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Mackenzie, Neil C. "The independent quadratic optimisation algorithm for the active control of noise and vibration /." Title page, contents and abstract only, 1996. http://web4.library.adelaide.edu.au/theses/09PH/09phm15742.pdf.
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Snyder, Scott D. "A fundamental study of active noise control system design /." Title page, contents and abstract only, 1991. http://web4.library.adelaide.edu.au/theses/09PH/09phs675.pdf.
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Li, Xun. "Physical systems for the active control of transformer noise." Title page, contents and abstract only, 2000. http://hdl.handle.net/2440/37964.
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Traditional means of controlling sound radiated by electrical power transformers involve the construction of large expensive barriers or full enclosures, which cause maintainability and cooling problems. One promising alternative is to use active noise control to cancel the noise. This thesis is concerned with one of the many problems which need to be investigated to develop a practical active noise cancellation system for transformers. This work, in particular, is concerned with the physical system design which includes the selection of the control source types and the evaluation of the near-field sensing strategies. Loudspeakers have been widely used in the past as an acoustic source for canceling transformer noise. The principal disadvantage of using loudspeakers is that to achieve global noise control, a large number, driven by a multi-channel controller, are required. However, if large panels are used in place of loudspeakers as control sources, it is possible that the number of the control sources and complexity of the controller could be reduced substantially. In addition to reducing the number of control sources and simplifying their application, panel sound sources could also overcome some disadvantages of the loudspeakers, such as limited life and deterioration due to the weather. Thus, part of the work described in this thesis is concerned with the development of a resonant curved panel with a backing cavity as an acoustic type source. The advantages of using a curved panel rather than a flat panel are twofold: first a curved panel is more easily excited by the extensional motion of the piezoelectric patch actuators; and second, it is more difficult to adjust the resonance frequencies of the efficient modes of a flat panel than of a curved panel. The analytical models for the design of the panel cavity systems have been developed. As an example, a resonant curved panel with a backing cavity system was constructed and the sound radiation of the system was measured. Results show that a resonant panel-cavity sound source could be used as an alternative to a number of loudspeakers for active cancellation of electric power transformer noise. Due to the advantages of using the vibration type control sources, two types of vibration control sources (inertial electrodynamic shakers and piezoelectric patch actuators) were considered and the mechanical output of the inertial shakers has been compared with that of the piezoelectric actuators. In contrast with the piezoelectric actuators, the resonance frequencies of the inertial shakers can be tuned to the frequencies of interest using simple tuning procedures, so that the output efficiency of the shakers can be increased. The output performance was evaluated for two types of actuators by measuring the structural response of either a panel or a transformer when excited by the actuators at half their rated voltage input. Results demonstrated that a much larger output amplitude at the frequency of interest can be achieved by the tuned inertial type actuators. Two near-field sensing strategies, the minimization of the sum of the sound intensities and the minimization of the sum of the squared sound pressures, have been studied. A quadratic expression was derived for the minimization of the sum of the sound intensities in the near-field. To evaluate the control performances achieved using both sensing strategies, a flat-panel was modelled with a harmonic point force disturbance and several point force control sources. Simulation results show that the control performance could be improved by minimizing the sum of the sound intensities in the hydrodynamic near-field, provided that a very large number of error sensors were used, otherwise better results were achieved using near-field squared pressure sensing. Both sensing strategies were used to predict the noise reductions that resulted for the active noise control of a small transformer in the laboratory environment and for a large electrical power transformer on site. To optimize the locations of the control sources (for the large transformer on site) and the locations of the error sensors (for the small transformer in the laboratory environment), a genetic algorithm (GA), which is an evolutionary optimization technique, was employed as a search procedure to optimize the control source and error sensor locations. The results showed that the control source locations and/or the error sensor locations must be optimized to achieve the maximum sound reduction for either error sensing strategy, especially for the sound intensity minimization; otherwise, the sound field level may increase after control due to the character of the cost function (the sum of the sound intensities). The simulation results were experimentally validated for the small transformer in the laboratory environment. Due to the limitation of the number of controller channels, the control performance was only evaluated for squared pressure minimization. The results demonstrated that for the case of 8 control sources and 8 error sensors, at 100 Hz, an average sound pressure reduction of 15.8 dB was achieved when evaluated at 528 monitoring locations at 0.25 m intervals on a surface that surrounded the transformer.<br>Thesis (Ph.D.)--Engineering (Department of Mechanical Engineering), 2000.
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Richard, John S. "Modeling of multiple layered piezoelectric actuators in active structural control." Thesis, This resource online, 1993. http://scholar.lib.vt.edu/theses/available/etd-12052009-020234/.
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Ruckman, Christopher E. "A regression-based approach for simulating feedfoward active noise control, with application to fluid-structure interaction problems." Diss., This resource online, 1994. http://scholar.lib.vt.edu/theses/available/etd-06062008-170941/.
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Rallabhandi, Sriram Kishore. "Sonic Boom Minimization through Vehicle Shape Optimization and Probabilistic Acoustic Propagation." Diss., Georgia Institute of Technology, 2005. http://hdl.handle.net/1853/6937.
