Browsing by Subject "Upper Bound"

Now showing 1 - 4 of 4

Open Access
On dwell time minimization for switched delay systems: Time-Scheduled Lyapunov Functions
(Elsevier B.V., 2016) Koru, A. T.; Delibaşı, A.; Özbay, Hitay
In the present paper, dwell time stability conditions of the switched delay systems are derived using scheduled Lyapunov-Krasovskii functions. The derivative of the Lyapunov functions are guaranteed to be negative semidefinite using free weighting matrices method. After representing the dwell time in terms of linear matrix inequalities, the upper bound of the dwell time is minimized using a bisection algorithm. Some numerical examples are given to illustrate effectiveness of the proposed method, and its performance is compared with the existing approaches. The yielding values of dwell time via the proposed technique show that the novel approach outperforms the previous ones. © 2016
Open Access
Sur l’allocation dynamique de portefeuille robuste contre l’incertitude des rendements moyens
(Taylor & Francis, 2014) Pınar, M. Ç.
In an economy with a negative exponential utility investor facing a set of risky assets with normally distributed returns over multiple periods, we consider the problem of making an ambiguityrobust dynamic portfolio choice when the expected return information is uncertain. We pose the problem in the Adjustable Robust Optimization framework under ellipsoidal representation of the expected return uncertainty, and provide a closed-form solution in the form of a simple, dynamic, partially myopic portfolio policy. The result provides a guideline in the form of an upper bound for the choice of the parameter controlling the aversion to ambiguity.
Open Access
An upper bound on the capacity of non-binary deletion channels
(IEEE, 2013) Rahmati, M.; Duman, Tolga M.
We derive an upper bound on the capacity of non-binary deletion channels. Although binary deletion channels have received significant attention over the years, and many upper and lower bounds on their capacity have been derived, such studies for the non-binary case are largely missing. The state of the art is the following: as a trivial upper bound, capacity of an erasure channel with the same input alphabet as the deletion channel can be used, and as a lower bound the results by Diggavi and Grossglauser in [1] are available. In this paper, we derive the first non-trivial non-binary deletion channel capacity upper bound and reduce the gap with the existing achievable rates. To derive the results we first prove an inequality between the capacity of a 2K-ary deletion channel with deletion probability d, denoted by C2K(d), and the capacity of the binary deletion channel with the same deletion probability, C2(d), that is, C2K(d) ≤ C2(d)+(1-d) log(K). Then by employing some existing upper bounds on the capacity of the binary deletion channel, we obtain upper bounds on the capacity of the 2K-ary deletion channel. We illustrate via examples the use of the new bounds and discuss their asymptotic behavior as d → 0. © 2013 IEEE.
Open Access
Upper bounds on the capacity of deletion channels using channel fragmentation
(Institute of Electrical and Electronics Engineers Inc., 2015) Rahmati, M.; Duman, T. M.
We study memoryless channels with synchronization errors as defined by a stochastic channel matrix allowing for symbol drop-outs or symbol insertions with particular emphasis on the binary and non-binary deletion channels. We offer a different look at these channels by considering equivalent models by fragmenting the input sequence where different subsequences travel through different channels. The resulting output symbols are combined appropriately to come up with an equivalent input-output representation of the original channel which allows for derivation of new upper bounds on the channel capacity. We consider both random and deterministic types of fragmentation processes applied to binary and nonbinary deletion channels. With two specific applications of this idea, a random fragmentation applied to a binary deletion channel and a deterministic fragmentation process applied to a nonbinary deletion channel, we prove certain inequality relations among the capacities of the original channels and those of the introduced subchannels. The resulting inequalities prove useful in deriving tighter capacity upper bounds for: 1) independent identically distributed (i.i.d.) deletion channels when the deletion probability exceeds 0.65 and 2) nonbinary deletion channels. Some extensions of these results, for instance, to the case of deletion/substitution channels are also explored. © 1963-2012 IEEE.