Search results for: linear and non linear analysis
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 9822

Search results for: linear and non linear analysis

9582 Optimal Linear Quadratic Digital Tracker for the Discrete-Time Proper System with an Unknown Disturbance

Authors: Jason Sheng-Hong Tsai, Faezeh Ebrahimzadeh, Min-Ching Chung, Shu-Mei Guo, Leang-San Shieh, Tzong-Jiy Tsai, Li Wang

Abstract:

In this paper, we first construct a new state and disturbance estimator using discrete-time proportional plus integral observer to estimate the system state and the unknown external disturbance for the discrete-time system with an input-to-output direct-feedthrough term. Then, the generalized optimal linear quadratic digital tracker design is applied to construct a proportional plus integral observer-based tracker for the system with an unknown external disturbance to have a desired tracking performance. Finally, a numerical simulation is given to demonstrate the effectiveness of the new application of our proposed approach.

Keywords: Optimal linear quadratic tracker, proportional plus integral observer, state estimator, disturbance estimator.

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9581 Matrix-Based Linear Analysis of Switched Reluctance Generator with Optimum Pole Angles Determination

Authors: Walid A. M. Ghoneim, Hamdy A. Ashour, Asmaa E. Abdo

Abstract:

In this paper, linear analysis of a Switched Reluctance Generator (SRG) model is applied on the most common configurations (4/2, 6/4 and 8/6) for both conventional short-pitched and fully-pitched designs, in order to determine the optimum stator/rotor pole angles at which the maximum output voltage is generated per unit excitation current. This study is focused on SRG analysis and design as a proposed solution for renewable energy applications, such as wind energy conversion systems. The world’s potential to develop the renewable energy technologies through dedicated scientific researches was the motive behind this study due to its positive impact on economy and environment. In addition, the problem of rare earth metals (Permanent magnet) caused by mining limitations, banned export by top producers and environment restrictions leads to the unavailability of materials used for rotating machines manufacturing. This challenge gave authors the opportunity to study, analyze and determine the optimum design of the SRG that has the benefit to be free from permanent magnets, rotor windings, with flexible control system and compatible with any application that requires variable-speed operation. In addition, SRG has been proved to be very efficient and reliable in both low-speed or high-speed applications. Linear analysis was performed using MATLAB simulations based on the (Modified generalized matrix approach) of Switched Reluctance Machine (SRM). About 90 different pole angles combinations and excitation patterns were simulated through this study, and the optimum output results for each case were recorded and presented in detail. This procedure has been proved to be applicable for any SRG configuration, dimension and excitation pattern. The delivered results of this study provide evidence for using the 4-phase 8/6 fully pitched SRG as the main optimum configuration for the same machine dimensions at the same angular speed.

Keywords: Generalized matrix approach, linear analysis, renewable applications, switched reluctance generator, SRG.

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9580 A Software Framework for Predicting Oil-Palm Yield from Climate Data

Authors: Mohd. Noor Md. Sap, A. Majid Awan

Abstract:

Intelligent systems based on machine learning techniques, such as classification, clustering, are gaining wide spread popularity in real world applications. This paper presents work on developing a software system for predicting crop yield, for example oil-palm yield, from climate and plantation data. At the core of our system is a method for unsupervised partitioning of data for finding spatio-temporal patterns in climate data using kernel methods which offer strength to deal with complex data. This work gets inspiration from the notion that a non-linear data transformation into some high dimensional feature space increases the possibility of linear separability of the patterns in the transformed space. Therefore, it simplifies exploration of the associated structure in the data. Kernel methods implicitly perform a non-linear mapping of the input data into a high dimensional feature space by replacing the inner products with an appropriate positive definite function. In this paper we present a robust weighted kernel k-means algorithm incorporating spatial constraints for clustering the data. The proposed algorithm can effectively handle noise, outliers and auto-correlation in the spatial data, for effective and efficient data analysis by exploring patterns and structures in the data, and thus can be used for predicting oil-palm yield by analyzing various factors affecting the yield.

