Stability Analysis of EWMA Run-to-Run Controller Subjects to Stochastic Metrology Delay

Size: px
Start display at page:

Download "Stability Analysis of EWMA Run-to-Run Controller Subjects to Stochastic Metrology Delay"

Transcription

1 Preprins of he 8h IFAC World Congress Milano (Ialy) Augus 8 - Sepember, Sabiliy Analysis of EWMA Run-o-Run Conroller Subjecs o Sochasic Merology Delay Bing. Ai*, David Shan-Hill Wong**, Shi-Shang Jang**, Ying Zheng* * Deparmen of Conrol Science and Engineering, Huazhong Universiy of Science and echnology, Wuhan, Hubei, 4374, P.R. China (el: ; zyhidy@mail.hus.edu.cn) ** Deparmen of Chemical Engineering, Naional sing-hua Universiy, Hsin-Chu, aiwan ( ssjang@mx.nhu.edu.w) Absrac: In he semiconducor manufacuring bach processes, each sep is a complicaed physicochemical bach process; generally i is difficul o perform measuremens on-line. he effec of he merology delay on he sabiliy of he sysem is an imporan issue needs o be undersood. his paper invesigaes he sabiliy of sysems under exponenially weighed moving average (EWMA) runo-run conrol wih sochasic merology delay. Necessary and sufficien condiions for he sochasic sabiliy are esablished. Some numerical examples are provided o illusrae how o ge he sabiliy regions based on he proposed heorem. Keywords: run-o-run conrol, merology delay, sochasic sabiliy.. INRODUCION In he field of semiconducor manufacuring indusry, run-orun conrol is now widely acceped as a means for producion fabricaion faciliies o improve he efficiency and wasage in producion. I s a form of discree process and machine conrol in which he produc recipe wih respec o a paricular machine process is modified ex siu, i.e., beween machine runs, so as o minimize process drif, shif and variabiliy (Moyne e al. ()). wo of he more basic runo-run conrol algorihms used oday in he semiconducor manufacuring indusry are exponenially weighed moving average (EWMA) algorihm and predicor-correcor conroller (or double EWMA) algorihm. ime delay sysem has been exensively sudied in he las few years. For he sysem wih sochasic ime delay, as Ji and Chizec (99) poined ou ha many manufacuring process can be modeled by Marovian jump linear sysems. And he resuls of opimal conrol, robus conrol and sabiliy for such ind of sysem can be widely seen in he recen lieraures, such as Cosa and Marques (), Zhang e al. (3), Shi and Yu (9), and iao e al. (). However, he opimizaion problem, he robus conrol as well as he sabiliy problem for Marovian jump linear sysems usually change ino he problem of solving a se of linear marix inequaliies (LMIs). Grigoriadis (995), Geromel e al. (995), Ghaoui e al. (997) and Oliveria and Geromel (997) gave deailed algorihms o solve he LMIs. he pioneer wor on he sabiliy of EWMA run-o-run conroller wihou delay was carried ou by Ingolfsson and Sachs (993). Good and Qin () examined sabiliy bounds for he discoun facors of boh single inpu single oupu (SISO) and muliple inpus muliple oupus (MIMO) double EWMA run-o-run conrollers when here is planmodel mismach and delay beween produc manufacuring and produc merology. Few years laer, afer heir firs wor on sabiliy analysis of double EWMA run-o-run conrollers, Good and Qin (6) analyzed he sabiliy of MIMO EWMA run-o-run conroller wih merology delay by using he generalized Rouh-Hurwiz sabiliy crierion. Wu e al. (8) analyzed he influences of merology delay on boh he ransien and asympoic properies of he produc qualiy for he case when a linear sysem wih an iniial bias and a sochasic auoregressive moving average disurbance is under EWMA run-o-run conrol. All he aforemenioned wors on EWMA or double EWMA run-o-run conrol sysem are based on he assumpion ha he merology delay is fixed. However, he semiconducor manufacuring indusry is characerized by physically and chemically environmens maing measuremen in many of hese environmens difficul or ime-consuming, his combined wih he fac ha many process ools are no designed for he addiion of in siu sensor, resuled in measuremen aen less frequenly han every run, or a sochasic runs. he aim of his paper is o invesigae he sabiliy properies of he EWMA run-o-run conroller wih sochasic merology delay for SISO sysem. For case of presenaion, he remainder of he paper is organized as follows: in Secion, he sabiliy condiions are derived for EWMA run-o-run conrol sysems wih sochasic merology delay. Numerical examples are provided in Secion 3 o obain he sabiliy regions for he sysems subjec o differen merology delay. he conclusion remars are presened in Secion 4. Copyrigh by he Inernaional Federaion of Auomaic Conrol (IFAC) 354

2 Preprins of he 8h IFAC World Congress Milano (Ialy) Augus 8 - Sepember,. EWMA RUN-O-RUN CONROLLER WIH MEROLOGY DELAY. EWMA Run-o-Run Conroller Wih Fixed Merology Delay A ypical EWMA run-o-run conroller assumes a saic linear model beween conrol variable Y, and manipulaed variable u, i.e., Y = βu a () where β is he process gain beween he process inpu and oupu. a is he insananeous disurbance a run. Given he prediced model of he process Y = bu c () where b and c are model gain and offse parameers esimaed for he sysem, respecively. Boh of hese parameers are deermined a priori by a design of experimens procedure. If here is a fixed merology delay d a run, hen no informaion abou Y coming a he end of run, however, he conroller will always use he mos recen daa, hus, we a leas have Y d available for feedbac. By using he EWMA filer, he disurbance is esimaed o be aˆ ˆ = ω( Y d bu d) ( ω) a (3) where ω is a discoun facor beween zero and one. Assume he ransiion probabiliy marix of is P = [ p ij ]. ha is, jump from mode i o j, wih probabiliy p ij, which is defined by p = Prob( = j = i) (5) ij where i, j S, and p ij j= p ij =. hus, if he consrain condiions for merology delay are considered, hen he srucure of he ransiion probabiliy marix will be p p p p p P = (6) p p p p 3 p p p p p 3 p p p p p3 p Each row represens he ransiion probabiliies from a fixed sae o all he saes, he diagonal elemens are he probabiliies of merology sequences wih equal delays, he elemens below he diagonal indicae shorer delays, and he elemens above he diagonal are he probabiliies of encounering longer delays. Fig. illusraes hree saes ransiion diagram. From he figure, we can see ha i can jump from = and = o any saes, while i canno jump from = o =. A conrol law is used o deermine he conrol recipe for he nex run, i.e., aˆ u = (4) b where is he desired arge. Wihou loss of generaliy, in his paper, we assume =. Afer doing he well-nown bilinear ransformaion, we can ge sabiliy areas for he sysem ()-(4) by using Rouh- Hurwiz crierion.. ransiion Probabiliy Marix In an acual manufacuring plan, measuremen delay is a sochasic variable insead of being fixed. Le are variable merology delay sequence, assume ha, and aes values in S={,,,, }. Since merology delay canno h exceeds he run lengh, min(, ) in he producion run. Also, he conroller will always use he mos recen daa, hus, if we have Y - a run, bu here is no new informaion coming a run (here is longer delay a run ), hen we a leas have Y available for feedbac. his - means ha he delay can increase a mos a each run, i.e., Prob( ) =. Fig.. hree saes ransiion diagram.3 EWMA Run-o-Run Conroller Wih Sochasic Merology Delay We also assume he model and he prediced model of he process are linear ime-invarian discree-ime models as described by () and () respecively. Suppose ha here is a sochasic merology delay a run, hen a his ime, he EWMA run-o-run conroller wih sochasic merology delay can be used o esimae he disurbance, i.e., aˆ ˆ = ω( Y bu ) ( ) ω a (7) We also choose he conrol acion as (4). Combining (), (), (4) and (7), we have aˆ ˆ ˆ = ( ω) a ω( ξ) a (8) For he sysem wih sochasic ime delay, Rouh-Hurwiz crierion is no longer valid in obaining sabiliy region. 355

