Sensor Scheduling for Multiple Parameters Estimation Under Energy Constraint

Size: px
Start display at page:

Download "Sensor Scheduling for Multiple Parameters Estimation Under Energy Constraint"

Transcription

1 Sensor Scheduln for Mulple Parameers Esmaon Under Enery Consran Y Wan, Mnyan Lu and Demoshens Tenekezs Deparmen of Elecrcal Enneern and Compuer Scence Unversy of Mchan, Ann Arbor, MI {yws,mnyan,eneke}@eecs.umch.edu ABSTRACT We consder a sensor scheduln problem for esman Gaussan random varables under an enery consran. The sensors are descrbed by a lnear observaon model, and he observaon nose s Gaussan. We formulae hs problem as a sochasc sequenal decson problem. Due o he Gaussan assumpon and he lnear observaon model, he sochasc sequenal decson problem s equvalen o a deermnsc one. We presen a reedy alorhm for hs problem, and dscover condons suffcen o uaranee he opmaly of he reedy alorhm. Furhermore, we presen wo specal cases of he ornal scheduln problem where he reedy alorhm s opmal under weaker condons. We llusrae our resul hrouh numercal examples. I. INTRODUCTION Advances n neraed sensn and wreless echnoloes have enabled a wde rane of emern applcaons, from envronmenal monorn o nruson deecon, o roboc exploraon, ec. In parcular, unaended round sensors (UGS) have been ncreasnly used o enhance suaonal awareness for survellance and monorn ype of applcaons. In hs paper we focus on he use of sensors for he purpose of parameer esmaon. Specfcally, we consder he follown scheduln problem. Mulple sensors are sequenally acvaed by a cenral conroller o ake a measuremen of one of many parameers, and hen ransm he observaon daa back o he he conroller. The laer combnes successve measuremen daa o form an esmae for each parameer. A snle parameer may be measured mulple mes over me. Each acvaon ncurs a cos (e.., sensn and communcaon coss) whch may be boh sensor and parameer-dependen. Ths process connues unl a ceran creron s sasfed, e.., when he oal esmaon error s suffcenly small, when he me perod of neres has elapsed, ec. Assumn ha sensors may be of dfferen qualy (.e. hey may have dfferen snal o nose raos) and he acvaon of dfferen sensors may ncur dfferen coss, our sensorscheduln problem s o deermne he sequence of sensors o be acvaed and he correspondn sequence of parameers o be measured so as o mnmze he sum of he oal ermnal parameer esmaon errors and he oal sensor acvaon cos. In hs paper we resrc aenon o he case of N saonary scalar parameers, modelled by Gaussan random varables wh known mean and varance, measured by M sensors, each descrbed by a lnear Gaussan observaon model. Whou loss of eneraly, we assume ha each sensor can only be used once. Ths s because mulple uses of he same sensor can be effecvely replaced by mulple dencal sensors, each wh a snle use. We formulae he above sensor scheduln problem as a sochasc sequenal decson problem. Because of he Gaussan assumpon and he lneary of observaons, hs sochasc sequenal decson problem s equvalen o a deermnsc one. Sequenal allocaon problems have been exensvely suded n he leraure (see [1]). In eneral, s dffcul o explcly deermne opmal sraees or even qualave properes of opmal sraees for sequenal allocaon problems. The mul-armed band problem and s varans (see e.., [6] and [5]) are one class of sequenal allocaon problems where he opmal soluon has been explcly deermned. In [?](refer echncal repor) we compare our problem wh he mul-armed band problem and some of s varans. We show ha our problem does no concepually belon o he class of mul-armed bands. I appears dffcul o deermne he naure of an opmal soluon for he eneral problem under consderaon. Therefore, o oban some nsh no he naure of he problem, we consder a reedy alorhm, and derve condons suffcen o uaranee he opmaly of hs alorhm. We hen presen wo specal cases of he eneral problem under consderaon for whch he reedy alorhm resuls n an opmal sraey under condons weaker han he suffcen condons menoned above. Fnally we llusrae he naure of our resuls hrouh a number of numercal examples. Sensor scheduln problems assocaed wh saonary parameer esmaon were also nvesaed n [3] and 1 of 7

2 [2]. Our resuls are dfferen from hose of [3] and [2] prmarly because he observaon model and performance crera n [3] and [2] are dfferen from ours. The res of he paper s oranzed as follows. In Secon II we sae he opmzaon problem and nroduce several prelmnares. In Secon III we provde he suffcen condons for he reedy alorhm o be opmal. Specal cases are presened n Secon IV, and numercal examples are analyzed n Secon V. Secon VI concludes hs paper. Due o he space lmaon, all proofs are omed; hey can be founded n [?]. II. PROBLEM FORMULATION In hs secon, we formulae he problem of esman mulple saonary parameers wh mulple sensors descrbed n he prevous secon, and presen a number of prelmnares. A. The Measuremen Model and Problem Formulaon Consder a se Ω p of saonary scalar parameers, ndexed by {1, 2,, N} ha have o be esmaed. Parameer s modeled by a Gaussan random varable, denoed by X, wh mean µ (0) and varance σ (0). There s a se Ω s of sensors, ndexed by {1, 2,, M}, whch we use o measure he parameers. The measuremen of parameer aken by sensor j s ven by Z,j = H,j X + V,j, (1) where Z,j s he observaon of parameer by sensor j, H,j s a known an, and V,j s a Gaussan random varable wh E(V,j ) = 0, V ar(v,j ) = R,j. A nonneave measuremen cos c,j s ncurred by acvan and usn sensor j o measure parameer. The avalable sensors are acvaed one a a me o ake a measuremen of a specfc parameer, upon reques from a conrol cener. The measuremen daa s hen ransmed back o he conrol cener, where he esmae of ha parameer and he oal accumulaed cos are updaed. The conrol cener hen decdes wheher o acvae anoher sensor from he se of remann avalable sensors, or o ermnae he process. Ths connues unl eher all M sensors are used, or unl he me perod of neres T has elapsed, or unl he conrol cener decdes o ermnae he process. For smplcy and whou loss of eneraly, we redefne T = mn{m, T }, mplyn ha a mos T sensors/parameers can be scheduled. Consequenly, he decson/conrol acon a each me nsan s a random vecor U := (U 1,, U 2, ), akn values n Ω p S {, }, where S s he se of sensors avalable a, and U = (, ) means ha no measuremen s aken a. A measuremen polcy s defned by where γ s such ha U γ = (U γ 1,, U γ 2, ) where γ := (γ 1, γ 2,, γ T ), = γ (σ 1 (0), σ 2 (0),, σ N (0), Ω p, Z γ, 1, U γ, 1 ), Z γ, 1 := (Z γ 1, Zγ 2,, Zγ 1 ), U γ, 1 := (U γ 1, U γ 2,, U γ 1 ), and he varable Z γ denoes he measuremen aken a me. Snce parameers are saonary, no akn a measuremen a some me nsan wll leave he parameers and her esmaes unchaned. Thus, whou loss of opmaly, we can resrc aenon o measuremen sraees wh he follown propery. Propery 1: For, = 1,, T 1, f U γ = (, ), hen for >, U γ = (, ). Le Γ be he se of all admssble measuremen polces ha sasfy hs propery. The opmzaon problem s Problem 1 (P1): mn J(γ) = N { [ E X ˆX ] } { T } 2 γ (T ) + E c U γ γ Γ =1 =1 { ˆXγ s.. (T ) = E[X Z U γ 1({U γ 1, = }), = 1,, T ] U γ 2, U γ 2, f,, = 1,, τ γ, where J(γ) s he cos of polcy γ Γ, ˆXγ (T ) s he ermnal esmae of parameer under sraey γ, and 1(A) s he ndcaon funcon such ha 1(A) = 1 f A s rue and 0 oherwse. Denoe by Z γ, he observaon daa se for parameer unl me under sraey γ, = 1, 2, T. Snce X s a Gaussan random varable, E{[X ˆX { { }} γ (T )]2 } = E E [X E(X Z γ,t ) 2 Z γ,t { = E [X E(X Z γ,t )] 2},.e. he error varance s ndependen of he observaon daa. Denoe he varance of parameer under sraey γ a me as σ γ () := E { [ X E(X Z γ, ) ] } 2, = 1,, N. Then a any me nsan, he varance of parameer evolves as follows. If a + 1, parameer and sensor j are seleced by γ, hen σ γ ( + 1) = σγ () (σγ ())2 H,j 2 σ γ ()H2,j + R ; (2),j f a me + 1, parameer s no seleced by γ, hen σ γ ( + 1) = σγ (). (3) (see [4]) 2 of 7

