• Title/Summary/Keyword: quasi-Monte Carlo

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A Parallel Collaborative Sphere Decoder for a MIMO Communication System

  • Koo, Jihun;Kim, Soo-Yong;Kim, Jaeseok
    • Journal of Communications and Networks
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    • v.16 no.6
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    • pp.620-626
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    • 2014
  • In this paper, we propose a parallel collaborative sphere decoder with a scalable architecture promising quasi-maximum likelyhood performance with a relatively small amount of computational resources. This design offers a hardware-friendly algorithm using a modified node operation through fixing the variable complexity of the critical path caused by the sequential nature of the conventional sphere decoder (SD). It also reduces the computational complexity compared to the fixed-complexity sphere decoder (FSD) algorithm by tree pruning using collaboratively operated node operators. A Monte Carlo simulation shows that our proposed design can be implemented using only half the parallel operators compared to the approach using an ideal fully parallel scheme such as FSD, with only about a 7% increase of the normalized decoding time for MIMO dimensions of $16{\times}16$ with 16-QAM modulation.

Autoregressive Cholesky Factor Modeling for Marginalized Random Effects Models

  • Lee, Keunbaik;Sung, Sunah
    • Communications for Statistical Applications and Methods
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    • v.21 no.2
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    • pp.169-181
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    • 2014
  • Marginalized random effects models (MREM) are commonly used to analyze longitudinal categorical data when the population-averaged effects is of interest. In these models, random effects are used to explain both subject and time variations. The estimation of the random effects covariance matrix is not simple in MREM because of the high dimension and the positive definiteness. A relatively simple structure for the correlation is assumed such as a homogeneous AR(1) structure; however, it is too strong of an assumption. In consequence, the estimates of the fixed effects can be biased. To avoid this problem, we introduce one approach to explain a heterogenous random effects covariance matrix using a modified Cholesky decomposition. The approach results in parameters that can be easily modeled without concern that the resulting estimator will not be positive definite. The interpretation of the parameters is sensible. We analyze metabolic syndrome data from a Korean Genomic Epidemiology Study using this method.

Constraining Cosmological Parameters with Gravitational Lensed Quasars in the Sloan Digital Sky Survey

  • Han, Du-Hwan;Park, Myeong-Gu
    • The Bulletin of The Korean Astronomical Society
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    • v.39 no.1
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    • pp.34-34
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    • 2014
  • We investigate the constraints on the matter density ${\Omega}m$ and the cosmological constant ${\Omega}{\Lambda}$ using the gravitational lensed QSO (Quasi Stellar Object) systems from the Sloan Digital Sky Survey (SDSS) by analyzing the distribution of image separation. The main sample consists of 16 QSO lens systems with measured source and lens redshifts. We use a lensing probability that is simply defined by the gaussian distribution. We perform the curvature test and the constraints on the cosmological parameters as the statistical tests. The statistical tests have considered well-defined selection effects and adopt parameter of velocity dispersion function. We also applied the same analysis to Monte-Carlo generated mock gravitational lens samples to assess the accuracy and limit of our approach. As the results of these statistical tests, we find that only the excessively positively curved universe (${\Omega}m+{\Omega}{\Lambda}$ > 1) are rejected at 95% confidence level. However, if the informations of the galaxy as play a lens are measured accurately, we confirm that the gravitational lensing statistics would be the most powerful tool.

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Fuzzy Linguistic Variable Based Approach for Safety Assessment of Human Body in ELF Electromagnetic Field Considering Power System States (계통상태를 고려한 ELF 전자계의 인체안전평가를 위한 퍼지언어변수 접근법)

  • 김상철;김두현;고은영
    • Journal of the Korean Society of Safety
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    • v.12 no.2
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    • pp.70-79
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    • 1997
  • This paper presents a study on the fuzzy linguistic variable based approach for safety assessment of human body in ELF electromagnetic field considering power system states. To cope with the demand in modern industry, the power system becomes larger in scale, higher in voltage. The advent of high voltage system has increased the relative importance of field effects. The analysis of ELF electromagnetic field based on Quasi-Static Method is introduced while the power system is included to model the expected and/or unexpected uncertainty caused by the load fluctuation and parameter changes. In order to analyze the power system, Monte Carlo simulation method and contingency analysis method are adopted in normal state and alert state, respectively. In the safety assessment of human body, the approach based on fuzzy linguistic variable is employed to overcome the shortcomings resulting from a crisp set concept. The suggested scheme is applied to a sample system(modified IEEE 14 bus system) to validate the usefulness.

