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Abstract: In the framework of dependent risks it is a crucial task for risk management purposes to quantify the probability that the aggregated risk exceeds some large value . Motivated by Asmussen et al. (2011) [1] in this paper we introduce a modified Asmussen–Kroese estimator for simulation of the rare event that the aggregated risk exceeds . We show that in the framework of log-Gaussian risks our novel estimator has the best possible performance i.e., it has asymptotically vanishing relative error. For the more general class of log-elliptical risks with marginal distributions in the Gumbel max-domain of attraction we propose a modified Rojas-Nandayapa estimator of the rare events of interest, which for specific importance sampling densities has a good logarithmic performance. Our numerical results presented in this paper demonstrate the excellent performance of our novel Asmussen–Kroese algorithm. [Copyright &y& Elsevier]

Abstract: This paper describes a numerical procedure for the blank shape design of thin metallic parts obtained by stamping. The objective is to determine the initial blank shape knowing the geometry of the desired 3D CAD part. The numerical procedure consists of two stages: At first, an estimation of the initial blank shape is given using the one step inverse approach (IA). Then, update of the blank shape is continued by iterations combining optimization algorithms and finite element analysis (FEA). The numerical procedure for the blank shape design is tested in the case of an industrial stamping process where the part is formed using a manual press without blank-holder. The proposed numerical procedure can provide very quickly the optimal blank shape in a few iterations. [Copyright &y& Elsevier]

Abstract: We introduce new criteria for model discrimination and use these and existing criteria to evaluate standard orthogonal designs. We show that the capability of orthogonal designs for model discrimination is surprisingly varied. In fact, for specified sample sizes, number of factors, and model spaces, many orthogonal designs are not model discriminating by the definition given in this paper, while others in the same class of orthogonal designs are. We also use these criteria to construct optimal two-level model-discriminating designs for screening experiments. The efficacy of these designs is studied, both in terms of estimation efficiency and discrimination success. Simulation studies indicate that the constructed designs result in substantively higher likelihoods of identifying the correct model. [Copyright &y& Elsevier]

In this paper, we propose a low-complexity decision-directed channel-estimation scheme, which offers improved performance for space-frequency-block-coded orthogonal frequency-division multiplexing (SFBC-OFDM) systems under doubly selective (i.e., frequency selective and fast fading) channels. First, we propose a square-root-free inverse-QR-decomposition-based groupwise recursive (SIQR-GR) channel-estimation algorithm employing sequences of scaled Givens rotations. The proposed SIQR-GR scheme recursively processes data decisions corresponding to the SFBC groups within each OFDM block to improve system performance under doubly selective channels. Furthermore, the avoidance of square roots and the utilization of scaled Givens rotations ensure that the proposed SIQR-GR scheme is computationally efficient. Second, we derive semi-analytical expressions for the normalized mean square error (NMSE) performance of SIQR-GR and verify the accuracy of the NMSE analysis via numerical simulations. Finally, we provide performance and complexity comparisons between SIQR-GR and previously proposed schemes. These comparisons show an excellent performance-complexity tradeoff achieved by SIQR-GR over the previous solutions under various channel conditions. [ABSTRACT FROM AUTHOR]

Abstract-Subspace-based estimation of multiple real-valued sine wave frequencies is considered in this paper. A novel data covariance model is proposed. In the proposed model, the dimension of the signal subspace equals the number of frequencies present in the data, which is half of the signal. subspace dimension for the conventional model. Consequently, an ESPRIT-like algorithm using the proposed data model is presented. The proposed algorithm is then extended for the case of complex-valued sine waves. Performance analysis of the proposed algorithms are also carried out. The algorithms are tested in numerical simulations. When compared with ESPRIT, the newly proposed algorithm results in a significant reduction in computational burden without any compromise in the accuracy. [ABSTRACT FROM AUTHOR]