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A recursive algorithm for the reliability of a circular connected-(r, s)-out-of-(m, n):F lattice system

COMPUTERS & INDUSTRIAL ENGINEERING 2005年第1期49卷 21-34页

作者： Yamamoto, H Akiba, T Yamagata Coll Ind & Technol Dept Informat Management Engn Yamagata 9902473 Japan Tokyo Metropolitan Inst Technol Dept Prod Informat Syst Hino Tokyo 1910065 Japan

A circular connected-(r, s)-out-of-(m, n):F lattice system consists of m X n components arranged in a cylindrical grid. Each of m circles has n components, and this system fails if and only if there exists a grid of size r X s which all components are failed. A circular connected-(r, s)-out-of-(m, n):F lattice system might be used in reliability models for 'Feelers for measuring temperature on reaction chamber' and 'TFT Liquid Crystal Display system with 360 degrees wide area'. In this study, we proposed a new recursive algorithm for obtaining the reliability of a circular connected-(r, s)out-of-(m, n):F lattice system. We evaluated our proposed algorithms in terms of computing time and memory capacity. Furthermore, a numerical experiment comparing our proposed algorithm with Yamamoto and Miyakawa's algorithm [Yamamoto, H., & Miyakawa, M. (1996). Reliability of circular connected-(r, s)-out-of-(m, n):F lattice system. Journal of the Operations Research Society of Japan, 39(3), 389-406] showed that our proposed algorithm is more effective for systems with a large n. (c) 2005 Elsevier Ltd. All rights reserved.

关键词： circular connected-(r, s)-out-of-(m, n): F lattice system system reliability recursive algorithm

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Reliability bounds for multi-state k-out-of-n systems

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IEEE TRANSACTIONS ON RELIABILITY 2008年第1期57卷 53-58页

作者： Tian, Zhigang Yam, Richard C. M. Zuo, Ming J. Huang, Hong-Zhong Univ Alberta Dept Mech Engn Edmonton AB T6G 2G8 Canada City Univ Hong Kong Dept Manufacturing Engn & Engn Management Kowloon Hong Kong Peoples R China Univ Elect Sci & Technol China Sch Mechatron Engn Chengdu Peoples R China

algorithms have been available for exact performance evaluation of multi-state k-out-of-n systems. However, especially for complex systems with a large number of components, and a large number of possible states, obtaining "reliability bounds" would be an interesting, significant issue. Reliability bounds will give us a range of the system reliability in a much shorter computation time, which allow us to make decisions more efficiently. The systems under consideration are multi-state k-out-of-n systems with i.i.d. components. We will focus on the probability of the system in states below a certain state d, denoted by Q(sd). Based on the recursive algorithm proposed by Zuo & Tian [14] for performance evaluation of multi-state k-out-of-n Systems with i.i.d. components, a reliability bounding approach is developed in this paper. The upper, and lower bounds of Q(sd) are,calculated by reducing the length of the k vector when using the recursive algorithm. Using the bounding approach, we can obtain a good estimate of the exact Q(sd) value while significantly reducing the computation time. This approach is attractive, especially to complex systems with a large number of components, and a large number of possible states. A numerical example is used to illustrate the significance of the proposed bounding approach.

关键词： bound k-out-of-n systems multi-state recursive algorithm

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Optimum-Weighted RLS Channel Estimation for Rapid Fading MIMO Channels

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IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS 2008年第11期7卷 4248-4260页

作者： Akino, Toshiaki Koike Harvard Univ Sch Engn & Appl Sci Cambridge MA 02138 USA

This paper investigates on an accurate channel estimation scheme for fast fading channels in multiple-input multiple-output (MIMO) mobile communications. A high-order exponential-weighted recursive least-squares (EW-RLS) method has been known as a good channel estimation scheme in rapid fading. However, there exists a drawback that we need to properly adjust the estimation parameters of a forgetting factor and an estimation order according to the channel environment. In this paper, we theoretically derive an optimum-weighted LS (OW-LS) channel estimation based on the statistical knowledge of the spatio-temporal channel correlation. Through the analysis, we reveal that the zero-th order polynomial becomes optimal when the optimum-weighting is employed. Furthermore, we propose an efficient recursive algorithm for channel tracking in order to reduce the computational complexity. Since the proposed scheme automatically adapts the weighting coefficients to the channel condition, it has a significant advantage in mean-square error (MSE) performance compared to the EW-RLS scheme.

