232 resultados para Simulated annealing algorithm
Resumo:
The paper analyzes the performance of the unconstrained filtered-x LMS (FxLMS) algorithm for active noise control (ANC), where we remove the constraints on the controller that it must be causal and has finite impulse response. It is shown that the unconstrained FxLMS algorithm always converges to, if stable, the true optimum filter, even if the estimation of the secondary path is not perfect, and its final mean square error is independent of the secondary path. Moreover, we show that the sufficient and necessary stability condition for the feedforward unconstrained FxLMS is that the maximum phase error of the secondary path estimation must be within 90°, which is the only necessary condition for the feedback unconstrained FxLMS. The significance of the analysis on a practical system is also discussed. Finally we show how the obtained results can guide us to design a robust feedback ANC headset.
Resumo:
This paper is concerned with the use of a genetic algorithm to select financial ratios for corporate distress classification models. For this purpose, the fitness value associated to a set of ratios is made to reflect the requirements of maximizing the amount of information available for the model and minimizing the collinearity between the model inputs. A case study involving 60 failed and continuing British firms in the period 1997-2000 is used for illustration. The classification model based on ratios selected by the genetic algorithm compares favorably with a model employing ratios usually found in the financial distress literature.
Resumo:
A novel optimising controller is designed that leads a slow process from a sub-optimal operational condition to the steady-state optimum in a continuous way based on dynamic information. Using standard results from optimisation theory and discrete optimal control, the solution of a steady-state optimisation problem is achieved by solving a receding-horizon optimal control problem which uses derivative and state information from the plant via a shadow model and a state-space identifier. The paper analyzes the steady-state optimality of the procedure, develops algorithms with and without control rate constraints and applies the procedure to a high fidelity simulation study of a distillation column optimisation.
Resumo:
In this paper, we propose a new on-line learning algorithm for the non-linear system identification: the swarm intelligence aided multi-innovation recursive least squares (SI-MRLS) algorithm. The SI-MRLS algorithm applies the particle swarm optimization (PSO) to construct a flexible radial basis function (RBF) model so that both the model structure and output weights can be adapted. By replacing an insignificant RBF node with a new one based on the increment of error variance criterion at every iteration, the model remains at a limited size. The multi-innovation RLS algorithm is used to update the RBF output weights which are known to have better accuracy than the classic RLS. The proposed method can produces a parsimonious model with good performance. Simulation result are also shown to verify the SI-MRLS algorithm.
Resumo:
Synoptic-scale air flow variability over the United Kingdom is measured on a daily time scale by following previous work to define 3 indices: geostrophic flow strength, vorticity and direction. Comparing the observed distribution of air flow index values with those determined from a simulation with the Hadley Centre’s global climate model (HadCM2) identifies some minor systematic biases in the model’s synoptic circulation but demonstrates that the major features are well simulated. The relationship between temperature and precipitation from parts of the United Kingdom and these air flow indices (either singly or in pairs) is found to be very similar in both the observations and model output; indeed the simulated and observed precipitation relationships are found to be almost interchangeable in a quantitative sense. These encouraging results imply that some reliability can be assumed for single grid-box and regional output from this climate model; this applies only to those grid boxes evaluated here (which do not have high or complex orography), only to the portion of variability that is controlled by synoptic air flow variations, and only to those surface variables considered here (temperature and precipitation).
Resumo:
The intensity and distribution of daily precipitation is predicted to change under scenarios of increased greenhouse gases (GHGs). In this paper, we analyse the ability of HadCM2, a general circulation model (GCM), and a high-resolution regional climate model (RCM), both developed at the Met Office's Hadley Centre, to simulate extreme daily precipitation by reference to observations. A detailed analysis of daily precipitation is made at two UK grid boxes, where probabilities of reaching daily thresholds in the GCM and RCM are compared with observations. We find that the RCM generally overpredicts probabilities of extreme daily precipitation but that, when the GCM and RCM simulated values are scaled to have the same mean as the observations, the RCM captures the upper-tail distribution more realistically. To compare regional changes in daily precipitation in the GHG-forced period 2080-2100 in the GCM and the RCM, we develop two methods. The first considers the fractional changes in probability of local daily precipitation reaching or exceeding a fixed 15 mm threshold in the anomaly climate compared with the control. The second method uses the upper one-percentile of the control at each point as the threshold. Agreement between the models is better in both seasons with the latter method, which we suggest may be more useful when considering larger scale spatial changes. On average, the probability of precipitation exceeding the 1% threshold increases by a factor of 2.5 (GCM and RCM) in winter and by I .7 (GCM) or 1.3 (RCM) in summer.
Resumo:
In this study we quantify the relationship between the aerosol optical depth increase from a volcanic eruption and the severity of the subsequent surface temperature decrease. This investigation is made by simulating 10 different sizes of eruption in a global circulation model (GCM) by changing stratospheric sulfate aerosol optical depth at each time step. The sizes of the simulated eruptions range from Pinatubo‐sized up to the magnitude of supervolcanic eruptions around 100 times the size of Pinatubo. From these simulations we find that there is a smooth monotonic relationship between the global mean maximum aerosol optical depth anomaly and the global mean temperature anomaly and we derive a simple mathematical expression which fits this relationship well. We also construct similar relationships between global mean aerosol optical depth and the temperature anomaly at every individual model grid box to produce global maps of best‐fit coefficients and fit residuals. These maps are used with caution to find the eruption size at which a local temperature anomaly is clearly distinct from the local natural variability and to approximate the temperature anomalies which the model may simulate following a Tambora‐sized eruption. To our knowledge, this is the first study which quantifies the relationship between aerosol optical depth and resulting temperature anomalies in a simple way, using the wealth of data that is available from GCM simulations.