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Showing papers in "International Journal of Systems Science in 2003"


Journal ArticleDOI
TL;DR: A single-item single-period Economic Order Quantity model for deteriorating items with a ramp-type demand and Weibull deterioration distribution is considered and the optimal replenishment policy is derived by minimizing the total inventory cost per unit time.
Abstract: A single-item single-period Economic Order Quantity model for deteriorating items with a ramp-type demand and Weibull deterioration distribution is considered. The shortages in inventory are allowed and backlogged completely. The model is developed over an infinite planning horizon and the optimal replenishment policy is derived by minimizing the total inventory cost per unit time. The numerical solution of the model is obtained, and the sensitivity of the parameters involved in the model is also examined.

146 citations


Book ChapterDOI
TL;DR: A mean-variance-skewness model is proposed for portfolio selection with transaction costs and it is assumed that the transaction cost is a V-shaped function of the difference between the existing portfolio and a new one.
Abstract: The mean-variance methodology originally proposed by Markowitz (1952) plays a crucial role in the theory of portfolio selection and gains widespread acceptance as a practical tool for portfolio optimization. Since the seminal works of Markowitz, numerous studies on portfolio selection and performance measures have been made based on only the first two moments of return distributions. However, there is a controversy over the issue of whether higher moments should be accounted for in portfolio selection. Many authors (e.g., [Arditti (1967,1971), Samuelson (1958), Rubinstein (1973), Konno et al. (1995)]) argued that the higher moments can not be neglected unless there is a reason to believe that the asset returns are normally distributed and the utility function is quadratic, or that the higher moments are irrelevant to the investor’s decision.

103 citations


Journal ArticleDOI
TL;DR: This paper deals with the design of H∞ fault detection filters for discrete-time systems with multiple time delays, in which total decoupling of the fault effects from unknown inputs is impossible.
Abstract: This paper deals with the design of H∞ fault detection filters for discrete-time systems with multiple time delays, in which total decoupling of the fault effects from unknown inputs, including model uncertainties and external plant disturbances, is impossible. Through the appropriate choice of the filter gain, the filter is convergent if there is no fault in the system, and the effect of disturbances on the residual is minimized in the sense of H∞ norm. The problem of achieving satisfactory sensitivity of the residual to faults is formulated and its solution given. The detection threshold associated with the filter is also discussed. Finally, a wind tunnel example illustrates the efficiency of the proposed method.

91 citations


Journal ArticleDOI
TL;DR: This work analyzed the effect of delay mismatches on the closed-loop stability and derived various stability/instability characterizations and characterized the maximal delay mismatch such that stability was maintained and discussed a numerical example.
Abstract: It is well known that the stability of the Smith Predictor control scheme is sensitive with respect to delay uncertainties. We analysed the effect of delay mismatches on the closed-loop stability and derived various stability/instability characterizations. Thereby, it was assumed that the desired closed-loop transfer function was proper but not necessarily strictly proper. This may induce a sensitivity of stability with respect to infinitesimal delay mismatches and make the scheme practically unstable. We explained the instability mechanism and derived the necessary and sufficient robustness conditions using two different approaches. Under the assumption of practical stability, we then characterized the maximal delay mismatch such that stability was maintained and discussed a numerical example. Both SISO and MIMO systems are considered.

91 citations


Journal ArticleDOI
TL;DR: In this article, a wavelet model identification algorithm was proposed to identify linear and nonlinear time-varying systems by expanding each time varying coefficient using a multiresolution wavelet expansion and reducing the time varying problem to a time invariant problem.
Abstract: Identification of linear and nonlinear time-varying systems is investigated and a new wavelet model identification algorithm is introduced. By expanding each time-varying coefficient using a multiresolution wavelet expansion, the time varying problem is reduced to a time invariant problem and the identification reduces to regressor selection and parameter estimation. Several examples are included to illustrate the application of the new algorithm.

