Design of explicit model predictive control for constrained linear systems with disturbances

On-line model predictive control approaches require the online solution of an optimization problem. In contrast, the explicit model predictive control moves major part of computation offline. Therefore, eMPC enables one to implement a MPC in real time for wide range of fast systems. The eMPC approach requires the exact system model and results a piecewise affine control law defined on a polyhedral partition in the state space. As an important limitation, disturbances may reduce performance of the explicit model predictive control. This paper presents efficient approach for handling the problem of using eMPC for constrained systems with disturbances. It proposes an approach to improve performance of the closed loop system by designing a suitable state and disturbance estimator. Conditions for observability of the disturbances are considered and it is depicted that applying the disturbance’s estimation leads to rejection of the response error. It is also shown that the proposed approach prevents the reduction of feasible space. Simulation results illustrate the advantages of this approach.     

Relating Sediment Yield Estimations to the Wet Front Term Using Rainfall Simulator Field Experiments

Water Resources Management - Depth to wet front is generally considered as the amount of water that penetrates into soil and wets the internal soil layer. This is an important variable especially...     

High-order compact boundary value method for the solution of unsteady convection–diffusion problems

In this paper, we propose a new class of high-order accurate methods for solving the two-dimensional unsteady convection–diffusion equation. These techniques are based on the method of lines approach. We apply a compact finite difference approximation of fourth order for discretizing spatial derivatives and a boundary value method of fourth order for the time integration of the resulted linear system of ordinary differential equations. The proposed method has fourth-order accuracy in both space and time variables. Also this method is unconditionally stable due to the favorable stability property of boundary value methods. Numerical results obtained from solving several problems include problems encounter in many transport phenomena, problems with Gaussian pulse initial condition and problems with sharp discontinuity near the boundary, show that the compact finite difference approximation of fourth order and a boundary value method of fourth order give an efficient algorithm for solving such problems.     

Low-power high-speed interconnection networks in NOC using multi-valued current-mode techniques

With the fast developments and growth of electronic applications and a great demand for increasing the speed of processors, VLSI circuits and on-chip interconnections the ＂Networks-On-Chip＂ （NOC） is the best solution for ＂System-On-Chip＂ （SOC）. The most fundamental part of networks On-Chip is the On-Chip interconnection. The model presented in this article describes the method of sending data on On-Chip interconnection by using a current-mode multi-valued logic instead of voltage-mode in order to increase speed and reduce the number of interconnection wires.     

Aqueous solution of Oxone as new oxidizing agent for multi-walled carbon nanotube functionalization

In this work, multi-wall carbon nanotube (MWCNT) was successfully modified using aqueous solution of Oxone as a new oxidant. The effect of oxidation temperature on various characteristics of the treated MWCNTs was also investigated. FTIR and titration analysis proved the formation of carboxyl, carbonyl and epoxide groups at the surface of MWCNTs. The concentration of the functional groups increased as the modification temperature increased. The presence of such oxygen containing groups at the surface of MWCNTs justified the long time stability of the treated MWCNTs suspensions in water and methanol. The modified MWCNTs showed higher entanglement compared to row MWCNT due to the cross-links adjacent effect of pendant functional groups. Finally, it was concluded that Oxone oxidation process destroys the structure of the MWCNTs, but not severe enough to unzip the MWCNTs.     

On the Efficiency of Runs Rules Schemes for Process Monitoring

There are two main types of variations, namely, common and special causes leading to in‐control and out‐of‐control states, respectively. Control charts are popular tools used to differentiate between these two states of a process. Implementation of runs rules schemes with control charts is an attractive approach for process monitoring. This study is designed to describe the methodology of runs rules schemes and discuss their implementation for different types of control charts. We have considered memory‐less charts, namely, , S, and R charts for our study purposes. It is examined that the efficiency gain depends on the number of decision points utilized to implement a given rule. Moreover, superiority of runs rules schemes may vary for different types of location and dispersion charts. An application example using a dataset is also included in the study for practical considerations. Copyright © 2015 John Wiley & Sons, Ltd.     

Multiresolution HVS and statistically based image coding scheme

In this paper a novel multiresolution human visual system and statistically based image coding scheme is presented. It decorrelates the input image into a number of subbands using a lifting based wavelet transform. The codec employs a novel statistical encoding algorithm to code the coefficients in the detail subbands. Perceptual weights are applied to regulate the threshold value of each detail subband that is required in the statistical encoding process. The baseband coefficients are losslessly coded. An extension of the codec to the progressive transmission of images is also developed. To evaluate the performance of the coding scheme, it was applied to a number of test images and its performance with and without perceptual weights is evaluated. The results indicate significant improvement in both subjective and objective quality of the reconstructed images when perceptual weights are employed. The performance of the proposed technique was also compared to JPEG and JPEG2000. The results show that the proposed coding scheme outperforms both coding standards at low compression ratios, while offering satisfactory performance at higher compression ratios.     

A genetic programming model to generate risk-adjusted technical trading rules in stock markets

Technical trading rules can be generated from historical data for decision making in stock markets. Genetic programming (GP) as an artificial intelligence technique is a valuable method to automatically generate such technical trading rules. In this paper, GP has been applied for generating risk-adjusted trading rules on individual stocks. Among many risk measures in the literature, conditional Sharpe ratio has been selected for this study because it uses conditional value at risk (CVaR) as an optimal coherent risk measure. In our proposed GP model, binary trading rules have been also extended to more realistic rules which are called trinary rules using three signals of buy, sell and no trade. Additionally we have included transaction costs, dividend and splits in our GP model for calculating more accurate returns in the generated rules. Our proposed model has been applied for 10 Iranian companies listed in Tehran Stock Exchange (TSE). The numerical results showed that our extended GP model could generate profitable trading rules in comparison with buy and hold strategy especially in the case of risk adjusted basis.     

Analysis and forecasting of IPO underpricing

Probability of withdrawal is a feature of initial public offering (IPOs), which can be an important parameter in decisions of investors and issuers. Considering the probability of offering withdrawal facilitates more precise estimation of underpricing. In this paper, the effective factors on probability of IPO withdrawal and underpricing in Tehran Stock Exchange have been characterized using regression, and then neural network is applied to estimate the probability of IPO withdrawal and underpricing. To evaluate the performance of our applied method, fuzzy regression is employed and compared with neural network. According to the obtained empirical results, neural network demonstrates better accuracy than fuzzy regression. The results indicate that there is a meaningful relationship between underpricing and probability of withdrawal, and the probability of IPO withdrawal plays an important role in precise evaluation of underpricing.