Volume 14(S1) Supplementary August 2007

Dynamics of Continuous,
Discrete & Impulsive Systems

Series A: Mathematical Analysis

Editor-in-Chief

Xinzhi Liu, University of Waterloo

Special Issue on

Advances in Neural Networks--Theory and Applications

Part 2

DCDIS 14(S1) 503-815 (2007) ISSN 1201-3390

Watam Press • Waterloo

 DYNAMICS OF CONTINUOUS, DISCRETE AND IMPULSIVE SYSTEMS
Series A: Mathematical Analysis
Editor-in-Chief: Xinzhi Liu, Department of Applied Mathematics, University of Waterloo, Waterloo, Ontario, Canada
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Dynamics of Continuous, Discrete and Impulsive Systems, Series A, Vol.14 (S1)
Copyright@2007 Watam Press
Advances in Neural Networks--Theory and Applications
TABLE OF CONTENTS page

Section Language Model for Information Retrieval 503

Wen-Yu Chen, Bin-Wei Yang, Shi-Xin Sun
Markerless Tracking Based on Transiently Chaotic Neural Network 508
with Invariant Features for Augmented Reality System
Xinyu Li
Identification, Filtering and Control of Nonlinear Plants by Recurrent 512
Neural Networks Using First and Second Order Algorithms of Learning
Ieroham S. Baruch, Saul Escalante M, Carlos R. Mariaca Gaspar.
Combining Radar Emitter Recognition with Ambiguous a priori Knowledge 522
Shurong Tian, Xin Guan, You He, Wei Xiong
Local Weather Forecast for Flight Training Using Neural Networks 526
Jianguo Chen, Shijun Liu
The Research of Enterprise Strategy Management Based on Bayesian Networks 531
Xu Jian-zhong, Ren Jia-song
Application of a Swarm-based Artificial Neural Network to Ultrasonic Detector 536
Based Machine Condition Monitoring
Shan He, Xiaoli Li
Inverse Learning Control of an Experimental Helicopter Using 543
Adaptive Neuro-Fuzzy Inference System
Gwo-Ruey Yu, C. W. Tao
Kinematic Control of a 6-DOF Robot Manipulator using Kohonen 550
Self-Organizing Map (SOM)
Anjan Kumar Ray, Laxmidhar Behera, Amit Shukla
A WNN Based Kalman Filtering For Auto-Correction Of SINS/Star 559
Sensor Integrated Navigation System
Baiqi Liu, Jiancheng Fang, Lei Guo
A Method to Pre-select Support Vectors for LS-SVM Classifiers 565
Yongsheng Sang, Zhang Yi, Stones Lei Zhang
A Multi-layer Quantum Neural Networks Recognition System for 570
Handwritten Digital Recognition
Li Peng, Rushi Wu
Text-Independent Speaker Identification Using Fuzzy LS-SVM 575
Chengfu Yang1, Zhang Yi, Stones Lei Zhang
A Canonical Integrator Environment For The Development Of Connectionist Systems 580
Diego Ordóñez, Carlos Dafonte, Alfonso Iglesias, Bernardino Arcay
Stock Price Forecasting Using a Recurrent Fuzzy Neural Network 586
Menghua Tong, Qizhi Zhang, Woonseng Gan
Basic Engineering Materials Classification Model- A Neural Network Application 591
Doreswamy

i
Complexity Analysis Of Eeg Under Different Brain Functional States 596
Using Symbolic Entropy
Lisha Sun, Guoliang Chang, Patch. Beadle
Prediction of Clinical Response to Treatment of Crohn’s Disease by Using RBFN 602
Igor Grabec, Ivan Ferkolj, Daša Grabec, Dušan Grošelj
Study on Fuzzy Evaluating Neural Network for University Student Credit 608
Qingyu Xiong, Jing Chen, Qi Huang
Real-Time Control of Erythromycin Fermentation Process Based on 612
ANN Left- and Right-Inversion
Xianzhong Dai, Wancheng Wang
Optimal Control Based-Neurocontroller to Guide the Crop Growth 618
under Perturbations
J. Pucheta, H.D. Patiño, C. Schugurensky, R. Fullana, B. Kuchen
Stock Investor Behavior Simulation with Hybrid Neural Network 624
and Technical Analysis on Long-term Increases of Hong Kong Hang Seng Index
Chi Xu, Yan Cai, Zheru Chi
Application of neural networks in predictive Maintenance of rotating 631
machinery –areview
H Ranganathan, J Pattabiraman
Artificial Neural Network approach for Estimation of Hemoglobin in 638
Human Blood using Color Analysis
H Ranganathan, N Gunasekaran
One-class/Two-class Training for Windows NT User Profiling 644
Li Ling, C.N Manikopoulos
Combinatorial Productivity Through The Emergence Of Categories 650
In Connectionist Networks
Francis C. K. Wonga, William S-Y Wangb
An Estimative Model of Maximum Power Generation From Photovoltaic 658
Modules Based on Generalized Regression Neural Network
Hung-Cheng Chen, Jeng-Chyan Lin, Meng-Hui Wang, Jian-Cong Qiu
Channel Noise Induced Transition From Quiescence To Bursting In The 664
Dissipative Stochastic Mechanics Based Model Neuron
Marİfİ Güler
Fuzzy Systems on Orthogonal Bases 671
Musa Alcı
Homomorphisms in a direct sum of full matrix algebras 677
Zhongyan Li, Minli Li
A Delay Differential Equation Model of Immune Surveillance 682
Against Cancer and Its Stability Analysis
Dan Li, Wanbiao Ma
The Effect of Indexing Methods on SVM-based Text Categorization 689
Ju Jiang, Lei Chen, Mohamed S.Kamel, Yi Zhang
Research on a New Method of Processing Distributed Data 694
Wang Zhiguang, Chen Ming, Liu Lifeng
Triangles With Median And Altitude Of One Side Coincide 699
Dong-hai Ji, Jun-jing Jia, Sen-lin Wu

ii
Matrix Representation of Solution Concepts in Graph Models for Two 703
Decision-Makers with Preference Uncertainty
Haiyan Xu, D. Marc Kilgour, Keith W. Hipel
A Homotopy Method for Solving MPEC Problem 708
Jiamin Li, Qinghuai Liu, Xinmin Wang, Guochen Feng
A State-Of-Charge Estimation Method Based On Extension Theory 713
For Lead-Acid Batteries
Kuei Hsiang Chao, Meng Hui Wang, Chia Chang Hsu
On Subnormal Completion Problem 719
Chunji Li, Shengjun Li, Jianrong Wu
The Left-Groebner bases in Ring of Di®erential Operators 724
Jinwang Liu, Xiaoling Fu, Dongmei Li
On The Fuzzy Riemann-Stieltjes Integral 728
Xue-Kun Ren, Cong-Xin Wu, Zhi-Gang Zhu
On The Discrete Time Brownian Flow I: Characteristic And Invariant 733
Measure Of The N-Point Motion
Jingxiao Zhang
On The Discrete Time Brownian Flow II: Central Limit Theorem Of 738
The N-Point Motion
Jingxiao Zhang
Doob’s Martingale Inequality in G-Framework 742
Jing Xu, Bo Zhang
Fuzzy Genetic Algorithm Based on Principal Indexes Operation 746
Fachao Li, Panxing Yue, Chenxia Jin
Analysis of Compressible Miscible Displacement with Dispersion 751
by a Characteristics Collocation Method
Ning Ma
Existence of Weak Solutions for Evolution Inclusions in Reflexive Banach Spaces 756
Guocheng Li
A Class of Robust Strategy for Robot Manipulators with Uncertainties 761
Lixia Zhi
The Sufficient And Necessary Conditions Of Error Bounds For Constrained 766
Multifunctions
Jian-Rong Wu, Shi-Ji Song
Commutativity Theorems On Rings 770
Chen Guanghai, Yang Xinsong
Local-Bandwidth Mean Shift Segmentation of MR Images Using 774
Nonlinear Diffusion
Dong Huang, Huizhong Qiu, Zhang Yi
On the Central Limit Theorem of Markov Chains in Markovian 779
Environments for φ-mixing Stochastic Sequences
Chen Neiping, Yang Gang
Lower Bounds and Existence Conditions of the Solution for the Perturbation 784
Generalized Lyapunov Equations
Dong-Yan Chen, Ling Hou, Jun-Fang An

iii
Commuting Toeplitz Operators with Harmonic Symbols 788
Limin Yang
Ergodic Characteristics Analysis of Time Series Data in Hydrological Process 791
Hongrui Wang, Xin Lin, Xiaoming Peng, Dongli Zhou
Periodic Solutions For A Kind Of p−Laplacian Liénard Equation 798
With A Deviating Arg
Minggang Zong, Wei Yuan, Wenqing Zhao
Web Page Importance Ranking With Priori Knowledge 805
Guoyang Shen, Shiji Song
Author Index 811

iv
 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 503--507
Copyright@2007 Watam Press
Section Language Model for Information Retrieval
Wen-Yu Chen, Bin-Wei Yang and Shi-Xin Sun
College of Computer Science and Engineering, University of Electronic Science and Technology
of China Sichuan chengdu 610054, China.
Corresponding author e-mail: cwy@uestc.edu.cn
Abstract— This paper studies the information retrieval in
natural language processing. A new model which named Section
Language Model is proposed. In this model, by using a Correla-
tion Vocabulary Table, the search result recall rate is increased
effectively. This paper also proposes two specific language’s
models, named Unigram Section Language Model and Bigram
Section Language Model. A thorough research has been done
in the field of the correlative word set for those models. Some
simulations have carried out to show our results.
Index Terms— Conceptual base, Information Retrieval, Recall-
ing rate, Section Language Model.
I. I NTRODUCTION
According to the Schank’s concept exist theory[1], there
are all kinds of concept in real world. Language is used when
people transmit information, while information is defined by
concepts and the relation between these concepts. So the
process of getting the language’s information is equal to the
process of mapping language to concept sets. It is clear that
words in a language are representative symbols of concept sets
in a particular language.
In the information retrieval model based on concept dy-
namic feature match[2], a sufficient and necessary condition
has been summed up for query sentence. They declared that,
in the concept sets which have been picked up to represent
the feature structure of an article, there must exist some
matching concepts to the feature structure of selected con-
ditions. This implies that the concept’s sets represented by
the query sentence must be the same as that in an article.
However in real language, vocabularies are not matched to
concept’s sets one by one. A concept’s set can match more
then one vocabularies, this is so called synonymy relationship.
A word can also match more then one concept’s set, and this
is multivocal relationship. How to find out that the selected
conditions are whether matched to the article by concept’s
sets rather than vocabularies? This is a basic difficulty for
information retrieval [3]. According to the concept dynamic
feature set theory, the relations between concepts of a sentence
or an article form the feature structure. In information retrieval,
the matched concepts between article and query sentence are
not the single matched concepts, but are matched concepts
with some characteristics[4]. But in real language, the same
information, such as the concept’s sets, can be made up by
different sentence strutrue[5]. How to distinguish the same
meaning from different sentences? This is the second difficulty.
This paper proposes a method, in which a related vocab-
ulary table is proposed to solve synonymous and multivocal

questions. This related vocabulary table consists all words that
have the same meaning or the related meaning of the sentence.
A brief description of the proposed Related Vocabulary Set
is presented in Section II. The proposed Section Language
Models is presented in Section III. The simulations results are
given in Section IV. Finally, conclusions are drawn in Section
V.
II. T HE D ESIGN OF R ELATED VOCABULARY S ET
In information retrieval model, all the basic processes are
matching. we can compute the similarity of article and the
query sentence from the words existing in the query sentence
or article. Then the article can be sorted according to the
probability finally. The computing of the similarity is various
in different models. But for all methods, the frequency and
site of the words related to query sentence in article should
be considered for ever.
A. Dealing with Query Sentences
The input of information retrieval model is a query sentence.
The output should be a group of articles related to this
query sentence. Before searching, the query sentence should
be analyzed firstly. How to identify the boundary of the
crytic words is the first work for analyzing. It is different
from the model based on sentence meaning analysis that not
all the words of a query sentence in probability model are
useful to information retrieval. Some empty words, such as
prepositions, auxiliary words, modal words, and so on, are in
a high proportion in frequency statistics. These words make no
sense in forming language model, and should be overlooked.
In information retrieval, we stop the vocabulary table, and
prefabricate a table called ”stopped table”, it contains these
words that exist in sentences depot in high frequency.
B. Computing Words’ Connection
Let’s suppose, the query sentence is Q = {q1 , q2 , ..., qn },
the related table is V the related words set of qi is V (qi ) =
{vi1 , vi2 , ..., vim }. It is clear that Vij in V (qi ) is not the same
with qi in Q. Suppose Q exist, if Vij = qi , then the value of
P (vij |Q − qi ) is bigger than that of P (qi |Q − qi ) or near to
it. If the value of P (vij |Q − qi ) is too small, then Vij does
not much match other words in Q. This implies that Vij has
little relationship with qi of Q.
The value of P (vij |Q − qi ) should be computed by train-
ing the vocabulary depot. Suppose w = vij , Q − qi =
w1 , w2 , ..., wk , then III. T HE P ROPOSED S ECTION L ANGUAGE M ODEL
There are two characteristics of our proposed model. The
C(w, w1k )
P (w|w1k ) = (1) first is based on a window rather than the whole article. The
C(w1k ) second one is, the key words are not only the that in query
We only compute the existence frequency of w among sentence, but also base on the related words sets. We propose
w1 , ..., wk , rather than the sentence meaning relationship be- two models which are Unigram Section Language Model and
tween words. So we can change it to be a window to compute Bigram Section Language Model.
the existence frequency, thus:
A. Unigram Section Language Model
C(w, w1k , L)
P (w|w1k ) = (2) In Unigram Section Language Model, we take each word
C(w1k , L) for isolated, then calculate the product of every probability.
where C(w, L) is the frequency of W in window L, L is a 
n

section or an article. P (Q|d) = P (w1 , w2 , ..., wn |d) ≈ P (wi |d) (5)

i=1
When K in equation (2) is big, the situation of data sparsity
will be serious. So smoothness technology is used in our where, w1 , ..., wn is the concept radicel sequence of key words
design. We use recalling smoothness together with Good- after dealing with the query sentence Q.
Turing smoothness to compute the existence frequency of the Assume article D consists M sections: L1 , L2 , ..., Lm , then
W. If the value is zero, then computer the frequency of the we can compute the peak value of the query sentence’s
W . So, equation (2) can be modified to: probability. Take the max value in these M sections as the
⎧ value of D:
⎪
⎪ PGT (w|w1k ), C(w, wik , L) > 0
⎪
⎪ PL1 (Q|d) = M AXLj ∈d (PL1 (Q|Lj))
⎨ α(w1 )PGT (w|w2 ),
k k
C(w, wik , L) = 0
k
PKatz (w|w1 ) = ..., C(w, w2k , L) > 0 n

⎪
⎪ ≈ M AXLj ∈d ( P (wi |Lj ))
⎪
⎪
k
α(wk−1 )PGT (w|wk ), ...
⎩ i=1
0 C(w, wk , L) = 0
(3)
C. Sorting of Words
From above discuss we can know that, when dealing with
the query sentences, we should compute the relation degree
between words of qI in the related vocabulary table. The
sequence of context-sensitive words of qi . The words more
related to qi should be put in the front of the table.
The meaning of qi in query sentence is determined by itself.
So when sorting, the position of each word in the related
vocabulary is determined only the by it’s relation degree.
Suppose the relation degree of W and qi in a sentence is
proportion to the probability of their existed in window L,
then we have
C(w, qi , L)
R(w, qi ) ∝ P (w|qi ) = (4)
C(qi , L)
Then the value of the confirmed qi and C(qi , L) can be
confirmed. The relationship of W and qi can also be deter-
mined by C(qi , L). C(qi , L) is computed by summing up the
appeared times of W and qi in window L.
In a sentence, the meaning of a word is not confirmed by
all the words in this sentence, but can be confirmed by few
words. It means that the relation degree between the related
word W of qi and the key word in query sentence is only
depended on few words, but not on the all query words. So,
after sorting by the word’s existence together, all the words
that have little appearance can be ignored, and keep the close
connective words. We use absolute- value technology to reach
it.
(6)
where, PL1 (Q|d) represents the probability.
1) Model Deducing: In this model, we will deduce the
value of P (wi |d). From above results, each concept radicel
match a Related Word Structure. This structure consist of two
parts, which are key word qi of query sentence and key word’s
list Rqi of qi .
Theoretically, qi and Rqi can represent concept radicel in
query sentence. But it’s difficult to make sure which ones
in Rqi have the same meaning with qi in context of query
sentence. We bring in relation set Rdi , which represent the
probability whether each element in Rqi has the same meaning
with qi .
Synchronously, qi is the represent word of concept radicel
Wi artificially. It is default that the checkman’ choice is the
best suitable word. Thus, qi get a most part while computing
the probability of Wi . Synthetically, we get the estimate
formula of P (wi |d):
P (wi |Lj ) = λP (qi |Lj ) + (1 − λ)P (Rqi |Lj ) (7)
where, λ is a parameter, its value range is [0, 1]. The value is
lager, the weighter of qi in computing. P (Rqi |d) is the sum
of probability of all the elements. Each element in Rqi has
different relative degree of qI in context of query sentences.
So it should multiple the corresponding value of Rdi , then:
|Rqi |

P (Rqi |Lj ) = Rdi [k] ∗ P (Rqi [k]|Lj ) (8)
k=1
where |Rqi | is the length of Rqi , Rqi [k] is the k-th element
of Rqi , Rdi [k] is the k-th element of Rdi .
Relate the correlation computing, Rdi [k] can be written as
Rdi [k] = P (Rqi [k]|q1b ) (9)


where q1 , ..., qb represent the words sets of context words after
ordering and interception. The sum of Rdi may be larger than
1, so it need to to be gether to 1 in order to make sure that the
sum of correlation is 1. P (Rqi |d) should be a legal probability.
Then,
|Rdi |
 value.
Rdi [k]
total = [k], Rdi [k] = , k = 1...|Rdi |
total
k=1
Thus we have,
P (wi |Lj ) = λP (qi |Lj ) + (1 − λ)
|Rqi |
 B. Bigram Section Language Model
( Rdi [k] ∗ P (Rqi [k]|Lj ))
k=1

n
P (Q|Lj ) ≈ (λP (qi |Lj ) + (1 − λ)
i=1
|Rqi |
 this:
( )Rdi [k] ∗ P (Rqi [k]|Lj ))
k=1
2) Model Glide: In short language model, we take section
as the statistic unit. But this will bring a serious data aparse-
ness problem. This means that there are not all the related
words can be found in one section of an article, but they can
be found in serval sections. This time, we use glide technology
which is similar with deleting-insert value model.
When glide, the computing of probability is not based only
on a single section, but depended on a window. The size of this
window is alterable. It will be plus to 1 after each computing,
until the whole article. Here, we need to abate the value of
single section, using rebate rate η, that is, multiple the whole
probability before this added section with the rebate rate. η
shows that, in article A and B, if there are all the query concept
radicel in some section in A, but small frequency, and in B,
there are no query concept radicel in any section, but they
are in serval other sections with a large frequency, obviously,
η is larger,the correlation of A is higher, η is smaller, the
correlation of B is higher. It needs a lot of practices to confirm
a suitable η, then

m |Rq |
1−η
P (Q|d) = η ∗ PL1 (Q|d) + ∗ PLk1 (Q|D)
m (17)
k=2
here, PL1 represents that the size of the window is 1 section.
PLk1 represents that the size of a window is k sections.
In equation 13, η is the rebate rate, the remainder rate is
(1 − η), after K times abate, each takes 1/m of the remainder
rate. Because it only can add one section after each abate,
but the remainder rate should reduce (1 − η)/m of it, it is
good for short article but not long article. Look this situation:
two article, the one has more sections while the other has
fewer. Suppose the concept radicel distribute equably, but can
not find all the concept radicel in any N sections, only through
the whole article. This time, by using this glide arithmetic, the
article with less sections has higher correlation, but they should
be close usually. Thus, the arithmetic shoule be improved.
Modify this arithmetic by add m/s sections,

s
1−η
P (Q|d) = η ∗ Pl1 (Q|d) + ∗ PL(k−1)∗s/m (Q|d) (14)
s 1
k=2
here, M is the sections of article, S is the amount of insert-
(10) 3) Parameter Estimating: Five parameters need esti-
mate,they are λ, P (qi |Lj ), P (Rqi [k]|Lj ), η and s. Take
maximum likelihood estimation method to P (qi |Lj ) and
P (Rqi [k]|Lj ), take EM arithmetic to estimate λ, η and s, in
order to simplify it in model, we estimate it in section IV.
(11) Although the implication of Unigram Section Language
Model is simple, it supposes every concept radicel is abso-
lute, this is not accord the truth. Actually, according to link
grammar, each word in query sentence is related to at least
one other word. If a word is related to the word in front, then
this language model is Bigram Section Language Model. Like
(12)

n
P (Q|d) = P (w1 , w2 , ..., wn |d) ≈ P (wi |d)∗ P (wi |wi−1 , d)
i=2
(15)
If we take section as the unit of statistic, the same with
Unigram Section Language Model, the probability of whole
article is the maximal value of section. Like this:
PL1 (Q|d) = M AXLj ∈d PL1 (Q|Lj ) ≈ M AXLj ∈d

n
(P (w1 |Lj ) ∗ P (wi |wi − 1, Lj )) (16)
i=2
In Unigram Section Language Model, when compute the
after-check probability of concept radicel X which is repre-
sented by qi−1 in qi or Rqi , we need consider which word is
suitable to represent X, a better way is, statistic the after-check
probability according to the proportion of words in qi−1 and
Rqi−1 , then compute the sum of them. From this ,the value can
be more exact, but need to very complex computing. Simplfy
it with qi−1 to get the after-check probability. like this:
P (wi |wi−1 , Lj ) = λP (qi |qi−1 , Lj ) + (1 − λ)P (Rqi |qi−1 ,
Lj )LP (Rqi |qi−1 , Lj ) = k=1i Rdi [k] ∗ P (Rqi [k]|qi−1 , Lj )
(13)
There are much more data sparseness in bigram section lan-
guage model, so we need modify P (wi |wi−1 , Lj ) besides the
modify of unigram section language model to data smoothness.
Thus we can take Good-Turing technic or rolling-back glide
technic. Not expound any more here.
In parameter estimate, the parameters needing estimate are
λ, P (qi |qi−1 , Lj ), P (Rqi [k]|Lj ), η and s. For λ, η and s,
take the method of that to unigram model, but it is different
to estimate P (qi |qi−1 , Lj ) and P (Rqi [k]|Lj ), that is:
C(qi , qi−1 , Lj )
P (qi |qi−1 , Lj ) = (18)
C(qi , Lj )
Define C(qi , qi−1 , Lj ) as the times of existence together in
window Lj of qi and qi−1 . This is different from traditional

bigram language model, because after deleting-no meaning
words in query sentences, qi−1 and qi will not be together
assuringly, we do not tatistic the existence frequency like
traditional model. The range of existence together of qi−1
and qi is needful. Considering the probability of correlation
in meaning of words in a sentence will be large, that is, if
qi−1 and qi exist together both in a same query sentence and
a sentence of an article, this is not an accident in a large degree.
It shows some correlation between them and query sentence
in meaning, that is, it will estimate the probability of query
sentence exactly, this is the core of language model. If they
not exist together in same sentence but in a window even an
article, the chance of existence together of qi−1 and qi will be
increased deeply,finally influent the estimate. This is why we
take sentence as the range of existence together of qi−1 and
qi .
IV. T EST AND R ESULT A NALYSIS
A. Testing Data
The testing data to evaluate the performance of section
language model is from the open data in people daily of
China. 3238 articles, 873612 vocabularis and 56445 different
vocabularies have been involved in our test. The average length
of the articles is 269 words.
B. Testing Results of Unigram Section Language Model
In this subsection, the setting of parameters in model
deducing and model glide of unigram section language model
are studied in detail.
1) λ Confirming: Take “the economic development of
china” as an example to see about the relationship of λ
between insert-value veracity and recalling rate. Fig. 1 shows
the graph of the average insert-value veracity in retrival model
when λ get the different values.
From Fig.1, we can see that, the average insert-value will
increase when λ becomes larger. It also shows that the words
in query sentence can mostly express the concept of retrieval.
This is also to say that the words user picking out must
express the meaning of what he query most definitely. The
veracity of average insert-value decrease abruptly when λ
is 1.0. This is because the recalling rate is very low when
querying(only 30%). Tt shows that, when construct language
model, if we only consider user’s query sentence, but not
consider the reflection of the related words’, then it will result
in no recalling back the great mass of connective article.
In the testing, we found that when the veracity of average
insert-value get the peak value, the value of λ is all above 0.6.
In most case, the veracity of average insert-value change little
when λ is changed from 0.6 to 0.9. So in this paper, the value
of λ is set to be 0.6.
2) The Parameters Setting: In order to smooth section
language model, we take some technology like recalling back.
Firstly, we consider only one section, then two sections, serval
sections, finally all the sections. In the end, article’s probability
can be determined. Among it, two parameters, η, denote
recalling-back quotiety, and S, denote recalling-back times
should be considered. In our testing, the value of η is set
to be 0.2, and s is set to be 3.0.

C. Testing of Unigram Section Language Model and Tradi-
tional Unigram Language Model
In traditional language model, the model is depended on the
whole article, and the statistic is also carried out in this article,
and not consider the reflection of the related words. Set λ to
be 1, this will remove the related words. Set η to be 0, this
will remove the reflection of section frequency. Set s to be
1, this means the window is the whole article. Then, section
language model will be considered as a traditional language
model. Fig.2 shows the graph of veracity recalling rate in these
two model.
From Fig.2, we can see that Unigram section language
model can get higher recalling rate. It also can increase the
veracity greatly. The traditional language model which did not
consider the reflection of related words creates language model
only based on the words in query sentence. It is clear that only
half of information related to the query would be returned
in the The traditional language model. Here, the veracity of
unigram section language model is from 0.5 to 0.6.
D. Comparing of Unigram Section Language Model and
Bigram Section Language Model
Unigram Section Language Model don’t consider the rela-
tionship of concept radicel in query sentence. Bigram Section
Language Model consider concept radicel only related to the
front concept, which is a complement to unigram model in
some degree.
1.1000
1.0000
0.9000
0.8000
0.7000
Veracity
0.6000
0.5000
0.4000
0.3000
0.2000
0.1000
0.0000
0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
Recalling Rate
Fig. 3. Recalling probability-veracity graph ofUnigramBigram Section
Language Model and traditional Language Model.
Fig.3 shows the graph of the recalling rate-veracity of
Unigram Section Language Model, Bigram Section Language
Model and traditional language model with related vocabulary
table. In Unigram Section Language Model, we set λ to 0.6,
η to 0.2, S to 3. In Bigram Section Language Model, λ is set
to be 0.6, η is set to be 0.3, S is set to be3 . In traditional
language model, λ is 0.6, η is 0, S is 1.
The related vocabulary table effect much to retrieval result.
The results is more better after adding related words. Bigram
Section Language Model has better results than Unigram Sec-
tion Language Model. However, in Bigram Section Language
 Average Insert-Value Veracity

Average Insert-Value Veracity

0.600
0.550
0.500
0.450
0.400
0.350
0.300
0.250
0.200
0.150
0.100
0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
ƒ¸

Fig. 1. The Values and average insert-value veracity graph λ.

1.100
Section Language Model
1.000
Traditional Language Model
0.900
0.800
0.700
Veracity

0.600
0.500
0.400
0.300
0.200
0.100
0.000
0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0

Recalling Rate

Fig. 2. The graph of Veracity recalling rate of unigram section language model and traditional language model.

Model, the data sparseness is more serious, the recalling rate
is 90%. By using the related words table, The recalling rate
have been improved greatly in traditional language model.
V.
This paper presents a new language model: section language
model. We propose two specific models of language, named
Unigram Section Language Model and Bigram Section Lan-
guage Model. A thorough research has been done in the field
of the correlative word set in those model. Simulations have
been carried out to show our results.
[2] Berger, A. and Lafferty, J., “Information Retrieval as Statistical Transla-
tion”, Proceedings of Annual International ACM SIGIR Conference on
Research and Development in Information Retrieval, 222-229, 2005.
[3] Good, I.J., “The population frequencies of species and the estimation of
population parameters”, Biometrika, 40, 16-264.
[4] Witten, I.H. and Bell, T.C., “The zero-frequency problem: Estimating
SUMMARY the probabilities of novel events in adaptive text compression”, IEEE
Transactions on Information Theory, 37(3), 1085-1094, 2001.
[5] Jelinek, F. and Mercer, R.L., “Interpolated estimation of Markov source
parameters from sparse data”, Proceedings of Pattern Recognition in
Practice North Holland, Amsterdam, 381-397, 2004.
[6] Katz, S.M., “Estimation of probabilities from sparse data for the lan-
guage model component of a speech recognizer”, IEEE Transactions on
Acoustics, Speech and Signal Processing, 35(3), 400-401, 2003.

R EFERENCES
[1] Schank, R.C., “Conceptual Information Processing”, North-Holland
Publishing Company , 1975.


 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 508--511
Copyright@2007 Watam Press
Markerless Tracking Based on Transiently Chaotic Neural Network with Invariant
Features for Augmented Reality System
XINYU LI
School of Automation Engineering
University of Electronic Science and Technology of China
Chengdu ,Sichuan Province, China
Abstract: Tracking and registration of camera and object is one of
the most important issues in Augmented Reality (AR) systems.
Markerless visual tracking technologies with image feature are used
in many AR applications. Feature point based neural network image
matching method has attracted considerable attention in recent years.
This paper proposes an approach to feature point correspondence of
image sequence based on transient chaotic neural networks. Rotation
and scale invariant features are extracted from images firstly, and
then transient chaotic neural network is used to perform global
feature matching and perform the initialization phase of the tracking.
Experimental results demonstrate the efficiency and the effectiveness
of the proposed method.
1 Introduction
Augmented Reality (AR) is an advanced technology for
enhancing or augmenting a person’s view of the real world
with computer generated “Virtual” objects. AR systems
overlay these “Virtual” objects onto the real world to increase
users’ visual experience, expand theirs visual system, and help
them achieve theirs tasks by a more natural way. So it has a
wide range of applications in human-computer interaction,
industry maintenance, multimedia computing, medical and
military training [1].
In order to overlay the “Virtual” objects onto the real
world, AR systems firstly need to know accurate geometric
relations between real objects and users’ viewing position to
locate “Virtual” objects onto suitable position of the real world.
When the user moves his or her head and viewpoint, the
“Virtual” objects must remain aligned with the three-
dimensional (3-D) locations and orientations of real objects.
The accuracy of alignment is depended on the tracking
technologies. Vision-based tracking methods are regarded as
the common and promising solutions amongst many other
technologies mostly due to their accuracy as well as flexibility
and ease of use. AR tracking based on fiducial markers in the
scene has been highly successful [2,3]. However in some AR
applications (e.g. maintenance in automotive industry), it is
hard to use markers. Furthermore, marker–based tracking is
very sensitive to occlusions. So the markerless virtual tracking
methods which directly use of scene natural features instead
of the markers are much desirable. As use of these features for
tracking, the character of features and features matching are
the most important issues in the initialization phase of the
tracking.
* Supporting fund: Project supported by the National
Natural Science Foundation of China (60674077).

We propose an approach to increase the accuracy of
features matching in the initialization phase of the tracking.
The algorithmic process can be divided in two stages. During
the first, offline stage, features are extracted from the
reference images by Scale Invariant Feature Transform (SIFT),
which are invariant to image scaling and rotation, and partially
invariant to changes in illumination and viewpoint. In the
second stage, the feature matching problem firstly is
transformed into the optimization problem. Due to its
capability of collective computation and parallel processing,
feature matching can be performed efficiently and reliably via
transiently chaotic neural network.
The remainder of the paper is organized as follows. First,
the method for extracting scale and rotation invariant features
is provided in section 2. Section 3 explains in more detail how
the features matching based on transiently chaotic neural
network is carried out. Finally, section 4 discusses some
experimental results obtained with our AR system. Section 5
concludes the paper.
2 Feature Extraction
Feature point extraction is an important pre-processing step in
image processing and computer vision for applications such as
image registration, object recognition among others. Many
different algorithms have been developed over the past few
years. These algorithms try to search for features that are
relatively invariant to changes in orientation and lighting
conditions, so that the algorithms can find the same features in
other images with different backgrounds or points of view.
David Lowe proposed an efficient algorithm SIFT (Scale
Invariant Feature Transform) to extract features that are local
extrema in the scale-space pyramid built with difference-of-
Gaussian (DoG) filters[4,5]. This algorithm initially presented
to the computer vision community in a paper a few years ago
(1999) and more recently with some improvements to the
algorithm (2004). Features detected by this algorithm are
invariant to small affine image transforms and small changes
in lighting, so are quite robust compared to some of the other
algorithms used to detect features for object recognition [6].
The main attractions of SIFT features are their
distinctiveness and invariance, resulting in a high probability
of correct matches across a wide range of image variations. In
addition, many of these features densely populating a typical
image can be efficiently extracted (see Fig.1), making them
suitable for recognition and tracking in the presence of
occlusions, and generally for algorithms benefiting from a
large number of feature matches. In this section we give a
brief overview of the feature extraction algorithm (see [4, 5]
for more details).
Fig.1 SIFT features shown as white arrows extracted from a
320×240 image of a book
In this initial stage of the algorithm, a source image
I ( x, y ) is convoluted using a 2-dimensional Gaussian
function G ( x, y, V ) to build the scale space of an image,
which is defined as a function L( x, y, V ) :
L ( x , y , V ) G ( x, y , V )
I ( x, y ) (1)
where * is the convolution operation in x and y , and
( x2  y2 )
1 
2V 2
G ( x, y , V ) ˜e
2SV 2
(2)
whereĥ
representing the scale axis of the image.
To efficiently detect stable keypoint locations in scale
space, scale-space extrema found in the difference-of-
Gaussian function from the convolved image pyramid that is
computed from the difference of two nearby scales separated
by a constant multiplicative factor k:
L ( x, y , V ) (G ( x, y, kV )  G ( x, y,V ))
I ( x, y ) parameter, H =steepness parameter of the output function
L( x, y, kV )  L( x, y,V )
Once all potential keypoint candidates have been identified,
the keypoints need to be checked for stability. Due to sensitive
to small amounts of noise, the potential keypoints with low
contrast or poor localization are discarded.
Besides image location and scale at which it was found,
each stable feature is assigned an image orientation and a
feature descriptor vector, which reflect local image properties.
Feature orientation and descriptor vector are computed from
gradient magnitudes and orientations.
The length of the descriptor vector varies depending on
the number of orientation histograms used to accumulate the
samples. Best results are achieved with 128 dimensions,
however smaller values are acceptable. These descriptors
subsequently are used in the process of feature matching.
3 Feature Matching by Neural Network
Since Hopfield and Tank proposed the Hopfield neural
network (HNN) for the traveling salesman problem, many
engineering problems have been formulated as optimization
problems in which an energy function is minimized. Feature
matching problem is actually an optimization problem [7]. So
feature point based Hopfield Neural Network image matching
method has attracted considerable attention in recent years
[8,9]. However, there often exists much difference between
two images, such as object translating, rotation, scale variety,
lighting variety and scene change, thus the result of image
matching is affected greatly. In addition, Hopfield Neural
Network is often trapped in local minima, which gives an
optimization solution with an unacceptable high cost.
To overcome drawbacks mentioned above, transiently
chaotic neural work (TCNN)is used to optimize the computing
process of feature matching [10]. TCNN exploiting the rich
behaviors of nonlinear dynamics have been developed as a
new approach to extend the problem solving ability of
standard HNN. The TCNN model can be presented as follows:
1
xi (t )  yi ( t )(1H )
(4)
1 e
n
yi (t 1) kyi (t) D( ¦w x (t)  I )  z (t)(x (t)  I )
ij j i i i 0 (5)
j 1, jzij
z i (t  1) (1  E ) z i (t ) (6)
where (i 1,2, , n) , xi = output of neuron i, y i =
internal state of neuron i, wij = connection weight from
neuron j to neuron i , wij w ji , I i = input bias of neuron
i, D = positive scaling parameter for inputs, k = damping
factor of nerve membrane (0 d k d 1) , z i (t ) = self-feedback
connection weight (refractory strength) t 0, E = damping
factor of z i (t ), 0  E  1, I 0 = positive
(3)
(H ! 0) .
This neural network actually has transiently chaotic
dynamics which eventually converges to a stable equilibrium
point through successive bifurcations like a route of reversed
period-doubling bifurcations, with the temporal evolution of
one variable z i (t ) according to eqn (3) which represents an
exponential cooling schedule for the annealing.
For image features matching, the structure of neural
network can be considered as a two-dimensional array.
Assume that reference image can be represented by a set of
feature points G, which size is M; An input scene image,
which may consist of one or several overlapping objects, can
be represented as another set of feature points S, which size is
N. So the number of neurons in the network will be MhN.
The output status of the neural vij represents the matching

state of point No. i, and No. j. If i matched j, vij will be set to 1. SIFT features are extracted from the model image and
scene image respectively.
1, else vij will be set to 0. 2. Set the initial state of the network and update the state
According to energy function corresponding to image of the network until a stable status is obtained.
matching based on HNN[8], we define new energy function to
TCNN as following :
M N M N
4 Experiment Results
E  D ¦ ¦ ¦ ¦ C ikjl v ik v jl  To collect input images, an IBM ThinkPad R50e with a
i 1 k 1 j 1 l 1 Pentium 4 processor (1.6 GHz) and a Logitech QuickCam IM
(7)
A M N
B N M USB camera are used in the experiments. Fig.2 (a) shows the
¦
2 i1
(1  ¦
k 1
v ik ) 2
 ¦
2 k 1
(1  ¦
i 1
v ik ) 2 model image of a book, which is the tracked object. The SIFT
algorithm found 356 features in this image. Fig.2 (b) shows
A B the scene image in which the tracked object is placed under
where D, , respectively denotes a weight coefficient of different environment with changes in illumination, scales,
2 2 rotations and perspectives.
each constraint; vik denotes the matching degree that point k
in the scene image feature point set is matched with point i in
the model image feature point set, which is corresponding to
output state of a neuron. If the ith node of the model image
matches the kth node of the scene image, will be one;
otherwise, it will be zero.
The first terms of (3) uses the information of relational
properties between the two images. The second and third
terms are uniqueness constraints which force that at most one (a) (b)
Fig.2 (a) model image (b) scene image
neuron will be active in each column and row of the network.
Cikjl is the connection weight between neural vik and v jl , During the matching process the network parameters in
which is defined as following: equation (4), (6) and (9) are set as: A B D 1, k ˙
128
2
128
2 0.9, H ˙ 1/250, I 0 ˙ 0.65, D ˙ 1.5. The features matching
Cikjl w1 ¦ f i , m  f k , m  w2 ¦ f j , m  f l , m (8) results are shown in Fig.3. These correspondences are
m 1 m 1
connected by white lines. The number of matching features is
where w1 , w2 are weight coefficients, f i ,m and f j ,m are the 56, and match probability is 90.3%.
value of mth descriptor for ith and jth SIFT feature in model
image. f k , m and f l ,m are the value of mth descriptor for kth
and lth SIFT feature in scene image.
The derivative of equation (7) with respect to vik as
following:
M N
wE
 D ¦¦ C ikjl v jl 
wvik j 1 l 1
(9)
N M
A(1  ¦ vik )  B(1  ¦ vik )
k 1 i 1
from (5) and (9), the following equation of motion can be
obtained:
M N Fig.3 The matching results
yi (t 1) kyi (t)  zi (t)xi (t) D(D¦¦Cikjlvjl  The feature matching only is the initialization phase of
j 1 l 1
(10) the markerless tracking. Matched pairs are verified by fitting
N M
an affine transform to remove the remaining outliers. From the
A(1 ¦vik )  B(1 ¦vik ))  zi (t)I0 remaining inliners, a homographic matrix between the current
k 1 i 1
and the reference image is calculated by RANSAC (Random
when the network is convergent to a stable state, the statuses Sample Consensus). Through the homographic matrix, motion
of neuron give the matching results. Thus the algorithm of parameter of the camera can be worked out and the
TCNN for SIFT features matching can be summarized in the registration of virtual objects can be finished. Fig.4 shows a
following step:


virtual teapot is placed on a book that is the tracked object in
the model desk scene.

Fig.4 virtual object overlap on the real scene

5 Conclusions and Future Work

This paper presented a new approach of feature matching.
Features are extracted from the reference images by SIFT,
which are invariant to image scaling and rotation, and partially
invariant to changes in illumination and viewpoint. TCNN is
used to optimize the computing process of feature matching,
which treated with the minimization of an energy function.
Robust matching are proved by experimental results.
In the future works, we are under going to decrease the
computation cost of SIFT feature extraction and use the method
in real-time augmented reality systems.

References
[1] Azuma, Ron; Baillot, Yohan; Behringer, Reinhold; Feiner, Steven; Julier,
Simon and MacIntyre, Blair: Recent Advances in Augmented Reality.
IEEE Computer Graphics and Applications, 25(6) (2001):34-43.
[2] H. Kato and M. Billinghurst, Marker tracking and HMD calibration for a
video-based augmented reality conferencing system, Proc. IWAR ’99,
(1999), 85-94.
[3] X. Zhang, S. Fronz, and N. Navab, Visual marker detection and decoding
in AR systems: a comparative study, Proc. ISMAR ’02,(2002), .97-106.
[4] D. G. Lowe. Object recognition from local scale-invariant features.
Proceedings of the 7th International Conference on Computer Vision,
(1999), 1150–1157.
[5] Lowe, D.G., Distinctive image features from scale-invariant keypoints.
IJCV 60 (2004) 91–110.
[6] Yan Ke and Rahul Sukthankar, PCA-SIFT: A more distinctive
representation for local image descriptors, CVPR, (2004), 506-503.
[7] Hopfield, J.J., Tank D.W., Neural Computations of Decisions in
Optimization Problems.Biol. Cybern., 52 (1985) 141-152.
[8] Shi, Z., Huang, S., Feng, Y., Artificial Neural Network Image Matching.
Microelectronics and Computer, 20 (2003) 18-21.
[9] Wen-Jing Li, Tong Lee, Hopfield Neural Networks for Affine Invariant
Matching,IEEE TRANSACTIONS ON NEURAL NETWORKS,12(6),
(2001), 1400-1410.
[10]Chen.L.,Aihara.K., Chaotic simulated annealing by aneural network
model with transient chaos, Neural Networks,(1995),8(6), 915-930.


 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 512--521
Copyright@2007 Watam Press
Identification, Filtering and Control of Nonlinear Plants by
Recurrent Neural Networks Using First and Second Order
Algorithms of Learning
IEROHAM S. BARUCH SAUL ESCALANTE M.
Department of Automatic Department of Automatic
Control Control
CINVESTAV-IPN, Mexico City, CINVESTAV-IPN, Mexico City,
Abstract—The paper proposed a new Recurrent Neural
Network (RNN) model for systems identification and states
estimation of nonlinear plants. The RNN model is learned both
by the Backpropagation and by the recursive Levenberg-
Marquardt (L-M) learning algorithm. The estimated states of
the RNN model are used for direct adaptive trajectory tracking
control. The system contains also a noise rejection plant output
filter. The applicability of the proposed neural control system is
confirmed by simulation results with SISO and MIMO plants,
where comparative results obtained by both learning
algorithms are given. The results show a good convergence of
both algorithms with priority of the recursive L-M algorithm.
Index TermsBackpropagation learning, Levenberg-
Marquardt learning, nonlinear plants, recurrent trainable
neural network, noise rejection plant output filter.
I. INTRODUCTION
T HE recent advances in understanding of the working
principles of artificial neural networks (ANN) and the
rapid growth of available computational resources led to
the development of a wide number of ANN-based
modelling, identification, prediction and control
applications, [1]-[6], especially in the field of mechanical
engineering and robotics. The ability of ANN to
approximate complex non-linear relationships without prior
knowledge of the model structure makes them a very
attractive alternative to classical modeling and control
techniques. Many of the applications currently reported are
based on the classical Nonlinear Autoregressive Moving
Average (NARMA) model, where a Feedforward Neural
Network (FFNN) is implemented, [4], [5], [6]. However, the
FFNN has in general a static structure, therefore it is
adequate to approximate mainly static (nonlinear)
relationships and their real-time applications for dynamical
systems require the introduction of external time-delayed
The M.S. student Saul-Fernando Escalante Magana and the Ph.D.
student Carlos-Roman Mariaca-Gaspar are thankful to CONACYT, Mexico
for the fellowships received during their studies at CINVESTAV-IPN,
Mexico.
I. S. Baruch is with the Department of Automatic Control,
CINVESTAV-IPN, ave. IPN No 2508, Col. Zacatenco, A.P. 14-740, 07360
Mexico D. F., Mexico (telephone: (+52-55) 5061-3800/ext. 42-29, e-mail:
baruch@ctrl.cinvestav.mx).

CARLOS R. MARIACA GASPAR.
Department of Automatic
Control
CINVESTAV-IPN, Mexico City,
feedbacks, [5]. The application of the FFNN for modeling,
identification and control of nonlinear dynamic plants
caused some problems which could be summarized as
follows: 1. The dynamic systems modeling usually is based
on the NARMA model which need some information of
input/output model orders, and input and output tap-delays
ought to be used, [5], [6]; 2. The FFNN application for
Multi-Input Multi-Output (MIMO) systems identification
needs some relative order structural information, [6]; 3. The
ANN model structure ought to correspond to the structure of
the identified plant where four different input/output plant
models are used, [5]; 4. The lack of universality in ANN
architectures caused some difficulties in its learning and a
Backpropagation through time learning algorithm needs to
be used, [7]; 5. Most of NARMA-based ANN models are
sequential in nature and introduced a relative plant-
dependent time-delays; 6. Most of the ANN-based models
are nonparametric ones, [5], and so, not applicable for an
indirect adaptive control systems design; 7. All this ANN-
based models does not perform state and parameter
estimation in the same time, [4]; 8. All this models are
appropriate only for identification of nonlinear plants with
smooth, single, odd, nonsingular nonlinearities.
Recurrent Neural Networks (RNN) possesses its internal
time-delayed feedbacks, so they are promising alternative
for system identification and control, particularly when the
task is to model dynamical systems [2], [3], [4], [7]. Their
main advantage is the reduced complexity of the network
structure. However, the analysis of state of the art in the area
of classical RNN-based modeling and control has also
shown some of their inherent limitations as follows: 1. The
RNN input vector consists of a number of past system inputs
and outputs and there is not a systematic way to define the
optimal number of past values [4] and usually, the method of
trials and errors is performed; 2. The RNN model is
naturally formulated as a discrete model with fixed sampling
period, therefore, if the sampling period is changed, the
network has to be trained again; 3. It is assumed that the
plant order is known, which represents a quite strong
modeling assumption in general, [5]. Driven by these
limitations, a new Recurrent Trainable Neural Network
(RTNN) topology and the recursive Backpropagation (BP)
type learning algorithm in vector-matrix form was derived,
[8]-[12] and its convergence was studied, [9], [10]. But the diagram of the RTNN topology (see Fig. 1), we could
recursive BP algorithm, applied for RTNN learning, is a construct an error predictive adjoint RTNN, which is given
gradient descent first order learning algorithm which not in the Fig. 2. Following this adjoint RTNN block diagram,
permits to augment the precision and to accelerate the we could derive the next RTNN weight updates, [9], [10],
learning. So, the aim of the paper is to apply for RTNN given in matrix-vector form:
learning a second order algorithm like the Levenberg-
Marquardt (L-M) algorithm, [13]-[15] it is. The RTNN with 'C (k ) E1 (k ) Z T (k ) (6)
L-M learning will be applied for SISO/MIMO plants '
(7)
E1 (k ) F [Y (k )]E (k ); E (k ) Yp (k )  Y (k )
identification, filtering and control.
'B (k ) T
E3 (k )U (k ) (8)
II. TOPOLOGY AND LEARNING OF THE RTNN 'A(k ) T
E3 (k ) X (k ) (9)
E3 (k ) '
G [ Z (k )]E2 (k ); E2 (k ) T
C E1 (k ) (10)
A. RTNN topology
A RTNN model and its learning algorithm of dynamic 'vA(k ) E3 (k ) † X (k ) (11)
Backpropagation-type, together with the explanatory figures
and stability proofs, are described in [9], [10]. The RTNN Where: 'A , 'B, 'C are weight corrections of the of the
topology, given in vector-matrix form (see Fig. 1) is learned matrices A, B, C, respectively; E is an error vector
described by the following equations: of the output RTNN layer, where Yp is a desired target
vector and Y is a RTNN output vector, both with
X ( k + 1) = AX ( k ) + BU ( K ) (1) dimensions l; X is a state vector, and E1, E2, E3 are error
Z (k ) G[ X (k )] (2) vectors, illustrated on Fig. 2; F’, G’ are diagonal Jacobean
matrices with appropriate dimensions, which elements are
Y (k ) F [CZ (k )] (3)
derivatives of the activation functions. The equation (9)
A block-diag (aii ) ; a ii  1 (4) represents the learning of the feedback weight matrix of the
hidden layer, which is supposed to be a full (nxn) matrix.
Where: Y, X, and U are, l, n, m output, state and input The equation (11) gives the learning solution when this
vectors; A = block-diag (aii) is a (nxn)- state block-diagonal matrix is diagonal vA, which is our case. The stability and
weight matrix; aii is an i-th diagonal block of A with (1x1) the properties of the BP - RTNN learning algorithm, given
or (2x2) dimension. Equation (4) represents the local by the equation (5)-(11), are proved by one theorem and two
stability condition, imposed on all blocks of A; B and C are lemmas, [9], [10].
(nxm) and (lxn)- input and output weight matrices; G, F are C. Theorem of Stability for the BP- RTNN learning
vector-valued sigmoid or hyperbolic tangent-activation Let the RTNN with Jordan Canonical Structure, [9], is
functions; k is a discrete-time integer variable. given by equations (1), (2), (3), (4) and the nonlinear plant
B. Backpropagation RTNN learning model, [9] is as follows:
The general BP learning algorithm is given by:
X d (k  1) H [ X d (k ), U (k )] (12)
W (k  1) W (k )  K'W (k )  D'W (k  1) (5) Yd (k ) S [ X d (k )] (13)

Where: W is the weight matrix, being modified (A, B, C);
' W is the weight matrix correction ( ' A, ' B, ' C); K
and D are learning rate parameters. Applying the
diagrammatic method, derived in [16], and using the block-
Fig. 1. Block-diagram of the RTNN topology
Where: {Yd (.), Xd (.), U(.)} are output, state and input
variables with dimensions l, nd, m, respectively; H(.), S(.)
are vector valued nonlinear functions with respective
dimensions. Under the assumption of RTNN identifiability
made, the application of the BP learning algorithm for A(.),
B(.), C(.), in general matricial form, described by equation
(5)-(11), and the learning rates Ș (k), Į (k) (here they are
considered as time-dependent and normalized with respect
to the error) are derived using the following Lyapunov
function, [9], [10]:

L(k ) || J (k ) ||2  || B (k ) ||2  || C ( k ) ||2 (14)

Then the identification error is bounded, i.e.:

'L(k ) d K (k ) | E (k ) |2 D (k ) | E (k  1) |2  d ;
Fig. 2. Block-diagram of the adjoint RTNN (15)
'L(k ) L(k )  L(k  1)


Where all: unmodelled dynamics, approximation errors and
perturbations, are represented by the d-term. The complete ª ’Y T [W (k )] º
proof of the stability theorem and two lemmas are given in :T [W (k )] « »;
[9], [10]. ¬ 0 " 1 " 0 ¼
ª1 0 º 4 (28)
D. Recursive Levenberg-Marquardt RTNN learning /(k )1 « » ;10 d U d 10 ;
6

The general recursive L-M algorithm of learning, [13]- ¬ 0 U ¼

[15], is given by the following equations:
W (k  1) W (k )  P(k )’Y [W (k )]E[W (k )]
Y [W ( k )] g [W ( k ), U ( k )]
0.97 d D (k ) d 1;103 d P(0) d 106
(16)
The matrix ȍ(.) has dimension (nwx2), where the second
(17)
row has only one unity element (the others are zero). The
E 2[W  k ] {Yp (k )  g[W (k ),U (k )]}2
w (19)
DY [W (k )] g[W , U (k )]
wW W W (k )
Where: W is the general weight matrix (A, B, C), under
modification; P is the covariance matrix of the weights
estimates, being updated; DY is nw-dimensional gradient
vector; Y is the RTNN output vector which depends of the
updated weights and the input; E is an error vector; Yp is the
plant output vector which is in fact the target vector.
Following the same RTNN adjoint block diagram we could
obtain the values of DY for each updated weight,
propagating D=Y through it (see Fig. 3). Following the
block diagram of Fig. 3 we could apply equation (19) for
each element of the weight matrices (A, B, C) to be updated.
The corresponding gradient components are as follows:
(18) position of that element is computed by:
i k mod(nw)  1; k ! nw (29)
As the recursive L-M is based on the Newton method of
optimization, it does not needs a stability proof. Next the
given up topology and learning is applied for SISO and
MIMO systems identification and control.
III. DIRECT ADAPTIVE NEURAL CONTROL OF MIMO
SYSTEMS
The block-diagram of the control system is given on
Fig.4. It contains a recurrent neural identifier RTNN-1, two
neural controllers (feedback and feedforward) RTNN-2,
RTNN-3, and a low pass noise rejection filter. In the direct
adaptive neural control, the weight parameters of the
feedback and feedforward controllers are learned so to
DY [Cij (k )] D1,i  k  Z j  k  (20)
minimize the cost function which is the reference tracking
D1,i  k  Fi c [Yi (k )] (21) quadratic instantaneous error of the plant output. The
structure of the closed loop system contains a neural
DY [ Aij (k )] D2,i  k  X j  k  (22)
identifier issuing an estimated state vector to the feedback
DY [ Bij (k )] D2,i  k U j  k  (23) neural plant dynamics compensator. The control feedback
signal is added to the signal of the feedforward neural
D2,i  k  Gic [ Zi (k )]Ci D1,i  k  (24)
So the Jacobean matrix could be formed as:
DY [W (k )] [ DY (Cij ( k )), DY ( Aij ( k )), DY ( Bij (k ))] (25)
The P(k) matrix is computed recursively by the equation:
P ( k ) D 1 ( k ){P ( k  1) 
(26)
 P ( k  1):[W ( k )] S 1[W ( k )] :T [W ( k )] P ( k  1)}
controller. The feedforward controller represented in fact an
inverse model of the feedback closed loop system and
depends on the reference signal. The system is completed by
a low-pass filter which is aimed to reject the plant and
measurement noises. So, the RTNN-1 identified the
combined dynamics of the plant and the filter, and estimates
the states of this complex dynamic system. The plant and the
filter, including also the input and output noises, are
described by the following models:

Where: the S(.), and ȍ(.) matrices are given as follows:

S[W (k )] D (k )/(k )  :T [W (k )] P(k  1):[W (k )] (27)

Fig. 4. Block-diagram of the closed-loop RTNN control system

Fig. 3. Block-diagram of the adjoint RTNN, used for L-MA


 X p  k  1 \ [ X p  k  , U  K  , V1  k ] (30) Y *  z  W *  z  Yp  W *  z  V2 ; X i  z  Pi  z  U  z  (44)
Yp  k  M  X p  k   (31) U f b  z  Q1  z  X  z  ;U f f  z  Q2  z  R  z 
i
(45)
Yp1  k  Yp  k   V2 (32) Yp  z  Wp  z U  z   WpV1  z  ;
(46)
Y  k  1
*
A Y  k   B Yp1  k 
* * * U  z U f f  z U f b  z
(33)
A*Y *  k   B*Yp  k   B*V2
Effectuating some substitutions and mathematical
manipulations we could obtain the following statement for
Here the input, output and state dimensions of the plant are the systems control variable:
m, l, np. The filter dynamics is completely decoupled, so the
state matrix is diagonal (lxl) one. The plant equations (30) 1
(47)
U z ª¬ I  Q1  z  P i  z  º¼ Q2  z  R  z 
and (31) could be linearized and written in the same state-
space form as:
The substitution of the control into the plant equation yields:
X p  k  1 Ap X p  k   BpU  k   BpV1  k  (34)
1
Yp  k  C p X p  k  (35) Yp  z  W p  z  ª¬ I  Q1  z  P i  z  º¼ Q2  z  R  z  
(48)
W p  z  V1  z 
The linearized identification RTNN-1 could also be
described by a state space model: The substitution of the plant equation into the systems
output equation finally gives:
X i  k  1 Ai X i  k   BiU  k  (36)
Y *  z  W *  z  Wp  z  [ I  Q1  z  P i  z ]1 Q2  z  R  z  
Y k  C X k 
i i i
(37)
V3  z 
(49)

Here the input, output and state dimensions of the RTNN-1

are m, l, ni. The feedback neural RTNN-2 controller has a Where V3(.) is a generalized noise term, given as:
similar linearized state space representation, which input is
the estimated systems state, issued by the RTNN-1: V3  z  W *  z  [Wp  z  V1  z   V2  z ] (50)

X c f b  k  1 Ac f b X c f b  Bc f b X i  k  (38) The RTNN topology is controllable and observable, [9], [10]

U f b  k  C c
X c
k  (39) and the L-M algorithm of learning is convergent [13], [14],
fb fb
so the identification and control errors tend to zero:
Here the input, output and state dimensions of the RTNN-2
E i  k  Y *  k   Y i  k  o 0; k of
are ni, m, nfb. The feedforward neural RTNN-3 controller
(51)
could be described in the same manner as:
Ec k  R  k   Y *  k  o 0; k of
X c f f  k  1 Ac f f X c f f  B c f f R  k  (40)
This means that each transfer functions given by equations
U f f k  C c
f f X c
f f k  (41)
(42), (43) is stable with minimum phase. From (48), it is
seen that the dynamics of the stable low pass filter is
Here the input, output and state dimensions of the RTNN-3 independent from the dynamics of the plant and it does not
are l, m, nff. Let us to write the following z-transfer- function affects the stability of the closed-loop system. The closed-
representations of the given up state-space equations for the loop system is stable and the RTNN-2 controller
plant, filter, feedback and feedforward controllers: compensates the combined “plant plus filter” dynamics. The
RTNN-3 feedforward controller dynamics is an inverse
1 1
W P  z  C P  zI  Ap  B p ;W *  k  C *  zI  A*  B* ; dynamics of the closed-loop system one, which assure a
(42) precise reference tracking in spite of the presence of process
i 1
Pi  z  zI  A  B i
and measurement noises.
1
Q  z  C  zI  A 
1
c
fb
c
fb Bf b;
1
(43) IV. SIMULATION RESULTS
Q z C
2  zI  A 
c
f f
c
f f Bf f
A. Identification of SISO nonlinear plant
The control systems z-transfer functions (42), (43) are Let us consider the SISO mechanical plant governed by
connected by the following equations, given in z-operational the following state-space discrete-time nonlinear dynamic
form: equations, taken from [11]:


 Y  k  1 [ X1 X 2 X 3 X 5 ( X 3  1)  X 4 ]/[1  X 2 2  X 32 ] (52) plants. The RTNN is learned both by the BP and by the
Where: second order recursive L-M learning algorithm.

X1 Y  k  , X 2 Y (k  1), (53)
X 3 Y (k  2), X 4 U (k ), X 5 U (k  1)

The input signal is as follows:

U  k  0.25sign[sin  2S k / 30 ]  0.25 (54)

The RTNN topology is (1, 2, 1) and To=0.01. The graphics

of the identification results for BP and L-M learning
algorithms (plant with filter and plant without filter) are
given on Fig. 5-8, respectively. The results of final MSE%
are given in Table I. The results show a good convergence
of both BP and L-M learning algorithms with priority of the
L-M one. The 10% noise augmented the MSE% in both
cases.
B. Direct adaptive RTNN control of MIMO plant
The equations of the MIMO mechanical plant, taken from
[6], are given as follows:

X 1  k  1 0.9 X 1 (k )sin[ X 2 (k )] 
ª X  k U  k  º ª 2 X1  k  º (55)
 « 2  1.5 1 2 21 » U1  « X 1  k   »U2
¬ 1  X 1U 1  k  ¼ ¬ 1  X 21  k  ¼
X3 k  (56)
X 2  k  1 X 3  k  ^1  sin[2 X 3  k ]` 
1  X 23  k 
X 3  k  1 ^3  sin[2 X  k ]`U  k 
1 2 (57)
Y1  k  X 1  k  ; Y2  k  X2 k  (58)
The input, output and state dimensions of the plant are 2, 2,
and 3. The reference signals R1, R2 of the control system are
chosen as:

R1  k  J 1sign[sin S k /10 ] (59)

R2  k  J 2 sign[sin S k /10 ] (60)

Where the reference amplitudes are random Gaussian zero-

means numbers. The results of the direct adaptive neural
control are given on Fig. 9 applying the L-M algorithm of
learning for all RTNNs. A 10% white noise is added to the
plant inputs and outputs. Detailed graphical simulation
results of BP and L-M learning of filtered and non filtered
plant outputs are given in Fig.10-13, respectively. The
results obtained for control MSE% are summarized in Table
II. The obtained results show the good convergence of both
learning algorithms. The noise augmented the MSE% of
control in both cases for systems without noise filters. The Fig. 5. Graphical results of SISO plant identification by means of
results show that the L-M algorithm of learning is more RTNN (BP learning and filtered plant output); a) Comparison of
precise but more complex that the BP one. the filtered plant output (continuous line) and RTNN output
(pointed line); b) Plant input with noise; c) Detailed view of a) in
V.CONCLUSION the first 10 sec; d) Detailed view of a) in the last interval 88-92
sec; e) MSE% of identification (last value -3.70%); f) RTNN states
The paper proposed a new RTNN model for systems
(ni=2).
identification and states estimation of nonlinear mechanical


Fig. 6. Graphical results of SISO plant identification by means of
RTNN (BP learning without plant output filtering); a) Comparison
of the filtered plant output (continuous line) and RTNN output
(pointed line); b) Plant input with noise; c) Detailed view of a) in
the first 10 sec; d) Detailed view of a) in the last interval 88-92
sec; e) MSE% of identification (last value -4.22%); f) RTNN
states (ni=2).

Fig. 7. Graphical results of SISO plant identification by means of
RTNN (L-M learning and filtered plant output); a) Comparison of
the filtered plant output (continuous line) and RTNN output
(pointed line); b) Plant input with noise; c) Detailed view of a) in
the first 10 sec; d) Detailed view of a) in the last interval 88-92
sec; e) MSE% of identification (last value -0.48%); f) RTNN states
(ni=2).
Fig. 8. Graphical results of SISO plant identification by means of
RTNN (L-M learning without plant output filtering); a)
Comparison of the filtered plant output (continuous line) and
RTNN output (pointed line); b) Plant input with noise; c) Detailed
view of a) in the first 10 sec; d) Detailed view of a) in the last
interval 88-92 sec; e) MSE% of identification (last value -1.58%);
f) RTNN states (ni=2).

TABLE I
MEAN SQUARED ERROR OF SISO PLANT IDENTIFICATION
Learning / noise filtering MSE (%)
BP with filter 3.70
BP without filter 4.22
L-M with filter 0.48
L-M without filter 1.58


Fig. 9. Graphical simulation results of MIMO plant direct neural
control using a noise rejection filter and a L-M RTNN learning; a)
comparison between the first filtered plant output (pointed line)
and the first reference signal (continuous line); b) comparison
between the second filtered plant output (pointed line) and the
second reference signal (continuous line); c) comparison between
the first filtered plant output (continuous line) and the first output
of the identification RTNN (pointed line); d) comparison between
the second filtered plant output (continuous line) and the second
output of the identification RTNN (pointed line); e) first control
signal; f) second control signal; g) Means Squared Error of control
of the first filtered plant output; h) Means Squared Error of control
of the second filtered plant output; i) state variables (ni=3) of the
identification RTNN used for control.
Fig. 10. Detailed graphical simulation results of MIMO plant direct
neural control using/or not a noise rejection filter and a BP RTNN
learning in the first 2 seconds of simulation; a) comparison
between the first filtered plant output (pointed line) and the first
reference signal (continuous line); b) comparison between the
second filtered plant output (pointed line) and the second reference
signal (continuous line); c) comparison between the first unfiltered
plant output (pointed line) and the first reference signal (continuous
line); d) comparison between the second unfiltered plant output
(pointed line) and the second reference signal (continuous line).

Fig. 11. Detailed graphical simulation results of MIMO plant direct
neural control using/or not a noise rejection filter and a BP RTNN
learning in the end of simulation (23-28 sec.); a) comparison
between the first filtered plant output (pointed line) and the first
reference signal (continuous line); b) comparison between the
second filtered plant output (pointed line) and the second reference
signal (continuous line); c) comparison between the first unfiltered
plant output (pointed line) and the first reference signal (continuous
line); d) comparison between the second unfiltered plant output
(pointed line) and the second reference signal (continuous line).
The estimated states of the recurrent neural network model
are used for direct adaptive trajectory tracking control
systems design. The system contains also a noise rejection
output filter, which dynamics is separated from the
dynamics of the control system. The applicability of the
proposed neural control system with L-M learning is
confirmed by simulation results with SISO and MIMO
mechanical plant and compared with the results obtained by
the BP learning algorithm. The MSE% results of learning,
summarized in Tables I, II show good convergence of both
L-M and BP learning algorithms. The presence of noise
terms augmented the MSE% of identification and control in
both cases of systems without noise filters. The L-M
algorithm of learning is more precise but more complex then
the BP one.
TABLE II
MEAN SQUARED ERROR OF MIMO PLANT CONTROL
Learning / noise filtering MSE1 (%) MSE2 (%)
BP with filter 2.89 3.02
BP without filter 3.44 3.80
L-M with filter 2.25 2.32
L-M without filter 2.68 2.52
Fig. 12. Detailed graphical simulation results of MIMO plant direct
neural control using/or not a noise rejection filter and a L-M RTNN
learning in the first 2 seconds of simulation; a) comparison
between the first filtered plant output (pointed line) and the first
reference signal (continuous line); b) comparison between the
second filtered plant output (pointed line) and the second reference
signal (continuous line); c) comparison between the first unfiltered
plant output (pointed line) and the first reference signal (continuous
line); d) comparison between the second unfiltered plant output
(pointed line) and the second reference signal (continuous line).
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DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 522--525
Copyright@2007 Watam Press
Combining Radar Emitter Recognition with Ambiguous a priori
Knowledge
Shurong Tian 1
Department of Basic science, Naval Aeronautical Engineering Institute, Yantai, 264001, China
Xin Guan, You He,
Research Institute of Information Fusion, Naval Aeronautical Engineering Institute, Yantai, 264001, China
AMS subject classifications: 34K35,34H05,49J25,
Abstract: Based on the concept of the concordance
existing between the ambiguous evidences and the am-
biguous prior knowledge, and based on the fuzzy condi-
tional Dempster-Shafer (D-S) evidence theory, we pro-
vides a novel radar emitter recognition approach which
reflects the influences of ambiguous prior knowledge.
First, we change the fuzzy measurements about radar
emitter into the form of ambiguous bodies of D-S evi-
dences, and then, we apply the ambiguous conditional
D-S evidence theory to combine these evidences, and
calculate the concordance of evidence and prior knowl-
edge. This method can help us to increase the reliabil-
ity of radar emitter recognition under complex battle
circumstances.
1 Introduction
Radar emitter recognition has become an important
issue in military intelligence, surveillance, and recon-
naissance. With the rapid development of radar tech-
nology, density and complexity of radar signal are in-
creasing. Moreover, radar signals take on uncertainty,
illegibility and contradiction. Current algorithms for
radar emitter recognition do not always give good per-
formance. So some researches have been conducted for
emitter recognition over the past years, such as expert
system, artificial neural network, and Dempster-Shafer
reasoning etc.[1]-[6], in [7] and [8], prior probability
of multi-type radar occurrence had been considered.
Because of secrecy of military affairs and complexity
of electromagnetism environment, prior probability of
radar occurrence is difficult to be obtained, on the other
hand, the collected radars’ character parameters and
database is both imprecise and vague. So, in this paper,
based on Mahler’s concept of concordance of evidence
and prior knowledge, and fuzzy conditioned Dempster-
Shafer FCDS theory[9], we give a novel radar emitter
recognition approach which reflect the influence of am-
biguous prior knowledge.
1 Corresponding author, tiansr110@sohu.com.

Wei Xiong
2 Concordance and Condi-
tioned Evidence Combina-
tion
2.1 Ambiguous a priori Knowledge
and Concordance of Evidence
Definition 2.1 Given a compact subset E of Rn , let
F (E) denote the collection of finite subsets of E. A
random finite set Ξ on E is defined as a measurable
mapping from a probability space (Ω, s(Ω), P ) to the col-
lection (F (E), B(F )) of finite subsets of E:
Ξ : Ω → F (E)
where B(F ) is the (Borel) subsets of F (E).
Simply, random finite set is a random variable
which sample from collection of finite sets.
Let U be a finite universe, and L = {l0 , l1 , · · · , ln }
be a finite list of numbers in [0,1] such that li < li+1 ,
i = 1, · · · , n − 1, and where l0 = 0, ln = 1. Let ZL (U )
denote the set of all fuzzy membership functions of U
which take values in L only.
Definition 2.2 Let (Ω, s(Ω), p) be our given probabil-
ity space. Then, a random (finite-level) fuzzy subset of
U is a random variable σ : ω → ZL (U ). Conjunc-
tion of random fuzzy subsets σ and τ is defined by:
(σ ∧ τ )(ω) = σ(ω) ∧ τ (ω) for all ω ∈ Ω.
Pd In this paper, we denote ambiguous evidence B =
i=1 mi fi of U as random fuzzy subset σ of U , the
mass assignment ofPσ is mσ (fi ) = p(σ = fi ) = mi ,
d
i = 1, · · · , d, and i=1 mi = 1. Similarly, random
fuzzy set γ denote the ambiguous a priori knowledge
of U , then random conditional event (σ|γ) reflect the
influence of γ to σ.
Definition 2.3 Let (Ω, s(Ω), p) be our given probabil-
ity space.Then, a random fuzzy conditional event is a
random variable on the set of fuzzy conditional events.
Let σ, γ : ω → ZL (U ) be two random fuzzy subsets of
U . Then the random fuzzy conditional event (σ|γ) is if σ and γ are statistically independent, then
defined by:
p(f ⊆ σ)p(γ = f ) mγ (f )δσ (f )
mγ (f |σ) = = (2.2)
(σ|γ)(ω) = (σ(ω)|γ(ω)), ∀ω ∈ Ω p(γ ⊆ σ) βγ (σ)
P
where δσ (f ) = p(f ⊆ σ) = f ⊆g mσ (g) is the com-
the mass assignment of random fuzzy conditional event monality measure (doubt measure) of fuzzy random set
is defined by: σ.
m(σ|γ) ((f |μ)) = p((σ|γ) = (f |μ)), ∀f, μ ⊂ U
2.2 The Fuzzy Conditioned Demp-
Random sets and conditional event algebra theory ster Shafer (FCDS) agreement
is in [10]. and combination
Consistency between evidence and prior knowledge
is measured by determining how frequently the random In this subsection, σ, τ , γ will always be assumed to be
fuzzy conditional event is a fuzzy tautology (that is, a statistically independent random fuzzy subsets of U .
fuzzy conditional event of the form (f |f )). We call the
set of these frequencies the concordance of the impre- P 2.5 Let γ be a random fuzzy
Definition P subset of U .
σ : B = f ∈ZL (U ) bf f and τ : C = g∈ZL (U ) cg g are
cise and vague evidence σ with respect to the imprecise
two ambiguous D-S evidences on U . Then,
and vague prior knowledge γ.
(1) The conditioned agreement of B, C with respect
Definition 2.4 Concordance of random fuzzy condi- to γ is defined by
tional event (σ|γ) is the truncation of (σ|γ) to the set X
αγ (B, C) = bf cg αγ (f, g) (2.3)
of fuzzy tautologies. That is, it is the mass assignment
f,g∈ZL (U )
f → mγ (f |σ) defined by:
where if βγ (f ) = 0 = βγ (g), then αγ (f, g) =
mσ|γ ((f |f )) βγ (f ∧g)
mγ (f |σ) = P , ∀f ∈ ZL (U ) (2.1) βγ (f )βγ (g)
, and αγ (f, g) = 0, otherwise.
g∈ZL (U ) mσ|γ ((g|g))
(2) The conditioned product of B, C with respect to
Concordance reflects the degree of a priori belief in γ is
evidence. X
B ·γ C = bf cg αγ (f, g)(f ∧ g) (2.4)
f,g∈ZL (U )
Remark 1: Fuzzy tautology is fuzzy conditional
event (f |f ). Fuzzy conditional event must be objects of (3) The conditioned combination of B, C with respect
the form (f |μ), and satisfying (f |μ) = (g|η) ⇔ (f ∧μ) = to γ is
(g ∧ η) and μ = η[9]. where  ∧ denote conjunction of B ·γ C
fuzzy sets. B ∗γ C = , αγ (B, C) = 0 (2.5)
αγ (B, C)

Remark 2: Concordance is strong consistency.
From remark 1, we know that (σ(ω)|γ(ω)) = (f |f ) if
and only if γ(ω) ⊂ σ(ω) and γ(ω) = f . So, truncating
random fuzzy conditional event (σ|γ) to the set of fuzzy
tautologies is equivalent to requiring γ ⊆ σ.
Notice that
The following proposition shows that FCDS com-
bination obeys usual algebraic properties[9].
proposition:
(1) The product ·γ is commutative, associative, dis-
tributive.
(2) (A ∗γ B) ∗γ C = A ∗γ (B ∗γ C) whenever defined.

m(σ|γ) ((f |f )) = p(σ ∧ γ = f, γ = f ) = p(f ⊆ σ, γ = f ) (3) αγ (A ·γ B, C) = αγ (A, B ·γ C).

we have
X X
3 Combining Emitter Recog-
mσ|γ ((g|g)) = p(γ ⊆ σ, γ = g) nition with Ambiguous a
g∈ZL (U ) g∈ZL (U )

= p(γ ⊆ σ) = βγ (σ) priori Knowledge

βγ (σ) is belief measure of fuzzy random set σ associated Let {R1 , · · · , Rn } be finite universe for radar type,
with γ. From (2.1), we have L = {l1 , · · · , lm }. For certain battle circumstance, ran-
dom fuzzy set γ denote ambiguous prior knowledge of n
p(γ ⊆ σ, γ = f ) types radar occurrence. Usually, the multi-type radars
mγ (f |σ) = = p(γ = f |γ ⊆ σ) can be recognized, however, when the enemy radars
p(γ ⊆ σ)


transmit interference signal, we will get ambiguous in- the same radar, there is a small possibility that R1 and
formation. Thus, we give a small mass assignment to R2 might be the same radar, and, there is a small pos-
γ = U , represent that the information is ambiguous. sibility that all three radars are actually the same. This
Using gray correlation analysis[11], we represent information is represented by a prior mass assignment
collected radar signal and information provided by clas- of fuzzy subsets of U as follows:
sification knowledge base as ambiguous D-S evidence.
The process as following: The data vector collected mγ (1/2, 0, 0) = 0.2, mγ (0, 1/2, 0) = 0.2
from radar emitter is reference sequence, we choose
the data vectors conform to the reference sequence mγ (0, 0, 1/2) = 0.2, mγ (0, 1/2, 1/2) = 0.2
from known radar emitter data base as comparison se- mγ (1/2, 1/2, 0) = 0.1, mγ (1, 1, 1) = 0.1
quences, compute the gray correlation grade of each
comparison sequence and reference sequence, and rep-
resent the sum of gray correlation grade of those com- Part A: Let βγ be the prior belief measure cor-
parison sequences belong to ith type radar Ri and the responding to the prior mass assignment mγ . As-
reference sequence as γ̃i , i = 1, · · · , n, we define gray suming that we have a observation evidence σ: B =
correlation grade of measurement vector and the ith 0.95(0, 1, 1/2) + 0.05(1, 1, 1), and σ, γ are independent,
class radar Ri as: we have the concordance of random conditional event
(σ|γ):
γ̃i
γi = Pn , i = 1, · · · , n
i=1 γ̃i mγ (1/2, 0, 0|σ) = 0.015, mγ (0, 1/2, 0|σ) = 0.323
hence, we get the mass assignments of evidence σ pro- mγ (0, 0, 1/2|σ) = 0.323, mγ (0, 1/2, 1/2|σ) = 0.323
vided by measurements sample:
mγ (1/2, 1/2, 0|σ) = 0.008, mγ (1, 1, 1|σ) = 0.008
mσ (Ri ) = γi , γi ∈ L, i = 1, · · · , n Thus, on the basis of evidence σ and priori knowl-
may be some Rj are not focal elements of σ, that is, edge γ we are able to conclude that the emitter is not
mσ (Ri ) = γi = 0. The detail is in [12]. R1 . However, the evidence is too equivocal for us to
Any fuzzy subset f of U have the form f (Ri ) = ai , be able to decide between the following three possibil-
ai ∈ L, i = 1, · · · , n (f is a fuzzy membership function). ities: the emitter is R2 , or R3 , or a third radar which
We abbreviate such a fuzzy set f by the ordered n-ple encompasses both R2 and R3 .
(a1 , · · · , an ), the fuzzy intersection of two such fuzzy
sets (a1 , · · · , an ) and (b1 , · · · , bn ) is therefore the fuzzy Part B: Getting another observation evidence τ :
set (a1 , · · · , an ) ∧ (b1 , · · · , bn ) = (a1 ∧ b1 , · · · , an ∧ bn ), C = 0.80(0, 1/2, 0) + 0.20(1, 1, 1), and σ, τ , γ are inde-
where ai ∧ bi = min{ai , bi }. We represent ambiguous pendent, using (2.3), we get the conditioned agreement
a priori knowledge γ as prior mass assignment of fuzzy between the two reports σ, τ :
P
sets of U : mγ (μj ) = mγj , j = 1, · · · , d, dj=1 mγj = 1.
The sensor report αγ (B, C) = 0.76αγ ((0, 1, 1/2), (0, 1/2, 0))
P be represented by fuzzy body of ev-
idence σ: B = qk=1 mσk fk , and γ, σ are statistically +0.19αγ ((0, 1, 1/2), (1, 1, 1))
independent. Then we calculate concordance of am- +0.04αγ ((0, 1/2, 0), (1, 1, 1))
biguous evidence σ and ambiguous a priori knowledge
+0.01αγ ((1, 1, 1), (1, 1, 1))
γ with (2.2), to help us to recognize radar emitter type.
If we can collect t statistically independent ambigu- where
ous evidences σ1 , · · · , σt , we firstly fuse the t evidences
using FCDS combination theory associated with a pri- βγ ((0, 1, 1/2) ∧ (0, 1/2, 0))
αγ ((0, 1, 1/2), (0, 1/2, 0)) =
ori knowledge, (from the proposition in section 2.2, we βγ (0, 1, 1/2)βγ (0, 1/2, 0)
obtain a new evidence uniquely) then, for the fused ev- βγ (0, 1/2, 0)
idence λ, we calculate the concordance between λ and =
βγ (0, 1, 1/2)βγ (0, 1/2, 0)
a priori knowledge γ, and recognize radar type.
the focal fuzzy sets of the prior mass assignment
mγ that are contained in (0, 1, 1/2) are (0, 1/2, 0),
4 Example Analysis (0, 0, 1/2), (0, 1/2, 1/2) with weights 0.2, 0.2, 0.2. Thus,
βγ (0, 1, 1/2) = 0.6, likewise, βγ (0, 1/2, 0) = 0.2. Hence,
In certain battle circumstances, the classification αγ ((0, 1, 1/2), (0, 1/2, 0)) = 1.67. For any subset
knowledge base consists of three new radar types, U = (a, b, c) of U ,
{R1 , R2 , R3 }, L = {0, 1/2, 1}. Any fuzzy subset f of U
abbreviated by ordered triple (a, b, c). βγ ((a, b, c) ∧ (1, 1, 1))
αγ ((a, b, c), (1, 1, 1)) =
We assume that the three radar types are equally βγ (a, b, c)βγ (1, 1, 1)
likely to occur in some special battle circumstance. 1
However, there is some evidence that R2 and R3 may be = =1
βγ (1, 1, 1)


we get αγ (B, C) = 1.31 > 1, we are therefore justified
in combining B and C to get the conditioned product
of B and C:
B ·γ C = 1.27((0, 1, 1/2) ∧ (0, 1/2, 0))
+0.19((0, 1, 1/2) ∧ (1, 1, 1))
+0.04((1, 1, 1) ∧ (0, 1/2, 0))
+0.01((1, 1, 1) ∧ (1, 1, 1))
= 1.31(0, 1/2, 0) + 0.17(0, 1, 1/2) + 0.01(1, 1, 1)
the report of combined evidence λ of σ and τ is:
B ∗γ C = 0.88(0, 1/2, 0) + 0.11(0, 1, 1/2) + 0.01(1, 1, 1)
and using (2.2), we get the concordance of (λ|γ):
mγ (1/2, 0, 0|λ) = 0.008, mγ (0, 1/2, 0|λ) = 0.794
mγ (0, 0, 1/2|λ) = 0.095, mγ (0, 1/2, 1/2|λ) = 0.095
mγ (1/2, 1/2, 0|λ) = 0.004, mγ (1, 1, 1|λ) = 0.004
Thus, on the basis of the evidence σ, τ , and a priori
knowledge γ, we conclude that the emitter is R2 .
From this example, although evidences are ambigu-
ous, we can recognize the type of radar (Part B) or ex-
clude some radar types in U (Part A) using our method
associated with a priori knowledge.
5 Conclusion
In this paper we addressed the problem of radar clas-
sification when the underlying classification knowledge
base is both imprecise and vague. In our approach,
multi-source information can be used sufficiently to im-
prove the reliability of radar recognition. Especially,
in problem of target recognition, information collected
from multi-type sensors, we can combine the infor-
mation using FCDS when providing ambiguous prior
knowledge about target, to increase the reliability of
target recognition.
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 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 526--530
Copyright@2007 Watam Press

Local Weather Forecast for Flight Training Using

Neural Networks
Jianguo Chen
Department of Computer Science, Leshan Teachers College
Leshan 614004, Sichuan, P. R. China.
Email:cenjguo@sina.com

Shijun Liu
Department of Computer Foundation Teaching
Chengdu University of Information Technology, Chengdu 610225, P. R. China.
Email: lsjuen@cuit.edu.cn

Abstract— Local weather forecast is very important for flight
training. Neural networks have been used in this paper to local
weather forecast for flight training. Experiments show good
performance of the neural networks method for such weather
forecast.
Index Terms— Local weather, Forecast, Flight training, Neural
Networks.
I. I NTRODUCTION
The local weather forecast (LWF) is to estimate the state
of weather in some particular districts. The LWF plays im-
portant roles in flight training because it significantly affect
the security of flying directly. Its formation mechanism and
forecast involve a rather complex physics that is not com-
pletely understood so far. Traditionally,weather forecasting is
based mainly on numerical models which attempts to models
the fluid and thermal dynamic system for grid-point times
series prediction based on boundary meteorological data. But
this classical approach is not suited to LWF since it is more
appropriate for long-term(24 or 48 hours) forecasting over a
large area of several thousand kilometers.
So,for mesoscale and short-term weather forecasting in a
relative small region such as the region of flight training
is need for dissimilar to approach which based on relative
weather conditions combined with historical weather informa-
tion in some local areas. The analyzing processes for LWF
can be described as follows.
The first is to collect weather related data such as, cold front,
the line of wind shear, subtropical high, trough, and vortex,
etc. in their region as much as possible. These weather data
are will directly affect the prediction of local weather.
In the second step, the local weather forecasters search for
statistical knowledge from historical database of LWF. Such
knowledge can be described in the form of association rules,
such as ”if C then R”, where C is some vector in which every
element is the weather fact related to the local weather, R is
also a vector, each element of R is a forecast result of weather,
such as, thunderstorm, fog, floating dust, etc.
Finally, the local weather forecasters add the factual state of
weather to local historical forecast database. Then they check
whether the consistencies between the conclusion of weather
forecast and the actual weather condition. If they are matching,
the confidence of the rule increase, otherwise decrease. For
example, in a certain process of forecasting, a forecast rule
that ”IF C1 then R1 ” shows that there will be R1 after a
certain time because the C1 appear. If the actual weather is
R2 later, and R1 = R2 , the confidence of the rule that ”IF
C1 then R1 ” would be increased; otherwise if R1 = R2 , then
then the confidence of the rule that ”IF C1 then R1 ” would
be decreased. The rule that ”IF Ci then Ri ” will be used to
forecast the local weather, when the confidence of the rule
have reached a certain threshold.
Because the weather of local region is influenced by its
circumstance and amounts of factors such as cold front, wind
shear, air vortex, air trough and subtropical high etc, and the
accuracy of LWF for flight training must be keeped in high
level, we must update rules of LWF for flight training in time.
However, in the traditional LWF for flight training, we have
to concentrate lots of human and material resources to modify
the rules every several years. It is obvious that there are some
disadvantages. We must look for new method to solve this
problem.
The neural networks (NN) technique has been frequently
used for forecast, recognition and classification in many
weather events[1][2][3][4][6]. Some practical applications of
NN have been used in rainfall prediction[5][7]. Neural net-
works are trained to learn relationships involving the atmo-
spheric circulation and local weather with the intention of
capturing the local circulation dynamics. In this paper, we use
NN to update the rules of LWF for flight training. Using the
method of NN, not only release the work stress of weather
forecaster, but also improve the velocity and quality of weather
forecast, especially can update the new rules in time.
The rest of this paper is organized as follows. In Section
2, will discuss the preprocessing and standardization of me-
teorologic data. In Section 3, we will give a review about
the NN model. Experiments will be carried out in Section 4.


Conclusions will be given in Section 5.
II. DATA P REPROCESSING AND S TANDARDIZATION
In this section, we will deal with the preprocessing and
standardization of the meteorologic data of the LWF. The
following factors have significant influence on the LWF for
flight training in some particular area, we denote this area as
HX area.
Cold Front: It is the leading portion of a cold atmospheric
air mass moving against and eventually replacing a warm air
mass. The cold front which influence the local climate in the
HX area is classified as western(LF1 ), northwest(LF2 ), and
northern clod front(LF3 ), according to the historical weather
data in the HX area. In the table I, if the probability is less than
the lest value of forecast, the form is null. In the same region,
the probability of some weather influenced by dissimilar cold
front may be enlarged or reduced as the the variety of the
environment. For example, as the size of green area in some
region increasing, the weather of float dust will reduce. So,
we must update the rule of LFW for flight training in time.
Wind Shear: It is a change in wind direction and speed
between slightly different altitudes, especially a sudden down-
draft. According to the historical weather data in the HX area,
the name of wind shear of Guanzhong which influence the
local climate is classified as cold wind shear of Guanzhong
(LSFQB), warm wind shear of Guanzhong (LSFQB) such as
table II.
Air Vortex: It is a spiral motion of fluid within a limited
area, especially a whirling mass of air that sucks everything
near it toward its center. According to the historical weather
data in the HX area,the air vortex which influence the local
climate is classified as northwest vortex and southwest vortex
which are defined as table III.
Air Trough: It is an elongated region of relatively low
atmospheric pressure, often associated with a front. The trough
which influence the local climate in the HX area is classified
as northwest trough and tableland trough according to the
historical weather data. Changing of state of air trough maybe
bring about the rain, wind, dust, thunderstorm, rainstorm etc.
In particular, thunderstorm that the main factor affecting flight
safety occurs when the tableland trough rises between spring
and summer. It is defined the symbol of trough as input of
NN such as C01 , C02 ,..., C07 , C08 , according to the different
seasons and the types of trough in the table IV.
Subtropical High: The subtropical high is one of several
regions of semipermanent high atmospheric pressure located
over the oceans near 35 latitude in both the northern and
southern hemispheres of the Earth. In the HX region, the
subtropical high has distinct influence on the weather such
as rainfall, sandstorm, wind, hail, cumulus, thunderstorm,
rainstorm etc. During spring and summer months, the state
of subtropical high maybe cause the sandstorm. It define the
symbol of trough as input of NN such as R01 , R02 , R03 , R04 ,
according to the different seasons in the table V.
the step of preprocessing and standardization: The first is
to analyze and conclude the meteorological conditions which
influence the weather of the local region, such as spring

cold front, summer cold front, spring subtropical high, etc.
The meteorological conditions can be represented as a 40-
dimensional vector. The vector is defined as:
p= ( LF11 , ..., LF34 , Q01 , ..., Q08 , (1)
W01 , ..., W08 , ...C01 , ..., C08 , ...R04 )T40 .
In the eqs.(1), if the probability of the meteorological condi-
tions is less than 0.1, the corresponding element in the vector
is 0, otherwise it is 1. The second is to conclude the type of
weather according to the historical weather data such as table
VI.
The type of weather can be represented as a 11-dimensional
vector. The vector is defined as:
a = (T01 , ..., T05 , ..., T11 )T . (2)
In the eqs.(2), if the value of element is 0, the corresponding
weather can not appear, otherwise the weather appears. For
example, if T01 = 0, the rainfall does not appear. Finally,
according to the historical weather data in the HX region, the
vector is used to represent the all meteorological data and the
corresponding weather.
III. T HE N EURAL N ETWORKS M ODEL
An NN is an arrangement of processing elements (neurons).
The artificial neuron model consists of a linear combination
followed by an transfer function. Learning is accomplished
through modifying existing connections between neurons or
establishing new connections. Arrangement of such units form
the NN, which has the feature such as: very simple neuron-
like processing elements; weighted connections between the
processing elements; highly parallel processing and distributed
control; automatic learning of internal representations. The
simplest NN model is the single-layer Perceptron with a hard
limiter transfer function, which is appropriate for solving
liner problems[8]. In this paper, we use the the single-layer
Perceptron with a hard limiter transfer function to update
the rule of LWF for the flight training. In the section 2,
we proposed the meteorological data which consisted of 40
elements including different factors in different seasons in
the HX region. So, we designed the NN model which the
input layer had 40 neurons ( 5 meteorological variables in the
different seasons) and the output layer had 11 neurons such
as Fig.1.
The output of the NN is given by:
a = hardlim(W p) (3)
1 if n ≥ 0
when y = hardlim(n) =
0 otherwise.
where the p is the input vector, and the network weight
matrix W is as following:
⎡ ⎤
w0101 ... w0140
W =⎣ . ... . ⎦ . (4)
w1101 ... w1140 11×40
The hardlim transfer function is defined as:
1 if n ≥ 0
y = hardlim(n) =
0 otherwise.
 TABLE I
THE STATISTICAL RESULT OF WEATHER WHICH INFLUENCED BY COLD FRONT IN HX AREA . THE VALUE OF FORM IS THE PROBABILITY OF WEATHER
INFLUENCED BY DISSIMILAR COLD FRONT IN THE DIFFERENT SEASON .