51 citations


Journal ArticleDOI
TL;DR: It was confirmed through numerical simulations that the proposed singular perturbation controllers suppress the joint and link vibrations of the manipulator satisfactorily while a perfect trajectory tracking was achieved.
Abstract: The control problem of a robot manipulator with flexures both in the links and joints was investigated using the singular perturbation technique. Owing to the combined efects of the link and joint jlexibilities, the dynamics of this type of manipulator become more complex and under-actuated leading to a challenging control task. The singular perturbation being a successful technique for solving control problems with under-actuation was exploited to obtain simpler subsystems with two-time-scale separation, thus enabling easier design of subcontrollers. Furthermore, simultaneous tracking and suppression of vibration of the link andjoint of the manipulator is possible by application of the composite controller, i.e. the superposition of both subcontrol actions. In the first instance, the design of a composite controller was based on a computed torque control for slow dynamics and linear-quadratic fast control. Later, to obtain an improved control performance under model uncertainty, the composite control act...

40 citations


Journal ArticleDOI
TL;DR: This paper continues the discussion on sensitivity and robustness of the feedback stabilization of neutral differential delay equations with respect to variation in the delays and withrespect to a time delay in the feedback loop, and shows that robusts of the stabilization actually depends on the radius of the essential spectrum of the semigroup associated with the equation.
Abstract: Feedback systems are important in applications, e.g. optical feedback lasers, phase-locked frequency synthesizers and wave equations with feedback stabilization at the boundary, and the problem regarding sensitivity and robustness of the feedback system with respect to time delays has attracted much attention. This paper continues the discussion on sensitivity and robustness of the feedback stabilization of neutral differential delay equations with respect to variation in the delays and with respect to a time delay in the feedback loop. The main result shows that robustness of the stabilization actually depends on the radius of the essential spectrum of the semigroup associated with the equation.

38 citations


Journal ArticleDOI
TL;DR: Two new schemes of direct adaptive fuzzy controller for a class of multi-input multi-output non-linear systems with unknown constant gains or function gains are proposed in this paper.
Abstract: Two new schemes of direct adaptive fuzzy controller for a class of multi-input multi-output non-linear systems with unknown constant gains or function gains are proposed in this paper. The design is based on a modified Lyapunov function and the approximation capability of the first type fuzzy system. The approach is able to avoid the requirement of the upper bound of the first-time derivative of the control gain, which is assumed to know a priori in some of the existing adaptive fuzzy/neural network control schemes. In addition, it is also able to avoid the controller singularity problem. By theoretical analysis, the closed-loop fuzzy control system is proven to be globally stable in the sense that all signals involved are bounded, with tracking errors converging to zero. The simulation results verify the effectiveness the proposed controllers and the theoretical discussion.

36 citations


Journal ArticleDOI
TL;DR: This paper focuses on a formulation and simulation analysis for multi-product aggregate production-planning problems with fuzzy demands and fuzzy capacities and can help the decision-maker make a reasonable and preferred aggregate plan to guarantee feasibility of the downstream family disaggregation plans.
Abstract: The market demands and financial constraints in medium- to long-term production planning are often subject to uncertainties. As an extension of the author's previous paper, this paper focuses on a formulation and simulation analysis for multi-product aggregate production-planning problems with fuzzy demands and fuzzy capacities. The fuzzy production–inventory balance equation is formulated as a soft equation and can be interpreted as the possibility level of meeting the market demands, which is more meaningful and accepted by the practitioner than the previous one. With this interpretation, a fuzzy multi-product aggregate production-planning model is transformed into a parametric programming model. A simulation of a practical instance is conducted to illustrate the model and demonstrate the performance and effect of various parameters on the optimal aggregate production plan. The proposed formulation and simulation analysis can help the decision-maker make a reasonable and preferred aggregate plan to guar...

33 citations


Journal ArticleDOI
TL;DR: A linear time-delay system is proposed to model load balancing in a cluster of computer nodes used for parallel computations and this model is compared with an experimental implementation of the algorithm on a parallel computer network.
Abstract: A linear time-delay system is proposed to model load balancing in a cluster of computer nodes used for parallel computations. The linear model is analysed for stability in terms of the delays in the transfer of information between nodes and the gains in the load balancing algorithm. This model is compared with an experimental implementation of the algorithm on a parallel computer network.

