Search results for: uncertainty estimation
1337 Sliding-Mode Control of a Permanent-Magnet Synchronous Motor with Uncertainty Estimation
Authors: Markus Reichhartinger, Martin Horn
In this paper, the application of sliding-mode control to a permanent-magnet synchronous motor (PMSM) is presented. The control design is based on a generic mathematical model of the motor. Some dynamics of the motor and of the power amplification stage remain unmodelled. This model uncertainty is estimated in realtime. The estimation is based on the differentiation of measured signals using the ideas of robust exact differentiator (RED). The control law is implemented on an industrial servo drive. Simulations and experimental results are presented and compared to the same control strategy without uncertainty estimation. It turns out that the proposed concept is superior to the same control strategy without uncertainty estimation especially in the case of non-smooth reference signals.
Keywords: sliding-mode control, Permanent-magnet synchronous motor, uncertainty estimation, robust exact differentiator.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2196
1336 Estimation of Uncertainty of Thermal Conductivity Measurement with Single Laboratory Validation Approach
Authors: Saowaluck Ukrisdawithid
The thermal conductivity of thermal insulation materials are measured by Heat Flow Meter (HFM) apparatus. The components of uncertainty are complex and difficult on routine measurement by modelling approach. In this study, uncertainty of thermal conductivity measurement was estimated by single laboratory validation approach. The within-laboratory reproducibility was 1.1%. The standard uncertainty of method and laboratory bias by using SRM1453 expanded polystyrene board was dominant at 1.4%. However, it was assessed that there was no significant bias. For sample measurement, the sources of uncertainty were repeatability, density of sample and thermal conductivity resolution of HFM. From this approach to sample measurements, the combined uncertainty was calculated. In summary, the thermal conductivity of sample, polystyrene foam, was reported as 0.03367 W/m·K ± 3.5% (k = 2) at mean temperature 23.5 °C. The single laboratory validation approach is simple key of routine testing laboratory for estimation uncertainty of thermal conductivity measurement by using HFM, according to ISO/IEC 17025-2017 requirements. These are meaningful for laboratory competent improvement, quality control on products, and conformity assessment.
Keywords: Single laboratory validation approach, within-laboratory reproducibility, method and laboratory bias, certified reference material.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 604
1335 Comparison of Reliability Systems Based Uncertainty
Authors: A. Aissani, H. Benaoudia
Abstract:Stochastic comparison has been an important direction of research in various area. This can be done by the use of the notion of stochastic ordering which gives qualitatitive rather than purely quantitative estimation of the system under study. In this paper we present applications of comparison based uncertainty related to entropy in Reliability analysis, for example to design better systems. These results can be used as a priori information in simulation studies.
Keywords: Uncertainty, Stochastic comparison, Reliability, serie's system, imperfect repair.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1141
1334 Software Effort Estimation Models Using Radial Basis Function Network
Authors: E. Praynlin, P. Latha
Software Effort Estimation is the process of estimating the effort required to develop software. By estimating the effort, the cost and schedule required to estimate the software can be determined. Accurate Estimate helps the developer to allocate the resource accordingly in order to avoid cost overrun and schedule overrun. Several methods are available in order to estimate the effort among which soft computing based method plays a prominent role. Software cost estimation deals with lot of uncertainty among all soft computing methods neural network is good in handling uncertainty. In this paper Radial Basis Function Network is compared with the back propagation network and the results are validated using six data sets and it is found that RBFN is best suitable to estimate the effort. The Results are validated using two tests the error test and the statistical test.
Keywords: Software cost estimation, Radial Basis Function Network (RBFN), Back propagation function network, Mean Magnitude of Relative Error (MMRE).Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2272
1333 Mind Your Product-Market Strategy on Selecting Marketing Inputs: An Uncertainty Approach in Indian Context
Authors: Susmita Ghosh, Bhaskar Bhowmick
Abstract:Market is an important factor for start-ups to look into during decision-making in product development and related areas. Emerging country markets are more uncertain in terms of information availability and institutional supports. The literature review of market uncertainty reveals the need for identifying factors representing the market uncertainty. This paper identifies factors for market uncertainty using Exploratory Factor Analysis (EFA) and confirmed the number of factor retention using an alternative factor retention criterion ‘Parallel Analysis’. 500 entrepreneurs, engaged in start-ups from all over India participated in the study. This paper concludes with the factor structure of ‘market uncertainty’ having dimensions of uncertainty in industry orientation, uncertainty in customer orientation and uncertainty in marketing orientation.