Cold Front Season Rainfall Wind Dust Snowfall Coldwave Thunderstorm Rainstorm
LF1 Mean / Year 0.645 0.834
LF11 Spr. 0.846 0.867
LF12 Sum. 0.723 0.845 0.345
LF13 Aut. 0.602 0.903
LF14 Win. 0.409 0.721
LF2 Mean / Year 0.542
LF21 Spr. 0.698 0.787 0.675
LF22 Sum. 0.567 0.327 0.432 0.302
LF23 Aut. 0.525
LF24 Win. 0.378 0.865 0.786 0.352
LF3 Mean / Year 0.342
LF31 Spr. 0.369 0.679 0.623 0.567
LF32 Sum. 0.429 0.685 0.567 0.604
LF33 Aut. 0.37
LF34 Win. 0.2 0.784

TABLE II
THE STATISTICAL RESULT OF WEATHER WHICH INFLUENCED BY WIND SHEAR IN HX AREA . THE VALUE OF FORM IS THE PROBABILITY OF WEATHER
INFLUENCED BY DISSIMILAR WIND SHEAR OF G UANZHONG IN THE DIFFERENT SEASON .

Wind Shear of Guanzhong Season Rainfall Wind Snowfall Coldwave Rainstorm

Q01 Spr. 0.923 0.456
LSFQB Q02 Sum. 0.976 0.546
Q03 Aut. 0.934 0.234
Q04 Win. 0.897
Q05 Spr. 0.234
NSFQB Q06 Sum. 0.212
Q07 Aut. 0.245
Q08 Win. 0.145

TABLE III
THE STATISTICAL RESULT OF WEATHER WHICH INFLUENCED BY AIR VORTEX IN HX AREA . THE VALUE OF FORM IS THE PROBABILITY OF WEATHER
INFLUENCED BY DISSIMILAR AIR VORTEX IN THE DIFFERENT SEASON .

.
Air Vortex Season Rainfall Wind Snowfall Coldwave Rainstorm
W01 Spr. 0.454 0.345 0.124
Northwest Vortex W02 Sum. 0.778 0.767 0.346
W03 Aut. 0.684 0.886 0.772 0.234
W04 Win. 0.223 0.346 0.357
W05 Spr. 0.334 0.245 0.123
Southwest Vortex W06 Sum. 0.661 0.454 0.214 0.221
W07 Aut. 0.321 0.566 0.174
W08 Win. 0.112 0.247

TABLE IV
THE STATISTICAL RESULT OF WEATHER WHICH INFLUENCED BY AIR TROUGH IN HX AREA . THE VALUE OF FORM IS THE PROBABILITY OF WEATHER
INFLUENCED BY DISSIMILAR AIR TROUGH IN THE DIFFERENT SEASON .

Air Trough Season Rainfall Wind Dust Thunderstorm Rainstorm

C01 Spr. 0.445 0.345 0.342 0.103
Northwest Trough C02 Sum. 0.552 0.243 0.222 0.233 0.234
C03 Aut. 0.459 0.634 0.123 0.448
C04 Win. 0.106 0.211
C05 Spr. 0.546 0.424 0.542 0.331 0.442
Tableland Trough C06 Sum. 0.641 0.354 0.221 0.214 0.433
C07 Aut. 0.354 0.578 0.254
C08 Win. 0.252 0.346 0.102


 TABLE V
THE STATISTICAL RESULT OF WEATHER WHICH INFLUENCED BY SUBTROPICAL HIGH IN HX AREA . THE VALUE OF FORM IS THE PROBABILITY OF
WEATHER INFLUENCED BY DISSIMILAR SUBTROPICAL HIGH IN THE DIFFERENT SEASON .

Subtropical High Season Rainfall Sandstorm Wind Hail Cumulus Thunderstorm Rainstorm
R01 Spr. 0.545 0.386 0.348 0.232 0.422
R02 Sum. 0.712 0.456 0.345 0.553 0.323 0.554
R03 Aut. 0.554 0.557 0.678 0.232 0.102 0.349
R01 Win. 0.234 0.122

TABLE VI
THE STATISTICAL RESULT OF WEATHER WHICH INFLUENCED BY COLD FRONT IN HX AREA . THE VALUE OF FORM IS THE PROBABILITY OF WEATHER
INFLUENCED BY DISSIMILAR COLD FRONT IN THE DIFFERENT SEASON .

type of weather Rainfall Wind Dust Snowfall Coldwave Thunderstorm Rainstorm Sandstorm Fractus Cumulus Hail
Symbol T01 T02 T03 T04 T05 T06 T07 T08 T09 T10 T11

Fig. 1. the topology of NN model which the input layer had 40 neurons

The Percetron learning rule is defined as: as:

W (n + 1) = W (n) + η · (D − a(n)) p, (5) if p1 = (0, 1, 0, ..., 1, 0, ..., 0)T40 ,

where the η is rate of learning, the D is the target value of
output.
IV. E XPERIMENTS
The rules of the LWF were constituted by human experts
(weather forecaster) according to a great deal of historical
weather data for the flight training in the HX region. Our
experiment is designed to validate the usability of NN which
update the rules of LWF for flight training. According to the
historical weather data for flight training in the HX region,
we select two rules in the historical weather forecast database
such as:
(1).”If LF12 = 1 and W02 = 1, Then T01 = 1 and T02 =
1”(if the western clod front and the northwest vortex appear
and the probabilities of them are above 0.25 at the same time
in summer, then it will be rainy and windy). The rule is defined
then a1 = (1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0)T . (6)
where LF12 = 1, W02 = 1, the other 38-meteorological data
is 0 in the p1 ;
(2).”If LF11 = 1 and C05 = 1 and R01 = 1, Then
T11 = 1”(if the western clod front, the tableland trough
and subtropical high appear and the probabilities of them
are above 0.25 at the same time in spring, then hail will
appear).The rule is defined as:
if p2 = (1, 0, 0, ..., 1, 0, ..., 0)T40 ,
then a2 = (0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1)T . (7)
where LF11 = 1, C05 = 1, R01 = 1, the other 38-
meteorological data is 0 in the p2 ;
But, in fact, the actual local weather shows that: when
the western clod front and the northwest vortex appeared in
summer, rainfall, wind and thunderstorm occurred with high
frequency; when the western clod front, the tableland trough
and subtropical high appeared in spring, hail and sandstorm


occurred with high frequency. If we forecast the local weather
according to the old rules, the flight training will not take
safely. So we have to update the rules of LWF for flight
training. We use the network architecture as Fig.1 to update
rules, the all weights of NN have been initiated as wij =
1, (i = 1, ..., 11; j = 1, ..., 40) and the rate of learning η = 0.5.
We use the p1 ,p2 as the input vectors of the NN, and update
the output vector a1 and a2 as following:

a1 = (1, 1, 0, 0, 0, 1, 0, 0, 0, 0, 0)T ,

a2 = (0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 1)T . (8)
We use some historical weather data and the actual result

of weather to test the NN which trained by the p1 , p2 , a1 ,

a2 . The result of testing shows the method which use single-
layer Perceptron NN to update the rules of the LWF for flight
training is effective and double-quick.

V. C ONCLUSION
In this paper, we have studied LWF for flight training by
using a single-layer Perceptron neural network. Experiments
shown that our method is both effective and efficient.

R EFERENCES
[1] Marzbam, C., Stumpf, G.: Neural Network for tornado prediction based
on Doppler radar derived attributes, Journal of Applied Meteorology,
35(1996) 617-626.
[2] Cavazos, T.,: Downscaling large-scale circulation to local winter rainfall
in North-Eastern Mexico, International Journal of Climatology, 17(1997)
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[3] Hsu, K., Gao, H., Soroshian, S., Gupta, H.: Precipitation estimation from
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[4] Hall, T.: Precipitation forecasting using a neural network, Weather and
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[5] Maier, H., Dandy, G.: Neural networks for the predictions and forecasting
of water resources variables: review of modeling issues and applications,
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[6] Jaruszewicz, M., Mandziuk, J.: Application of PCA method to weather
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[8] Haykin S. : Neural Networks: A Comprehensive Foundation, Published
by Pearson Education Inc, Second Edition, 2004.


 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 531--535
Copyright@2007 Watam Press
The Research of Enterprise Strategy Management Based on Bayesian
Networks
Xu Jian-zhong1ˈRen Jia-song2
1 School of Economics and Management, Harbin Engineering University, P.R.China, 150001
2 School of Economics and Management, Harbin Engineering University, P.R.China, 150001
Abstract: The economical globalization and the
competition internationalization cause the instability and
the complex of the survival environment that enterprises
faced with greatly increased, so Chinese enterprises must
pay more attention to the enterprise strategy management
for survival and development[1]. However, the enterprises
face with the international and domestic changeable
environment of management at present, so the strategic
management is no longer the management in traditional
significance, we need to take the enterprises as a whole
and use the conformity thought to arrange the human
resources, Internal environment, external environment
and so on in order to realize optimization of the
enterprises own system[2]. We must pay attention to the
long term of the enterprises management when we
considerate the integrity of enterprises, thus we need to
control and manage the every kind of instabilities in the
process of enterprises management in order to achieve
the dynamic of strategic management and the strategic
target well[3]. The Bayesian Networks, a completely
statistical model can give dual attention to the integrity
and the long term of enterprises management in a very
great degree, it can forecast the possibility of the
realization of the strategic management goal on the
maximum limit by weaving the enterprise’ each link in a
network, so it is the ideal model of enterprise strategy
management. However, the Bayesian Networks used
widely in the enterprises of western countries still does
not obtain enough attentions, this will affect the
development of Chinese enterprises greatly. Therefore,
we should pay more attention to the research of the
Bayesian networks in order to enhance the competitive
power of Chinese enterprises. In this article, we analyze
the integrity and long term of enterprises management
firstly, then we introduce a simple Bayesian networks
and explain its using in the enterprise strategy
management by an example, at last we summarize the
problems of Bayesian networks in the application.
Keywords: Bayesian networks, enterprises,
strategic management
1 Introduction
The development of enterprises includes the whole
process of the birth, the growth and the expansion,
includes not only the increase of quantity but also the
change of nature, the integrity and long term of
enterprise strategy management pass throughout the
whole process of enterprises’ development[4]. Therefore,
enterprise strategy management also needs to take the

enterprises as a whole, give dual attention to the integrity
character and the long term character.
2 The integrity and long term of strategic
management
2.1 The integrity
The enterprise as a whole includes many parts
which relate and affect mutually. The parts have partial
problems and the wholeness has whole problems, the
whole problems are not the sum of the partial problems
and have essential difference with them[5]. The
development of enterprises faces many whole problems,
for example the responsing to the great changes of
environment, the development, using and conformity of
resources, the balance of elements of production and
management[6]. Planning the integrity problems well is
the important condition of the enterprises’ development,
so we must grasp the integrity development of
enterprises frequently. Grasping the whole development
can not see only the trees, but not see the forest. We must
embark from overall situation of enterprises, consider
each link and factor which will influence the realization
of strategic target in the future, do our best to find the
reasons in the most wide range in order to guarantee the
validity of enterprise strategy management.
2.2 The long term
The enterprises also have life, life can be long or
short. The investors should set up "the longevity
enterprise" consciousness[7]. The operators should pay
dual attention to short-term development problems and
long-term development problems in order to cause the
enterprise to have long life. The long-term development
questions are not sum of the short-term development
questions, there are essential differences between them[5].
The enterprises which eager to have long life face with a
lot of long-term questions such as the development goal
question, the development step question, the product and
technical innovation question, the brand and prestige
question, the development of talent question, the cultural
reconstruction question, these questions exist in each link
of the enterprises management by all kinds of forms[8].
The enterprises craving for long life should care about
the future and not only think about the future questions
ahead of time but solve them ahead of time, because of
solving any problems need a process, the operators must
deal with the relations between the short-term benefits
and the long-term benefits correctly. In a word, the
operators should place the standpoint of strategic
management on the long term of the enterprises carry on the supposition analysis, at the same time this is
management, find the problems and solve them as also the most fascinating characteristic of this network.
necessary in order to guarantee the realization of Therefore, the characteristic of using the visible model
enterprise strategic target. which is easy to deal with to carry on the supposed
In fact, the integrity questions of enterprise strategy analysis becomes the most important reason for using it.
management embody the management scope, namely
mains that the operators need to find problems on the X:20% condition 0
maximum limit; but the long term questions manifest the X
50% condition 1
efficiency, namely mains to find the problems as
Y
necessary[9]. Therefore, the models which can give dual 30% condition 2
attention to the integrity and the long term is suitable for Y: 30% condition 0
the application of strategic management, the Bayesian
networks as a complete statistical model can satisfy the 70% condition 1
basic requests of enterprise strategy management well. Z: 30% condition a
Z
40% condition b
3 The summary of Bayesian networks[10]
30% condition c

The Bayesian networks is one kind of statistical

Fig.1 The points and probabilities of a simple Bayesian
model, this model studies the boundary distribution Network
conditions of a series of stochastic factors or the risk
characteristic multiplication distributed tendency. The
4 A simple example of Bayesian Networks
most basic and simple structure of Bayesian networks
"construction" is a linear and non- circulation graph, the
In the view of the above characteristics of the
points of the graph represent the random variables, then
Bayesian networks, we introduce it into the enterprise
the line between every two points expresses the relation
strategy management in order to control and manage
of them. The right part of Fig.1 explains a simple
strategic targets. An enterprise strategy management
Bayesian networks “construction”: there is a pure
includes many links and aspects, in this article we carry
analyzed target in this network (namely the end point Z),
on the supposed analysis based on Bayesian networks by
Z has two mother points X and Y; then the distributed
a sub-module of enhancing the staff efficiency.
conditions of every point are demonstrated on the left
Staff efficiency includes two aspects: staff wages
side. The initial point refers to these not having upper
and staff quantity, lower staff wages and less quantity
leveled points (for example X and Y), each of them
indicate that staff' efficiency is higher and can easily
presents the distributed conditions of single variables,
make more benefits for the enterprise in the short time.
this kind of distributed condition must be limited
However, staff quantity decides the working pressure, the
correctly in the model: in Fig.1, the probability that X
long lasting and oversized working pressure can also
equals to 0 is 20%, analogized by this. But the end point
affect the working efficiency of staff. At the same time,
Z presents the distributed conditions of many facets, its
staff wages and staff quantity decide the manpower cost
distribution is determined by the distributed situation and
together, as in Fig.2.
conditional probability of the initial points (in this
example, Z in condition a expresses that X equals to 2
and Y equals to 1). All the conditional probabilities are
Staff efficiency
not demonstrated in Fig.1, only the combined distributed
conditions of the goal points are demonstrated on the
right side of Fig.1.
This network uses the Bayesian rules to carry on the
computation for the network dissemination: if the Staff wages Staff quantity
probabilities of the initial points and the conditional
probabilities of all points are determined, then the
distributed conditions of all points in the network can be
quantized. Regard to two events Y and Z, the concrete
meaning of Bayesian rules as in (1). Manpower cost
P Z Y  P Y Z  P Z  P Y  (1)
More important: If the condition of a point in the Working pressure
network is determined, the network can use the Bayesian
rules to carry on the computation from top to bottom or
Fig.2 The sub-module of enhancing staff efficiency
from bottom to top by itself, thus obtains the afterwards
changed probability of any points in the networks. This We turn the model in Fig.2 into the form of simple
is also the foundation of using the Bayesian network to letters for the under operation, as in Fig.3.


 Step 2: Calculating the combined probabilities.
P(AFT)=P(A)P(F|A)P(T|A)=0.2 0.3 0.8=0.048
A
P(AFT)=P(A)P(F|A)P(T|A)=0.8 0.5 0.1=0.040
P(AFT)=P(A)P(F|A)P(T|A)=0.2 0.7 0.8=0.112
F T P(AFT)=P(A)P(F|A)P(T|A)=0.8 0.5 0.1=0.040
P(AFT)=P(A)P(F|A)P(T|A)=0.2 0.3 0.2=0.012
P(AFT)=P(A)P(F|A)P(T|A)=0.2 0.7 0.2=0.028
P(AFT)=P(A)P(F|A)P(T|A)=0.8 0.5 0.2=0.080
C
S P(AFT)=P(A)P(F|A)P(T|A)=0.8 0.5 0.9=0.360
Fig.3 The sub- module expressed by simple letters
P(FTC)=P(C|FT)[P(AFT)+P(AFT)]=0.98 0.128=0.125
By this kind of model, we can use the Bayesian rules
to carry on the probability operation of each point in the P(FTC)=P(C|FT)[P(AFT)+P(AFT)]=0.02 0.128=0.003
network. P(FTC)=P(C|FT)[P(AFT)+P(AFT)]=0.8 0.172=0.138
Step 1: According to the statistical data and the
P(FTC)=P(C|FT)[P(AFT)+P(AFT)]=0.7 0.112=0.078
experience of experts, we define that P (A) equals to 0.2
and P (A) equals to 0.8, at the same time we give the P(FTC)=P(C|FT)[P(AFT)+P(AFT)]=0.1 0.588=0.059
conditional probabilities during various points, as in P(FTC)=P(C|FT)[P(AFT)+P(AFT)]=0.2 0.172=0.034
Tab.1, Tab.2, Tab.3.
P(FTC)=P(C|FT)[P(AFT)+P(AFT)]=0.3 0.112=0.034
Tab.1 The conditional probabilities during various points P(FTC)=P(C|FT)[P(AFT)+P(AFT)]=0.9 0.588=0.529
F F T T
A 0.3 0.7 0.8 0.2 P(TS)= P(T)P(S|T)=0.24 0.96=0.230
A 0.5 0.5 0.1 0.9 P(TS)= P(T)P(S|T)=0.24 0.04=0.010
P(TS)= P(T)P(S|T)=0.76 0.3=0.228
Tab.2 The conditional probabilities during various points
P(TS)= P(T)P(S|T)=0.76 0.7=0.532
C C
Step 3: Calculating the boundary probabilities.
F T 0.98 0.02
F T 0.8 0.2 P(F ) ¦ ¦ P ( AFT )
A T
0 . 18
F T 0.7 0.3
F T 0.1 0.9 P (T ) ¦¦
A F
P ( AFT ) 0 . 24

Tab.3 The conditional probabilities during various points

P (C ) ¦¦ P ( FTC ) 0 .4
S S F T

T 0.96 0.04
T 0.3 0.7
P (S ) ¦T
P ( TS ) 0 . 458

According to the results of the computation, we

A: The staff efficiency is excessively low discover that the probability of excessively high staff
A: The staff efficiency is normal wages, too many staff quantities, excessively high
manpower cost as well as high working pressure equals
F: The staff wages is excessively high respectively to 0.18, 0.24, 0.4, and 0.458 when the
F: The staff wages is normal probability of excessively low staff efficiency equals to
0.2. Obviously, staff wages and staff quantity are
T: The staff quantities are too many basically normal, but manpower cost is slightly high and
T: The staff quantities are normal there is some certain working pressure. If operators want
to reduce manpower cost and working pressure further in
C: The manpower cost is excessively high order to control them in a certain scope, they can
C: The manpower cost is normal determine the probability scope of manpower cost and
working pressure firstly, then carry on the reverse
S: The working pressure is high operation according to the Bayesian rules and make staff
S: Without working pressure efficiency controlled in a certain scope in order to
achieve the anticipated effect. At the basis of the same


principle, we can also design the Bayesian sub- module
for the other links of enterprise strategy management and
then calculate the probability of various points according
to the similar principle in order to achieve the control
and the management goal.
5 The problems in using Bayesian networks
Just as other data mining and risk control models, the
Bayesian networks is not a multi-purpose network model,
even if in the identical management domain, there also
can be a series of questions such as the size of company
scale and the localization of the goal market. Therefore,
we should care about some problems below when we use
the Bayesian networks specifically[11].
5.1 The probability and conditional probability
determination of various points
In the example above, the probability and the
conditional probability of each point are the result of
simulating the statistical data and the experiences of
experts. In the actual application, the probability
determination is the most difficult link, the accurate
degree of determination affects the work effect of the
Bayesian networks directly. This mainly depends upon
the concrete analysis of two aspects to produce the
probability qualitatively[11]. Among the two aspects, the
accumulation of primary data is an important link, if
there is not primary data, then there will be not the
reference of the statistical analysis, therefore, the
accumulation of primary data is more valuable with more
primary data. The enterprises can also entrust the
statistical data and the expert advice with different
weight according to the actual situation of enterprise
when operators determine the probability and the
conditional probability of various points, then draw up
and become the probability of various points finally.
5.2 The design of sub- module is not necessarily only
In the entire Bayesian networks, the design of sub-
module is also the especially important link. It is the part
which can manifest the designer’s purports mostly and is
also the key part which relates to the degree of
satisfaction of the superintendents about the results. Here,
what we inspect is the degree about staff efficiency
influence the human resources policy of enterprise, we
mainly choose several qualitative indices such as staff
wages, staff quantity, manpower cost and working
pressure as points, if we want to inspect how staff
efficiency influence the management achievement of the
enterprises, we must choose other indices to carry on the
analysis. Moreover, according to an identical question,
there also can be many different design proposals of sub-
modules. We must choose different indices according to
the actual situation of enterprises and the like of
superintendents in the work.
5.3 Not depending on the computed results totally as
decision-making
Although the Bayesian networks is the statistical

model applied widespread, in the above analysis process,
we can discover that all the probabilities in the entire
network are the experience value obtained by the
qualitative analysis, so there are some subjective factors
inevitable. Therefore, the superintendents cannot depend
upon the computed results only to make judgment as
decision-making. It can only provide the directive
reference to us, but not the accurate suggestions. The
superintendents should unify the own enterprise and the
actual situation of enterprises to make the comprehensive
decision-making in the direction provided by the
computed results. More accurately said, the Bayesian
networks model is one kind of risk early warning model
in fact. It can promptly make the superintendents to find
the problems and then make the judgment.
6 Conclusion
Facing the tendency of the economical globalization
and the competition internationalization speeding up
unceasingly, the strategic management obtains more and
more attentions from the business community. The
superintendents must innovate unceasingly and seek the
new management methods in order to adapt to the new
situation, at the same time give dual attention to the
integrity and the long term of enterprise strategy
management[12]. The Bayesian Networks, a completely
statistical model can give dual attention to the two
requests in a very great degree, promptly find and solve
the problems, realize the strategic plan and goal of the
enterprises effectively, so it is the ideal method for
enterprise strategy management. Along with its
unceasing application and improvement in the strategic
management domain, we believe that the Bayesian
networks will certainly promote the development of
enterprise strategy supervisory work in our country.
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 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 536--542
Copyright@2007 Watam Press

Application of a Swarm-based Artificial Neural

Network to Ultrasonic Detector Based Machine
Condition Monitoring
Shan He (s.he@cs.bham.ac.uk), Xiaoli Li (xiaoli.avh@gmail.com),
Cercia, School of Computer Science,
The University of Birmingham, Birmingham, B15 2TT, UK

Abstract—Artificial Neural Networks (ANNs) have been ap- Machine

plied to machine condition monitoring. This paper first addresses
a ANN trained by Group Search Optimizer (GSO), which is a
novel Swarm Intelligent (SI) optimization algorithm inspired by

Intelligent monitoring system

animal social foraging behaviour. The global search performance sensors and amplifiers
of GSO has been proven to be competitive to other evolutionary
algorithms, such as Genetic Algorithms (GAs) and Particle
Swarm Optimizer (PSO). Herein, the parameters of a 3-layer extraction of measured signal features
feed-forward ANN, including connection weights and bias are
tuned by the GSO algorithm. Secondly the GSO based ANN is
applied to model and analysis ultrasound data recorded from automatic feature selection
grinding machines to distinguish different conditions. The real
experimental results show that the proposed method is capable
to indicate the malfunction of machine condition from the automatic feature integration
ultrasound data.
Index Terms—Ultrasonic, Condition Monitoring, Artificial
Neural Networks, Swarm Intelligence, Evolutionary Algorithms
State of observed phenomenon

I. I NTRODUCTION
Condition monitoring system is very important for some
machinery, such as aircraft, and machine tool, and so on
[1]. The main technologies of condition monitoring include
sensors, signal processing and classification of condition [2].
A typical system is shown in Fig. 1.
New techniques from computational intelligence have at-
tracted the interest of condition monitoring system. These
techniques include advance signal/data analysis, fuzzy logic,
artificial neural networks, evolutionary computation and ma-
chine learning [1]. These computational techniques inspired
by nature have shown promise in many condition monitoring
system. Moving these techniques from simulated data sets, toy
problems or laboratory settings to real industrial applications
is still challenging [3].
Applications of ultrasonic detector for nondestructive testing
are found in numerous industries, including refineries, pipe
lines, power generation (nuclear or other), aircraft, offshore oil
platforms, paper mills and structures (bridges, cranes, etc.). So
far, the ultrasonic detector can solve the following problems in
industrial practices: leak detection, crack detection, diagnostics
and process monitoring.In order to apply for the ultrasonic
detector for condition monitoring system, an advanced method
should be developed to process the signals from the detector.
Usually, an adaptive filter may be employed to the time series.
Correspondence and requests for materials should be addressed to Dr. X.
Li (email: xiaoli.avh@gmail.com)
Fig. 1. Intelligent condition monitoring system.
For instance, the adaptive LMS filter’s output is defined by the
linear combination of the order statistics of the input samples
in the filter window:
Y (k) = aT (k)Xr (k)
The coefficient vector a(k) is adapted at each step k
accordingly to the LMS adaptation algorithm. The core of this
filter is to build a simple model for the time series; then shifted
series between the original series and the out of model, or so-
called residue, is considered as noise. The noise information
can be directly employed to diagnose the condition of machine
[4]. It is noted a fact that machine faults often result from
some sort of nonlinear operation of the machine involved,
which may in turn lead to nonlinearities occurring in the
machine’s signatures such as ultrasonic data [5]. A new signal
processing techniques, such as neural network, can detect these
nonlinearities. In particular, neural networks, fuzzy logic and
evolutionary programming are widely applied to solve above
complicated problems.
In this study, ultrasonic detector is proposed to detect the
malfunction of a machine. Ultrasonic detectors is made of
piezo-electric quartz crystals. The detector can sense ultra-
sound generated from a machine. Ultrasound from mechanical


system is energy that created by the friction between moving
components, such as bearings, gear mesh, etc. Therefore, the
ultrasound is a reflection of machine condition. For example,
the friction varies with the lubrication condition. Different
friction leads different ultrasound, in turn, the ultrasound
can be employed to predict the lubrication condition. Since
1980’s, the ultrasonic detectors have been applied for various
maintenance of mechanical system.
Previous work show that ultrasound-based condition moni-
toring is better than vibration. For instance, the low frequency
vibration can indicate the wearing state of a bearing and
provide information about root cause of premature failure.
However, ultrasound can indicate necessary lubrication in-
tervals, and triggers alarms before the bearing enters failure
state. Ultrasound data is non-stationary, the traditional signal
processing methods fail to build a suitable model to simulate
it. In this paper, we will use a novel neural network trained
by GSO to solve this problem.
GSO is a novel SI algorithm for continuous optimization
problems [6]. The algorithm is based on a generic social
foraging model, Producer-Scrounger (PS) model, which is
different from the metaphors used by the ACO and PSO. In
order to evaluate its performance, extensive experimental study
has been carried out. From the experimental results, it was
found that the GSO algorithm has better search performance
on large-scale multi-modal benchmark functions. Probably the
most significant merits of GSO is that it provides an open
framework to utilize research in animal behavioral ecology
to tackle hard optimization problems. In this paper, the GSO
algorithm is applied to ANN training to model ultrasound data
for the condition monitoring.
The rest of the paper is organized as follows. We present
the background information of evolving ANNs, SI algorithms
in Section II. The GSO algorithm and the GSO based ANN
are introduced in Section III. In Section IV, the ultrasound
data, experimental settings and the results will be given. The
paper is concluded in Section V.
II. B RIEF OVERVIEW OF A DVANCED A RTIFICIAL N EURAL
N ETWORKS
Artificial Neural networks (ANNs) are inspired by the work-
ings of the human brain. They can be used as a universal func-
tion approximator, mapping an arbitrary number of inputs onto
an arbitrary (but smaller) number of outputs (generally just
one decision variable). This feature is particularly useful for
modeling very complex systems. Essentially, neural networks
model the process of the activation and strengthening of neural
connections. Generally, they are built in layers comprising an
input layer, an output layer and one or more hidden layers
internally. Fig. 2 shows a very simple ANN model. Each neural
connection is given a certain weight. These weights are then
tuned on a training set by ANN training algorithms such that
the ANN output most closely resembles the parameter that
the network is designed to fit. The objective of ANN training
algorithms is to minimize the least-square error between the
desired output of the training set and the actual output of the
ANN [7]

input layer hidden layer output layer
whn wkn
x1 f1 (¦ ) f1 (¦ ) ŷ1
xn f h (¦ ) f k (¦ ) ŷ k
xN f H (¦ ) f K (¦ ) ŷ K
Th Tk
bias bias
-1 -1
Fig. 2. A three-layer feed-forward ANN.
In this section, we loosely refer evolving artificial neural
networks to those ANNs trained by Evolutionary Algorithms
(EAs) and SI algorithms, such as PSO.
Since the renaissance of ANNs in the 80s, EAs have been in-
troduced to ANNs to perform various tasks, such as connection
weight training, architecture design, learning rule adaption,
input feature selection, connection weight initialization, rule
extraction from ANN, etc. [8].
In [9], an improved genetic algorithm was used to tune
the structure and parameters of a neural network. In order
to tune the structure of ANN in a simple way, link switches
were incorporated into a three layer neural network. By intro-
ducing link switches, a given fully connected feed-forward
neural network may become a partially connected network
after training [9]. An improved Genetic Algorithm (GA) with
new genetic operators were introduced to train the proposed
ANN. Two application examples, sunspots forecasting and
associative memory tuning, were solved in their study.
Palmes et al. proposed a mutation-based genetic neural
network (MGNN) [10]. A simple matrix encoding scheme
was used to represent an ANN’s architecture and weights. The
neural network utilized a mutation strategy of local adaption
of evolutionary programming to evolve network structures
and connection weights dynamically. Three classification prob-
lems, namely iris classification, wine recognition problem, and
Wisconsin breast cancer diagnosis problem were used in their
paper as benchmark functions.
In [11] a new type of EANN called memetic pareto artificial
neural network (MPANN) was developed for breast cancer
diagnosis. A multi-objective differential evolution algorithm
was employed to determine the number of ANN’s hidden
neurons and train its connection weights. In order to speed
up the training process, a so-called memetic approach which
combines the BP algorithm was used.
Cantú-Paz and Kamath presented an empirical evaluation
of eight combinations of EAs and ANNs on 11 well studied
real-world benchmaks and 4 synthetic problems [12]. The
algorithms they used included binary-encoded, real-encoded
GAs, and the BP algorithm. The tasks performed by these
algorithms and their combinations included searching for
weights, designing architecture of ANNs, and selecting feature
subsets for ANN training.
SI algorithms have also been applied to ANN training. The
expression “swarm intelligence” was coined by Beni and Wang
in 1989 [13]. There is no commonly accepted definition of
Swarm Intelligence (SI). As defined in [14]:
SI is “an artificial intelligence technique based around the
study of collective behavior in decentralized, self-organized
systems.”
According to [14] and also generally accepted by most of
the researchers in SI, the most prominent components of SI are
Ant Colony Optimiser (ACO) and Particle Swarm Optimiser
(PSO), both of which are based on observations of collective
animal behaviour. ACO is inspired by real ants’ foraging
behaviour. In the ACO algorithm, artificial ants build solutions
by moving on the problem graph and depositing artificial
pheromone on the graph so that future artificial ants can build
better solutions [14]. ACO has been successfully applied to
a number of difficult optimization problems, e.g., traveling
salesman problems. PSO is another well-known SI algorithm
which glean ideas from animal aggregation behaviour. Arti-
ficial life models, such as BOID, which can mimic animal
aggregation vividly, serve as the direct inspiration of PSO.
The PSO algorithm is particularly attractive to practitioners
because it has only a few parameters to adjust. In the past
few years, the PSO algorithm has been successfully applied
in many areas [15], [16].
In their seminal paper [17], Kennedy and Eberhart, who are
the inventors of PSO, firstly applied PSO to train a simple
multi-layer feedforward ANN to solve XOR problems. Since
then, more and more SI algorithms including PSO and ACO
have been applied to ANN training [18] [19].
III. G ROUP S EARCH O PTIMIZER BASED A RTIFICIAL
N EURAL N ETWORKS
A. Group Search Optimizer
The Group Search Optimizer is a novel swarm intelligence
algorithm inspired by animal social foraging behavior [6]. The
GSO algorithm employs the Producer-Scrounger (PS) model
[20] as a framework. The PS model was firstly proposed by
C.J. Barnard to analyze social foraging strategies of group
living animals. In this model, it is assumed that there are
two foraging strategies within groups: (1) producing, e.g.,
searching for food; and (2) joining (scrounging), e.g., joining
resources uncovered by others. Foragers are assumed to use
producing or joining strategies exclusively. Under this frame-
work, concepts of resource searching from animal scanning
mechanism are used to design optimum searching strategies
to design the GSO algorithm.
Basically, GSO is a population based optimization algo-
rithm. The population of the GSO algorithm is called a group
and each individual in the population is called a member. In
an n-dimensional search space, the ith member at the kth
searching bout (iteration), has a current position Xik ∈ Rn ,
a head angle ϕki = (ϕki1 , . . . , ϕki(n−1) ) ∈ Rn−1 and a
head direction Dik (ϕki ) = (dki1 , . . . , dkin ) ∈ Rn which can

be calculated from ϕki via a Polar to Cartesian coordinates
transformation:

n−1
dki1 = cos(ϕkip )
p=1

n−1
dkij = sin(ϕki(j−1) ) · cos(ϕkip )
p=i
dkin = sin(ϕki(n−1) ) (1)
As same as the PS model, in the GSO, a group com-
prises producers and scroungers which perform producing and
scrounging strategies, respectively. We also employ ‘rangers’
which perform random walks to avoid entrapment in local
minima. For accuracy [21] and convenience of computation,
in the GSO algorithm, we simplify the PS model by assuming
that there is only one producer at each searching bout. This
is based on the recent research [21], which suggested that
the larger the group, the smaller the proportion of informed
individuals need to guide the group with better accuracy. The
simplest joining policy, which assumes all scroungers will join
the resource found by the producer, is used.
During each search bout, a group member, located in the
most promising area, conferring the best fitness value, acts
as the producer. It then stops and scans the environment
to search resources (optima). Vision, as the main scanning
mechanism used by many animal species [22], is employed by
the producer in GSO. In order to handle optimization problems
of whose number of dimensions usually is larger than 3, the
scanning field of vision is generalized to a n dimensional
space, which is characterized by maximum pursuit angle
θmax ∈ Rn−1 and maximum pursuit distance lmax ∈ R1 as
illustrated in a 3D space in Figure 3. In the GSO algorithm,
at the kth iteration the producer Xp behaves as follows:
θ max
s u it a n g le
u m pur
M a x im
0o
M a x im u m p u r s u it a n g le θ max (For w ard dire cted )
M ax im um
pu rs ui t di st
an ce l
m ax
Fig. 3. Scanning field in 3D space [22]
1) The producer will scan at zero degree and then scan
laterally by randomly sampling three points in the scanning
field [23]: one point at zero degree:
Xz = Xpk + r1 lmax Dpk (ϕk ) (2)
one point in the right hand side hypercube:
Xr = Xpk + r1 lmax Dpk (ϕk + r2 θmax /2) (3)
and one point in the left hand side hypercube:
Xl = Xpk + r1 lmax Dpk (ϕk − r2 θmax /2) (4)
where r1 ∈ R1 is a normally distributed random number with
mean 0 and standard deviation 1 and r2 ∈ Rn−1 is a random
sequence in the range (0, 1).
2) The producer will then find the best point with the best
resource (fitness value). If the best point has a better resource
than its current position, then it will fly to this point. Otherwise
it will stay in its current position and turn its head to a new
angle:
ϕk+1 = ϕk + r2 αmax (5)
where αmax is the maximum turning angle.
3) If the producer cannot find a better area after a iterations,
it will turn its head back to zero degree:
ϕk+a = ϕk (6)
√ applied to training an ANN.
where a is a constant given by round( n + 1).
At each iteration, a number of group members are selected
as scroungers, which keep searching for opportunities to join
the resources found by the producer. The commonest scroung-
ing behavior [20] in house sparrows (Passer domesticus): area
copying, that is, moving across to search in the immediate area
around the producer, is adopted. At the kth iteration, the area
copying behavior of the ith scrounger can be modeled as a
random walk towards the producer:
Xik+1 = Xik + r3 (Xpk − Xik ) (7)
where r3 ∈ Rn is a uniform random sequence in the range
(0, 1).
In group-living animals, group members often have different
searching and competitive abilities; subordinates, who are less
efficient foragers than the dominant will be dispersed from
the group [24]. This may result in ranging behavior, which is
an initial phase of a search that starts without cues leading
to a specific resource [25]. In our GSO algorithm, rangers
are introduced to explore a new search space therefore to
avoid entrapments of local minima. Random walks, which are
thought to be the most efficient searching method for randomly
distributed resources [26], are employed by rangers. If the ith
group member is selected as a ranger, at the kth iteration, it
generates a random head angle ϕi :
ϕk+1
i = ϕki + r2 αmax (8)
where αmax is the maximum turning angle; and it chooses a
random distance:
li = a · r1 lmax (9)
and move to the new point:
Xik+1 = Xik + li Dik (ϕk+1 ) (10)
In order to maximize their chances of finding resources,
animals restrict their search to a profitable patch. One strategy
is turning back into a patch when its edge is detected [27]. This
strategy is employed by GSO to handle the bounded search
space: when a member is outside the search space, it will turn
back to its previous position inside the search space.

B. Training Artificial Neural Networks using GSO
The ANN weight training problem is essentially a hard
continuous optimization problem because the search space
is high-dimensional multi-modal and is usually polluted by
noises and missing data. Therefore, it is quite logically to apply
our GSO algorithm to ANN weight training. The objective of
ANN weight training process is to minimize an ANN’s error
function. However, it has been pointed out that minimizing
the error function is different from maximizing generalization
[28]. Therefore, to improve ANN’s generalization perfor-
mance, in this study, an early stopping scheme is introduced.
The error rates of validation sets are monitored during the
training processes. When the validation error increases for a
specified number of iterations, the training will stop. In this
study, the GSO algorithm and early stopping scheme have been
In this study, the ANN we employed consists three layers,
namely, input, hidden, and output layers. The nodes in each
layer receive input signals from the previous layer and pass
the output to the subsequent layer. The nodes of the input
layer supply respective elements of the activation pattern (input
vector), which constitute the input signals from outside system
applied to the nodes in the hidden layer by the weighted links.
The output signals of the nodes in the output layer of the
network constitute the overall response of the network to the
activation pattern supplied by the source nodes in the input
layer [7]. The subscripts n, h, and k denote any node in the
input, hidden, and output layers, respectively. The net input u
is defined as the weighted sum of the incoming signal minus
a bias term. The net input of node h , uh , in the hidden layer
is expressed as follows:

n
uh = whn yn − θh
where yn is the output of node n in the input layer, whn
represents the connection weight from node n in the input
layer to node h in the hidden layer, and θh is the bias of
node h in the hidden layer. The activation function used in
the proposed ANN is the sigmoid function. Therefore, in the
hidden layer, the output yh of node h, can be expressed as
1
yh = fh (uh ) =
1 + euh
The output of node k in the output layer can be also
described as:
1
yk = fk (uk ) = (11)
1 + euk
where 
uk = wkh yh − θk
h
where θk is the bias of node k in the output layer.
The parameters (connection weights and bias terms) are
tuned by the GSO algorithm. In the GSO-based training algo-
rithm, each member of the population is a vector comprising
connection weights and bias terms. Without loss of generality,
we denote W1 as the connection weight matrix between the
input layer and the hidden layer, Θ1 as the bias terms to
 D e s ir e d O u tp u t input layer hidden layer output layer

In p u t A N N O u tp u t
y(t-1) f1 ( )
ANN
E rro r

y(t-h) fh ( ) fk ( ) yˆ (t )
GSO
A ju s t P a r a m e te r s
k

Fig. 4. Schematic diagram of GSO based ANN. bias

y(t-l) fH ( )
-1
h
the hidden layer, W2 as the one between the hidden layer
and the output layer, and Θ2 as the bias terms to the output -1 bias
layer. The ith member in the population can be represented
as: Xi = [W1i Θi1 W2i Θi2 ]. The fitness function assigned to
Fig. 5. ANN for time series modeling.
the ith individual is the least-squared error function defined
as follows:
Measured ultrasound

1 
P K
i 2
Fi = (dkp − ykp ) (12)
2 p=1
k=1 ANN model 1
.
- Residual

i
where ykp indicates the kth computed output in equation (11) .
.
Input
of the ANN for the pth sample vector of the ith member; P
denotes the total number of sample vectors; and dkp is the
ANN model
.
n - Classifier

.
desired output in the kth output node. .

IV. A PPLICATION OF GSOANN TO ULTRASONIC
DETECTOR
A. Ultrasound Modeling with GSOANN
Ultrasound is a time-series that is generated by a dynamic
system such as a running machine. In fact, the ultrasound
is an output of this dynamic system. A simple idea is to
build a model for this dynamic system by using this output.
Traditional methods are to make use of the series relation
at past and current conditions for modelling the dynam-
ical system. Herein, we will apply GSOANN to build a
model for ultrasound from a griding machine tool. Denote
a ultrasound series at instant t as y(t), where y may be
a vector, then the time series model can be described as
y(t) = f (t − 1, t − 2, · · · t − l), where f (·) is a modeling
function. Once the model is constructed, it can be used for
further analysis, e.g., forecasting, control, and diagnosis. In
the past few decades, ANNs has attracted more and more
attention since they provide an powerful alternative to model
a complex dynamical system. The ANN time series modeling
can be described as N N (t − 1, t − 2, · · · t − l), where N N (·)
stand for a neural network modeler.
In this study, an ANN model based condition monitoring
system is proposed, as illustrated in Fig. 6. To make use
of this system to identify the condition of a machine, it is
necessary to record ultrasound data at different conditions,
including normal and abnormal states. Then using the mea-
sured ultrasound as input to the trained ANN models, we
can obtain the expected outputs, the differences between the
actual ultrasound data and expected outputs from the ANN
ANN model N -
Fig. 6. The structure of the model-based condition monitoring system.
models can be calculated to form the residuals. The residual
then may be used to indicate the different conditions of the
machine. Each case will have different residuals, the smaller
the residual, the closer to to the state of the compared ANN
model. For a complex condition monitoring system, a classifier
will be used to distinguish different states.
B. Case study: Condition Monitoring in Grinding
In this study, we use the GSOANN to build time series
models of ultrasound in grinding to identify the condition of a
machine. Fig. 7 shows the measurement of sound signal from
a grinding machine. The sound is recorded by a ultrasonic
detector nearby the motor. The data was recorded using 44100
Hz sampling rate with 16 bits per sample, then the data is
saved/transferred to a computer for further analysis. In the
meanwhile, we also measure different positions, because of
the difference of structure, the ultrasound is different.
We have recorded two types of ultrasound data, one is
normal condition, another is abnormal. Firstly we aim to model
these two ultrasound data sets using GSOANN. Then we
will investigate whether the GSOANN models can be used to
distinguish healthy/faulty conditions from unknow ultrasound.
Fig. 8 and 9 show the ultrasound sample of normal and
abnormal condition, respectively. The total length of the sound
sample from normal and abnormal conditions are 9.6632 and


 0.05

Amp.
0

−0.05
0 1 2 3 4 5 6 7 8 9
Time Sec.

Fig. 9. Ultrasound data sample from a machine in normal condition.

0.2
ANN output
0.15 ultrasound data

0.1

0.05
Amp.

-0.05
Fig. 7. The measurement of ultrasound data from the grinding machine.
-0.1

0.2 -0.15
0.8 0.81 0.82 0.83 0.84 0.85
0.15 Time Sec.

0.1
Fig. 10. Testing results from ANN ultrasound model of the machine in
abnormal condition in comparison with the actual unseen ultrasound data.
0.05
Ultrasound fragment taken from 0.8-0.85 second
Amp.

−0.05
training is set to be 150.
−0.1 Once the models are constructed, we then can test the
condition of the machine by using unknown ultrasound data.
−0.15
We select a ultrasound data of 3.1422 seconds recorded from
−0.2 machine at normal condition for testing. The data will be input
0 1 2 3 4 5 6 7 8
Time Sec. into two constructed models. The errors between model output
and actual ultrasound will be calculated to form the residues.
Fig. 8. Ultrasound data sample from a machine in abnormal condition. We select a ultrasound of 0.03 second to illustrate the details
of the GSOANN model output in comparison with the actual
data, as shown in Fig. 10. The error rate between output of
8.1422 seconds, respectively. We use the first 5 seconds data GSOANN model at abnormal condition and actual ultrasound
of these samples as ANN training sets to construct ultrasound data is 0.0024%. The output of the GSOANN model at normal
models. condition is shown in Fig. 11. It can be seen that, the difference
between model output and actual ultrasound is large. The
To build a model for ultrasound data, a 3-layer feed-
error rate calculated from GSOANN output is 0.008%, which
forward neural network with 4 hidden neurons is employed.
is almost 4 times larger than the error rate obtained by the
The training algorithm we chose is the GSO based training
GSOANN model at abnormal condition.
algorithm in Section III. To reduce the complexity of the ANN,
we only select six past data points as the inputs: x(t − 0.01),
x(t − 0.02), x(t − 0.03), x(t − 0.04), x(t − 0.05), x(t − 0.06); V. C ONCLUSION
the output is x(t). The input and output are normalized so In this study, we proposed an novel ANN trained by a SI
that they fall in the interval [−1, 1]. The number of epoch for algorithm GSO, GSOANN for machine condition monitoring.


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 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 543--549
Copyright@2007 Watam Press
Inverse Learning Control of an Experimental Helicopter Using
Adaptive Neuro-Fuzzy Inference System
Gwo-Ruey Yu and C. W. Tao
Department of Electrical Engineering , National Ilan University
Section 1, Shen-Lung Rd., Ilan City, Ilan County, Taiwan, 260
e-mail: cwtao@niu.edu.tw

Abstract: The inverse learning strategy is applied to
control an experimental helicopter. The inverse dynamics of
the helicopter is learned through the adaptive neuro-fuzzy
inference systems. The hybrid learning algorithm of the
adaptive neuro-fuzzy inference systems include the gradient
descent and least squares method. Both computer simulations
and experimental results illustrate the effectiveness of
proposed design.
1 Introduction
Since helicopters are very important conveyances and have
been extensively used to rescue disasters, helicopters with
superior performance are needed. Helicopters exhibit high
levels of agility and maneuverability such as
“climbing”, ”hovering”, and ”forward flight” [6]. With the
high agility and maneuverability, the dynamics of a helicopter
is unstable and nonlinear. A nonlinear dynamic model is
developed for a coaxial helicopter in hover condition [2]. In
view of this, a more effective helicopter flight control strategy
is developed in this paper to improve the stability and
performance.
L.A. Zadeh first proposed the fuzzy set theory in [12]. The
fuzzy inference system employing fuzzy if-then rules can
control a plant with experts’ knowledge. Fuzzy controllers
have been widely used in industry because of their easy
realization and robustness [10]. However, the rules and the
membership functions of a fuzzy logic controller are short of
systematic design approaches.
A lot of works have been done on the construction of fuzzy
control rules and the determination of parameters in
membership functions. In reference [5], a hybrid fuzzy
controller with two types of fuzzy control rules is presented to
control an autonomous helicopter. The Mamdani-type control
rules regulate the desired velocity and the TS-type control
rules achieve the desired attitude angle. The “rules evolution
tuning method” and “knowledge based adjustment” are
devised for the fuzzy control of an unmanned helicopter in [1].
The literature [7] utilizes genetic algorithms to obtain the
appropriate parameter values in the fuzzy mechanism used
for the control of a UH-1H helicopter.
Unlike the approaches in the above literature, the inverse
learning technology is applied to control a causes the generation of a load torque Tp on the rotating motor
two-degrees-of-freedom helicopter through the adaptive
neuro-fuzzy inference systems in this study. The adaptive

neuro-fuzzy inference systems are fuzzy inference systems
implemented in the framework of adaptive neural-networks
[3]. After a hybrid learning procedure, the adaptive
neuro-fuzzy inference systems establish fuzzy if-then rules
with trained membership functions to bring out the inverse
dynamics of the helicopter. The trained fuzzy inference
systems will be utilized to produce control actions such that
the desired attitudes of the helicopter are traced.
This paper is organized as follows. In Section 2, the
non-linear dynamics of a experimental helicopter is
introduced and the linearized state-space model of the
experimental helicopter is also described. Section 3 illustrates
the strategy of inverse learning control and the principles of
adaptive neuro-fuzzy inference systems. The computer
simulations of learning and flight are presented in Section 4.
Section 5 indicates the equipment setup and experimental
results. The conclusions are provided in Section 6.
2 Aerodynamic Equations of the
Experimental Helicopter
The experimental helicopter used in this study is made by the
Quanser Company in Canada [9]. The helicopter system
consists of a helicopter plant on a fixed base, two power
modules (Universal Power Module UPM2405 and
UPM1503), a data acquisition card (MultiQ- PCI data
acquisition card), and a terminal board (MultiQ- PCI
Terminal Board). There are two propellers driven by DC
motors (a front motor and a back motor) in the helicopter
plant. The mathematical model of the
two-degrees-of-freedom helicopter describes the propeller
dynamics and the aerodynamic force. The dynamic diagram
of the experimental helicopter is shown in Figure 1.
The physical meanings of the parameters in the helicopter
diagram are indicated as follows. The helicopter mass center
is represented by the symbol “Mc”. The symbol “L” is the
half-length of helicopter fuselage. The revolving speed of the
front DC motor is controlled via input voltage Vp which
actuates the pitch propeller. A lifting force is generated from
the revolving of the front propeller. Thus the aerodynamic
force normally acts to the helicopter fuselage at a distance Rp
from the pitch axis. However, the revolution of propeller also
observed at yaw axis (parallel axis theorem). Therefore, the
rotation of pitch propeller does not only affect the motion
with respect to pitch axis, but also the motion relative to the
yaw axis. Similarly, the back DC motor creates a force Fy to
the helicopter fuselage at distance Ry from yaw axis. Also,
there is a torque Ty about the pitch axis.
where Vp is the pitch motor voltage and Vy is the yaw motor
voltage. The symbol “Kff ” and “Ktf ” are the constants of front
motor. The symbol “Ktb ” and “Kfb ” are the constants of back
motor. These parameter values are listed in table 1. The
symbol “Gd” means the gravitational disturbance constant.
Taking notice of a positive pitch voltage, it does not only
result in a pitch but also a negative yaw.
Table 1: Parameters of the experimental helicopter

Symbol Value Unit

Jpp 0.0307 Kg-Meter2

Jyy 0.0307 Kg-Meter2

Kff 0.8722 Newton/Voltage

Ktf 0.0200 Newton-Meter/Voltage

Kfb 0.4214 Newton/Voltage

Ktb 0.0100 Newton-Meter/Voltage

Fig 1. Dynamic diagram of the experimental helicopter



L 0.4064 Meter
According to the above analysis of aerodynamics, the
equations of longitudinal and lateral motion of the To reduce the effects of the gravitational disturbance
experimental helicopter could be given as follows constant “Gd”, the integrators have to be joined in the loop.

J pp P R p F p  C p (T y )  FG ( p ) (2.1) Two new states D and ] are defined as the integrations of
pitch and yaw angles respectively. The new state-space model
J yy y R y Fy  C y (T p ) (2.2) is derived as follows:
ª p º ª0 0 1 0 0 0º ª pº
where “p” means the pitch angle relative to the horizontal axis, « y » «0 0 0 1 0 0 »» «y»
“y” means the yaw angle. « » « « »
« p » «0 0 0 0 0 0» « p »
The “Jpp” and “Jyy” are the moment of inertia of the « » « »u « »
fuselage about the pitch and yaw axes respectively. The “Rp” « y » «0 0 0 0 0 0» « y »
is the horizontal distance between the center of mass and the «D » «1 0 0 0 0 0» «D »
« » « » « »
pivot point. The “Ry” is the vertical distance between the «¬] »¼ «¬ 0 1 0 0 0 0 »¼ «¬] »¼ (2.4)
center of mass and the pivot point. The “Fp” is the
ª 0 0 º
aerodynamic force created by the front propeller and is
functions of input voltage Vp. The “Fy” is the aerodynamic
« 0
« 0 »»
force created by the back propeller and is functions of input «K K py » ªV p º
voltage Vy. The “Tp” and “Ty” are torques at the propeller axes  « pp »u «V »
« K yp K yy » ¬ y¼
and also are the functions of Vp and Vy respectively. The “Cp” « 0 0 »
and “Cy” are the nonlinear functions of the coupling. The « »
“FG” represents the effects of gravity force on the angular ¬« 0 0 ¼»
momentum. In the next section, the augmented model is used for
The nonlinear dynamic equations (2.1) and (2.2) of the computer simulation. The training data of the adaptive
experimental helicopter could be linearized as a state-spaces neuro-fuzzy inference systems will be generated from
model: equation (2.4).
ª 0 0 º

ª p º ª0 0 1 0º ª pº « 0 0 »» ª0º 3 Inverse Learning Control Using
« y » «0 » « » « K « »
0 0 1» « y» «L ff L Ktb » ªVp º « 0 » (2.3)
« »
«p»
«
«0
u « J u « » 
0 0 0» « p » « pp J pp »» ¬Vy ¼ «Gd »
Adaptive Neuro-fuzzy Inference Systems
« » « » « » K K « » The strategy of inverse learning control is first to find the
¬y¼ ¬0 0 0 0¼ ¬ y ¼ «L tf L fb » ¬0¼
« Jyy J » inverse dynamics of the experimental helicopter [8]. Then the
¬ yy ¼
inverse dynamics will be implemented in the feed-forward


loop to produce the desired control signal. The discrete form Rule i : If x is Ai and y is Bi, then hi=pix+qiy+ri;
B

of equation (2.4) can be written as

where Ai and Bi represent linguistic labels for input variables
B

x(n  1) Ax(n)  Bu (n) (3.1) x and y, respectively, i=1, …, n. The symbol “pi”, “qi” and “ri”
are the parameters in the consequent of the fuzzy inference
where x is the 6 u 1 state vector, u is the 2 u 1 control system, i=1, …, n.
signal. After iterating the equation (3.1), the discrete state
Defuzzifying the fuzzy set by centroid method, the output
equation at the mth steps is
h can be derived as:
x ( n  m) A m x(n)  Su (n) (3.2) n
¦ wi hi
where S [ B AB " A m1 B] is the controllability h i 1
(3.4)
n
matrix. Since the experimental helicopter is controllable, the ¦ wi
controllability matrix S is nonsingular. Thus the inverse i 1
mapping of the experimental helicopter exists and can be
and
expressed as an explicit function
u F ( x(n), x(n  m)) (3.3) wi P Ai ( x) P Bi ( y )
It is not easy to solve equation (3.3) explicitly. On the where P Ai and P Bi are the membership functions of fuzzy
other hand, the adaptive neuro-fuzzy inference systems could
be treated as a universal approximator by the sets Ai and Bi , respectively.
Stone-Weierstrass theorem [4]. That is, the zero-order
Sugeno model possesses the characteristic of approximating Let the coefficient of hi in Eq. (3.4) be w i , i.e.,
any nonlinear function arbitrarily. Therefore, the adaptive
neuro-fuzzy inference systems are utilized to learn the inverse wi
mapping F. Fig. 2 shows the block diagram of inversing wi n
.
learning control of the experimental helicopter using adaptive ¦ wi
neuro-fuzzy inference systems (ANFIS). The principles of i 1
the adaptive neuro-fuzzy inference systems are introduced in
the following. Then, from the first-order Sugeno model, the output h could
be written as
rp Vp Pitch n
h ¦ w i ( pi x  qi y  ri ) (3.5)
Helicopter i 1
ry ANFIS Vy Yaw
Fig. 3 shows the structure of adaptive neuro-fuzzy
inference systems. Layer 1 is used for converting the input to
the membership function. The inputs are the states of the
̈́ system and the output is the membership function. Layer 2 is
ey used for performing fuzzy “AND” to find the firing strength
ep of a rule. The output is the product of all the incoming signals.
̈́ Layer 3 is used for normalizing firing strengths. The output is
the ratio of the ith rule’s firing strength to the sum of all rules’
firing strengths.
ANFIS Layer 4 is used for calculating the output for each fuzzy
rule. The adaptive neuro-fuzzy inference systems utilize a

hybrid-learning rule composed of a forward pass and a
backward pass to tune the premise and consequent parameters.
Fig 2. Block diagram of inverse learning control
In the forward pass, signals go forward till layer 4 and the
Fundamentally, the adaptive neuro-fuzzy inference consequent parameter {pi, qi, ri} are identified by the least
systems are implementing fuzzy systems on adaptive neural squares estimate. In the backward pass, the error rates
networks and tuning them by a combination of back propagate backward and the premise parameters are updated
propagation algorithm and least square method based on by gradient descent method. Layer 5 is used for computing
collections of input-output data. This allows the neuro-fuzzy the overall output as the summation of all incoming signals.
systems to learn. To demonstrate the architecture of adaptive The adjustable premise parameters of the membership
neuro-fuzzy inference systems, consider a first-order Sugeno function, Pp, are tuned so as to minimize the average error
fuzzy model. A fuzzy rule set contains fuzzy if-then rules between the actual network output and the desired target over
with the following common format: the vectors in a training set. The error function E is defined as
sum-of-the-squared-errors to be minimized over training set


 1 L 2 (3.6)
E ( Pp ) ¦ (d l  hl ) in1mf1 in1mf2 in1mf3 in1mf4 in1mf5
2l 1 1

where d l is the desired target and hl is the network output. 0.8

Degree of membership
The premise parameters are updated as follows 0.6

wE (3.7)
'Pp U 0.4
wPp
0.2
where U is the learning rate.
0
layer1 layer2 layer3 layer4 layer5
0 10 20 30 40 50 60
input1pitch

A1
w1 w1 Fig 4. (a) Initial membership functions of pitch angle
–

x # w1 h
#w #w
1 in1mf1 in1mf2 in1mf3 in1mf4 in1mf5
1
xy
–
An
i i wi h Ν
i 0.8

# ΝȈ h

Degree of membership
B1 – 0.6

#w #w
xy
wn h
y
# –
n n n
0.4

0.2
Bn
xy

0

Fig 3. Architecture of adaptive neuro-fuzzy inference systems

0 10 20 30 40 50 60
input1

4 Computer Simulations Fig 4. (b) Trained membership functions of pitch angle

The adaptive neuro-fuzzy inference systems are trained to

in2mf1 in2mf2 in2mf3 in2mf4 in2mf5
find the inverse dynamics of the experimental helicopter. The 1

input data are the angle of pitch and the angle of yaw angle.
0.8
The output data are the voltage Vp of front motor and the
Degree of membership

voltage Vy of back motor respectively. Let the universe of the 0.6

input variables of the fuzzy mechanism are partitioned into
five fuzzy sets. Thus, the architecture of adaptive neuro-fuzzy 0.4

inference systems contains 25 rules, with 5 bell-shaped

0.2
membership functions assigned to each input variable. A total
of 1000 training data are sampled uniformly from the input 0
range [0, 60] u [0, 250]. Fig 4(a) shows the initial
0 50 100 150 200 250
membership functions of pitch angle. The trained input2yaw

membership functions of pitch angle are indicated in Fig 4(b).

Fig 4. (c) Initial membership functions of yaw angle
The bell-shape functions in Fig 4(c) are the initial
membership functions of yaw angle. Fig 4(d) provides the
trained membership functions of yaw angle. To illustrate the in2mf1
1
in2mf2 in2mf3 in2mf4 in2mf5

learning performance, the training data and the neuro-fuzzy

inference systems outputs are plotted in Fig 5. Obviously, the 0.8
final result is a good fit to the original data.
Degree of membership

0.6

0.4

0.2

0 50 100 150 200 250

input2

Fig 4. (d) Trained membership functions of yaw angle


 Fig 6. (b) Input voltage Vp
Fig 5. (a) Fitness of input voltage Vp

Fig 6. (c) Response of Yaw angle

Fig 5. (b) Fitness of input voltage Vy

After training, the adaptive neuro-fuzzy inference systems

are applied to control the helicopter. Let the command be two
step signals, one is the 60 degrees of pitch angle and the other
is 45 degree of yaw angle. The simulation results of attitude
response and input voltage are shown in Fig 6. Apparently,
the neuro-fuzzy controller tracks the command signals.

Fig 6. (d) Input voltage Vy

Fig 6. (a) Response of Pitch angle
5 Experimental results
A two-degree-of-freedom helicopter is used as the platform to
demonstrate the effectives of adaptive neuro-fuzzy inference
systems. The experimental helicopter plant mounted on a
fixed base is shown in Fig 7. The encoders measure the
longitudinal and lateral motion. Electrical signals are


transmitted through the slip ring on the base. There are two
power modules to offer motor voltage in the system. The
UPM2405 is used for the pitch motor. The UPM1503 is used
for the yaw motor. The maximum input voltage is limited to 5
volts.
The MultiQ-PCI data acquisition card installed on
computer supports 48 I/O channels. The MultiQ-PCI terminal
board supports 4 analog outputΕ16 analog inputΕ6 encoder
input and 48 digital I/O channels. The MATLAB Simulink
shown in Fig 8 is used as the interface for operation. Digital
command signals are transmitted to the MultiQ-PCI terminal
board via the MultiQ-PCI data acquisition. These signals are
converted to two kinds of signals (analog and encoder). The
analog signals are transmitted to the Universal Power Module.
The encoder signals are transmitted to the helicopter plant.
Applying the trained neuro-fuzzy inference systems to the
Simulink window, the experimental results are shown in Fig 9.
The attitude of the experimental helicopter could approach
Fig 9. (a) Attitude of Pitch angle
the reference command through inverse learning control.

Fig 7. The experimental helicopter Fig 9. (b) Voltage signal of front motor

Fig 8. Simulink Interface Fig 9. (c) Attitude of Yaw angle


 [7] C. Phillips, C. Karr and G. Walker, “Helicopter Flight Control:
with Fuzzy logic and Genetic Algorithms,” Engineering
Applications of Artificial Intelligence, Vol. 9, pp. 175-184,
1996.
[8] D. Psaltis, A. Sideris and A. Yamamura, “A multilayered neural
network controller”, IEEE Control Systems Magazine, Vol. 8,
No. 4, pp. 17-21, 1988.
[9] Quanser Consulting Inc, User manual for 2DOF Helicopter,
2000.
[10] K. Tanaka and M. Sugeno, “Stability Analysis and Design of
Fuzzy Control Systems,” Fuzzy Sets and System, Vol. 45, No. 2,
pp. 135-156, 1992.
[11] L.-X. Wang, A Course in Fuzzy Systems and Control,
Prentice-Hall Inc, 1997.
[12] J. Yen and R. Langari, Fuzzy Logic: Intelligence, Control, and
Information, Prentice-Hall, New Jersey; 1999.
[13] J. Zhang, J. Chen, C. C. Ko, B. M. Chen and S. S. Ge, “A
Fig 9. (d) Voltage signal of back motor Web-Based Laboratory on Control of a
Two-Degree-of-Freedom Helicopter”, Proceedings of the 40th
IEEE Conference on Decision and Control, Vol.3, pp.
2821-2826, December 2001.

$PODMVTJPO

The adaptive neuro-fuzzy inference systems are trained to
learn the inverse dynamics of an experimental helicopter. The
membership functions have been tuned to fit the training data.
The mapping between the attitude of helicopter and motor
voltage is established as the fuzzy inference systems. The
trained fuzzy systems are the flight controller of the
experimental helicopter. Computer simulations and
experimental results demonstrate the response of pitch and
yaw angle could track the desired signal.

Acknowledgement
This research is sponsored by means of the National Science
Council of the Republic of China, under Grant NSC
95-2221-E-197-008-.

3FGFSFODFT

[1] C. Calvalcante, J. Cardoso, J. G. Ramos and O. R. Neves,
“Design and Tuning of a Helicopter Fuzzy Controller,” IEEE
Int. Conference on Fuzzy Systems, pp. 1549-1554, 1995.
[2] A. Dzul, T. Hamel and R. Lozano, “Modeling and nonlinear
control for a coaxial helicopter”, Proceedings of 2002 IEEE
International Conference on Systems, Man and Cybernetics,
Vol.6, 6-9 Oct. 2002.
[3] J.-S. R. Jang, “ANFIS: adaptive-network-based fuzzy inference
system”, IEEE Trans. on Sys., Man and Cyber., Vol. 23, No. 3,
pp. 665-684, 1993.
[4] J.-S. R. Jang, C.-T. Sun and E. Mizutani, Neuro-Fuzzy and Soft
Computing: A Computational Approach to Learning and
Machine Intelligence, Prentice-Hall, Inc., 1997.
[5] B. Kadmiry and D. Driankov, “Autonomous Helicopter Control
Using Linguistic and Model-Based Fuzzy Control,”
Proceedings of the 2001 IEEE International Symposium on
Intelligent Control, Mexico City, September 5-7, pp. 348-352,
2001.
[6] D. McLean, Automatic Flight Control System, Prentice Hall,
1990.


 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 550--558
Copyright@2007 Watam Press
Kinematic Control of a 6-DOF Robot Manipulator using Kohonen
Self-Organizing Map (SOM)
Anjan Kumar Ray ∗ , Laxmidhar Behera † and Amit Shukla ‡
Department of Electrical Engineering
Indian Institute of Technology, Kanpur
208 016, UP, INDIA
∗ akray@iitk.ac.in † lbehera@iitk.ac.in ‡ shuklaam@iitk.ac.in
Abstract— Redundancy resolution is a prime goal for the
robot manipulator with higher dimensional joint space than
the task-space. In this work, we present three schemes for
this redundancy resolution based on hybrid visual motor co-
ordination (VMC) for a 6-dof robot manipulator. The proposed
first scheme is based on the rotation of the manipulator’s
coordinate frames which uses an extended Kohonen’s Self
Organizing Map (EKSOM) to find out the mapping from
the 3-dimensional positional task space to the 6-dimensional
joint space of the manipulator while maintaining its desired
orientation. The next two schemes use semi-joint space and
full-joint space clustering during the training through EKSOM.
The EKSOM is modified to confine the joint angles within a
specified range. The visual feedback is obtained through a pair
of calibrated camera. Here, we assume the preprocessing of
the camera data. So, given the positional data corresponding
to camera coordinates, the modified EKSOM has been trained
to obtain the input-output mapping by combining the visual
feedback and hybrid system model. These schemes can be used
for trajectory tracking in the workspace of the manipulator as
well as maintaining the required orientation or joint movement.
These schemes are successfully implemented on a 6-dof IRB-140
manipulator.
I. I NTRODUCTION
Visual Motor Coordination (VMC), in the context of
robotics is the process of using visual feedback from a
camera system to control a robot manipulator. It is similar
to the hand-eye coordination of Human being. The visual
feedback provides the information of the desired location of
a robot manipulator in its workspace, thus helps the end-
effector to reach a target point. In order to use the visual
information, a priori knowledge of camera model, robot
kinematics and dynamics may be required. This requires the
exact knowledge of those models which are quite uncertain in
the field of robotics. However, the parameters of the camera
model can be estimated through camera calibration technique
[1], [2]. Moreover, getting the exact knowledge of robot’s
inverse kinematics is also a complex process [3]. In case of
redundant robot, the problem spreads out as there will be
multiple solution for a given task. Redundancy resolution is
a process to handle the multi solution problem [4]. There
are several methods available to solve the redundancy reso-
lution problem such as Jacobian transpose, pseudo-inverse,
damped-least square [3], configuration control [5], successive
approximation based technique [6].

550
In the field of robotics, many aspects are complex to model
from first principle. So, in those cases, learning and acquisi-
tion are suitable processes to model robust system. The main
aim of the learning task is to formulate a mapping between
the task-space and the joint space. In this learning scheme
the manipulator will be trained to place its end-effector to a
desired location by using visual data, similar to what we ob-
serve in case of human being. This coordination is achieved
through learning the mapping that exists between the camera
output and the desired end-effector position. The adaptive
capabilities of motion control of biological organisms are still
highly superior to the capabilities of current robot systems.
Therefore, various neural network models have been devel-
oped that apply biologically inspired control mechanisms
to robot control task. Kuperstein’s [7], [8] model is an
early contribution to the application of topology-conserving
maps to visual-motor co-ordination. Ritter, Martinetz and
Schulten [9] improved on Kuperstein’s model by considering
a more general model based on Kohonen’s self-organizing
scheme. Further modification has been done by Walter and
Schulten [10] using the visual feedback from the camera
for fine tuning of the manipulator’s joint space variables.
Redundancy has been recognized as a major characteristic
in performing the tasks which need dexterity comparable
to that of the human arm. Redundancy in the manipulator
structure provides high dexterity and versatile performance
for a given task due to the infinite number of joint motions
which results in the same end-effector trajectory.
In this present work, a general framework for kinematic
control has been presented using visual feedback. A model
of 6-dof IRB-140 manipulator is considered to study the
applicability of the proposed schemes. In the hybrid network
approach, we take the partial system model and a neu-
ral network based on Extended Kohonen’s Self-Organizing
Map (EKSOM). The trained network is used for trajectory
tracking in a obstacle free workspace. The update of neural
network is so planned that will always keep the joint-angles
within the limits of [−π π]. This limit can be changed
for the joints whenever required based on its physical limit
and can be included in the neural model as required during
the training phase. The redundancy of the manipulator has
been resolved using the rotational elements of the system
which will provide the desired orientation as well. So, in
this present work, we map 8-dimensional input space to 6- of the manipulator by the following equation,
dimensional joint space during the training with this scheme. ⎡ ⎤ ⎡ ⎤ ⎡ ⎤
xb x X
Among the 8-dimension of the input space, 3-dimension ⎢ ⎥ ⎢ e⎥ ⎢ ⎥
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
come from the position and with each position we attach a 5- ⎢ yb ⎥ = R ⎢ ye ⎥ + ⎢ Y ⎥ (1)
dimensional random rotational elements during the training ⎣ ⎦ ⎣ ⎦ ⎣ ⎦
phase. The simulation result shows that this method is zb ze Z
capable of tracking a trajectory as well as maintaining a where, R is the rotational matrix given by
required orientation. The next two schemes use the joint ⎡ ⎤
angles information. During the training, the positional data r11 r12 r13
⎢ ⎥
points are generated by random selection of joint angles. ⎢ ⎥
R = ⎢r21 r22 r23 ⎥ (2)
These information are combined with the positional data to ⎣ ⎦
form clustered network. r31 r32 r33
In the section II we present the forward kinematic model The rotational matrix elements and position are found out to
of a 6-dof IRB-140 manipulator. In the section III, a modified be as follows
EKSOM is presented which is the main building block
of neural network training. The first training scheme is r11 = c6 (c5 (c4 (c1 c2 c3 − c1 s2 s3 ) + s1 s4 )
presented which will enable the end-effector to maintain its +(−(c1 c3 s2 ) − c1 c2 s3 )s5 ) (3)
position as well as orientation. The input-output clustering −(−(c4 s1 ) + (c1 c2 c3 − c1 s2 s3 )s4 )s6
of the network is described in the section IV. The simulation
r12 = −(c6 (−(c4 s1 ) + (c1 c2 c3 − c1 s2 s3 )s4 ))
result is presented in the section V followed by the section
VI which depicts the overall conclusion of these processes. −(c5 (c4 (c1 c2 c3 − c1 s2 s3 ) + s1 s4 ) (4)
+(−(c1 c3 s2 ) − c1 c2 s3 )s5 )s6
II. M ODELLING OF S YSTEMS r13 = c5 (−(c1 c3 s2 ) − c1 c2 s3 ) (5)
−(c4 (c1 c2 c3 − c1 s2 s3 ) + s1 s4 )s5
The visual-motor coordination for a robot manipulator
r21 = c6 (c5 (c4 (c2 c3 s1 − s1 s2 s3 ) − c1 s4 )
system consists of a pair of cameras and a robot manipulator.
The objective of this method is to place the end-effector of +(−(c3 s1 s2 ) − c2 s1 s3 )s5 ) (6)
the manipulator to a desired position using the information −(c1 c4 + (c2 c3 s1 − s1 s2 s3 )s4 )s6
gained from the pair of cameras. Each target object position r22 = −(c6 (c1 c4 + (c2 c3 s1 − s1 s2 s3 )s4 ))
[X Y Z]T is seen by each of the two cameras. In this
−(c5 (c4 (c2 c3 s1 − s1 s2 s3 ) − c1 s4 ) (7)
paper, we do not concern about the image processing
issues. We assume a visual preprocessing of the camera +(−(c3 s1 s2 ) − c2 s1 s3 )s5 )s6
data that reduces the images on both the two cameras to r23 = c5 (−(c3 s1 s2 ) − c2 s1 s3 ) (8)
two-dimensional ’retinal’ co-ordinates [u1 u2 ] and [u3 u4 ] −(c4 (c2 c3 s1 − s1 s2 s3 ) − c1 s4 )s5
respectively. Such kind of preprocessing can be done easily
r31 = c6 (c4 c5 (−(c3 s2 ) − c2 s3 )
by convolution and thresholding operations, provided that
there is a single object with high contrast. In this present +(−(c2 c3 ) + s2 s3 )s5 ) (9)
work we consider a 6-dof IRB-140 robot manipulator whose −(−(c3 s2 ) − c2 s3 )s4 s6
D-H parameters are as follows r32 = −(c6 (−(c3 s2 ) − c2 s3 )s4 )
−(c4 c5 (−(c3 s2 ) − c2 s3 ) (10)
i αi−1 ai−1 di θi +(−(c2 c3 ) + s2 s3 )s5 )s6
1 0 0 0 θ1 r33 = c5 (−(c2 c3 ) + s2 s3 ) (11)
−c4 (−(c3 s2 ) − c2 s3 )s5
2 −90o 70 d2 θ2
X = 70c1 + a2 c1 c2 − d2 s1 − d3 s1
3 0 a2 d3 θ3 +d4 (−(c1 c3 s2 ) − c1 c2 s3 ) (12)
o
4 −90 a3 d4 θ4 +a3 (c1 c2 c3 − c1 s2 s3 )
5 90 o
0 0 θ5 Y = c1 d2 + c1 d3 + 70s1 + a2 c2 s1
+d4 (−(c3 s1 s2 ) − c2 s1 s3 ) (13)
6 −90o 0 0 θ6
+a3 (c2 c3 s1 − s1 s2 s3 )
where, the subscripted parameters’ values are a2 = 360, Z = d1 − a2 s2 + a3 (−(c3 s2 ) − c2 s3 )
a3 = 0, d2 = 352, d3 = 0, d4 = 380. The position of the
+d4 (−(c2 c3 ) + s2 s3 ) (14)
end-effector is specified by [X Y Z]T and the orientation is
given by the rotational matrix R. The end effector position The terms ci = cosθi , si = sinθi , cij = cosθi cosθj and
[xe ye ze ]T and orientation is related to the base [xb yb zb ]T sij = sinθi sinθj where 0 < i < 7, 0 < j < 7 are integers.


551
 III. H YBRID APPROACH WITH ROTATIONAL ELEMENTS
USING MODIFIED EKSOM
The learning algorithm in this present work is based on
extended Kohonen’s Self-Organizing Feature Maps which
was introduced by Walter and Schulten in [10]. This method
was presented for a 3-dof robot manipulator [11], [12]. From
each positional data [X Y Z]T we can get a pair of camera
coordinate data [u1 u2 ] and [u3 u4 ] from camera 1 and 2
respectively. These form the visual target
utarget = [u1 u2 u3 u4 ] (15)
For each training step, a target position utarget is presented at
randomly and the corresponding  θ(utarget ) = (θ1 θ2 θ3 ) are
found out using a hybrid model. The transformation depends
(i) on the geometry of all the robot link; (ii) on the relative
position of the robot arm with the camera system, (iii) on
the camera’s optical properties. The control law is adaptively
represented by ‘winner-takes-all’ scheme. Each neuron in
the network has three fields namely ‘weight vector’ wr ,
‘Jacobean matrix’ Ar and ‘output vector’ θr where subscript
r stands for its position in the Kohonen latice. The system
produces the joint angles  θ(u) = (θ1 θ2 θ3 ) by using θr and
Ar , which are required for first two term of the Taylor series
expansion of θ(u), i.e.,

θ(u) = θμ + Aμ (u − wμ ) (16)
where, subscript μ denotes the subscript of the neuron
responsible for the output.
The kinematic redundancy in robotics has two sources.
One is the task definition in a space of lower dimensionality
than the joint space and the second is robot’s construction
with more than six degrees-of-freedom (DOF). For the case
of 6-dof manipulator, we can not use simply utarget =
[u1 u2 u3 u4 ] for calculating the proper joint space. In
this case we have redundant solution as the 3-dimensional
positional task or 4-dimensional image plane task can be
observed for various combination of 6-dimensional joint
space. So, the additional tasks have to be considered for
resolving the redundancy. In this present work, we wanted to
maintain a desired orientation along with the desired position
of the end-effector. The orientation of the end-effector is
defined by 3 angles named roll γ, pitch β and yaw α
which the end-effector coordinate frame makes with the base
frame of the manipulator [13]. The relationship between the
orientation and the rotational matrix is found out to be as
follows.
⎡ ⎤
r11 r12 r13
⎢ ⎥
⎢ ⎥
⎢r21 r22 r23 ⎥ = (17)
⎣ ⎦
r31 r32 r33
⎡ ⎤
cαcβ −sαcγ + cαsβsγ sαsγ + cαsβcγ
⎢ ⎥
⎢ ⎥
⎢sαcβ cαcγ + sαsβsγ −cαsγ + sαsβcγ ⎥
⎣ ⎦
−sβ cβsγ cβcγ

552
where, cα = cosα, sα = sinα, cβ = cosβ, sβ = sinβ, cγ =
cosγ, sγ = sinγ
From the above relation, we find out
r11 = cαcβ
r21 = sαcβ
r31 = −sβ (18)
r32 = cβsγ
r33 = cβcγ
The inverse relation between the orientation and the se-
lected rotational elements can be formulated as

β = Atan2(−r31 , r11 2 + r2 ) (19)
21
α = Atan2(r21 /cβ, r11 /cβ) (20)
γ = Atan2(r32 /cβ, r33 /cβ) (21)
where, Atan2(o, ∗) computes the angle in a 4-quadrant
structure with tan−1 ∗o .
In this present work, we use the information of rotational
elements instead of orientation directly. The position is
directly related to the first three joint angles. So, given a po-
sition and orientation the first three joint angles will be used
to find out the exact position whereas to maintain the proper
orientation it is seen that the last three joint angles have rapid
changes. So, instead of using direct orientation information
our approach is based on rotational elements which results in
smooth joint movements. The facility of the hybrid model is
that we can directly calculate the rotational matrix elements
given a set of joint angles. So, during the process of training,
the position can be achieved by the two cameras whereas the
orientation can be calculated using the system model with
random joint angles. In this way, the erroneous attachment of
orientation can be avoided, because with a chosen position all
the random orientation may not be feasible for the physical
limit. But during commissioning phase, the orientation will
come from a certain valid requirement. So, the rotational
elements can be calculated with the help of the equation
(18). In this way a fusion of camera data and the system
model can be achieved which is an important contribution
to the proper training. Otherwise, the choice of random
orientation associated with a specific position may not be
feasible for a physical system. So, the choice of this hybrid
nature greatly reduces the chance of erroneous data during
training. As a result during the training process we use these
information of rotation along with positional information.
As mentioned earlier, we consider a preprocessing of the
camera data so that we can look deep into the redundancy
resolution process instead of image processing issues. So, in
the coming discussion we will consider the direct available
position [X Y Z]T instead of its image coordinate utarget .
The input space of the network is then formed as
 target = [X Y Z r11 r21 r31 r32 r33 ]T
ip (22)
representing an end-effector position and orientation. The
output space for the network is the 6-dimensional joint space
θ = [θ1 θ2 θ3 θ4 θ5 θ6 ]T (23)
With this selection of input-output space, the dimensions well as this will enforce a smooth movement of joints angles.
of the parameters of each neural unit will change. The Further modification can be done to make the range within
dimensions of the parameters wr , Ar and θr will be 8 × 1, ±π as follows.
6 × 8 and 6 × 1. The neuron μ whose reference position is
closest to the target is declared as the winner based on the if θj > 0 (32)
⎧
euclidean distance metric in the workspace by the following ⎨ θ ; 0 ≤ θj ≤ π
j
equation: θj =
⎩ θ − 2π ; π < θj < 2π
j
 target || = min ||wρ − ip
||wμ − ip  target || (24)
∀ρ if θj < 0
⎧
The arm is given a coarse movement  θ0out which is the ⎨ θ ; 0 ≥ θj ≥ −π
j
network output that moves the end-effector to a position θj =
⎩ θ + 2π ; −π > θj > −2π
j
v0 = [X 0 Y 0 Z 0 ]T with rotation [r11
0 0
r21 0
r31 0
r32 0 T
r33 ] .
Collectively we take it as After completion of the movement stage the neural units are
 0 = [X 0 Y 0 Z 0 r11
ip 0 0
r21 0
r31 0
r32 0 T
r33 ] (25) adjusted by the following update rules:

This is followed by some fine movement given by θnout 1

which wr ← wr + εhr2 (ip target − wr ) (33)

brings the end-effector to ipn1 . In this process, we not only θr ← θr + ε1 hr3 Δθr
consider the effect of the winning neuron but also the effect
Ar ← Ar + ε1 hr3 ΔAr
of neighbors of that winning neuron. The neighborhood is
chosen by the equation The update rule for θr can be further corrected using equa-
 
||r − μ||2 tions (31), (32) where, θj will be the element of θr . The
hr1 (r) = exp − (26) ΔAr is found using a stochastic gradient descent approach
2σ12
  t1 to minimize the quadratic cost function
σ1f inal ( tmax )
σ1 = σ1initial
σ1initial
(27) 1  out 
2
E= Δθ0n1 − Ar Δip (34)
2
where, σ1initial and σ1f inal stand for the parameter σ1 ’s
initial and final values. t1 is the current number of iteration and it is given by,
step and tmax is the maximum number of iteration in 
our training. The following equations depict the process of  −2 Δθ0n
ΔAr = ||Δip|| out
− Ar Δip T
 Δip (35)
1

averaged output to calculate θ0out and θnout

1
where n1 stands
out
 Δθ0n
for number of fine movements. The quantities Δip, and Δθr are found out using the
   rules as follows:
1

θ0out = s−1 hr1 (r)  θr + Ar ip target − wr (28)

r   n − ip0
  Δip = ip 1
(36)
θout = θout + s−1  target − ip
hr1 (r)Ar ip  i−1 (29)
i i−1 Δθout0n1 = θout − θout
n1 0 (37)
r 
out
 Δθr    0 − wr
= θ0 − θr − Ar ip (38)
s = hr1 (r) (30)
r In this work, we consider the functions hr2 and hr3 to be
θiout = [θ1 θ2 θ3 θ4 θ5 θ6 ]Ti out Gaussian as
 
i = 1, 2, ...n1 ||r − μ||2
hr2 = exp − (39)
2σ22
It is observed that, with this condition it may happen that  
θout become unbounded. So, to keep the θout within the ||r − μ||2
i i hr3 = exp − . (40)
range of ±2π the following corrective measures have been 2σ32
taken. Also the learning rate parameters ε, ε1 and the neighborhood
if θj > 0 (31) width functions σ2 , σ3 changes during the training process
θj = mod(θj , 2π) according to a general rule as follows:
  t1
if θj < 0 ηf inal ( tmax )
θj = mod(θj , −2π) η = ηinitial (41)
ηinitial
j = 1, 2, ...6
where η ∈ ε, ε1 , σ2 , σ3 . One corrective measure is required
where, θj is the element of  θiout and the function mod(a, b) during the training of the network. If the required pitch β is
is the remainder of the division a by b. This rule will ensure ± π2 then from equation (18) it is observed that the elements
that all element of θiout will stay within the range ±2π as r11 , r21 , r32 and r33 become 0. So, in this special condition


553
the roll γ, pitch β and yaw α can be computed respectively
as
β =
π
, α = 0, γ = Atan2(r12 , r22 ) (42)
2 Jacobian matrix Ar with dimensionality 6 × 3 and the output
π vector θr with dimensionality 6 × 1. During the training,
β = − , α = 0, γ = −Atan2(r12 , r22 ) (43)
2 the collective output of the network is calculated using the
In this present work, the initial and final values of the
parameters ε, ε1 , σ2 , σ3 are taken as {1.0, 0.05}, {0.9, 0.9},
{2.5, 0.01} and {2.5, 0.01} respectively.
IV. S EMI - JOINT SPACE AND FULL - JOINT SPACE CLUSTER
In visual-motor coordination, a topological map is formed
between the input space and output space using a 3D neural
lattice. Each neuron acts as a receptive point of the input.
During training phase, random θ = [θ1 θ2 θ3 θ4 θ5 θ6 ]T are
generated within the workspace of the manipulator. For each
set of joint movements, the end-effector of the manipulator
reaches a particular workspace point [X Y Z]T . With the
neural network training, a topological organization of the
input space is formed which directly produce the inverse
kinematics of the manipulator. So, after training, the network
is capable of finding the joint space  θ given the task space
 target . Among the elements of θ,
ip  the [θ1 θ2 θ3 ]T resolve
the required positional task [X Y Z]T . The extra 3-dof can
be resolved by using the available joint space θ information.
We can utilize this joint space information along with the
positional information in two ways, named semi-joint space
clustering and joint space clustering.
In semi-joint space clustering, we use the available info-
mation of last three joint angles during the training, as first
three joint angles are directly related to the positional task
(eqn. (12), eqn. (13), eqn. (14)). So, the information of first
three joint angles are redundant. The actual input and output
space are defined by
 target = [X Y Z θ4 θ5 θ6 ]T
ip (44)
θ = [θ1 θ2 θ3 θ4 θ5 θ6 ]T
 (45)
Each neuron of the 3-dimensional neural network is now
associated with the weight vector wr of dimension 6 × 1,
Jacobian matrix Ar of dimension 6 × 6 and output vector
θr of dimension 6 × 1. Hence for each point in workspace,
the neurons are receptive to both Cartesian space as well as
semi-joint space simultaneously. The network training will
follow the same steps as mentioned by the eqn. (24) through
 0 will
eqn. (41), except a change in the eqn. (25) where ip
be given by
 0 = [X 0 Y 0 Z 0 θ40 θ50 θ60 ]T
ip (46)
where, end-effector position is vo = [X 0 Y 0 Z 0 ]T and last
three joint angles are [θ40 θ50 θ60 ]T .
In joint space clustering, we use all the available informa-
tion to train the network. In this scheme, we club together
the positional input space with the output space i.e. the joint
space. So, here the actual input and output space are defined
by
 target = [X Y Z θ1 θ2 θ3 θ4 θ5 θ6 ]T
ip (47)
θ = [θ1 θ2 θ3 θ4 θ5 θ6 ]T (48)

554
As all the information of input-output are available, this
method facilitate the training. The associated parameters of
each neuron are weight vector wr with dimensionality 9 × 1,
eqn. (28), eqn. (29) and eqn. (29), where only the first three
 target , ip
elements of ip  i−1 and wr are used. In this way, this
method reduces the dimensionality of the Jacobian matrix
Ar to 6 × 3 and maps directly the output space θ from the
positional input space [X Y Z]T . In this case, ip  0 will be
given by
 0 = [X 0 Y 0 Z 0 θ10 θ20 θ30 θ40 θ50 θ60 ]T
ip (49)
where, end-effector position is vo = [X 0 Y 0 Z 0 ]T and
joint space variables are [θ10 θ20 θ30 θ40 θ50 θ60 ]T . During
the testing phase, the winner neuron is selected based on
the 3-dimensional positional task space [X Y Z]T . In the
following section V, the simulation results are presented in
support of these schemes.
V. S IMULATION R ESULTS
In the simulation, the initial and final values of σ1 are
taken as 1 and 0.1 respectively. The 3-D neural network with
8 × 8 × 8 neurons have been trained with 100000 data points
randomly spread over the work-space of 200 × 200 × 200
mm. During the training phase 2 visual corrections are
used for fine tuning. The visual correction is not required
during the testing phase if the network uses a hybrid model.
In that case, the mapped values of joint angles from the
task space will produce the corresponding positional and
rotational information using the hybrid network. This reduces
a lot of computational effort for image processing. It is
been observed that by normalizing the input space within
the range ±1, the errors are greatly reduced and possibility
of smooth joint movements are increased. This policy is
adopted during the training of the network. The Fig. 1,
2, 3 show the elements of the weight vector wr of the
trained network with the first scheme. It is clear from the
figures that the normalized weights’ values are very small.
The corresponding output vector of the trained network are
shown in the Fig. 4 and 5. The joint angles 1, 2 and 3 of the
trained network are shown in Fig. 4 and the Fig. 5 shows
the last three joint angles of the trained network. The figures
depicts that all the joint angles’ values are within the range
of ±π. The trained network has been tested to find whether
it actually track a desired trajectory while maintaining the
desired orientation. A data set for the testing has been
generated using the system model. Then those data have
been fed back to the network to observe its outcome. We
observe a satisfactory result as the output almost matches
with the input to the network. A circular trajectory tracking
is shown in the Fig. 6. The corresponding joint angles of
the manipulator are shown in Fig. 7 and Fig. 8. As shown in
figures, smooth joint movements are achieved for the desired
tracking operation.
 weight w
123
trained θ456

−0.3 4

−0.32
2

trained θ6
−0.34
0
w3

−0.36
−2
−0.38

−0.4 −4
0.4 4
0 2 4
0.3 2
0
−0.1 0
0.2 −2 −2
w2 −0.2 w trained θ5 −4 −4 trained θ4
1