3 Therefore problem P 1 can be reformulaed as a deermnsc problem n he follown way. Denoe a scheduln sraey by := (P, S ), wh P = {a 1,, a T }, and S = {b 1,, b T }, whch ndcaes ha under sraey, parameer a s measured by sensor b a me, where a Ω p, b Ω s { }. If b =, no measuremen akes place a me and c a,b = 0. Smlarly o propery 1, we can resrc aenon o measuremen sraees wh he follown propery. Propery 2: For, = 1,, T 1, f b =, hen b =, for >. Le G be he se of all admssble measuremen polces wh he propery 2. The opmzaon problem s Problem 2 (P2): N J() = σ (τ τ ) + mn G s.. =1 =1 c a,b { a Ω p, and b Ω s { }, b b f, where τ denoes he number of measuremens aken under polcy. B. Prelmnares The follown defnons characerze he oodness of a sensor n erms of s qualy of measuremen. Defnon 1: The ndex of sensor j for parameer s ven by I,j = H2,j R,j. An ndex can be vewed as he snal-o-nose rao (SNR) of sensor j when measurn parameer. Ths quany reflecs he accuracy of he measuremen; he hher he ndex/snr, he more accurae he measuremen. Lemma 1: Assume sensor se A s used o measure parameer wh nal varance σ (0) and parameer s pos-measuremen varance s σ (A). Then we have σ (0) σ (A) = σ (0)Î,A + 1 where Î,A = j A I,j. Furhermore, σ (A) s an ncreasn funcon of σ (0) and a decreasn funcon of A,.e. f A 1 A 2, hen σ (A 1 ) > σ (A 2 ). The varance reducon of parameer wh nal varance σ (0) by usn sensor se A, denoed by R (σ (0), A), and ven by. R (σ (0), A) := σ (0) σ (A) = (4) σ2 (0)Î,A σ (0)Î,A + 1. (5) Under any polcy, we can re-wre he objecve funcon J() as follows. τ { [ ]} N J() = c a,b σ a ( 1) σ a () + σ (0) =1 =1 =1 τ = P a (σ a ( 1), b ) + N σ (0), (6) where P (σ, j) s ven by: =1 P (σ, j) = c,j R (σ, j) = c,j σ2 I,j σi,j + 1. (7) The quany P (σ, j) s referred o as he sep cos of usn sensor j o measure parameer, when he varance of parameer before he measuremen s σ. Thus he oal cos o be mnmzed s he sum of nal varance of each parameer and he sep coss. Defnon 2: The hreshold of a sensor j for parameer s ven by T H,j = 1 2 (c,j + c 2,j + 4 c,j/i,j ). Wh hs defnon, we have ha when σ = T H,j, P (σ, j) = c,j σ2 I,j σi,j + 1 = 0 ; (8) when σ > T H,j, P (σ, j) = c,j σ2 I,j σi,j + 1 < 0. (9) Therefore sensor j s hreshold for parameer can be vewed as he break-even pon n parameer s varance. Tha s, usn sensor j o ake a measuremen of parameer, whose varance σ s equal o T H,j, resuls n zero sep cos. If he curren varance of parameer exceeds he hreshold T H,j, hen usn sensor j wll resul n a neave sep cos (.e. benef), and vce versa. For sensors wh he same ndex, lower hreshold s equvalen o smaller measuremen cos; for sensors wh he same measuremen cos, lower hreshold s equvalen o hher ndex. Therefore, he hreshold combnes measuremen qualy and measuremen cos and reflecs he overall oodness of a sensor: he lower he hreshold of a sensor, he beer he sensor s qualy. III. SUFFICIENT CONDITIONS FOR THE OPTIMALITY OF A GREEDY POLICY We decompose he sensor-selecon parameeresmaon sequenal decson problem no wo subproblems. The frs one s o deermne he order n whch sensors should be used reardless of whch parameer s measured. The second problem s o deermne whch parameer should be measured a each me nsan ven he order n whch sensors are used. Such a decomposon s no always opmal. We presen condons ha uaranee he opmaly of he aforemenoned decomposon. Specfcally, we deermne wo condons under whch s opmal 3 of 7

4 o use he sensors n non-ncreasn order of her ndces (reardless of whch parameer s measured). Havn uaraneed he opmaly of he proposed decomposon, we propose a reedy alorhm for he selecon of parameers. We deermne a condon suffcen o uaranee he opmaly of he reedy alorhm. A. The Opmal Sensor Sequence Condon 1: The sensors can be ordered no a sequence s 1, s 2,, s M such ha I j,s1 I j,s2 I j,sm, j = 1, 2, N. (10) Ths condon says ha f we order he sensors n non-ncreasn order of her qualy for a parcular parameer, hen hs order remans he same for all oher parameers. For he res of our dscusson we wll denoe s j as he j-h sensor n hs ordered se. Condon 2: For each parameer, T H,s1 T H,s2 T H,sM, where s, = 1,, N s defned n Condon 1. If Condons 1 and 2 boh hold, hen hey mply ha he ordern of sensors wh respec o her sensn qualy s he same as her ordern when cos s also aken no accoun. Furhermore, boh orderns are parameer nvaran. The nex heorem shows ha he opmal sequencn of sensors s accordn o non-ncreasn order of her ndces. Theorem 1: Under Condons 1 and 2, assume ha an opmal selecon sraey s = (P, S ), where P = {p 1, p 2,, p τ },S = {b 1, b 2,, b τ }. Then for each parameer, b k S, a Ω s S, we have I,bk I,a. The nuon behnd hs heorem s ha alhouh usn dfferen sensors may ncur dfferen coss, so lon as he coss are such ha hey do no chane he relave qualy of he sensors (represened by her ndces), he bes way o use he sensors s by non-ncreasn order of her ndces. The performance of an allocaon sraey s compleely deermned by he se of sensors allocaed o each parameer; he order n whch he sensors are used for a parameer s rrelevan. Thus, sraees ha resul n he same assocaon beween sensors and parameers may be vewed as equvalen sraees. From Theorem 1, we conclude ha for any opmal sraey, here exss one equvalen sraey, under whch sensors are used n nonncreasn order of her ndces. Therefore, whou loss of opmaly, we wll only consder sraees ha use sensors n non-ncreasn order of her ndces. Parameer Selecon Alorhm L: 1: := 0 2: whle < T do 3: k := ar mn =1,,N P (σ (), s +1 ) 4: f P k (σ k (), s +1 ) < 0 hen 5: p +1 := k 6: σ k ( + 1) := σ k() σ k ()I k,s : for := 1 o M do 8: f k hen 9: σ ( + 1) := σ () 10: end f 11: end for 12: else 13: BREAK 14: end f 15: := : end whle 17: reurn τ := and P := {p 1,, p τ } F. 1. A reedy alorhm o deermne he parameer sequence. Consequenly, problem P 2 s reduced o deermnn he soppn me τ and he parameer sequence correspondn o he sensor sequence S = {s 1, s 2,, s τ }. B. A Greedy Alorhm We consder he parameer selecon alorhm, ven n Fure 1. Under Condons 1 and 2, hs alorhm compues a sequence of parameers, P, by sequenally selecn a parameer ha provdes he mnmum sep cos (.e. he maxmum benef) amon all parameers. The alorhm ermnaes when he mnmum sep cos becomes nonneave, or he me horzon T s reached. The ermnaon me s he soppn me τ. The parameer selecon sraey resuln from hs alorhm, combned wh he ven sensor sequence, s denoed by := (P, S), where P = {p 1,, p τ }, and S = {s 1,, s τ }. Ths alorhm s reedy n naure n ha always uses he bes avalable sensor (n erms of s ndex), and for ha sensor always selecs he parameer whose measuremen provdes he maxmum an (mnmum sep cos). In he nex subsecon, we nvesae condons under whch hs reedy scheduln alorhm s opmal for problem P 2. C. Opmaly of Alorhm L In hs secon, our objecve s o deermne condons suffcen o uaranee he opmaly of he reedy alorhm ven n Fure 1. Below s a ls of noaons used. 4 of 7

