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#### On the fractional-order extended Kalman filter and its application to chaotic cryptography in noisy environment

, Article Applied Mathematical Modelling ; Vol. 38, issue. 3 , 2014 , pp. 961-973 ; ISSN: 0307904X ; Salarieh, H ; Alasty, A ; Meghdari, A ; Sharif University of Technology
Abstract

In this paper via a novel method of discretized continuous-time Kalman filter, the problem of synchronization and cryptography in fractional-order systems has been investigated in presence of noisy environment for process and output signals. The fractional-order Kalman filter equation, applicable for linear systems, and its extension called the extended Kalman filter, which can be used for nonlinear systems, are derived. The result is utilized for chaos synchronization with the aim of cryptography while the transmitter system is fractional-order, and both the transmitter and transmission channel are noisy. The fractional-order stochastic chaotic Chen system is then presented to apply the...

#### On the general Kalman filter for discrete time stochastic fractional systems

, Article Mechatronics ; Volume 23, Issue 7 , 2013 , Pages 764-771 ; 09574158 (ISSN) ; Salarieh, H ; Alasty, A ; Meghdari, A ; Sharif University of Technology
2013

Abstract

In this paper the derivation of Kalman filter for discrete time-stochastic fractional system is investigated. Based on a novel cumulative vector form model for fractional systems, a general Kalman filter is introduced. The validity of the proposed method has been compared with a previously presented method via simulation results. It is shown that this method can be better applied for discrete time stochastic fractional systems with slower dynamics

#### Modification of unscented kalman filter using a set of scaling parameters

, Article IET Signal Processing ; Volume 12, Issue 4 , 2018 , Pages 471-480 ; 17519675 (ISSN) ; Malaek, M. B ; Sharif University of Technology
Institution of Engineering and Technology
2018

Abstract

This work, based on the standard unscented Kalman filter (UKF), proposes a modified UKF for highly non-linear stochastic systems, assuming that the associated probability distributions are normal. In the standard UKF with 2n + 1 sample points, the estimated mean and covariance match the true mean and covariance up to the third order, besides, there exists a scaling parameter that plays a crucial role in minimising the fourth-order errors. The proposed method consists of a computationally efficient formulation of the unscented transform that incorporates N - 1, N ≥ 2, constant parameters to scale 2n(N - 1) + 1 sample points such that the 2Nth order errors are minimised. The scaling parameters...

#### On the general Kalman filter for discrete time stochastic fractional systems

, Article Mechatronics ; Volume 23 , Issue 7 , October , 2013 , pp. 764-771 ; ISSN: 09574158 ; Salarieh, H ; Alasty, A ; Meghdari, A ; Sharif University of Technology
Abstract

In this paper the derivation of Kalman filter for discrete time-stochastic fractional system is investigated. Based on a novel cumulative vector form model for fractional systems, a general Kalman filter is introduced. The validity of the proposed method has been compared with a previously presented method via simulation results. It is shown that this method can be better applied for discrete time stochastic fractional systems with slower dynamics

#### Direct solution of the parametric stochastic distribution control problem

, Article Proceedings of the IEEE Conference on Decision and Control, 15 December 2009 through 18 December 2009, Shanghai ; 2009 , Pages 2616-2621 ; 01912216 (ISSN) ; 9781424438716 (ISBN) ; Nobakhti, A ; Wang, H ; Sharif University of Technology
Abstract

The Stochastic Distribution Control (SDC) problem is a generalised form of the minimum variance control problem where non-Gaussian noise distributions are encountered. The problem has been previously solved using two alternative approaches. When it is assumed that the output Probability Distribution Function (PDF) is measurable, then a parameterized controller is obtained. If on the other hand this assumption is removed (which corresponds to most practical cases), then the controller found is no longer parameterisable (i.e. it is a control action sequence). Both these approaches have thus far been solved using local Newtonian methods. In this paper a third alternative is presented which...