Fig. 1. Trained weight vector elements 1, 2 and 3 for rotational scheme Fig. 5. Trained output vector elements θ456 for rotational scheme

weight w456 desired

actual
−0.06 −350

−0.08

−0.1
z−axis −400
6
w

−0.12

−0.14

−0.16 −450
0.05
390
380 210
0 0.2 200
370 190
0.1 360 180
−0.05 0 350 170
w5 w4 y−axis 160 x−axis

Fig. 2. Trained weight vector elements 4, 5 and 6 for rotational scheme Fig. 6. Tracking of a circular path in the workspace for rotational scheme

0.4
weight w678
0.35
0
0.3

0.25
−0.05
θ1, θ2, θ3

0.2
w8

−0.1 0.15

0.1
−0.15 θ1
0.2 0.05
−0.06 θ
2
0.15 0
−0.08 θ
3
0.1
−0.1
−0.05
w7 0.05 −0.12 w 0 20 40 60 80 100 120 140
6 No of samples

Fig. 3. Trained weight vector elements 6, 7 and 8 for rotational scheme Fig. 7. First three Joint angles’ motion during tracking for rotational scheme

0.9
trained θ123 θ4
0.8 θ
5
4
θ
6
0.7
2
trained θ3

0.6
6
θ ,θ ,θ

0
5
4

0.5
−2

−4 0.4
4
2 4 0.3
0 2
0
−2 −2 0.2
trained θ −4 −4 trained θ 0 20 40 60 80 100 120 140
2 1 No of samples

Fig. 4. Trained output vector elements θ123 for rotational scheme Fig. 8. Last three Joint angles’ motion during tracking for rotational scheme



555
 1.6
x−axis error desired
1.4 y−axis error actual
z−axis error 300
1.2
280
1
positional error

260

y−axis
0.8
240
0.6
220
0.4
200
0.2 −380
−270
0 −400 −280
−290
−0.2 −300
0 20 40 60 80 100 120 140 z−axis −420 −310 x−axis
No of samples

Fig. 9. Positional error in tracking (in mm) for rotational scheme Fig. 12. Tracking of a circular path in the workspace for semi-joint cluster

0.14 1.6
r θ1
11
0.12 r21 1.4 θ2
0.1 r
31
θ
3
r 1.2
32
0.08
rotational error

r33
1

3
θ ,θ ,θ
0.06

0.04 2
1 0.8

0.02
0.6
0
0.4
−0.02

−0.04 0.2
0 20 40 60 80 100 120 140 0 20 40 60 80 100 120 140
No of samples No of samples

Fig. 10. Rotational elements’ error during tracking for rotational scheme Fig. 13. First three Joint angles’ motion during tracking for semi-joint
cluster

The positional error of tracking is shown in the Fig. 9,

space clustering is shown in the Fig. 12. The associated joint
whereas the rotational and orientation errors are shown in
movements are shown in Fig. 13 and Fig. 14. The positional
the Fig. 10 and Fig. 11. The rms errors associated with the
tracking error is shown in the Fig. 15. The tracking with joint
tracking and maintaining the orientation are tabulated. Table
space clustering is shown in the Fig. 16. The associated joint
I shows the error associated with the positional tracking. The
movements are shown in Fig. 17 and Fig. 18. The positional
rms error along the x-axis,y-axis and z-axis are 0.0257 mm,
tracking error is shown in the Fig. 19.
0.8222 mm and 0.5984 mm respectively. The rotational rms
error are depicted in the Table II and the orientation error are VI. C ONCLUSION
tabulated in the Table III. We observe that the error are quite
In this work, a visual control scheme based on rotational
small as the maximum rms rotational error occurs for yaw α
elements of a robot manipulator is proposed which uses an
which is 0.0628 rad. So, we may conclude that the present
extended Kohonen Self Organizing Map. This method has
work satisfactorily minimizes error while maintaining the
been successfully implemented on a 6-dof IRB-140 manip-
desired position and orientation. The tracking with semi-joint

0.75
0.06 θ4
roll error 0.7
θ
0.04 pitch error 5

yaw error 0.65 θ

6
0.02
0.6
0
orientation error

θ4, θ5, θ6

−0.02 0.55

−0.04 0.5

−0.06 0.45

−0.08 0.4
−0.1
0.35
−0.12
0 20 40 60 80 100 120 140
−0.14 No of samples
0 20 40 60 80 100 120 140
No of samples

Fig. 14. Last three Joint angles’ motion during tracking for semi-joint
Fig. 11. Orientation error during tracking (in rad) for rotational scheme cluster


556
 0.8
0.3 x−axis error
x−axis error 0.6 y−axis error
0.25
y−axis error z−axis error
0.2 z−axis error 0.4

0.15 0.2

positional error
0.1 0
error

0.05 −0.2
0
−0.4
−0.05
−0.6
−0.1
−0.8
−0.15
−1
−0.2 0 20 40 60 80 100 120 140
0 20 40 60 80 100 120 140 No of samples
No of samples

Fig. 15. Positional error in tracking (in mm) for semi-joint cluster Fig. 19. Positional error in tracking (in mm) for joint cluster

TABLE I
desired P OSITIONAL ERROR OF TRACKING FOR ROTATIONAL SCHEME
actual
300
Position X Y Z
280

260
rms error (mm) 0.0257 0.8222 0.5984
y−axis

240

220

200
−380 ulator to achieve trajectory tracking in the workspace of the
−400 −280
−270 manipulator as well as desired orientation. The orientation
−290 information is transformed into the rotational information
z−axis −420 −300 x−axis
and then the network has been trained along with the visual
data as mentioned in the section III. The trained network has
Fig. 16. Tracking of a circular path in the workspace for joint cluster been tested for randomly generated position and orientation.
The simulation result shows satisfactory performance. Both
1.6
the position and the orientation are maintained upto the
θ tolerable errors. The errors can be further minimized by
1
1.4 θ
θ3
2
using more number of visual corrections. But it generally
1.2 increases the computational burden of image processing and
1
operational time. In this present work, 2 visual corrections
θ1, θ2, θ3

are used. For smoother joint movement, the joint angle limits
0.8
are considered during the training which limits the movement
0.6 of joints within the range of ±π. With this process, the
0.4
inverse mapping of the joint space from the task space is
achieved. The simulation result shows that this process can
0.2
0 20 40 60 80 100 120 140 be implemented on a 6-dof manipulator. The performances
No of samples
of VMC for redundancy resolution are also demonstrated
Fig. 17. First three Joint angles’ motion during tracking for joint cluster through semi-joint space and joint space clustering. In these
case, we use the available information of joint angles during
the training and clubbed with the positional task. This work
1
θ4
θ
θ
5
TABLE II
6
ROTATIONAL ERROR OF TRACKING FOR ROTATIONAL SCHEME
0.5
θ4, θ5, θ6

Rotation r11 r21 r31 r32 r33

rms error 0.0791 0.0151 0.0018 0.0087 0.0138
0

TABLE III
−0.5
O RIENTATION ERROR OF TRACKING FOR ROTATIONAL SCHEME
0 20 40 60 80 100 120 140
No of samples
Orientation Roll Pitch Yaw
Fig. 18. Last three Joint angles’ motion during tracking for joint cluster rms error (rad) 0.0219 0.0123 0.0628



557
assumes a obstacle free environment. The normalization
of input-output space produces more accurate result with
bounded θ. In this present work, obstacle avoidance is not
considered, which is another way to resolve redundancy and
also no image processing issues have been addressed in this
present work.
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558
DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 559--564
Copyright@2007 Watam Press
A WNN Based Kalman Filtering For Auto-Correction Of
SINS/Star Sensor Integrated Navigation System
Baiqi Liu, Jiancheng Fang, Lei Guo
School of Instrumentation Science and Optoelectronics Engineering, Beihang University, Beijing – 100083, China
Abstract: Large velocity errors and position errors
result from initial misalignments in the SINS/Star
sensor integrated navigation system, since SINS works
independently without the correction of star sensor
before the ballistic missile flies out the atmosphere.
Firstly a wavelet neural network is designed to estimate
the velocity errors and position errors of SINS due to
initial misalignments. The errors estimated through
WNN can be corrected in the SINS/Star sensor
integrated navigation system. Simulations are carried
out to show the efficiency of the presented method for
reducing velocity and position errors of SINS/Star
Sensor integrated navigation system.
Key words: Integrated navigation system, SINS, star
sensor, auto-correction, wavelet neural network, initial
misalignment.
1 Introduction
Strapdown Inertial Navigation System (SINS) has the
merit of small volume, light weight, low cost and
medium accuracy. Particularly with the rapid
development of Ring Laser Gyro (RLG) and Fiber
Optic Gyro (FOG), SINS plays a more and more
significant role in navigation fields [1]. However, the
error accumulation of SINS with time retards the
further improvement of the SINS precision. If SINS
works independently, it is hard to meet the precision
requirement of the long range or middle range ballistic
missile. Therefore, SINS is often integrated with other
aided system through various filtering methods. Star
Sensor can determine the attitude of the ballistic
missile by celestial observation to enhance the
accuracy of SINS [2]. The star sensor provides updates
for the angle error derived from the stellar observation,
which can correct not only the attitude error of SINS
but also the gyro drift [3-5].
It is noted that SINS works independently under
atmosphere, since star sensor is interfered by sun light,.
When the ballistic missile flies out the atmosphere
region, star sensor starts to search and recognize the
stars in sky, and then the attitude of ballistic missile
can be calculated from the attitude matrix of star
sensor [6]. During the standalone operation of SINS,
there are large velocity errors and position errors
resulting from initial misalignments, gyro drifts and

the accelerometer bias, which can not be corrected by
Kalman filters or other non-linear filters. As a result, it
is necessary to correct these errors due to initial
misalignments to improve the precision of SINS/Star
sensor integrated navigation system.
Up to now, few feasible approaches have begun
on, since it is a nonlinear relationship between the
velocity errors, position errors and the initial
misalignments. How to estimate the velocity errors
and position errors from the misalignment information
is an open problem in the integrated navigation area.
Neural Networks is suitable for the approach of
the nonlinear system. Wavelet neural network (WNN)
combining the strongpoint of wavelet decompositions
and feedforward networks has become a popular tool
for function approximation [7]. In this paper, WNN is
designed firstly to correct the velocity errors and
position errors of SINS/Star sensor integrated
navigation system due to initial misalignments, and
the simulations are carried out to indicate the
efficiency of the new method.
2 Traditional Integrated Method
of SINS and Star Sensor
2.1 The Scheme of SINS/Star Sensor
integrated navigation system
The scheme of SINS/Star Sensor integrated navigation
system is as shown in Fig 1. SINS determines the
position, velocity, and attitude ( M g , T g and J g ) of
the ballistic missile according to the launch point
inertial coordinate system(LPICS) which is describe
with subscript g. Star sensor determines the
attitude( M c s , T c s and J c s ) of ballistic missile
according to the geocentric inertial coordinate
system(GCICS) which is described with subscript c,
and the superscript s represents star sensor. M c s , T c s
and J c s are transferred to the attitude according to
GCICS through the transfer matrix C cg , namely M g s ,
T g s and J g s . M g s , T g s and J g s are minused by
M g , T g and J g respectively, and the results are ª03u3 03u3 03u3 Cbg º
« »
represented with of GM ˈ GT and GJ . And then « Fb 03u3 Fa 03u3 »
F( t ) (4)
GM ˈ GT and GJ are multiplied by the transfer «0 I 3u3 03u3 03u3 »
« 3u3 »
matrix A, the results of which are set to be the observ- «¬03u3 03u3 03u3 03u3 »¼
ation of kalman filter. The attitude errors and gyro
ª Cbg º
drifts of SINS are evaluated by kalman filter and then G( t ) « » (5)
corrected in SINS. ¬«0 9u3 ¼»
where I x , I y and I z are misalignments of
Position, velocity and attitude of ballistic missile
according to launch point inertial coordinate
SINS. GV x , GV y and GV z are velocity errors of
FOG SINS SINS. Gx , Gy and Gz are position errors of
M g ,T g , J g SINS. H x , H y and H z are gyroscope drifts. Fa
Attitude according and Fb are given by
to geocentric +
inertial coordinate - ª f 14 f 15 f 16 º
Star Sensor Ccg «f
M cs ,T cs , J cs M gs ,T gs , J gs Fa « 24 f 25 f 26 »»
'M , 'T , 'J

«¬ f 34 f 35 f 36 »¼
ª 0 W z  W y º
«  »
Fb « W z 0 W x » 
Xˆ Kalman Ix I y Iz Transfer Matrix:
Filter A « W y  W x 0 »¼
¬
Fig. 1 The basic scheme of SINS/Star Sensor Integrated where W x , W y , W z are special force measured by
Navigation System
accelerometers. f 14 , f 15 , f 16 , f 24 , f 25 , f 26 ,
f 34 , f 35 and f 36 are given by
2.2 Mathematic Model of SINS/CNS
wg x GM x2
(1) State Equation of the System f 14  3 (1 3 2 )
wx r r
The launch point inertial coordinate system is wg x GM x( y  R0 )
f 15 3 3 
taken to be the navigation reference frame, and the wy r r2
body frame of SINS is similar to the body frame of
wg x GM xz
ballistic missile. According to the error model of SINS, f 16 3 3 2
the state equation of SINS/Star Sensor integrated wz r r
navigation system in launch point inertial coordinate is wg y wg x
given as follows. f 24 f 15 
wx wy
X(t) F(t)X(t)  G(t)W(t) (1) wg y ( R0  y ) 2
GM
f 25  3
(1  3 )
wy r r2
where X ( t ) is the state vector of the SINS/Star wg y GM ( R0  y ) z
Sensor integrated navigation system. F ( t ) is the state f 26 3 ( )
wz r3 r2
transition matrix. G( t ) is the error distribution matrix. wg z wg x
f 34 f 16 
W ( t ) is system noise vector and assumed to be white wx wz
noises. X ( t ) , W ( t ) , F ( t ) and G( t ) are given wg z wg y
f 35 f 26
by wy wz
>
X ( t ) I x I y I z GV x GV y GV z
wg z GM z2
f 36  (1  3 ) 
Gx Gy Gz H x Hy Hz @
T
(2) wz r3 r2
W( t ) >WH x WH y WH z @T (3) r x 2  ( y  R0 ) 2  z 2 


(2) Measurement Equation of the System M gs ( T  't ) , T gs ( T  't ) a n d J gs ( T  't ) . T h e
The attitude M gs , T gs and J gs determined by WNN based auto-correction method to correct errors
star sensor which does not accumulate with time is due to initial misalignments is as shown in Fig 2. SINS
much more accurate than the attitude M g ˈT g and J g works alone from launching until the star sensor
determine the attitude which is much more accurate
determined by SINS. The attitude of SINS minus the
than the attitude of SINS. The misalignments of SINS
attitude of star sensor, the result is given as follows:
s
at T  't  moment are calculated by misusing
ªGM º ªM g  M g º
«GT » « s »
M gs ( T  't ) , T gs ( T  't ) a n d J gs ( T  't ) with
« » «T g  T g » 6˅ M g ( T  't ) , T g ( T  't ) and J g ( T  't ) . Because
«¬GJ »¼ « J g  J gs »
¬ ¼
T  't LV generally short (about 40 seconds in this
In the error model of SINS, I x , I y and I z research), the misalignments of SINS at T  't 
represent the angle error between the computational moment are nearly equal to the initial misalignments.
navigation coordinate system and the navigation The misalignments of SINS at T  't moment are
reference frame, which are different with GM , carried in the trained wavelet neural network, then the
position errors and velocity errors of SINS due to
GT and GJ . GM , GT and GJ are transferred to
initial misalignments are calculated by the WNN
I x , I y and I z through the transfer matrix A using designed in the next part of this paper and corrected in
the equation as follows: SINS. After T  't time, the Kalman filter introduced
ªI x º ªGJ º ª 0 cos M  cos T sin M º ªGJ º above is used to integrated SINS and star sensor.
«I » A ˜ «GM » « 0  sin M cos T cos M »» ««GM »» 
« y» « » «
«¬I z »¼ «¬GT »¼ «¬ 1 0 0 »¼ «¬GT »¼
(7)
According to the equation (7), the measurement
equation could be obtained as followes:

Z( t ) HX ( t )  V ( t )  (8)

where Z ( t ) is the observation vector of the

SINS/Star Sensor integrated navigation system. H ( t )
is the measurement matrix. V ( t ) is measurement
noise vector and assumed to be white noises. Z ( t ) ,
H ( t ) and V ( t ) are given by
Z( t ) >I x I y Iz @T ,
H( t ) >I 3u3 0 3u12 @ , V ( t ) >V )x V )y V )z  @
Fig 2 A WNN based Auto-Correction method of SINS
3 A WNN based Auto-Correction using Star Sensor
method of SINS using Star
Sensor 4 The design of wavelet neural
Supposed that it is T second when the ballistic missile networks for correct the SINS
flies out the atmosphere and the star sensor stars to
work. It takes 't time for the star sensor to search The activation function of WNN is the wavelet
function [8]. Wavelet neural network combining the
stars, recognize stars, and calculate attitude, which
merits of wavelet decompositions and feed forward
means the time is T  't when the star sensor
networks has excellent learning and generalizing ability,
determines the attitude of the first time, namely
which have become a popular tool for function


approximation [9, 10]. function is obtained as follows:
In this part, A WNN is designed to estimate the 1 N 6
¦ ¦ > y i  ŷ i @
l l 2
position errors and velocity errors of SINS due to the J ˄11˅
2 l 1i 1
initial misalignments. The inputs of the WNN are three
According to the equation (6), the learning
initial misalignments, 'M 0 , 'T 0 and ' J 0 . The algorithm of the parameters could be obtained as
outputs are three position errors and three velocity follows:
errors due to initial misalignments, 'x , 'y , 'z , wJ
wij ( n 1) wij ( n ) K w  aw 'wij ( n ) ˄12˅
'V x , 'V y and 'V z . So the number of input wwij
neurons and output neurons is three and six wJ
a j ( n  1) a j ( n )  Ka  a a 'a j ( n ) ˄13˅
respectively, and the number of neurons in hide layer wa j
is set to be seven. The structure of WNN designed to
wJ
correct SINS is show in Fig 3. b j ( n  1 ) b j ( n )  Kb  ab 'b j ( n ) ˄14˅
wb j
where K w ,K a and K b are the learning rate of w, a
<m
yn and b respectively, which are all set to be 0.5.
<1 a w , a a and ab are the momentum coefficients of
xm 'x w, a and b respectively, which are all set to be 0.02.
<2 The method to get the training sample is given as
'M 0
'y follows. First, a trajectory for ballistic missile is
<3 designed, then the independent navigation calculation
'T 0 'z
of SINS is carried out for T  't seconds with the
<4 'Vx initial misalignments according to the trajectory.
Because other initial errors are set to be zero in the
'J 0 <5 'V y independ calculation of SINS such as gyro drift and
accelerometer bias, the position errors and velocity
<6 'Vz
errors only due to initial misalignments at T  't
moment could be obtained. The three initial
<7 misalignments and the errors at T  't moment due
to the three initial misalignments are taken to be
Fig 3 The structure of the WNN designed to estimate the training samples. When the two initial level
position errors and velocity errors due to initial misalignments vary from -20 arc-second to 20
misalignments
arc-second with an increment of 10 arc-second and, the

initial heading error varies from -1 degree to 1 degree
The mathematics model of this WNN could be with an increment of 30 arc second, 1200 groups
obtain as follows training samples could be obtained.
§ 3 ·
7
¨ ¦ xk  b j ¸
ŷ i ¦ wij < ¨ k 1 ¸ ,i 1,2, ,6 ˄˅ 5 Simulation
j 1 ¨ aj ¸
¨ ¸ The trajectory designed in this paper is as shown in Fig
© ¹
4. Longitude and latitude of launch point is 116° (E)
where, xk ( k 1,2 ,3 ) is the kth input. y i ( i 1,2,,6 )
and 0° respectively, and initial heading, pitch and
is the jth output. wij represent the weight between azimuth are 90°, 0° and 90° respectively. The time span
the ith neuron in hide layer and the jth neuron in of the power phase is 158 seconds. The star sensor
output layer. a j and the b j mean the scale and starts to work at T moment and determines the
shift of the wavelet function respectively. <( x ) is the attitude at T  't moment DŽ T  't equals to 40
seconds in this paper. Initial heading misalignment is 6
mother wavelet and given as follows: arc minutes, and the two level misalignments both are
x2 10 arc-seconds. The three gyro drifts are all 0.1°/h( V ),
<( x )  x ˜ exp(  ) ˄˅
2 and the three accelerometer bias are all 100ug( V ), and
If the training sample is > x l , y l @, l 1,2 , , N , the
k k
the error of star sensor is 10 arc-second( V ).
number of training samples is N. So the objective



Fig 4 Trajectory of the ballistic missile designed for
simulation
First, the simulation without WNN correction is
carried out for comparision. SINS works independently
from launching to the time 40 seconds after launching
and the kalman filter is used to integrated SINS and
star sensor from 40 seconds to 158 seconds which is
Fig 5 Compare between the results of the traditional method and the new WNN based correction method for the errors due to
initial alignment of SINS

the power-off point. The simulation results are as
shown in Fig 5 with red dot line. The three velocity
errors at the power-off point are 0.3152m/s, -0.1263m/s
and -12.234m/s respectively and the three poison errors
are 32.606 meters, -13.03 meters and -1717 meters
respectively, which are too big to satisfy the accuracy
of the ballistic missile.
Then, the simulation with WNN correction is
carried out. SINS also works independently from
launching to the time 40 seconds after launching. WNN
is used to estimate the position errors and velocity
errors due to initial misalignments, and then the errors
estimated by WNN are corrected in SINS. The kalman
filter is still used to integrated SINS and star sensor
from 40 seconds to 158 seconds when the ballistic
missile is power-off. The simulation results are as
shown in Fig 5 with blue line. The three velocity errors
at the power-off point reduce to 0.1267m/s, -0.058m/s
and 0.1194m/s respectively and the three poison errors
reduce to 7.778 meters, -6.665 meters and 7.317 meters
respectively, which are much more accurate than the
traditional method without WNN.
6 Conclusion [9] Zhang Q, Benveniste A, Wavelet Networks [J].
IEEE Transaction on Neural Networks, 1992,
Because the star sensor is interfered by sun light, it 6(3): 889 - 898.
starts to work after the ballistic missile flies out the [10] Zhang Q, Using Wavelet Networks in No-
atmosphere, before which SINS work independently. nparametric Estimation [J]. IEEE Transac- tion
The initial misalignments of SINS result in very large on Neural Networks, 1997, 8(2): 227 -236.
position errors and velocity errors which can not meet
the accuracy of ballistic missile especially for the
maneuver launching and the underwater launching.
The position errors and velocity errors due to initial
misalignments can not be correct by star sensor
directly. A new WNN based correction method for
errors due to initial misalignments of SINS is
proposed in this paper, the simulation results indicate
that this method corrects the position errors and
velocity errors due to initial misalignments effectively
and improve the accuracy of SINS/Star Sensor
integrated navigation system.

Reference:
[1] Upton R. W. Jr. and Miller W. G., The next
frontier for strapdown RLG inertial systems [C].
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[3] Brown Alison, Moy Geng, Long duration
strapdown stellar-inertial navigation using
satellite Tracking[C], IEEE PLANS, Posi- tion
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[4] Johnson, W.M.; Phillips, R.E. Space avion- ics
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 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 565--569
Copyright@2007 Watam Press

A Method to Pre-select Support Vectors for

LS-SVM Classifiers
Yongsheng Sang1,2 , Zhang Yi1 and Stones Lei Zhang1
1 Computational Intelligence Laboratory, School of Computer Science and Engineering,
University of Electronic Science and Technology of China, Chengdu 610054, P.R.China.
2 School of Computer Science and Technology,
Southwest University of Science and Technology, Mianyang 621010, P.R.China.
{sangys,zhangyi,leizhang}@uestc.edu.cn.

Abstract— Least Squares Support Vector Machines (LS-SVM),
a modified version of standard SVM, is a proven method for
classification and function estimation. Comparing to standard
SVM, LS-SVM only needs to solve a set of linear equations
instead of a quadratic optimization problem. As a result, LS-
SVM is computationally attractive. However, the sparseness is
lost because LS-SVM makes use of an -sensitive cost function. To
impose sparseness to LS-SVM solution, typical pruning methods
omit the data with smallest training errors and retrain the LS-
SVM on the reduced training set iteratively. But iterative pruning
and retraining are time-consuming. In this paper we propose a
direct method to impose sparseness to LS-SVM, which is done by
pre-selecting some more significant data points as support vectors
for LS-SVM. Experiments show our method is time-saving and
can effectively improve the sparseness of LS-SVM.
I. I NTRODUCTION
Support vector machines introduced by Vapnik et al in
[1] is receiving increasing attention in recent years. SVM is
an important learning methodology with good generalization
ability, which has been successfully applied in classification
and function estimation problems [2], [3]. For the standard
SVM, one needs to solve a quadratic convex optimization
problem. The dimension of the optimization problem grows
with the size of training data set, which results in intense
computation. But due to the -insensitive cost function, the
solution obtained by SVM is sparse.
A modified SVM called LS-SVM was proposed by J.A.K.
Suykens et al, which has been investigated for classifica-
tion and function estimation problems [4], [5]. Taking into
account equality constraints, LS-SVM only needs to solve
a set of linear equations. This method significantly reduces
the computation complexity. However, the sparseness of the
solution for LS-SVM is lost because of the choice of -
sensitive cost function. In standard SVM, many vectors are
non-support vectors and their support values are zero. Those
non-zero support values are related to support vectors, which
are contributing to construct the classifier. While in LS-SVM,
the support values are proportional to the errors, which results
in that almost all the data points have contributions to the
classifier. There are several numerical algorithms proposed for
training LS-SVM [9], [10], but they usually get non-sparse
solutions.
This work was supported by National Science Foundation of China under
Grant 60471055 and Specialized Research Fund for the Doctoral Program of
Higher Education under Grant 20040614017.
A pruning method, called Sparse LS-SVM, was proposed
in [6] for imposing sparseness of LS-SVM by Suykens et al.
Motivated by the fact that the LS-SVM support values are
proportional to the errors at the data points, they first train LS-
SVM on the whole training data, then remove a small amount
of points with smallest values in the sorted |αk | spectrum and
re-train LS-SVM based on the reduced training set. It repeats
the above steps unless the user-defined performance index
degrades. This is a iterative and time-consuming procedure.
De Kruif et al [7] Argue that omitting data with small errors
in the previous pass does not reliably predict what the errors
will be after the samples have been omitted. So they propose
to select the samples that bear the smallest errors when they
are omitted in the next pass. However, the computational
cost of determining the pruning points will increase in this
method. The SMO-based method for sparse LS-SVM in [8]
is still an iterative method. L. Hoegaerts et al [11] give a
general comparison of various pruning algorithms, and make
a conclusion that pruning based on absolute support values
is still most attractive if one takes into account both the
computational costs and classification accuracy.
In this paper, we propose a direct method to pre-select a
subset from original data set as a new training set, which does
not need to train a non-sparse LS-SVM and retrain iteratively
on reduced training sets. Our method evaluates the significance
of a data point to the LS-SVM according to its distance to
the other class center. The effectiveness of our method is
demonstrated by some experiments.
This paper is organized as follows. In Section II, LS-SVM
for binary classification problem is reviewed. A pre-selecting
support vectors method for LS-SVM is proposed in Section
III. The experimental results on some artificial datasets are
reported in Section IV. The conclusion is given in Section V.
II. L EAST S QUARES S UPPORT V ECTOR M ACHINE
C LASSIFIERS
Given a training set of n data points {(x1 , y1 ), (x2 , y2 ), ...,
(xN , yN )}, where xk ∈ Rp is the kth input vector and yk ∈
{+1, −1} is the corresponding class label. Assuming the data
points are linearly separable, there exists a linear classifier in
input space such that y(x) = Sign(wT x + b). For nonlinearly
separable cases, we employ the idea of mapping the data points
into a high dimensional feature space by means of a nonlinear


function ϕ(.), and a separating hyperplane in feature space III. P RE - SELECTING S UPPORT V ECTORS M ETHOD FOR
takes form as y(x) = Sign(wT ϕ(x) + b). To build an SVM, LS-SVM C LASSIFIERS
one needs to find the optimal hyperplane between the two
From Equation (3) we can formulate (9)
classes of training samples, which has the maximum margin of
 
separation 1/||w||. Obviously, the maximization of the margin ek = 1 − yk wT ϕ(xk ) + b (9)
is equivalent to the minimization of the Euclidean norm of w.
In order to obtain the optimal hyperplane, standard SVM need According to Equation (9), ek can be classified as follows
to build an optimization problem with inequality constraints ⎧
⎪
⎪ <0 , |wT ϕ(xk ) + b| > 1
such that ⎨
=0 , |wT ϕ(xk ) + b| = 1
yk [wT ϕ(xk ) + b] ≥ 1, k = 1, ..., N. ek = (10)
(1) ⎪
⎪ (0, 1) , 0 < |wT ϕ(xk ) + b| < 1
⎩
1 , |w ϕ(xk ) + b| = 0
T
Unlike standard SVM model, LS-SVM model builds an opti-
mization problem with equality constraints (3) instead of (1), According to αk = γ · ek (γ > 0), we can get a shift rule of
and the optimization problem takes the form as follows |αk |, which is shown in Fig.1.
1 T γ 2
N In Fig.1, D denotes (wT xk + b) , and |αk | denotes the
min J3 (w, b, e) = w w+ ek (2) absolute support values of data points. Those data points fall
w,b,e 2 2
k=1 inside the region nearest to the optimal hyperplane (D = 0)
Subject to the equality constraints have more big |αk | approximate to γ. When data points come
closer to decision surfaces D = +1 and D = −1, their |αk |
yk [wT ϕ(xk ) + b] = 1 − ek , k = 1, ..., N (3) reduce closer to 0. When data points go further from decision
The Lagrangian is constructed as surfaces, their |αk | gradually begin to increase, and reach γ
again when approach to D = +2 and D = −2. The further
L(w, b, e; α) = J3 (w, b, e)− data points go away from decision surfaces, the bigger |αk |
N (4)
αk {yk [wT ϕ(xk ) + b] − 1 + ek } they have.
k=1

According to Kuhn-Tucker conditions, the conditions for op- D = −3 D = −2 D = −1 D = 0 D = +1 D = +2 D = +3

timality are obtained as follows ĸ ĸ
⎧ ķ ķ
⎪
⎪ 
N
⎪
⎪ ∂w = 0 → w =
∂L
αk yk ϕ(xk )
⎪
⎪
⎪
⎨
k=1
N
∂b = 0 →
∂L
αk yk = 0
⎪
⎪
⎪
⎪
k=1
⎪ ∂e = 0 → αk = γek , k = 1, ..., N
∂L
⎪
⎪
⎩ ∂Lk = 0 → y [wT ϕ(x ) + b] − 1 + e = 0, k = 1, ..., N
∂αk k k k
(5)
αk αk
A linear system can be given through these conditions
     γ ek 2γ γ 0 γ 0 γ 2γ γ ek
0 YT b 0
= . (6) 
Y ZZ T + γ −1 I α 1 Fig. 1. The shift rule of absolute support values of data points.
−
→
where z = [ϕ(x1 )T y1 ; ...; ϕ(xN )T yN ], y = [y1 ; ...; yN ], 1 =
The pruning method mentioned in [6] omitted an amount
[1; ...; 1], α = [α1 ; ...; αN ]. Mercer’s condition can be applied
of data points with smallest |αk | step by step. However, while
to the matrix Ω = Z T Z where
omitting those data points with |αk | approach to γ, it’s difficult
Ωkl to distinguish data points near to D=0 from those points near
= yk yl ϕ(xk )T ϕ(xl ) (7) to D=+2 and D=-2, and those data points near to D=0 can’t
= yk yl K(xk , xl ) be omitted arbitrarily because they construct the boundary
between two classes. Hence, it probably stops the pruning
then resolve the linear system (6)-(7) which instead of
procedure when omit data points with |αk | approach to γ,
quadratic optimization question in standard SVM and finally
or it will result in huge loss of performance in most cases.
results in the following LS-SVM classifier
N  In other words, the pruning method in [6] usually can omit
 those data points in region  1 without performance loss. In
f (x) = sign αk yk K(x, xk ) + b) (8) fact, we can omit all those hidden data points in region  2
k=1 without more loss of performance. Therefore, the data points
where K : Rp × Rp −→ R : (x, xk )
−→ K(x, xk ) is a fall inside boundary regions and those points far from decision
positive-definite kernel function. αk are Largrange multipliers, surfaces (points with bold border in Fig.1) are remained, which
and they are proportional to the errors at the points. Conse- are the points with largest |αk | and the points constructing the
quently, all the data points are related to the construction of boundary. It’s obvious that region  2 covers more wide range
the classifier in LS-SVM and the sparseness is lost. than region .1 As a result, omitting data points in region  2


can improve more sparseness of LS-SVM than the pruning Define di+− as the distance between a sample xi ∈ C + and
method in [6]. the class center of C − in feature space, then we can formulate
Therefore, we propose a novel pruning method, called PS d2i+− as follows
LS-SVM, which directly omits those data points least signifi-
cant for construction of LS-SVM classifier before training it. d2i+−
The PS LS-SVM can omit those hidden data points effectively = ||ϕ(xi ) − ϕ− ||2
through a pre-selection procedure and the detail description of = ϕ2 (xi ) − 2ϕ(xi )ϕ− + ϕ2−
PS LS-SVM is given as follows: = K(xi , xi ) − 2ϕ(xi ) N1− ϕ(xj )
1) Compute the class centers ϕ+ for class C + and ϕ− for   xj ∈C −
class C − in given training data sets. + N1− ϕ(xj ) N1− ϕ(xk ) (15)
xj ∈C − xk ∈C −
2) Compute the distances di+− between each data point 
xi ∈ C + and ϕ− , then sort these distances, and a distance = K(xi , xi ) − N2− K(xj , xi )
xj ∈C −
spectrum D+ is obtained.  
+ N12 K(xj , xk )
3) Compute distances di−+ between each data point xi ∈ −
xj ∈C − xk ∈C −
C − and ϕ+ , then sort the distances, and a distance spectrum
D− is obtained.
4) Pre-select an amount of data points with smallest dis- di+− can be computed as
tances (e.g. 20% of original training set in nonlinearly sep-
arable problems) and largest distances (e.g. 20% of original
training set in nonlinearly separable problems) in distances di+− =
   2 1
 
spectrum D+ and D− as support vectors, and omit all the K(xi , xi ) − N− K(xj , xi ) + N−2 K(xj , xk )
other data points. xj ∈C − xk ∈C −

5) Train LS-SVM classifier based on the pre-selected data (16)

set. Similarly, Define di−+ as the distance between a sample xi ∈
In our pre-selection procedure, we evaluate the significance C − and the class center of C + in feature space, and di−+ can
of a data point according to its distance to the other class be computed as
center. To compute the distance, we need to find the class
centers at first. In linearly separable data sets, class centers
can be easily obtained. Define ϕ+ as the center of class C + , i−+ =
d
  2  
1
it can be computed in input space by K(xi , xi ) − N+ K(xj , xi ) + N+2 K(xj , xk )
xj ∈C + xk ∈C +
1  (17)
ϕ+ = xi (11) The proposed pre-selection procedure doesn’t need to train
N+ + xi ∈C a non-sparse LS-SVM beforehand and retrain LS-SVM itera-
where N+ is the number of samples in class C + . Define ϕ− tively, which saves much of time. The results of the pruning
as the center of class C − in the input space by method in [6] also show they keep an amount of data points
near to the optimal hyperplane and far from the decision
1  surfaces. Hence, our method is consistent with Sparse LS-
ϕ− = xi (12)
N− − SVM in some extent, but imposes more sparseness to LS-SVM
xi ∈C
classifiers. The experimental results show that our method
where N− is the number of samples in class C − . The usually achieves as good performance as standard LS-SVM.
distances di+− and di−+ for linearly separable data sets can
be computed by means of Euclidean distance in input space.
For nonlinearly separable data sets, we compute the class IV. E XPERIMENTS
centers in feature space. Given a training sample, define ϕ(xi )
as a mapping of sample xi from input space to feature space, In this section, we present some design examples and
then the kernel function can be written as K(xi , xj ) = ϕ(xi ) · simulation results in order to compare the Standard LS-
ϕ(xj ). Define ϕ+ as the class center of C + in the feature SVM, Sparse LS-SVM, and our method PS LS-SVM. Part
space by A is designed for linearly separable problems and Part B
for nonlinearly separable cases. Many experiments based on
1 
ϕ+ = ϕ(xi ) (13) different size of training sets both for linear and nonlinearly
N+ + separable examples are given in part C. Our experiments
xi ∈C
were carried on an Intel Celeron M 1.4GHz with 256MB of
Where N+ is the number of the samples of class C + . Similarly,
memory and running Windows XP Professional 2002. In all
define ϕ− as the class center of C − in the feature space by
the experiments presented here, LS-SVM is carried out using
1  LS-SVM tools from LS-SVMlab [12] based on Matlab 6.5
ϕ− = ϕ(xi ) (14) system. Our pre-selecting support vectors procedure is carried
N− −
xi ∈C
out based on a Visual Basic 6.0 program, and we train LS-
Where N− is the number of the samples of class C − . SVM using standard LS-SVM tools.


A. Linearly separable experiment 40
class 1
class 2
In this experiment, we used an artificial linearly separable 35

training set with 500 vectors with 2 Dimensions, in which 30

250 vectors belong to class C + and 250 vectors belong to 25 1

class C − . We pre-selected 20% data points of class C + with 1

X2
20

smallest distances to the class center of the class C − , and 15

5% furthest data points into support vector set. A same pre-
selection operation was done to class C − . The pre-selection
10

1
5 1
procedure of support vectors in this experiment carried out in
0
input space. We used standard LS-SVM, Sparse LS-SVM, and 0 5 10 15 20
X1
25 30 35 40

our method PS LS-SVM to train the data set, and Fig.2 shows
the training result of our method. Fig. 4. Pruning result of Sparse LS-SVM in Expriment B(285 points).

B. Nonlinearly separable experiment 40 class 1

class 2
In this experiment, we used another nonlinearly separable 35

training set with 500 vectors with 2 Dimensions, in which 250 30

vectors belong to class C + and 250 vectors belong to class 25 1

C − . Because the data sets are nonlinearly separable, we pre-

X2
20
1
selected support vectors in feature space which is obtained 15
by using Radial Basis Function kernel with σ = 7. During
10
training LS-SVM, we also used Radial Basis Function kernel 1 1
5
with γ = 10 , σ = 7; in Sparse LS-SVM, we employed
0
step=0.05, and tradeoff=0.75. We pre-selected 20% data points 0 5 10 15 20
X1
25 30 35 40

of class C + with smallest distances to the class center of the

class C − , and 20% furthest data points into support vector Fig. 5. Training result of PS LS-SVM in Expriment B(200 points).
set. A same pre-selection operation was done to class C − .
The training results of Sparse LS-SVM and PS LS-SVM on
this data set are shown in Fig.4, Fig.5 respectively. Fig.2 and Fig.5 show training results of our method, in
which some data points near to the optimal hyperplane and far
from the decision surfaces are kept. Fig.4 shows the pruning
65
Class C+
Class C−
result of Sparse LS-SVM in Experiment B. Fig.3 shows the
1

60 |αk | spectrums for three methods in experiment A, in which

Sparse LS-SVM is based on 326 support vectors and our
55
method is based 126 support vectors. Fig.3 also shows the
X2

spectrum of our method is well consistent with part of standard

1

50

LS-SVM with more big |αk |. In experiment B, Sparse LS-

45
SVM and PS LS-SVM are based on 285 and 200 support
40 vectors respectively. Obviously, our pre-selected support sets
1

20 30 40 50 60 70 80 90
are far smaller than standard LS-SVM and Sparse LS-SVM.
X1

Fig. 2. Training result of PS LS-SVM in Expriment A(126 points). C. Performance tests on different size of data sets
This part includes six experiments for performance com-
parisons of three methods based on different size of data sets.
10
we designed training sets size 500 , 800 and size 1200 for
9 both linearly separable experiments and nonlinearly separable
8 cases. All the experiments were tested on size 400 test sets.
7 All the data sets were generated from Gaussian distributions,
6
and some linearly separable data sets are with small overlap.
|ak|

5
Each experiment was repeated almost 100 times and average
4
results were taken. The performances comparisons of linearly
3

2
separable experiments were listed in Table I, and nonlinearly
1
by LS−SVM
by Sparse LS−SVM
separable cases were listed in Table II. In the two tables,
by PS LS−SVM
0
training time of Sparse LS-SVM includes training a non-
0 100 200 300 400 500
# of SVs sparse LS-SVM and the pruning time. PS LS-SVM training
time includes pre-selecting time and training a sparse LS-SVM
Fig. 3. The |αk | spectrums for three methods in Expriment A. procedure.


 TABLE I
P ERFORMANCE COMPARISON OF THREE METHODS ON LINEARLY SEPARABLE TRAINING SETS .

Size of training sets Methods # of SVs Training time(s) Test time(s) Test accuracy(%)
LS-SVM 500 0.114 0.029 99.92
500 Sparse LS-SVM 351 0.114 + 1.146 = 1.260 0.023 99.84
PS LS-SVM 125 0.024 + 0.017 = 0.041 0.012 99.79
LS-SVM 800 0.268 0.047 99.95
800 Sparse LS-SVM 546 0.268 + 2.596 = 2.864 0.035 99.92
PS LS-SVM 200 0.055 + 0.028 = 0.083 0.015 99.92
LS-SVM 1200 0.576 0.067 99.98
1200 Sparse LS-SVM 795 0.576 + 5.984 = 6.560 0.046 99.97
PS LS-SVM 300 0.116 + 0.060 = 0.176 0.020 99.98

TABLE II
P ERFORMANCE COMPARISON OF THREE METHODS ON NONLINEARLY SEPARABLE TRAINING SETS .

Size of training sets Methods # of SVs Training time(s) Test time(s) Test accuracy(%)
LS-SVM 500 3.043 0.085 99.95
500 Sparse LS-SVM 332 3.043+18.626=21.67 0.065 99.91
PS LS-SVM 200 0.360+0.388=0.748 0.045 99.59
LS-SVM 800 8.901 0.138 99.96
800 Sparse LS-SVM 515 8.901+62.293=65.97 0.097 99.92
PS LS-SVM 320 0.978+1.039=2.026 0.061 99.92
LS-SVM 1200 24.512 0.203 99.99
1200 Sparse LS-SVM 645 24.51+173.05=197.560 0.109 99.95
PS LS-SVM 480 2.246+2.841=5.087 0.078 99.97

From Table I, we can see our method only pre-select a fixed
size total 25% of original training sets as support vectors in
linearly separable cases. In table II, our method pre-select total
40% of original training samples as support vector sets for
nonlinearly separable data sets. The pruning results of Sparse
LS-SVM in the two tables show it usually keeps 60% to 70%
of data points as support vectors. It’s obvious our method
can impose more sparseness to LS-SVM and effectively speed
up the training and test procedure. The test accuracy of our
method is almost same as standard LS-SVM approximately,
and achieves higher performance in some cases than sparse
LS-SVM. But, it has a little more loss of performance on
some small training sets than Sparse LS-SVM. The loss
of performance of our method can be easily improved by
increasing the amount of pre-selected support vectors. In fact,
we can pre-select less support vectors in linearly separable
cases without performance loss, such as pre-selecting total
10% of training samples usually obtains a good classifier too.
In this paper, we only give a conservative experiential amount
of preselecting support vectors.
V. C ONCLUSIONS
An effective pre-selecting support vectors method for LS-
SVM was proposed. The pre-selection is based on the signifi-
cance of data points to the construction of LS-SVM classifier,
which is determined by the distances of the points to the
other class center. Experiments for linearly separable and
nonlinearly separable cases were given, and a great deal
of tests based on different size of data sets were studied
too. These experiments show support vectors can be reduced
obviously by our method using experiential amount 25% for
linearly separable data sets and 40% for nonlinearly separable
cases, which can avoid training iteratively LS-SVM and speed
up training and test procedure. Our method only has a little
acceptable loss of performance in some small training data
sets in these experiments, which can be improved easily by
increasing amount of pre-selected support vectors. Further
study will focus on how to obtain an optimal amount for pre-
selecting support vectors in diverse cases.
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parison of pruning algorithms for sparse least squares support vector
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 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 570--574
Copyright@2007 Watam Press

A Multi-layer Quantum Neural Networks Recognition System

for Handwritten Digital Recognition

Li Peng Rushi Wu

College of Communication and Control Engineering, Southern Yangtze University, Wuxi, Jiangsu,
China, 214122, pengli@sytu.edu.cn
Abstract: In this paper, a handwritten digital recognition BPNN is their inability to correctly estimate class
system based on multi-level transfer function Quantum membership of data belonging to region of the
Neural Networks (QNN) and multi-layer classifiers is feature space where there is overlapping between the
proposed. The recognition system proposed consists of classes[6]. The reason for this is that BPNN use
two layer sub-classifiers, namely first-layer QNN coarse sharp decision boundaries to partition the feature
classifier and second-layer QNN numeral pairs classifier. space. The handwritten digital, due to its extensive
Handwritten digital recognition experiments are variety of writing style, has overlapping data between
performed by using data from MNIST database. the classes, so it is reasonless for BPNN to be used to
Experiment results indicate the proposed QNN do handwritten digital recognition.
recognition system achieves excellent performance in In 1997, N.B.Karayiannis[7-9] and other people
terms of recognition rates and recognition reliability, and employed the idea of quanta states superposition and
at the same time show the superiority and potential of advanced the QNN model based on multi-level
QNN in solving pattern recognition problems. transfer function. It has three-layer network
Keywords: quantum neural network; multi-level architecture. The transfer function of the quantum
neuron in hidden layer applied the superstition of
transfer function; multi-layer classifier; pattern
several traditional transfer functions, and this
recognition
architecture made the network possess a sort of fuzzy
1.Introduction characteristics. It has been proved by theories and
The handwritten digital recognition is an important experiments that the QNN based on multi-level
embranchment of Optical Character Recognition transfer function has perfect classify effect for pattern
(OCR). Because of broad applications of postal code recognition problems which have uncertainty and
recognition, financial document processing, form overlapping data between two patterns. At present the
processing etc. In the past 30 years, the handwritten QNN has been applied to many fields successfully,
digital recognition is always a research hotspot in the such as: image disposal, weather forecast and speech
image processing and pattern recognition fields[1]. recognition[10-11].
Although a great deal of work had been done on the In this paper, aiming at the data overlapping of
feature vectors in handwritten digital recognition, we
handwritten digital recognition[2-5], there still exists
applied the recognition system based on multi-level
room in pursuit of a higher recognition rate and transfer function Quantum Neural Networks
reliability for real world applications. (MLQNN) and multi-layer classifiers to do the
As a new method of pattern recognition, the handwritten digital recognition. The results of the
experiments testified that the MLQNN recognition
artificial neural network has some unique virtues system have perfect classify effect for pattern
compared with traditional methods: perfect fault recognition problems that have uncertainty and
tolerance ability, powerful classification ability, overlapping data between two patterns.
parallel management and self-learning ability. In all 2. Quantum Neural Networks
2.1 Architecture of Quantum Neural Networks
artificial neural networks models, the back The main difference between conventional
propagation neural networks(BPNN) have been feed-forward neural networks and QNNs is the form
broad used. But one of the major disadvantages of of the nonlinear activation functions of their hidden


units[12]. Instead of the ordinary sigmoid functions
employed by conventional BPNN, according to the It can be seen from Eq.(1)and Eq.(2), that f is
idea of quanta state superposition, the transfer
function of neurons in hidden layer is expressed as − x −1
sigmoid function, i.e. f ( x) = (1 + e ) , ir is the
W
linear superposition of multi-sigmoid function, i.e.
multi-level transfer function[13], and then the nodes
in hidden layer could denote more states than the connecting weight between node
ai in input layer
traditional nodes in hidden layer which could denote
only two states. The multi-level transfer function has V
several different quantum intervals. By adjusting the and node br in hidden layer, rj is connecting
quantum intervals, the different classes of data are
weight between node br in hidden layer and node
mapped onto corresponding state; accordingly the
classification has more freedom. The quantum
intervals of QNN will be determined through training.
Given a suitable training algorithm, the uncertainty in
cj
in output layer, θ r is the threshold of hidden
the sample data will be adaptively learned and
quantified. If the feature vector lied at the boundary ϕj
between overlapping classes, the QNN will assign it layer, is the threshold of output layer.
partially to all related classes. These make the QNN For QNN, Where the Eq.(1) become:
possess a sort of inherent ambiguity, and it could
1 ns
assign the ambiguity data to the corresponding br = ∑ f [β (W T X − θ s )] s
ns s =1 = 1,2,..., ns
patterns reasonably, thereby reduce the uncertainty of ,
pattern recognition and improve the veracity of
pattern recognition. Where f ( x ) = 1 /(1 + exp(− x )) , W is the weight
The standard architecture of a three-layer BPNN
is shown in Fig.1. Suppose that there are m nodes in vector, X is the input vector, β is a slope factor,
the input layer LA, n nodes in the output layer LC
and u nodes in the hidden layer LB. The nodes W T X is the input activation of the quantum neuron,
locating at every two attached layers connect each
other, while the nodes belonging to the same layer do θ s is the quantum interval.
not connect. The output function of the rth node in
2.2 Training of Quantum Neural Networks
hidden layer is:
There are two steps in the training of QNN. The first
br = f (W X − θ ) r = 1,2,..., u
T
step is to make the input sample data correspond to
the relevant class spaces by updating connecting
weights. The second is to embody the uncertainty of
LB data by updating quantum intervals of quantum
LA LC
neuron in hidden layer. The connecting weights are
I nput ( m) Out put ( n) adjusted through standard back propagation
• algorithm. Once the weights have been obtained,
• • •
• • • quantum intervals can be learned by suitable training
• W ir V rj •
algorithm[7]. The quantum intervals of quantum
neuron in hidden layer can be learned by minimizing
the class-conditional variances at the outputs of the
Fig.1 Architecture of a Three-layer BPNN
hidden units. Essentially, the quantum intervals
The output function of the jth node in output adjusting algorithm is gradient-descent-based
algorithm.
layer is:
ith
c j = f (V B − ϕ ) j = 1,2,..., n
T
Cm


σ ∑( O efficiently, they must be transferred into a more
2 2
i ,m Oi , k
i ,m
xk : xk ∈C m
appropriate form by processing. Because some
preprocessing have been done on the digit images of
where Oi , k is the output of the ith hidden MNIST, so in this paper we only applied the
Binarization, Blank segmentation and Normalization
steps to process the images. Although the numeral
1
unit with input vector x k , Oi ,m =
Cm
∑O
xk : xk ∈C m
i ,k ,
images from MNIST are 28x28 pixel grey-level ones,
the virtual size of digital is 20x20 pixel and there are
blank in the images. In order to reduce the work load
of computer and center the numeral in the center of
C m denote the cardinality of C m . By minimizing image, we applied the blank segmentation step to
decrease the useless feature values. In this paper, we
σ applied the vertical projection method to search the
2
, we can get the follow update equation for
i ,m right blank segmentation points. Concretely speaking,
we project the digital image onto the coordinate axis
θ i, s ( for the ith hidden unit and its sth quantum and calculate the total pixel value, if the total pixel
value of some points on the coordinate axis less than
level. the critical value predefined, then the points maybe
β are segmentation points. The size of the digital
∑ ∑( O )( )
n0
Δθ i , s = η i,m − Oi , k * Vi , m , s − Vi , k , s images will become unlikeness after blank
ns m =1 x k : x k ∈C m
segmentation step, so we applied the linear
Where η is the learning rate; β is a slope factor; normalization method to unify the size of the digital
images. The original black and white images from
MNIST were size normalized to fit in a 16x10 pixel
n0 is the number of output nodes, i.e. the number of box while preserving their aspect ratio.
In paper, we use pixel features as direct input of
classes; ns is the level number of quantum artificial neural networks. The reason of success can
be explained that the neural network also acts as a
intervals. xk : x k ∈ C m denote the all input feature extractor during the learning and weight
forming[14].
samples belonged to the class C m . 3.2 Architecture of Multi-layer QNN
Recognition System
The block diagram of proposed system for
1
Vi , m, s =
Cm
∑V
xk : xk ∈C m
i,k ,s
handwritten digital recognition is shown in Fig.2.

Vi ,k , s = Oi ,k , s * (1 − Oi ,k , s )

In Oi , k , s is the output of the ith hidden

unit and its sth quantum level with the x k input

vector.
3. Handwritten Digital Recognition System
3.1 Preprocessing and Feature extraction
We obtained the train set and test set from MNIST Fig.2 The system block diagram of the MLQNN
database. The MNIST database is a free standard recognition system
numerals database provided by Doctor Y.Le Cun. The recognition system consists of three main
From AT&T laboratory. The MNIST database of parts: preprocessing and feature extraction, first-layer
handwritten digits has a training set of 60,000 coarse classification and second-layer fine
examples, and a test set of 10,000 examples. It is a classification. The method of preprocessing and
subset of a larger set available from NIST. All the feature extraction had been described in section 3.1.
numeral images are 28x28 pixel grey-level image, For first-layer coarse classification, a three-layer
background is white and foreground is black. QNN is employed. The 160 bits of features are feed
In order to process the handwritten numerals into the input layer. The output layer is composed of


10 nodes representing 10 character classes
{0},{1},{2},{3},{4},{5},{6},{7},{8},{9}.
hidden layer is composed of 30 quantum neurons and
the quantum level is set to 6. After being trained, the
QNN can be used as a classifier.
The second-layer fine classification is composed
of 13 three-layer QNNs. After being trained, the each
QNN is used to recognize one confusing numeral pair.
In the handwritten digital recognition, there are many
confusing pair numbers in recognition processing,
such as numeral pairs{4,9},{3,8},{7,9} etc. By
statistic, we obtain 13 most confusing numeral pairs
in MNIST database. These confusing numeral pairs
make the feature vector of samples overlap, the right
recognition rate of recognition system decrease and
the mis-recognition rate increase. QNN have be
shown to be capable of correctly estimating class
membership of data belonging to regions of the
feature space where there is overlapping between the
classes, so we applied the QNN classifier to compose
the handwritten digital recognition system.
In the second-layer fine classification, the nodes
of input layer are 160 and the output layer is
composed of 2 nodes representing 2 classes. The
hidden layer is composed of 10 nodes and the
quantum level is set to 3.
3.3 Flow of Recognition System
The work process of the designed recognition system
is composed of two stages: train stage and
recognition stage. Each QNN classifier is trained
independently by using the algorithm described in
the network is not more than 0.002 we stop training.
The We choose 2,000 samples out of training set for every
QNN of the second-layer fine classification, the end
condition of training is SSE ≤ 0.0005 . The
learning rate for weight adjusting is set to 0.05, and
the learning rate for quantum interval adjusting is set
to 0.005. The training evolvement process of the
recognition system be shown in Fig.3.
The 10,000 testing samples of MNIST are used as
testing set of our experiments. We have
conducted three experiments, and have
calculated the recognition rate and reliability
rate.
the number of character recognized correctly
δ = × 100
the total number of character recognized by network
the number of character recognized incorrectly
κ= × 100
the total number of character recognized by network
γ = 1−δ −κ (10)
recognitio n rate
λ= × 100
recognitio n rate + mis − recognitio n rate
Where δ is recognition rate, κ is
mis-recognition rate, γ is rejection rate and λ is
reliability rate.
0
Performance is 0.00199788, Goal is 0.002
0
Performance is 0.000500804, Goal is 0.0005
10 10
-1
10

section 2. It is important to determine when the

Training-Blue Goal-Black

Training-Blue Goal-Black

-1
10

network finishes the training. Over training can -2

10

cause the network to over-specialize training set -2

10

and to adapt too closely to the particular features -3

10

of the training set. This problem is solved by using

a validation set. After training the network for a -3
10
0 50 100 150 200 250
440 Epochs
300 350 400
-4
10
0 20 40 60
136 Epochs
80 100 120

short time, performance of the network is tested on

(a) the first-layer (b) the second-layer
the validation set. The training is repeated until the
Fig.3 Training evolvement process of the first-layer
recognition rate on the validation set starts to
QNN classifier and the second-layer for numeral pair
deteriorate.
{4,9}
In recognition stage, the features of handwritten
4.2 Recognition results analysis
digital are sent into the first-layer classifier, and can
For experiment one, a three-layer BP network
obtain a result; it is one of the ten character classes.
was employed as the digital recognizer. The network
Then the result from the first-layer classifier is sent
has a ten-output layer (10 nodes standing for digital
into the corresponding QNN numeral pair classifier
from 0-9), and a hidden layer with 30 nodes. The
of second-layer fine classification; the result of the
network is trained by using the training samples
first-layer classification will be confirmed, rejected
which be used by the first-layer QNN classifier, then
or rectified.
a recognition performance is conducted by using
4. Experimental Results and Analysis testing set. The overall recognition rates of the BP
4.1 Experiments of QNN recognition network recognizer are tabulated in Table.1.
We tested the performance of the proposed For experiment two, a QNN is used as a digital
recognition system on the set of handwritten recognizer, and its structure is similar with the
numerals from the MNIST database. Randomly first-layer QNN classifier of the proposed recognition
selected 20,000 samples out of 60,000 training set are system. The training and testing process of the QNN
use as recognizer are similar with the BP network used in
training samples for the first-layer classifier of experiment one. The overall recognition rate is
recognition system, when square sum error (SSE) of


shown in the second row of Table.1.
For experiment three, the propose recognition
system indicated in Fig.2 is used to do recognition
test. The overall recognition rate for testing data is
shown in the third row of Table.1
Table.1 The comparison of handwritten digital
recognition rate by BPNN, QNN and MLQNN
Reject
Classif Recognit ion Mis-recogn
ier ion rate(% ition Reliability
Rate(%) ) Rate(%) Rate(%)
BPNN 89.9 3 7.1 92.6
QNN 91.7 4.9 3.4 96.4
MLQ
NN 96.5 2.3 1.2 98.8
The Table.1 shows the overall recognition rate
comparison of three kinds of recognizer. The
recognition rate and reliability of the pure QNN
classifier have improved obviously compared to the
conventional BP network classifier. It show the
superiority and potential of QNN in solving pattern
recognition problems. The experiment result
demonstrated that our proposed multi-layer QNN
recognition system(MLQNN) achieves excellent
performance in terms of recognition rates and
recognition reliability compared to the BP network
and QNN classifiers.
5. Conclusion
In this paper, a handwritten digital recognition
system based on multi-level transfer function
Quantum Neural Networks (QNN) is proposed. The
recognition system proposed consists of two layer
sub-classifiers, namely first-layer QNN coarse
classifier and second-layer QNN numeral pairs
classifier. The experiments are performed on
handwritten digital come from MNIST database. We
obtain good performance on testing set of MNIST
database: 96.5% recognition rate and 98.8%
reliability rate. Experiments demonstrated that our
proposed system has improved the recognition rate
and recognition reliability compared to the pure BP
network and QNN recognizers.
In another, in paper, we only use simple pixel
features as direct input of recognition system, and
this method have difficulty in describing the
character feature and the strong noises can make the
character feature lose or transfer. So in the future, we
will apply other good performance feature extraction

method to improve the performance of recognition
system.
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 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 575--579
Copyright@2007 Watam Press
Text-Independent Speaker Identification Using
Fuzzy LS-SVM
Chengfu Yang1,2 , Zhang Yi1 and Stones Lei Zhang1
1 Computational Intelligence Laboratory, School of Computer Science and Engineering
University of Electronic Science and Technology of China. Chengdu 610054,P.R.China.
2 Sichuan University of Arts and Science, Dazhou 635000,P.R.China
(E-mail: ycfwsm@gmail.com
Abstract— This paper presents a text-independent speaker
identification system using fuzzy Least Squares Support Vector
Machines (fLS-SVM) in the score-space. In contrast to the
most current systems based on frame-level discrimination, the
approach provides direct discrimination between whole sequences
by combining Gaussian Mixture Models (GMMs) as underlying
generative models and fLS-SVM as multi-classifier with score-
space kernel. The improvement can be attributed to better
feature extraction and fLS-SVM construction based on the
score-space. The experiments using the PolyVar database show
that the proposed algorithm outperforms the other systems on
reducing the relative error rates and reducing the computational
complexity in so high dimensionality space.
I. I NTRODUCTION
Speaker recognition has two categories in general: speaker
identification (SI) and speaker verification (SV). In the iden-
tification task, an unknown speaker is compared against a
database of known speakers, and the best matching speaker
is given as the identification result, or rejection is given
because the applicant is not in database. By text-independent
we mean that the words are unknown and unrestricted in both
training and testing. Current speaker identification systems
are either based on generative probability models, such as
Gaussian mixture models (GMM) [3] and hidden Markov
models (HMM) [2], or based on discriminative framework,
such as artificial neural networks (ANN) and support vector
machines (SVM) [5], [7].
The generative probability models are usually used for mod-
elling sequences of data because of their ability to handle vari-
able size sequences and missing information. The advantages
of this kind of models lie on the abilities of finding statistic
distribution among training data that reflects the similarity
between data in same class. On the other hand, discriminative
models like SVM usually yield better performance in classifi-
cation problem and can construct flexible decision boundaries
that reflect the discrepancies between data in different class. In
general, the discriminative models can get better performance
than generative models in classification tasks, but are short of
getting information that reflect the implicit properties among
training data. An ideal classifier should have all the power of
This work was supported by National Science Foundation of China under
Grant 60471055, Specialized Research Fund for the Doctoral Program of
Higher Education under Grant 20040614017.

{zhangyi,leizhang}@uestc.edu.cn)
these two complementary approaches. There are two manners
to combine the two models: fusing the results from two
models and embedding one model in another model. A series
of recent papers has reported that the techniques of mixing
generative models and discriminative models had gotten better
performance than any that using single models [8], [9].
At the same time, some limitations of these approaches lie
on the following facts. The first is that discrimination occurs
between frames, whereas speaker identification is concerned
with sequence discrimination. The second is that increasing
in the expected error and computational cost with growing
population size, specially in multi-class SVM [11]. In this
paper, we describe an approach to speaker identification based
on the fuzzy least squares support vector machines [13] with
score-space kernel that enables direct discrimination between
sequences to overcome the prior two main drawbacks. We
performed experiments on the PolyVar database [16] and
compared error rates and computational cost to that of the
approach [11]. The simulations report that we can get better
performance not only on error rate, but also on time assume
rate in large population size of multi-class case.
The rest of the paper is organized as follows: Section II
provides an overview of GMM-based text-independent speaker
identification system; Section III reviews score-space and
normalization for the next section to use it as kernel; Section
IV reviews the fuzzy least squares support vector machines for
classification; experimental evaluation and results compared to
other methods are presented in Section V; in the last section,
some conclusions and future work are given.
II. GMM-BASED T EXT-I NDEPENDENT S PEAKER
I DENTIFICATION
Over the past decades, GMM have become the dominant ap-
proach for modelling in text-independent speaker recognition
applications. As a generic probabilistic model for multivariate
densities capable of representing arbitrary densities, GMM
suits for unconstrained text-independent speaker identification
very well [4].
There are about five steps in text-independent speaker iden-
tification using GMM. The first step is to get training speaker
sets. Suppose that there are n speakers will be trained, and to
every speaker, we get m utterances about 5 minutes in different

environment. The next step is to segment every utterance into
frames by a 20-ms window progressing at a 10-ms frame rate.
A speech activity detector is then used to discard silence-
noise frames. The third step is to get the feature vectors
for example, the Mel-scale cepstral feature vectors, extracted
from the speech frames. The dimension of feature vector is
supposed to D. The following step is to get speaker models (or
called client model) and the universal background model (or
called world model) using the expectation-maximization (EM)
algorithm [15]. In the hypothesis prior, there are m component
Gaussian mixture models for every speaker, denoted as Mi =
{αij , μij , Σij } f or i = 1...n and j = 1...m. Where
the αij , μij and Σij are the mixture weight, mean vector
and the covariance matrix respectively. The universal model
is denoted as Ω. The last step is to identify a speaker with a
given utterance with the GMM models.
Given an utterance X = {x1 , x2 , ..., xN }, the probability
P (X|Mi ), used as the utterance score, is estimated by the
mean log-likelihood as the form (1), or by the mean the log-
likelihood ratio of the client model to the world model as (2)
[11]:
1 
N options for score-operator were proposed by Smith et al. [10]
Si (X) = logP (X|Mi ) = logP (xk |Mi ), (1)
N
k=1
1 
N
P (xk |Mi )
Si (X) = log , (2)
N P (xk |Ω)
k=1
where P (xk |Mi ) is the likelihood of input vector xk given the
mixture model, Mi . The form is as (3):

m
1 for j = 1, ..., m and l = 1, ..., D to the i’th speaker model.
P (xk |Mi ) = αij 1/2
× When fuzzy least squares support vector machines use the
j=1
(2π)D/2 |Σ ij |
1 normalization of the feature vectors is desirable. In this paper,
exp(− (xk − μij )T Σ−1ij (xk − μij )). (3)
2 we used two stages of normalization as [11]: the first stage
For reasons of both modelling and estimation, it is usual
to employ GMM consisting of components with diagonal
covariance matrices. A detailed discussion on the application
of GMM to speaker modelling can be found in [4].
III. S CORE -S PACES AND N ORMALIZATION
Discriminative classifications between frames have devel-
oped in so many fields for last several decades. But discrim-
inative classification between complete utterances is difficult
since sequences have different lengths. The general methods
developed by Jaakkola and Haussler [6] in such field is through
mapping from a variable-length sequence to a fixed-length
vector, which was generalized in [10] as a technique referred
to as score-spaces. In score spaces, a set of sequences are
mapped to a comparatively high-dimensional feature space
where the discriminative classifiers such as SVM, which uses
the mapping as kernel, can be used to discriminate different
class.
In general, score space is achieved by applying some
operator to the likelihood score of a generative mode such
as GMM outlined in Section II. In this paper, the score-space

TABLE I
S CORE O PERATORS
score-operator expression
first derivative Ŝ=∇θ
first derivative and argument Ŝ=[∇θ , 1]T
first and second derivative Ŝ=[∇θ , vec(∇2θ )T ]T
is defined by and derived from the likelihood score of a set
of m generative models for a speaker, {pk (X|Mk , θk ) k =
1, ..., m }, where the parameter θk is referred to αk , μk and
Σk defined in Section II. The generic formulation for mapping
a sequence X = {x1 , x2 , ..., xN } to the score-space is given
by [11]:
ΨŜ,f (X) = Ŝ(f (pk (X|Mk , θk ))), (4)
where ΨŜ,f (X) is called the score-vector, f (), a function of
the scores of the set of generative models, is called the score-
argument and Ŝ(...) is the score-operator that maps the scalar
score-argument to the score-space. The log-likelihood and log-
likelihood ratio are common score-argument. Several common
and are summarized in TABLE I. In this paper, we use the
log-likelihood as the score-argument, and first derivative as
the score-operator. The log-likelihood score-vector can then
be expressed as [11]:
d d d
ΨF isher (X) = [ , ..., l , ..., l , ...]T logP (X|Mi , θi ),
dαij dμij dσij
(5)
linear transformation in feature space, they are not invariant, so
is whitening the data in the score-space by normalizing the
components of the vectors, ΨF isher (X), to zero mean and unit
variance; the second stage is applying spherical normalization,
the modified stereographic projection is used in this paper.
The kernel used in fLS-SVM for a given score-space is
constructed from the mapping as (6):
K(Xp , Xq ) = Ψ(Xp )T GT GΨ(Xq ), (6)
where GT G is the metric of the space and the subscript on
X enumerates the sequences. In this way, we can get the first
stage normalization whitening. In the case of the log-likelihood
score-space mapping, GT G is the inverse Fisher information
matrix as (7):
GT G = (E{U (X)U (X)T })−1 , (7)
where U (X)=Ψ(X)-E{Ψ(X)} and E is the expectation op-
erator.
Spherical normalization is a preconditioning step employing
a transformation that maps each feature vector onto the surface
of a unit hypersphere embedded in a space that has one
dimension more than the feature vector itself. Dot products
between high-dimensional vectors may lead to an ill- output pattern. The LS-SVM approach aims at constructing a
conditioned Hessian since the dynamic range of the result is classifier as:
large. If the vectors have unit length, then the dot product is

N
just the cosine of the angles of them and the result must be in f (x) = sign( αk yk Ψ(xk , x) + b), (10)
the range -1 to +1. This procedure leads to the large reduction k=1
of parameters in score-space. The modified stereographic
projection used in this paper as the spherical normalization is where αk are support values and b is a real constant bias. For
depicted as Fig.1.: Ψ(x, y)=ϕ(x)·ϕ(y) called Mercer kernel, one typically has the
linear kernel; polynomial kernel; RBF kernel and MLP kernel
[12].
x O’ LS-SVM classifiers introduced in [13] are obtained as
d solution to the following optimization problem:

1 2
N
φ ( x) 1 T
min ζ(w, b, e) = w w+γ ek , (11)
w,b,e 2 2
O k=1
1 ªx º
φ ( x) = « » subject to the equality constraints:
x2 + d 2 ¬d ¼
x1 ⋅ x2 + d 2
K ( x1 , x2 ) = yk [wT ϕ(xk ) + b] = 1 − ek , k = 1, ..., N. (12)
( x1 + d 2 )( x2 2 + d 2 )
2

Then the Lagrangian form as:

Fig. 1. Spherical Normalization: the modified stereographic projection

N
L(w, b, e; α) = ζ(w, b, e)− αk (yk (wT ϕ(xk )+b)−1+ek ),
Then for the score-space kernels as (6), the mapping applied
k=1
explicitly to the score-vectors is as (8): (13)
where αk are Lagrange multipliers, which can be either
1 positive or negative.
Ψ(X) → φ(Ψ(X)) =  [Ψ(X) d]T ,
Ψ(X) · Ψ(X) + d2 The conditions for optimality is as:
(8) ⎧ N
where Ψ(X) is the whitened score-vector of the sequence X. ⎪
⎪ ∂w = 0 → w =
∂L
k=1 αk yk ϕ(xk )
⎪
⎪
The spherically normalized sequence kernel becomes: ⎪
⎪
⎪
⎪ N
⎪
K(Xp , Xq ) = φ(Ψ(Xp )) · φ(Ψ(Xq )). (9) ⎨ ∂L∂b = 0 → k=1 αk yk = 0
(14)
⎪
⎪
IV. F UZZY L EAST S QUARES S UPPORT V ECTOR M ACHINES ⎪ ∂e
⎪
∂L
= 0 → α k = γek
⎪
⎪ k
⎪
⎪
Support vector machines (SVM) introduced in [12] is used ⎪
⎩ ∂L = 0 → y (wT ϕ(x ) + b) − 1 + e = 0,
to solve pattern recognition and nonlinear function estima- ∂αk k k k

tion problem. By mapping the data into a high dimensional

for k = 1, ..., N . (14)can be written as the linear system as:
input space through the kernel trick existing on the Mercer
    
conditions, SVM solution can obtain a global solution, mean- 0 YT b 0
= , (15)
while the VC dimension is minimized based on the structural Y ZZ T + γ −1 I α 1
risk minimization principle. At the same time, the capacity
concept with pure combinatorial definitions, the quality and where Z=[ϕ(x1 )y1 ;...;ϕ(xN )yN ], Y = [y1 ; ...; yN ], 1 =
complexity of the SVM solution does not depend directly [1; ...; 1], e = [e1 ; ...; eN ], α = [α1 ; ...; αN ]. When eliminate
on the dimensiality of the input space. SVM proposed by the parameter w and e, we can get:
Vapnik [12] are trained by solving a quadratic optimization The matrix (15) is not positive definite. Hence in this form
problem. Least squares support vector machines (LS-SVM) it cannot be solved directly. However, (15) is equivalent to
proposed by Suykens [13] are trained by solving a set of linear solve the formula (16):
equations that is more fit in with the large scale data case. In     
general, speaker identification is a multi-class problem, but s 0 b Y T H −1 1
= , (16)
the primary SVM and LS-SVM are formulated for two-class 0 H α + H −1 Y b 1
classification problems. An extension for multi-class problems
is not unique. In this paper, we adopt the modified fuzzy least with s = Y T H −1 Y > 0, H = Ω + γ −1 I, Ω = ZZ T . In this
squares support vector machines (fLS-SVM) [14] based on the paper, we use the RBF kernel as (17):
one-against-one multi-class support vector machines.
A. Least Squares Support Vector Machines
Given a training set of N data points {xk , yk }N
k=1 , where
xk ∈ Rn is the k-th input pattern and yk ∈ {1, −1} is the k-th
Ψ(x1 , x2 ) = exp(−  x1 − x2 2 /σ 2 ). (17)
The parameter σ of the kernel, can be optimally chosen by
optimizing an upper bound on the VC dimension, which
involves solving a quadratic programming problem as in [12].


B. Multi-class Least Squares Support Vector Machines The another is using the average operator as:
The formulation of LS-SVM is based on a two-class clas- 
n
1
sification problem. Since LS-SVM determines the decision mi (x) = mij (x). (23)
boundary directly by several equation as (16), an extension n−1
j=1,j=i
to multi-class problem is not unique. There are roughly four
Which class the data x is classified into depends on the
types of algorithms that can handle multi-class problem in LS-
following formula:
SVM: one-against-all algorithm; one-against-one algorithm;
error-correcting-output code (ECOC) algorithm and all-at-once arg max mi (x) (24)
algorithm. In this paper, our methods are based on one-against- i=1,...,n

one algorithm. In this paper, the minimum operator is used. The unclassifiable
In one-against-one classification, we require a binary classi- region shown in Fig.2. is resolved as shown in Fig.3.
fier for each possible pair of classes and the number of the total
pairs is n(n-1)/2 for a n-class problem. The decision function
for the pair of classes i and j is given by:
F23(x)
T
Fij (x) = wij ϕ(x) + bij , (18)
where Fij = −Fji . Then for the datum x we can calculate F21(x)


n
Fi (x) = sign(Fij (x)), (19)
j=i,j=1

and the datum x is classified into the class: F31(x)

arg max Fi (x). (20)

i=1,...,n

C. Fuzzy Least Squares Support Vector Machines Fig. 3. Resolution of the Unclassifiable region by the Minimum Operator
If there is only one i satisfied the formula (20), the datum
x is classified into class i. But if (20) is satisfied for plural i’s,
x is unclassifiable. The Fig.2. denotes the case: when x is in
the shaded region, Fi (x) = 1 for i = 1, 2, 3. So, from (20), x V. E XPERIMENTS
is unclassifiable. A number of development experiments and testing ap-
proaches were carried out using the PolyVar database [16]. The
PolyVar database consists of 38 client speakers, 24 male and
F23(x) 14 female, recorded over a telephone network. 85 utterances
were recorded from each speaker in 5 sessions, with 17
F21(x) utterances per session. There are also 952 impostor utterances
from 56 speakers, each contributing 17 utterances in a single
session.
A speaker identification system is composed of two distinct
phases, a training phase and a test phase. There are about four
F31(x)
main steps in our algorithm.
The first step is feature extraction from speaker frames. In
this paper, we used two kinds of features to quantize a speaker
as the TABLE II: perceptual features and L-order frequency
Fig. 2. Unclassifiable Region by One-against-One Classification cepstral coefficient (FCC) features. From the TABLEII, a
(14+2L)-dimensional feature vector is proposed for every
According to [14], the fuzzy membership function is used to frame in a speaker utterance. The frame length is 256 samples
avoid the unclassifiable case. We define the one-dimensional (20 ms) with a 128-sample (10 ms) overlap between adjacent
membership function mij (x) in the direction perpendicular to frames. In general, there are three steps in feature extraction:
the optimal separating hyperplane Fij (x) as follows: 1) Preprocessing: This procedure can be implemented via
⎧
⎨ 1 f or Fij (x) ≥ 1, a pre-emphasizing filter that is defined as (25)(26)(27).
mij (x) = (21) 
⎩ sn = sn − 0.96 × sn−1 , f or n = 1, ..., 255. (25)
Fij (x) otherwise.

There are two ways to define the membership function, mi (x), where sn is the nth sample of the frame s and s0 = s0 .
of x for class i. The one is using the minimum operator as: Then, the pre-emphasized frame is Hamming-windowed
by
mi (x) = min mij (x). (22) 
shi = si × hi , f or i = 0, ..., 255. (26)
j=1,...,n


 TABLE II
L IST OF E XTRACTED F EATURES
Type of Number of
Features transforms features
Perceptural feature of Wavelet 3 GMM
Subband power Pj
Perceptural feature of Wavelet 1 (γ=0.2) (RBF:σ=60)
Pitch frequency fp
Perceptural feature of Fourier 1 +fLS-SVM
Brightness wc
Perceptural feature of Fourier 1 GMM+Score-space
Bandwidth B
Frequency cepstral Fourier L (γ=0.2, RBF:σ=30)
coefficient cn
with hi = 0.54−0.46×cos(2πi/255). The pre-processed
frame will be detected as a nonsilent frame for feature
extraction if the total power is as
Σ255 h 2 2
i=0 (si ) > 400 , (27)
where 400 is an experience value.
2) Feature extraction from nonsilent frames: This procedure
can be implemented via the wavelet transform and other
general methods [3][4][6][11].
3) Some pre-normalization, such as whitening and spheri-
cal normalization for training and testing feature vector
can be implemented.
The second step is to get the GMM space use EM algorithm.
The third step is to project the GMM space to the score-
space and normalization is implemented. The last step is using
the vectors in score-space to train fLS-SVM to get the multi-
classification boundaries.
In order to compare the different algorithms on accuracy and
complexity, four experiments were implemented as follows:
24 speakers are selected, 12 male and 12 female. For every
speaker, we select four sessions with 10 utterances per session,
and every utterance is of 30s length. For testing, there are
also 20 impostor utterances from 5 speakers, each contributing
4 utterances in a single session. So, the parameters in the
experiments are: n = 24, m = 4, D=14+2L and the RBF-
kernel is selected with two different σ value. The identified
accuracy ratio, rejected identification ratio and the computa-
tional complexity are adopted as the evaluated protocol. The
compared results are denoted in TABLE III.
From the TABLE III, we can see: the GMM+Score-
space+fLS-SVM algorithm outperform the other algorithms in
the table not only on accuracy ratio, but also on computational
complexity.
VI. C ONCLUSIONS
GMM can get high accuracy on the hypothesis of Gaussian
distribution for the processing information. At the same time
the speech information are not always according to Gaussian
distribution, so, speaker identification based on GMM com-
bined with discriminative algorithm, such as SVM, can get
more correct performance. Because the algorithms based on
frame will lost many information between frames, the score-
space based on utterance is necessary. For multi-class speaker

TABLE III
R ESULTS BASED ON S CORE - SPACE WITH D IFFERENT PARAMETERS .
Algorithm (%)Correct (%)Correct Total
Identification Rejction Complexity(s)
84.5 98.5 20
fLS-SVM
64.2 85.3 15
GMM+Score-space
92.1 99.5 25
(γ=0.2, RBF:σ=60)
+fLS-SVM
89.7 96.1 30
GMM+Score-space
+SVM 87.8 97.5 35
(C=30, RBF:σ = 60)
identification, fLS-SVM without quadratic programming out-
perform the standard SVM on speed, at the same time, get
more accuracy because of the fuzzy membership function.
So, speaker identification algorithm based on GMM+Score-
space+fLS-SVM outperforms the other present algorithms.
In the future work, we will extend fLS-SVM based on score-
space to more ASA (Audio Signal Analysis) problems. Finally,
sparseness of fLS-SVM must be solved in our applications.
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DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 580--585
Copyright@2007 Watam Press
A canonical integrator environment for the development of
connectionist systems
Diego Ordóñez, Carlos Dafonte, Alfonso Iglesias, Bernardino Arcay
Information and Comunications Technologies Department
University of A Coruña, 15071, A Coruña, Spain
{dordonez, dafonte, alfonsoiglesias, cibarcay}@udc.es
Abstract: The present article proposes a framework
for the difinition and generation of artificial neural net-
works. The building blocks of this framework are a
library and two tools that provide various ways of in-
teraction with the library for various user profiles. This
proposal solves the problem of using trained networks
in the output platform where they will eventually be
operative by generating the networks source code as
a component that can easily be integrated into other,
more general software. At the same time, we try to de-
tach the networks from a concrete tool and provide the
information of their definition and state in the exchange
format XML. This data format allows the interoperabil-
ity between tools and provides an adequate framework
for the transfer and storage of information related to
neural networks. The network architectures and learn-
ing algorithms were verified in the solution of two real
problems with satisfactory results.
1 Introduction
Artificial neural networks (ANNs) belong to the com-
putational models that are inspired on the solutions
devised by nature in the course of evolution. Our work
is focused on developing mechanisms that allow us to
manipulate these networks and generalize their use by
presenting the user with a framework that allows him to
focus on the networks rather than their implementation
and execution platforms.
Various environments provide the user with high
level mechanisms that allow him to accelerate the de-
velopment of solutions: whereas Matlab’s Neural Net-
work Toolbox is a commercial version, SNNS is a free
software tool. A common characteristic for these tools
is that they do not provide a satisfactory support for
the export of their functionalities and the use of ANNs
in other platforms.
The here proposed alternative tries to solve some
of the problems of the existing tools for the develop-
ment of connexionist models by providing a series of
features that are not easily found: generation of mul-
tiplatform code, abstraction with respect to the final
execution platform, and user-friendliness.

2 Objectives and scope
Our main objective is not to compete with widely ac-
cepted ANN development tools in terms of quantity by
increasing, for instance, the amount of supported net-
work architectures or algorithms to train them. Rather,
we have focused on solving problems that are common
to many ANN-related tools, hereby following the good
practices of reusable components, applications integra-
tions, platform transparency, and object orientation.
The reusable components principle was applied at
various levels. On the environment level, it allows the
user who has trained a network to recuperate it at any
time without having to train it again. On the devel-
opment level, it sustains the design of the environment
which is based on reusable software components.
The transparency of the platform requires the user
to make abstraction from the development platform in
which the networks will be developed and the environ-
ment in which the resulting networks will be operative.
It is the way to obtain networks that allows us to create
light and efficient software components that represent
these networks.
Object-orientation plays a fundamental role in the
work methodology that is proposed for the development
of this environment. We applied architectonic patterns
[8] in order to guarantee the environment’s robustness,
minimize errors, and provide high quality documenta-
tion. We also promoted the incremental development
of the software by means of mechanisms that simplify
as much as possible the design of new components.
2.1 The basic principles
Most distinctive functionalities of this environment sub-
sist on the principle of a canonical format for network
representation. This format is based on XML schemes
that provide the correct way of representing the net-
works and checking whether a determined definition is
valid.
This format gives us the freedom to operate the
networks in various environments and has two logical
advantages: it facilitates the integration of applications
through a common language that allows their commu-
nication, and it is adequate to represent the information
and provide us with a robust framework to solve prob-
lems related to the storage of networks into databases
or their transmission through the network.
 Complex internal operations such as code genera-
tion, which require network transformations, are based
on XSLT style sheets ([3] and [11]) and on pre-existing
libraries that allow these transformations.
The software components are developed in JAVA,
but we represent the network instances in XML [2] be-
cause this allows us to integrate the tool with other
software platforms. XML is presented as an internal
functioning mechanism that provides flexibility for the
implementation of tools, but it is only one of the many
network views that are available to the user. We do not
merely wish to represent the data, we also provide con-
crete implementations by extending the functionalities
to diverse output platforms, as can be seen in section
2.2.
2.2 Generation of multilanguage and
multiplatform code
One of the distinctive features of this tool is code gen-
eration. In our proposal, code generation does not refer
to transferring the network content to a file in a deter-
mined format and then providing a library that is in
charge of parsing this file and loading the network into
the memory. We propose something quite different: a
file in library style that is apt for a very specific network
and can be imported into other software as a compo-
nent. This alternative has three direct consequences.
1. Transparency of the exploitation platform. We
can manipulate the networks without having to
worry about where they will be used.
2. Reusability. One network can be used in various
contexts to solve the same problem, regardless of
the language in which it is coded.
3. We provide the source code. This is one of the key
factors of the environment and allows the code to
be compiled for a specific destination platform.
If we generated precompilations, we would de-
termine the destination platform of the network
in which the code can be used and limit the effi-
ciency of the programme. A specifically compiled
code is always more efficient for an architecture.
A fourth, indirect consequence is due to the fact
that the code generation was designed in a way that
allows the functionality of reusable component soft-
ware can be easily integrated into other network-related
tools.
We provide XSLT style sheets to transform the net-
works to ANSI C; also, in this environment we can
load networks from their representation in XML and
use them in JAVA programmes. The initial choice of
transforming networks to ANSI C was not accidental:
we pretended to provide an alternative that can be used
in almost any platform, from a PC with a random type
of operating system to microprocessors embedded in,
for instance, a washing machine. ANSI C compilers
exist for virtually all hardware platforms.

