124 resultados para exponentially weighted moving average


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We consider a discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we present a pair of optimal strategies for both the players.

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The amount of water stored and moving through the surface water bodies of large river basins (river, floodplains, wetlands) plays a major role in the global water and biochemical cycles and is a critical parameter for water resources management. However, the spatiotemporal variations of these freshwater reservoirs are still widely unknown at the global scale. Here, we propose a hypsographic curve approach to estimate surface freshwater storage variations over the Amazon basin combining surface water extent from a multi-satellite-technique with topographic data from the Global Digital Elevation Model (GDEM) from Advance Spaceborne Thermal Emission and Reflection Radiometer (ASTER). Monthly surface water storage variations for 1993-2007 are presented, showing a strong seasonal and interannual variability, and are evaluated against in situ river discharge and precipitation. The basin-scale mean annual amplitude of similar to 1200 km(3) is in the range of previous estimates and contributes to about half of the Gravity Recovery And Climate Experiment (GRACE) total water storage variations. For the first time, we map the surface water volume anomaly during the extreme droughts of 1997 (October-November) and 2005 (September-October) and found that during these dry events the water stored in the river and floodplains of the Amazon basin was, respectively, similar to 230 (similar to 40%) and 210 (similar to 50%) km(3) below the 1993-2007 average. This new 15 year data set of surface water volume represents an unprecedented source of information for future hydrological or climate modeling of the Amazon. It is also a first step toward the development of such database at the global scale.

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Voltage source inverters are an integral part of renewable power sources and smart grid systems. Computationally efficient and fairly accurate models for the voltage source inverter are required to carry out extensive simulation studies on complex power networks. Accuracy requires that the effect of dead-time be incorporated in the inverter model. The dead-time is essentially a short delay introduced between the gating pulses to the complementary switches in an inverter leg for the safety of power devices. As the modern voltage source inverters switch at fairly high frequencies, the dead-time significantly influences the output fundamental voltage. Dead-time also causes low-frequency harmonic distortion and is hence important from a power quality perspective. This paper studies the dead-time effect in a synchronous dq reference frame, since dynamic studies and controller design are typically carried out in this frame of reference. For the sake of computational efficiency, average models are derived, incorporating the dead-time effect, in both RYB and dq reference frames. The average models are shown to consume less computation time than their corresponding switching models, the accuracies of the models being comparable. The proposed average synchronous reference frame model, including effect of dead-time, is validated through experimental results.

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In this paper, we address a scheduling problem for minimizing total weighted tardiness. The background for the paper is derived from the automobile gear manufacturing process. We consider the bottleneck operation of heat treatment stage of gear manufacturing. Real-life scenarios like unequal release times, incompatible job families, nonidentical job sizes, heterogeneous batch processors, and allowance for job splitting have been considered. We have developed a mathematical model which takes into account dynamic starting conditions. The problem considered in this study is NP-hard in nature, and hence heuristic algorithms have been proposed to address it. For real-life large-size problems, the performance of the proposed heuristic algorithms is evaluated using the method of estimated optimal solution available in literature. Extensive computational analyses reveal that the proposed heuristic algorithms are capable of consistently obtaining near-optimal statistically estimated solutions in very reasonable computational time.

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The steady mixed convection flow and heat transfer from an exponentially stretching vertical surface in a quiescent Maxwell fluid in the presence of magnetic field, viscous dissipation and Joule heating have been studied. The stretching velocity, surface temperature and magnetic field are assumed to have specific exponential function forms for the existence of the local similarity solution. The coupled nonlinear ordinary differential equations governing the local similarity flow and heat transfer have been solved numerically by Chebyshev finite difference method. The influence of the buoyancy parameter, viscous dissipation, relaxation parameter of Maxwell fluid, magnetic field and Prandtl number on the flow and heat transfer has been considered in detail. The Nusselt number increases significantly with the Prandtl number, but the skin friction coefficient decreases. The Nusselt number slightly decreases with increasing viscous dissipation parameter, but the skin friction coefficient slightly increases. Maxwell fluid reduces both skin friction coefficient and Nusselt number, whereas buoyancy force enhances them.

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This study considers linear filtering methods for minimising the end-to-end average distortion of a fixed-rate source quantisation system. For the source encoder, both scalar and vector quantisation are considered. The codebook index output by the encoder is sent over a noisy discrete memoryless channel whose statistics could be unknown at the transmitter. At the receiver, the code vector corresponding to the received index is passed through a linear receive filter, whose output is an estimate of the source instantiation. Under this setup, an approximate expression for the average weighted mean-square error (WMSE) between the source instantiation and the reconstructed vector at the receiver is derived using high-resolution quantisation theory. Also, a closed-form expression for the linear receive filter that minimises the approximate average WMSE is derived. The generality of framework developed is further demonstrated by theoretically analysing the performance of other adaptation techniques that can be employed when the channel statistics are available at the transmitter also, such as joint transmit-receive linear filtering and codebook scaling. Monte Carlo simulation results validate the theoretical expressions, and illustrate the improvement in the average distortion that can be obtained using linear filtering techniques.