Keywords: Pattern analysis, clustering, kernel methods, spatial data, crop yield

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9579 Probabilistic Bayesian Framework for Infrared Face Recognition

Authors: Moulay A. Akhloufi, Abdelhakim Bendada

Abstract:

Face recognition in the infrared spectrum has attracted a lot of interest in recent years. Many of the techniques used in infrared are based on their visible counterpart, especially linear techniques like PCA and LDA. In this work, we introduce a probabilistic Bayesian framework for face recognition in the infrared spectrum. In the infrared spectrum, variations can occur between face images of the same individual due to pose, metabolic, time changes, etc. Bayesian approaches permit to reduce intrapersonal variation, thus making them very interesting for infrared face recognition. This framework is compared with classical linear techniques. Non linear techniques we developed recently for infrared face recognition are also presented and compared to the Bayesian face recognition framework. A new approach for infrared face extraction based on SVM is introduced. Experimental results show that the Bayesian technique is promising and lead to interesting results in the infrared spectrum when a sufficient number of face images is used in an intrapersonal learning process.

Keywords: Face recognition, biometrics, probabilistic imageprocessing, infrared imaging.

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9578 Comparative Study of Equivalent Linear and Non-Linear Ground Response Analysis for Rapar District of Kutch, India

Authors: Kulin Dave, Kapil Mohan

Abstract:

Earthquakes are considered to be the most destructive rapid-onset disasters human beings are exposed to. The amount of loss it brings in is sufficient to take careful considerations for designing of structures and facilities. Seismic Hazard Analysis is one such tool which can be used for earthquake resistant design. Ground Response Analysis is one of the most crucial and decisive steps for seismic hazard analysis. Rapar district of Kutch, Gujarat falls in Zone 5 of earthquake zone map of India and thus has high seismicity because of which it is selected for analysis. In total 8 bore-log data were studied at different locations in and around Rapar district. Different soil engineering properties were analyzed and relevant empirical correlations were used to calculate maximum shear modulus (Gmax) and shear wave velocity (Vs) for the soil layers. The soil was modeled using Pressure-Dependent Modified Kodner Zelasko (MKZ) model and the reference curve used for fitting was Seed and Idriss (1970) for sand and Darendeli (2001) for clay. Both Equivalent linear (EL), as well as Non-linear (NL) ground response analysis, has been carried out with Masing Hysteretic Re/Unloading formulation for comparison. Commercially available DEEPSOIL v. 7.0 software is used for this analysis. In this study an attempt is made to quantify ground response regarding generated acceleration time-history at top of the soil column, Response spectra calculation at 5 % damping and Fourier amplitude spectrum calculation. Moreover, the variation of Peak Ground Acceleration (PGA), Maximum Displacement, Maximum Strain (in %), Maximum Stress Ratio, Mobilized Shear Stress with depth is also calculated. From the study, PGA values estimated in rocky strata are nearly same as bedrock motion and marginal amplification is observed in sandy silt and silty clays by both analyses. The NL analysis gives conservative results of maximum displacement as compared to EL analysis. Maximum strain predicted by both studies is very close to each other. And overall NL analysis is more efficient and realistic because it follows the actual hyperbolic stress-strain relationship, considers stiffness degradation and mobilizes stresses generated due to pore water pressure.

Keywords: DEEPSOIL v 7.0, Ground Response Analysis, Pressure-Dependent Modified KodnerZelasko (MKZ) model, Response Spectra, Shear wave velocity.

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9577 Complex Condition Monitoring System of Aircraft Gas Turbine Engine

Authors: A. M. Pashayev, D. D. Askerov, C. Ardil, R. A. Sadiqov, P. S. Abdullayev

Abstract:

Researches show that probability-statistical methods application, especially at the early stage of the aviation Gas Turbine Engine (GTE) technical condition diagnosing, when the flight information has property of the fuzzy, limitation and uncertainty is unfounded. Hence the efficiency of application of new technology Soft Computing at these diagnosing stages with the using of the Fuzzy Logic and Neural Networks methods is considered. According to the purpose of this problem training with high accuracy of fuzzy multiple linear and non-linear models (fuzzy regression equations) which received on the statistical fuzzy data basis is made. For GTE technical condition more adequate model making dynamics of skewness and kurtosis coefficients- changes are analysed. Researches of skewness and kurtosis coefficients values- changes show that, distributions of GTE workand output parameters of the multiple linear and non-linear generalised models at presence of noise measured (the new recursive Least Squares Method (LSM)). The developed GTE condition monitoring system provides stage-by-stage estimation of engine technical conditions. As application of the given technique the estimation of the new operating aviation engine technical condition was made.

