• Title/Summary/Keyword: Closed-Form Algorithm

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Analytical Approximation Algorithm for the Inverse of the Power of the Incomplete Gamma Function Based on Extreme Value Theory

  • Wu, Shanshan;Hu, Guobing;Yang, Li;Gu, Bin
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.15 no.12
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    • pp.4567-4583
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    • 2021
  • This study proposes an analytical approximation algorithm based on extreme value theory (EVT) for the inverse of the power of the incomplete Gamma function. First, the Gumbel function is used to approximate the power of the incomplete Gamma function, and the corresponding inverse problem is transformed into the inversion of an exponential function. Then, using the tail equivalence theorem, the normalized coefficient of the general Weibull distribution function is employed to replace the normalized coefficient of the random variable following a Gamma distribution, and the approximate closed form solution is obtained. The effects of equation parameters on the algorithm performance are evaluated through simulation analysis under various conditions, and the performance of this algorithm is compared to those of the Newton iterative algorithm and other existing approximate analytical algorithms. The proposed algorithm exhibits good approximation performance under appropriate parameter settings. Finally, the performance of this method is evaluated by calculating the thresholds of space-time block coding and space-frequency block coding pattern recognition in multiple-input and multiple-output orthogonal frequency division multiplexing. The analytical approximation method can be applied to other related situations involving the maximum statistics of independent and identically distributed random variables following Gamma distributions.

A Study of Optimal Impact Angle Control Laws (최적 충돌각 제어법칙에 관한 연구)

  • 송택렬;신상진
    • Journal of the Korea Institute of Military Science and Technology
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    • v.1 no.1
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    • pp.211-218
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    • 1998
  • As a part of trajectory modulation to increase system survivability and terminal effectiveness, impact angle control is required in the terminal phase of tactical missile systems. The missile systems are not allowed to have high altitude to reduce probability of detection by sensors of missile defense systems. In this paper, an analytic form of a time-optimal control law is suggested in the case of constrained missile maneuverability and impact angle under the assumption of a zero-lag autopilot. The control law is obtained by establishing optimal missile-target engagement geometry in the vertical plane. Extension of the law for missiles with autopilot response lags requiring a numerical solution is studied by introducing an iterative algorithm for optimal switching time determination of which the initial switching instants are obtained from the analytic solution. Also suggested is a closed-form impact angle control law derived by an energy-optimal approach. The performances of the proposed guidance laws are evaluated by a series of computer runs.

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Blind adaptive receiver for uplink multiuser massive MIMO systems

  • Shin, Joonwoo;Seo, Bangwon
    • ETRI Journal
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    • v.42 no.1
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    • pp.26-35
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    • 2020
  • Herein, we consider uplink multiuser massive multiple-input multiple-output systems when multiple users transmit information symbols to a base station (BS) by applying simple space-time block coding (STBC). At the BS receiver, two detection filters for each user are used to detect the STBC information symbols. One of these filters is for odd-indexed symbols and the other for even-indexed symbols. Using constrained output variance metric minimization, we first derive a special relation between the closed-form optimal solutions for the two detection filters. Then, using the derived special relation, we propose a new blind adaptive algorithm for implementing the minimum output variance-based optimal filters. In the proposed adaptive algorithm, filter weight vectors are updated only in the region satisfying the special relation. Through a theoretical analysis of the convergence speed and a computer simulation, we demonstrate that the proposed scheme exhibits faster convergence speed and lower steady-state bit error rate than the conventional scheme.

(Suboptimal Detection Thresholds for Tracking in Clutter) (클러터 환경에서의 표적 추적을 위한 준최적의 검출 문턱값)

  • Jeong, Yeong-Heon;Sin, Han-Seop
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.39 no.2
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    • pp.176-181
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    • 2002
  • In this paper, we consider the optimal control of detection threshold to minimize the conditional expectation of mean-square state estimation error for a probabilistic data association (PDA) filter. Earlier works on this problem involved the cumbersome graphical optimization algorithm or time-consuming numerical optimization algorithm. Using the numerical approximation of information reduction factor, we obtained the suboptimal detection threshold in a closed-form. This results are very useful for real- time implementation.

COMPARATIVE STUDY OF NUMERICAL ALGORITHMS FOR THE ARITHMETIC ASIAN OPTION

  • WANG, JIAN;BAN, JUNGYUP;LEE, SEONGJIN;YOO, CHANGWOO
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.22 no.1
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    • pp.75-89
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    • 2018
  • This paper presents the numerical valuation of the arithmetic Asian option by using the operator-splitting method (OSM). Since there is no closed-form solution for the arithmetic Asian option, finding a good numerical algorithm to value the arithmetic Asian option is important. In this paper, we focus on a two-dimensional PDE. The OSM is famous for dealing with plural-dimensional PDE using finite difference discretization. We provide a detailed numerical algorithm and compare results with MCS method to show the performance of the method.

