942 resultados para Stochastic simulation algorithm
Resumo:
The main theme of research of this project concerns the study of neutral networks to control uncertain and non-linear control systems. This involves the control of continuous time, discrete time, hybrid and stochastic systems with input, state or output constraints by ensuring good performances. A great part of this project is devoted to the opening of frontiers between several mathematical and engineering approaches in order to tackle complex but very common non-linear control problems. The objectives are: 1. Design and develop procedures for neutral network enhanced self-tuning adaptive non-linear control systems; 2. To design, as a general procedure, neural network generalised minimum variance self-tuning controller for non-linear dynamic plants (Integration of neural network mapping with generalised minimum variance self-tuning controller strategies); 3. To develop a software package to evaluate control system performances using Matlab, Simulink and Neural Network toolbox. An adaptive control algorithm utilising a recurrent network as a model of a partial unknown non-linear plant with unmeasurable state is proposed. Appropriately, it appears that structured recurrent neural networks can provide conveniently parameterised dynamic models for many non-linear systems for use in adaptive control. Properties of static neural networks, which enabled successful design of stable adaptive control in the state feedback case, are also identified. A survey of the existing results is presented which puts them in a systematic framework showing their relation to classical self-tuning adaptive control application of neural control to a SISO/MIMO control. Simulation results demonstrate that the self-tuning design methods may be practically applicable to a reasonably large class of unknown linear and non-linear dynamic control systems.
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This work introduces a novel inversion-based neurocontroller for solving control problems involving uncertain nonlinear systems which could also compensate for multi-valued systems. The approach uses recent developments in neural networks, especially in the context of modelling statistical distributions, which are applied to forward and inverse plant models. Provided that certain conditions are met, an estimate of the intrinsic uncertainty for the outputs of neural networks can be obtained using the statistical properties of networks. More generally, multicomponent distributions can be modelled by the mixture density network. Based on importance sampling from these distributions a novel robust inverse control approach is obtained. This importance sampling provides a structured and principled approach to constrain the complexity of the search space for the ideal control law. The developed methodology circumvents the dynamic programming problem by using the predicted neural network uncertainty to localise the possible control solutions to consider. Convergence of the output error for the proposed control method is verified by using a Lyapunov function. Several simulation examples are provided to demonstrate the efficiency of the developed control method. The manner in which such a method is extended to nonlinear multi-variable systems with different delays between the input-output pairs is considered and demonstrated through simulation examples.
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We investigate a digital back-propagation simplification method to enable computationally-efficient digital nonlinearity compensation for a coherently-detected 112 Gb/s polarization multiplexed quadrature phase shifted keying transmission over a 1,600 km link (20x80km) with no inline compensation. Through numerical simulation, we report up to 80% reduction in required back-propagation steps to perform nonlinear compensation, in comparison to the standard back-propagation algorithm. This method takes into account the correlation between adjacent symbols at a given instant using a weighted-average approach, and optimization of the position of nonlinear compensator stage to enable practical digital back-propagation.
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Nowadays, road safety and traffic congestion are major concerns worldwide. This is why research on vehicular communication is very vital. In static scenarios vehicles behave typically like in an office network where nodes transmit without moving and with no defined position. This paper analyses the impact of context information on existing popular rate adaptation algorithms. Our simulation was done in MATLAB by observing the impact of context information on these algorithms. Simulation was performed for both static and mobile cases.Our simulations are based on IEEE 802.11p wireless standard. For static scenarios vehicles do not move and without defined positions, while for the mobile case, vehicles are mobile with uniformly selected speed and randomized positions. Network performance are analysed using context information. Our results show that in mobility when context information is used, the system performance can be improved for all three rate adaptation algorithms. That can be explained by that with range checking, when many vehicles are out of communication range, less vehicles contend for network resources, thereby increasing the network performances. © 2013 IEEE.
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A new generalized sphere decoding algorithm is proposed for underdetermined MIMO systems with fewer receive antennas N than transmit antennas M. The proposed algorithm is significantly faster than the existing generalized sphere decoding algorithms. The basic idea is to partition the transmitted signal vector into two subvectors x and x with N - 1 and M - N + 1 elements respectively. After some simple transformations, an outer layer Sphere Decoder (SD) can be used to choose proper x and then use an inner layer SD to decide x, thus the whole transmitted signal vector is obtained. Simulation results show that Double Layer Sphere Decoding (DLSD) has far less complexity than the existing Generalized Sphere Decoding (GSDs).
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Calibration of stochastic traffic microsimulation models is a challenging task. This paper proposes a fast iterative probabilistic precalibration framework and demonstrates how it can be successfully applied to a real-world traffic simulation model of a section of the M40 motorway and its surrounding area in the U.K. The efficiency of the method stems from the use of emulators of the stochastic microsimulator, which provides fast surrogates of the traffic model. The use of emulators minimizes the number of microsimulator runs required, and the emulators' probabilistic construction allows for the consideration of the extra uncertainty introduced by the approximation. It is shown that automatic precalibration of this real-world microsimulator, using turn-count observational data, is possible, considering all parameters at once, and that this precalibrated microsimulator improves on the fit to observations compared with the traditional expertly tuned microsimulation. © 2000-2011 IEEE.
