Keywords Digital Infinite-Impulse Response (IIR) filter, Digital Finite-Impulse Response (FIR) filter, DE, exploratory move

Size: px
Start display at page:

Download "Keywords Digital Infinite-Impulse Response (IIR) filter, Digital Finite-Impulse Response (FIR) filter, DE, exploratory move"

Transcription

1 Volume 5, Issue 7, July 2015 ISSN: X Inernaional Journal of Advanced Research in Compuer Science and Sofware Engineering Research Paper Available online a: A Hybrid Differenial Evoluion Mehod for he Design of Low Pass Digial Fir Filer Pooja Rani *, Balraj Singh Elecronics & Communicaion Engineering, Giani Zail Singh Punjab Technical Universiy Campus, Bahinda, Punjab, India Absrac This paper presens he mehodology for he design of Low pass FIR digial filer using hybrid Differenial Evoluion (DE) mehod. I is an evoluionary algorihm ha exhibis he feaures of boh he basic DE and Hooke- Jeeves exploraory move o aain he opimal soluion. The basic DE and exploraory move have he capabiliy o exploi and explore he search space o design he opimal filer parameers. A mulivariable objecive funcion is opimized o aain he minimum magniude error and pass band and sop band ripples. The designed Low pass digial FIR filer auhenicaes ha he proposed hybrid DE algorihm yields more accurae and efficien soluion and can be effecively applied for he design of High pass, Band pass and Band sop digial filers. Keywords Digial Infinie-Impulse Response (IIR) filer, Digial Finie-Impulse Response (FIR) filer, DE, exploraory move I. INTRODUCTION Opimizaion plays a subsanial role in engineering, science and digial signal and image processing fields. Opimizaion is he process of deermining he condiions ha give he minimun and maximum value of a funcion [1]. Opimizaion deals wih he sudy of hese kinds of problems in which one has o minimize or maximize one or more objecives ha are funcion of some real or ineger variables. Opimizaion can be single objecive or muli objecive. Single objecive opimizaion resuls in opimizing only one objecive. On he oher hand muliobjecive opimizaion deals wih he ask of simulaneously opimizing wo or more objecives wih respec o se of cerain consrains. The design of opimum digial FIR (Finie Impulse Response) filer using opimizaion is a very challenging ask now- a- days. FIR filers are he digial filers having finie impulse response as i requires only finie number of previous samples and presen sample o find he impulse response. FIR filers are non recursive filers having linear phase and always sable [2]. Therefore hese are he mos suiable for phase sensiive applicaions such as radar and audio applicaions. The performance of digial FIR Filers is measured in erms of magniude error and ripple magniude of pass band and sop band. Various opimizaion algorihms such as simulaed annealing, Tabu search, an colony algorihm, immune algorihm, Geneic algorihm, paricle swarm opimizaion and differenial evoluion algorihm are available for digial FIR filer design [3]. Kumar e. al. (2013) has implemened window mehod for he design of band pass FIR filer using various windows such as Blackmann, Hamming, Hanning and Kaiser window [4]. The resuls of Kaiser window proved o be beer among all ohers. Kaur e. al. (2012) has discussed he design of FIR filers using Geneic algorihm in which he number of operaions in he design process are reduced and coefficien calculaion is realized [5]. Geneic algorihm may converge owards local opima insead of global opima if he value of finess funcion is no properly defined. GA is difficul o operae on dynamics ses. I also requires complex geneic operaors of muaion and crossover. The compuaional cos of GA is also very large. Dai e. al. (2010) designed digial IIR filer using Seeker opimizaion algorihm [6]. I uses he concep of simulaing he ask of human search in which he empirical gradien is used o find he search direcion using a simple fuzzy rule. Alhough i is simple o implemen and good a local convergence bu i requires oo many calculaions o obain global minima. Neha e. al. (2014) presened he PSO algorihm for Low pass FIR filer design. This algorihm is used wih consricion facor approach o solve he mulimodal, highly non linear filer design problems. This mehod has he propery of parameer impedance and converges in very less execuion ime [7]. Mondal e. al. (2012) implemened noval PSO o design he FIR digial low pass filer [8] and compared i wih exising PM, RGA and PSO algorihm. NPSO proved o be beer in erms of convergence characerisics, execuion ime, magniude response, minimum sop band ripple and maximum sop band aenuaion. Bu he major shorcoming of PSO is ha he conrol parameers affec he convergence behaviour o a grea exen. So hybrid differenial evoluion can be used o overcome he shorcomings of PSO. Iniially DE algorihm was developed by Sorn and Price in 1995 which is simple, fas and populaion based sochasic algorihm. DE has he capabiliy o handle non linear, non differeniable and mulimodal cos funcion. I is easy o implemen due o need of less conrol parameers. I acquires good convergence speed due o is parallelizabiliy. DE has he capabiliy o explore he search space globally. Bu he basic drawback is ha ou of en muaion sraegies available, only one paricular sraegy is suiable for he desired global opimum soluion. So o overcome his drawback, 2015, IJARCSSE All Righs Reserved Page 895

