Search results for: likelihood estimation method

Authors: Khaled M. El Naggar

Abstract:

This paper introduces a digital method for fault section identification in transmission lines. The method uses digital set of the measured short circuit current to locate faults in electrical power systems. The digitized current is used to construct a set of overdetermined system of equations. The problem is then constructed and solved using the proposed digital optimization technique to find the fault distance. The proposed optimization methodology is an application of simulated annealing optimization technique. The method is tested using practical case study to evaluate the proposed method. The accurate results obtained show that the algorithm can be used as a powerful tool in the area of power system protection.

Keywords: Optimization, estimation, faults, measurement, high voltage, simulated annealing.

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Authors: Andrey V. Timofeev, Viktor M. Denisov

Abstract:

A robust sequential nonparametric method is proposed for adaptation to background noise parameters for real-time. The distribution of background noise was modelled like to Huber contamination mixture. The method is designed to operate as an adaptation-unit, which is included inside a detection subsystem of an integrated multichannel monitoring system. The proposed method guarantees the given size of a nonasymptotic confidence set for noise parameters. Properties of the suggested method are rigorously proved. The proposed algorithm has been successfully tested in real conditions of a functioning C-OTDR monitoring system, which was designed to monitor railways.

Keywords: Guaranteed estimation, multichannel monitoring systems, non-asymptotic confidence set, contamination mixture.

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Authors: Adam Rabcewicz

Abstract:

Variational methods for optical flow estimation are known for their excellent performance. The method proposed by Brox et al. [5] exemplifies the strength of that framework. It combines several concepts into single energy functional that is then minimized according to clear numerical procedure. In this paper we propose a modification of that algorithm starting from the spatiotemporal gradient constancy assumption. The numerical scheme allows to establish the connection between our model and the CLG(H) method introduced in [18]. Experimental evaluation carried out on synthetic sequences shows the significant superiority of the spatial variant of the proposed method. The comparison between methods for the realworld sequence is also enclosed.

Keywords: optical flow, variational methods, gradient constancy assumption.

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Authors: Magdalena Pejas

Abstract:

This article concerns the presentation of an integrated method for detection of steganographic content embedded by new unknown programs. The method is based on data mining and aggregated hypothesis testing. The article contains the theoretical basics used to deploy the proposed detection system and the description of improvement proposed for the basic system idea. Further main results of experiments and implementation details are collected and described. Finally example results of the tests are presented.

Keywords: Steganography, steganalysis, data embedding, data mining, feature extraction, knowledge base, system learning, hypothesis testing, error estimation, black box program, file structure.

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Authors: S. Sowmyayani, V. Murugan

Abstract:

With the advent of three-dimension (3D) technology, there are lots of research in converting 2D images to 3D images. The main difference between 2D and 3D is the visual illusion of depth in 3D images. In the recent era, there are more depth estimation techniques. The objective of this paper is to convert 2D images to 3D images with less computation time. For this, the input image is divided into blocks from which the depth information is obtained. Having the depth information, a depth map is generated. Then the 3D image is warped using the original image and the depth map. The proposed method is tested on Make3D dataset and NYU-V2 dataset. The experimental results are compared with other recent methods. The proposed method proved to work with less computation time and good accuracy.

Keywords: Depth map, 3D image warping, image rendering, bilateral filter, minimum spanning tree.

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Authors: Gaurav Kumar, Dharmbir Prasad, Rudra Pratap Singh

Abstract:

In the current work, adaptive extended Kalman filter (AEKF) is presented for solution of ground radar based ballistic missile (BM) tracking problem in re-entry phase with unknown ballistic coefficient. The estimation of trajectory of any BM in re-entry phase is extremely difficult, because of highly non-linear motion of BM. The estimation accuracy of AEKF has been tested for a typical test target tracking problem adopted from literature. Further, the approach of AEKF is compared with extended Kalman filter (EKF). The simulation result indicates the superiority of the AEKF in solving joint parameter and state estimation problems.

Keywords: Adaptive, AEKF, ballistic missile, EKF, re-entry phase, target tracking.

