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    Asynchronous track-to-track fusion by direct estimation of time of sample in sensor networks

    , Article IEEE Sensors Journal ; Vol. 14, issue. 1 , Jan , 2014 , p. 210-217 ; 1530437X Talebi, H ; Hemmatyar, A. M. A ; Sharif University of Technology
    Abstract
    Asynchronous data fusion is inevitable in track-to-track fusion for tracking high-speed targets. For low-speed targets, e.g., the movement of clouds, synchronization is insignificant and, depending on the application, may be disregarded. Real-time asynchronous fusion is a demanding task in sensor networks when the sensors are not synchronous in sampling-rate or in sampling-phase. In the method proposed in this paper, an estimator in the fusion center estimates the actual time of the sample with respect to the time-reference of the fusion center upon receiving the data from a sensor. Then, the computer of the fusion center uses predictions to transfer all the received data to the data... 

    Following, surrounding and hunting an escaping target by stochastic control of swarm in multi-agent systems

    , Article Proceedings - 2011 2nd International Conference on Control, Instrumentation and Automation, ICCIA 2011, 27 December 2011 through 29 December 2011 ; December , 2012 , Pages 576-581 ; Print ISBN: 9781467316897 Ghanaatpishe, M ; Mousavi, S. M. A ; Abedini, M ; Salarieh, H ; Sharif University of Technology
    IEEE Computer Society  2012
    Abstract
    In this paper, we have proposed a quasi-static model of a multi-agent system as police agents with and without non-holonomic constraints for agents' motion. We also consider an active thief agent which has stochastic dynamic equation of motion. Our control purpose is that these police agents pursue the thief agent and the geometrical center of them aims the thief agent current position. Also in the motion of the police agents for surrounding the thief, the unity of the swarm should be preserved and collision between them should be avoided. Police agents do not have all of the dynamic states of the thief agent's motion andalso those that are available and observable for the police agents are... 

    Practical method to predict an upper bound for minimum variance track-to-track fusion

    , Article IET Signal Processing ; Volume 11, Issue 8 , 2017 , Pages 961-968 ; 17519675 (ISSN) Zarei Jalalabadi, M ; Malaek, S. M. B ; Sharif University of Technology
    Abstract
    This study deals with the problem of track-to-track fusion in a sensor network when the correlation terms between the estimates of the agents are unknown. The proposed method offers an upper bound for the optimal minimum variance fusion rule through construction of the correlation terms according to an optimisation scheme. In general, the upper bound filter provides an estimate that is more conservative than the optimal estimate generated by the minimum variance fusion rule, while at the same time is less conservative than one obtained by the widely used covariance intersection method. From the geometrical viewpoint, the upper bound filter results in the inscribed largest volume ellipsoid... 

    Detecting Momentum in the Return Time Series of Currency Market Equally-Weighted and Min-Variance Portfolios

    , M.Sc. Thesis Sharif University of Technology Ahmadi, Ali (Author) ; Talebian, Masoud (Supervisor) ; Seif, Mostafa (Supervisor)
    Abstract
    Portfolio-based investment strategies in the currency market, unlike the stock market, have not been well-investigated as the scientific papers mostly focus on more popular investment strategies like carry trade, momentum, and technical analysis. Our main aim is to evaluate the performance of two well-known portfolio selection techniques, i.e. equally-weighted and minimum variance portfolios, in the currency market and to improve the performance, based on the characteristics of the return time series of each method. To improve the performance of the portfolios, we check for the presence of momentum in the return time series. Our findings show both portfolios do not yield abnormal returns... 

    Real-Time Fusion of Asynchronous Data in Distributed Sensor Networks

    , Ph.D. Dissertation Sharif University of Technology Talebi, Hadi (Author) ; Hemmatyar, A. M. Afshin (Supervisor)
    Abstract
    Real-time asynchronous data fusion for high-speed phenomena is an important and challenging task in the sensor networks. Examples of data fusion applications in sensor networks are: managing the traffic of maneuvering airplanes and ground vehicles in airside areas of an airport, traffic management in streets and roads, Driver Assistance Systems, guidance of antiaircraft and antimissile missiles. In all the data fusion applications the estimation of the required variables is necessary.
    In this research two methods are introduced for real-time asynchronous data fusion, especially for track-to-track fusion of high-speed phenomena in sensor networks. The effectiveness and usability of these... 

    Observer based minimum variance control of uncertain piecewise affine systems subject to additive noise

    , Article Nonlinear Analysis: Hybrid Systems ; Volume 19 , 2016 , Pages 153-167 ; 1751570X (ISSN) Razavi, H ; Merat, K ; Salarieh, H ; Alasty, A ; Meghdari, A ; Sharif University of Technology
    Elsevier Ltd 
    Abstract
    In this paper, a class of uncertain piecewise affine (PWA) systems, subject to system and measurement additive noises is studied. The additive noise signals considered here do not vanish at the equilibrium and the uncertainties are norm bounded. The problem of minimizing the bound on the variance of the steady response of uncertain PWA systems, by means of a hybrid observer-controller, is formulated as an optimization problem subject to a number of constraints in the form of matrix inequalities. The derived constraints are obtained by considering a piecewise quadratic Lyapunov function in combination with the general stability conditions regarding the existence of an upper stochastic bound... 

    Multi-objective minimum entropy controller design for stochastic processes

    , Article Proceedings of the 2010 American Control Conference, ACC 2010, 30 June 2010 through 2 July 2010 ; 2010 , Pages 355-360 ; 9781424474264 (ISBN) Afshar, P ; Nobakhti, A ; Wang, H ; Chai, T ; Sharif University of Technology
    Abstract
    Minimum variance control is an established method in control of systems corrupted by noise. In these cases, as it is not possible to directly control the actual value of the system variables, one aims to reduce the variations instead. However, when the system noises are non-Gaussian, this approach fails because non-Gaussian noise cannot be characterised by simple measures such as variance. In these cases, the Entropy is proposed as a generalisation of the variance measure and the control objective becomes that of minimising the Entropy. Previously a limited form of this problem has been solved using first order Newtonian methods. In this paper, the control objective is first expanded to also...