#### On the failure probability of used coherent systems

, Article Communications in Statistics - Theory and Methods ; Vol. 43, issue. 10-12 , May , 2014 , pp. 2468-2475 ; ISSN: 03610926 ; Asadi, A. R ; Sharif University of Technology
Abstract

In analyzing the lifetime properties of a coherent system, the concept of "signature" is a useful tool. Let T be the lifetime of a coherent system having n iid components. The signature of the system is a probability vector s=(s1, s2,., sn), such that s i=P(T=Xi:n), where, Xi:n, i=1, 2,., n denote the ordered lifetimes of the components. In this note, we assume that the system is working at time t>0. We consider the conditional signature of the system as a vector in which the ith element is defined as pi(t)=P(T=Xi: n|T>t) and investigate its properties as a function of time

#### Comparative modeling of stochastic versus regular arrangement of TRISO particles in HTTR

, Article Progress in Nuclear Energy ; Volume 78 , January , 2015 , Pages 291-296 ; 01491970 (ISSN) ; Ghofrani, M. B ; Ezzati, A. O ; Sharif University of Technology
Elsevier Ltd
2015

Abstract

TRISO particles are the specific features of HTTR and generally HTGR reactors. Their heterogeneity and random arrangement in graphite matrix of these reactors create a significant modeling challenge. In this study, an algorithm is proposed for modeling random arrangement of TRISO particles in the fuel compacts of HTTR. The effect of this arrangement on criticality calculations, i.e. effective multiplication factor and critical position of control rods, is then compared with regular arrangement. Regular arrangement was modeled by positioning each TRISO as a fixed sphere in the center of a cubic lattice and subsequently, each fuel compact was filled with around 13,000 (approximate number of...

#### A nonlinear estimation and control algorithm based on ant colony optimization

, Article 2016 IEEE Congress on Evolutionary Computation, CEC 2016, 24 July 2016 through 29 July 2016 ; 2016 , Pages 5120-5127 ; 9781509006229 (ISBN) ; Nasrollahi, S ; Sharif University of Technology
Institute of Electrical and Electronics Engineers Inc
2016

Abstract

A new heuristic controller, called Continuous Ant Colony Controller, is proposed for nonlinear stochastic systems. The new controller formulates the states estimation and model predictive control problems as a single stochastic dynamic optimization problem and utilizes a colony of virtual ants to find and track the best state estimation and the best control signal. For this purpose an augmented state space is defined. An integrated cost function is also defined to evaluate the ants within the state space. This function minimizes simultaneously the state estimation error, tracking error, control effort and control smoothness. Ants search the augmented state space dynamically in a similar...

#### A heuristic filter based on firefly algorithm for nonlinear state estimation

, Article 2016 IEEE Symposium Series on Computational Intelligence, SSCI 2016, 6 December 2016 through 9 December 2016 ; 2017 ; 9781509042401 (ISBN) ; Raoufi, M ; Sharifi, A ; Sharif University of Technology
Institute of Electrical and Electronics Engineers Inc
2017

Abstract

A new heuristic filter, called firefly filter, is proposed for state estimation of nonlinear stochastic systems. The new filter formulates the state estimation problem as a stochastic dynamic optimization and utilizes the firefly optimization algorithm to find and track the best estimation. The fireflies search the state space dynamically and are attracted to one other based on the perceived brightness. The performance of the proposed filter is evaluated for a set of benchmarks and the results are compared with the well-known filters like extended Kalman filter and particle filter, showing improvements in terms of estimation accuracy. © 2016 IEEE

#### A non-linear estimation and model predictive control algorithm based on ant colony optimization

, Article Transactions of the Institute of Measurement and Control ; Volume 41, Issue 4 , 2019 , Pages 1123-1138 ; 01423312 (ISSN) ; Nasrollahi, S ; Sharif University of Technology
SAGE Publications Ltd
2019

Abstract

A new heuristic controller, called the continuous ant colony controller, is proposed for non-linear stochastic Gaussian/non-Gaussian systems. The new controller formulates the state estimation and the model predictive control problems as a single stochastic dynamic optimization problem, and utilizes a colony of virtual ants to find and track the best estimated state and the best control signal. For this purpose, an augmented state space is defined. An integrated cost function is also defined to evaluate the points of the augmented state space, explored by the ants. This function minimizes simultaneously the state estimation error, tracking error, control effort and control smoothness. Ants...