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Sonic boom annoyance is an important technical showstopper for commercial supersonic aircraft operations. It has been proposed that aircraft can be shaped to alleviate sonic boom. Choosing the right aircraft shape reflecting the design requirements is a fundamental and most important step that is usually over simplified in the conceptual stages of design by resorting to a qualitative selection of a baseline configuration based on historical designs and designers perspective. Final aircraft designs are attempted by minor shape modifications to this baseline configuration. This procedure may not yield large improvements in the objectives, especially when the baseline is chosen without a rigorous analysis procedure.
Traditional analyses and implementations tend to have a complex algorithmic flow, tight coupling between tools used and computational limitations. Some of these shortcomings are overcome in this study and a diverse mix of tools is seamlessly integrated to provide a simple, yet powerful and automatic procedure for sonic boom minimization. A shape optimization procedure for supersonic aircraft design using better geometry generation and improved analysis tools has been successfully demonstrated. The geometry engine provides dynamic reconfiguration and efficient manipulation of various components to yield unstructured watertight geometries. The architecture supports an assimilation of different components and allows configuration changes to be made quickly and efficiently because changes are localized to each component. It also enables an automatic way to combine linear and non-linear analyses tools. It has been shown in this study that varying atmospheric conditions could have a huge impact on the sonic boom annoyance metrics and a quick way of obtaining probability estimates of relevant metrics was demonstrated. The well-accepted theoretical sonic boom minimization equations are generalized to a new form and the relevant equations are derived to yield increased flexibility in aircraft design process. Optimum aircraft shapes are obtained in the conceptual design stages weighing in various conflicting objectives. The unique shape optimization procedure in conjunction with parallel genetic algorithms improves the computational time of the analysis and allows quick exploration of the vast design space. The salient features of the final designs are explained. Future research recommendations are made.
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Luo, Yan, and 罗妍. "Three essays on noise and institutional trading." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2010. http://hub.hku.hk/bib/B44549246.
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Envia, Edmane. "Influence of vane sweep on rotor-stator interaction noise." Diss., The University of Arizona, 1988. http://hdl.handle.net/10150/184609.
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In this dissertation the influence of vane sweep on rotor-stator interaction noise is investigated. In an analytical approach, the interaction of a convected gust, representing the rotor viscous wake, with a cascade of finite span swept airfoils, representing the stator, is analyzed. The analysis is based on the solution of the exact linearized equations of motion. High-frequency convected gusts for which noise generation is concentrated near the leading edge of the airfoils are considered. In a preliminary study, the problem of an isolated finite span swept airfoil interacting with a convected gust is analyzed. Using Fourier transform methods and the Wiener-Hopf technique, an approximate solution for this problem is developed. Closed form expressions for the acoustic farfield are obtained and used in a parametric study to assess the effect of airfoil sweep on noise generation. Results indicate that sweep can substantially reduce the farfield noise levels for a single airfoil. Utilizing the single airfoil model, an approximate solution to the problem of noise radiation from a cascade of finite span swept airfoils interacting with a convected gust is derived. Only upstream radiated noise is considered. Neglecting the weak coupling between the adjacent leading edges at high frequencies, the cascade solution is constructed as a superposition of acoustic farfields emanating from an infinite number of isolated airfoils. A parametric study of noise generated by gust-cascade interaction is then carried out to assess the effectiveness of vane sweep in reducing rotor-stator interaction noise. The results of the parametric study show that, over a fairly wide range of conditions, sweep is beneficial in reducing noise levels. One conclusion of particular importance is that rotor wake twist or circumferential lean substantially influences the effectiveness of vane sweep. The orientation of the vane sweep must be chosen to enhance the natural phase lag caused by wake lean, in which case rather small sweep angles substantially reduce the noise levels.
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Liang, Pei-Ji. "Mathematical models of respiratory control in humans." Thesis, University of Oxford, 1996. http://ora.ox.ac.uk/objects/uuid:567195f2-f911-4188-a1c3-96192fd7b3ee.
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This thesis is concerned with modelling the properties of human ventilation during steady-state conditions and during acute and sustained isocapnic hypoxia. <strong>Chapter 1</strong> reviews some of the relevant studies in animals and humans. <strong>Chapter 2</strong> describes the origins of the data studied in this thesis. In particular, it describes the experimental apparatus and the technique of dynamic end-tidal forcing used to gather the data, as well as the particular protocols employed. <strong>Chapter 3</strong> studies the breath-to-breath variations in ventilation during steady breathing in both rest and during light exercise with the end-tidal gases controlled. The results suggest that: 1) both simple ARMA models and a simple state-space model can describe the autocorrelation present in the data; 2) variations in spectral power were present in the data which cannot be described by these models; and 3) these variations were often due to a uniform modulation and did not significantly affect the coefficients of the models. For these kinds of data, a heteroscedastic form of state-space model provides an attractive theoretical structure for the noise processes. <strong>Chapter 4</strong> studies human ventilation during sustained isocapnic hypoxia. Two models are used. The first, developed by Painter et al. (J. Appl. Physiol. 74:2007-2015, 1993) describes hypoxic ventilatory decline (HVD) as a decline in peripheral chemoreflex sensitivity. The second is an extended model which incorporates a component of HVD that is independent of peripheral chemoreflex sensitivity. The models incorporate a parallel noise structure. It is concluded that, in some subjects but not others, there is a component of HVD which is independent of peripheral chemoreflex sensitivity. <strong>Chapter 5</strong> studies the human ventilatory response to cyclic isocapnic hypoxia. Both a simple proportional dynamic model suggested by Clement and Robbins (Respir. Physiol. 92:253-175, 1993), and an extended model with an additional non-linear rate-sensitive component are studied. The models incorporate a parallel noise structure. The results show that, although the extended model improves the fit to the data for some subjects, both models failed to explain the data fully, especially the occasional large breaths, which were shown to occur more frequently in some parts of the hypoxic cycle than other parts.
