A Simultaneous Deterministic Perturbation Actor-Critic Algorithm with an Application to Optimal Mortgage Refinancing

We develop a simulation-based, two-timescale actor-critic algorithm for infinite horizon Markov decision processes with finite state and action spaces, with a discounted reward criterion. The algorithm is of the gradient ascent type and performs a search in the space of stationary randomized policies. The algorithm uses certain simultaneous deterministic perturbation stochastic approximation (SDPSA) gradient estimates for enhanced performance. We show an application of our algorithm on a problem of mortgage refinancing. Our algorithm obtains the optimal refinancing strategies in a computationally efficient manner

Novel auditory motivated subband temporal envelope based fundamental frequency estimation algorithm

We address the problem of estimating the fundamental frequency of voiced speech. We present a novel solution motivated by the importance of amplitude modulation in sound processing and speech perception. The new algorithm is based on a cumulative spectrum computed from the temporal envelope of various subbands. We provide theoretical analysis to derive the new pitch estimator based on the temporal envelope of the bandpass speech signal. We report extensive experimental performance for synthetic as well as natural vowels for both realworld noisy and noise-free data. Experimental results show that the new technique performs accurate pitch estimation and is robust to noise. We also show that the technique is superior to the autocorrelation technique for pitch estimation.

A novel approach for Tuning of minimum performance robust PSS using Genetic algorithm

This paper presents a novel approach for designing a fixed gain robust power system stabilizer (PSS) with particu lar emphasis on achieving a minimum closed loop perfor mance, over a wide range of operating and system condi tion. The minimum performance requirements of the con troller has been decided apriori and obtained by using a genetic algorithm (GA) based power system stabilizer. The proposed PSS is robust to changes in the plant parameters brought about due to changes in system and operating con dition, guaranteeing a minimum performance. The efficacy of the proposed method has been tested on a multimachine system. The proposed method of tuning the PSS is an at tractive alternative to conventional fixed gain stabilizer de sign, as it retains the simplicity of the conventional PSS and still guarantees a robust acceptable performance over a wider range of operating and system condition.

Optimised form of acceleration correction algorithm within SPH-based simulations of impact mechanics

In the context of SPH-based simulations of impact dynamics, an optimised and automated form of the acceleration correction algorithm (Shaw and Reid, 2009a) is developed so as to remove spurious high frequency oscillations in computed responses whilst retaining the stabilizing characteristics of the artificial viscosity in the presence of shocks and layers with sharp gradients. A rational framework for an insightful characterisation of the erstwhile acceleration correction method is first set up. This is followed by the proposal of an optimised version of the method, wherein the strength of the correction term in the momentum balance and energy equations is optimised. For the first time, this leads to an automated procedure to arrive at the artificial viscosity term. In particular, this is achieved by taking a spatially varying response-dependent support size for the kernel function through which the correction term is computed. The optimum value of the support size is deduced by minimising the (spatially localised) total variation of the high oscillation in the acceleration term with respect to its (local) mean. The derivation of the method, its advantages over the heuristic method and issues related to its numerical implementation are discussed in detail. (C) 2011 Elsevier Ltd. All rights reserved.

Evaluation of 2D image reconstruction using fan-beam FBP algorithm with no backprojection weight from WLP completed truncated projection data

This paper presents the image reconstruction using the fan-beam filtered backprojection (FBP) algorithm with no backprojection weight from windowed linear prediction (WLP) completed truncated projection data. The image reconstruction from truncated projections aims to reconstruct the object accurately from the available limited projection data. Due to the incomplete projection data, the reconstructed image contains truncation artifacts which extends into the region of interest (ROI) making the reconstructed image unsuitable for further use. Data completion techniques have been shown to be effective in such situations. We use windowed linear prediction technique for projection completion and then use the fan-beam FBP algorithm with no backprojection weight for the 2-D image reconstruction. We evaluate the quality of the reconstructed image using fan-beam FBP algorithm with no backprojection weight after WLP completion.