A FAST AND ACCURATE NUMERICAL METHOD FOR MEDICAL IMAGE SEGMENTATION

  • Li, Yibao;Kim, Jun-Seok
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.14 no.4
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    • pp.201-210
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    • 2010
  • We propose a new robust and accurate method for the numerical solution of medical image segmentation. The modified Allen-Cahn equation is used to model the boundaries of the image regions. Its numerical algorithm is based on operator splitting techniques. In the first step of the splitting scheme, we implicitly solve the heat equation with the variable diffusive coefficient and a source term. Then, in the second step, using a closed-form solution for the nonlinear equation, we get an analytic solution. We overcome the time step constraint associated with most numerical implementations of geometric active contours. We demonstrate performance of the proposed image segmentation algorithm on several artificial as well as real image examples.

Optimization Methodology of Multiple Air Hole Effects in Substrate Integrated Waveguide Applications

  • Kim, Jin-Yang;Chun, Dong-Wan;Ryu, Christopher Jayun;Lee, Hai-Young
    • Journal of electromagnetic engineering and science
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    • v.18 no.3
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    • pp.160-168
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    • 2018
  • A wide spectrum of potential applications using substrate integrated waveguide (SIW) technologies in conjunction with air hole regions is introduced, and an efficient optimization methodology to cope with the multiple air hole effect in SIW applications is proposed. The methodology adopts a genetic algorithm to obtain optimum air hole dimensions for the specific propagation constant that can be accurately calculated using the recursive and closed form equations presented. The optimization results are evaluated by designing an SIW bandpass filter, and they show excellent performance. The optimization methodology using the proposed equations is effective in performance enhancement for the purposes of low loss and broadband SIW applications.

Nonlinear analysis of service stresses in reinforced concrete sections-closed form solutions

  • Barros, Helena F.M.;Martins, Rogerio A.F.
    • Computers and Concrete
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    • v.10 no.5
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    • pp.541-555
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    • 2012
  • This paper presents an algorithm for the evaluation of stresses in reinforced concrete sections under service loads. The algorithm is applicable to any section defined by polygonal contours and is based on an analytical integration of the stresses. The nonlinear behaviour of concrete is represented by the parabola-rectangle law used in the Eurocode-2 for the ultimate concrete design. An integrated definition of the strains in concrete and steel is possible by the use of Heaviside functions, similarly to what is done for ultimate section design in Barros et al. (2004). Other constitutive equations for the definition of the stresses in the concrete or steel can be easily incorporated into the code. The examples presented consist in the evaluation of resulting axial load and bending moment in an irregular section and in a section in L shape. The results, for service stresses, can also be plotted in terms of design abacus; a rectangular doubly reinforced section is presented as example.

Minimum-Energy Spacecraft Intercept on Non-coplanar Elliptical Orbits Using Genetic Algorithms

  • Oghim, Snyoll;Lee, Chang-Yull;Leeghim, Henzeh
    • International Journal of Aeronautical and Space Sciences
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    • v.18 no.4
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    • pp.729-739
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    • 2017
  • The objective of this study was to optimize minimum-energy impulsive spacecraft intercept using genetic algorithms. A mathematical model was established on two-body system based on f and g solution and universal variable to address spacecraft intercept problem for non-coplanar elliptical orbits. This nonlinear problem includes many local optima due to discontinuity and strong nonlinearity. In addition, since it does not provide a closed-form solution, it must be solved using a numerical method. Therefore, the initial guess is that a very sensitive factor is needed to obtain globally optimal values. Genetic algorithms are effective for solving these kinds of optimization problems due to inherent properties of random search algorithms. The main goal of this paper was to find minimum energy solution for orbit transfer problem. The numerical solution using initial values evaluated by the genetic algorithm matched with results of Hohmann transfer. Such optimal solution for unrestricted arbitrary elliptic orbits using universal variables provides flexibility to solve orbit transfer problems.

Real-Time Estimation of Stewart Platform Forward Kinematic Solution (스튜어트 플랫폼 순기구학 해의 실시간 추정기법)

  • 정규홍;이교일
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.18 no.7
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    • pp.1632-1642
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    • 1994
  • The Stewart Platform is a six-degree-of-freedom in-parallel-actuated manipiulator mechanism. The kinematic behavior of parallel mechanisms shows inverse characteristics as compared that of serial mechanisms; i.e, the inverse kinematic problem of Stewart Platform is straightforward, but no closed form solution of the forward kinematic problem has been previously presented. Thus it is difficult to calculate the 6 DOF displacement of the platform from the measured lengths of the six actuators in real time. Here, a real-time estimation algorithm which solves the Stewart Platform kinematic problem is proposed and tested through computer simulations and experiments. The proposed algorithm shows stable convergence characteristics, no estimation errors in steady state and good estimation performance with higher sampling rate. In experiments it is shown that the estimation result is the same as that of simulation even in the presence of measurement noise.