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For a general tripartite system in some pure state, an observer possessing any two parts will see them in a mixed state. By the consequence of Hughston-Jozsa-Wootters theorem, each basis set of local measurement on the third part will correspond to a particular decomposition of the bipartite mixed state into a weighted sum of pure states. It is possible to associate an average bipartite entanglement ((S) over bar) with each of these decompositions. The maximum value of (S) over bar is called the entanglement of assistance (E-A) while the minimum value is called the entanglement of formation (E-F). An appropriate choice of the basis set of local measurement will correspond to an optimal value of (S) over bar; we find here a generic optimality condition for the choice of the basis set. In the present context, we analyze the tripartite states W and GHZ and show how they are fundamentally different. (C) 2014 Elsevier B.V. All rights reserved.

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Measuring forces applied by multi-cellular organisms is valuable in investigating biomechanics of their locomotion. Several technologies have been developed to measure such forces, for example, strain gauges, micro-machined sensors, and calibrated cantilevers. We introduce an innovative combination of techniques as a high throughput screening tool to assess forces applied by multiple genetic model organisms. First, we fabricated colored Polydimethylsiloxane (PDMS) micropillars where the color enhances contrast making it easier to detect and track pillar displacement driven by the organism. Second, we developed a semiautomated graphical user interface to analyze the images for pillar displacement, thus reducing the analysis time for each animal to minutes. The addition of color reduced the Young's modulus of PDMS. Therefore, the dye-PDMS composite was characterized using Yeoh's hyperelastic model and the pillars were calibrated using a silicon based force sensor. We used our device to measure forces exerted by wild type and mutant Caenorhabditis elegans moving on an agarose surface. Wild type C. elegans exert an average force of similar to 1 mu N on an individual pillar and a total average force of similar to 7.68 mu N. We show that the middle of C. elegans exerts more force than its extremities. We find that C. elegans mutants with defective body wall muscles apply significantly lower force on individual pillars, while mutants defective in sensing externally applied mechanical forces still apply the same average force per pillar compared to wild type animals. Average forces applied per pillar are independent of the length, diameter, or cuticle stiffness of the animal. We also used the device to measure, for the first time, forces applied by Drosophila melanogaster larvae. Peristaltic waves occurred at 0.4Hz applying an average force of similar to 1.58 mu N on a single pillar. Our colored microfluidic device along with its displacement tracking software allows us to measure forces applied by multiple model organisms that crawl or slither to travel through their environment. (C) 2015 AIP Publishing LLC.

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We derive analytical expressions for probability distribution function (PDF) for electron transport in a simple model of quantum junction in presence of thermal fluctuations. Our approach is based on the large deviation theory combined with the generating function method. For large number of electrons transferred, the PDF is found to decay exponentially in the tails with different rates due to applied bias. This asymmetry in the PDF is related to the fluctuation theorem. Statistics of fluctuations are analyzed in terms of the Fano factor. Thermal fluctuations play a quantitative role in determining the statistics of electron transfer; they tend to suppress the average current while enhancing the fluctuations in particle transfer. This gives rise to both bunching and antibunching phenomena as determined by the Fano factor. The thermal fluctuations and shot noise compete with each other and determine the net (effective) statistics of particle transfer. Exact analytical expression is obtained for delay time distribution. The optimal values of the delay time between successive electron transfers can be lowered below the corresponding shot noise values by tuning the thermal effects. (C) 2015 AIP Publishing LLC.

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The prime movers and refrigerators based on thermoacoustics have gained considerable importance toward practical applications in view of the absence of moving components, reasonable efficiency, use of environmental friendly working fluids, etc. Devices such as twin Standing Wave ThermoAcoustic Prime Mover (SWTAPM), Traveling Wave ThermoAcoustic Prime Mover (TWTAPM) and thermoacoustically driven Standing Wave ThermoAcoustic Refrigerator (SWTAR) have been studied by researchers. The numerical modeling and simulation play a vital role in their development. In our efforts to build the above thermoacoustic systems, we have carried out numerical analysis using the procedures of CFD on the above systems. The results of the analysis are compared with those of DeltaEC (freeware from LANL, USA) simulations and the experimental results wherever possible. For the CFD analysis commercial code Fluent 6.3.26 has been used along with the necessary boundary conditions for different working fluids at various average pressures. The results of simulation indicate that choice of the working fluid and the average pressure are critical to the performance of the above thermoacoustic devices. Also it is observed that the predictions through the CFD analysis are closer to the experimental results in most cases, compared to those of DeltaEC simulations. (C) 2015 Elsevier Ltd. All rights reserved.

