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 Title
 Stochastic optimal impulse control of jump diffusions with application to exchange rate.
 Creator
 Perera, Sandun C., Charles E. Schmidt College of Science, Department of Mathematical Sciences
 Abstract/Description

We generalize the theory of stochastic impulse control of jump diffusions introduced by Oksendal and Sulem (2004) with milder assumptions. In particular, we assume that the original process is affected by the interventions. We also generalize the optimal central bank intervention problem including market reaction introduced by Moreno (2007), allowing the exchange rate dynamic to follow a jump diffusion process. We furthermore generalize the approximation theory of stochastic impulse control...
Show moreWe generalize the theory of stochastic impulse control of jump diffusions introduced by Oksendal and Sulem (2004) with milder assumptions. In particular, we assume that the original process is affected by the interventions. We also generalize the optimal central bank intervention problem including market reaction introduced by Moreno (2007), allowing the exchange rate dynamic to follow a jump diffusion process. We furthermore generalize the approximation theory of stochastic impulse control problems by a sequence of iterated optimal stopping problems which is also introduced in Oksendal and Sulem (2004). We develop new results which allow us to reduce a given impulse control problem to a sequence of iterated optimal stopping problems even though the original process is affected by interventions.
Show less  Date Issued
 2009
 PURL
 http://purl.flvc.org/FAU/3174308
 Subject Headings
 Management, Mathematical models, Control theory, Stochastic differential equations, Distribution (Probability theory), Optimal stopping (Mathematical statistics), Economics, Mathematical
 Format
 Document (PDF)
 Title
 Stability analysis for nonlinear systems with timedelays.
 Creator
 Tiwari, Shanaz, Charles E. Schmidt College of Science, Department of Mathematical Sciences
 Abstract/Description

In this work, we investigate inputtostate stability (ISS) and other related stability properties for control systems with timedelays. To overcome the complexity caused by the presence of the delays, we adopt a Razumikhin approach. The underlying idea of this approach is to treat the delayed variables as system uncertainties. The advantage of this approach is that one works in the more familiar territory of stability analysis for delayfree systems in the context of ISS instead of carrying...
Show moreIn this work, we investigate inputtostate stability (ISS) and other related stability properties for control systems with timedelays. To overcome the complexity caused by the presence of the delays, we adopt a Razumikhin approach. The underlying idea of this approach is to treat the delayed variables as system uncertainties. The advantage of this approach is that one works in the more familiar territory of stability analysis for delayfree systems in the context of ISS instead of carrying out stability analysis on systems of functional differential equations. Our first step is to provide criteria on ISS and inputtoinput stability properties based on the Razumikhin approach. We then turn our attention to largescale interconnected systems. It has been well recognized that the smallgain theory is a powerful tool for stability analysis of interconnected systems. Using the Razumikhin approach, we develop smallgain theorems for interconnected systems consisting of two or more subs ystems with timedelays present either in the interconnection channels or within the subsystems themselves. As an interesting application, we apply our results to an existing model for hematopoesis, a blood cell production process,and improve the previous results derived by linear methods. Another important stability notion in the framework of ISS is the integral ISS (iISS) property. This is a weaker property than ISS, so it supplies to a larger class of systems. As in the case of ISS, we provide Razumikhin criteria on iISS for systems with delays. An example is presented to illustrate that though very useful in practice, the Razumikhin approach only provides sufficient conditions, not equivalent conditions. Finally, we address stability of timevarying systems with delays in the framework of ISS., In particular, we consider LyapunovRazumikhin functions whose decay rates are affected by timevarying functions that can be zero or even negative on some sets of nonzero measure. Our motivation is that it is often less demanding to find or construct such a Lyapunov function than one with a uniform decay rate. We also extend our smallgain theorems to the timevarying case by treating the timevarying system as an auxiliary timeinvariant system.
Show less  Date Issued
 2012
 PURL
 http://purl.flvc.org/FAU/3352880
 Subject Headings
 Nonlinear systems, Simulation methods, Control theory, Stability, Mathematical models, Mathematical optimization
 Format
 Document (PDF)
 Title
 Classification of software quality using Bayesian belief networks.
 Creator
 Dong, Yuhong., Florida Atlantic University, Khoshgoftaar, Taghi M.
 Abstract/Description