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Qiu, Jin 1962. "Production control and capacity configuration." Thesis, McGill University, 1994. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=28646.
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Production control and capacity configuration policies are critical to a manufacturing firm for effective inventory control. In the first part of this dissertation, a Dynamic Programming model and a solution algorithm are developed to obtain an optimal (near-optimal) production control policy. The solution algorithm is able to produce an extremely good policy under mild conditions, but is applicable only to problems with a limited number of products. For problems involving a large number of products, a heuristic algorithm based on a decomposition/aggregation scheme is then proposed. This algorithm overcomes the computational difficulty typically associated with Dynamic Programming problems with a large number of state dimensions. Computational test results are reported to show the performance of the policy generated by the heuristic algorithm. In the second part of the dissertation, the production lead time and operational cost performance of two capacity configurations are analyzed. Models are developed for each configuration to determine the amount of capacity which minimizes the total capacity acquisition and operational costs, including the inventory cost. Computational test results are presented to study the impact of problem characteristics on the superiority of each configuration.
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Jiao, Yue, and 焦月. "Mathematical models for control of probabilistic Boolean networks." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2008. http://hub.hku.hk/bib/B41508634.
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Tan, David Kim Hong. "Mathematical models of rate control for communication networks." Thesis, University of Cambridge, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.624531.
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Jiao, Yue. "Mathematical models for control of probabilistic Boolean networks." Click to view the E-thesis via HKUTO, 2008. http://sunzi.lib.hku.hk/hkuto/record/B41508634.
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DITOLLA, ROBERT JOHN. "RANDOM VIBRATION ANALYSIS BY THE POWER SPECTRUM AND RESPONSE SPECTRUM METHODS (WHITE NOISE, FINITE-ELEMENT, VANMARCKE, DENSITY, NASTRAN)." Diss., The University of Arizona, 1986. http://hdl.handle.net/10150/183836.
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Determination of the stresses and displacements which occur in response to random excitations cannot be accomplished by traditional deterministic analysis methods. As the specification of the excitation and the response of the structure become more complex, solutions by direct, closed-form methods require extensive computations. Two methods are presented which can be used in the analysis of structures which are subjected to random excitations. The Power Spectrum Method is a procedure which determines the random vibration response of the structure based upon a frequency response analysis of a structural model. The Response Spectrum Method is a method which is based upon specified forces or displacements as a function of time. A derivation of each of the methods is presented and followed by comparisons of the results which were obtained for single and multiple-degree-of-freedom systems. Assumptions and limitations of the methods are discussed as well as their accuracy over ranges of frequency, damping and loading specification. As a direct application and comparison of the two methods, an analysis of the support system for the primary mirror of the Space Infrared Telescope Facility (SIRTF) has been performed. In addition, a method for the evaluation of the critical damping in a single-degree-of-freedom structure is demonstrated.
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Adams, William Mark 1961. "APPLICATION OF THE VARIANCE-TO-MEAN RATIO METHOD FOR DETERMINING NEUTRON MULTIPLICATION PARAMETERS OF CRITICAL AND SUBCRITICAL REACTORS (REACTOR NOISE, FEYNMAN-ALPHA)." Thesis, The University of Arizona, 1985. http://hdl.handle.net/10150/275438.
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Yakob, Laith. "Mathematical modelling of novel pest control strategies." Thesis, University of Oxford, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.670034.
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Warren, Paul A. "Mathematical models of 3-D ocular mechanics and control." Thesis, University of Sheffield, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.312221.
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Wang, Gang. "Study of a low-dispersion finite volume scheme in rotocraft noise prediction." Diss., Georgia Institute of Technology, 2002. http://hdl.handle.net/1853/12395.
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Kröckel, Silke. "Stochastic production-inventory systems with significant setup times." Diss., Georgia Institute of Technology, 2002. http://hdl.handle.net/1853/24367.
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Roberts, Gwendolyn Rose 1963. "A comparison of multiple univariate and multivariate geometric moving average control charts." Thesis, The University of Arizona, 1988. http://hdl.handle.net/10150/276779.
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This study utilizes a Monte Carlo simulation to examine the performance of multivariate geometric moving average control chart schemes for controlling the mean of a multivariate normal process. The study compares the performance of the proposed method with a multivariate Shewhart chart, a multiple univariate cumulative sum (CUSUM) control chart, a multivariate CUSUM control chart and a multiple univariate geometric moving average control chart.
