337 resultados para optimal hedge ratio

em Indian Institute of Science - Bangalore - Índia


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Good quality single crystals of copper metagermanite, CuGeO3, are grown by flux technique. Growth is carried out at relatively low temperatures by using Bi2O3 along with CuO in an optimal flux ratio. Besides rendering the procedure simple, lower growth temperature reduces growth defect concentration. Single crystals of Cu1 - xCoxGeO3 and CuGe1 - yGayO3 are grown by the same method for different values of x and y to investigate the influence of in-chain and off-chain doping on spin-Peierls (SP) transition. Change in color, morphology and surface features as a result of doping are briefly discussed. Spin-Peierls transition of these crystals is studied by susceptibility measurements on a commercial SQUID magnetometer. Cationic substitution resulted in reduction of spin-Peierls transition temperature (T-SP) of CuGeO3. Substitution of magnetic impurity cobalt in-chain site caused more pronounced effects such as suppression of SP phase.

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Low grade thermal energy from sources such as solar, geothermal and industrial waste heat in the temperature range of 380-425 K can be converted to electrical energy with reasonable efficiency using isopentane and R-245fa. While the former is flammable and the latter has considerable global warming potential, their mixture in 0.7/0.3 mole fraction is shown to obviate these disadvantages and yet retain dominant merits of each fluid. A realistic thermodynamic analysis is carried out wherein the possible sources of irreversibilities such as isentropic efficiencies of the expander and the pump and entropy generation in the regenerator, boiler and condenser are accounted for. The performance of the system in the chosen range of heat source temperatures is evaluated. A technique of identifying the required source temperature for a given output of the plant and the maximum operating temperature of the working fluid is developed. This is based on the pinch point occurrence in the boiler and entropy generation in the boiling and superheating regions of the boiler. It is shown that cycle efficiencies of 10-13% can be obtained in the range investigated at an optimal expansion ratio of 7-10. (C) 2012 Elsevier Ltd. All rights reserved.

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The problem of constructing space-time (ST) block codes over a fixed, desired signal constellation is considered. In this situation, there is a tradeoff between the transmission rate as measured in constellation symbols per channel use and the transmit diversity gain achieved by the code. The transmit diversity is a measure of the rate of polynomial decay of pairwise error probability of the code with increase in the signal-to-noise ratio (SNR). In the setting of a quasi-static channel model, let n(t) denote the number of transmit antennas and T the block interval. For any n(t) <= T, a unified construction of (n(t) x T) ST codes is provided here, for a class of signal constellations that includes the familiar pulse-amplitude (PAM), quadrature-amplitude (QAM), and 2(K)-ary phase-shift-keying (PSK) modulations as special cases. The construction is optimal as measured by the rate-diversity tradeoff and can achieve any given integer point on the rate-diversity tradeoff curve. An estimate of the coding gain realized is given. Other results presented here include i) an extension of the optimal unified construction to the multiple fading block case, ii) a version of the optimal unified construction in which the underlying binary block codes are replaced by trellis codes, iii) the providing of a linear dispersion form for the underlying binary block codes, iv) a Gray-mapped version of the unified construction, and v) a generalization of construction of the S-ary case corresponding to constellations of size S-K. Items ii) and iii) are aimed at simplifying the decoding of this class of ST codes.

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We develop an optimal, distributed, and low feedback timer-based selection scheme to enable next generation rate-adaptive wireless systems to exploit multi-user diversity. In our scheme, each user sets a timer depending on its signal to noise ratio (SNR) and transmits a small packet to identify itself when its timer expires. When the SNR-to-timer mapping is monotone non-decreasing, timers of users with better SNRs expire earlier. Thus, the base station (BS) simply selects the first user whose timer expiry it can detect, and transmits data to it at as high a rate as reliably possible. However, timers that expire too close to one another cannot be detected by the BS due to collisions. We characterize in detail the structure of the SNR-to-timer mapping that optimally handles these collisions to maximize the average data rate. We prove that the optimal timer values take only a discrete set of values, and that the rate adaptation policy strongly influences the optimal scheme's structure. The optimal average rate is very close to that of ideal selection in which the BS always selects highest rate user, and is much higher than that of the popular, but ad hoc, timer schemes considered in the literature.