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This paper presents a simulated genetic algorithm (GA) model of scheduling the flow shop problem with re-entrant jobs. The objective of this research is to minimize the weighted tardiness and makespan. The proposed model considers that the jobs with non-identical due dates are processed on the machines in the same order. Furthermore, the re-entrant jobs are stochastic as only some jobs are required to reenter to the flow shop. The tardiness weight is adjusted once the jobs reenter to the shop. The performance of the proposed GA model is verified by a number of numerical experiments where the data come from the case company. The results show the proposed method has a higher order satisfaction rate than the current industrial practices.
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Accelerated probabilistic modeling algorithms, presenting stochastic local search (SLS) technique, are considered. General algorithm scheme and specific combinatorial optimization method, using “golden section” rule (GS-method), are given. Convergence rates using Markov chains are received. An overview of current combinatorial optimization techniques is presented.
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In this paper it is explained how to solve a fully connected N-City travelling salesman problem (TSP) using a genetic algorithm. A crossover operator to use in the simulation of a genetic algorithm (GA) with DNA is presented. The aim of the paper is to follow the path of creating a new computational model based on DNA molecules and genetic operations. This paper solves the problem of exponentially size algorithms in DNA computing by using biological methods and techniques. After individual encoding and fitness evaluation, a protocol of the next step in a GA, crossover, is needed. This paper also shows how to make the GA faster via different populations of possible solutions.
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Integrated supplier selection and order allocation is an important decision for both designing and operating supply chains. This decision is often influenced by the concerned stakeholders, suppliers, plant operators and customers in different tiers. As firms continue to seek competitive advantage through supply chain design and operations they aim to create optimized supply chains. This calls for on one hand consideration of multiple conflicting criteria and on the other hand consideration of uncertainties of demand and supply. Although there are studies on supplier selection using advanced mathematical models to cover a stochastic approach, multiple criteria decision making techniques and multiple stakeholder requirements separately, according to authors' knowledge there is no work that integrates these three aspects in a common framework. This paper proposes an integrated method for dealing with such problems using a combined Analytic Hierarchy Process-Quality Function Deployment (AHP-QFD) and chance constrained optimization algorithm approach that selects appropriate suppliers and allocates orders optimally between them. The effectiveness of the proposed decision support system has been demonstrated through application and validation in the bioenergy industry.
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In this paper we propose a model of encoding data into DNA strands so that this data can be used in the simulation of a genetic algorithm based on molecular operations. DNA computing is an impressive computational model that needs algorithms to work properly and efficiently. The first problem when trying to apply an algorithm in DNA computing must be how to codify the data that the algorithm will use. In a genetic algorithm the first objective must be to codify the genes, which are the main data. A concrete encoding of the genes in a single DNA strand is presented and we discuss what this codification is suitable for. Previous work on DNA coding defined bond-free languages which several properties assuring the stability of any DNA word of such a language. We prove that a bond-free language is necessary but not sufficient to codify a gene giving the correct codification.
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Following the recently developed algorithms for fully probabilistic control design for general dynamic stochastic systems (Herzallah & Káarnáy, 2011; Kárný, 1996), this paper presents the solution to the probabilistic dual heuristic programming (DHP) adaptive critic method (Herzallah & Káarnáy, 2011) and randomized control algorithm for stochastic nonlinear dynamical systems. The purpose of the randomized control input design is to make the joint probability density function of the closed loop system as close as possible to a predetermined ideal joint probability density function. This paper completes the previous work (Herzallah & Kárnáy, 2011; Kárný, 1996) by formulating and solving the fully probabilistic control design problem on the more general case of nonlinear stochastic discrete time systems. A simulated example is used to demonstrate the use of the algorithm and encouraging results have been obtained.
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Multitype branching processes (MTBP) model branching structures, where the nodes of the resulting tree are particles of different types. Usually such a process is not observable in the sense of the whole tree, but only as the “generation” at a given moment in time, which consists of the number of particles of every type. This requires an EM-type algorithm to obtain a maximum likelihood (ML) estimate of the parameters of the branching process. Using a version of the inside-outside algorithm for stochastic context-free grammars (SCFG), such an estimate could be obtained for the offspring distribution of the process.
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This paper considers the global synchronisation of a stochastic version of coupled map lattices networks through an innovative stochastic adaptive linear quadratic pinning control methodology. In a stochastic network, each state receives only noisy measurement of its neighbours' states. For such networks we derive a generalised Riccati solution that quantifies and incorporates uncertainty of the forward dynamics and inverse controller in the derivation of the stochastic optimal control law. The generalised Riccati solution is derived using the Lyapunov approach. A probabilistic approximation type algorithm is employed to estimate the conditional distributions of the state and inverse controller from historical data and quantifying model uncertainties. The theoretical derivation is complemented by its validation on a set of representative examples.
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2000 Mathematics Subject Classification: 62P99, 68T50