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We compute the instantaneous contributions to the spherical harmonic modes of gravitational waveforms from compact binary systems in general orbits up to the third post-Newtonian (PN) order. We further extend these results for compact binaries in quasielliptical orbits using the 3PN quasi-Keplerian representation of the conserved dynamics of compact binaries in eccentric orbits. Using the multipolar post-Minkowskian formalism, starting from the different mass and current-type multipole moments, we compute the spin-weighted spherical harmonic decomposition of the instantaneous part of the gravitational waveform. These are terms which are functions of the retarded time and do not depend on the history of the binary evolution. Together with the hereditary part, which depends on the binary's dynamical history, these waveforms form the basis for construction of accurate templates for the detection of gravitational wave signals from binaries moving in quasielliptical orbits.

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Cellular signalling events are at the core of every adaptive response. Signalling events link environmental changes to physiological responses, consequently allowing cellular and organismal sustenance and survival. Classical approaches to study cellular signalling have relied on a variety of cell disruptive techniques which yield limited kinetic information, while the underlying events are much more complex. In this article, we discuss how modern live cell imaging microscopy has found increasing utilization in revealing spatio temporal dynamics of various signalling pathways. Utilizing the well studied mitogen-activated protein kinase (MAPK) signalling cascade as a template, the design, construction and utilization of `mobile' (translocation proficient) biosensors, suitable for studying MAPK signalling in living cells are described in detail. Experimental setup and results obtained from these biosensors, based on different proteins involved in the MAPK signalling cascade, have been described along with the setup of a microscope optimal for live cell imaging applications. Utilizing the ability to activate or deactivate signalling pathways using defined activators and specific pharmacological inhibitors, we also show how these sensors can yield unique spatial and temporal kinetic information of signalling in living cells.

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Cooperative relaying combined with selection exploits spatial diversity to significantly improve the performance of interference-constrained secondary users in an underlay cognitive radio (CR) network. However, unlike conventional relaying, the state of the links between the relay and the primary receiver affects the choice of the relay. Further, while the optimal amplify-and-forward (AF) relay selection rule for underlay CR is well understood for the peak interference-constraint, this is not so for the less conservative average interference constraint. For the latter, we present three novel AF relay selection (RS) rules, namely, symbol error probability (SEP)-optimal, inverse-of-affine (IOA), and linear rules. We analyze the SEPs of the IOA and linear rules and also develop a novel, accurate approximation technique for analyzing the performance of AF relays. Extensive numerical results show that all the three rules outperform several RS rules proposed in the literature and generalize the conventional AF RS rule.

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Clustering techniques which can handle incomplete data have become increasingly important due to varied applications in marketing research, medical diagnosis and survey data analysis. Existing techniques cope up with missing values either by using data modification/imputation or by partial distance computation, often unreliable depending on the number of features available. In this paper, we propose a novel approach for clustering data with missing values, which performs the task by Symmetric Non-Negative Matrix Factorization (SNMF) of a complete pair-wise similarity matrix, computed from the given incomplete data. To accomplish this, we define a novel similarity measure based on Average Overlap similarity metric which can effectively handle missing values without modification of data. Further, the similarity measure is more reliable than partial distances and inherently possesses the properties required to perform SNMF. The experimental evaluation on real world datasets demonstrates that the proposed approach is efficient, scalable and shows significantly better performance compared to the existing techniques.

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This paper considers the problem of receive antenna selection (AS) in a multiple-antenna communication system having a single radio-frequency (RF) chain. The AS decisions are based on noisy channel estimates obtained using known pilot symbols embedded in the data packets. The goal here is to minimize the average packet error rate (PER) by exploiting the known temporal correlation of the channel. As the underlying channels are only partially observed using the pilot symbols, the problem of AS for PER minimization is cast into a partially observable Markov decision process (POMDP) framework. Under mild assumptions, the optimality of a myopic policy is established for the two-state channel case. Moreover, two heuristic AS schemes are proposed based on a weighted combination of the estimated channel states on the different antennas. These schemes utilize the continuous valued received pilot symbols to make the AS decisions, and are shown to offer performance comparable to the POMDP approach, which requires one to quantize the channel and observations to a finite set of states. The performance improvement offered by the POMDP solution and the proposed heuristic solutions relative to existing AS training-based approaches is illustrated using Monte Carlo simulations.