#### Determination of available transfer capability with implication of cascading collapse uncertainty

, Article IET Generation, Transmission and Distribution ; Vol. 8, issue. 4 , 2014 , p. 705-715 ; ISSN: 17518687 ; Othman, M. M ; Serwan, M. S ; Fotuhi-Firuzabad, M ; Safdarian, A ; Musirin I ; Sharif University of Technology
Abstract

Available transfer capability (ATC) provides important information for power marketers and planning sectors in restructured power systems. The stochastic nature of power system behaviour, however, made ATC determination a difficult and complicated task. A stochastic framework has been established for ATC calculation with implication of uncertainties in transmission failures, hourly peak loads and system cascading collapse. The proposed ATC calculation framework is based on parametric bootstrap technique which enables generating random samples of system operating condition with uncertainty at a predefined confidence interval. The IEEE RTS-96 network is employed to demonstrate the...

#### On the linear-quadratic regulator problem in one-dimensional linear fractional stochastic systems

, Article Automatica ; Vol. 50, issue. 1 , 2014 , pp. 282-286 ; ISSN: 00051098 ; Salarieh, H ; Alasty, A ; Meghdari, A ; Sharif University of Technology
Abstract

In this paper, for one-dimensional stochastic linear fractional systems in terms of the Riemann-Liouville fractional derivative, the optimal control is derived. It is assumed that the state is completely observable and all the information regarding this is available. The formulation leads to a set of stochastic fractional forward and backward equation in the Riemann-Liouville sense. The proposed method has been checked via some numerical simulations which show the effectiveness of the fractional stochastic optimal algorithm

#### Active adversaries from an information-theoretic perspective: Data modification attacks

, Article IEEE International Symposium on Information Theory - Proceedings ; 2014 , pp. 791-795 ; ISSN: 21578095 ; Papadimitratos, P ; Sharif University of Technology
Abstract

We investigate the problem of reliable communication in the presence of active adversaries that can tamper with the transmitted data. We consider a legitimate transmitter-receiver pair connected over multiple communication paths (routes). We propose two new models of adversary, a 'memoryless' and a 'foreseer' adversary. For both models, the adversaries are placing themselves arbitrarily on the routes, keeping their placement fixed throughout the transmission block. This placement may or may not be known to the transmitter. The adversaries can choose their best modification strategy to increase the error at the legitimate receiver, subject to a maximum distortion constraint. We investigate...

#### A modified ant colony system for finding the expected shortest path in networks with variable arc lengths and probabilistic nodes

, Article Applied Soft Computing Journal ; Vol. 21, issue , August , 2014 , p. 491-500 ; Hassanzadeh, R ; Mahdavi, I ; Mahdavi-Amiri, N ; Sharif University of Technology
Abstract

The problem of finding the expected shortest path in stochastic networks, where the presence of each node is probabilistic and the arc lengths are random variables, have numerous applications, especially in communication networks. The problem being NP-hard we use an ant colony system (ACS) to propose a metaheuristic algorithm for finding the expected shortest path. A new local heuristic is formulated for the proposed algorithm to consider the probabilistic nodes. The arc lengths are randomly generated based on the arc length distribution functions. Examples are worked out to illustrate the applicability of the proposed approach

#### A technique for deriving one-shot achievability results in network information theory

, Article IEEE International Symposium on Information Theory - Proceedings ; 2013 , Pages 1287-1291 ; ISSN: 21578095 ; ISBN: 9781479904464 ; Aref, M. R ; Gohari, A ; IEEE; IEEE Information Theory Society ; Sharif University of Technology
2013

Abstract

This paper proposes a novel technique to prove a one-shot version of achievability results in network information theory. The technique is not based on covering and packing lemmas. In this technique, we use a stochastic encoder and decoder with a particular structure for coding that resembles both the ML and the joint-typicality coders. Although stochastic encoders and decoders do not usually enhance the capacity region, their use simplifies the analysis. The Jensen inequality lies at the heart of error analysis, which enables us to deal with the expectation of many terms coming from stochastic encoders and decoders at once. The technique is illustrated via four examples: point-to-point...