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Young, Andrew J. "Active control of vibration in stiffened structures." Title page, contents and abstract only, 1995. http://hdl.handle.net/2440/37722.
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Active control of vibration in structures has been investigated by an increasing number of researchers in recent years. There has been a great deal of theoretical work and some experiment examining the use of point forces for vibration control, and more recently, the use of thin piezoelectric crystals laminated to the surfaces of structures. However, control by point forces is impractical, requiring large reaction masses, and the forces generated by laminated piezoelectric crystals are not sufficient to control vibration in large and heavy structures. The control of flexural vibrations in stiffened structures using piezoceramic stack actuators placed between stiffener flanges and the structure is examined theoretically and experimentally in this thesis. Used in this way, piezoceramic actuators are capable of developing much higher forces than laminated piezoelectric crystals, and no reaction mass is required. This thesis aims to show the feasibility of active vibration control using piezoceramic actuators and angle stiffeners in a variety of fundamental structures. The work is divided into three parts. In the first, the simple case of a single actuator used to control vibration in a beam is examined. In the second, vibration in stiffened plates is controlled using multiple actuators, and in the third, the control of vibration in a ring-stiffened cylinder is investigated. In each section, the classical equations of motion are used to develop theoretical models describing the vibration of the structures with and without active vibration control. The effects of the angle stiffener(s) are included in the analysis. The models are used to establish the quantitative effects of variation in frequency, the location of control source(s) and the location of the error sensor(s) on the achievable attenuation and the control forces required for optimal control. Comparison is also made between the results for the cases with multiple control sources driven by the same signal and with multiple independently driven control sources. Both finite and semi-finite structures are examined to enable comparison between the results for travelling waves and standing waves in each of the three structure types. This thesis attempts to provide physical explanations for all the observed variations in achievable attenuation and control force(s) with varied frequency, control source location and error sensor location. The analysis of the simpler cases aids in interpreting the results for the more complicated cases. Experimental results are given to demonstrate the accuracy of the theoretical models in each section. Trials are performed on a stiffened beam with a single control source and a single error sensor, a stiffened plate with three control sources and a line of error sensors and a ring-stiffened cylinder with six control sources and a ring of error sensors. The experimental results are compared with theory for each structure for the two cases with and without active vibration control.<br>Thesis (Ph.D.)--Mechanical Engineering, 1995.
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Gutiérrez, Arenas Omar. "Sensitivity, noise and detection of enzyme inhibition in progress curves /." Uppsala : Acta Universitatis Upsaliensis : Universitetsbiblioteket [distributör], 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-6886.
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陳立梅 and Lap-mui Ann Chan. "Near optimal lot-sizing policies for multi-stage production/inventory systems." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1990. http://hub.hku.hk/bib/B31209129.
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Yan, Li, and 顏理. "On the traffic flow control system." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2007. http://hub.hku.hk/bib/B39431174.
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Leung, Ho-yin, and 梁浩賢. "Stochastic models for optimal control problems with applications." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2009. http://hub.hku.hk/bib/B42841781.
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Chang, Min-Yung. "Active vibration control of composite structures." Diss., This resource online, 1990. http://scholar.lib.vt.edu/theses/available/etd-09162005-115021/.
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Cao, Min, and 曹敏. "Models for delivery and price equilibrium and statistical quality control in supply chains." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2007. http://hub.hku.hk/bib/B38576090.
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Sun, Daning. "Structured policies for complex production and inventory models." Thesis, University of British Columbia, 1990. http://hdl.handle.net/2429/31002.
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For inventory models minimizing the long-run average cost over an infinite horizon, the existence of optimal policies was an open question for a long time. Consider a deterministic, continuous time inventory system satisfies the following conditions: the production network is acyclic, the joint setup cost function is monotone, the holding cost and the backlogging cost rates are nonnegative, the demand rates are constant over time, the production rates are infinite or finite non-increasing, and backlogging may be allowed or not. For this very general extension of the Wilson-Harris EOQ model, we prove the existence of optimal policies. Very few properties of optimal policies have been discovered since the 1950's. Restricting the above inventory model to infinite production rates, we present some new properties of optimal policies, such as the Latest Ordering Property, and explicit expressions for echelon inventories and order quantities in terms of ordering instants.
An assembly production system with n facilities has a constant external demand occurring at the end facility. Production rates at each facility are finite and non-increasing along any path in the assembly network. Associated with each facility are a set-up cost and positive echelon holding cost rate. The formulation of the lot-sizing problem is developed in terms of integer-ratio lot size policies. This formulation provides a unification of the integer-split policies formulation of Schwarz and Schrage [34] (1975) and the integer-multiple policies formulation of Moily [20] (1986), allowing either assumption to be operative at any point in the system. A relaxed solution to this unified formulation provides a lower bound to the cost of any feasible policy. The derivation of this Lower Bound Theorem is novel and relies on the notion of path holding costs, a generalization of echelon holding costs. An optimal power-of-two lot size policy is found by an 0(n³ log n) algorithm and its cost is within 2% of the optimum in the worst case.
