950 resultados para Dynamic Programming
Resumo:
An integrated model is developed, based on seasonal inputs of reservoir inflow and rainfall in the irrigated area, to determine the optimal reservoir release policies and irrigation allocations to multiple crops. The model is conceptually made up of two modules, Module 1 is an intraseasonal allocation model to maximize the sum of relative yields of all crops, for a given state of the system, using linear programming (LP). The module takes into account reservoir storage continuity, soil moisture balance, and crop root growth with time. Module 2 is a seasonal allocation model to derive the steady state reservoir operating policy using stochastic dynamic programming (SDP). Reservoir storage, seasonal inflow, and seasonal rainfall are the state variables in the SDP. The objective in SDP is to maximize the expected sum of relative yields of all crops in a year. The results of module 1 and the transition probabilities of seasonal inflow and rainfall form the input for module 2. The use of seasonal inputs coupled with the LP-SDP solution strategy in the present formulation facilitates in relaxing the limitations of an earlier study, while affecting additional improvements. The model is applied to an existing reservoir in Karnataka State, India.
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We address the optimal control problem of a very general stochastic hybrid system with both autonomous and impulsive jumps. The planning horizon is infinite and we use the discounted-cost criterion for performance evaluation. Under certain assumptions, we show the existence of an optimal control. We then derive the quasivariational inequalities satisfied by the value function and establish well-posedness. Finally, we prove the usual verification theorem of dynamic programming.
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In computational molecular biology, the aim of restriction mapping is to locate the restriction sites of a given enzyme on a DNA molecule. Double digest and partial digest are two well-studied techniques for restriction mapping. While double digest is NP-complete, there is no known polynomial-time algorithm for partial digest. Another disadvantage of the above techniques is that there can be multiple solutions for reconstruction. In this paper, we study a simple technique called labeled partial digest for restriction mapping. We give a fast polynomial time (O(n(2) log n) worst-case) algorithm for finding all the n sites of a DNA molecule using this technique. An important advantage of the algorithm is the unique reconstruction of the DNA molecule from the digest. The technique is also robust in handling errors in fragment lengths which arises in the laboratory. We give a robust O(n(4)) worst-case algorithm that can provably tolerate an absolute error of O(Delta/n) (where Delta is the minimum inter-site distance), while giving a unique reconstruction. We test our theoretical results by simulating the performance of the algorithm on a real DNA molecule. Motivated by the similarity to the labeled partial digest problem, we address a related problem of interest-the de novo peptide sequencing problem (ACM-SIAM Symposium on Discrete Algorithms (SODA), 2000, pp. 389-398), which arises in the reconstruction of the peptide sequence of a protein molecule. We give a simple and efficient algorithm for the problem without using dynamic programming. The algorithm runs in time O(k log k), where k is the number of ions and is an improvement over the algorithm in Chen et al. (C) 2002 Elsevier Science (USA). All rights reserved.
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The three dimensional structure of a protein provides major insights into its function. Protein structure comparison has implications in functional and evolutionary studies. A structural alphabet (SA) is a library of local protein structure prototypes that can abstract every part of protein main chain conformation. Protein Blocks (PBS) is a widely used SA, composed of 16 prototypes, each representing a pentapeptide backbone conformation defined in terms of dihedral angles. Through this description, the 3D structural information can be translated into a 1D sequence of PBs. In a previous study, we have used this approach to compare protein structures encoded in terms of PBs. A classical sequence alignment procedure based on dynamic programming was used, with a dedicated PB Substitution Matrix (SM). PB-based pairwise structural alignment method gave an excellent performance, when compared to other established methods for mining. In this study, we have (i) refined the SMs and (ii) improved the Protein Block Alignment methodology (named as iPBA). The SM was normalized in regards to sequence and structural similarity. Alignment of protein structures often involves similar structural regions separated by dissimilar stretches. A dynamic programming algorithm that weighs these local similar stretches has been designed. Amino acid substitutions scores were also coupled linearly with the PB substitutions. iPBA improves (i) the mining efficiency rate by 6.8% and (ii) more than 82% of the alignments have a better quality. A higher efficiency in aligning multi-domain proteins could be also demonstrated. The quality of alignment is better than DALI and MUSTANG in 81.3% of the cases. Thus our study has resulted in an impressive improvement in the quality of protein structural alignment. (C) 2011 Elsevier Masson SAS. All rights reserved.
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In this paper we are concerned with finding the maximum throughput that a mobile ad hoc network can support. Even when nodes are stationary, the problem of determining the capacity region has long been known to be NP-hard. Mobility introduces an additional dimension of complexity because nodes now also have to decide when they should initiate route discovery. Since route discovery involves communication and computation overhead, it should not be invoked very often. On the other hand, mobility implies that routes are bound to become stale resulting in sub-optimal performance if routes are not updated. We attempt to gain some understanding of these effects by considering a simple one-dimensional network model. The simplicity of our model allows us to use stochastic dynamic programming (SDP) to find the maximum possible network throughput with ideal routing and medium access control (MAC) scheduling. Using the optimal value as a benchmark, we also propose and evaluate the performance of a simple threshold-based heuristic. Unlike the optimal policy which requires considerable state information, the heuristic is very simple to implement and is not overly sensitive to the threshold value used. We find empirical conditions for our heuristic to be near-optimal as well as network scenarios when our simple heuristic does not perform very well. We provide extensive numerical and simulation results for different parameter settings of our model.