3 Preprins of he 8h IFAC World Congress Milano (Ialy) Augus 8 - Sepember, Le x = ˆ a be he sae of he sysem, and hen (8) can be denoed as x = ( ω) x ω( ξ) x (9) where S. Augmen he sae variable as = [ x x x x ] a run, hen he closed-loop sysem in (9) can be wrien as x ω ω( ξ) x x x x x () = x x x A(, ) i.e., = A(, ) () Remar: From () and (), i is clear ha he sochasic ime delay sysem described by (), (), (4) and (7) is ransformed ino a delay-free discree-ime sysem. he following heorem gives sufficien and necessary condiion o guaranee he sochasic sabiliy of sysem (). heorem: Sysem () is sochasically sable if and only if here exiss a posiive-definie marix Q(, ) > for S, saisfying he following marix inequaliies:, = L (, ) = p A (, ) Q (, ) A (, ) Q (, ) < Proof: () Sufficiency: consruc he sochasic Lyapunov funcion V(,, ) as follows: V(,, ) = Q(, ) (3) hen E[ ΔV(,, )] = EV [ (,, ) V(,, )] = = p A(, ) Q(, ) A(, ) Q(, ), [, (,) (, ) (,) (,)] = = p A Q A Q = L(, ) λ ( L(, )) β min (4) where λ ( (, )) min L denoes he minimal eigenvalue of L(, ), and β = inf{ λmin ( L(, )), S} >. From (4), we have β β EV [ (,,)] EV [ (,,)] EV [ (,,)] EV [ (,,)] EV [ (,, ) V(,, )] β Sum boh sides of (5), we obain lim E,, E[ V(,,)] = = β = Q(,) β < i.e., sysem () is sochasically sable. Necessiy: (5) (6) Define E [ Q (,, ) ] = E[ R(, ),, ] wih R(, ) >. I s obvious ha = λmax ( ) = = E[ R(, ),, ] R(, ) E[,, ]. Since he sysem is sochasic sable, i.e., lim E,, = < (7) = E [ Q (,, ) ] is bounded, and is limi can be denoed as E [ Q(, ) ] = lim E [ Q (,, ) ] Also = lim E[ R(, ),, ] = (8) E [ Q(, ),, ] = lim E [ Q (,, ) ] = lim E[ R(, ),, ] Equaion (9) subrac (8), we have = = (9) p A(, ) Q(, ) A(, ) Q(, ) = R(, ), () and 356

4 Preprins of he 8h IFAC World Congress Milano (Ialy) Augus 8 - Sepember, =, = R(, ) Q(, ) p A(, ) Q(, ) A(, ) = L(, ) Since R(, ) >, i s clear ha L(, ) <. () Since L(, ) conains uncerainies of he sysem, i is differen o chec wheher () is feasible or no. o his end, we have he equivalen condiion for (), i.e., 3. NUMERICAL EAMPLES In his secion, we firs give an example o exemplify how o calculae he ransiion probabiliy marix from Poisson disribuion. hen, based on he heorem we go in Secion, several simulaion examples are provided o obain he sabiliy regions for he sysems subjec o differen merology delay P = However, from Fig. (b), we noice ha here are only 3 numbers of Poisson random numbers ae value in 4, few numbers of Poisson random numbers ae values in 3 compared wih hose ae values in,, and. In his siuaion, we should consider modes 3 and 4 are abnormal modes, hey should also be runcaed, and hus we only have hree normal modes S = {,, } for he resampled Poisson random numbers, he corresponding ransiion probabiliy marix can be calculaed, i.e., P = he calculaion of ransiion probabiliy marix from Poisson disribuion In his subsecion, we will ae Poisson disribuion for example o illusrae he relaionship beween originally Poisson numbers and resampled Poisson numbers. An example is provided o demonsrae he calculaion of ransiion probabiliy marix from resampled Poisson numbers. Le m be a random number generaed a he h run by a Poisson disribuion wih expecaion λ, and le are variable merology delay sequence. hen,, if m > ; m = () m, oherwise. h Also, if he merology delay of he run is longer han ha of he ( ) h run, hen he measured daa is oo old o use. A his ime, we should resample, hence he acual resampled disribuion is m, if m m ; = (3) m, oherwise. Fig. is he comparison of original and resampled Poisson random numbers wih he expecaion λ =. In Fig. (a), he original Poisson random numbers are shown, and i is clear ha here are eigh modes S = {,,,3,4,5,6,7}, i.e., he original Poisson disribuion cu-off afer mode 7. If we consider consrain condiions of equaions () and (3), hen he resampled Poisson random numbers can be obained as shown in Fig. (b). From Fig. (b), i can be noiced ha he ails of he original Poisson disribuion are runcaed, and he modes of he resampled Poisson random numbers is five, i.e., S = {,,,3, 4}. If S = {,,,3, 4} are chosen o calculae he ransiion probabiliy marix for resampled Poisson random numbers, hen, we have Fig.. Comparison of original and resampled Poisson numbers 3. Sabiliy regions for he sysems wih differen ransiion probabiliy marices he heorem we obained in Secion is based on Lyapunov s direc mehod. In his subsecion, we will compare he sabiliy regions obained by Lyapunov s direc mehod and Rouh-Hurwiz crierion for he sysems wih fixed merology delay. he sabiliy regions for he sysems wih sochasic merology delay can be go by Lyapunov s direc mehod. Wihou loss of generaliy, i will be only discusses he cases wih maximum delay lengh of wo runs, for he longer delay, i ll be sraighforward. For he sysem wihou delay, where S = {}, he ransiion probabiliy marix is denoed as P = [.], where he sabiliy region go by Lyapunov s direc mehod and Rouh- 357

5 Preprins of he 8h IFAC World Congress Milano (Ialy) Augus 8 - Sepember, Hurwiz crierion is given in Fig. 3. From he figure, i is clear ha boh mehods arrive a he same sabiliy region and when he esimaed process gain is greaer han half of he rue process gain ( ξ < ), he sysem is guaraneed closedloop sable for any discoun facor ω beween o. However, when ξ, ω is decreasing in ξ o eep he closed-loop sable...9. of P =... or P = [.]. From Fig. 5, we can... also conclude ha he sysem ha is more liely o subjec..8. ime delay such as P =..3.5 has a smaller size of..3.6 sabiliy region compared wih he sysem ha is less liely o.8.. experience ime delay, for insance P = Fig. 3. Sabiliy region for he sysem wihou delay he sabiliy regions for he sysem wih fixed and sochasic wo runs merology delay are shown in Fig. 4 and Fig. 5 respecively. In Fig. 4, we also compared Lyapunov s direc mehod and Rouh-Hurwiz crierion in obaining he sabiliy region for he sysem wih fixed wo runs delay. From Fig. 4, i is concluded ha i can be arrived a comparable resuls as we obained for delay-free sysem (as shown in Fig. 3). In Fig. 5, if he ransiion probabiliy marix is... P =..., i.e., he sysem is delay-free sysem,... hen his case has he same sabiliy region as P = [.], which is he bigges sabiliy region. If he ransiion..9. probabiliy marix P =..., namely he sysem... is mos liely o subjec wo runs delay, has he smalles sabiliy region, and his sabiliy region has he same size wih he sabiliy region for he sysem wih fixed wo runs delay, i.e., P = [.], more deail discussion for his case will be illusraed in Fig. 6. In addiion, when... P =... or P = [.], i.e., he sysem subjecs o... one fixed delay, he size of sabiliy region will smaller han... ha of P =... or P = [.], bu larger han ha... Fig. 4. Sabiliy region for he sysem wih fixed wo runs delay Fig. 5. Comparison of sabiliy regions for he sysems subjec o sochasic merology delay wih maximum delay lengh of wo runs Fig. 6 shows he simulaion of he sysems wih differen ime delays. Comparisons of differen ime delays, i.e., =, = and =, show ha he size of sabiliy region will decrease wih he increase of ime delay. he sabiliy region for he sysems subjec o sochasic ime delay wih maximum delay lengh of one run, will be he same wih he sysem which exiss fixed one run delay, as long as 358