Keywords: Uncertainty, market, orientation, competitor, demand.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1397
1332 Effect of Soil Corrosion in Failures of Buried Gas Pipelines
Authors: Saima Ali, Pathamanathan Rajeev, Imteaz A. Monzur
In this paper, a brief review of the corrosion mechanism in buried pipe and modes of failure is provided together with the available corrosion models. Moreover, the sensitivity analysis is performed to understand the influence of corrosion model parameters on the remaining life estimation. Further, the probabilistic analysis is performed to propagate the uncertainty in the corrosion model on the estimation of the renaming life of the pipe. Finally, the comparison among the corrosion models on the basis of the remaining life estimation will be provided to improve the renewal plan.
Keywords: Corrosion, pit depth, sensitivity analysis, exposure period.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1336
1331 Confronting the Uncertainty of Systemic Innovation in Public Welfare Services
Authors: Harri Jalonen
Abstract:Faced with social and health system capacity constraints and rising and changing demand for welfare services, governments and welfare providers are increasingly relying on innovation to help support and enhance services. However, the evidence reported by several studies indicates that the realization of that potential is not an easy task. Innovations can be deemed inherently complex to implement and operate, because many of them involve a combination of technological and organizational renewal within an environment featuring a diversity of stakeholders. Many public welfare service innovations are markedly systemic in their nature, which means that they emerge from, and must address, the complex interplay between political, administrative, technological, institutional and legal issues. This paper suggests that stakeholders dealing with systemic innovation in welfare services must deal with ambiguous and incomplete information in circumstances of uncertainty. Employing a literature review methodology and case study, this paper identifies, categorizes and discusses different aspects of the uncertainty of systemic innovation in public welfare services, and argues that uncertainty can be classified into eight categories: technological uncertainty, market uncertainty, regulatory/institutional uncertainty, social/political uncertainty, acceptance/legitimacy uncertainty, managerial uncertainty, timing uncertainty and consequence uncertainty.
Keywords: Systemic innovation, uncertainty, welfare servicesProcedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1486
1330 On Best Estimation for Parameter Weibull Distribution
Authors: Hadeel Salim Alkutubi
The objective of this study is to introduce estimators to the parameters and survival function for Weibull distribution using three different methods, Maximum Likelihood estimation, Standard Bayes estimation and Modified Bayes estimation. We will then compared the three methods using simulation study to find the best one base on MPE and MSE.
Keywords: Maximum Likelihood estimation , Bayes estimation, Jeffery prior information, Simulation studyProcedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1124
1329 A New Approach of Fuzzy Methods for Evaluating of Hydrological Data
Authors: Nasser Shamskia, Seyyed Habib Rahmati, Hassan Haleh , Seyyedeh Hoda Rahmati
Abstract:The main criteria of designing in the most hydraulic constructions essentially are based on runoff or discharge of water. Two of those important criteria are runoff and return period. Mostly, these measures are calculated or estimated by stochastic data. Another feature in hydrological data is their impreciseness. Therefore, in order to deal with uncertainty and impreciseness, based on Buckley-s estimation method, a new fuzzy method of evaluating hydrological measures are developed. The method introduces triangular shape fuzzy numbers for different measures in which both of the uncertainty and impreciseness concepts are considered. Besides, since another important consideration in most of the hydrological studies is comparison of a measure during different months or years, a new fuzzy method which is consistent with special form of proposed fuzzy numbers, is also developed. Finally, to illustrate the methods more explicitly, the two algorithms are tested on one simple example and a real case study.
Keywords: Fuzzy Discharge, Fuzzy estimation, Fuzzy ranking method, Hydrological dataProcedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1594
1328 Frequency Estimation Using Analytic Signal via Wavelet Transform
Authors: Sudipta Majumdar, Akansha Singh
Abstract:Frequency estimation of a sinusoid in white noise using maximum entropy power spectral estimation has been shown to be very sensitive to initial sinusoidal phase. This paper presents use of wavelet transform to find an analytic signal for frequency estimation using maximum entropy method (MEM) and compared the results with frequency estimation using analytic signal by Hilbert transform method and frequency estimation using real data together with MEM. The presented method shows the improved estimation precision and antinoise performance.
