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Exploring Temporal and Spatial Correlations on Circuit Variables for Enhancing Simulation-based Test GenerationChen, Xiaoding 19 September 2006 (has links)
The ever-increasing complexity and size of current circuit designs have made testing and verification major bottlenecks in the design flow of VLSI (Very Large Scale Integrated) circuits. Statistics show that more than 70% of the design effort can be spent on functional verification and manufacturing testing. This percentage is expected to increase in the future if no significant strides in these areas are made. In this dissertation, we target three related problems in simulation-based Design Verification and Testing: Sequential ATPG (Automatic Test Pattern Generation), Unbounded Model Checking (UMC) of safety properties, and low power testing for full-scan sequential circuits. We model these three problems as simulation-based pattern generation problems and exploit novel ATPG algorithms to increase the effectiveness of sequential ATPGs.
The main challenge for fault/error detection in sequential circuits is the large number of flip-flops (FFs) in modern designs. Due to the large number and variable length of test sequences required for such circuits, the existing deterministic ATPG algorithms fail to achieve high test coverages. Such algorithms typically work by first unrolling the sequential circuit and then performing frequent backtracking to generate test vectors for fault detection. For the hard-to-detect faults, these schemes either run out of memory or require a huge computational effort. We show that simulation-based ATPGs, on the other hand, scale very well for large circuits as they perform only forward simulation. A fundamental problem associated with simulation-based ATPGs is to avoid exhaustive circuit simulation, which is impractical for large designs in the real world, by choosing high quality test vectors that achieve a high test coverage within a low simulation time. We tackle this primary problem by exploiting different correlation-based heuristics.
The intuition behind using correlation-based heuristics is to better guide the pattern generation engine such that the specific objective of either fault detection or property verification in UMC or minimizing power consumption during the testing, is achieved in an efficient manner without resorting to exhaustive simulation. In particular, we model and explore the following correlations: (1) temporal correlations, i.e. correlations on each primary input (PI) in different time frames, and (2) spatial correlations, i.e. correlations among different FFs in the same time frame. We employ temporal correlations in the context of pattern generation of a built-in-self-test (BIST) architecture and we explore spatial correlations to guide a logic-simulation-based sequential ATPG and low power scan test generation. Experimental results on ISCAS and ITC benchmark circuits have shown that those correlations can enhance the simulation to discover more faults or design errors in a significantly shorter time. / Ph. D.
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Development of Intermediate and High Strain Rate Experimentation and Material Modeling of Viscoplastic MetalsWhittington, Wilburn Ray 11 December 2015 (has links)
This work presents a combined theoretical-experimental study of strain rate behavior in metals. The method is to experimentally calibrate and validate an Internal State Variable (ISV) constitutive model with a wide range of strain rate sensitivity. Therefore a practical apparatus and methodology for performing highly sought-after intermediate strain rate experimentation was created. For the first time in reported literature, the structure-property relations of Rolled Homogeneous Armor is quantified at the microscale and modeled with varying strain rates, temperatures, and stress states to capture plasticity and damage with a single set of constants that includes intermediate strain rates. A rolled homogeneous armor (RHA) was used as a material system to prove the methodology. In doing so, a newly implemented strain rate dependent nucleation parameter for RHA was implemented to transition the dominant damage mechanism from void growth to void nucleation as strain rate increased. The ISVs were utilized in finite element analysis for robust predictability of mechanical performance as well as predictability of microstructural evolution with regards to void size and number distribution. For intermediate strain rate experiments, robust load acquisition was achieved using a novel serpentine transmittal bar that allowed for long stress waves to traverse a short bar system; this system eliminated load- ringing that plagues servo-hydraulic systems. A direct hydraulic loading apparatus was developed to provide uniform strain rates throughout intermediate rate tests to improve on the current limitations of the state-of-the-art. Key recommendations on the advancement of predictive modeling of dynamic materials, as well as performing advanced dynamic experimentation, are elucidated.
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Modelling Planning Problems / Modelling Planning ProblemsVodrážka, Jindřich January 2012 (has links)
This thesis deals with the knowledge engineering for Automated Planning. The concept of state variables has been recently used with benefits for representation of planning problems. In this thesis the same concept is used in a novel formalism for planning domain and problem modeling. A proof-of-concept knowledge modeling tool is developed based on the new formalism. This tool is then used for modeling of example classical planning domain to show its capabilities. The export to standard domain modeling language is also implemented in the tool in order to provide connection to existing planning systems.