Mitchell [18] (1987) extended Roundy's 98%-effectiveness results for one-warehouse multi-retailer inventory systems with backlogging. We extend this 98%-effectiveness result
for series inventory systems with backlogging. The nearly-integer-ratio policies still work. The continuous relaxation provides a lower bound on the long-run average cost of any feasible policy. The backlogging model is also reduced in 0{n) time to an equivalent model without backlogging. Roundy's results [27] (1983) are then applied for finding a 98%-effective backlogging policy in O(nlogn) time.
In an EOQ model with n products, joint setup costs provide incentives for joint replenishment. These joint setup costs may be modelled as a positive, nondecreasing, submodular set function. A grouping heuristic partitions the n products into groups, and all products in the same group are always jointly replenished. Each group is then considered as a single "aggregate product" being replenished independently of the other groups, and therefore according to the EOQ formula. As a result, possible savings when several groups are simultaneously replenished are simply ignored. Our main result is that the cost of the best such grouping solution cannot be worse than 44.8% above the optimum cost. Known examples show that it can be as bad as 22.4% above the optimum cost. These results contrast with earlier results for power-of-two policies, the best of which never being worse than about 2% above the optimum cost.<br>Business, Sauder School of<br>Graduate
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Terciyanli, Erman. "Alternative Mathematical Models For Revenue Management Problems." Master's thesis, METU, 2009. http://etd.lib.metu.edu.tr/upload/12610711/index.pdf.
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In this study, the seat inventory control problem is considered for airline networks from the
perspective of a risk-averse decision maker. In the revenue management literature, it is generally
assumed that the decision makers are risk-neutral. Therefore, the expected revenue is
maximized without taking the variability or any other risk factor into account. On the other
hand, risk-sensitive approach provides us with more information about the behavior of the
revenue. The risk measure we consider in this study is the probability that revenue is less
than a predetermined threshold level. In the risk-neutral cases, while the expected revenue
is maximized, the probability of revenue being less than such a predetermined level might
be high. We propose three mathematical models to incorporate the risk measure under consideration.
The optimal allocations obtained by these models are numerically evaluated in
simulation studies for example problems. Expected revenue, coefficient of variation, load factor
and probability of the poor performance are the performance measures in the simulation
studies. According to the results of these simulations, it shown that the proposed models can
decrease the variability of the revenue considerably. In other words, the probability of revenue
being less than the threshold level is decreased. Moreover, expected revenue can be increased
in some scenarios by using the proposed models. The approach considered in this thesis is especially proposed for small scale airlines because risk of obtaining revenue less than the
threshold level is more for this type of airlines as compared to large scale airlines.
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Iyogun, Paul Omolewa. "Lower bounds for production/inventory problems by cost allocation." Thesis, University of British Columbia, 1987. http://hdl.handle.net/2429/27323.
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This thesis presents a cost allocation method for deriving lower bounds on costs of feasible policies for a class of production/inventory problems. Consider the joint replenishment problem where a group of items is replenished together or individually. A sequence of reorders for any particular item will incur holding, backorder and set-up costs specific to the item, in addition whenever any item is replenished a joint cost is incurred. What is required of the total problem is the minimization of a cost function of the replenishment sequence or policy.
The cost allocation method consists of decomposing the total problem into sub-problems, one for each item, by allocating the joint cost amongst the items in such a way that every item in the group receives a positive allocation or none. The result is that, for an arbitrary feasible cost allocation, the sum of the minimum costs for the subproblems is a lower bound on the cost of any feasible policy to the total problem. The results for the joint replenishment problem follows:
For the constant and continuous demand case we reproduce the lower bound of Jackson, Maxwell and Muckstadt more easily than they did. For the multi-item dynamic
lot-size problem, we generalize Silver-Meal and part-period balancing heuristics, and derive a cost allocation bound with little extra work. For the 'can-order' system, we use periodic policies derived from the cost allocation method and show that they are superior to the more complex (s,c,S) policies. The cost allocation method is easily
generalized to pure distribution problems where joint replenishment decisions are taken at several facilities. For example, for the one-warehouse multi-retailer problem, we reproduce Roundy's bound more easily than he did. For the multi-facility joint replenishment problem (a pure distribution system with an arbitrary number of warehouses),
we give a lower bound algorithm whose complexity is dr log r where d is the maximum number of facilities which replenish a particular item and r is the number of items.<br>Business, Sauder School of<br>Graduate
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Clements, Adam. "The impact and measurement of the intensity of noise in stock returns." Thesis, Queensland University of Technology, 2002.
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The development of financial economics literature has been characterised by a continual dialogue between empirical and theoretical researchers. Often, this dialogue has taken the form of empirical observation prompting theoretical enquiry. This thesis follows this long tradition by investigating a number of emerging empirical facts, for which in most cases, simple theoretical explanations are suggested. Broadly speaking, this thesis investigates the manner in which the level of activity in an asset market influences the empirical features exhibited by the asset's returns. Motivated by these empirical observations reported in this thesis, theoretical models based on heterogeneous trader behaviour are suggested as explanations of these observations.
