cook strength and failure model have been used as well as ABAQUS finite element code to simulate the explicit dynamic analysis, and antecedent field tests were used to verify the acceptance and accuracy of the proposed material strength and failure model. Based on the structural response, evaluation criteria such as deflection, vertical displacement, drift index, and damage level; the obtained results show the vulnerability of steel columns and un-braced steel frames which are designed and optimized to carry dead and live load to resist and endure blast loading.

Keywords: Steel structure, blast load, terrorist attacks, charge weight, damage level.

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369 Application of Wireless Visual Sensor for Semi- Autonomous Mine Navigation System

Authors: Vinay Kumar Pilania, Debashish Chakravarty

Abstract:

The present paper represent the efforts undertaken for the development of an semi-automatic robot that may be used for various post-disaster rescue operation planning and their subsequent execution using one-way communication of video and data from the robot to the controller and controller to the robot respectively. Wireless communication has been used for the purpose so that the robot may access the unapproachable places easily without any difficulties. It is expected that the information obtained from the robot would be of definite help to the rescue team for better planning and execution of their operations.

Keywords: Mine environment, mine navigation, mine rescue robot, video data transmission.

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368 A 2D-3D Hybrid Vision System for Robotic Manipulation of Randomly Oriented Objects

Authors: Moulay A. Akhloufi

Abstract:

This paper presents an new vision technique for robotic manipulation of randomly oriented objects in industrial applications. The proposed approach uses 2D and 3D vision for efficiently extracting the 3D pose of an object in the presence of multiple randomly positioned objects. 2D vision permits to quickly select the objects of interest for 3D processing with a new modified ICP algorithm (FaR-ICP), thus reducing significantly the processing time. The extracted 3D pose is then sent to the robot manipulator for picking. The tests show that the proposed system achieves high performances

Keywords: 3D vision, Hand-Eye calibration, robot visual servoing, random bin picking.

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367 Visual Tag-based Location-Aware System for Household Robots

Authors: Yen-Chun Lin, Yen-Ting Chen, Szu-Yin Lin, Jen-Hua Wu

Abstract:

This paper proposes a location-aware system for household robots which allows users to paste predefined paper tags at different locations according to users- comprehension of the house. In this system a household robot may be aware of its location and the attributes thereof by visually recognizing the tags when the robot is moving. This paper also presents a novel user interface to define a moving path of the robot, which allows users to draw the path in the air with a finger so as to generate commands for following motions.

Keywords: finger tip tracking, household robot, location awareness, tag recognition

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366 Pension Plan Member’s Investment Strategies with Transaction Cost and Couple Risky Assets Modelled by the O-U Process

Authors: Udeme O. Ini, Edikan E. Akpanibah

Abstract:

This paper studies the optimal investment strategies for a plan member (PM) in a defined contribution (DC) pension scheme with transaction cost, taxes on invested funds and couple risky assets (stocks) under the Ornstein-Uhlenbeck (O-U) process. The PM’s portfolio is assumed to consist of a risk-free asset and two risky assets where the two risky assets are driven by the O-U process. The Legendre transformation and dual theory is use to transform the resultant optimal control problem which is a nonlinear partial differential equation (PDE) into linear PDE and the resultant linear PDE is then solved for the explicit solutions of the optimal investment strategies for PM exhibiting constant absolute risk aversion (CARA) using change of variable technique. Furthermore, theoretical analysis is used to study the influences of some sensitive parameters on the optimal investment strategies with observations that the optimal investment strategies for the two risky assets increase with increase in the dividend and decreases with increase in tax on the invested funds, risk averse coefficient, initial fund size and the transaction cost.

Keywords: Ornstein-Uhlenbeck process, portfolio management, Legendre transforms, CARA utility.

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365 Three-Dimensional, Non-Linear Finite Element Analysis of Bullet Penetration through Thin AISI 4340 Steel Target Plate

Authors: Abhishek Soni, A. Kumaraswamy, M. S. Mahesh

Abstract:

Bullet penetration in steel plate is investigated with the help of three-dimensional, non-linear, transient, dynamic, finite elements analysis using explicit time integration code LSDYNA. The effect of large strain, strain-rate and temperature at very high velocity regime was studied from number of simulations of semi-spherical nose shape bullet penetration through single layered circular plate with 2 mm thickness at impact velocities of 500, 1000, and 1500 m/s with the help of Johnson Cook material model. Mie-Gruneisen equation of state is used in conjunction with Johnson Cook material model to determine pressure-volume relationship at various points of interests. Two material models viz. Plastic-Kinematic and Johnson- Cook resulted in different deformation patterns in steel plate. It is observed from the simulation results that the velocity drop and loss of kinetic energy occurred very quickly up to perforation of plate, after that the change in velocity and changes in kinetic energy are negligibly small. The physics behind this kind of behaviour is presented in the paper.

