47 resultados para Viés do mercado forward
Resumo:
The contributions of full-wake dynamics in trim analysis are demonstrated for finding the control inputs and periodic responses simultaneously, as well as in Floquet eigenanalysis for finding the damping levels. The equations of flap bending, lag bending, and torsion are coupled with a three-dimensional, finite state wake, and low-frequency (<1/rev) to high frequency (>1/rev) multiblade modes are considered. Full blade-wake dynamics is used in trim analysis and Floquet eigenanalysis. A uniform cantilever blade in trimmed flight is investigated over a range of thrust levels, advance ratios, number of blades, and blade torsional frequencies. The investigation includes the convergence characteristics of control inputs, periodic responses, and damping levels with respect to the number of spatial azimuthal harmonics and radial shape functions in the wake representation. It also includes correlation with the measured lag damping of a three-bladed untrimmed rotor. The parametric study shows the dominant influence of wake dynamics on control inputs, periodic responses, and damping levels, and wake theory generally improves the correlation.
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This paper is on the design and performance analysis of practical distributed space-time codes for wireless relay networks with multiple antennas terminals. The amplify-andforward scheme is used in a way that each relay transmits a scaled version of the linear combination of the received symbols. We propose distributed generalized quasi-orthogonal space-time codes which are distributed among the source antennas and relays, and valid for any number of relays. Assuming M-PSK and M-QAM signals, we derive a formula for the symbol error probability of the investigated scheme over Rayleigh fading channels. For sufficiently large SNR, this paper derives closed-form average SER expression. The simplicity of the asymptotic results provides valuable insights into the performance of cooperative networks and suggests means of optimizing them. Our analytical results have been confirmed by simulation results, using full-rate full-diversity distributed codes.
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A fuzzy logic system is developed for helicopter rotor system fault isolation. Inputs to the fuzzy logic system are measurement deviations of blade bending and torsion response and vibration from a "good" undamaged helicopter rotor. The rotor system measurements used are flap and lag bending tip deflections, elastic twist deflection at the tip, and three forces and three moments at the rotor hub. The fuzzy logic system uses rules developed from an aeroelastic model of the helicopter rotor with implanted faults to isolate the fault while accounting for uncertainty in the measurements. The faults modeled include moisture absorption, loss of trim mass, damaged lag damper, damaged pitch control system, misadjusted pitch link, and damaged flap. Tests with simulated data show that the fuzzy system isolates rotor system faults with an accuracy of about 90-100%. Furthermore, the fuzzy system is robust and gives excellent results, even when some measurements are not available. A rule-based expert system based on similar rules from the aeroelastic model performs much more poorly than the fuzzy system in the presence of high levels of uncertainty.
Resumo:
We consider how the measurement of top polarization at the Tevatron can be used to characterize and discriminate among different new physics models that have been suggested to explain the anomalous top forward-backward asymmetry reported at the Tevatron. This has the advantage of catching the essence of the parity-violating effect characteristic to the different suggested new physics models. Other observables constructed from these asymmetries are shown to be useful in discriminating between the models, even after taking into account the statistical errors. Finally, we discuss some signals at the 7 TeV LHC.
Resumo:
This paper presents an artificial feed forward neural network (FFNN) approach for the assessment of power system voltage stability. A novel approach based on the input-output relation between real and reactive power, as well as voltage vectors for generators and load buses is used to train the neural net (NN). The input properties of the feed forward network are generated from offline training data with various simulated loading conditions using a conventional voltage stability algorithm based on the L-index. The neural network is trained for the L-index output as the target vector for each of the system loads. Two separate trained NN, corresponding to normal loading and contingency, are investigated on the 367 node practical power system network. The performance of the trained artificial neural network (ANN) is also investigated on the system under various voltage stability assessment conditions. As compared to the computationally intensive benchmark conventional software, near accurate results in the value of L-index and thus the voltage profile were obtained. Proposed algorithm is fast, robust and accurate and can be used online for predicting the L-indices of all the power system buses. The proposed ANN approach is also shown to be effective and computationally feasible in voltage stability assessment as well as potential enhancements within an overall energy management system in order to determining local and global stability indices
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In this paper, we consider the problem of computing numerical solutions for stochastic differential equations (SDEs) of Ito form. A fully explicit method, the split-step forward Milstein (SSFM) method, is constructed for solving SDEs. It is proved that the SSFM method is convergent with strong order gamma = 1 in the mean-square sense. The analysis of stability shows that the mean-square stability properties of the method proposed in this paper are an improvement on the mean-square stability properties of the Milstein method and three stage Milstein methods.
Resumo:
Two models for AF relaying, namely, fixed gain and fixed power relaying, have been extensively studied in the literature given their ability to harness spatial diversity. In fixed gain relaying, the relay gain is fixed but its transmit power varies as a function of the source-relay channel gain. In fixed power relaying, the relay transmit power is fixed, but its gain varies. We revisit and generalize the fundamental two-hop AF relaying model. We present an optimal scheme in which an average power constrained AF relay adapts its gain and transmit power to minimize the symbol error probability (SEP) at the destination. Also derived are insightful and practically amenable closed-form bounds for the optimal relay gain. We then analyze the SEP of MPSK, derive tight bounds for it, and characterize the diversity order for Rayleigh fading. Also derived is an SEP approximation that is accurate to within 0.1 dB. Extensive results show that the scheme yields significant energy savings of 2.0-7.7 dB at the source and relay. Optimal relay placement for the proposed scheme is also characterized, and is different from fixed gain or power relaying. Generalizations to MQAM and other fading distributions are also discussed.