5 σ (): The varance of parameer a me. Ths varance depends on he nal varance σ (0) and he se of sensors used for parameer up unl me. σ (, A): The varance of parameer afer sensor se A s used o measure parameer afer me. R (σ (), A): The varance reducon of parameer resuln from he use of sensor se A wh nal varance σ (), s.. R (σ (), A) = σ () σ (, A). R (σ (, A), B): The varance reducon of parameer resuln from he use of sensor se B wh nal varance σ (, A), s.. R (σ (, A), B) = R (σ (), A B) R (σ (), A) = σ (, A) σ (, A B). (11) Assume a some me nsan, he avalable sensor se s {s +1,, s M }. Then for any sensor subse E {s +1,, s M }, we defne he advanae of usn sensor s o measure p a me followed by E, denoed by B (p, E), as follows: B (p, E) :=R p (σ p ( 1), {s } E) R p (σ p ( 1), E) c p,s. (12) The advanae s essenally he addonal varance reducon resuln from sensor s measurn parameer p, afer has been measured by sensor se E, mnus he observaon cos. Because of (11), B (p, E) can be rewren as B (p, E) = R p (σ p ( 1), {s }) c p,s + p (E), (13) where p (E) := R p (σ p ( 1, {s }), E) R (σ p ( 1), E). We have he follown propery for p (E). Lemma 2: Consder he avalable sensor se A = {s +1,, s M } afer sae of he sequenal allocaon process. Le E 1 = {s +1, s +2,, s k }, E 2 = {s +1, s +2,, s j }, where j < k M. Then p (A) p (E 1 ) < p (E 2 ) 0. (14) (?)Based on Lemma 2 and (13), we can defne upper bound B u, (p ) and lower bound B l, (p ) on he aforemenoned advanae as follows: B u, (p ) := R p (σ p ( 1), {s }) c p,s (15) = R p (σ p ( 1), {s }) c p,s + max E A p (E) R p (σ p ( 1), {s }) c p,s + p (E) = B (p, E), where he equaly holds when E =, B u, (p ) s he upper bound of B (p, E), and B l, (p ) := R p (σ p ( 1), {s }) c p,s + p (A) (16) = R p (σ p ( 1), {s }) c p,s + mn E A p (E) R p (σ p ( 1), {s }) c p,s + p (E) = B (p, E) where he equaly holds when E = A and B u, (p ) s he lower bound of B (p, E). Therefore, B l, (p ) B (p, E) B u, (p ). Noe ha B u, (p ) s he same as he sep cos P p (σ p ( 1), s ). The use of he above upper and lower bounds allows us o oban he follown resul. Lemma 3: Consder any wo sraees 1 = (S 1, P 1 ) and 2 = (S 2, P 2 ), wh S 1 = S 2 = {s 1, s 2,, s }, P 1 = {p 1,, p 1, p, p +1,, p }, P 2 = {p 1,, p 1, p, p +1,, p }. If B l, (p ) > B u, (p ), hen J( 1) < J( 2 ). The nuon behnd hs lemma s ha reardless of whch allocaon sraey wll follow afer me, usn sensor s o measure parameer p a me wll resul n beer performance han usn sensor s o measure parameer p. The resul of Lemma 3 allows us o oban he follown condon (?) whch, oeher wh Condons 1 and 2, are suffcen o uaranee he opmaly of he reedy alorhm descrbed n Fure 1. Condon 3: A some me nsan, here exss some parameer p, such ha for any parameer p no equal o p, B l, (p ) B u, (p ), where B l, (p ) and B u, (p ) are defned n a manner smlar o (16) and (15) respecvely. Noe ha f Condon 3 holds a me nsan, p s unque. Furhemore, snce B u, (p ) B l, (p ) B u, (p ), and B u, (p ) s equal o he sep cos, p s he parameer, whch wll resul n he smalles sep cos, measured by sensor s. Theorem 2: If Condons 1 and 2 hold and Condon 3 s sasfed a each me nsan 1 τ, hen Alorhm L resuls n an opmal sraey for Problem (P2). IV. SPECIAL CASES We presen wo specal cases of he eneral formulaon ven n Secon II. In he frs case, here s only one parameer o be esmaed, whch means he second subproblem n he decomposon of P 2 does no exs. In he second case, M sensors are dencal, whch means he frs subproblem n he decomposon of P 2 does no exs. For boh cases, we show ha he reedy sraey s opmal under condons weaker han hose n Secon III. 5 of 7

6 A. 1 Parameer and M Dfferen Sensors Consder problem P 2, when only one sac parameer has o be esmaed. Then he observaon model for sensor j s Z j = H j X + V j (17) The cos of usn sensor j s c j. In hs case we only need o deermne whch sensors should be used o measure he parameer. Thus, he second subproblem of he decomposon n Secon III does no exs. Furhermore, Condon 1 s sasfed auomacally. Then under Condons 1 and 2, s opmal o use he sensors accordn o non-ncreasn order of her ndces by Theorem 1. Noe ha f he observaon cos for every sensor s equal,.e. c j = c, j = 1,, M, Condon 2 s equvalen o Condon 1. In hs suaon, s opmal o use he sensors accordn o non-ncreasn order of her ndces whou any consran. B. N Parameers and M Idencal Sensors wh Sensor- Independen Observaon Model Consder problem P 2 n he case where he M sensors are dencal. Then he observaon model for parameer s sensor-ndependen, ha s, Z = HX + V, for all sensors. (18) The cos of measurn parameer by any sensor j s c. Snce he sensors are dencal, Condons 1 and 2 are sasfed auomacally. Therefore, n hs case we only concern he second subproblem of he decomposon n Secon III. Thus, we can vew he M dencal sensors as one processor whch can be used a mos M mes, and he N dfferen parameers as N ndependen machnes. The sae of every machne/parameer s s varance. A every me nsan, we mus selec one machne/parameer a o process/ esmae. The varance of machne/parameer a s updaed and all he oher machnes /parameers sae/varance s frozen. The reward a each me nsan s he varance reducon of parameer a mnus he observaon cos c a. Vewed hs way, problem P 2 s a fne horzon mul-armed band problem wh dscoun facor equal o one. For fne horzon mul-armed band problems, he Gns Index rule(see [1]) s no enerally opmal. However, n he problem under consderaon, he reward sequence for each machne/parameer s deermnsc and non-decreasn wh me. Thus, for each machne/parameer, he Gns Index s always acheved a τ = 1, whch concdes wh he one-sep look-ahead polcy resuln from Alorhm L descrbed n Secon machn percenae(%) σ (1,10), I (1,5), loop= observaon cos F. 2. performance percenae(%) σ (1,10), I (1,5), loop= averae 4.5 upperbound observaon cos Performance of Greedy Alorhm. III. Consequenly, he Gns Index rule s opmal for hs specal case. V. NUMERICAL EXAMPLES We llusrae he performance of Alorhm L wh numercal expermens(examples). We denoe by L he reedy sraey correspondn o Alorhm L, and by o he opmal sraey. We defne he performance devaon (PD) of sraey as P D() := J() J( o). (19) J( o ) The seup of he numercal expermen s as follows. There are 7 sensors and 3 parameers. The observaon cos s a consan for all he sensors and parameers; 51 observaon coss are ncremened from 0 o 0.5 wh ncremenal sze For each cos selecon, we run he expermen 1000 mes wh 7 ndces, each chosen accordn o a unform dsrbuon on (1, 5) and 3 nal varances, each chosen accordn o a unform dsrbuon on (1, 10). We adop he follown hree performance crera. he number ha L=o 1) Machn Rae: 1000 ; P D(L ) 1000 ; 2) Averae Devaon: 3) Maxmum Devaon: max P D( L ). The resuls are shown n Fure 2. When he observaon cos s suffcen lare, sraey L s always opmal. Ths s conssen wh he nuon. When he observaon cos s lare, each parameer can be measured a mos once. In hs case one can show ha usn sensor wh he lares ndex o measure he parameer wh he lares varance a presen s an opmal sraey. When sraey L s no opmal, he averae devaon and he maxmum devaon are always below 5%. We observe very smlar resuls when he expermen s repeaed wh dfferen values of sensors ndces and parameers nal varance. From he numercal expermens, we can conclude ha Alorhm L s a very ood approxman alorhm, 6 of 7

7 whch can be opmal when he observaon cos s suffcen lare. VI. CONCLUSION We consdered a sensor scheduln problem for mulple parameer esmaon under an enery consran. We decompose he sequenal decson problem no wo subproblems. The frs one s o deermne he sequence of he sensors o be used, whch s ndependen of he parameer selecon, and he second one s o deermne he sequence of parameers o be measured for a ven sensor sequence. We denfed condons suffcen o uaranee ha a reedy polcy, defned by Alorhm L, s opmal for he problem under consderaon. The numercal examples we consdered ndcae ha for lare values of he measuremen cos, he reedy polcy performs well. We presened an explanaon as o why such behavor of he reedy polcy should be expeced for lare measuremen cos. REFERENCES [1] J. C. Gns. Band process and dynamc allcoaon ndces. Journal of he Royal Sascal Socey. Seres B (Mehodolocal), 41:pp , [2] G. P. H. Wan, K. Yao and D. Esrn. Enropy-based sensor selecon heursc for are localzaon. In Proceedns of The Thrd Inernaonal Symposum on IPSN, paes pp [3] V. Isler and R. Bajcsy. The sensor selecon problem for bounded uncerany sensn models. In Proceedns of The Fourh Inernaonal Symposum on IPSN, paes pp [4] P. R. Kumar and P. Varaya. Sochasc Sysems: Esmaon, Idenfcaon and Adapve Conrol. Prence Hall, [5] J. C. W. Pravn P. Varaya and C. Buyukkoc. Exenons of he mularmed band problem: The dscouned case. IEEE Transacons on Auomac Conrol, 30:pp , [6] P. Whle. Mul-armed bands and he ns ndex. Journal of he Royal Sascal Socey. Seres B (Mehodolocal), 42:pp , of 7