Keywords: Frequency estimation, analytic signal, maximum entropy method, wavelet transform.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1436
1327 The Story of Mergers and Acquisitions: Using Narrative Theory to Understand the Uncertainty of Organizational Change
Authors: Philip T. Roundy
Abstract:This paper examines the influence of communication form on employee uncertainty during mergers and acquisitions (M&As). Specifically, the author uses narrative theory to analyze how narrative organizational communication affects the three components of uncertainty – decreased predictive, explanatory, and descriptive ability. It is hypothesized that employees whose organizations use narrative M&A communication will have greater predictive, explanatory, and descriptive abilities than employees of organizations using non-narrative M&A communication. This paper contributes to the stream of research examining uncertainty during mergers and acquisitions and argues that narratives are an effective means of managing uncertainty in the mergers and acquisitions context.
Keywords: Narrative Theory, Mergers and Acquisitions, Employee Uncertainty.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2870
1326 Photon Localization inside a Waveguide Modeled by Uncertainty Principle
Authors: Shilpa N. Kulkarni, Sujata R. Patrikar
Abstract:In the present work, an attempt is made to understand electromagnetic field confinement in a subwavelength waveguide structure using concepts of quantum mechanics. Evanescent field in the waveguide is looked as inability of the photon to get confined in the waveguide core and uncertainty of position is assigned to it. The momentum uncertainty is calculated from position uncertainty. Schrödinger wave equation for the photon is written by incorporating position-momentum uncertainty. The equation is solved and field distribution in the waveguide is obtained. The field distribution and power confinement is compared with conventional waveguide theory. They were found in good agreement with each other.
Keywords: photon localization in waveguide, photon tunneling, quantum confinement of light, Schrödinger wave equation, uncertainty principle.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2706
1325 Forecasting Models for Steel Demand Uncertainty Using Bayesian Methods
Authors: Watcharin Sangma, Onsiri Chanmuang, Pitsanu Tongkhow
A forecasting model for steel demand uncertainty in Thailand is proposed. It consists of trend, autocorrelation, and outliers in a hierarchical Bayesian frame work. The proposed model uses a cumulative Weibull distribution function, latent first-order autocorrelation, and binary selection, to account for trend, time-varying autocorrelation, and outliers, respectively. The Gibbs sampling Markov Chain Monte Carlo (MCMC) is used for parameter estimation. The proposed model is applied to steel demand index data in Thailand. The root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE) criteria are used for model comparison. The study reveals that the proposed model is more appropriate than the exponential smoothing method.
Keywords: Forecasting model, Steel demand uncertainty, Hierarchical Bayesian framework, Exponential smoothing method.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2406
1324 Long Term Examination of the Profitability Estimation Focused on Benefits
Authors: Stephan Printz, Kristina Lahl, René Vossen, Sabina Jeschke
Abstract:Strategic investment decisions are characterized by high innovation potential and long-term effects on the competitiveness of enterprises. Due to the uncertainty and risks involved in this complex decision making process, the need arises for well-structured support activities. A method that considers cost and the long-term added value is the cost-benefit effectiveness estimation. One of those methods is the “profitability estimation focused on benefits – PEFB”-method developed at the Institute of Management Cybernetics at RWTH Aachen University. The method copes with the challenges associated with strategic investment decisions by integrating long-term non-monetary aspects whilst also mapping the chronological sequence of an investment within the organization’s target system. Thus, this method is characterized as a holistic approach for the evaluation of costs and benefits of an investment. This participation-oriented method was applied to business environments in many workshops. The results of the workshops are a library of more than 96 cost aspects, as well as 122 benefit aspects. These aspects are preprocessed and comparatively analyzed with regards to their alignment to a series of risk levels. For the first time, an accumulation and a distribution of cost and benefit aspects regarding their impact and probability of occurrence are given. The results give evidence that the PEFB-method combines precise measures of financial accounting with the incorporation of benefits. Finally, the results constitute the basics for using information technology and data science for decision support when applying within the PEFB-method.