In today's competitive environment for software products, quality has become an increasingly important asset to software development organizations. Software quality models are tools for focusing efforts to find faults early in the development. Delaying corrections can lead to higher costs. In this research, the classification Bayesian Networks modelling technique was used to predict the software quality by classifying program modules either as faultprone or not faultprone. A general...
Show moreIn today's competitive environment for software products, quality has become an increasingly important asset to software development organizations. Software quality models are tools for focusing efforts to find faults early in the development. Delaying corrections can lead to higher costs. In this research, the classification Bayesian Networks modelling technique was used to predict the software quality by classifying program modules either as faultprone or not faultprone. A general classification rule was applied to yield classification Bayesian Belief Network models. Six classification Bayesian Belief Network models were developed based on quality metrics data records of two very large window application systems. The fit data set was used to build the model and the test data set was used to evaluate the model. The first two models used median based data cluster technique, the second two models used median as critical value to cluster metrics using Generalized Boolean Discriminant Function and the third two models used KolniogorovSmirnov test to select the critical value to cluster metrics using Generalized Boolean Discriminant Function; All six models used the product metrics (FAULT or CDCHURN) as predictors.
Show less  Date Issued
 2002
 PURL
 http://purl.flvc.org/fcla/dt/12918
 Subject Headings
 Computer softwareQuality control, Software measurement, Bayesian statistical decision theory
 Format
 Document (PDF)
 Title
 Model reduction of largescale systems using perturbed frequencydomain balanced structure.
 Creator
 Zadegan, Abbas Hassan., Florida Atlantic University, Zilouchian, Ali, College of Engineering and Computer Science, Department of Computer and Electrical Engineering and Computer Science
 Abstract/Description

Model reduction of largescale systems over a specified frequency range of operation is studied in this research and reported in this dissertation. Frequencydomain balanced structures with integration of singular perturbation are proposed for model reduction of largescale continuoustime as well as discretetime systems. This method is applied to both openloop as well as closedloop systems. It is shown that the response of reduced systems closely resemble that of full order systems within...
Show moreModel reduction of largescale systems over a specified frequency range of operation is studied in this research and reported in this dissertation. Frequencydomain balanced structures with integration of singular perturbation are proposed for model reduction of largescale continuoustime as well as discretetime systems. This method is applied to both openloop as well as closedloop systems. It is shown that the response of reduced systems closely resemble that of full order systems within a specified frequency range of operation. Simulation experiments for the model reduction of several largescale, continuous and discretetime systems demonstrate the superiority of the proposed technique over the previously available methods.
Show less  Date Issued
 2004
 PURL
 http://purl.flvc.org/fcla/dt/12114
 Subject Headings
 System analysis, Large scale systemsMathematical models, System design, Control theory, Mathematical optimization
 Format
 Document (PDF)
 Title
 Parallelcomputing concepts and methods toward largescale floquet analysis of helicopter trim and stability.
 Creator
 Nakadi, Rajesh Mohan., Florida Atlantic University, Gaonkar, Gopal H., College of Engineering and Computer Science, Department of Ocean and Mechanical Engineering
 Abstract/Description

