20 resultados para Balancing market

em Indian Institute of Science - Bangalore - Índia


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Common mode voltage (CMV) variations in PWM inverter-fed drives generate unwanted shaft and bearing current resulting in early motor failure. Multilevel inverters reduce this problem to some extent, with higher number of levels. But the complexity of the power circuit increases with an increase in the number of inverter voltage levels. In this paper a five-level inverter structure is proposed for open-end winding induction motor (IM) drives, by cascading only two conventional two-level and three-level inverters, with the elimination of the common mode voltage over the entire modulation range. The DC link power supply requirement is also optimized by means of DC link capacitor voltage balancing, with PWM control., using only inverter switching state redundancies. The proposed power circuit gives a simple power bits structure.

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A switched DC voltage three level NPC is proposed in this paper to eliminate capacitor balancing problems in conventional three-level Neutral Point Clamped (NPC) inverter. The proposed configuration requires only one DC link with a voltage V-dc/2, where V-dc is the DC link voltage in a onventional NPC inverter. To get rated DC link voltage (V-dc), the voltage source is alternately onnected in parallel to one of the two series capacitors using two switches and two diodes with device voltage rating of V-dc/2. The frequency at which the voltage source is switched is independent and will not affect the operation of NPC inverter. The switched voltage source in this configuration balances the capacitors automatically. The proposed configuration can also be used as a conventional two level inverter in lower modulation range, thereby increases the reliability of the drive system. A space vector based PWM scheme is used to verify this proposed topology.

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We address risk minimizing option pricing in a semi-Markov modulated market where the floating interest rate depends on a finite state semi-Markov process. The growth rate and the volatility of the stock also depend on the semi-Markov process. Using the Föllmer–Schweizer decomposition we find the locally risk minimizing price for European options and the corresponding hedging strategy. We develop suitable numerical methods for computing option prices.

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We address a portfolio optimization problem in a semi-Markov modulated market. We study both the terminal expected utility optimization on finite time horizon and the risk-sensitive portfolio optimization on finite and infinite time horizon. We obtain optimal portfolios in relevant cases. A numerical procedure is also developed to compute the optimal expected terminal utility for finite horizon problem.

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We address asymptotic analysis of option pricing in a regime switching market where the risk free interest rate, growth rate and the volatility of the stocks depend on a finite state Markov chain. We study two variations of the chain namely, when the chain is moving very fast compared to the underlying asset price and when it is moving very slow. Using quadratic hedging and asymptotic expansion, we derive corrections on the locally risk minimizing option price.

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A switched rectifier DC voltage source three-level neutral-point-clamped (NPC) converter topology is proposed here to alleviate the inverter from capacitor voltage balancing in three-level drive systems. The proposed configuration requires only one DC link with a voltage of half of that needed in a conventional NPC inverter. To obtain a rated DC link voltage, the rectifier DC source is alternately connected in parallel to one of the two series capacitors using two switches and two diodes with device voltage ratings of half the total DC bus voltage. The frequency at which the voltage source is switched is independent of the inverter and will not affect its operation since the switched voltage source in this configuration balances the capacitors automatically. The proposed configuration can also be used as a conventional two-level inverter in the lower modulation index range, thereby increasing the reliability of the drivesystem. A space-vector-based PWM scheme is used to verify this proposed topology on a laboratory system.

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A model comprising several servers, each equipped with its own queue and with possibly different service speeds, is considered. Each server receives a dedicated arrival stream of jobs; there is also a stream of generic jobs that arrive to a job scheduler and can be individually allocated to any of the servers. It is shown that if the arrival streams are all Poisson and all jobs have the same exponentially distributed service requirements, the probabilistic splitting of the generic stream that minimizes the average job response time is such that it balances the server idle times in a weighted least-squares sense, where the weighting coefficients are related to the service speeds of the servers. The corresponding result holds for nonexponentially distributed service times if the service speeds are all equal. This result is used to develop adaptive quasi-static algorithms for allocating jobs in the generic arrival stream when the load parameters are unknown. The algorithms utilize server idle-time measurements which are sent periodically to the central job scheduler. A model is developed for these measurements, and the result mentioned is used to cast the problem into one of finding a projection of the root of an affine function, when only noisy values of the function can be observed