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Authors: D. I. De Souza, D. R. Fonseca, R. Rocha

Abstract:

In this paper we will develop further the sequential life test approach presented in a previous article by [1] using an underlying two parameter Weibull sampling distribution. The minimum life will be considered equal to zero. We will again provide rules for making one of the three possible decisions as each observation becomes available; that is: accept the null hypothesis H0; reject the null hypothesis H0; or obtain additional information by making another observation. The product being analyzed is a new type of a low alloy-high strength steel product. To estimate the shape and the scale parameters of the underlying Weibull model we will use a maximum likelihood approach for censored failure data. A new example will further develop the proposed sequential life testing approach.

Keywords: Sequential Life Testing, Underlying Weibull Model, Maximum Likelihood Approach, Hypothesis Testing.

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Authors: Zaouche Mohamed, Amini Mohamed, Foughali Khaled, Aitkaid Souhila, Bouchiha Nihad Sarah

Abstract:

The aerodynamic coefficients are important in the evaluation of an aircraft performance and stability-control characteristics. These coefficients also can be used in the automatic flight control systems and mathematical model of flight simulator. The study of the aerodynamic aspect of flying systems is a reserved domain and inaccessible for the developers. Doing tests in a wind tunnel to extract aerodynamic forces and moments requires a specific and expensive means. Besides, the glaring lack of published documentation in this field of study makes the aerodynamic coefficients determination complicated. This work is devoted to the identification of an aerodynamic model, by using an aircraft in virtual simulated environment. We deal with the identification of the system, we present an environment framework based on Software In the Loop (SIL) methodology and we use Microsoft^TM Flight Simulator (FS-2004) as the environment for plane simulation. We propose The Total Least Squares Estimation technique (TLSE) to identify the aerodynamic parameters, which are unknown, variable, classified and used in the expression of the piloting law. In this paper, we define each aerodynamic coefficient as the mean of its numerical values. All other variations are considered as modeling uncertainties that will be compensated by the robustness of the piloting control.

Keywords: Aircraft aerodynamic model, Microsoft flight simulator, MQ-1 Predator, total least squares estimation, piloting the aircraft.

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Authors: Saemee Jun, Dong-Hyeon Shin, Tae-Sang Ahn, Hyung-Joon Kim

Abstract:

Building loss estimation methodologies which have been advanced considerably in recent decades are usually used to estimate socio and economic impacts resulting from seismic structural damage. In accordance with these methods, this paper presents the evaluation of an annual loss probability of a reinforced concrete moment resisting frame designed according to Korean Building Code. The annual loss probability is defined by (1) a fragility curve obtained from a capacity spectrum method which is similar to a method adopted from HAZUS, and (2) a seismic hazard curve derived from annual frequencies of exceedance per peak ground acceleration. Seismic fragilities are computed to calculate the annual loss probability of a certain structure using functions depending on structural capacity, seismic demand, structural response and the probability of exceeding damage state thresholds. This study carried out a nonlinear static analysis to obtain the capacity of a RC moment resisting frame selected as a prototype building. The analysis results show that the probability of being extensive structural damage in the prototype building is expected to 0.01% in a year.

Keywords: Expected annual loss, Loss estimation, RC structure, Fragility analysis.

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Authors: Takashi Sakai, Shinsaku Kikuta, Jun-ichi Koyama

Abstract:

Using a texture database, a statistical estimation of spring-back was conducted in this study on the basis of statistical analysis. Both spring-back in bending deformation and experimental data related to the crystal orientation show significant dispersion. Therefore, a probabilistic statistical approach was established for the proper quantification of these values. Correlation was examined among the parameters F(x) of spring-back, F(x) of the buildup fraction to three orientations after 92° bending, and F(x) at an as-received part on the basis of the three-parameter Weibull distribution. Consequent spring-back estimation using a texture database yielded excellent estimates compared with experimental values.

Keywords: Bending, Spring-back, Database, Crystallographic Orientation, Texture, SEM-EBSD, Weibull distribution, Statistical analysis.