6 Preprins of he 8h IFAC World Congress Milano (Ialy) Augus 8 - Sepember,.. p =,i.e., for he sysems wih P = [], P =..,..9 P.9. =.. and P =.. have he same size of sabiliy region. When he maximum ime delay is wo runs, hen he same conclusion can be drawn, only if p =. I is also clear from he figure, he sysem is sable for any delays on condiions ha ξ <, and ω aes value beween o. Fig. 6. Comparison of sabiliy regions for he sysems wih differen ime delays 4. CONCLUSION In his paper, we sudied he sabiliy problems for boh sysems subjec o fixed and sochasic merology delay. Rouh-Hurwiz crierion is use for obaining he sabiliy regions of he sysem wih fixed merology delay; Lyapunov s direc mehod is adoped o derive he sufficien and necessary condiions of he sochasic sabiliy for he sysem subjec o sochasic merology delay. From he resul of numerical simulaion, i is nown ha Rouh-Hurwiz crierion and Lyapunov s direc mehod is equivalen in geing he sabiliy region of he sysem wih fixed merology delay, also wih he increase of merology delay, he size of sabiliy region will decrease for boh sysems wih fixed and sochasic merology delay. Moreover, he simulaion show ha when he esimaed process gain is greaer han half of he rue process gain, he sysem is guaraneed closed-loop sable for any discoun facor ω beween o. However, when model error is greaer han wo, he size of sabiliy region will decrease. I is worh menioning ha for he sysem wih any lengh of merology delay, he sabiliy region can be go by he heorem proposed in his paper. Moyne J., Casillo E.D., Hurwiz A.M. (). Run-o-Run conrol in semiconducor manufacuring. CRC Press, Florida,. Ji Y., Chizec H. J. (99). Jump linear quadraic Gaussian conrol in coninuous ime. IEEE rans. Auoma. Conrol, 37 (), Cosa O. L. V., Marques R.P. (). Robus H -conrol of discree-ime Marovian jump linear sysems. Inerna. J. Conrol, 73 (), -. Zhang L. Q., Huang B., Lam J. (3). H model reducion of Marovian jump linear sysems. Sys. Conrol Le., 5, 3-8. Zhang L. Q., Shi Y., Chen. W., Huang B. (5). A New Mehod for sabilizaion of newored conrol sysems wih random delays. IEEE rans. Auoma. Conrol, 5(8), Shi Y., Yu B. (9). Oupu feedbac sabilizaion of newored conrol sysems wih random delays modelled by Marov chains. IEEE rans. Auoma. Conrol, 54(7), iao L., Hassibi A., How J. P. (). Conrol wih random communicaion delays via a discree-ime jump sysem approach. In Proc. Amer. Conrol Conf., Grigoriadis K. M. (995). Opimal H model reducion via linear marix inequaliies: Coninuous- and discree-ime cases. Conrol Le., 6(5), Geromel J. C., Souza C. C. D., Selon R.E. (995). LMI numerical soluion for oupu feedbac sabilizaion. In Proc. IEEE Conf. Decision and Conrol, Ghaoui L. E., Ousry F., Airami M. (997). A cone complemenariy linearizaion algorihm for saic oupu-feedbac and relaed problems. IEEE rans. Auom. Conrol, 4(8), Oliveria M. C. D., Geromel J. C. (997). Numerical comparison of oupu feedbac design mehods. In Pro. Amer. Conrol Conf., 7-76, Albuquerque, NM. Ingolfsson A., Sachs E. (993). Sabiliy and sensiiviy of an EWMA conroller. J. Qualiy echnol., 5(4), Good R. P., Qin S. J. (). Sabiliy analysis of double EWMA run-o-run conrol wih merology delay. In Pro. Amer. Conrol Conf., 56-6, Anchorage, AK. Good R.P., Qin S.J. (6). On he sabiliy of MIMO EWMA run-o-run conrollers wih merology delay, IEEE rans. Semiconduc. Manufac., 9(), Wu M. F., Lin C. H., Wong D. S. H., Jang S.S., seng S.. (8). Performance analysis of EWMA conrollers subjec o merology delay, IEEE rans. Semiconduc. Manufac., (3), ACKNOWLEDGEMEN he auhors han he financial suppor for his wor from Chinese Naional Naural Science Foundaion (67475, 6346 and 6643). REFERENCES 359

Mean-square Stability Control for Networked Systems with Stochastic Time Delay

Mean-square Stability Control for Networked Systems with Stochastic Time Delay JOURNAL OF SIMULAION VOL. 5 NO. May 7 Mean-square Sabiliy Conrol for Newored Sysems wih Sochasic ime Delay YAO Hejun YUAN Fushun School of Mahemaics and Saisics Anyang Normal Universiy Anyang Henan. 455

More information

A DELAY-DEPENDENT STABILITY CRITERIA FOR T-S FUZZY SYSTEM WITH TIME-DELAYS

A DELAY-DEPENDENT STABILITY CRITERIA FOR T-S FUZZY SYSTEM WITH TIME-DELAYS A DELAY-DEPENDENT STABILITY CRITERIA FOR T-S FUZZY SYSTEM WITH TIME-DELAYS Xinping Guan ;1 Fenglei Li Cailian Chen Insiue of Elecrical Engineering, Yanshan Universiy, Qinhuangdao, 066004, China. Deparmen

More information

Application of a Stochastic-Fuzzy Approach to Modeling Optimal Discrete Time Dynamical Systems by Using Large Scale Data Processing

Application of a Stochastic-Fuzzy Approach to Modeling Optimal Discrete Time Dynamical Systems by Using Large Scale Data Processing Applicaion of a Sochasic-Fuzzy Approach o Modeling Opimal Discree Time Dynamical Sysems by Using Large Scale Daa Processing AA WALASZE-BABISZEWSA Deparmen of Compuer Engineering Opole Universiy of Technology

More information

Stability analysis of semiconductor manufacturing process with EWMA run-to-run controllers

Stability analysis of semiconductor manufacturing process with EWMA run-to-run controllers Sabiliy analysis of semiconducor manufacuring rocess wih EWMA run-o-run conrollers Bing Ai a, David Shan-Hill Wong b, Shi-Shang Jang b a Dearmen of Comuer Science, Universiy of exas a Ausin, exas, USA

More information

STATE-SPACE MODELLING. A mass balance across the tank gives:

STATE-SPACE MODELLING. A mass balance across the tank gives: B. Lennox and N.F. Thornhill, 9, Sae Space Modelling, IChemE Process Managemen and Conrol Subjec Group Newsleer STE-SPACE MODELLING Inroducion: Over he pas decade or so here has been an ever increasing

More information

Stability and Bifurcation in a Neural Network Model with Two Delays

Stability and Bifurcation in a Neural Network Model with Two Delays Inernaional Mahemaical Forum, Vol. 6, 11, no. 35, 175-1731 Sabiliy and Bifurcaion in a Neural Nework Model wih Two Delays GuangPing Hu and XiaoLing Li School of Mahemaics and Physics, Nanjing Universiy

More information

10. State Space Methods

10. State Space Methods . Sae Space Mehods. Inroducion Sae space modelling was briefly inroduced in chaper. Here more coverage is provided of sae space mehods before some of heir uses in conrol sysem design are covered in he

More information

Zürich. ETH Master Course: L Autonomous Mobile Robots Localization II

Zürich. ETH Master Course: L Autonomous Mobile Robots Localization II Roland Siegwar Margaria Chli Paul Furgale Marco Huer Marin Rufli Davide Scaramuzza ETH Maser Course: 151-0854-00L Auonomous Mobile Robos Localizaion II ACT and SEE For all do, (predicion updae / ACT),

More information

di Bernardo, M. (1995). A purely adaptive controller to synchronize and control chaotic systems.