Dynamic Team Decision Theory. EECS 558 Project Shrutivandana Sharma and David Shuman December 10, 2005

Dynamic Team Decision Theory. EECS 558 Project Shrutivandana Sharma and David Shuman December 10, 2005 Dynamc Team Decson Theory EECS 558 Proec Shruvandana Sharma and Davd Shuman December 0, 005 Oulne Inroducon o Team Decson Theory Decomposon of he Dynamc Team Decson Problem Equvalence of Sac and Dynamc

More information

V.Abramov - FURTHER ANALYSIS OF CONFIDENCE INTERVALS FOR LARGE CLIENT/SERVER COMPUTER NETWORKS

V.Abramov - FURTHER ANALYSIS OF CONFIDENCE INTERVALS FOR LARGE CLIENT/SERVER COMPUTER NETWORKS R&RATA # Vol.) 8, March FURTHER AALYSIS OF COFIDECE ITERVALS FOR LARGE CLIET/SERVER COMPUTER ETWORKS Vyacheslav Abramov School of Mahemacal Scences, Monash Unversy, Buldng 8, Level 4, Clayon Campus, Wellngon

More information

Modeling and Solving of Multi-Product Inventory Lot-Sizing with Supplier Selection under Quantity Discounts

Modeling and Solving of Multi-Product Inventory Lot-Sizing with Supplier Selection under Quantity Discounts nernaonal ournal of Appled Engneerng Research SSN 0973-4562 Volume 13, Number 10 (2018) pp. 8708-8713 Modelng and Solvng of Mul-Produc nvenory Lo-Szng wh Suppler Selecon under Quany Dscouns Naapa anchanaruangrong

More information

Online Supplement for Dynamic Multi-Technology. Production-Inventory Problem with Emissions Trading

Online Supplement for Dynamic Multi-Technology. Production-Inventory Problem with Emissions Trading Onlne Supplemen for Dynamc Mul-Technology Producon-Invenory Problem wh Emssons Tradng by We Zhang Zhongsheng Hua Yu Xa and Baofeng Huo Proof of Lemma For any ( qr ) Θ s easy o verfy ha he lnear programmng

More information

Robustness Experiments with Two Variance Components

Robustness Experiments with Two Variance Components Naonal Insue of Sandards and Technology (NIST) Informaon Technology Laboraory (ITL) Sascal Engneerng Dvson (SED) Robusness Expermens wh Two Varance Componens by Ana Ivelsse Avlés avles@ns.gov Conference

More information

John Geweke a and Gianni Amisano b a Departments of Economics and Statistics, University of Iowa, USA b European Central Bank, Frankfurt, Germany

John Geweke a and Gianni Amisano b a Departments of Economics and Statistics, University of Iowa, USA b European Central Bank, Frankfurt, Germany Herarchcal Markov Normal Mxure models wh Applcaons o Fnancal Asse Reurns Appendx: Proofs of Theorems and Condonal Poseror Dsrbuons John Geweke a and Gann Amsano b a Deparmens of Economcs and Sascs, Unversy

More information

Normal Random Variable and its discriminant functions

Normal Random Variable and its discriminant functions Noral Rando Varable and s dscrnan funcons Oulne Noral Rando Varable Properes Dscrnan funcons Why Noral Rando Varables? Analycally racable Works well when observaon coes for a corruped snle prooype 3 The

More information

In the complete model, these slopes are ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL. (! i+1 -! i ) + [(!") i+1,q - [(!

In the complete model, these slopes are ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL. (! i+1 -! i ) + [(!) i+1,q - [(! ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL The frs hng o es n wo-way ANOVA: Is here neracon? "No neracon" means: The man effecs model would f. Ths n urn means: In he neracon plo (wh A on he horzonal

More information

arxiv: v1 [cs.sy] 2 Sep 2014

arxiv: v1 [cs.sy] 2 Sep 2014 Noname manuscrp No. wll be nsered by he edor Sgnalng for Decenralzed Roung n a Queueng Nework Y Ouyang Demoshens Tenekezs Receved: dae / Acceped: dae arxv:409.0887v [cs.sy] Sep 04 Absrac A dscree-me decenralzed

More information

Lecture 6: Learning for Control (Generalised Linear Regression)

Lecture 6: Learning for Control (Generalised Linear Regression) Lecure 6: Learnng for Conrol (Generalsed Lnear Regresson) Conens: Lnear Mehods for Regresson Leas Squares, Gauss Markov heorem Recursve Leas Squares Lecure 6: RLSC - Prof. Sehu Vjayakumar Lnear Regresson

More information

CS434a/541a: Pattern Recognition Prof. Olga Veksler. Lecture 4

CS434a/541a: Pattern Recognition Prof. Olga Veksler. Lecture 4 CS434a/54a: Paern Recognon Prof. Olga Veksler Lecure 4 Oulne Normal Random Varable Properes Dscrmnan funcons Why Normal Random Varables? Analycally racable Works well when observaon comes form a corruped

More information

Reactive Methods to Solve the Berth AllocationProblem with Stochastic Arrival and Handling Times

Reactive Methods to Solve the Berth AllocationProblem with Stochastic Arrival and Handling Times Reacve Mehods o Solve he Berh AllocaonProblem wh Sochasc Arrval and Handlng Tmes Nsh Umang* Mchel Berlare* * TRANSP-OR, Ecole Polyechnque Fédérale de Lausanne Frs Workshop on Large Scale Opmzaon November

More information

Linear Response Theory: The connection between QFT and experiments

Linear Response Theory: The connection between QFT and experiments Phys540.nb 39 3 Lnear Response Theory: The connecon beween QFT and expermens 3.1. Basc conceps and deas Q: ow do we measure he conducvy of a meal? A: we frs nroduce a weak elecrc feld E, and hen measure

More information

Graduate Macroeconomics 2 Problem set 5. - Solutions

Graduate Macroeconomics 2 Problem set 5. - Solutions Graduae Macroeconomcs 2 Problem se. - Soluons Queson 1 To answer hs queson we need he frms frs order condons and he equaon ha deermnes he number of frms n equlbrum. The frms frs order condons are: F K

More information

Dynamic Team Decision Theory

Dynamic Team Decision Theory Dynamc Team Decson Theory EECS 558 Proec Repor Shruvandana Sharma and Davd Shuman December, 005 I. Inroducon Whle he sochasc conrol problem feaures one decson maker acng over me, many complex conrolled

More information

Time-interval analysis of β decay. V. Horvat and J. C. Hardy

Time-interval analysis of β decay. V. Horvat and J. C. Hardy Tme-nerval analyss of β decay V. Horva and J. C. Hardy Work on he even analyss of β decay [1] connued and resuled n he developmen of a novel mehod of bea-decay me-nerval analyss ha produces hghly accurae

More information

CS286.2 Lecture 14: Quantum de Finetti Theorems II

CS286.2 Lecture 14: Quantum de Finetti Theorems II CS286.2 Lecure 14: Quanum de Fne Theorems II Scrbe: Mara Okounkova 1 Saemen of he heorem Recall he las saemen of he quanum de Fne heorem from he prevous lecure. Theorem 1 Quanum de Fne). Le ρ Dens C 2

More information

Lecture VI Regression

Lecture VI Regression Lecure VI Regresson (Lnear Mehods for Regresson) Conens: Lnear Mehods for Regresson Leas Squares, Gauss Markov heorem Recursve Leas Squares Lecure VI: MLSC - Dr. Sehu Vjayakumar Lnear Regresson Model M

More information

Relative controllability of nonlinear systems with delays in control

Relative controllability of nonlinear systems with delays in control Relave conrollably o nonlnear sysems wh delays n conrol Jerzy Klamka Insue o Conrol Engneerng, Slesan Techncal Unversy, 44- Glwce, Poland. phone/ax : 48 32 37227, {jklamka}@a.polsl.glwce.pl Keywor: Conrollably.