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Three essays of Empirical Asset Pricing in the UKZhou, Hang January 2018 (has links)
The first empirical chapter examines the existence of a 'net equity issuance' (NEI) effect in the UK stock market. Net Equity Issuance (NEI) refers to the change in a firm's shares outstanding due to events such as SEOs, acquisitions financed by share issues, issues to staff and share repurchases. The NEI effect is the ability of share issuance by firms to predict their subsequent stock returns. My results mainly suggest that there is an NEI effect in the UK. However, a discrepancy exists between the UK results and those found in the US. In the UK market, negative-NEI stocks tend to show negative subsequent returns while zero-NEI stocks have the highest subsequent returns. I also find that the abnormal returns from the NEI effect disappear when transaction costs are taken into account. Furthermore, the asset pricing test results suggest that the new factor models partially explain the NEI effect in the UK. The second empirical chapter evaluates the information content of new asset pricing factors in the UK. I find that two new risk factors, the investment factor and the profitability factor, improve the factor model's performance in the UK while both the size factor 'small minus big' (SMB) and the value factor 'high minus low' (HML) are redundant. There is also evidence that factor construction methods matter to the information content of the profitability factor. The most informative profitability factor in the UK among the possible candidates is constructed using income before extraordinary items scaled by book equity. The third empirical chapter explores the information content of the two new factors by linking them to the state variables which predict future investment opportunities. By doing this, I find confirmative evidence that the two new risk factors may proxy for state variables that capture time variations in the investment opportunity set. I find empirical evidence which confirms that the investment factor predicts future economic growth, proxied by GDP growth, investment growth and consumption growth. In addition, the investment factor is found to be related to dividend yield shocks, whereas the profitability factor is related to inflation shocks. In addition, the pricing significance of macroeconomic variable shocks disappears when loadings on the two new factors are presented in the model. The evidence therefore provides economic interpretation to the information content of the new asset pricing factors in the UK market.
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[en] A STUDY OF THE SENSITIVITY OF THE LATTICE-LADER STRUCTURE USING STATE VARIABLES / [pt] ESTUDO DA SENSIBILIDADE DA ESTRUTURA LATTICE-LADDER POR MEIO DE VARIÁVEIS DE ESTADOMYRIAN COE DE OLIVEIRA 15 December 2006 (has links)
[pt] Na construção de filtros digitais os coeficientes da sua
função de transferência, calculados teoricamente, nem
sempre podem ser implementados com exatidão. Isto gera o
erro de quantização. A análise de sensibilidade permite
conhecer tal alteração das especificações
teóricas como também avaliar o desempenho do filtro.
Este
trabalho examina a estrutura Lattice-Ladder, tipo de
filtro digital, descrita por equações de estado
genéricas.
O objetivo é estabelecer expressões de sensibilidade nos
domínios do tempo e da freqüência, para resposta
impulsional e resposta a uma excitação qualquer. / [en] In the construction of digital filters the coeficientes of
its transfer function, calculated theorically, can´t often
be implemented with accuracy. This leads to the
quantization error. The sensitivy analysis allows to know
this deviation from theoretical specifications and allows
to
estimate filter´s performance. This work examines Lattice-
Ladder structure, a type of digital filter, described by
generic state equations. The purpose is to establish
sensivity expressions in time and frequency domains, for
impulse and generic responses.
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[en] SENSITIVITY OF DIGITAL FILTERS REALIZED BY STATE VARIABLES: NON-CANONICAL FORMS / [pt] SENSIBILIDADE DE FILTROS DIGITAIS REALIZADOS POR VARIÁVEIS DE ESTADO: FORMAS NÃO CANÔNICASPATRICIA ESPOSEL CARNEIRO DE MESQUITA 24 January 2007 (has links)
[pt] Este trabalho apresenta e resolve o problema da
determinação das sensibilidades de filtros digitais
modelados por equações de estado em forma genérica (não
canônica), com relação aos seus coeficientes que são
aproximados devido ao tamanho finito da palavra. São
consideradas as respostas impulsional e devida a uma
excitação qualquer, nos domínios do tempo e da freqüência. / [en] This work presents and solves the problem of determining
the sensitivities of digital filters modeled by state
variables in generic form (noncanonical), with respect to
its coefficients which are approximated due to the finite
size of the word. The impulse response, as well as the
response due to a generic excitation are considered. Both
the time and the frequency domains are studied.