A body of widely accepted empirical facts are first re-evaluated with reference to three representative equity indices. Features such as linear dependence in expected returns, dependence in the volatility of returns and negative correlation between returns and volatility innovations are found to be common characteristics of index returns. A number of authors have documented the emerging fact that the presence of non-linearity in returns is transitory in nature. A central issue of this thesis is to propose a rationale for this as yet unexplained phenomenon. Within a model of trader interaction, it is shown that the intensity of noise trading is critically important for the presence of nonlinear price outcomes. Increases in the intensity of noise trading are shown to extinguish non-linear structure in simulated returns. Analysis of index returns lends support to this notion in that periods of returns that exhibit more intense noise are associated with linearity. Issues relating to the accurate and efficient measurement of noise are discussed in detail. It is found that when dealing with stock returns, simple standard deviation of returns is a valid approximation to the intensity of noise in returns. As the presence of non-linearity in returns does not appear to be a persistent feature, the link between market activity and linear dependence in returns is also investigated. Using a similar model of trader interaction, it is shown that when the rate of news arrival is relatively low (high) strong (weak) positive autocorrelations are detected. Broadly consistent patterns are also detected in index returns, supporting the notion that news influences the behavioural patterns of investors and thus observed structure in returns.
Another emerging empirical fact documented in this thesis is the manner in which the intensity of noise in returns influences dependence in the volatility of returns. An accepted feature of the dependence in volatility is that an asymmetry exists between returns and volatility innovations. It is shown here that during periods where the intensity of noise in returns is relatively high, this asymmetrical effect becomes more pronounced. While no formal explanation of this observation is suggested, this exercise has followed in the tradition of much research in investigating empirical phenomena as a first step in expanding our understanding of asset markets.
The results reported throughout this thesis are important from two perspectives. First, they expand upon our knowledge of the empirical features of asset returns in that emerging facts are re-evaluated and new facts documented. Second, given the theoretical explanations proposed for these observations, insights into the behavioural mechanisms generating returns are also revealed.
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Ozcaldiran, Kadri. "Control of descriptor systems." Diss., Georgia Institute of Technology, 1985. http://hdl.handle.net/1853/13531.
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Smerlas, Alex. "Robust multivariable control of helicopters : from mathematical models to flight tests." Thesis, University of Leicester, 1999. http://hdl.handle.net/2381/30174.
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This thesis describes the design and flight testing of advanced robust multivariable control laws for high performance fly-by-wire helicopters. The control laws are synthesised using H optimisation, which provides robust stability against a wide class of systems with unmodelled dynamics and parametric uncertainty. This is the first time that an H-based control system has been designed and successfully tested in both ground-based simulators and in real flight, on a fly-by-wire, variable stability helicopter.;The helicopter is a multivariable and highly nonlinear system. The dynamics vary significantly with the aircraft's orientation in the three-dimensional inertial space, the magnitude and direction of the velocity and different loading configurations. This implies a high pilot workload during operational tasks. The developed control laws provide the pilot with a means to fly the aircraft safely and effectively throughout its flight envelope.;Special attention is paid to the effects of high order rotor dynamics on the control law robustness and performance, to controller implementation issues and to the effects of aircraft configurations to the perceived handling qualities of the helicopter.;For systems that undergo large parameter variations, a novel gain scheduled methodology is proposed, which not only stabilises the linearised plants within the scheduling variable region, but also achieves H performance control objectives. This method exploits the attractive observer-based structure of the H loop shaping feedback compensators.
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Duke, Connor R. "Optimization of control source and error sensor locations in free field active noise control /." Diss., CLICK HERE for online access, 2007. http://contentdm.lib.byu.edu/ETD/image/etd2087.pdf.
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Hodge, Steven Eric. "Discrete-time closed-loop control of a hinged wavemaker." Thesis, University of British Columbia, 1986. http://hdl.handle.net/2429/26704.
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The waves produced by a flap-type wavemaker, hinged in the middle, are modelled using first-order linear wavemaker theory. A simplified closed-loop, discrete-time system is proposed. This includes a proportional
plus integral plus derivative (PID) controller, and the wavemaker in order to compare the actual wave spectral density with the desired wave spectral density at a single frequency. Conventional discrete-time control theory is used with the major difference being the use of a relatively long timestep duration between changes in waveboard motion.
The system response is calculated for many controller gain combinations
by the computer simulation program CBGANES. System stability is analyzed for the gain combinations by using two different methods. One method is an extension of the Routh criterion to discrete-time and the other is a state-space eigenvalue approach. The computer simulation and the stability analysis provide a means for selecting possible controller gains for use at a specific frequency in an actual wave tank experiment.
The computer simulation performance response and the two stability analyses predict the same results for varying controller gains. It is evident that integral control is essential in order to achieve a desired response for this long duration timestep application. The variation in discrete timestep duration and in desired spectral density (an indirect indication of frequency variation) provide variation in the constraints on controller gain selection. The controller gain combinations yielding the fastest stable response at a single frequency are for large proportional gain and small integral and derivative gains.<br>Applied Science, Faculty of<br>Mechanical Engineering, Department of<br>Graduate
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Agi, Egemen. "Mathematical Modeling Of Gate Control Theory." Master's thesis, METU, 2009. http://etd.lib.metu.edu.tr/upload/3/12611468/index.pdf.