2 Rani e al., Inernaional Journal of Advanced Research in Compuer Science and Sofware Engineering 5(7), basic DE is hybridized wih exploraory move o search he local neighbourhood of global soluion and find beer soluion. The premise of his paper is o implemen a hybrid DE algorihm for he design of Low pass FIR digial filer. This algorihm explores and explois he search space by varying various conrol parameers such as populaion size, crossover rae and muaion facor and opimizes he filer coefficiens o achieve minimum magniude error and pass band and sop band ripples. The remaining paper is arranged in he four secions. The Low pass digial FIR filer design problem is discussed in Secion II. The brief algorihm regarding he Hybrid DE is explained in Secion III. Secion IV depics he performance and resuls of he proposed algorihm. Secion V successfully negoiaes he conclusion. II. PROBLEM FORMULATION FOR FIR FILTER DESIGN Digial filers usually operae on discree-ime signals. FIR Filers have finie impulse response because he filer oupu is compued as a weighed, finie erm sum of pas, presen, and fuure values of he filer inpu. The difference equaion of FIR filer is as below: N 1 y n = b k x n k (1) k=0 where x(n) represens he filer inpu b k represens he filer coefficien y(n) represens he filer oupu N is he number of filer coefficiens (order of he filer) The ransfer funcion of FIR filer is given as: H z = N n=0 h n z n (2) where H z is he impulse response in frequency domain and h n is he impulse response in ime domain. N is he filer order. This paper presens he design of Low pass FIR digial filer which is even symmeric and wih even order. The oal number of filer coefficiens is N+1. Bu due o even symmeric propery of FIR filers, we have o calculae only half number of filer coefficiens i.e. (N/2 + 1). So he dimension of he problem is reduced o half. There are many filer ypes, bu he mos common are low pass, high pass, band pass and band sop. A low pass digial FIR filer allows only low frequency signals (below some specified cu-off) hrough o is oupu, so i can be used o eliminae high frequencies. For a Low pass digial filer he ideal response is defined as: H i e jw 1 for w w = c (3) 0 oherwise The performances of digial FIR filer can be calculaed by using L 1 -norm and L 2 -norm approximaion error of magniude response and ripple magniude of boh pass-band and sop-band. The FIR filer is designed by opimizing some coefficiens. For his purpose, we have o minimize he L p -norm approximaion error funcion. L p -norm is expressed as : k E x = i=0 H d w i H w i, x p 1 p (4) where H d w i is he desired magniude response of he ideal FIR filer and H w i, x is he obained magniude response of he FIR filer. For p=1, magniude error denoes he L 1 -norm error and for p=2 magniude error denoes he L 2 -norm error. The L 1 -norm error is given by he expression: e 1 x = k i=0 H d w i H w i, x The L 2 -norm error is given by he expression: e 2 x = k i=0 H d w i H w i, x The desired magniude response H d w i of FIR filer is given as: 1 for w H d w i = i pass band (7) 0 for w i sop band The ripple magniude of pass band and sop band is expressed as: δ p = max H w i, x min H w i, x for w i pass band (8) δ s = max H w i, x for w i sop band (9) Four objecive funcions for opimizaion are: Z 1 x = Minimize e 1 x Z 2 x = Minimize e 2 x Z 3 x = Minimize δ p Z 4 x = Minimize δ s 2015, IJARCSSE All Righs Reserved Page 896 (6) (5)

3 Rani e al., Inernaional Journal of Advanced Research in Compuer Science and Sofware Engineering 5(7), The muli objecive funcion is convered ino single objecive funcion: Minimize f x = w 1 Z 1 x + w 2 Z 2 x + w 3 Z 3 x + w 4 Z 4 x (10) where w 1, w 2, w 3, w 4 are he weighing funcions. III. HYBRID DIFFERENTIAL EVOLUTION In his paper he Low pass digial FIR filer is designed by exploring hybrid DE algorihm. DE is a populaion based evoluionary algorihm. The erm evoluionary comes from he fac ha i uses biological operaors of evoluion like muaion, crossover and selecion along wih he arihmeic operaors. DE is a sochasic echnique as i gives differen resuls everyime he program is run. In his algorihm firs some random populaion is iniialized and hen i is evolved o yield beer resuls for he opimizaion problem. A. Parameer Seup The parameers which have been seleced iniially are populaion size (S), boundary consrains of populaion, muaion facor (f m ), crossover rae (CR) and maximum number of ieraions (T max ). If here are N number of filer coefficiens hen each populaion should be N-dimensional. S number of populaions are generaed each of lengh N. So populaion is represened in he form of marix x ij of size S N. B. Populaion Iniializaion For iniializaion of populaion, firsly random numbers are generaed wih uniform probabiliy disribuion and hese numbers are mapped wihin he given boundary consrains according o he following equaion: min = x j + rand() x max min j x j 11 x ij where j = 1,2,.. N; i = 1,2,.. S where x ij is he j h elemen of i h populaion and represens he generaion. rand () is he uniform random number wih values in he range 0 and 1. C. Muaion In muaion, a se of new vecors is generaed by combining he randomly chosen vecors from he iniial populaion in differen ways. The resulan vecor is known as muan vecor. There are en muaion sraegies available for he combinaion of vecors bu firs five are sudied in his paper which are as below: Z ij 1 = P R1 j + f m x R2 j x R3 j (12) Z ij 2 Z ij 3 Z ij 4 Z ij 5 = x Bj + f m x R1 j = x ij + f B x Bj = x Bj + f m x R1 j x R2 j (13) x ij + f m x R1 j x R2 j (14) (15) + x R2 j = x R5 j + f m x R1 j + x R2 j where i = 1,2,, S; j = 1,2, N x R3 j x R3 j x R4 j x R4 j (16) Z i = [Z i1, Z i2,., Z in ] T represens he muan vecor for he posiion of he i h individual. f m is he muaion facor in he range [0.5,1]. R 1, R 2, R 3, R 4, R 5 are randomly chosen populaion vecor wih uniform disribuion. D. Recombinaion Recombinaion is accomplished by exchanging he parameers of muan vecor wih ha of randomly generaed populaion vecor wih crossover probabiliy of CR. I is mainly used o increase he populaion diversiy. The resulan vecor is called rial vecor or crossover vecor. Recombinaion is carried ou according o following equaion: if r and j CR or j = j rand U ij +1 = Z ij x ij if r and j > CR or j j rand i = 1,2,, S; j = 1,2, N where U +1 i = [U +1 i1, U +1 i2,., U +1 in ] T is he rial vecor. rand(j) is he j h evaluaion of random number in he range [0,1]. j rand is randomly chosen index wihin he range [1,N]. CR is he crossover rae in he range [0, 1]. E. Selecion In selecion process, he rial vecor U ij +1 is checked for survival in he nex generaion. The values of objecive funcions of boh he populaion vecor and rial vecor are compared. If he value of objecive funcion of rial vecor is less han ha of populaion vecor, hen i is seleced for evoluion in he nex generaion, oherwise no. x +1 ij = U ij +1 j = 1,2,. N ; if A U i +1 < A X i X ij j = 1,2,. N ; oherwise +1 where A represens he objecive funcion and x ij represens he nex generaion of populaion. 2015, IJARCSSE All Righs Reserved Page 897 (18) (17)

