142 resultados para stochastic dominance constraints


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Searching for the optimum tap-length that best balances the complexity and steady-state performance of an adaptive filter has attracted attention recently. Among existing algorithms that can be found in the literature, two of which, namely the segmented filter (SF) and gradient descent (GD) algorithms, are of particular interest as they can search for the optimum tap-length quickly. In this paper, at first, we carefully compare the SF and GD algorithms and show that the two algorithms are equivalent in performance under some constraints, but each has advantages/disadvantages relative to the other. Then, we propose an improved variable tap-length algorithm using the concept of the pseudo fractional tap-length (FT). Updating the tap-length with instantaneous errors in a style similar to that used in the stochastic gradient [or least mean squares (LMS)] algorithm, the proposed FT algorithm not only retains the advantages from both the SF and the GD algorithms but also has significantly less complexity than existing algorithms. Both performance analysis and numerical simulations are given to verify the new proposed algorithm.

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It took the solar polar passage of Ulysses in the early 1990s to establish the global structure of the solar wind speed during solar minimum. However, it remains unclear if the solar wind is composed of two distinct populations of solar wind from different sources (e.g., closed loops which open up to produce the slow solar wind) or if the fast and slow solar wind rely on the superradial expansion of the magnetic field to account for the observed solar wind speed variation. We investigate the solar wind in the inner corona using the Wang-Sheeley-Arge (WSA) coronal model incorporating a new empirical magnetic topology–velocity relationship calibrated for use at 0.1 AU. In this study the empirical solar wind speed relationship was determined by using Helios perihelion observations, along with results from Riley et al. (2003) and Schwadron et al. (2005) as constraints. The new relationship was tested by using it to drive the ENLIL 3-D MHD solar wind model and obtain solar wind parameters at Earth (1.0 AU) and Ulysses (1.4 AU). The improvements in speed, its variability, and the occurrence of high-speed enhancements provide confidence that the new velocity relationship better determines the solar wind speed in the outer corona (0.1 AU). An analysis of this improved velocity field within the WSA model suggests the existence of two distinct mechanisms of the solar wind generation, one for fast and one for slow solar wind, implying that a combination of present theories may be necessary to explain solar wind observations.

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The benefits and applications of virtual reality (VR) in the construction industry have been investigated for almost a decade. However, the practical implementation of VR in the construction industry has yet to reach maturity owing to technical constraints. The need for effective information management presents challenges: both transfer of building data to, and organisation of building information within, the virtual environment require consideration. This paper reviews the applications and benefits of VR in the built environment field and reports on a collaboration between Loughborough University and South Bank University to overcome constraints on the use of the overall VR model for whole lifecycle visualisation. The work at each research centre is concerned with an aspect of information management within VR applications for the built environment, and both data transfer and internal data organisation have been investigated. In this paper, similarities and differences between computer-aided design (CAD) and VR packages are first discussed. Three different approaches to the creation of VR models during the design stage are identified and described, with a view to providing sharing understanding across the interdiscipliary groups involved. The suitable organisation of building information within the virtual environment is then further investigated. This work focused on the visualisation of the degradation of a building, through its lifespan, with the view to provide a visual aid for developing an effective and economic project maintenance programme. Finally consideration is given to the potential of emerging standards to facilitate an integrated use of VR. The convergence towards similar data structures in VR and other construction packages may enable visualisation to be better utilised in the overall lifecycle model.

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The paper offers a new way to measure language ability in bilinguals, based on measures of lexical richness. The validity of proposed approach is tested in a variety of ways.

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This chapter compares lexical diversity of French words used by Dutch-French bilinguals, English-French bilinguals and Flemish L2 learners of French.

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Major research on equity index dynamics has investigated only US indices (usually the S&P 500) and has provided contradictory results. In this paper a clarification and extension of that previous research is given. We find that European equity indices have quite different dynamics from the S&P 500. Each of the European indices considered may be satisfactorily modelled using either an affine model with price and volatility jumps or a GARCH volatility process without jumps. The S&P 500 dynamics are much more difficult to capture in a jump-diffusion framework.