di Bernardo, M. (1995). A purely adaptive controller to synchronize and control chaotic systems. di ernardo, M. (995). A purely adapive conroller o synchronize and conrol chaoic sysems. hps://doi.org/.6/375-96(96)8-x Early version, also known as pre-prin Link o published version (if available):.6/375-96(96)8-x

More information

Modal identification of structures from roving input data by means of maximum likelihood estimation of the state space model

Modal identification of structures from roving input data by means of maximum likelihood estimation of the state space model Modal idenificaion of srucures from roving inpu daa by means of maximum likelihood esimaion of he sae space model J. Cara, J. Juan, E. Alarcón Absrac The usual way o perform a forced vibraion es is o fix

More information

Lecture 20: Riccati Equations and Least Squares Feedback Control

Lecture 20: Riccati Equations and Least Squares Feedback Control 34-5 LINEAR SYSTEMS Lecure : Riccai Equaions and Leas Squares Feedback Conrol 5.6.4 Sae Feedback via Riccai Equaions A recursive approach in generaing he marix-valued funcion W ( ) equaion for i for he

More information

Robust estimation based on the first- and third-moment restrictions of the power transformation model

Robust estimation based on the first- and third-moment restrictions of the power transformation model h Inernaional Congress on Modelling and Simulaion, Adelaide, Ausralia, 6 December 3 www.mssanz.org.au/modsim3 Robus esimaion based on he firs- and hird-momen resricions of he power ransformaion Nawaa,

More information

The Asymptotic Behavior of Nonoscillatory Solutions of Some Nonlinear Dynamic Equations on Time Scales

The Asymptotic Behavior of Nonoscillatory Solutions of Some Nonlinear Dynamic Equations on Time Scales Advances in Dynamical Sysems and Applicaions. ISSN 0973-5321 Volume 1 Number 1 (2006, pp. 103 112 c Research India Publicaions hp://www.ripublicaion.com/adsa.hm The Asympoic Behavior of Nonoscillaory Soluions

More information

Pade and Laguerre Approximations Applied. to the Active Queue Management Model. of Internet Protocol

Pade and Laguerre Approximations Applied. to the Active Queue Management Model. of Internet Protocol Applied Mahemaical Sciences, Vol. 7, 013, no. 16, 663-673 HIKARI Ld, www.m-hikari.com hp://dx.doi.org/10.1988/ams.013.39499 Pade and Laguerre Approximaions Applied o he Acive Queue Managemen Model of Inerne

More information

Notes for Lecture 17-18

Notes for Lecture 17-18 U.C. Berkeley CS278: Compuaional Complexiy Handou N7-8 Professor Luca Trevisan April 3-8, 2008 Noes for Lecure 7-8 In hese wo lecures we prove he firs half of he PCP Theorem, he Amplificaion Lemma, up

More information

Vehicle Arrival Models : Headway

Vehicle Arrival Models : Headway Chaper 12 Vehicle Arrival Models : Headway 12.1 Inroducion Modelling arrival of vehicle a secion of road is an imporan sep in raffic flow modelling. I has imporan applicaion in raffic flow simulaion where

More information

Bifurcation Analysis of a Stage-Structured Prey-Predator System with Discrete and Continuous Delays

Bifurcation Analysis of a Stage-Structured Prey-Predator System with Discrete and Continuous Delays Applied Mahemaics 4 59-64 hp://dx.doi.org/.46/am..4744 Published Online July (hp://www.scirp.org/ournal/am) Bifurcaion Analysis of a Sage-Srucured Prey-Predaor Sysem wih Discree and Coninuous Delays Shunyi

More information

d 1 = c 1 b 2 - b 1 c 2 d 2 = c 1 b 3 - b 1 c 3

d 1 = c 1 b 2 - b 1 c 2 d 2 = c 1 b 3 - b 1 c 3 and d = c b - b c c d = c b - b c c This process is coninued unil he nh row has been compleed. The complee array of coefficiens is riangular. Noe ha in developing he array an enire row may be divided or

More information

3.1.3 INTRODUCTION TO DYNAMIC OPTIMIZATION: DISCRETE TIME PROBLEMS. A. The Hamiltonian and First-Order Conditions in a Finite Time Horizon

3.1.3 INTRODUCTION TO DYNAMIC OPTIMIZATION: DISCRETE TIME PROBLEMS. A. The Hamiltonian and First-Order Conditions in a Finite Time Horizon 3..3 INRODUCION O DYNAMIC OPIMIZAION: DISCREE IME PROBLEMS A. he Hamilonian and Firs-Order Condiions in a Finie ime Horizon Define a new funcion, he Hamilonian funcion, H. H he change in he oal value of

More information

Inventory Control of Perishable Items in a Two-Echelon Supply Chain

Inventory Control of Perishable Items in a Two-Echelon Supply Chain Journal of Indusrial Engineering, Universiy of ehran, Special Issue,, PP. 69-77 69 Invenory Conrol of Perishable Iems in a wo-echelon Supply Chain Fariborz Jolai *, Elmira Gheisariha and Farnaz Nojavan

More information

Exponential Weighted Moving Average (EWMA) Chart Under The Assumption of Moderateness And Its 3 Control Limits

Exponential Weighted Moving Average (EWMA) Chart Under The Assumption of Moderateness And Its 3 Control Limits DOI: 0.545/mjis.07.5009 Exponenial Weighed Moving Average (EWMA) Char Under The Assumpion of Moderaeness And Is 3 Conrol Limis KALPESH S TAILOR Assisan Professor, Deparmen of Saisics, M. K. Bhavnagar Universiy,

More information

Recursive Least-Squares Fixed-Interval Smoother Using Covariance Information based on Innovation Approach in Linear Continuous Stochastic Systems

Recursive Least-Squares Fixed-Interval Smoother Using Covariance Information based on Innovation Approach in Linear Continuous Stochastic Systems 8 Froniers in Signal Processing, Vol. 1, No. 1, July 217 hps://dx.doi.org/1.2266/fsp.217.112 Recursive Leas-Squares Fixed-Inerval Smooher Using Covariance Informaion based on Innovaion Approach in Linear

More information

Sliding Mode Controller for Unstable Systems

Sliding Mode Controller for Unstable Systems S. SIVARAMAKRISHNAN e al., Sliding Mode Conroller for Unsable Sysems, Chem. Biochem. Eng. Q. 22 (1) 41 47 (28) 41 Sliding Mode Conroller for Unsable Sysems S. Sivaramakrishnan, A. K. Tangirala, and M.

More information

References are appeared in the last slide. Last update: (1393/08/19)

References are appeared in the last slide. Last update: (1393/08/19) SYSEM IDEIFICAIO Ali Karimpour Associae Professor Ferdowsi Universi of Mashhad References are appeared in he las slide. Las updae: 0..204 393/08/9 Lecure 5 lecure 5 Parameer Esimaion Mehods opics o be

More information

DEPARTMENT OF STATISTICS

DEPARTMENT OF STATISTICS A Tes for Mulivariae ARCH Effecs R. Sco Hacker and Abdulnasser Haemi-J 004: DEPARTMENT OF STATISTICS S-0 07 LUND SWEDEN A Tes for Mulivariae ARCH Effecs R. Sco Hacker Jönköping Inernaional Business School

More information

1 Review of Zero-Sum Games

1 Review of Zero-Sum Games COS 5: heoreical Machine Learning Lecurer: Rob Schapire Lecure #23 Scribe: Eugene Brevdo April 30, 2008 Review of Zero-Sum Games Las ime we inroduced a mahemaical model for wo player zero-sum games. Any

More information

Chapter 2. First Order Scalar Equations

Chapter 2. First Order Scalar Equations Chaper. Firs Order Scalar Equaions We sar our sudy of differenial equaions in he same way he pioneers in his field did. We show paricular echniques o solve paricular ypes of firs order differenial equaions.