4 Rani e al., Inernaional Journal of Advanced Research in Compuer Science and Sofware Engineering 5(7), F. Exploraory move Hooke and Jeeves paern search mehod has wo kinds of moves: Paern move and Exploraory move. The exploraory move explores he global soluion wih a consan sep in all direcions. An exploraory move is performed in he viciniy of he curren poin sysemaically o find he bes poin around he curren poin [9]. Thus if he objecive funcion wih posiive or negaive perurbaion is less han he global bes objecive funcion, hen ha posiive or negaive perurbed locaion is updaed, oherwise he locaion remains he same. The perurbaion of filer coefficien x i is performed according o following equaion: X n o j i = x i ± i u i ; i = 1,2,.. S; j = 1,2,.. N (19) where u j 1 if i = j i = (20) 0 if i j N represens number of variables. n The value of he objecive funcion A x i is calculaed as below: x o o o i + i u i ; A x i + i u i < A x i X n i = x o o o i i u i ; A x i i u i < A x i (21) o x i ; oherwise If he value of objecive funcion improves in any aemped perurbaions hen exploraory move is a success oherwise failure. The whole process is repeaed o explore all he filer coefficiens unil overall minimum is seleced for nex ieraion. IV. RESULTS AND DISCUSSIONS This secion presens he work performed o implemen he design of low pass digial FIR filer. The hybrid differenial evoluion algorihm has been applied o design low pass digial FIR filer by using various muaion sraegies. The designing of low pass filer is done by seing 200 equally spaced poins wihin frequency domain [0, ]. The prescribed design condiions for he low pass FIR digial filer are given in Table I. Table I: Design condiions for Low Pass digial FIR filer FILTER TYPE PASS BAND STOP BAND MAX VALUE OF H, x Low Pass 0 w o. 2π 0. 3π w π 1 The performance of his algorihm is improved by varying various parameers such as order of he filer, populaion size, muaion facor and crossover rae. The values of he parameers used and ha are opimized are shown in Table II. Table II: DE algorihm Parameers PARAMETER VARIATION OPTIMIZED PARAMETERS Filer Order 20 o Populaion Size 60 o Muaion Facor 0.5 o Crossover Rae 0.1 o Table III: Design resuls of Low pass FIR digial filer for differen orders FILTER ORDER OBJECTIVE FUNCTION MAGNITUDE ERROR 1 MAGNITUDE ERROR 2 PASS BAND PERFORMANCE STOP BAND PERFORMANCE , IJARCSSE All Righs Reserved Page 898

5 Rani e al., Inernaional Journal of Advanced Research in Compuer Science and Sofware Engineering 5(7), Fig. 1: Plo of Absolue Magniude Response vs. Normalized Frequency Fig. 2: Plo of Magniude Response in db1 vs. Normalized Frequency Fig. 3: Plo of Phase Response vs. Normalized Frequency Table IV: Coefficiens obained for designing Low Pass digial FIR filer h(n) Filer Coefficiens h(0)=h(44) h(1)=h(43) h(2)=h(42) h(3)=h(41) h(4)=h(40) h(5)=h(39) h(6)=h(38) h(7)=h(37) h(8)=h(36) h(9)=h(35) h(10)=h(34) h(11)=h(33) h(12)=h(32) h(13)=h(31) , IJARCSSE All Righs Reserved Page 899

6 Rani e al., Inernaional Journal of Advanced Research in Compuer Science and Sofware Engineering 5(7), h(14)=h(30) h(15)=h(29) h(16)=h(28) h(17)=h(27) h(18)=h(26) h(19)=h(25) h(20)=h(24) h(21)=h(23) h(22) In his firs five muaion sraegies have been applied on various filer orders varying beween The muaion sraegy 2 yields minimum objecive funcion. The muaion sraegy 2 has been implemened by varying he filer order from 20 o 50 and he algorihm runs 100 imes for each order. The design resuls are given in Table III for differen filer orders. From he Table III i is observed ha filer order 44 depics he minimum value of objecive funcion. As he order increases he objecive funcion decreases. The objecive funcion a order 44 is minimum wih value , bu again a order 46 he objecive funcion increases. Then he populaion size is varied from value 60 o 140 on muaion sraegy 2 and order 44. The bes populaion is obained a 130.This populaion is seleced o design low pass FIR filer having objecive funcion value as The muaion facor is varied from 0.5 o 1.0 on populaion size 130, muaion sraegy 2 and order 44. The minimum value of objecive funcion is found a 0.8 muaion facor. The crossover rae value is varied from 0.1 o 0.5 a 0.8 muaion facor. The minimum objecive funcion is obained a 0.25 having value is seleced o design Low pass FIR digial filer. The corresponding filer coefficiens are shown in Table IV. The Fig. 1 shows he graph for Absolue Magniude Response of order 44 for Low pass digial FIR filer. The Fig. 2 shows he graph beween Magniude Response in db and normalized frequency of order 44 o design Low pass digial FIR filer and Fig. 3 shows he graph beween Phase Response and normalized frequency of Low pass digial FIR filer for order 44. The saisical daa including maximum, minimum, average value of objecive funcion and sandard deviaion is shown in Table V. Table V: Maximum, Minimum, Average value of objecive funcion and Sandard Deviaion Filer Type Maximum Value Minimum Value Average Value Sandard deviaion Low Pass From he resuls, i is eviden ha he proposed filer design approach produces minimum objecive funcion, low pass band aenuaion and higher sop band aenuaion. V. CONCLUSION The Hybrid DE is used o design he low pass digial FIR Filer by opimizing he various conrol parameers. The firs five muaion sraegies have been applied for differen filer orders. On he basis of above resuls obained for he design of Low pass digial FIR filer, i is concluded ha i gives beer performance for muaion sraegy 2 wih filer order 44. Simulaion resuls show beer performance of he proposed algorihm in erms of magniude error and maximum pass band and sop band performance. The achieved value of sandard deviaion is which is less han 1. Thus he exploraion search and global search opimizaion yields a powerful ool for he design of FIR filers. The hybrid DE echnique can also be furher used o design high pass, band pass and band sop filers. REFERENCES [1] Yadwinder Kumar, Priyadarshni, Design of Opimum Digial FIR Low Pass Filer Using Hybrid of GA & PSO Opimizaion, Inernaional Journal of Advanced Research in Compuer Science and Sofware Engineering, vol. 3, issue 9, pp , [2] Sonika Gupa, Aman Panghal, Performance Analysis of FIR Filer Design by Using Recangular, Hanning and Hamming Windows Mehods, Inernaional Journal of Advanced Research in Compuer Science and Sofware Engineering, vol. 2, issue 6, pp , June [3] Balraj Singh, J.S.Dhillon, Y.S.Brar, A Hybrid Differenial Evoluion Mehod for he Design of IIR Digial Filer, ACEEE Inernaional Journal on Signal & Image Processing, vol. 4, no. 1, pp. 1-10, , IJARCSSE All Righs Reserved Page 900

