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DCTOOL-A3
Bakule, Lubomír; Papík, Martin; Rehák, Branislav
2016 - English
DCTOOL-A3 is a documentation of Matlab routines developed for the design of decentralized control of large scale complex systems. The current beta version covers three areas as follows:\nReport 4.1 deals with the event-triggered control design for unstructured uncertain systems. Both non-quantized and quantized feedback is analyzed. The results are given in terms of linear matrix inequalities (LMIs). Logarithmic quantizer is used. Numerical example illustrates the effectiveness of the presented results.\nReport 4.2 presents a new decentralized overlapping wireless control design with a switched communication protocol. The method is applied by simulations on the 20-story building structure including the test of robustness of the methods against sensor failures and network node dropouts of a digital network.\nReport 4.3 presents the construction of a new decentralized wireless controller and a set of heuristic algorithms for evaluation of packet dropouts, sensor faults and actuator faults. The digital network operates at the standard frequency used in well-known widely-used industrial protocols. The results are tested at the Benchmark model decomposed into two disjoint substructures. The results are published. Thus, the details are omitted here.
Keywords:
event-triggered control; networked control systems; large scale complex systems
Available at various institutes of the ASCR
DCTOOL-A3
DCTOOL-A3 is a documentation of Matlab routines developed for the design of decentralized control of large scale complex systems. The current beta version covers three areas as follows:\nReport 4.1 ...
Information Geometry and its Applications IV
Kratochvíl, Václav
2016 - English
The aim of the conference is to highlight recent developments within the field of information geometry and to identify new directions of research. We are confident that we have put together an exciting program consisting of invited talks and contributed poster presentations. All titles and abstracts are included in this book. We thank Václav Kratochvíl for his terrific work with the local organisation! Special thanks go to Antje Vandenberg who managed all the administrative work in Leipzig. We are also grateful for the support that we received from Milan Studený
Keywords:
Information Geometry
Fulltext is available at external website.
Information Geometry and its Applications IV
The aim of the conference is to highlight recent developments within the field of information geometry and to identify new directions of research. We are confident that we have put together an ...
Metodika určování vodorovných pohybů výškových objektů pomocí technologie radarové interferometrie
Antoš, Filip; Talich, Milan; Glöckner, M.; Böhm, O.; Soukup, Lubomír; Havrlant, Jan; Závrská, M.; Šolc, Jakub
2016 - Czech
Tato metodika poskytuje návod pro určování vodorovných pohybů výškových objektů pomocí technologie radarové interferometrie. Vodorovné pohyby výškových objektů jsou vyvolány buď vlivem povětrnostních podmínek, nestabilitou základů objektu nebo působením vlastních sil, vyvolaných mechanickým zařízením na objektu. Pohyby výškových objektů jsou pozemním radarem měřeny v celé délce sledovaného objektu současně. Měření je kontinuální s vysokou vzorkovací frekvencí (až 200 Hz) a zároveň i s vysokou přesností (až 0,01 mm). S využitím přirozených odražečů radarového signálu na povrchu objektu je možno pohyby měřit na dálku bez nutnosti přístupu k objektu. Pokud těleso objektu, případně kovové části na něm upevněné, neposkytuje dostatečně kvalitní odraz, je nutné na vhodná místa upevnit kovové koutové odražeče. Předpokládá se použití interferometrického radaru IBIS-S italského výrobce IDS. Obecná doporučení a závěry jsou však platná pro každý radar tohoto druhu. The Methodics provides a user with an instruction for horizontal movements determination of height objetcs by the radar interferometric technology. The horizontal movements of height objetcs are roused by the weather conditions or by the object fundament instability or by influence of intrinsic forces caused by a mechanic component attached to the object. The movements of the height objetcs are measured simultaneously in the whole length of the monitored object. The measurement is continuous with high frequency (up to 200 Hz) and very precise (up to 0,01 mm). It is possible to measure remotely, without need of accesss to the object, when natural reflectors of radar signal are parts of the object's surface. If the body of the object, resp. attached metal parts have poor reflection, metal corner reflectors have to be attached to suitable places on the object. Interferometric radar IBIS-S of Italian production is supposed to be used. Nevertheless, the general recomendations and conclusions are valid for any other radar device of this kind.
