865 resultados para Discrete-time systems
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We consider a linear precoder design for an underlay cognitive radio multiple-input multiple-output broadcast channel, where the secondary system consisting of a secondary base-station (BS) and a group of secondary users (SUs) is allowed to share the same spectrum with the primary system. All the transceivers are equipped with multiple antennas, each of which has its own maximum power constraint. Assuming zero-forcing method to eliminate the multiuser interference, we study the sum rate maximization problem for the secondary system subject to both per-antenna power constraints at the secondary BS and the interference power constraints at the primary users. The problem of interest differs from the ones studied previously that often assumed a sum power constraint and/or single antenna employed at either both the primary and secondary receivers or the primary receivers. To develop an efficient numerical algorithm, we first invoke the rank relaxation method to transform the considered problem into a convex-concave problem based on a downlink-uplink result. We then propose a barrier interior-point method to solve the resulting saddle point problem. In particular, in each iteration of the proposed method we find the Newton step by solving a system of discrete-time Sylvester equations, which help reduce the complexity significantly, compared to the conventional method. Simulation results are provided to demonstrate fast convergence and effectiveness of the proposed algorithm.
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Motivated by new and innovative rental business models, this paper develops a novel discrete-time model of a rental operation with random loss of inventory due to customer use. The inventory level is chosen before the start of a finite rental season, and customers not immediately served are lost. Our analysis framework uses stochastic comparisons of sample paths to derive structural results that hold under good generality for demands, rental durations, and rental unit lifetimes. Considering different \recirculation" rules | i.e., which rental unit to choose to meet each demand | we prove the concavity of the expected profit function and identify the optimal recirculation rule. A numerical study clarifies when considering rental unit loss and recirculation rules matters most for the inventory decision: Accounting for rental unit loss can increase the expected profit by 7% for a single season and becomes even more important as the time horizon lengthens. We also observe that the optimal inventory level in response to increasing loss probability is non-monotonic. Finally, we show that choosing the optimal recirculation rule over another simple policy allows more rental units to be profitably added, and the profit-maximizing service level increases by up to 6 percentage points.
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Thesis (Master's)--University of Washington, 2016-07
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Thesis (Ph.D.)--University of Washington, 2016-08
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The challenge of detecting a change in the distribution of data is a sequential decision problem that is relevant to many engineering solutions, including quality control and machine and process monitoring. This dissertation develops techniques for exact solution of change-detection problems with discrete time and discrete observations. Change-detection problems are classified as Bayes or minimax based on the availability of information on the change-time distribution. A Bayes optimal solution uses prior information about the distribution of the change time to minimize the expected cost, whereas a minimax optimal solution minimizes the cost under the worst-case change-time distribution. Both types of problems are addressed. The most important result of the dissertation is the development of a polynomial-time algorithm for the solution of important classes of Markov Bayes change-detection problems. Existing techniques for epsilon-exact solution of partially observable Markov decision processes have complexity exponential in the number of observation symbols. A new algorithm, called constellation induction, exploits the concavity and Lipschitz continuity of the value function, and has complexity polynomial in the number of observation symbols. It is shown that change-detection problems with a geometric change-time distribution and identically- and independently-distributed observations before and after the change are solvable in polynomial time. Also, change-detection problems on hidden Markov models with a fixed number of recurrent states are solvable in polynomial time. A detailed implementation and analysis of the constellation-induction algorithm are provided. Exact solution methods are also established for several types of minimax change-detection problems. Finite-horizon problems with arbitrary observation distributions are modeled as extensive-form games and solved using linear programs. Infinite-horizon problems with linear penalty for detection delay and identically- and independently-distributed observations can be solved in polynomial time via epsilon-optimal parameterization of a cumulative-sum procedure. Finally, the properties of policies for change-detection problems are described and analyzed. Simple classes of formal languages are shown to be sufficient for epsilon-exact solution of change-detection problems, and methods for finding minimally sized policy representations are described.