Keywords: aviation gas turbine engine, technical condition, fuzzy logic, neural networks, fuzzy statistics

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9576 Using Tabu Search to Analyze the Mauritian Economic Sectors

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

Abstract:

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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9575 A New Derivative-Free Quasi-Secant Algorithm For Solving Non-Linear Equations

Authors: F. Soleymani, M. Sharifi

Abstract:

Most of the nonlinear equation solvers do not converge always or they use the derivatives of the function to approximate the root of such equations. Here, we give a derivative-free algorithm that guarantees the convergence. The proposed two-step method, which is to some extent like the secant method, is accompanied with some numerical examples. The illustrative instances manifest that the rate of convergence in proposed algorithm is more than the quadratically iterative schemes.

Keywords: Non-linear equation, iterative methods, derivative-free, convergence.

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9574 Structural Optimization Method for 3D Reinforced Concrete Building Structure with Shear Wall

Authors: H. Nikzad, S. Yoshitomi

Abstract:

In this paper, an optimization procedure is applied for 3D Reinforced concrete building structure with shear wall.  In the optimization problem, cross sections of beams, columns and shear wall dimensions are considered as design variables and the optimal cross sections can be derived to minimize the total cost of the structure. As for final design application, the most suitable sections are selected to satisfy ACI 318-14 code provision based on static linear analysis. The validity of the method is examined through numerical example of 15 storied 3D RC building with shear wall.  This optimization method is expected to assist in providing a useful reference in design early stage, and to be an effective and powerful tool for structural design of RC shear wall structures.

Keywords: Structural optimization, linear static analysis, ETABS, MATLAB, RC moment frame, RC shear wall structures.

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9573 An SVM based Classification Method for Cancer Data using Minimum Microarray Gene Expressions

Authors: R. Mallika, V. Saravanan

Abstract:

This paper gives a novel method for improving classification performance for cancer classification with very few microarray Gene expression data. The method employs classification with individual gene ranking and gene subset ranking. For selection and classification, the proposed method uses the same classifier. The method is applied to three publicly available cancer gene expression datasets from Lymphoma, Liver and Leukaemia datasets. Three different classifiers namely Support vector machines-one against all (SVM-OAA), K nearest neighbour (KNN) and Linear Discriminant analysis (LDA) were tested and the results indicate the improvement in performance of SVM-OAA classifier with satisfactory results on all the three datasets when compared with the other two classifiers.

Keywords: Support vector machines-one against all, cancerclassification, Linear Discriminant analysis, K nearest neighbour, microarray gene expression, gene pair ranking.

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9572 Application of the Central-Difference with Half- Sweep Gauss-Seidel Method for Solving First Order Linear Fredholm Integro-Differential Equations

Authors: E. Aruchunan, J. Sulaiman

Abstract:

The objective of this paper is to analyse the application of the Half-Sweep Gauss-Seidel (HSGS) method by using the Half-sweep approximation equation based on central difference (CD) and repeated trapezoidal (RT) formulas to solve linear fredholm integro-differential equations of first order. The formulation and implementation of the Full-Sweep Gauss-Seidel (FSGS) and Half- Sweep Gauss-Seidel (HSGS) methods are also presented. The HSGS method has been shown to rapid compared to the FSGS methods. Some numerical tests were illustrated to show that the HSGS method is superior to the FSGS method.

Keywords: Integro-differential equations, Linear fredholm equations, Finite difference, Quadrature formulas, Half-Sweep iteration.

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9571 Optimal Production Planning in Aromatic Coconuts Supply Chain Based On Mixed-Integer Linear Programming

Authors: Chaimongkol Limpianchob

Abstract:

This work addresses the problem of production planning that arises in the production of aromatic coconuts from Samudsakhorn province in Thailand. The planning involves the forwarding of aromatic coconuts from the harvest areas to the factory, which is classified into two groups; self-owned areas and contracted areas, the decisions of aromatic coconuts flow in the plant, and addressing a question of which warehouse will be in use. The problem is formulated as a mixed-integer linear programming model within supply chain management framework. The objective function seeks to minimize the total cost including the harvesting, labor and inventory costs. Constraints on the system include the production activities in the company and demand requirements. Numerical results are presented to demonstrate the feasibility of coconuts supply chain model compared with base case.