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Authors: Li Xu, Shouming Zhong

Abstract:

The reachable set bounding estimation for distributed delay systems with disturbances is a new problem. In this paper,we consider this problem subject to not only time varying delay and polytopic uncertainties but also distributed delay systems which is not studied fully untill now. we can obtain improved non-ellipsoidal reachable set estimation for neural networks with time-varying delay by the maximal Lyapunov-Krasovskii fuctional which is constructed as the pointwise maximum of a family of Lyapunov-Krasovskii fuctionals corresponds to vertexes of uncertain polytope.On the other hand,matrix inequalities containing only one scalar and Matlabs LMI Toolbox is utilized to give a non-ellipsoidal description of the reachable set.finally,numerical examples are given to illustrate the existing results.

Keywords: Reachable set, Distributed delay, Lyapunov-Krasovskii function, Polytopic uncertainties.

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Authors: Wang Xue, Liu Dan, Liu Ying, Wang Molin, Qian Zhihong

Abstract:

A low-complexity, high-accurate frequency offset estimation for multi-band orthogonal frequency division multiplexing (MB-OFDM) based ultra-wide band systems is presented regarding different carrier frequency offsets, different channel frequency responses, different preamble patterns in different bands. Utilizing a half-cycle Constant Amplitude Zero Auto Correlation (CAZAC) sequence as the preamble sequence, the estimator with a semi-cross contrast scheme between two successive OFDM symbols is proposed. The CRLB and complexity of the proposed algorithm are derived. Compared to the reference estimators, the proposed method achieves significantly less complexity (about 50%) for all preamble patterns of the MB-OFDM systems. The CRLBs turn out to be of well performance.

Keywords: CAZAC, Frequency Offset, Semi-cross Contrast, MB-OFDM, UWB

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Authors: A. R. Salimi, M. Esmaeili, B. Salehi

Abstract:

The development and extension of large cities induced a need for shallow tunnel in soft ground of building areas. Estimation of ground settlement caused by the tunnel excavation is important engineering point. In this paper, prediction of surface subsidence caused by tunneling in one section of seventh line of Tehran subway is considered. On the basis of studied geotechnical conditions of the region, tunnel with the length of 26.9km has been excavated applying a mechanized method using an EPB-TBM with a diameter of 9.14m. In this regard, settlement is estimated utilizing both analytical and numerical finite element method. The numerical method shows that the value of settlement in this section is 5cm. Besides, the analytical consequences (Bobet and Loganathan-Polous) are 5.29 and 12.36cm, respectively. According to results of this study, due tosaturation of this section, there are good agreement between Bobet and numerical methods. Therefore, tunneling processes in this section needs a special consolidation measurement and support system before the passage of tunnel boring machine.

Keywords: TBM, Subsidence, Numerical Method, Analytical Method.

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Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

Abstract:

The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: Generalized autoregressive score model, stock returns, time-varying.

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Authors: Wajeeha A. Qazi, Mohammed-Hasham Azam, Umais A. Mehmood, Ghithaa A. Al-Mufragi, Noor-Alhuda Alrawahi, Mohammed F. M. Abushammala

Abstract:

Municipal Solid Waste (MSW) disposed in landfill sites decompose under anaerobic conditions and produce gases which mainly contain carbon dioxide (CO₂) and methane (CH₄). Methane has the potential of causing global warming 25 times more than CO₂, and can potentially affect human life and environment. Thus, this research aims to determine MSW generation and the annual CH₄ emissions from the generated waste in Oman over the years 1971-2030. The estimation of total waste generation was performed using existing models, while the CH₄ emissions estimation was performed using the intergovernmental panel on climate change (IPCC) default method. It is found that total MSW generation in Oman might be reached 3,089 Gg in the year 2030, which approximately produced 85 Gg of CH₄ emissions in the year 2030.

Keywords: Methane, emissions, landfills, solid waste.

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Authors: Eduardo C. Guardia, Jose W. M. Lima, Afonso H. M. Santos

Abstract:

This paper presents a nonparametric method to obtain the hazard rate “Bathtub curve” for power system components. The model is a mixture of the three known phases of a component life, the decreasing failure rate (DFR), the constant failure rate (CFR) and the increasing failure rate (IFR) represented by three parametric Weibull models. The parameters are obtained from a simultaneous fitting process of the model to the Kernel nonparametric hazard rate curve. From the Weibull parameters and failure rate curves the useful lifetime and the characteristic lifetime were defined. To demonstrate the model the historic time-to-failure of distribution transformers were used as an example. The resulted “Bathtub curve” shows the failure rate for the equipment lifetime which can be applied in economic and replacement decision models.