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Os mecanismos e técnicas do domínio de Tempo-Real são utilizados quando existe a necessidade de um sistema, seja este um sistema embutido ou de grandes dimensões, possuir determinadas características que assegurem a qualidade de serviço do sistema. Os Sistemas de Tempo-Real definem-se assim como sistemas que possuem restrições temporais rigorosas, que necessitam de apresentar altos níveis de fiabilidade de forma a garantir em todas as instâncias o funcionamento atempado do sistema. Devido à crescente complexidade dos sistemas embutidos, empregam-se frequentemente arquiteturas distribuídas, onde cada módulo é normalmente responsável por uma única função. Nestes casos existe a necessidade de haver um meio de comunicação entre estes, de forma a poderem comunicar entre si e cumprir a funcionalidade desejadas. Devido à sua elevada capacidade e baixo custo a tecnologia Ethernet tem vindo a ser alvo de estudo, com o objetivo de a tornar num meio de comunicação com a qualidade de serviço característica dos sistemas de tempo-real. Como resposta a esta necessidade surgiu na Universidade de Aveiro, o Switch HaRTES, o qual possui a capacidade de gerir os seus recursos dinamicamente, de modo a fornecer à rede onde é aplicado garantias de Tempo-Real. No entanto, para uma arquitetura de rede ser capaz de fornecer aos seus nós garantias de qualidade serviço, é necessário que exista uma especificação do fluxo, um correto encaminhamento de tráfego, reserva de recursos, controlo de admissão e um escalonamento de pacotes. Infelizmente, o Switch HaRTES apesar de possuir todas estas características, não suporta protocolos standards. Neste documento é apresentado então o trabalho que foi desenvolvido para a integração do protocolo SRP no Switch HaRTES.
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The objective of this study was to gain an understanding of the effects of population heterogeneity, missing data, and causal relationships on parameter estimates from statistical models when analyzing change in medication use. From a public health perspective, two timely topics were addressed: the use and effects of statins in populations in primary prevention of cardiovascular disease and polypharmacy in older population. Growth mixture models were applied to characterize the accumulation of cardiovascular and diabetes medications among apparently healthy population of statin initiators. The causal effect of statin adherence on the incidence of acute cardiovascular events was estimated using marginal structural models in comparison with discrete-time hazards models. The impact of missing data on the growth estimates of evolution of polypharmacy was examined comparing statistical models under different assumptions for missing data mechanism. The data came from Finnish administrative registers and from the population-based Geriatric Multidisciplinary Strategy for the Good Care of the Elderly study conducted in Kuopio, Finland, during 2004–07. Five distinct patterns of accumulating medications emerged among the population of apparently healthy statin initiators during two years after statin initiation. Proper accounting for time-varying dependencies between adherence to statins and confounders using marginal structural models produced comparable estimation results with those from a discrete-time hazards model. Missing data mechanism was shown to be a key component when estimating the evolution of polypharmacy among older persons. In conclusion, population heterogeneity, missing data and causal relationships are important aspects in longitudinal studies that associate with the study question and should be critically assessed when performing statistical analyses. Analyses should be supplemented with sensitivity analyses towards model assumptions.
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Trabajo realizado en la empresa CAF Power&Automation
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As condições de ambiente térmico e aéreo, no interior de instalações para animais, alteram-se durante o dia, devido à influência do ambiente externo. Para que análises estatísticas e geoestatísticas sejam representativas, uma grande quantidade de pontos distribuídos espacialmente na área da instalação deve ser monitorada. Este trabalho propõe que a variação no tempo das variáveis ambientais de interesse para a produção animal, monitoradas no interior de instalações para animais, pode ser modelada com precisão a partir de registros discretos no tempo. O objetivo deste trabalho foi desenvolver um método numérico para corrigir as variações temporais dessas variáveis ambientais, transformando os dados para que tais observações independam do tempo gasto durante a aferição. O método proposto aproximou os valores registrados com retardos de tempo aos esperados no exato momento de interesse, caso os dados fossem medidos simultaneamente neste momento em todos os pontos distribuídos espacialmente. O modelo de correção numérica para variáveis ambientais foi validado para o parâmetro ambiental temperatura do ar, sendo que os valores corrigidos pelo método não diferiram pelo teste Tukey, a 5% de probabilidade dos valores reais registrados por meio de dataloggers.
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Given that landfills are depletable and replaceable resources, the right approach, when dealing with landfill management, is that of designing an optimal sequence of landfills rather than designing every single landfill separately. In this paper we use Optimal Control models, with mixed elements of both continuous and discrete time problems, to determine an optimal sequence of landfills, as regarding their capacity and lifetime. The resulting optimization problems involve splitting a time horizon of planning into several subintervals, the length of which has to be decided. In each of the subintervals some costs, the amount of which depends on the value of the decision variables, have to be borne. The obtained results may be applied to other economic problems such as private and public investments, consumption decisions on durable goods, etc.