7 Rani e al., Inernaional Journal of Advanced Research in Compuer Science and Sofware Engineering 5(7), [4] Mukesh Kumar, Rohi Pael, Rohini Saxena, Saurabh Kumar, Design of Bandpass Finie Impulse Response Filer Using Various Window Mehod, Inernaional Journal of Engineering Research and Applicaions, vol. 3, issue 5, pp , [5] Pradeep Kaur, Simarpree Kaur, Opimizaion of FIR Filers Design using Geneic Algorihm, Inernaional Journal of Emerging Trends & Technology in Compuer Science (IJETTCS), vol. 1, issue 3, pp , [6] Chaohua Dai, Weirong Chen and Yunfang Zhu, Seeker Opimizaion Algorihm for Digial IIR Filer Design, IEEE Transacions on Indusrial Elecronics, vol. 57, no. 5, pp , May [7] Neha, Ajaypal Singh, Design of Linear Phase Low Pass FIR Filer using Paricle Swarm Opimizaion Algorihm, Inernaional Journal of Compuer Applicaions, vol. 98, no. 3, pp , July [8] Sangeea Mondal, S.P.Ghoshal, Rajib Kar, Durbadal Mandal, Novel Paricle Swarm Opimizaion for Low Pass FIR Filer Design, WSEAS Transacions on Signal Processing, vol. 8, issue 3, pp , July [9] G.S Kirga, A.N Surde, Review of Hooke and Jeeves Direc Search Soluion Mehod Analysis Applicable To Mechanical Design Engineering, Inernaional Journal of Innovaions in Engineering Research and Technology (IJIERT), vol. 1, issue 2, pp. 1-14, [10] John G. Proakis and Dimiris G.Manolakis, Digial Signal Processing, Pearson Educaion Limied, fourh ediion, , IJARCSSE All Righs Reserved Page 901

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

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

Design of Optimal Stable Digital IIR Filters Using Hybrid Differential Evaluation

Design of Optimal Stable Digital IIR Filters Using Hybrid Differential Evaluation Proceedings of Informing Science & IT Educaion Conference (InSITE) 204 Cie as: Singh, B., Dhillon, J. S., & Brar, Y. S. (204). Design of opimal sable digial IIR filers using hybrid differenial evaluaion.

More information

Particle Swarm Optimization

Particle Swarm Optimization Paricle Swarm Opimizaion Speaker: Jeng-Shyang Pan Deparmen of Elecronic Engineering, Kaohsiung Universiy of Applied Science, Taiwan Email: jspan@cc.kuas.edu.w 7/26/2004 ppso 1 Wha is he Paricle Swarm Opimizaion

More information

CHAPTER 10 VALIDATION OF TEST WITH ARTIFICAL NEURAL NETWORK

CHAPTER 10 VALIDATION OF TEST WITH ARTIFICAL NEURAL NETWORK 175 CHAPTER 10 VALIDATION OF TEST WITH ARTIFICAL NEURAL NETWORK 10.1 INTRODUCTION Amongs he research work performed, he bes resuls of experimenal work are validaed wih Arificial Neural Nework. From he

More information

Higher Order Optimal Stable Digital IIR Filter Design Using Heuristic Optimization

Higher Order Optimal Stable Digital IIR Filter Design Using Heuristic Optimization Proceedings of Informing Science & IT Educaion Conference (InSITE) 05 Cie as: Singh, B. J., & Dhillon, J. S. (05). Higher order opimal sable digial IIR filer design using heurisic opimizaion. Proceedings

More information

MODULE - 9 LECTURE NOTES 2 GENETIC ALGORITHMS

MODULE - 9 LECTURE NOTES 2 GENETIC ALGORITHMS 1 MODULE - 9 LECTURE NOTES 2 GENETIC ALGORITHMS INTRODUCTION Mos real world opimizaion problems involve complexiies like discree, coninuous or mixed variables, muliple conflicing objecives, non-lineariy,

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

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

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

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

Optimal Design of LQR Weighting Matrices based on Intelligent Optimization Methods

Optimal Design of LQR Weighting Matrices based on Intelligent Optimization Methods Opimal Design of LQR Weighing Marices based on Inelligen Opimizaion Mehods Inernaional Journal of Inelligen Informaion Processing, Volume, Number, March Opimal Design of LQR Weighing Marices based on Inelligen

More information

A Framework for Efficient Document Ranking Using Order and Non Order Based Fitness Function

A Framework for Efficient Document Ranking Using Order and Non Order Based Fitness Function A Framework for Efficien Documen Ranking Using Order and Non Order Based Finess Funcion Hazra Imran, Adii Sharan Absrac One cenral problem of informaion rerieval is o deermine he relevance of documens

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

Weightless Swarm Algorithm (WSA) for Dynamic Optimization Problems

Weightless Swarm Algorithm (WSA) for Dynamic Optimization Problems Weighless Swarm Algorihm (WSA) for Dynamic Opimizaion Problems T.O. Ting 1,*, Ka Lok Man 2, Sheng-Uei Guan 2, Mohamed Nayel 1, and Kaiyu Wan 2 1 Dep. Elecrical and Elecronic Eng. 2 Dep. Compuer Science

More information

Dimitri Solomatine. D.P. Solomatine. Data-driven modelling (part 2). 2

Dimitri Solomatine. D.P. Solomatine. Data-driven modelling (part 2). 2 Daa-driven modelling. Par. Daa-driven Arificial di Neural modelling. Newors Par Dimiri Solomaine Arificial neural newors D.P. Solomaine. Daa-driven modelling par. 1 Arificial neural newors ANN: main pes

More information

Random Walk with Anti-Correlated Steps

Random Walk with Anti-Correlated Steps Random Walk wih Ani-Correlaed Seps John Noga Dirk Wagner 2 Absrac We conjecure he expeced value of random walks wih ani-correlaed seps o be exacly. We suppor his conjecure wih 2 plausibiliy argumens and

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

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

PENALIZED LEAST SQUARES AND PENALIZED LIKELIHOOD

PENALIZED LEAST SQUARES AND PENALIZED LIKELIHOOD PENALIZED LEAST SQUARES AND PENALIZED LIKELIHOOD HAN XIAO 1. Penalized Leas Squares Lasso solves he following opimizaion problem, ˆβ lasso = arg max β R p+1 1 N y i β 0 N x ij β j β j (1.1) for some 0.

