536 resultados para DYNAMIC PORTFOLIO SELECTION


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This paper proposes a method for design of a set-point regulation controller with integral action for an underactuated robotic system. The robot is described as a port-Hamiltonian system, and the control design is based on a coordinate transformation and a dynamic extension. Both the change of coordinates and the dynamic extension add extra degrees of freedom that facilitate the solution of the matching equation associated with interconnection and damping assignment passivity-based control designs (IDA-PBC). The stability of the controlled system is proved using the closed loop Hamiltonian as a Lyapunov candidate function. The performance of the proposed controller is shown in simulation.

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Several analytical methods for Dynamic System Optimum (DSO) assignment have been proposed but they are basically classified into two kinds. This chapter attempts to establish DSO by equilbrating the path dynamic marginal time (DMT). The authors analyze the path DMT for a single path with tandem bottlenecks and showed that the path DMT is not the simple summation of DMT associated with each bottleneck along the path. Next, the authors examined the DMT of several paths passing through a common bottleneck. It is shown that the externality at the bottleneck is shared by the paths in proportion to their demand from the current time until the queue vanishes. This share of the externality is caused by the departure rate shift under first in first out (FIFO) and the externality propagates to the downstream bottlenecks. However, the externalities propagates to the downstream are calculated out if downstream bottlenecks exist. Therefore, the authors concluded that the path DMT can be evaluated without considering the propagation of the externalities, but just as in the evaluation of the path DMT for a single path passing through a series of bottlenecks between the origin and destination. Based on the DMT analysis, the authors finally proposed a heuristic solution algorithm and verified it by comparing the numerical solution with the analytical one.

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Background: Display technologies which allow peptides or proteins to be physically associated with the encoding DNA are central to procedures which involve screening of protein libraries in vitro for new or altered function. Here we describe a new system designed specifically for the display of libraries of diverse, functional proteins which utilises the DNA binding protein nuclear factor κB (NF-κB) p50 to establish a phenotype–genotype link between the displayed protein and the encoding gene. Results: A range of model fusion proteins to either the amino- or carboxy-terminus of NF-κB p50 have been constructed and shown to retain the picomolar affinity and DNA specificity of wild-type NF-κB p50. Through use of an optimal combination of binding buffer and DNA target sequence, the half-life of p50–DNA complexes could be increased to over 47 h, enabling the competitive selection of a variety of protein–plasmid complexes with enrichment factors of up to 6000-fold per round. The p50-based plasmid display system was used to enrich a maltose binding protein complex to homogeneity in only three rounds from a binary mixture with a starting ratio of 1:108 and to enrich to near homogeneity a single functional protein from a phenotype–genotype linked Escherichia coli genomic library using in vitro functional selections. Conclusions: A new display technology is described which addresses the challenge of functional protein display. The results demonstrate that plasmid display is sufficiently sensitive to select a functional protein from large libraries and that it therefore represents a useful addition to the repertoire of display technologies.

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Industrial transformer is one of the most critical assets in the power and heavy industry. Failures of transformers can cause enormous losses. The poor joints of the electrical circuit on transformers can cause overheating and results in stress concentration on the structure which is the major cause of catastrophic failure. Few researches have been focused on the mechanical properties of industrial transformers under overheating thermal conditions. In this paper, both mechanical and thermal properties of industrial transformers are jointly investigated using Finite Element Analysis (FEA). Dynamic response analysis is conducted on a modified transformer FEA model, and the computational results are compared with experimental results from literature to validate this simulation model. Based on the FEA model, thermal stress is calculated under different temperature conditions. These analysis results can provide insights to the understanding of the failure of transformers due to overheating, therefore are significant to assess winding fault, especially to the manufacturing and maintenance of large transformers.

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Condensation technique of degree of freedom is first proposed to improve the computational efficiency of meshfree method with Galerkin weak form for elastic dynamic analysis. In the present method, scattered nodes without connectivity are divided into several subsets by cells with arbitrary shape. Local discrete equation is established over each cell by using moving Kriging interpolation, in which the nodes that located in the cell are used for approximation. Then local discrete equations can be simplified by condensation of degree of freedom, which transfers equations of inner nodes to equations of boundary nodes based on cells. The global dynamic system equations are obtained by assembling all local discrete equations and are solved by using the standard implicit Newmark’s time integration scheme. In the scheme of present method, the calculation of each cell is carried out by meshfree method, and local search is implemented in interpolation. Numerical examples show that the present method has high computational efficiency and good accuracy in solving elastic dynamic problems.