More information

Solution in semi infinite diffusion couples (error function analysis)

Solution in semi infinite diffusion couples (error function analysis) Soluon n sem nfne dffuson couples (error funcon analyss) Le us consder now he sem nfne dffuson couple of wo blocks wh concenraon of and I means ha, n a A- bnary sysem, s bondng beween wo blocks made of

More information

( t) Outline of program: BGC1: Survival and event history analysis Oslo, March-May Recapitulation. The additive regression model

( t) Outline of program: BGC1: Survival and event history analysis Oslo, March-May Recapitulation. The additive regression model BGC1: Survval and even hsory analyss Oslo, March-May 212 Monday May 7h and Tuesday May 8h The addve regresson model Ørnulf Borgan Deparmen of Mahemacs Unversy of Oslo Oulne of program: Recapulaon Counng

More information

WiH Wei He

WiH Wei He Sysem Idenfcaon of onlnear Sae-Space Space Baery odels WH We He wehe@calce.umd.edu Advsor: Dr. Chaochao Chen Deparmen of echancal Engneerng Unversy of aryland, College Par 1 Unversy of aryland Bacground

More information

Appendix H: Rarefaction and extrapolation of Hill numbers for incidence data

Appendix H: Rarefaction and extrapolation of Hill numbers for incidence data Anne Chao Ncholas J Goell C seh lzabeh L ander K Ma Rober K Colwell and Aaron M llson 03 Rarefacon and erapolaon wh ll numbers: a framewor for samplng and esmaon n speces dversy sudes cology Monographs

More information

Online Appendix for. Strategic safety stocks in supply chains with evolving forecasts

Online Appendix for. Strategic safety stocks in supply chains with evolving forecasts Onlne Appendx for Sraegc safey socs n supply chans wh evolvng forecass Tor Schoenmeyr Sephen C. Graves Opsolar, Inc. 332 Hunwood Avenue Hayward, CA 94544 A. P. Sloan School of Managemen Massachuses Insue

More information

Variants of Pegasos. December 11, 2009

Variants of Pegasos. December 11, 2009 Inroducon Varans of Pegasos SooWoong Ryu bshboy@sanford.edu December, 009 Youngsoo Cho yc344@sanford.edu Developng a new SVM algorhm s ongong research opc. Among many exng SVM algorhms, we wll focus on

More information

Department of Economics University of Toronto

Department of Economics University of Toronto Deparmen of Economcs Unversy of Torono ECO408F M.A. Economercs Lecure Noes on Heeroskedascy Heeroskedascy o Ths lecure nvolves lookng a modfcaons we need o make o deal wh he regresson model when some of

More information

Econ107 Applied Econometrics Topic 5: Specification: Choosing Independent Variables (Studenmund, Chapter 6)

Econ107 Applied Econometrics Topic 5: Specification: Choosing Independent Variables (Studenmund, Chapter 6) Econ7 Appled Economercs Topc 5: Specfcaon: Choosng Independen Varables (Sudenmund, Chaper 6 Specfcaon errors ha we wll deal wh: wrong ndependen varable; wrong funconal form. Ths lecure deals wh wrong ndependen

More information

Optimal environmental charges under imperfect compliance

Optimal environmental charges under imperfect compliance ISSN 1 746-7233, England, UK World Journal of Modellng and Smulaon Vol. 4 (28) No. 2, pp. 131-139 Opmal envronmenal charges under mperfec complance Dajn Lu 1, Ya Wang 2 Tazhou Insue of Scence and Technology,

More information

Robust and Accurate Cancer Classification with Gene Expression Profiling

Robust and Accurate Cancer Classification with Gene Expression Profiling Robus and Accurae Cancer Classfcaon wh Gene Expresson Proflng (Compuaonal ysems Bology, 2005) Auhor: Hafeng L, Keshu Zhang, ao Jang Oulne Background LDA (lnear dscrmnan analyss) and small sample sze problem

More information

Sampling Procedure of the Sum of two Binary Markov Process Realizations

Sampling Procedure of the Sum of two Binary Markov Process Realizations Samplng Procedure of he Sum of wo Bnary Markov Process Realzaons YURY GORITSKIY Dep. of Mahemacal Modelng of Moscow Power Insue (Techncal Unversy), Moscow, RUSSIA, E-mal: gorsky@yandex.ru VLADIMIR KAZAKOV

More information

A GENERAL FRAMEWORK FOR CONTINUOUS TIME POWER CONTROL IN TIME VARYING LONG TERM FADING WIRELESS NETWORKS

A GENERAL FRAMEWORK FOR CONTINUOUS TIME POWER CONTROL IN TIME VARYING LONG TERM FADING WIRELESS NETWORKS A GENERAL FRAEWORK FOR CONTINUOUS TIE POWER CONTROL IN TIE VARYING LONG TER FADING WIRELESS NETWORKS ohammed. Olama, Seddk. Djouad Charalambos D. Charalambous Elecrcal and Compuer Engneerng Deparmen Elecrcal

More information

e-journal Reliability: Theory& Applications No 2 (Vol.2) Vyacheslav Abramov

e-journal Reliability: Theory& Applications No 2 (Vol.2) Vyacheslav Abramov June 7 e-ournal Relably: Theory& Applcaons No (Vol. CONFIDENCE INTERVALS ASSOCIATED WITH PERFORMANCE ANALYSIS OF SYMMETRIC LARGE CLOSED CLIENT/SERVER COMPUTER NETWORKS Absrac Vyacheslav Abramov School

More information

Advanced Macroeconomics II: Exchange economy

Advanced Macroeconomics II: Exchange economy Advanced Macroeconomcs II: Exchange economy Krzyszof Makarsk 1 Smple deermnsc dynamc model. 1.1 Inroducon Inroducon Smple deermnsc dynamc model. Defnons of equlbrum: Arrow-Debreu Sequenal Recursve Equvalence

More information

The preemptive resource-constrained project scheduling problem subject to due dates and preemption penalties: An integer programming approach

The preemptive resource-constrained project scheduling problem subject to due dates and preemption penalties: An integer programming approach Journal of Indusral Engneerng 1 (008) 35-39 The preempve resource-consraned projec schedulng problem subjec o due daes and preempon penales An neger programmng approach B. Afshar Nadjaf Deparmen of Indusral

More information

Lecture 18: The Laplace Transform (See Sections and 14.7 in Boas)

Lecture 18: The Laplace Transform (See Sections and 14.7 in Boas) Lecure 8: The Lalace Transform (See Secons 88- and 47 n Boas) Recall ha our bg-cure goal s he analyss of he dfferenal equaon, ax bx cx F, where we emloy varous exansons for he drvng funcon F deendng on

More information

Genetic Algorithm in Parameter Estimation of Nonlinear Dynamic Systems

Genetic Algorithm in Parameter Estimation of Nonlinear Dynamic Systems Genec Algorhm n Parameer Esmaon of Nonlnear Dynamc Sysems E. Paeraks manos@egnaa.ee.auh.gr V. Perds perds@vergna.eng.auh.gr Ah. ehagas kehagas@egnaa.ee.auh.gr hp://skron.conrol.ee.auh.gr/kehagas/ndex.hm

More information

Mechanics Physics 151

Mechanics Physics 151 Mechancs Physcs 5 Lecure 9 Hamlonan Equaons of Moon (Chaper 8) Wha We Dd Las Tme Consruced Hamlonan formalsm H ( q, p, ) = q p L( q, q, ) H p = q H q = p H = L Equvalen o Lagrangan formalsm Smpler, bu

More information

Tight results for Next Fit and Worst Fit with resource augmentation

Tight results for Next Fit and Worst Fit with resource augmentation Tgh resuls for Nex F and Wors F wh resource augmenaon Joan Boyar Leah Epsen Asaf Levn Asrac I s well known ha he wo smple algorhms for he classc n packng prolem, NF and WF oh have an approxmaon rao of

More information

Epistemic Game Theory: Online Appendix

Epistemic Game Theory: Online Appendix Epsemc Game Theory: Onlne Appendx Edde Dekel Lucano Pomao Marcano Snscalch July 18, 2014 Prelmnares Fx a fne ype srucure T I, S, T, β I and a probably µ S T. Le T µ I, S, T µ, βµ I be a ype srucure ha

More information

Mechanics Physics 151

Mechanics Physics 151 Mechancs Physcs 5 Lecure 9 Hamlonan Equaons of Moon (Chaper 8) Wha We Dd Las Tme Consruced Hamlonan formalsm Hqp (,,) = qp Lqq (,,) H p = q H q = p H L = Equvalen o Lagrangan formalsm Smpler, bu wce as