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

Multi-scale 2D acoustic full waveform inversion with high frequency impulsive source

Multi-scale 2D acoustic full waveform inversion with high frequency impulsive source Muli-scale D acousic full waveform inversion wih high frequency impulsive source Vladimir N Zubov*, Universiy of Calgary, Calgary AB vzubov@ucalgaryca and Michael P Lamoureux, Universiy of Calgary, Calgary

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

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

Applying Genetic Algorithms for Inventory Lot-Sizing Problem with Supplier Selection under Storage Space Inernaional Journal of Indusrial and Manufacuring Engineering Applying Geneic Algorihms for Invenory Lo-Sizing Problem wih Supplier Selecion under Sorage Space Vichai Rungreunganaun and Chirawa Woarawichai

More information

The Rosenblatt s LMS algorithm for Perceptron (1958) is built around a linear neuron (a neuron with a linear

The Rosenblatt s LMS algorithm for Perceptron (1958) is built around a linear neuron (a neuron with a linear In The name of God Lecure4: Percepron and AALIE r. Majid MjidGhoshunih Inroducion The Rosenbla s LMS algorihm for Percepron 958 is buil around a linear neuron a neuron ih a linear acivaion funcion. Hoever,

More information

20. Applications of the Genetic-Drift Model

20. Applications of the Genetic-Drift Model 0. Applicaions of he Geneic-Drif Model 1) Deermining he probabiliy of forming any paricular combinaion of genoypes in he nex generaion: Example: If he parenal allele frequencies are p 0 = 0.35 and q 0

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

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

Single-Pass-Based Heuristic Algorithms for Group Flexible Flow-shop Scheduling Problems

Single-Pass-Based Heuristic Algorithms for Group Flexible Flow-shop Scheduling Problems Single-Pass-Based Heurisic Algorihms for Group Flexible Flow-shop Scheduling Problems PEI-YING HUANG, TZUNG-PEI HONG 2 and CHENG-YAN KAO, 3 Deparmen of Compuer Science and Informaion Engineering Naional

More information

Simulation-Solving Dynamic Models ABE 5646 Week 2, Spring 2010

Simulation-Solving Dynamic Models ABE 5646 Week 2, Spring 2010 Simulaion-Solving Dynamic Models ABE 5646 Week 2, Spring 2010 Week Descripion Reading Maerial 2 Compuer Simulaion of Dynamic Models Finie Difference, coninuous saes, discree ime Simple Mehods Euler Trapezoid

More information

12: AUTOREGRESSIVE AND MOVING AVERAGE PROCESSES IN DISCRETE TIME. Σ j =

12: AUTOREGRESSIVE AND MOVING AVERAGE PROCESSES IN DISCRETE TIME. Σ j = 1: AUTOREGRESSIVE AND MOVING AVERAGE PROCESSES IN DISCRETE TIME Moving Averages Recall ha a whie noise process is a series { } = having variance σ. The whie noise process has specral densiy f (λ) = of

More information

Convergence Improvement of Reliability-Based MultiobjectiveOptimization Using Hybrid MOPSO

Convergence Improvement of Reliability-Based MultiobjectiveOptimization Using Hybrid MOPSO 10 h World Congress on Srucural and Mulidisciplinary Opimizaion May 19-4, 013, Orlando, Florida, USA Convergence Improvemen of Reliabiliy-Based MuliobjeciveOpimizaion Using Hybrid MOPSO Shoichiro KAWAJI

More information

Nature Neuroscience: doi: /nn Supplementary Figure 1. Spike-count autocorrelations in time.

Nature Neuroscience: doi: /nn Supplementary Figure 1. Spike-count autocorrelations in time. Supplemenary Figure 1 Spike-coun auocorrelaions in ime. Normalized auocorrelaion marices are shown for each area in a daase. The marix shows he mean correlaion of he spike coun in each ime bin wih he spike

More information

Optimal Control of Dc Motor Using Performance Index of Energy

Optimal Control of Dc Motor Using Performance Index of Energy American Journal of Engineering esearch AJE 06 American Journal of Engineering esearch AJE e-issn: 30-0847 p-issn : 30-0936 Volume-5, Issue-, pp-57-6 www.ajer.org esearch Paper Open Access Opimal Conrol

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

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

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

STRUCTURAL CHANGE IN TIME SERIES OF THE EXCHANGE RATES BETWEEN YEN-DOLLAR AND YEN-EURO IN

STRUCTURAL CHANGE IN TIME SERIES OF THE EXCHANGE RATES BETWEEN YEN-DOLLAR AND YEN-EURO IN Inernaional Journal of Applied Economerics and Quaniaive Sudies. Vol.1-3(004) STRUCTURAL CHANGE IN TIME SERIES OF THE EXCHANGE RATES BETWEEN YEN-DOLLAR AND YEN-EURO IN 001-004 OBARA, Takashi * Absrac The

More information

Chapter 3 Boundary Value Problem

Chapter 3 Boundary Value Problem Chaper 3 Boundary Value Problem A boundary value problem (BVP) is a problem, ypically an ODE or a PDE, which has values assigned on he physical boundary of he domain in which he problem is specified. Le

More information

An introduction to the theory of SDDP algorithm

An introduction to the theory of SDDP algorithm An inroducion o he heory of SDDP algorihm V. Leclère (ENPC) Augus 1, 2014 V. Leclère Inroducion o SDDP Augus 1, 2014 1 / 21 Inroducion Large scale sochasic problem are hard o solve. Two ways of aacking

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

On-line Adaptive Optimal Timing Control of Switched Systems

On-line Adaptive Optimal Timing Control of Switched Systems On-line Adapive Opimal Timing Conrol of Swiched Sysems X.C. Ding, Y. Wardi and M. Egersed Absrac In his paper we consider he problem of opimizing over he swiching imes for a muli-modal dynamic sysem when

