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Parameter Selection (parameter + selection)

Distribution by Scientific Domains

Engineering	75%

Selected Abstracts

A Comparative Study of Modal Parameter Identification Based on Wavelet and Hilbert,Huang Transforms

COMPUTER-AIDED CIVIL AND INFRASTRUCTURE ENGINEERING, Issue 1 2006
Banfu Yan
Special attention is given to some implementation issues, such as the modal separation and end effect in the WT, the optimal parameter selection of the wavelet function, the new stopping criterion for the empirical mode decomposition (EMD) and the end effect in the HHT. The capabilities of these two techniques are compared and assessed by using three examples, namely a numerical simulation for a damped system with two very close modes, an impact test on an experimental model with three well-separated modes, and an ambient vibration test on the Z24-bridge benchmark problem. The results demonstrate that for the system with well-separated modes both methods are applicable when the time,frequency resolutions are sufficiently taken into account, whereas for the system with very close modes, the WT method seems to be more theoretical and effective than HHT from the viewpoint of parameter design. [source]

Correlation at First Sight

ECONOMIC NOTES, Issue 2 2005
Andrew Friend
The synthetic collateralized debt obligation (CDO) market has, over the last year, seen a significant increase in liquidity and transparency. The availability of published prices such as TracX and iBoxx tranches permits the calibration of model parameters, which was not achievable a year ago. This paper details what we believe has become the market standard approach in CDO valuation. The valuation model is introduced and analysed in depth to develop a better practical understanding of its use and the implications of parameter selection and calibration. In particular, we examine the idea that correlation within a copula model can be seen to be an equivalent measure to volatility in a standard B&S option framework and, correspondingly, we seek to calibrate smile and skew. [source]

Control strategies for timestep selection in finite element simulation of incompressible flows and coupled reaction,convection,diffusion processes

INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN FLUIDS, Issue 3 2005
A. M. P. Valli
Abstract We propose two timestep selection algorithms, based on feedback control theory, for finite element simulation of steady state and transient 2D viscous flow and coupled reaction,convection,diffusion processes. To illustrate performance of the schemes in practice, we solve Rayleigh,Benard,Marangoni flows, flow across a backward-facing step, unsteady flow around a circular cylinder and chemical reaction systems. Numerical experiments confirm that the feedback controllers produce in some cases a very smooth stepsize variation, suggesting that robust control algorithms are possible. These experiments also show that parameter selection can improve timesteps when co-ordinated with the convergence control of non-linear iterations. Further, computational cost of the selection procedures is negligible, since they involve only storing a few extra vectors, computation of norms and evaluation of kinetic energy. Copyright © 2004 John Wiley & Sons, Ltd. [source]

A Class of Transpose Jacobian-based NPID Regulators for Robot Manipulators with an Uncertain Kinematics

JOURNAL OF FIELD ROBOTICS (FORMERLY JOURNAL OF ROBOTIC SYSTEMS), Issue 11 2002
C. Q. Huang
Transpose Jacobian-based controllers present an attractive approach to robot set-point control in Cartesian space that derive the end-effector posture to a specified desired position and orientation with neither solving the inverse kinematics nor computing the inverse Jacobian. By a Lyapunov function with virtual artificial potential energy, a class of complete transpose Jacobian-based Nonlinear proportional-integral-derivative regulators is proposed in this paper for robot manipulators with uncertain kinematics on the basis of the set of all continuous differentiable increasing functions. It shows globally asymptotic stability for the result closed-loop system on the condition of suitable feedback gains and suitable parameter selection for the corresponding function set as well as artificial potential function, and only upper bound on Jacobian matrix error and Cartesian dynamics parameters are needed. The existing linear PID (LPID) regulators are the special cases of it. Nevertheless, in the case of LPID regulators, only locally asymptotic stability is guaranteed if the corresponding conditions are satisfied. Simulations demonstrate the result and robustness of transpose Jacobian-based NPID regulators. © 2002 Wiley Periodicals, Inc. [source]