963 resultados para continuous-time models
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Internet protocol TV (IPTV) is predicted to be the key technology winner in the future. Efforts to accelerate the deployment of IPTV centralized model which is combined of VHO, encoders, controller, access network and Home network. Regardless of whether the network is delivering live TV, VOD, or Time-shift TV, all content and network traffic resulting from subscriber requests must traverse the entire network from the super-headend all the way to each subscriber's Set-Top Box (STB). IPTV services require very stringent QoS guarantees When IPTV traffic shares the network resources with other traffic like data and voice, how to ensure their QoS and efficiently utilize the network resources is a key and challenging issue. For QoS measured in the network-centric terms of delay jitter, packet losses and bounds on delay. The main focus of this thesis is on the optimized bandwidth allocation and smooth data transmission. The proposed traffic model for smooth delivering video service IPTV network with its QoS performance evaluation. According to Maglaris et al [5] first, analyze the coding bit rate of a single video source. Various statistical quantities are derived from bit rate data collected with a conditional replenishment inter frame coding scheme. Two correlated Markov process models (one in discrete time and one in continuous time) are shown to fit the experimental data and are used to model the input rates of several independent sources into a statistical multiplexer. Preventive control mechanism which is to be including CAC, traffic policing used for traffic control. QoS has been evaluated of common bandwidth scheduler( FIFO) by use fluid models with Markovian queuing method and analysis the result by using simulator and analytically, Which is measured the performance of the packet loss, overflow and mean waiting time among the network users.
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Chambers (1998) explores the interaction between long memory and aggregation. For continuous-time processes, he takes the aliasing effect into account when studying temporal aggregation. For discrete-time processes, however, he seems to fail to do so. This note gives the spectral density function of temporally aggregated long memory discrete-time processes in light of the aliasing effect. The results are different from those in Chambers (1998) and are supported by a small simulation exercise. As a result, the order of aggregation may not be invariant to temporal aggregation, specifically if d is negative and the aggregation is of the stock type.
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This paper develops a framework to test whether discrete-valued irregularly-spaced financial transactions data follow a subordinated Markov process. For that purpose, we consider a specific optional sampling in which a continuous-time Markov process is observed only when it crosses some discrete level. This framework is convenient for it accommodates not only the irregular spacing of transactions data, but also price discreteness. Further, it turns out that, under such an observation rule, the current price duration is independent of previous price durations given the current price realization. A simple nonparametric test then follows by examining whether this conditional independence property holds. Finally, we investigate whether or not bid-ask spreads follow Markov processes using transactions data from the New York Stock Exchange. The motivation lies on the fact that asymmetric information models of market microstructures predict that the Markov property does not hold for the bid-ask spread. The results are mixed in the sense that the Markov assumption is rejected for three out of the five stocks we have analyzed.
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We develop and empirically test a continuous time equilibrium model for the pricing of oil futures. The model provides a link between no-arbitrage models and expectation oriented models. It highlights the role of inventories for the identification of different pricing regimes. In an empirical study the hedging performance of our model is compared with five other one- and two-factor pricing models. The hedging problem considered is related to Metallgesellschaft´s strategy to hedge long-term forward commitments with short-term futures. The results show that the downside risk distribution of our inventory based model stochastically dominates those of the other models.
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The objective of the thermal recovery is to heat the resevoir and the oil in it to increase its recovery. In the Potiguar river basin there are located several heavy oil reservoirs whose primary recovery energy provides us with a little oil flow, which makes these reservoirs great candidates for application of a method of recovery advanced of the oil, especially the thermal. The steam injection can occur on a cyclical or continuous manner. The continuous steam injection occurs through injection wells, which in its vicinity form a zone of steam that expands itself, having as a consequence the displace of the oil with viscosity and mobility improved towards the producing wells. Another possible mechanism of displacement of oil in reservoirs subjected to continuous injection of steam is the distillation of oil by steam, which at high temperatures; their lighter fractions can be vaporized by changing the composition of the oil produced, of the oil residual or to shatter in the amount of oil produced. In this context, this paper aims to study the influence of compositional models in the continuous injection of steam through in the analysis of some parameters such as flow injection steam and temperature of injection. Were made various leading comparative analysis taking the various models of fluid, varying from a good elementary, with 03 pseudocomponents to a modeling of fluids with increasing numbers of pseudocomponents. A commercial numerical simulator was used for the study from a homogeneous reservoir model with similar features to those found in northeastern Brazil. Some conclusions as the increasing of the simulation time with increasing number of pseudocomponents, the significant influence of flow injection on cumulative production of oil and little influence of the number of pseudocomponents in the flows and cumulative production of oil were found
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Relaxed conditions for stability of nonlinear continuous-time systems given by fuzzy models axe presented. A theoretical analysis shows that the proposed method provides better or at least the same results of the methods presented in the literature. Digital simulations exemplify this fact. This result is also used for fuzzy regulators design. The nonlinear systems are represented by fuzzy models proposed by Takagi and Sugeno. The stability analysis and the design of controllers axe described by LMIs (Linear Matrix Inequalities), that can be solved efficiently using convex programming techniques.