More information

Physics 235 Chapter 2. Chapter 2 Newtonian Mechanics Single Particle

Physics 235 Chapter 2. Chapter 2 Newtonian Mechanics Single Particle Chaper 2 Newonian Mechanics Single Paricle In his Chaper we will review wha Newon s laws of mechanics ell us abou he moion of a single paricle. Newon s laws are only valid in suiable reference frames,

More information

Article from. Predictive Analytics and Futurism. July 2016 Issue 13

Article from. Predictive Analytics and Futurism. July 2016 Issue 13 Aricle from Predicive Analyics and Fuurism July 6 Issue An Inroducion o Incremenal Learning By Qiang Wu and Dave Snell Machine learning provides useful ools for predicive analyics The ypical machine learning

More information

Georey E. Hinton. University oftoronto. Technical Report CRG-TR February 22, Abstract

Georey E. Hinton. University oftoronto.   Technical Report CRG-TR February 22, Abstract Parameer Esimaion for Linear Dynamical Sysems Zoubin Ghahramani Georey E. Hinon Deparmen of Compuer Science Universiy oftorono 6 King's College Road Torono, Canada M5S A4 Email: zoubin@cs.orono.edu Technical

More information

A new flexible Weibull distribution

A new flexible Weibull distribution Communicaions for Saisical Applicaions and Mehods 2016, Vol. 23, No. 5, 399 409 hp://dx.doi.org/10.5351/csam.2016.23.5.399 Prin ISSN 2287-7843 / Online ISSN 2383-4757 A new flexible Weibull disribuion

More information

Inventory Analysis and Management. Multi-Period Stochastic Models: Optimality of (s, S) Policy for K-Convex Objective Functions

Inventory Analysis and Management. Multi-Period Stochastic Models: Optimality of (s, S) Policy for K-Convex Objective Functions Muli-Period Sochasic Models: Opimali of (s, S) Polic for -Convex Objecive Funcions Consider a seing similar o he N-sage newsvendor problem excep ha now here is a fixed re-ordering cos (> 0) for each (re-)order.

More information

Anti-Disturbance Control for Multiple Disturbances

Anti-Disturbance Control for Multiple Disturbances Workshop a 3 ACC Ani-Disurbance Conrol for Muliple Disurbances Lei Guo (lguo@buaa.edu.cn) Naional Key Laboraory on Science and Technology on Aircraf Conrol, Beihang Universiy, Beijing, 9, P.R. China. Presened

More information

Module 4: Time Response of discrete time systems Lecture Note 2

Module 4: Time Response of discrete time systems Lecture Note 2 Module 4: Time Response of discree ime sysems Lecure Noe 2 1 Prooype second order sysem The sudy of a second order sysem is imporan because many higher order sysem can be approimaed by a second order model

More information

On Measuring Pro-Poor Growth. 1. On Various Ways of Measuring Pro-Poor Growth: A Short Review of the Literature

On Measuring Pro-Poor Growth. 1. On Various Ways of Measuring Pro-Poor Growth: A Short Review of the Literature On Measuring Pro-Poor Growh 1. On Various Ways of Measuring Pro-Poor Growh: A Shor eview of he Lieraure During he pas en years or so here have been various suggesions concerning he way one should check

More information

4. Advanced Stability Theory

4. Advanced Stability Theory Applied Nonlinear Conrol Nguyen an ien - 4 4 Advanced Sabiliy heory he objecive of his chaper is o presen sabiliy analysis for non-auonomous sysems 41 Conceps of Sabiliy for Non-Auonomous Sysems Equilibrium

More information

Signal and System (Chapter 3. Continuous-Time Systems)

Signal and System (Chapter 3. Continuous-Time Systems) Signal and Sysem (Chaper 3. Coninuous-Time Sysems) Prof. Kwang-Chun Ho kwangho@hansung.ac.kr Tel: 0-760-453 Fax:0-760-4435 1 Dep. Elecronics and Informaion Eng. 1 Nodes, Branches, Loops A nework wih b

More information

Matrix Versions of Some Refinements of the Arithmetic-Geometric Mean Inequality

Matrix Versions of Some Refinements of the Arithmetic-Geometric Mean Inequality Marix Versions of Some Refinemens of he Arihmeic-Geomeric Mean Inequaliy Bao Qi Feng and Andrew Tonge Absrac. We esablish marix versions of refinemens due o Alzer ], Carwrigh and Field 4], and Mercer 5]

More information

Cash Flow Valuation Mode Lin Discrete Time

Cash Flow Valuation Mode Lin Discrete Time IOSR Journal of Mahemaics (IOSR-JM) e-issn: 2278-5728,p-ISSN: 2319-765X, 6, Issue 6 (May. - Jun. 2013), PP 35-41 Cash Flow Valuaion Mode Lin Discree Time Olayiwola. M. A. and Oni, N. O. Deparmen of Mahemaics

More information

Applying Genetic Algorithms for Inventory Lot-Sizing Problem with Supplier Selection under Storage Capacity Constraints

Applying Genetic Algorithms for Inventory Lot-Sizing Problem with Supplier Selection under Storage Capacity Constraints IJCSI Inernaional Journal of Compuer Science Issues, Vol 9, Issue 1, No 1, January 2012 wwwijcsiorg 18 Applying Geneic Algorihms for Invenory Lo-Sizing Problem wih Supplier Selecion under Sorage Capaciy

More information

Problemas das Aulas Práticas

Problemas das Aulas Práticas Mesrado Inegrado em Engenharia Elecroécnica e de Compuadores Conrolo em Espaço de Esados Problemas das Aulas Práicas J. Miranda Lemos Fevereiro de 3 Translaed o English by José Gaspar, 6 J. M. Lemos, IST

More information

Robust and Learning Control for Complex Systems

Robust and Learning Control for Complex Systems Robus and Learning Conrol for Complex Sysems Peer M. Young Sepember 13, 2007 & Talk Ouline Inroducion Robus Conroller Analysis and Design Theory Experimenal Applicaions Overview MIMO Robus HVAC Conrol

More information

Sliding Mode Extremum Seeking Control for Linear Quadratic Dynamic Game

Sliding Mode Extremum Seeking Control for Linear Quadratic Dynamic Game Sliding Mode Exremum Seeking Conrol for Linear Quadraic Dynamic Game Yaodong Pan and Ümi Özgüner ITS Research Group, AIST Tsukuba Eas Namiki --, Tsukuba-shi,Ibaraki-ken 5-856, Japan e-mail: pan.yaodong@ais.go.jp

More information

GMM - Generalized Method of Moments

GMM - Generalized Method of Moments GMM - Generalized Mehod of Momens Conens GMM esimaion, shor inroducion 2 GMM inuiion: Maching momens 2 3 General overview of GMM esimaion. 3 3. Weighing marix...........................................

More information

R t. C t P t. + u t. C t = αp t + βr t + v t. + β + w t

R t. C t P t. + u t. C t = αp t + βr t + v t. + β + w t Exercise 7 C P = α + β R P + u C = αp + βr + v (a) (b) C R = α P R + β + w (c) Assumpions abou he disurbances u, v, w : Classical assumions on he disurbance of one of he equaions, eg. on (b): E(v v s P,

More information

Online Appendix to Solution Methods for Models with Rare Disasters

Online Appendix to Solution Methods for Models with Rare Disasters Online Appendix o Soluion Mehods for Models wih Rare Disasers Jesús Fernández-Villaverde and Oren Levinal In his Online Appendix, we presen he Euler condiions of he model, we develop he pricing Calvo block,

More information

Guest Lectures for Dr. MacFarlane s EE3350 Part Deux

Guest Lectures for Dr. MacFarlane s EE3350 Part Deux Gues Lecures for Dr. MacFarlane s EE3350 Par Deux Michael Plane Mon., 08-30-2010 Wrie name in corner. Poin ou his is a review, so I will go faser. Remind hem o go lisen o online lecure abou geing an A