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The purpose of this thesis work is to model the gate control theory, which explains the modulation of pain signals, with a motivation of finding new possible targets for pain treatment and to find novel control algorithms that can be used in engineering practice. The difference of the current study from the previous modeling trials is that morphologies of neurons that constitute gate control system are also included in the model by which structure-function relationship can be observed. Model of an excitable neuron is constructed and the response of the model for different perturbations are investigated. The simulation results of the excitable cell model is obtained and when compared with the experimental findings obtained by using crayfish, it is found that they are in good agreement. Model encodes stimulation intensity information as firing frequency and also it can add sub-threshold inputs and fire action potentials as real neurons. Moreover, model is able to predict depolarization block. Absolute refractory period of the single cell model is found as 3.7 ms. The developed model, produces no action potentials when the sodium channels are blocked by tetrodotoxin. Also, frequency and amplitudes of generated action potentials increase when the reversal potential of Na is increased. In addition, propagation of signals along myelinated and unmyelinated fibers is simulated and input current intensity-frequency relationships for both type of fibers are constructed. Myelinated fiber starts to conduct when current input is about 400 pA whereas this minimum threshold value for unmyelinated fiber is around 1100 pA. Propagation velocity in the 1 cm long unmyelinated fiber is found as 0.43 m/s whereas velocity along myelinated fiber with the same length is found to be 64.35 m/s. Developed synapse model exhibits the summation and tetanization properties of real synapses while simulating the time dependency of neurotransmitter concentration in the synaptic cleft. Morphometric analysis of neurons that constitute gate control system are done in order to find electrophysiological properties according to dimensions of the neurons. All of the individual parts of the gate control system are connected and the whole system is simulated. For different connection configurations, results of the simulations predict the observed phenomena for the suppression of pain. If the myelinated fiber is dissected, the projection neuron generates action potentials that would convey to brain and elicit pain. However, if the unmyelinated fiber is dissected, projection neuron remains silent. In this study all of the simulations are preformed using Simulink.
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Miller, Andrew J. "Polyhedral approaches to capacitated lot-sizing problems." Diss., Georgia Institute of Technology, 1999. http://hdl.handle.net/1853/24284.
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Bhatnagar, Rohit. "A model for multi-plant coordination : implications for production planning." Thesis, McGill University, 1994. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=28421.
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Firms in several discrete parts manufacturing industries, e.g., electronics equipment, computers, telecommunications equipment etc. operate in a multi-plant environment where products are processed successively at several plants. Prior studies have ignored the interaction between different plants in a multi-plant scenario. The objective of this dissertation is to study the impact of coordination on the cost performance of a two-plant firm.<br>We propose a model that jointly determines production and inventory decisions so that the total cost of holding inventory and overtime, at the two plants is minimized. Our model captures the interaction between the two plants and is preferable to the uncoordinated or the sequential approach which ignores this interaction. We consider the case with limited capacity and explicitly model setup times. Strategies based on Lagrangian relaxation and Lagrangian decomposition methodologies are proposed to solve the model.<br>Two main findings emerge from this research. First, our results indicate that coordination could lead to improved cost performance and enhanced profits for firms. Two parameters, the setup time to processing time ratio and the capacity utilization at the two plants played a significant role in determining the cost improvements. Managerial implications relating to implementation of the coordinated model are discussed. The second important finding of this research is that Lagrangian decomposition consistently outperforms Lagrangian relaxation in terms of achieving better deviation from the optimal solution, for this problem. A Linear Programming based technique for further enhancing the convergence between the upper and lower bounds is presented.<br>In the quest for improved performance, multi-plant coordination represents an important strategy for firms. The contribution of the current research is in modelling some of the salient issues of this problem and exploring promising methodological directions.
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Cooper, William L. "Revenue management, auctions, and perishable inventories." Diss., Georgia Institute of Technology, 1999. http://hdl.handle.net/1853/25805.
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Orzechowska, J. E. "A mathematically reduced approach to predictive control of perishable inventory systems." Thesis, Coventry University, 2014. http://curve.coventry.ac.uk/open/items/df30d207-00e9-4fae-a86d-9fc2871f0539/1.
