124 resultados para exponentially weighted moving average


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Stability results are given for a class of feedback systems arising from the regulation of time-varying discrete-time systems using optimal infinite-horizon and moving-horizon feedback laws. The class is characterized by joint constraints on the state and the control, a general nonlinear cost function and nonlinear equations of motion possessing two special properties. It is shown that weak conditions on the cost function and the constraints are sufficient to guarantee uniform asymptotic stability of both the optimal infinite-horizon and movinghorizon feedback systems. The infinite-horizon cost associated with the moving-horizon feedback law approaches the optimal infinite-horizon cost as the moving horizon is extended.

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The k-colouring problem is to colour a given k-colourable graph with k colours. This problem is known to be NP-hard even for fixed k greater than or equal to 3. The best known polynomial time approximation algorithms require n(delta) (for a positive constant delta depending on k) colours to colour an arbitrary k-colourable n-vertex graph. The situation is entirely different if we look at the average performance of an algorithm rather than its worst-case performance. It is well known that a k-colourable graph drawn from certain classes of distributions can be ii-coloured almost surely in polynomial time. In this paper, we present further results in this direction. We consider k-colourable graphs drawn from the random model in which each allowed edge is chosen independently with probability p(n) after initially partitioning the vertex set into ii colour classes. We present polynomial time algorithms of two different types. The first type of algorithm always runs in polynomial time and succeeds almost surely. Algorithms of this type have been proposed before, but our algorithms have provably exponentially small failure probabilities. The second type of algorithm always succeeds and has polynomial running time on average. Such algorithms are more useful and more difficult to obtain than the first type of algorithms. Our algorithms work as long as p(n) greater than or equal to n(-1+is an element of) where is an element of is a constant greater than 1/4.

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The flow and heat transfer over an upstream moving non-isothermal wall with a parallel free stream have been considered. The magnetic field has been applied in the free stream parallel to the wall and the effect of induced magnetic field has been included in the analysis. The boundary layer equations governing the steady incompressible electrically conducting fluid flow have been solved numerically using a shooting method. This problem is interesting because a solution exists only when the ratio of the wall velocity does not exceed a certain critical value and this critical value depends on the magnetic field and magnetic Prandtl number. Also dual solutions exist for a certain range of wall velocity.

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One of the major tasks in swarm intelligence is to design decentralized but homogenoeus strategies to enable controlling the behaviour of swarms of agents. It has been shown in the literature that the point of convergence and motion of a swarm of autonomous mobile agents can be controlled by using cyclic pursuit laws. In cyclic pursuit, there exists a predefined cyclic connection between agents and each agent pursues the next agent in the cycle. In this paper we generalize this idea to a case where an agent pursues a point which is the weighted average of the positions of the remaining agents. This point correspond to a particular pursuit sequence. Using this concept of centroidal cyclic pursuit, the behavior of the agents is analyzed such that, by suitably selecting the agents' gain, the rendezvous point of the agents can be controlled, directed linear motion of the agents can be achieved, and the trajectories of the agents can be changed by switching between the pursuit sequences keeping some of the behaviors of the agents invariant. Simulation experiments are given to support the analytical proofs.

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One of the most important dynamic properties required in the design of machine foundations is the stiffness or spring constant of the supporting soil. For a layered soil system, the stiffness obtained from an idealization of soils underneath as springs in series gives the same value of stiffness regardless of the location and extent of individual soil layers with respect to the base of the foundation. This paper aims to develop the importance of the relative positioning of soil layers and their thickness beneath the foundation. A simple and approximate procedure called the weighted average method has been proposed to obtain the equivalent stiffness of a layered soil system knowing the individual values of the layers, their relative position with respect to foundation base, and their thicknesses. The theoretically estimated values from the weighted average method are compared with those obtained by conducting field vibration tests using a square footing over different two- and three-layered systems and are found to be very good. The tests were conducted over a range of static and dynamic loads using three different materials. The results are also compared with the existing methods available in the literature.

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The analysis of steady laminar forced convection boundary layer of power-law non-Newtonian fluids on a continuously moving cylinder with the surface maintained at a uniform temperature or uniform heat flux is presented. Of interest were the effects of power-law viscosity index, transverse curvature, generalized Prandtl number and streamwise coordinate on the local Nusselt number as well as on the velocity and temperature profiles. The two thermal boundary conditions yield quite similar results. Comparison of the calculated results with available series expansion solutions for a Newtonian fluid shows a very good performance of the present numerical procedure.