Keywords: Aromatic coconut, supply chain management, production planning, mixed-integer linear programming.

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9570 Liquid Chromatography Microfluidics for Detection and Quantification of Urine Albumin Using Linear Regression Method

Authors: Patricia B. Cruz, Catrina Jean G. Valenzuela, Analyn N. Yumang

Abstract:

Nearly a hundred per million of the Filipino population is diagnosed with Chronic Kidney Disease (CKD). The early stage of CKD has no symptoms and can only be discovered once the patient undergoes urinalysis. Over the years, different methods were discovered and used for the quantification of the urinary albumin such as the immunochemical assays where most of these methods require large machinery that has a high cost in maintenance and resources, and a dipstick test which is yet to be proven and is still debated as a reliable method in detecting early stages of microalbuminuria. This research study involves the use of the liquid chromatography concept in microfluidic instruments with biosensor as a means of separation and detection respectively, and linear regression to quantify human urinary albumin. The researchers’ main objective was to create a miniature system that quantifies and detect patients’ urinary albumin while reducing the amount of volume used per five test samples. For this study, 30 urine samples of unknown albumin concentrations were tested using VITROS Analyzer and the microfluidic system for comparison. Based on the data shared by both methods, the actual vs. predicted regression were able to create a positive linear relationship with an R2 of 0.9995 and a linear equation of y = 1.09x + 0.07, indicating that the predicted values and actual values are approximately equal. Furthermore, the microfluidic instrument uses 75% less in total volume – sample and reagents combined, compared to the VITROS Analyzer per five test samples.

Keywords: Chronic kidney disease, microfluidics, linear regression, VITROS analyzer, urinary albumin.

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9569 Steady State Creep Behavior of Functionally Graded Thick Cylinder

Authors: Tejeet Singh, Harmanjit Singh

Abstract:

Creep behavior of thick-walled functionally graded cylinder consisting of AlSiC and subjected to internal pressure and high temperature has been analyzed. The functional relationship between strain rate with stress can be described by the well known threshold stress based creep law with a stress exponent of five. The effect of imposing non-linear particle gradient on the distribution of creep stresses in the thick-walled functionally graded composite cylinder has been investigated. The study revealed that for the assumed non-linear particle distribution, the radial stress decreases throughout the cylinder, whereas the tangential, axial and effective stresses have averaging effect. The strain rates in the functionally graded composite cylinder could be reduced to significant extent by employing non-linear gradient in the distribution of reinforcement.

Keywords: Functionally Graded Material, Pressure, Steady State Creep, Thick-Cylinder.

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9568 Some Results on Preconditioned Modified Accelerated Overrelaxation Method

Authors: Guangbin Wang, Deyu Sun, Fuping Tan

Abstract:

In this paper, we present new preconditioned modified accelerated overrelaxation (MAOR) method for solving linear systems. We compare the spectral radii of the iteration matrices of the preconditioned and the original methods. The comparison results show that the preconditioned MAOR method converges faster than the MAOR method whenever the MAOR method is convergent. Finally, we give one numerical example to confirm our theoretical results.

Keywords: preconditioned, MAOR method, linear system, convergence, comparison.

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9567 Spatial Time Series Models for Rice and Cassava Yields Based On Bayesian Linear Mixed Models

Authors: Panudet Saengseedam, Nanthachai Kantanantha

Abstract:

This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.

Keywords: Bayesian method, Linear mixed model, Multivariate conditional autoregressive model, Spatial time series.

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9566 Active Suspension - Case Study on Robust Control

Authors: Kruczek A., Stříbrský A., Honců J., Hlinovský M.

Abstract:

Automotive suspension system is important part of car comfort and safety. In this article automotive active suspension with linear motor as actuator is designed using H-infinity control. This paper is focused on comparison of different controller designed for quart, half or full-car model (and always used for “full" car). Special attention is placed on energy demand of the whole system. Each controller configuration is simulated and then verified on the hydraulic quarter car test bed.