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The design and operation of the minimum cost classifier, where the total cost is the sum of the measurement cost and the classification cost, is computationally complex. Noting the difficulties associated with this approach, decision tree design directly from a set of labelled samples is proposed in this paper. The feature space is first partitioned to transform the problem to one of discrete features. The resulting problem is solved by a dynamic programming algorithm over an explicitly ordered state space of all outcomes of all feature subsets. The solution procedure is very general and is applicable to any minimum cost pattern classification problem in which each feature has a finite number of outcomes. These techniques are applied to (i) voiced, unvoiced, and silence classification of speech, and (ii) spoken vowel recognition. The resulting decision trees are operationally very efficient and yield attractive classification accuracies.
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We analyze the spectral zero-crossing rate (SZCR) properties of transient signals and show that SZCR contains accurate localization information about the transient. For a train of pulses containing transient events, the SZCR computed on a sliding window basis is useful in locating the impulse locations accurately. We present the properties of SZCR on standard stylized signal models and then show how it may be used to estimate the epochs in speech signals. We also present comparisons with some state-of-the-art techniques that are based on the group-delay function. Experiments on real speech show that the proposed SZCR technique is better than other group-delay-based epoch detectors. In the presence of noise, a comparison with the zero-frequency filtering technique (ZFF) and Dynamic programming projected Phase-Slope Algorithm (DYPSA) showed that performance of the SZCR technique is better than DYPSA and inferior to that of ZFF. For highpass-filtered speech, where ZFF performance suffers drastically, the identification rates of SZCR are better than those of DYPSA.
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Latent variable methods, such as PLCA (Probabilistic Latent Component Analysis) have been successfully used for analysis of non-negative signal representations. In this paper, we formulate PLCS (Probabilistic Latent Component Segmentation), which models each time frame of a spectrogram as a spectral distribution. Given the signal spectrogram, the segmentation boundaries are estimated using a maximum-likelihood approach. For an efficient solution, the algorithm imposes a hard constraint that each segment is modelled by a single latent component. The hard constraint facilitates the solution of ML boundary estimation using dynamic programming. The PLCS framework does not impose a parametric assumption unlike earlier ML segmentation techniques. PLCS can be naturally extended to model coarticulation between successive phones. Experiments on the TIMIT corpus show that the proposed technique is promising compared to most state of the art speech segmentation algorithms.
Resumo:
Epoch is defined as the instant of significant excitation within a pitch period of voiced speech. Epoch extraction continues to attract the interest of researchers because of its significance in speech analysis. Existing high performance epoch extraction algorithms require either dynamic programming techniques or a priori information of the average pitch period. An algorithm without such requirements is proposed based on integrated linear prediction residual (ILPR) which resembles the voice source signal. Half wave rectified and negated ILPR (or Hilbert transform of ILPR) is used as the pre-processed signal. A new non-linear temporal measure named the plosion index (PI) has been proposed for detecting `transients' in speech signal. An extension of PI, called the dynamic plosion index (DPI) is applied on pre-processed signal to estimate the epochs. The proposed DPI algorithm is validated using six large databases which provide simultaneous EGG recordings. Creaky and singing voice samples are also analyzed. The algorithm has been tested for its robustness in the presence of additive white and babble noise and on simulated telephone quality speech. The performance of the DPI algorithm is found to be comparable or better than five state-of-the-art techniques for the experiments considered.
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Global change in climate and consequent large impacts on regional hydrologic systems have, in recent years, motivated significant research efforts in water resources modeling under climate change. In an integrated future hydrologic scenario, it is likely that water availability and demands will change significantly due to modifications in hydro-climatic variables such as rainfall, reservoir inflows, temperature, net radiation, wind speed and humidity. An integrated regional water resources management model should capture the likely impacts of climate change on water demands and water availability along with uncertainties associated with climate change impacts and with management goals and objectives under non-stationary conditions. Uncertainties in an integrated regional water resources management model, accumulating from various stages of decision making include climate model and scenario uncertainty in the hydro-climatic impact assessment, uncertainty due to conflicting interests of the water users and uncertainty due to inherent variability of the reservoir inflows. This paper presents an integrated regional water resources management modeling approach considering uncertainties at various stages of decision making by an integration of a hydro-climatic variable projection model, a water demand quantification model, a water quantity management model and a water quality control model. Modeling tools of canonical correlation analysis, stochastic dynamic programming and fuzzy optimization are used in an integrated framework, in the approach presented here. The proposed modeling approach is demonstrated with the case study of the Bhadra Reservoir system in Karnataka, India.