More information

Lecture 2 October ε-approximation of 2-player zero-sum games

Lecture 2 October ε-approximation of 2-player zero-sum games Opimizaion II Winer 009/10 Lecurer: Khaled Elbassioni Lecure Ocober 19 1 ε-approximaion of -player zero-sum games In his lecure we give a randomized ficiious play algorihm for obaining an approximae soluion

More information

A Robust Exponentially Weighted Moving Average Control Chart for the Process Mean

A Robust Exponentially Weighted Moving Average Control Chart for the Process Mean Journal of Modern Applied Saisical Mehods Volume 5 Issue Aricle --005 A Robus Exponenially Weighed Moving Average Conrol Char for he Process Mean Michael B. C. Khoo Universii Sains, Malaysia, mkbc@usm.my

More information

Learning a Class from Examples. Training set X. Class C 1. Class C of a family car. Output: Input representation: x 1 : price, x 2 : engine power

Learning a Class from Examples. Training set X. Class C 1. Class C of a family car. Output: Input representation: x 1 : price, x 2 : engine power Alpaydin Chaper, Michell Chaper 7 Alpaydin slides are in urquoise. Ehem Alpaydin, copyrigh: The MIT Press, 010. alpaydin@boun.edu.r hp://www.cmpe.boun.edu.r/ ehem/imle All oher slides are based on Michell.

More information

Comparing Means: t-tests for One Sample & Two Related Samples

Comparing Means: t-tests for One Sample & Two Related Samples Comparing Means: -Tess for One Sample & Two Relaed Samples Using he z-tes: Assumpions -Tess for One Sample & Two Relaed Samples The z-es (of a sample mean agains a populaion mean) is based on he assumpion

More information

ACE 562 Fall Lecture 5: The Simple Linear Regression Model: Sampling Properties of the Least Squares Estimators. by Professor Scott H.

ACE 562 Fall Lecture 5: The Simple Linear Regression Model: Sampling Properties of the Least Squares Estimators. by Professor Scott H. ACE 56 Fall 005 Lecure 5: he Simple Linear Regression Model: Sampling Properies of he Leas Squares Esimaors by Professor Sco H. Irwin Required Reading: Griffihs, Hill and Judge. "Inference in he Simple

More information

Lecture 1 Overview. course mechanics. outline & topics. what is a linear dynamical system? why study linear systems? some examples

Lecture 1 Overview. course mechanics. outline & topics. what is a linear dynamical system? why study linear systems? some examples EE263 Auumn 27-8 Sephen Boyd Lecure 1 Overview course mechanics ouline & opics wha is a linear dynamical sysem? why sudy linear sysems? some examples 1 1 Course mechanics all class info, lecures, homeworks,

More information

Evaluation of Mean Time to System Failure of a Repairable 3-out-of-4 System with Online Preventive Maintenance

Evaluation of Mean Time to System Failure of a Repairable 3-out-of-4 System with Online Preventive Maintenance American Journal of Applied Mahemaics and Saisics, 0, Vol., No., 9- Available online a hp://pubs.sciepub.com/ajams/// Science and Educaion Publishing DOI:0.69/ajams--- Evaluaion of Mean Time o Sysem Failure

More information

Appendix to Creating Work Breaks From Available Idleness

Appendix to Creating Work Breaks From Available Idleness Appendix o Creaing Work Breaks From Available Idleness Xu Sun and Ward Whi Deparmen of Indusrial Engineering and Operaions Research, Columbia Universiy, New York, NY, 127; {xs2235,ww24}@columbia.edu Sepember

More information

DEPARTMENT OF ECONOMICS AND FINANCE COLLEGE OF BUSINESS AND ECONOMICS UNIVERSITY OF CANTERBURY CHRISTCHURCH, NEW ZEALAND

DEPARTMENT OF ECONOMICS AND FINANCE COLLEGE OF BUSINESS AND ECONOMICS UNIVERSITY OF CANTERBURY CHRISTCHURCH, NEW ZEALAND DEPARTMENT OF ECONOMICS AND FINANCE COLLEGE OF BUSINESS AND ECONOMICS UNIVERSITY OF CANTERBURY CHRISTCHURCH, NEW ZEALAND Asymmery and Leverage in Condiional Volailiy Models Michael McAleer WORKING PAPER

More information

Testing for a Single Factor Model in the Multivariate State Space Framework

Testing for a Single Factor Model in the Multivariate State Space Framework esing for a Single Facor Model in he Mulivariae Sae Space Framework Chen C.-Y. M. Chiba and M. Kobayashi Inernaional Graduae School of Social Sciences Yokohama Naional Universiy Japan Faculy of Economics

More information

Presentation Overview

Presentation Overview Acion Refinemen in Reinforcemen Learning by Probabiliy Smoohing By Thomas G. Dieerich & Didac Busques Speaer: Kai Xu Presenaion Overview Bacground The Probabiliy Smoohing Mehod Experimenal Sudy of Acion

More information

Course Notes for EE227C (Spring 2018): Convex Optimization and Approximation

Course Notes for EE227C (Spring 2018): Convex Optimization and Approximation Course Noes for EE7C Spring 018: Convex Opimizaion and Approximaion Insrucor: Moriz Hard Email: hard+ee7c@berkeley.edu Graduae Insrucor: Max Simchowiz Email: msimchow+ee7c@berkeley.edu Ocober 15, 018 3

More information

Institute for Mathematical Methods in Economics. University of Technology Vienna. Singapore, May Manfred Deistler

Institute for Mathematical Methods in Economics. University of Technology Vienna. Singapore, May Manfred Deistler MULTIVARIATE TIME SERIES ANALYSIS AND FORECASTING Manfred Deisler E O S Economerics and Sysems Theory Insiue for Mahemaical Mehods in Economics Universiy of Technology Vienna Singapore, May 2004 Inroducion

More information

arxiv: v1 [math.ca] 15 Nov 2016

arxiv: v1 [math.ca] 15 Nov 2016 arxiv:6.599v [mah.ca] 5 Nov 26 Counerexamples on Jumarie s hree basic fracional calculus formulae for non-differeniable coninuous funcions Cheng-shi Liu Deparmen of Mahemaics Norheas Peroleum Universiy

More information

A Dynamic Model of Economic Fluctuations

A Dynamic Model of Economic Fluctuations CHAPTER 15 A Dynamic Model of Economic Flucuaions Modified for ECON 2204 by Bob Murphy 2016 Worh Publishers, all righs reserved IN THIS CHAPTER, OU WILL LEARN: how o incorporae dynamics ino he AD-AS model

More information

GINI MEAN DIFFERENCE AND EWMA CHARTS. Muhammad Riaz, Department of Statistics, Quaid-e-Azam University Islamabad,

GINI MEAN DIFFERENCE AND EWMA CHARTS. Muhammad Riaz, Department of Statistics, Quaid-e-Azam University Islamabad, GINI MEAN DIFFEENCE AND EWMA CHATS Muhammad iaz, Deparmen of Saisics, Quaid-e-Azam Universiy Islamabad, Pakisan. E-Mail: riaz76qau@yahoo.com Saddam Akbar Abbasi, Deparmen of Saisics, Quaid-e-Azam Universiy

More information

T L. t=1. Proof of Lemma 1. Using the marginal cost accounting in Equation(4) and standard arguments. t )+Π RB. t )+K 1(Q RB

T L. t=1. Proof of Lemma 1. Using the marginal cost accounting in Equation(4) and standard arguments. t )+Π RB. t )+K 1(Q RB Elecronic Companion EC.1. Proofs of Technical Lemmas and Theorems LEMMA 1. Le C(RB) be he oal cos incurred by he RB policy. Then we have, T L E[C(RB)] 3 E[Z RB ]. (EC.1) Proof of Lemma 1. Using he marginal

More information

) were both constant and we brought them from under the integral.