Keywords:
radar interferometry; GB-InSAR; horizontal movements; geodesy
Available at various institutes of the ASCR
Metodika určování vodorovných pohybů výškových objektů pomocí technologie radarové interferometrie
Tato metodika poskytuje návod pro určování vodorovných pohybů výškových objektů pomocí technologie radarové interferometrie. Vodorovné pohyby výškových objektů jsou vyvolány buď vlivem povětrnostních ...
Comparison of mixture-based classification with the data-dependent pointer model for various types of components
Likhonina, Raissa; Suzdaleva, Evgenia; Nagy, Ivan
2016 - English
The presented report is devoted to the analysis of a data-dependent pointer model, whether it brings some advantages in comparison with a data-independent pointer model at simulation and estimation of components referring to different types of distribution, including categorical, uniform, exponential and state-space components for a dynamic data-dependent model, and normal components for a static data-dependent pointer model.
Keywords:
mixture-based classification; data-dependent pointer; recurisive mixture estimation
Fulltext is available at external website.
Comparison of mixture-based classification with the data-dependent pointer model for various types of components
The presented report is devoted to the analysis of a data-dependent pointer model, whether it brings some advantages in comparison with a data-independent pointer model at simulation and estimation of ...
Linear ARX and state-space model with uniform noise: computation of first and second moments
Jirsa, Ladislav
2016 - English
This report collects technical procedures used for computations of various estimates and keeps them in one place for internal purposes. The context concerns application of estimation of unknown parameters and states of linear model with uniformly distributed noise.
Keywords:
uncertainty; bounded variable; uniform noise; linear model; model identification; state estimation
Fulltext is available at external website.
Linear ARX and state-space model with uniform noise: computation of first and second moments
This report collects technical procedures used for computations of various estimates and keeps them in one place for internal purposes. The context concerns application of estimation of unknown ...
A Note on Optimal Value of Loans
Kaňková, Vlasta
2016 - English
People try to gain (in the last decades) own residence (a flat or a little house). Since young people do not posses necessary financial resources, bank sector offers them a mortgage. Of course, the aim of any bank is to profit from such a transaction. Therefore, according to their possibilities, the banks employ excellent experts to analyze the financial situation of potenitial clients. Consequently, the banks know what could be a maximal size of the loan (in dependence on the debtor's position, salary and age) and what is reasonable size of installments. The aim of this contribution is to analyze the situation from the second size. In particular, the aim is to investgate the possibilities of the debtors not only on the dependence on their present - day situation, but also on their future private and subjective decisions and on possible “unpleasant” events. Moreover, consequently according to these indexes, the aim of this contribution is to suggest a method for a recognition of a “safe” loan and simultaneously to offer tactics to state a suitable environment for future time.The stochastic programming theory will be employed to it.
Keywords:
Loan; debtor; installments; multistage stochastic programming
Fulltext is available at external website.
A Note on Optimal Value of Loans
People try to gain (in the last decades) own residence (a flat or a little house). Since young people do not posses necessary financial resources, bank sector offers them a mortgage. Of course, the ...
VÝVOJ ADAPTIVNÍHO INTERAKTIVNÍHO SYSTÉMU PRO ZVÝŠENÍ BEZPEČNOSTI OSÁDKY VOZIDEL A JEHO VYUŽITÍ PRO HODNOCENÍ POVRCHOVÝCH VLASTNOSTÍ VOZOVEK
Kudrna, J.; Plíhal, Jiří; Nedoma, P.; Herda, Z.; Kozák, P.
2016 - Czech
On board měření povrchových vlastností vozovky pozemní komunikace může výrazně přispět ke zvýšení bezpečnosti silničního provozu. Tento příspěvek popisuje koncept systému vyhodnocujícího součinitel tření a povrchové nerovnosti vozovky na základě dat zaznamenávaných běžnými vozidlovými senzory. Koncept obsahuje dvě na sobě nezávislé části: deterministický model pohybu vozidla a stochastickou analýzu korelací odchylek modelu a povrchových koeficientů na základě dat z testovacích jízd. On board measuring the surface quality carriage ways aspects is able to expressively contribute to increasing road safety. This paper introduce system concept based on evaluation friction coefficient and road surface bumps with using available vehicle sensing elements. The concept includes two separate parts: deterministic mock-up vehicle movement and stochastic analyses of correlation model varieties and surface features on basis data recorded on testing ground.
Keywords:
vehicle safety; surface quality of carriage ways; vehicle on board measuring
Fulltext is available at external website.