The rotorcraft trim solution involves a search for control inputs for required flight conditions as well as for corresponding initial conditions for periodic response or orbit. The control inputs are specified indirectly to satisfy flight conditions of prescribed thrust levels, rolling and pitching moments etc. In addition to the nonlinearity of the equations of motion and control inputs, the control inputs appear not only in damping and stiffness matrices but also in the forcingfunction or...
Show moreThe rotorcraft trim solution involves a search for control inputs for required flight conditions as well as for corresponding initial conditions for periodic response or orbit. The control inputs are specified indirectly to satisfy flight conditions of prescribed thrust levels, rolling and pitching moments etc. In addition to the nonlinearity of the equations of motion and control inputs, the control inputs appear not only in damping and stiffness matrices but also in the forcingfunction or input matrix; they must be found concomitantly with the periodic response from external constraints on the flight conditions. The Floquet Transition Matrix (FTM) is generated for perturbations about that periodic response; usually, a byproduct of the trim analysis. The damping levels or stability margins are computed from an eigenanalysis of the FTM. The Floquet analysis comprises the trim analysis and eigenanalysis and is routinely used for small order systems (order N < 100). However, it is practical for neither design applications nor comprehensive analysis models that lead to large systems (N > 100); the execution time on a sequential computer is prohibitive. The trim analysis takes the bulk of this execution time. Accordingly, this thesis develops concepts and methods of parallelism toward Floquet analysis of large systems with computational reliability comparable to that of sequential computations. A parallel shooting scheme with damped Newton iteration is developed for the trim analysis. The scheme uses parallel algorithms of RungeKutta integration and linear equations solution. A parallel QR algorithm is used for the eigenanalysis of the FTM. Additional parallelism in each iteration cycle is achieved by concurrent operations such as perturbations of initial conditions and control inputs, followup integrations and formations of the columns of the Jacobian matrix. These parallel shooting and eigenanalysis schemes are applied to the nonlinear flaplag stability with a threedimensional dynamic wake (N ~ 150). The stability also is investigated by widely used sequential schemes of shooting with damped Newton iteration and QR eigenanalysis. The computational reliability is quantified by the maximum condition number of the Jacobian matrices in the Newton iteration, the eigenvalue condition numbers and the residual errors of the eigenpairs. The saving in computer time is quantified by the speedup, which is the ratio of the execution times of Floquet analysis by sequential and parallel schemes. The work is carried out on massively parallel MasPar MP1, a distributedmemory, singleinstruction multipledata or SIMD computer. A major finding is that with increasing system order, while the parallel execution time remains nearly constant, the sequential execution time increases nearly cubically with N. Thus, parallelism promises to make largescale Floquet analysis practical.
Show less  Date Issued
 1994
 PURL
 http://purl.flvc.org/fcla/dt/15085
 Subject Headings
 Floquet theory, HelicoptersControl systems, Rotors (Helicopters), Parallel processing (Electronic computers)
 Format
 Document (PDF)
 Title
 KarhunenLoeve decomposition for non stationary propulsor flow noise.
 Creator
 Kersulec, JeanLuc., Florida Atlantic University, Glegg, Stewart A. L., College of Engineering and Computer Science, Department of Ocean and Mechanical Engineering
 Abstract/Description

The aim of this thesis is to develop a theory for non stationary propulsor flow noise. The model which is proposed is based on Amiet's paper "Acoustic Radiation from an Airfoil in a Turbulent Stream" [1], which describes broad band noise when a simple model of airfoil interacts with a turbulent flow, under the assumption of stationarity. The KarhunenLoeve method provides a set of modes which describe the turbulent flow without the assumption of stationarity. A method is described to obtain...
Show moreThe aim of this thesis is to develop a theory for non stationary propulsor flow noise. The model which is proposed is based on Amiet's paper "Acoustic Radiation from an Airfoil in a Turbulent Stream" [1], which describes broad band noise when a simple model of airfoil interacts with a turbulent flow, under the assumption of stationarity. The KarhunenLoeve method provides a set of modes which describe the turbulent flow without the assumption of stationarity. A method is described to obtain broad band noise calculations when the mean turbulent flow varies with time and produces non stationary turbulence. A comparison of the numerical results obtained with the results from the paper of reference [1] shows the characteristics of time varying sound radiation. The various mathematical formulae will give a starting point to the analysis of real time varying flows, which are not considered in this thesis.
Show less  Date Issued
 2005
 PURL
 http://purl.flvc.org/fcla/dt/13233
 Subject Headings
 Aerodynamic noise, Turbulence, Aerofoils, Unsteady flow (Aerodynamics), Nonlinear control theory, Differential equations, Nonlinear
 Format
 Document (PDF)
 Title
 Communications for a tethered underwater submersible.
 Creator
 Vulih, S., Clayton, David L., Harbor Branch Oceanographic Institute
 Date Issued
 1980
 PURL
 http://purl.flvc.org/FCLA/DT/3183665
 Subject Headings
 Remote submersibles, Radio Transmitters and transmission, Electric filters, Automatic control, Radio frequency modulation, Signal theory (Telecommunication), Sonar
 Format
 Document (PDF)
 Title
 Dynamics and Control of Autonomous Underwater Vehicles with Internal Actuators.
 Creator
 Li, Bo, Su, TsungChow, Florida Atlantic University, College of Engineering and Computer Science, Department of Ocean and Mechanical Engineering
 Abstract/Description