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In a cooperative system with an amplify-and-forward relay, the cascaded channel training protocol enables the destination to estimate the source-destination channel gain and the product of the source-relay (SR) and relay-destination (RD) channel gains using only two pilot transmissions from the source. Notably, the destination does not require a separate estimate of the SR channel. We develop a new expression for the symbol error probability (SEP) of AF relaying when imperfect channel state information (CSI) is acquired using the above training protocol. A tight SEP upper bound is also derived; it shows that full diversity is achieved, albeit at a high signal-to-noise ratio (SNR). Our analysis uses fewer simplifying assumptions, and leads to expressions that are accurate even at low SNRs and are different from those in the literature. For instance, it does not approximate the estimate of the product of SR and RD channel gains by the product of the estimates of the SR and RD channel gains. We show that cascaded channel estimation often outperforms a channel estimation protocol that incurs a greater training overhead by forwarding a quantized estimate of the SR channel gain to the destination. The extent of pilot power boosting, if allowed, that is required to improve performance is also quantified.
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In recent years, business practitioners are seen valuing patents on the basis of the market price that the patent can attract. Researchers have also looked into various patent latent variables and firm variables that influence the price of a patent. Forward citations of a patent are shown to play a role in determining price. Using patent auction price data (of Ocean Tomo now ICAP patent brokerage), we delve deeper into of the role of forward citations. The successfully sold 167 singleton patents form the sample of our study. We found that, it is mainly the right tail of the citation distribution that explains the high prices of the patents falling on the right tail of the price distribution. There is consistency in the literature on the positive correlation between patent prices and forward citations. In this paper, we go deeper to understand this linear relationship through case studies. Case studies of patents with high and low citations are described in this paper to understand why some patents attracted high prices. We look into the role of additional patent latent variables like age, technology discipline, class and breadth of the patent in influencing citations that a patent receives.
Resumo:
Amplify-and-forward (AF) relay based cooperation has been investigated in the literature given its simplicity and practicality. Two models for AF, namely, fixed gain and fixed power relaying, have been extensively studied. In fixed gain relaying, the relay gain is fixed but its transmit power varies as a function of the source-relay (SR) channel gain. In fixed power relaying, the relay's instantaneous transmit power is fixed, but its gain varies. We propose a general AF cooperation model in which an average transmit power constrained relay jointly adapts its gain and transmit power as a function of the channel gains. We derive the optimal AF gain policy that minimizes the fading- averaged symbol error probability (SEP) of MPSK and present insightful and tractable lower and upper bounds for it. We then analyze the SEP of the optimal policy. Our results show that the optimal scheme is up to 39.7% and 47.5% more energy-efficient than fixed power relaying and fixed gain relaying, respectively. Further, the weaker the direct source-destination link, the greater are the energy-efficiency gains.
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In this letter, we compute the secrecy rate of decode-and-forward (DF) relay beamforming with finite input alphabet of size M. Source and relays operate under a total power constraint. First, we observe that the secrecy rate with finite-alphabet input can go to zero as the total power increases, when we use the source power and the relay weights obtained assuming Gaussian input. This is because the capacity of an eavesdropper can approach the finite-alphabet capacity of 1/2 log(2) M with increasing total power, due to the inability to completely null in the direction of the eavesdropper. We then propose a transmit power control scheme where the optimum source power and relay weights are obtained by carrying out transmit power (source power plus relay power) control on DF with Gaussian input using semi-definite programming, and then obtaining the corresponding source power and relay weights which maximize the secrecy rate for DF with finite-alphabet input. The proposed power control scheme is shown to achieve increasing secrecy rates with increasing total power with a saturation behavior at high total powers.
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In this paper, we evaluate secrecy rates in cooperative relay beamforming in the presence of imperfect channel state information (CSI) and multiple eavesdroppers. A source-destination pair aided by.. out of.. relays, 1 <= k <= M, using decode-and-forward relay beamforming is considered. We compute the worst case secrecy rate with imperfect CSI in the presence of multiple eavesdroppers, where the number of eavesdroppers can be more than the number of relays. We solve the optimization problem for all possible relay combinations to find the secrecy rate and optimum source and relay weights subject to a total power constraint. We relax the rank-1 constraint on the complex semi-definite relay weight matrix and use S-procedure to reformulate the optimization problem that can be solved using convex semi-definite programming.
Resumo:
Opportunistic relay selection in a multiple source-destination (MSD) cooperative system requires quickly allocating to each source-destination (SD) pair a suitable relay based on channel gains. Since the channel knowledge is available only locally at a relay and not globally, efficient relay selection algorithms are needed. For an MSD system, in which the SD pairs communicate in a time-orthogonal manner with the help of decode-and-forward relays, we propose three novel relay selection algorithms, namely, contention-free en masse assignment (CFEA), contention-based en masse assignment (CBEA), and a hybrid algorithm that combines the best features of CFEA and CBEA. En masse assignment exploits the fact that a relay can often aid not one but multiple SD pairs, and, therefore, can be assigned to multiple SD pairs. This drastically reduces the average time required to allocate an SD pair when compared to allocating the SD pairs one by one. We show that the algorithms are much faster than other selection schemes proposed in the literature and yield significantly higher net system throughputs. Interestingly, CFEA is as effective as CBEA over a wider range of system parameters than in single SD pair systems.