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In this article, we study risk-sensitive control problem with controlled continuous time Markov chain state dynamics. Using multiplicative dynamic programming principle along with the atomic structure of the state dynamics, we prove the existence and a characterization of optimal risk-sensitive control under geometric ergodicity of the state dynamics along with a smallness condition on the running cost.
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This paper presents the development and application of a stochastic dynamic programming model with fuzzy state variables for irrigation of multiple crops. A fuzzy stochastic dynamic programming (FSDP) model is developed in which the reservoir storage and soil moisture of the crops are considered as fuzzy numbers, and the reservoir inflow is considered as a stochastic variable. The model is formulated with an objective of minimizing crop yield deficits, resulting in optimal water allocations to the crops by maintaining storage continuity and soil moisture balance. The standard fuzzy arithmetic method is used to solve all arithmetic equations with fuzzy numbers, and the fuzzy ranking method is used to compare two or more fuzzy numbers. The reservoir operation model is integrated with a daily-based water allocation model, which results in daily temporal variations of allocated water, soil moisture, and crop deficits. A case study of an existing Bhadra reservoir in Karnataka, India, is chosen for the model application. The FSDP is a more realistic model because it considers the uncertainty in discretization of state variables. The results obtained using the FSDP model are found to be more acceptable for the case study than those of the classical stochastic dynamic model and the standard operating model, in terms of 10-day releases from the reservoir and evapotranspiration deficit. (C) 2015 American Society of Civil Engineers.
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In this work, we study the well-known r-DIMENSIONAL k-MATCHING ((r, k)-DM), and r-SET k-PACKING ((r, k)-SP) problems. Given a universe U := U-1 ... U-r and an r-uniform family F subset of U-1 x ... x U-r, the (r, k)-DM problem asks if F admits a collection of k mutually disjoint sets. Given a universe U and an r-uniform family F subset of 2(U), the (r, k)-SP problem asks if F admits a collection of k mutually disjoint sets. We employ techniques based on dynamic programming and representative families. This leads to a deterministic algorithm with running time O(2.851((r-1)k) .vertical bar F vertical bar. n log(2)n . logW) for the weighted version of (r, k)-DM, where W is the maximum weight in the input, and a deterministic algorithm with running time O(2.851((r-0.5501)k).vertical bar F vertical bar.n log(2) n . logW) for the weighted version of (r, k)-SP. Thus, we significantly improve the previous best known deterministic running times for (r, k)-DM and (r, k)-SP and the previous best known running times for their weighted versions. We rely on structural properties of (r, k)-DM and (r, k)-SP to develop algorithms that are faster than those that can be obtained by a standard use of representative sets. Incorporating the principles of iterative expansion, we obtain a better algorithm for (3, k)-DM, running in time O(2.004(3k).vertical bar F vertical bar . n log(2)n). We believe that this algorithm demonstrates an interesting application of representative families in conjunction with more traditional techniques. Furthermore, we present kernels of size O(e(r)r(k-1)(r) logW) for the weighted versions of (r, k)-DM and (r, k)-SP, improving the previous best known kernels of size O(r!r(k-1)(r) logW) for these problems.
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The input-constrained erasure channel with feedback is considered, where the binary input sequence contains no consecutive ones, i.e., it satisfies the (1, infinity)-RLL constraint. We derive the capacity for this setting, which can be expressed as C-is an element of = max(0 <= p <= 0.5) (1-is an element of) H-b (p)/1+(1-is an element of) p, where is an element of is the erasure probability and Hb(.) is the binary entropy function. Moreover, we prove that a priori knowledge of the erasure at the encoder does not increase the feedback capacity. The feedback capacity was calculated using an equivalent dynamic programming (DP) formulation with an optimal average-reward that is equal to the capacity. Furthermore, we obtained an optimal encoding procedure from the solution of the DP, leading to a capacity-achieving, zero-error coding scheme for our setting. DP is, thus, shown to be a tool not only for solving optimization problems, such as capacity calculation, but also for constructing optimal coding schemes. The derived capacity expression also serves as the only non-trivial upper bound known on the capacity of the input-constrained erasure channel without feedback, a problem that is still open.
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A fuel optimal nonlinear sub-optimal guidance scheme is presented in this paper for soft landing of a lunar craft during the powered descent phase. The recently developed Generalized Model Predictive Static Programming (G-MPSP) is used to compute the required magnitude and angle of the thrust vector. Both terminal position and velocity vector are imposed as hard constraints, which ensures high position accuracy and facilitates initiation of vertical descent at the end of the powered descent phase. A key feature of the G-MPSP algorithm is that it converts the nonlinear dynamic programming problem into a low-dimensional static optimization problem (of the same dimension as the output vector). The control history update is done in closed form after computing a time-varying weighting matrix through a backward integration process. This feature makes the algorithm computationally efficient, which makes it suitable for on-board applications. The effectiveness of the proposed guidance algorithm is demonstrated through promising simulation results.