Keywords: active suspension, linear motor, robust control

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9565 Effect of Medium Capacity on the Relationship between Chemical Heterogeneity and Linearly Adsorbed Solute Dispersion into Fixed Beds

Authors: K. Kaabeche-Djerafi, N. Bendjaballah-Lalaoui, S. Semra

Abstract:

The paper aims at investigating influence of medium capacity on linear adsorbed solute dispersion into chemically heterogeneous fixed beds. A discrete chemical heterogeneity distribution is considered in the one-dimensional advectivedispersive equation. The partial differential equation is solved using finite volumes method based on the Adam-Bashforth algorithm. Increased dispersion is estimated by comparing breakthrough curves second order moments and keeping identical hydrodynamic properties. As a result, dispersion increase due to chemical heterogeneity depends on the column size and surprisingly on the solid capacity. The more intense capacity is, the more important solute dispersion is. Medium length which is known to favour this effect vanishing according to the linear adsorption in fixed bed seems to create nonmonotonous variation of dispersion because of the heterogeneity. This nonmonotonous behaviour is also favoured by high capacities.

Keywords: linear adsorption; chemical heterogeneity;dispersion; fixed bed; porous media

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9564 Design Application Procedures of 15 Storied 3D Reinforced Concrete Shear Wall-Frame Structure

Authors: H. Nikzad, S. Yoshitomi

Abstract:

This paper presents the design application and reinforcement detailing of 15 storied reinforced concrete shear wall-frame structure based on linear static analysis. Databases are generated for section sizes based on automated structural optimization method utilizing Active-set Algorithm in MATLAB platform. The design constraints of allowable section sizes, capacity criteria and seismic provisions for static loads, combination of gravity and lateral loads are checked and determined based on ASCE 7-10 documents and ACI 318-14 design provision. The result of this study illustrates the efficiency of proposed method, and is expected to provide a useful reference in designing of RC shear wall-frame structures.

Keywords: Structural optimization, linear static analysis, ETABS, MATLAB, RC shear wall-frame structures.

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9563 Investigation of Heating Behaviour of E-textile Structures

Authors: H. Sezgin, S. Kursun Bahadır, Y. E. Boke, F. Kalaoğlu

Abstract:

By textile science incorporating with electronic industry, developed textile products start to take part in different areas such as industry, military, space, medical etc. for health, protection, defense, communication and automation. Electronic textiles (e-textiles) are fabrics that contain electronics and interconnections with them. In this study, two types of base yarns (cotton and acrylic) and three types of conductive steel yarns with different linear resistance values (14Ω/m, 30Ω/m, 70Ω/m) were used to investigate the effect of base yarn type and linear resistance of conductive yarns on thermal behavior of e-textile structures. Thermal behavior of samples was examined by thermal camera.

Keywords: Conductive yarn, e-textiles, smart textiles, thermal analysis.

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9562 Global GMRES with Deflated Restarting for Families of Shifted Linear Systems

Authors: Jing Meng, Peiyong Zhu, Houbiao Li

Abstract:

Many problems in science and engineering field require the solution of shifted linear systems with multiple right hand sides and multiple shifts. To solve such systems efficiently, the implicitly restarted global GMRES algorithm is extended in this paper. However, the shift invariant property could no longer hold over the augmented global Krylov subspace due to adding the harmonic Ritz matrices. To remedy this situation, we enforce the collinearity condition on the shifted system and propose shift implicitly restarted global GMRES. The new method not only improves the convergence but also has a potential to simultaneously compute approximate solution for the shifted systems using only as many matrix vector multiplications as the solution of the seed system requires. In addition, some numerical experiments also confirm the effectiveness of our method.

Keywords: Shifted linear systems, global Krylov subspace, GLGMRESIR, GLGMRESIRsh, harmonic Ritz matrix, harmonic Ritz vector.