VÝVOJ ADAPTIVNÍHO INTERAKTIVNÍHO SYSTÉMU PRO ZVÝŠENÍ BEZPEČNOSTI OSÁDKY VOZIDEL A JEHO VYUŽITÍ PRO HODNOCENÍ POVRCHOVÝCH VLASTNOSTÍ VOZOVEK
On board měření povrchových vlastností vozovky pozemní komunikace může výrazně přispět ke zvýšení bezpečnosti silničního provozu. Tento příspěvek popisuje koncept systému vyhodnocujícího součinitel ...
Discrete Dynamic Endogenous Growth Model: Derivation, Calibration and Simulation
Kodera, J.; Van Tran, Q.; Vošvrda, Miloslav
2016 - English
Endogenous economic growth model were developed to improve traditional growth models with exogenous technological changes. There are several approaches how to incorporate technological progress into a growth model. Romer was the first author who has introduced it by expanding the variety of intermediate goods. Overall, the growth models are often continuous. In our paper we formulate a discrete version of Romer's model with endogenous technological change based on expanding variety of intermediates, both in the final good sector and in the research-development sector, where the target is to maximize present value of the returns from discovering of intermediate goods which should prevail introducing costs. These discrete version then will be calibrated by a numerical example. Our aim is to find the solution and analyse the development of economic variables with respect to external changes.
Keywords:
growth model; endogenous technological progress; Romer's model; discrete optimization problem
Fulltext is available at external website.
Discrete Dynamic Endogenous Growth Model: Derivation, Calibration and Simulation
Endogenous economic growth model were developed to improve traditional growth models with exogenous technological changes. There are several approaches how to incorporate technological progress into a ...
Sparse robust portfolio optimization via NLP regularizations
Branda, Martin; Červinka, Michal; Schwartz, A.
2016 - English
We deal with investment problems where we minimize a risk measure under a condition on the sparsity of the portfolio. Various risk measures are considered including Value-at-Risk and Conditional Value-at-Risk under normal distribution of returns and their robust counterparts are derived under moment conditions, all leading to nonconvex objective functions. We propose four solution approaches: a mixed-integer formulation, a relaxation of an alternative mixed-integer reformulation and two NLP regularizations. In a numerical study, we compare their computational performance on a large number of simulated instances taken from the literature. We deal with investment problems where we minimize a risk measure\nunder a condition on the sparsity of the portfolio. Various risk measures\nare considered including Value-at-Risk and Conditional Value-at-Risk\nunder normal distribution of returns and their robust counterparts are\nderived under moment conditions, all leading to nonconvex objective\nfunctions. We propose four solution approaches: a mixed-integer formulation,\na relaxation of an alternative mixed-integer reformulation and\ntwo NLP regularizations. In a numerical study, we compare their computational\nperformance on a large number of simulated instances taken\nfrom the literature.
Keywords:
Conditional Value-at-Risk; Value-at-Risk; risk measure
Fulltext is available at external website.
Sparse robust portfolio optimization via NLP regularizations
We deal with investment problems where we minimize a risk measure under a condition on the sparsity of the portfolio. Various risk measures are considered including Value-at-Risk and Conditional ...
Approximate Transition Density Estimation of the Stochastic Cusp Model
Voříšek, Jan
2016 - English
Stochastic cusp model is defined by stochastic differential equation with cubic drift. Its stationary density allows for skewness, different tail shapes and bimodality. There are two stable equilibria in bimodality case and movement from one equilibrium to another is interpreted as a crash. Qualitative properties of the cusp model were employed to model crashes on financial markets, however, practical applications of the model employed the stationary distribution, which does not take into account the serial dependence between observations. Because closed-form solution of the transition density is not known, one has to use approximate technique to estimate transition density. This paper extends approximate maximum likelihood method, which relies on the closed-form expansion of the transition density, to incorporate time-varying parameters of the drift function to be driven by market fundamentals. A measure to predict endogenous crashes of the model is proposed using transition density estimates. Empirical example estimates Iceland Krona depreciation with respect to the British Pound in the year 2001 using differential of interbank interest rates as a market fundamental.
Keywords:
multimodal distributions; stochastic cusp model; approximate transition density
Fulltext is available at external website.
Approximate Transition Density Estimation of the Stochastic Cusp Model
Stochastic cusp model is defined by stochastic differential equation with cubic drift. Its stationary density allows for skewness, different tail shapes and bimodality. There are two stable equilibria ...
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