Keywords: AISI 4340 steel, ballistic impact simulation, bullet penetration, non-linear FEM.

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364 Implementing Adaptive Steganography by Exploring the Ycbcr Color Model Characteristics

Authors: Surbhi Gupta, Alka Handa, Parvinder S.Sandhu

Abstract:

Stegnography is a new way of secret communication the most widely used mechanism on account of its simplicity is the use of the least significant bit. We have used the least significant bit (2 LSB and 4 LSB) substitution method. Depending upon the characteristics of the individual portions of cover image we decide whether to use 2 LSB or 4 LSB thus it is an adaptive stegnography technique. We used one of the three channels to behave as indicator to indicate the presence of hidden data in other two channels. The module showed impressive results in terms of capacity to hide the data. In proposed method, instead of using RGB color space directly, YCbCr color space is used to make use of human visual system characteristic.

Keywords: Stegoimage, steganography, Pixel indicator, segmentation, YCbCr..

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363 Optimal Model Order Selection for Transient Error Autoregressive Moving Average (TERA) MRI Reconstruction Method

Authors: Abiodun M. Aibinu, Athaur Rahman Najeeb, Momoh J. E. Salami, Amir A. Shafie

Abstract:

An alternative approach to the use of Discrete Fourier Transform (DFT) for Magnetic Resonance Imaging (MRI) reconstruction is the use of parametric modeling technique. This method is suitable for problems in which the image can be modeled by explicit known source functions with a few adjustable parameters. Despite the success reported in the use of modeling technique as an alternative MRI reconstruction technique, two important problems constitutes challenges to the applicability of this method, these are estimation of Model order and model coefficient determination. In this paper, five of the suggested method of evaluating the model order have been evaluated, these are: The Final Prediction Error (FPE), Akaike Information Criterion (AIC), Residual Variance (RV), Minimum Description Length (MDL) and Hannan and Quinn (HNQ) criterion. These criteria were evaluated on MRI data sets based on the method of Transient Error Reconstruction Algorithm (TERA). The result for each criterion is compared to result obtained by the use of a fixed order technique and three measures of similarity were evaluated. Result obtained shows that the use of MDL gives the highest measure of similarity to that use by a fixed order technique.

Keywords: Autoregressive Moving Average (ARMA), MagneticResonance Imaging (MRI), Parametric modeling, Transient Error.

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362 Combining Skin Color and Optical Flow for Computer Vision Systems

Authors: Muhammad Raza Ali, Tim Morris

Abstract:

Skin color is an important visual cue for computer vision systems involving human users. In this paper we combine skin color and optical flow for detection and tracking of skin regions. We apply these techniques to gesture recognition with encouraging results. We propose a novel skin similarity measure. For grouping detected skin regions we propose a novel skin region grouping mechanism. The proposed techniques work with any number of skin regions making them suitable for a multiuser scenario.

Keywords: Bayesian tracking, chromaticity space, optical flowgesture recognition

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361 Analytical Analysis of Image Representation by Their Discrete Wavelet Transform

Authors: R. M. Farouk

Abstract:

In this paper, we present an analytical analysis of the representation of images as the magnitudes of their transform with the discrete wavelets. Such a representation plays as a model for complex cells in the early stage of visual processing and of high technical usefulness for image understanding, because it makes the representation insensitive to small local shifts. We found that if the signals are band limited and of zero mean, then reconstruction from the magnitudes is unique up to the sign for almost all signals. We also present an iterative reconstruction algorithm which yields very good reconstruction up to the sign minor numerical errors in the very low frequencies.

Keywords: Wavelets, Image processing signal processing, Image reconstruction

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360 The Effect of Symmetry on the Perception of Happiness and Boredom in Design Products

Authors: Michele Sinico

Abstract:

The present research investigates the effect of symmetry on the perception of happiness and boredom in design products. Three experiments were carried out in order to verify the degree of the visual expressive value on different models of bookcases, wall clocks, and chairs. 60 participants directly indicated the degree of happiness and boredom using 7-point rating scales. The findings show that the participants acknowledged a different value of expressive quality in the different product models. Results show also that symmetry is not a significant constraint for an emotional design project.

Keywords: Product experience, emotional design, symmetry, expressive qualities.