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Mammographic density (MD) is a strong heritable risk factor for breast cancer, and may decrease with increasing parity. However, the biomolecular basis for MD-associated breast cancer remains unclear, and systemic hormonal effects on MD-associated risk is poorly understood. This study assessed the effect of murine peripartum states on high and low MD tissue maintained in a xenograft model of human MD. Method High and low MD human breast tissues were precisely sampled under radiographic guidance from prophylactic mastectomy specimens of women. The high and low MD tissues were maintained in separate vascularised biochambers in nulliparous or pregnant SCID mice for 4 weeks, or mice undergoing postpartum involution or lactation for three additional weeks. High and low MD biochamber material was harvested for histologic and radiographic comparisons during various murine peripartum states. High and low MD biochamber tissues in nulliparous mice were harvested at different timepoints for histologic and radiographic comparisons. Results High MD biochamber tissues had decreased stromal (p = 0.0027), increased adipose (p = 0.0003) and a trend to increased glandular tissue areas (p = 0.076) after murine postpartum involution. Stromal areas decreased (p = 0.042), while glandular (p = 0.001) and adipose areas (p = 0.009) increased in high MD biochamber tissues during lactation. A difference in radiographic density was observed in high (p = 0.0021) or low MD biochamber tissues (p = 0.004) between nulliparous, pregnant and involution groups. No differences in tissue composition were observed in high or low MD biochamber tissues maintained for different durations, although radiographic density increased over time. Conclusion High MD biochamber tissues had measurable histologic changes after postpartum involution or lactation. Alterations in radiographic density occurred in biochamber tissues between different peripartum states and over time. These findings demonstrate the dynamic nature of the human MD xenograft model, providing a platform for studying the biomolecular basis of MD-associated cancer risk. © 2013 Springer Science+Business Media New York.

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Involving the biopsy of an eight-cell embryo, PGD has been hailed as a means of making reproductive decisions without having to face the heart-wrenching decision to abort an affected foetus. However, controversy around the kinds of traits for which testing can be done, and who has access to the technology, has led to questions about the way in which the technology is developing. Women who are allowed to access in vitro fertilisation (IVF) services can currently also access PGD in limited circumstances.

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A key concept for the centralized provision of Business Process Management (BPM) is the Center of Excellence (CoE). Organizations establish a CoE (aka BPM Support Office) as their BPM maturity increases in order to ensure a consistent and cost-effective way of offering BPM services. The definition of the offerings of such a center and the allocation of roles and responsibilities play an important role within BPM Governance. In order to plan the role of such a BPM CoE, this chapter proposes the productization of BPM leading to a set of fifteen distinct BPM services. A portfolio management approach is suggested to position these services. The approach allows identifying specific normative strategies for each BPM service, such as further training or BPM communication and marketing. A public sector case study provides further insights into how this approach has been used in practice. Empirical evidence from a survey with 15 organizations confirms the coverage of this set of BPM services and shows typical profiles for such BPM Centers of Excellence.

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This thesis describes the investigation of an Aircraft Dynamic Navigation (ADN) approach, which incorporates an Aircraft Dynamic Model (ADM) directly into the navigation filter of a fixed-wing aircraft or UAV. The result is a novel approach that offers both performance improvements and increased reliability during short-term GPS outages. This is important in allowing future UAVs to achieve routine, unconstrained, and safe operations in commercial environments. The primary contribution of this research is the formulation Unscented Kalman Filter (UKF) which incorporates a complex, non-linear, laterally and longitudinally coupled, ADM, and sensor suite consisting of a Global Positioning System (GPS) receiver, Inertial Measurement Unit (IMU), Electronic Compass (EC), and Air Data (AD) Pitot Static System.