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Feature extraction in bilingual OCR is handicapped by the increase in the number of classes or characters to be handled. This is evident in the case of Indian languages whose alphabet set is large. It is expected that the complexity of the feature extraction process increases with the number of classes. Though the determination of the best set of features that could be used cannot be ascertained through any quantitative measures, the characteristics of the scripts can help decide on the feature extraction procedure. This paper describes a hierarchical feature extraction scheme for recognition of printed bilingual (Tamil and Roman) text. The scheme divides the combined alphabet set of both the scripts into subsets by the extraction of certain spatial and structural features. Three features viz geometric moments, DCT based features and Wavelet transform based features are extracted from the grouped symbols and a linear transformation is performed on them for the purpose of efficient representation in the feature space. The transformation is obtained by the maximization of certain criterion functions. Three techniques : Principal component analysis, maximization of Fisher's ratio and maximization of divergence measure have been employed to estimate the transformation matrix. It has been observed that the proposed hierarchical scheme allows for easier handling of the alphabets and there is an appreciable rise in the recognition accuracy as a result of the transformations.

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We address the problem of local-polynomial modeling of smooth time-varying signals with unknown functional form, in the presence of additive noise. The problem formulation is in the time domain and the polynomial coefficients are estimated in the pointwise minimum mean square error (PMMSE) sense. The choice of the window length for local modeling introduces a bias-variance tradeoff, which we solve optimally by using the intersection-of-confidence-intervals (ICI) technique. The combination of the local polynomial model and the ICI technique gives rise to an adaptive signal model equipped with a time-varying PMMSE-optimal window length whose performance is superior to that obtained by using a fixed window length. We also evaluate the sensitivity of the ICI technique with respect to the confidence interval width. Simulation results on electrocardiogram (ECG) signals show that at 0dB signal-to-noise ratio (SNR), one can achieve about 12dB improvement in SNR. Monte-Carlo performance analysis shows that the performance is comparable to the basic wavelet techniques. For 0 dB SNR, the adaptive window technique yields about 2-3dB higher SNR than wavelet regression techniques and for SNRs greater than 12dB, the wavelet techniques yield about 2dB higher SNR.

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Optimal switching angles for minimization of total harmonic distortion of line current (I-THD) in a voltage source inverter are determined traditionally by imposing half-wave symmetry (HWS) and quarter-wave symmetry (QWS) conditions on the pulse width modulated waveform. This paper investigates optimal switching angles with QWS relaxed. Relaxing QWS expands the solution space and presents the possibility of improved solutions. The optimal solutions without QWS are shown here to outperform the optimal solutions with QWS over a range of modulation index (M) between 0.82 and 0.94 for a switching frequency to fundamental frequency ratio of 5. Theoretical and experimental results are presented on a 2.3kW induction motor drive.

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We examine the effect of subdividing the potential barrier along the reaction coordinate on Kramers' escape rate for a model potential. Using the known supersymmetric potential approach, we show the existence of an optimal number of subdivisions that maximizes the rate.

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The problem of optimal scheduling of the generation of a hydro-thermal power system that is faced with a shortage of energy is studied. The deterministic version of the problem is first analyzed, and the results are then extended to cases where the loads and the hydro inflows are random variables.

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This paper deals with the optimal load flow problem in a fixed-head hydrothermal electric power system. Equality constraints on the volume of water available for active power generation at the hydro plants as well as inequality constraints on the reactive power generation at the voltage controlled buses are imposed. Conditions for optimal load flow are derived and a successive approximation algorithm for solving the optimal generation schedule is developed. Computer implementation of the algorithm is discussed, and the results obtained from the computer solution of test systems are presented.