More information

Multi-area Load Frequency Control using IP Controller Tuned by Particle Swarm Optimization

Multi-area Load Frequency Control using IP Controller Tuned by Particle Swarm Optimization esearch Journal of Applied Sciences, Engineering and echnology (): 96-, ISSN: -767 axwell Scienific Organizaion, Submied: July, Acceped: Sepember 8, Published: ecember 6, uli-area Load Frequency Conrol

More information

LAPLACE TRANSFORM AND TRANSFER FUNCTION

LAPLACE TRANSFORM AND TRANSFER FUNCTION CHBE320 LECTURE V LAPLACE TRANSFORM AND TRANSFER FUNCTION Professor Dae Ryook Yang Spring 2018 Dep. of Chemical and Biological Engineering 5-1 Road Map of he Lecure V Laplace Transform and Transfer funcions

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

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

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

Macroeconomic Theory Ph.D. Qualifying Examination Fall 2005 ANSWER EACH PART IN A SEPARATE BLUE BOOK. PART ONE: ANSWER IN BOOK 1 WEIGHT 1/3

Macroeconomic Theory Ph.D. Qualifying Examination Fall 2005 ANSWER EACH PART IN A SEPARATE BLUE BOOK. PART ONE: ANSWER IN BOOK 1 WEIGHT 1/3 Macroeconomic Theory Ph.D. Qualifying Examinaion Fall 2005 Comprehensive Examinaion UCLA Dep. of Economics You have 4 hours o complee he exam. There are hree pars o he exam. Answer all pars. Each par has

More information

A Primal-Dual Type Algorithm with the O(1/t) Convergence Rate for Large Scale Constrained Convex Programs

A Primal-Dual Type Algorithm with the O(1/t) Convergence Rate for Large Scale Constrained Convex Programs PROC. IEEE CONFERENCE ON DECISION AND CONTROL, 06 A Primal-Dual Type Algorihm wih he O(/) Convergence Rae for Large Scale Consrained Convex Programs Hao Yu and Michael J. Neely Absrac This paper considers

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

Robotics I. April 11, The kinematics of a 3R spatial robot is specified by the Denavit-Hartenberg parameters in Tab. 1.

Robotics I. April 11, The kinematics of a 3R spatial robot is specified by the Denavit-Hartenberg parameters in Tab. 1. Roboics I April 11, 017 Exercise 1 he kinemaics of a 3R spaial robo is specified by he Denavi-Harenberg parameers in ab 1 i α i d i a i θ i 1 π/ L 1 0 1 0 0 L 3 0 0 L 3 3 able 1: able of DH parameers of

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

An Optimal Dynamic Generation Scheduling for a Wind-Thermal Power System *

An Optimal Dynamic Generation Scheduling for a Wind-Thermal Power System * Energy and Power Engineering, 2013, 5, 1016-1021 doi:10.4236/epe.2013.54b194 Published Online July 2013 (hp://www.scirp.org/journal/epe) An Opimal Dynamic Generaion Scheduling for a Wind-Thermal Power

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

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

Numerical Dispersion

Numerical Dispersion eview of Linear Numerical Sabiliy Numerical Dispersion n he previous lecure, we considered he linear numerical sabiliy of boh advecion and diffusion erms when approimaed wih several spaial and emporal

More information

Section 3.5 Nonhomogeneous Equations; Method of Undetermined Coefficients

Section 3.5 Nonhomogeneous Equations; Method of Undetermined Coefficients Secion 3.5 Nonhomogeneous Equaions; Mehod of Undeermined Coefficiens Key Terms/Ideas: Linear Differenial operaor Nonlinear operaor Second order homogeneous DE Second order nonhomogeneous DE Soluion o homogeneous

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 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

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

SZG Macro 2011 Lecture 3: Dynamic Programming. SZG macro 2011 lecture 3 1

SZG Macro 2011 Lecture 3: Dynamic Programming. SZG macro 2011 lecture 3 1 SZG Macro 2011 Lecure 3: Dynamic Programming SZG macro 2011 lecure 3 1 Background Our previous discussion of opimal consumpion over ime and of opimal capial accumulaion sugges sudying he general decision

More information

Chapter 5 Digital PID control algorithm. Hesheng Wang Department of Automation,SJTU 2016,03

Chapter 5 Digital PID control algorithm. Hesheng Wang Department of Automation,SJTU 2016,03 Chaper 5 Digial PID conrol algorihm Hesheng Wang Deparmen of Auomaion,SJTU 216,3 Ouline Absrac Quasi-coninuous PID conrol algorihm Improvemen of sandard PID algorihm Choosing parameer of PID regulaor Brief

More information

An Improved Adaptive CUSUM Control Chart for Monitoring Process Mean

An Improved Adaptive CUSUM Control Chart for Monitoring Process Mean An Improved Adapive CUSUM Conrol Char for Monioring Process Mean Jun Du School of Managemen Tianjin Universiy Tianjin 37, China Zhang Wu, Roger J. Jiao School of Mechanical and Aerospace Engineering Nanyang

More information

TUNING OF NONLINEAR MODEL PREDICTIVE CONTROL FOR QUADRUPLE TANK PROCESS

TUNING OF NONLINEAR MODEL PREDICTIVE CONTROL FOR QUADRUPLE TANK PROCESS h Sepember 14. Vol. 67 No. 5-14 JATIT & LLS. All righs reserved. ISSN: 199-8645 www.jai.org E-ISSN: 1817-3195 TUNING OF NONLINEAR MODEL PREDICTIVE CONTROL FOR QUADRUPLE TANK PROCESS 1 P.SRINIVASARAO, DR.P.SUBBAIAH

More information

ADDITIONAL PROBLEMS (a) Find the Fourier transform of the half-cosine pulse shown in Fig. 2.40(a). Additional Problems 91

ADDITIONAL PROBLEMS (a) Find the Fourier transform of the half-cosine pulse shown in Fig. 2.40(a). Additional Problems 91 ddiional Problems 9 n inverse relaionship exiss beween he ime-domain and freuency-domain descripions of a signal. Whenever an operaion is performed on he waveform of a signal in he ime domain, a corresponding