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9561 Application of Extreme Learning Machine Method for Time Series Analysis

Authors: Rampal Singh, S. Balasundaram

Abstract:

In this paper, we study the application of Extreme Learning Machine (ELM) algorithm for single layered feedforward neural networks to non-linear chaotic time series problems. In this algorithm the input weights and the hidden layer bias are randomly chosen. The ELM formulation leads to solving a system of linear equations in terms of the unknown weights connecting the hidden layer to the output layer. The solution of this general system of linear equations will be obtained using Moore-Penrose generalized pseudo inverse. For the study of the application of the method we consider the time series generated by the Mackey Glass delay differential equation with different time delays, Santa Fe A and UCR heart beat rate ECG time series. For the choice of sigmoid, sin and hardlim activation functions the optimal values for the memory order and the number of hidden neurons which give the best prediction performance in terms of root mean square error are determined. It is observed that the results obtained are in close agreement with the exact solution of the problems considered which clearly shows that ELM is a very promising alternative method for time series prediction.

Keywords: Chaotic time series, Extreme learning machine, Generalization performance.

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9560 Volterra Filter for Color Image Segmentation

Authors: M. B. Meenavathi, K. Rajesh

Abstract:

Color image segmentation plays an important role in computer vision and image processing areas. In this paper, the features of Volterra filter are utilized for color image segmentation. The discrete Volterra filter exhibits both linear and nonlinear characteristics. The linear part smoothes the image features in uniform gray zones and is used for getting a gross representation of objects of interest. The nonlinear term compensates for the blurring due to the linear term and preserves the edges which are mainly used to distinguish the various objects. The truncated quadratic Volterra filters are mainly used for edge preserving along with Gaussian noise cancellation. In our approach, the segmentation is based on K-means clustering algorithm in HSI space. Both the hue and the intensity components are fully utilized. For hue clustering, the special cyclic property of the hue component is taken into consideration. The experimental results show that the proposed technique segments the color image while preserving significant features and removing noise effects.

Keywords: Color image segmentation, HSI space, K–means clustering, Volterra filter.

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9559 Iterative solutions to the linear matrix equation AXB + CXTD = E

Authors: Yongxin Yuan, Jiashang Jiang

Abstract:

In this paper the gradient based iterative algorithm is presented to solve the linear matrix equation AXB +CXTD = E, where X is unknown matrix, A,B,C,D,E are the given constant matrices. It is proved that if the equation has a solution, then the unique minimum norm solution can be obtained by choosing a special kind of initial matrices. Two numerical examples show that the introduced iterative algorithm is quite efficient.

Keywords: matrix equation, iterative algorithm, parameter estimation, minimum norm solution.

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9558 An Inverse Optimal Control Approach for the Nonlinear System Design Using ANN

Authors: M. P. Nanda Kumar, K. Dheeraj

Abstract:

The design of a feedback controller, so as to minimize a given performance criterion, for a general non-linear dynamical system is difficult; if not impossible. But for a large class of non-linear dynamical systems, the open loop control that minimizes a performance criterion can be obtained using calculus of variations and Pontryagin’s minimum principle. In this paper, the open loop optimal trajectories, that minimizes a given performance measure, is used to train the neural network whose inputs are state variables of non-linear dynamical systems and the open loop optimal control as the desired output. This trained neural network is used as the feedback controller. In other words, attempts are made here to solve the “inverse optimal control problem” by using the state and control trajectories that are optimal in an open loop sense.

Keywords: Inverse Optimal Control, Radial basis function neural network, Controller Design.

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9557 Optimal Convolutive Filters for Real-Time Detection and Arrival Time Estimation of Transient Signals

Authors: Michal Natora, Felix Franke, Klaus Obermayer

Abstract:

Linear convolutive filters are fast in calculation and in application, and thus, often used for real-time processing of continuous data streams. In the case of transient signals, a filter has not only to detect the presence of a specific waveform, but to estimate its arrival time as well. In this study, a measure is presented which indicates the performance of detectors in achieving both of these tasks simultaneously. Furthermore, a new sub-class of linear filters within the class of filters which minimize the quadratic response is proposed. The proposed filters are more flexible than the existing ones, like the adaptive matched filter or the minimum power distortionless response beamformer, and prove to be superior with respect to that measure in certain settings. Simulations of a real-time scenario confirm the advantage of these filters as well as the usefulness of the performance measure.