32 citations


Journal ArticleDOI
TL;DR: A retailer can attempt to gain two very big advantages: (1) that the retailer will have more money to run in that period because of the extension of the optimal payment time and (2) that extra interest will be earned in thatperiod.
Abstract: A retailer's inventory control system for the optimal delay in payment time for initial stock-dependent consumption rate when a wholesaler permits delay in payment is developed. Shortages are not allowed in the inventory system. The effect of inflation rate, deterioration rate, initial stock-dependent consumption rate and a wholesaler's permissible delay in payment is discussed. A mathematical model is derived when a wholesaler permits that the credit period is less than or equal to the retailer's optimal payment time, and that the retailer's optimal payment time is less than or equal to the cycle time for settling the account. Besides, an expression for a retailer's inventory system's total cost derived for this case and five special cases will be discussed. Moreover, a computational procedure is proposed to obtain the optimal cycle time, retailer's payment time and order size. The results could help retailer's managers to determine the optimal total cost and strive for the wholesaler's permission to del...

Journal ArticleDOI
TL;DR: This paper studies a general setting of chaos synchronization in the form of a generalized Lur’e system, which includes both the classical and an earlier version of generalized Lur'e systems as special cases.
Abstract: This paper studies a general setting of chaos synchronization in the form of a generalized Lur’e system, which includes both the classical and an earlier version of generalized Lur’e systems as special cases. More significantly, for this general setting, some fairly simple and easily used algebraic conditions are derived for verification and design of unidirectional feedback-controlled chaos synchronization. The Chen and Rossler systems are used as examples for illustration.

Journal ArticleDOI
TL;DR: It is shown that the space allocation problem can be formulated as a minimum cost multi-commodity flow problem and a subgradient optimization algorithm was applied to solve the problem.
Abstract: Methods for assigning a temporary storage inventory, which arrives dynamically at storage areas, to storage space are discussed. It was assumed that no storage location was dedicated to a single type of inventory and that inventory positioned at a storage area could be relocated to another storage area. An attempt was made to minimize the total transportation, storage and handling costs of inventory for a given schedule of arrivals and departures. It is shown that the space allocation problem can be formulated as a minimum cost multi-commodity flow problem. A subgradient optimization algorithm was applied to solve the problem. A numerical experiment was conducted to evaluate the performance of the algorithm.

Journal ArticleDOI
TL;DR: An LMI approach to the optimization problem of computation of the maximal allowable bound on the time delays is given such that the closed-loop system is α -SPR and a numerical example illustrates the effectiveness of the results.
Abstract: The strict positive realness (SPR) of a linear time-delay system via a linear matrix inequality (LMI) technique is studied. Presented are sufficient conditions via LMIs such that the linear delayed system is strictly positive real. More generally, we present a memoryless state feedback controller via LMIs such that the resulting closed-loop system is SPR with an α -asymptotic stability constraint (α -SPR) for a class of linear time-delay control systems. Furthermore, an LMI approach to the optimization problem of computation of the maximal allowable bound on the time delays is given such that the closed-loop system is α -SPR. Finally, a numerical example illustrates the effectiveness of the results.

Journal ArticleDOI
TL;DR: The first part of this paper shows that long access delays are not necessarily detrimental to the stability of local area network embedded control systems and that (under some mild conditions on the control system) scheduling in the return path is not needed.
Abstract: The first part of this paper shows that long access delays are not necessarily detrimental to the stability of local area network embedded control systems. The second part shows that (under some mild conditions on the control system) scheduling in the return path is not needed. This is a consequence of the fact that for local area networks the access delays can be exactly determined and completely eliminated from the system representation.