This dissertation concerns the dynamics and control of an autonomous underwater vehicle (AUV) which uses internal actuators to stabilize its horizontalplane motion. The demand for highperformance AUVs are growing in the field of ocean engineering due to increasing activities in ocean exploration and research. New generations of AUVs are expected to operate in harsh and complex ocean environments. We propose a hybrid design of an underwater vehicle which uses internal actuators instead of...
Show moreThis dissertation concerns the dynamics and control of an autonomous underwater vehicle (AUV) which uses internal actuators to stabilize its horizontalplane motion. The demand for highperformance AUVs are growing in the field of ocean engineering due to increasing activities in ocean exploration and research. New generations of AUVs are expected to operate in harsh and complex ocean environments. We propose a hybrid design of an underwater vehicle which uses internal actuators instead of control surfaces to steer. When operating at low speeds or in relatively strong ocean currents, the performances of control surfaces will degrade. Internal actuators work independent of the relative ows, thus improving the maneuvering performance of the vehicle. We develop the mathematical model which describes the motion of an underwater vehicle in ocean currents from first principles. The equations of motion of a bodyfluid dynamical system in an ideal fluid are derived using both NewtonEuler and Lagrangian formulations. The viscous effects of a real fluid are considered separately. We use a REMUS 100 AUV as the research model, and conduct CFD simulations to compute the viscous hydrodynamic coe cients with ANSYS Fluent. The simulation results show that the horizontalplane motion of the vehicle is inherently unstable. The yaw moment exerted by the relative flow is destabilizing. The openloop stabilities of the horizontalplane motion of the vehicle in both ideal and real fluid are analyzed. In particular, the effects of a roll torque and a moving mass on the horizontalplane motion are studied. The results illustrate that both the position and number of equilibrium points of the dynamical system are prone to the magnitude of the roll torque and the lateral position of the moving mass. We propose the design of using an internal moving mass to stabilize the horizontalplane motion of the REMUS 100 AUV. A linear quadratic regulator (LQR) is designed to take advantage of both the linear momentum and lateral position of the internal moving mass to stabilize the heading angle of the vehicle. Alternatively, we introduce a tunnel thruster to the design, and use backstepping and Lyapunov redesign techniques to derive a nonlinear feedback control law to achieve autopilot. The coupling e ects between the closedloop horizontalplane and verticalplane motions are also analyzed.
Show less  Date Issued
 2016
 PURL
 http://purl.flvc.org/fau/fd/FA00004738, http://purl.flvc.org/fau/fd/FA00004738
 Subject Headings
 Dynamics., Remote submersiblesDesign and construction., Ocean engineering., Fluid dynamics., Nonlinear control theory., Differentiable dynamical systems.
 Format
 Document (PDF)
 Title
 Dynamic positioning and motion mitigation of a scaled sea basing platform.
 Creator
 Marikle, Sean P., College of Engineering and Computer Science, Department of Ocean and Mechanical Engineering
 Abstract/Description