Keywords: Adaptive matched filter, minimum variance distortionless response, beam forming, Capon beam former, linear filters, performance measure.

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9556 Convergence and Comparison Theorems of the Modified Gauss-Seidel Method

Authors: Zhouji Chen

Abstract:

In this paper, the modified Gauss-Seidel method with the new preconditioner for solving the linear system Ax = b, where A is a nonsingular M-matrix with unit diagonal, is considered. The convergence property and the comparison theorems of the proposed method are established. Two examples are given to show the efficiency and effectiveness of the modified Gauss-Seidel method with the presented new preconditioner.

Keywords: Preconditioned linear system, M-matrix, Convergence, Comparison theorem.

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9555 Using Non-Linear Programming Techniques in Determination of the Most Probable Slip Surface in 3D Slopes

Authors: M. M. Toufigh, A. R. Ahangarasr, A. Ouria

Abstract:

Among many different methods that are used for optimizing different engineering problems mathematical (numerical) optimization techniques are very important because they can easily be used and are consistent with most of engineering problems. Many studies and researches are done on stability analysis of three dimensional (3D) slopes and the relating probable slip surfaces and determination of factors of safety, but in most of them force equilibrium equations, as in simplified 2D methods, are considered only in two directions. In other words for decreasing mathematical calculations and also for simplifying purposes the force equilibrium equation in 3rd direction is omitted. This point is considered in just a few numbers of previous studies and most of them have only given a factor of safety and they haven-t made enough effort to find the most probable slip surface. In this study shapes of the slip surfaces are modeled, and safety factors are calculated considering the force equilibrium equations in all three directions, and also the moment equilibrium equation is satisfied in the slip direction, and using nonlinear programming techniques the shape of the most probable slip surface is determined. The model which is used in this study is a 3D model that is composed of three upper surfaces which can cover all defined and probable slip surfaces. In this research the meshing process is done in a way that all elements are prismatic with quadrilateral cross sections, and the safety factor is defined on this quadrilateral surface in the base of the element which is a part of the whole slip surface. The method that is used in this study to find the most probable slip surface is the non-linear programming method in which the objective function that must get optimized is the factor of safety that is a function of the soil properties and the coordinates of the nodes on the probable slip surface. The main reason for using non-linear programming method in this research is its quick convergence to the desired responses. The final results show a good compatibility with the previously used classical and 2D methods and also show a reasonable convergence speed.

Keywords: Non-linear programming, numerical optimization, slope stability, 3D analysis.

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9554 An Investigation into the Role of Market Beta in Asset Pricing: Evidence from the Romanian Stock Market

Authors: Ioan Popa, Radu Lupu, Cristiana Tudor

Abstract:

In this paper, we apply the FM methodology to the cross-section of Romanian-listed common stocks and investigate the explanatory power of market beta on the cross-section of commons stock returns from Bucharest Stock Exchange. Various assumptions are empirically tested, such us linearity, market efficiency, the “no systematic effect of non-beta risk" hypothesis or the positive expected risk-return trade-off hypothesis. We find that the Romanian stock market shows the same properties as the other emerging markets in terms of efficiency and significance of the linear riskreturn models. Our analysis included weekly returns from January 2002 until May 2010 and the portfolio formation, estimation and testing was performed in a rolling manner using 51 observations (one year) for each stage of the analysis.

Keywords: Bucharest Stock Exchange, Fama-Macbeth methodology, systematic risk, non-linear risk-return dependence.

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9553 On the Construction of Lightweight Circulant Maximum Distance Separable Matrices

Authors: Qinyi Mei, Li-Ping Wang

Abstract:

MDS matrices are of great significance in the design of block ciphers and hash functions. In the present paper, we investigate the problem of constructing MDS matrices which are both lightweight and low-latency. We propose a new method of constructing lightweight MDS matrices using circulant matrices which can be implemented efficiently in hardware. Furthermore, we provide circulant MDS matrices with as few bit XOR operations as possible for the classical dimensions 4 × 4, 8 × 8 over the space of linear transformations over finite field F42 . In contrast to previous constructions of MDS matrices, our constructions have achieved fewer XORs.

Keywords: Linear diffusion layer, circulant matrix, lightweight, MDS matrix.

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