2.3 Applications integration and
unification
The use of a canonical format to represent XML net-
works offers a series of benefits to both users and devel-
opers. Considering the fact that there are XML parsers
for almost any language or platform, and that it is an
adequate format to transfer information, we dispose of
a good alternative for the communication (integration)
of applications. The transmitter and the receiver are
applications, the XML documents are the message, and
the channel can be presented in any shape, from a file
that stores the XML, over an object in the memory
that represents it (XMLBean), to a remote call over
the network.
We can imagine a set of tools that collaborate to
offer solutions: one tool may be adequate for the de-
sign of network architectures, another can be efficient
in training networks. This work proposes the necessary
mechanisms for these tools to communicate and inter-
operate to solve the problem and generate as soon and
simply as possible the best final product (the trained
network).
Another consequence is the minimization of the
tools’ learning curves, which foment competitivity. A
tool that appears on the market and tries to compete
with the existing tools may be very good, but the user
still needs to learn how to use it. However, if this new
tool is especially apt for a specific functionality, the
user can continue using his familiar tool for common
tasks and use the new tool for that specific function-
ality. This may help to reduce the reticence of users
towards novelties.
The existing tools that use proprietary formats do
not have to radically change their modus operandi in
order to adopt this format; they only have to facilitate
adequate XML converters, which is considerably less
complicated than having to operate directly with the
new format.
3 Components
The kernel of the system is formed by the library and
two tools that are mentioned in section 2 and shown in
Figure 1.
Figure 1: Developed components
3.1 eXtensible Object Oriented Ar-
tificial Neural Networks Engine
(XOANE)
The main component of the system is the XOANE li-
brary, which is the result of factorizing the training ar-
chitectures and algorithms and other ANN-related enti-
ties. Their definition will mark the limit between what
can and cannot be done with the rest of the developed
components, which only provide the interface for han-
dling the library.
The current version of the library gives support to
various entities. In what follows, we show an inventory
of some of these entities according to their category,
and a brief explanation of why they were selected:
• Network Architectures [7]: We tried to se-
lect a significant architectures subset: Feed For-
ward (with proven applicability for the resolution
of real problems), SOM (distinctly representative
of competitive architectures), Cascade Correla-
tion [6] (architecture network of the incremental
type), CPN (typical example of a composed net-
work), and Hopfield (for its behaviour as a self-
associative memory).
• Training algorithms [7]: Backpropagation (on-
line and batch), Kohonen, Fahlman [6], Hopfield,
and Counterpropagation. These algorithms were
chosen according to the selected network archi-
tectures and will be used to train them.
• Activation Functions: Linear, Sigmoid, Hy-
perbolic Tangent, Hardlimit, and their deriva-
tives if they exist. In our opinion, these are the
most frequently applied activation functions.
We have incorporated the capability of ANN com-
position, which is a relevant functionality. The compo-
sition propagates the output of a network towards the
inputs of another with which it connects. The output
of the composed network is the result of propagating
inputs throughout all the intermediate ANNs. The out-
put network of the composition is that network whose
output is not connected to the inputs of any other net-
work.
Among the innovating features are the neighbour-
hood functions, which are adapted to the problem for
the Kohonen training. We can define high level neigh-
bourhood functions for the training (cylindrical, spher-
ical, linear, rectangular, etc), which means that in-
stead of indicating connectivities, we need to specify
the shape towards which the user wants the forms to
tend.
3.2 Web Application
The functionality with regard to handling ANN-related
entities is exposed by the web application and contained
in the functionality of the interpreter, which in turn is

contained in the potential functionality of the XOANE
library. However, there are differences with regard to
visualization and information management:
• Focus based on forms
• More detailed information on the training
• Better oriented error messages
• Persistency of the information (patterns manage-
ment, ANNs, etc)
The focus is similar to what is offered by a stan-
dalone application, but with the advantage that it does
not require to be installed. The user who possesses an
account through which he can access the application
has the complete functionality within his reach. The
ANNs that belong to a determined user are available
in any place. The application provides the user with
a way to organize his information: pattern and ANNs
repositories, the possibility to save intermediate net-
works during the training and retain the one that gen-
eralizes best, the possibility to concatenate trainings for
a determined instance of a network if we do not agree
with the performed training, etc.
Figure 2: Content of a page from the Web applica-
tion
We have implemented the necessary mechanisms to
guarantee the storage of the information in a database
and recuperate it upon request. This feature also pro-
vides the user with more capacity to manage the enti-
ties; capacities that manifest themselves in the shape
of pattern and ANNs repositories that can be searched
and recuperated at any given moment.
The Web application was elaborated according
to the architectonic design patterns MVC (Model-
View-Controller) and Layers. The application view
was generated with JSP pages, and the controller
was developed with Struts (http://struts.apache.org).
The application is packed in a standard WAR file
and deployed in the Web J2EE container Tom-
cat (http://tomcat.apache.org). The information
is saved in a database that can be accessed via
JDBC; the used database manager is PostgreSQL
(http://postgresql.org).
3.3 Ad Hoc Language and Inter-
preter
The grammar was defined for a declarative language
that allows us to define the architectures, specify the
training parameters, and perform the ANN-related op-
erations.
The idea behind this alternative is to equip the
user with more expressive capacity, an alternative that
allows him to carry out more complex operations ac-
cording to his knowledge. It is an alternative for ap-
plications of the WYSIWYG (What You See Is What
You Get) type, such as the Web application presented
in section 3.2.
Figure 3: Declaration example of the training of a
SOM network with the Kohonen algorithm
The code of figure 3 declares the training of a self-
organized map with the Kohonen algorithm. The pa-
rameter of the exposed algorithm is a decline function
of the learning rate of the gaussian type. It represents
a bidimensional gaussian function that models how the
learning rate decreases according to the time (steps)
and the distance of the winning process element from
its neighbours. Another important feature is how we
define the neigbourhood relations between the process
elements. We specify a form, not connectivities. In the
example, we have specified that during the training the
process elements of the map influence each other mutu-
ally as if they were placed in a cylinder. The patterns
are declared by specifying the shape in which they will
recover: in this case, by declaring ANNDFFile we say
that they can be found in a file and that the parameter
indicates the route.
The source programme can be reused in subsequent
testing, or it can be used in other developments as a
template. The result of the programme will be the code
in some or other output language that represents some
of the instances declared in the programme. The tool
consists in the compiler that interprets this programme
and returns the source code for the output platform.
The interpreter provides the functionality of sep-
arating the definition of the network from the imple-
mentation thanks to the declarative language. This ab-
straction allows the user to focus on the ANNs instead
of on how to implement them.
The interpreter is the tool that processes the
declarative language. It was elaborated on the basis of

the parsing tool Javacc (https://javacc.dev.java.net/).
The parsing was approached with a Lazy evaluation
strategy, which, applied to this case, means analyzing
everything, checking that everything can be done, and
in case all is correct, carrying out the pertinent opera-
tions. In many occasions it may be irrelevant whether
we opt for a Lazy or Eagle [1] strategy, but in this case it
is not. If we have two training instructions, the system
spends a considerable amount of time evaluating and
processing the first instruction and then continues with
the second instruction. If we notice a logical error that
is not related to the parsing, the interpreter ends with
errors and much time will have gone by before the er-
ror is notified. The proposed strategy, on the contrary,
notifies errors before processing any instructions.
4 Results
The functioning of this tool and the capacities of the
implemented algorithms were tested with two real and
different problems that allow us to compare our results
with those of similar works. The first problem is a clas-
sical case in our field, whereas the second one originates
in the field of astrophysics and is currently being stud-
ied by our research group [5] y [10]. The test cases are
the following:
• Determination of the age of abalones.
• Stellar classification in the Morgan Keenan scale.
4.1 Abalone age prediction
The purpose of this case is to predict the age of abalones
from physical measurements. The age of abalones is de-
termined by cutting the shell through the cone, staining
it, and counting the number of rings through a micro-
scope. It is a boring and time-consuming task. Other
measurements, which are easier to obtain, are used to
predict the age.
The patterns that we use provide a series of mea-
surements to extract the number of growth rings from
the abalones and deduct their age. The number of rings
plus 1.5 indicates the age in years.
The data comes from an original (non-machine-
learning) study [12]. The patterns set consists of 4177
examples with 8 attributes each and the number of rings
for each abalone as an output. Although we have a sig-
nificant amount of examples, the set is badly distributed
because it counts with considerably more abalones of in-
termediate ages than with young or old abalones. The
complete set was divided into 80% (3341) for training
and 20% (836) for testing.
 Name Data Type Meas [5] and [10]. We also obtained acceptable results with
other architectures and algorithms: the counterpropa-
Sex nominal - gation networks allowed us to correctly classify 80% of
Whole weight continuous grams the test examples.
Length continuous mm
Shucked weight continuous grams
Diameter continuous mm 5 Conclusions
Viscera weight continuous grams
Height continuous mm Whereas the library provides what is needed to define
Shell weight continuous grams the ANNs and their handling, and the tools abstract the
implementation platform and the network destination
Table 1: Input parameters that determine the age platform, the user focuses exclusively on the develop-
of an abalone ment of the networks.
The framework was entirely developed in Java and
The tests carried out with Feed Forward networks can therefore not be used in all the platforms for which
obtained a success rate that varied according to the tol- a virtual machine exists.
erance, as can be seen in table 4.1. These results can One of the most noticeable features of the devel-
be compared to previous studies such as [13] and [4]. oped environment is the possibility to derive from an
The tolerance is the maximum distance from the cor- instance the output code of a network. We have ob-
rect value that is still considered valid. If the correct served the addition of new destination languages to the
value is x and the network output is y,Vapplying toler- development, as well as the extension of other features
ance t, then y is correct if ((x + t) > y) ((x − t) < y). such as network architecture, training algorithms, etc.
Therefore, and following the guidelines of the design, we
Tolerance Backprop can increasingly develop components that subsequently
1 26.31 will be added to the rest of the software. Another
4 92.46 advantage is that the generated compact code can be
2 68.42 used in systems with reduced computational capacities.
5 96.17 For instance, in the case of the network that solve the
3 85.76 abalones problem, the compiled and linked code occu-
pies approximately 35KB (gcc compiler version 4.1.0,
Table 2: Error percentages in the test set examples default options).
(ages of the abalones) Grouping the functionalities of the ANNs into a
library will allow the future development of new tools
based on this library without having to re-implement
4.2 Morgan Keenan classification the same features. This implies a smaller error margin
In astronomy, stellar classification is initially based on and an important decrease in development time.
the temperature of star surfaces and their associated One of the most powerful features of this proposal
spectral features. The information that is obtained with is the XML representation of the networks, which pro-
a spectroscope can be classified by locating and measur- vides interoperability between tools and comfortable in-
ing the absorption and emission lines, spectral energy, formation transfer and storage.
and molecular bands (which is often a complex process). The developed tool was successfully used to solve
Particular absorption lines can be observed for only a problems with diverse features and difficulties, as can
certain range of temperatures [9]. be observed in section 4.
The Morgan Keenan spectral classification is
among the most common classifications. The classes
are ordered from hot to cold as follows: O, B, A, F, G, References
K, M.
We train patterns with a high dimensionality. The [1] G. Brassardand P. Bratley, Fundamentos de Algo-
inputs of the data set have a range of 659, which is ritmia, Prentice Hall (1997).
the number of spectral points that is provided by the [2] T. Bay, J. Paoli, C.M. Sperberg-McQueen, E.
spectroscope and the input that feeds the network. The Maler, F. Yergeau and J. Cowan, Extensible
outputs are binary; there is one output for each of the Markup Language (XML), W3C Recommendation
seven classes that we wish to recognize. (2006).
The best results were obtained with Feed Forward
[3] J. Clark, XSL Transformations (XSLT), W3C
networks and the error backpropagation algorithm. At
Recommendations (1999).
best we were able to classify correctly in 92% of the
test set examples, a good percentage when compared to [4] D. Clark, Z. Schreter, A. Adams, A Quanti-
previous studies that applied diverse techniques such as tative Comparison of Dystal and Backpropaga-


 tion, Australian Conference on Neural Networks
(ACNN’96).
[5] C.Dafonte, A. Rodriguez, B. Arcay, I Carri-
cajo and M. Manteiga, A comparative study of
KBS, ANN and Statistical Clustering thecniques
for unattended stellar classification, Lecture Notes
in Computer Science (LNCS) (2005) Vol 3773, pp.
566-577, Springer Verlag.
[6] S. Fahlman and C. Lebiere, The cascade-
correlation architecture, In Touretzky, D.S, ed-
itor, Advances in Neural Information Process-
ing Structures II (1990), pages 524-532. Morgan-
Kauffmann.
[7] J.A. Freeman, D.M. Skapura, Neural networks:
algorithms, applications, and programming tech-
niques, Addison-Wesley 1991.
[8] E. Gamma, R.Helm, R.Johnson, J. Vlissides,
Design Patterns: Elements of Reusable Object-
Oriented Software, Addison-Wesley Proffesional
Computing Series (2000).

[9] W.W. Morgan , P.C. Keenan , E. Kellman, An
atlas of stellar spectra with outline of spectral clas-
sification, University of Chicago Press (1943).
[10] A. Rodriguez, B. Arcay, C. Dafonte, M. Manteiga
and I. Carricajo, An automated knowledge-based
analysis and classification of stellar spectra using
fuzzy reasoning, Expert Systems with applications,
vol. 27(2), pp. 237-244. Elsevier Science, 2004.
[11] The Apache XALAN Project,
http://xalan.apache.org
[12] J. N. Warwick , T. L. Sellers, S.R. Talbot, A.J.
Cawthorn and W. B. Ford, The Population Biol-
ogy of Abalone (Haliotis species) in Tasmania. I.
Blacklip Abalone (H. rubra) from the North Coast
and Islands of Bass Strait , Sea Fisheries Division,
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 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 586--590
Copyright@2007 Watam Press
Stock Price Forecasting Using a Recurrent Fuzzy
Neural Network
Menghua Tong
Department of Quantitative Economics, Dongbei University of Finance & Economics, tongmenghua@yahoo.com.cn
Qizhi Zhang
Department of Computer Science and Automation, Beijing Institute of Machinery, zqzbim@yahoo.com.cn
Woonseng Gan
School of EEE, Nanyang Technological University, Singapore
Abstract: Stock price forecasting using a Recurrent Fuzzy Neural
Network (RFNN) is considered. The proposed RFNN is a
feed-forward fuzzy neural network (NN) with local full feedback
connections that are used to construct dynamic fuzzy rules. Online
dynamic back-propagation learning algorithm based on the error
gradient descent method is proposed, and the convergence is
proven. Because RFNN can capture the dynamic behavior of a
system through the feedback links, the exact lag of the input
variables need not to be known in advance. Only one input node is
used, and the drawback of input nodes selection in feed-forward
neural networks is overcome. The proposed RFNN is applied to
stock price forecasting. The simulation results show that the
proposed algorithm is effective for stock price forecasting.
I. INTRODUCTION
Application of the neural networks for financial market
prediction is an interesting area attracting much research
effort [1-6]. The most common form of financial forecasting
system is the feedforward neural network (NN) using the
gradient descent-based back-propagation (BP) algorithm [1].
Using the NN in financial forecasting usually it is trained
with thousands of input data and retrained many times as it is
used. It can last several hours or even weeks [1]. A local
approximate NN, known as a radial basis function (RBF)
network, can be introduced to improve convergence
performance [2]. The train sets selection and optimal
partition algorithms are studied to improve the forecasting
ability [2-3]. The NN topologies must be selected first, and
the performances are varies for difference NN structures [1].
A feedforward NN is a static mapping. With tapped delays, a
feed-forward NN can be used to represent a dynamic
mapping, but a large number of neurons are required for
representing dynamic responses in the time domain. On the
other hand, recurrent NN (RNN) may be used to deal with
time-varying input or output through their natural temporal
operation itself. Thus, an RNN is a dynamic mapping and is
better suited for a dynamic system than a feed-forward NN.
A recurrent adaptive fuzzy filter has been proposed to
resolve speech processing problems involving noise [7].
Good performances have been obtained, and the exact order
of the inputs need not be known.
The training process is usually done with the training data
off-line, and then the NN is used to forecast future values,

such as stock prices based on the past history of stock prices.
The NN can be retrained when the new data comes. The
ability of the NN to be retrained on-line in the process of its
usage is very useful in applications of NN in financial
analysis and predictions [1]. The focus of this study is to
provide a RFNN model to stock price forecasting, and the
RFNN model can be trained on-line.
This paper is organized as follows. Section 2 describes the
architecture of recurrent fuzzy NN (RFNN) and their
functions. Section 3 present learning algorithm and
convergence for RFNN. The stock prices forecasting
simulating results using proposed RFNN are given in
Section 4. The conclusions are given in Section 5.
II. STRUCTURES OF RFNN
A diagonal RFNN (DRFNN) structure is shown in Fig. 1.
The system has five layers as proposed in Ref. [8]. A model
with two inputs and a single output is considered here for
convenience. The nodes in Layer 1 are input nodes that
directly transmit input signals to the next layer. Layer 5 is
the output layer.
V
G R N
x(k)
G
W
G
u(k)
R N 6
G
x(k-1)
G
G R N
Fig. 1. Structure of five-layered DRFNN
The nodes in Layer 2 are “term nodes” (G), and they act as
membership functions expressing the input fuzzy linguistic
variables. A Gaussian function is used for the membership
function, in which the mean value is m, and the variance is V.
The two fuzzy sets of the first and the second input variables
consist of n1and n2 linguistic terms, respectively. Each node
in Layer 3 is called a “rule node” (R) and represents a single
fuzzy rule. A diagonal feedback connection is introduced to
give the feed-forward fuzzy NN a temporal processing
capability. In total, there are n1un2 nodes in Layer 3 forming
a fuzzy rule base for two linguistic input variables. The
nodes in Layer 4 (N) perform the normalization of firing
strengths from Layer 3, and the input links are fully
connected. The normalization of firing strengths is helpful in
model, and the most firing strengths of the rules in Layer 3
are zeros (or near zeros) for arbitrary input. Thus, once an
output of a node in Layer 3 is zero, it will be zero forever for
the DRFNN. The output in Layer 3 is as follows:
ai( 3 ) ( k ) S( k )Vi ai( 3 ) ( k  1 ) S( k )S( k  1 ) S( 0 )Vi k ,
S (k ) –vj
(3)
j

improving the convergence performance of the linear Therefore, a DRFNN is difficult to use in financial
adaptive process. The number of nodes in this layer is equal forecasting.
to that of the nodes in Layer 3. In the following descriptions, Several techniques can be used to improve the
the symbol vi( k ) denotes the ith input of a node in the kth layer, performance of the DRFNN. First, as in Ref. [7], a global
and the symbol a (k ) denotes the output of a node in the kth membership function, f(x)=1/(1+e-x), can be used with the
layer. feedback term node. The firing strength of a rule term in
To provide a clear understanding of an RFNN, the Layer 3 can take a nonzero value, even if it is zero in the
functions of Layer 1 to Layer 5 are defined as follows: previous iteration. The fully connected recurrent NN has
Layer 1: The nodes in this layer only transmit input interlinked weights, and it can capture more complex
values to the nodes of the next layer directly, dynamic systems. A fully connected RFNN is shown in Fig.
ai(1) (k ) vi(1) (k ) (1) 2. Only the rule layer is illustrated. “sum” and “z-1”denote
Layer 2: The nodes in this layer represent Gaussian summation and one-sample delay, respectively. The
membership functions. The functions of the nodes are function of Layer 3 can be defined as follows:
defined as
(2) 2
°­ (vi (k )  mij ) °½ (2)
a (j 2 ) (k ) exp ®  2 ¾
¯° V ij ¿°
where mij and Vij are the mean and the width of the R R R

Gaussian membership function of the jth term of the ith Rule

Vij
input variable, x(i), respectively. Layer 3

Layer 3: The nodes in this layer are rule nodes, and a f(x) f(x) f(x)

diagonal recurrent architecture is selected. The rule nodes

sum&z-1 sum&z-1 sum&z-1
perform a fuzzy AND operation (or product inference) to
calculate the firing strength,
ai(3) (k ) – v (3) (3)
j (k )Vi ai (k  1) (3)
j Fig. 2. Fully connected RFNN
where Vi and ai(k-1) are the recurrent link weight and the
output in the last steps of the ith node in Layer 3, a i(3) ( k ) S i ( k ) f ( net i ( k )) , S i ( k ) – v j (k ) ,
( 3)

j
respectively.
Layer 4: Nodes in Layer 4 perform the normalization of neti (k ) ¦V a (3)
(k 1). (6)
ij j
j
firing strengths from Layer 3,
vi(4) (k ) In the next section, we shall discuss the learning algorithm
a i(4) (k ) (4) and its convergence for RFNN.
¦ v (4)j (k )
j

Layer 5: This layer is the output layer. The link weights
in this layer represent the singleton constituents (Wi) of the
output variable. The output node integrates all the
normalized firing strengths from Layer 4 with the
corresponding singleton constituents and acts as a
defuzzifier,
u (k ) a (5) (k ) ¦ vi(5) (k )Wi (5)
i knowledge. The gradient descent method is used to adjust
Remark 1: The architecture of a DRFNN as shown in
Fig.2 possesses the advantage of a simple structure with
dynamic characteristics. The purpose of the recurrent is to
counter the past firing strength of its corresponding rule in
Layer 3. Because the feedback terms contain the firing
history of the rules, the recurrent fuzzy network has dynamic
characteristics [8]. The fuzzy NN is a local approximate
III. EARNING ALGORITHM AND CONVERGENCE
Generally, the learning algorithm of an RFNN consists of
two major components:
(1) Input/output space partitioning and construction of
fuzzy rules.
(2) Identification of parameters.
In this paper, the input space is partitioned using a priori
the parameters of an RFNN. The RFNN is a nonlinear
tap-delay filter, and the input of the RFNN is x(k). It is
presumed that the input space is partitioned by a priori
knowledge. Only the singleton constituents of the output
variable and the recurrent weights are adaptively adjusted
when the system is running. The rule of adaptive learning
can be obtained using the gradient descent technique. The


gradients with respect to the weight vectors, W and V, can be w u (k ) (16)
' W (k ) P e (k ) P e (k )A (k )
computed using the chain rule as follows: w W (k )
1 where A(k)=wu(k)/wW is the gradient matrix with respect to
J (k ) 12 e 2 (k ) [x(k  p )  u (k )]2 (7)
2 the general weight vector. A general convergence theorem
Where p is the predictive level. The unknown parameters can be presented as follows.
can be adjusted according to the gradient descent method, Theorem 1: Let P be the learning rate for the general
wJ( k ) wu( k ) , weights of the NN. We define g max maxk A(k ) , and
W( k  1 ) W( k )  P W( k )  P e( k )
wW( k ) wW( k )
wJ( k ) wu( k ) (8) x is the usual Euclidean norm of a matrix or a vector. If the
V( k  1 ) V( k )  P V( k )  P e( k )
wV( k ) wV( k ) learning rate, P, is chosen as <P<2/(gmax)2then the local
The unknown parameters can be adjusted according to the convergence of NN is guaranteed.
gradient descent method, Proof:'V(k) can be represented as
wu (k ) 'V (k ) 'e(k )[2e(k )  'e(k )] / 2
vi(5) (k ) ai(4) (k ) T T
wWi 1 ª we(k ) º ­° ª we(k ) º ½°
«w » Pe(k )A(k ) ®2e(k )  « w » Pe(k )A(k )¾ (17)
2 ¬ W (k ) ¼ °¯ ¬ W (k ) ¼ °¿
wu (k ) ­ ½ w a i( 3 ) ( k ) (9)
®[W i  u ( k )] / ¦ a l ( k ) ¾
(3)
. 1
w V ij ¯ l ¿ w V ij
2
^
 Pe(k ) A(k ) 2e(k )  e(k ) A(k )
2
2
`
From Eq. (6), the gradient with respect to the recurrent link 1 1
weight of the RFNN is found as
2
^
 Pe2 (k ) A(k ) 2  P A(k )
2
2
`
 Oe2 (k )
2
wai(3) (k ) ­° wai(3) (k  1) ½° (10) Because A(k ) d g max , if the learning rate,P, is chosen as
Si (k ) f '(net i (k )) ®a (3)
j ( k  1)  Vii ¾.
wVij ¯° wVij ¿° 2
<P<2/(gmax)2then 0  P  2 / A(k ) , which implies that
The gradient with respect to the recurrent link weight is a
dynamic equation. Using symbols similar to those in Ref. [9], O P A(k )
2
^ 2P A(k )
2
` >0 and 'V(k)<0. Therefore,
the gradient for RFNN in Eq. (9) is given by the NN system is locally convergent.
wu (k ) The general convergence theorem can be used to find
Bi (k )Pij (k ) (11)
wVij the specific convergence criterion for RFNN.
where Bi (k ) [Wi  u( k )] / ¦ a(j 3 ) (k ) and Theorem 2: Let PW and PV be the learning rates for the
j feed-forward weight vector and the recurrent weight vector
Pij (k ) wa(3)
(k ) / wVij . Pij (k ) satisfies of the RFNN, respectively. The dynamic back-propagation
i
algorithm converges if the recurrent weights satisfy «Vii¸<1
Pij (k ) Si (k )f ' (neti (k )) ^a (3)
j (k  1)  Vii Pij (k  1)` and the learning rates are chosen as
Pij (0) 0 (12) 0  PW  2 (18a)
2
Eq. (12) is dynamic recursive equations for the gradient 0  PV  S min / [2nr2Wmax
2
] (18b)
and it can be solved with given initial conditions recursively. where nr is the number of rule nodes in Layer 3, and
The Eq.(8) is used for p=1. if p >1, the x(k+p) can not be Wmax maxk W (k ) . W(k) is the link weight vector between
obtained, and we can use the delay errors e(k-p) to adjust the
weights of RFNN on-line.
An RFNN-based forecasting system uses an error
Layers 4 and 5, Smin =mink[Sum(k)], and Sum(k)= ¦v
j
(4)
j (k ) .
gradient descent algorithm to adjust the weight vector of the
Proof: (a) From Eq. (9), A(k)= [a1(4) (k ) a2(4) (k )  an(4)r (k )]T is
NN. As in Ref. [9], a discrete-type Lyapunov function can
be given by the output vector of Layer 4. Because ai(4) (k ) t 0 and
1 2 (13)
V (k ) e (k )
2 ¦a
i
(4)
i (k ) 1 , From this we can obtain
Because of the training process, the change in the Lyapunov 2
function can be obtained using A(k ) ¦ [ai
(4)
i (k )]2 d 1 (19)
1 2 (14)
' V ( k ) V ( k  1)  V ( k ) [ e ( k  1)  e 2 ( k )] Hence, from Theorem 1, Eq. (18a) follows.
2 (b) From Eq. (12),
The error difference resulting from the learning can be S i ( k ) f '( k ) ^a (3)
j ( k  1)  Vii Pij ( k  1)` ,
Pij ( k ) where
represented by
T fc(k)=fc(neti(k)). From Eqs. (2) and (6), we obtain Si (k ) d 1
ª we(k ) º (15)
e(k  1) e(k )  'e(k ) e( k )  « » 'W (k )
¬ wW (k ) ¼
and ai(3) (k ) Si (k ) f (neti (k )) d 1 . Because 0<fc(neti(k))<0.5
According to the update rule of the weights, we can obtain and «Vii¸<1, the above equation can be estimated as follows,


 Pij (k ) d Si (k ) f ' (k ) ^a (3)
j (k  1)  Vii Pij (k  1) ` (20) 1
d 0.5  0.5 Pij (k  1) RFNN pridictions
Real values
Using Eq. (20) recurrently and consider the fact that Pij(0)=0,
0.5
it follows

Normalized price
2 k 1 k
Pij (k ) d 0.5  0.5    0.5  0.5 Pij (0)
k 1 f (21)
0
¦ 0.5 d ¦ 0.5
t 1
t

t 1
t
1

denote AI(k)= ^ Aij (k )` , and Aij(k)= wu(k)/wVij. From Eq.

nr u nr
-0.5
(11), we obtain
Aij (k ) Bi (k ) Pij (k ) d [Wi  u (k )] / ¦a (3)
j (k )
(22)
j -1
0 50 100 150 200
d ^ Wi  u (k ) ` / Smin Trading days
From Eqs. (4) and (5) and the condition that «Wi»dWmax, we Fig. 3. The predictions of RFNN for daily stock index (p=1)
obtain
u (k ) d ¦ vi(5) Wi d Wmax ¦ vi(5)
i i (23)
RFNN pridictions
Wmax ¦ vi(5) Wmax ¦ vi(4) / ¦ v (4)
j Wmax Real values
i i j -0.5

Thus Ai (k ) d ^ Wi  u (k ) ` / S min d 2Wmax / Smin and

-0.6
Normalized price

AI ( k ) d 2nr2Wmax / Smin (24)

Hence, from Theorem 1 and Eq. (24), Eq. (18b) follows -0.7

IV. SIMULATION EXAMPLES -0.8

Some simulations are presented to illustrate the online

-0.9
forecasting performance of RFNN. There is only one input
node and one output node in RFNN. Given the input data set,
-1
the mean and variance of the Gaussian functions can be 1000 1100 1200 1300 1400 1500 1600
estimated using a clustering algorithm. Because only one Trading days
input node is selected in the simulation, the input space is Fig. 4. The predictions of RFNN for daily stock price (p=1)
uniformly partitioned to eight fuzzy sets, and the means and
widths of the Gaussian membership functions are selected as
[10]: V. CONCLUSION
m=[-0.65,-5/8,-3/8,-1/8,1/8,3/8,5/8,0.65],
V=[-20,0.14,0.14,0.14,0.14,0.14,0.14,20]. A Recurrent Fuzzy Neural Network (RFNN) is proposed.
Only the weight vectors W and V are adjusted online, and Online dynamic back-propagation learning algorithms based
the means and widths of the Gaussian membership functions on the error gradient descent method is proposed. The
remain fixed when the system is running. Experiments are proposed RFNN is applied to stock price forecasting.
conducted with Shanghai stock index (from 2005-1-4 to Because RFNN can capture the dynamic behavior of a
2005-11-30) and a stock price (No. 600001, from 1998-1-22 system through the feedback links, the exact lag of the input
to 2004-12-31). Fig. 3 and Fig. 4 show the forecasting variables need not be known in advance. Only one input
results of RFNN for daily stock index (p=1) and daily stock node is used, and the drawback of input nodes selection in
price (p=1). It can be seen that RFNN is able to predict the feed-forward neural networks is overcame. The simulating
values of the stock index and stock price. To reduce the results show that the proposed algorithm is effective for
noise in daily data, Move Average (MA) techniques are used stock price forecasting. The average moving techniques can
in daily stock prices. Fig. 5 and Fig. 6 show the forecasting improve the predictive performance when the predictive
results of RFNN for MA(5) (p=1 and p=5), and the level p>1. Our current work is focused on designing a
forecasting results of RFNN for MA(20) (p=1 and p=5) are trading decision system based on RFNN to meet the
presented in Fig. 7 and Fig. 8. It can be seen that Move requirement of practical application.
Average (MA) techniques is able to improve the forecasting
performance.


 RFNN pridictions RFNN pridictions
Real values Real values
-0.5 -0.5

-0.6 -0.6

Normalized price
Normalized price

-0.7 -0.7

-0.8 -0.8

-0.9 -0.9

-1 -1
1000 1100 1200 1300 1400 1500 1600 1000 1100 1200 1300 1400 1500 1600
Trading days Trading days

Fig. 5. The predictions of RFNN for MA(5) (p=1) Fig. 7. The predictions of RFNN for MA(20) (p=1)

RFNN pridictions RFNN pridictions

Real values Real values
-0.5 -0.5

-0.6 Normalized price -0.6

Normalized price

-0.7 -0.7

-0.8 -0.8

-0.9 -0.9

-1 -1
1000 1100 1200 1300 1400 1500 1600 1000 1100 1200 1300 1400 1500 1600
Trading days Trading days

Fig. 6. The predictions of RFNN for MA(5) (p=5) Fig. 8. The predictions of RFNN for MA(20) (p=5)

[6] Liang X. : Neural Network Method to Predict Stock Price Movement

ACKNOWLEDGMENTS
This research is supported by Training Funds for Elitist of
Beijing.
REFERENCES
[1] Marius J.: Testing Stock Market Efficiency Using Neural networks,
Case of Lithuania. SSE Riga Working Papers 17(52) (2003) 1-55
[2] Sun Y. F., Zhang W. L., Gu X. J. and Liang Y. C.: Optimal Partition
Algorithm Of RBF Neural Network and Its Application to Stock Price
Prediction. Proceeding of International Conference on Intelligent
Information Technology, Posts & Telecom Press, Beijing (2002)
448-454
[3] Huang W., Nakamori Y., Wang S. Y., and Zhang H.: Select the Size of
Training Set for Financial Forecasting with Neural Networks. ISNN
2005, LNCS 3497, 879–884
[4] Lee K., Park J., and Lee S.: Effectiveness of Different Target Coding
Schemes on Networks in Financial Engineering. ISNN 2005, LNCS
3497, 873–878
[5] Zeng F. Z. and Zhang Y. H.: Stock Index Prediction Based on the
Analytical Center of Version Space. ISNN 2006, LNCS 3971, 458 –
463,
Based on Stock Information Entropy. ISNN 2006, LNCS 3971, 442 –
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[7] Juang C. F. and Lin C. T.: Noisy Speech Processing by Recurrently
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[8] Lin J. and Wai R. J.: Hybrid Control Using Recurrent Fuzzy Neural
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[9] Ku C. C.and Lee K. Y.: Diagonal Recurrent Neural Networks for
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[10] Zhang Q. Z. and Gan W. S.: Active Noise Control Using a Simplified
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437-449


 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 591--595
Copyright@2007 Watam Press

Basic Engineering Materials Classification

Model- A Neural Network Application
Doreswamy
Department of Post-Graduate Studies and Research in Computer Science
Mangalore University,
Mangalagagotri-574 199,
Karnataka, INDIA
Ph.No: +91-824-2287670
doreswamyh@yahoo.com
Subject Classification: NN Model and Algorithms and Because of the vast amounts and varying quality of this
Neural Network Applications. information, the use of artificial intelligent based data
mining models, for augmenting more analytical
Abstract approaches for advanced composite materials designs, is
This paper deals with an application of Artificial receiving increasing attention [2].
Neural Network (ANN) for engineering materials’ non
linear data set classification and prediction of class of Inspired by the biological nervous system, an artificial
inconsistent input design requirements. An optimal neural network (ANN) approach is a fascinating
Back Propagation Neural Network (BPNN) structure mathematical tool, which can be used to simulate a wide
is constructed to improve classification accuracy with variety of complex scientific and engineering problems.
minimum classification error based on the network A self-modeling system for materials search [3], neural
features, which are determined by the analytical trial network applications for composite properties prediction
and error procedure of network training on learning [4] using gradient decent algorithm [5] have been
data set. The knowledge about the class associated to developed using artificial neural networks and
majority of the data sets in the materials database is classification mappings. Classification tasks form an
determined by the statistical parameters, which are important class of problems in patterns classification and
computed by network learning process on data set at recognition of machine intelligence and learning. A
different test phases. The results of the constructed number of classification methods such as decision tree
neural network model are compared with equal based classifier [6], Ant colony algorithms [7][8], Neural
probability distribution function. The validation networks for knowledge discovery through classification
results depict that the optimal network structure [9][10],Fuzzy expert systems[11], and hierarchical
implemented has revealed the acceptable classification classification systems[12] for data selection have been
performance accuracy of 99.35% with the cost applied successfully to tackle these types of problems.
function error of 0.00690%, less than 1%. This The goal of this model is to promote more consideration
classification model is proposed as the decision of using ANNs in the field of composite materials design
support model to assist composite designer in the and their basic engineering materials classifications and
selection process of basic engineering material against to support in decision making in materials selection by
the input end user requirements. composite design engineers. This model closely
examines the classification and prediction strategies on
1 Introduction
materials data sets consisting of non linear relationships
Materials and their designs have evolved over two among their attributes/properties values. The applications
millennia from the simple to complex macro-design of of data classification models in composites materials
mixtures - monolithic to composite materials. The trend designs are revealed and promoted as new classification
today is advanced composite materials designs for models.
various applications, and the research emphasis is
towards more computationally tractable ’atomic-scale' The rest of this paper is organized as follows. The
design of lattices, surfaces and interfaces. In general, the section 2 describes the classification system’s
pace of all materials research is being challenged, architecture. Emphasis on the database and its attributes
particularly from an affordability perspective. As a used for classification and prediction model, is made in
consequence, a world-wide pursuit of more efficient and section 3. Section 4 describes the experimental results of
accurate prediction methods of ‘yet-to-be-made’ classification model on the training and the testing data
materials is becoming a preeminent materials research sets. Section 5 draws conclusions and briefs about the
frontier. One, currently very popular, approach to future scope.
materials design is to utilize existing materials data to
predict properties of yet-to-be-made materials [1].

591
2. Neural Network Architecture 2.2 Preparation of Input and Output Patterns for
Training
Artificial neural networks are a class of parametric non
linear statistical models that have found wide spread use
The performance and the convergence of the NNs are
in many domains, including data mining, signal
determined with the capability of generating correct
processing, medical diagnosis, composite materials
solutions for input patterns. Training of NN is carried out
design and process, materials property predictions [13].
through the presentation of training samples. Training
These are different from other traditional techniques with
samples are selected to be representative of variations in
two major characteristics: learning and recall. Learning is
such a way that unseen part features can be recognized by
the process of adjusting the connection weights to
network.
produce the desired output. Recall is the process of
providing an output for a given input in accordance with
The neural network model is a three layer feed
the neural weight structure [14].
forward neural network [15][16]. Each layer is fully
connected to all successive layers through the connection
Artificial neural architecture is mainly composed of
weights as shown in figure 1. For a neuron i, the
elementary processing units, which are interconnected, by
normalized weighted inputs are fed and then summed up
weighted connection and layers. Among various neural
to the final input ui
network architectures Back Propagation Neural Network
m
u i = ∑ w j ,i x j
(BPNN) is a widely used technique for training of (1)
Multilayer Perceptrons (MP). Though there are several
j =1
case studies of computer aided materials design and
The inputs for neurons are propagated to outputs through
manufacturing problems solved successfully by MLP
the neurons in the hidden layers according to the
algorithmic approach [15], back propagation model is
applied as new model for basic engineering materials following sigmoid activation function with bias θ
classifications. The major steps of the Neural Networks 1
(NNs) approach involve the following steps. f (u i ) = (2)
1 + e −( ui +θ )
where ui is the input function and f(ui) is the output
1. Construct Multilayer Neural Network architecture. function.
2. Prepare the input and output patterns for training.
3. Train and validate the NN. 2.3 Training and Validation of Neural Network
The training procedure is a search algorithm to minimize
2.1 Construction of Neural Network Architecture
the error between the input and the output patterns by
changing the weights. This process determines the
Structural design of NN involves the determination of
weights of NN connections to map the relationships
layers and neurons in each layer. The selection of ANN
between input and output. The network must be trained
architecture is determined by trial and error approach
with training data sets in such a way that for a given input
such that the number of neurons in the input layer,
vector, the output vector must be obtained to classify the
number of hidden layers, number of neurons in each
patterns.
hidden layers and number of neurons in output layer are
found by using several repeated runs of the system.
When the back propagation learning method is
Several repeated solutions with different initial weights
employed as training procedure, the objective function
and network parameters are used for converging to
for an input/output pattern is the sum of the squared
optimal solution.
residual errors as follows.
1 m
Typical Multilayer Perceptrons Neural Network
(MPNN) architecture and a processing neuron are
E= ∑ (Tk − Ok ) 2
2 k =1
(3)
depicted in figure 1.
where Tk and Ok are the target and the actual

Input
computed outputs of kth output unit respectively. A
Data Set gradient decent method is implemented to find a set of
weights that minimizes the objective function error. The
weight change is proportional to the derivative of the
error with respect to each weight. This can be expressed
Data as
Preproces ∂E
sing ∆w ∝ (4)
∂W
The determination of weight change is a recursive
process which starts with the system units. For a weight
Figure 1: Typical MPNN Architecture that is connected to a unit in the output layer, its change is
based on the error of this output unit. It is given by

592
∆ w k , j ∝ O k (1 − O k ) ( T k − O k ) O
∆ wk , j = δkO j
where δk is referred to as the error signal at the kth output
unit. The output signals are back propagated to units in
the hidden layer. The change of a weight in hidden layer
is determined by ∆ w j ,i ∝ O j (1 − O j )
∆ w j ,i = δ j Oi
In order to increase the speed of the training procedure
without any oscillations, the adaptive learning rate and
momentum are used during the training process. The
equations (5) and (6) are then rewritten as follows
∆wk,j(n) = ηδ k O j + α ∆wk,j(n-1) (7)
∆wj,i(n) = ηδ j Oi + α ∆wj,i(n-1)
where n is the training epoch number, η is the learning
rate and α is the momentum. The momentum allows the
previous weight change to have a continuing influence on
the current weight change.
Neurons in the hidden layers play a critical role in
the operation of MLP network with back-propagation
learning because they act as feature detectors. While the
learning process is in progress, the hidden neurons begin
to gradually discover the hidden features that characterize
the training data. Hidden neurons do non linear
transformation on the input data into a new space called
feature space. The error obtained during learning process
in each epoch is measured by cost function (9). The error
signal is gradually minimized as the number of iterations
steps further for fixed epochs.
N M
1
E av =
2N
∑∑ (T
1 K =1
k − Ok )
The neural network with optimal number of neurons in
the hidden layer is determined on fixed momentum
constant and different learning rates. The best learning
curve is induced in for the classification of engineering
materials.
j = δ kO j Pe = 1 − P(C pmc , N ) (14)
(5) where N is the total number of training samples , Ω(N )
is the decision space, Cpmc is the probability of correct
classification on entire training data set, Pe is the error
probability, and PM, CM and MM are the probabilities of
correct classifications of Polymer, Ceramic and Metal
classes, respectively.
∑δ
k
k wk , j O i ,
3 Materials Database
(6) The reconstructed material database obtained by
sampling various data sets from different websites
[16][17] is used as training samples for classifying
material class. The database contains 5000 data instances
that include all class materials such as Polymer, Metal
and Ceramic.
3.1 Descriptions of Attributes of Database
(8)
The material database is an organized collection of
related data that specifies the materials data and their
properties including physical, mechanical, thermal and
general properties. Each property has some sub properties
that emphasize the characteristics or features of
engineering materials [17][18].
4 Experimental Results
4.1 Inputs
The unique materials attributes/features [17][18] from the
database are extracted and used to represent the input
neurons in the BPNN. The numeric values present to the
input neurons are preprocessed for checking integrity of
the attribute values and for replacing
linguistic/categorical values with predefined numeric
values by the domain expert classification rules in the
knowledgebase. The data sets are then transformed to the
(9) range 0-1 by using the Min-Max normalization technique
[19] for improving the classification accuracies. A set of
properties is randomly selected, processed and presented
to the input layer of the network. Network predicts the
class to which majority of the input properties are
belonging.
4.2 Outputs

Network validation is the primary task of The outputs of BPNN algorithm are obtained in the form
determining the correctness of results obtained by the of weights for every neuron. The neuron in the output
network architecture. The performance of the layer whose output weight value converges to 1 is
implemented network is measured and validated on Equal considered as the winning output neuron. The class label
Probability Distribution Function(EPDF) theory. corresponding to that winning neuron is identified as the
predicted class for the input design requirement
properties.
P(Cpmc, N) = ppP(PMc,N/ Pm)+ pcP(CMc, N/Cm)+ pmP(Mc,N/ Mm)
4.3 Optimal BPNN Selection and Classification Results
where pp= pc = pm = 1/ 3 (10)
(11) Determination of optimal number of neurons in the
P ( PM c , N / Pm ) = ∫ f ( x / PM
Ω( N )
x c )dx
hidden layer for producing minimized error is the core
(12) task of optimal neural network design. As there is no
P (CM c , N / Cm ) = ∫f
Ω( N )
x ( x / CM c ) dx standard method of determining optimal neural network
structure, analytical trial and error analysis procedure is
(13)
P ( MM c , N / M m ) = ∫f x ( x / MM c )dx employed for designing optimal network architecture.
Ω( N ) Network structures with different number of active
The probability of error occurs is defined as

593
neurons at hidden layer are trained with different learning
rate η , η ∈ 0.01, 0.1, 0.25, 0.5, 0.75, 0.725, 0.8, 0.9
and fixed momentum constant, m = 1.0, for fast
convergence. The minimized cost function errors
obtained by equation (9) for different data set are
analyzed for the optimal network selection. Figure 2
shows the comparisons of best learning curves extracted
from the learning curves of different network
architectures. From the figure 2, it is found that the
optimal BPNN with four hidden neurons has produced
the least cost function error 0.002312 at 100 epochs, with
optimal learning rate 0.8 and momentum constant 1.0, for
better classification accuracy. The knowledge of the
optimal neural network structure is extracted to obtain
better classification and prediction results and the same
is listed in the table 1
0.014
0.012
The network performance is analyzed on materials
{ } database consisting of 5000 data sets that included all
types of materials. The classification performance and
residual errors of the network, and the statistical
parameters such as mean and standard deviation are
estimated for individual class of materials. From these
statistical parameters, the following are found:
1. The mean classification error of 99.35440% and the
mean cost function error of 0.00690% are obtained by
the optimal network. These are the optimal results for
testing data set and predicting the unknown class of
non liner data sets
2. The standard deviations of individual classes of
training data have measured the deviations of
classification among the training set samples
Best Learning Curves
3. The majorities of the materials in the proposed database
are polymers. The table 2 shows the comparisons of
materials classification performance of Equal
25 X 4 X 3 Network with Lr = 0.8
25 X 6 x 3 Network with Lr = 0.8
25 X 7 X 3 Network with Lr = 0.8

0.01
Probability Distribution Function (EPDF) and Neural
MinimizedCost Function Error

0.008
Network Model(NNM).
0.006

0.004
4.4 Testing Results
0.002
The network structure constructed and trained on learning
0
50 100 150 200 300 data set was tested with different class of materials. The
non linear materials properties are extracted randomly
No. of Epochs

Figure 2: Best Learning curves for different network structures

from the material database and are preprocessed with
Table 1 classification rules for testing integrity of Polymer, Metal
Optimized MLBP Neural Network and Ceramic classes, respectively. The optimal neural
Optimum Number of Hidden Neurons 4 network implemented successfully is capable to predict
Optimum learning rate 0.8 the class of input design requirements with inconsistent
Momentum Constant 1.0 data. The following figure 3 depicts the exponentially
decreased cost function errors at different steps of
The determined optimal features in table 1 are used for iterations for correctly classified material classes.
constructing the optimal network structure for the
classification and prediction of materials in the database.
Table 2
Comparison of materials classification performance of Neural Network Model (NNM) and equal probability density function.
Run Training Polymer Ceramic Metal Training Data Set
Steps set Classification in % Classification in % Classification in% Classification in %
BPNN
EPDF BPNN EPDF BPNN EPDF BPNN EPDF
1 1000 45.89 42.543 28.37 25.335 24.98 22.374 99.24 90.252
2 2500 47.2756 45.204 25.789 21.245 26.287 25.334 99.3516 91.783
3 3500 50.321 48.215 26.450 22.264 22.65 21.346 99.421 91.825
4 5000 51.6427 47.226 27.4674 26.279 20.294 19.446 99.4041 92.951
Average
48.78233 45.797 27.0191 23.78075 23.55275 22.125 99.35418 91.70275
Classification

Cost Function Errors with Correctly Classfied Materials Classes

5. Conclusion and Future Work Scope
0.002 0.244

0.0018 Polymer Metal Ceramic 0.243

An optimal multilayer back propagation non linear

Errorsof Polymer andMetal Classes

0.0016 0.242

neural network model has been implemented

Errorsof CeramicClass

0.0014 0.241

0.0012 0.24

0.001 0.239 successfully to predict the class of input design

0.0008

0.0006
0.238

0.237
requirements with inconsistent/ nonlinear data items.
0.0004 0.236 Knowledge about the network structures include
0.0002

0
0.235

0.234
number of network layers, number of neurons in
99999 199998 299997 399996 499995 599994 699993
Iterations at Different Steps
799992 899991 999990
hidden layers and optimal learning rate parameters
are revealed for the optimal network construction.
Figure 3: Cost function errors associated to Correctly Classified The majority of the materials in the training data set
material classes are revealed by statistical knowledge. This supports
the design engineer to directly select the domain

594
class and to reduce the search complexities for
materials selection. The implemented model has
obtained satisfactory results on the training data set
with the classification accuracy of 99.35440% with
the mean cost function error of 0.00690%.
Further, this model can be extended as Neuro-
Fuzzy classification model by inputting fuzified data
set to Neural Network Model for achieving still
better classification accuracy with negligible cost
function error.
ACKNOWLEDGEMENT
[11] Chang S Y, Lin C R and Chang C T. (2002) A fuzzy
diagnosis approach using dynamic fault tree, Chemical
Engineering Science, Vol. 57,No.15,pp.2971-2985.
[12] Chih-Ming Chen, Hahn-Ming Lee, Cheng-Wei Hwang.
(Dec.2005) A Hierarchical Neural Network Document
Classifier with Linguistic Feature Selection, Applied
Intelligence, Publisher: Springer Netherlands ISSN: 0924-
669X (Paper) 1573-7497 (Online), Issue: Volume 23,
Number 3, pp. 277 – 294.
[13] Peter Sittner, Veronique Michaud, Antonio Balta-Neumann
and Jan Schrooten. (2001) Modeling and Materials Design
of SMA Polymer Composites, Proceedings of International
Symposium on Smart Materials, PRICM4, pp.11-15, Hawai,
Honolulu.

This work is supported by UGC under minor
research project No..MRP (S)-285/2005(X
plan)/KAMA004/UGC-SWRO. The author
gratefully acknowledges the support.
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 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 596--601
Copyright@2007 Watam Press

COMPLEXITY ANALYSIS OF EEG UNDER DIFFERENT BRAIN

FUNCTIONAL STATES USING SYMBOLIC ENTROPY

Lisha Sun1, Guoliang Chang1, Patch. Beadle2

1
Key-Lab of Intel. Manuf. Tech. of State Education Ministry
College of Engineering, Shantou University, Shantou 515063, China.
(lssun@stu.edu.cn)
2
School of Engineering, Portsmouth University
Portsmouth, United Kingdom

ABSTRACT produced by low-dimensional chaos [6]. Pritchard et al. also applied

This paper proposes a novel method based on symbolic dynamics
for investigating the complexity of EEG signals. The symbolic
entropy (SyEn) from the symbolic sequences of the given signals is
defined and the corresponding algorithm is developed for the
purpose of quantitatively measuring the complexity of EEG data.
To evaluate the performance of the presented symbolic entropy,
some simulations with symbolic random sequences were carried out
and compared with other traditional entropies such as binary
Shannon entropy and approximate entropy. Furthermore, the
proposed SyEn is used as a quantitative parameter for estimating the
complexity of two groups of clinical EEG data with normal and
schizophrenic subjects. Several experimental results are provided to
show that our method is significantly superior to the common
entropy approaches. Based on the developed time-varying entropy,
significant difference between two kinds of EEG data was easily
distinguished.
Index Terms—symbolic entropy, time series analysis, sample
entropy, complexity analysis
1. INTRODUCTION
Studies have shown that human brain is a complicated nonlinear
spatial-temporal neural system [1,2]. Electroencephalogram (EEG),
which is regarded as the summed electrical activity of very large
numbers of neurons exists high-dimensional chaotic characteristics.
Regarding the functional significance of the brain activity, it is of
major interest to investigate what is the nonlinear spatial-temporal
structure of such brain oscillations, as far as they are visible in the
EEGs, under pathological or physiological brain states such as
epileptic seizures, sleep-wake stages and etc. Advanced approach
for studying EEGs enables us to extract more useful information
and the underlying inherent mechanism under different brain
functional states.
In principles, non-linear dynamics provides a more complete
description of the EEG recordings and a better understanding of the
underlying mechanism of the brain, such as Lyapunov exponent,
correlation dimensions [3-5].However, these algorithms are based
on a low-dimensional nonlinear dynamics system. By using the
surrogate-data methods, Theiler et al. found that the EEG was not
surrogate data testing to a normal resting human EEG and revealed
that a normal resting human EEG was nonlinear, but did not
represent low-dimensional chaos [7]. Similar results have been
independently reported by Casdagli, Rombouts and et al. [8]. Hence
these algorithms may produce spurious dimension or Lyapunov
exponent estimates, supporting false identification of chaotic
dynamics existing in the observed data [9].
Information theory provides a new way to measure the
non-linear trends in a brain electrical time series. Several entropies
for identify the complexity of medical signals have been introduced.
As early as 1970s, Lempel and Ziv had researched the complexity of
random time series from the viewpoint of Kolmogorov complexity
[10]. They thought the complexity described the increase of
different patterns in a time series with the increase of the data sets
and represented the extent of randomness. In 1991, Pincus, who
formulated the theory and method for a measure of regularity
closely related to the Kolmogorov entropy, introduced a new
scheme in terms of the approximate entropy (ApEn) [11]. Later on,
Richman and Moorman found a new algorithm called sample
entropy (SampEn) [12]. Compared to the algorithm of ApEn,
SampEn reduces two aspects of bias and agrees much more closely
with the theory for random numbers with known probabilistic
characteristics over a broad range of operating conditions and
furthermore maintains relative consistency. However, the
performances of the two methods depend highly on the chosen
parameters. The variations of parameters will strongly affect the
reliability of the results. They are experimental to some extent and
time-consuming so that researchers urgently pursue a more
stationary, reliable and simple algorithm to identify the
complexities of nonlinear signals. Recently, several entropies based
on symbolic dynamics have shown to be a new way for identify the
complexity of medical signals and gained a rapid development
[13-16].
In this study, a novel scheme called symbolic entropy (SyEn) is
proposed to distinguish the complexities of different EEGs. By
setting proper thresholds, the nonlinear dynamic series are
converted into symbolic series and a novel SyEn is defined. We also
compare the results with traditional SampEn. Experimental results
show that the SyEn can effectively identify the differences of EEG
data between the healthy subjects and epileptic patients, which are


extremely useful for the purpose of assistant diagnosing the
epileptic and evaluating the medical treatment.
The paper is organized as follows: In section 2, the method of
symbolic entropy is introduced. In section 3, surrogate data
algorithm is used to test the nonlinear characteristics of EEGs. The
SyEn and SampEn analysis based on a sliding window are applied Fig. 1. The segmentation of the symbolic time series
to deal with the EEG data. The clinical interpretation follows that. n
The detailed conclusion and discussion is given in section 4. The number of different integers is K 2 . Next, the
pseudo-random sequences {si | i 1, 2, ˜˜˜, N } are segmented into
2. SYMBOLIC ENTROPY METHODS the short sequences with length of L. Pseudo-random sequences of
vectors u (1), ˜˜˜, u ( N  L  1) are formed by
Symbolic dynamics is considered to be a coarse grained description
of trajectories of a general class of systems, which remains both defining u (i ) [ s (i ), s (i  1), ˜˜˜, s(i  L  1)] . The short sequences
robust and statistical properties of the system invariant [17].The can be marked and identified as:
main principle of symbolic dynamics is to transform a time series
into symbol sequences, which provides a model for the orbits of the L
dynamical system via a space of sequences. The adaptation of the
definitions of symbolic dynamics to chaotic systems allows
l x ( L, i ) ¦m
p 1
L p
s( p  i) (3)

partitioning the infinite number of finite length trajectories into a where m denotes the number of different integers in symbol set
finite number of trajectory sets. {s0 , s1 , ˜˜˜, sm 1} and L is the length of the short time sequences. i
Given a data set X , the symbol sequence is achieved by
represents the initial point of the symbolic
quantifying X into a symbol. Let E {E0 , E1 , ˜˜˜, Eq 1} be a
series {si | i 1, 2, ˜˜˜, N } . By quantifying, the symbol sk can be
finite disjoint partition of a phase space X . Considering a given replaced by an integer k. The derived short time symbolic series can
symbol set {s0 , s1 , ˜˜˜, sm 1} and a data set composed of m+1 critical L
be easily identified by data set {0,1, ˜˜˜, m  1} . Therefore, the
points {c0 , c1 , ˜˜˜cm } , the given chaotic sequences symbolic entropy of the sequences can be defined by calculating
{xi | i 1, 2, ˜˜˜, N } can be replaced by the symbolic information contained in the symbolic series
series {si | i 1, 2, ˜˜˜, N } :
I
E  ¦ Pl ln Plx
L lx x
(4)
if ck  xi d ck1, then s(i) sk (1)
where Pl
x
nlx / nsum is the probability of the pattern lx . nlx is the

The performance of the method depends on the precision of the
quantization and the dynamical characteristics of the original
systems. Also, one of the most important problems dealing with
symbolic dynamics is that we must risk the loss of information
caused by coarse-grained processing. Generally, this influence is
not significant, except for some extreme cases such as binary
quantization [18, 19]. So the symbolization based on binary is not
applicable and the quantization to multiple scales is more reliable.
In our proposed method, we will convert the original signals into
multiple integers according to the following algorithm [20, 21]
jS ( j 1)S
VC(x) j, if sin2  x dsin2 j 0,1,2,˜˜˜, K1 (2)
2K 2K
Next, we will segment the symbolic time series
{si | i 1, 2, ˜˜˜, N } into short time series {U (1), ˜˜˜, U ( N  L  1)} with
length of L, in which U (i ) [ s (i ), s (i  1), ˜˜˜, s (i  L  1)] . Fig. 1
represents the algorithm of segmentation with length L 5 .
frequency of the pattern lx . nsum is the total number of the
patterns.
Clearly, the ability of coding information depends on the
number of the critical points. If the number of c i is given, we can
find the best critical values by optimizing the symbolic entropy E.
The number of the critical points is proportional to the ability of
coding the original time series. The more the critical points, the
higher the symbolic entropy. When the number of critical points
comes to a certain extent, the pseudo-random sequences have
sufficient information so that the symbolic entropy reaches to the
maximum.
For a very regular binary sequence, only few distinct patterns
occur. Hence, the symbolic entropy becomes smaller since the
probability of these patterns is higher and only little information is
contained in the whole sequence. For a random binary sequence, all
possible patterns of length N occur with the same probability. So the
corresponding content of information is maximal.
3. COMPLEXITY ANALYSIS OF EEGS
3.1 EEG Data Collection
The subjects included controls and epileptics. The controls were
4 healthy male graduates and researchers. They have no history of
neurological or psychiatric disease and not taking any drugs. 8


epileptic patients have no medicated histories. The experiments
were performed in an acoustically and electrically shielded room.
The EEG data were collected with NIKKON 4000 EEG System at
sampling rate of 100Hz and 1-min of data were recorded from 14
electrodes (Fp1, Fp2, F3, F4, C3, C4, P3, P4, O1, O2, F7, F8, T5, T6)
according to the international 10-20 system. The reference electrode
was placed on the tip of the nose, grounding through linked earlobes.
Artifact rejection was performed off-line by an experienced
doctor’s visual inspection of the recordings.
The preprocessing of the EEG data was performed before the
complexity analysis. Data were high-pass filtered at 1 Hz and
low-pass filtered at 35 Hz. Then they are normalized into interval [0,
1] via a linear map and then the sequences are coded for the estimate
of the SyEn. Here 30s long EEG time series was selected. In order to
detect and reduce non-stationary present in taking small windows of
the whole EEG data, two windows sizes, 2s-window and 5s-window
are used with 50 data points overlap. For the former situation, there
are 57 sliding windows with 200 data points in each one. The
averaged values of the entropies for the 57 sliding windows are
taken. By averaging mean data of the two groups individually, the
final entropy value is obtained. For the latter, there are 51 sliding
windows with 500 data each correspondingly. The calculations are
performed for each sliding window via both SyEn and SampEn
algorithms. For SampEn, the input parameters m=2, r=0.15SD (the
standard deviation of EEGs) are chosen. As to SyEn, we take K=8,
L=5 for each sliding window. Entropy algorithms are applied in
calculating EEGs of both the controls and the patients.
3.2 Text of Nonlinear Hypothesis
From the neurophysiological point of view, there is much
evidence that EEGs arise from a highly nonlinear system. Not only
have multiple feedback loops been detected at each of the
hierarchical levels of the central nervous system, but also individual
neurons themselves appear to be nonlinear elements. It has been
demonstrated experimentally that indeed neuronal systems exhibit a
variety of nonlinear behaviours. But, with respect to the dynamical
modelling of EEG signals, it is still a crucial problem whether EEGs
are indeed in accordance with nonlinear deterministic models,
rather than linear stochastic models.
A straightforward way to test different dynamical models for a
given time series is the so-called method of surrogate data, which is
first introduce by Theiler et al. [6].The null hypothesis that the time
series is the result of a linear stochastic process. The measured
topological properties are compared with the measured topological
properties of the surrogate data sets. If both the experimental time
series data and the surrogate data sets yield the same values for the
topological properties (within the standard deviation measured from
the surrogate data sets), then the null hypothesis that the
experimental data set is random noise cannot be ruled out.
Here surrogate signal is produced by phase randomizing the
given data which has similar spectral properties as of the given data.
This means that the surrogate data sequence has the same mean,
variance and autocorrelation function and therefore has the same
power spectrum as the original sequence but (nonlinear) phase
relations of the original series are destroyed in the surrogate series.
To construct the phase-randomized surrogate data set, the original
time series is transformed by Fourier transform, and then take the
inverse Fourier transform. For comparison with the

phase-randomized surrogate, the null hypothesis is that EEG signals
are generated by linear stochastic process, and symbolic entropy is
used as the discriminating statistic.
Usually, a Gaussian distribution of surrogate data SyEn is
assumed. A statistical t-test is performed by calculating
significance:
 Q !  Q (5)
surr o rig
S
V
where ҏ Qorig stands for the SyEn of the original time series.
 Qsurr ! stands for that of the surrogate data and V is the
standard deviation of the SyEn for surrogate time series. The test
allows rejection of the null hypothesis with some confidence level,
for example S t 1.96 , means the confidence level P=0.05.
In this study, we use the 14-channles EEG data from a healthy
subject as the original data sets. 40 realizations of the surrogate
algorithm are generated, and SyEn is calculated as described in
Section II for each group surrogate ensemble. The mean and SD of
SyEn in surrogate data are calculated and compared with that of the
original. The result is shown in Table 1. It indicates that the SyEn
between the original and the surrogate data is significantly different.
The SyEn of the surrogate data change from 0.8022 to 0.8723 which
is significantly higher (P<0.001) than the original. So the null
hypothesis can be rejected at a confidence level of 0.001.
Moreover, as mentioned above, the size of the sliding window is
an important parameter regarding the time resolution of the
time-varying entropy. Fig. 2 shows the results of the SyEn for an
example of a segment time series with 2 kinds of window size: 50
and 100, respectively. By comparing the Fig.2 (b) and (c), it can be
seen that the window size with 50 is more reasonable for our
purpose.
3.3 EEGs Analysis
Table 2 presents the SyEn and the SampEn measurements of the
controls and epilepsy groups with 2s-window. The EEGs of 14
channels are used for calculations. Each subject's entropy results
come from the average value of 57 sub-sections with 50 data
overlapping segment measurements. SyEn values of epilepsy lie
between 0.2238 and 0.3070, corresponding to the areas of epileptic
focus and the other areas of the brain. However, all these data are
significantly lower (P<0.01 to 0.001) than that of the healthy
subjects in which the entropy values are from 0.4131 to 0.5055.
Similarly, the SampEn results of the epileptic patients range from
0.5451 to 0.7098 but not statistically lower compared to that of the
control group in which the entropy values are from 0.6521 to 0.7730.
It can be obviously seen that the performances of SyEn are
significantly effectively than that of the SampEn in EEGs
complexity analysis given in this term.
Table 3 gives the results of the SyEn and the SampEn
measurements in both two groups with 5s-window. The individual
entropy for each subject is obtained from the average of 51
sub-sections with 50 data overlapping EEG segment measurements.
The SyEn of the epileptic patients ranges from 0.2388 to 0.3276. It
is significantly lower (P<0.01 to 0.001) than that of the control
group in which the entropy values are from 0.4417 to 0.5391.
Correspondingly, the SampEn of the epilepsy group ranges from
0.5674 to 0.6997, which is not statistically lower compared to that TABLE 1ˊCOMPARISON OF SYMBOLIC ENTROPY FOR ORIGINAL TIME
of the control group in which the entropy values are from 0.6789 to SERIES AND SURROGATE DATA FOR A HEALTHY SUBJECT (***P<0.001)
0.8088. Channe
Original Surrogate-data
2 l
1.5 (a) Fp1 0.6168 0.8147 r 0.0594***
1 Fp2 0.5965 0.8022 r 0.0674***
0.5 F3 0.7230 0.8396 r 0.0469***
0 F4 0.7665 0.8296 r 0.0542***
-0.5 C3 0.6945 0.8426 r 0.0448***
-1 C4 0.7274 0.8577 r 0.0634***
-1.5 P3 0.7610 0.8033 r 0.0594***
-2
0 200 400 600 800 1000 1200
P4 0.7813 0.8621 r 0.0445***
O1 0.7791 0.8495 r 0.0604***
(a) O2 0.7544 0.8723 r 0.0473***
0.8056 r 0.0564***
0.9

˄b˅
F7 0.7320
0.85

0.8
F8 0.6702 0.8210 r 0.0576***
0.75
T5 0.8120 0.8491 r 0.0512***
0.7 T6 0.8031 0.8223 r 0.0588***
SpEn

0.65

0.6

0.55
TABLE 2ˊ COMPARISON OF SYEN AND SAMPEN
0.5
Channe Original Surrogate-data
0.45
0 100 200 300 400 500 600 700 800 900 1000 l Controls Patients Controls Patients
(b)
Fp1 0.4921 r 0.2572 r 0.6521 r 0.6051 r
0.0223 0.0816*** 0.0022 0.0961
0.75
Fp2 0.4998 r 0.2656 r 0.6650 r 0.6142 r
(c)
0.7 0.0313 0.1070*** 0.0510 0.1407
0.65
F3 0.4918 r 0.2446 r 0.7271 r 0.5912 r
0.0177 0.1016*** 0.0485 0.1119*
0.4965 r 0.2625 r 0.7372 r 0.5978 r
0.6
F4
0.55 0.0041 0.1009*** 0.0503 0.1259*
0.5
C3 0.4992 r 0.2653 r 0.7311 r 0.6488 r
0.0391 0.0846*** 0.0630 0.0992
0.45
0 100 200 300 400 500 600 700 800 900 1000 C4 0.5055 r 0.2708 r 0.7097 r 0.6489 r
0.0567 0.1100*** 0.0124 0.1401
(c)
Fig. 2. Comparison of the size of the sliding window. (a) a segment
P3 0.4582 r 0.2944 r 0.7551 r 0.6701 r
of time series with changing entropy. (b) the SyEn with window size 0.0190 0.0850*** 0.0684 0.1120
100. (c) the SyEn with window size 50. P4 0.4779 r 0.3070 r 0.7610 r 0.6068 r
0.0031 0.0917** 0.0561 0.2035
In order to obviously evaluate the performance of different O1 0.4882 r 0.3049 r 0.7695 r 0.6952 r
algorithms in different windows, we depict the changes of entropy 0.0386 0.0512*** 0.0798 0.0565*
of the EEGs with time evolution in channel Fp1 of a healthy person, O2 0.4907 r 0.2640 r 0.7730 r 0.7098 r
measured by both SyEn and SampEn as shown in Fig. 3. The data in 0.0445 0.1245** 0.0209 0.1171
Fig.3 (a) are obtained from the SampEn measurements and the F7 0.4131 r 0.2303 r 0.6538 r 0.5451 r
curves in Fig.3 (b) are taken from the SyEn calculations in
0.0029 0.0916*** 0.0711 0.1123*
2s-window which generates 57 entropy results. Fig. 2(c) and 2(d)
represent the SampEn and SyEn measurements in the 5s-window by
F8 0.4310 r 0.2464 r 0.6786 r 0.5634 r
generating 51 entropy data respectively. It can be seen that the SyEn 0.0183 0.0944*** 0.0131 0.1625
of the epileptic patients are obviously lower than that of the healthy T5 0.4333 r 0.2238 r 0.7595 r 0.6651 r
subjects in these two sliding windows. Only in the 5s-window, the 0.0161 0.1214** 0.0462 0.0988*
SampEn can distinguish two different groups while in the T6 0.4426 r 0.2689 r 0.7709 r 0.6760 r
2s-window, the difference is very weak thus causing the disability 0.0089 0.1151** 0.0544 0.1479
of the algorithm.


 TABLE 3. COMPARISON OF SYEN AND SAMPEN WITH 5S-WINDOW
FOR TWO DIFFERENT EEG DATA
0.7
Channe SyEn SampEn
l Controls Patients Controls Patients 0.6
Fp1 0.5326 r 0.2728 r 0.6837 r 0.6293 r
0.0352 0.0838*** 0.0057 0.1034 0.5

SyEn (2 sŦwindow)
Fp2 0.5384 r 0.2850 r 0.6988 r 0.6339 r
0.4
0.0503 0.1128*** 0.0393 0.1412
F3 0.5184 r 0.2560 r 0.7557 r 0.6138 r 0.3
0.0254 0.1053*** 0.0457 0.1185*
F4 0.5238 r 0.2836 r 0.7756 r 0.6205 r 0.2
0.0030 0.1054*** 0.0455 0.1295*
C3 0.5391 r 0.2807 r 0.7640 r 0.6701 r 0.1

0.0570 0.0832*** 0.0679 0.1037*

0
C4 0.5329 r 0.2896 r 0.7401 r 0.6699 r 0 10 20 30 40 50 60
Number of sections
0.0554 0.1130*** 0.0200 0.1424
P3 0.4855 r 0.3100 r 0.7884 r 0.6902 r (b)
0.0164 0.0837** 0.0604 0.1168* 0.7
P4 0.5012 r 0.3276 r 0.7997 r 0.6303 r
0.0071 0.0960** 0.0466 0.2050 0.6
O1 0.5140 r 0.3221 r 0.7929 r 0.7196 r
0.0421 0.0494*** 0.0610 0.0636 0.5
SyEn (2 sŦwindow)

O2 0.5144 r 0.2827 r 0.8001 r 0.7342 r

0.4
0.0483 0.1308** 0.0197 0.1194
F7 0.4417 r 0.2420 r 0.6789 r 0.5674 r 0.3
0.0009 0.0944*** 0.0622 0.1153*
F8 0.4642 r 0.2678 r 0.7096 r 0.5838 r 0.2

0.0223 0.1016*** 0.0045 0.1684

T5 0.4513 r 0.2388 r 0.8039 r 0.6904 r 0.1

0.0235 0.1240** 0.0344 0.1058*

0
T6 0.4650 r 0.2860 r 0.8088 r 0.6997 r 0 10 20 30 40 50 60
Number of sections
0.0143 0.1205** 0.0389 0.1521
(For table II and III, the comparisons is statistically the control and (c)
epileptic groups using the algorithm of SyEn and SampEn (*P<0.05, 0.7
**P <0.01, ***P<0.001).Control: the healthy subjects; Patient:
epilepsy.) 0.6

0.5
SyEn (2 sŦwindow)

1.2
0.4

1.1
0.3

1
SampEn (2 sŦwindow)

0.2

0.9 0.1

0.8 0
0 10 20 30 40 50 60
Number of sections
0.7
(d)
0.6
Fig.3. Comparisons of the control and epileptic groups using the
0.5 algorithm of SyEn and SampEn obtained from Fp1 with different
0 10 20 30 40 50 60
Number of sections windows, where -*-denotes the healthy,-o-denotes the patient.
(a)


 4. CONCLUSIONS AND DISCUSSIONS
Observational data of natural systems, as measured in medical
measurements are typically quite different from those obtained in
laboratories. Due to the peculiarities of these data, well-known
characteristics, such as power spectra or fractal dimension do not
often provide a suitable description. To study such data, we present
here a novel measure of complexity called symbolic entropy based
on symbolic dynamics. The performances of the proposed method
and the SampEn are presented to analyze the complexity of EEG
time series, collected from both the healthy subjects and epileptic
subjects.
Results further suggests that the neural information
transmission or communication in patients could be more isolated or
impaired to some degree compared to that in control subjects. The
ability of entropy measurements to detect these differences provides
a means by which the complexity of the EEG signal can be
characterized and thus comparisons made between different brain
areas and subjects requiring only a relatively short portion of the
signal. One of the considerations in this study is to compare
different window sizes, such 2s-window and 5s-window, which
may provide significant entropy measurement in order to
characterize the loss of complexity associated with the seizure. It is
well known that EEG signals are non-stationary and it is difficult to
obtain a long transient for a reliable estimation of the invariant
measures. Our SyEn indicate that either 2s-window or 5s-window
gives distinguishable differences of entropy measurements between
epileptic patients and healthy people. However, the SampEn can’t
distinguish the complexity of different EEG data in 2s-window.
Thus it shows that the proposed SyEn is more applicable to analyze
these dynamical medical time series. Also, it provides preliminary
support for the notion that the complex nonlinear nature of brain
electrical activity may be the result of isolation or impairment of the
neural information transmission within the brain.
In addition, we use surrogate data based on SyEn discriminating
statistic to test the nonlinear hypothesis of EEGs. Investigations
show that EEG data are chaotic and the applying nonlinear
dynamical methods to analysis of time series of brain electrical
activity provides new information about the complex dynamics of
underlying neuronal networks. The proposed entropy algorithm is a
useful tool in several fields of complexity analysis in nonlinear
science and more meaningful for biomedical engineering.
ACKNOWLEDGEMENTS
This work is supported by the Natural Science Foundation of China
(60571066) and the Natural Science Foundation of Guangdong,
respectively.
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 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 602--607
Copyright@2007 Watam Press

Prediction of Clinical Response to Treatment of

Crohn’s Disease by Using RBFN
Igor Grabec, Ivan Ferkolj*, Daša Grabec**, Dušan Grošelj***
Faculty of Mechanical Engineering, University of Ljubljana,
Aškerčeva 6, POB 394, SI-1001 Ljubljana, Slovenia, e-mail:igor.grabec@fs.uni-lj.si
University Medical Center*, Institute of Oncology**, Medical Faculty***
University of Ljubljana, SI-1001 Ljubljana, Slovenia

Abstract— This paper concerns the prediction of patient re-
sponse to treatment of Crohn’s disease with the drug infliximab.
As an optimal predictor, a normalized radial basis function neural
network is utilized. Information used in the prediction is based
on joint data from clinical parameters and response indicators
observed in a test group of patients. In the presented example,
the network utilizes given oral parameters from selected patients
to predict the response to drug administration. In the prediction
algorithm, the similarity between the given parameters and those
in the database is calculated. It is then used as a weight by which
the response of a patient from the test group is predicted. The
method thus resembles the prediction performed by a physician
based upon comparison of a treated patient with previously
tested ones. Prediction quality is estimated from the discrepancy
between predicted and observed response data. Prediction quality
corresponding to particular clinical parameters provides for their
ordering and selection of an optimal set of parameters that
together yield the maximal quality 0.63 and ∼ 80% coincidence
between predicted and observed response categories.
Index Terms— normalized radial basis function NN, clinical
response prediction, Crohn’s disease, oral parameters
I. I NTRODUCTION
One of the basic problems in modern medicine is predicting
the effects of an administrated drug based on quantitative
clinical and biomedical data on the patient’s condition. For
this purpose, a reliable quantitative predictor representing
the relation between corresponding clinical parameters and
response indicators of the treated patient is needed. The aim
of this article is to demonstrate that statistical modeling of
the predictor by non-parametric regression that represents a
normalized radial basis function neural network (NRBFNN)
enables a generic approach to the solution of this problem.
This will be exemplified in modeling the predictor of a Crohn’s
disease (CD) patient’s response to administration of infliximab
(a chimeric monoclonal antibody to tumor necrosis factor).
This example is being considered because 3 months after
treatment with this drug, only 44% of patients are in complete
remission, while 56% have weak or no remission. Since this
drug can cause unfavorable side effects in some patients, a re-
liable and simple prediction method of their response is sought
[1]. Since the origin of Crohn’s disease is unknown, it is not
a priori evident which parameters of patients’ condition can
successfully be applied for this prediction. Our hypothesis is
Manuscript received: January 31, 2007
that several oral parameters could be applicable for the purpose
of response prediction since they describe the condition of the
upper digestive tract. This hypothesis was derived from clinical
observations [2], [3], [4], [5].
In comparison with other parameters recently considered
for this purpose [1], [6], [7], oral parameters can easily be
determined using non-invasive methods, and therefore appear
convenient in clinical application, provided that they yield suf-
ficient information for prediction. As a set of oral parameters
about the patient’s condition before drug administration, we
consider here dental, periodontal and oral mucosa parameters,
as well as morphotypes in subgingival plaque detected by
darkfield microscopy. The objective of this article is to prove
our hypothesis statistically and to propose a method for its
application.
Among the different statistical estimators applicable for
describing the effects of medical treatment by various drugs,
logistic regression and correlation between a drug dosage and
an indicator of the patient’s condition are most frequently
applied [1], [8], [9], [10], [11]. However, in cases when many
indicators are included, a general non-parametric regression
appears to be better suited for prediction purposes, especially
when no functional form of predictor is given in advance [12].
To demonstrate the applicability of this method, it was recently
used for the prediction of the healing process of periodontitis
[7]. In the following sections the same method is adapted to
processing Crohn’s disease data, and its applicability is ex-
amined by estimating the prediction quality of the given data.
An additional objective of our presentation is to demonstrate
that this method is also applicable as a selector of optimal
parameters appropriate for prediction.
II. M ODELING THE PREDICTOR
Let us consider a case in which the patient’s state is charac-
terized by M variables that comprise components {vm ; m =
1, . . ., M } of a random vector V = (v1 , . . . , vM ). Repeated
observations of equally prepared states of a phenomenon
generally yield scattered values of the measured variables.
The result of measurements is most frequently represented
by mean values (< v1 >, . . . , < vM >) = < V > and
standard deviations (σ1 , . . ., σM ). However, more in tune with
the stochastic character of the measurements is describing
the scattering of state variable V around its mean < V >


by the density of probability distribution ψ(V− < V >),
known as the scattering function. Quite often this function
characterizes the properties of instruments utilized in mutually
independent measurements. Without loss of generality we
may assume that the scatterings of different components,
but not the components themselves, are mutually statistically
independent. All standard deviations can further be equalized
σm = σ ; m = 1, . . ., M by normalization or adaptation of the
measurement scales. We assume this property in the following
treatment. The form of the scattering function pertaining to a
particular case can be estimated objectively from measured
data, but it turns out that the scattering function of the m-th
component can often be expressed analytically by the Gaussian
function:
 
1 (vm − < vm >)2
ψ(vm − < vm >) = √ exp − , (1)
2π σ 2σ2
which we further apply in our treatment. We also assume
that measurements of components v1 , . . . , vM are mutually
independent and express the multivariate scattering function
by the product
M
 by Vn = Gn ⊗ Hn . Our task is to estimate H from the
ψ(V− < V >) = ψ(vm − < vm >). (2)
m=1
If only one measurement is performed on a selected subject,
we interpret the acquired data vector as the most probable one
and consequently utilize it as the mean value of the scattering
function ψ(V− < V >). In this case the scattering function
can still be expressed by the last two equations, provided
that the standard deviation σ is determined by additional
measurements.
In order to characterize the properties of the phenomenon
under consideration, we have to perform measurements on
a representative set of say N samples. A measurement on
the n-th sample yields the vector Vn = (v1,n , . . . , vM,n),
which we further consider as the center of the scattering
function ψ(V − Vn ). Since measured data generally vary
from sample to sample, we treat V as a random variable
whose properties can be statistically specified based on the
examination of the representative statistical set of state vectors
{V1, . . . , VN }, which forms a database. We consider this
database as a source of quantitative empirical information
and utilize it when characterizing various relations between
measured variables statistically [12]. For example, in the case
presented later in this article, the database represents clinical
parameters and response indicators of a group of patients
suffering from Crohn’s disease [1].
Properties of the variable V are statistically described by
the joint probability density function f(V), which can be
described by the kernel estimator [12]:
N
1 
f(V) = ψ(V − Vn) . (3)
N n=1
Here the kernel ψ(V − Vn ) denotes a multivariate Gaussian
function, while the value of its width σ will be specified
more in detail later on. Using f(V), various quantities can
be estimated by a statistical average. Among them, relations

between various components of the vector V are frequently
sought. Such a relation is generally expressed by some re-
gression function. If the structure of the function is known in
advance, then only parameters in the function are estimated by
minimizing the statistical error [11]. However, there are many
examples in the natural sciences where the structure of the
regression function is not known, and we must formulate the
regression function non-parametrically [12]. A typical example
is encountered when the response of a patient to a certain
treatment has to be predicted from given parameters of his or
her condition [13].
In this article we consider a patient whose initial state is
described by given components of the vector V and we want
to estimate his or her response to treatment described by
complementary hidden components. The given components
comprise a partial vector G = (v1 , . . . , vg , øg+1 , . . . , øM )
in which the sign ø denotes a component that is missing.
Similarly, the hidden components comprise the vector H =
(ø1, . . . , øg , vg+1 , . . ., vM ), which we treat as a missing com-
plement of G. A complete vector V is thus expressed by the
concatenation V = G ⊗ H, and the vectors of the database
probability density function (1) subject to the condition that
vector G is given. We consider as an optimal predictor of H
that vector Ho for which the statistical mean-square error at
a given data vector G is a minimum:
E[(H − Ho )2 |G] = min(Ho ). (4)
Here E[. . .] denotes the statistical average or mean value. The
minimum occurs where dE[(H − Ho )2 |G]/dHo = 0. This
equation yields as the optimal estimator Ho the conditional
average (CA):

Ho (G) = E[H|G] = H f(H|G) dH (5)
This estimator determines a non-parametric regression of H on
G and can be interpreted as a general statistical model of the
function H(G). If we express the CA by the estimated joint
probability density (1), we obtain the following expression
[12]:
N N
n=1 Hn ψ(G − Gn )
Ho (G) =  N
= Hn Bn (G). (6)
j=1 ψ(G − Gj ) n=1
The coefficients
ψ(G − Gn)
Bn (G) = N (7)
j=1 ψ(G − Gj )
are called the basis functions and satisfy the conditions
N

Bn (G) = 1 , 0 ≤ Bn (G) ≤ 1. (8)
n=1
The basis functions Bn (G) can be interpreted as a normalized
measure of similarity between the given G and the sample
Gn. Hence the vector Hn whose complement Gn is most
similar to the given vector G mainly determines the optimal
predictor Ho (G). Therefore, this predictor represents an as-
sociative recall of information from the database. It resembles
a subjective estimation of a patient’s response by a physician
using given data of a patient and a knowledge of responses of
other patients with similar properties described by partial data
vector G. However, an advantage is that the estimator Ho
can be optimally determined by processing given data of a
patient and the database. Such a system resembles an artificial
neural network in which a memory cell contains a particular
data vector [12], [14]. Its governing equation 6 represents a
normalized radial basis function neural network (NRBFNN).
The nonparametric regression determined by the conditional
average estimator represents the basic link between the statis-
tical modeling of natural laws and the field of neural networks,
and is widely applicable in various natural and technical
sciences [12], [14], [15].
A. Prediction quality
A predictor maps the random variable G to a new random
variable Ho (G), which generally differs from the variable H.
When the variables G, H are related by some natural law, we
expect that the first and second statistical moments E[H−Ho ],
E[(H − Ho )2 ] of the prediction error are also small. The
second moment is: E[(H − Ho )2 ] = Var(H) + Var(Ho ) −
2Cov(H, Ho ) + [m(H) − m(Ho)]2 , where E, m, Var, Cov de-
note statistical average, mean value, variance and covariance,
respectively. In the case of statistically independent variables
H and Ho with equal mean values we get: E[(H − Ho )2] =
Var(H) + Var(Ho ). With respect to this property we define
predictor quality by the formula
E[(H − Ho )2 ]
Q = 1−
Var(H) + Var(Ho )
2Cov(H, Ho ) [m(H) − m(Ho )]2
= − (9)
Var(H) + Var(Ho ) Var(H) + Var(Ho )
The quality is 1 if the prediction is exact: Ho = H, while it
is 0 if H and Ho are statistically independent and have equal
mean values. The quality Q approximately corresponds to the
correlation coefficient between Ho and H. Q can be negative
if the correlation coefficient is negative or if m(H) = m(Ho ).
In the case of a small number N of samples, the estimated
quality could be subject to considerable statistical variation,
but with an increasing number of samples N we generally
expect that the statistically estimated CA will increasingly
better represent the underlying natural law. The distributions
of predicted and actually observed data need not completely
coincide. The discrepancy between the corresponding mean
values and standard deviation can simply be removed by
normalization of the predicted data, which is also utilized in
our treatment.
The quality of prediction generally depends on the proper-
ties of vector H. Since H is a random variable, the quality
should be estimated as a statistical mean over values calculated
from various statistical samples of H. For this purpose an
additional data set must be provided besides the database
utilized in the predictor [14]. When only one set of data
records is provided, then it is usually split into a database
for modeling the predictor and the remaining data set utilized
for testing. If the given set includes a small number of data

records, then it is reasonable to exclude only one record
for validation of predictor performance and to utilize the
remaining samples for modeling. In this case the procedure
can be sequentially repeated by excluding a different sample
in each step. Prediction quality is then determined by the mean
of values obtained by this repetition. In the later demonstration
we utilize this cross-validation method to estimate prediction
quality.
Prediction quality generally depends on the settable kernel
parameter σ, which determines the smoothing of the proba-
bility density function. The value of σ at which the quality
attains a maximum is considered as optimal for the modeling
of the predictor. In our calculations, this value is equal to 0.7
of the standard deviation of data.
Prediction quality generally depends on the number of
components comprising vector G, and it is often observed
that all components are not equally applicable for modeling;
moreover, some of them could be disturbing. We roughly
estimate the applicability of a particular component by con-
sidering it as the only component of G and calculating
the corresponding prediction quality. In such a manner all
components that are considered as given can be ordered with
respect to the prediction quality pertaining to them. By joining
the components that are most informative, we simply proceed
to a combination that eventually corresponds to an optimal set
of components for modeling the predictor. In our example we
follow this procedure for the specification of an optimal set of
oral parameters.
III. PREDICTION OF PATIENT RESPONSE TO TREATMENT
OF C ROHN ’ S DISEASE
We apply the NRBFNN to model the relationship between
oral condition and the patient’s response indicators in treating
CD with the drug infliximab. Data on each patient are treated
as a statistical sample of a random variable V. Its particular
sample is denoted by the index n and characterized by
M = 30 measured data comprising the components of the
n-th data vector Vn . The data vectors obtained in a group
of N = 14 patients are combined in the initial database
providing the information about the relation between 27 oral
condition and 3 response parameters, as specified in TABLE
1. The values of the database are shown in Fig. 1 by a set
of 14 records. The response of Crohn’s disease patients at 8
weeks, 3 and 6 months after drug administration is presented
by the level of the CD activity index, three discrete scores
of which correspond to complete (denoted by the level 3),
partial (2), and no remission (1). Each component of the data
vector is further treated as a random variable, mean value
and standard deviation, which is statistically estimated using
N = 14 samples from the database. Using these statistics, all
components are normalized before application in the NN.
A. Results
In predictor modeling, we assume that partial information
about a new patient is given by his/her oral parameters, and we
then predict response indicators. Oral parameters comprise the
 INITIAL DATA BASE
800

700
ORDERED PREDICTION QUALITY
1

600
0.8
DISPLACED RECORDS

500 0.6

0.4
400

0.2

300

Q
0

200
−0.2

100 −0.4

−0.6
0
0 5 10 15 20 25 30
ORAL (1:27) INDEX RESPONSE (28:30) −0.8

−1
Fig. 1. Initial database comprising N = 14 samples of vector V . 0 5 10 15
ORDER INDEX
20 25 30

Legend: A record represents a sample Vn ; n = 1 . . . 14 and is displaced in

the vertical direction by the same amount with respect to the previous one. Fig. 3. Graph of ordered prediction quality Q. Prediction quality decreases
Components with indices between 1 and 27 represent oral parameters, while evenly with the increasing order index.
components with indices between 28 and 30 represent the response of patients
to treatment by the drug at various time intervals.

RELATION BETWEEN ORAL INDEX AND PREDICTION QUALITY

1

0.8
NORMALIZED REDUCED DATA BASE
60
0.6

0.4
50

0.2
Q

0 40
DISPLACED RECORDS

−0.2

30
−0.4

−0.6
20

−0.8

−1 10
0 5 10 15 20 25 30
ORAL INDEX

0
Fig. 2. Relation between oral index and the corresponding prediction quality 0 2 4 6 8 10 12

Q. ORAL (1:8) INDEX RESPONSE (9:11)

Fig. 4. Normalized reduced database.

Legend: Components with indices between 1 and 8 represent reduced oral
parameters, while components with indices between 9 and 11 represent the
given (G) and the response indicators, the hidden (H ) com- response of patients to treatment at various time intervals.
ponents of data vector V. The optimal predictor Ho is then
modeled non-parametrically by the NRBFNN. The quality of
prediction Q is estimated by the previously mentioned cross-
validation method. The applicability of each oral parameter
for modeling patient response is determined by calculating its PREDICTED AND MEASURED RESPONSE DATA
prediction quality Q. The resulting dependence of prediction 60
predicted
measured
quality on the oral index is shown in Fig. 2. By using these
50
data, oral parameters are ordered with respect to their quality,
as shown in Fig. 3. An optimal set of oral parameters is formed 40

by joining and excluding in G those with high quality and

DISPLACED RECORDS

observing the resulting quality. In this manner, the set that 30

yields maximal prediction quality is determined. It consists

of 8 parameters, printed in bold in TABLE 1. The optimal 20

set of oral parameters joined with the response parameters

10
is further treated as a reduced database. It is presented in
Fig. 4 by normalized data. The set of normalized response 0

parameters determined in patients and those predicted from 0 2

ORAL (1:8)
4 6
INDEX
8 10
RESPONSE (9:11)
12

the optimal set is shown in Fig. 5. At 8 weeks after drug

administration, the predicted response (index 9) coincides well Fig. 5. Predicted (*) and measured (o) response data.
with the observed one, but with increasing time intervals
(indices 10, 11), this agreement diminishes. This is quan-



MEAN PREDICTION DISCREPANCY <D> AND ERROR √ <D >
2
√ <D >
1.8 <D>
1.6
1.4
1.2
<D> & √ <D >
2
0.8
0.6
0.4
0.2
0 0
−0.2
8 9
RESPONSE INDEX
Fig. 6. The mean prediction discrepancy (bottom) and error (top) versus
response index.
1
PREDICTION QUALITY
0.8
0.6
Q
0.4
0.2
0
−0.2
8 9
RESPONSE INDEX
Fig. 7. Prediction quality Q versus response index.
titatively demonstrated in Fig. 6 showing the dependence of
mean prediction discrepancy and corresponding error on the
response index. The corresponding dependence of prediction
quality is shown in Fig. 7. The value of prediction quality
at the first time interval is Q = 0.63. This means that the
oral parameters of the optimal set contribute substantially to
prediction quality. However, inclusion of other oral parameters,
on average, decreases the prediction quality. With increasing
time intervals, prediction quality decreases, meaning that the
correlation between predicted and observed responses is ever
lower. In spite of the observed decrease of prediction quality
with increasing time intervals, the mean and variance of the
predicted and observed data coincide for all time intervals.
This agreement is achieved by additional normalizing of data
obtained from non-parametric regression.
In our research the response of examined patients was
represented by discrete scores 3, 2, 1 indicating categories of
complete, partial or no remission, respectively. In opposition
to this discrete scale, the application of the conditional av-
erage yields a continuous scale for the predicted response
indicator. This discrepancy can be avoided by rounding the
predicted value to the closest integer score. By such tuning
the coincidence between predicted and observed category
values at the first time interval (index 9) is ≈ 80%. The
distribution of category prediction error versus response index
is shown in Fig. 8. The highest peaks correspond to accurate
2 DISTRIBUTION OF PREDICTED CATEGORY ERROR
80
PROBABILITY [%]
40
0
2
1
ERROR −1
−2 11
10
10 11 12 9
RESPONSE INDEX
Fig. 8. Error of predicted category versus response index.
prediction with zero error. As could be expected, the accuracy
of prediction also in this case diminishes with increasing time
intervals after application of the drug.
IV. C ONCLUSIONS
In our study we have considered the hypothesis that certain
oral signs and symptoms can be applied for the purpose of
response prediction to infliximab administration in treating
Crohn’s disease. The aim of this article was to prove the
hypothesis statistically, based on an estimation of predictor
quality. The rather high level of modeled predictor quality
10
11 12
and the relatively good coincidence between predicted and
observed response scores indicate that this hypothesis cannot
be rejected.
Since the etiology of Crohn’s disease is still unknown, it
is not entirely clear which parameters of a patient’s condition
could be successfully applied for prediction of response. A
recent study suggests that the likelihood of a patient with
Crohn’s disease achieving complete remission 3 months after
treatment with infliximab can be predicted from immunolog-
ical parameters measured in the inflamed intestinal mucosa
before treatment [1]. As demonstrated in our article, the
clinical response of patients can also be successfully predicted
based on the following parameters: recurrent or persistent
swelling of the lips and cheeks; missing, healthy, non-vital
teeth, and their total number; and the percentage of large rods,
spirochetes and total number of bacteria. These parameters
are rather easily determined by non-invasive methods, and
therefore appear promising for clinical use in comparison with
other parameters recently examined for this purpose [6].
In cases that include many indicators, NRBFNN appears to
be better suited for prediction purposes than logistic regression
and correlation between a drug amount and an indicator of the
patient’s condition [1]. Therefore, a similar study to the one
presented here has been done using endoscopic biotic samples
instead of oral parameters. In this case, the level of optimal
prediction quality reaches a value of 0.73. However, when both
kinds of optimal parameters are used together as given data,
this level rises to approximately ∼ 0.9.
The value of prediction quality 8 weeks after drug adminis-
tration, as determined from the optimal set of oral parameters,
is 0.63, which is significantly higher than the prediction quality

 TABLE I
determined from a single parameter. This indicates that the
VARIABLES USED IN MODELING
method is also applicable as a selector of optimal parameters
appropriate for prediction. Therefore, the method yields new I II III IV V
information for the study of the relation between Crohn’s 1 25 Oral ulcers/ (fr)1 0.1±0.3 -0.808
disease therapy and the condition of patients, and eventually 2 1 Swelling of lips and cheeks/ (fr)1 0.1±0.4 +0.365
also for interpretation of other clinical symptoms. 3 24 Recurrent oral aphthae/ (fr)1 0.6±0.5 -0.775
In conclusion, our study has shown that an optimal set of 4 26 Hyperplasia of the mucosa/ (fr)1 0.1 0.3 -0.830
measured oral parameters in patients suffering from Crohn’s 5 19 Decayed teeth/ (fr)1 5.7±3.8 -0.459
disease can identify those in whom remission at a time interval 6 10 Filled teeth/ (fr)1 8.7±4.5 +0.001
of 8 weeks can be expected. We are aware that the number 7 7 Missing teeth/ (fr)1 5.9±6.3 +0.110
of patients studied is small and that the group is not homoge- 8 8 Healthy teeth/ (fr)1 10.7±6.7 +0.095
neous, since both luminal and fistulizing forms of Crohn’s 9 2 Non-vital teeth/ (fr)1 1.5±1.3 +0.214
disease are treated. Further studies with larger numbers of 10 14 Root canal filled teeth/ (fr)1 1.1±1.3 -0.264
patients and subgroup analysis are necessary before this new 11 6 Total number of teeth/ (fr)1 25.1±5.7 +0.123
response indicator prediction method can be proposed for 12 21 Impacted teeth/ (fr)1 1.0±1.2 -0.510
routine use. 13 22 Width of keratinized gingiva/ (mm) 3 4.1±0.6 -0.559
14 16 Probing depth/ (mm)3 1.7±0.4 -0.379
ACKNOWLEDGMENT 15 9 Gingival margin/ (mm) 3 -0.2±0.5 +0.042
16 15 Clinical attachment level/ (mm) 3 1.8±0.8 -0.365
This research was supported by the Ministry of Higher Ed-
17 18 Bleeding on probing/ (fr)1 0.2±0.1 -0.415
ucation, Science and Technology of the Republic of Slovenia, 18 13 Plaque index 0.7±0.4 -0.203
EU-COST, and Schering-Plough AG, Slovenia. 19 11 Gingival index 0.7±0.4 -0.034
20 17 Cocci/ (%)4 50.8±37.2 -0.398
R EFERENCES 21 12 Small rods/ (%)4 5.3±5.1 -0.189
[1] J. Ferkolj, A. Ihan, S. Markovic. , ”CD19+ in intestinal mucosa predict 22 4 Large rods/ (%)4 5.9±12.2 +0.201
the response to infliximab in Crohn’s disease”, Hepatogastroenterology, 23 23 Small motile rods/ (%) 4 35.8±33.7 -0.709
vol. 52 (64), pp. 1128–1133, 2005.
24 27 Large motile rods/ (%) 4 1.4±5.2 -0.830
[2] S. Harty, P. Fleming, M. Rowland, E. Crushell, M. McDermott, B. Drumm
and B. Bourke, ”A prospective study of the oral manifestations of Crohn’s 25 5 Spirochetes/ (%)4 0.7±1.8 +0.186
disease”, Clin. Gastroenterol. Hepatol., vol. 3 (9), pp. 86-91, 2005. 26 3 Total number of bacteria/ (fr)1 132.8±65.1 +0.205
[3] L. Halme, J.H. Meurman, P. Laine, K. von Smitten, S. Syrjanen, C. 27 20 Gingival crevicular fluid/ (N) 2 10.6±3.7 -0.507
Lindqvist, I. Strand-Pettinen, ”Oral findings in patients with active or
inactive Crohn’s disease”, Oral. Surg. Oral. Med. Oral. Pathol., vol. 76 28 CD resp. ind. at 8 weeks/ (N)2 2.6±0,5
(2), pp. 175–181,1993. 29 CD resp. ind. at 3 months/ (N)2 2.4±0.6
[4] M. Plauth, H. Jenss and J. Meyle, ”Oral manifestations of Crohn’s disease, 30 CD resp. ind. at 6 months/ (N)2 2.0±0.9
An analysis of 79 cases”, J. Clin. Gastroenterol, vol. 13, pp. 29-37, 1991.
[5] U. Mahadevan and W.J. Sandborn, ”Infliximab for the treatment of
orofacial Crohn’s disease”, Inflamm. Bowel Dis., vol. 7, pp. 38-42, 2001.
[6] D. Grošelj and I. Grabec, ”Statistical modeling of tooth mobility after A. Legend of Table
treatment of adult peridontitis”, Clin. Oral Invest, vol.6, pp. 28–38, 2002.
[7] I. Grabec and D. Grošelj, ”Detection and prediction of tooth mobility I – index of the component in the initial database,
during the periodontitis healing process”, Comput. Methods in Biomech. II – order index.
Biomed. Engin., vol.6 pp. 319–328, 2003. III – meaning of measured data vector components,
[8] S. Vermeire, E. Louis, A. Carbonez, G. van Asche, M. Noman, J. Be- IV – mean value and standard deviation of the group,
laiche, M. de Vos, A. van Gossum, P. Pescatore, R. Fiasse, P. Pelckmans, V – prediction quality,
H. Reynaert, G. d’Haens, P. Rutgeert, ”Belgian group of infliximab The set of optimal parameters is written bold.
expanded access program in Crohn’s disease. Demographic and clinical Units : (fr)1 –frequency in the group, (N)2 –number,
parameters influencing the short-term outcome of anti-tumor necrosis (mm)3 – millimeter, (%)4 –percentage.
factor (infliximab) treatment in Crohn’s disease”, Am. J. Gastroenterology,
vol. 97, pp. 2357–2363, 2002.
[9] M. A. Parsi, J. P. Achkar, S. Richardson, J. Katz, J. P. Hammel, B.
A. Lashner and A. Brzezinski, ”Predictors of response to infliximab in
patients with Crohn’s disease”, Gastroenterology, vol. 123, pp. 707–713,
2002.
[10] R.H. Riffenburgh, Statistics in Medicine , Amsterdam: Elsevier, 2005
[11] F. E. Harrell, Regression Modelling Strategies: With Applications to
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Springer - Verlag, 2006.
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Control, Berlin: Springer-Verlag, 1997, pp. 237-242.
[13] P. S. Rosenberg, H. Katki, C. A. Swanson, L. M. Brown, S. Wacholder,
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00391-0)


 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 608--611
Copyright@2007 Watam Press

Study on Fuzzy Evaluating Neural Network for University Student Credit

QINGYU XIONG 1, 2, JING CHEN 1, 2, QI HUANG2

1
The Key Lab of High Voltage Engineering & Electrical New Technology of Education Ministry of China,
2
Automation Department of Chongqing University, Chongqing, China, 400030

Abstract: This paper presents an evaluation method
based on neural network and fuzzy evaluation model
with multilayer and multi-index evaluating university
student credit effectively. The method integrates fuzzy
mathematics into neural network and train the neural
network to modify the parameter of fuzzy
mathematically. The model uses the expert experience
to evaluate university student credit and simplifies the
evaluating process effectively.
1 Introduction
function and the weights. Trained by itself repeatedly,
the neural network can reflect the non-linear relation
between index system and evaluation and accumulating
of expert knowledge. The model can reduce workload
and subjectivity when evaluating. And the scientificity
and rationality of evaluation will be advanced.
This paper is organized as follows. In Section 2,
evaluating model structure and index system is
developed. The fuzzy evaluating neural network is
introduced in Section 3. In Section 4, we give a
simulation example. Finally, brief conclusions of this
paper are drawn in Section 5.