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We study stochastic games with countable state space, compact action spaces, and limiting average payoff. ForN-person games, the existence of an equilibrium in stationary strategies is established under a certain Liapunov stability condition. For two-person zero-sum games, the existence of a value and optimal strategies for both players are established under the same stability condition.

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This work is a survey of the average cost control problem for discrete-time Markov processes. The authors have attempted to put together a comprehensive account of the considerable research on this problem over the past three decades. The exposition ranges from finite to Borel state and action spaces and includes a variety of methodologies to find and characterize optimal policies. The authors have included a brief historical perspective of the research efforts in this area and have compiled a substantial yet not exhaustive bibliography. The authors have also identified several important questions that are still open to investigation.

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In this paper, dynamic response of an infinitely long beam resting on a foundation of finite depth, under a moving force is studied. The effect of foundation inertia is included in the analysis by modelling the foundation as a series of closely spaced axially vibrating rods of finite depth, fixed at the bottom and connected to the beam at the top. Viscous damping in the beam and foundation is included in the analysis. Steady state response of the beam-foundation system is obtained. Detailed numerical results are presented to study the effect of various parameters such as foundation mass, velocity of the moving load, damping and axial force on the beam. It is shown that foundation inertia can considerably reduce the critical velocity and can also amplify the beam response.

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In this paper, we present the design and bit error performance analysis of weighted linear parallel interference cancellers (LPIC) for multicarrier (MC) DS-CDMA systems. We propose an LPIC scheme where we estimate (and cancel) the multiple access interference (MAI) based on the soft outputs on individual subcarriers, and the interference cancelled outputs on different subcarriers are combined to form the final decision statistic. We scale the MAI estimate on individual subcarriers by a weight before cancellation; these weights are so chosen to maximize the signal-to-interference ratios at the individual subcarrier outputs. For this weighted LPIC scheme, using an approach involving the characteristic function of the decision variable, we derive exact bit error rate (BER) expressions for different cancellation stages. Using the same approach, we also derive exact BER expressions for the matched filter (MF) and decorrelating detectors for the considered MC DS-CDMA system. We show that the proposed weighted LPIC scheme performs better than the MF detector and the conventional LPIC (where the weights are taken to be unity), and close to the decorrelating detector.

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Statistically averaged lattices provide a common basis to understand the diffraction properties of structures displaying deviations from regular crystal structures. An average lattice is defined and examples are given in one and two dimensions along with their diffraction patterns. The absence of periodicity in reciprocal space corresponding to aperiodic structures is shown to arise out of different projected spacings that are irrationally related, when the grid points are projected along the chosen coordinate axes. It is shown that the projected length scales are important factors which determine the existence or absence of observable periodicity in the diffraction pattern more than the sequence of arrangement.

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The effect of using a spatially smoothed forward-backward covariance matrix on the performance of weighted eigen-based state space methods/ESPRIT, and weighted MUSIC for direction-of-arrival (DOA) estimation is analyzed. Expressions for the mean-squared error in the estimates of the signal zeros and the DOA estimates, along with some general properties of the estimates and optimal weighting matrices, are derived. A key result is that optimally weighted MUSIC and weighted state-space methods/ESPRIT have identical asymptotic performance. Moreover, by properly choosing the number of subarrays, the performance of unweighted state space methods can be significantly improved. It is also shown that the mean-squared error in the DOA estimates is independent of the exact distribution of the source amplitudes. This results in a unified framework for dealing with DOA estimation using a uniformly spaced linear sensor array and the time series frequency estimation problems.

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A team of unmanned aerial vehicles (UAVs) with limited communication ranges and limited resources are deployed in a region to search and destroy stationary and moving targets. When a UAV detects a target, depending on the target resource requirement, it is tasked to form a coalition over the dynamic network formed by the UAVs. In this paper, we develop a mechanism to find potential coalition members over the network using principles from internet protocol and introduce an algorithm using Particle Swarm Optimization to generate a coalition that destroys the target is minimum time. Monte-Carlo simulations are carried out to study how coalition are formed and the effects of coalition process delays.

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Variable cross-sectional area ducts are often used for attenuation at lower frequencies (of the order of firing frequency), whereas concentric tube resonators provide attenuation at relatively higher frequencies. In this paper, analysis of one dimensional control volume approach of conical concentric tube resonators is validated experimentally. The effects of mean flow and taper are investigated. The experimental setup is specially designed to measure the pressure transfer function in the form of Level Difference or Noise Reduction across the test muffler. It is shown that there is a reasonably good agreement between the predicted values of the Noise Reduction and the measured ones for incompressible mean flow as well as stationary medium. (C) 2011 Institute of Noise Control Engineering.