Journal ArticleDOI
TL;DR: The proposed approach enhances the very popular forward OLS-algorithm-based RBF model construction method since the resultant RBF models are constructed in a manner that the system dynamics approximation capability, model adequacy and robustness are optimized simultaneously.
Abstract: New construction algorithms for radial basis function (RBF) network modelling are introduced based on the A-optimality and D-optimality experimental design criteria respectively. We utilize new cost functions, based on experimental design criteria, for model selection that simultaneously optimizes model approximation, parameter variance (A-optimality) or model robustness (D-optimality). The proposed approaches are based on the forward orthogonal least-squares (OLS) algorithm, such that the new A-optimality- and D-optimality-based cost functions are constructed on the basis of an orthogonalization process that gains computational advantages and hence maintains the inherent computational efficiency associated with the conventional forward OLS approach. The proposed approach enhances the very popular forward OLS-algorithm-based RBF model construction method since the resultant RBF models are constructed in a manner that the system dynamics approximation capability, model adequacy and robustness are optimized...

Journal ArticleDOI
TL;DR: Algorithmic aspects of model reduction methods based on state-space truncation for linear discrete-time systems are addressed here and aspects of the parallel implementation of these methods are discussed and the performance and scalability on distributed memory computers are shown.
Abstract: Computing reduced-order models of controlled dynamical systems is of fundamental importance in many analysis and synthesis problems in systems and control theory. Algorithmic aspects of model reduction methods based on state-space truncation for linear discrete-time systems are addressed here. In contrast to the often-used approach of applying methods for continuous-time systems to discrete-time models employing a bilinear transformation, we devise special algorithms for discrete-time systems. Usually, this is more reliable and efficient. All methods discussed require in an initial stage the computation of the Gramians of the system. Using an accelerated fixed-point iteration for computing the full-rank factors of the Gramians yields some favorable computational aspects, particularly for non-minimal systems. The computations only require efficient implementations of basic linear algebra operations readily available on modern computer architectures. We discuss aspects of the parallel implementation of thes...

Journal ArticleDOI
TL;DR: An adaptive control design for a class of stochastic parametric-strict-feedback systems is given and an adaptive controller was obtained that guaranteed the global asymptotic stabilization in probability.
Abstract: An adaptive control design for a class of stochastic parametric-strict-feedback systems is given. The disturbance considered herein is Wiener noise of unknown covariance, which is represented as a simplified unknown parameter. By using stochastic Lyapunov method and backstepping techniques, an adaptive controller was obtained that guaranteed the global asymptotic stabilization in probability.

Journal ArticleDOI
TL;DR: Average-cost optimization problems for a class of continuous-time Markov control processes with a compact action set with average-cost optimality equation derived and the existence of its solution established are studied.
Abstract: Average-cost optimization problems for a class of continuous-time Markov control processes with a compact action set have been studied The definition of a generalized average-cost Poisson equation, which can be viewed as an extension to the standard one is first given Markov performance potentials are defined as its unique solution Based on the formula of performance potentials, an average-cost optimality equation is derived and the existence of its solution is established Then, policy iteration and value iteration algorithms are proposed and their convergence discussed A numerical example for controlled closed queuing networks illustrates the application of the proposed value iteration algorithm

Journal ArticleDOI
TL;DR: An integrated approach using neural networks, exponential desirability functions and genetic algorithms to optimize parameter design problems with multiple responses to improve the performance and reliability of a 1% (1199) single-window broadband tap coupler.
Abstract: An integrated approach using neural networks, exponential desirability functions and genetic algorithms to optimize parameter design problems with multiple responses is presented. The proposed approach aims to identify the input parameter settings to maximize the overall minimal satisfaction level with respect to all the responses. The proposed approach is illustrated by optimizing the fused process parameters created during fused biconic taper coupler development to improve the performance and reliability of a 1% (1199) single-window broadband tap coupler. The proposed solution procedure was implemented on a Taiwanese manufacturer of fibreoptic passive components. The implementation results demonstrate the practicability of the method. Comparison analysis revealed that the proposed procedure outperformed the traditional Taguchi method in resolving multi-response parameter design problems.