Personal credit files play a very important role in every

way of modern life abroad. Personal credit in China is
necessary along with the trend of social development. 2. Index System
Especially, University student credit is the basis of
personal credit. So the study on university student credit According to the fully-fledged index system for personal
is very important. The paper will present an index system credit evaluation and practical situation of China, we
of university student credit and a university student establish two levels of comprehensive evaluation index
credit evaluation model. system. There are two for 1st level indexes and eleven
A lot of researches have been done in personal for 2nd level indexes (see Table 1).
credit evaluation at home and abroad. There are many
comparatively mature evaluation method in the field of Table 1. The evaluation index system for university
personal credit evaluation system, such as linear student credit
regression [1], discriminant analysis [2], logistic
regression [3], linear programming [4] and so on. In the First Nature Economic
last few years non-parameter statistics and artificial level Information Information
intelligence, such as nearest neighbor algorithm [5], indexes u (1) u ( 2)
neural network [6], [7] and genetic algorithms [4], [8],
Grades ranking Scholarship
are used in the personal credit evaluation model. All the
u1(1) u1( 2)
methods for personal credit evaluation are effective and
feasible. But these methods have some limitation. Every Moral score Part-time job
time we have done a case, we should analyze it first and u2(1) earning u 2( 2)
then have a comprehensive evaluation. The successful
Prize and
case prior can’t be utilized and expert knowledge can’t Other earning
Punishment
be accumulated. u 3( 2 )
Second u3(1)
A lot of indexes of university student credit are
fuzzy information. The key of fuzzy information handing level Payment
is the generation of the membership function and the indexes Cheating in of school fee
a exam u4(1)
weights. But it is not easy to generate the membership u4( 2)
function and the weights. It is a long time to adjust the
Attendance
membership function and the weights. Neural network
u5(1)
can realize the complicated nonlinear mapping and has Repayment of
learning ability. So we can embed fuzzy logic in neural Participation in the loan u
5( 2 )
network to handle the fuzzy information and adjust the socially useful
membership function and the weights. In this paper, we activity u6(1)
present a fuzzy evaluating neural network for university
student credit. The model integrates fuzzy
comprehensive evaluation method into neural network. It
makes use of nonlinearity, fault-tolerance and self-
learning of neural network [9] to adjust the membership There isn’t a uniform standard to measure the
indexes. And some indexes are qualitative, not


quantitative. So it’s difficult to analyze and process them.
The index used for input should be quantified by expert
scoring method. The quantified attribute value of index is
shown as Table2.

Table 2. Quantify qualitative indexes

Quantified attribute
Index name
value of index
Grades ranking u1(1) A=10, B=8, C=6, D=4, E=2
Moral score u2(1) A=5, B=4, C=3, D=2, E=1
State-level prize=4,
City-level prize =3,
Prize and School-level prize =2,
Punishment u3(1) No=0,
Warning=-1, Fig. 1. Fuzzy evaluating neural network structure for university
Gig=-2, student credit
Disciplinary probation =-3
Cheating in a exam (1) First layer is the input layer where the eleven
u4(1) No=1, Yes=-1
quantified indexes are inputted.
No=1, The input and output of the first layer is
Leave =-1, o1k (i ) u k (i ) k 1,",6
Attendance u5(1) Late=-2, while i 1; k 1, ",5 while i 2 (3.1)
Leave early=-3,
Absence=-4 (2) The outputs of second layer are the membership
degree to each evaluation levels. There are 5 evaluation
Participation in Frequently =2, levels. So the number of nodes is 5 u 11 on the second
socially useful activity Occasionally= 1,
layer. The neuron function of second layer is the
u6(1) Never=0 membership function shown as formulas (3.2) to (3.4).
Scholarship u1( 2) A=4, B=3, C=2, D=1 ­ 1 x d x1
°
Part-time job earning P1 ( x) ® 
( x  x1 ) 2
(3.2)
u2( 2) Yes =7, No =3 V2
°̄e x ! x1
Other earning u3( 2) Yes =4, No =2 ( x x j )2

Payment of school fee On time=8, P j ( x) e V2
j 2,3,4 (3.3)
u4( 2) Actively pay after payment =5,
Fallen into arrears =0 ­  ( x  x5 ) 2
Repayment of the loan On time=6, °e V 2 x d x5
Work off arrears =-1, P 5 ( x) ® (3.4)
u5 ( 2 ) ° 1
Fallen into arrears=-2 ¯ x ! x5
The input and output of the second layer is
net 2jk (i ) o1k (i ) j 1,...,5 (3.5)
3. Fuzzy Evaluating Neural Network
Based on the characteristic of neural network and fuzzy
comprehensive evaluation, this paper puts forward fuzzy
evaluating neural network (FENN). The structure is
shown as Fig. 1. FENN is not the black box and
correspond with the fuzzy comprehensive evaluation on
o 2jk (i ) P jk (i ) o1k (i )  j 1," ,5 (3.6)
(3) Use synthesis operator M to accomplish the
first fuzzy synthesize on the third layer and the second
synthesize on the forth layer. The synthesis operator M
is shown as formula (3.7). There are 5 u 2 nodes on the
third layer and 5 nodes on the forth layer.
structure. Its nodes and parameter have physical meaning. M x,†  ¦ wo (3.7)
Two levels of indexes are inputted on the first layer and
The input and output of the third layer is
the membership degrees to each evaluation levels are
generated on the second layer. The third layer complete om3 ( i )  2
M wk ( i ) , omk (i )  m 1,",5 (3.8)
the first fuzzy comprehensive evaluation and the forth The input and output of the forth layer is
layer accomplish the second fuzzy comprehensive
evaluation. The output of the fifth layer is the result of

on4 M wi , on3(i ) n 1,",5  (3.9)
fuzzy comprehensive evaluation. (4) The output of the fifth layer is result of fuzzy
comprehensive evaluation. There is 1 node on the fifth


layer. u1( 2)
The input and output of the fifth layer is
5 Part-time job
0 2 4 6 8 2
¦ v n o n4 earning u2( 2)
o5 net 5 n 1
5
(3.10) Other earning
0 5/4 5/2 15/4 5 5/4
¦n 1
o n4 u3 ( 2 )
Payment of
school fee 0 9/4 9/2 27/4 9 9/4
u4( 2)
4 Simulation
Repayment of
the loan u5( 2) -2 1/4 5/2 19/4 7 9/4
The paper selects eleven quantified indexes as the input.
80 groups of data are chosen to be the training samples
of the neural network. The input vector is 2nd level Table 4. The initial weights of each levels
indexes X (u1(1) ,", u6(1) , u1( 2) ,", u5( 2) ) and output
vector Y is the value of evaluation. So the input layer First Nature Economic
has 11 nodes and output layer has 1 node. level Information 0568 Information 0.432
Make use of the algorithm shown as formula (4.1)- indexes u (1) u ( 2)
(4.4) to modify the weights and parameters of Grades ranking Scholarship
membership function. The initial parameters of u1(1) 0.128 u 0.184
1( 2)
membership function are given as Table 3. The initial
weights are confirmed by AHP shown as Table 4. Moral score Part-time job
u2(1) 0.362 earning u 0.396
1 5 2( 2)
'wi
5m1
¦
K (d  y )vn om3 (i ) (4.1) Prize and
Other earning
5
Punishment 0.216 u 0.128
1
'wk (i )
5
¦K (d  y)v w o
j 1
n i
2
jk ( i ) (4.2) Second u3(1) 3( 2 )

level Payment
( x  xkj ( i ) ) 2 Cheating in
2 5  ( x  xkj (i ) ) indexes a exam u 0.145 of school fee 0.179
'xkj (i ) ¦K (d  y)vn wi wk (i) okj2 (i) e
5 j1
V2
V k (i ) 2
4(1)
u4( 2)
Attendance
(4.3) 0.149
u5(1)
( x  xkj ( i ) ) 2 2 Repayment of
2 5  ( x  xkj (i ) )
'V k (i ) ¦K (d  y)vn wi wk (i ) okj2 (i ) e V2 Participation in the loan u5( 2) 0.113
5 j 1 V k (i ) 3 socially useful 0.082
(4.4) activity u6(1)

Table 3. The initial parameters of membership function Learning rate is 0.01. Momentum is 0.95. Learning
accuracy is 0.001. Max-epoch is3000DŽThe connective
Index x1 x2 x3 x4 x5 V weights and parameters of membership function are
Grades ranking adjusted to reasonable value after training the FENN.
u1(1) 0 11/4 11/2 33/4 11 11/4 The simulation is carried out by neural network toolbox
in MATLAB. Fig. 2 shows the simulation of FENN (“o”
Moral score is expected output, “+”is simulated output). The
u2(1) 0 3/2 3 9/2 6 3/2
simulated output of 80 training samples approximated to
Prize and expected output. And the relative error reached the
Punishment expected standard. So the convergency of evaluation
-4 -7/4 1/2 11/4 5 9/4
u3(1) model is good.

Cheating in a
exam u4(1) -1 -1/4 1/2 5/4 2 3/4

Attendance
u5(1) -4 -5/2 -1 1/2 2 3/2

Participation in
socially useful 0 3/4 3/2 9/4 3 3/4
activity u6(1)
Scholarship 0 5/4 5/2 15/4 5 5/4


 Acknowledgements
The work described in this paper was supported by
Project 60375024 of NSFC, and Project 2006BB2192 of
CSTC.

Reference
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5 Conclusions
The paper sets up the index system for university student
credit evaluation and fuzzy evaluating neural network
which solve the problem on university student credit
comprehensive evaluation. The model can reduce
workload and subjectivity when evaluating. And the
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new way for university student credit evaluation.


 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 612--617
Copyright@2007 Watam Press
Real-Time Control of Erythromycin Fermentation Process
Based on ANN Left- and Right-Inversion*
Xianzhong Dai, Wancheng Wang
School of Automation, Southeast University, Nanjing, 210096, China (xzdai@seu.edu.cn)
Abstract: Based on the artificial neural network (ANN)
left-inversion and the ANN right-inversion methods proposed
in our previous work, this paper focuses on addressing the
problem of real-time controlling some crucial variables which
are directly immeasurable in erythromycin fermentation
process. First, the left-inversion and the right-inversion are
presented for the erythromycin fermentation process, which
respectively act as a soft-sensor and a linearization &
decoupling controller. Then, a combined control scheme is
proposed by coupling the left- and right-inversion. Further,
application of ANN to the combined control scheme results in
an ANN combined scheme based on the ANN left- and right-
inversion which overcomes the difficulty in implementing the
combined control scheme by analytic means. The ANN
combined control scheme can decouple the erythromycin
fermentation process into three linear subsystems and finally a
closed control scheme is obtained by using the mature linear
control theory.
Keywords: ANN, left-inversion, right-inversion, combined
control scheme, erythromycin fermentation process
1 Introduction
In last two decades, there has been considerable interest in the
problem of linearizing and decoupling nonlinear multivariable
systems by using right-inversion whose realization usually
depends on the full state feedback [1-4]. Taking the respective
advantages of the strict control theory of right-inversion and
the strong potential of artificial neural network (ANN) to
approximate nonlinear function, in [5,6] we have presented an
ANN right-inversion method for general nonlinear systems
that overcomes the difficulty in implementing right-inversion
by analytic means.
For erythromycin fermentation process, the major
bottleneck restricting its real-time control is that some crucial
process variables are very difficult to be measured directly by
biochemical and/or physical sensors due to the limitation in
* This work is supported by both the National Natural Science Foundation of
China (60574097) and the Specialized Research Fund for the Doctoral
Program of Higher Education (20050286029).

technology or high cost. In order to overcome this difficulty,
we have proposed an ANN inversion as a soft-sensor to
estimate such directly immeasurable states in [7]. For avoiding
confusion, in this paper the inversion soft-sensor is called
left-inversion.
Based on our previous work [5,7], the present paper
focuses on addressing the problem of real-time controlling
some immeasurable crucial variables in erythromycin
fermentation process by coupling the ANN left-inversion (i.e.
soft-sensor) with the ANN right-inversion (i.e. linearization
and decoupling controller).
To do so, a right-inversion is first given, which is
composed of a nonlinear function to describe its nonlinearity
and a set of integrators to describe its dynamic behaviors. The
right-inversion can be used as a dynamic nonlinear controller
to decouple the erythromycin fermentation process into three
linear subsystems, i.e. the mycelia concentration, sugar
concentration, and chemical potency subsystems. This makes
it very easy to design additional linear controllers according to
the mature linear control theory. Then, coupling the
left-inversion and the right-inversion forms a combined
control scheme which still holds the same decoupling function
as the right-inversion.
Further, in order to overcome the difficulties in
implementing the left- and right-inversion based combined
control scheme by analytic means, static ANNs are used to
approximate them respectively, hence resulting in an ANN
combined control scheme based on ANN right-inversion and
ANN left-inversion. The proposed ANN combined-inversion
is a special kind of dynamic ANN since it features two
relatively independent parts---a series of integrators &
differentiators to represent its dynamic behavior and a static
ANN to approximate the static nonlinear functions difficult to
be implemented by analytic means. Different from common
dynamic ANNs like the well-known Hopfield network [8],
such a separate structure makes the ANN right-inversion
easier to use. Therefore, the ANN right-inversion is capable of
approximating a complex dynamic system with satisfactory
accuracy and relatively small effort.
 Based on the proposed ANN combined control scheme,
the ultimate closed-loop real-time control of the erythromycin
fermentation process is achieved by further resorting to the
mature linear system theory.
2 Right-Inversion of the Erythromycin
Fermentation Process
As given in our previous work [7], the erythromycin
fermentation process can be described by the following
It is evident that it is very difficult to verify the right
invertibility of system (1) due to its high inaccuracy and
nonlinearity. Fortunately, considering the actual control
situation that the dissolved oxygen concentration and pH
value (i.e. x4 , x5 ) are controlled separately by inputs u4 and
u5 via designing normal PIDs, the system (1) can be
simplified by leaving them out of account. Thus, by redefining
the inputs as u = ( u1 , u2 , u3 ) and the controlled outputs as
T
y = ( x1 , x2 , x3 ) , the erythromycin fermentation system (1)
T

so-called gray box model

can be simplified as follows
⎧ x1 ⎛ 5 ⎞
⎪ x1 = μ x1 − ⎜ ∑ ui ⎟ = f1 ( x , u ) ⎧ x1
⎪ x6 ⎝ i =1 ⎠ ⎪ x1 = μ x1 − x (u1 + u2 + u3 )
⎪ ⎪ 6
s x ⎛ 5 ⎞ ⎪
⎪ x2 = σ x1 + 1 u2 − 2 ⎜ ∑ ui ⎟ = f 2 ( x , u ) s1 x2
⎪ x6 x6 ⎝ i =1 ⎠ ⎪ x2 = σ x1 + u2 − (u1 + u2 + u3 )
⎪ ⎨ x6 x6
⎪⎪ x3 = π x1 − s2 x3 + s3 u3 − x3 ⎛ ∑ ui ⎞ = f 3 ( x , u )
5
⎪ s x
⎪ x3 = π x1 − s2 x3 + 3 u3 − 3 (u1 + u2 + u3 )
⎨ x6 x6 ⎝ i =1 ⎟⎠
⎜
⎪ x6 x6
(2)
⎪ (1) ⎪ x = u + u + u
⎪ x4 = η x1 − s4 x4 − x4 ⎛⎜ ∑ ui ⎞⎟ = f 4 ( x , u )
5
⎩ 6 1 2 3
⎪ x6 ⎝ i =1 ⎠
⎪ ⎛ y1 ⎞ ⎛ x1 ⎞
⎪ x = ψ x + s5u4 − s6 u1 − s7 u2 − s8 u3 − x5 ⎛ u ⎞ = f ( x , u )
5 ⎜ ⎟ ⎜ ⎟
y = ⎜ y 2 ⎟ = ⎜ x2 ⎟
⎪ 5 1
x6
⎜ ∑ i ⎟
x6 ⎝ i =1 ⎠
5
⎜y ⎟ ⎜x ⎟
⎪ ⎝ 3⎠ ⎝ 3⎠
⎪⎩ x6 = u1 + u2 + u3 + u4 + u5 = f 6 ( x , u ) Sinc xi ≠ 0, i = 1, 2,3, 6 and s j ≠ 0, j = 1, 2,3 , we have
y = ( y1 , y2 , y3 , y4 , y5 ) = ( x1 , x2 , x3 , x4 , x5 )
T T
⎡ ∂y1 ∂y1 ∂y1 ⎤
⎢ , , ⎥
where u = ( u1 , u2 , u3 , u4 , u5 ) are directly measurable inputs ⎢ ∂u1 ∂u2 ∂u3 ⎥
T

⎛ ∂y ⎞ ⎢ ∂y ∂y 2 ∂y 2 ⎥

(oil u1 , dextrin u2 , propanol u3 , aqua ammonia u4 , and det ⎜ ⎟ = det ⎢ 2 , , ⎥
⎝ ∂u ⎠ ⎢ ∂u1 ∂u2 ∂u3 ⎥
y = ( y1 , y2 , y3 , y4 , y5 ) = ( x1 , x2 , x3 , x4 , x5 )
T T
water u5 ), are ⎢ ∂y ∂y3 ∂y3 ⎥
⎢ 3, , ⎥
x = ( x1 , x2 , x3 , x4 , x5 , x6 ) are states that are
T
⎣⎢ ∂u1 ∂u2 ∂u3 ⎦⎥
outputs, and
divided into two groups: the measurable group (dissolved ⎡ x1 x1 x1 ⎤
oxygen concentration x4 , pH value x5 and zymotic fluid ⎢− , − , − ⎥
⎢ x6 x6 x6 ⎥
volume x6 ) and the immeasurable group (mycelia ⎢ x s1 − x2 x ⎥
concentration x1 , sugar concentration x2 and chemical = det ⎢ − 2 , , − 2 ⎥ (3)
⎢ x6 x6 x6 ⎥
potency x3 ). In addition, μ ( x ) , σ ( x ) , π ( x ) ,η ( x ) ,ψ ( x ) are ⎢ x x3 s3 − x3 ⎥
⎢− 3 , − , ⎥
all analytic functions, and si , i = 1, ,8 are all non-zero ⎢⎣ x6 x6 x6 ⎥⎦
constants, both of which imply that all the ss x
functions f i ( x , u ) , i = 1, , 6 are analytic as well. = − 1 33 1 ≠ 0
x6
To realize the real-time control for the erythromycin which means that system (2) is right invertible. Then
fermentation process, in this section we will use its according to the inversion theory [1,5], in theory, its
right-inversion as a nonlinear controller to achieve its right-inversion can be expressed as
linearization and decoupling, consequently obtaining several
SISO pseudo-linear subsystems that will enable us to easily ⎛ u1 ⎞ ⎛ φ1 ( x6 , y1 , y2 , y3 , y1 , y 2 , y3 ) ⎞
⎜ ⎟ ⎜ ⎟
design respective linear controllers to accomplish their u = ⎜ u2 ⎟ = ⎜ φ2 ( x6 , y1 , y2 , y3 , y1 , y 2 , y3 ) ⎟ (4)
closed-loop real-time control according to the mature linear ⎜ u ⎟ ⎜ φ ( x , y , y , y , y , y , y ) ⎟
⎝ 3⎠ ⎝ 3 6 1 2 3 1 2 3 ⎠
system theory.


Let y1 = v1 , y 2 = v2 , y3 = v3 , and then the right-inversion (4) can real-time control. In our previous work [7], we have proposed
be rewritten as an inversion soft-sensing model (i.e. soft-sensor) described by

⎛ u1 ⎞ ⎛ φ1 ( x6 , y1 , y2 , y3 , v1 , v2 , v3 ) ⎞ ⎛ x1 ⎞ ⎛ ϕ1 ( x4 , x5 , x6 , x4 , x5 , x4 , u, u ) ⎞

⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟
u = ⎜ u2 ⎟ = ⎜ φ2 ( x6 , y1 , y2 , y3 , v1 , v2 , v3 ) ⎟ ⎜ x2 ⎟ = ⎜ ϕ 2 ( x4 , x5 , x6 , x4 , x5 , 
x4 , u, u ) ⎟
(6)
⎜ u ⎟ ⎜φ (x , y , y , y , v , v , v ) ⎟ (5) ⎜x ⎟ ⎜ ⎟
⎝ 3⎠ ⎝ 3 6 1 2 3 1 2 3 ⎠ ⎝ 3 ⎠ ⎝ ϕ3 ( x4 , x5 , x6 , x4 , x5 ,  x4 , u, u ) ⎠
=φ ( x6 , y1 , y2 , y3 , v1 , v2 , v3 ) = ϕ ( x4 , x5 , x6 , x4 , x5 , 
x4 , u, u )

Obviously, cascading the right-inversion (5) with the
nonlinear system (2) naturally results in there linearized and
decoupled subsystems, i.e. the mycelia concentration x1 , sugar
concentration x2 , and chemical potency x3 subsystems, as
shown in Fig. 1.
From Fig. 1, it is clear to find that the nonlinear system
(2) has been linearized and decoupled into three first-order
linear subsystems. Thus, according to the linear system theory,
one can design three respective linear controllers to
accomplish their closed-loop control for these three linearized
and decoupled subsystems.
v1 u1
to estimate the directly immeasurable states x1 , x2 , x3 . For
avoiding confusion, in this paper the inversion soft-sensor is
called left-inversion. The detailed construction procedure of
the left-inversion and ANN left-inversion is given in
Appendix.
Thus, we can achieve a combined control scheme by
coupling the right-inversion with the left-inversion, as shown
in Fig. 2, where the left-inversion is used as a soft-sensor to
estimate the immeasurable crucial process variables while the
ANN right-inversion as a nonlinear controller to linearize and
decouple the nonlinear erythromycin fermentation process.
u1 ~ u5
y1 u1 ~ u5

v2 s −1 u2 y2 v1 u1 x4 y1
−1 s
v2 s u2 x5 y2
v3 s −1 u3 y3 −1 s
v3 s u3 y3
s −1 φ ( i) x6 s
s −1 φ (i) ϕ (i)

Right- x6 x6
Inversion
Fig. 2 Combined control scheme based on left- and
decoupled into right-inversion ( s denotes a differentiator)
Similar to the left-inversion, the right-inversion is also
v1 difficult to implement by analytic means due to inaccuracy
y1
s −1 and high nonlinearity of the erythromycin fermentation
v2 y2 process. In order to overcome this problem, a static ANN can
s −1 also be used to approximate the nonlinear functions φ ( i ) due
v3 y3 to ANN’s strong potential to approximate nonlinear function
s −1 with any accuracy. Thus, an ANN combined control scheme is
achieved and shown in Fig. 3.
Fig. 1 The linearization and decoupling of the fermentation
The ANN right-inversion as well as the ANN
system ( s −1 denotes an integrator)
left-inversion proposed above is a kind of dynamic ANN in
essence since it features two relatively independent parts---a
3 ANN Combined Control Scheme Based set of integrators (or differentiators) to represent its dynamic
on Left- and Right-Inversion behavior and a static ANN to approximate the static nonlinear
For the above linearized and decoupled subsystems, as the function. As opposed to common dynamic ANNs composed of
controlled outputs y1 , y2 , y3 are not directly measurable, it is dynamic neurons, like the well-known Hopfield network, such
necessary to online estimate them so as to realize their a separate structure makes the ANN left- and right-inversion


easier to use than common dynamic ANNs. Therefore, the The ANN can be trained with Levenberg-Marquardt
ANN left- and right-inversion is capable of approximating a training algorithm due to its faster convergence than common
complex dynamic system with satisfactory accuracy and BP algorithms. In addition, the trained ANN right-inversion
relatively small effort. should be tested with the data not used for training to show
u1 ~ u5
whether or not the generalization of the ANN right-inversion
u1 ~ u5
is appropriate for actual application.
In practical use, three independent static ANNs are
v1 u1 x4 y1
adopted to approximate the three functions φ1 , φ2 , φ3 in
−1 s
v2 s u2 x5 y2 right-inversion (5) respectively in order to reduce the
s −1
s complexity of ANN’s structure, enhance the ability of
v3 u3 y3
x6 s generalization and shorten the training time.
s −1
x6
ANN Right-inversion ANN Left-Inversion y1 y1
u1 u1nn

Fermentation Process
Fig. 3 ANN combined control scheme y1 y1
s

Normalization

Static ANN
Erythromycin
y2 y2
u2 u2nn
y 2 y 2
Although common dynamic ANNs composed of dynamic y5
s
y3
u3
neurons can also be used to approximate a complex dynamic y3 y3 u3nn
s
system, the presented ANN right-inversion as well as ANN x6 x6
left-inversion is the preferred option over the common
dynamic since they generally have a very complex structure u1 e1

Algorithm
Normalization

Learning
and its dynamic characteristic are very hard to capture. u2 e2
u3 e3

4 ANN’s Training and Structure

First consider the training of ANN right-inversion., whose
training structure is shown in Fig.4. Before training the ANN Fig. 4 The offline training scheme of ANN right-inversion
right-inversion, we first need to collect the raw data to form
the training data sets. For the erythromycin fermentation The training procedure of ANN left-inversion is quite
process, the raw data x4 , x5 , x6 , u1 ~ u5 are acquired by using similar to ANN right-inversion as shown in Fig. 5 and not
actual chemical and physical sensors every 5 minutes while represented.
the x1 , x2 , x3 are obtained by using off-line analyzers every 6
hours and denoted as x1a , x2a , x3a . To get enough training data
u1 ~ u5
"Assumed Inherent Sensor"

matching with x4 , x5 , x6 , u1 ~ u5 , the offline analyzing data x1

u1 ~ u5 u1 ~ u5
s
y1 , y2 , y3 (i.e. x1 , x2 , x3 ) are fitted and smoothed by least x1 x4 x4
Normalization

Static ANN

square fitting method in 5-minute-step. The required u1 ~ u5 s x 4 x4 x2

x4 x4
derivatives of y1 , y 2 , y 3 (i.e. x1 , x2 , x3 ) are obtained by using x2 x5 s
x5
5-point derivative method that can guarantee high accuracy. x3
x5 x5
s
x3 x6 x6
Thus, we obtain the ultimate ANN training data sets.
Erythromycin
Before being used to training ANN, the training data
Fermentation Process
should be filtered and smoothed by the normal digital filters so x1a x1a + e1
Algorithm
Normalization
Data Fitting

Learning
Off-line
Analysis

as to filter the noise disturbance. In addition, to improve the x2a x2a - + e2

x3a x3a - e3
training effect and enhance the soft-sensing performance, all +
-
the data are normalized within ±1 and the normalized data
are denoted by { u1 ~ u3 } and { y1 , y2 , y3 , y1 , y 2 , y 3 , x6 } as
shown in Fig. 4. The ANN’s outputs are denoted as u1nn ~ u3nn . Fig. 5 The offline training scheme of ANN left-inversion


 As pointed out in [7], any kind of static ANN, such as BP
and RBF together with the corresponding learning algorithms,
can be used to approximate the nonlinear functions φ ( i ) and
ϕ ( i ) . Due to the simplicity of structure and ease of realization,
Here, all of the static ANNs adopt feed-forward BP network
with the structure of 16-22-15-1 with “tan sigmoid” transfer
function on the nodes of two hidden layers, and “linear”
transfer function on the node of output layer. The experiment
results have shown that the static ANN thus chosen is of
higher accuracy and better ability of generalization.
Following Fig. 3, the trained ANN left- and right-
inversion can decouple the nonlinear system (2) into three
first-order linear subsystems. Thus, the ultimate closed-loop
real-time control of outputs y1 , y2 , y3 is achieved by further
resorting to the mature linear system theory, as shown in Fig.6.
5 Conclusions
This paper proposes an ANN combined control scheme based
on the ANN left-inversion and right-inversion, which can
provide real-time control for the erythromycin fermentation
process.

u1 ~ u5

u1 ~ u5
y1ref u1 s y1
x4

Fermentation Process (2)

s −1

Static ANN
u2 x 4
y2ref s y2
Static ANN

x4
x5 s
y3ref s −1 u3 y3
x5
s
s −1 x6

x6

Fig. 6 The closed control scheme of erythromycin fermentation process

Appendix ANN Left-Inversion
For the erythromycin fermentation process (1), to estimate the
immeasurable x1 , x2 , x3 by soft-sensing method, one may
firstly assume that, in the interior of the original biochemical
process (1), there exists a subsystem whose inputs are just the
to-be-estimated x1 , x2 , x3 while whose outputs the
measurable x4 , x5 , x6 . Such a subsystem would be viewed as
an “assumed inherent sensor” contained in biochemical
process as depicted in Fig. 7, with the u1 ~ u5 regarded as
In [7], we also proposed the “assumed inherent sensor”
and its inversion of the “assumed inherent sensor” that acts as
a soft-sensor to estimate the directly immeasurable states
x1 , x2 , x3 . They are respectively described by
⎛ x4 ⎞ ⎛⎜ φ1 ( x1 , x2 , x3 , x4 , x5 , x6 , u, u ) ⎞⎟
ˆ
⎜ ⎟
⎜ x4 ⎟ = ⎜ φ2 ( x1 , x2 , x3 , x4 , x5 , x6 , u, u ) ⎟
ˆ (7)
⎜ x ⎟ ⎜⎜ ˆ ⎟
⎝ 5 ⎠ ⎝ φ3 ( x1 , x2 , x3 , x4 , x5 , x6 , u, u ) ⎟⎠
and

⎛ x1 ⎞ ⎛ ϕ1 ( x4 , x5 , x6 , x4 , x5 , x4 , u, u ) ⎞

parameter variables.
⎜ ⎟ ⎜ ⎟
x1 x4 ⎜ x2 ⎟ = ⎜ ϕ 2 ( x4 , x5 , x6 , x4 , x5 , 
x4 , u, u ) ⎟
(8)
⎜x ⎟ ⎜ ⎟
⎝ 3 ⎠ ⎝ ϕ3 ( x4 , x5 , x6 , x4 , x5 ,  x4 , u, u ) ⎠
u1 ~ u 5 Assumed
x2
Inherent
x5 = ϕ ( x4 , x5 , x6 , x4 , x5 , 
x4 , u, u )
Sensor
x3 x6 For avoiding confusion, the inversion soft-sensor here is called
Fermentation Process as left-inversion.
As shown in Fig. 8, the cascade of the left-inversion
Fig. 7 “Assumed inherent sensor” structure
expressed by (8) with the “assumed inherent sensor”


expressed by (7) leads to a so-called composite identity system u1 ~ u 5
whose outputs would be the identity mapping of its inputs. It u1 ~ u 5
is clear that the outputs of the “assumed inherent sensor” s x1
x4
inversion reproduces completely the inputs into the “assumed
x 4

Static ANN
inherent sensor” x1 , x2 , x3 , and then the problem of estimating s
x4 x2
the directly immeasurable states x1 , x2 , x3 is solved. x5 s
In order to further overcome the difficulty in constructing
x5 x3
the left-inversion by analytic means, a static ANN is used to s
approximate the nonlinear function ϕ ( i ) appearing in (8) so x6

that the ANN left-inversion is finally completed, which is

composed of a static ANN and a series of differentiators as
shown in Fig. 9. This makes its construction easy in practical
Fig.9 The ANN left-inversion structure
use and strict in theory as well.

u1 ~ u5 [3] Benedetto, M.D.D., Glumineau, A., Moog, C.H., The

nonlinear interactor and its application to input-output
u1 ~ u5
s x1 decoupling. IEEE Trans. Automat. Contr., Vol. 39, No. 6 (1994)
x1 x4 1246-1250.
x 4
s x2
[4] Wu, R., Li, C., Constructive inverse system method for
x4
u1 ~ u5 x5 s general nonlinear systems. Control Theory and Applications,
x2
Vol. 20, No. 3 (2003) 345- 350.
x5 x3
s [5] Dai, X., He, D., Zhang, X., MIMO system invertibility and
x3 x6 ϕ (i)
decoupling control strategies based on ANN α th-order
inversion. IEE Proceedings-Control Theory and Applications,
Vol. 148, No. 2 (2001) 125-136.

Fig. 8 The left-inversion structure
References
[1] Singh, S.N., A modified algorithm for invertibility in
nonlinear systems. IEEE Trans. on Automat. Contr., Vol. 26,
No. 2 (1981) 595-598
[2] Li, C, Feng, Y., Decoupling theory of general multivariable
analytic non-linear systems. Int. J. Control, Vol. 45, No. 4
(1987) 1147-1160
[6] Xianzhong Dai, Dan He, Teng Zhang, Kaifeng Zhang,
ANN generalized inversion for the linearization and
decoupling control of nonlinear systems. IEE Proceedings-
Control Theory and Applications, Vol.150, No.3, 267~277,
2003.
[7] Xianzhong Dai, Wancheng Wang, Yuhan Ding, Zongyi Sun,
“Assumed Inherent Sensor” Inversion Based ANN Dynamic
Soft-sensing Method and Its Application in Erythromycin
Fermentation Process, Computers and Chemical Engineering,
Vol. 30, No. 8, pp. 1203-1225, 2006.
[8] Hagan, M.T., Demuth, H.B., Beale, M., Neural Network
Design. PWS Publishing Company, Boston (1996).


 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 618--623
Copyright@2007 Watam Press

Optimal Control Based-Neurocontroller to Guide the Crop Growth

under Perturbations
J. Pucheta H.D. Patiño
Department of Electrical Institute of Automatics
Engineering Faculty of Engineering
Faculty of Exact, Physical National University of
and Natural Sciences San Juan
5000, Córdoba, Argentina 5400 San Juan, Argentina
julian.pucheta@gmail.com dpatino@inaut.unsj.edu.ar
C. Schugurensky R. Fullana B. Kuchen
Institute of Automatics Institute of Automatics Institute of Automatics
Faculty of Engineering Faculty of Engineering Faculty of Engineering
National University of San National University of National University of
Juan San Juan San Juan
5400 San Juan, Argentina 5400 San Juan, Argentina 5400 San Juan, Argentina
dpatino@inaut.unsj.edu.ar dpatino@inaut.unsj.edu.ar dpatino@inaut.unsj.edu.ar

Abstract—In this work, an optimal control based-
neurocontroller for guiding the crop growth in greenhouse that
considers the perturbations associated to the climatic variables
is presented. In order to perform the guidance of the tomato
seedlings crop development in greenhouse, a neural network
implements the controller. To this end, operational costs —
associated to the actuators— and, a sequence of weather
temperature measurements are considered. The design
procedure of the neurocontroller is based on the neuro-
dynamic programming technique, which assumes the
availability of the mathematical model of the crop greenhouse
system and the historical data of the weather temperature. In
order to show the performance of the proposed control scheme,
a comparative simulation’s results regarding to other
approaches are featured.
I. INTRODUCTION
T he crop growth guidance consists of generating the
control actions to evolve the biological process from
some initial state to the desired final state, by minimizing the
associated operative cost to the actuators. To this end, it is
assumed that the system’s state —which in this case is
defined by the values of dry weight and number of leaves—
is known at every moment [14] [11]. Furthermore, the
system’s model is nonlinear, with constrains on its variables,
and the performance index of the optimization criterion is
not quadratic [12] [13].
In order to solve this problem diverse strategies have been
proposed [9]. However, such approach suffers of
dimensionality problems because it demands many
computational resources when does increase the number of
state variables, as is the situation that will be presented here.
The application of the neuro-dynamic programming
(NDP) technique to design the controller is attractive from
several points of view, since it allows obtaining a robust
controller [10] [1], which can require relatively few
computational resources for its field implementation as well
[8].
In this approach, the controller is off-line computed
because of it requires a great amount of operations [2].
Therefore, the system’s performance depends on the
exactness in the pattern used to model the future process’s
scenario whose errors were considered as perturbation but
not measured nor used by the control system [10] [14].
However, the system’s future operation conditions are not
always accurately modeled. In the case of the crop growth
guidance in greenhouse, the weather forecast errors
represent those conditions, which are associated to the
perturbation variables. Thus, in order to compute the
controller it is necessary to have a weather pattern, and then,
when the system is on-line operating the neurocontroller
assumes the presence of those conditions, which normally
the performance moves away from the optimal [10].
In this work, an approach for guiding the crop growth of
tomato seedling in greenhouse is proposed, by controlling its
rate growth by means of control actions on the greenhouse’s
variables, whereas the costs associated are minimized and
the historical data of the weather temperature are considered.
The control actions are the window opening and the heater
use percentage.
The control scheme is shown in Fig. 1, which operates on
line with the process. The state variable x has the values of
dry weight, of number of leaves and of a sequence of five
historical values of the weather temperature. The variable u
is the control action that operates on two actuators of the
greenhouse, whose are the windows opening (-100dud0)
and the percentage of heater use (0dud100).
PC-BASED SYSTEM
u(x,k,{To}) CULTIVATION
NEUROCONTROLLER
x(k)
STATE CHARACTERISTICS
OBSERVER
To
Fig. 1. Optimal control PC-based approach, in which a sequence of
weather temperature is considered.
Thus, the minimization of the operative costs associated
to the heating is incorporated by considering the changes of
the weather temperature, whose function in the control law


tries to adapt it —on line— according to the last data of
temperature.
II. PROBLEM FORMULATION
The optimal control problem is composed by the
process’s dynamic model, the cost function, and the
restrictions of the state and the control variables. Next, by
considering those elements simultaneously the optimal
control problem is stated, where the solution is the optimal
control law.
A. The model of the crop-greenhouse system
The crop growth model is
closed with V(t)=0 where the leakages are considered by U
in Eq. (2).
The described model corresponds to a scale model located
in the Laboratory of Processes of the Instituto de
Automática, of the UNSJ (Argentina) [9] [10]. The
greenhouse model is algebraic and it does not add any state
variable.
The control actions or manipulated variables are the
heater use percentage H(t) and the windows opening V(t). It
is considered —in the model of Eq. (2) — that the variables
of heating and ventilation are mutually excluding. Thus, the
manipulated variables H(t) and V(t) that can vary between 0
and 1 are grouped in a single variable with range in [- 1, 1].
­°W  E P T, S , CO , L   R T W  Vt   min^0, a t `
g PAR 2 m
® (1) (4)
 r r T 
°̄ N m
Ht  max^0, a t `
where W and N are the time-dependent state variables
representing the total dry weight of the crop in [g m-2] and
the number of leaves, respectively. However, from now on
the dimension of variable W will be changed from [g m-2] to
[g] by dividing W by the plant density U, where U=835 m-2.
Functions Rm(T) and Pg(T, SPAR, CO2, L) are the sustainable
respiration rate of the leaves in g [CH2O] g-1[tissue] h-1, and
the canopy gross photosynthesis rate, in g [CH2O] m-2
[ground] h-1, respectively. The temperature T measured in
°C, the photosynthetically active radiation SPAR in P mol
[photon] m-2s-1, and the CO2 concentration in ppm, are the
environment variables whereas L is the leaf area index,
which represents m2[leaf] m-2[soil]. The coefficient E
denotes the conversion efficiency from CH2O to plant tissue,
with units in g [tissue] g-1 [CH2O]. In addition, the
coefficient rm is the maximum rate of leaf appearance per
hour, and r(T) is a piecewise linear temperature function
with range in [0, 1], based on the TOMGRO model [4].
In addition, the greenhouse model used here [5] is
bS Oo  Fc
T To 
where - 1 d a t  d 1.
It is assumed that the weather temperature To is known for
the system on-line operation. Therefore, a historical
temporal sequence for the neurocontroller off-line
computation was used, which belongs to July 1999 from the
Tulum Valley, Argentina.
The moisture control within the greenhouse is performed
independently of the neurocontroller. This is possible
because the seedlings requires a minimum humidity content
and the necessity to diminish it, in case of excess, can
eventually arise ending the guidance process. The CO2
concentration is assumed constant and equal to the ambient
value of 350ppm.
B. The Objective function
The cost function is composed of terms that consider
certain variables of the system. One of these terms is the
performance index, which is specified in order to guide the
cultivation setting for the desired evolution of the system.
(2)
U  Q v  This performance index is defined as
where T and To are the internal and external temperature
[°C], respectively. The function So is the global solar
radiation measured in [W m-2], the coefficient b is the
fraction of the global solar energy that contributes to
increase of T and b#1m2, O=0.45 is an empirical coefficient
and U=0.5056 W °C-1 is the energy loss coefficient by
interacting with the environment. The variables Fc and Qv
are used as control actions, where Fc = F·H(t) with H(t)
ranging between 0 and 1, F is the heating coefficient, 14.966
[W], and Qv is the cooling through ventilation in [W °C-1]
defined by the expression
Ix, v  / ˜ v  T ˜ P  T ˜ P
1 r 2 W
(5)
where x = [W N]T is the state vector, with the state
variables as defined in equation (1), the costs associated to
the control actions are considered by v=Cf(t) where
Cf(t)=H(t)˜Pc, with Pc = $ 0.12 h-1 (The greenhouse
equipment includes a 1500 W electric heater, whose
operative cost is 0.08 $(kWh)-1 (December 2006, in San
Juan, Argentina) or, alternatively, 0.12 $ h-1.
In addition, Pr is a nonlinear function to constrain the
internal temperature defined by
­T  36 if T ! 36
v1 V ( t )  v 2 V ( t ) 2  v 3 V ( t ) 3 ° (6)
Qv (3) Pr ® 8  T  if T8
° 0 if 8 d T d 36,
where v1, v2, v3 are 0.107, 2.3275, -1.2761 respectively, ¯
and V(t) is the windows action, dimensionless with range in PW is a nonlinear function to avoid any overshoot in the
[0, 1]. Here, windows are completely open with V(t)=1, and desired dry weight


 function (8). The domain of the control law μ is the state
­W t   Wd if W t  ! Wd (7) space [W N]T and the time stage P : R 3 o R , which
PW ®
¯ 0 otherwise ,
requires a measurement of the state variables without
/, T1 and T2 are weighing coefficients with /=0.05, perturbing the normal crop development [11] [14].
T1=50, T2=50. In addition, to incorporate information about the weather
By integrating the performance index, one can define the temperature is also an objective. The reason is for giving
cost function, which incorporates an extra term in order to robustness to the control system by performing an implicit
consider the final values of the state variables prediction of the future scenario of the process’s
tf
environment.
J x, x d , v 
³ Ix, v dW  * ˜ xt f   x d (8) Therefore, the tabulated control law of the system (10)
where xd=[Wd Nd]T containst
the desired final values for will be approximated by means of a neural network (NN),
the state variables where Wd is the desired dry weigh and Nd which incorporates historical data of the weather
is the desired number of leaves, and * is the weighting temperature in its inputs. This NN is trained in a scheme of
matrix with *=diag{5662.8, 1600}. The use of functions ¨.» optimal control.
is motivated by its good performance when the arg(¨.»)o0.
The field experience in San Juan, Argentina, has shown III. THE PROPOSED SOLUTION
that a good tomato seedling must have a dry weight of 0.21 The proposed control scheme is shown in Fig. 2. The
g and a number of leaves of three-four. Thus, 0.21 g and 3-4 controller is a NN that generates the control action from the
leaves were the final state to be reached by the optimal actual extended state of the system. The motivation for using
trajectory of the state variables. The internal temperature such a structure for the neurocontroller is based on its
T(k) was constrained to the 8 oC -36 oC range, which is the simplicity, although others variants was tried.
admissible temperature range for the tomatoes, and the dry
To(t)
weight is in the 0 – 0.21 g range for Eq. (6), and (7),
respectively. The weight matrix values were tuned by trial Crop greenhouse N(t)
a(t)
and error [9]. system W(t)
Finally, the operative cost associated to the heater action t
is computed by
tf h1 W1A
C o t  ³ C dW
f
(9) W2A xe
t

where Co is the operative cost in economics terms, which

is incurred when the process evolves from time t to tf.
Then, the closed-loop system can be described as follows
­x f x, u  x0 x 0
® (10) hq
¯ u Px, t  0 d t d t f
where x is the time dependent state vector defined as
Z1-1
x=[W N]T, W is the dry weight as a function of time [g
plant-1], and N is the number of leaves per plant as a
Z4-1
function of time, u is the control action defined as u=a(t). In
addition, f(·) is the equivalent function of the model which
combines Eq. (1) and (2), ȝ(·) is the optimal control law, and h1 W1
W2
x0 is the initial condition for the nonlinear equation (i.e.,
initial dry weight and number of leaves). ~
J

C. The control objective

The optimal control problem for guiding the crop growth hq

can be formulated as follows. By considering the dynamic
model of the production system of expression (10), it is
desired to obtain an optimal control law (which gives the
values of heater use and window opening) such that the crop
growth goes from an arbitrary initial state condition to a
desired final state by minimizing the predefined cost
Fig. 2. Scheme of the control approach based on the
approximation of the control law and the cost function, by
considering the historical values of the weather temperature.
This state is extended, because it consists of a part added
to the state vector of the crop, which corresponds to a
sequence of historical values of weather temperature. The


extended state vector at each time stage is defined by
xe [k Wk N k To k To k -1 To k - 2 To k -3 To k - 4 ] T
where k is the time, W and N are the state variables and
To is the weather temperature. The state vector is not
augmented for the approaching function of the cost function.
In order to facilitate the operation of the tuning method of
are denoted by s.
The parameter’s tuning algorithm was coded in Matlab®,
(11) and the computing time was around 18 minutes using a
Pentium IV running Windows XP®-based system.
The algorithm was run by 20 iterations. The learning law
for the parameters in the off line calculation, which gives the
learning rate is
15 ˜ n
the parameters of the approaching function, a scaled process J n  1 1  ; with n 1,2,3.....20. (12)
is performed on the state vector defined in Ec. (11), which 20  15 ˜ n
consists of normalizing in the range [3, 0]. This structure and coefficients of the function J was
The idea is to tune the NN’s parameters to approximate the chosen after several trials. The Eq. (12) shows the preferred
tabulated control law P : R 7 o R . Thus, this law will learning function, which a well-suited parameter adjustment
consider historical values of the weather temperature. has performed.

A. Controller computation
In order to apply the approximate policy iteration
algorithm [2] to the stated problem, magnitudes of the state
variable x and the control variable u are quantified. The
magnitude of each component of xe for each time stage was
quantified in 12 values, and the one of u in 9.
The time of the process evolution was divided in 100
stages of 4Hs. The stage number 100 is the last one, with the
associated state x(100).

Fig. 4. Top: parameter's trajectory of the approaching function for the

control law during the adjustment of the algorithm. Bottom: cost-to-
go evolution from the initial state t=0 to the final stage t=tf.

Fig. 4 shows the parameter’s evolution of the matrix

whose coefficients belong to the hidden layer of the NN
corresponding to the controller.

IV. NUMERICAL RESULTS

In order to check the performance of the proposed control
approach, the system was simulated by means of two
~
Fig. 3. Discretized states that belongs to the sets S and Ŝ , to calculate neurocontrollers. One that of them was computed by NDP
~ ~ ˜, s  only considering the states, which is labeled as “Traditional”
J ˜, r  and P respectively.
[14] [10] [13] and the other one is the neurocontroller
The amount of values J(i) are 12 x 100, which leaves 1200 proposed here which considers historical data of the weather
possible values of J . From the set S of 1200 elements a temperature, and labeled as “Modified”.
sample of 400 was taken to generate the sub set Ŝ , and 400
~ The temporal evolution of the environment conditions of
for S . The tuning algorithm used is the Levenberg-
Marquardt [6] [3]. the cultivation and the greenhouse are shown in Fig. 5. In
Fig. 3 shows the space of discreet states, where are addition, the operative cost accumulation of the greenhouse
different those used for the compute of J and for the one of for each neurocontroller is depicted.
P. A desired trajectory is superposed on both data sets.
In order to highlight the NN’s parameter origin from each
NN, those from the function used to approach the cost The resulting evolution of the state variables is shown in
function are denoted by r, and those from the action network Fig. 6. The title “Cost accumulation” is referred to the


evaluation of the time dependent function expressed by Ec.
(8). Note that the improvement with respect to the criterion
is quite good, when comparing the violation to the
restrictions of the internal temperature, although the final
performance is very similar.
Fig. 5. Evolution of the control action a(t), and of the internal and
external greenhouse's temperatures. Also is depicted the operative cost
associated to the heater action, which is when the condition a(t)>0
holds.
Fig. 6. Temporary and space evolution of the variables of state for the
controllers based on NDP. One is to the traditional controller and the
one that considers disturbances due to the outer temperature to the
conservatory. Also is the evaluation of the functional one of cost.
A. Performance of the neurocontroller
In order to obtain comparison results, a traditional
neurocontroller was computed. The same algorithm
parameters were used for the calculation of the
neurocontroller with states x= [k W(k) N(k)]T and the other
one with the state defined by expression (11). The former
already was developed previously, [13], with its numerical
results shown in [10] and with some shown experimental
results in [14].

Performance Operative ||ef||%
cost $
Traditional 349.0191 11.0411 4.4919
Modified 194.1676 11.2421 0.9793
Table 1. Comparative values obtained by simulation, where Performance
arises by evaluating the Eq. (8), Operative Cost arises by evaluating the Eq.
(9) and ||ef||% are the percentage of the state variables error norm at time tf.
Both controllers were used to guide the crop growth under
the same weather conditions. The weather conditions that
were used in the compute are compared with that used in the
test by means of the percentage of similarity, which is the
central value of the correlation between the signals [7].
In order to help the comparison, the numerical results are
depicted by Table 1. In Fig. 7 is graphically depicted how
the variations of the weather conditions affects to the values
of the cost function and the final state error.
Fig. 7. Performance of the traditional NDP-based neurocontroller and
the modified approach. The expected behavior gets worse when the
similarity between variables foretold and measured diminish, although
this effect is not so strong in the modified version.
B. Discussion
The proposed control scheme have shown an improved
performance when it is compared against the case of not
considering the perturbations under the same weather
conditions. The improvement is observed when comparing
the final state errors, shown in Table 1, which is sensibly
improved. A similar effect is observed for the Cost —it
represents the evaluation of the Ec. (8). This performance
improvement associates an increase of the operative cost,
which is 1.8%. This fact shows a commitment situation
given the improvement of 78% of the final state error and
44% of the cost function reduction.
However, note that the operative cost do not rise with the
same rate in the proposed approach compared against the
traditional one, when the environment conditions are very
different —that is, a very bad weather forecast.
This effect can be seen in Fig. 7, which shows that
although the weather conditions differs with the patterns
used by the algorithm when computing the neurocontroller,
the system’s performance does not get worse as is the case
of the traditional neurocontroller.
V. CONCLUSIONS
An NDP-based neurocontroller for guiding the crop
growth in greenhouse system with considering perturbations
was presented.
The effect of increasing the state vector dimension in the
present approach with respect to the traditional one, is to get
enriched the information to the control law during the on
line operation, given that it considers historical weather
conditions. Thus, the weather forecast is built-in by the
optimization procedure.
From the control exactness point of view, the
improvement reached is remarkable. Nevertheless, the same
results with the economic costs were not obtained.
The experimentations with the proposed neurocontroller
demand the availability of a greenhouse with the necessary
equipment at the field. These requirements seem to be
justified in accordance with the results obtained by means of
simulation presented here.
ACKNOWLEDGMENT
This work was supported by the National Council for
Scientific and Technical Research (CONICET), the National
Agency for Scientific and Technological Promotion
(ANPCyT) under grant PAV-TIC-076 and PICT/04 25423,
and the National Institute for Agricultural Technology
(INTA).
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Control: A Survey from ADP to MPC”. In proc. of
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[2] Bertsekas, D., Tsitsiklis, J., “Neuro-dynamic
programming”. Chapters 5 and 6. Athena scientific.
MIT, 1996.
[3] Bishop, C., “Neural Networks for Pattern Recognition.
Pp. 290 292. University Press. Oxford, 1995.
[4] Jones, J., “Crop growth, development and production
modeling”. Proc. of the Symposium on Automated
Agriculture for the 21st Century, ASAE 447-457, 1991.
[5] Lapilli, S., R. Fullana, C. Schugurensky, Pucheta, J.,
“Modelo algebraico de temperatura de un invernadero.
Algoritmos de control”. IX RPIC, Santa Fe Argentina,
2001.
[6] M. Norgaard, O. Ravn, N.K. Poulsen, L.K. Hansen.
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systems: A practitioner's handbook”. Springer-Verlag
London Ltd. 2000.

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systems”. 2nd edition by Prentice-Hall, Inc. Pg. 168-170,
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[8] Pucheta J., H. Patiño, R. Fullana, C. Schugurensky,
Kuchen, B., “A neuro-dynamic programming based
optimal controller for crop-greenhouse systems” X Rpic.
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Kuchen, B., “Optimal greenhouse control of tomato-
seedling crops”. Computers and Electronics in
Agriculture, Volume 50, Issue 1, January 2006, Pages
70-82.
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Kuchen, B., “A Neuro-Dynamic Programming-Based
Optimal Controller for Tomato Seedling Growth in
Greenhouse Systems”. Neural Processing letters.
Springer Verlag Eds. Volume 24, Number 3 / December,
2006, Pages 241-260.
[11] Pucheta, J., Patiño, H., Fullana, R., Schugurensky C.,
Kuchen, B., “A state observation approach for crop
growth control with a neuro-controlled greenhouse
system”. XXº Congreso Argentino de Control
Automático, AADECA 2006. Buenos Aires. 2006.
[12] Pucheta, J.A., Patino, H.D., Schugurensky, C., Fullana,
R., Kuchen, B., “Optimal Control-Based Neurocontroller
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Kuchen, B., 2004. “Neuro-dynamic programming-based
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[14] Patiño, D., Pucheta, J., Schugurensky, C., Fullana R.,
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DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 624--630
Copyright@2007 Watam Press
Stock Investor Behavior Simulation with Hybrid Neural Network
and Technical Analysis on Long-term Increases of Hong Kong
Hang Seng Index
Chi Xu, Yan Cai, Zheru Chi,
Department of Electronics and Information Engineering, The Hong Kong Polytechnic University, Hong Kong
AMS subject classifications: 03E72,68T73,49N35
Abstract
In this project, the long-term data from Hong
Kong Hang Seng Index have been analyzed.
The neural network technology is used to
simulate the investor’s trading behavior in the
stock market. The experimental results
indicate that the system has certain behavioral
orientation instead of moving unregulated
during the trading period. In addition, the
impact that different neural network parameter
settings take on the investor’s behavior is
evaluated as well.
Keywords: Neural network, Investor behavior,
Simulation
Introduction
The stock investors follows the crucial
principle in stock trading, which is to buy low
and sell high, but the practice is not as simple
as the rule looks like, while not everyone can
win money from the market, because the
decision making mechanism in the investor’s
brain might not be sufficiently perfect.
The investors apply several classical
approaches to predict stock price before any
buy, sell, or hold behavior, while a large
proportion of the security price investors
practice technical analysis. Technical analysis
is based on studying the past and current
market activities with price and volume
patterns or index to do the prediction.
However, technical analysis is subjective.
When analyzing a chart, personal biases can

be reflected in the analysis. In addition,
technical analysis is open to interpretation.
Even though there are standards, it is quite
common that two technicians look at the same
chart but paint two different scenarios or see
different patterns. And technical analysis is
also concerned as solely with the dynamics of
the market price and volume behavior as a
basis for price prediction but ignores the
efficient markets hypothesis.
In the recent decade, neural network approach
has become popular in analysis of stock
market price before trading actions. Neural
networks are non-parametric, non-linear
models that can be trained to map past values
of a time series, for purposes of classification
or prediction. It is able to work parallel with
input variables and consequently handle large
sets of data swiftly. It supports detecting
multi-dimensional non-linear connections in
data, which is extremely useful for modeling
dynamic stock market.
W.Leigh, M.Pas, and R.Purvis [1] proposed in
2002 that a hybrid approach with neural
network and pattern recognition technique to
predict short-term increases in the NYSE
composite index, from which the investors
analyzed a 5 trading day data before trading
actions, and such technique was capable of
returning results that were superior to those
attained by random choice.
In this project, the long-term data from Hong
Kong Hang Seng Index have been analyzed to
gain a wide angle view on the market
increasing progress. The impact that different
neural network parameter settings take on the
investor’s behavior is evaluated as well.
Methodology
Since long-term market data can include some
abnormal volatility from sudden impacts of
politics, malicious trading actions, and etc.,
and the neural network analysis needs to use a
pattern template as the input data, a data
sorting process is required to examine and
constrain the inputs. A neural network engine
is to train and test the data for simulation of
investor’s decision making process, and one of
the technical analysis methods, Bull flag
template [2], is manipulated to fit the time
series data. The technical analysis is also used
to evaluate the trained network by
feed-forward with back-propagation. Figure 1
shows the working schemes of the system,
which has inputs from framed price and volume
information and supplies outputs for investors’
decision to buy, sell or hold the stock.

Figure 1 Windowed Price and Volume Components Relationship in Analyzing System

Figure 2 Template matching


Data Sorting
In this process, two steps, data cleaning and
template preparation, are proposed to sort the
data. The invalid data that are beyond standard
that the boundary of which is set to be 2.5ı
should be defined as noise data and be
removed or normalized in the database.
Raw data inputs are generated from the time
series of price or price & volume data. If only
price data is to be processed, the number of
raw data inputs is equal to window size
chosen. On the other hand, if price and
volume data are processed, the number of raw
data inputs is double the window size.
The preparation for raw data inputs has only
one normalization step. All the raw data will
be normalized to the range [-1, 1]. All the
records in the column are scanned, either price
or volume, to get the maximum data Xmax,
and the minimum data Xmin. Thus, the
abnormal data can be filtered as normalized.
In the template fitting step, the normalized
data are applied the 10×10 grid template on a
window of the input time series data of price
and volume. The horizontal dimension of the
window corresponds to trading days, and the
vertical dimension corresponds to either stock
prices or volume values.
The template consists of percentage of value
that time series data occupy the table, and the
percentage is converted into code. To fit the
time series data, each cell of a column is
entered the percentage of price or volume
values which fall into the respective cell in the
column. If one cell in a column is fitted all 5
values, then it is coded with 100%; if no value
is fitted in a cell, then this cell is coded with
0%. Then the percentage of values which falls
in each cell of a column is multiplied by the
weight in the corresponding cell of the

rectangle template. The cross-correlation
computation is done for the 10 cells in the
column and summed, ending with a result in a
fit value for the column. Hence, during each
trading day, 10 columns fit values for price
and 10 column fit values for volume are
computed. Except for the column fit values,
the height of the window is also needed as an
input. However, the window height value
needs a normalization step that has been
mentioned, where the normalization is to scale
the data to the active range and domain of the
activation functions used. The activation
function used in both hidden neurons and
output neurons is hyperbolic tangent function,
with the active range [-1, 1]. If a pattern data
file with 566 patterns is generated, 90%
patterns are used for training, while three
exams are performed with different number of
hidden nodes: 3, 9, and 60.
Neural Network Construction
The batch mode training is used, where
weights of the links are modified after each
cycle, when all the training patterns are
presented. The training process works in two
major steps for a single iteration, in which first
step is the feed-forward activity, and the other
is back-propagation learning. The agent
determines the configuration of the neural
network and writes to a configuration file, and
then the agent reads the configuration file to
construct a network, and randomly initialize
the thresholds and start feed-forwarding.
When the output nodes calculate out the real
output, an error function is performed to
calculate the error, which is to be
back-propagated to the former layer. The error
function is defined as:
1 P
Ep ¦ (d p  o p ) 2
2p1
dp: the target output
op: the real output
p: the pth pattern (input – output pair)
P: total number of patterns in the training set
The weights will be adjusted when the neuron
response in error. The function for updating
weights is defined as:
wi (t ) wi (t  1)  K ( d p  o p ) xi , p
In each cycle, a cross validation is performed
to estimate the generalization error to prevent
the training from overtraining. The mean
squared error (MSE) is calculated during the
cross validation, and training continues until
the MSE is increasing.

Figure 3 Templates Applied in the Analyzing System

The general effectiveness of the trained decides which network to test and which
network needs to be tested. Firstly, the agent pattern data file to be used. Then, neural


network configuration file and weight file are
read and a feed-forward neural network is
constructed. Furthermore, the pattern data file
is read, inputs data are fed into the input nodes,
and feed-forward to the next layer, until the
outputs get a real output value. With this real
output value, and the destination output, mean
squared error of each cycle is calculated. If the
agent is to forecast the future tendency, the
precision of the prediction, the number of
actual increase, the number of predict increase,
and the number of successful predicted
increase will be displayed. If the agent is to
estimate the future price, the MSE and
average error is displayed.
The result from the network needs to go
through an evaluating procedure. The predict
result as well as the actual result can be
displayed, when the information of the day to
be predicted exists, otherwise only the predict
result can be displayed.
Simulation and Discussion
Two pattern data files are used, in which one
is new with no overlap on dates of training
pattern data file, and the other is the original
training file. The new pattern data file for
testing is generated with the same settings as
the training file except the ending day and
record numbers, which is set to be April 01,
2006 with 180 records accordingly.

Number of hidden nodes 3 nodes 9 nodes 60 nodes

Training Time 20s 32s 38s
MSE 0.627 0.57 0.623
Testing with new data MSE 0.598 0.585 0.728
Presision(%) 55.4 57.2 50.2
Actual Buys 93 93 93
Indicated Buys 137 77 61
Good Buys 78 46 34
Indicate Precision (%) 56.9 59.7 55.7
Probability of good buys (%) 83.9 49.5 36.6
Testing with training MSE 0.607 0.595 0.595
data Presision(%) 57.5 61.3 59
Actual Buys 334 334 334
Indicated Buys 463 457 408
Good Buys 274 282 251
Indicate Precision (%) 59.2 61.7 61.5
Probability of good buys (%) 82 84.4 75.1
Table 1 Optimization of hidden nodes in the neural network

The Precision indicates the percentage of
successful predicting on trend over all
predictions. The Actual Buys indicates the
total number of days in which there is an
increasing trend. The Indicated Buys indicates
the number of days in which the system
predicts an increasing trend. The Good Buys
indicates the number of days in which the
system successfully predicts an increasing
trend. The Indicate Precision is derived from
dividing Good Buys by indicated Buys. The
Probability of good buys is derived from
dividing Good Buys by Actual Buys.


During the training period, the neural network
with less hidden nodes requires less training
time, while more hidden nodes requires more
training time. Concerning the effectiveness,
the precision and indicate precision of neural
network with 9 nodes are much better.
The simulation of the investor behavior in the
market is based on the agent’s prediction of
the market price. After the optimization of the
agent settings, an ideal performance of the
neural network is highly expected.

Pattern template preparation settings Neural network training settings

Index/stock file Hang Seng Index No of hidden nodes 9
End day 2005.07.01 Learning rate (hidden) 1
No. of records 600 Learning rate (output) 1
Price/price & volume Price & volume Momentum (hidden) 0.5
Raw data preparation Yes Momentum (output) 0.5
Template matching Cup and Holder Flatness (hidden) 1
Descending Triangle
Head and shoulders
top
Window size 60 Flatness (output) 1
Predict day 5
Table 2 Settings of experiment on predicting tendency with combination of ideal settings

Testing with MSE 0.794

new data Precision (%) 51.7
Actual Buys 67
Indicated Buys 51
Good Buys 31
Indicate precision (%) 60.8
Probability of good buys (%) 46.3
Testing with MSE 0.394
training data Precision (%) 0.784
Actual Buys 316
Indicated Buys 350
Good Buys 275
Indicate precision (%) 78.6
Probability of good buys (%) 87
Table 3 experiment on predicting tendency with combination of ideal settings

Different pattern data have also been tried to
examine how the input data affect the
prediction precision, which affects trader’s
behavior in the market. Experimental results
indicate that such an agent is capable of
supplying results that are superior to those
attained by random choice; what is more, the
technique of combining two template
matching and neural network gives better
return than performing neural network alone.
Conclusion
The system applies the hybrid technology with


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 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 631--637
Copyright@2007 Watam Press
APPLICATION OF NEURAL NETWORKS IN PREDICTIVE
MAINTENANCE OF ROTATING MACHINERY – A REVIEW
H Ranganathan1 , J Pattabiraman2
1
Sakthi Mariamman Engineering College,Chennai, 602 105, India. email : rangah@vsnl.com
2
MNM Jain College of Engineering, Chennai, 600 096 , India, email: dr_praman@yahoo.com
 keeping their machinery health in good condition and
Abstract— Integration of interdisciplinary and domain
specific knowledge, databases and expert opinions using neural
networks and fuzzy logic with a view to provide fast and
reliable solutions is now rendered a possibility by advanced
computing concepts and tools which are believed to help in
providing a quick remedy to some of the issues pertaining to
machinery vibration diagnostics. This paper presents an
overview on the status of machinery vibration problems
diagnostics and their limitation and discusses a conceptual
software design that can minimize such limitation and render
more precision to the diagnostics of vibration problems in
industries. Efforts are on to implement such a diagnostic tool
on a trial basis.
Index Terms—Rotating Machinery – Predictive
Maintenance – Artificial Neural Network approach –
BOLTZMANN’s Machine.
I. PROBLEMS OF VIBRATION IN ROTATING
MACHINERY
It is known that vibrations in machines with moving or
rotating parts is an out come due to several causal factors
such as design, manufacturing, assembly, construction,
erection, installation and operation. No machine can be
designed for a pre-determined vibration output. Vibrations
are felt and perceived only when the machine is running.
Over years of experience and pooling up of knowledge
resources from designers, operators, and researchers,
vibration standards have been evolved [1] to provide some
guidelines as to whether the vibrations are acceptable and
help in permitting continued operation of machines with or
without remedial measures.
Quite often, plants and machinery management
generally do not concern themselves much with vibrations
so long as the continuous operations are not hampered by
most. It is felt that there is no need to take records of the
characteristic features of vibration so long as problems are
not posed (like what is being practiced in human health
monitoring). Only when vibrations are likely to exceed
limits, there is an awakening, resulting in finding a quick
solution to restore the system rapidly into normal operation.
This is procedure known as preventive maintenance. It is not
an efficient method of maintenance management since it still
does not provide answer to what had caused disorder, how it
was manifested and how long it took to take notice of it. A
Maintenance strategy that incorporates such knowledge is
known as predictive maintenance technique.

Many progressive organizations are conscious of
choose to adopt predictive maintenance technology.
Vibration signature analysis, one of the very powerful tools
of machinery vibrations diagnostics, has gained popularity in
industrial applications to resolve and identify most likely
causes of excessive vibrations. Standard malfunction tables
presenting causes along with corresponding peaks in
vibration spectra have been made available by many of the
leading instrument manufacturers, like IRD Mechanalysis, B
&K etc.[2]Such a generic diagnostic tables still leave the
following areas vague.
(i) Attributing a specific cause to the increased spectral
response in vibration (more than one cause can also produce
the same response in spectrum) collating other related data
and plant operating parameters is not yet made available.
(ii) Since causes pertaining to only mechanical malfunctions
are identified as responsible for change in vibration
behavior, other likely causes such as due to change in
temperature, velocity, volume flow rate, humidity, etc are
not considered for correlating with corresponding changes in
vibration spectrum. This aspect is qualitatively addressed
using the experience knowledge of specialists who have
spent substantial part of their professional career in dealing
with plant and machinery problems.
There is a cost to be borne for ‘vague knowledge’
and this may demand opening up of the machine to see if
any defects are visible. This cost is contributed by two
factors: firstly, the downtime of machinery resulting in
production loss and secondly, the machinery in general is
not restored to its original performance condition after
reassembly. It is also quite probable that this process may
introduce further complications, which may have their own
consequences. The main objective should be that the process
of finding a solution to an existing problem should not result
in creation of further new problems, so to say to eliminate
side effects (analogy with medical diagnostics)
The above can be summarized in the following two majors
thrust areas.
(i) There is a very strong need to integrate the knowledge of
machinery vibration data, vibration standards, past history of
vibration performance and diagnostic information with
spectral response. This can be made possible only by
designing appropriate databases and data flow between
databases, which will narrow down the causes for machinery
vibration.
(ii) With the output provided by (i), and correlating with
expert’s knowledge as well as other parameters relating to
plant operations, sequence of events records and vibration
behavior of similar machines operating elsewhere, the
solution can be more precisely provided to help in correct
remedial action. Opening up of the machine only in case of
absolute necessity is then performed. (like surgery in
medical treatment)
Challenged with high expectations from customers
and a strong commitment from management to assure
continuous machinery operation with minimal or practically
no down-time, utility managements are compelled to look
for a quick, accurate and a reliable solution to their
machinery problem and provide a total solution which
incorporates, recommendation for modifications or repairs,
and post repair operating procedures which ensure absence
of re-manifestation of the existing problems or creating,
newer problems.
Rapidly expanding knowledge from several
specialized fields need to be integrated meaningfully to
provide a total solution to the machinery problem. The
human brain will not be able to handle such a vast
information bank and therefore computerization becomes
more effective for such situations.
Integration of interdisciplinary and domain specific
knowledge, databases and expert opinions using neural
networks and fuzzy logic with a view to provide fast and
reliable solutions is now rendered a possibility by advanced
computing concepts and tools which is believed to help in
providing a quick remedy to some of the issues pertaining to
machinery vibration diagnostics.
This paper illustrates some typical cases pertaining
to vibration diagnostics of rotating machines and presents
areas, which can be, probed further using the help of neural
networks and fuzzy logic.
II. ROTATING MACHINES AND VIBRATIONS
PLANT EQUIPMENT CATEGORY
A plant's equipment can be classified into four categories
Critical machinery - like turbine generator – the
unexpected failure of which causes significant production
loss.
Critical, but spared machinery in arduous service -like
boiler feed pumps - the unexpected failure of which
jeopardizes but does not interrupt production.
Partially spared equipment - like pumps, compressors
gears etc. - in critical services.
Non-critical machinery - like various auxiliary service
motors and pumps.
Vibration problems, which may be damaging in critical
equipment cannot be neglected and should be remedied as
soon as possible when a problem is encountered.

GUIDELINES FOR VIBRATION ANALYSIS
The nature of problems in machinery, causing
vibrations can be identified through comparison of signals
from a healthy machine with that from a machine having a
known problem. The general guidelines for adopting a
systematic procedure in collecting the relevant data to tackle
vibration problems are furnished below:
(1) Vibration measurement and analysis should be done on
a machine that is having a problem and also on a machine
that is trouble free.
(2) Periodic measurement (preferably once a week) of
vibration and signature analysis should be done to see the
trend of vibration behavior.
(3) Only one change must be effected at a time. When a
modification is carried out either on the machine or on the
foundation, vibration and signature records should be
appropriately tagged showing the status of machine and
foundation and the location and date of measurement
together with the specification of instrumentation used. The
process is repeated for any other change or combinations of
changes made.
(4) Systematic numbering & labeling of measurement
location should be followed on the sketches used to describe
the machine layout.
(5) All details pertaining to the vibrating machine (make,
rating, drive-its connections with neighbouring equipment,
operating and process parameters etc.) should be recorded
(6) Description of events occurring prior to noticing high
vibration should be obtained along with the data on
operating conditions. This information could be obtained
from the machine operators/control room operators and
machinery logbook of the plant.
(7) Whenever necessary the natural frequency of the system
(be it piping or equipment or structures) should be
determined using either a computer program or using
known mathematical analysis depending upon the problem
and desired degree of accuracy and kept as one of the
plant data.
(8) Signature analysis should be done for the same location
as was done earlier to identify changes if any, in the
vibration pattern after carrying out modification(s).
In many process plants and power plants a
combination of both periodic and continuous monitoring
systems are required. This is classified as "Integrated Plant
Condition Monitoring" which is dictated by the
concentration and distribution of the rotating machinery, its
strategic importance to production, the time to failure and
the level of sophistication of the required monitoring system.
In this case, periodic monitoring is performed using
automated data collection while "the critical machineries are
“hardwired” to a machine information center for continuous
protection. The data from the various periodic and
continuously monitored systems are off-loaded and
transmitted to a centralized computer terminal where process
and maintenance data is also logged. This will provide the
maintenance manager with a comprehensive plant
performance and maintenance information database.
For machinery vibration analysis and predictive
maintenance, the key monitoring parameters under steady
state and transient conditions should include magnitude of
dynamic motion (rotor radial vibration, casing vibration),
frequencies of dynamic motion, phase angle and journal
centerline position. Measurement of the parameters should
be followed by data reduction into interpretable format.
Steady state (on-line) vibration data can be reduced into
Orbit or Time Base plots, comparative time spectrum plots,
Mode Shape and Trend Analysis plots. Transient vibration
data can be reduced into Bode (phase vs. speed and
amplitude VB speed) and Polar plots (phase vs. speed vs.
amplitude), spectrum cascade and plot of journal center line
position with respect to geometric center of bearing. For
vibration analysis in the laboratory with the help of taped
(FM) data recorded at site, it is desirable to develop the
necessary software and to use it in a digital computer
because of data reduction capability of a computer system.
OBSERVED DATA DATA (STATIC) MEASUREMENT DATA ANALYSIS DATA
(DYNAMIC) (DYNAMIC)
So from the above review, it can be concluded that
for periodic vibration monitoring Automatic Data Collection
Systems (both static and dynamic depending on the
suitability of overall vibration level measurement or
amplitude vs. frequency signature checks) should be
introduced, while for critical machines continuous
monitoring through a Machine information center should be
adopted. In case of process plants and power plants where
both periodic and continuous monitoring are essential, an
integrated plant condition monitoring system is
recommended.
BUILDING IN INTELLIGENCE
It is needless to emphasize that building in
“intelligence” in the automation process has become a
necessity to improve preciseness of diagnostics, remedial
procedures and a procedure to perform these in a minimal
down time based on the situation. The efficiency of the
maintenance system is improved if a smaller domain is
selected for analysis and diagnostics than dealing with a vast
data pertaining to all the machines, which are not only time
consuming but can also lead to doubtful solutions. So a
dedicated system to each critical machine that caters to
entire knowledge integration is a more effective proposal.

INSTRUMENT
MACHINE, DATA
PLANT PICKUP USED, INSTRUMENT
VIBRATION MAINTENANCE
PROBLEM ,
SPEED,
VIBRATION
DATA
SPECTRAL
CHARACTERISTICS OF VIBRATION PROBLEMS
STANDARD LOCATION ID, DECOMPOSITION
MALFUNCTION DIRECTION ID, SPECTRUM ID
S& PARAMETER OF DOMINANT
CAUSES MEASUREMENT PEAKS
BASE LINE VIB
SIGNATURE
ABSOLUTE PRINTOUTS
CHARTS
Common Causes of vibration are, some part of
CASING
(BEARING moving machinery being out of balance, turbulent fluid
VIBRATION) OR
ABSOLUTE flow, rattling of loose objects, impulses and shocks etc.
SHAFT
VIBRATION Standard Tables which relate the various sources of
vibration to the nature of resulting response, is available in
NEURAL NETWORKS COMPARISON DATA literature as well as in instrument catalogues [1], [2], [3],
(STATIC) (STATIC)
[4].
LIKELY CAUSES
MAINTENANCE BASE LINE DATA
HISTORY
PROCESS DATA
& SPECTRAL
DATA,
Using the data collected the information derived
ACTIVATION
MODEL
DOMINANT
PEAKS &
from diagnostic Table, it is possible to asses's the likely
ELIMINATE
UNRELATED
STANDARD
MALFUNCTION
cause(s) of vibrations with a reasonable range of accuracy,
CAUSES
MOST PROBABLE
DATA,
LIKELY CAUSES
and provide the remedial measure. References [5], [6] give
CAUSE IDENTIFICATION some case studies of plant vibration problems and how they
were resolved and convey also that with further refinements
on decision making, the solutions would have been much
DECISION OUTPUT better.
(STATIC)

MOST PROBABLE
SOLUTION TO
UNCERTAINTY IN VIBRATION DIAGNOSIS
VIBRATION PROBLEM

The vibration diagnostics table presents various problems,

remedial measures along with the corresponding peak
Fig 1 Machine specific vibration diagnostic flow chart using ANN spectral frequency data. For example, under the category of
vibration amplitudes, which show prominent peaks under
Utilizing all the above, a generalized flow chart running speed (1 * RPM), several possibilities exist as
depicting the flow of information as well as deductions causes, some of which are as follows.
and inferences made from these from start (beginning of a
vibration problem noticed or reported) to the end (1) Unbalance
(successful solution of a vibration problem) has been (2) Misalignment
evolved as shown in flow chart (Fig 1). This is helpful for (3) Bent shaft
future reference for tackling any vibration problem and (4) Assembly errors
incorporates scope of further analysis. (5) Foundation errors
(6) Eccentric armature of electrical m/c


 (7) Electrically induced vibrations.
(8) Flexible rotors
(9) Rotating M/c rubbing
(10) Self excited sub harmonic resonance
(11) Excessive clearance in journal bearings.
(12) Thermal unbalance
(13) Increased Turbulence in air handling m/c
(14) Damaged or bad gears
There is a need to make further observations to bring down
the above possibilities into a more appropriate manageable
list of causes. Additional data on vibrations, like increase in
axial vibrations, stroboscopic test, resonant behavior,
vibration response when electric power is switched off, shaft
vibration measurement in addition to bearing housing
vibration, vibration change between the start up and steady
state with corresponding temperature change, change in
noise level etc., throw more light on narrowing down the
above list of causes, to a manageable list. If all these
reduction point out to, say unbalance is the most likely
cause, then it is necessary to check whether the earlier data
show consistently the symptoms reinforcing this reason. If
it is pointing to the case of mechanical unbalance in the
machine, the measurement and analysis should also be made
at different flow levels and at the same speed and ensure that
vibration readings do not change. Then it can be concluded
to be a case of unbalance. This might have been caused by
some “inputs” during transportation, handling, erection or
installation. In such an event, field balancing, preferably a
two plane balancing can be recommended and machine
watched more frequently after this is done to ensure
consistent machine performance.
III. PROPOSED AUTOMATED SYSTEM
In the proposed automated system with built in
neural network and fuzzy logic, all the forgoing reasons are
automatically scanned with the other data and “put in” in the
system along with expert system to give a final
recommendation. This is one such example and the same
logic can be extended to other causes of machinery
vibration.
A conceptual scheme illustrating the organization
of databases, dynamic data and logical decisions derived
from expert systems and Neural Networks is furnished
already in Fig.1.
It must be appreciated that the plant
instrumentation system provides scope for retrieving all the
above data. What is necessary to solve the problem precisely
is not just looking at only the vibration spectral data but also
all other data over a period and look at them together. Such
a totality approach ensures unique cause to the observed
effect, and arrives at unique solution and also provides
reasoning to plant personnel that a scientific approach is
followed and the solution is justified.
EXPERT SYSTEMS
The details of the Expert Systems are conceptually
presented as an integral part of plant vibration diagnostic
systems.

