Drift rate control of a Brownian processing system

A system manager dynamically controls a diffusion process Z that lives in a finite interval [0,b]. Control takes the form of a negative drift rate \theta that is chosen from a fixed set A of available values. The controlled process evolves according to the differential relationship dZ=dX-\theta(Z) dt+dL-dU, where X is a (0,\sigma) Brownian motion, and L and U are increasing processes that enforce a lower reflecting barrier at Z=0 and an upper reflecting barrier at Z=b, respectively. The cumulative cost process increases according to the differential relationship d\xi =c(\theta(Z)) dt+p dU, where c(\cdot) is a nondecreasing cost of control and p>0 is a penalty rate associated with displacement at the upper boundary. The objective is to minimize long-run average cost. This problem is solved explicitly, which allows one to also solve the following, essentially equivalent formulation: minimize the long-run average cost of control subject to an upper bound constraint on the average rate at which U increases. The two special problem features that allow an explicit solution are the use of a long-run average cost criterion, as opposed to a discounted cost criterion, and the lack of state-related costs other than boundary displacement penalties. The application of this theory to power control in wireless communication is discussed.Comment: Published at http://dx.doi.org/10.1214/105051604000000855 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Efficiency at optimal work from finite reservoirs: a probabilistic perspective

We revisit the classic thermodynamic problem of maximum work extraction from two arbitrary sized hot and cold reservoirs, modelled as perfect gases. Assuming ignorance about the extent to which the process has advanced, which implies an ignorance about the final temperatures, we quantify the prior information about the process and assign a prior distribution to the unknown temperature(s). This requires that we also take into account the temperature values which are regarded to be unphysical in the standard theory, as they lead to a contradiction with the physical laws. Instead in our formulation, such values appear to be consistent with the given prior information and hence are included in the inference. We derive estimates of the efficiency at optimal work from the expected values of the final temperatures, and show that these values match with the exact expressions in the limit when any one of the reservoirs is very large compared to the other. For other relative sizes of the reservoirs, we suggest a weighting procedure over the estimates from two valid inference procedures, that generalizes the procedure suggested earlier in [J. Phys. A: Math. Theor. {\bf 46}, 365002 (2013)]. Thus a mean estimate for efficiency is obtained which agrees with the optimal performance to a high accuracy.Comment: 14 pages, 6 figure

Quaternion normalization in additive EKF for spacecraft attitude determination

This work introduces, examines, and compares several quaternion normalization algorithms, which are shown to be an effective stage in the application of the additive extended Kalman filter (EKF) to spacecraft attitude determination, which is based on vector measurements. Two new normalization schemes are introduced. They are compared with one another and with the known brute force normalization scheme, and their efficiency is examined. Simulated satellite data are used to demonstrate the performance of all three schemes. A fourth scheme is suggested for future research. Although the schemes were tested for spacecraft attitude determination, the conclusions are general and hold for attitude determination of any three dimensional body when based on vector measurements, and use an additive EKF for estimation, and the quaternion for specifying the attitude

Quaternion normalization in spacecraft attitude determination

Attitude determination of spacecraft usually utilizes vector measurements such as Sun, center of Earth, star, and magnetic field direction to update the quaternion which determines the spacecraft orientation with respect to some reference coordinates in the three dimensional space. These measurements are usually processed by an extended Kalman filter (EKF) which yields an estimate of the attitude quaternion. Two EKF versions for quaternion estimation were presented in the literature; namely, the multiplicative EKF (MEKF) and the additive EKF (AEKF). In the multiplicative EKF, it is assumed that the error between the correct quaternion and its a-priori estimate is, by itself, a quaternion that represents the rotation necessary to bring the attitude which corresponds to the a-priori estimate of the quaternion into coincidence with the correct attitude. The EKF basically estimates this quotient quaternion and then the updated quaternion estimate is obtained by the product of the a-priori quaternion estimate and the estimate of the difference quaternion. In the additive EKF, it is assumed that the error between the a-priori quaternion estimate and the correct one is an algebraic difference between two four-tuple elements and thus the EKF is set to estimate this difference. The updated quaternion is then computed by adding the estimate of the difference to the a-priori quaternion estimate. If the quaternion estimate converges to the correct quaternion, then, naturally, the quaternion estimate has unity norm. This fact was utilized in the past to obtain superior filter performance by applying normalization to the filter measurement update of the quaternion. It was observed for the AEKF that when the attitude changed very slowly between measurements, normalization merely resulted in a faster convergence; however, when the attitude changed considerably between measurements, without filter tuning or normalization, the quaternion estimate diverged. However, when the quaternion estimate was normalized, the estimate converged faster and to a lower error than with tuning only. In last years, symposium we presented three new AEKF normalization techniques and we compared them to the brute force method presented in the literature. The present paper presents the issue of normalization of the MEKF and examines several MEKF normalization techniques