) were both constant and we brought them from under the integral. YIELD-PER-RECRUIT (coninued The yield-per-recrui model applies o a cohor, bu we saw in he Age Disribuions lecure ha he properies of a cohor do no apply in general o a collecion of cohors, which is wha

More information

The field of mathematics has made tremendous impact on the study of

The field of mathematics has made tremendous impact on the study of A Populaion Firing Rae Model of Reverberaory Aciviy in Neuronal Neworks Zofia Koscielniak Carnegie Mellon Universiy Menor: Dr. G. Bard Ermenrou Universiy of Pisburgh Inroducion: The field of mahemaics

More information

The Optimal Stopping Time for Selling an Asset When It Is Uncertain Whether the Price Process Is Increasing or Decreasing When the Horizon Is Infinite

The Optimal Stopping Time for Selling an Asset When It Is Uncertain Whether the Price Process Is Increasing or Decreasing When the Horizon Is Infinite American Journal of Operaions Research, 08, 8, 8-9 hp://wwwscirporg/journal/ajor ISSN Online: 60-8849 ISSN Prin: 60-8830 The Opimal Sopping Time for Selling an Asse When I Is Uncerain Wheher he Price Process

More information

t is a basis for the solution space to this system, then the matrix having these solutions as columns, t x 1 t, x 2 t,... x n t x 2 t...

t is a basis for the solution space to this system, then the matrix having these solutions as columns, t x 1 t, x 2 t,... x n t x 2 t... Mah 228- Fri Mar 24 5.6 Marix exponenials and linear sysems: The analogy beween firs order sysems of linear differenial equaions (Chaper 5) and scalar linear differenial equaions (Chaper ) is much sronger

More information

An recursive analytical technique to estimate time dependent physical parameters in the presence of noise processes

An recursive analytical technique to estimate time dependent physical parameters in the presence of noise processes WHAT IS A KALMAN FILTER An recursive analyical echnique o esimae ime dependen physical parameers in he presence of noise processes Example of a ime and frequency applicaion: Offse beween wo clocks PREDICTORS,

More information

The L p -Version of the Generalized Bohl Perron Principle for Vector Equations with Infinite Delay

The L p -Version of the Generalized Bohl Perron Principle for Vector Equations with Infinite Delay Advances in Dynamical Sysems and Applicaions ISSN 973-5321, Volume 6, Number 2, pp. 177 184 (211) hp://campus.ms.edu/adsa The L p -Version of he Generalized Bohl Perron Principle for Vecor Equaions wih

More information

Two Popular Bayesian Estimators: Particle and Kalman Filters. McGill COMP 765 Sept 14 th, 2017

Two Popular Bayesian Estimators: Particle and Kalman Filters. McGill COMP 765 Sept 14 th, 2017 Two Popular Bayesian Esimaors: Paricle and Kalman Filers McGill COMP 765 Sep 14 h, 2017 1 1 1, dx x Bel x u x P x z P Recall: Bayes Filers,,,,,,, 1 1 1 1 u z u x P u z u x z P Bayes z = observaion u =

More information

Linear Response Theory: The connection between QFT and experiments

Linear Response Theory: The connection between QFT and experiments Phys540.nb 39 3 Linear Response Theory: The connecion beween QFT and experimens 3.1. Basic conceps and ideas Q: How do we measure he conduciviy of a meal? A: we firs inroduce a weak elecric field E, and

More information

Some Basic Information about M-S-D Systems

Some Basic Information about M-S-D Systems Some Basic Informaion abou M-S-D Sysems 1 Inroducion We wan o give some summary of he facs concerning unforced (homogeneous) and forced (non-homogeneous) models for linear oscillaors governed by second-order,

More information

Excel-Based Solution Method For The Optimal Policy Of The Hadley And Whittin s Exact Model With Arma Demand

Excel-Based Solution Method For The Optimal Policy Of The Hadley And Whittin s Exact Model With Arma Demand Excel-Based Soluion Mehod For The Opimal Policy Of The Hadley And Whiin s Exac Model Wih Arma Demand Kal Nami School of Business and Economics Winson Salem Sae Universiy Winson Salem, NC 27110 Phone: (336)750-2338

More information

INVERSE RESPONSE COMPENSATION BY ESTIMATING PARAMETERS OF A PROCESS COMPRISING OF TWO FIRST ORDER SYSTEMS

INVERSE RESPONSE COMPENSATION BY ESTIMATING PARAMETERS OF A PROCESS COMPRISING OF TWO FIRST ORDER SYSTEMS Inernaional Journal of Informaion Technology and nowledge Managemen July-December 0, Volume 5, No., pp. 433-438 INVERSE RESPONSE COMPENSATION BY ESTIMATING PARAMETERS OF A PROCESS COMPRISING OF TWO FIRST

More information

Introduction D P. r = constant discount rate, g = Gordon Model (1962): constant dividend growth rate.

Introduction D P. r = constant discount rate, g = Gordon Model (1962): constant dividend growth rate. Inroducion Gordon Model (1962): D P = r g r = consan discoun rae, g = consan dividend growh rae. If raional expecaions of fuure discoun raes and dividend growh vary over ime, so should he D/P raio. Since

More information

Existence of positive solution for a third-order three-point BVP with sign-changing Green s function

Existence of positive solution for a third-order three-point BVP with sign-changing Green s function Elecronic Journal of Qualiaive Theory of Differenial Equaions 13, No. 3, 1-11; hp://www.mah.u-szeged.hu/ejqde/ Exisence of posiive soluion for a hird-order hree-poin BVP wih sign-changing Green s funcion

More information

Diebold, Chapter 7. Francis X. Diebold, Elements of Forecasting, 4th Edition (Mason, Ohio: Cengage Learning, 2006). Chapter 7. Characterizing Cycles

Diebold, Chapter 7. Francis X. Diebold, Elements of Forecasting, 4th Edition (Mason, Ohio: Cengage Learning, 2006). Chapter 7. Characterizing Cycles Diebold, Chaper 7 Francis X. Diebold, Elemens of Forecasing, 4h Ediion (Mason, Ohio: Cengage Learning, 006). Chaper 7. Characerizing Cycles Afer compleing his reading you should be able o: Define covariance

More information

On Robust Stability of Uncertain Neutral Systems with Discrete and Distributed Delays

On Robust Stability of Uncertain Neutral Systems with Discrete and Distributed Delays 009 American Conrol Conference Hya Regency Riverfron S. Louis MO USA June 0-009 FrC09.5 On Robus Sabiliy of Uncerain Neural Sysems wih Discree and Disribued Delays Jian Sun Jie Chen G.P. Liu Senior Member

More information

Západočeská Univerzita v Plzni, Czech Republic and Groupe ESIEE Paris, France

Západočeská Univerzita v Plzni, Czech Republic and Groupe ESIEE Paris, France ADAPTIVE SIGNAL PROCESSING USING MAXIMUM ENTROPY ON THE MEAN METHOD AND MONTE CARLO ANALYSIS Pavla Holejšovsá, Ing. *), Z. Peroua, Ing. **), J.-F. Bercher, Prof. Assis. ***) Západočesá Univerzia v Plzni,

More information

Time Domain Transfer Function of the Induction Motor

Time Domain Transfer Function of the Induction Motor Sudies in Engineering and Technology Vol., No. ; Augus 0 ISSN 008 EISSN 006 Published by Redfame Publishing URL: hp://se.redfame.com Time Domain Transfer Funcion of he Inducion Moor N N arsoum Correspondence:

More information

WATER LEVEL TRACKING WITH CONDENSATION ALGORITHM

WATER LEVEL TRACKING WITH CONDENSATION ALGORITHM WATER LEVEL TRACKING WITH CONDENSATION ALGORITHM Shinsuke KOBAYASHI, Shogo MURAMATSU, Hisakazu KIKUCHI, Masahiro IWAHASHI Dep. of Elecrical and Elecronic Eng., Niigaa Universiy, 8050 2-no-cho Igarashi,

More information

POSITIVE AND MONOTONE SYSTEMS IN A PARTIALLY ORDERED SPACE

POSITIVE AND MONOTONE SYSTEMS IN A PARTIALLY ORDERED SPACE Urainian Mahemaical Journal, Vol. 55, No. 2, 2003 POSITIVE AND MONOTONE SYSTEMS IN A PARTIALLY ORDERED SPACE A. G. Mazo UDC 517.983.27 We invesigae properies of posiive and monoone differenial sysems wih

More information

UNIVERSITY OF TRENTO MEASUREMENTS OF TRANSIENT PHENOMENA WITH DIGITAL OSCILLOSCOPES. Antonio Moschitta, Fabrizio Stefani, Dario Petri.