Journal ArticleDOI
TL;DR: An overview of fuzzy modelling techniques that intends to situate the relational models among other fuzzy model architectures typically adopted in the literature, highlighting their main advantages and drawbacks are provided.
Abstract: This paper is concerned with both the problems of quantitative and qualitative modelling of complex systems by using fuzzy techniques. A unified approach for the identification and subsequent extraction of linguistic knowledge of systems using fuzzy relational models is addressed. This approach deals with the identification problem by means of optimal numerical solutions based on weighted least squares and quadratic programming formulations. The linguistic knowledge is extracted in the form of consistent fuzzy rules that describe linguistically the behaviour of the identified system. A new methodology for the simplification of the extracted rules is derived by using a pruning criterion based on the representability matrix concept introduced in previous work. Several numerical aspects concerning the proposed optimization schemes and a covering discussion about the linguistic interpretation of the resulting models are also included together with illustrative examples in the contexts of pattern classificatio...

Journal ArticleDOI
TL;DR: This work is focused on the fact that the most probable distance of mutated points in multi-dimensional Gaussian and Cauchy mutations is not in a close neighborhood of the origin, but at a certain distance from it, which may cause a decrease in the sensitivity of the evolutionary algorithm to narrow peaks when the landscape dimension increases.
Abstract: This work is focused on the fact that the most probable distance of mutated points in multi-dimensional Gaussian and Cauchy mutations is not in a close neighborhood of the origin, but at a certain distance from it. In the case of the Gaussian mutation, this distance is proportional to the norm of the standard deviation vector and increases with the landscape dimension. This may cause a decrease in the sensitivity of the evolutionary algorithm to narrow peaks when the landscape dimension increases, but, simultaneously, it strengthens the exploration property of the algorithm. Moreover, the influence of the reference frame orientation on the effectiveness of the non-spherical multi-dimensional Cauchy mutation is analyzed using simulation experiments. Four multi-dimensional mutations (Gaussian, modified Gaussian, non-spherical and spherical Cauchy mutations) are applied to two classes of evolutionary algorithms based on real-valued representation, i.e. Galar's evolutionary search with soft selection and evol...

Journal ArticleDOI
TL;DR: An adaptive weighting input estimation method for estimating the time varying input loads acted on structural systems is presented and results show that the proposed adaptive fading factor improves the eficiency and robustness of the conventional input estimation approach.
Abstract: An adaptive weighting input estimation method for estimating the time varying input loads acted on structural systems is presented. The algorithm employs the simple Kalman filter to propose a regression model between the residual innovation and the input loads. Based on this regression equation, a recursive least-squares estimator weighted by an adaptive fading factor is used to estimate on-line the input loads involving measurement noise and modelling errors. The capabilities of the proposed algorithm are demonstrated by numerical experiments to estimate the input loads acting on two lumped-mass systems and a cantilever beam. The estimation results show that the proposed adaptive fading factor improves the eficiency and robustness of the conventional input estimation approach.

Journal ArticleDOI
TL;DR: The necessary and sufficient conditions for robust stochastic stabilization and guaranteed cost control for a class of uncertain discrete-time linear system with Markovian jumping parameters are derived in terms of positive-definite solutions of a set of coupled linear matrix inequalities (LMIs).
Abstract: Robust stochastic stabilization and guaranteed cost control for a class of uncertain discrete-time linear system with Markovian jumping parameters are discussed. Two classes of controller gain perturbations, additive and multiplicative, are considered. The necessary and sufficient conditions for the above problems are derived, which are in terms of positive-definite solutions of a set of coupled linear matrix inequalities (LMIs). Furthermore, resilient guaranteed cost controllers are designed. Finally, numerical examples are presented to illustrate the solvability and effectiveness of the results.