More information

Optimal Path Planning for Flexible Redundant Robot Manipulators

Optimal Path Planning for Flexible Redundant Robot Manipulators 25 WSEAS In. Conf. on DYNAMICAL SYSEMS and CONROL, Venice, Ialy, November 2-4, 25 (pp363-368) Opimal Pah Planning for Flexible Redundan Robo Manipulaors H. HOMAEI, M. KESHMIRI Deparmen of Mechanical Engineering

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

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

Planning in POMDPs. Dominik Schoenberger Abstract

Planning in POMDPs. Dominik Schoenberger Abstract Planning in POMDPs Dominik Schoenberger d.schoenberger@sud.u-darmsad.de Absrac This documen briefly explains wha a Parially Observable Markov Decision Process is. Furhermore i inroduces he differen approaches

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

Christos Papadimitriou & Luca Trevisan November 22, 2016

Christos Papadimitriou & Luca Trevisan November 22, 2016 U.C. Bereley CS170: Algorihms Handou LN-11-22 Chrisos Papadimiriou & Luca Trevisan November 22, 2016 Sreaming algorihms In his lecure and he nex one we sudy memory-efficien algorihms ha process a sream

More information

ERROR LOCATING CODES AND EXTENDED HAMMING CODE. Pankaj Kumar Das. 1. Introduction and preliminaries

ERROR LOCATING CODES AND EXTENDED HAMMING CODE. Pankaj Kumar Das. 1. Introduction and preliminaries MATEMATIČKI VESNIK MATEMATIQKI VESNIK 70, 1 (2018), 89 94 March 2018 research paper originalni nauqni rad ERROR LOCATING CODES AND EXTENDED HAMMING CODE Pankaj Kumar Das Absrac. Error-locaing codes, firs

More information

Mean Square Projection Error Gradient-based Variable Forgetting Factor FAPI

Mean Square Projection Error Gradient-based Variable Forgetting Factor FAPI 3rd Inernaional Conference on Advances in Elecrical and Elecronics Engineering (ICAEE'4) Feb. -, 4 Singapore Mean Square Projecion Error Gradien-based Variable Forgeing Facor FAPI Young-Kwang Seo, Jong-Woo

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

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

International Journal of Scientific & Engineering Research, Volume 4, Issue 10, October ISSN

International Journal of Scientific & Engineering Research, Volume 4, Issue 10, October ISSN Inernaional Journal of Scienific & Engineering Research, Volume 4, Issue 10, Ocober-2013 900 FUZZY MEAN RESIDUAL LIFE ORDERING OF FUZZY RANDOM VARIABLES J. EARNEST LAZARUS PIRIYAKUMAR 1, A. YAMUNA 2 1.

More information

GENERALIZATION OF THE FORMULA OF FAA DI BRUNO FOR A COMPOSITE FUNCTION WITH A VECTOR ARGUMENT

GENERALIZATION OF THE FORMULA OF FAA DI BRUNO FOR A COMPOSITE FUNCTION WITH A VECTOR ARGUMENT Inerna J Mah & Mah Sci Vol 4, No 7 000) 48 49 S0670000970 Hindawi Publishing Corp GENERALIZATION OF THE FORMULA OF FAA DI BRUNO FOR A COMPOSITE FUNCTION WITH A VECTOR ARGUMENT RUMEN L MISHKOV Received

More information

Orientation. Connections between network coding and stochastic network theory. Outline. Bruce Hajek. Multicast with lost packets

Orientation. Connections between network coding and stochastic network theory. Outline. Bruce Hajek. Multicast with lost packets Connecions beween nework coding and sochasic nework heory Bruce Hajek Orienaion On Thursday, Ralf Koeer discussed nework coding: coding wihin he nework Absrac: Randomly generaed coded informaion blocks

More information

CENTRALIZED VERSUS DECENTRALIZED PRODUCTION PLANNING IN SUPPLY CHAINS

CENTRALIZED VERSUS DECENTRALIZED PRODUCTION PLANNING IN SUPPLY CHAINS CENRALIZED VERSUS DECENRALIZED PRODUCION PLANNING IN SUPPLY CHAINS Georges SAHARIDIS* a, Yves DALLERY* a, Fikri KARAESMEN* b * a Ecole Cenrale Paris Deparmen of Indusial Engineering (LGI), +3343388, saharidis,dallery@lgi.ecp.fr

More information

Air Quality Index Prediction Using Error Back Propagation Algorithm and Improved Particle Swarm Optimization

Air Quality Index Prediction Using Error Back Propagation Algorithm and Improved Particle Swarm Optimization Air Qualiy Index Predicion Using Error Back Propagaion Algorihm and Improved Paricle Swarm Opimizaion Jia Xu ( ) and Lang Pei College of Compuer Science, Wuhan Qinchuan Universiy, Wuhan, China 461406563@qq.com

More information

Application Note AN Software release of SemiSel version 3.1. New semiconductor available. Temperature ripple at low inverter output frequencies

Application Note AN Software release of SemiSel version 3.1. New semiconductor available. Temperature ripple at low inverter output frequencies Applicaion Noe AN-8004 Revision: Issue Dae: Prepared by: 00 2008-05-21 Dr. Arend Winrich Ke y Words: SemiSel, Semiconducor Selecion, Loss Calculaion Sofware release of SemiSel version 3.1 New semiconducor

More information

The electromagnetic interference in case of onboard navy ships computers - a new approach

The electromagnetic interference in case of onboard navy ships computers - a new approach The elecromagneic inerference in case of onboard navy ships compuers - a new approach Prof. dr. ing. Alexandru SOTIR Naval Academy Mircea cel Bărân, Fulgerului Sree, Consanţa, soiralexandru@yahoo.com Absrac.