UNIVERSITY OF TRENTO MEASUREMENTS OF TRANSIENT PHENOMENA WITH DIGITAL OSCILLOSCOPES. Antonio Moschitta, Fabrizio Stefani, Dario Petri. UNIVERSIY OF RENO DEPARMEN OF INFORMAION AND COMMUNICAION ECHNOLOGY 385 Povo reno Ialy Via Sommarive 4 hp://www.di.unin.i MEASUREMENS OF RANSIEN PHENOMENA WIH DIGIAL OSCILLOSCOPES Anonio Moschia Fabrizio

More information

Sub Module 2.6. Measurement of transient temperature

Sub Module 2.6. Measurement of transient temperature Mechanical Measuremens Prof. S.P.Venkaeshan Sub Module 2.6 Measuremen of ransien emperaure Many processes of engineering relevance involve variaions wih respec o ime. The sysem properies like emperaure,

More information

INTRODUCTION TO MACHINE LEARNING 3RD EDITION

INTRODUCTION TO MACHINE LEARNING 3RD EDITION ETHEM ALPAYDIN The MIT Press, 2014 Lecure Slides for INTRODUCTION TO MACHINE LEARNING 3RD EDITION alpaydin@boun.edu.r hp://www.cmpe.boun.edu.r/~ehem/i2ml3e CHAPTER 2: SUPERVISED LEARNING Learning a Class

More information

Robust Control Over a Packet-based Network

Robust Control Over a Packet-based Network Robus Conrol Over a Packe-based Nework Ling Shi, Michael Epsein and Richard M. Murray Absrac In his paper, we consider a robus nework conrol problem. We consider linear unsable and uncerain discree ime

More information

Notes on Kalman Filtering

Notes on Kalman Filtering Noes on Kalman Filering Brian Borchers and Rick Aser November 7, Inroducion Daa Assimilaion is he problem of merging model predicions wih acual measuremens of a sysem o produce an opimal esimae of he curren

More information

Overview. COMP14112: Artificial Intelligence Fundamentals. Lecture 0 Very Brief Overview. Structure of this course

Overview. COMP14112: Artificial Intelligence Fundamentals. Lecture 0 Very Brief Overview. Structure of this course OMP: Arificial Inelligence Fundamenals Lecure 0 Very Brief Overview Lecurer: Email: Xiao-Jun Zeng x.zeng@mancheser.ac.uk Overview This course will focus mainly on probabilisic mehods in AI We shall presen

More information

MATH 5720: Gradient Methods Hung Phan, UMass Lowell October 4, 2018

MATH 5720: Gradient Methods Hung Phan, UMass Lowell October 4, 2018 MATH 5720: Gradien Mehods Hung Phan, UMass Lowell Ocober 4, 208 Descen Direcion Mehods Consider he problem min { f(x) x R n}. The general descen direcions mehod is x k+ = x k + k d k where x k is he curren

More information

11!Hí MATHEMATICS : ERDŐS AND ULAM PROC. N. A. S. of decomposiion, properly speaking) conradics he possibiliy of defining a counably addiive real-valu

11!Hí MATHEMATICS : ERDŐS AND ULAM PROC. N. A. S. of decomposiion, properly speaking) conradics he possibiliy of defining a counably addiive real-valu ON EQUATIONS WITH SETS AS UNKNOWNS BY PAUL ERDŐS AND S. ULAM DEPARTMENT OF MATHEMATICS, UNIVERSITY OF COLORADO, BOULDER Communicaed May 27, 1968 We shall presen here a number of resuls in se heory concerning

More information

Global Synchronization of Directed Networks with Fast Switching Topologies

Global Synchronization of Directed Networks with Fast Switching Topologies Commun. Theor. Phys. (Beijing, China) 52 (2009) pp. 1019 1924 c Chinese Physical Sociey and IOP Publishing Ld Vol. 52, No. 6, December 15, 2009 Global Synchronizaion of Direced Neworks wih Fas Swiching

More information

Supplement for Stochastic Convex Optimization: Faster Local Growth Implies Faster Global Convergence

Supplement for Stochastic Convex Optimization: Faster Local Growth Implies Faster Global Convergence Supplemen for Sochasic Convex Opimizaion: Faser Local Growh Implies Faser Global Convergence Yi Xu Qihang Lin ianbao Yang Proof of heorem heorem Suppose Assumpion holds and F (w) obeys he LGC (6) Given

More information

6.2 Transforms of Derivatives and Integrals.

6.2 Transforms of Derivatives and Integrals. SEC. 6.2 Transforms of Derivaives and Inegrals. ODEs 2 3 33 39 23. Change of scale. If l( f ()) F(s) and c is any 33 45 APPLICATION OF s-shifting posiive consan, show ha l( f (c)) F(s>c)>c (Hin: In Probs.

More information

MATH 128A, SUMMER 2009, FINAL EXAM SOLUTION

MATH 128A, SUMMER 2009, FINAL EXAM SOLUTION MATH 28A, SUMME 2009, FINAL EXAM SOLUTION BENJAMIN JOHNSON () (8 poins) [Lagrange Inerpolaion] (a) (4 poins) Le f be a funcion defined a some real numbers x 0,..., x n. Give a defining equaion for he Lagrange

More information

Stochastic Model for Cancer Cell Growth through Single Forward Mutation

Stochastic Model for Cancer Cell Growth through Single Forward Mutation Journal of Modern Applied Saisical Mehods Volume 16 Issue 1 Aricle 31 5-1-2017 Sochasic Model for Cancer Cell Growh hrough Single Forward Muaion Jayabharahiraj Jayabalan Pondicherry Universiy, jayabharahi8@gmail.com

More information

Lecture Notes 3: Quantitative Analysis in DSGE Models: New Keynesian Model

Lecture Notes 3: Quantitative Analysis in DSGE Models: New Keynesian Model Lecure Noes 3: Quaniaive Analysis in DSGE Models: New Keynesian Model Zhiwei Xu, Email: xuzhiwei@sju.edu.cn The moneary policy plays lile role in he basic moneary model wihou price sickiness. We now urn

More information

Particle Swarm Optimization Combining Diversification and Intensification for Nonlinear Integer Programming Problems

Particle Swarm Optimization Combining Diversification and Intensification for Nonlinear Integer Programming Problems Paricle Swarm Opimizaion Combining Diversificaion and Inensificaion for Nonlinear Ineger Programming Problems Takeshi Masui, Masaoshi Sakawa, Kosuke Kao and Koichi Masumoo Hiroshima Universiy 1-4-1, Kagamiyama,

More information

Navneet Saini, Mayank Goyal, Vishal Bansal (2013); Term Project AML310; Indian Institute of Technology Delhi

Navneet Saini, Mayank Goyal, Vishal Bansal (2013); Term Project AML310; Indian Institute of Technology Delhi Creep in Viscoelasic Subsances Numerical mehods o calculae he coefficiens of he Prony equaion using creep es daa and Herediary Inegrals Mehod Navnee Saini, Mayank Goyal, Vishal Bansal (23); Term Projec

More information

A New Perturbative Approach in Nonlinear Singularity Analysis

A New Perturbative Approach in Nonlinear Singularity Analysis Journal of Mahemaics and Saisics 7 (: 49-54, ISSN 549-644 Science Publicaions A New Perurbaive Approach in Nonlinear Singulariy Analysis Ta-Leung Yee Deparmen of Mahemaics and Informaion Technology, The

More information