Keywords: Bathtub curve, failure analysis, lifetime estimation, parameter estimation, Weibull distribution.

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Authors: Chen Zhang, Bernhard Schwarz-Röhr, Alexander Härting

Abstract:

To acquire accurate ship motions at the center of gravity, a single low-cost inertial sensor is utilized and applied on board to measure ship oscillating motions. As observations, the three axes accelerations and three axes rotational rates provided by the sensor are used. The mathematical model of processing the observation data includes determination of the distance vector between the sensor and the center of gravity in x, y, and z directions. After setting up the transfer matrix from sensor’s own coordinate system to the ship’s body frame, an extended Kalman filter is applied to deal with nonlinearities between the ship motion in the body frame and the observation information in the sensor’s frame. As a side effect, the method eliminates sensor noise and other unwanted errors. Results are not only roll and pitch, but also linear motions, in particular heave and surge at the center of gravity. For testing, we resort to measurements recorded on a small vessel in a well-defined sea state. With response amplitude operators computed numerically by a commercial software (Seaway), motion characteristics are estimated. These agree well with the measurements after processing with the suggested method.

Keywords: Extended Kalman filter, nonlinear estimation, sea trial, ship motion estimation.

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Authors: T. Arakawa, H. Sato

Abstract:

There are many drivers who feel right A pillar of Japanese right-hand-drive car preventing visibility on turning right or left at intersection. On the other hand, there is a report that almost pedestrian accident is caused by the delay of finding pedestrian by drivers and this is found by drivers’ eye movement. Thus, we developed the evaluation method of quantification using drivers’ eye movement data by least squares estimation and we applied this method to commercial vehicle and evaluation the visibility. It is suggested that visibility of vehicle can be quantified and estimated by linear model obtained from experimental eye fixation data and information of vehicle dimensions.

Keywords: Eye fixation, modeling, obstacle feeling, right A pillar.

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Authors: Sangjun Park, Sangbae Jeong, Moonsung Han, Minsoo hahn

Abstract:

In this paper, a target signal detection method using multiple signal classification (MUSIC) algorithm is proposed. The MUSIC algorithm is a subspace-based direction of arrival (DOA) estimation method. The algorithm detects the DOAs of multiple sources using the inverse of the eigenvalue-weighted eigen spectra. To apply the algorithm to target signal detection for GSC-based beamforming, we utilize its spectral response for the target DOA in noisy conditions. For evaluation of the algorithm, the performance of the proposed target signal detection method is compared with that of the normalized cross-correlation (NCC), the fixed beamforming, and the power ratio method. Experimental results show that the proposed algorithm significantly outperforms the conventional ones in receiver operating characteristics(ROC) curves.

Keywords: Beamforming, direction of arrival, multiple signal classification, target signal detection.

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Authors: Ali Pashaee, Parisa Shooshtari, Gholamreza Atae, Nasser Fatouraee

Abstract:

Phase-Contrast MR imaging methods are widely used for measurement of blood flow velocity components. Also there are some other tools such as CT and Ultrasound for velocity map detection in intravascular studies. These data are used in deriving flow characteristics. Some clinical applications are investigated which use pressure distribution in diagnosis of intravascular disorders such as vascular stenosis. In this paper an approach to the problem of measurement of intravascular pressure field by using velocity field obtained from flow images is proposed. The method presented in this paper uses an algorithm to calculate nonlinear equations of Navier- Stokes, assuming blood as an incompressible and Newtonian fluid. Flow images usually suffer the lack of spatial resolution. Our attempt is to consider the effect of spatial resolution on the pressure distribution estimated from this method. In order to achieve this aim, velocity map of a numerical phantom is derived at six different spatial resolutions. To determine the effects of vascular stenoses on pressure distribution, a stenotic phantom geometry is considered. A comparison between the pressure distribution obtained from the phantom and the pressure resulted from the algorithm is presented. In this regard we also compared the effects of collocated and staggered computational grids on the pressure distribution resulted from this algorithm.