In the fore going analysis, it is seen that any
mechanical problem in the machinery setup reflects in the
change in pattern of vibration spectrum, over time. The
experts in the field could “read” the vibration information
and come out with a set of possible. These experts have
gained considerable knowledge to be able to interpret the
information contained in the vibration analysis and transfer
the same into diagnostic information. However, such
knowledge is personalized. Transducers are used to measure
vibration in terms of axial, vertical and horizontal
displacement or velocity or acceleration. There are also
standard specified for different applications. It is possible to
have other machine specific data built into a database and
refer the same to compare with current data to identify any
significant variation.
With the aid of historic information and current
data, it is possible to deduce the changes introduced into the
system. It is also possible to digitize such variations in an ‘n’
dimensional plane, dimensions being (to name only a few):
Variations in:
1. Peak value of 1 * rpm vibration value.
2. 3db Spread at 1* rpm value in terms of frequency.
3. Peak value of ½ * rpm value.
4. 3db Spread at ½ *rpm value.
5. Peak value at critical speed.
6. 3db spread at critical speed.
7. Peak value at 2 *rpm value
8. 3db spread at 2 * rpm values and higher formats
An expert, who studies these values from a
vibration analysis data taken at the time of installation of the
machinery and at a later time, can identify “patterns”. The
expert, may then, proceed to “classify” different possibilities
of potential malfunction. There will be attempts, then, to
eliminate easily identifiable exceptions before one can
venture on to a study of more possible causes, which may be
more time consuming.
There is a similarity between human systems and
Artificial Neural Networks. Artificial Neural Networks
(ANN) take the cue from the way the human brain works
and tries to emulate a similar operation with the help of
computer program. Human brain is the fastest parallel
processor which is best at processing different data
perceived simultaneously through different organs and
recognizes different patterns.
Human brain is considered to be fast and most efficient in
the following:
1. Pattern Recognition – Audio - Image
2. Classifications – Tall – Short. Etc.
3. Clustering
ANNs operate on the principle of identifying the digital data
inputs and recognizing “patterns” out of them as human
brain is expected to do. After the pattern recognition, ANNs
classify different faults and the list of possible remedies.
ANNs operate on the following 2 specific characteristics:
1. Structure
2. Learning process.
Structure:
Different networks use different structures with a no. of
layers Based on the actual application the structures vary.
Various options are.
1. Perception
2. Back propagation networks.
3. Kohenan’s Self Organizing networks
4. ART networks
5. Hopfield etc.
Learning Process:
Each network has to be “trained” first. The network has to
be ‘informed’ about a particular set of inputs that will result
in a particular set of outputs. This training or learning
process can be under supervision or no supervision at all.
Based on the available information and on the number of
samples available for “training” the network, the training is
performed In this network, number of input neurons and
output neurons and an arbitrary network with arbitrary
weights are considered first A set of inputs and outputs are
specified, which will alter the weights. The alteration of
weights will proceed until the local and global minima are
reacted. After the training, when once a set of inputs is
presented, the network will give the set of outputs.
NEURAL NETWORKS APPROACH
The maintenance engineer has the responsibility
not only to assess the severity of the problem precisely when
there is a change in vibration level of any machine, but also
to indicate how soon the rectification should be carried out.
Such professionals are usually experts in their respective
domains with comprehensive knowledge about relevant
characteristics that are likely to influence the problem.
Besides diagnostic skills, – that is gained through repeated
practice and tutoring –, with experience, these professionals
develop a certain ‘feel’ for the domain which enables them
to improve their assessment of the extent of problem in a
given case.
The main characteristics of such an assessment of diagnostic
/ classification are:
- Identifying the impairments from information
available based on vibration pattern.
- Confirm the identified impairments based
specific criteria to determine the machine
status.
Using a manual one can assess the likely
impairments reasonably well, but only in the ideal case
scenarios. The expert has to make an assessment based on
the vibration pattern, which is available with him. All
missing information must be compiled before attempting to
classify an impairment to determine the cause of variation in
vibration pattern. Even when the complete machine
functional profile is available, it is a time consuming and
expensive process. One is unlikely to match specified
criteria exactly in every case. The ambiguity in rendering a
classification is made more complex in cases where more
than one malfunction are present and contribute in some

proportion to the overall change. In short, there is a lack of
adequate diagnostic and classificatory procedure in the
existing signature analysis approaches. Uncertainty and
incomplete information seem to prevail generally. On rare
occasion the desired constraints are specified. Even on those
rare occasions, the assessments made are incomplete to the
extent that a total solution is not achieved.
ROLE OF ARTIFICIAL INTELLIGENCE
In the field of Artificial Intelligence (AI), the recent
past has seen the evolution of several methods and tools for
constructing diagnostics systems. It appears that there is no
single method / tool which is claimed to be the best. Studies
have revealed that there is no method, which has clear
advantages over others. The main issue at stake has been the
accuracy of such systems to predict outcomes in a selected
set of symptoms. The development of an intuitive ‘feel’ for
the domain, a judgment skill that is routinely displayed by
experts is, however, functionality that is impossible to
replicate using classical AI representations. Classical AI
systems do not allow assimilation of new information about
prior case histories, which is an intrinsic part of decision-
making process. Being aware of such limitations in solving
diagnostic problems using AI techniques, in this paper it is
proposed to have a more practical approach using Artificial
Neural Networks (ANN) for capturing, quantifying and
emulating the diagnostic (objective) logic followed by the
experts.
ARTIFICIAL NEURAL NETWORK TECHNIQUE
The proposed ANN model employs a unique
decision making paradigm that enables the gradual
augmentation of domain knowledge through as experience
based, unsupervised learning process called episodic
learning. The model used here is a process mechanism,
which assumes that all information processing takes place
through interactions of a large number of simple processing
elements that are connected to each other in the form of a
network. The most distinguishing feature of such a network
is the absence of a central controller to co ordinate the
processing within the system. The relative autonomy with
which each processing element can carry out its
computations make parallel activation models extremely
attractive for solving problems such as the one on hand.
These problems traditionally required inordinate amounts of
processing time and capacity.
Diagnostic reasoning is a high level cognitive task
that involves providing explanation to a set of symptoms by
postulating a set of disorders or impairments. Existing
symbol-processing models of diagnostic reasoning do not
provide adequate mechanism to support interaction among
knowledge structures, which are necessary to capture the
generative capacities of human diagnosticians in novel
situations. Achieving such interactions has been one of the
greatest difficulties with implementing models of diagnostic
reasoning, which can reason in the presence of imprecise
and incomplete information. Our proposed model is based
on the theory that diagnostic reasoning takes place through
the interactions of several relevant domain concepts
connected to each other in the form of causal network. The
model is based on an underlying associative network of
nodes that represent domain concepts or ‘knowledge atoms’.
These nodes are connected to each other through links that
represent associations (both causal and non causal) among
the knowledge atoms. The network consists of a set of
hierarchically layered nodes in which nodes in one layer
connect only to the nodes in the immediately adjacent layer
as shown in figure 2.
There are two kinds of nodes within such a network. They
are:
- Nodes whose activations do not change during
problem solving phase (Stuck at nodes)
- Nodes whose activations change during
problem solving (memory or accumulator
nodes)
A node in the network is said to be active if it has a
non zero activation. An active node can have a negative or a
positive activation level which lies in the interval of –1.0 to
+ 1.0. Positive activation signifies presence of the concept in
the node. Negative activation signifies absence of the
concept that is the node. Zero activation signifies no
knowledge about the presence or absence of the concept
represented by the node.
Nodes in one layer are connected to the nodes in
the adjacent layer through bi directional links. In such a
network, one can define a connectivity matrix for the nodes
of two adjacent layers. Each entry in the matrix specifies
association between a pair of nodes in mutually adjacent
layers if it exists, and the strength (weight) of this
association. These weights exist in the interval of –1 to + 1.
A negative weight implies a preventive association or
inhibitory link and a positive weight implies a supportive
association or an excitatory link
A network with two adjacent layers, layer D
(disorders or causes) and layer M (manifestations or effects)
can be considered in parallel activation model frame work.
Each node di in layer D is connected to a set of nodes man
(di) in layer M through causal links. Similarly each node Mj
in layer M is connected to a set of nodes evokes mj in layer
D through upward evoking links. In each direction
associative strength may either represent conditional
probabilities or subjective causal or evoking strengths
respectively. If conditional probabilities are used as weights
for any given manifestation node, the sum of all upward link
weights must add up to 1.0. These constraints need not be
necessary or relevant when subjective and evoking strengths
are used as weights. In the context of parallel activation
model, the following characteristics are to be noted:

1. For any given manifestation node that is said to be
present, all plausible disorders that can account for
its presence get activated initially.
2. Among alternative disorders with same
manifestation, only one disorder stays active by
completely inhibiting all others (some of them may
get reactivated subsequently to account for other
observed manifestation)
3. Each observed manifestation is accounted for by at
least one disorder that stays active.
4. Disorders that are found to be active at the end of
the problem solving session are those that present a
globally most plausible explanation for observed
manifestations.
It is useful to think of associative links between the nodes of
adjacent layers as constraints, which could be a numeric
value denoting how activated one node can become when its
corresponding associated neighbor is fully activated. Since
these constraints are only local to specific nodes that are
involved, they are to be satisfied only locally. In the present
model, the activity of a node that spreads to its neighbor is
not determined by the level of activity possessed by the
recipient node. In such models, the incoming activation for a
node is the weighted sum of the activities of its neighbors to
which it is directly connected.
Two separate aspects of contention that exist
between neighboring nodes that become competitor and
form an inhibitory cluster are identified. The idea of
competition is introduced by permitting the evoked
disorders of manifestation mj in an adjacent disorder layer,
to actively compete for the total output activity of mj. The
ability of disorder node di to compete for mj’s output activity
aj(t) is proportional to its own activation level aj(t) and to
weight of its association with mj. This computation enables
highly activated nodes to extract a proportionally larger part
of mj’s finite activation, leaving successively smaller
portions for competition with lower activations.
In diagnostic reasoning, whenever supporting
evidence is found for one disorder among several plausible
alternatives, then not only does it support the belief that a
disorder is present, it also discourages the belief that one of
the other alternatives is present. Since competing disorders
influence each other through the manifestation that they all
share, this drain of activation among competitors can be
interpreted as a correction of original support that is
received by each competing disorder di from common
manifestation node mj. The degree of confidence (DC) in the
presence of disorder di due to each manifestation nodes mj
that are present from its manifestation (di) set is computed as
the sum of contributions that are made by each of the
individual manifestations.
Similarly, the Degree of uncertainty (DU) in its
presence is computed as the sum of the activation that is
drained from it by all of its competitors that share its active
manifestations. One other phenomenon that is believed to
occur during diagnostic reasoning is that the belief in the
presence of a manifestation is diminished if other
manifestations which share a common cause with it are not
observed. This effect can be expressed as a proportionately
lower degree of confidence in the presence of their common
cause. Active Fan Out (ACTFOi) can be computed as a
weighted measure of the portion of the manifestations of di
that are in fact found to be present. Using these definitions,
one can compute the net flow of activity into a disorder node
di at time t as:
Fi(t) = tanh [ DCi(t). ACTFOi – DUi(t)]
Given this competition based parallel activation approach in
satisfying local constraints in a causal network, a global
interpretation of the effects is possible by allowing the
network to stabilize.
Such a network could have the structure as shown in figure 3
IV. CONCLUSION
In this context d1,d2,d3… etc could imply disorders
such as unbalance, looseness, bend in the shaft, non
alignment, excessive bearing clearance etc., and m1,m2,m3…
etc could be manifestations like vibration spectrum
exhibiting peaks at 1xrpm,2xrpm, critical speed1 , critical
speed 2 etc.
With the proposed intelligent system built in the
diagnostic process, the authors believe that vibration
problems in plant and machinery could be made more ‘user
friendly’ and the scientific, heuristic and probabilistic
approaches could also be merged in the final decision for
corrective action which will also ensure that the cause –
effect relations are clearly understood and corrective action
is made fool – proof, without introducing any new problem
in the process as per fig 1.
The authors propose to work further and apply the above
concept to a live industrial problem and shall present the
results in their future publications.
REFERENCES
[1] Chhaya S.V. and Sharma S.K. “Vibration monitoring and Diagnosis
of Rotating Machines” a technical paper presented in “National

Symposium on Vibration of Power Plant Equipment” (BARC
Bombay, March 1986.
[2] Brik Anderson “Vibration Monitoring System, a way to Improved
Reliability”, Technical Symposium, Thermal Power and Heat
Generation, ASEA 1983.
[3] Hills P.W. “Predictive Maintenance Systems for Monitoring
Vibrations on Rotating vibration information from Rotating
Machinery”, IRD Mechanalysis (U.K.) Ltd., August 1986.
[4] Bently D.E., Zimmer, S. Palmatier George E, Muszynska Agnes
“Interpreting Vibration Information from Rotating Machinery”,
Bently Nevada Corporation, 1985.
[5] Vibration studies on suction piping of a boiler feed pump, J
Pattabiraman, R Srinivasan and D K Bhattacharjee, Proceedings of
the National Symposium on Vibration in Power Plant Equipment,
BARC, Trombay, Bombay, March 19-22, 1986.
[6] Vibration problems in operating plants – Some Case Studies, J
Pattabiraman, Paper published in the proceedings of the International
Conference on Condition Monitoring, CM, 97 held in Zian, P R of
China, March 97.
H. Ranganathan , India, received his BE in Electronics
and Communication Engineering and M.Sc (Engg) in
Communication Systems Engineering from College of
Engineering, Guindy, Madras 600 025, India in the year
1975 and 1978 respectively. Currently he is pursuing PhD
in Anna University, Chennai, India.
He had worked in Installation and Maintenance of
various computers with different configurations from
1978 until 2000. He had developed Hardware and Software solutions for
various field problems with many customers in India. He has taken to
teaching from November 2000. Currently he is Professor and Head,
Department of Electronics and Communication Engineering, Sakthi
Mariamman Engineering College, Thandalam, 602 105 (near Chennai),
India
Dr. J. Pattabiraman holds Bachelor’s, Master’s and
Doctorate degrees in Mechanical Engineering from the
Indian Institute of Technology, Madras, India. He has
Thirty Eight Years of Experience out of which about 25
years were in consulting and manufacturing industries in
India and the balance 13 years were spent in Teaching
and Research. He has 32 papers to his credit in the areas
of stress, vibration and failure analysis and Remanent
life evaluation of power plants. He is Currently Dean (Mech. Engg.) and
Vice-Principal of MNM Jain Engineering College, Chennai, India. He is a
member of SAE (International), ASME (International) and Fellow of
Institution of Engineers (India) & Institution of Production Engineers
(India) and is a Chartered Engineer
 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 638--643
Copyright@2007 Watam Press
Artificial Neural Network approach for Estimation of
Hemoglobin in Human Blood using Color Analysis
H Ranganathan1, N Gunasekaran2
1
Sakthi Mariamman Engineering College,Chennai, 602 105, India. email : rangah@vsnl.com
2
College of Engineering Guindy, Anna University Chennai, 600 025, India, email: nguna@annauniv.edu
 practically impossible to visualize the relationship.
Abstract—Artificial Neural Network (ANN) is an excellent
approach for establishing tacit relationship among variables.
Anemia is a globally dreaded health hazard. Anemia is due to
reduction of Hemoglobin (Hb) level in one’s blood. To reduce
the complications due to anemia, Hb level needs to be
measured. There are a number of methods available for
estimating Hb value in blood. These give very approximate
results as compared to standard and well-recognized
Cyanmethemoglobin method. Cyanmethemoglobin method is
not suitable for rural settings as it involves handling of deadly
chemicals and sophisticated equipment. It is found that there is
a correlation existing between the color of one’s blood and the
corresponding Hb level in one’s blood. There is a requirement
for simple method suitable in rural settings. The color matching
technique is one of them and it is recommended by WHO for
adaptation in low resource settings. Since human interpretation
errors are likely to creep in during this subjective method,
computerized method to determine the color of blood is devised.
One non-invasive method is examined for establishing the
relationship between the color of the blood and Hb level. Since
the level of accuracy is not adequate, an Artificial Neural
Network (ANN) approach for estimation of Hemoglobin in
human blood has been evaluated using back propagation
learning algorithm. The ANN used color-coded values of the
samples as input and the Hemoglobin value, as obtained with
the Cyanmethemoglobin method, as desired output using 2007
samples. The results show a strong relation between the color
of the blood sample and the hemoglobin level in the blood.
Index Terms—Estimation of Hemoglobin in Human blood –
Artificial Neural Network approach – Back Propagation
Network.
I. INTRODUCTION
Many relationships between variables are not clearly
defined. But these relationships exist in some abstract form.
When there is a set of dependent variables that depend on a
set of independent variables, many approaches in
mathematics can be used to define the existing relationships
between the independent and dependent variables. Generally
these relationships are established by means of observing
variations of dependent variables based on the variations of
independent variables. Some of the known methods of
establishing relationships are:
1. Curve fitting method
2. Regression Analysis
It is possible to visualize the relationship in the form of
straight line, a curve, a plane or a curvilinear plane, if the

number of independent variables is limited to 2 or 3. When
the number of independent variables is more than 3, it is
Many problems, which involve real word intelligent tasks
such as speech, vision or natural language processing, do not
fit into categories of straightforward relationships. Only
computer-based algorithms are useful in overcoming
cumbersome manual calculations that tend to get repetitive
and time consuming. Many software packages are readily
available for finding solutions or for “curve fitting”. It is
found that these concepts are easier to follow in establishing
linear relationships. When the problem on hand involves a
number of variables with non-linear relationships, it
becomes cumbersome.
Artificial Intelligent (AI) techniques appear to be
promising for providing solutions to intelligent task.
However, even AI techniques need clear specifications of
the problems. Besides, it is required to map the problem on
hand into a form suitable for application of AI techniques.
There are some well-known approaches available for use in
AI techniques. Some of them are:
1. Heuristic search methods
2. Rule-based approach
In all the approaches it is important that one
understands the underlying principle involved and one
applies the information available in a suitable method for
identifying the mapping relationship that exists. To
overcome the problem of matching the given problem to AI
approach, many scientists feel that the intelligent mapping of
inputs and outputs can be achieved by Artificial Neural
Networks. It is possible to extract relevant features from the
input data and recognize patterns by ANN approaches.
These networks learn from examples without a need for
explicitly stating the rules.
In using ANN techniques a distinction is made between
patterns and data. Knowledge, commonsense and learning
are natural to human beings but unknown to computers. This
is because; humans recognize patterns and computers are
very good in handling data. Recall of patterns is found to be
possible even when the data is noisy are partial. Many data
patterns appear in real word with implicit relationship
between input and output patterns. ANN systems are
provided with some training pattern pairs. The system maps
the relationship between the input patterns and the
corresponding output patterns. When an input pattern is
offered for testing, the stored mapping is recalled and after
interpolation, corresponding output pattern is identified.
 ANN is a technique that is extensively used in the field of
medicine [1,2,3]. ANN works on the basis of architecture
and a learning algorithm. There are a number of
architectures and a number of learning algorithms. Based on
the nature of problem and the type of mapping required, the
architecture and the learning algorithm are chosen. It is
experienced that the selection of proper input variables will
have significant impact on the performance of ANNs. For
examining existence of any type of relationship, where there
is no explicit relationship between input variables and the
output variables, Back Propagation Network learning
algorithm is recommended.
It is found that the color of blood can give an indication
about the hemoglobin (Hb) level in one’s blood. Currently
available methods of estimation of Hb level in blood use this
information. For establishing the relationship between the
color of the blood and its Hb level, two methods are
suggested. In one method, the color of the blood is
determined by occluding blood flow to thumb tip and taking
the digital photograph blood-welled thumb tip. Any natural
color can be resolved into Red, Green and Blue components.
The R, G and B values before and after occlusion of blood
flow give indication of blood color in terms of R, G and B
values. Multiple regression is carried out to establish the
relationship between the R, G and B values so found and Hb
value of the given sample. To validate the relationship, color
digitization along with ANN technique is used. This paper
explains the steps involved in such a process.
II. HEMOGLOBIN IN BLOOD
HEMOGLOBIN
Hemoglobin (Hb) is a blood substance containing Iron
and protein. Hb needs to be monitored in some cases
regularly. The drop of Hb in blood results in anemia and it is
a health hazard. The drop of Hb level in blood can be due to
deficiency of Iron, Vitamin B12 or Folic acid. Of these,
anemia due to Iron deficiency is normally prevalent.
Hemoglobin is responsible for carrying Oxygen from the
lungs to various parts of body through blood. So, reduction
in Iron level will result in reduced Oxygen carrying capacity
of blood, which can have adverse effect on the health of the
individual.
Anemia afflicts about 2 billion people worldwide, mainly
women and children as per the report by InFocus [4]. The
main reasons behind such an alarming proportion of
prevalence of anemia can be poverty, inadequate diet,
certain diseases such as leukemia and thalassemia,
pregnancy and lactation and poor access to health services.
Many times wrong estimation of Hb level leads to false
sense of security resulting in more severe anemic conditions.
Anemia is not very prevalent in developed countries, but
observed in alarming proportions in developing countries.
The problem of anemia gets aggravated specifically
during menstruation, pregnancy and athletic and sports
activities. The problem of anemia during pregnancy not only
affects the person suffering from that condition, but also
extends to situations such as stillbirths or babies with low
birth weight, prenatal and maternal mortality [5].

There are a number of methods available for estimation of
Hemoglobin level in blood. These are documented and dealt
in detail by World Health Organization (WHO) [6]. Of all
the methods available, Cyanmethemoglobin method is
considered the most accurate and also recommended by
WHO. Cyanmethemoglobin method cannot be the regular
method for estimation of Hb in blood as it calls for handling
of hazardous chemicals such as Cyanide, skilled technician
and some sophisticated equipment. Researchers at Indian
Institute of Health and Family Welfare, Hyderabad, and
AIIMS, New Delhi, India observe that there is a difference
in Hb levels of 2.08 mg/dl between cyanmethemoglobin
method and Hemocue method [7,8]. This can translate into
an error of approximately 15% to 20%, as compared to the
reading by Cyanmethemoglobin method.
Since the most of the clinics and diagnosing laboratories
use one of the methods other than Cyanmethemoglobin or
Hemocue methods, the readings obtained have a tendency to
give an incorrect estimate of Hb in blood resulting in false
sense of safety leading to complications, specifically for
women in pregnancy. The readings will have a variance from
the standard method beyond 15% to 20%. Most of the rural
settings cannot fulfill stringent requirements as required by
standard methods and hence there is a need for simple,
objective, accurate and easily implementable method for
analysis of Hb in blood but still cost effective. The method
based on ANN provides a possible breakthrough.
Blood consist of cellular material (99% red blood cells,
with white blood cells and platelets making up the
remainder), water, amino acids, proteins, carbohydrates,
lipids, hormones, vitamins, electrolytes, dissolved gases, and
cellular wastes. Each red blood cell has about 33%
hemoglobin by volume. Plasma is about 92% water, with
plasma proteins as the most abundant solutes. The main
plasma protein groups are albumins (~60%), globulins
(~36%), and fibrinogens (~4%). The primary blood gases
are oxygen, carbon dioxide, and nitrogen. The plasma
nutrients include amino acids, simple sugars (e.g., glucose),
lipids (e.g., triglycerides, phospholipids, cholesterol), and
nucleotides. Cellular wastes include nonprotein nitrogenous
substances, such as urea, uric acid, creatine, creatinine, and
amino acids. The plasma electrolytes include sodium,
potassium, magnesium, calcium, bicarbonate, chloride,
sulfate, and phosphate ions. Blood is slightly denser and
approximately 3-4 times more viscous than water. Blood
consists of cells that are suspended in a liquid. As with other
suspensions, the components of blood can be separated by
filtration, however, the most common method of separating
blood is to centrifuge (spin) it. Three layers are visible in
centrifuged blood. The straw-colored liquid portion, called
plasma, forms at the top (~55%). A thin cream-colored
layer, called the buffy coat, forms below the plasma. The
buffy coat consists of white blood cells and platelets. The
red blood cells form the heavy bottom portion of the
separated mixture (~45%) [9,10]. So, it can be deduced that
the color of blood can give an accurate estimation of Hb
available in it.
It is a regular practice to observe the color of blood using
direct vision or through the usage of some chemical
substances for estimation of Hb in blood. These methods use
human perception as the means for matching of colors. So,
color of blood can be a factor for estimation of Hb. Our
attempt is to replace the subjective human perception of
color with the non-subjective machine vision. So, it is
decided to use a method to transfer the color information of
each blood sample to a digital Image file.
COLOR INFORMATION FROM DIGITAL IMAGE
Before we proceed, it may be prudent to consider the
basics of digital image. Eye’s receptors are sensitive to red,
Green and Blue colors and so, other colors are perceived by
adjusting the combination of these additive primary colors.
That is, the orange color perceived through the vision is a
combination of the green and red lights from the computer
monitor [11]. There are a number of methods in which the
colors are defined in a computer frame. The methods are
RGB, HSB, HSL, CMYK and CIE. It has been decided to
specify the color by means of RGB format in this study.
In RGB format, a digital image frame consists of a number
of pixels, say 640 x 480. That is, the frame will have 640
pixels horizontally and 480 pixels vertically, making it
307200 pixels in all in the frame. There could be better
resolution such as 1024 x 768 and so on. In each pixel, the
color information is defined in terms of the combination of
color information pertaining to red, green and blue colors in
that pixel. The color level of the pixel for that particular
color is defined as one of the 256 classified color levels.
These 0 to 255 levels are indicated by an 8 bit digital word
[12]. In a picture with non-uniform color content, these
values keep varying from a pixel to the next. If there is some
uniform information available in each frame, the color
values of adjacent pixels will not vary very much. It is
possible, in that case, to define the color of the frame in
terms of average value of each of the color.
HEMOGLOBIN AND COLOR OF BLOOD
It is found that the color of blood is an indication of level
of Hb in one’s blood. In this study an attempt is made to get
the relationship that exists between the color of blood as
measured by digital means and the Hb level. Hb value of a
person depends on the number of Red Blood Cells (RBCs)
available in one’s blood. Red blood cells in blood occupy
45% of the blood volume. RBCs have the form of bi-
concave disc with a mean diameter of about 7.5 Pm and
thickness of about 1.7Pm [13]. The mean surface area of
each RBC is about 154Pm2. The mean volume of each RBC
is about 90 Pm3. Compared to this size of RBCs, other cells
have negligible size. So, when blood is smeared on a glass
slide homogeneously, the RBCs spread uniformly on the
surface.
Since the smear thickness is a small fraction of an mm, the
RBCs occupy the major portion of the smear. Plasma has
92% water and so is expected not to contribute for the color
of the slide. When a photograph is taken by a digital camera,
as the smear thickness is only a fraction of an mm, the light
from the flash of the camera is expected to penetrate the
complete thickness of the slide and get reflected. The glass is
transparent and at the bottom portion of the glass slide white
surface is used. So, the resultant color recorded in the
camera is a true representation of the color of the blood

sample. If the slide is not uniform, the digital photograph is
not smooth. The smoothness is decided by the mean and
standard deviation of the colors, as explained later. The
transmission, absorption and reflection characteristics of Hb
products are not linear functions over the complete range
wavelengths. So, it is not expected to have a linear
straightforward relationship between color components of
blood and the Hb value and hence simpler mathematical or
AI methods will not be able to establish the existing
relationship clearly. An ANN method provides the required
solution to this situation.
III. MULTIPLE REGRESSION METHOD
The correlation between the color of the blood and the Hb
value is tested using multiple regression method. The color
of the blood is derived from a non-invasive technique. In this
case, the digital photograph of the fingertip is taken before
and after occlusion of blood flow into the fingertip. The
photographs are found to be uniform and it is possible to get
the R G and B values of the digital photographs. It is found
that the color of the fingertip is darkened after occlusion of
blood flow due to welling of blood in the fingertip after
occlusion of blood flow. There is a perceivable difference in
readings for R G and B values from the photographs of the
fingertip taken before and after occlusion of blood flow.
Sample photographs of a fingertip before and after occlusion
of blood flow are shown in fig 1.
Fig 1 Photograph of a fingertip of a person before and
after occlusion of blood flow. Left picture is before and
right picture is after occlusion of blood flow.
In this study, readings are taken from 200 people. The R,
G and B values are listed from the photographs taken before
and after occlusion of blood flow. The difference in R, G
and B readings gives an indication of the blood color in
terms of R, G and B differences, taking care of any effect
due to various skin colors. The readings are taken for 200
volunteers. Multiple regression software by NCSS is used
for establishing any relationship that exists between the
blood color and Hb value. The regression gives the
relationship as follows:
Hb = Nr / Dr , where,
Nr = 11.5 – 3.7 R – 1.4 G – 0.1 B + 0.08 R2 + 0.03 RG +
0.02 G2 +.1 RB+0.04 GB + 0.01 B2
Dr = 1– 0.3 R– 0.2 G + 0.02 B + 0.07R2 + 0.004RG +
0.003G2+ 0.02RB +.005GB -.0005B2
In this, Hb is the Hb value for the person and R, G and B
variables are differences in R, G and B readings before and
after occlusion of blood flow to the fingertip. It can be seen
that the values of R, G and B readings before occlusion are
more than the readings that are taken after occlusion.
The results indicate that there is a close correlation
between the difference between the R, G and B values
before and after occlusion and the Hb value of the blood of
the person. However, perfect prediction is not possible.
Usually, there will be a number of observed variation points
around the predicted regression line. The deviation of a
particular point from the regression line is called residual
value (X). Coefficient of Determination (R2) is defined as
the value (1-X). It indicates the extent of perfection of fit. It
is found that in this case the multivariate regression relation
obtained is very close. The R2 value is 0.71 and it shows that
the relationship derived explains about 71% of the cases in
actual data. The regression expression gives the best
estimation for the predicted value (Hb) in terms of
independent variables (R, G, B values).
Fig. 2: Slides of various samples with different Hb
IV. ANN METHOD values in mg/dl. Individual Hb values are given in the
Having established that there is a possibility of a figure. One can note that the areas of smear is not
relationship between the color of the blood and Hb value, it uniform at some places
is decided to use ANN to arrive at better mapping. There are The BPN architecture used consists of five layers as
a number of architectures available for verification of the shown in figure 3, with one input layer, 3 hidden layers and
relationship. Feed forward network with BPN learning one output layer. Three neurons in the input layer
algorithm, ART1 and ART2 networks offer very good correspond to the three colors, R, G, and B. A single neuron
alternatives. BPN and ART2 networks can accept data in in the output layer provides the Hb level in the blood. The
analog form and ART1 expects data in digital form. number of hidden layers and the number of neurons in each
However, since it is a first attempt, it is decided to use BPN hidden layer vary based on the accuracy of the results
algorithm. required and the acceptable time for computations.
Table No 1
For better estimation, an ANN method is studied. In the Representative samples for estimation of Hb using color
present study, 2007 of samples of blood are taken from information.
different cross-section of people – young and old, males and Slide Hb Red Green Blue
females, people with anemia and those are normal and No
people with different levels of anemia, namely, mild, 97 10.9 201 162 128
moderate and severe. Samples were collected with Hb value 101 10.8 197 135 102
as low as 4.4 mg/dl up to Hb value of 16.5 mg/dl. The Hb 103 11.0 194 153 119
levels are measured using the standard Cyanmethemoglobin 107 8.4 206 162 126
method for these samples, to maintain a high level of 109 10.7 162 96 78
accuracy. The same sample of blood is then smeared on a 113 6.4 206 187 168
glass plate to prepare a slide. This smeared blood slide is 117 11.9 196 163 143
then photographed using a high-resolution digital camera to 123 13.3 217 146 133
obtain the digitized information of the pixels for processing. 130 13.4 195 137 87
The camera has a resolution of 1280 x 1024 pixels for each
frame and 24-bit color information for each pixel. The slides
The values are normalized by dividing the color values by
are digitally processed and digital images are transferred to
255 and the Hb value by 20. These values are then tabulated.
different files. The images so transferred are processed using
Normalized R, G, B values obtained from the slides
software to identify the color of the uniform smear.
This program provides the R, G, B values of each pixel prepared and the normalized Hb value obtained from the
relating to Red, Green and Blue levels respectively. These R, standard Cyanmethemoglobin method form the training pair
G, B values determine the color information of each pixel, to train the ANN. Out of 2007 samples collected, 1500
representing the color of the blood. After identifying the area samples are used to train the network and the remaining 507
of uniform smear and the R, G, B values, the mean values of samples are used to verify the mapping capability of the
the R, G, B readings and the corresponding standard network. Training has been carried out for BPN various
deviations are calculated. A few color slides of samples with architectures such as:
their corresponding Hb values are shown in Figure 2. 1. One hidden layer with 4 or 5 or 6 neurons
The slides with readings of significant value for standard 2. Two hidden layers with combinations for each of
deviation as compared to the mean value are considered to the hidden layer such as 2 or 4 or 5 neurons in the
be non-uniform. Such a slide is discarded from first hidden layer and 5 or 6 or 7 or 9 neurons in the
consideration. Thus, the color information in respect of each second hidden layer
of the slide is identified. All the information is then 3. Three hidden layers with 2 or 4 or 5 neurons in the
tabulated. Table 1 contains readings corresponding to 9 of first layer, 3 or 5 or 6 or 7 neurons in the second
the slides prepared for the analysis. layer and 2 or 4 or 5 neurons in the third layer.


 minutes) after smear of blood for good results. It is also
found that the photograph must be taken at angle of 90q with
Hb the plane of the slide.
Output layer
Table No 2
1 2 3 4 5 Comparison of results for 10 samples. The Hb values
H
(mg/dl) are estimated by standard and BPN methods
Hidden S.No Red Green Blue Hb by Hb by
1 2 3 4 5
H Layers Cyanmethemo- BPN
Globin method method
1 0.51 0.41 0.30 11.6 11.4
H 1 2 3 4 5 2 0.54 0.48 0.37 11.0 11.0
3 0.54 0.49 0.38 10.8 10.8
4 0.53 0.46 0.37 11.4 11.2
5 0.52 0.49 0.33 9.8 9.2
6 0.49 0.41 0.35 10.2 10.2
Input layer
R G B 7 0.55 0.52 0.38 10.2 10.4
8 0.58 0.52 0.38 9.8 9.6
9 0.44 0.26 0.14 12.0 12.4
10 0.47 0.30 0.14 12.0 12.2
Fig. 3 BPN structure used in this problem
The results are compared with the standard
Cyanmethemoglobin method for evaluation of Hb in blood,
as it has been indicated in many literatures that there is a
V. RESULTS large difference between the results obtained using the
It is found that the configuration with 3 hidden layers standard method and other methods. The other methods are
containing 5 neurons each offers the best results. In the other being practiced very much in many rural and low resource
combinations, the training does not converge to an settings, as they are the only affordable methods available to
acceptable level of error rate. It is verified that with more many poor rural folk. As per the report by National Institute
than three layers and more neurons per layer, the results do of Nutrition [7], the best method other than the
not offer more attractive accuracies but take more time to cyanmethemoglobin method, namely the Hemocue method,
train the network. The network is trained with fixed training has variations in the range of 2 mg/dl of Hb reading.
rate of 0.4 and for accuracies of 20% and 15%. Accuracies
below 15% demand more computing time. The computing The Bland Altman plot for the comparison of results
time is about 20 hours to realize an accuracy of 5%. Lesser between the Cyanmethemoglobin method and ANN method
the noise content of the samples (due to non-uniform smear), is given in fig.4. Bland Altman plot is deemed simple both to
the better is the accuracy of the result. do and to interpret. It became available only in recent years
and is considered to be a substitute for correlation and
It is observed from the sample values, that red content in regression analyses [14]. The X-axis shows the mean of
blood is the maximum followed by Green and Blue colors. It results from the two methods and the Y-axis represents the
is also seen that the Hb levels as given by the BPN method difference between the results from two methods
are within 5% of the values indicated by the standard
Cyanmethemoglobin method. Comparisons in respect of ten 20
samples are given in table 2.
Difference between two

15
10
readings in %

This confirms the choice of the BPN technique proposed

in this paper for estimation of Hb in blood. It is expected 5
that the smearing of the blood over the slide may not be 0
uniform possibly affecting the end result marginally. Slides -5 0 5 10 15 20
with significant non-uniformity are already eliminated by
-10
computing the standard deviation. Hence the resultant
training inputs are capable of providing the training to the -15
network taking into consideration the insignificant non- Hb value s in m g/dl
uniformity in spearing.
Fig 4. Bland Altman plot for comparison of results of
On the other hand, the possible human error due to
measuring Hb using ANN method and
subjective estimation of color is totally eliminated by the use
Cyanmethemoglobin method.
of camera. To establish the consistency of the results, the
. In our Bland Altman plot, the mean of the values
images of slides of the same blood sample are created by
estimated by the two methods is taken in X-axis and the
taking the photograph at different angles, under different
lightning conditions and from different distances. It is found difference between them is plotted in Y-axis. We have
that the photograph must be taken immediately (within a few chosen to plot the difference in percentage in Y-axis as


against the actual difference because the difference in lower
values of Hb may be small but it may constitute a significant
percentage. In such a case, the comparison is easier and the
read-out is straightforward. We have plotted the difference
for all values only and it can be seen that there is a cloud in
the –5 % to +5% region between Hb values of 5 mg/dl to 15
mg/dl.
VI. CONCLUSION
In these studies, it has been established that there is a
strong correlation between the R, G and B components of
the digital photograph of one’s blood and the Hb value. For
better accuracy, an ANN method is tried. In this ANN
method, the color of the blood is determined by taking
digital photograph of the blood by making a smooth smear
of blood. In the procedure adopted in preparation of the
blood smears to evaluate the Hb value, there is a clear need
for standardizing the whole process to find the precise value
of Hb content in blood. Once that is done, it is easier to
diagnose the status of the patients and finally to offer them
the correct remedial advice. The results of BPN method
proposed in this paper to estimate HB in blood are within
5% of the results of standard but complex
cyanmethemoglobin method in 85% of the samples tested.
By standardizing the procedure of smear, the angle of taking
photograph, distance between camera and the slide, the
ambient light and the time of taking the photograph after
preparing the slide, it is not only possible to establish closer
correlation between the color of the blood sample and the
Hb level, but also consider ANN method to be a future
substitute for the standard cyanmethemoglobin method.
Thus it is concluded that the BPN method is simple method
to establish a complex relationship between the color of the
blood and its Hb level. This can be used to establish a simple
and cost-effective method to measure Hb level in patients,
specifically in low resource rural settings. The results show
an interesting and effective approach to estimation of Hb in
blood.
REFERENCES
[1] Artificial Neural Networks in Medicine [Online], Available:
http://www.emsl.pnl.gov:2080/docs/cie/techbrief/NN.techbrief.html
[2] Electronic Noses for Telemedicine [Online], Available:
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abs.html
[3] Pattern Recognition of Pathology Images [Online], Available:
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[4] “Focus on Young Adults”, report after 6-year program funded by
USAID and led by Path Finder International. Report available at
http;//www.pathfinder.org/focus.htm
[5] Dr. Monika Malhotra, “Severe Anemia linked to poor outcomes for
pregnant women and their babies”, International Journal Gynecology
and Obstetrics, 2002, 79 p p 93 – 100
[6] Anemia detection methods in low-resource settings: a manual for
health workers – December 1997, Available: http://www.path.org
[7] GV Ramana Rao, “ A Comparative study on prevalence of Anemia in
women by Cyanmethemoglobin and Hemocue mthods” in
Proceedings IX Asian Congress of Nutrition, New Delhi, 2003,
Abstract p p 98
[8] S K Kapoor, Umesh Kapil, Sadanand Dwivedi, K Anand, Priyali
Pathak,Preeti Singh, “Comparison of Hemocue method and
Cyanmethemoglobin method for estimation of Hemoglobin”, Indian
Pediatrics 2002; 39:743-746

[9] Hole's Human Anatomy & Physiology, 9th Edition, McGraw Hill,
2002.
[10] S Ramakrishnan, K G Prasannan and R Rajan, Textbook of Medical
Biochemistry, Orient Longman, 1990, ISBN 81 250 0764 4
[11] Tay Vaughan, “Multimedia- Making it work”Tata McGraw Hill, 4ed,
1998, ISBN 0-07-463953-6
[12] Fred Halsall, “Multimedia Communications” Pearson Education,
2001, ISBN 81-7808-532-1
[13] R S Khandpur, “handbook of Biomedical Instrumentation” Tata
Mcgraw-Hill Company Limited, New Delhi, 1987, ISBN - 0 07 -
451725 – 2
[14] Katy Dewitte, Colette Fierens, Dietmar Stocld and Linda M
Theinpont, “Application of the Bland - Altman Plot for Interpretation
of Method – Comparison Studies : A Critical Investigation of its
Practice” Journal of Clinical Chemistry, 48, No 5, pp799-801, 2002
H. Ranganathan , India, received his BE in
Electronics and Communication Engineering and
M.Sc (Engg) in Communication Systems Engineering
from College of Engineering, Guindy, Madras 600
025, India in the year 1975 and 1978 respectively.
Currently he is pursuing PhD in Anna University,
Chennai, India.
He had worked in Installation and Maintenance of various computers
with different configurations from 1978 until 2000. He had developed
Hardware and Software solutions for various field problems with many
customers in India. He has taken to teaching from November 2000.
Currently he is Professor and Head, Department of Electronics and
Communication Engineering, Sakthi Mariamman Engineering College,
Thandalam, 602 105 (near Chennai), India
N.Gunasekaran, India, (M’78) received both his
Masters in Engineering in the year 1974 and Ph.D in
the year 1985 from University of Madras in the area
of Microwave Engineering. His current fields of
interest include: Microwave Engineering, Optical
Communication, Antenna, Electromagnetic fields,
Satellite Communication, and Artificial Neural
Networks
He has joined teaching profession in the year 1974. Currently he is
Professor, Department of Electronics and Communication Engineering,
College of Engineering, Guindy, Anna University, Chennai, 600 025,
India. He has over 60 papers to his credit published in National / Inter
national Workshops, Journals and Symposia. He was involved in many
Sponsored projects sponsored by State and National / International funding
Agencies. He has guided over 100 UG / PG projects. He is presently one of
the task Team Members in a Project involving design, fabrication, testing
and launching of a micro satellite in collaboration with ISRO, Bangalore,
India. He is also presently involved in the design of a seamless
communication network over coastal area of Tamilnadu, India. Dr. N.
Gunasekaran is a member of IEEE, life member of ISTE, Fellow of IETE,
Life member of IE, OSI and BES.
 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 644--649
Copyright@2007 Watam Press
One-class/Two-class Training for Windows NT User Profiling
Li Ling
Electrical Engineering Department, New Jersey Institute of Technology, NJ 07102, USA
C.N Manikopoulos
Electrical Engineering Department, New Jersey Institute of Technology, NJ 07102, USA
Abstract—Previous research has mainly studied UNIX system
command line users, while here we investigate Windows system
users, utilizing real network data. This work primarily focuses
on one-class Neural Network Classifier and Support Vector
Machines masquerade detection. The one-class approach offers
significant ease of management of the roster of users, in that the
addition of new users or deletion of legacy ones requires much
smaller effort compared to the multi-class case. Two-class study
has also been carried out for the purpose of comparison. Both
receiver operating characteristic (ROC) curves and Area under
the ROC curve (AUC) have been evaluated to compare the
performance of detecting different masqueraders from different
legitimate users. For Neural Network (NN) two-class training,
the best performance is hit rate 90% achieved with false alarm
rate of 10%. For Support Vector Machines (SVM), two-class
training shows that about 63% hit rate can be reached with a
low false alarm rate (about 3.7%). The results of one-class SVM
training show the detection rate of about 66.7% with false alarm
rate of about 22%. Even though the one-class training approach
results in some sacrifice of performance for false alarms, the
gains in ease of roster management and reduction in training
needed may be more desirable in some practical environments.
I. INTRODUCTION
M asqueraders are individuals who impersonate other
users on computer networks and systems. They could be
intruders from outside the network who steal other users’
passwords to gain access of a super-user account. More likely
they could be insiders, such as disgruntled employees with
malicious intentions, attempting to gain additional privileges.
From the system’s point of view, many operations executed by
an insider masquerader may be technically legal and thus
undetectable by existing access control or authentication
mechanisms. To detect this kind of attack, the most promising
avenue is to track and analyze the operations a legitimate user
executes. That will enable us to build a long term historical
profile of the user’s activity. This, in turn, will allow us to
compare the user’s recent behavior against their long term
historical profile. Finding significant deviation as a result of
this comparison might indicate the possibility that a
masquerader is at work.
User profiling is an important technique for detecting an
insider’s misuse of critical information systems. A “user
profile” contains information that characterizes a user’s
computer usage behavior. Profiling users can help security
officers to identify activities that deviate from a user’s normal
patterns and distinguish one user from another. A widely

acknowledged challenge in the area of user profiling is how to
accurately model a user’s behavior while it changes
constantly.
Constructing effective user profiles is a challenging
problem. Compared with program applications or system
performance, human behavior appears erratic and thus hard to
profile. It has extremely broad range of “normal” and it can be
highly unpredictable. Moreover, insider misuse may look like
“normal” if the masquerader can mimic the user’s behavior
successfully. In addition, the legal users themselves may
sometimes behave differently than their trained profile,
because of a change in their mission, for example, which may
cause a false alarm.
Another difficulty in detecting masquerades is the
unavailability of many proven techniques, especially for
Windows systems, due in large part to the lack of relevant
experimental data faithfully represents sessions in the
Windows environment. Obtaining real data, particularly of
attack attempts, is difficult for a number of reasons, including
concerns about privacy and business aspects, the large and
time-consuming collection effort involved, the need for tools
for managing such efforts, etc. In light of this, the data used in
this work have been made available to the public, at one of the
author’s website [1], in the hope that this will enable more
researchers to conduct relevant work.
In generating the data analyzed here, other approaches have
been employed. In particular, it has been found that the
Windows process table provides a unique and rich perspective
of a user’s behavior. A tool has been employed that queries the
Windows NT process table periodically and collects all the
process information associated with each user [5]. Processes,
in turn, are mapped to various user modes representing
different applications that the user runs [5].
The user interface of Windows is quite different from that
of UNIX (for example, it primarily relies on mouse clicks than
command inputs which). In the past, much work has been done
for profiling users in the UNIX operating system environment
(for example, [2] [3] [4]). In particular, short sequences of
UNIX shell commands have been used to characterize a user’s
behavior with modest success [2] [3] [4]. Many UNIX user
profiling techniques do not directly apply in a Windows
system. To investigate new techniques for Windows NT
system, which is another important operating system, is
crucial and important.
As discussed in [5], collecting real data describing
legitimate users is much easier than getting data that describe
masquerading attacks. For example, when using the
“Schonlau dataset” [2], the authors utilize following approach:
each user’s command lines are divided into 150 blocks of 100
command lines. They randomly select 50 users to serve as
intrusion targets, while the remaining users serve as
masqueraders, their blocks interspersed amongst the normal
users’ data. In this paper, we follow above approach and
simulate illegitimate sessions by attributing them to an
incorrect data source.
The data we are investigating are colleted in a live
Windows NT environment over about a year’s period.
Because our purpose here is detecting “abnormal” from user’s
profile, we only have interest on whether the new session does
or doesn’t belong to the real user (a “positive” or “negative”),
we needn’t know how exactly the masquerade attack behaves
or what kind of masquerade attack it is. Therefore, what we
need is a binary classifier which gives us “normal’ or
“abnormal” result instead of clustering masquerades. We
apply both Neural Network Classifier and Support Vector
Machines to decide “self” and “non-self” after training with
“negative” records from legitimate user session and “positive”
records from masqueraders, which is similar as “signature” of
attacks in intrusion detection systems.
In this paper, we focus on a different approach with
important practical advantage. We train a user profile by
modeling his data exclusively, without using examples from
other users, and achieve good detection performance using
one-class SVM, with a little higher false positive rate. This is
so-called “one-class” training approach. Instead of using both
positive and negative examples to build both self and non-self
profiles, we use one-class training to build “self” profile only
with legitimate sessions and decide “masquerader” when
significant deviation occurs. This “self” profile idea is similar
to the widely used “anomaly detection” techniques in
intrusion detection systems [6][7][8][9][10]. It is found that
this one-class approach achieves satisfactory detection
performance, with only a small penalty in higher false positive
rates, compared to multi-class methods. The important
advantage of the one-class approach is that it allows the
management of users in the systems “effortlessly.” The
addition of new users or the removal of existing ones can be
carried out by just adding or removing only their own profiles,
it does not affect anyone else’s profiles; by contrast in
multi-class approaches the whole system would need to be
re-trained, a process that is laborious and time-consuming.
The rest of the paper is organized as follows. Section II
reviews related works. Section III describes the Windows NT
user dataset and features [5]. Section IV discusses the
one-class SVM methods. Section V described the
experimental setting and our results and Section VI concludes
the paper with our findings and future works.
II. RELATED WORKS
Schonlau and his colleagues [2] used keyboard command
data from 50 users, injected with data from users outside the

community of 50. Data for each user comprised 15,000
commands. The first 5,000 commands constituted ground
truth (i.e., contained no injected data), and the last 10,000
commands were probabilistically injected with commands
issued by another user. The idea was to detect blocks of 100
commands typed by the “masquerader,” discriminating them
from blocks of 100 commands typed by the true user.
Maxion and his colleagues [4] used the “Schonlau dataset”
described above, and extended Schonalau’s work. First,
another experiment configuration is presented in [4]. In stead
of randomly injecting with data from users outside the
community of 50 (SEA configuration as described in [2]),
Maxion constructed an experiment where each user crossed
with every other user to compare the effects of every user
acting as a “masquerader” against all other users (1v49
experiment). The advantages of this experiment are: (1) it
provides a consistent set of intrusions against all users, which
allows meaningful error analysis, and (2) it samples a greater
range of intrusive behavior (2450 sequences from 49
masqueraders per victim, as opposed 0-24 sequences from a
maximum of three different masqueraders per victim under
the SEA regime).
A new detection algorithm, inspired by Naive Bayes text
classification, was used in [4] also. This algorithm was chosen
because the self/nonself classification task is similar to the
generalized task of text classification, and the Naive Bayes
classifier has a history of good performance in that context
The results show that the Naïve Bayes method with updating,
using a threshold extracted from the training data by cross
validation, obtained a false alarm rate of 1.3% with a
concomitant hit rate of 61.5%.
The above two works describe UNIX user profiling data
sets, experiments and techniques. Goldring designed a tool
that queries the Windows NT process table periodically and
collects all the process information associated with each user
[1][5]. Processes, in turn, are mapped to various user modes
representing different applications the user runs. Local
ordering of user modes has been used to model a user’s
behavior, where each user profile contains a large amount of
seen short sequences (n-grams) of user modes, and statistical
or symbolic learning methods are employed to classify a new
sequence as normal or abnormal [5]
III. WINDOWS NT USER DATASET
The data analyzed here were collected on an
internet-connected Window NT network, and represents
“real” network interactions on an actual network. As
mentioned, the data are provided in [1]. The original raw data
were reformatted, so the background operating system
behavior (which for the present purpose can be thought of as
noise) can be filtered out [5].
Each file represents a single session, i.e. the user’s
interactions from login to logout. In particular, what appears
in any given session is a temporal stream of window titles and
process table information. In order to protect the privacy of
the users so that the data could be made publicly available,
many of words in the window titles was “sanitized” by be highly effective in text classification [12], among other
mapping them into a meaningless form. important learning tasks. They are maximal-margin classifiers.
Each session contains three types of records: window, In the two-class formulation, the basic idea is to map feature
Process, and Ancestry. vectors to a high dimensional space and to compute a
1) Window hyperplane that not only separates the training vectors from
A line that begins with a left parenthesis. The fields are different classes, but also maximizes this separation by
1. line number in original raw data making the margin as large as possible.
2. delta t (seconds) since login Scholkopf et al. [13] proposed a method to adapt the SVM
algorithm for one-class SVM, which only use examples from
3. name of process
one-class, instead of multiple classes, for training. The
4. pid=the actual process ID one-class SVM algorithm first maps the input data into a high
5. the window title as it appears in the title bar. dimensional feature space via a kernel function and treats the
origin as the only example from other classes. It then
2) Process
A line that begins with two spaces represents process iteratively finds the maximal margin hyperplane that best
table information. The fields are separates the training data from the origin.
1. line number in original raw data, Considering that our training data set x1 , x2 ,..., xl ∈ X ,
2. delta t (seconds) since login is the feature mapping X t o a high-dimensional space, we
3. name of process can define the kernel function as:
4. a, b, c, or d corresponding to background, birth, k ( x, y ) = (Φ ( x ) × Φ ( y ))
continuation or death
Using kernel functions, the feature vectors need not be
5. total cpu time accrued by process computed explicitly, greatly improving computational
6. ancestry information efficiency since we can directly compute the kernel values and
operate on their images. Some common kernels are linear,
3) Ancestry
polynomial, and radial basis function (rbf) kernels:
This field indicates those process records whose pid match
that of the current window are listed. Linear Kernel: k ( x, y ) = ( xy )
According to this dataset, we should construct our feature P-th order polynomial kernel: k ( x, y ) = ( xy + 1) p
vectors before we feed them into SVM. For each session (from 2
− x − y / 2σ 2
login to logout), we construct one feature vector. rbf kernel: k ( x, y ) = e
For example, the features we can use are such as: Now, solving the one-class SVM problem is equivalent to
• Log (# of total windows opened) solving the dual quadratic programming (QP) problem:
• Log (elapsed time between login and logout) 1
• Log (total cpu time) min
α 2
∑α α k ( x , x )
ij
i j i j

• Log (process lines) 1

subject to 0 ≤ αi ≤ , ∑αi = 1
Or present as stream features: vl i
• Log (time inactive for any interval >1 minute)
where αi is a Lagrange multiplier, which can be thought of
• Log (elapsed time between new windows)
• Log (1+#of window opened) whenever it as a weight on example xi , and ρ is a parameter that controls
changes the trade-off between maximizing the number of data points
• Log (1+#of process lines between successive contained by the hyperplane and the distance of the
windows) hyperplane from the origin.
• Total cpu time used per window After solving for αi , we can use a decision function to
… classify data. The decision function is:
Here we use log operation to each feature. Original features f ( x) = sgn(∑ i α i k ( xi , x) − ρ )
may have great range (for example, elapsed time between
login and logout ranges from several second to over 10,000). where the offset ρ can be recovered by
By using log we can reduce the range and provide better ρ = ∑ j α j k ( x j , xi )
scaling before feeding data into SVM and NN, which results
better classifying performance. In our work, we used the LIBSVM 2.4 [11] available at
http://www.csie.ntu.tw/~cjlin/libsvm for our experiments
IV. ONE-CLASS SUPORT VECTOR MACHINES LIBSVM is an integrated tool for support vector classification
and regression that implemented Sholkopf’s algorithm for
Support Vector Machines (SVM) [11] has been shown to


one-class SVM. We used the default rbf kernel and the default
values of the parameters for one-class SVM.
V. EXPERIMENTS AND RESULTS
As we discussed above, it is easier to collect user profile
data for legitimate users but hard to obtain data for actual
masquerade attacks. Therefore, we can simulate
“masquerader” data (illegitimate sessions) by attributing them
to an incorrect user, i.e. a different user. In previous work,
mainly two kinds of experimental methods have been applied
to investigate masquerade detection: 1) divide sessions
(command lines) of different sources into small blocks and
randomly interject blocks from illegitimate users (as
masquerade blocks) into target users’ sessions. Blocks are
labeled for training and evaluation of testing [2]; and, 2) is an
alternative method -“1v49” exhaustive evaluation presented
in [4]. The authors take each user as the (legitimate) target
each time, while interpreting all other users as “masqueraders
In our experiments, we follow “1v49” experiment but make
some modifications. We take all activities between “login”
and “logout” as one “session” and deal with whole session
during training and testing. We use one target user’s sessions
as “negative” training to compute a one-class SVM without
any positive training data. We use remaining “negative”
sessions and test with each other user’s sessions as
“positives”.
We choose eight users with over 35 sessions for evaluation.
The target users we chose are user1, user 4, user7, user8. User
2, user3, user 19 and user25 are only used for testing. Sessions
used for training and testing are presented in following table:
Table: Number of training/testing sessions
User Id Training Testing
User1 200 87
User4 100 34
User7 140 52
User8 120 47
User2 - 54
User3 - 37
User19 - 134
User25 - 99
In experiment 1, we conduct experiments to evaluate
one-class SVM performance for our purpose. We also present
performance of NN (Back-propagation network, specifically)
using one-class training. In experiment 2, we conduct
experiments using two-class SVM and NN for the comparison
with one-class SVM performance for masquerade detection.
In experiment 3, we note different user may have different
characteristics and “space” from other users, which will cause
different performance even for the same classifier; we conduct
some experiments with multiple users using two-class SVM.
ROC score is computed for evaluation.
A. Experiment1: one-class training
Our purpose here is detecting masqueraders. We only have
interest on whether the new session does or doesn’t belong to
the real user (a “positive” or “negative”), we needn’t know

how exactly the masquerade attack behaves or what kind of
masquerade attack it is. Therefore, what we need is a binary
classifier which gives us “normal’ or “abnormal” result
instead of clustering masquerades.
In this section, we conduct experiments using one-class
training. For each target user (namely, user1, user4, user7 and
user8), we train a SVM and NN using only his legitimate
training sessions. One-class training has practical meaning
when only user’s own legitimate sessions are available.
1) One-class SVM
We present one-class SVM results for user1 in table2. From
Table 2, we could see the hit rate ranges from 53.7% to 78.4%
when false alarm rate is 22.8%. So far, best reported results of
using command line sequences in UNIX, [4][5] are 60-70%
with a false positive rate as 1-2%. Compared with those, our
results have competing hit rate (average of 66.7%) with higher
false alarm rate (22.8%).
The reason that we have a higher false alarm is we totally
don’t use non-self data for training. Without knowing non-self,
the decision threshold is blinder, which increases the false
alarm. Just like in intrusion detection systems, abnormal
intrusion detection may have higher false alarm rate.
Considering much less data collecting we need for one-class
training, this result is encouraging.
Table 2: Results of One-class SVM for User1
Hits (%)
User2 62.9
User3 78.4
User4 78.4
User7 63.2
User8 56.3
User19 53.7
User25 73.7
Average 66.7
(Note: FP=22.8%)
2) One-class NN
In Figure1, we present the ROC curves obtained by using
Neural Network classifier. Back-propagation network is used
here. From Figure 1 we could find one-class NN is not
effective for out user profiling. The detection rate is from 30%
to 50% when false alarm rate is about 20%. The performance
is much worse than detection rate of One-class SVM
(53.7-78.4%) with false positive 22.8%.
B. Experiment 2: two-class training
In this section, we conduct experiments using two-class
training, meaning, we use self and non-self to train SVM. In
practice, we may have some knowledge of masquerade attacks,
for example, masquerader will generally try to obtain
superuser account. This concept is similar as attack
“signature’. We take different users as different attack
“signatures”. We use knowledge of each signature during
training, and test the performance this classifier may have for
different kind of attacks (different users here).
1) Two-Class SVM
Table 3 presents results we get using two-class training
SVM, user1 is also chosen as an example. 1
Binary training NN for user1

From Table 3, we can see that average false alarm is 0.9

dramatically decreased by knowing “non-self”. We have
0.8
average hit rate of 62.7% with false alarm rate of 3.7%. This
0.7 user2
performance is as good as best result for masquerade detection user3
user8

Detection Rate
0.6
using UNIX command line sequences. user19
0.5
Table 3: Results of two-class SVM for User1
0.4
Hits (%) False
positives (%) 0.3

User2 33.3 0.0 0.2

User3 59.5 0.0 0.1

User4 80.6 2.3 0

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
User7 86.5 9.2 False Positive

User8 59.3 6.8 Fig3. Two-Class NN ROC curves II

User19 68.7 5.7 Compared with two-class SVM (Table 3), which also has
User25 50.5 2.3 the worst performance when detecting user2 while has the best
Average 62.7 3.7 performance when detecting user 7 (86.5% detection rate with
2) Two-Class NN 9.2% false alarm rate).
In Figure 2 and Figure 3, we present ROC curves obtained In summary, both binary training algorithms (NN and SVM)
by using binary training NN classifier. Binary training NN outperform One-Class training, and have satisfactory
outperforms one-class NN both on false alarm rate and on hit performance for profiling Windows NT users for the purpose
rate. The best performance is gained for user7, 90% detection of masquerade detection.
rate with about 10% false alarm rate. The worse performance C. EXPERIMENT 3: ROC SCORES FOR DIFFERENT
is gained for user2, 60% detection rate with about 10% false USERS
alarm rate. In previous two experiments, we present performance of
One-class NN for user1
1 both one-class and two-class training, using user1 as an
user3
0.9 user4
user7
example. However, the same algorithm might perform quite
0.8 user8 different for different users.
0.7 The area under the ROC curve (AUC) is commonly used as
a summary measure of classification accuracy. It can take
Detection Rate

0.6

0.5 values from 0.0 to 1.0. The AUC can be interpreted as the
0.4 probability that a randomly selected masquerader case (or
0.3 "event") will be regarded with greater suspicion (in terms of
0.2
its rating or continuous measurement) than a randomly
0.1
selected legitimate case (or "non-event"). So, for example, in a
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 study involving rating data, an AUC of 0.84 implies that there
False Positive
is an 84% likelihood that a randomly selected masquerader
Fig 1: One-Class NN ROC curves
Binary training NN for user1
case will receive a more-suspicious (higher) rating than a
1 randomly selected legitimate case. Note that an AUC of 0.50
0.9 means that the classification accuracy in question is equivalent
user4
0.8
user7 to that which would be obtained by flipping a coin (i.e.,
user25
0.7 random chance).
To compare the performance of detection for different users,
Detection Rate

0.6

0.5 we compute the AUC for each user. In table 4, we present the
0.4 AUC for detecting user2, 3, 19, 25for different target users.
0.3 We use two-class training and cross validation is used for
0.2 better parameter selection.
0.1 Table4: AUCs for different targets and masqueraders
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
U2 U3 U19 U25 Aver.
False Positive
U1 0.818 0.848 0.878 0.817 0.846
Fig2: Two-Class NN ROC curves I
U4 0.760 0.969 0.781 0.859 0.853
U7 0.779 0.917 0.985 0.819 0.875


 U8 0.616 0.913 0.671 0.739 0.735 [10] Zhang, Z., and Manikopoulos, C., "Neural Networks in Statistical
Anomaly Intrusion Detection," Journal of Neural Network World, Vol.
From above table, we could see AUCs range from 0.6165 to 3, 2001, pp. 305-316.
0.9851 when detecting different masqueraders from different [11] Chih-Chung Chang and Chih-Jen Lin, “LIBSVM: a library for
targets. Results show detecting User2 from User8’s profile is support vector machines”, 2001. Software available at
http://www.csie.ntu.edu.tw/~cjlin/libsvm
most difficult while detecting User19 from User7’s profile is
[12] Thorsten Joachims, “Text categorization with support vector
most successful. By average, User8 is an easy target while machines: Learning with many relevant features”, In Proc. of
User 7 is a hard target. the European Conference on Machine Learning (ECML), pp.
137-142, 1998.
VI. CONCLUSION [13] B. Scholkopf, J.C. Platt, J. Shawe-Taylor, A.J. Smola, and R.C.
In this paper, we investigate an important while challenging Williamson, “Estimating the support of a highdimensional
distribution”. Technique report, Microsoft Research, MSR-TR-9987,
problem: detecting masquerade in Windows NT systems. We 1999.
apply one-class SVM, NN algorithm and two-class SVM, NN
for profiling Windows NT users for the purpose of
masquerade detection. We also use AUC to compare the
performance of detecting different masqueraders. Both
Two-class training algorithms have satisfactory performance.
Binary SVM shows that about 63% hit rate can be reached
with a low false alarm rate (about 3.7%). The best
performance binary NN gained for user 7, is 90% detection
rate with about 10% false alarm rate. The results of one-class
SVM show the detection rate of about 66.7% with false alarm
rate of about 22%. This is an encouraging result because much
less training data needed. This has practical meaning for user
profiling when only user’s own legitimate data are available.
Acknowledgement: this work has been partially supported
by a Phase 2 SBIR of the US Army and the NJWINS Center of
the State of New Jersey.

REFERENCE:
[1] ftp://ftp.njit.edu/pub/manikopo/
[2] M. Schonlau, W. DuMouchel, W. -H. Ju, A. F. Karr, M. Theus,
and Y. Vardi, “Computer intrusion: Detecting masquerades”,
Statistical Science, 16(1):58-74, February 2001.
[3] LANE, T., AND BRODLEY, C. E. 1999. Temporal sequence
learning and data reduction for anomaly detection.
ACMTransactions on Information and System Security 2, 3,
295–331.
[4] MAXION, R. A., AND TOWNSEND, T. N. 2002. Masquerade
detection using truncated command lines. In Proceedings of
International Conference on Dependable Systems & Networks,
Washington DC, 23–26 June 2002, 219–228.
[5] GOLDRING, T. 2002. Recent experiences with user profiling for
Windows NT. In Workshop on Statistical and Machine
Learning Techniques in Computer Intrusion Detection, Johns
Hopkins University, 11–13 June 2002.
[6] Manikopoulos, C., and Papavassiliou, S., “Network Intrusion and
Fault Detection: A Statistical Anomaly Approach”, IEEE
Communications Magazine, vol. 40, no. 10, pp. 76-82, October 2002.
[7] Li, J., and Manikopoulos, C., “Early Statistical Anomaly Intrusion
Detection of DOS Attacks Using MIB Traffic Parameters,”
Proceedings of the 4thAnnual IEEE SMC Information Assurance
Workshop (IAW03), West Point, NY, June 18-20, 2003.
[8] Zhang, Z., and Manikopoulos, C., “Investigation of Neural Network
Classification of Computer Network Attacks,” Proceedings of the
International Conference on Information Technology: Research and
Education (ITRE2003), NJIT, Newark, NJ, Aug. 10-13, 2003.
[9] Li, J, Xu, S., Manikopoulos, C., and Papavassiliou, S., “Anomaly
Network Intrusion Detection for AD-HOC Mobile Wireless Networks,”
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 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 650--657
Copyright@2007 Watam Press
Combinatorial Productivity through the Emergence of Categories
in Connectionist Networks
Francis C. K. Wonga, William S-Y Wangb
Language Engineering Laboratory, Department of Electronic Engineering,
The Chinese University of Hong Kong.
franciswong@cuhk.edu.hka, wsywang@ee.cuhk.edu.hkb
Abstract — Combinatorial productivity refers to events or
objects where complex entities are composed by combining
simple elements in a linear or hierarchical fashion. In such
cases, complexity in terms of number arises. In human
language, sentences are composed of lexicon that may be an
ever growing open set. How language learners being exposed to
just a fraction of the language generalise their knowledge
combinatorially to comprehend all possible grammatical
sentences is a challenge being tackled in connectionist
modelling research. In this study we will (a) provide simulation
experiments to show connectionist networks’ potential to
generalise combinatorially; (b) explore the plausible
mechanism underlining networks’ success.
(Keywords: connectionist cognitive sciences, language
processing models, recurrent networks, combinatorial
productivity)
I. INTRODUCTION
The notion of combinatorial productivity in the present
context refers to the abilities to deal with the multiplicative
growth of the number of possible combinations of objects
with the number of classes of objects to be combined and
the sizes of those classes. The idea can be best illustrated
with the construction of sentences in a language. Suppose
we consider that a sentence is formed by a combination of
nouns and verbs in which they will occupy various syntactic
positions. The number of possible sentence in the language
is mn, this quantity grows exponentially with the number of
syntactic classes, n. In the case of simple declarative S-V-O
sentences in English, n = 3. The size of the language also
grows polynomially with the size of each class, i.e. the
number of nouns and the number of verbs in the language,
assuming both to be equal to m for simplicity here.
The complexity arisen on one hand poses a challenge in
the area of machine learning as often referred “the curse of
dimensionality” [3], the problem of finding enough training
examples to cope with such a combinatorial complexity with
respect to generalization [4]. On the other hand, as recently
raised by van der Velde et al. [1], it is an issue yet to be
properly addressed in building up computational models to
account for the combinatorial nature of cognition. The focus
of this study is on the latter, we would pay particular
attention from a linguistic perspective as we consider that
the combinatorial nature of cognition is best expressed in
language and more importantly it addresses the old issue of

learnability of language [5, 6] from a new perspective.
A. Combinatorial Productivity in language modelling
For adult language users it is apparently straightforward
that having mastered a sentence construction one could
comprehend all possible sentences of that type even though
most of the instances have near zero probabilities of
occurrence in the language input. Adults achieve
generalisation from “sparse input” [7] to competence by
having mastered the underlying syntactic rules of the
language, which governs the lawful and meaningful ways of
combining categories of syntactic elements, and the proper
assignment of lexical items into syntactic categories. Since
rules operate over categories under this traditional
framework of analysis, language users by definition possess
a high degree of generalisation ability. Once a rule is learnt
it immediately applies to every element of the categories that
define the rule.
This feature of rules have led some scholars to take rules
per se as the mechanism underlying language learning [8, 9].
However, in the present study, we would like to seek ways
to explain how rules may be deduced from exemplars in the
first place. To be more specific, we try to explain the
emergence of higher order phenomena from the lower level
processing that are more grounded in neurological terms as
implemented by artificial neural networks as associations.
We would follow up the discussion raised by van der
Velde et al. [1, 10, 11] concerning whether connectionist
networks as one of the contemporary cognitive models
exhibit ability to generalize, to be productive in a
combinatorial sense. We would attempt to demonstrate, to
the contrary of van der Velde et al. [1], that networks do
exhibit such abilities and we would also probe the question
of how networks could achieve that. We hypothesise that
networks succeed through the emergence of categories
which could be observed by analysing their internal
representations developed during the course of training.
II. CONNECTIONIST LANGUAGE PROCESSING MODELS
The connectionist architecture to be discussed in this
study is the simple recurrent network (SRN) model which
was proposed by Elman [12] as a model for processing
sequential information. It has evolved mainly as models for
the acquisition of syntax [13-16] and sentence processing
[17-19].
A. The Network architecture
Fig. 1 shows the general architecture of SRNs that are
commonly employed in the literature. Without the context
layer, an SRN is just a layered feedforward network in
which every neuron in a layer is connected to every other
neuron in the layer immediately above it (as shown in Fig. 1,
boxed). The context layer in SRNs provides the network the
ability to process sequential information through the
accumulation of network’s hidden layer activation. Suppose
Output layer
i neurons
W2
Hidden layer
k neurons
W1
Input layer Context layer
i neurons k neurons
Fig. 1. The general architecture of a simple recurrent network
employed in connectionist modelling of language processing. Solid
lines denote full connections between layers of neurons, represented
as blocks. Arrow with dotted line denotes copy-back one-to-one
connections. Arrows denotes directionality.
the network is to process a sequence of words (w1, w2 … ),
the lexicon is by convention encoded with a set of
orthogonal bit strings, for example an identity matrix of size
i where each column of bit string, w1…i, codes for a word in
the lexicon.
At the first time step, t=1, network’s input layer
activation, in(t)  \i , is set to wt which is the code of the
first word in the sequence. The context layer activation,
c(t)  \ k , is set to a null context of some neutral value [0.5,
0.5 … 0.5]T since wt is the first word of the sequence. The
concatenation of the vector in(t) and c(t) will then be fed to
the network and propagated to the hidden layer via the
weighted connection W1, which is a (i+k)-by-i matrix. The
hidden layer activation, h(t)  \ k , is given by the equation,
in matrix notation, h(t) M ( W1 u (in(t ) † c (t ))) , where M
denotes a activation function. In this study the logistic
sigmoid function will be used where:
M ( x) (1  e x ) 1 and M ([ x1 , x2 ...]) [M ( x1 ), M ( x2 )...]
Similarly, the output of the network, o(t)  \i , is then
obtained by propagating h(t) to the output layer, i.e.
o(t) M ( W2 u h(t )) . The connection weights, W1 and W2,
are modified using the backpropagation algorithm [20, 21]
with an objective to minimise the difference between o(t)
and some target output, p(t)  \i , which is associated with
in(t). Very often, a prediction task [12] is used to train the
SRNs and hence p(t) is set to be w(t+1), the next word in the

sequence. This explains why in(t) and o(t) are of the same
dimension \i . More about the prediction task and its use in
this study will be discussed in Section II.B and III. Here we
focus on giving a brief summary of the working mechanism
of SRNs and provide notation for later analysis.
Recall that the context layer in an SRN provides the basis
for the network to process sequential data. At the second
time step, t=2, the context layer activation c(t) is set to h(t-
1) which is the hidden layer activation of the network at the
previous time step. As the process continues though time,
the context layer will keep track of the accumulated internal
activation of the network. It is commonly denoted as one-to-
one copy-back connection between the hidden layer and the
context layer, the arrow with dotted line in Fig. 1.
B. Model training and evaluation
As a model for scientific enquiries it should reflect the
hypotheses one takes. In the case of SRN model for
language processing, it fits into the emergentist school’s [15,
16, 22-26] perspectives on plausible language acquisition
mechanisms.
First, the usage-based nature of language learning, as
proposed in [25, 26], is reflected by the fact that SRNs (and
connectionist networks in general) are statistical learning
devices and they are trained with positive exemplars alone.
Second, minimum assumption is built into the model in
order to explore the plausibility for the emergence of
linguistic ability out of elementary domain general
operations, SRN models attempt to provide an existence
proof that syntax can emerge out of temporal associations of
sequences of elements. To achieve the latter, the networks
are trained to associate the current word in a sequence
together with the context in which the word appears with the
next word in the sequence, i.e. in(t ) † c (t ) is associated
with w(t+1).
A network’s ability in capturing the grammar of the
language after training can be evaluated by assessing the
grammaticality of the network’s output in processing a
sentence. Take the processing of a simple declarative S-V-O
English sentence as an example. Since the network is trained
to associate a word in a particular context with the next
word, the network’s output at the first time step, when a
noun is fed, is regarded as the network’s prediction1 of what
words to follow. Such a prediction is non-deterministic
because virtually all verbs are grammatical continuations of
the partial sentence up to this point. Recall that the lexicon is
coded by a set of orthogonal bit strings, the output activation
of the SRN is taken to be its estimate of the conditional
probability distribution indicating which words to follow. In
the literature [1, 27], an error measurement called the
Grammatical Prediction Error (GPE) is used to quantify the
grammaticality of network’s output which is defined as:
¦ correct activation
GPE 1 
¦ correct activation +¦ incorrect activation
Continuing with the example of an SRN fed with a partial
sentence, the sum of the activations of the output neurons Eight nouns and eight verbs together with the relative
coding for words that are grammatically correct marker “that” and the end of sentence marker “#” were
continuations constitutes the numerator in calculating the incorporated into the lexicon to compose the training and
GPE. The second part of the denominator is obtained in a testing sets sentences. The key element behind this
similar fashion. Notice that the grammaticality of an SRN’s framework of assessing SRNs’ ability to exhibit
predictions requires not just a mere mastery of bi-gram combinatorial productivity lies in design of the training and
statistics but also the sensitivity to sentence structure. When testing sets. We illustrate the rationale with the two
it comes to the third time step in processing the S-V-O utterance networks shown in Fig. 2. An utterance, consider
sentence, another noun is fed to the network, the network only simple sentence construction, is represented by a path
has to take into account the context in which the noun through the network from left to right. We consider LC as a
appear in order to differentiate an object noun from a subject
noun and to achieve a low GPE evaluation.
LC: Generalisation LA:
In sum, SRNs are faced with the demands of several
n1 v1 n1 word
n1 v1 n1
concurrent and interdependent tasks in learning the artificial n2 n2 word
n2 n2
language: n3 v2 n3 word
n3 v2 n3

i) forming categories of nouns and verbs, since the

n4 v3 n4 word
n4 v3 n4
lexicon is deliberately coded with orthogonal vectors; n5 n5 word
n5 n5
ii) learning to associate words that are immediately n6 v4 n6 word
n6 v4 n6
adjacent with each other;
iii) learning the context dependence of the association. n7 v5 n7 word
n7 v5 n7
n8 n8 word
n8 n8
n9 v6 n9 word
n9 v6 n9
III. FRAMEWORK OF ASSESSING COMBINATORIAL
...

...

...

...

...

PRODUCTIVITY
Having introduced the basis of the simple recurrent
networks we now turn to the focus of this study, namely, to
look at combinatorial productivity exhibited by SRNs. The
framework of assessment was introduced by van der Velde
et al. [1] in which they attempted to demonstrate that SRNs
lack the ability to generalise with respect to combinatorial
complexity of language and hence argued that SRNs fail to
be a model of language acquisition/processing. We have
reported our replications of their simulation in [2] showing
otherwise. In the remaining parts of this paper we will first
summarise our disagreement with van der Velde et al. [1, 2]
then discuss our recent findings concerning plausible
mechanism underlining SRNs’ success in our simulations.
A. Training and testing sets
SRNs of architectures shown in Fig. 3 (a) and Fig. 3 (b)
were used in van der Velde [1] and in our previous study [2]
respectively. The networks were trained with three types of
sentences, simple, right-branching and centre-embedding
sentences, as tabulated in Table I. As pointed out by van der
Velde [1], the use of complex sentences would reveal
whether networks had truly capture the underlining structure
instead of merely bi-gram transitions between nouns and
verbs.
TABLE I.
THREE TYPES OF SENTENCE USED IN TRAINING THE SRNS
Sentence types Constructions Natural language
equivalents
Simple N-V-N-# the boy kisses the girl
the boy kisses the girl
Right-branching N-V-N-that-V-N-#
that chases the dog
Centre-embedding N-that-N-V-V-N-# the girl that the boy
kisses chases the dog
...
Fig. 2. Combinatorial productivity and generalisation from training set
to testing set. Assuming a left-to-right directionality, arrow heads are
hidden for simplicity.
model of the language available to a child during his
acquisition of the target language modelled as LA. If we
consider an utterance as a combination of lexical items, LC
under-represents the target language. Such an under-
representation parallels the observation of the “skewed
input” of the child directed speech in corpus data [28]
analysed by Goldberg [29]. Children can and always do
generalise their knowledge about the language to
comprehend novel sentences like "the horse sings a story",
one of the test stimuli used in [30] as a comprehension task
in which children aged 21 to 35 months old showed no
problem in understanding in general. For SRNs to be a
successful model of language acquisition, it should also
exhibit such an ability to generalise from LC to LA. The
training and testing sets sentences were thus constructed
according to Fig. 2.
The lexicon of nouns and verbs were divided into four
non-overlapping groups, we denote the jth member of the ith
group of nouns as nij and similarly vij for verbs. Training set
sentences were composed of nouns and verbs from the same
group and hence the complete set of 128 right-branching
training sentences were:
Group 1: {n1a-v1b-n1c-that-v1d-n1e-#},
Group 2: {n2a-v2b-n2c-that-v2d-n2e-#},
Group 3: {n3a-v3b-n3c-that-v3d-n3e-#},
Group 4: {n4a-v4b-n4c-that-v4d-n4e-#}
where a,b,c,d,e = {1,2}
Hence 32 unique sentences (25, 2 different words at 5


different syntactic positions) were generated for each group.
The other two types of sentences, simple and centre- Output layer (a) Output layer (b)
20 neurons 20 neurons
embedding sentences, were generated in a similar way. The
Hidden layer
four groups of sentences were combined to form the training Hidden layer
10 neurons 40 neurons

sets with different weightings of simple, right-branching and

Hidden layer Input layer Context layer
20 neurons 20 neurons 40 neurons
TABLE II.
4-PHASED TRAINING SCHEME Hidden layer

Phase Token and type (bracketed) ratio* No. of sentences 10 neurons Output layer
20 neurons
(c)
fed to a network Input layer Context layer Hidden layer 2
20 neurons
1 1 : 0 : 0 (1 : 0 : 0) 32 000 20 neurons 40 neurons

2 6 : 1 : 1 (24 : 1 : 1) 10 240
Hidden layer 1
3 2 : 1 : 1 (8 : 1 : 1) 51 200 40 neurons

4 1 : 2 : 2 (2 : 1 : 1) 64 000
Input layer Context layer
20 neurons 40 neurons
*ratio of simple: right-branching: centre-embedding
Fig. 3. Network architecture used in (a) van der Velde [1], (b)
centre-embedding sentences mixed together according to the Wong [2] and (c) this study.
4-phased training scheme in Table II. The design of the
training scheme with increasing number of complex
sentences was in accordance with Elman’s notion of
“starting small” [1, 31], our initial simulations have also M3 Bigram VDVM3
agreed that training SRNs with simple sentences first,
0.8
followed by increasing number of complex sentences indeed (b) Right-branching
gives better training results. SRNs trained on training set 0.7
sentences after the fourth phase of training were evaluated, 0.6 (a) Simple
via GPE as introduced in Section II.B, with testing set
0.5
sentences.
GPE

The testing sets were constructed by combining lexical 0.4

items from mixed groups, hence, sentences in LA but not in 0.3
LC. The level of difficulty with respect to generalization was
0.2
varied by the number of groups that are mixed. The more the
number of groups the more difficult the sentence would be. 0.1
We use M to denote such a level of complexity of a testing 0
set sentence. Examples of right-branching testing set N V N THAT V N #

sentences with different M values were: 0.8

(c) Centre-embedding
M=2: {n1a-v3b-n1c-that-v3d-n1e-#}, 0.7

{n4a-v3b-n4c-that-v3d-n4e-#} 0.6
M=3: {n1a-v3b-n2c-that-v1d-n3e-#}, 0.5
{n4a-v3b-n1c-that-v4d-n3e-#}
GPE

0.4
M=4: {n1a-v3b-n2c-that-v4d-n1e-#},
0.3
{n4a-v3b-n1c-that-v2d-n4e-#}
where a,b,c,d,e = {1,2} 0.2

Obviously testing sets contain more sentences than the
training set. More importantly, constructing testing set
sentences this way ensures a maximum separation between
lexical items from the same group since GPE is evaluated on
every sentence position.
IV. OUR RESULTS CONTRARY TO VAN DER VELDE
We trained twenty SRNs with the architecture shown in
Fig. 3(b), each initialized with an independent random initial
set of connection weights, with streams of concatenated
sentences that were randomly sampled from the training
sets. Similar to the results reported by van der Velde et al.
[1], the networks achieved a small GPE, on average about
0.1
0
N THAT N V V N #
Fig. 4. GPE evaluation on testing set sentences, with complexity
level M=3. Solid line (labelled M3): results we obtained; Solid line
with square marker (labelled VDVM3): results reported by van der
Velde et al. [1]; Dotted line: expected GPE from a bi-gram model.
0.05, with training set sentences. Since the prime focus is to
examine the generalisation ability exhibited by the networks.
We plot only testing set GPE in Fig. 4 as a comparison of
the results obtained by us [2] and by van der Velde et al. [1].
GPE of networks’ output in processing testing set sentences
with complexity level M=3 in each sentence position were


measured. They were averaged over the twenty SRNs and
SRNs with 2 hidden layers Bigram
are plotted in Fig. 4 with error bars of two standard
SRNs with 1 hidden layer
deviations in height. Results reported by van der Velde et al.
0.8
[1] are marked on the plots with square markers. A baseline (b) Right-branching
GPE pattern expected from a bi-gram model (Table III) is 0.7
also included. 0.6 (a) Simple
TABLE III.
0.5
THE BI-GRAM MODEL*

GPE
N V that # 0.4
N 0 0.357 0.286 0.357
V 0.778 0.222 0 0 0.3
that 0.5 0.5 0 0
0.2
# 1 0 0 0
0.1
* the value of the cell in the ith row jth column is the relative frequency
that the words in category j follow the word in category i. Formally, 0
Pr(wk+1 Cj | wk Ci), where wk and wk+1 are consecutive words in a N V N THAT V N #
sequence. They are calculated from the training data.
0.8
(c) Centre-embedding
Van der Velde et al. [1] argued that SRNs are only able to 0.7
make use of the bi-gram statistics when processing testing 0.6
set sentences and therefore failed to generalise with respect
0.5
to combinatorial complexity (consider at the position of the
second noun of a right-branching sentence, the frequent N-V 0.4
GPE

transitions would bias the network to predict another verb to 0.3

follow, which is grammatically incorrect). Their argument
was based on the observation that the testing set GPE they 0.2

obtained were, in most sentence positions, larger than the 0.1

expected values obtained from a bi-gram model. In other
0
words, they were attempting to show that SRNs fail to N THAT N V V N #
capture the sentence structure when the sentence involved Fig. 5. Comparing the performance on generalisation exhibited
novel combinations of lexical items. by SRNs with two hidden layers and SRNs with one hidden
Our simulation results, however, showed contrary layer.
observation. In most sentence positions, our networks
training that might happen. Twenty 2-hidden-layer-SRNs
achieved GPE smaller than the bi-gram GPE. This cast
and twenty 1-hidden-layer-SRNs were trained according to
doubt on their criticism on SRNs. We speculate that our
the revised training scheme. GPE evaluation after training,
improvement in training the networks lies mainly in the
averaged over the twenty trials of each network type, are
choice of the network architecture (cf. Fig. 3). SRNs in van
plotted in Fig. 5. Networks with two hidden layers showed
der Velde et al. [1] had three hidden layers with the
considerable smaller GPE in processing testing set
recurrent copy-back connections coming from the second
sentences. Although centre-embedding sentences remained
hidden layer. In our initial simulaitons, SRNs with recurrent
to be difficult to procees which is consistent with human
connections come from layer other than the first hidden
performance [32, 33]. Networks with only one hidden layer
layer showed poor perfomance on testing set sentences, just
showed no improvement in response to the extended
like what van der Velde et al.[1] reported, even though they
training. The difference in performance between one-
learned the training set well. This was the reason we adopt
hidden-layer networks and two-hidden-layer network
the architecture we used. In short, we consider the dismissal
together with the individual difference in achieved GPE
of SRNs as a model for language acquisition and processing
among networks of the same type lead us to explore if there
based on a premature investigation as in van der Velde et al.
exist a qualitative difference between the two types of
[1] unconvincing. And that triggerred us to further explore
networks that may shed light on the plausible mechanism
the impact of network architecture on the performance with
underlines generalisation. This is to be discussed in the next
respect to generalisation.
section.
We carried out another set of simulations with SRN of
architectrure shown in Fig. 3 (c). Because the number of
V. COMBINATORIAL PRODUCTIVITY THROUGH CATEGORIES
connection weights for each network was increased by 50
per cent, we extended the fourth phase (cf. Table II) of Proponents of connectionist models for language
training such that the number of training sentences fed to the acquisition [7, 34] have long been arguing that networks are
network in the last phase was increased to 640,000. The ten- more than passive statistics gathering devise. Attempts have
fold increament was to exclude the possibility of premature been made to show that networks could go beyond surface


similarity towards successful generalisation. Elman’s early
attempt in [12], in which architecture of Fig. 3(b) was used, N1 V1 N2 THAT V2 N3
2
showed how knowledge of categories of nouns and verbs;
sub-categorisation of nouns into animates and inanimates; V2
1.5
and sub-categorisation of verbs into transitive and
intransitive verbs could be induced by SRNs. The active role 1
N1
played by, and modelled by, neural networks was clearly V1
0.5
stated by McClelland and Plaut in [34]:
"The relevant overlap of representations required 0 N2
for generalization in a neural network or other
statistical learning procedure need not be present -0.5
THAT
directly in the ‘raw input’ but can arise over internal
representations that are subject to learning." -1

In the context of the current study, a testing set sentence

-1.5 N3
such as “n11-v21-n31” is novel to the network since the n31 (a) Hidden layer 1
noun was never seen by the network as an object in a -2
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
sentence with n11 as the subject. Results in Fig. 5 show that
SRNs with two hidden layers are better in dealing with such 0.8

novelty and some of them even achieved a very low GPE N1

0.6
value, Fig. 7 plots the mean GPE achieved by each of the THAT
0.4
networks with two hidden layers. We speculate that on top N2
of forming the categories of nouns and verbs, as 0.2

demonstrated in Elman [12], categorisation according to

0
sentence positions may also be the driving force for the V1
success of the networks. -0.2

In the literature of connectionist research, to probe the -0.4

question of how the networks solve a task, quite often V2
-0.6
analysis will be done on the internal representations, the N3
hidden layer activations (denoted as h(t) in Section II.A), -0.8

developed by the networks through training. Since hidden -1

layer activations are of high dimension, method of (b) Hidden layer 2
-1.2
dimensionality reduction such as Principle Components -2.5 -2 -1.5 -1 -0.5 0 0.5 1

Analysis, Multidimensional Scaling, and Hierarchical
Clustering Analysis are often used. We choose to use the
Classical Multidimensional Scaling as it target at preserving
the Euclidean distance between data points in the reduced
space and hence might be better in revealing categories in
the form of clusters formed by the networks.
A. Analysis of hidden layer activations – network #8
Fig. 6. Hidden layer activations of network #8’s (a) first hidden layer
and (b) second hidden layer. Each data point corresponds to a 2D
projection of network’s hidden layer activation, i.e. h(t), in processing
a word in a sentence. Data points correspond to activation at different
sentence positions of right-branching sentences, “N1-V1-THAT-V2-
N2”, are marked with different shape in black and labelled
accordingly. Dots in grey correspond to the processing of other two
sentence types. The projection was done with Classical
Multidimensional Scaling.

Fig. 6 gives the scattering plot of hidden layer activations

sampled from network #8, the network that achieved the
0.14
lowest mean GPE (of 0.003, cf. Fig. 7) on M=3 testing set 0.12
sentences among the twenty 2-hidden-layer SRNs trained,
Mean GPE

0.1

i.e. the one that was most able to generalise. The network 0.08

was fed with 90 simple sentences, 30 for each complexity 0.06

level, M=1…3; 120 right-branching and 120 centre- 0.04

0.02
embedding sentences, 30 for each complexity level,
0
M=1…4. The network was fed word-by-word with the test 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20

Network number
sentences and the hidden layer activation h(t) at each time
step, which corresponds to each sentence position, was Fig. 7. Mean GPE achieved by each of the 2-hidden-layer
networks. Obtained by testing the networks with 300 M=3 testing
recorded. Since the first three words of a right-branching
set sentences, 100 for each sentence type.
sentence is equivalent to a simple sentence and due to the
limitation of space we highlight only data points that
correspond to the processing of right-branching sentences in


Fig. 6. The first nouns (N1) in the right-branching sentences
are marked with a star, the second noun (N2) are marked N1 V1 N2 THAT V2 N3
1.5
with a square and the last nouns (N3) are marked with a
triangle in Fig. 6. Labels for the two verb positions and the N3
1
relative marker ‘that’ position can be found in the figure.
THAT
A qualitative difference between the functioning of the 0.5 V1
first and the second hidden layer can be observed. In the
N1
second hidden layer, a more distinct clustering according to 0
sentence positions is observed compared with the groupings
formed in the first hidden layer which are more dominated -0.5
by word type. In other words, the classification of main
V2
clause subject (N1), main clause object / relative clause -1
N2
subject (N2) and relative clause object (N3) in processing
right-branching sentences are more distinctive in the second -1.5

hidden layer. This agrees with the low GPE evaluation (a) Hidden layer 1
obtained by the network as grammatical predictions depend -2
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5
not only on the word type of the incoming word but also on
the context in which the word appears. Notice that hidden 1
THAT
layer activations of V1 and V2 almost completely overlap
with one another. This is due to the current limitation of the 0.5

prediction task, as in both of these two sentence positions N2

only nouns could be the correct continuation. The task does V2 V1
0 N1
not require the network to make further distinction.
B. Analysis of hidden layer activations – network #5 -0.5 1

The worst network in terms of generalisation is network

#5 (cf. Fig. 7) which achieved a mean GPE of 0.1 in -1

processing M=3 testing set sentences. Fig. 8 shows plots of N3

the network’s hidden layer activations of the two layers. -1.5
While a somewhat fuzzy distinction between nouns and
verbs is still available in the first hidden layer, clear (b) Hidden layer 2
-2
distinction according to sentence positions is lost in the -1.5 -1 -0.5 0 0.5 1 1.5 2

second layer. Analysis of other networks with relatively Fig. 8. Hidden layer activations of network #5’s (a) first hidden layer
poor performance, e.g. network #7 and #10, show similar and (b) second hidden layer. See caption of Fig. 6 for details.
phenomenon.
hidden layer. They also made fine categorisations according
VI. SUMMARY AND CONCLUSION to the sentence context in the second hidden layer. Our
speculation that the success of two-hidden-layer SRNs is
We consider the dismissal by van der Velde et al. [1, 10,
driven by the categorisation on top of general noun-verb
11] of SRNs as a model for cognition based on a premature
distinction was supported by such observation, particularly
analysis of the networks’ performance unconvincing. Our
from the contrast between the more successful networks
experimentations with SRN, under the framework of
with the less successful ones.
combinatorial productivity, suggested that (i) networks do
From the perspective of psycholinguists, one might ask
exhibit ability to generalise, (ii) networks with recurrent
whether the model and results we presented support a view
connections coming from the first hidden layer generalise
that noun-verb distinction is first acquired by a child before
better than networks with recurrent connection coming from
acquiring the ability to comprehend a sentence. The answer
other layer and (iii) networks with two hidden layers show
is no as we have not traced the development of categories
better ability to generalise.
through time to see what type of categorisation evolved first.
To our knowledge, this study is the first one to show that
In other words, the analysis done on the two hidden layers
layers could play differential roles in connectionist networks
was strictly synchronic. Our speculation is that they are
for language modelling. Among the two-hidden-layer
likely to be coevolving with one another since sentence
networks we analysed, all of them showed various degree of
context certainly provides a strong cue towards
success in forming general nouns and verbs categories in the
identification of word class. This view is also supported by
first hidden layer. SRNs that were more successful with
multi-agent model of language emergence [35, 36].
respect to generalisation not only developed a more
It remains for future research to see how much of the
separated distinction between nouns and verbs in the first
observed “working mechanism” in SRNs parallels the


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DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 658--663
Copyright@2007 Watam Press
An Estimative Model of Maximum Power Generation from
Photovoltaic Modules Based on Generalized Regression Neural Network
HUNG-CHENG CHEN, JENG-CHYAN LIN, and MENG-HUI WANG
Department of Electrical Engineering, National Chin-Yi University of Technology, Taichung, Taiwan, R.O.C.
JIAN-CONG QIU
Institute of Information and Electrical Energy, National Chin-Yi University of Technology, Taichung, Taiwan, R.O.C.
Abstract: Generalized Regression Neural Network
(GRNN) is usually applied to the function approximation.
Based on the principle of GRNN, the paper presents an
estimative model of maximum power generation (MPG)
from photovoltaic (PV) modules. The weather factors
such as irradiation and temperature are utilized as the
input information to the proposed neural network. The
model implementation using Mtalab/Simulink is also
developed. It could be applied on further simulation of
DC/AC inverter for converting DC source to three-phase
AC source. The simulation results show the presented
model has good accuracy on estimating the maximum
power generation from PV modules.
1 Introduction
The fossil fuel will produce pollution after burning, such
as carbon dioxide, nitrogen oxide, sulfur oxide compound
and the carbon hydrogen compound etc [1]. All of these
poisonous airs are the cause of the air pollutions and
green house effects. The fossil fuel is the non-renewable
resources and less and less after massive consumptions.
Comparing with the nuclear energy and thermal power,
the renewable energy is inexhaustible and has
non-pollution characteristics. The solar energy, wind
power, hydraulic power and tide energy are natural
resources of the interest to generate electrical sources.
Extensive and generalized usage of renewable energy is
very popular to reduce the pollutions we have cause on
earth.
The solar energy is a welcome substitution for many
other energy resources because it is natural, inexhaustible
resource of sunlight to generate electricity [2]. The PV
modules are, by nature, nonlinear power sources that need
accurate estimation of the maximum power generation
(MPG). For the operation planning of power system
including PV modules, the accurate estimation of MPG is
inevitable. The MPG depends on the weather factors,
mainly the irradiation and the cell temperature. Therefore,
the weather factors such as the irradiation and the
temperature are utilized for the estimation of the
maximum power in this study.