#### Stochastic nature of series of waiting times

, Article Physical Review E - Statistical, Nonlinear, and Soft Matter Physics ; Volume 87, Issue 6 , 2013 ; 15393755 (ISSN) ; Aghamohammadi, C ; Dashti Naserabadi, H ; Salehi, E ; Behjat, E ; Qorbani, M ; Khazaei Nezhad, M ; Zirak, M ; Hadjihosseini, A ; Peinke, J ; Tabar, M. R. R ; Sharif University of Technology
2013

Abstract

Although fluctuations in the waiting time series have been studied for a long time, some important issues such as its long-range memory and its stochastic features in the presence of nonstationarity have so far remained unstudied. Here we find that the "waiting times" series for a given increment level have long-range correlations with Hurst exponents belonging to the interval 1/2

#### Stochastic flow-shop scheduling with minimizing the expected number of tardy jobs

, Article International Journal of Advanced Manufacturing Technology ; Volume 66, Issue 1-4 , April , 2013 , Pages 337-346 ; 02683768 (ISSN) ; Salmasi, N ; Sharif University of Technology
2013

Abstract

In this research, minimizing the expected number of tardy jobs in a dynamic m machine flow-shop scheduling problem, i.e.,FM|r j|E[∑Uj] is investigated. It is assumed that the jobs with deterministic processing times and stochastic due dates arrive randomly to the flow-shop cell. The due date of each job is assumed to be normally distributed with known mean and variance. A dynamic method is proposed for this problem by which the m machine stochastic flow-shop problem is decomposed into m stochastic single-machine sub-problems. Then, each sub-problem is solved as an independent stochastic single-machine scheduling problem by a mathematical programming model. Comparison of the proposed method...

#### Stochastic scheduling with minimizing the number of tardy jobs using chance constrained programming

, Article Mathematical and Computer Modelling ; Volume 57, Issue 5-6 , 2013 , Pages 1154-1164 ; 08957177 (ISSN) ; Salmasi, N ; Sharif University of Technology
2013

Abstract

In this research, two scheduling problems i.e., single machine scheduling problem with minimizing the number of tardy jobs (1∥∑Uj) and two machine flow shop scheduling problem with a common due date and minimizing the number of tardy jobs (F2{pipe}dj=d{pipe}∑Uj) are investigated in a stochastic setting in the class of non-preemptive static list policies. It is assumed that the processing times of jobs are independent random variables. The stochastic problems are solved based on chance constrained programming. An equivalent deterministic problem is generated for each stochastic problem by linearization of the chance constraints. Then, the generated deterministic problems are solved using...

#### One-shot achievability via fidelity

, Article IEEE International Symposium on Information Theory - Proceedings, 14 June 2015 through 19 June 2015 ; Volume 2015-June , 2015 , Pages 301-305 ; 21578095 (ISSN) ; 9781467377041 (ISBN) ; Sharif University of Technology
2015

Abstract

This paper provides a universal framework for establishing one-shot achievability results for coordination and secrecy problems. The framework is built on our previous framework [Yassaee et al. 13] for proving one-shot achievability results in the context of source and channel coding problems. In the coordination and secrecy problems, one needs to compare an induced distribution by encoding/decoding with an ideal distribution (satisfying some desirable properties) using a suitable criterion. In this paper, we use fidelity as a criterion for measuring the closeness of induced distribution with the ideal distribution. The framework exploits the stochastic mutual information coders at the...

#### Continuous transforming the BTW to the Manna model

, Article Physica A: Statistical Mechanics and its Applications ; Volume 419 , 2015 , Pages 196-202 ; 03784371 (ISSN) ; Moghimi Araghi, S ; Najafi, M. N ; Sharif University of Technology
Abstract

In this paper we define some stochastic perturbations of the BTW model which make it into Manna model. These models have a continuous parameter p, where p = 0 and 1 correspond to the BTW and Manna models respectively. We have investigated the properties of the statistical observables of the waves of avalanches for various values of p. Our data supports the expectation of a crossover in such systems; at large scales Manna model is dominant. Therefore we find strong evidence in favor of the universality classes being distinct. Also it is observed that the BTW fixed point is unstable when Manna-type perturbation is added to the model