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A CMOS low-voltage, wide-swing continuous-time current amplifier is presented. Exhibiting an open-loop architecture, the circuit is composed of transresistance and transconductance stages built upon triode-operating transistors. In addition to an extended dynamic range, the current gain can be programmed within good accuracy by a rapport involving only transistor geometries and tuning biases. Low temperature-drift on gain setting is then expected.In accordance with a 0.35 mum n-well CMOS fabrication process and a single 1.1 V-supply, a balanced current-amplifier is designed for a programmable gain-range of 6 - 34 dB and optimized with respect to dynamic range. Simulated results from PSPICE and Bsim3v3 models indicate, for a 100 muA(pp)-output current, a THD of 0.96 and 1.87% at 1 KHz and 100 KHz, respectively. Input noise is 120 pArootHz @ 10 Hz, with S/N = 63.2 dB @ 1%-THD. At maximum gain, total quiescent consumption is 334 muW. Measurements from a prototyped amplifier reveal a gain-interval of 4.8-33.1 dB and a maximum current swing of 120 muA(pp). The current-amplifier bandwidth is above 1 MHz.
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A branch and bound algorithm is proposed to solve the H2-norm model reduction problem for continuous-time linear systems, with conditions assuring convergence to the global optimum in finite time. The lower and upper bounds used in the optimization procedure are obtained through Linear Matrix Inequalities formulations. Examples illustrate the results.
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A CMOS low-voltage, wide-band continuous-time current amplifier is presented. Based on an open-loop topology, the circuit is composed by transresistance and transconductance stages built around triode-operating transistors. In addition to an extended dynamic range, the amplifier gain can be programmed within good accuracy by the rapport between the aspect-ratio of such transistors and tuning biases Vxand Vy. A balanced current-amplifier according to a single I. IV-supply and a 0.35μm fabrication process is designed. Simulated results from PSPiCE and Bsm3v3 models indicate a programmable gain within the range 20-34dB and a minimum break-frequency of IMHz @CL=IpF. For a 200 μApp-level, THD is 0.8% and 0.9% at IKHz and 100KHz, respectively. Input noise is 405pA√Hz @20dB-gain, which gives a SNR of 66dB @1MHz-bandwidth. Maximum quiescent power consumption is 56μ W. © 2002 IEEE.
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A comparative study, with theoretical analysis and digital simulations, of two conditions based on LMI for the quadratic stability of nonlinear continuous-time dynamic systems, described by Takagi-Sugeno fuzzy models, are presented. This paper shows that the methods proposed by Teixeira et. al. in 2003 provide better or at least the same results of a recent method presented in the literature. © 2005 IEEE.
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This paper presents two discrete sliding mode control (SMC) design. The first one is a discrete-time SMC design that doesn't take into account the time-delay. The second one is a discrete-time SMC design, which takes in consideration the time-delay. The proposed techniques aim at the accomplishment simplicity and robustness for an uncertainty class. Simulations results are shown and the effectiveness of the used techniques is analyzed. © 2006 IEEE.
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A simple method for designing a digital state-derivative feedback gain and a feedforward gain such that the control law is equivalent to a known and adequate state feedback and feedforward control law of a digital redesigned system is presented. It is assumed that the plant is a linear controllable, time-invariant, Single-Input (SI) or Multiple-Input (MI) system. This procedure allows the use of well-known continuous-time state feedback design methods to directly design discrete-time state-derivative feedback control systems. The state-derivative feedback can be useful, for instance, in the vibration control of mechanical systems, where the main sensors are accelerometers. One example considering the digital redesign with state-derivative feedback of a helicopter illustrates the proposed method. © 2009 IEEE.
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)