A 6Degree Of Freedom (DOF) numeric model and computer simulation along with the 1/10th scale physical model of the Rapidly Deployable Stable Platform (RDSP) are being developed at Florida Atlantic University in response to military needs for ocean platforms with improved sea keeping characteristics. The RDSP is a self deployable spar platform with two distinct modes of operation enabling long distance transit and superior seakeeping. The focus of this research is the development of a Dynamic...
Show moreA 6Degree Of Freedom (DOF) numeric model and computer simulation along with the 1/10th scale physical model of the Rapidly Deployable Stable Platform (RDSP) are being developed at Florida Atlantic University in response to military needs for ocean platforms with improved sea keeping characteristics. The RDSP is a self deployable spar platform with two distinct modes of operation enabling long distance transit and superior seakeeping. The focus of this research is the development of a Dynamic Position (DP) and motion mitigation system for the RDSP. This will be accomplished though the validation of the mathematical simulation, development of a novel propulsion system, and implementation of a PID controller. The result of this research is an assessment of the response characteristics of the RDSP that quantifies the performance of the propulsion system coupled with active control providing a solid basis for further controller development and operational testing.
Show less  Date Issued
 2009
 PURL
 http://purl.flvc.org/FAU/228767
 Subject Headings
 Inertial navigation systems, Mobile offshore structures, Design and construction, Wave motion, Theory of, Offshore structures, Dynamics, Feedback control systems
 Format
 Document (PDF)
 Title
 Spectral refinement to speech enhancement.
 Creator
 Charoenruengkit, Werayuth., College of Engineering and Computer Science, Department of Computer and Electrical Engineering and Computer Science
 Abstract/Description

The goal of a speech enhancement algorithm is to remove noise and recover the original signal with as little distortion and residual noise as possible. Most successful realtime algorithms thereof have done in the frequency domain where the frequency amplitude of clean speech is estimated per shorttime frame of the noisy signal. The state oftheart shorttime spectral amplitude estimator algorithms estimate the clean spectral amplitude in terms of the power spectral density (PSD) function...
Show moreThe goal of a speech enhancement algorithm is to remove noise and recover the original signal with as little distortion and residual noise as possible. Most successful realtime algorithms thereof have done in the frequency domain where the frequency amplitude of clean speech is estimated per shorttime frame of the noisy signal. The state oftheart shorttime spectral amplitude estimator algorithms estimate the clean spectral amplitude in terms of the power spectral density (PSD) function of the noisy signal. The PSD has to be computed from a large ensemble of signal realizations. However, in practice, it may only be estimated from a finitelength sample of a single realization of the signal. Estimation errors introduced by these limitations deviate the solution from the optimal. Various spectral estimation techniques, many with added spectral smoothing, have been investigated for decades to reduce the estimation errors. These algorithms do not address significantly issue on quality of speech as perceived by a human. This dissertation presents analysis and techniques that offer spectral refinements toward speech enhancement. We present an analytical framework of the effect of spectral estimate variance on the performance of speech enhancement. We use the variance quality factor (VQF) as a quantitative measure of estimated spectra. We show that reducing the spectral estimator VQF reduces significantly the VQF of the enhanced speech. The Autoregressive Multitaper (ARMT) spectral estimate is proposed as a low VQF spectral estimator for use in speech enhancement algorithms. An innovative method of incorporating a speech production model using multiband excitation is also presented as a technique to emphasize the harmonic components of the glottal speech input., The preconditioning of the noisy estimates by exploiting other avenues of information, such as pitch estimation and the speech production model, effectively increases the localized narrowband signalto noise ratio (SNR) of the noisy signal, which is subsequently denoised by the amplitude gain. Combined with voicing structure enhancement, the ARMT spectral estimate delivers enhanced speech with sound clarity desirable to human listeners. The resulting improvements in enhanced speech are observed to be significant with both Objective and Subjective measurement.
Show less  Date Issued
 2009
 PURL
 http://purl.flvc.org/FAU/186327
 Subject Headings
 Adaptive signal processing, Digital techniques, Spectral theory (Mathematics), Noise control, Fuzzy algorithms, Speech processing systems, Digital techniques
 Format
 Document (PDF)
 Title
 Spectral evaluation of motion compensated adv systems for ocean turbulence measurements.
 Creator
 Egeland, Matthew Nicklas, von Ellenrieder, Karl, VanZwieten, James H., Florida Atlantic University, College of Engineering and Computer Science, Department of Ocean and Mechanical Engineering
 Abstract/Description