More information

SOME NOISELESS CODING THEOREMS OF INACCURACY MEASURE OF ORDER α AND TYPE β

SOME NOISELESS CODING THEOREMS OF INACCURACY MEASURE OF ORDER α AND TYPE β SARAJEVO JOURNAL OF MATHEMATICS Vol.3 (15) (2007), 137 143 SOME NOISELESS CODING THEOREMS OF INACCURACY MEASURE OF ORDER α AND TYPE β M. A. K. BAIG AND RAYEES AHMAD DAR Absrac. In hs paper, we propose

More information

Outline. Energy-Efficient Target Coverage in Wireless Sensor Networks. Sensor Node. Introduction. Characteristics of WSN

Outline. Energy-Efficient Target Coverage in Wireless Sensor Networks. Sensor Node. Introduction. Characteristics of WSN Ener-Effcen Tare Coverae n Wreless Sensor Newors Presened b M Trà Tá -4-4 Inroducon Bacround Relaed Wor Our Proosal Oulne Maxmum Se Covers (MSC) Problem MSC Problem s NP-Comlee MSC Heursc Concluson Sensor

More information

10. A.C CIRCUITS. Theoretically current grows to maximum value after infinite time. But practically it grows to maximum after 5τ. Decay of current :

10. A.C CIRCUITS. Theoretically current grows to maximum value after infinite time. But practically it grows to maximum after 5τ. Decay of current : . A. IUITS Synopss : GOWTH OF UNT IN IUIT : d. When swch S s closed a =; = d. A me, curren = e 3. The consan / has dmensons of me and s called he nducve me consan ( τ ) of he crcu. 4. = τ; =.63, n one

More information

HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD

HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD Journal of Appled Mahemacs and Compuaonal Mechancs 3, (), 45-5 HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD Sansław Kukla, Urszula Sedlecka Insue of Mahemacs,

More information

New M-Estimator Objective Function. in Simultaneous Equations Model. (A Comparative Study)

New M-Estimator Objective Function. in Simultaneous Equations Model. (A Comparative Study) Inernaonal Mahemacal Forum, Vol. 8, 3, no., 7 - HIKARI Ld, www.m-hkar.com hp://dx.do.org/.988/mf.3.3488 New M-Esmaor Objecve Funcon n Smulaneous Equaons Model (A Comparave Sudy) Ahmed H. Youssef Professor

More information

Political Economy of Institutions and Development: Problem Set 2 Due Date: Thursday, March 15, 2019.

Political Economy of Institutions and Development: Problem Set 2 Due Date: Thursday, March 15, 2019. Polcal Economy of Insuons and Developmen: 14.773 Problem Se 2 Due Dae: Thursday, March 15, 2019. Please answer Quesons 1, 2 and 3. Queson 1 Consder an nfne-horzon dynamc game beween wo groups, an ele and

More information

Part II CONTINUOUS TIME STOCHASTIC PROCESSES

Part II CONTINUOUS TIME STOCHASTIC PROCESSES Par II CONTINUOUS TIME STOCHASTIC PROCESSES 4 Chaper 4 For an advanced analyss of he properes of he Wener process, see: Revus D and Yor M: Connuous marngales and Brownan Moon Karazas I and Shreve S E:

More information

ON THE WEAK LIMITS OF SMOOTH MAPS FOR THE DIRICHLET ENERGY BETWEEN MANIFOLDS

ON THE WEAK LIMITS OF SMOOTH MAPS FOR THE DIRICHLET ENERGY BETWEEN MANIFOLDS ON THE WEA LIMITS OF SMOOTH MAPS FOR THE DIRICHLET ENERGY BETWEEN MANIFOLDS FENGBO HANG Absrac. We denfy all he weak sequenal lms of smooh maps n W (M N). In parcular, hs mples a necessary su cen opologcal

More information

Dual Approximate Dynamic Programming for Large Scale Hydro Valleys

Dual Approximate Dynamic Programming for Large Scale Hydro Valleys Dual Approxmae Dynamc Programmng for Large Scale Hydro Valleys Perre Carpener and Jean-Phlppe Chanceler 1 ENSTA ParsTech and ENPC ParsTech CMM Workshop, January 2016 1 Jon work wh J.-C. Alas, suppored

More information

2 Aggregate demand in partial equilibrium static framework

2 Aggregate demand in partial equilibrium static framework Unversy of Mnnesoa 8107 Macroeconomc Theory, Sprng 2009, Mn 1 Fabrzo Perr Lecure 1. Aggregaon 1 Inroducon Probably so far n he macro sequence you have deal drecly wh represenave consumers and represenave

More information

P R = P 0. The system is shown on the next figure:

P R = P 0. The system is shown on the next figure: TPG460 Reservor Smulaon 08 page of INTRODUCTION TO RESERVOIR SIMULATION Analycal and numercal soluons of smple one-dmensonal, one-phase flow equaons As an nroducon o reservor smulaon, we wll revew he smples

More information

Existence and Uniqueness Results for Random Impulsive Integro-Differential Equation

Existence and Uniqueness Results for Random Impulsive Integro-Differential Equation Global Journal of Pure and Appled Mahemacs. ISSN 973-768 Volume 4, Number 6 (8), pp. 89-87 Research Inda Publcaons hp://www.rpublcaon.com Exsence and Unqueness Resuls for Random Impulsve Inegro-Dfferenal

More information

CH.3. COMPATIBILITY EQUATIONS. Continuum Mechanics Course (MMC) - ETSECCPB - UPC

CH.3. COMPATIBILITY EQUATIONS. Continuum Mechanics Course (MMC) - ETSECCPB - UPC CH.3. COMPATIBILITY EQUATIONS Connuum Mechancs Course (MMC) - ETSECCPB - UPC Overvew Compably Condons Compably Equaons of a Poenal Vecor Feld Compably Condons for Infnesmal Srans Inegraon of he Infnesmal

More information

Bayesian Inference of the GARCH model with Rational Errors

Bayesian Inference of the GARCH model with Rational Errors 0 Inernaonal Conference on Economcs, Busness and Markeng Managemen IPEDR vol.9 (0) (0) IACSIT Press, Sngapore Bayesan Inference of he GARCH model wh Raonal Errors Tesuya Takash + and Tng Tng Chen Hroshma

More information

The Dynamic Programming Models for Inventory Control System with Time-varying Demand

The Dynamic Programming Models for Inventory Control System with Time-varying Demand The Dynamc Programmng Models for Invenory Conrol Sysem wh Tme-varyng Demand Truong Hong Trnh (Correspondng auhor) The Unversy of Danang, Unversy of Economcs, Venam Tel: 84-236-352-5459 E-mal: rnh.h@due.edu.vn

More information

Data Collection Definitions of Variables - Conceptualize vs Operationalize Sample Selection Criteria Source of Data Consistency of Data

Data Collection Definitions of Variables - Conceptualize vs Operationalize Sample Selection Criteria Source of Data Consistency of Data Apply Sascs and Economercs n Fnancal Research Obj. of Sudy & Hypoheses Tesng From framework objecves of sudy are needed o clarfy, hen, n research mehodology he hypoheses esng are saed, ncludng esng mehods.

More information

2.1 Constitutive Theory

2.1 Constitutive Theory Secon.. Consuve Theory.. Consuve Equaons Governng Equaons The equaons governng he behavour of maerals are (n he spaal form) dρ v & ρ + ρdv v = + ρ = Conservaon of Mass (..a) d x σ j dv dvσ + b = ρ v& +

More information

FI 3103 Quantum Physics

FI 3103 Quantum Physics /9/4 FI 33 Quanum Physcs Aleander A. Iskandar Physcs of Magnesm and Phooncs Research Grou Insu Teknolog Bandung Basc Conces n Quanum Physcs Probably and Eecaon Value Hesenberg Uncerany Prncle Wave Funcon

More information

( ) [ ] MAP Decision Rule

( ) [ ] MAP Decision Rule Announcemens Bayes Decson Theory wh Normal Dsrbuons HW0 due oday HW o be assgned soon Proec descrpon posed Bomercs CSE 90 Lecure 4 CSE90, Sprng 04 CSE90, Sprng 04 Key Probables 4 ω class label X feaure

More information

2 Aggregate demand in partial equilibrium static framework

2 Aggregate demand in partial equilibrium static framework Unversy of Mnnesoa 8107 Macroeconomc Theory, Sprng 2012, Mn 1 Fabrzo Perr Lecure 1. Aggregaon 1 Inroducon Probably so far n he macro sequence you have deal drecly wh represenave consumers and represenave

More information

[Link to MIT-Lab 6P.1 goes here.] After completing the lab, fill in the following blanks: Numerical. Simulation s Calculations