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The design and optimisation of inventory replenishment systems has already been exhaustively studied by the operational research community. Many classical mathematical methods and simulation techniques have been developed and introduced in the literature. However, what can be observed is the fact that in a real case scenario the lead-time, deterioration of goods and demand for product are likely to be time-varying and uncertain, which traditionally have not necessarily been reflected in the model formulations. Therefore, in response to the dynamical nature of inventory systems, the potential of algorithms based on control theory to reduce the undesirable influences of system uncertainties on inventory level stability, have been investigated /proposed. Consequently, the mapping of the inventory problem into the control theory domain, for cost-benefit inventory trade-off achievement has been realised. Although, the application of control theory in inventory optimisation appears to be beneficial, there are certain reasons why the approach has gained yet little attention among the operational research community. One reason is that it cannot be adopted easily by researchers who are unfamiliar with control theory and another is due to a communication gap which exists between the control theory and operational research communities. Prompted by these observations, the thesis presents a novel, systematic mathematical approach for finding the optimal order quantities. The proposed approach has been mathematically demonstrated to be equivalent in study-sate to model-based predictive control, which is one of the more well-established productive control techniques with industrial application today. The mathematically reduced approach attempts to bridge the identified gap to fulfil the lacking dual perceptions of both communities. It enables the straightforward benefits afforded by predictive control without the necessity to become familiarised with principles of control theory. The method is shown to be applicable for both perishable and non-perishable inventory. Although the novel technique was inspired by MPC and noticing the MPC patterns in the mathematical description, the resulting proposal is no longer MPC. It is in fact a minimum variance approach, or dear beat controller, with an incorporated Smith predictor. Therefore using the adjective ‘predictive’ in the title of the thesis refers to both, the inspiration of MPC and the predictive nature of the minimum variance controller to accommodate lead time, being incorporated within an inherent Smith predictor. The developed approach is considered to be transferable to other applications, where similar model formulations may be applicable.
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Frangakis, Stephanie. "Material parameter identification of acoustic polymeric foams via theoretical modeling and experimental measurements." Access to citation, abstract and download form provided by ProQuest Information and Learning Company; downloadable PDF file 0.41 Mb., 46 p, 2006. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&res_dat=xri:pqdiss&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&rft_dat=xri:pqdiss:1430780.
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吳景濤 and King-to Ng. "A novel bit allocation buffer control algorithm for low bit-rate videocompression." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1998. http://hub.hku.hk/bib/B31221518.
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朱國基 and Kwok-kei Chu. "Design and control of a six-legged mobile robot." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2001. http://hub.hku.hk/bib/B31225895.
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Razavi, H. Ali. "Identification and control of grinding processes for intermetalic [sic] compunds [sic]." Diss., Georgia Institute of Technology, 2000. http://hdl.handle.net/1853/18917.
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Oleś, Katarzyna A. "Searching for the optimal control strategy of epidemics spreading on different types of networks." Thesis, University of Stirling, 2014. http://hdl.handle.net/1893/21199.
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The main goal of my studies has been to search for the optimal control strategy of controlling epidemics when taking into account both economical and social costs of the disease. Three control scenarios emerge with treating the whole population (global strategy, GS), treating a small number of individuals in a well-defined neighbourhood of a detected case (local strategy, LS) and allowing the disease to spread unchecked (null strategy, NS). The choice of the optimal strategy is governed mainly by a relative cost of palliative and preventive treatments. Although the properties of the pathogen might not be known in advance for emerging diseases, the prediction of the optimal strategy can be made based on economic analysis only. The details of the local strategy and in particular the size of the optimal treatment neighbourhood weakly depends on disease infectivity but strongly depends on other epidemiological factors (rate of occurring the symptoms, spontaneously recovery). The required extent of prevention is proportional to the size of the infection neighbourhood, but this relationship depends on time till detection and time till treatment in a non-nonlinear (power) law. The spontaneous recovery also affects the choice of the control strategy. I have extended my results to two contrasting and yet complementary models, in which individuals that have been through the disease can either be treated or not. Whether the removed individuals (i.e., those who have been through the disease but then spontaneously recover or die) are part of the treatment plan depends on the type of the disease agent. The key factor in choosing the right model is whether it is possible - and desirable - to distinguish such individuals from those who are susceptible. If the removed class is identified with dead individuals, the distinction is very clear. However, if the removal means recovery and immunity, it might not be possible to identify those who are immune. The models are similar in their epidemiological part, but differ in how the removed/recovered individuals are treated. The differences in models affect choice of the strategy only for very cheap treatment and slow spreading disease. However for the combinations of parameters that are important from the epidemiological perspective (high infectiousness and expensive treatment) the models give similar results. Moreover, even where the choice of the strategy is different, the total cost spent on controlling the epidemic is very similar for both models. Although regular and small-world networks capture some aspects of the structure of real networks of contacts between people, animals or plants, they do not include the effect of clustering noted in many real-life applications. The use of random clustered networks in epidemiological modelling takes an impor- tant step towards application of the modelling framework to realistic systems. Network topology and in particular clustering also affects the applicability of the control strategy.
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Tchikanda, Serge William. "Modeling for high-speed high-strength precision optical fiber drawing." Diss., Georgia Institute of Technology, 2001. http://hdl.handle.net/1853/20051.
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林志立 and Chi-lap Lam. "Analysis of inventory systems with demands met either from inventory or by special deliveries." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1988. http://hub.hku.hk/bib/B3120868X.
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黎錦強 and Kam-keung Lai. "Optimal (s,S) policies for inventory systems with a maximum issue quantity restriction." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1995. http://hub.hku.hk/bib/B42574481.
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Tai, Hoi-lun Allen, and 戴凱倫. "Quantitative analysis in monitoring and improvement of industrial systems." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2010. http://hub.hku.hk/bib/B4394193X.
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Zhang, Xiaohong. "Optimal feedback control for nonlinear discrete systems and applications to optimal control of nonlinear periodic ordinary differential equations." Diss., Virginia Tech, 1993. http://hdl.handle.net/10919/40185.
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