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Background Display technologies which allow peptides or proteins to be physically associated with the encoding DNA are central to procedures which involve screening of protein libraries in vitro for new or altered function. Here we describe a new system designed specifically for the display of libraries of diverse, functional proteins which utilises the DNA binding protein nuclear factor κB (NF-κB) p50 to establish a phenotype-genotype link between the displayed protein and the encoding gene. Results A range of model fusion proteins to either the amino- or carboxy-terminus of NF-κB p50 have been constructed and shown to retain the picomolar affinity and DNA specificity of wild-type NF-κB p50. Through use of an optimal combination of binding buffer and DNA target sequence, the half-life of p50-DNA complexes could be increased to over 47 h, enabling the competitive selection of a variety of protein-plasmid complexes with enrichment factors of up to 6000-fold per round. The p50-based plasmid display system was used to enrich a maltose binding protein complex to homogeneity in only three rounds from a binary mixture with a starting ratio of 1:108 and to enrich to near homogeneity a single functional protein from a phenotype-genotype linked Escherichia coli genomic library using in vitro functional selections. Conclusions A new display technology is described which addresses the challenge of functional protein display. The results demonstrate that plasmid display is sufficiently sensitive to select a functional protein from large libraries and that it therefore represents a useful addition to the repertoire of display technologies.

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This paper presents the application of a statistical method for model structure selection of lift-drag and viscous damping components in ship manoeuvring models. The damping model is posed as a family of linear stochastic models, which is postulated based on previous work in the literature. Then a nested test of hypothesis problem is considered. The testing reduces to a recursive comparison of two competing models, for which optimal tests in the Neyman sense exist. The method yields a preferred model structure and its initial parameter estimates. Alternatively, the method can give a reduced set of likely models. Using simulated data we study how the selection method performs when there is both uncorrelated and correlated noise in the measurements. The first case is related to instrumentation noise, whereas the second case is related to spurious wave-induced motion often present during sea trials. We then consider the model structure selection of a modern high-speed trimaran ferry from full scale trial data.

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In spite of the extensive usage of continuous welded rails, a number of rail joints still exist in the track. Although a number of them exist as part of turnouts in the yards where the speed is not of concern, the Insultated Rail Joints (IRJs) that exist in ballasted tracks remain a source of significant impact loading. A portion of the dynamic load generated at the rail joints due to wheel passage is transmitted to the support system which leads to permanent settlements of the ballast layer with subsequent vertical misalignment of the sleepers around the rail joints. The vertical misalignment of the adjacent sleepers forms a source of high frequency dynamic load raisers causing significant maintenance work including localised grinding of railhead around the joint, re-alignment of the sleepers and/or ballast tamping or track component renewals/repairs. These localised maintenance activities often require manual inspections and disruptions to the train traffic loading to significant costs to the rail industry. Whilst a number of studies have modelled the effect of joints as dips, none have specifically attended to the effect of vertical misalignment of the sleepers on the dynamic response of rail joints. This paper presents a coupled finite element track model and rigid body track-vehicle interaction model through which the effects of vertical of sleepers on the increase in dynamic loads around the IRJ are studied. The finite element track model is employed to determine the generated dip from elastic deformations as well as the vertical displacement of sleepers around the joint. These data (dip and vertical misalignments) are then imported into the rigid body vehicle-track interaction model to calculate the dynamic loads.

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This paper presents a framework for the design of a joint motion controller and a control allocation strategy for dynamic positioning of marine vehicles. The key aspects of the proposed designs are a systematic approach to deal with actuator saturation and to inform the motion controller about saturation. The proposed system uses a mapping that translates the actuator constraint sets into constraint sets at the motion controller level. Hence, while the motion controller addresses the constraints, the control allocation algorithm can solve an unconstrained optimisation problem. The constrained control design is approached using a multivariable anti-wind-up strategy for strictly proper controllers. This is applicable to the implementation of PI and PID type of motion controllers.

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Multiplayer Dynamic Difficulty Adjustment (mDDA) is a method of reducing the difference in player performance and subsequent challenge in competitive multiplayer video games. As a balance of between player skill and challenge experienced is necessary for optimal player experience, this experimental study investigates the effects of mDDA and awareness of its presence on player performance and experience using subjective and biometric measures. Early analysis indicates that mDDA normalizes performance and challenge as expected, but awareness of its presence can reduce its effectiveness.

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This exploratory study into director selection involved in-depth interviews with Australian non-executive directors to identify what directors consider as important criteria when selecting new members and the approach taken to identify and select candidates. The findings indicate boards select new members based not only on their ability to contribute complementary skills and experience but also on a perceived compatibility with incumbent board members. While these two selection criteria are considered equal in importance, not all selection approaches are able to adequately assess both criteria. As a result many selections fail to realise their selection criteria.