175 resultados para Stochastic adding machine


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In this paper, knowledge-based approach using Support Vector Machines (SVMs) are used for estimating the coordinated zonal settings of a distance relay. The approach depends on the detailed simulation studies of apparent impedance loci as seen by distance relay during disturbance, considering various operating conditions including fault resistance. In a distance relay, the impedance loci given at the relay location is obtained from extensive transient stability studies. SVMs are used as a pattern classifier for obtaining distance relay co-ordination. The scheme utilizes the apparent impedance values observed during a fault as inputs. An improved performance with the use of SVMs, keeping the reach when faced with different fault conditions as well as system power flow changes, are illustrated with an equivalent 265 bus system of a practical Indian Western Grid.

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This paper presents the design and performance analysis of a detector based on suprathreshold stochastic resonance (SSR) for the detection of deterministic signals in heavy-tailed non-Gaussian noise. The detector consists of a matched filter preceded by an SSR system which acts as a preprocessor. The SSR system is composed of an array of 2-level quantizers with independent and identically distributed (i.i.d) noise added to the input of each quantizer. The standard deviation sigma of quantizer noise is chosen to maximize the detection probability for a given false alarm probability. In the case of a weak signal, the optimum sigma also minimizes the mean-square difference between the output of the quantizer array and the output of the nonlinear transformation of the locally optimum detector. The optimum sigma depends only on the probability density functions (pdfs) of input noise and quantizer noise for weak signals, and also on the signal amplitude and the false alarm probability for non-weak signals. Improvement in detector performance stems primarily from quantization and to a lesser extent from the optimization of quantizer noise. For most input noise pdfs, the performance of the SSR detector is very close to that of the optimum detector. (C) 2012 Elsevier B.V. All rights reserved.

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A scheme for stabilizing stochastic approximation iterates by adaptively scaling the step sizes is proposed and analyzed. This scheme leads to the same limiting differential equation as the original scheme and therefore has the same limiting behavior, while avoiding the difficulties associated with projection schemes. The proof technique requires only that the limiting o.d.e. descend a certain Lyapunov function outside an arbitrarily large bounded set. (C) 2012 Elsevier B.V. All rights reserved.

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In this paper, we address a scheduling problem for minimizing total weighted flowtime, observed in automobile gear manufacturing. Specifically, the bottleneck operation of the pre-heat treatment stage of gear manufacturing process has been dealt with in scheduling. Many real-life scenarios like unequal release times, sequence dependent setup times, and machine eligibility restrictions have been considered. A mathematical model taking into account dynamic starting conditions has been proposed. The problem is derived to be NP-hard. To approach the problem, a few heuristic algorithms have been proposed. Based on planned computational experiments, the performance of the proposed heuristic algorithms is evaluated: (a) in comparison with optimal solution for small-size problem instances and (b) in comparison with the estimated optimal solution for large-size problem instances. Extensive computational analyses reveal that the proposed heuristic algorithms are capable of consistently yielding near-statistically estimated optimal solutions in a reasonable computational time.

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We present a model of identical coupled two-state stochastic units, each of which in isolation is governed by a fixed refractory period. The nonlinear coupling between units directly affects the refractory period, which now depends on the global state of the system and can therefore itself become time dependent. At weak coupling the array settles into a quiescent stationary state. Increasing coupling strength leads to a saddle node bifurcation, beyond which the quiescent state coexists with a stable limit cycle of nonlinear coherent oscillations. We explicitly determine the critical coupling constant for this transition.

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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.

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We study zero-sum risk-sensitive stochastic differential games on the infinite horizon with discounted and ergodic payoff criteria. Under certain assumptions, we establish the existence of values and saddle-point equilibria. We obtain our results by studying the corresponding Hamilton-Jacobi-Isaacs equations. Finally, we show that the value of the ergodic payoff criterion is a constant multiple of the maximal eigenvalue of the generators of the associated nonlinear semigroups.

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In this article, we address stochastic differential games of mixed type with both control and stopping times. Under standard assumptions, we show that the value of the game can be characterized as the unique viscosity solution of corresponding Hamilton-Jacobi-Isaacs (HJI) variational inequalities.

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Linear quadratic stabilizers are well-known for their superior control capabilities when compared to the conventional lead-lag power system stabilizers. However, they have not seen much of practical importance as the state variables are generally not measurable; especially the generator rotor angle measurement is not available in most of the power plants. Full state feedback controllers require feedback of other machine states in a multi-machine power system and necessitate block diagonal structure constraints for decentralized implementation. This paper investigates the design of Linear Quadratic Power System Stabilizers using a recently proposed modified Heffron-Phillip's model. This model is derived by taking the secondary bus voltage of the step-up transformer as reference instead of the infinite bus. The state variables of this model can be obtained by local measurements. This model allows a coordinated linear quadratic control design in multi machine systems. The performance of the proposed controller has been evaluated on two widely used multi-machine power systems, 4 generator 10 bus and 10 generator 39 bus systems. It has been observed that the performance of the proposed controller is superior to that of the conventional Power System Stabilizers (PSS) over a wide range of operating and system conditions.

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The use of mutagenic drugs to drive HIV-1 past its error threshold presents a novel intervention strategy, as suggested by the quasispecies theory, that may be less susceptible to failure via viral mutation-induced emergence of drug resistance than current strategies. The error threshold of HIV-1, mu(c), however, is not known. Application of the quasispecies theory to determine mu(c) poses significant challenges: Whereas the quasispecies theory considers the asexual reproduction of an infinitely large population of haploid individuals, HIV-1 is diploid, undergoes recombination, and is estimated to have a small effective population size in vivo. We performed population genetics-based stochastic simulations of the within-host evolution of HIV-1 and estimated the structure of the HIV-1 quasispecies and mu(c). We found that with small mutation rates, the quasispecies was dominated by genomes with few mutations. Upon increasing the mutation rate, a sharp error catastrophe occurred where the quasispecies became delocalized in sequence space. Using parameter values that quantitatively captured data of viral diversification in HIV-1 patients, we estimated mu(c) to be 7 x 10(-5) -1 x 10(-4) substitutions/site/replication, similar to 2-6 fold higher than the natural mutation rate of HIV-1, suggesting that HIV-1 survives close to its error threshold and may be readily susceptible to mutagenic drugs. The latter estimate was weakly dependent on the within-host effective population size of HIV-1. With large population sizes and in the absence of recombination, our simulations converged to the quasispecies theory, bridging the gap between quasispecies theory and population genetics-based approaches to describing HIV-1 evolution. Further, mu(c) increased with the recombination rate, rendering HIV-1 less susceptible to error catastrophe, thus elucidating an added benefit of recombination to HIV-1. Our estimate of mu(c) may serve as a quantitative guideline for the use of mutagenic drugs against HIV-1.