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Efektivní reprezentace a konverze plánovacích problémů / Efficient Representations and Conversions of Planning ProblemsToropila, Daniel January 2014 (has links)
Title E cient Representations and Conversions of Planning Problems Author Daniel Toropila Department Department of Theoretical Computer Science and Mathematical Logic Supervisor prof. RNDr. Roman Barták, Ph.D. Abstract The e ciency of all types of planning systems is strongly dependent on the in- put formulation, the structure of which must be exploited in order to provide an improved e ciency. Hence, the state-variable representation (SAS+ ) has be- come the input of choice for many modern planners. As majority of planning problems is encoded using a classical representation, several techniques for trans- lation into SAS+ have been developed in the past. These techniques, however, ignore the instance-specific information of planning problems. Therefore, we in- troduce a novel algorithm for constructing SAS+ that fully utilizes the information from the goal and the initial state. By performing an exhaustive experimental evaluation we demonstrate that for many planning problems the novel approach generates a more e cient encoding, providing thus an improved solving time. Finally, we present an overview and performance evaluation of several constraint models based on SAS+ and finite-state automata, showing that they represent a competitive alternative in the category of constraint-based planners. Keywords...
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Analýza měření jízdní dynamiky vozidel s využitím matematického modelování / Vehicle Dynamics Measurement Analysis Using Mathematical ModellingBlaťák, Ondřej January 2010 (has links)
This doctoral thesis is focused in connection of measurement with a model in this meaning. Only relative easier measurable variables are measured on a vehicle and these variables make model inputs. This process can be improved by using dynamic filtering principles, where measured variables are used not only as model inputs, but they are used for the correction of a model motion too. We can obtain an optimal estimate of vehicle real behaviour during a manoeuvre with using this method. Linear discrete Kalman filter (dynamic filter) was used for the connection of the measurement with the mathematic model with regard to chosen model (planar linear single track model). The main task of Kalman filter is try to estimate the state of the discrete time depending process that is determined by the linear stochastic difference equation. Effective measurement system (based on CompactRIO unit) was built within the scope of this PhD thesis. This system is able to measure simultaneously a lot of quantities on the experimental vehicle. Velocity components (measured through optical correlative sensor Correvit), yaw velocity (measured through vibrating gyroscope), lateral acceleration, distance component (measured through MicrosatGPS system) are the basic measured parameters. Big attention was paid to obtain other important inputs of the mathematic model such centre of gravity position, moment of inertia, steering ratio etc. The last part of the thesis is oriented on the real connection of the measurement with the mathematic model. Formula Ford 1600 was used as the experimental car. The driving manoeuvre was arranged according to the norm ISO/WD 3888/2. Three versions of the Kalman filter were realised, which differs in the measured variables used for the mathematical model motion correction. Other possibilities, how to improve the process of state variables estimation eventually how to effective use this algorithm for vehicle parameters identification (cornering stiffness of the tires for example), are sketched in the end of the thesis.
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Mathematical modeling and analysis of HIV/AIDS control measuresGbenga, Abiodun J. January 2012 (has links)
>Magister Scientiae - MSc / In this thesis, we investigate the HIV/AIDS epidemic in a population which experiences a significant flow of immigrants. We derive and analyse a math-
ematical model that describes the dynamics of HIV infection among the im-
migrant youths and intervention that can minimize or prevent the spread of
the disease in the population. In particular, we are interested in the effects of
public-health education and of parental care.We consider existing models of public-health education in HIV/AIDS epidemi-ology, and provide some new insights on these. In this regard we focus atten-tion on the papers [b] and [c], expanding those researches by adding sensitivity analysis and optimal control problems with their solutions.Our main emphasis will be on the effect of parental care on HIV/AIDS epidemi-ology. In this regard we introduce a new model. Firstly, we analyse the model without parental care and investigate its stability and sensitivity behaviour.We conduct both qualitative and quantitative analyses. It is observed that
in the absence of infected youths, disease-free equilibrium is achievable and is
asymptotically stable. Further, we use optimal control methods to determine
the necessary conditions for the optimality of intervention, and for disease
eradication or control. Using Pontryagin’s Maximum Principle to check the
effects of screening control and parental care on the spread of HIV/AIDS, we
observe that parental care is more effective than screening control. However,
the most efficient control strategy is in fact a combination of parental care and screening control. The results form the central theme of this thesis, and are included in the manuscript [a] which is now being reviewed for publication.
Finally, numerical simulations are performed to illustrate the analytical results.