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Lunar ascent and orbit injection via locally-flat near-optimal guidance and nonlinear reduced-attitude control

  • Mauro, Pontani
    • Advances in aircraft and spacecraft science
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    • v.9 no.5
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    • pp.433-447
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    • 2022
  • This work deals with an explicit guidance and control architecture for autonomous lunar ascent and orbit injection, i.e., the locally-flat near-optimal guidance, accompanied by nonlinear reduced-attitude control. This is a new explicit guidance scheme, based on the local projection of the position and velocity variables, in conjunction with the real-time solution of the associated minimum-time problem. A recently-introduced quaternion-based reduced-attitude control algorithm, which enjoys quasi-global stability properties, is employed to drive the longitudinal axis of the ascent vehicle toward the desired direction. Actuation, based on thrust vectoring, is modeled as well. Extensive Monte Carlo simulations prove the effectiveness of the guidance, control, and actuation architecture proposed in this study for precise lunar orbit insertion, in the presence of nonnominal flight conditions.

Assessing the Chinese Yuan as Invoicing Currency Using Monte-Carlo Simulation : RMB's Quasi-Option Hedging Effect (몬테카를로 시뮬레이션을 활용한 한·중 통상 결제통화로서 위안화 활용 영향력 평가 : 위안화 활용비율의 옵션화로 인한 헷지효과)

  • Seo, Min-Kyo;Min, Yujuana;Yang, Oh-Suk
    • Korea Trade Review
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    • v.41 no.5
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    • pp.113-138
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    • 2016
  • This study analyzed the impact when Korea expands Chinese Renminbi(RMB) as invoicing currency on the trade to China using Monte-Carlo simulation. Primarily, we analyzed the impact on the balance of Korean Won(KRW) converted from RMB in a case that simulated exchange rate(Korean won to Chinese Renminbi) and realized historically identical probability distribution but in different stochastic process. In addition, we developed the simulation of the case where the volatility of RMB to KRW exchange rate abnormally expanded. The major results found in this study are as follows. First, in the case where RMB exchange rate simulated in identical probability distribution but in the different stochastic process, no matter how much RMB was utilized as invoicing currency, expansion of the RMB exchange rate and exchange rate volatility operated as positive mechanism to increase the KRW converted balance. Secondly, while the expansion of US dollar exchange rate volatility positively influences the balance on average, it caused a polarization of balance, which makes under-average-balance lower and over-average-balance higher. On the contrary, the expansion of RMB exchange rate volatility even shows a similar mechanism but the impact is more moderate than USD exchange rate volatility. Thirdly, as RMB exchange rate volatility expanded, the balance of translated invoicing currency (RMB) declined, whilst the negative impact of RMB exchange rate volatility on balance of translated invoicing currency(RMB) showed diminishing effect. Lastly, the influence of RMB's exchange rate volatility through RMB usage ratio trends similar to bull spread strategy, which is a combination of call option with put option. Therefore, since RMB usage in invoicing currency could spawn a hedging effect, corporations might utilize RMB as a strategic device for maximizing profits.

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Fuzzy Based Approach for the Safety Assessment of Human Body under ELF EM field Considering Power System States

  • Kim, Sang C.;Kim, Doo H.
    • Proceedings of the Korean Institute of Industrial Safety Conference
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    • 1997.11a
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    • pp.117-122
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    • 1997
  • This paper presents a study on the fuzzy based approach for the safety assessment of human body under ELF electric and magnetic(EM) field considering power system states. The analysis of ELF EM field based on quasi-static method is introduced. UP to the present, the analysis of ELF EM field has been conducted with the consideration of one transmission line, or a power line model only In this paper, however, the power system is included to model the expected and/or unexpected uncertainty caused by the load fluctuation and parameter changes and the states are classified into two types, normal state resulting from normal operation and emergency state from outages. In order to analyze the uncertainty in the normal state, the Monte Carlo Simulation, a statistic approach was introduced and line current and bus voltage distribution are calculated by a contingency analysis method, in the emergency state. To access the safety of human body, the approach based on fuzzy linguistic variable is adopted to overcome the shortcomings of the assessment by a crisp set concept. In order to validate the usefulness of the approach suggested herein, the case study using a sample system with 765(kV) was done. The results are presented and discussed.