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As one of the newest members in Articial Immune Systems (AIS), the Dendritic Cell Algorithm (DCA) has been applied to a range of problems. These applications mainly belong to the eld of anomaly detection. However, real-time detection, a new challenge to anomaly detection, requires improvement on the real-time capability of the DCA. To assess such capability, formal methods in the research of real-time systems can be employed. The ndings of the assessment can provide guideline for the future development of the algorithm. Therefore, in this paper we use an interval logic based method, named the Duration Calcu- lus (DC), to specify a simplied single-cell model of the DCA. Based on the DC specications with further induction, we nd that each individual cell in the DCA can perform its function as a detector in real-time. Since the DCA can be seen as many such cells operating in parallel, it is potentially capable of performing real-time detection. However, the analysis process of the standard DCA constricts its real-time capability. As a result, we conclude that the analysis process of the standard DCA should be replaced by a real-time analysis component, which can perform periodic analysis for the purpose of real-time detection.
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El vertiginoso crecimiento de los centros urbanos, las tecnologías emergentes y la demanda de nuevos servicios por parte de la población plantea encaminar esfuerzos hacia el desarrollo de las ciudades inteligentes. Éste concepto ha tomado fuerza entre los sectores político, económico, social, académico, ambiental y civil; de forma paralela, se han generado iniciativas que conducen hacia la integración de la infraestructura, la tecnología y los servicios para los ciudadanos. En éste contexto, una de las problemáticas con mayor impacto en la sociedad es la seguridad vial. Es necesario contar con mecanismos que disminuyan la accidentalidad, mejoren la atención a incidentes, optimicen la movilidad urbana y planeación municipal, ayuden a reducir el consumo de combustible y la emisión de gases de efecto de invernadero, así como ofrecer información dinámica y efectiva a los viajeros. En este artículo se describen dos (2) enfoques que contribuyen de manera eficiente dicho problema: los videojuegos como juegos serios y los sistemas de transporte inteligente. Ambos enfoques están encaminados a evitar colisiones y su diseño e implementación requieren componentes altamente tecnológicos (e.g. sistemas telemáticos e informáticos, inteligencia artificial, procesamiento de imágenes y modelado 3D).
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OBJECTIVES AND STUDY METHOD: There are two subjects in this thesis: “Lot production size for a parallel machine scheduling problem with auxiliary equipment” and “Bus holding for a simulated traffic network”. Although these two themes seem unrelated, the main idea is the optimization of complex systems. The “Lot production size for a parallel machine scheduling problem with auxiliary equipment” deals with a manufacturing setting where sets of pieces form finished products. The aim is to maximize the profit of the finished products. Each piece may be processed in more than one mold. Molds must be mounted on machines with their corresponding installation setup times. The key point of our methodology is to solve the single period lot-sizing decisions for the finished products together with the piece-mold and the mold-machine assignments, relaxing the constraint that a single mold may not be used in two machines at the same time. For the “Bus holding for a simulated traffic network” we deal with One of the most annoying problems in urban bus operations is bus bunching, which happens when two or more buses arrive at a stop nose to tail. Bus bunching reflects an unreliable service that affects transit operations by increasing passenger-waiting times. This work proposes a linear mathematical programming model that establishes bus holding times at certain stops along a transit corridor to avoid bus bunching. Our approach needs real-time input, so we simulate a transit corridor and apply our mathematical model to the data generated. Thus, the inherent variability of a transit system is considered by the simulation, while the optimization model takes into account the key variables and constraints of the bus operation. CONTRIBUTIONS AND CONCLUSIONS: For the “Lot production size for a parallel machine scheduling problem with auxiliary equipment” the relaxation we propose able to find solutions more efficiently, moreover our experimental results show that most of the solutions verify that molds are non-overlapping even if they are installed on several machines. We propose an exact integer linear programming, a Relax&Fix heuristic, and a multistart greedy algorithm to solve this problem. Experimental results on instances based on real-world data show the efficiency of our approaches. The mathematical model and the algorithm for the lot production size problem, showed in this research, can be used for production planners to help in the scheduling of the manufacturing. For the “Bus holding for a simulated traffic network” most of the literature considers quadratic models that minimize passenger-waiting times, but they are harder to solve and therefore difficult to operate by real-time systems. On the other hand, our methodology reduces passenger-waiting times efficiently given our linear programming model, with the characteristic of applying control intervals just every 5 minutes.
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Doutoramento em Matemática