For the maximum power generation estimation from
PV modules, an estimative model based on neural
networks is proposed. The problem of the maximum
power generation estimation is view as a function
approximation problem consisting of a nonlinear mapping
from a set of input variables containing information about
the weather onto a single output variable representing the
estimated maximum power generation [3]-[5]. The
presented study develops a GRNN model trained on
extended data set adopted from power-voltage
characteristic curves of a PV module under different
irradiations and temperatures. The maximum powers
generated corresponding to different irradiations and
temperatures are utilized. The accuracy of the neural
network model is evaluated by making a comparison
between estimated values and characteristic curves.
Simulation results and discussions are presented in this
paper. The estimation results made by the proposed model
show a good agreement with the characteristic curves of
PV modules.
2 Characteristic Analysis of PV
Modules
To investigate the fundamental characteristics of the PV
module, the specification of SEIMENS SP75 PV module
under standard test condition (irradiation is 1000W/m2
and temperature is 25к) is shown in Table 1. Fig. 1
shows the characteristic curves of this PV module. We
can observe the changes of V-I and P-V characteristic
curves under the different irradiation and temperature
values. It is nonlinear and depends on the irradiation level
and operating cell temperature. When the irradiation
reduces, the output current and the output power
obviously decreases, shown as Fig.1(a) and Fig.1(b). If
the temperature rises , the output voltage and output
power will decrease, shown as Fig.1(c) and Fig.1(d).
If the maximum-power-point tracker is applied, the
PV module is always working at the
maximum-power-point. Therefore, the MPG can be
adopted from power-voltage characteristic curves under
different irradiations and temperatures. The maximum
powers generated corresponding to different irradiations
and temperatures are utilized as training data of the
developed GRNN.

Table 1. Specification of SEIMENS SP75 PV module

Characteristics Value

Typical maximum power (Pmax) 74.8 W

Voltage at maximum power (Vmp) 17 V

Current at maximum power (Imp) 4.4 A (c)

Short circuit current (Isc) 4.8 A
Open circuit voltage (Voc) 21.7 V
Temperature coefficient of
2.06 mA/к
short-circuit current
Temperature coefficient of
-0.077V/к
open-circuit current

(d)
Fig. 1. Characteristic curves of SEIMENS SP75 PV
module (a) V-I characteristic curve of different irradiation
(b) P-V characteristic curve of different irradiation (c) V-I
characteristic curve of different temperature (d) P-V
characteristic curve of different temperature

(a)
3 GRNN Based MPG Estimative
Model for PV Modules
3.1 GRNN Structure Analysis
The typical structure of GRNN is shown as Fig. 2. It is
often used in function approximation for complex models.
It consists of a layer of radial base network and a layer of
linear network [6]. Direct mappings are adapted by
GRNN between input layer and hidden layer. But the
mapping between the hidden layer and output layer
adopts the weighted linearly sum of hidden layers as the
mapping mode. In Fig. 2, IW1,1  Q u R is the
weighting matrix of first layer. “.*” stands for the dot
(b) product of input vectors. LW2,1  Q u Q is the weigh

matrix. a1  Q u 1 is the output of first layer. R is the

dimension of network input. Q is the neuron number of


every layer and is also the number of training samples. In the Matlab/Simulink implementation of this kind of
nprod presents the normal dot matrix for calculating the neural networks, the centers of the Gaussian are chosen
2 2 equal to the training input patterns. The first layer has as
output vectors n  Q u 1 . a  Q u 1 is the output of
many neurons as the number of input patterns. Each
GRNN. This structure of NN can reduce the complexity hidden node has an associate bias that plays the role of
of computational problems so as to speed up the learning the variance of the Gaussian. The bias is set to a column
process. It is suitable especially for accomplishing the vector of 0.8326/SPREAD, where SPREAD determines
function approximation and model identification quickly. the distance of an input vector to a neuron’s weight vector
at which the radial basis function will respond with an
Input Radial Basis Layer Special Linear Layer output of 0.5 [7]. In practical, SPREAD should be large
enough so that more than one node in the hidden layer of
Q u R IW 1,1
the GRNN is responding with a nonzero output. On the
Q u Q LW 2,1 other hand, SPREAD should not be large enough so that
P Q u1 a2 y
||dist||
Q u1
every node in the hidden layer is efficiently responding in
R u1 1
a1 n2 the same large area of the input space [8]. After the
. * Qnu1 Q u1
nprod
Q u1
1 b 1 outputs of the hidden layer are determined, the weights
R
Q u1
Q Q from the hidden layer to the output layer are chosen to be
equal to the desired vectors.
Fig. 2. Structure of GRNN
4 Estimation Results and
Discussions
3.2 MPG Estimative Model Implementation
Using Matlab/Simulink The proposed MPG estimative model based on GRNN is
evaluated by using the training data set. The estimation
Based on the principle of GRNN discussed above, the accuracy for different weather conditions is shown in
MPG estimative model implementation using Table 2. The maximum error is only 0.58%. This table
Mtalab/Simulink is developed. The Mtalab/Simulink shows that the presented model has good accuracy on
estimating the maximum power generation from PV
model is shown in Fig. 3.
modules.
1 TDL weight
data Delays 1 1
bias netprod radbas a{1}
Table 2. Estimation accuracy of GRNN for different
weather conditions
weights w
z
p Weather Characteristic Curves Estimation Values
1 TDL normprod1 Mux -K- 1
a{1} Mux netsum purelin output
R T Pmax Imp Vmp Pmax Imp Vmp
weights w
z 1000 0 82.30 4.35 19.0 82.29 4.35 18.90
p
normprod2 1000 25 74.80 4.40 17.0 74.80 4.40 17.00

(a) 1000 50 67.10 4.45 15.1 67.10 4.45 15.07

1000 75 59.20 4.50 13.2 59.20 4.50 13.15

R 800 25 59.50 3.50 17.0 59.39 3.48 17.06

Radiation data output 600 25 46.70 2.72 17.2 46.52 2.72 17.10
T
GRNN
400 25 31.20 1.80 17.3 31.14 1.80 17.30
scope
Temperature 200 25 15.66 0.90 17.4 15.64 0.90 17.38
(b)
For further investigating the performances of the
Fig. 3. An estimative model of maximum power estimative model, analysis has been performed during a
generation from PV modules based on GRNN. (a) GRNN day. Fig. 4 illustrates the daily estimation of the
structure using simulink (b) GRNN simulink model maximum power generation obtained by using
GRNN-based estimative model. The data on the day


indicated in Fig.4(a) and Fig.4(b) are not included in the
training data. As shown in Fig.4(c) and Fig.4(d), the 80
proposed GRNN-based estimative model gives the highly
accuracy estimation of the maximum power on all day 70
long. This fact indicates the wide availability of the
proposed model. 60

Pmax (W)
50
32
40
31
30
30
T(OC)

20
29
8 9 10 11 12 13 14 15 16 17 18

28 Time
(d)
27
Fig. 4. Estimation results by GRNN during a day (a)
26 temperature variation (b) radiation variation (c) voltage
8 9 10 11 12 13 14 15 16 17 18 and current outputs at maximum power generation (d)
Time estimated maximum power generation
(a)

1200 The output of a PV module is a DC source. However,

most of power distribution system and power generation
system are three-phase AC sources. We have to convert
1000
DC source of the PV module output to AC source in order
Radiation (W/m2)

to connect with others of power systems. When

800 irradiation is 1000 W/m2 and temperature is 25к, the DC
source of the PV module output is converted to
600 three-phase AC source through a IGBT inverter
and uses the LC circuit as a filter. Fig. 5 shows the
400 simulation of DC/AC inverter using the estimative model
of the PV module. The dynamical responses of the line
200
output voltage and the line output current of the DC/AC
8 9 10 11 12 13 14 15 16 17 18 inverter are shown in Fig. 6.
As shown in Fig. 6, we can observe that the output
Time
waveform of Vab and Ian are complete three-phase AC
(b)
sources. The output frequencies of both voltage and
current are 50 Hz. When irradiation is 1000 W/m2 and
18
temperature is 25к, we can get a current Ian with peak
16 value 4.95A and the root mean square value therefore is
Imp(A) 3.5A. It represents that three-phase power delivered to
14
Vmp(V)
12 three-phase RLC load is 63W. Some powers are
consumed during converting DC source to three-phase
10
AC source, which include IGBT inverter and LC filter.
8 Summing these consumed powers and absorbed power,
6 the total there-phase output power is about 74W. It is very
4 near the maximum power generation from the SEIMENS
SP75 PV module studied in this research.
2
0
8 9 10 11 12 13 14 15 16 17 18
Time
(c)


 Vdc
+
v
-
+
v
PWM -
1000
IGBT Inverter Vab_inv i
R + Ia
-
data output s g
Scope2
+ +
25 Vabc
A A A A
GRNN -
Iabc
T
Initialized B B B B a
Controlled Voltage - b
Source 1 C C C C
c
LC Filter Three-Phase

C
A
B
V-I Measurement
Three-Phase
Series RLC Branch

C
A
B
Voltage Regulator
1
Pulses Signal(s) Vabc_inv Vabc (pu)
z
Vref (pu)
Discrete
PWM Generator m Vd_ref (pu) 1

Fig. 5. Simulation of DC/AC inverter using the estimative model of the PV module

15 5. Conclusions
10
For the operation planning of power system including PV
5 modules, the accurate estimation of MPG is inevitable.
The MPG depends on the weather factors, mainly the
Vab (V)

0 irradiation and the cell temperature. In this paper, the

performances of the Generalized Regression Neural
-5 Networks used to estimate the maximum power
generation from PV modules are investigated. The
-10 proposed GRNN-based estimative model gives the highly
accuracy estimation of the maximum power in response
-15
0 0.02 0.04 0.06 0.08 0.1 to the change in weather conditions for all day long. This
Time (s) fact indicates the wide availability of the proposed model.

(a)
5 Acknowledgments
4
3 The research was supported in part by the National
2 Science Council of the Republic of China, under Grant
1 No. NSC94-2622-E-167-009.
Ian (A)

0
-1
-2
-3
Reference
-4
-5 [1] K. Kobayashi, H. Matsuo and Y. Sekine, An
0 0.02 0.04 0.06 0.08 0.1
Time (s) Excellent Operating Point Tracker of the Solar-Cell
Power Supply System, IEEE Conference of Power
(b) Electronics Specialists, (2006), 495-499.
Fig. 6. Dynamical responses of the DC/AC inverter [2] J Applebaum, The Quality of Load Matching in a
(a) line voltage Vab (b) line current Ian Direct Coupling Photovoltaic System, IEEE Trans.
on Energy Conversion, 2(1987), 534-541.
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 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1)664--670
Copyright@2007 Watam Press
Channel noise induced transition from quiescence
to bursting in the dissipative stochastic mechanics
based model neuron
MARİFİ GÜLER
Department of Computer Engineering, Eastern Mediterranean University,
Famagusta, Mersin-10,
Turkey.
E-mail: marifi.guler@gmail.com
AMS subject classifications: 92C05,62M45,82C05
Abstract— Recently, an approach based on dissipative
stochastic mechanics was proposed by the author for the
effects of channel noise on the neuron’s behavior [1]. The
present paper advocates a scheme for identifying the location of
the extremum of the renormalization potential, accommodated
inherently by the approach in the membrane voltage space; it
is argued that the location should be decided by the stationary
solution of the underlying deterministic model. It is then
found that there exists a region of input current values, in
which, the neuron with noise is in the bursting state while
the deterministic neuron is in the quiescent state. Also that,
this region coexists with another region, in which, the noisy
neuron is bursting while the deterministic neuron is in the
state of tonic firing.
I. I NTRODUCTION
Neurons are under the influence of noise of two dif-
ferent types — external type and internal type. External
noise arises from synaptic transmission and network effects.
Internal noise, on the other hand, is specific to neurons
and generates stochastic behavior on the level of neuronal
dynamics. The major source of internal noise is due to the
existence of a finite number of voltage-gated ion channels
in a patch of neuronal membrane and that channels have
one open state and one or more closed states. The number
of open channels fluctuates in a seemingly random manner,
implying a fluctuation in the conductivity of the membrane,
which, in turn, implies a fluctuation in the membrane voltage
[2]. Although the voltage across the membrane is commonly
termed as membrane potential, we shall use the term ”mem-
brane voltage” instead throughout the paper in order to avoid
a possible confusion with the potential functions that are
going to be introduced later.
Ion channels are water filled holes in the cell mem-
brane that are formed by proteins embedded in the lipid
bilayer, with the property that each type of ion channel is
selective to conduct a particular ion species. The dynamics

of the coupled system composed of ions, water, protein,
and lipid molecules has been treated in various approaches:
(1) continuum approximation [3]-[5], (2) Brownian motion
of each ion [6], [7], (3) molecular dynamics that takes
into account the motion of the involved particles [8], [9],
and (4) conceiving the ion channel as a quantum system
with two or more states [10]. Possible effects of channel
noise on the neuron’s behavior have been investigated by
means of representing the stochasticity of the ion channels
as an additional voltage dependent Gaussian noise term
introduced into the deterministic equations of motion for
the gating variables [11] or the conductances [12], in the
Hodgkin-Huxley model; and, more recently, by using an
approach based on stochastic mechanics with dissipation [1].
Internal noise from ion channels has been shown to
be sufficient to cause spontaneous activity (repetitive fir-
ing or bursting) in otherwise quiet neuronal models [12]-
[17], chapter 15 in [18]. The effects of channel noise
and temperature on more complicated behavior such as
the coexistence of different dynamical states (in particular,
the states of bursting and tonic firing) and noise-induced
transitions among these dynamical states have attracted
attention recently and have only started to be investigated
within last few years [19]-[22].
The occurrence of burst-generating activity in neurons
is widely spread and a substantial fraction of spikes fired
by cortical neurons during information processing occurs
during bursts, and these spikes play a crucial role in in-
formation processing in the cortex [23]-[25]. In a study,
using integrate-and-fire neurons with spike adaptation, it
was shown that networks of tonically firing excitatory
neurons can evolve to a state where the neurons burst
in a synchronized manner [26]. It has been argued that
tonic firing is associated with a linear coding of the input,
whereas bursting is associated with a nonlinear one; and
that the bursting neuron signals certain stimulus features
[27]. There is a phenomenon, which can be considered
reminiscent of this conjecture, already known in artificial
neural networks as follows: a much better generalization The collective system is specified as follows. Assume, for
is achieved if networks of intrinsically higher order units, the time being, that the deterministic model is not the one
rather than the networks of linear McCulloch-Pitts units, given by the set of equations (1), but instead, it reads as
are used in learning complicated logical functions [28]. All
that might explain the reason for having most neurons in a
bursting state, rather than the simple spiking state, during a (2a)
cognitive task. Consequently, noise-induced transitions be- (2b)
tween bursting and tonic firing states might have particularly (2c)
significant implications.
In the present paper, we suggest a principle for identifying Then, by a change of variables, it easily follows that this
the location of the extremum of the renormalization poten- set of equations is equivalent to
tial accommodated inherently by the dissipative stochastic
mechanics based model neuron. Some numerical results are (3a)
also presented in order to show the implications of that
principle. (3b)
(3c)
II. A SPECTSOF THE DISSIPATIVE STOCHASTIC where matches the overall current that the neuron ex-
MECHANICS BASED MODEL NEURON periences, and denotes the initial time. The dissipative
The dissipative stochastic mechanics based approach to stochastic mechanics based approach, in this case, makes
model the effects of channel noise in neurons was proposed the ansatz that the combined effect of noise, emerging from
by Güler in a recent study [1]. The approach views the the fluctuations of the -channels and -channels, on the
total channel activity as constituted by the collective and the membrane voltage is the same as the effect of a Brownian
intrinsic systems both subject to the channel fluctuations, in environment, with zero friction, on the position of a one-
which, the collective system is described through a voltage dimensional particle. Here the term “noise” (or “channel
dependent potential in the membrane voltage phase space noise”) denotes how particular responses of populations of
and the intrinsic system is formed by a set of dynamical ion channels differ from the mean behavior. Then, follow-
channel attributes. The coupling between the collective and ing Nelson [30], [31], the membrane voltage obeys a
the intrinsic states induces the emergence of some correction Schrödinger type equation with some membrane voltage
terms due to the renormalizations of the membrane capac- diffusion constant and a potential function .
itance and of the voltage dependent potential, as well as The probability of finding the membrane voltage at the
the channel dissipation. A computational neuron model that value of at time is given through the wave function
incorporates channel noise was introduced consequently. by . follows from (3) to be as
This model assumes the Rose-Hindmarsh model as the
underlying deterministic model of the neuron and reduces (4)
to it in the deterministic limit. The Rose-Hindmarsh model
[29]; a three parameter model, where the three variables Then, Ehrenfest’s procedure results in the following first
describe in dimensionless units the membrane voltage , moment equations:
an auxiliary variable representing the fast ion dynamics
(e.g., potassium and sodium), and a slow variable which (5a)
captures the slower dynamics. The Rose-Hindmarsh model
is formulated in the form of a coupled set of dynamical (5b)
differential equations as follows: (5c)
where the first moments and are the expectation values
(1a) of the collective position and the collective momentum
operators:
(1b)
(1c) (6)
where , , , , , and are some constant parameters. and
denotes the external current injected into the neuron and
, introduced here for convenience, denotes the membrane (7)
capacitance. The model is capable of exhibiting tonic firing
and bursting, for a proper choice of the parameters, depend- In deriving equation (5), instead of the potential function
ing on the value of the current . , its Taylor expansion at upto the quadratic


order was used in order to avoid the appearance of the pair The correction coefficients in association with the -
correlation functions. channels are given by
The frictional parts of and , in (1b) and in
(1c), are articulated by the intrinsic system. The voltage
dynamics of the collective system, induced by the intrinsic (11)
system, is worked out from the dynamics of the entire
(collective plus intrinsic) system through the use of reduced and
density operator techniques. The derivation starts with a
separation of the total Hamiltonian, corresponding to the
entire system, into intrinsic and collective Hamiltonians and (12)
a weak coupling,
where are obtained from the eigenvalues
of the unperturbed intrinsic Hamiltonian :
(8)
(13)
where and denote the set of intrinsic coordinates
and the intrinsic momentum operator, respectively. is the partition function of the intrinsic system at
is the coupling (or interaction) between the collective and thermal equilibrium with a temperature , and
the intrinsic systems. The superscript indicates that the . The correction coefficients in association with the
intrinsic system in consideration is in association with the - -channels are given similarly.
channels. Similarly, another intrinsic system, in association
with the -channels, is defined. The intrinsic system is III. W HERE SHOULD THE RENORMALIZATION
assumed to be in a state of large but nearly random exci- POTENTIAL BE LOCATED ?
tation with the fluctuations being distributed as Gaussians. Taking the interaction Hamiltonian as in (8)
Following the derivation of the equation for the reduced leads to the location of the extremum of the renormalization
density operator as in [32], equations of motion for the potential be at . It can be argued however that the
collective variables are obtained. Then, the first moments extremum of the renormalization potential should coincide
dynamics reads as with the extremum of the collective potential. In other
words, the extremum should be identified as the quasi-
static or equilibrium state of the entire system. A detailed
(9a)
physical discussion on the issue can be found in [33].
Following this argument, we suggest taking the extremum as
the stationary solution of the Rose-Hindmarsh model since
it is the underlying deterministic model. Then, solving (1)
(9b) subject to the condition , results in that the
equilibrium voltage, denoted by , obeys

(9c) (14)
Consequently, equation (8) should be modified as
(9d)

where the correction terms with the coefficients and (15)

emerge due to the renormalizations of the membrane capaci-
tance and the voltage dependent potential, respectively. They
are induced by the part of the intrinsic system associated
with the -channels. The renormalization potential is an
additional conservative potential in the form of an inverted
parabola:
(10)
The influence of the intrinsic system associated with the
-channels is treated in the same manner with similar
renormalization terms.
with the result that the renormalization potential now be-
comes
(16)
This, in turn, implies a modification in (9b) as that the
term in it is replaced by . The first
moments dynamics (9), subject to this modification, will
hold for slowly varying input currents.
Taking into consideration the above argument also for the
-channels, and combining the effects of the two intrinsic


systems as in [1], results in the following equations of We need to solve from equation (14) first since it
motion for the first moments: takes place in the governing equation. For the values of the
model parameters , , , and as just stated above, it can be
shown that attains a uniquely defined value, provided
(17a)
that , as given by
(17b)
(17c)
(17d)
(26)

(17e)

where
where

(18)

(19) (27a)

(20) (27b)

(21)
Figure 1 shows the membrane voltage time course of
the deterministic Rose-Hindmarsh model for the parameter
(22) values , , , , , ,
, in the time range for input
current values: , , , ,
, , . Figure 2 shows the time course
of the membrane voltage expectation value in our noisy
(23)
neuron model, using the correction coefficients ,
, , ; the model parameter
and values, the time range, the input current values are the same
as of Figure 1. For current values below , both
the deterministic and the noisy neurons are quiescent. The
(24) time course upto is not included in the plots just for
skipping the transient activity. Since the exact time course
In (17), is the expectation value of the depends on the initial values of the dynamical variables,
operator defined by the same set of initial values were used in obtaining both
figures.
(25)
It can be seen from Figure 2 that even though the time
course of the membrane voltage is affected by the channel
IV. S OME NUMERICAL RESULTS noise, still exhibits a regular behavior, provided that
In this section, we shall solve the governing equation (17) the coefficients and are not unrealistically large.
numerically using the fourth-order Runge-Kutta method and Thus, channel noise does not destroy or modify the basic
investigate the role played by the correction terms in the qualitative properties of the neuron’s repertoire, but only
evolution of the membrane voltage expectation value . Our alters its quantitative behavior. However, note here that
investigation will be conducted using the following com- Figure 2 includes plots of , rather than the plots of ,
monly used values of the (deterministic) model parameters: that is these plots show the ensemble average of a Brownian
, , , , , . For the type motion and, therefore, the neuron in a specific sequence
parameters and , various values have been used by the of membrane voltage measurements will actually exhibit a
researchers. We will fix the value of to and to . zigzag behavior.


 A A

B B

C C

D D

E E

F F

G G

H H

Fig. 1. Membrane voltage time series of the deterministic Rose-Hindmarsh Fig. 2. Time series of in our noisy neuron model for the correction
model for the parameter values , , , , , coefficients , , , and the parameter
, , in the time range for various values , , , , , , ,
(constant) current values: , , , , in the time range for various (constant) current
, , . The membrane voltage value is in the range values: , , , , , ,
in each plot. . The value of is in the range in each plot.

The dynamical states of the Rose-Hindmarsh model are

quiescence, bursting (rhythmic with a high degree of period-
icity, or chaotic), and tonic firing. We observe from Figure
2 that the same repertoire of dynamical states endure also
in the presence of channel noise. But, the quiescent state
in the noisy case should be considered as to include also
the subthreshold oscillations due to the zigzag behavior of
a specific sequence of membrane voltage data. Any realistic
model of the neuron with channel noise should display the
above repertoire of dynamical states since this is exactly
what a typical biological neuron (in which internal noise is


inherent) does.
The plots in Figure 2 for our noisy neuron show that
exhibits a highly periodic time course – this can be seen
even more clearly by extending the plots to longer time
intervals. However, it can be shown for some specific values
of the input current that the number of spikes in successive
bursts have no apparent regularity; it appears to exhibit
chaotic behavior. This is actually the type of behavior the
deterministic Rose-Hindmarsh model exhibits. The values
of the input current for which the chaotic behavior take
place in the noisy neuron are, however, different than the
values for the Rose-Hindmarsh model. Thus, just like the
underlying deterministic model, our noisy neuron model (in
terms of ) is capable of carrying out a highly periodic
activity as well as a chaotic type behavior. It can be argued
however that some approximations were accommodated in
developing our formalism, and, therefore, in reality, the
degree of periodicity may not be that high.
It is seen from the figures that our noisy neuron model
displays bursting in a wider range of input currents in com-
parison with its deterministic counterpart. Figure 1 shows
that the Rose-Hindmarsh model is in the bursting state for
the values of currents . In our neuron, on
the other hand, the domain for bursting is
when the correction coefficient values , ,
, are used. Here, the leftfloor-rightfloor
notation is used to indicate an approximate range
of values. The widening of the current range for bursting
with increasing noise, i.e. with having larger values of
the correction coefficients, results in two types of noise-
induced transitions: transition from quiescence to bursting,
and transition from tonic firing to bursting. There is a region
of input current values where the deterministic neuron is in
the quiescent state but the neuron with channel noise is in the
bursting state; and, a distinct region of higher input current
values where the deterministic neuron is in the state of tonic
firing but the noisy neuron is still in the bursting state. These
two regions are in coexistence, that is both regions turn
up simultaneously for a single set of values of the model
parameters and the correction coefficients. The plots and
in Figure 1 fall into the lower region, while the plots
and , in the same figure, fall into the higher region. It
seems that the lower region owes its existence to the function
. If this function is chosen to be identically zero, even
though the higher region is still intact, the lower region is
either very narrow or does not exist at all [1].
It is remarkable that the two types of noise-induced
transitions which coexist in our model were separately
suggested or observed, in some form, in various studies.
In a study focused on stellate cells of the medial entorhinal
cortex, using a simple two-state Markov process model of
the the persistent channels in a system of identical,
independent ion channels [12], it was found that increasing
the input current value results in a shift from the stable

fixed point to subthreshold oscillations and then to rhythmic
firing, for the stochastic model; while, for the deterministic
model, the result is a shift from the stable fixed point to
rhythmic firing [16]. More recently, by taking into account
the stochastic nature of calcium and fast potassium channel
currents in the Plant model of a bursting neuron, it was
reported that noise-induced coherent bursting emerges even
in the case when the deterministic neuron is silent [17]. The
occurrence of the noise-induced transition from quiescence
to bursting, or the presence of the lower region, in our
neuron model is compatible with these findings. Our model
however tends to exhibit a time course with a much higher
degree of periodicity in comparison with the results of the
currently available other models cited above.
It is also remarkable that the occurrence of the noise-
induced transition from tonic firing to bursting, or the
presence of the higher region, in our neuron model is
also supported by the recently reported findings of differ-
ent researchers; obtained by means of introducing noise
into the gating variables [19], by means of increasing
the temperature in the Huber-Braun cold receptor model
[20], and through the stimulation of the electroreceptors
in paddlefish with Gaussian noise [34]. Inspired by the
stochastic automaton model of ion channels [11], in [19]
the Hodgkin-Huxley model of the neuron was considered
and a stochastic gating of the channels were simulated
by adding to the equation for the variable representing
the proportion of the open gates (i.e. variable in
the Hodgkin-Huxley equations) a Gaussian noise term with
mean zero, and a voltage and dependent variance; then,
it was suggested that sufficient noise, associated with the
channels, converts tonic firing into bursting, for which,
the minimal essential noise amplitude increases with the
applied current. In [20], two interacting minimal sets of ionic
conductances, each including simplified depolarizing and
repolarizing Hodgkin-Huxley type currents with sigmoidal
steady state activation kinetics, together with a tempera-
ture scaling of the ionic currents, were considered and
it was found that transition from tonic firing to bursting
activity with increasing temperature always occurs. In [34],
stimulation of electroreceptors in paddlefish with Gaussian
noise was found to change the tonic firing pattern of the
electroreceptors to a bursting mode.
In conclusion, when comparing with the Rose-Hindmarsh
model, our model of the noisy neuron displays bursting in a
wider range of input current values, caused by the existence
of the correction terms; and, the larger the values of the
correction coefficients are the wider the range for bursting
are. Consequently, there exists a region of input current
values, in which, the neuron with noise is in the bursting
state while the deterministic neuron is in the quiescent state.
Also that, this region coexists with another region, in which,
the noisy neuron is bursting while the deterministic neuron is
in the state of tonic firing. It might be also worth mentioning

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DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 671--676
Copyright@2007 Watam Press
Fuzzy Systems on Orthogonal Bases
Musa Alcı
musa.alci@ege.edu.tr
Ege University, Electrical and Electronics Engineering Dept., 34100 Bornova, Izmir, Turkey
Abstract— Two fuzzy system models based on two
orthogonal bases are presented in this work. The non-
linear mapping property of the fuzzy systems is
combined with the powerful function space
approximation tools of the orthogonal bases. In the
first model, Laguerre base is used in the input
orthogonalization whereas in the other model,
trigonometric bases are used in the output
orthogonalization. The performances of the models
are demonstrated by the sum squared error (SSE) and
the minimum description length (MDL) criteria,
tested on the non-linear system identification problem
and performances are compared with the classic
Sugeno model.
Index terms-- orthogonal bases, Laguerre bases,
trigonometric bases, nonlinear dynamical system,
fuzzy system identification.
1 Introduction
A fuzzy system is a representation of a rule
base. A rule base consists of a set of rules.
Rules are constructed with linguistic
propositions, which have linguistic variables
and linguistic values. Since, a membership
function is a basic and an essential element of
the rule base and fuzzy system, linguistic
values are represented with membership
functions. Their values vary continuously on
interval [0, 1]. A fuzzy system is not linear
with respect to the membership functions. For
that reason a fuzzy system can not be
represented as an orthogonal approximation
using membership functions.
A fuzzy rule-base consists of M rules; [1][2]
and is represented by;
R j : IF x1 is A1j and x2 is A2j and .....
(1)
and xn is Anj , THEN y j is B j
where j = 1, 2,..., M , xi (i = 1, 2,..., n) are
inputs to the fuzzy system, y is the output
variable, and Ai j , Bi j are linguistic values
which are represented by membership
functions. A fuzzy system can be represented
as a non-orthogonal expansion using
normalized input membership functions [3],
M 2 Method
f ( x) = ∑ p j ( x)θ j (2)
j =1
where θ j ∈ R are constants or output

weights. The normalized input membership
functions p j ( x) are defined as following;
∏ μ
n
i =1 j ( xi )
Ai
p ( x) = (3)
∑ ∏
j M n
j =1 i =1
μ j ( xi )
Ai
Where j = 1, 2,..., M , and μ j ( xi ) are the
Ai
Gaussian membership functions. The p j ( x)
are also known as fuzzy basis functions. Eq.
(2) is the analytic representation of the fuzzy
rule base in Eq. (1). The fuzzy model in Eq.(2)
and Eq. (3) is formed using singleton fuzzifier,
product inference, centroid defuzzifier and
Gaussian membership function. If we use
normalized membership functions we have not
enough freedom on the parametric space. Since
normalized input membership function
parameters are set to constant values, there are
output weights as free parameters to adjust.
The output weights are adjusted using the
orthogonal least squares (OLS) learning
algorithm in [4][5].
On the other hand the well-known method
studied in literature concerning orthoganality
on fuzzy systems is the Gram-Schmidt
orthogonalization process [6-8][3]. Other
orthogonal decomposition methods which are
Eigenvalue Decomposition (ED) Method,
SVD-QR with Column Pivoting Method, Total
Least-Squares (TLS) method, and Direct SVD
Method [9] are also examined. In these
orthogonal transformation methods the aim is
to select important fuzzy rules from a given
rule base. These methods have also restriction.
They must be set completely, i.e., the rule
number and consequently all system
parameters must be selected or adjusted to
apply the orthogonalization methods
mentioned above.
We proposed two methods for investigation
of fuzzy systems using orthogonal basis. They
include input and output orthogonalization
studies.
 A. Fuzzy system input orthogonalization
The NARMAX (Nonlinear AutoRegressive
Moving Average model with eXogeneous
inputs) is used extensively [10-13] in linear
and non-linear system identification. This
model requires previous inputs and outputs for
the actual inputs. Using past terms causes
propagation of estimation error and may cause
instability of models [14-15]. To overcome this
difficulty, filtered inputs can be used. On the
other hand, Laguerre based identification does
not need previous outputs; it only needs past
inputs on the time. Another good property is
that the Laguerre bases decompose inputs to
orthogonal signals. This process makes speed
up fuzzy system learning on system
identification problems. Laguerre bases are
widely used in system identification and
control applications [16-18]. They are also
used as input orthogonalization for this study.
They can be considered as filters.
A Laguerre based fuzzy system model can
be formed using Laguerre based filters on the
input of the classic fuzzy system model. The
block diagram of Laguerre based fuzzy model
is shown in Fig. 1.
The output of the system can be expressed
as (k ) = f (l1 (k ),....., lr (k )) , where li (k ) is i.
y
filter output in time-domain and f (.) is a
static fuzzy model. The overall model which is
shown in Fig.1 is a dynamic model.
g0
l1
g1 f (.)
x( k )
l2
Fuzzy
System
gr
lr
Figure 1. Laguerre based fuzzy system.
Here gi ( k ) = li (k ) ⊗ x(k ) is the output of
the ith Laguerre filter, and ⊗ denotes the time
domain convolution.
The Z-transform of the Laguerre basis
functions are given as [19-20].
Z − transform 1 − a2
li ( k ) ⎯⎯⎯⎯ ⎯→ Li ( z ) =
z−a
Where a < 1 is the pole of Laguerre bases
and r is the number of filters used, i = 1, 2,.., r .
When the pole parameter a is 0, the Laguerre
bases or filters become regular delay operators
[21].
B. Fuzzy system output orthogonalization
In TSK (Takagi-Sugeno-Kang) fuzzy system
modeling, the output function is a nonlinear
function of inputs. This is an important
motivation to select output functions as
orthogonal bases. The well-known
trigonometric orthogonal bases φ ( x) ,
{φn ( x)} = {cos(nx), sin(nx)} n = 0,1, 2,...
(5)
are selected in this study.
We want to investigate their contributions on
the fuzzy system modeling. Orthogonalization
is the process of splitting a problem or system
into its distinct components. Orthogonal bases
span entire space. They are building stones of
functional space. We represent any arbitrary
function by summation of weighted orthogonal
bases with arbitrary error. Since the weights
are unique in an orthogonal expansion, the
minimum in error space is global minimum
[22]. This matter explains why we are
interested in orthogonalization on fuzzy
systems.
If Bi j in the rule base expression Eq.(1) is
replaced with a function g j ( x ) , the general
TSK model is formed. If g j ( x ) are selected as
first order polynomial function of inputs then
the resulting fuzzy system is the known first-
order Sugeno fuzzy model and if g j ( x ) are set
y(k )
constants, then fuzzy system is called the zero-
order Sugeno fuzzy model. The aim is here, to
use orthogonal bases in Eq.(5) or their proper
combinations instead of g j ( x ) . The proposed
g j ( x ) are,
g j ( x) = a ( j ) * cos(( j − 1) * x) +
j = 1, 2,....M .
b( j ) * sin(( j − 1) * x )
(6)
In this case, the fuzzy rule base can be
expressed as follows;
R j : IF x1 is A1j and x2 is A2j and .. and xn is Anj
i −1
⎡1 − az ⎤ THEN y j = a( j ) * cos(( j − 1) * x ) +
⎢ z−a ⎥
⎣ ⎦ b( j ) * sin(( j − 1) * x).
(4) (7)
2

672
 Training input sequence
3.5

The g j ( x ) vary trough rule index. Thus, the 3

proposed fuzzy model outputs form Fourier 2.5

like expansion, named trigonometric based 2

fuzzy (TBF) system. For j=1, y j will be a 1.5

constant a(1) , and for j=2, y j will be 1

a (2) * cos( x) + b(2) * sin( x) , and so on. The 0.5

a ( j ) s, b( j ) s are consequent free parameters 0

which will be adjusted. Eq.(6) results [−1, +1] -0.5

compact space, but commonly the output space -1

0 50 100 150 200 250 300
index
may change. It is expected that adjustment of
the a ( j ) , and b( j ) parameters compensate Figure 3. Input sequence used in training.
this constraint.
The models are tested for the different test
The Gaussian membership function is
input xt = 1.5cos(1.3u )sin(2u ) - cos(0.6u ) as
μ A j ( xi ) = exp(−( xij − mij ) 2 /(σ i j )2 ) ,where mij ,
i shown in Fig. 4.
and σ i j are free parameters belong to the
Test input
premise part of the fuzzy system. 2

3 Simulations 1.5

1
A. Generation of test data
0.5
In this section proposed model performances
will be discussed. We have tested models on 0

synthetic data which is obtained from

linear-nonlinear Wiener cascade test system, -0.5

y (n) = y1 (n) + y1 (n)2 − x(n) y1 (n) where -1

0 50 100 150 200 250 300
y1 ( n) = x (n) − 0.5 y1 ( n − 1) . In practice y1 (n) index

can not be measured. The input-output data Figure 4. Test input

[ x(n); y (n)] is sufficient for identification. The
overall model is shown in Fig. 2. The output B. Training of Fuzzy System
depends on its past values and past inputs
nonlinearly. A quadratic performance index is used for
parameter optimization.
The training input which is used as fallows; 1 N 2
E ( p ) = ∑ k =1[ y ( p, k ) − yd (k )] (8)
x = 0.4sin(0.9u ) + cos(2.3u )sin(1.2u ) − cos(2u ) 2
where u is varying on [0 2π ] , it is shown in where yd (k ) is the real system output or
Fig. 3. desired output, y ( p, k ) is the output of the
model which will be identified, and N is the
number of training data. The model output
depends on the parameter vector, i.e., p
x 1 y1 - y
2 embedded in y ( p, k ) . For simplicity y ( p, k )
(.)
1−0.5 z−1 and yd ( k ) are referenced y and yd respectively.
The Levenberg-Marquardth (LM) method is
used in optimizations [23]. At q. iteration, the
Figure 2. Test data generation. parameter variation Δpq is computed using the
following equation,

3


673
 ( J qT J q + μ q I )Δpq = − J qT ( y − yd ) (9) 6
Laguerre base Fuzzy system

where μq ≥ 0 is a scalar which makes Hessian 4

T
approximation matrix( J J q ) positive definite,
q
3

I is the unit matrix of order total parameter 2

number, and J is Jacobian matrix which is the 1

fuzzy system model output sensitivities with 0

respect to free parameters. It is;
-1
Actual
Fuzzy Model Estimation

⎡ ∂y ∂y ∂y ⎤ -2
0 50 100 150 200 250 300
J =⎢ j ⎥ (10) index

⎣⎢ ∂mi ∂σ i ∂θ j ⎦⎥
j
Figure 5. Training performance of LBF.

for Sugeno and LBF model, and 2

10
Sum Squared Error (SSE)

⎡ ∂y ∂y ∂y ∂y ⎤ 1

J =⎢ j
10
⎥ (11)
⎣ ∂mi ∂σ i ∂a( j ) ∂b( j ) ⎦
j
0
10

for TBF model. The parameter number is -1

P = M (2n + 1) for Sugeno and LBF model,

10

P = M (2n + 2) for TBF model. -2

10

In Eq. (10) and Eq.(11) i = 1,..., n , -3

10
0 10 20 30 40 50 60 70 80 90 100

j = 1, 2,..., M .Where n is number of inputs to

fuzzy system. It is selected n=2 for Sugeno and Figure 6. SSE for LBF model.
TBF model, and n=3 for LBF model. The
The Proposed model performances and
parameter vector is p = ⎡⎣ mij σ i j θ j ⎤⎦ for
Sugeno fuzzy model performance with respect
Sugeno fuzzy model and LBF model, and to the test input are shown in Fig. 7., Fig. 8.,
p = ⎡⎣ mij σ i j a ( j ) b( j ) ⎤⎦ for TBF model. In and Fig 9. respectively.
other words, the Sugeno fuzzy model and LBF Test : Lagurre Based Fuzzy System
10
model have 3 parameters per rule; the TBF
model has 4 parameters per rule. In computer 8
simulations, input membership function
centers and output parameters are initialized 6

uniformly between minimum and maximum of

4
input and output [23]. The scaling parameters
(standard deviation of membership functions) 2
are initialized to 1. Rule numbers are selected
as M=3. Another free parameter is pole a. If 0
System output
the memory of the underlying system is known LBF Estimation
-2
in advance, a suitable value for pole parameter 0 50 100 150
index
200 250 300

can be selected easily. We selected the pole

parameters of Laguerre bases as a=0.6 in our Figure 7. Test response of the trained LBF
simulation study. model.

Fig.5 shows training of LBF model for 100
iterations with training input as shown in Fig.
3. The sum squared error (SSE) of LBF model
for training is shown in Fig. 6. The LBF model
has fast learning capability.
The Sugeno fuzzy system model and
Trigonometric based fuzzy system model
training performances are almost same but the
Sugeno model test-performance is not
adequate.

4


674
 10
Test : Trinigometric Based Fuzzy System
Table 1. Comparison of Sugeno Fuzzy
model, proposed LBF model, and proposed
8 TBF model. P is the number of model
parameters.
6
Training Test
4
Fuzzy Model Performance Perfor.
(MDL) (SSE) (SSE)
2
Sugeno
98.65 0.522 97.546
(P=15)
0
System output Trigonometric
TBF Estimation 107.93 0.509 4.171
-2
0 50 100 150 200 250 300
Based (P=18)
index
Laguerre
-1381.60 0.003 0.180
Figure 8. Test response of the trained Based (P=21)
trigonometric based fuzzy system model.

Test: Sugeno Fuzzy system

5 Conclusions
10

The fuzzy system models on orthogonal

8
bases are examined in this study. The input and
6
output orthogonal approximations are
introduced. They are Laguerre based and
4 Trigonometric based fuzzy system models.
Their contributions are discussed on non-linear
2 system identification problem. Both model
performances are compared with the classic
0
Actual
Sugeno fuzzy model performance using the
-2
Fuzzy Model Estimation SSE and the MDL criteria. It is shown that
0 50 100 150
index
200 250 300
their generalization capability superior than
Sugeno fuzzy model. The LBF model has best
Figure 9. Test response of the trained Sugeno
training and test performances.
fuzzy system model.

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DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 677--681
Copyright@2007 Watam Press

Homomorphisms in a direct sum of full

matrix algebras
Zhongyan Li
Department of mathematics and physics, North China Electric Power University, Beijing 102206, China

Minli Li∗
Department of mathematics, Capital Normal University, Beijing 100037, China

AMS subject classifications: 46L05

Abstract: In this paper, we give a detailed discus- (2) H → „ 2 (C) : λ + μi + σj +

M «τk
sion for the homomorphisms in a direct sum of full ma- λ + iμ σ + iτ
→ ;
trix algebras over real, complex and quaternion fields, −σ + iτ λ − iμ
which are more complicated than that only over com- (3) H → M 0 4 (R) : λ + μi + σj + τ k1
plex field. λ μ σ τ
B −μ λ −τ σ C
→ B @ −σ
C,
τ λ −μ A
−τ −σ μ λ
1 Introduction ∀λ, μ, σ, τ ∈ R.
In view of the above, the ”standard” *-
By the definition, any complex (real) AF C*-algebra A homomorphism is defined as follows:
may be regarded as the inductive limit of an increasing
sequence An of finite dimensional complex (real) C ∗ - Definition 2.1 Let k, l, n be positive integers. A uni-
algebras. In fact, let Φn be the embedding map from tal real *-homomorphism ([3])between two full matrix
An into An+1 and Φmn = Φm−1 ◦ . . . ◦ Φn (m ≥ n), algebras (as real C*-algebras) is called ”standard” if it
then A is *-isomorphic to limn {An , Φmn | m ≥ n} = is one of the following forms:
limn {An , Φn }. Conversely, let An be a sequence of (1)
finite dimensional C ∗ -algebras, and for each n, sup-
pose that Φn is a *-isomorphism from An into An+1 , k
αR,F : Mn (R) −→ Mnk (F) = Mn (F) ⊗ Mk (R)
then the inductive limit limn {An , Φn } is an AF C*-
x −→ x ⊗ Ik , ∀x ∈ Mn (R);
algebra. Therefore it is very important to investigate
the *-homomorphisms between complex (real) finite di-
mensional C*-algebras. Bratteli has given the detailed (2) (i)
discussion for the homomorphisms between finite di-
k
αC,R : Mn (C) = Mn (R)+̇iMn (R) −→
mensional complex C*-algebras([1]). About the real M2nk (R) = M2n (R) ⊗ Mk (R)
case, there is a simple depiction([2]). Here, we give the „+ ib −→ «
a
complete and detailed description of that between finite a b
⊗ Ik , ∀a, b ∈ Mn (R);
dimensional real C*-algebras with the new system of −b a
real definitions([3]). The real case is more complicated k,
(ii) αC,C :
than that of complex case. Because a finite dimensional
Mn (C) → Mn(k+) (C)
real C*-algebra A is isomorphic to a direct sum of full 0 1
x
matrix algebras over R, C or H ([3]), we mainly dis-
B .. C
cuss the *-homomorphism between the direct sum of B . C
B C
full matrix algebras. Throughout, let F, G = R, C or H B x C
x → B C,
( as real C*-algebras). B x C
B C
B .. C
@ . A
x
2 Main results ∀x ∈ Mn (C). The multiplicity of x and x are k and
l respectively;
As real C*-algebras, the canonical embeddings are given (iii)
as follows: „ «
λ μ k
αC,H : Mn (C) −→ Mnk (H) = Mn (H) ⊗ Mk (R)
(1) C → M2 (R) : λ + iμ → ;
−μ λ x −→ x ⊗ Ik , ∀x ∈ Mn (C).
0∗ Corresponding author.

E-mail address: liml@mail.cnu.edu.cn(Minli Li).


 k
(3) (i) αH,R : real *-homomorphism α = {αij | 1 ≤ i ≤ n, 1 ≤j ≤
m} from A into B, where αij : Ai −→ Bj , ∀i, j is real
Mn (H) → M4nk (R) = M4n (R) ⊗ Mk (R) *-homomorphism, is called ”standard”, if
00 + a1 i + a2 j + a3 k →
a 1 0
α11 (x1 )
1
a0 a1 a2 a3
B −a1 −a3 a2 C B .. C
B a0 C ⊗ Ik , B . C
@ −a2 B C
a3 a0 −a1 A B αn1 (xn ) C
−a3 −a2 a1 a0 α(x) = B
B
C
C
B 0 C
B .. C
∀a0 , a1 , a2 , a3 ∈ Mn (R); @ . A
(ii) 0
0 1
α1m (x1 )
k
αH,C : Mn (H) −→ M2nk (C) = M2n (C) ⊗ Mk (R) B .. C
B C
„0 + a1 i + a2 j + a3 k −→«
a B .
C
a0 + ia1 a2 + ia3 B αnm (xn ) C
⊗ Ik , ⊕··· ⊕ B
B
C
C
−a2 + ia3 a0 − ia1 B 0 C
B .. C
@ . A
∀a0 , a1 , a2 , a3 ∈ Mn (R);
(iii) 0
∈ B1 ⊕ · · · ⊕ Bm = B,
k
αH,H : Mn (H) −→ Mnk (H) = Mn (H) ⊗ Mk (R)
∀x = x1 ⊕ · · · ⊕ xn , xi ∈ Ai , 1 ≤ i ≤ n.
x −→ x ⊗ Ik , ∀x ∈ Mn (H).
Remark: For each αij in Definition 2.2 is deter-
Remark: The geometrical meaning of the ”stan- mined by a positive integer or a couple of positive inte-
dard” embeddings is as follows: gers, α is determined by the matrix:
Let α : Mn (F) −→ Mm (G) be a unital real *-
homomorphism, and be ”standard”. For simplicity, α (sij (Fi , Gj ))1≤i≤n,1≤j≤m
must be injective. with
(1) If m = n, then the geometrical meaning of 
Xn
p p
is as follows: sij (Fi , Gj )· dimR (Ai ) ≤ dimR (Bj ), ∀1 ≤ j ≤ m,
Let {eij | 1 ≤ i, j ≤ n} be the matrix units of i=1
Mn (F), then {α(eii ) | 1 ≤ i ≤ n} are orthogonal
where each sij is a non-negative integer or a couple of
and equivalent projections of Mm (G). Thus each α(eii )
non-negative integers ( when (Fi , Gi ) = (C, C). In this
is the orthogonal direct sum of minimal projections in
case, the sum in the above inequality is the sum of the
Mm (G) with rank  (independent of i).
couple.)
(2) If (F, G) = (R, G), (C, H), and (H, H), the em-
Obviously, α is unital if and only if the inequality
bedding has been determined by  of (1). It has the
becomes equality. We see that the matrix is different
same situation as the complex case (see Definition 2.1).
that of the complex finite dimensional C*-algebras([1]).
(3) (i) If (F, G) = (C, R),  = 2k (see Lemma
2.1(i)), it involves the canonical embedding C → Lemma 2.1 Let φ : F −→ Mm (G) be a unital real *-
M2 (R); homomorphism, then
(ii) If (F, G) = (H, C),  = 2k (see Lemma 2.1(i)), (i) If (F, G) = (C, R) or (H, C), then m is even;
it involves the canonical embedding H → M2 (C); (ii) If (F, G) = (H, R), then m = 4k, k is integer.
(iii) If (F, G) = (H, R),  = 4k (see Lemma 2.1(ii)),
it involves the canonical embedding H → M4 (R); Proof: (i) Let (F, G) = (C, R), then φ(i) is a
unitary of Mm (R) with φ(i)2 = −Im . It follows
(iv) If (F, G) = (C, C),  = p + q. The geometri-
that detφ(i)2 = (−1)m , where detφ(i) ∈ R, so m is
cal meaning of the couple p, q is as follows: α may be
even. Now let (F, G) = (H, C), φ : H −→ Mm (C)
written as α : C −→ M (C). Then φ(i) is a unitary
be a unital *-homomorphism. Then φ(i), φ(j) and
of M (C), and skew-hermitian with φ(i)2 = −I . so
φ(k) are unitary elements of Mm (C), and φ(i)φ(j) =
σ(φ(i)) = {±i}. There is a unitary u ∈ M (C), and
φ(ij) = −φ(j)φ(i), φ(j)φ(k) = −φ(k)φ(j), φ(k)φ(i) =
„ «
∗ Ip −φ(i)φ(k). Since σ(φ(i)) = {±i} in Mm (C), there is a
uφ(i)u = i , p + q = , unitary v ∈ Mm (C) such that
−Iq
„ «
Ip
where p and q are the multiplicity of the eigenvalue i φ(i) = vφ(i)v ∗ = i , where p + q = m.
−Iq
and −i respectively.
Let φ(j) = vφ(j)v ∗ , we have φ(i) φ(j) +
Definition 2.2 Let A = A1 ⊕ · · · ⊕ An , B = B1 ⊕ · · · ⊕ φ(j) φ(i) „= 0, φ(i)«
2
= −Im . We can assume that
Bm be two finite dimensional real C*- algebras, where  A B
Ai , Bj are full matrix algebras over field C, R or H. The φ(j) = , so φ(j) = φ(i) φ(j) φ(i) =
C D


 „ «„ «„ «
Ip A B Ip Lemma 2.2 Let φ : H −→ M2p (C) be a unital real
− =
−Iq C D −Iq *-homomorphism, then there is a unitary u ∈ M2p (R)
„ « „ «
−A B 0 B p
with Adu ◦ φ = αH,C , where Adu ◦ φ = u · φ(·) · u∗ .
. Thus φ(j) =
p
. Since
C −D C 0q
„ « Proof: There is a unitary v ∈ M2p (C)(see
BC 0
φ(j)2 = = −Im ,
0 CB the proof of „ Lemma «2.1) such that Adv ◦
Ip
φ(i) = i and Adv ◦ φ(j) =
B : Cq −→ Cp , −Ip
„ «
C : Cp −→ Cq , 0p B
, B ∈ Mp (C). Since φ(j)∗ = −φ(j),
−B −1 0p
B is a q × p matrix, C is a p × q matrix, it follows that
B is a unitary, and B −1 = B ∗ . It follows that
p = q, m = 2p.
φ
(ii) Let H −→ Mm (R) be a unital real *- Adv ◦ φ(k) = Adv ◦ φ(i) · Adv ◦ φ(j)
„ «
homomorphism. φ(i), φ(j) and φ(k) are unitary ele- 0p B
ments of Mm (R). As the first case of (i), m = 2p. = i −1 .
B 0p
We investigate the real operator φ(i) of Mm (C) = „ «
Mm (R)+̇iMm (R). Its eigenvalues are i and −i with Set ω =
Ip 0
, then u = ωv is a unitary of
eigenspaces [ξ1 +iη1 , · · · , ξp +iηp ] and [ξ1 −iη1 , · · · , ξp − 0 B
iηp ] in Cm . The following is obvious, < ξj + iηj , ξk + M2p (C). We have
„ «„ «„ «
j δjk , ξj , ηj ∈ R , ∀j. So in R , we have
iηk >= m m Ip Ip Ip
Adu◦φ(i) = i
< ξj , ξk > + < ηj , ηk >= δjk B −Ip B∗
(2.1) ∀1 ≤ j, k ≤ m. „ «
< ηj , ξk > − < ξj , ηk >= 0, Ip
=i ;
−Ip
„ «„ «„ «
Obviously, < ξk + iηk , ξj − iηj >= 0. It follows that Ip 0 0 B Ip 0
Adu ◦ φ(j) = ∗
j 0 B −B 0 0 B∗
„ «
< ξk , ξj > − < ηk , ηj >= 0 0 Ip
(2.2) ∀1 ≤ j, k ≤ m. = ;
< ξk , ηj > + < ηk , ξj >= 0, −Ip 0
„ « „ «„ «
Ip B Ip
By (2.1) and (2.2), ξk ⊥ ξj , ηk ⊥ ηj , ∀k = j; ξk ⊥ Adu◦φ(k) = i
B B −1 B∗
ηj , ∀k, j, and ξk 2 = ηk 2 = 12 , ∀k. We may set „ «
ξk  = ηk  = 1, ∀k, thus {ξ1 , · · · , ξp , η1 , · · · , ηp } is Ip
=i .
an orthonormal basis of Rm , and Ip
p
So Adu ◦ φ = αH,C . The proof is complete.
ξj + iηj i(ξj + iηj ) = iξj − ηj
φ(i) : −→ Lemma 2.3 Let φ : H −→ Mm (R) be a unitary real
ξj − iηj −i(ξj − iηj ) = −iξj − ηj .
*-homomorphism, and m = 2p = 4k. Then there is a
Thus φ(i)(ξj ) = −ηj , φ(i)(ηj ) = ξj , ∀j. There is a unitary u ∈ Mm (R) with Adu ◦ φ = αH,R
k
.
unitary (real) matrix v ∈ Mm (R) with
„ « Proof: There is a unitary v ∈ Mm (R) (see the
Ip proof of Lemma 2.1(ii)) such that
vφ(i)v ∗ = φ(i) = .
−Ip „ «
Ip
Adv ◦ φ(j) = = φ(j)
Denote φ(j) = vφ(j)v ∗ ∈ Mm (R), still φ(j)2 = −Ip
−I
„ m and « φ(j) φ(i) = −φ(i) φ(j) . Write φ(j) =
and „ «
A B A B
, where A, B, C, D ∈ Mp (R). Since φ(j) = Adv ◦ φ(k) = = φ(k) ,
C D B −A
„ «
A B
φ(i) φ(j) φ(i) , we have φ(j) = , A, B ∈ where A, B ∈ Mp (R) with Aτ = −A, B τ = −B, AB =
B −A
BA and A2 + B 2 = −Ip . We write R2p = [ξ1 , · · · , ξp ] ⊕
Mp (R). Thus A + B = −Ip , AB = BA by φ(j)2 =
2 2
[η1 , · · · , ηp ],
−Im . It follows that Aτ = −A, B τ = −B for φ(j)∗ =
φ(j) τ = −φ(j) . ξs −→ −ηs
φ(j) : 1 ≤ s ≤ p.
See A, B as real operators in Cp = Rp +̇iRp , we ηs −→ ξs ,
have Cp = X1 ⊕ · · · ⊕ X ⊕ X0 ⊕ X ⊕ · · · ⊕ X1 , where
Since AB = BA, we may find the common eigenvalues
Xj is the eigenspace of A with eigenvalue iλj , and Xj is (1) (1) (2) (2)
of A and B in Cp . Let ξ1 , · · · , ξk ; ξ1 , · · · , ξk ∈
the eigenspace of A with eigenvalue −iλj (λj = 0 ∈ R).
[ξ1 , · · · , ξp ] such that
Obviously dimC Xj = dimC Xj , 1 ≤ j ≤ ; X0 = X0 is
the null space of A. Since AB = BA, BX0 ⊂ X0 . The A (1) (2) iλt (1) (2)
eigenvalue of (B |X0 ) are couples in imaginary axis for (ξ + iξt ) = (ξ + iξt ),
B t iμt t
A2 + B 2 = −Ip . So dimC X0 is even. By the above, A (1) (2) −iλt (1) (2)
p = 2k, k ∈ Z, so m = 4k. The proof is complete. (ξ − iξt ) = (ξ − iξt ),
B t −iμt t


where λt , μt ∈ R, λ2t + μ2t = 1, 1 ≤ t ≤ k. Obviously where s, t ∈ R, s2 + t2 = 1.
( Obviously in C4 = X ⊕ X,
(1) (2) (1) (2)
< ξt + iξt , ξs + iξs >= 2δst
(1) (2) (1) (2) ∀s, t.
< ξt + iξt , ξs − iξs >= 0 e1 −→ −e3 , e3 −→ e1 ,
φ(j) :
e2 −→ −e4 , e4 −→ e2 ,
(1) (1) (2) (2)
As in Lemma 2.1, {ξ1 , · · · , ξk , ξ1 , · · · , ξk } is an
orthonormal basis of Rp = [ξ1 , · · · , ξp ]. We know that and
(1) (2) (1) (2)
ξt −→ −λt ξt , ξ −→ −μt ξt , e1 −→ −se2 − te4 , e2 −→ se1 + te3 ,
A: B : t(2) φ(k) : X −→ X :
(2)
ξt −→
(1)
λt ξt , ξt −→
(1)
μt ξt , e3 −→ −te2 + se4 , e4 −→ te1 − se3 ,

∀1 ≤ t ≤ k. Likewise, there is [η1 , · · · , ηp ] = where X = [e1 + ie3 , e2 + ie4 ] is the eigenspace corre-
(1) (1) (2) (2)
[η1 , · · · , ηk ; η1 , · · · , ηk ] such that A and B have sponding to the eigenvalue i of φ(j) ; X = [e1 −ie3 , e2 −
the same matrix representations. Now we may write ie4 ] is the eigenspace corresponding to the eigenvalue −i
(4) (4) (1) (2) (1)
Rm = ⊕kt=1 Rt , where Rt = [ξt , ξt , ηt , ηt ]. Ac-
(2)
of φ(j) .
cording this ordinal basis, the matrix of Now we must find the orthonormal basis g, h. Thus
(1)(2) (1)(2) X = [g, h], X = [g, h]. Set
ξt −→ −ηt
φ(j) : (1)(2) (1)(2)
ηt −→ ξt g+g h+h
„ « f1 = , f2 = ,
2 2
I2
is
−I2
; at the same time, g−g h−h
f3 = , f4 = .
0 1 2i 2i
λt μt
B −λt −μt C If {f1 , f2 , f3 , f4 } is an orthonormal basis of R4 , and
φ(k) = B
@
C.
μt −λt A
f1 −→ −f3 , f3 −→ f1 ,
−μt λt (2.3) φ(j) :
f2 −→ −f4 , f4 −→ f2 ,
(4)
« ωt ∈ M (Rt ) such
Now we need to„find a unitary
 I2
that Adωt ◦ φ(j) = , and f1 −→ −f4 , f3 −→ −f2 ,
−I2 (2.4) φ(k) :
f2 −→ f3 , f4 −→ f1 ,
0 „ « 1
1
B 0
−1 C then φ(j) , φ(k) will satisfy our requirements. These
Adωt ◦ φ(k) = B@
„ « C.
A requirements are equivalent to φ(k) : g −→ −ih and
1
−1
0 h = −iφ(k) g ⊥ g. Let g = (λ + iμ)(e1 + ie3 ) + (σ +
iτ )(e2 + ie4 ), where λ, μ, σ, τ ∈ R. Thus iφ(k) g =
Then there is a unitary u ∈ Mm (R) with (iλ + μ)[(−se2 − te4 ) − i(−te2 + se4 )] + (iσ + τ )[(se1 +
„ «
I2 te3 ) − i(te1 − se3 )]. That is to require
Adu ◦ φ(j) = ⊗ Ik ,
0 1 0 1
0 −I2 „ « 1 λ + iμ (iσ + τ ) · (s − it)
1 B σ + iτ C B (iλ + μ) · (−s + it) C
B 0 C
−1 g=B C B
@ iλ − μ A ⊥ (−h) = @ (iσ + τ ) · (t + is) A .
C
Adu ◦ φ(k) = B@
„ « C ⊗ Ik .
A
1
0 iσ − τ (iλ + μ) · (−t − is)
−1
So By computing, < g, −h >= 0. So we may choose
j
Adu ◦ φ(i) = Adu ◦ φ(j) · Adu ◦ φ(k) g = e2 + ie4 ,
0 „ « 1
1 h = −iφ(k) g = (−te1 + se3 ) + i(−se1 − te3 )
B 0 C
B −1 „ « C
= @ A and set
1
0 − j
−1 f1 = e2 , f3 = e4
⊗Ik . f2 = −te1 + se3 , f4 = −se1 − te3 .
That is Adu ◦ φ = αH,Rk
. Then {f1 , f2 , f3 , f4 } is an orthonormal basis of R4
In order to find that ωt , the problem has been re- (s2 + t2 = 1). Therefore φ(j) and φ(k) satisfy (2.3)
duced the case of φ : H −→ M4 (R). By the above, there and (2.4). The proof is complete.
has been the following matrix in M4 (R):
0 1
s t Lemma 2.4 Let φ : Mn (F) −→ Mm (G) be a unital
„ «
I2 B −s −t C real *-homomorphism, then there is a unique standard
φ(j) = , φ(k) = B
@
C,
−I2 t −s A *-homomorphism α : Mn (F) −→ Mm (G) and a unitary
−t s u ∈ Mm (G) such that φ = Adu ◦ α.


 Proof: (1) We know that p = p1 ⊕ · · · ⊕ pk for any (b) φ : H −→ Mm (C) is a unitary real *-
projection p of Mm (G), where each pi (i = 1, 2, · · · , n) homomorphism. By Lemma 2.1(i), m = 2p. By
is a minimal projection. We know that arbitrary two Lemma 2.2, there is a unitary u ∈ Mm (G) such that
p
projections of Mm (G) are equivalent. If p has another Adu ◦ φ = αH,C .
decomposition of minimal projections: p = q1 ⊕ · · · ⊕ q , (c) φ : H −→ Mm (H) is a unitary real *-
then k = . homomorphism. By Noether-skolem theorem, there is
(2) Let {fij | 1 ≤ i, j ≤ m} be the matrix units an inverse a ∈ A such that aα(x)a− = φ(x), ∀x ∈ H,
of Mm (G). Since fii Mm (G)fii ∼ = G and non-zero pro- where α : H −→ Mm (H) is a standard homomor-
jection in G is only I, we know that fii (1 ≤ i ≤ m) is a phism. Since φ and α are *-homomorphisms, we have
minimal projection. (a∗ )−1 α(x)a∗ = φ(x) = aα(x)a−1 , a∗ a ∈ α(H) ( the
(3) Let {eij | 1 ≤ i, j ≤ n} be matrix units commutators of α(H)). Naturally α(H) is also a C*-
of Mn (F). Then {φ(eii ) | 1 ≤ i ≤ n} is an equiv- subalgebra of Mm (H), and is unital. So a∗ a is a re-
1
alent projection family with φ(eii ) · φ(ejj ) = 0, i = j. versible element of α(H) and (a∗ a)− 2 ∈ α(H) . De-
1
Thus each φ(eii ) is an orthogonal direct sum of minimal fine u = a(a∗ a)− 2 , we have uα(x)u− = aα(x)a− =
projections with rank k (independent of i) in Mm (G), φ(x), ∀x ∈ H, moreover
or φ(eii ) is equivalent to the
P orthogonal direct sum of j ∗ 1 1
fjj with k times. Since i φ(eii ) = 1 (φ is unital), u u = (a∗ a)− 2 (a∗ a)(a∗ a)− 2 = I,
m = n · k, and k is as the above. ∗ ∗ −1 ∗
uu = a(a a) a = I.
(4) We see
So u is a unitary and Adu∗ ◦ φ = α. The proof is com-
= eii Mn (F)eii −→ φ(eii )Mm (G)φ(eii ) ∼
F∼
φ
= Mk (G). plete.
Then φ may be written as Theorem 2.1 Let A and B be finite dimensional
φ = ψ ⊗ id : F ⊗ Mn (R) −→ Mk (G) ⊗ Mn (R), real C*-algebras, and φ : A −→ B is a unital
real *-homomorphism. Then there is a standard *-
where ψ : F −→ Mk (G) is a unital real *- homomorphism α : A −→ B and a unitary u ∈ B such
homomorphism. So we may assume that n = 1. that Adu ◦ φ = α.
(i) If F = R.
Proof: Let A = A1 ⊕ · · · ⊕ An , B = B1 ⊕ · · · ⊕ Bm ,
φ:R −→ Mm (G) = G ⊗ Mm (R)
where each Ai and Bj are full matrix algebras over field
I −→ I ⊗ Im . R, C or H. We set
m
Thus φ = αR,G . φ = {φij | 1 ≤ i ≤ n, 1 ≤ j ≤ m},
(ii) If F = C.
(a) φ : C −→ Mm (R) is a unital real *- φij : Ai −→ Bj *-homomorphism, ∀i, j.
homomorphism. By Lemma 2.1(i), m = 2p. We know For each j, we investigate the orthogonal projection
that φ(i) is a unitary and skew-hermitian of Mm (R) family {φij (IAi ) | 1 ≤ i ≤ n}. By the discussion
and there is a unitary u by the proof of Lemma 2.1(ii) of Lemma 2.4, there is an inner automorphism φ of
such that B, we may assume that φ has the same form as α in
„ « „ «
Ip 1 Definition 2.2. By Lemma 2.4, there exist standard
Adu ◦ φ(i) = = ⊗ Ip .
−Ip −1 *-homomorphisms αij and unitary uij ∈ (Bj )φij (IAi )
p such that
That is Adu ◦ φ = αC,R .
Aduij ◦ φij = αij , ∀i, j.
(b) φ : C −→ Mm (C) is a unital real *- Pm Pn P
homomorphism. In this case, φ(i) is unitary and skew- Let u = j=1 ( i=1 uij + IBj − n i=1 φij (IAi )), then u
hermitian with φ(i)2 = −Im . So σ(φ(i)) = {±i}. There is a unitary of B, and α = (αij ) is standard. We have
is a unitary u ∈ Mm (C) such that Adu ◦ φ = α. The proof is complete.
„ «
Ip
Adu ◦ φ(i) = i , p + q = m.
−Ip References
p,q
That is Adu ◦ φ = αC,C . [1] Ola Bratteli, Inductive limits of finite dimensional
(c) φ : C −→ Mm (H) is a unitary real *- C*-algebras, Transactions of the American mathe-
homomorphism. As the same proof of (c) in the fol- matical society.,171(1972),195-234.
lowing (iii), there is a unitary u ∈ Mm (H) such that
Adu ◦ φ = αC,H
m
. [2] T. Giordano, A Classification of approximately
(iii) If F = H. finite real C*-algebras, J. reine angew.math.,
(a) φ : H −→ Mm (R) is a unital real *- 385(1988), 161-194.
homomorphism. By Lemma 2.1(ii) m = 2p = 4k. By [3] Bingren Li, Real Operator Algebras, World Scien-
Lemma 2.3, there is a unitary u ∈ Mm (R) such that tific, New Jersey. London .Singapore .HongKong
Adu ◦ φ = αH,R
k
. (2003).


 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 682--688
Copyright@2007 Watam Press
A Delay Differential Equation Model of Immune
Surveillance Against Cancer and Its Stability Analysis
Dan Li and Wanbiao Ma∗
Department of Mathematics and Mechanics, School of Applied Science
University of Science and Technology Beijing, Beijing 100083, China
Abstract In this paper, based on some biological
meanings, time delay is introduced into a nonlinear or-
dinary differential equation model of immune surveil-
lance against cancer proposed by Garay and Lefever
(1978), and a revised nonlinear delay differential equa-
tion model is derived. The model describes prolifera-
tion, decomposition and death of cancerous cells, and
consists of four components: cancerous cells, effector
cells, complexes of effector cells and cancerous cells,
dead cancerous cells. By some biological assumptions,
the revised model can be reduced to a simpler delay
differential equation with two components: cancerous
cells and dead cancerous cells. Then, we study the ef-
fect of time delay on the stability of the equilibria of the
system and sufficient criteria for local asymptotic sta-
bility of the equilibria of the system are given. Finally,
numerical simulations are also presented to illustrate
the main results and show the existence of periodic or-
bits for large time delay.
1 Introduction
It is well known that the cells in a living system
usually become cancerous cells in some rate, and
that, under immune surveillance against cancer,
cancerous cells will proliferate, decompose and then
die. The above process of transmission is often
mathematically described by nonlinear differential
equations. In the model proposed by Lefever and
Garay ([12]), four types of interacting populations
are taken into account. The density of cancerous
cells which replicate in accordance with the law of
logistic growth is denoted by X. The density of
dead cancerous cells is represented by P . Generally
speaking, the cytotoxic process includes two steps:
(a) the effector cells and the target cells are conju-
gated and form multicellular complexes; an effector
∗ The research of this article is partially supported by
the Foundation of University of Science and Technology
Beijing and The National Natural Science Foundation of
China(No.10671011).

can bind to several target cells; (b) the complexes
decompose into the original effectors and dead can-
cerous cells. Let E0 and E denote the densities
of the effectors and the complexes. The resulting
ODE model is ([12], [13], [17] and [18])
⎧
⎪
⎪ Ẋ(t) = λX(t)[1 − (X(t) + P (t))]
⎪
⎪ −k1 E0 (t)X(t),
⎨
E˙0 (t) = −k1 E0 (t)X(t) + k2 E(t), (1.1)
⎪
⎪
⎪
⎪ Ė(t) = k1 E 0 (t)X(t) − k2 E(t),
⎩
Ṗ (t) = k2 E(t) − k3 P (t),
where λ, k1 , k2 and k3 are parameters. λ is the rate
at which the cancerous cells proliferate, k1 and k2
represent the rates of binding and decomposition,
respectively. k3 depicts the rate at which the dead
cancerous cells are removed away or eliminated.
In the ODE model (1.1), it is assumed that,
for cancerous cells, the growth rate is of a clas-
sical logistic type, i.e., at any time t, the increas-
ing of the cancerous cells depends on the relative
numbers of individuals occupying potential spaces.
From the second and third equations of (1.1), it
has that there are input and output for the ef-
fectors and the complexes. Therefore, the sum
E0 (t) + E(t) of the local densities E0 (t) and E(t)
could be biologically assumed as a constant for
any time t ≥ 0, i.e., E0 (t) + E(t) ≡ E1 =const.
([16]). Furthermore, in biology ([13], [16] and [18]),
it has that the distribution of E0 and E in phase
could also be assumed to equilibrate rapidly with
respect to the local density of the cancerous cells
X, i.e., k1 E0 X − k2 E ≡ 0. Therefore, it has that
E0 = k2 E1 /(k1 X + k2 ), E = k1 E1 X/(k1 X + k2 ),
and that the fourth-dimensional nonlinear differen-
tial equation (1.1) can be reduced to the following
nonlinear differential equation with the variables X
and P ([16] and [18]),
⎧
⎨ Ẋ(t) = λX(t)[1 − (X(t) + P (t))]
−k1 k2 E1 X(t)/(k1 X(t) + k2 ),
⎩
Ṗ (t) = k1 k2 E1 X(t)/(k1 X(t) + k2 ) − k3 P (t).
(1.2)
In the paper, based on some biological meanings,
we shall introduce a time delay τ into the ODE
model (1.1) and get the following nonlinear delay
differential equation model,
⎧ parameters, λt → t, k1 X/k2 → X, k1 P/k2
⎪
⎪ Ẋ(t) = λX(t)[1 − (X(t − τ ) + P (t − τ ))]
⎪
⎪ −k1 E0 (t)X(t),
⎨ then, the system (1.4) can be rewritten as the fol-
E˙0 (t) = −k1 E0 (t)X(t) + k2 E(t),
⎪
⎪
⎪
⎪ Ė(t) = k1 E0 (t)X(t) − k2 E(t),
⎩
Ṗ (t) = k2 E(t) − k3 P (t),
(1.3)
which can be further reduced to the following non-
linear delay differential system with the variables
X and P,
⎧ following section, we shall consider existence and
⎨ Ẋ(t) = λX(t)[1 − (X(t − τ ) + P (t − τ ))]
−k1 k2 E1 X(t)/(k1 X(t) + k2 ),
⎩
Ṗ (t) = k1 k2 E1 X(t)/(k1 X(t) + k2 ) − k3 P (t).
(1.4)
We introduce the time delay τ to the ODE model
(1.1) based on the following motivations in biology
and mathematics. (i) The classical logistic term
X(t)(1 − X(t) − P (t)) in the ODE model (1.1) as-
sumes that the growth rate of the cancerous cells in
a population depends on the relative number of the
individuals occupying potential spaces, at any time
t, in the system under consideration. In practice,
this is improbable in biology, because the process
of the replication of the cancerous cells is not in-
stantaneous. Thus, it is more reasonable to use
X(t)(1−X(t−τ )−P (t−τ )) to describe the growth
of the cancerous cells at time t. In fact, the similar
argument has been used in [7] for deriving the fol-
lowing well known Logistic model with time delay
τ ≥ 0 ([11]),
Ṅ (t) = rN (t)(K − N (t − τ ))/K (r, K > 0).
(ii) In recent years, time delays (including discrete
time delays and distributed time delays) have been
widely incorporated in various immune dynamical
systems in HIV infection (see, for example, [1]-[5],
[9], [10], [14]-[15], [20] and references there in). For
example, an intracellular delay represents the time
between viral entry into a target cell and the pro-
duction of new virus particles. Pharmacological de-
lay occurs between the ingestion of drug and it ap-
pearance with in cells. Furthermore, time delays
can also be used to describe the time between infec-
tion of a CD4+ T-cell and emission of viral particles
on cellular level. (iii) In general, delay differential
equations exhibit much more complicated dynam-
ics than ordinary differential equations, since a time
delay could cause a stable equilibrium to become
unstable, and cause the populations to fluctuate.

The purpose of the paper is to consider dynam-
ical properties of the nonlinear delay differential
system (1.4).
For simplicity, we introduce the dimensionless
→ P , and k2 /k1 ≡ θ, k1 E1 /λ ≡ β, k3 /λ ≡ γ,
lowing dimensionless form,
⎧
⎨ Ẋ(t) = X(t)[1 − θ(X(t − τ ) + P (t − τ ))]
−βX(t)/(1 + X(t)),
⎩
Ṗ (t) = βX(t)/(1 + X(t)) − γP (t).
(1.5)
The organization of the paper is as follows. In the
the ultimate boundedness of the solutions of (1.5).
In Section 3, we shall give a detailed analysis for
the local asymptotic stability of the nonnegative
equilibrium and the positive equilibrium of (1.5).
In Section 4, we give some remarks and numerical
simulations which illustrate the main results.
2 Boundedness of solutions
By biological meaning, the initial condition of (1.5)
is given as

X(t) = ϕ1 (t) ≥ 0,
(2.1)
P (t) = ϕ2 (t) ≥ 0, (t ∈ [t0 − τ, t0 ]),
where t0 is a real constant, ϕ1 (t) and ϕ2 (t) are
continuous functions on [t0 − τ, t0 ]. With a stan-
dard argument, it is easily shown that the solu-
tion (X(t), P (t)) of (1.5) with (2.1) is existent and
nonnegative on [t0 , +∞), and is also ultimately
bounded, i.e., we have the following
Theorem 1 The solution (X(t), P (t)) of
(1.5) with (2.1) is existent and nonnegative
on [t0 , +∞), and lim supt→+∞ X(t) ≤ M ≡ eτ /θ,
lim supt→+∞ P (t) ≤ N ≡ βM/γ(1 + M ).
Proof. It follows from the local existence the-
ory of solutions for functional differential equations
(see, for example, [8] and [11]) that (X(t), P (t))
is existent on [t0 , b) for some positive constant
b > t0 . The first equation of (1.5) can be written
as Ẋ(t) = X(t)g(Xt , Pt ) for t ∈ [t0 , b), where
g(Xt , Pt ) = 1−θX(t−τ )−θP (t−τ )−β/(1+X(t)).
It has that for t ∈ [t0 , b),
 t
X(t) = ϕ1 (t0 ) exp g(Xu , Pu )du ≥ 0,
t0
which further implies that X(t) ≡ 0 on t ∈ [t0 , b)
for ϕ1 (t0 ) = 0, and that X(t) > 0 on t ∈ [t0 , b) for
ϕ1 (t0 ) > 0.
We further show that P (t) ≥ 0 for any t ∈ [t0 , b).
If not so, it has from the continuity of P (t) on [t0 −
τ, b), there exists some t1 > t0 such that P (t1 ) < 0
and Ṗ (t1 ) ≤ 0. On the other hand, it has from
the second equation of (1.5) and X(t) ≥ 0 for any
t ∈ [t0 , b) that
Ṗ (t1 ) = βX(t1 )/(1 + X(t1 )) − γP (t1 ) > 0,
which is a contradiction to Ṗ (t1 ) ≤ 0. Hence,
P (t) ≥ 0 for any t ∈ [t0 , b).
Next, let us further show that X(t) and P (t) are
bounded on [t0 , b).
From the second equation of (1.5), it has that
for t ∈ [t0 , b), Ṗ (t) ≤ β. Integrating it from t0
to t, it has that P (t) ≤ ϕ2 (t0 ) + β(t − t0 ) <
ϕ2 (t0 ) + β(b − t0 ), which implies that P (t) is
bounded on [t0 , b). Since P (t) is nonnegative on
[t0 , b), it has from the first equation of (1.5) that
for t ∈ [t0 , b), Ẋ(t) ≤ X(t), which implies that
the inequality X(t) ≤ X(t0 )e(b−t0 ) holds for any
t ∈ [t0 , b). Hence, we have that X(t) is also
bounded on [t0 , b). Therefore, it follows from the
continuity theory of solutions for functional differ-
ential equations (see, for example, [8] and [11]) that
the solution (X(t), P (t)) is also existent and non-
negative on [t0 , +∞).
Now, we further consider the ultimate bound-
edness of the solutions of (1.5) by similar analysis
techniques given in [11]. From the first equation of
(1.5), it has Ẋ(t) ≤ X(t) for t ≥ t0 . Integrat-
ing it from t − τ to t, it has that X(t − τ ) ≥
e−τ X(t) for t ≥ t0 + τ . Hence, we have that
for t ≥ t0 + τ, Ẋ(t) ≤ X(t)[1 − θe−τ X(t)]. It
has from well known comparison principle that
lim supt→+∞ X(t) ≤ eτ /θ = M. Hence, for any suf-
ficiently small ε > 0, there exists sufficiently large
T, such that for any t ≥ T, it has that X(t) < M +ε.
It has from the second equation of (1.5) that
Ṗ (t) ≤ β(M + ε)/(1 + M + ε) − γP (t),
which implies that lim supt→+∞ P (t) ≤ β(M +
ε)/γ(1 + M + ε). Note that ε may be arbitrarily
small, it has that lim supt→+∞ P (t) ≤ N.
This completes the proof of Theorem 1.
The existence of the equilibria of (1.5) without
time delay has been considered in [18] based on
some simple theoretical analysis and numerical sim-
ulations. For convenience in discussion on stability
of the equilibria of (1.5) in next section, we give the

classifications of the equilibria of (1.5). First, it is
clear that there always exists the boundary equi-
librium E0 = (0, 0) for any θ > 0, β > 0 and γ > 0.
Furthermore, there also exist positive equilibria in
the following cases:
(i) If β < 1, there exists unique positive equi-
librium E ∗ = (X ∗ , P ∗ ). (ii) If β > 1 and
0 < θ < θ1 , there exist two positive equilib-
ria E1∗ = (X1∗ , P1∗ ) and E2∗ = (X2∗ , P2∗ ). (iii) If
β > 1 and θ = θ1 , there exists unique positive
equilibrium E ∗∗ = (X ∗∗ , P ∗∗ ). (iv) If β = 1 and
0 < θ < γ/(1 + γ), there exists unique positive
equilibrium E ∗∗∗ = (X ∗∗∗ , P ∗∗∗ ).
3 Stability of equilibria
In the section, we shall first give a detailed analysis
for the local asymptotic stability of the boundary
equilibrium E0 = (0, 0). It has the following
Theorem 2 If β > 1, then E0 of (1.5) is locally
asymptotically stable for any time delay τ ≥ 0. If
β < 1, then E0 of (1.5) is unstable for any time
delay τ ≥ 0. If β = 1, it is a critical case.
Proof. To discuss the local asymptotic stabil-
ity of E0 , let us consider the following coordinate
transformation u(t) = X(t) − X̄, v(t) = P (t) − P̄ ,
where (X̄, P̄ ) denotes any equilibrium of (1.5).
Hence, the corresponding linearized system of (1.5)
is
⎧ 
⎨ u̇(t) = 1 − θX̄ − θP̄ − β q̄ u(t)
−θX̄u(t − τ ) − θX̄v(t − τ ), (3.1)
⎩
v̇(t) = β q̄u(t) − γv(t),
where q̄ = 1/(1 + X̄)2 . The associated characteris-
tic equation of (3.1) is given by

λ2 + γ − 1 + θX̄ + θP̄ + β q̄ λ

+γ −1 + θX̄ + θP̄ + β q̄ (3.2)

+e−λτ θX̄λ + θγ X̄ + βθX̄ q̄ = 0.
It is clear that the associated characteristic equa-
tion of (3.1) at E0 = (0, 0) = (X̄, P̄ ) becomes
λ2 + (γ − 1 + β) λ + γ (−1 + β)
= (λ − 1 + β)(λ + γ) = 0. (3.3)
Hence, (3.3) have two real roots, λ = λ1 = −γ <
0, λ = λ2 = 1 − β, which clearly imply that the
conclusions of Theorem 2 are true.
This completes the proof of Theorem 2.
 Remark 1 Note that β = k1 E1 /λ, it has that
the condition β > 1 means that the killing rate
of the effector cells is higher than the increasing
rate of the cancerous cells, and hence the stability
of E0 of (1.5) implies that cancerous cells shall
be dead ultimately. Furthermore, β < 1 means
that the killing rate of the effector cells is lower
than the increasing rate of the cancerous cells, and
hence the instability of E0 of (1.5) implies that
cancerous cells can not be eliminated ultimately.
For stability of the positive equilibrium E ∗ of
(1.5), it has the following
Theorem 3 If β < 1, and the linearized system
of (1.5) at E ∗ is locally asymptotically stable for
τ = 0, then, there exists a critical value τ0 such
that E ∗ of (1.5) is locally asymptotically stable for
τ < τ0 and unstable for τ > τ0 .
Proof. For simplicity, let us set q = 1/(1+X ∗ )2 .
It is known from (3.1) that the corresponding lin-
earized system of (1.5) at E ∗ is
⎧ has from (3.5) that
⎨ u̇(t) = qβX ∗ u(t) − θX ∗ u(t − τ )
−θX ∗ v(t − τ ), (3.4)
⎩ ⎪
v̇(t) = qβu(t) − γv(t),
and the associated characteristic equation of (3.4)
is given by
λ2 + (γ − qβX ∗ ) λ − qβγX ∗
+e−λτ (θX ∗ λ + θγX ∗ + qβθX ∗ ) = 0. (3.5)
If τ = 0, (3.5) reduces to
λ2 + (γ − qβX ∗ + θX ∗ ) λ
−qβγX ∗ + θγX ∗ + qβθX ∗ = 0. (3.6)
Since the linear system (3.4) is locally asymptot-
ically stable for τ = 0, it has from the Routh-
Hurwitz criterion that
A ≡ γ − qβX ∗ + θX ∗ > 0,
B ≡ −qβγX ∗ + θγX ∗ + qβθX ∗ > 0.
It is known that the positive equilibrium E ∗ is lo-
of the characteristic equations have negative real
parts, applying such a general test to specific tran-
scendental equations and far from trivial.
We shall use similar methods as in [5] and [11]
to discuss the distribution of the roots of (3.5).
Let λ = λ(τ ) = η(τ ) + iω(τ ) be any root of
(3.5). It has that η(τ ) and ω(τ ) depend on the time
delay τ continuously (see, for example, [11] and
[19]). From the assumptions in Theorem 3, it has
that all the roots of (3.5 )for τ = 0 have negative
real parts, i.e., η(0) < 0. Hence, it follows from
Rouché theorem and the continuity with respect
to τ that η(τ ) < 0 for τ > 0 being sufficiently
small, which implies that E ∗ of (1.5) is still locally
asymptotically stable for sufficiently small τ > 0.
We first show that there exits some critical value
τ0 > 0 such that η(τ0 ) = 0 and ω(τ0 ) > 0, i.e.,
λ = ±iω(τ0 ) are a pair of purely imaginary roots
of (3.5) for τ = τ0 .
In fact, it has from B > 0 that λ = 0 is not a
root of (3.5) for any τ ≥ 0. If λ = iω is the purely
imaginary root of (3.5) for some τ > 0 and ω > 0,
separating the real part and the imaginary part, it
⎧
⎪ (θγX ∗ + qβθX ∗ ) cos ωτ + ωθX ∗ sin ωτ =
⎨
ω 2 + qβγX ∗ ,
⎪
⎪ ωθX cos ωτ − (θγX + qβθX ∗ ) sin ωτ =
∗ ∗
⎩
− ω (γ − qβX ∗ ) .
(3.7)
Adding up the squares of the both equations, we
obtain that
2
(θγX ∗ + qβθX ∗ ) + ω 2 θ2 X ∗2 =
 2 2 2
ω + qβγX ∗ + ω 2 (γ − qβX ∗ ) ,
from which it has that
2
ω 4 + 2qβγX ∗ + (γ − qβX ∗ ) − θ2 X ∗2 ω 2
2 2
+ (qβγX ∗ ) − (θγX ∗ + qβθX ∗ ) = 0. (3.8)
Since A > 0 and B > 0, it has that
Ā = 2qβγX ∗ + A (γ − qβX ∗ − θX ∗ ) ,
B̄ = −B (qβγX ∗ + θγX ∗ + qβθX ∗ ) < 0.
Hence, it has from (3.8 )that

cally asymptotically stable if all the roots of (3.5)
ω 2 = −Ā/2 + Ā2 − 4B̄/2 > 0.
have negative real parts. However, as pointed out
in [5] and [11] that (3.5) is a transcendental equa- This implies that (3.5) has a pair of purely imag-
tion and have infinitely many eigenvalues, hence, inary roots λ = ±iω(ω > 0). Furthermore, from
the classical Routh-Hurwitz criterion cannot be (3.7), it easily has that
used to discuss (3.5) anymore. Moreover, though
there are some general tests (see, for example, [19]) cos ωτ = [(γ + qβ)qβγX ∗
that can be used to determine when all the roots +(qβω 2 + qβX ∗ ω 2 )]μ > 0, (3.9)


 sin ωτ = [(ω 2 + qβγX ∗ ) characteristic equation (3.5) which has positive real
+(γ − qβX ∗ )(γ + qβ)]ωμ, (3.10) part for any τ > τ0 , i.e., the positive equilibrium
E ∗ of (1.5) is unstable for τ > τ0 .
2
where μ = 1/θX ∗ [ω 2 + (γ + qβ) ]. Hence, there This completes the proof of Theorem 3.
is unique θ (0 < θ ≤ 2π) such that ωτ = θ and
that (3.9) and (3.10) hold. Therefore, it has that Remark 2 Since β < 1 means that the killing
θ = arctan(A1 /A2 ), where rate of the effector cells is lower than the increas-
ing rate of the cancerous cells, Theorems 2-3 show
A1 = ω[(γ − qβX ∗ )(γ + qβ) + ω 2 + qβγX ∗ ], that the cancerous cells can not be eliminated ulti-
A2 = (γ + qβ) qβγX ∗ + qβω 2 + qβX ∗ ω 2 . mately and that the densities of the cancerous cells
and the dead cancerous cells shall tend to positive
Let τ0 = θ/ω. It has that λ = ±iω(τ0 ) (ω(τ0 ) > 0) constants, respectively, as t tends to infinity for
are a pair of purely imaginary roots of (3.5) for τ < τ0 . If β < 1 and τ > τ0 , Theorem 3 also im-
τ = τ0 . Hence, it has from the continuity of λ(τ ) plies that the densities of the cancerous cells and
with respect to τ that all the roots of (3.5) have the dead cancerous cells vary periodically as t in-
negative real parts for 0 ≤ τ < τ0 , i.e., E ∗ of (1.5) creases.
is locally asymptotically stable for τ < τ0 .
To show instability of E ∗ of (1.5) for τ > τ0 ,
let us consider sign of dReλ
dτ λ=iω
. Computing the 4 Conclusions
derivatives of the two sides of (3.5) with respect to
time delay τ, it has that In this paper, based on some biological meanings,
we introduce a time delay into the ODE model (1.1)
[2λ + (γ − qβX ∗ ) + e−λτ θX ∗ which was used to describe proliferation, decompo-
dλ sition and death of cancerous cells by Lefever and
−τ e−λτ (θX ∗ λ + θγX ∗ + qβθX ∗ )] Garay (1978), and get a revised two-dimensional
dτ
= λe−λτ (θX ∗ λ + θγX ∗ + qβθX ∗ ) . nonlinear differential equation model (1.5) with
time delay in Section 1. In biology, our revised
 −1 model (1.5) is more realistic than that without time
dλ(τ )
For convenience, let us study dτ instead of
delay. In Section 2, we give a detailed discussions
dλ(τ )
dτ . By some simple computations, it has that on the global existence and ultimate boundedness
 −1 of the solutions of (1.5) with suitable initial condi-
dλ(τ ) 2λ + (γ − qβX ∗ ) tions. A detailed analysis on local stability of the
= −
dτ λ (λ2 + (γ − qβX ∗ ) λ − qβγX ∗ ) boundary equilibrium E0 and the positive equilib-
θX ∗ rium E ∗ of (1.5) are given in Section 3. Theo-
+ rem 2 shows that, if β > 1, i.e., the killing rate of
λ (θX λ + θγX ∗ + qβθX ∗ )
∗
τ the effector cells is higher than the increasing rate
− . (3.11) of the cancerous cells, the boundary equilibrium
λ
point E0 is locally asymptotically stabile for any
Therefore, it has from (3.8) and (3.11)that τ ≥ 0, i.e., the cancerous cells can be eliminated
    ultimately. However, if β < 1, i.e., the killing rate
dReλ dλ(τ ) −1 of the effector cells is lower than the increasing rate
sign = sign Re( )
dτ
  λ=iω
dτ λ=iω of the cancerous cells, the positive equilibrium E ∗
2λ + (γ − qβX ∗ ) of (1.5) appears and is locally asymptotically sta-
= sign Re −
λ (λ2 + (γ − qβX ∗ ) λ − qβγX ∗ ) ble for τ < τ0 , i.e., the densities of the cancerous
 cells and the dead cancerous cells shall tend to con-
θX ∗ τ
+ − stants, respectively, as t tends to infinity for τ < τ0 ,
λ (θX ∗ λ + θγX ∗ + qβθX ∗ ) λ
  2
λ=iω
 i.e., the cancerous cells can not be eliminated ul-
∗ 2
= sign (γ − qβX ) + 2 ω + qβγX −θ2 X ∗2 ∗
timately. Furthermore, it follows from Theorem 3
  that, if β < 1 and τ > τ0 , the densities of the
= sign Ā2 − 4B̄ = 1 > 0. cancerous cells and the dead cancerous cells shall
 become oscillatory as t increases. Theorem 3 sug-
It is clear from sign dReλ
dτ λ=iω
> 0 that all the gests that the time delay τ factually has important
roots that cross the imaginary axis at λ = ±iω affects to the dynamics of the positive equilibrium
must cross from left to right as τ increases. This E ∗ of (1.5).
implies that there exists at least one root of the It should be pointed out here that a detailed


analysis on local and global asymptotic properties
of other positive equilibria, such as E ∗∗ , E ∗∗∗ , E1∗
and E2∗ are also important both in biology and
mathematics. Because of computational complex-
ity, we shall discuss them in another paper.
Finally, let us give a numerical example to il-
lustrate applications of Theorems 2-3. We choose
the parameters β, θ, γ and τ, and the initial func-
tion (ϕ1 (t),ϕ2 (t)) as follows: β = 2, θ = 3, γ =
6, τ = 20, (ϕ1 (t), ϕ2 (t)) = (1, 1) (−τ ≤ t ≤ 0).
Since β > 1, it has from Theorem 2 that the bound-
ary equilibrium E 0 is locally asymptotically stable
for any time delay τ ≥ 0. In fact, numerical simula-
tions suggest that E0 may be also globally asymp-
totically stable for any time delay τ ≥ 0 (see Figure
4.1 below).
Let us the parameters β, θ and γ, and the ini-
tial function (ϕ1 (t),ϕ2 (t)) as follows: β = 0.5, θ =
2, γ = 0.1, (ϕ1 (t), ϕ2 (t)) = (0.4, 0) (−τ ≤ t ≤ 0).
Then, it has that (X ∗ , P ∗ ) ≈ (0.0451, 0.2157) and
τ0 ≈ 3.20. Since
A ≡ γ − qβX ∗ + θX ∗ = 0.16955 > 0,
B ≡ −qβγX ∗ + θγX ∗ + qβθX ∗ = 0.048247 > 0,
it has that the linearized system of (1.5) at the pos-
itive equilibrium E ∗ is locally asymptotically stable
for τ = 0. Hence, it has from Theorem 3 that E ∗ is
locally asymptotically stable for τ < τ0 ≈ 3.20 (see
Figure 4.2 below).
If we choose τ = 3.21 > 3.20 ≈ τ0 , Figure
4.3 below clearly shows that E ∗ becomes unsta-
ble and that there are some orbits of (1.5) that
shall tend to some non-constant periodic orbit as t
increases. Furthermore, numerical simulations also
suggest that E ∗ may be also globally asymptotically
stable for τ < τ0 .
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[19] Y. Qin, Y. Liu, L. Wang and M. Wang. Stability 0.4
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0.3
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tion. IMA J. Math. Appl. Med. Biol., 16(1999),
29-37. 0.2

P
0.15

0.1
1.2

0.05
1

0
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4
0.8 X

0.6
P

0.4
Figure 4.2: The orbit of (1.5) with β = 0.5, θ = 2,
0.2
γ = 0.1, τ = 3.19 < τ0 and (ϕ1 (t), ϕ2 ) = (0.4, 0).

−0.2 0.4
−0.2 0 0.2 0.4 0.6 0.8 1 1.2
X
0.35

0.3

Figure 4.1: The orbit of (1.5) with β = 2, θ = 3, 0.25

γ = 6 and (ϕ1 (t), ϕ2 (t)) = (1, 1). 0.2

P

0.15

0.1

0.05

0
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4
X

Figure 4.3: The orbit of (1.5) with β = 0.5, θ = 2,

γ = 0.1, τ = 3.21 > τ0 and (ϕ1 (t), ϕ2 (t)) = (0.4, 0).