Keywords: Cost-benefit analysis, multi-criteria decision, profitability estimation focused on benefits, risk and uncertainty analysis.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1284
1323 Distance Estimation for Radar Systems Using DS-UWB Signals
Authors: Youngpo Lee, Seokho Yoon
In this paper, we propose a distance estimation scheme for radar systems using direct sequence ultra wideband (DS-UWB) signals. The proposed distance estimation scheme averages out the noise by accumulating the correlator outputs of the radar, and thus, helps the radar to employ a short-length DS-UWB signal reducing the correlation processing time. Numerical results confirm that the proposed distance estimation scheme provides a better estimation performance and a reduced correlation processing time compared with those of the conventional DS-UWB radars.
Keywords: Radar, DS-UWB, distance estimation, correlation accumulation.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1825
1322 A Novel Frequency Offset Estimation Scheme for OFDM Systems
Authors: Youngpo Lee, Seokho Yoon
In this paper, we propose a novel frequency offset estimation scheme for orthogonal frequency division multiplexing (OFDM) systems. By correlating the OFDM signals within the coherence phase bandwidth and employing a threshold in the frequency offset estimation process, the proposed scheme is not only robust to the timing offset but also has a reduced complexity compared with that of the conventional scheme. Moreover, a timing offset estimation scheme is also proposed as the next stage of the proposed frequency offset estimation. Numerical results show that the proposed scheme can estimate frequency offset with lower computational complexity and does not require additional memory while maintaining the same level of estimation performance.
Keywords: OFDM, frequency offset estimation, threshold.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2062
1321 An Estimation of Variance Components in Linear Mixed Model
Authors: Shuimiao Wan, Chao Yuan, Baoguang Tian
Abstract:In this paper, a linear mixed model which has two random effects is broken up into two models. This thesis gets the parameter estimation of the original model and an estimation’s statistical qualities based on these two models. Then many important properties are given by comparing this estimation with other general estimations. At the same time, this paper proves the analysis of variance estimate (ANOVAE) about σ2 of the original model is equal to the least-squares estimation (LSE) about σ2 of these two models. Finally, it also proves that this estimation is better than ANOVAE under Stein function and special condition in some degree.
Keywords: Linear mixed model, Random effects, Parameter estimation, Stein function.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1387
1320 Property Aggregation and Uncertainty with Links to the Management and Determination of Critical Design Features
Authors: Steven Whittle, Ingrida Valiusaityte
Abstract:Within the domain of Systems Engineering the need to perform property aggregation to understand, analyze and manage complex systems is unequivocal. This can be seen in numerous domains such as capability analysis, Mission Essential Competencies (MEC) and Critical Design Features (CDF). Furthermore, the need to consider uncertainty propagation as well as the sensitivity of related properties within such analysis is equally as important when determining a set of critical properties within such a system. This paper describes this property breakdown in a number of domains within Systems Engineering and, within the area of CDFs, emphasizes the importance of uncertainty analysis. As part of this, a section of the paper describes possible techniques which may be used within uncertainty propagation and in conclusion an example is described utilizing one of the techniques for property and uncertainty aggregation within an aircraft system to aid the determination of Critical Design Features.
Keywords: Complex Systems, Critical Design Features, Property Aggregation, Uncertainty.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1423
1319 Modeling the Uncertainty of the Remanufacturing Process for Consideration of Extended Producer Responsibility (EPR)
Authors: Michael R. Johnson, Ian P. McCarthy
Abstract:There is a growing body of evidence to support the proposition of product take back for remanufacturing particularly within the context of Extended Producer Responsibility (EPR). Remanufacturing however presents challenges unlike that of traditional manufacturing environments due to its high levels of uncertainty which may further distract organizations from considering its potential benefits. This paper presents a novel modeling approach for evaluating the uncertainty of part failures within the remanufacturing process and its impact on economic and environmental performance measures. This paper presents both the theoretical modeling approach and an example of its use in application.