An Algorithm for Testing 2-Asummability of Boolean Functions

Simple algorithms have been developed to generate pairs of minterms forming a given 2-sum and thereby to test 2-asummability of switching functions. The 2-asummability testing procedure can be easily implemented on the computer. Since 2-asummability is a necessary and sufficient condition for a switching function of upto eight variables to be linearly separable (LS), it can be used for testing LS switching functions of upto eight variables.

An (O)over-bar(m(2)n) randomized algorithm to compute a minimum cycle basis of a directed graph

We consider the problem of computing a minimum cycle basis in a directed graph G. The input to this problem is a directed graph whose arcs have positive weights. In this problem a {- 1, 0, 1} incidence vector is associated with each cycle and the vector space over Q generated by these vectors is the cycle space of G. A set of cycles is called a cycle basis of G if it forms a basis for its cycle space. A cycle basis where the sum of weights of the cycles is minimum is called a minimum cycle basis of G. The current fastest algorithm for computing a minimum cycle basis in a directed graph with m arcs and n vertices runs in O(m(w+1)n) time (where w < 2.376 is the exponent of matrix multiplication). If one allows randomization, then an (O) over tilde (m(3)n) algorithm is known for this problem. In this paper we present a simple (O) over tilde (m(2)n) randomized algorithm for this problem. The problem of computing a minimum cycle basis in an undirected graph has been well-studied. In this problem a {0, 1} incidence vector is associated with each cycle and the vector space over F-2 generated by these vectors is the cycle space of the graph. The fastest known algorithm for computing a minimum cycle basis in an undirected graph runs in O(m(2)n + mn(2) logn) time and our randomized algorithm for directed graphs almost matches this running time.

Genetic Algorithm for Damage Assessment

Genetic Algorithms (GAs) are recognized as an alternative class of computational model, which mimic natural evolution to solve problems in a wide domain including machine learning, music generation, genetic synthesis etc. In the present study Genetic Algorithm has been employed to obtain damage assessment of composite structural elements. It is considered that a state of damage can be modeled as reduction in stiffness. The task is to determine the magnitude and location of damage. In a composite plate that is discretized into a set of finite elements, if a jth element is damaged, the GA based technique will predict the reduction in Ex and Ey and the location j. The fact that the natural frequency decreases with decrease in stiffness is made use of in the method. The natural frequency of any two modes of the damaged plates for the assumed damage parameters is facilitated by the use of Eigen sensitivity analysis. The Eigen value sensitivities are the derivatives of the Eigen values with respect to certain design parameters. If ωiu is the natural frequency of the ith mode of the undamaged plate and ωid is that of the damaged plate, with δωi as the difference between the two, while δωk is a similar difference in the kth mode, R is defined as the ratio of the two. For a random selection of Ex,Ey and j, a ratio Ri is obtained. A proper combination of Ex,Ey and j which makes Ri−R=0 is obtained by Genetic Algorithm.

Evolutionary Algorithm for the Determination of Optimal Mode of Bioreactor Operation

Stirred tank bioreactors, employed in the production of a variety of biologically active chemicals, are often operated in batch, fed-batch, and continuous modes of operation. The optimal design of bioreactor is dependent on the kinetics of the biological process, as well as the performance criteria (yield, productivity, etc.) under consideration. In this paper, a general framework is proposed for addressing the two key issues related to the optimal design of a bioreactor, namely, (i) choice of the best operating mode and (ii) the corresponding flow rate trajectories. The optimal bioreactor design problem is formulated with initial conditions and inlet and outlet flow rate trajectories as decision variables to maximize more than one performance criteria (yield, productivity, etc.) as objective functions. A computational methodology based on genetic algorithm approach is developed to solve this challenging multiobjective optimization problem with multiple decision variables. The applicability of the algorithm is illustrated by solving two challenging problems from the bioreactor optimization literature.