990 resultados para Dynamic Hedging


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The authors demonstrate that a widely proposed method of robot dynamic control can be inherently unstable, due to an algebraic feedback loop condition causing an ill-posed feedback system. By focussing on the concept of ill-posedness a necessary and sufficient condition is derived for instability in robot manipulator systems which incorporate online acceleration cross-coupling control. Also demonstrated is a quasilinear multivariable control framework useful for assessing the robustness of this type of control when the instability condition is not obeyed.

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A dynamic programming algorithm for joint data detection and carrier phase estimation of continuous-phase-modulated signal is presented. The intent is to combine the robustness of noncoherent detectors with the superior performance of coherent ones. The algorithm differs from the Viterbi algorithm only in the metric that it maximizes over the possible transmitted data sequences. This metric is influenced both by the correlation with the received signal and the current estimate of the carrier phase. Carrier-phase estimation is based on decision guiding, but there is no external phase-locked loop. Instead, the phase of the best complex correlation with the received signal over the last few signaling intervals is used. The algorithm is slightly more complex than the coherent Viterbi algorithm but does not require narrowband filtering of the recovered carrier, as earlier appproaches did, to achieve the same level of performance.

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Theory is presented for simulating the dynamic wheel forces generated by heavy road vehicles and the resulting dynamic response of road surfaces to these loads. Sample calculations are provided and the vehicle simulation is validated with data from full-scale tests. The methods are used in the accompanying paper to simulate the road damage done by a tandem-axle vehicle.

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The literature relating to road surface failure and design is briefly reviewed and the conventional methods for assessing the road damaging effects of dynamic tire forces are examined. A new time domain technique for analyzing dynamic tire forces and four associated road damage criteria are presented. The force criteria are used to examine the road damaging characteristics of a simple tandem-axle vehicle model for a range of speed and road roughness conditions. It is concluded that for the proposed criteria, the theoretical service life of road surfaces that are prone to fatigue failure may be reduced significantly by the dynamic component of wheel forces. The damage done to approximately five per cent of the road surface area during the passage of a theoretical model vehicle at typical highway speeds may be increased by as much as four times.

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The dynamic properties of dry Leighton Buzzard sand have been investigated using a resonant column test apparatus. These data are compared with very low frequency cyclic tests on identical specimens of sand. The comparison indicates that the properties of dry sand are independent of frequency. A simple one-dimensional model of kinematic hardening plasticity is used to predict the dynamic behaviour of the sand. The input parameters for this model are based on the results of static tests. These may be conducted on standard laboratory equipment with only minor modifications. The predictions are in good agreement with the measured data.

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This paper describes a device which can be used to detect variation in the integrity of the surrounding medium which supports buried gas pipes. The method is also applicable to other kinds of pipe. Variation in pipe support condition leads to increased likelihood of pipe damage under vehicle loading. A vibrating 'pig' has been developed and tested on buried pipelines in Britain and the measured data obtained is compared with theoretical models. Certain features, such as voids, hard spots and joints, display characteristic responses to vibration and a library of such characteristics has been constructed both experimentally and from the theoretical models.

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Monolithic multisection mode-locked semiconductor lasers with an integrated distributed Bragg reflector (DBR) have recently been demonstrated to generate stable picosecond pulses at high repetition rates suitable for optical communication systems. However, there has been very little theoretical work on understanding the physical mechanisms of the device and on optimisation of the absorber modulator design. This article presents numerical modeling of the loss modulated mode-locking process in these lasers. The model predicts most aspects experimentally observed within this type of device, and the results show the output waveform, optical spectrum, instantaneous frequency chirp, and stable operating range.