[Link to MIT-Lab 6P.1 goes here.] After completing the lab, fill in the following blanks: Numerical. Simulation s Calculations Chaper 6: Ordnary Leas Squares Esmaon Procedure he Properes Chaper 6 Oulne Cln s Assgnmen: Assess he Effec of Sudyng on Quz Scores Revew o Regresson Model o Ordnary Leas Squares () Esmaon Procedure o he

More information

Single-loop System Reliability-Based Design & Topology Optimization (SRBDO/SRBTO): A Matrix-based System Reliability (MSR) Method

Single-loop System Reliability-Based Design & Topology Optimization (SRBDO/SRBTO): A Matrix-based System Reliability (MSR) Method 10 h US Naonal Congress on Compuaonal Mechancs Columbus, Oho 16-19, 2009 Sngle-loop Sysem Relably-Based Desgn & Topology Opmzaon (SRBDO/SRBTO): A Marx-based Sysem Relably (MSR) Mehod Tam Nguyen, Junho

More information

On One Analytic Method of. Constructing Program Controls

On One Analytic Method of. Constructing Program Controls Appled Mahemacal Scences, Vol. 9, 05, no. 8, 409-407 HIKARI Ld, www.m-hkar.com hp://dx.do.org/0.988/ams.05.54349 On One Analyc Mehod of Consrucng Program Conrols A. N. Kvko, S. V. Chsyakov and Yu. E. Balyna

More information

Rational Inattention in Scalar LQG Control

Rational Inattention in Scalar LQG Control Raonal Inaenon n Scalar LQG Conrol Ehsan Shafeepoorfard and Maxm Ragnsky Absrac Movaed n par by he raonal naenon framework of ormaon-consraned decson-makng by economc agens, we have recenly nroduced a

More information

UNIVERSITAT AUTÒNOMA DE BARCELONA MARCH 2017 EXAMINATION

UNIVERSITAT AUTÒNOMA DE BARCELONA MARCH 2017 EXAMINATION INTERNATIONAL TRADE T. J. KEHOE UNIVERSITAT AUTÒNOMA DE BARCELONA MARCH 27 EXAMINATION Please answer wo of he hree quesons. You can consul class noes, workng papers, and arcles whle you are workng on he

More information

Including the ordinary differential of distance with time as velocity makes a system of ordinary differential equations.

Including the ordinary differential of distance with time as velocity makes a system of ordinary differential equations. Soluons o Ordnary Derenal Equaons An ordnary derenal equaon has only one ndependen varable. A sysem o ordnary derenal equaons consss o several derenal equaons each wh he same ndependen varable. An eample

More information

Fall 2010 Graduate Course on Dynamic Learning

Fall 2010 Graduate Course on Dynamic Learning Fall 200 Graduae Course on Dynamc Learnng Chaper 4: Parcle Flers Sepember 27, 200 Byoung-Tak Zhang School of Compuer Scence and Engneerng & Cognve Scence and Bran Scence Programs Seoul aonal Unversy hp://b.snu.ac.kr/~bzhang/

More information

FTCS Solution to the Heat Equation

FTCS Solution to the Heat Equation FTCS Soluon o he Hea Equaon ME 448/548 Noes Gerald Reckenwald Porland Sae Unversy Deparmen of Mechancal Engneerng gerry@pdxedu ME 448/548: FTCS Soluon o he Hea Equaon Overvew Use he forward fne d erence

More information

(,,, ) (,,, ). In addition, there are three other consumers, -2, -1, and 0. Consumer -2 has the utility function

(,,, ) (,,, ). In addition, there are three other consumers, -2, -1, and 0. Consumer -2 has the utility function MACROECONOMIC THEORY T J KEHOE ECON 87 SPRING 5 PROBLEM SET # Conder an overlappng generaon economy le ha n queon 5 on problem e n whch conumer lve for perod The uly funcon of he conumer born n perod,

More information

[ ] 2. [ ]3 + (Δx i + Δx i 1 ) / 2. Δx i-1 Δx i Δx i+1. TPG4160 Reservoir Simulation 2018 Lecture note 3. page 1 of 5

[ ] 2. [ ]3 + (Δx i + Δx i 1 ) / 2. Δx i-1 Δx i Δx i+1. TPG4160 Reservoir Simulation 2018 Lecture note 3. page 1 of 5 TPG460 Reservor Smulaon 08 page of 5 DISCRETIZATIO OF THE FOW EQUATIOS As we already have seen, fne dfference appromaons of he paral dervaves appearng n he flow equaons may be obaned from Taylor seres

More information

DEEP UNFOLDING FOR MULTICHANNEL SOURCE SEPARATION SUPPLEMENTARY MATERIAL

DEEP UNFOLDING FOR MULTICHANNEL SOURCE SEPARATION SUPPLEMENTARY MATERIAL DEEP UNFOLDING FOR MULTICHANNEL SOURCE SEPARATION SUPPLEMENTARY MATERIAL Sco Wsdom, John Hershey 2, Jonahan Le Roux 2, and Shnj Waanabe 2 Deparmen o Elecrcal Engneerng, Unversy o Washngon, Seale, WA, USA

More information

Joint Channel Estimation and Resource Allocation for MIMO Systems Part I: Single-User Analysis

Joint Channel Estimation and Resource Allocation for MIMO Systems Part I: Single-User Analysis 624 IEEE RANSACIONS ON WIRELESS COUNICAIONS, VOL. 9, NO. 2, FEBRUARY 200 Jon Channel Esmaon and Resource Allocaon for IO Sysems Par I: Sngle-User Analyss Alkan Soysal, ember, IEEE, and Sennur Ulukus, ember,

More information

Sequential Sensor Selection and Access Decision for Spectrum Sharing

Sequential Sensor Selection and Access Decision for Spectrum Sharing Sequenal Sensor Selecon and Access Decson for Specrum Sharng Jhyun Lee, Suden Member, IEEE and Eylem Ekc, Fellow, IEEE Absrac We develop an algorhm for sequenal sensor selecon and channel access decson

More information

January Examinations 2012

January Examinations 2012 Page of 5 EC79 January Examnaons No. of Pages: 5 No. of Quesons: 8 Subjec ECONOMICS (POSTGRADUATE) Tle of Paper EC79 QUANTITATIVE METHODS FOR BUSINESS AND FINANCE Tme Allowed Two Hours ( hours) Insrucons

More information

GENERATING CERTAIN QUINTIC IRREDUCIBLE POLYNOMIALS OVER FINITE FIELDS. Youngwoo Ahn and Kitae Kim

GENERATING CERTAIN QUINTIC IRREDUCIBLE POLYNOMIALS OVER FINITE FIELDS. Youngwoo Ahn and Kitae Kim Korean J. Mah. 19 (2011), No. 3, pp. 263 272 GENERATING CERTAIN QUINTIC IRREDUCIBLE POLYNOMIALS OVER FINITE FIELDS Youngwoo Ahn and Kae Km Absrac. In he paper [1], an explc correspondence beween ceran

More information

Performance Analysis for a Network having Standby Redundant Unit with Waiting in Repair

Performance Analysis for a Network having Standby Redundant Unit with Waiting in Repair TECHNI Inernaonal Journal of Compung Scence Communcaon Technologes VOL.5 NO. July 22 (ISSN 974-3375 erformance nalyss for a Nework havng Sby edundan Un wh ang n epar Jendra Sngh 2 abns orwal 2 Deparmen

More information

The Matrix Padé Approximation in Systems of Differential Equations and Partial Differential Equations

The Matrix Padé Approximation in Systems of Differential Equations and Partial Differential Equations C Pesano-Gabno, C Gonz_Lez-Concepcon, MC Gl-Farna The Marx Padé Approxmaon n Sysems of Dfferenal Equaons and Paral Dfferenal Equaons C PESTANO-GABINO, C GONZΑLEZ-CONCEPCION, MC GIL-FARIÑA Deparmen of Appled

More information

Math 128b Project. Jude Yuen

Math 128b Project. Jude Yuen Mah 8b Proec Jude Yuen . Inroducon Le { Z } be a sequence of observed ndependen vecor varables. If he elemens of Z have a on normal dsrbuon hen { Z } has a mean vecor Z and a varancecovarance marx z. Geomercally

More information

A Principled Approach to MILP Modeling

A Principled Approach to MILP Modeling A Prncpled Approach o MILP Modelng John Hooer Carnege Mellon Unvers Augus 008 Slde Proposal MILP modelng s an ar, bu need no be unprncpled. Slde Proposal MILP modelng s an ar, bu need no be unprncpled.

