Approximation Approach (approximation + approach)

Distribution by Scientific Domains


Selected Abstracts


A wavelet-based piecewise approach for steady-state analysis of power electronics circuits

INTERNATIONAL JOURNAL OF CIRCUIT THEORY AND APPLICATIONS, Issue 5 2006
K. C. Tam
Abstract Simulation of steady-state waveforms is important to the design of power electronics circuits, as it reveals the maximum voltage and current stresses being imposed upon specific devices and components. This paper proposes an improved approach to finding steady-state waveforms of power electronics circuits based on wavelet approximation. The proposed method exploits the time-domain piecewise property of power electronics circuits in order to improve the accuracy and computational efficiency. Instead of applying one wavelet approximation to the whole period, several wavelet approximations are applied in a piecewise manner to fit the entire waveform. This wavelet-based piecewise approximation approach can provide very accurate and efficient solution, with much less number of wavelet terms, for approximating steady-state waveforms of power electronics circuits. Copyright © 2006 John Wiley & Sons, Ltd. [source]


Optimal disturbance rejection control for singularly perturbed composite systems with time-delay,

ASIAN JOURNAL OF CONTROL, Issue 3 2009
Bao-Lin Zhang
Abstract The optimal control problem for a class of singularly perturbed time-delay composite systems affected by external disturbances is investigated. The system is decomposed into a fast linear subsystem and a slow time-delay subsystem with disturbances. For the slow subsystem, the feedforward compensation technique is proposed to reject the disturbances, and the successive approximation approach (SAA) is applied to decompose it into decoupled subsystems and solve the two-point boundary value (TPBV) problem. By combining with the optimal control law of the fast subsystem, the feedforward and feedback composite control (FFCC) law of the original composite system is obtained. The FFCC law consists of analytic state feedback and feedforward terms and a compensation term which is the limit of the adjoint vector sequence. The compensation term can be obtained from an iteration formula of adjoint vectors. Simulation results are employed to test the validity of the proposed design algorithm. Copyright © 2009 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society [source]


APPROXIMATING VOLATILITIES BY ASYMMETRIC POWER GARCH FUNCTIONS

AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS, Issue 2 2009
Jeremy Penzer
Summary ARCH/GARCH representations of financial series usually attempt to model the serial correlation structure of squared returns. Although it is undoubtedly true that squared returns are correlated, there is increasing empirical evidence of stronger correlation in the absolute returns than in squared returns. Rather than assuming an explicit form for volatility, we adopt an approximation approach; we approximate the ,th power of volatility by an asymmetric GARCH function with the power index , chosen so that the approximation is optimum. Asymptotic normality is established for both the quasi-maximum likelihood estimator (qMLE) and the least absolute deviations estimator (LADE) in our approximation setting. A consequence of our approach is a relaxation of the usual stationarity condition for GARCH models. In an application to real financial datasets, the estimated values for , are found to be close to one, consistent with the stylized fact that the strongest autocorrelation is found in the absolute returns. A simulation study illustrates that the qMLE is inefficient for models with heavy-tailed errors, whereas the LADE is more robust. [source]


Delay analysis of a probabilistic priority discipline

EUROPEAN TRANSACTIONS ON TELECOMMUNICATIONS, Issue 6 2002
Yuming Jiang
In computer networks, the Strict Priority (SP) discipline is perhaps the most common and simplest method to schedule packets from different classes of applications, each with diverse performance requirements. With this discipline, however, packets at higher priority levels can starve packets at lower priority levels. To resolve this starvation problem, we propose to assign a parameter to each priority queue in the SP discipline. The assigned parameter determines the probability or extent by which its corresponding queue is served when the queue is polled by the server. We thus form a new packet service discipline, referred to as the Probabilistic Priority (PP) discipline. By properly adjusting the assigned parameters, not only is the performance of higher priority classes satisfied, but also the performance of lower priority classes can be improved. This paper analyzes the delay performance of the PP discipline. A decomposition approach is proposed for calculating the average waiting times and their bounds are studied. Two approximation approaches are proposed to estimate the waiting times. Simulation results that validate the numerical analysis are presented and examined. A numerical example which demonstrates the use of the PP discipline to achieve service differentiation is presented. This example also shows how the assigned parameters can be determined from the results of analysis mentioned above. [source]