More information

Module 2 F c i k c s la l w a s o s f dif di fusi s o i n

Module 2 F c i k c s la l w a s o s f dif di fusi s o i n Module Fick s laws of diffusion Fick s laws of diffusion and hin film soluion Adolf Fick (1855) proposed: d J α d d d J (mole/m s) flu (m /s) diffusion coefficien and (mole/m 3 ) concenraion of ions, aoms

More information

Sequential Importance Resampling (SIR) Particle Filter

Sequential Importance Resampling (SIR) Particle Filter Paricle Filers++ Pieer Abbeel UC Berkeley EECS Many slides adaped from Thrun, Burgard and Fox, Probabilisic Roboics 1. Algorihm paricle_filer( S -1, u, z ): 2. Sequenial Imporance Resampling (SIR) Paricle

More information

EXPLICIT TIME INTEGRATORS FOR NONLINEAR DYNAMICS DERIVED FROM THE MIDPOINT RULE

EXPLICIT TIME INTEGRATORS FOR NONLINEAR DYNAMICS DERIVED FROM THE MIDPOINT RULE Version April 30, 2004.Submied o CTU Repors. EXPLICIT TIME INTEGRATORS FOR NONLINEAR DYNAMICS DERIVED FROM THE MIDPOINT RULE Per Krysl Universiy of California, San Diego La Jolla, California 92093-0085,

More information

Recursive Estimation and Identification of Time-Varying Long- Term Fading Channels

Recursive Estimation and Identification of Time-Varying Long- Term Fading Channels Recursive Esimaion and Idenificaion of ime-varying Long- erm Fading Channels Mohammed M. Olama, Kiran K. Jaladhi, Seddi M. Djouadi, and Charalambos D. Charalambous 2 Universiy of ennessee Deparmen of Elecrical

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

MATHEMATICAL DESCRIPTION OF THEORETICAL METHODS OF RESERVE ECONOMY OF CONSIGNMENT STORES

MATHEMATICAL DESCRIPTION OF THEORETICAL METHODS OF RESERVE ECONOMY OF CONSIGNMENT STORES MAHEMAICAL DESCIPION OF HEOEICAL MEHODS OF ESEVE ECONOMY OF CONSIGNMEN SOES Péer elek, József Cselényi, György Demeer Universiy of Miskolc, Deparmen of Maerials Handling and Logisics Absrac: Opimizaion

More information

A Cross Entropy-Genetic Algorithm for m-machines No-Wait Job-Shop Scheduling Problem

A Cross Entropy-Genetic Algorithm for m-machines No-Wait Job-Shop Scheduling Problem Journal of Inelligen Learning Sysems and Applicaions, 2011, 3, 171-180 doi:10.4236/jilsa.2011.33018 Published Online Augus 2011 (hp://www.scirp.org/journal/jilsa) 171 A Cross Enropy-Geneic Algorihm for

More information

Exponentially Weighted Moving Average (EWMA) Chart Based on Six Delta Initiatives

Exponentially Weighted Moving Average (EWMA) Chart Based on Six Delta Initiatives hps://doi.org/0.545/mjis.08.600 Exponenially Weighed Moving Average (EWMA) Char Based on Six Dela Iniiaives KALPESH S. TAILOR Deparmen of Saisics, M. K. Bhavnagar Universiy, Bhavnagar-36400 E-mail: kalpesh_lr@yahoo.co.in

More information

For example, the comb filter generated from. ( ) has a transfer function. e ) has L notches at ω = (2k+1)π/L and L peaks at ω = 2π k/l,

For example, the comb filter generated from. ( ) has a transfer function. e ) has L notches at ω = (2k+1)π/L and L peaks at ω = 2π k/l, Comb Filers The simple filers discussed so far are characeried eiher by a single passband and/or a single sopband There are applicaions where filers wih muliple passbands and sopbands are required The

More information

Shiva Akhtarian MSc Student, Department of Computer Engineering and Information Technology, Payame Noor University, Iran

Shiva Akhtarian MSc Student, Department of Computer Engineering and Information Technology, Payame Noor University, Iran Curren Trends in Technology and Science ISSN : 79-055 8hSASTech 04 Symposium on Advances in Science & Technology-Commission-IV Mashhad, Iran A New for Sofware Reliabiliy Evaluaion Based on NHPP wih Imperfec

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

The fundamental mass balance equation is ( 1 ) where: I = inputs P = production O = outputs L = losses A = accumulation

The fundamental mass balance equation is ( 1 ) where: I = inputs P = production O = outputs L = losses A = accumulation Hea (iffusion) Equaion erivaion of iffusion Equaion The fundamenal mass balance equaion is I P O L A ( 1 ) where: I inpus P producion O oupus L losses A accumulaion Assume ha no chemical is produced or

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

R.#W.#Erickson# Department#of#Electrical,#Computer,#and#Energy#Engineering# University#of#Colorado,#Boulder#

R.#W.#Erickson# Department#of#Electrical,#Computer,#and#Energy#Engineering# University#of#Colorado,#Boulder# .#W.#Erickson# Deparmen#of#Elecrical,#Compuer,#and#Energy#Engineering# Universiy#of#Colorado,#Boulder# Chaper 2 Principles of Seady-Sae Converer Analysis 2.1. Inroducion 2.2. Inducor vol-second balance,

More information

Online Convex Optimization Example And Follow-The-Leader

Online Convex Optimization Example And Follow-The-Leader CSE599s, Spring 2014, Online Learning Lecure 2-04/03/2014 Online Convex Opimizaion Example And Follow-The-Leader Lecurer: Brendan McMahan Scribe: Sephen Joe Jonany 1 Review of Online Convex Opimizaion

More information

Computation of the Effect of Space Harmonics on Starting Process of Induction Motors Using TSFEM

Computation of the Effect of Space Harmonics on Starting Process of Induction Motors Using TSFEM Journal of elecrical sysems Special Issue N 01 : November 2009 pp: 48-52 Compuaion of he Effec of Space Harmonics on Saring Process of Inducion Moors Using TSFEM Youcef Ouazir USTHB Laboraoire des sysèmes

More information

The ROC-Boost Design Algorithm for Asymmetric Classification

The ROC-Boost Design Algorithm for Asymmetric Classification The ROC-Boos Design Algorihm for Asymmeric Classificaion Guido Cesare Deparmen of Mahemaics Universiy of Genova (Ialy guido.cesare@gmail.com Robero Manduchi Deparmen of Compuer Engineering Universiy of

More information

International Journal of Computer Science Trends and Technology (IJCST) Volume 3 Issue 6, Nov-Dec 2015

International Journal of Computer Science Trends and Technology (IJCST) Volume 3 Issue 6, Nov-Dec 2015 Inernaional Journal of Compuer Science Trends and Technology (IJCST) Volume Issue 6, Nov-Dec 05 RESEARCH ARTICLE OPEN ACCESS An EPQ Model for Two-Parameer Weibully Deerioraed Iems wih Exponenial Demand

More information