More information

Volatility Interpolation

Volatility Interpolation Volaly Inerpolaon Prelmnary Verson March 00 Jesper Andreasen and Bran Huge Danse Mares, Copenhagen wan.daddy@danseban.com brno@danseban.com Elecronc copy avalable a: hp://ssrn.com/absrac=69497 Inro Local

More information

SELFSIMILAR PROCESSES WITH STATIONARY INCREMENTS IN THE SECOND WIENER CHAOS

SELFSIMILAR PROCESSES WITH STATIONARY INCREMENTS IN THE SECOND WIENER CHAOS POBABILITY AD MATEMATICAL STATISTICS Vol., Fasc., pp. SELFSIMILA POCESSES WIT STATIOAY ICEMETS I TE SECOD WIEE CAOS BY M. M A E J I M A YOKOAMA AD C. A. T U D O LILLE Absrac. We sudy selfsmlar processes

More information

Testing a new idea to solve the P = NP problem with mathematical induction

Testing a new idea to solve the P = NP problem with mathematical induction Tesng a new dea o solve he P = NP problem wh mahemacal nducon Bacground P and NP are wo classes (ses) of languages n Compuer Scence An open problem s wheher P = NP Ths paper ess a new dea o compare he

More information

Boosted LMS-based Piecewise Linear Adaptive Filters

Boosted LMS-based Piecewise Linear Adaptive Filters 016 4h European Sgnal Processng Conference EUSIPCO) Boosed LMS-based Pecewse Lnear Adapve Flers Darush Kar and Iman Marvan Deparmen of Elecrcal and Elecroncs Engneerng Blken Unversy, Ankara, Turkey {kar,

More information

A Systematic Framework for Dynamically Optimizing Multi-User Wireless Video Transmission

A Systematic Framework for Dynamically Optimizing Multi-User Wireless Video Transmission A Sysemac Framework for Dynamcally Opmzng ul-user Wreless Vdeo Transmsson Fangwen Fu, haela van der Schaar Elecrcal Engneerng Deparmen, UCLA {fwfu, mhaela}@ee.ucla.edu Absrac In hs paper, we formulae he

More information

Multi-Product Multi-Constraint Inventory Control Systems with Stochastic Replenishment and Discount under Fuzzy Purchasing Price and Holding Costs

Multi-Product Multi-Constraint Inventory Control Systems with Stochastic Replenishment and Discount under Fuzzy Purchasing Price and Holding Costs Amercan Journal of Appled Scences 6 (): -, 009 ISSN 546-939 009 Scence Publcaons Mul-Produc Mul-Consran Invenory Conrol Sysems wh Sochasc eplenshmen and scoun under Fuzzy Purchasng Prce and Holdng Coss

More information

On computing differential transform of nonlinear non-autonomous functions and its applications

On computing differential transform of nonlinear non-autonomous functions and its applications On compung dfferenal ransform of nonlnear non-auonomous funcons and s applcaons Essam. R. El-Zahar, and Abdelhalm Ebad Deparmen of Mahemacs, Faculy of Scences and Humanes, Prnce Saam Bn Abdulazz Unversy,

More information

This document is downloaded from DR-NTU, Nanyang Technological University Library, Singapore.

This document is downloaded from DR-NTU, Nanyang Technological University Library, Singapore. Ths documen s downloaded from DR-NTU, Nanyang Technologcal Unversy Lbrary, Sngapore. Tle A smplfed verb machng algorhm for word paron n vsual speech processng( Acceped verson ) Auhor(s) Foo, Say We; Yong,

More information

Chapter 6: AC Circuits

Chapter 6: AC Circuits Chaper 6: AC Crcus Chaper 6: Oulne Phasors and he AC Seady Sae AC Crcus A sable, lnear crcu operang n he seady sae wh snusodal excaon (.e., snusodal seady sae. Complee response forced response naural response.

More information

Multi-priority Online Scheduling with Cancellations

Multi-priority Online Scheduling with Cancellations Submed o Operaons Research manuscrp (Please, provde he manuscrp number!) Auhors are encouraged o subm new papers o INFORMS journals by means of a syle fle emplae, whch ncludes he journal le. However, use

More information

Abstract This paper considers the problem of tracking objects with sparsely located binary sensors. Tracking with a sensor network is a

Abstract This paper considers the problem of tracking objects with sparsely located binary sensors. Tracking with a sensor network is a Trackng on a Graph Songhwa Oh and Shankar Sasry Deparmen of Elecrcal Engneerng and Compuer Scences Unversy of Calforna, Berkeley, CA 9470 {sho,sasry}@eecs.berkeley.edu Absrac Ths paper consders he problem

More information

Efficient Asynchronous Channel Hopping Design for Cognitive Radio Networks

Efficient Asynchronous Channel Hopping Design for Cognitive Radio Networks Effcen Asynchronous Channel Hoppng Desgn for Cognve Rado Neworks Chh-Mn Chao, Chen-Yu Hsu, and Yun-ng Lng Absrac In a cognve rado nework (CRN), a necessary condon for nodes o communcae wh each oher s ha

More information

ABSTRACT KEYWORDS. Bonus-malus systems, frequency component, severity component. 1. INTRODUCTION

ABSTRACT KEYWORDS. Bonus-malus systems, frequency component, severity component. 1. INTRODUCTION EERAIED BU-MAU YTEM ITH A FREQUECY AD A EVERITY CMET A IDIVIDUA BAI I AUTMBIE IURACE* BY RAHIM MAHMUDVAD AD HEI HAAI ABTRACT Frangos and Vronos (2001) proposed an opmal bonus-malus sysems wh a frequency

More information

, t 1. Transitions - this one was easy, but in general the hardest part is choosing the which variables are state and control variables

, t 1. Transitions - this one was easy, but in general the hardest part is choosing the which variables are state and control variables Opmal Conrol Why Use I - verss calcls of varaons, opmal conrol More generaly More convenen wh consrans (e.g., can p consrans on he dervaves More nsghs no problem (a leas more apparen han hrogh calcls of

More information

Comb Filters. Comb Filters

Comb Filters. Comb Filters The smple flers dscussed so far are characered eher by a sngle passband and/or a sngle sopband There are applcaons where flers wh mulple passbands and sopbands are requred Thecomb fler s an example of

More information

Notes on the stability of dynamic systems and the use of Eigen Values.

Notes on the stability of dynamic systems and the use of Eigen Values. Noes on he sabl of dnamc ssems and he use of Egen Values. Source: Macro II course noes, Dr. Davd Bessler s Tme Seres course noes, zarads (999) Ineremporal Macroeconomcs chaper 4 & Techncal ppend, and Hamlon

More information

Algorithmic models of human decision making in Gaussian multi-armed bandit problems

Algorithmic models of human decision making in Gaussian multi-armed bandit problems Algorhmc models of human decson makng n Gaussan mul-armed band problems Paul Reverdy, Vabhav Srvasava and Naom E. Leonard Absrac We consder a heursc Bayesan algorhm as a model of human decson makng n mul-armed

More information

Outline. Probabilistic Model Learning. Probabilistic Model Learning. Probabilistic Model for Time-series Data: Hidden Markov Model

Outline. Probabilistic Model Learning. Probabilistic Model Learning. Probabilistic Model for Time-series Data: Hidden Markov Model Probablsc Model for Tme-seres Daa: Hdden Markov Model Hrosh Mamsuka Bonformacs Cener Kyoo Unversy Oulne Three Problems for probablsc models n machne learnng. Compung lkelhood 2. Learnng 3. Parsng (predcon

More information

A Novel Iron Loss Reduction Technique for Distribution Transformers. Based on a Combined Genetic Algorithm - Neural Network Approach

A Novel Iron Loss Reduction Technique for Distribution Transformers. Based on a Combined Genetic Algorithm - Neural Network Approach A Novel Iron Loss Reducon Technque for Dsrbuon Transformers Based on a Combned Genec Algorhm - Neural Nework Approach Palvos S. Georglaks Nkolaos D. Doulams Anasasos D. Doulams Nkos D. Hazargyrou and Sefanos

More information

Appendix to Online Clustering with Experts

Appendix to Online Clustering with Experts A Appendx o Onlne Cluserng wh Expers Furher dscusson of expermens. Here we furher dscuss expermenal resuls repored n he paper. Ineresngly, we observe ha OCE (and n parcular Learn- ) racks he bes exper

More information

3. OVERVIEW OF NUMERICAL METHODS

3. OVERVIEW OF NUMERICAL METHODS 3 OVERVIEW OF NUMERICAL METHODS 3 Inroducory remarks Ths chaper summarzes hose numercal echnques whose knowledge s ndspensable for he undersandng of he dfferen dscree elemen mehods: he Newon-Raphson-mehod,

More information