Journal ArticleDOI
TL;DR: Simulation studies on a two-link robot manipulator show that the performance of the proposed adaptive fuzzy neural controller is better than that of some existing fuzzy/neural methods.
Abstract: This paper presents an adaptive fuzzy neural controller (AFNC) suitable for modelling and control of MIMO non-linear dynamic systems. The proposed AFNC has the following salient features: (1) fuzzy neural control rules can be generated or deleted dynamically and automatically; (2) uncertain MIMO non-linear systems can be adaptively modelled on line; (3) adaptation and learning speed is fast; (4) expert knowledge can be easily incorporated into the system; (5) the structure and parameters of the AFNC can be self-adaptive in the presence of uncertainties to maintain a high control performance; and (6) the asymptotical stability of the system is established using the Lyapunov approach. Simulation studies on a two-link robot manipulator show that the performance of the proposed controller is better than that of some existing fuzzy/neural methods.

Journal ArticleDOI
TL;DR: The results show that neuro-fuzzy, fuzzy clustering and linguistic equation methods apply well, and no big differences can be detected between the methods.
Abstract: It was examined how different fuzzy modelling approaches, such as neuro-fuzzy, fuzzy clustering and linguistic equation methods, apply to the modelling of a rotary dryer. Because rotary drying, one of the oldest process in industry, is a highly nonlinear, strongly interactive multivariable process, its modelling is a demanding task. Its mathematical model, consisting of partial differential equations with several experimental parameters, is very complex and cumbersome. Therefore, the data-driven model is attractive, especially because many experimental observations and operating experience exist. The paper describes the fuzzy modelling approaches applied to the modelling of a rotary dryer. The applicability of different approaches has been evaluated by simulations, with the data collected from a pilot plant rotary dryer. The performance was estimated by an error index root means squared method and by comparing the modelling results with the results achieved by a linear regression model and a neural networ...

Journal ArticleDOI
TL;DR: An infinite-horizon deterministic inventory model that handles inventory shortages under an announced price increase and a simplified technique useful in many situations is developed here to tackle the problems faced by a customer in such cases.
Abstract: This paper presents an infinite-horizon deterministic inventory model that handles inventory shortages under an announced price increase. Depending on the length of the intervening period between the announcement date and the effective date of price revision, the decisions of a customer (wholesaler) vary widely. A simplified technique useful in many situations is developed here to tackle the problems faced by a customer in such cases. Illustrations are also presented through some suitable numerical examples.

Journal ArticleDOI
TL;DR: A stability analysis is employed to support and qualify the assertion that the level of bounded rationality can adversely affect the aggregate dynamic behaviour of such supply chains and enable the quantification of the potential cost improvements resulting from more desirable supply-chain dynamics.
Abstract: The concept of bounded rationality in decision-making and research on its relation to aggregate system dynamics is briefly recalled By recasting the well-known beer game as a Smith predictor control system, a natural measure of the level of bounded rationality in the decision-making process is derived The results herein do accord with those of the original beer game paper In addition, they engender a new interpretation of an important model parameter as a direct measure of the level of bounded rationality inherent in decision-making A stability analysis is then employed to support and qualify the assertion that the level of bounded rationality can adversely affect the aggregate dynamic behaviour of such supply chains The analytical basis of these calculations enables the quantification of the potential cost improvements resulting from more desirable supply-chain dynamics These follow from reduced volatility through improved decision-making in the supply chain This approach is designed to inform the

Journal ArticleDOI
TL;DR: This paper attempts to combine the statistical technique and fuzzy sets concept to deal with the unstable opportunity cost rate, so as to modify the aforementioned inventory/investment model and derives the optimal lot size and the optimal process quality level in the fuzzy sense utilizing the logarithmic investment cost function.
Abstract: The cost of capital (i.e. opportunity cost) is one of the key factors that will influence the inventory and investment decisions. Previously, the classical EOQ model has been extended to include an...

Journal ArticleDOI
TL;DR: A maximum perturbation bound for keeping a system regular, impulse-free and stable is presented, by using the technique of Kronecker product and the structured singular value μ.
Abstract: This paper considers the robust stability of descriptor systems with structured perturbations. It presents a maximum perturbation bound for keeping a system regular, impulse-free and stable, by using the technique of Kronecker product and the structured singular value μ.