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We address risk minimizing option pricing in a regime switching market where the floating interest rate depends on a finite state Markov process. The growth rate and the volatility of the stock also depend on the Markov process. Using the minimal martingale measure, we show that the locally risk minimizing prices for certain exotic options satisfy a system of Black-Scholes partial differential equations with appropriate boundary conditions. We find the corresponding hedging strategies and the residual risk. We develop suitable numerical methods to compute option prices.

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Reduction of the execution time of a job through equitable distribution of work load among the processors in a distributed system is the goal of load balancing. Performance of static and dynamic load balancing algorithms for the extended hypercube, is discussed. Threshold algorithms are very well-known algorithms for dynamic load balancing in distributed systems. An extension of the threshold algorithm, called the multilevel threshold algorithm, has been proposed. The hierarchical interconnection network of the extended hypercube is suitable for implementing the proposed algorithm. The new algorithm has been implemented on a transputer-based system and the performance of the algorithm for an extended hypercube is compared with those for mesh and binary hypercube networks

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The constructional details of an 18-bit binary inductive voltage divider (IVD) for a.c. bridge applications is described. Simplified construction with less number of windings, interconnection of winding through SPDT solid state relays instead of DPDT relays, improves reliability of IVD. High accuracy for most precision measurement achieved without D/A converters. The checks for self consistency in voltage division shows that the error is less than 2 counts in 2(18).

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Relay selection combined with buffering of packets of relays can substantially increase the throughput of a cooperative network that uses rateless codes. However, buffering also increases the end-to-end delays due to the additional queuing delays at the relay nodes. In this paper we propose a novel method that exploits a unique property of rateless codes that enables a receiver to decode a packet from non-contiguous and unordered portions of the received signal. In it, each relay, depending on its queue length, ignores its received coded bits with a given probability. We show that this substantially reduces the end-to-end delays while retaining almost all of the throughput gain achieved by buffering. In effect, the method increases the odds that the packet is first decoded by a relay with a smaller queue. Thus, the queuing load is balanced across the relays and traded off with transmission times. We derive explicit necessary and sufficient conditions for the stability of this system when the various channels undergo fading. Despite encountering analytically intractable G/GI/1 queues in our system, we also gain insights about the method by analyzing a similar system with a simpler model for the relay-to-destination transmission times.

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We present a method to statically balance a general treestructured,planar revolute-joint linkage loaded with linear springs or constant forces without using auxiliary links. The balancing methods currently documented in the literature use extra links; some do not apply when there are spring loads and some are restricted to only two-link serial chains. In our method, we suitably combine any non-zero-free-length load spring with another spring to result in an effective zero-free-length spring load. If a link has a single joint (with the parent link), we give a procedure to attach extra zero-free-length springs to it so that forces and moments are balanced for the link. Another consequence of this attachment is that the constraint force of the joint on the parent link becomes equivalent to a zero-free-length spring load. Hence, conceptually,for the parent link, the joint with its child is removed and replaced with the zero-free-length spring. This feature allows recursive application of this procedure from the end-branches of the tree down to the root, satisfying force and moment balance of all the links in the process. Furthermore, this method can easily be extended to the closed-loop revolute-joint linkages, which is also illustrated in the paper.

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Common mode voltage (CMV) variations in PWM inverter-fed drives generate unwanted shaft and bearing current resulting in early motor failure. Multilevel inverters reduce this problem to some extent, with higher number of levels. But the complexity of the power circuit increases with an increase in the number of inverter voltage levels. In this paper a five-level inverter structure is proposed for open-end winding induction motor (IM) drives, by cascading only two conventional two-level and three-level inverters, with the elimination of the common mode voltage over the entire modulation range. The DC link power supply requirement is also optimized by means of DC link capacitor voltage balancing, with PWM control, using only inverter switching state redundancies. The proposed power circuit gives a simple power bus structure.