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The requirement of a suitable energy source during the induced synthesis of nitrate reductase in Image was investigated. The levels of nitrate reductase induced were shown to be energy-dependent, and to vary in response to the type of carbon source provided. Glycerol, fructose, ethanol, glucose, and sucrose served as efficient energy sources. Growth rate of the yeast and the induced level of nitrate reductase were dependent on the ratio of carbon to nitrogen in the induction medium, and ratio of 2 being optimal. Induction of nitrate reductase was inhibited by uncouplers, 2,4-dinitrophenol (DNP), dicumarol and carbonyl cyanide Candida-Utilis -trifluoromethoxy phenyl hydrazone (CCCP), and by cyanide and azide, indicating an absolute energy-dependency. The facilitation of induction of a high level of nitrate reductase by exogenously added ATP as sole source of energy confirmed the obligate requirement of ATP for the synthesis of nitrate reductase in Candida-Utilis.

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Systems of learning automata have been studied by various researchers to evolve useful strategies for decision making under uncertainity. Considered in this paper are a class of hierarchical systems of learning automata where the system gets responses from its environment at each level of the hierarchy. A classification of such sequential learning tasks based on the complexity of the learning problem is presented. It is shown that none of the existing algorithms can perform in the most general type of hierarchical problem. An algorithm for learning the globally optimal path in this general setting is presented, and its convergence is established. This algorithm needs information transfer from the lower levels to the higher levels. Using the methodology of estimator algorithms, this model can be generalized to accommodate other kinds of hierarchical learning tasks.

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A constitutive modeling approach for shape memory alloy (SMA) wire by taking into account the microstructural phase inhomogeneity and the associated solid-solid phase transformation kinetics is reported in this paper. The approach is applicable to general thermomechanical loading. Characterization of various scales in the non-local rate sensitive kinetics is the main focus of this paper. Design of SMA materials and actuators not only involve an optimal exploitation of the hysteresis loops during loading-unloading, but also accounts for fatigue and training cycle identifications. For a successful design of SMA integrated actuator systems, it is essential to include the microstructural inhomogeneity effects and the loading rate dependence of the martensitic evolution, since these factors play predominant role in fatigue. In the proposed formulation, the evolution of new phase is assumed according to Weibull distribution. Fourier transformation and finite difference methods are applied to arrive at the analytical form of two important scaling parameters. The ratio of these scaling parameters is of the order of 10(6) for stress-free temperature-induced transformation and 10(4) for stress-induced transformation. These scaling parameters are used in order to study the effect of microstructural variation on the thermo-mechanical force and interface driving force. It is observed that the interface driving force is significant during the evolution. Increase in the slopes of the transformation start and end regions in the stress-strain hysteresis loop is observed for mechanical loading with higher rates.

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We consider the problem of estimating the optimal parameter trajectory over a finite time interval in a parameterized stochastic differential equation (SDE), and propose a simulation-based algorithm for this purpose. Towards this end, we consider a discretization of the SDE over finite time instants and reformulate the problem as one of finding an optimal parameter at each of these instants. A stochastic approximation algorithm based on the smoothed functional technique is adapted to this setting for finding the optimal parameter trajectory. A proof of convergence of the algorithm is presented and results of numerical experiments over two different settings are shown. The algorithm is seen to exhibit good performance. We also present extensions of our framework to the case of finding optimal parameterized feedback policies for controlled SDE and present numerical results in this scenario as well.

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In this paper, we consider the bi-criteria single machine scheduling problem of n jobs with a learning effect. The two objectives considered are the total completion time (TC) and total absolute differences in completion times (TADC). The objective is to find a sequence that performs well with respect to both the objectives: the total completion time and the total absolute differences in completion times. In an earlier study, a method of solving bi-criteria transportation problem is presented. In this paper, we use the methodology of solvin bi-criteria transportation problem, to our bi-criteria single machine scheduling problem with a learning effect, and obtain the set of optimal sequences,. Numerical examples are presented for illustrating the applicability and ease of understanding.