关键词： Weighted least-squares (LS) channel estimation multiple-input multiple-output (MIMO) optimum-weighting recursive algorithm fast fading channel

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The rupture degree of trees

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INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS 2008年第11期85卷 1629-1635页

作者： Li, Yinkui Qinghai Nationalities Coll Dept Math Xining Qinghai Peoples R China

For the complete graph K-n, its rupture degree is defined as 1-n;and for a noncomplete connected graph G, its rupture degree is defined by r(G) = max{omega(G-X) - vertical bar X vertical bar - m(G-X) : X subset of V (G), omega(G-X) > 1}, where omega(G-X) is the number of components of G-X and m(G-X) is the order of a largest component of G - X. It is shown that this parameter can be well used to measure the vulnerability of networks. Li and Li proved in 2004 that computing the rupture degree for a general graph is NP-complete. In this paper, we give a recursive algorithm for computing the rupture degree of trees, and determine the maximum and minimum rupture degree of trees with given order and maximum degree.

关键词： rupture degree recursive algorithm tree

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recursive Computation of Static Output Feedback Stochastic Nash Games for Weakly-Coupled Large-Scale Systems

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IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES 2008年第10期E91A卷 3022-3029页

作者： Sagara, Muneomi Mukaidani, Hiroaki Yamamoto, Toru Hiroshima Univ Grad Sch Educ Higashihiroshima 7398524 Japan

This paper discusses the infinite horizon static output feedback stochastic Nash games involving state-dependent noise in weakly coupled large-scale systems. In order to construct the strategy. the conditions for the existence of equilibria have been derived front the solutions of the sets of cross-coupled stochastic algebraic Riccati equations (CSAREs). After establishing the asymptotic structure along with the positive semidefiniteness for the solutions of CSAREs, recursive algorithm for solving CSAREs is derived. As a result, it is shown that the proposed algorithm attains the reduced-order computations and the reduction of the CPU time. As another important contribution. the uniqueness of the strategy set is proved tor the sufficiently small parameter epsilon. Finally. in order to demonstrate the efficiency of the proposed algorithm, numerical example is given.

关键词： stochastic Nash games state-dependent noise static output feedback recursive algorithm

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Numerical stability of fast computation algorithms of Zernike moments

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APPLIED MATHEMATICS AND COMPUTATION 2008年第1期195卷 326-345页

作者： Papakostas, G. A. Boutalis, Y. S. Papaodysseus, C. N. Fragoulis, D. K. Democritus Univ Thrace Dept Elect & Comp Engn GR-67100 Xanthi Greece Natl Tech Univ Athens Sch Elect & Comp Engn GR-15773 Athens Greece

A detailed, comparative study of the numerical stability of the recursive algorithms, widely used to calculate the Zernike moments of an image, is presented in this paper. While many papers, introducing fast algorithms for the computation of Zernike moments have been presented in the literature, there is not any work studying the numerical behaviour of these methods. These algorithms have been in the past compared to each other only according to their computational complexity, without been given the appropriate attention, as far as their numerical stability is concerned, being the most significant part of the algorithms' reliability. The present contribution attempts to fill this gap in the literature, since it mainly demonstrates that the usefulness of a recursive algorithm is defined not only by its low computational complexity, but most of all by its numerical robustness. This paper exhaustively compares some well known recursive algorithms for the computation of Zernike moments and sets the appropriate conditions in which each algorithm may fall in an unstable state. The experiments show that any of these algorithms can be unstable under some conditions and thus the need to develop more stable algorithms is of major importance. (C) 2007 Elsevier Inc. All rights reserved.

关键词： Zernike moments recursive algorithm finite precision error numerical stability

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Propagator-based methods for recursive subspace model identification

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SIGNAL PROCESSING 2008年第3期88卷 468-491页

作者： Mercere, Guillaume Bako, Laurent Lecoeuche, Stephane Univ Poitiers Lab Automat & Informat Ind EA 1219 F-86022 Poitiers France Ecole Mines Douai Dept Informat & Automat F-59508 Douai France CNRS UMR 8146 Lab Automat Genie Informat & Signal F-59651 Villeneuve Dascq France

The problem of the online identification of multi-input multi-output (MIMO) state-space models in the framework of discrete-time subspace methods is considered in this paper. Several algorithms, based on a recursive formulation of the MIMO Output Error State-Space (MOESP) identification class, are developed. The main goals of the proposed methods are to circumvent the huge complexity of eigenvalues or singular values decomposition techniques used by the offline algorithm and to provide consistent state-space matrices estimates in a noisy framework. The underlying principle consists in using the relationship between array signal processing and subspace identification to adjust the propagator method (originally developed in array signal processing) to track the subspace spanned by the observability matrix. The problem of the (coloured) disturbances acting on the system is solved by introducing an instrumental variable in the minimized cost functions. A particular attention is paid to the algorithmic development and to the computational cost. The benefits of these algorithms in comparison with existing methods are emphasized with a simulation study in time-invariant and timevarying scenarios. (C) 2007 Elsevier B.V. All rights reserved.