A motion compensated ADV system was evaluated to determine its ability to make measurements necessary for characterizing the variability of the ambient current in the Gulf Stream. The impact of IMU error relative to predicted turbulence spectra was quantified, as well as and the ability of the motion compensation approach to remove sensor motion from the ADV measurements. The presented data processing techniques are shown to allow the evaluated ADV to be effectively utilized for quantifying...
Show moreA motion compensated ADV system was evaluated to determine its ability to make measurements necessary for characterizing the variability of the ambient current in the Gulf Stream. The impact of IMU error relative to predicted turbulence spectra was quantified, as well as and the ability of the motion compensation approach to remove sensor motion from the ADV measurements. The presented data processing techniques are shown to allow the evaluated ADV to be effectively utilized for quantifying ambient current fluctuations from 0.02 to 1 Hz (50 to 1 seconds) for dissipation rates as low as 3x107. This measurement range is limited on the low frequency end by IMU error, primarily by the calculated transformation matrix, and on the high end by Doppler noise. Inshore testing has revealed a 0.37 Hz oscillation inherent in the towfish designed and manufactured as part of this project, which can nearly be removed using the IMU.
Show less  Date Issued
 2014
 PURL
 http://purl.flvc.org/fau/fd/FA00004191, http://purl.flvc.org/fau/fd/FA00004191
 Subject Headings
 Fluid dynamic measurements, Fluid mechanics  Mathematical models, Motion control systems, Ocean atmosphere interaction, Ocean circulation, Turbulence, Wave motion, Theory of
 Format
 Document (PDF)
 Title
 An empirical study of combining techniques in software quality classification.
 Creator
 Eroglu, Cemal., Florida Atlantic University, Khoshgoftaar, Taghi M.
 Abstract/Description

In the literature, there has been limited research that systematically investigates the possibility of exercising a hybrid approach by simply learning from the output of numerous baselevel learners. We analyze a hybrid learning approach upon the systems that had previously been worked with twentyfour different classifiers. Instead of relying on only one classifier's judgment, it is expected that taking into account the opinions of several learners is a wise decision. Moreover, by using...
Show moreIn the literature, there has been limited research that systematically investigates the possibility of exercising a hybrid approach by simply learning from the output of numerous baselevel learners. We analyze a hybrid learning approach upon the systems that had previously been worked with twentyfour different classifiers. Instead of relying on only one classifier's judgment, it is expected that taking into account the opinions of several learners is a wise decision. Moreover, by using clustering techniques some baselevel classifiers were eliminated from the hybrid learner input. We had three different experiments each with a different number of baselevel classifiers. We empirically show that the hybrid learning approach generally yields better performance than the best selected baselevel learners and majority voting under some conditions.
Show less  Date Issued
 2004
 PURL
 http://purl.flvc.org/fcla/dt/13162
 Subject Headings
 Computer softwareTesting, Computer softwareQuality control, Computational learning theory, Machine learning, Digital computer simulation
 Format
 Document (PDF)
 Title
 A Study on Partially Homomorphic Encryption Schemes.
 Creator
 Mithila, Shifat P., Karabina, Koray, Florida Atlantic University, Charles E. Schmidt College of Science, Department of Mathematical Sciences
 Abstract/Description

High processing time and implementation complexity of the fully homomorphic encryption schemes intrigued cryptographers to extend partially homomorphic encryption schemes to allow homomorphic computation for larger classes of polynomials. In this thesis, we study several public key and partially homomorphic schemes and discuss a recent technique for boosting linearly homomorphic encryption schemes. Further, we implement this boosting technique on CGS linearly homomorphic encryption scheme to...
Show moreHigh processing time and implementation complexity of the fully homomorphic encryption schemes intrigued cryptographers to extend partially homomorphic encryption schemes to allow homomorphic computation for larger classes of polynomials. In this thesis, we study several public key and partially homomorphic schemes and discuss a recent technique for boosting linearly homomorphic encryption schemes. Further, we implement this boosting technique on CGS linearly homomorphic encryption scheme to allow one single multiplication as well as arbitrary number of additions on encrypted plaintexts. We provide MAGMA source codes for the implementation of the CGS scheme along with the boosted CGS scheme.
Show less  Date Issued
 2017
 PURL
 http://purl.flvc.org/fau/fd/FA00004840, http://purl.flvc.org/fau/fd/FA00004840
 Subject Headings
 Computer networksSecurity measures., Computer security., ComputersAccess controlCode words., Cyberinfrastructure., Computer network architectures., Cryptography., Number theoryData processing.
 Format
 Document (PDF)