Keywords: Remanufacturing, Demanufacturing, Extended Producer Responsibility, Sustainability, Uncertainty.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1599
1318 How Do Crisis Affect Economic Policy?
Authors: Eva Kotlánová
After recession that began in 2007 in the United States and subsequently spilled over the Europe we could expect recovery of economic growth. According to the last estimation of economic progress of European countries, this recovery is not strong enough. Among others, it will depend on economic policy, where and in which way, the economic indicators will proceed. Economic theories postulate that the economic subjects prefer stably, continual economic policy without repeated and strong fluctuations. This policy is perceived as support of economic growth. Mostly in crises period, when the government must cope with consequences of recession, the economic policy becomes unpredictable for many subjects and economic policy uncertainty grows, which have negative influence on economic growth. The aim of this paper is to use panel regression to prove or disprove this hypothesis on the example of five largest European economies in the period 2008–2012.
Keywords: Economic Crises in Europe, Economic Policy, Uncertainty, Panel Analysis Regression.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1432
1317 Variation of Uncertainty in Steady And Non-Steady Processes Of Queuing Theory
Authors: Om Parkash, C.P.Gandhi
Abstract:Probabilistic measures of uncertainty have been obtained as functions of time and birth and death rates in a queuing process. The variation of different entropy measures has been studied in steady and non-steady processes of queuing theory.
Keywords: Uncertainty, steady state, non-steady state, trafficintensity, monotonocityProcedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1056
1316 Determination of Measurement Uncertainty in Extracting of Forming Limit Diagrams
Authors: M. Mahboubkhah, H. Fayazfar
Abstract:In this research, Forming Limit Diagrams for supertension sheet metals which are using in automobile industry have been obtained. The exerted strains to sheet metals have been measured with four different methods and the errors of each method have also been represented. These methods have been compared with together and the most efficient and economic way of extracting of the exerted strains to sheet metals has been introduced. In this paper total error and uncertainty of FLD extraction procedures have been derived. Determination of the measurement uncertainty in extracting of FLD has a great importance in design and analysis of the sheet metal forming process.
Keywords: Forming Limit Diagram, Major and Minor Strain, Measurement Uncertainty.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1864
1315 Performance Enhancement of Motion Estimation Using SSE2 Technology
Authors: Trung Hieu Tran, Hyo-Moon Cho, Sang-Bock Cho
Abstract:Motion estimation is the most computationally intensive part in video processing. Many fast motion estimation algorithms have been proposed to decrease the computational complexity by reducing the number of candidate motion vectors. However, these studies are for fast search algorithms themselves while almost image and video compressions are operated with software based. Therefore, the timing constraints for running these motion estimation algorithms not only challenge for the video codec but also overwhelm for some of processors. In this paper, the performance of motion estimation is enhanced by using Intel's Streaming SIMD Extension 2 (SSE2) technology with Intel Pentium 4 processor.
Keywords: Motion Estimation, Full Search, Three StepSearch, MMX/SSE/SSE2 Technologies, SIMD.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1945
1314 Airport Investment Risk Assessment under Uncertainty
Authors: Elena M. Capitanul, Carlos A. Nunes Cosenza, Walid El Moudani, Felix Mora Camino
The construction of a new airport or the extension of an existing one requires massive investments and many times public private partnerships were considered in order to make feasible such projects. One characteristic of these projects is uncertainty with respect to financial and environmental impacts on the medium to long term. Another one is the multistage nature of these types of projects. While many airport development projects have been a success, some others have turned into a nightmare for their promoters. This communication puts forward a new approach for airport investment risk assessment. The approach takes explicitly into account the degree of uncertainty in activity levels prediction and proposes milestones for the different stages of the project for minimizing risk. Uncertainty is represented through fuzzy dual theory and risk management is performed using dynamic programming. An illustration of the proposed approach is provided.
Keywords: Airports, fuzzy logic, risk, uncertainty.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2353
1313 Efficient Block Matching Algorithm for Motion Estimation
Authors: Zong Chen
Abstract:Motion estimation is a key problem in video processing and computer vision. Optical flow motion estimation can achieve high estimation accuracy when motion vector is small. Three-step search algorithm can handle large motion vector but not very accurate. A joint algorithm was proposed in this paper to achieve high estimation accuracy disregarding whether the motion vector is small or large, and keep the computation cost much lower than full search.