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Performance of Convolutionally-Coded MIMO Systems with Antenna Selection

  • Hamouda Walaa;Ghrayeb Ali
    • Journal of Communications and Networks
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    • v.7 no.3
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    • pp.307-312
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    • 2005
  • In this work, we study the performance of a serial concatenated scheme comprising a convolutional code (CC) and an orthogonal space-time block code (STBC) separated by an inter-leaver. Specifically, we derive performance bounds for this concatenated scheme, clearly quantify the impact of using a CC in conjunction with a STBC, and compare that to using a STBC code only. Furthermore, we examine the impact of performing antenna selection at the receiver on the diversity order and coding gain of the system. In performing antenna selection, we adopt a selection criterion that is based on maximizing the instantaneous signal-to­noise ratio (SNR) at the receiver. That is, we select a subset of the available receive antennas that maximizes the received SNR. Two channel models are considered in this study: Fast fading and quasi-static fading. For both cases, our analyses show that substantial coding gains can be achieved, which is confirmed through Monte-Carlo simulations. We demonstrate that the spatial diversity is maintained for all cases, whereas the coding gain deteriorates by no more than $10\;log_{10}$ (M / L) dB, all relative to the full complexity multiple-input multiple-output (MIMO) system.

Performance of tuned mass dampers against near-field earthquakes

  • Matta, E.
    • Structural Engineering and Mechanics
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    • v.39 no.5
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    • pp.621-642
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    • 2011
  • Passive tuned mass dampers (TMDs) efficiently suppress vibrations induced by quasi-stationary dynamic inputs, such as winds, sea waves or traffic loads, but may prove of little use against pulse-like excitations, such as near-field (NF) ground motions. The extent of such impairment is however controversial, partly due to the different evaluation criteria adopted within the literature, partly to the limited number of seismic records used in most investigations. In this study, three classical techniques and two new variants for designing a TMD on an SDOF structure are tested under 338 NF records from the PEER NGA database, including 156 records with forward-directivity features. Percentile response reduction spectra are introduced to statistically assess TMD performance, and TMD robustness is verified through Monte Carlo simulations. The methodology is extended to a variety of MDOF bending-type and shear-type frames, and simulated on a case study building structure recently constructed in Central Italy.Results offer an interesting insight into the performance of TMDs against NF earthquakes, ultimately showing that, if properly designed and sufficiently massive, TMDs are effective and robust even in the face of pulse-like ground motions. The two newly proposed design techniques are shown to generally outperform the classical ones.

Analysis of queuing mine-cars affecting shaft station radon concentrations in Quzhou uranium mine, eastern China

  • Hong, Changshou;Zhao, Guoyan;Li, Xiangyang
    • Nuclear Engineering and Technology
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    • v.50 no.3
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    • pp.453-461
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    • 2018
  • Shaft stations of underground uranium mines in China are not only utilized as waiting space for loaded mine-cars queuing to be hoisted but also as the principal channel for fresh air taken to working places. Therefore, assessment of how mine-car queuing processes affect shaft station radon concentration was carried out. Queuing network of mine-cars has been analyzed in an underground uranium mine, located in Quzhou, Zhejiang province of Eastern China. On the basis of mathematical analysis of the queue network, a MATLAB-based quasi-random number generating program utilizing Monte-Carlo methods was worked out. Extensive simulations were then implemented via MATALB operating on a DELL PC. Thereafter, theoretical calculations and field measurements of shaft station radon concentrations for several working conditions were performed. The queuing performance measures of interest, like average queuing length and waiting time, were found to be significantly affected by the utilization rate (positively correlated). However, even with respect to the "worst case", the shaft station radon concentration was always lower than $200Bq/m^3$. The model predictions were compared with the measuring results, and a satisfactory agreement was noted. Under current working conditions, queuing-induced variations of shaft station radon concentration of the study mine are not remarkable.