337 resultados para optimal hedge ratio


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We study a sensor node with an energy harvesting source. In any slot,the sensor node is in one of two modes: Wake or Sleep. The generated energy is stored in a buffer. The sensor node senses a random field and generates a packet when it is awake. These packets are stored in a queue and transmitted in the wake mode using the energy available in the energy buffer. We obtain energy management policies which minimize a linear combination of the mean queue length and the mean data loss rate. Then, we obtain two easily implementable suboptimal policies and compare their performance to that of the optimal policy. Next, we extend the Throughput Optimal policy developed in our previous work to sensors with two modes. Via this policy, we can increase the through put substantially and stabilize the data queue by allowing the node to sleep in some slots and to drop some generated packets. This policy requires minimal statistical knowledge of the system. We also modify this policy to decrease the switching costs.

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Receive antenna selection (AS) reduces the hardware complexity of multi-antenna receivers by dynamically connecting an instantaneously best antenna element to the available radio frequency (RF) chain. Due to the hardware constraints, the channels at various antenna elements have to be sounded sequentially to obtain estimates that are required for selecting the ``best'' antenna and for coherently demodulating data. Consequently, the channel state information at different antennas is outdated by different amounts. We show that, for this reason, simply selecting the antenna with the highest estimated channel gain is not optimum. Rather, the channel estimates of different antennas should be weighted differently, depending on the training scheme. We derive closed-form expressions for the symbol error probability (SEP) of AS for MPSK and MQAM in time-varying Rayleigh fading channels for arbitrary selection weights, and validate them with simulations. We then derive an explicit formula for the optimal selection weights that minimize the SEP. We find that when selection weights are not used, the SEP need not improve as the number of antenna elements increases, which is in contrast to the ideal channel estimation case. However, the optimal selection weights remedy this situation and significantly improve performance.

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Consanguineous marriages are strongly favoured in the state of Karnataka. Of 65492 marriages studied 33·07% were consanguineous, equivalent to a coefficient of inbreeding (F) of 0·0298. The twinning rate was low, 6·9 per thousand, whereas the secondary sex ratio, 0·5221, was higher than in comparable major human populations. Consanguinity exerted no significant effect on either parameter. The results also indicate that consanguinity is not associated with excess antenatal losses and suggest the possibility of enhanced selection against mutations at X chromosome loci.

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For highly compressible normally consolidated saturated soil the compression index, Cc, is not constant over the entire pressure range. However, the ratio of the compression index and the initial specific volume, generally known as the compression ratio, appears to be constant. Thus settlement seems to depend on Cc/(1 + e) rather than Cc alone. Using the theoretical zero air voids line and the generalized compressibility equation for normally consolidated saturated soils, a generalized and simple equation for compression has been derived in the form: C'c = 0.003wL.

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A study is presented which is aimed at developing techniques suitable for effective planning and efficient operation of fleets of aircraft typical of the air force of a developing country. An important aspect of fleet management, the problem of resource allocation for achieving prescribed operational effectiveness of the fleet, is considered. For analysis purposes, it is assumed that the planes operate in a single flying-base repair-depot environment. The perennial problem of resource allocation for fleet and facility buildup that faces planners is modeled and solved as an optimal control problem. These models contain two "policy" variables representing investments in aircraft and repair facilities. The feasibility of decentralized control is explored by assuming the two policy variables are under the control of two independent decisionmakers guided by different and not often well coordinated objectives.

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A study is presented which is aimed at developing techniques suitable for effective planning and efficient operation of fleets of aircraft typical of the air force of a developing country. An important aspect of fleet management, the problem of resource allocation for achieving prescribed operational effectiveness of the fleet, is considered. For analysis purposes, it is assumed that the planes operate in a single flying-base repair-depot environment. The perennial problem of resource allocation for fleet and facility buildup that faces planners is modeled and solved as an optimal control problem. These models contain two "policy" variables representing investments in aircraft and repair facilities. The feasibility of decentralized control is explored by assuming the two policy variables are under the control of two independent decisionmakers guided by different and not often well coordinated objectives.

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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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This paper presents a genetic algorithm (GA) model for obtaining an optimal operating policy and optimal crop water allocations from an irrigation reservoir. The objective is to maximize the sum of the relative yields from all crops in the irrigated area. The model takes into account reservoir inflow, rainfall on the irrigated area, intraseasonal competition for water among multiple crops, the soil moisture dynamics in each cropped area, the heterogeneous nature of soils. and crop response to the level of irrigation applied. The model is applied to the Malaprabha single-purpose irrigation reservoir in Karnataka State, India. The optimal operating policy obtained using the GA is similar to that obtained by linear programming. This model can be used for optimal utilization of the available water resources of any reservoir system to obtain maximum benefits.

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Hardware constraints, which motivate receive antenna selection, also require that various antenna elements at the receiver be sounded sequentially to obtain estimates required for selecting the `best' antenna and for coherently demodulating data thereafter. Consequently, the channel state information at different antennas is outdated by different amounts and corrupted by noise. We show that, for this reason, simply selecting the antenna with the highest estimated channel gain is not optimum. Rather, a preferable strategy is to linearly weight the channel estimates of different antennas differently, depending on the training scheme. We derive closed-form expressions for the symbol error probability (SEP) of AS for MPSK and MQAM in time-varying Rayleigh fading channels for arbitrary selection weights, and validate them with simulations. We then characterize explicitly the optimal selection weights that minimize the SEP. We also consider packet reception, in which multiple symbols of a packet are received by the same antenna. New suboptimal, but computationally efficient weighted selection schemes are proposed for reducing the packet error rate. The benefits of weighted selection are also demonstrated using a practical channel code used in third generation cellular systems. Our results show that optimal weighted selection yields a significant performance gain over conventional unweighted selection.

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Synthesis of cost-optimal shell-and-tube heat exchangers is a difficult task since it involves a large number of parameters. An attempt is made in this article to simplify the process of choosing the parameter values that will minimize the cost of any heat exchanger satisfying a given heat duty and a particular set of constraints. The simplification is based on decoupling of the geometric and the thermal aspects of the problem. The concept of curves for cost-optimal design is introduced and is shown to simplify the synthesis process for shell-and-tube heat exchangers.

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The use of energy harvesting (EH) nodes as cooperative relays is a promising and emerging solution in wireless systems such as wireless sensor networks. It harnesses the spatial diversity of a multi-relay network and addresses the vexing problem of a relay's batteries getting drained in forwarding information to the destination. We consider a cooperative system in which EH nodes volunteer to serve as amplify-and-forward relays whenever they have sufficient energy for transmission. For a general class of stationary and ergodic EH processes, we introduce the notion of energy constrained and energy unconstrained relays and analytically characterize the symbol error rate of the system. Further insight is gained by an asymptotic analysis that considers the cases where the signal-to-noise-ratio or the number of relays is large. Our analysis quantifies how the energy usage at an EH relay and, consequently, its availability for relaying, depends not only on the relay's energy harvesting process, but also on its transmit power setting and the other relays in the system. The optimal static transmit power setting at the EH relays is also determined. Altogether, our results demonstrate how a system that uses EH relays differs in significant ways from one that uses conventional cooperative relays.