Keywords: Flow imaging, pressure distribution estimation, phantom, resolution.

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Authors: Walid Aydi, Nouri Masmoudi, Lotfi Kamoun

Abstract:

Images of human iris contain specular highlights due to the reflective properties of the cornea. This corneal reflection causes many errors not only in iris and pupil center estimation but also to locate iris and pupil boundaries especially for methods that use active contour. Each iris recognition system has four steps: Segmentation, Normalization, Encoding and Matching. In order to address the corneal reflection, a novel reflection removal method is proposed in this paper. Comparative experiments of two existing methods for reflection removal method are evaluated on CASIA iris image databases V3. The experimental results reveal that the proposed algorithm provides higher performance in reflection removal.

Keywords: iris, pupil, specular highlights, reflection removal

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Authors: Andrey V. Timofeev

Abstract:

This paper introduces an original method for guaranteed estimation of the accuracy for an ensemble of Lipschitz classifiers. The solution was obtained as a finite closed set of alternative hypotheses, which contains an object of classification with probability of not less than the specified value. Thus, the classification is represented by a set of hypothetical classes. In this case, the smaller the cardinality of the discrete set of hypothetical classes is, the higher is the classification accuracy. Experiments have shown that if cardinality of the classifiers ensemble is increased then the cardinality of this set of hypothetical classes is reduced. The problem of the guaranteed estimation of the accuracy for an ensemble of Lipschitz classifiers is relevant in multichannel classification of target events in C-OTDR monitoring systems. Results of suggested approach practical usage to accuracy control in C-OTDR monitoring systems are present.

Keywords: Lipschitz classifiers, confidence set, C-OTDR monitoring, classifiers accuracy, classifiers ensemble.

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Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz

Abstract:

Estimation of a proportion has many applications in economics and social studies. A common application is the estimation of the low income proportion, which gives the proportion of people classified as poor into a population. In this paper, we present this poverty indicator and propose to use the logistic regression estimator for the problem of estimating the low income proportion. Various sampling designs are presented. Assuming a real data set obtained from the European Survey on Income and Living Conditions, Monte Carlo simulation studies are carried out to analyze the empirical performance of the logistic regression estimator under the various sampling designs considered in this paper. Results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the customary estimator under the various sampling designs considered in this paper. The stratified sampling design can also provide more accurate results.

Keywords:

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Authors: Tea Poklepović, Zdravka Aljinović, Branka Marasović

Abstract:

Due to the importance of yield curve and its estimation it is inevitable to have valid methods for yield curve forecasting in cases when there are scarce issues of securities and/or week trade on a secondary market. Therefore in this paper, after the estimation of weekly yield curves on Croatian financial market from October 2011 to August 2012 using Nelson-Siegel and Svensson models, yield curves are forecasted using Vector autoregressive model and Neural networks. In general, it can be concluded that both forecasting methods have good prediction abilities where forecasting of yield curves based on Nelson Siegel estimation model give better results in sense of lower Mean Squared Error than forecasting based on Svensson model Also, in this case Neural networks provide slightly better results. Finally, it can be concluded that most appropriate way of yield curve prediction is Neural networks using Nelson-Siegel estimation of yield curves.

Keywords: Nelson-Siegel model, Neural networks, Svensson model, Vector autoregressive model, Yield curve.

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Authors: Sagaren Pillay

Abstract:

This study empirically examines the long run equilibrium relationship between South Africa’s exports and imports using quarterly data from 1985 to 2012. The theoretical framework used for the study is based on Johansen’s Maximum Likelihood cointegration technique which tests for both the existence and number of cointegration vectors that exists. The study finds that both the series are integrated of order one and are cointegrated. A statistically significant cointegrating relationship is found to exist between exports and imports. The study models this unique linear and lagged relationship using a Vector Error Correction Model (VECM). The findings of the study confirm the existence of a long run equilibrium relationship between exports and imports.

