scholarly journals Application of the Levenberg-Marquardt Scheme to the MUSIC Algorithm for AOA Estimation

2013 ◽  
Vol 2013 ◽  
pp. 1-8 ◽  
Author(s):  
Joon-Ho Lee ◽  
Sung-Woo Cho ◽  
So-Hee Jeong
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Cost Function ◽  
Convergence Property ◽  
Signal Classification ◽  
Simultaneous Estimation ◽  
Music Algorithm ◽  
Multiple Signal Classification ◽  
Levenberg Marquardt ◽  
The Cost

We note that the cost function of the MUSIC (multiple signal classification) algorithm is quadratic in an array vector and that it can be expressed in a least squares form. Based on this observation, we present a rigorous Levenberg-Marquardt (LM) formulation of the MUSIC algorithm for simultaneous estimation of an azimuth and an elevation. We show a convergence property and compare the performance of the LM-based MUSIC algorithm with that of the standard MUSIC algorithm via Monte-Carlo simulation. We also compare the performance of the MUSIC algorithm with that of the Capon algorithm both for the standard implementation and for the LM-based implementation.

scholarly journals Uncertainty Cost Functions in Climate-Dependent Controllable Loads in Commercial Environments

Energies ◽  
2021 ◽  
Vol 14 (10) ◽  
pp. 2885
Author(s):  
Daniel Losada ◽  
Ameena Al-Sumaiti ◽  
Sergio Rivera
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Simulation Method ◽  
Electricity Sector ◽  
Cost Functions ◽  
Density Estimator ◽  
Monte Carlo Simulation Method ◽  
Commercial Building ◽  
Complementary Method ◽  
The Cost

This article presents the development, simulation and validation of the uncertainty cost functions for a commercial building with climate-dependent controllable loads, located in Florida, USA. For its development, statistical data on the energy consumption of the building in 2016 were used, along with the deployment of kernel density estimator to characterize its probabilistic behavior. For validation of the uncertainty cost functions, the Monte-Carlo simulation method was used to make comparisons between the analytical results and the results obtained by the method. The cost functions found differential errors of less than 1%, compared to the Monte-Carlo simulation method. With this, there is an analytical approach to the uncertainty costs of the building that can be used in the development of optimal energy dispatches, as well as a complementary method for the probabilistic characterization of the stochastic behavior of agents in the electricity sector.

scholarly journals Bearing and Range Estimation Algorithm for Buried Object in Underwater Acoustics

2009 ◽  
Vol 2009 ◽  
pp. 1-4
Author(s):  
Dong Han ◽  
Caroline Fossati ◽  
Salah Bourennane ◽  
Zineb Saidi
Keyword(s):  
Underwater Acoustics ◽  
Classical Model ◽  
Acoustic Scattering ◽  
Estimation Algorithm ◽  
Signal Classification ◽  
Music Algorithm ◽  
Range Estimation ◽  
Multiple Signal Classification ◽  
Buried Objects ◽  
Buried Object

A new algorithm which associates (Multiple Signal Classification) MUSIC with acoustic scattering model for bearing and range estimation is proposed. This algorithm takes into account the reflection and the refraction of wave in the interface of water-sediment in underwater acoustics. A new directional vector, which contains the Direction-Of-Arrival (DOA) of objects and objects-sensors distances, is used in MUSIC algorithm instead of classical model. The influence of the depth of buried objects is discussed. Finally, the numerical results are given in the case of buried cylindrical shells.

On Using Monte Carlo Simulations for Project Risk Management

2016 ◽  
pp. 150-173
Author(s):  
Cristiana Tudor ◽  
Maria Tudor
Keyword(s):  
Monte Carlo Simulation ◽  
Risk Management ◽  
Monte Carlo ◽  
Decision Makers ◽  
Project Schedule ◽  
Project Risk ◽  
Monte Carlo Simulation Technique ◽  
Basic Probability ◽  
The Cost

This chapter covers the essentials of using the Monte Carlo Simulation technique (MSC) for project schedule and cost risk analysis. It offers a description of the steps involved in performing a Monte Carlo simulation and provides the basic probability and statistical concepts that MSC is based on. Further, a simple practical spreadsheet example goes through the steps presented before to show how MCS can be used in practice to assess the cost and duration risk of a project and ultimately to enable decision makers to improve the quality of their judgments.

scholarly journals Polarization and DOA Estimation Based on Dual-Polarized Conformal Array

2019 ◽  
Vol 2019 ◽  
pp. 1-9
Author(s):  
Chao Liu ◽  
Shuai Xiang ◽  
Liangfeng Xu ◽  
Zhengfei Fang
Keyword(s):  
Doa Estimation ◽  
Signal Classification ◽  
Orthogonal Polarization ◽  
Coherent Signals ◽  
Music Algorithm ◽  
Multiple Signal Classification ◽  
Polarization Signal ◽  
Conformal Array ◽  
Dual Polarized ◽  
Cramer Rao Bound