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Exploring Risk Factors on Chinese A Share Stock Market - in the Frame of Fama - French Factor Model / Exploration des facteurs de risque sur le marché boursier chinois A-share – dans le cadre du modèle facteur de Fama-FrenchJiao, Wenting 21 September 2017 (has links)
Notre thèse explore les facteurs de risque et les modèles des facteurs sur le marché boursier chinois A-share. Notre étude est basée sur le contexte du modèle facteur de Fama-French (FF). Tout d'abord, au chapitre 1, nous réexaminons l'applicabilité du Modèle Fama-French à Trois Facteurs (FF3F) et du dernier Modèle Fama-French à Cinq Facteurs (FF5F), compte tenu de plusieurs caractéristiques spéciales du marché boursier chinois. Les résultats empiriques montrent que le Modèle FF3F peut expliquer la majorité des variations de séries chronologiques des rentabilités des actions chinoises A-share. Au cours de la période d'échantillonnage, le marché bêta et le facteur SMB sont des déterminants importants pour expliquer la variation transversale des rentabilités des actions, cependant nous ne trouvons aucune prime de valeur. D’après la comparaison des performances des modèles FF3F et FF5F en présence de facteurs de rentabilité et d'investissement, le Modèle FF5F ne semble pas capturer plus de variations de rentabilités espérées que le modèle à trois facteurs, à l'exception des six portefeuilles pondérées en valeurs qui formés à partir de la taille et de la rentabilité opérationnelle.Dans le chapitre 2, nous examinons si les facteurs FF, SMB et HML, sont des proxys d'innovations de variables d'état sélectionnées (rendement de dividende agrégée, taux de T-bonds en un mois, l’écart de terme et l’écart de défaut) qui décrivent, sur la période recherche, les opportunités futures d'investissement sur le marché boursier chinois A-share. Les régressions chronologiques et les régressions des séries transversales sont réalisées sur cinq modèles comparatifs en utilisant l'approche à deux étapes Fama-MacBeth. Les facteurs FF ne perdent pas leur pouvoir explicatif, avec ou sans la présence des innovations des quatre variables d’états sélectionnées, à la fois dans les examens de séries chronologiques et les examens transversaux. Nous trouvons que l'information contenue dans l'innovation de rendements de dividende agrégés semble totalement capturée par la combinaison du marché bêta et du facteur de taille. Les facteurs FF ont pu jouer un rôle limité de capturer d'opportunités d'investissement alternatives représentées par les innovations des quatre variables d'état sélectionnées.Dans le chapitre 3, nous étudions si les facteurs FF sont des proxys de facteurs de risque de détresse et si différentes méthodes de construction des facteurs entraînent des résultats différents. Les résultats empiriques suggèrent qu'il n'y a pas de preuve significative que les facteurs FF représentent un risque de détresse sur le marché boursier chinois A-share. En comparant les résultats des régressions des séries chronologiques à partir de deux méthodes différentes, la performance du facteur de risque de détresse basé sur le DLI semble légèrement meilleure que celui basé sur le O-score. Cependant, le facteur de risque de détresse n'est pas un déterminant important des rentabilités transversales moyennes, et les facteurs FF ne peuvent pas représenter le facteur de risque de détresse dans la section transversale du marché boursier chinois A-share. / This dissertation is to explore the risk factors and factor models on Chinese A-share stock market based on the context of Fama-French (FF) factor model. First of all, chapter 1 re-examines the applicability of Fama-French Three-Factor (FF3F) Model and the latest Fama-French Five-Factor (FF5F) Model considering several special features of Chinese stock market. FF3F Model can explain a majority of time-series variation of the Chinese A-share stock returns. The market beta and SMB are important determinants in explaining the cross-sectional variation in the average stock returns over the sample period; however, we find no value premium. Comparing the performance of both FF3F Model and FF5F Model on Chinese A-share stock market, in the presence of profitability and investment factors, FF5F Model seems not capture more variations of expected stock returns than the three-factor model except the six value-weighted portfolios formed on size and operating profitability.Chapter 2 examines whether FF factors SMB and HML proxy for the innovations of selected state variables (aggregate dividend yield, one-month T-bill rate, term spread and default spread) that describe future investment opportunities on Chinese A-share stock market during the research period. Both time-series and cross-sectional regressions are performed on five comparative models using Fama-MacBeth two-stage approach. FF factors don’t lose their explanatory power with or without the presence of the innovations of selected four state variables in both the time-series and cross-sectional examinations. We find that the information contained in innovation of aggregate dividend yields seems totally captured by the combination of market beta and size factor. FF factors might have played a limited role in capturing alternative investment opportunities proxied by innovations of the selected four state variables.Chapter 3 investigates whether FF factors proxy for distress risk factor and whether different methods of constructing factors result in the different outcomes. The empirical results suggest that there is no significant evidence that FF factors are proxying for distress risk on Chinese A-share stock market. Comparing the time-series regression results by using two different methods, the distress risk factor constructed based on DLI seems to perform slightly better than that constructed based on O-score in capturing time-series average returns. However, the distress risk factor is not an important determinant of cross-sectional average returns, and FF factors cannot proxy as distress risk factor in the cross-section on Chinese A-share stock market.
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