Keywords: Motion estimation, Block Matching, Optical flow, Three step search.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2039
1312 Finding Equilibrium in Transport Networks by Simulation and Investigation of Behaviors
Authors: Gábor Szűcs, Gyula Sallai
Abstract:The goal of this paper is to find Wardrop equilibrium in transport networks at case of uncertainty situations, where the uncertainty comes from lack of information. We use simulation tool to find the equilibrium, which gives only approximate solution, but this is sufficient for large networks as well. In order to take the uncertainty into account we have developed an interval-based procedure for finding the paths with minimal cost using the Dempster-Shafer theory. Furthermore we have investigated the users- behaviors using game theory approach, because their path choices influence the costs of the other users- paths.
Keywords: Dempster-Shafer theory, S-O and U-Otransportation network, uncertainty of information, Wardropequilibrium.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1424
1311 Lithium-Ion Battery State of Charge Estimation Using One State Hysteresis Model with Nonlinear Estimation Strategies
Authors: Mohammed Farag, Mina Attari, S. Andrew Gadsden, Saeid R. Habibi
Abstract:Battery state of charge (SOC) estimation is an important parameter as it measures the total amount of electrical energy stored at a current time. The SOC percentage acts as a fuel gauge if it is compared with a conventional vehicle. Estimating the SOC is, therefore, essential for monitoring the amount of useful life remaining in the battery system. This paper looks at the implementation of three nonlinear estimation strategies for Li-Ion battery SOC estimation. One of the most common behavioral battery models is the one state hysteresis (OSH) model. The extended Kalman filter (EKF), the smooth variable structure filter (SVSF), and the time-varying smoothing boundary layer SVSF are applied on this model, and the results are compared.
Keywords: State of charge estimation, battery modeling, one-state hysteresis, filtering and estimation.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1254
1310 A Framework of Monte Carlo Simulation for Examining the Uncertainty-Investment Relationship
Authors: George Yungchih Wang
Abstract:This paper argues that increased uncertainty, in certain situations, may actually encourage investment. Since earlier studies mostly base their arguments on the assumption of geometric Brownian motion, the study extends the assumption to alternative stochastic processes, such as mixed diffusion-jump, mean-reverting process, and jump amplitude process. A general approach of Monte Carlo simulation is developed to derive optimal investment trigger for the situation that the closed-form solution could not be readily obtained under the assumption of alternative process. The main finding is that the overall effect of uncertainty on investment is interpreted by the probability of investing, and the relationship appears to be an invested U-shaped curve between uncertainty and investment. The implication is that uncertainty does not always discourage investment even under several sources of uncertainty. Furthermore, high-risk projects are not always dominated by low-risk projects because the high-risk projects may have a positive realization effect on encouraging investment.
Keywords: real options, geometric Brownian motion, mixeddiffusion-jump process, mean- reverting process, jump amplitudeprocessProcedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1423
1309 Decision Making under Strict Uncertainty: Case Study in Sewer Network Planning
Authors: Zhen Wu, David Lupien St-Pierre, Georges Abdul-Nour
In decision making under strict uncertainty, decision makers have to choose a decision without any information about the states of nature. The classic criteria of Laplace, Wald, Savage, Hurwicz and Starr are introduced and compared in a case study of sewer network planning. Furthermore, results from different criteria are discussed and analyzed. Moreover, this paper discusses the idea that decision making under strict uncertainty (DMUSU) can be viewed as a two-player game and thus be solved by a solution concept in game theory: Nash equilibrium.
Keywords: Decision criteria, decision making, sewer network planning, strict uncertainty.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1043
1308 Frequency Offset Estimation Schemes Based On ML for OFDM Systems in Non-Gaussian Noise Environments
Authors: Keunhong Chae, Seokho Yoon
In this paper, frequency offset (FO) estimation schemes robust to the non-Gaussian noise environments are proposed for orthogonal frequency division multiplexing (OFDM) systems. First, a maximum-likelihood (ML) estimation scheme in non-Gaussian noise environments is proposed, and then, the complexity of the ML estimation scheme is reduced by employing a reduced set of candidate values. In numerical results, it is demonstrated that the proposed schemes provide a significant performance improvement over the conventional estimation scheme in non-Gaussian noise environments while maintaining the performance similar to the estimation performance in Gaussian noise environments.
Keywords: Frequency offset estimation, maximum-likelihood, non-Gaussian noise environment, OFDM, training symbol.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1820