Keywords: Cointegration lagged, linear, maximum likelihood, vector error correction model.

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Authors: A. Majeed, P. Ali

Abstract:

Before designing an electrical system, the estimation of load is necessary for unit sizing and demand-generation balancing. The system could be a stand-alone system for a village or grid connected or integrated renewable energy to grid connection, especially as there are non–electrified villages in developing countries. In the classical model, the energy demand was found by estimating the household appliances multiplied with the amount of their rating and the duration of their operation, but in this paper, information exists for electrified villages could be used to predict the demand, as villages almost have the same life style. This paper describes a method used to predict the average energy consumed in each two months for every consumer living in a village by Artificial Neural Network (ANN). The input data are collected using a regional survey for samples of consumers representing typical types of different living, household appliances and energy consumption by a list of information, and the output data are collected from administration office of Piramagrun for each corresponding consumer. The result of this study shows that the average demand for different consumers from four villages in different months throughout the year is approximately 12 kWh/day, this model estimates the average demand/day for every consumer with a mean absolute percent error of 11.8%, and MathWorks software package MATLAB version 7.6.0 that contains and facilitate Neural Network Toolbox was used.

Keywords: Artificial neural network, load estimation, regional survey, rural electrification.

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Authors: M. R. AlRashidi, K. M. El-Naggar, M. F. AlHajri

Abstract:

This paper presents Simulated Annealing based approach to estimate solar cell model parameters. Single diode solar cell model is used in this study to validate the proposed approach outcomes. The developed technique is used to estimate different model parameters such as generated photocurrent, saturation current, series resistance, shunt resistance, and ideality factor that govern the current-voltage relationship of a solar cell. A practical case study is used to test and verify the consistency of accurately estimating various parameters of single diode solar cell model. Comparative study among different parameter estimation techniques is presented to show the effectiveness of the developed approach.

Keywords: Simulated Annealing, Parameter Estimation, Solar Cell.

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Authors: Han-Taw Chen, Chung-Hou Lai, Tzu-Hsiang Lin, Ge-Jang He

Abstract:

This study applies the inverse method and three- dimensional CFD commercial software in conjunction with the experimental temperature data to investigate the heat transfer and fluid flow characteristics of the plate-fin heat sink in a closed rectangular enclosure for various values of fin height. The inverse method with the finite difference method and the experimental temperature data is applied to determine the heat transfer coefficient. The k-ε turbulence model is used to obtain the heat transfer and fluid flow characteristics within the fins. To validate the accuracy of the results obtained, the comparison of the average heat transfer coefficient is made. The calculated temperature at selected measurement locations on the plate-fin is also compared with experimental data.

Keywords: Inverse method, FLUENT, k-ε model, Heat transfer characteristics, Plate-fin heat sink.

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Authors: Masoud Nasri, Ali Gholami, Ali Najafi

Abstract:

In recent years, most of the regions in the world are exposed to degradation and erosion caused by increasing population and over use of land resources. The understanding of the most important factors on soil erosion and sediment yield are the main keys for decision making and planning. In this study, the sediment yield and soil erosion were estimated and the priority of different soil erosion factors used in the MPSIAC method of soil erosion estimation is evaluated in AliAbad watershed in southwest of Isfahan Province, Iran. Different information layers of the parameters were created using a GIS technique. Then, a multivariate procedure was applied to estimate sediment yield and to find the most important factors of soil erosion in the model. The results showed that land use, geology, land and soil cover are the most important factors describing the soil erosion estimated by MPSIAC model.

Keywords: land degradation, Soil erosion, Sediment yield, Aliabad, GIS technique, Land use.

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Authors: Michal Polanský, C. Ardil

Abstract:

This paper shows a new method for design of fuzzy observers for Takagi-Sugeno systems. The method is based on Linear matrix inequalities (LMIs) and it allows to insert H constraint into the design procedure. The speed of estimation can tuned be specification of a decay rate of the observer closed loop system. We discuss here also the influence of parametric uncertainties at the output control system stability.

Keywords: H norm, Linear Matrix Inequalities, Observers, Takagi-Sugeno Systems, Parallel Distributed Compensation

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