关键词： system identification recursive algorithm subspace method instrumental variable multivariable system

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Cluster computing of mechanisms dynamics using recursive formulation

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MULTIBODY SYSTEM DYNAMICS 2008年第2期20卷 177-196页

作者： Malczyk, Pawel Fraczek, Janusz Warsaw Univ Technol Inst Aeronaut & Appl Mech PL-00665 Warsaw Poland

This paper presents the O(n) recursive algorithm for forward dynamics of closed loop kinematic chains adapted to parallel computations on a cluster of workstations. The Newton-Euler equations of motion are formulated in terms of relative coordinates. Closed loop kinematic chains are transformed into open loop chains by cut joint technique. Cut joint constraint and Lagrange multipliers are introduced to complete the equations of motion. Constraint stabilization is performed using the Baumgarte stabilization technique with application to multibody systems with large number of degrees of freedom. Numerical simulations are carried out to study the influence of the degrees of freedom of the multibody system on computational efficiency of the algorithm using the Message Passing Interface (MPI). We also consider the ways of minimization of communication overhead which has significant impact on efficiency in case of cluster computing.

关键词： recursive algorithm distributed computing closed loop constraint stabilization

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On the Distributions of Two Classes of Multiple Dependent Aggregate Claims

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Acta Mathematicae Applicatae Sinica 2008年第4期24卷 655-668页

作者： Rong-ming Wang Kam C. Yuen Li-xing Zhu School of Finance and Statistics East China Normal University Shanghai 200241 China Department of Statistics and Actuarial Science The University of Hong Kong Department of Mathematics Hongkong Baptist University Kowloon Tong Hong Kong

In this paper we examine two classes of correlated aggregate claims distributions, with univariate claim counts and multivariate claim sizes. Firstly, we extend the results of Hesselager [ASTIN Bulletin, 24： 19-32（1994）] and Wang ＆ Sobrero＇s [ASTIN Bulletin, 24：161-166 （1994）] concerning recursions for compound distributions to a multivariate situation where each claim event generates a random vector. Then we give a multivariate continuous version of recursive algorithm for calculating a family of compound distribution. Especially, to some extent, we obtain a continuous version of the corresponding results in Sundt [ASTIN Bulletin, 29：29-45 （1999）] and Ambagaspitiya [Insurance： Mathematics and Economics, 24：301-308 （1999）]. Finally, we give an example and show how to use the algorithm for aggregate claim distribution of first class to compute recursively the compound distribution.

关键词： Compound distribution recursive algorithm collective risk model aggregate claim distribution,absolutely continuous

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Efficient Numerical Computations of Soft Constrained Nash Strategy for Weakly Coupled Large-Scale Systems

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JOURNAL OF COMPUTERS 2008年第9期3卷 2-10页

作者： Sagara, Muneomi Mukaidani, Hiroaki Yamamoto, Toru Hiroshima Univ Grad Sch Educ Higashihiroshima Japan

In this paper, a high-order soft constrained Nash strategy for weakly coupled large-scale systems is investigated. In order to solve the cross-coupled sign-indefinite algebraic Riccati equations (CSAREs) corresponding to strategy, the iterative algorithm on the basis of the Newton's method is first applied. Second, the recursive algorithm for solving the CSAREs is also established to reduce the amount of algebraic computation as compared with the Newton's method. Using these iterative solutions, a high-order soft-constrained Nash strategy is designed. As a result, it is proved that the proposed high-order approximate equilibrium strategies achieve better performance. Finally, in order to demonstrate the efficiency of the algorithm, a numerical example is given.

关键词： soft constrained Nash strategy weakly coupled large-scale systems cross-coupled sign-indefinite algebraic Riccati equations (CSAREs) Newton's method recursive algorithm high-order approximate equilibrium strategies

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