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359 Effects of Livestream Affordances on Consumer Purchase Willingness: Explicit IT Affordances Perspective

Authors: Isaac O. Asante, Yushi Jiang, Hailin Tao

Abstract:

Livestreaming marketing, the new electronic commerce element, has become an optional marketing channel following the COVID-19 pandemic, and many sellers are leveraging the features presented by livestreaming to increase sales. This study was conducted to measure real-time observable interactions between consumers and sellers. Based on the affordance theory, this study conceptualized constructs representing the interactive features and examined how they drive consumers’ purchase willingness during livestreaming sessions using 1238 datasets from Amazon Live, following the manual observation of transaction records. Using structural equation modeling, the ordinary least square regression suggests that live viewers, new followers, live chats, and likes positively affect purchase willingness. The Sobel and Monte Carlo tests show that new followers, live chats, and likes significantly mediate the relationship between live viewers and purchase willingness. The study presents a way of measuring interactions in livestreaming commerce and proposes a way to manually gather data on consumer behaviors in livestreaming platforms when the application programming interface (API) of such platforms does not support data mining algorithms.

Keywords: Livestreaming marketing, live chats, live viewers, likes, new followers, purchase willingness.

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358 Accurate Modeling and Nonlinear Finite Element Analysis of a Flexible-Link Manipulator

Authors: M. Pala Prasad Reddy, Jeevamma Jacob

Abstract:

Accurate dynamic modeling and analysis of flexible link manipulator (FLM) with non linear dynamics is very difficult due to distributed link flexibility and few studies have been conducted based on assumed modes method (AMM) and finite element models. In this paper a nonlinear dynamic model with first two elastic modes is derived using combined Euler/Lagrange and AMM approaches. Significant dynamics associated with the system such as hub inertia, payload, structural damping, friction at joints, combined link and joint flexibility are incorporated to obtain the complete and accurate dynamic model. The response of the FLM to the applied bang-bang torque input is compared against the models derived from LS-DYNA finite element discretization approach and linear finite element models. Dynamic analysis is conducted using LS-DYNA finite element model which uses the explicit time integration scheme to simulate the system. Parametric study is conducted to show the impact payload mass. A numerical result shows that the LS-DYNA model gives the smooth hub-angle profile.

 

Keywords: Flexible link manipulator, AMM, FEM, LS-DYNA, Bang-bang torque input.

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357 Optimal Portfolio Selection in a DC Pension with Multiple Contributors and the Impact of Stochastic Additional Voluntary Contribution on the Optimal Investment Strategy

Authors: Edikan E. Akpanibah, Okwigbedi Oghen’Oro

Abstract:

In this paper, we studied the optimal portfolio selection in a defined contribution (DC) pension scheme with multiple contributors under constant elasticity of variance (CEV) model and the impact of stochastic additional voluntary contribution on the investment strategies. We assume that the voluntary contributions are stochastic and also consider investments in a risk free asset and a risky asset to increase the expected returns of the contributing members. We derived a stochastic differential equation which consists of the members’ monthly contributions and the invested fund and obtained an optimized problem with the help of Hamilton Jacobi Bellman equation. Furthermore, we find an explicit solution for the optimal investment strategy with stochastic voluntary contribution using power transformation and change of variables method and the corresponding optimal fund size was obtained. We discussed the impact of the voluntary contribution on the optimal investment strategy with numerical simulations and observed that the voluntary contribution reduces the optimal investment strategy of the risky asset.

Keywords: DC pension fund, Hamilton-Jacobi-Bellman, optimal investment strategies, power transformation method, stochastic, voluntary contribution.

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356 Model Predictive Control with Unscented Kalman Filter for Nonlinear Implicit Systems

Authors: Takashi Shimizu, Tomoaki Hashimoto

Abstract:

A class of implicit systems is known as a more generalized class of systems than a class of explicit systems. To establish a control method for such a generalized class of systems, we adopt model predictive control method which is a kind of optimal feedback control with a performance index that has a moving initial time and terminal time. However, model predictive control method is inapplicable to systems whose all state variables are not exactly known. In other words, model predictive control method is inapplicable to systems with limited measurable states. In fact, it is usual that the state variables of systems are measured through outputs, hence, only limited parts of them can be used directly. It is also usual that output signals are disturbed by process and sensor noises. Hence, it is important to establish a state estimation method for nonlinear implicit systems with taking the process noise and sensor noise into consideration. To this purpose, we apply the model predictive control method and unscented Kalman filter for solving the optimization and estimation problems of nonlinear implicit systems, respectively. The objective of this study is to establish a model predictive control with unscented Kalman filter for nonlinear implicit systems.

Keywords: Model predictive control, unscented Kalman filter, nonlinear systems, implicit systems.

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