Learning Behavioural Context

The original publication is available at www.springerlink.co

Performance Evaluation and Optimization of Math-Similarity Search

Similarity search in math is to find mathematical expressions that are similar to a user's query. We conceptualized the similarity factors between mathematical expressions, and proposed an approach to math similarity search (MSS) by defining metrics based on those similarity factors [11]. Our preliminary implementation indicated the advantage of MSS compared to non-similarity based search. In order to more effectively and efficiently search similar math expressions, MSS is further optimized. This paper focuses on performance evaluation and optimization of MSS. Our results show that the proposed optimization process significantly improved the performance of MSS with respect to both relevance ranking and recall.Comment: 15 pages, 8 figure

Fast and easy blind deblurring using an inverse filter and PROBE

PROBE (Progressive Removal of Blur Residual) is a recursive framework for blind deblurring. Using the elementary modified inverse filter at its core, PROBE's experimental performance meets or exceeds the state of the art, both visually and quantitatively. Remarkably, PROBE lends itself to analysis that reveals its convergence properties. PROBE is motivated by recent ideas on progressive blind deblurring, but breaks away from previous research by its simplicity, speed, performance and potential for analysis. PROBE is neither a functional minimization approach, nor an open-loop sequential method (blur kernel estimation followed by non-blind deblurring). PROBE is a feedback scheme, deriving its unique strength from the closed-loop architecture rather than from the accuracy of its algorithmic components

Ultralow threshold graded-index separate-confinement heterostructure single quantum well (Al,Ga)As lasers

Broad area graded‐index separate‐confinement heterostructure single quantum well lasers grown by molecular‐beam epitaxy (MBE) with threshold current density as low as 93 A/cm^2 (520 μm long) have been fabricated. Buried lasers formed from similarly structured MBE material with liquid phase epitaxy regrowth had threshold currents at submilliampere levels when high reflectivity coatings were applied to the end facets. A cw threshold current of 0.55 mA was obtained for a laser with facet reflectivities of ∼80%, a cavity length of 120 μm, and an active region stripe width of 1 μm. These devices driven directly with logic level signals have switch‐on delays <50 ps without any current prebias. Such lasers permit fully on–off switching while at the same time obviating the need for bias monitoring and feedback control

New scalar resonances from sneutrino-Higgs mixing in supersymmetry with small lepton number (R-parity) violation

We consider new s-channel scalar exchanges in top quark and massive gauge-bosons pair production in e+e- collisions, in supersymmetry with a small lepton number violation. We show that a soft bilinear lepton number violating term in the scalar potential which mixes the Higgs and the slepton fields can give rise to a significant scalar resonance enhancement in e+e- -> ZZ, W+W- and in e+e- -> t t(bar). The sneutrino-Higgs mixed state couples to the incoming light leptons through its sneutrino component and to either the top quark or the massive gauge bosons through its Higgs component. Such a scalar resonance in these specific production channels cannot result from trilinear Yukawa-like R-parity violation alone, and may, therefore, stand as strong evidence for the existence of R-parity violating bilinears in the supersymmetric scalar potential. We use the LEP2 measurements of the WW and ZZ cross-sections to place useful constrains on this scenario, and investigate the expectations for the sensitivity of a future linear collider to these signals. We find that signals of these scalar resonances, in particular in top-pair production, are well within the reach of linear colliders in the small lepton number violation scenario.Comment: 22 pages in revtex, 10 figures embadded in the text using epsfi