A dual-polarized multiple signal classification (DP-MUSIC) algorithm is presented to estimate the arrival directions and polarizations for a dual-polarized conformal array. Each polarization signal is decomposed into two orthogonal polarization components, which are considered to be a pair of coherent signals coming from the same direction but different polarization. The polarization parameters are modeled as the equivalent coherence coefficients of the orthogonal polarization components. Then, the method of decoherence can be used to decouple the information of polarization states and signal angles. After that, the direction of arrival (DOA) and polarization parameters can be estimated by the DP-MUSIC algorithm. Moreover, the angles of incident direction are re-estimated, which greatly improves the accuracy of DOA estimation. The Cramer–Rao bound (CRB) is derived and the effectiveness of the proposed algorithm is verified by Monte Carlo simulations.

scholarly journals Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization

2020 ◽  
Vol 30 (6) ◽  
pp. 1645-1663
Author(s):  
Ömer Deniz Akyildiz ◽  
Dan Crisan ◽  
Joaquín Míguez
Keyword(s):  
Monte Carlo ◽  
Cost Function ◽  
Global Minimum ◽  
Sequential Monte Carlo ◽  
Convergence Rates ◽  
Optimization Problems ◽  
Search Space ◽  
Gradient Based ◽  
Multiple Minima ◽  
The Cost

Abstract We introduce and analyze a parallel sequential Monte Carlo methodology for the numerical solution of optimization problems that involve the minimization of a cost function that consists of the sum of many individual components. The proposed scheme is a stochastic zeroth-order optimization algorithm which demands only the capability to evaluate small subsets of components of the cost function. It can be depicted as a bank of samplers that generate particle approximations of several sequences of probability measures. These measures are constructed in such a way that they have associated probability density functions whose global maxima coincide with the global minima of the original cost function. The algorithm selects the best performing sampler and uses it to approximate a global minimum of the cost function. We prove analytically that the resulting estimator converges to a global minimum of the cost function almost surely and provide explicit convergence rates in terms of the number of generated Monte Carlo samples and the dimension of the search space. We show, by way of numerical examples, that the algorithm can tackle cost functions with multiple minima or with broad “flat” regions which are hard to minimize using gradient-based techniques.

scholarly journals Direction of Arrival Using Uniform Circular Array based on 2-D MUSIC Algorithm

2018 ◽  
Vol 12 (1) ◽  
pp. 30
Author(s):  
Mohammed Amine Ihedrane ◽  
Seddik Bri
Keyword(s):  
Dielectric Permittivity ◽  
Patch Antenna ◽  
Direction Of Arrival ◽  
Dielectric Substrate ◽  
Signal Classification ◽  
Circular Array ◽  
Music Algorithm ◽  
Multiple Signal Classification ◽  
Linear Arrays ◽  
Circular Arrays

<p>This study presents the conception, simulation, realisation and characterisation of a patch antenna for Wi-Fi. The antenna is designed at the frequency of 2.45 GHz; the dielectric substrate used is FR4_epoxy which has a dielectric permittivity of 4.4.this patch antenna is used to estimate the direction of arrival (DOA) using 2-D Multiple Signal Classification (2-D MUSIC) the case of the proposed  uniform circular arrays (UCA). The comparison between Uniform circular arrays and Uniform Linear arrays (ULA) demonstrate that the proposed structure give better angles resolutions compared to ULAs.</p>

scholarly journals Comparative Analysis of Risk Reduction Using PERT/CPM Techniques

2019 ◽  
pp. 144-147
Author(s):  
Suchi Pandey ◽  
Hira Singh Yadav
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Program Evaluation ◽  
Comparative Analysis ◽  
Risk Reduction ◽  
Critical Path ◽  
Simulation Method ◽  
Monte Carlo Simulation Method ◽  
Analysis Method ◽  
The Cost

This paper analyzed the traditional probability analysis method for duration risk in program evaluation and review technique (PERT) and Critical Path Method (CPM). On the basis of that it simulates the project’s duration and analyzes the risk by Monte Carlo simulation method. The PERT/CPM produce begins with the hard work of developing an estimate of the cost each activity when it is performed in the planning way (including any crashing).

Research on a New Array-Manifold of Single Vector Hydrophone

2014 ◽  
Vol 955-959 ◽  
pp. 899-910
Author(s):  
Bo Le Ma ◽  
Jing Fang Cheng ◽  
Chao Ran Zhang
Keyword(s):  
Signal Processing ◽  
Minimum Variance ◽  
Signal Classification ◽  
Beam Forming ◽  
Noise Power ◽  
Complex Data ◽  
Music Algorithm ◽  
Multiple Signal Classification ◽  
Minimum Variance Distortionless Response ◽  
Vector Hydrophone

For the purpose of improving the signal processing of single vector hydrophone, this paper combined two velocity signals as two complex data, so as to change array-manifold of single vector hydrophone. Taking two-dimension single vector hydrophone as an example, this paper compared the capability of signal processing of new array-manifold single vector hydrophone with old one from conventional beam-forming(CBF) ,minimum variance distortionless response (MVDR) and multiple signal classification (MUSIC). As for CBF, the analysis indicates, the capability of spatial filtering of new array-manifold could improve 0.51db and the HPBW of new array-manifold will be smaller than old array-manifold. When the noise power is 0, the HPBW of new array-manifold will be narrower than old array-manifold 19.26°. As for MVDR, the capability of signal processing of new array-manifold is the same as old array-manifold. In MUSIC algorithm, the value measuring angle resolution shows the superiority of the new array-manifold- angle resolution. Simulation and measured data proved the better performance of the method presented by this paper.

Sign in / Sign up

Export Citation Format

Share Document