 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 689--693
Copyright@2007 Watam Press
The Effect of Indexing Methods on SVM-based Text Categorization
Ju Jiang1 , Lei Chen1 , Mohamed S.Kamel1 , and Yi Zhang2
1 Department of Electrical and Computer Engineering, University of Waterloo, Waterloo, N2L 3G1, Canada
2 Department of Mathematics and Physics, China University of Petroleum (Beijing), Beijing, China
j4jiang@uwaterloo.ca, l5chen@uwaterloo.ca, mkamel@uwaterloo.ca, z y12@126.com
Abstract— The use of support vector machines (SVMs) in the
text categorization problems has been claimed to achieve high
accuracy and efficient computational complexity. The effects
of the different kernel functions and functional parameters on
the classification results have been well discussed in previous
research. However, few papers studied the influence of different
indexing methods, which is an important step in document
classification. In this paper, we focus on how the different index-
ing methods affect the classification results. Our experimental
results reveal that the accuracy of document classification is
not sensitive to methods of indexing, while the computational
complexity could be affected. A brief discussion following the
description of the experiment is presented to explain the reasons
theoretically.
I. I NTRODUCTION
SVM is a supervised machine learning technique, which
can create a function from a set of labeled training data to
describe the characteristic of the data set. This innovative
approach was invented by Vladimir Vapnik [11] and is now
widely used in the data mining areas. Some desirable char-
acteristics, such as the independency of the dimension of the
input space and the using of simple kernel functions rather
than real non-linear mapping, make SVM successful in many
fields like classification and regression. Because of the use of
inner product in kernel functions, SVM methods are able to
learn and generalize well in large dimensional input spaces,
which are the disasters for many other learning algorithms,
and handle non-linear feature spaces. The performance of
conventional document classification algorithms (described
in Section II) is sensitive to feature selection methods, but
SVM pays little attention to the feature selection, which
makes SVM be widely used in text categorization and shows
more advantages than other classification algorithms. Never-
theless, most researches only focus on the discussion of clas-
sification accuracy with different feature selection methods,
and few of them analyze the influences of indexing methods
on computational complexity. This paper will provide some
SVM-based text categorization results and analyze the effect
of different indexing methods on both the computational
complexity and classification accuracy.
The rest of this paper is organized as follows. A brief
review of document classification and SVM will be given in
Sections II and III. Section IV discusses the effects of the
indexing methods based on the experimental results. Section
V will provide some conclusions about this paper.

II. D OCUMENT C LASSIFICATION
Text categorization is the problem of automatically as-
signing one or more predefined categorizes to free text
documents. Most of the researches in text categorization
have been transformed to the binary classification problem,
in which each classifier only needs to decide whether the
document is relevant or not to a predefined category. In this
section, we will briefly review some common approaches
used in the text categorization. In this paper we will use ci to
represent the ith category, dj to represent the j th document,
and wkj to represent the term (word) k in document j.
Naive Bayesian classifier, one of the most widely dis-
cussed probabilistic classifiers, assumes the independence of
any two coordinates of document vectors. Thus the estima-
tion of P (dj |ci ) can be simplified as
|T |

P (dj |ci ) = P (wkj |ci ) (1)
k=1
where, T is the number of the total words in document j.
Then, the Bayesian formula can be applied to estimate the
probabilities:
P (ci )P (dj |ci )
P (dj |ci ) = (2)
P (dj )
While the ”Naive” property of this approach does not al-
ways hold in practice, Aas [1] claims the surprising effective-
ness of this approach in many circumstances. Lewis [9] gives
a detailed review on the different Naive Bayesian classifiers,
which relax the assumptions on the binary and independence
requirement. However, the estimation of P (dj |ci ) is sensitive
to indexing methods.
A decision tree classifier is a tree such that the leaves
are labeled by the categories, the internal nodes are labeled
by the different terms and the branches, which depart from
nodes, are labeled by testing on the weight, which the term
has, in the test document. A document dj is recursively
evaluated by each term in the internal node until a leaf is
reached. Then, the document dj will be classified to the
category, which is labeled by the leaf. Aas [1] and Sebastiani
[10] extensively examined the different decision tree learning
models including CART, C4.5 and CHAID.
A Neural Network (NN) text classifier is a network of
nodes, in which the input nodes represent terms, the output
node(s) represents the category or categories of interest, and
the weights connecting between nodes represent dependence Equation (3) gets its maximum. Where, α∗ are positive real
relations. One of the most widely used training methods is numbers that maximize Equation (5) under the constrains of
the back-propagation, in which errors are back propagated (6) and (7).
to update the parameters of the network. Multi-layered
1  
n n n
neural networks are widely adopted, in which the high-order
Q(α) = αi αj yi yj < ϕ(xi ), ϕ(xj ) > + αi
interaction between the terms can be solved [12]. However, 2 i=1 j=1 i=1
one of the main disadvantages of NN is that the complexity (5)
of structure and computation load are greatly affected by
the dimension of input. Therefore, the training performance 
n
highly depends on indexing methods. αi yi = 0. (6)
In the discussion above, we have tried to give an overview i=1
of relevant learning approaches proposed for literature text
categorization. There are still many other text categorization
0 ≤ αi ≤ C, i = 1, 2, . . . , n. (7)
methods including K-nearest neighbors classification algo-
rithms, voting algorithms, decision rule-based methods and
Then, the decision function becomes
regression models [1], [3], [10]. However, all the methods
have one common drawback: the classification results are
f (x) = sign(< w∗ , ϕ(x) > +b∗ )
sensitive to the indexing methods. Different indexing meth-

n
ods affect the construction of feature space and the calcula- = sign( αi∗ yi < ϕ(xi ), ϕ(x) > +b∗ )
tion of feature’s values, the estimated functional parameters, i
such as the weights of a neural network, or the structure of
a decision tree, could be different; even though the method Only these samples that make αi∗ = 0 have influence on
that normalizes the text length has been taken into consider- the decision function, which are called support vectors.
ation. Therefore, the classification results of these document A kernel function can be used to substitute the inner prod-
classification methods could vary with the different indexing ucts in Equations (3) and (5) if the kernel function satisfies
methods. This makes the classification process subjective and the Mercer’s Theorem. The optimal problem becomes finding
unstable. Our experiment shows that one of the desirable αi∗ to maximize Equation (8) with respect to the constrains
properties of SVM is that the classification results are not of Equations (6) and (7).
sensitive to the indexing methods.

1  
n n n
III. R EVIEW OF SVM
Q(α) = αi αj yi yj K(xi , xj ) + αi (8)
2 i=1 j=1 i=1
SVM is a type of supervised learning algorithm based
on the structural risk minimization principle from statistical
In this case the decision function is expressed as
learning theory. SVM adopts a linear decision function
f (x) = sign(w · x + b) described by a weight vector w
f (x) = sign(K(w∗ , ϕ(x) > +b∗ )
and a threshold b obtained from a given training sample
n
set Sn : (x1 , y1 ), (x2 , y2 ), · · · , (xn , yn ) of size n. Here xi = sign( αi∗ yi K(xi , x) + b∗ )
represents the features of a sample, and yi ∈ {−1, +1} i
indicates the class to which the sample belongs. Based on the
decision function, SVM can classify new data efficiently and Some useful kernel functions are
accurately. The objective function of the SVM is an optimal • RBF:
hyperplane, which separates two different classes with the
x − y
2
maximum margin. In general, this hyperplane corresponds K(x, y) = exp{− } (9)
2σ 2
to a nonlinear decision boundary in the input space. By
choosing a non-linear mapping ϕ(x), the input space can • Polynomial:
be transformed into a higher dimension space, the feature
space, where the two classes could be linearly separated [2]. K(x, y) = (< x, y > +1)d (10)
The minimum distance between the closest vector and the
hyperplane can be expressed as: • Sigmoid:

r = mini yi [< w, ϕ(xi ) > +b] (3) K(x, y) = tanh(η < x, y > +c). (11)

It can be proved [11] that when In the experiments, all of these three kernel functions were
examined respectively. The experimental results (Tables II–

w = αi∗ yi ϕ(xi ) (4) V) show that their performances are very similar. This proves
i that SVM methods are not sensitive to the kernel functions.


 TABLE I
IV. T HE I NFLUENCE OF I NDEXING
S ELECTED SUB - DATABASE
The database we used is the Reuters-21578, which con-
tains 21 categories. 10 categories are selected as the training Category Number of files Category Number of files
data and testing data. The detailed information about these Earn 3799 Trade 517
categories is described in table 1. Acq 2213 Interest 426
Money-fx 689 ship 303
The sub-database is randomly separated into two parts, Grain 580 Wheat 288
the training data that contains 6055 files, and the testing data Crude 573 Corn 224
that contains 2594 files. All the experimental results given in
Tables II–V are the average of 20 independent experiments.
TABLE II
For each experiment, the training data and the testing data
C LASSIFICATION RESULTS WITH txc- INDEXING
are chosen randomly. Since the SVM could cope with the
problem of high dimension input vectors, all the words in
RBF Polynomial Sigmoid
the training data are used as the input features. In this case, Earn 98.4/97.5 98.5/97.4 98.3/97.2
the dimension of input vectors is 13845. Acq 96.1/96.9 96.0/96.7 95.9/96.6
Feature selection is critical for many classification algo- Money-fx 693.2/86.2 93.2/86.2 93.1/85.8
Grain 96.7/90.3 96.7/90.7 96.7/90.7
rithms mentioned in Section II. High dimensionality of input
Crude 93.0/85.4 93.0/85.4 93.0/85.9
feature space makes these algorithms computationally costly Trade 92.7/83.6 92.7/84.1 92.7/84.1
or sometimes not feasible. There are various feature selection Interest 86.7/84.4 86.7/84.4 85.4/83.7
methods to reduce the dimensionality of the feature space. Ship 92.1/80.9 92.2/81.7 92.2/81.7
Wheat 96.8/81.8 96.8/81.8 96.8/81.8
Information gain, χ2 -statistic, mutual information, document Corn 91.7/45.8 85.2/48.0 85.2/48.0
frequency threshold, and indexing are five important methods
[1]. However, most dimensionality reduction methods will
lead to loss of some information about the data and cause the
classification errors. For SVM, the computational complexity assigned to this category; c is the number of the documents
is influenced very little by the dimension of the feature incorrectly rejected from this category.
space. The only influence is the calculation of “dot product” Tables II and III show the results of SVM classification.
in kernel function. The input vectors will become a scalar Although each SVM-based classifier can only separate two
with the kernel function or dot product. So the procedure of classes, the combination of a number of SVM-based classi-
feature selection and reduction are not important for SVM. fiers can deal with the problem of classification for multiple
Compared with SVM, neural network based classifiers suffer classes data. The test results are organized with different
a dramatic increasing of computational complexity with the combinations of indexing methods and kernel functions. In
increasing of dimension of input data. In this case, feature the experiment, the C library SVMlight [8] is used to train
selection and reduction are very important. and test the SVM classifiers.
In this experiment, two indexing methods are used to In Tables II and III, the data are presented as: in each entry,
create the indexing of the word-by-file matrix. the first value is the precision and the second value is the
• txc-indexing: recall (i.e., precision/recall), and the values are the average
of 20 experiments.
T F (wi , d)
xi =  Some conclusions can be derived from Tables II and III.
2
j T F (wj , d) The first conclusion is that the SVM has many advantages
compared to other methods for text categorization, for ex-
• tfc-indexing: ample, the high accuracy of the classification results, the
T F (wi , d)log( DF|D|
(wi ) )
insensitivity to the different type of the kernel functions,
xi = 
|D|
j T F (wj , d)log( DF (wi ) ) TABLE III
Here, T F (wi , d) is the term frequency of wi in the document C LASSIFICATION RESULTS WITH tfc- INDEXING
d; DF (wi ) is the document frequency of wi , and |D| is the
cardinality of the document set D. RBF Polynomial Sigmoid
The precision and recall are used to evaluate the testing Earn 98.7/96.6 98.8/96.6 98.5/96.6
Acq 96.0/96.5 95.9/96.4 95.8/96.4
results and them are defined as: Money-fx 93.0/87.7 95.9/87.7 92.5/87.0
a Grain 96.0/91.6 95.8/91.6 95.9/92.0
P recision = Crude 93.5/87.5 93.5/87.9 93.6/87.9
a+b
Trade 93.1/82.6 92.6/83.6 92.6/83.6
a Interest 83.1/80.3 81.5/81.0 81.6/81.6
Recall =
a+c Ship 92.2/81.7 92.2/81.7 92.2/82.6
Wheat 95.8/82.7 94.9/83.6 94.9/83.6
where, a is the number of documents correctly assigned to Corn 81.5/45.9 81.5/45.8 81.5/45.8
this category; b is the number of the documents incorrectly


 TABLE IV
and tolerance to a wide range of the functional parameters.
T HE NUMBER OF SUPPORT VECTORS AND TRAINING TIME WITH
These characteristics have been intensively discussed in the
txc- INDEXING
previous researches [6], [7], and we only analyze our results.
In our experiment, the average precision and recall of the RBF Polynomial Sigmoid
classification results reaches 92.7 % and 83.5 % respectively. Earn 1330/13.7 1274/11.97 1218/12.44
Further study reveals that the highest error rate occurs Acq 1695/16.9 1628/17.74 1552/15.2
in the category Corn, which is the smallest category in Money-fx 741/8.54 702/7.35 678/7.73
Grain 953/10.15 857/8.41 809/8.8
our experiment. Since the sample documents are randomly Crude 916/10.27 855/8.9 802/9.05
selected, relatively few documents that belong to the small Trade 717/8.42 622/7.09 638/7.49
categories are chosen. Therefore, the classifiers for the small Interest 670/7.44 636/6.36 615/7.77
Ship 576/6.66 528/5.57 492/5.6
categories are under-trained, which causes higher error rate.
Wheat 440/5.16 393/4.27 352/4.28
One of the solutions is to give more weight to the small Corn 450/5.07 422/4.2 401/4.51
categories, which makes the classifiers of the small categories
more sensitive.
TABLE V
The experimental results also demonstrate that the accu- T HE NUMBER OF SUPPORT VECTORS AND TRAINING TIME WITH
racy of the classification result is not sensitive to the type of tfc- INDEXING
kernel functions. In tables II and III, each row represents the
classification results of three popular kernel functions for a
RBF Polynomial Sigmoid
certain category. Obviously, their precision and recall values Earn 1900/22.4 1779/21.92 1701/17.13
are very similar. Acq 2141/21.13 2032/19.49 1961/21.33
The experimental results also highly tolerance to wide Money-fx 945/10.28 893/8.88 852/9.2
Grain 1323/13.32 1207/11.09 1122/11.2
ranges of parameters. In our experiments, the ranges of Crude 1204/12.48 1120/11.04 1048/10.9
parameter values can be chosen widely, for example, γ = Trade 955/10.41 886/8.79 833/9.05
(0.001 ∼ 9), (for RBF kernel function); d = (1 ∼ 10), Interest 850/9.05 780/7.64 753/8.17
Ship 777/8.57 706/7.29 660/7.3
(for polynomial kernel function); η = (0.01 ∼ 1), and c =
Wheat 657/6.95 587/5.64 546/5.73
(0.01 ∼ 5) (for sigmoid kernel function). The explanation Corn 505/5.48 474/4.16 444/4.81
of these parameters is given in [11]. The experimental results
with wide parameters ranges were very similar, but only the
results with γ = 5, d = 2, η = 0.1, and c = 1 are given
because of the space limitation. It is another advantage of positions of training data and affect the training and running
SVM, high robustness, which makes SVM easy to choose time complexity. Yang’s work [12] further supports our
parameters, and makes the algorithm more robust than other argument by indicating that the computational complexity
learning methods. of SVM depends on the number of support vectors.
The second conclusion from our experiment is that the In summary, our work demonstrates that the classification
accuracy of the classification is not sensitive to the index- accuracy of SVM is not sensitive to the indexing methods
ing methods while the computational complexity could be in the text categorization, which guarantees the SVM-based
significantly affected. The phenomenon has not been well classifiers more stable and objective than other classification
discussed in the previous researches. In this experiment, the algorithms. Furthermore, we also reveal the relation between
effects of two types of popular indexing methods, txc and the time complexity of SVM and the indexing methods,
tfc are discussed. Comparing the classification accuracy of which could be used to evaluate the different indexing
each category shown in Tables II and III, we find that the methods.
differences between their precisions and recalls are trivial V. C ONCLUSION
but the computational cost of the different methods varies
significantly. In order to explain the difference, more detailed Some conclusions of SVM can be summarized from the
experimental results are provided. Tables IV and V give the above experiments.
experimental results in the form of (the number of support • The accuracy of SVM classification is not sensitive to
vectors)/(time used to train a SVM classifier). Clearly, SVM different kernel functions, and SVM has wide range of
classifier has more support vectors and needs more training tolerance to the functional parameters.
time with tfc indexing than with txc method in almost all the • The accuracy of SVM classification is not sensitive to
cases for the given database in our experiment. the different indexing methods.
The explanation for this phenomenon is that tfc indexing • The computational complexity of SVM could be af-

generates more support vectors than txc indexing in our ex-
periments, thus increases the time complexity. Generally, the
number of support vectors is determined by the distribution
of the training data. Different indexing methods will create
different word-by-file matrices, which will determine the
fected by the indexing methods because of the different
number of support vectors generated by different index-
ing methods.
The scalability, robustness, and shorter training and run-
ning time make SVM more useful in real time classification


than other methods. Indexing method has a great influence
on training and running time. So a suitable indexing method
is very important to real time applications of SVM-based
classifiers. However, the quantitative relationship between the
indexing and the computational complexity is still open to
discuss in our future work.
R EFERENCES
[1] Kjersti Aas, Line Eikvil, “Text categorization: A survey”, Technical
Report, No. 941, Norwegian Computing Center, 1999.
[2] N. Cristianini, J. Shawe-Taylor, An Introduction to Support Vector
Machines, Cambridge University Press, 2000.
[3] R. O. Duda, P. E. Hart, Pattern Classification and Scene Analysis, Wiley,
New York, 1972.
[4] Steve R. Gunn, “Support vector machines for classification and regres-
sion”, Technical Report, Faculty of Engineering and Applied Science,
Department of Electronics and Computer Science, May, 1998.
[5] D. A. Hull, “Improving text retrieval for the routing problem using
latent semantic indexing”. In Proceedings of SIGIR-94, 17th ACM
International Conference on Research and Development in Information
Retrieval, pp.282-289, 1994.
[6] Thorsten Joachims, “Text categorization with support vector machines:
Learning with many relevant features,” Proceedings of ECML-98, 10th
European Conference on Machine Learning, No. 1398, pp. 137-142,
1998.
[7] Thorsten Joachims, “Making large-scale SVM learning practical”,
www.cs.cornell.edu/P eople/tj/publications/joachims9 9a.pdf .
[8] Thorsten Joachims, “SVMlight”, http://svmlight.joachims.org
[9] D. D. Lewis, “Naive (Bayes) at forty: The independence assumption
in information retrieval”, In Proceedings of ECML-98, 10th European
Conference on Machine Learning, pp. 4-15, 1998.
[10] Fabrizio Sebastiani, “Machine learning in automated text categoriza-
tion”, ACM Computing Surveys, Vol. 34, No. 1, pp. 1-47, March 2002.
[11] Vladimir Vapnik, Statistical Learning Theory, Wiley, Chichester, GB,
1998.
[12] Y. Yang, X. Liu, “A re-examination of text categorization methods”,
In Proceedings of SIGIR-99, 22nd ACM International Conference on
Research and Development in Information Retrieval, pp. 42-49, 1999.


DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 694--698
Copyright@2007 Watam Press
Research on a New Method of Processing Distributed Data
Wang Zhiguang, Chen Ming, Liu Lifeng
Department of Computer Science and Technology
China University of Petroleum, Beijing 102249
E-mail:cwangzg@cup.edu.cn
Abstract: In traditional Web Distributed Application,
we usually emphasize the server, and most functions are
finished by the server. This not only causes huge load to
the server, but also makes the server easy to be attacked.
So the server may have serious potential dangers of
security and stability in it; on the other hand, the
functions at the client are often too simple, generally just
downloading the web page to browse. Resources at the
client have been ignored and wasted seriously. For such
a reason, this paper proposes a new method based on the
Queuing model to dispose the data on the Web. By
utilizing Component technology and XML technology, it
transplants some of the data disposing work to the client.
Through cooperation between the Server and the Client,
data in the database system can be disposed and stored
efficiently.
1. Introduction
The distributed application on the basis of Windows is
now widely used, with self-management, reliability,
usability, elasticity and interoperationality and so on as
its common goal to pursue. The commonly accepted
solution by IT industry at present is the platform of DNA
and .NET put forward by Microsoft, namely the
component-basing distributed development on the
Windows platform by using the built-in service of
COM+ and windows2000/XP.
Theoretically, this kind of application system model
boasts great flexibility, meaning that it can dispose the
display of application system, i.e. the distribution mode
of its components and the application pattern of clients,
according to the scope in which it is used. However, the
commonly used distributed application solution of today
is usually confined to the thinking way of the “thin”
clients, and attaches all processing capacity of the
system to the server, leaving only simple functions such
as browsing, downloading etc to the client. But in
practical use, the application scopes of system
application differ one from another. For example, the
office system basing on Web at enterprise level has a
very different demand on system capacity from the one
of an e-commerce platform. One of the most prominent
differences is that the former demands rich Office
service-oriented client-end interaction and rapid
response, in contrast, the latter only needs normal
interaction and limited response speed that can meet
their demand.
After developing some large-scale distributed
application projects, the author realizes that conventional
solutions may produce many disadvantages, such as
those in the application of Web-basing office system,
which are due to the over-concentration of application
logic on the server. They are briefly listed as follows:
(1).Because the server is overloaded, even the
component balancing technology cannot support the

ever-increasing number of users.
(2).The interaction ability and responding speed of
the client cannot meet the demand of office users, for
example, it may take you a dozen of minutes to wait for
the establishment of a large datum to finish.
(3).The server is unstable, and often fails to respond,
which is difficult to maintain.
(4).The server may generate serious potential safety
problems. For example, continuous submitting
unfinished data processing tasks by the user is very
possible to lead to the delay of the server.
To solve the above-mentioned problems, this
article has proposed a highly efficient distributed
processing technology. By using distributed component
technology and XML technology, it moves part of the
data processing work to the client, to finish the data
processing and put the data into the database through
cooperation between the server and the client;
furthermore, it administrates the user tasks by a
application queuing model at the server , to make the
whole system efficient and stable. Both the analyzing
with probability theory and queuing theory, testing its
performance index in the practical use, we proved that
it has greatly improved the overall efficiency, stability
and safety of a system [2,6,7].
2. Construction of the model
With regard to the above-mentioned goal of the system,
the following technological blueprint is put forward:
Firstly, the data processing work should be treated by
certain algorithm or transplantation to increase the data
processing efficiency. Secondly, to make the server
work efficiently, the queuing theory from the field of
midstream amount of the network and congested theory
is used, that is to say, regarding large task processors as
waiters who share a queue. The number of waiters can
be configured according to system capacity and each of
them offers service to the arrived tasks. When a task
comes, it will be refused if the task fails to meet the
service qualification. On the contrary, if it does meet,
one waiter will serve and so the task is immediately
submitted. If all waiters are busy (i.e. the task number
reaches its limit), a queue will come into being by a
certain rule. As soon as a waiter becomes available, one
task in the queue will be taken out according to the
service rule and handed over to the waiter. The
above-mentioned model is as Figure 1 shows.
3ˊThe data processing modes in
the system
In order to specialize data processing, here we will take
Web office automatic system as an example to illustrate
the fact that two processing modes of Documents and
Report Forms are adopted in practical development of
large-scale Web office automatic application projects,
due to the difference in data processing modes.
DHTML BROWSER
Client
Resources ActiveX
XML
COM/DCOM
HTTP
Task Queue
ASP/IIS/MTS Database
XML File
Components Service
ADO/RDO/ODBC
Other Service
Fig 1 Description of the Model
ķ Ordinary server-end processing mode of
Documents and Report Forms
ĸ Mode of Documents and Report Forms
emphasizing the client
The ķmode is commonly used now. Since it is
referred to in almost every Office VBA book, here this
article makes brief introduction only. However, theĸ
processing mode is developed by the author on the
basis of actual conditions and practical use, so its
algorithms and processing course are explained in
detail in this article.
3ˊ1 Ordinary server-end processing mode of
Documents and Report Forms
As mentioned above, this mode can easily reflect the
data into database in Word or Excel Documents and
Report Forms. The working course can be described as
follows[3]˖
(1).Establish Word (Excel) object and open the
document template to be operated
(2).Read data from database and reflect them into
document
(3).Save the file and provide user with wanted
Documents and Report Forms
Ordinary server-end processing mode of
Documents and Report Forms is rather stable.
Therefore, concerning those file report files with
operation result, this mode can assure the consistency
and integrity of data. So long as the data are inputted
through Web page first and then the form is produced
following certain procedures, the user need not worry
that the data in the form do not agree with those in the
database. However, there is a drawback in this kind of
processing mode, that is, the speed is relatively slow. In
order to solve this problem, this article has proposed

and realized an optimized server-end processing mode
through study, development and application. The mode
will be introduced in following texts.
3.2 Mode of Documents and Report Forms
emphasizing Client
In this article, part of the data processing work is
transplanted to the Client by using distributed
component technology. Here it is exemplified by the
processing of Web office Documents and Report Forms.
To be specific, the Client automatically call macro with
components and load XML data from record set by
components. After parsed, these data are sent back to
front users to use. Meanwhile, the user can conduct
some complex operations such as result operation
through automatic call. Comparing to the server-end
processing mode, this mode reduces greatly the load of
the server by shifting complex application processing
to the client with the server’s job only to collect data
and produce XML document. What’s more, because the
data are sealed in XML file and users cannot get the
detailed information of data connection, the server
becomes safer, more reliable and immune to user’s
malicious attack by continuously submitted tasks.
Besides, users can load data from XML by components
at the client , send them back to front user to use and
user can automatically call to conduct complex
operations such as result operation. COM/DCOM may
help to finish these tasks without sacrificing the ability
set up in the proscenium environment such as Office
and the whole maintainability of the system; and make
it possible for users to customize the expression of the
data freely [3,4].
The description of the processing on the Sever end
and on the Client described as below.
Server ˖
If Operation=Query Then
//If present operation is querying
Sql=Request //the condition of the query
Rs.open Sql, Conn
//create ADO object and Obtain the data
Set Dom =new DOMDocument
//create dom document object
Rs save Dom
//store the require data into Dom Document object
Post Dom
//send the Xml document to the XML file Sever
//with //POST Method
URL= Accept Document
//Receive file, save, send back URL
Post URL //Send the target url to the ActiveX
//Components on //Client with post method
If Operation=Update Then
//When user’s operation is Update Data
Update Database
//Update Database
Create NewDom
//Create New XML Document
Error: //Error Disposing
Disposing Error
End // Algorithm End
Client ˖
Check Version
//Check Component version
If version=New or Unregistered Then
 //Component is new or unregistered submit in TL time
install Component PresentNum –The number of active servers at
//Get new component from the Components present
//Server Count –The number of tasks that behind the last
Set Dom =new DOM Document rejected task
//Create DOM Document Object TP -- Time to process the task
Dom =load URL Regular parameters˖
//Load XML file on the XML Server Wq – Weight of the queue
//asynchronously QHmin-- The limited ideal length of the queue
event˖ (no task rejected)
//When the Dom’s loading state change QHmax – The limited maximal length of the
If URL=Updated Then queue
//If Data is updated SVRmax –The limited number of the Task
Dom =Reload URL Processing Server
//Reload XML and Resolute TOmax – The limited time of task processing of
If DomState=COMPLETED Then overtime
//When the loading of the XML document is TTminˉThe limited minimum time interval that
//completed user submit task between two times
If Operation=Create Report then TNmaxˉThe limited maximal tasks number that
//If user select creating Documents user submit within a given time
//and Report Forms Other parameters˖
Parse Dom Pa – The probability refused by the system of the
//Explain or Parsing Dom Document present task
Create Document or Report Pb – The temp used probability
//Open User’s Document or Report and Create
Ǐ ǐˉProcess asynchronously
//New File
Else qˉThe present length of queue
Start OtherWork
//User can start other work asynchronously Description of Algorithm:
End // Algorithm End Initialize˖
avg =0
TT(i)=Big Int //Very big integer such as 65535
4ˊRealization of the model TN(i)=0
PresentNum=0
In real project, the client-end processing mode enjoys For each Task
obvious advantages. Although the following model is //For each task needed to be controlled
based on this mode, as a whole system it must achieve Calculate TT(i) and TN(i)
the goals listed below: If TT(i) <TTmax or TN(i) >TNmax
(1). Avoiding the possibility that some users Reject Serving And Warn User(i)
continuously submit their tasks on purpose and other //Reject serving and feedback to the present user
users cannot get served. Else If q>0 or PresentNum = SVRmax
(2). If some service is destroyed, the queue should //When queue is not empty or PresentNum = SVRmax
be able to continue and abort those services which has avg=(1ˉWq )avg+ Wq q
no response. //Accord the number of avg to decide
(3). Avoiding some problems such as task //reject or queue the task
congestion in order to make the whole system capable If avg > QHmax
of processing the submitted task within a short time Reject Serving And Warn User(i)
and make the server capable of processing enough //Reject serving and feedback to the user
tasks. If avg<QHmin
(4). Avoiding the synchronisms of the users, Queueing Task
meaning that it can inform the connected user or refuse count= –1
to serve if necessary. Else If QHmin İavgİ QHmax
(5). Restricting the length of the queue, to control count=count+1
the delay of average user task. Pb=Pmax(avg –QHmin )/( QHmax –QHmin)
Referring to queuing theory [5,6,7] and Pa=Pb/(1–count * Pb)
experiences in the developing application, we put With Pa //With Probability Pa
forward the algorithm to maintain the queue. For the
Reject Serving And Warn User(i)
convenience of description, the follow symbols and //Reject serving and feedback to the
their meanings are given.
//present user
Reserving variables: count=0
avg—Average length of the queue
Else With 1-Pa //with Probability 1-Pa
i – User ID Queueing Task
User(i) ˉUser of i //Put the task in rear of the queue
Task --Task that user submit //and wait to be disposed
TT(i)ˉTime interval of submitted tasks of user i //processing server to dispose
TL –Standard time interval of the system to serve q=q+1
TN(i) ˉ The number of tasks that the user i Else


 Start Disposing Task
//accord the task type to start
ǏCalculate TP //Record The disposing time
If Error Or TP>Tomax
//If Disposing error or TP>TOmax
End Disposing //Stop Disposing
PresentNum=PresentNum-1ǐ
If Within TL//If beyond the limited time TL
TN(i)=TN(i)+1
//Count of the task of user I
Else
TN(i)=0
PresentNum=PresentNum+1
When avg=0 //When queue is empty
q=0
End //Algorithm End
Note: Among above-mentioned algorithm,
According to the probability theory [6], Probability Po
that drew tasks and was refused is:
Po= the busying of the probability that all the
Waitershfull probability of the queue
According to the theory of queuing [6], There are
the following formulas:
²˙(¬hTs)/N
N 1
(NU )I
. ¦
I 0 I!
Pasong RatioFunction
N
(NU )I
¦
I 0 I!
Erlang C Function˙the probability of that all the
Waiters are busy˙C˙ 1  K 
1  UK
And Among above-mentioned algorithm,
whenever one new demand data processing task reach
FIFO queue, the algorithm carries out the following
function:
(1).From the user’s IP address, it confirms user’s
identity and calculates TT (i) and TN (i) to judge present
user whether meets the condition to be served: A certain
time interval that a user submits two tasks beyonds
TTmin;The number of the tasks is smaller than TNmax
within time of TL. If the user is unqualified with the
condition to be served, it refuses to server and notify the
user, otherwise puts the task into the queue to be
managed.
(2).It judges whether the queue is empty and
present number of active Task Processing Servers
PresenNum. If the queue is empty and PresentNum <
SVRmax, then the system process the task, otherwise put
the task into the queue.
(3).Calculating the average length of the queue
avg.The destination of introducing parameter Wq is that
when the tasks amount reach temporarily in a short time
is very big , The algorithm makes no reactions. By
allowing breaking length, it enhances the stability of the
system.
(4).If the queue is not empty, it calculates the
average length of the queue avg, then it compares avg
with two limited length as QHmax and QHmin. If avg is
greater than QHmax, it considers that the present amount
of tasks submitted is too great, so it abandons the task. If
avg betweens the two length, it considers that the tasks
may in congested area, In this area, it calculates Pa which

goes whit the accurate number of avg and increases with
avg closing to QHmax; When avg is in this area, it
abandons the tasks submitted with probability Pa, and
notify the user; Otherwise with probability 1-Pa to queue
the tasks. The purpose of parameter count is to avoid that
tasks abandoned or succeed gathering in succession.
In order to carry on the comparison of
performance, we need to know average processing time
Ts of the three task processing systems. In order to
receive the values, through a survey of the Tarim oil field
experiment measure center, we find that the scale of the
data quantity which the user dealt with remains 40-60
records basically. The following is the statistics result of
consuming time about server-end in the case that dealing
with a document the scale of which is 50-record and
using two processing mode separately (systematic
environment: Web server: CPU Pentium 4/2.4GHz,
memory 512MB, Windows 2000 Server; Customer's
quantity is 60: CPU Pentium 4/2.4GHz, memory 256MB,
Windows 2000, IE 6.0), as table 1and 2 shows.
5ˊExperiment
By the model and the Algorithm we have mentioned
above in this paper, we compared the two kind method
about the Browser and Server, shown as table 1. The
deference efficiency is clear.
Table 1 time consuming when the server create
Documents or Reports(chronomere for minute)
Time Convertional Cient Disposing
consuming Disposing
Mode˄M˅
type Mode˄M˅
Consuming
time of 5.1 2.2
Server(second)
6ˊConclusion
Starting with some defects in present Web Office
Automated System, this article proposes a new
distributed data processing model basing on the
Distributed Processing Technology, XML technology
and Queuing theory. The inventive points of the model
lie in its high efficiency of data processing by using
Component technology and XML technology; and
from the perspective of the whole system it also puts
forward a system that the tasks should be managed in a
unified manner through queuing system. Through
referencing the present mature theory and methods of
network such as flow and congestion control,
combining with some characteristics of Web system, a
specific queue manage algorithm of tasks is put
forward. The algorithm realizes the dynamic
management of tasks submitted by users, and achieves
the goal of stability, security and efficiency of the
system.
Reference
1. Hans-W.Gellersen&Martin Gaedke,
“Object-Oriented Web Application Development”,
January-February 1999, IEEE Internet Computing.
2. Don Benage, Azam Mirza, Using Visual Studio,
Que Corporation.
3. Professional Active Sever Page 3.0. Richard
Adnerson et al. 1999
4. Professional Windows DNA [America] Christopher
Blexrud etc. 2001
5. HIGH-SPEED NETWORKS TCP/IP and ATM
design principle [America] William Stallings 1998
6. Queueing Systems,Volume I: Theory. New
York:Wiley 1975
7. Queueing Systems,Volume II: Computer
Application .New York:Wiley 1976
8. Hans-W.Gellersen&Martin Gaedke ˈ
Ā Object-Oriented Web Application
Development āˈ January-February 1999 ˈ IEEE
Internet Computing.
9. Fonseca F.T., Egenhofer M.J., Ontology-driven
information systems. In The Proceedings 7th ACM
Symposium on Advances in GIS, Medeiros C.B.
(Ed.), Kansas Sity, MO, 1999:14-19.
10. Josefa Z. H, Juan M. S, Knowledge-based models
for emergency management systems, Expert System
with Application,2001(20): 173-186.
 Zhiguang Wang,Ming Chenˈ You Luˈ Xiaoxue
Zhong. The Real Time Data Model Based on COM
Technology. Journal of Information &
Computational Science 1:3.2004.12:335-340
12. Shim, J.P., Warkentin, M., 2002. Courtney, J.F.,
Power, D. J., Sharda R, Carlsson C., Past. present
and future of decision support technology, Decision
Support Systems 33:pp.111–126


DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 699--702
Dynamics of Continuous,
Copyright@2007 Watam Press Discrete and Impulsive Systems
Series B: Theory and Applications
\LNU\PX
Special Volume: Advances in Neural Networks–Theory and Applications
Copyright c 2007 Watam Press

1
Triangles with median and altitude of one side coincide
Dong-hai Ji2 Jun-jing Jia Sen-lin Wu

Department of Applied Mathematics, Harbin University of Science and Technology, Harbin Heilongjiang 150080, China

AMS subject classifications: 46B20, 52A10, 46E30,

Abstract: In this paper, the geometrical
constant D (X) is introduced to characterize the differ-
ence between Birkhoff orthogonality and isosceles or-
thogonality. It is showed that 0 and 1 are the lower
and upper bounds for D (X), respectively. The spaces
of which D (X) attains the upper and the lower bounds
are characterized. The relationship between D(X) and
D (X) and the attainability of D (X) are discussed.
Theorem 1.1. If triangles with median and altitude
of one side coincide are isosceles triangles, then the
normed linear space is Euclidean.
The above theorem shows that, for general normed
spaces, triangles with altitude and median on one side
coincide may not be isosceles triangles, i.e. the lengths
of two legs are different. To characterize this difference,
we introduced the following constant:
D (X) are also calculated when X = (R2 , ·p ), X =
(R2 , ·8 ) and X = l1−2 , respectively.
1 Introduction
It is well known that, in Euclidean plane, if the
altitude and median of one side of a triangle coincide,
then the triangle is an isosceles triangle. To study the
analogue of this property in normed planes, we have
to generalize the definition of triangles, altitudes and
medians to normed planes:
Let x, y, z be three affinely independent points on
a normed plane (i.e. real two-dimensional normed lin-
ear space), then the set ∂conv{x, y, z} is said to be a
triangle, the segments [x, y], [y, z], [x, z] are said to be
the sides of the triangle, and x, y, z are said to be the
vertexs of that triangle. A triangle is said to be an
isosceles triangle iff at least two of the three sides are
with equal length, and the sides with equal length are
said to be the legs of that triangle. [x, w] is the median
of the triangle on [y, z] where w = y+z 2
. zation of the difference between Birkhoff orthogonality
To define altitude in normed linear spaces, we need
to introduce the Birkhoff orthogonality. Let X be a real
normed linear space, for any x, y ∈ X, x is said to be
D (X) = sup{| x + y−x − y | : x, y ∈ S(X), x ⊥B y}
To characterize the difference between isosceles orthorg-
onality and Birkhoff orthogonality, Donghai Ji and Sen-
lin Wu[1] introduced the following constant:
j ff
D(X) = inf inf |x + λy| : x⊥I y, x, y ∈ S(X)
λ∈R
√
and showed that 2( 2 − 1)  D(x)  1, D(X) = 1 iff
the underlying space is Euclidean. If there exist√ x, y ∈
S(X) with x⊥T y such that inf λ∈R |x + λy| = 2( 2−1),
iff there exists x0 ∈ S(X) where x0 is the common
end point of two segments√ on S(X) whose lengths are
greater that or equal to 2.
Our constant is similar to D(X) introduced by Ji
Donghai, Wu Senlin in [1], geometrically, D(X) char-
acterize the difference between the altitude and median
on the base of an isosceles triangle, while our constant
characterize the difference of the legs of triangles with
altitude and median on one side coincide. Both D(X)
and D (X) can be viewed as quantitative characteri-
and isosceles orthogonality.
Birkhoff orthogonal to y (x ⊥B y) iff x + αy ≥ x 2 Lower and upper bounds
holds for all α ∈ R[2]. of D
(X)
The segment [x, w], where w ∈ {λy + (1 − λ)z : λ ∈
R}, is said to be one (the altitude may not be unique) Definition 2.1. For any Banach space X, D (X) is
of the altitudes on [y, z] iff x − w ⊥B y − z. said to be attainable, if there exist x, y ∈ S(X), such
Another type of orthogonality, namely isosceles or- that x ⊥B y and | x + y − x − y | = D (X).
thogonality, was introduced by R. C. James as:
Theorem 2.1. Let X be a real Banach space with
x is said to be Isosceles orthogonal to y (x ⊥I y) dim(X) ≥ 2. Then
iff x + y = x − y[3].
It is prove in[4], if x ⊥B y ⇒ x ⊥I y for any (1) 0 ≤ D (X) ≤ 1.
x, y ∈ S(X), then X is Euclidean. Thus we can eas-
ily get the following theorem: (2) D (X) = 0 iff X is an inner product space.
1 Supported by the National Natural Science Foundation of China (10671048) and the Foundation of Hei Longjiang Education

Committee
2 Corresponding author, E-mail address:jidonghai@126.com


(3) D (X) = 1 is attainable iff there exists a two-
dimensional subset X0 of X, and x is the common end-
point of two segments on S(X0 ) of which the lengths are
greater than or equal to 1.
Hence x is the common endpoint of two segments on
S(X0 ) of which the lengths are greater than or equal to
1.
Sufficiency. Suppose now that there exists a two-
dimensional subspace X0 of X, x, y, z ∈ S(X0 ) and
Proof. (1) Since x ⊥B y, x + y ≥ x = 1. y = z such that [x, y], [x, z] ⊂ S(X0 ) and x − y =
By the Triangle Inequality, x − z = 1.
It is obvious that
x + y ≤ x + y = 2
x + y = 2.
we can show that
Let
1 ≤ x + y ≤ 2 f (t) = x + ty ,
then f is a convex function with respect to t and
Similarly
f (−1) = f (0). Thus f attains its minimum 1 on [−1, 0],
1 ≤ x − y ≤ 2
hence
Hence x + ty ≥ 1 = x , (∀t ∈ R)
0 ≤ | x + y − x − y | ≤ 1 which shows that there exist x, y such that x ⊥B y and
which implies | x + y − x − y | = 1.
0 ≤ D (X) ≤ 1
Corollary 2.1. D(X) = 1 iff D (X) = 0

(2) Suppose that D (X) = 0, then Birkhoff orthogonal- Corollary 2.2. For √ any finite-dimensional Banach
ity implies isosceles orthogonality on S(X). By[4], X space X, if D(X) = 2( 2 − 1), then D (X) = 1.
is an inner product space. Since those two orthogonal-
ities coincide in an inner product space, the converse
also holds.
3 Constant D (X) of lp2 space
(3) Necessity. Suppose that there exist x, y ∈ S(X0 )
Theorem 3.1.
such that x ⊥B y and (˛" !p
˛
 ˛ 1 tp−1
| x + y − x − y | = 1 D (lp2 ) = sup ˛ 1 +
˛ (1 + tp ) p
1
[1 + tp(p−1) ] p
Without lose of generality, we can assume that
!p # 1
p
x + y ≥ x − y 1 t
+ 1 − 1
[1 + tp(p−1) ] p (1 + tp ) p

Then we have
" !p
x + y = 2, x − y = 1, 1 tp−1
− 1 − 1
(1 + tp ) p [1 + tp(p−1) ] p
hence ‚ ‚
‚x + y‚ !p # 1 ˛˛ 9
‚ ‚ = 1. =
2 t 1
p
˛
+ + ˛ : t ∈ [0, 1]
By the convexity of the unit ball, 1 1 ˛ ;
(1 + tp ) p [1 + tp(p−1) ] p ˛
[x, y] ⊆ S(X0 )
Proof. Let x = (α, β) ∈ S(lp2 ), then x∗ = (αp−1 , β p−1 )
Since satisfies
x∗ (x) = x∗  x = 1.
λx + (1 − λ)(x − y) = x − (1 − λ)y ≥ x = 1 Without lose of generality, we can assume that α ≥ β ≥
(∀λ ∈ R) 0 and α = 0.
Let
and x, x − y ∈ S(X0 ), by the Triangle Inequality, β
= t,
α
λ0 x + (1 − λ0 )(x − y) ≤ 1, (∀λ0 ∈ [0, 1]) then
αp (1 + tp ) = 1,
hence
that is
1
λ0 x + (1 − λ0 )(x − y) = 1(λ0 ∈ [0, 1]). α= 1
(1 + tp ) p
That is t
β= 1
[x, x − y] ⊆ S(X0 ) (1 + tp ) p


 "˛ ˛p
1 1
, − β p−1 ˛ ˛
Let y = a( αp−1 ), where a > 0, then y is an el- ˛ 1 tp−1 ˛
x − y = ˛ 1 − ˛
ement to which x is Birkhoff orthogonal. If we require ˛ (1 + tp ) p 1
[1 + tp(p−1) ] p ˛
further that y ∈ S(lp2 ), we can obtain
˛ ˛p # 1
˛ ˛p ˛ ˛ p
˛ ˛ ˛ t 1 ˛
˛ a ˛p ˛˛ −a ˛˛ + ˛
˛ (1 + tp ) p1
+ 1 ˛
˛
˛ p−1 ˛ + ˛ p−1 ˛ = 1 [1 + t p(p−1) ]p
α β
" !p
„ « 1 tp−1
= 1 − 1
1 1 (1 + tp ) p [1 + tp(p−1) ] p
ap + =1
αp(p−1) β p(p−1)
!p # 1
p
Where t 1
+ 1 + 1
1 (1 + tp ) [1 + tp(p−1) ]
= (1 + tp )p−1 p p

αp(p−1)
Thus
(˛" !p
˛
 ˛ 1 tp−1
D (lp2 ) = sup ˛ 1 +
1 (1 + tp )p−1 ˛ (1 + tp ) p
1
[1 + tp(p−1) ] p
=
β p(p−1) tp(p−1)
!p # 1
p
Hence 1 t
+ 1 − 1
tp(p−1) [1 + tp(p−1) ] p (1 + tp ) p
ap =
(1 + tp )p−1 (1 + tp(p−1) )
" !p
1 tp−1
− 1 − 1

p−1
(1 + tp ) p [1 + tp(p−1) ] p
t
a= 1 1
!p # 1 ˛˛ 9
(1 + tp ) q [1 + tp(p−1) ] p p
˛ =
t 1 ˛ : t ∈ [0, 1]
+ + ˛
Then (1 + tp ) p
1 1
[1 + tp(p−1) ] p ˛ ;

!
1 t
x = (α, β) = 1 , 1
(1 + tp ) p (1 + tp ) p Corollary 3.1. lim D (lp ) = 1
p→∞

„ «
Attainability of D (X)
1 1
y = a
αp−1
, − p−1
β 4
! Lemma 4.1. [5] X = lp (Xi ), (1 < p < ∞, i = 1, 2...)
tp−1 −1 is strictly convex Banach space iff Xi is strictly convex
= 1 , 1
[1 + tp(p−1) ] p [1 + tp(p−1) ] p Banach space.
Theorem 4.1. For any finite-dimensional Banach
Hence space X, and {xn }, {yn } ⊂ S(X), satisfying xn ⊥B yn ,
· ·
˛p xn −→ x and yn −→ y, we have x ⊥B y.
"˛
˛ ˛
˛ 1 tp−1 ˛ · ·
x + y = ˛ + ˛ Proof. For any  > 0, since xn −→ x, yn −→ y, there
˛ (1 + tp ) p1 1
[1 + tp(p−1) ] p ˛
exists some N such that xn − x <  and yn − y < 
hold for all n > N . Thus
˛ ˛p # 1
˛ ˛ p
˛ t 1 ˛ | xn + tyn  − x + ty | ≤ (xn + tyn ) − (x + ty)
+ ˛ − ˛
˛ (1 + tp ) p1 p(p−1)
1
˛
[1 + t ]p = (xn − x) + t(yn − y)
" !p ≤ xn − x + |t| yn − y
1 tp−1 < (1 + |t|)
= 1 + 1
(1 + tp ) p [1 + tp(p−1) ] p < 2
!p # 1 holds for all t ∈ (−1, 1). That is
p
1 t
+ −
[1 + tp(p−1) ] p
1
(1 + tp ) p
1
lim xn + tyn  = x + ty , (∀ t ∈ (−1, 1))
n→∞


Since References
xn + tyn  ≥ xn  , (∀ t ∈ R)
We know that [1] Ji Donghai, Wu senlin, Quantitative Characteri-
zation of the Difference between Birkhoff Orthogo-
x + ty ≥ x , (∀ t ∈ (−1, 1))
nality and Isosceles Orthogonality, J. Math. Anal.
Let f (t) = x + ty, then f is a convex function with Appl. 2006, 323, pp.1-7.
respect to t. Since f (t) ≥ f (0), where t ∈ (−1, 1), f (t)
is decreasing and increasing on (−∞, 0) and (0, +∞), [2] G. Birkhoff, Orthogonality in Linear Metric
respectively. Hence, x + ty ≥ x holds for all t ∈ R.
Namely, x ⊥B y holds.
The theorem shows that D (X) is attainable if X
is a finite-dimensional Banach space.
It is obvious that if D (X) = 1 and D (X) is at-
tainable for a Banach space X, then X is not strictly
convex. Hence, for any finite-dimensional Banach space
X, if X is strictly convex, then D (X) < 1.
Spaces, Duke Math. J. 1935, 1, pp.169–172.
[3] R. C. James, Orthogonality in Normed Linear
Space, Duke Math. J. 1945, 12, pp.291–301.
[4] D. Amir, Characterizations of Inner Product
Space, Birkhäuser 1986.
[5] M. M. Day, Reflexive Banach Space not Isomorphic
to Uniformly Convex Space, Bull. Amer. Math.
In fact, let X = lp (Xi ), where Xi = (R2 , ·pi ), Soc. 1941, 47, pp.313–317.
pi ∈ (1, 2], i = 1, 2, . . . , pi > pi+1 , and lim pi = 1, then
i→∞
D (X) is not attainable. [6] R. C. James, Orthogonality and Linear Functions
in Normed Linear Space, Trans. Amer. Math. Soc.
Theorem 4.2. Let X be as above . Then 1947, 61, pp.265–292.
(1) X is strictly convex.
(2) D (X) = 1. [7] R. C. James, Uniformly Non-square Banach
Proof. (1) Since lp2i , (1 < pi ≤ 2) is a strictly convex Spaces, Ann. of Math. 80(1964),542-550.
Banach space, by Lemma4.1, X is strictly convex.
[8] J. Go and K. S. Lau, On the Geometry of Spheres
(2) By the Definitions of X and D (X), it is obvi-
in Normed Linear Spaces, J. Austral. Math. Soc
ous that
(Series A)48(1990), 101-112.
D (X) ≥ lim D (Xi ) = lim D (lp2i ) = 1
pi →1 pi →1 [9] Ji Donghai, Zhan Dapeng, Some equivalent repre-
For any Banach space X, we have 0 ≤ D (X) ≤ 1, then sentations of Nonsequare constants and its appli-
D (X) = 1 holds. cations, Northeast Math. J 15(4)(1999),439-444.

Example 1 Let X = R2 with the norm defined √ [10] J. Alonso and C. Benítez, Some Characteristic
by ·8 = max{·∞ , √12 ·1 }, then D (X) = 2 − 2. and Non-characteristic Properties Inner Product
Example 2 Let X = l1−2 with the norm defined Spaces, J. Approx Theory.55(1988),318-325.
by j
·1 if x1 x2 ≥ 0 [11] J. García-Falset, E, Llorens-Fuster and Eva M.
· = Mazcuíían-Navarro, Uniformly nonsequare Banach
·2 if x1 x2 ≤ 0
spaces have the fixed point property for nonexpan-
then q
√ sive mappings, J. Funct Anal. 233(2)(2006),494-
D (X) = 2 + 2 − 1. 514.


 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 703--707
Copyright@2007 Watam Press
Matrix Representation of Solution Concepts in Graph Models for Two
Decision-Makers with Preference Uncertainty
Haiyan Xu1 , D. Marc Kilgour2 , and Keith W. Hipel1 , Fellow, IEEE
1 Department of Systems Design Engineering, University of Waterloo, Waterloo, ON, N2L 3G1, Canada
2 Department of Mathematics, Wilfrid Laurier University, Waterloo, ON, N2L 3C5, Canada
h6xu@engmail.uwaterloo.ca, mkilgour@wlu.ca, kwhipel@engmail.uwaterloo.ca
Abstract— Explicit matrix formulations are proposed for four
basic solution concepts of two decision-maker (2-DM) graph
models with preference uncertainty. The relative preferences
of each DM are an important component of a graph model,
as preference information must play a key role in decision
analysis. But unfortunately it is difficult to obtain accurate
preference information in some situations, so uncertainty in
models is sometimes unavoidable. Although the four basic graph
model solution concepts have been extended to models with
preference uncertainty, they are not easy to integrate into
GMCR II, an existing Decision Support System for the graph
model. In this paper, these stability definitions are represented
using matrices instead of graphically or logically. Compared
with existing analytical representations, the matrix method has
the advantages of easy calculation and easy coding.
I. INTRODUCTION
In a strategic conflict, two or more Decision Makers
(DMs) interact. Many methodologies have been proposed
to analyze strategic conflicts, including Metagame Analysis
[12], Conflict Analysis [8], Drama Theory [13], the Graph
Model for Conflict Resolution [3] with its decision support
system GMCR II [4] [5], and Theory of Moves [2]. Most of
these methods identify possible equilibrium states based on
solution concepts that model human behavior.
In 1944, Neumann and Morgenstern [20] presented the
normal form representation of games. In 1971, option form
models, which are often more convenient to use than normal
form, were introduced by Howard [12]. In 1987, the Graph
Model for Conflict Resolution (GMCR) was proposed by
Kilgour et al. [16] to provide simple, flexible, and insightful
models for conflict analysis and resolution. In a graph model,
a solution concept is a precise definition of stability for a
state. In order to represent a diversity of behavior patterns,
at least seven solution definitions have been formulated
for graph models, including Nash stability [18], [19], Gen-
eral Metarationality (GMR) [12], Symmetric Metarationality
(SMR) [12], Sequential Stability (SEQ) [9], Limited-move
Stability (LS) [15], Non-myopic Stability (NM) [1], [14], and
Stackelberg’s equilibrium concept [21]. Recently, Li et al.
[17] extended some of these solution concepts to models with
preference uncertainty, and Hamouda et al. [10] proposed
This work was supported by the Natural Sciences and Engineering
Research Council (NSERC) of Canada.

new solution concepts that take strength of preference into
account.
A graph model consists of a set of DMs, a set of feasible
states, a directed graph describing the state transitions avail-
able to each DM, and each DM’s relative preferences over
states. Obviously, preference information plays an important
role in decision analysis; unfortunately, it is not easy to
obtain accurate preference information in some situations.
Moreover, as Fischer et al. [6] [7] discussed, conflicts among
the attributes of alternatives can cause preference uncertainty.
To incorporate preference uncertainty into the graph model
methodology, Li et al. [17] proposed a new preference struc-
ture for the graph model that can handle DMs’ preference
uncertainty. They also extended some of the seven solution
concepts to conflict models with preference uncertainty. In
the new preference structure, the uncertain preferences of
DM i over the set of states S, are expressed by a triple
of relations {i , ∼i , Ui } on S, where {s i q}, indicates
that DM i prefers s to q, and s ∼i q means that DM i is
indifferent between s and q (or equally prefers s and q). Also
s i q means either s i q or s ∼i q, and Ui indicates that
DM i does not know the relative preference, so sUi q means
DM i may prefer state s to state q, may prefer q to s, or may
be indifferent between s and q.
Although Li et al. [17] redefined several solution concepts
with preference uncertainty, their new solution concepts are
defined either graphically or logically, and cannot easily be
integrated into the Decision Support System (DSS) GMCR
II. Matrix Representation of Solution Concepts (MRSC)
[22] facilitates the development of improved algorithms to
assess the stabilities of states and to implement new stability
concepts. In this paper, the new stability definitions are
represented using explicit matrix formulations. The MRSC
method is extended to allow for preference uncertainty.
Several important matrix representations corresponding to
the state set of a graph model and preference relations over
the states are established in Section II. Section III develops
matrix representations of solution concepts for 2-DM conflict
models with preference uncertainty. In Section IV, a practical
application is used to illustrate the extended MRSC method.
Finally, some conclusions and ideas for future work are
provided in Section V.
II. T HE STRUCTURE OF M ATRIX R EPRESENTATIONS FOR with (s, q) entry m(s, q) = h(s, q) · v(s, q). (“ ◦ ” denotes
2-DM C ONFLICTS the Hadamard product.) If H is an m × m matrix, then the
To discuss the representation of a graph model using m × m matrix sign(H) with (s, q) entry is defined by
⎧
matrices, we first introduce some notation. ⎨ 1 h(s, q) > 0,
A. The Preference Structure with Uncertainty sign[h(s, q)] = 0 h(s, q) = 0,
⎩
−1 h(s, q) < 0.
A graph model for a strategic conflict is comprised of a
finite set of DMs N, a set of feasible states S, a preference Below, two preference relation matrices Pi+ and Pi−,= for
relation i on S for each DM i, and a directed graph Gi = DM i are respectively defined as
{S, Ai }. In each directed graph, S is the vertex set, and each 
+ 1 if q i s,
oriented arc of the arc set Ai ⊆ S × S indicates that DM i Pi (s, q) =
0 otherwise,
can make a legal move (in one step) from the initial state to
the terminal state of the arc. and 
1 if s i q,
In a graph model, the preferences of DM i over the set Pi−,= (s, q) =
0 otherwise.
of states S, can be expressed by a triple of relations {i
, ∼i , Ui } on S. It is assumed that the preference relations of Let
each DM i ∈ N have following properties: Pi+,U (s, q) = E − I − Pi−,=
(i) i is asymmetric.
and
(ii) ∼i is reflexive and symmetric.
Pi−,=,U (s, q) = E − I − Pi+ ,
(iii) Ui is symmetric.
(iv) {i , ∼i , Ui } is strongly complete. where I is an m × m identity matrix. Hence,
Note that the assumption of transitivity of preferences is
Ji+ (s, q) = Ji (s, q) ◦ Pi+ (s, q)
not required so that the results in this paper hold for both
transitive and intransitive preferences. and
For i ∈ N , Ji is a |S| × |S| 0-1 matrix defined by Ji+,U (s, q) = Ji (s, q) ◦ Pi+,U (s, q).

1 if (s, q) ∈ Ai , The four types of extending solution concepts Nash, GMR,
Ji (s, q) =
0 otherwise, SMR, and SEQ in 2-DM conflict models are represented
where |S| is the number of the states in S. Ji is called using MRSC method next.
a reachability matrix to represent DM i s unilateral moves III. MRSC IN G RAPH M ODELS FOR T WO
(UMs). Ri (s) denotes DM i s reachable list from a state s, D ECISION -M AKERS WITH P REFERENCE U NCERTAINTY
containing all states to which DM i can move from state
Li et al. [17] extended Nash stability, general metara-
s in one step. So Ri (s) = {q : Ji (s, q) = 1}. For DM i, a
tionality, symmetric metarationality, and sequential stability
unilateral improvement (UI) matrix Ji+ is defined as follows:
 to models with preference uncertainty, using four distinct
1 if Ji (s, q) = 1 and q i s, sets of definitions (indexed by a, b, c, and d) to calculate
Ji+ (s, q) =
0 otherwise. stabilities in situations with uncertainty. For a 2-DM model,
the algebraic characterizations of the new stability definitions
Similarly, Ri+ (s) is defined as DM i s all unilateral im- are presented in following theorems.
provements (UIs) from state s. Therefore, Ri+ (s) = {q : In the definitions indexed a, DM i has an incentive to move
Ji+ (s, q) = 1}. to states with uncertain preferences relative to the status
Define an |S| × |S| 0-1 matrix by quo, but will not consider a move to a state with uncertain

U 1 if Ji (s, q) = 1 and sUi q, preference to be a sanction.
Ji (s, q) =
0 otherwise. Theorem 3.1: Let two DMs be N = {i, j}. A state s ∈ S
−
→T
is N asha stable for DM i iff eTs · Ji+,U = 0 . (T denotes
Let RiU (s) denote all states of uncertain preference
 relative the transpose of a matrix or a vector.)
to state s for DM i, and let Ri+,U (s) = Ri+ (s) RiU (s).
Proof: It is obvious that Ri+,U (s) = ∅, for i iff eTs · Ji+,U =
Then RiU (s) = {q : JiU (s, q) = 1} and Ri+,U (s) = {q : −
→T
Ji+,U (s, q) = 1}, where Ji+,U = Ji+ + JiU . 0 . 
Let i ∈ N and m = |S|. Define the m×m matrix MiGM Ra
B. Matrix Representations of Preference Relations over a 
State Set MiGM Ra = Ji+,U · [E − sign Jj · (Pi−,= )T ].
In this paper, we using matrix formulations to calculate Theorem 3.2: Let i ∈ N . A state s ∈ S is general
stabilities and predict equilibria of a graph model. metarational (GM Ra ) for DM i iff
Let |S|=m. E is an m × m unit matrix with each entry 1,
MiGM Ra (s, s) = 0. (1)
and let ek denote a m− dimensional column vector with k th
Proof: (1) is equivalent to
element 1 and all other elements 0. For two m × m matrices  
H and V , M = H ◦ V is defined as the m × m matrix (eTs Ji+,U ) · E − sign Jj · (Pi−,= )T es = 0.


Since Theorem 3.4: Let i ∈ N . A state s ∈ S is sequentially
  stable (SEQa ) for DM i iff
(eTs Ji+,U ) · E − sign Jj · (Pi−,= )T es
MiSEQa (s, s) = 0. (6)

m
  Proof: (6) is equivalent to
= Ji+,U (s, s1 ) 1 − sign (eTs1 Jj ) · (eTs Pi−,= )T ,   
s1 =1
(eTs Ji+,U ) · [ E − sign Jj+,U · (Pi−,= )T es ] = 0.
then (1) holds iff
 Since
Ji+,U (s, s1 )[1 − sign (eTs1 Jj ) · (eTs Pi−,= )T ] = 0, ∀s1 ∈ S.   
(eTs Ji+,U ) · [ E − sign Jj+,U · (Pi−,= )T es ]
(2)
It is clear that (2) is equivalent to 
m  
= Ji+,U (s, s1 )[1 − sign (eTs1 Jj+,U ) · (eTs Pi−,= )T ],
(eTs1 Jj ) · (eTs Pi−,= )T = 0, ∀s1 ∈ Ri+,U (s), s1 =1

which implies that, for any s1 ∈ Ri+,U (s),

there exists at then (6) holds iff
least one s2 ∈ Rj (s1 ) with s i s2 .   
Ji+,U (s, s1 )[1−sign (eTs1 Jj+,U ) · (eTs Pi−,= )T ] = 0, ∀s1 ∈ S.
Let i ∈ N and m = |S|. Define the m×m matrix MiSM Ra
(7)
MiSM Ra = Ji+,U · [E − sign(H)], It is clear that (7) is equivalent to
with (eTs1 Jj+,U ) · (eTs Pi−,= )T = 0, ∀s1 ∈ Ri+,U (s).
  
H = Jj · [(Pi−,= )T ◦ E − sign Ji · (Pi+,U )T ], It implies that for any s1 ∈ Ri+,U (s), there exists at least
one s2 ∈ Rj+,U (s1 ) with s i s2 . 
f or j ∈ N − i. For the next definitions indexed b, in a uncertain situation,
Theorem 3.3: Let i ∈ N . A state s ∈ S is symmetric DM i considers to leave a state or assesses sanctions,
metarational (SM Ra ) for DM i iff excluding uncertain preferences.
MiSM Ra (s, s) = 0. (3) Theorem 3.5: Let two DMs be N = {i, j}. A state s ∈ S
−
→T
Proof: Since is N ashb stable for DM i iff eTs · Ji+ = 0 .
Let i ∈ N and m = |S|. Define the m×m matrix MiGM Rb
MiSM Ra (s, s) = (eTs Ji+,U ) · [(E − sign(H)) es ] 
MiGM Rb = Ji+ · [E − sign Jj · (Pi−,= )T ].

m
= Ji+,U (s, s1 )[1 − sign (H(s1 , s))] Theorem 3.6: Let i ∈ N . A state s ∈ S is general
s1 =1 metarational (GM Rb ) for DM i iff MiGM Rb (s, s) = 0.
with Let i ∈ N and m = |S|. Define the m×m matrix MiSM Rb

m
H(s1 , s) = Jj (s1 , s2 ) · W, MiSM Rb = Ji+ · [E − sign(H)],
s2 =1
with
and   
 m 
 H = Jj · [(Pi−,= )T ◦ E − sign Ji · (Pi+,U )T ],
 
W = Pi−,= (s, s2 )[1−sign Ji (s2 , s3 )Pi+,U (s, s3 ) ], f or j ∈ N − i.
s3 =1 Theorem 3.7: Let i ∈ N . A state s ∈ S is symmetric
then (3) holds iff H(s1 , s) = 0, ∀s1 ∈ Ri+,U (s), which metarational (SM Rb ) for DM i iff MiSM Rb (s, s) = 0.
is equivalent to the statement that, ∀s1 ∈ Ri+,U (s), ∃s2 ∈ Let i ∈ N and m = |S|. Define the m×m matrix MiSEQb
 
Rj (s1 ) such that MiSEQb = Ji+ · [E − sign Jj+,U · (Pi−,= )T ].
Pi−,= (s, s2 ) = 0, (4)
Theorem 3.8: Let i ∈ N . A state s ∈ S is sequentially
and stable (SEQb ) for DM i iff MiSEQb (s, s) = 0.
m 
  Although excluding uncertainty in preference, the stability
Ji (s2 , s3 )Pi+,U (s, s3 ) = 0. (5) definitions indexed b are different from those discussed by
s3 =1
Fang et al. [3], since current definitions are utilized to
Obviously, ∀s1 ∈ Ri+,U (s), ∃s2 ∈ Rj (s1 ) such that (4) analyze conflict models with preference uncertainty. For the
and (5) hold iff for every s1 ∈ Ri+,U (s) there exists s2 ∈ extended definitions indexed c, DM i has an incentive to
Rj (s1 ) such that s i s2 and s i s3 for all s3 ∈ Ri (s2 ). move to states with uncertain preferences relative to the
Let i ∈ N and m = |S|. Define the m×m matrix MiSEQa status quo, and will consider a move to a state with uncertain
  preference to be a sanction.
MiSEQa = Ji+,U · [E − sign Jj+,U · (Pi−,= )T ]. Theorem 3.9: Let two DMs be N = {i, j}. A state s ∈ S
→T
−
is N ashc stable for DM i iff eTs · Ji+,U = 0 .


 Let i ∈ N and m = |S|. Define the m×m matrix MiGM Rc
1 2
 
MiGM Rc = Ji+,U · [E − sign Jj · (Pi−,=,U )T ]. 1 2
Theorem 3.10: Let i ∈ N . A state s ∈ S is general
metarational (GM Rc ) for DM i iff MiGM Rc (s, s) = 0.
Let i ∈ N and m = |S|. Define the m×m matrix MiSM Rc 4
3 3 4
MiSM Rc = Ji+,U · [E − sign(H)], (a) graph model for DM 1 (b) graph model for DM 2
payoff P1 = (4, 2, 3, 1) payoff P2 = (b1 , b2 , b3 , b4 )
in which
Fig. 1. Graph model for a 2 × 2 game
 
H = Jj · [(Pi−,=,U )T ◦ E − sign Ji · (Pi+ )T ],

f or j ∈ N − i. A. A 2-DM Conflict Model

Theorem 3.11: Let i ∈ N . A state s ∈ S is symmetric
metarational (SM Rc ) for DM i iff MiSM Rc (s, s) = 0. A 2-DM conflict model with preference uncertainty is used
to illustrate how stability analysis is carried out by MRSC
Let i ∈ N and m = |S|. Define the m×m matrix MiSEQc
with preference uncertainty. A sustainable development game
  to model a conflict between environmental agencies and
MiSEQc = Ji+,U · [E − sign Jj+,U · (Pi−,=,U )T ].
developers was considered by Hipel [11] and Li et al [17].
The conflict is modeled by two DMs: environmental agencies
Theorem 3.12: Let i ∈ N . A state s ∈ S is sequentially (DM 1) and developers (DM 2), DM 1 with two strategies:
stable (SEQc ) for DM i iff MiSEQc (s, s) = 0. proactive (labeled P) and reactive (labeled R) in monitoring
For the last definitions indexed d, DM i considers to leave developers’ activities and their impacts on the environment,
a state, excluding preference uncertainty, but will consider a and DM 2 with two strategies: a high priority (labeled H)
move to a state with uncertain preference to be a sanction. and a low priority (labeled L) by assessing the environment.
Theorem 3.13: Let two DMs be N = {i, j}. A state s ∈ S These strategies are combined to form four feasible states:
−
→T
is N ashd stable for DM i iff eTs · Ji+ = 0 . PH, PL, RH, and RL. We order the four states: 1: PH; 2:
Let i ∈ N and m = |S|. Define the m×m matrix MiGM Rd PL; 3: RH; 4: RL. The graph model of the conflict model is
  shown in Fig. 1. DM 1’s preference information is complete,
MiGM Rd = Ji+ · [E − sign Jj · (Pi−,=,U )T ]. but DM 2’s preferences is uncertain. Given
x U2 y, x U2 {, y U2 z, z U2 {,
Theorem 3.14: Let i ∈ N . A state s ∈ S is general z 2 x, and { 2 y.
metarational (GM Rd ) for DM i iff MiGM Rd (s, s) = 0. The graph model of the conflict model is shown in Fig. 1.
Let i ∈ N and m = |S|. Define the m×m matrix MiSM Rd The reachable matrices for DM 1 and DM 2 are
⎛ ⎞ ⎛ ⎞
0 0 1 0 0 1 0 0
MiSM Rd = Ji+ · [E − sign(H)], ⎜ 0 0 0 1 ⎟ ⎜ 1 0 0 0 ⎟
J1 = ⎜ ⎟ ⎜
⎝ 1 0 0 0 ⎠ and J2 = ⎝ 0 0 0 1 ⎠ .
⎟
in which
0 1 0 0 0 0 1 0
 
H = Jj · [(Pi−,=,U )T ◦ E − sign Ji · (Pi+ )T ], Preference relation matrices for the DMs 1 and 2 are
⎛ ⎞ ⎛ ⎞
f or j ∈ N − i. 0 0 0 0 0 1 1 1
Theorem 3.15: Let i ∈ N . A state s ∈ S is symmetric ⎜ 1 0 1 0 ⎟ ⎜ 0 0 1 ⎟
P1+ = ⎜ ⎟ , P −,= = ⎜ 0 ⎟,
metarational (SM Rd ) for DM i iff MiSM Rd (s, s) = 0. ⎝ 1 0 0 0 ⎠ 1 ⎝ 0 1 0 1 ⎠
Let i ∈ N and m = |S|. Define the m×m matrix MiSEQd 1 1 1 0 0 0 0 0
  ⎛ ⎞ ⎛ ⎞
MiSEQd = Ji+ · [E − sign Jj+,U · (Pi−,=,U )T ]. 0 0 1 0 0 1 0 1
⎜ 0 0 0 1 ⎟ ⎜ 1 0 1 0 ⎟
P2+ =⎜
⎝ 0
⎟, P +,U
=⎜ ⎟,
Theorem 3.16: Let i ∈ N . A state s ∈ S is sequentially 0 0 0 ⎠ 2 ⎝ 0 1 0 1 ⎠
stable (SEQd ) for DM i iff MiSEQd (s, s) = 0. 0 0 0 0 1 0 1 0
and P1U is a zero matrix, P2+,U = P2+ + P2U ,
IV. A PPLICATIONS P2−,= = E − I − P2+,U , P2−,=,U = P2−,= + P2U .

In this section, we apply the matrix method to a practical Hence, we can calculate the extended stabilities of Nash,
problem to show the procures. GMR, SMR, and SEQ respectively, using Theorems 3.1 -


 TABLE I
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 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 708--712
Copyright@2007 Watam Press

A Homotopy Method for Solving MPEC Problem

JIAMIN LI 1, QINGHUAI LIU2 , XINMIN WANG2, , GUOCHEN FENG1

1
Institute of Mathematics, Jilin University, Changchun 130012,China
2
Institute of Applied Mathematics Changchun University of Technology,Changchun 130012,china

AMS subject classifications:90C30,47J20

Abstract: In this paper, we present a homotopy method for Let X be the projection of Z onto R n , and X  dom (C ) ,
solving the MPEC problem with variational inequalities
constraints. We prove that the existence of the homotopy then the MPEC can be expressed as
pathway is ordinary, and that this homotopy method has min f ( x, y )
large-scale convergent to KKT point of the MPEC problem. s.t. ( x, y )  Z Ž R n  m , ˄1.1˅
y  S ( x ) { SOL ( F ( x,˜), C ( x )),
1 Introduction where for each x  X , S (x ) is the solution set of the
variational inequality defined by the pair ( F ( x,˜), C ( x )) ; i.e.,
The mathematical programs with equilibrium constraints y  S (x ) if and only if y is in C (x ) and satisfies the inequality:
(MPEC) are important nonlinear models of the artificial
intelligence, neural network, control and machine study, (v  y )T F ( x, y ) t 0, v  C ( x ). ˄1.2˅
etc(see[1],[2]). It can be used for complex macro-economics Let
analysis and microeconomic analysis; and it can solve many Gr ( S ) { {( x, y )  R n  m : y  S ( x )},
pivotal problems in the natural science and engineering
technique, such as machine study, pattern recognition, the MPEC may write
automatization, manual brainpower, chemical engineering, min f ( x, y )
traffic transport program, network design, etc (see [2],[4],[5], s.t. ( x, y )  E { Z ˆ Gr ( S ),
[7],[8],[9]).
where E denote the feasible region of (1.1).
MPEC is a special optimization problem. The complexity of
constraints is the main difference between the MPEC and the
general program problems, that is, its constraints include the
equilibrium constraints besides the accustomed equation and
2 Homotopy equation
inequality constraints. The word “equilibrium” roots in the
concept of economics. The equilibrium constraints are defined In this paper, we consider the following MPEC problem. Let
by a parametric variational inequality or complementarity for each x  X ˈ
system. Due to the existence of these conditions, solving the
MPEC becomes very difficult. In recent years, the MPEC has C ( x ) { { y  R m : G ( x, y ) d 0} ,
been intensively studied. The general and systematical research where G : R
nm
o R l is continuously differentiable , and for
begin with [1] for the MPEC. The SQP algorithmǃ the smooth
each x  X ˈ Gi ( x, y ) (i 1, ! , A) is a convex function, then
trust region method and other methods are presented for
mathematical programs with linear complementarity C ( x ) is a closed and convex set.
constraints. [6] proposed a homotopy method for solving l
By Lemma 2.1 of [13], y  S ( x ) if and only if  u  R ˈ
bilevel programming problem. [14] discussed the algorithm for
solving multiobjective programs with equilibrium constraints. such that
At the present time, there are a few effective methods for ­° F ( x, y )  ’ y G ( x, y )u 0,
solving mathematical programs with variational inequality. ® ˄2.1˅
°̄u t 0, G ( x, y ) d 0,UG ( x, y ) 0.
Many problems are still unsolved in this field. The most used
approach among existing methods is the punishment (2.1) is called to KKT system of (1.2).
technology (see [12]), some use the trial-error method(see Let M ( x, y ) (possibly empty) denote the set of multipliers
[11]). In this paper, we present a combined homotopy method
for solving the MPEC problem with variational inequalities u  Rl satisflying (2.1). Obviously, M ( x, y ) is the set-valued
constraints, and prove that this method has large-scale map, and M : R
nm
o RA .
convergence.
In general, the MPEC with variational inequality constraint Clearly, dom ( M ) Ž Gr (C ) and for ( x, y )  dom ( M ) ,
is defined as follows: M ( x, y ) is a nonempty convex polyhedron.
nm
Let f : R o R and F : R n  m o R m are continuously Let
nm I ( x, y ) { {i : Gi ( x, y ) 0},
differentiable functions, Z Ž R is a nonempty closed set,
then by (2.1), we have
n m
C : R o R is a set-value map with closed convex values. M ( x, y ) {u  RA : F ( x, y )  ’ y G ( x, y )u 0, u j 0, j  I ( x, y )}.
————————————————
We shall refer to as the sequentially bounded constraints
Corresponding author: Xinmin Wang, Changchun University
qualification (SBCQ) of [1] for the MPEC (1.1) in our paper.
of Technology, wang_xinmin@email.jlu.edu.cn k k
SBCQ for any convergent sequence {( x , y )}  E , there


 k k k k
exists for each k a multiplier vector u  M ( x , y ) and {u } is and as t o 0 , y (t ) tend to the solution of the lower problem.
bounded.
If E Ž dom ( M ) ,and the SBCQ holds on E for the set-valued
map M, then under the above conditions, the MPEC (1.1) is
3 Homotopy pathway
equivalent to the following optimization problem in the
variables ( x, y , u ) By the above discussion, the MPEC(1.1) is equivalent to the
following parameterized optimization problem
min f ( x, y )
min f ( x, y )
s.t. ( x, y )  Z Ž R n  m , ˄2.2˅ s.t. g ( x, y ) d 0, ˄3.1˅
F ( x , y )  ’ y G ( x , y )u 0,
h( w, t ) 0.
u t 0, G ( x, y ) d 0,UG ( x, y ) 0.
When t o 0 , by Lemma 2.1,problem (3.1) becomes problem
m
When the set { y  R : G ( x, y )  0} is nonemptyˈthe homotopy (2.2).
equation for (2.1)can be represented as Problem (3.1) can be rewrited as˖
~
§ F ( x, y )  ’ y G ( x, y )u · min f ( w)
h( w, t ) ¨ ¸ 0,
˄2.3˅ ~
¨ UG ( x, y )  te ¸ s.t. g ( w) d 0, ˄3.2˅
© ¹
T T A h( w, t ) 0.
Where w ( x, y , u ) , e (1, ! ,1)  R , t  (0,1] .
Its KKT system is
Let ~
’ w f ( w)  ’ w g~ ( w)v  ’ w h( w, t )O 0,
Z {( x, y )  R n  m : g ( x, y ) d 0} ˈ
nm
h( w, t ) 0, ˄3.3˅
where g : R o R s is continuously differentiable, g i ( x, y ) ~ ~ Vg ( w) 0, v t 0, g ( w) d 0,
(i 1, ! , s ) is a convex function, then Z is a close convex set.
mA
~ ~ where O  R ,v Rs
are multipliers, and V diag (v ) .
Set f ( w) f ( x, y ) , g ( w) g ( x, y ) , and some signs are
Now, we turn to construct a homotopy equation for
denoted as follows: problem (2.2). We define a homotopy equation for problem
:1 (t ) {w  R n  m u RA  : g~ ( w)  0, h ( w, t ) 0}, (2.2):
§ (1  t )(’~
f ( w)  ’g~ ( w)v )  ’ w h( w, t )O  t ( w  w 0 ) ·¸
:1 (t ) {( w, t )  R n  m u RA  u (0,1] : g~ ( w) d 0, h( w, t ) 0}, ¨
H (T , T 00 , t ) ¨ h( w, t ) ¸ 0
¨ ¸
:(t ) : 1 (t ) u R s  u R m  A , ¨ ~ 0~
Vg ( w)  tV g ( w ) 0 ¸
© ¹
: {( x, y )  R n  m : g~ ( w) d 0, G ( x, y ) d 0}, ˄3.4˅
w: (t ) {w  : (t ) : s g~ ( w) 0},
1 1 –i 1 i where T ( w, v, O )T , T 00 ( w 0 , v 0 )T , t  (0,1] ˈ v  Rs ˈ
I ( w) {i  {1, ! , s} : g~i ( w) 0}, O  RmA ˈ w ( x, y , u )  R n  m u RA ˈ U diag (u ) ,
I G ( x, y ) {i  {1, ! , A} : Gi ( x, y ) 0}. V diag (v ) .
Condition A˖ Lemma 3.1
0
For any given T 0 ( w 0 , v 0 )T  :1 (1) u Rs  ,
(A.1) t  >0,1@ , :1 (t ) is nonempty and bounded;
then the equation H (T , T 0 ,1) 0 has a unique solution
(A.2) {’ y Gi ( x, y ), i  I G ( x, y )} is a matrix of full column rank;
~ T (T 00 ,0)T .
(A.3)for t  0, 1@, w  :1 (t ) , {’g i ( w), i  I ( w), ’ w h( w, t )} is
Proof˖When t 1 ˈ(3.4) becomes
full column rank;
’ w h( w,1)O  w  w 0 0,
(A.4) w  :1 (1) ,
h( w,1) 0,
{w  ¦ i I ( w) vi ’g~i ( w)  ’ w h( w,1)O : vi t 0, i  I ( w);
Vg~ ( w) V 0 g~ ( w 0 ).
O  R m  A } ˆ :1 (1) {w}; ~
By g ( w)  0 and h( w,1) 0 , we have I (w) 2 and w  :1 (1) ,
(A.5)for any ( x, y )  : ,
0
then by Condition (A.4) and ’ w h( w,1)O  w  w 0 , we
’ y F ( x, y )  ¦ is 1 (’ 2yy Gi ( x, y )  ’ y Gi ( x, y )’ y Gi ( x, y )T )
is positive definite. have O 0,w 0
w .hence v 0
v ,T (T 00 ,0)T  : (1) .
Remark 2.1 Geometrical interpretation of Condition (A.4) is In generalˈwe rewrite (3.4) as follows form:
that :1 (1) satisfies the normal cone condition. Condition (A.5) H T 0 (T , t ) H (T , T 00 , t ),
can guarantee the uniqueness of solution for the lower problem 0

of MPEC in this paper. and the solution set of H as follows:

Lemma 2.1(McCormick[3]) Suppose that Condition(A.1),(A.2) H T01 (0) {(T , t )  :(t ) u (0,1] : H T 0 (T , t ) 0}.
and (A.5) hold, and the set 0 0

: 0
{( x, y )  R nm ~
: g ( w)  0, G ( x, y )  0} We will prove the existence of the homotopy pathway in the
next content.
is nonempty. Then for any given point x  : , the solution Lemma 3.2˄Parameterized Sard theorem[10]˅ Let Q, N and P
curve { y (t ), u (t ), t  (0,1]} for the homotopy equation(2.3)of the be smooth manifolds of dimensions q, m and p, respectively.
lower problem of MPEC is continuous, bounded and unique,


 r k ~ k k k
Llet ) : Q u N o P be a C mapˈwhere r ! max{0, m  p} . ¦ (1  t k )vi ’g i ( w )  ¦ O j ’h j ( w , t k )
iI1 jI 2
If 0  P is a regular value of ) , then for almost all ~
(1  t k )’f ( w k )  ¦ vik ’g~i ( w k )  ¦ Okj ’h j ( w k , t k )  t k ( w k  w 0 ),
a  Q , 0 is a regular value of ) a { ) ( a,˜) . iI1 jI 2

k ~ ~
Lemma 3.3 If H (T , T 00 , t ) is defined as (3.4) and Condition by {w } is bounded, and f , g , h is sufficient smooth, and
(A.1)-(A.5) is true, then for almost all T
0
(T 00 ,0)T  :(1) , when k o f , then I1  I ( w) , and we let
~
1 vik ~ O kj
0 is the regular value of map H, and H T 0 (0) consists of some
0
v~i lim ,Oj lim ,
k of min {| vik |, | Oik |} k of min {| vik |, | Okj |}
0 i I 1 , j  I 2 i I 1 , j  I 2
smooth curves, which starts from (T ,1) , denoted by *T 0 .
0
~ ~
then one of vi and O j isn’t equal to zero. Hence we have
Proof˖ (T , t )  :(t ) u (0,1] ˈ
§ ~ ·
§Q  tI · ¨ ¦ vik ’g~i ( w k )  ¦ Oik ’ w hi ( w k , t k ) ¸ {| vik |, | Okj |} o 0,
¨ 0 ¸ ¨© i I1 ¸ i Imin
1 , j I 2
wH (T , T 00 , t ) ¨ ’ h ( w, t )T ¸
i I 2 ¹
0 0
0
w ( w, w , v )0 ¨ w ¸ that is
¨ V’g~ ( w)T  tV 0 ’ 0 g~ ( w 0 )  tdiag ( g~ ( w 0 )) ¸ ~ ~ ~
© w ¹ ¦ (1  t )vi ’g i ( w )  ¦ O j ’hi ( w , t ) 0,
iI1 jI 2

where this contradicts to Condition(A.3);

§ ~ s · mA (ii) when t 1 ˈby the third equation of (2.5), we get
Q(1  t )¨ ’ 2 f ( w)  ¦ vi ’ 2 g~i ( w) ¸  ¦ Oi ’ 2w hi ( w, t )  tI .
© i 1 ¹ i 1 I1 I ( w) . Hence, we have
~ mA
lim [(1  t k ) ¦ vik ’g~i ( w k )  ¦ Oik ’ w hi ( w k , t k )]  w  w 0
0 0
By w  :1 (1) , we have g ( w )  0 .Since ’ w h( w, t ) is full 0
k of i I 1 i 1
0 0 0
column rank, we have wH (T , T 0 , t ) w ( w, w , v ) is full row
and
0 0
rank. Hence, wH (T , T 0 , t ) w (T , T 0 , t ) is also full row rank, and mA
lim [(1  t k ) ¦ vik ’g~i ( w k )  ¦ Oik ’ w hi ( w k , t k )]
0 is a regular of H . k of i I 1 i 1

(T 00 ,0)T  : (t ) , 0 is a regular exists. Let

By Lemma 3.2, for almost all
1 (1  t k )vik o v~i t 0, (i  I1 )
value of H (T , T 00 , t ) . By the inverse image theorem, H T 0 (0)
0 ~ ~
Oik o Oi , (i 1,..., m  l1 )
consists of some smooth curves. And because
H T 0 ((T 00 ,0)T ,1) 0 ˈ there must be a smooth curve *T 0 we have
~ ~ ~
0 0
¦ vi ’g i ( w )  ’ w hi ( w ,1)O  w w0 ,
i I 1
starting from ((T 00 ,0)T ,1) .
k k
0
Lemma 3.4 Suppose that Condition A hold. Given T  :(t ) , This contradicts to Condition (A.4). Hence, {(v , O )} is
bounded, and the result is true.
if 0 is a regular value of H, then *T 0 is a bounded curve in By Lemma 3.3 and Lemma 3.4, we get our main result in
0

: (t ) u (0,1] . this paper.

Lemma 3.5 Suppose that Condition A hold. Then (3.3) has
Proof: Suppose *T 00  :(t ) u (0,1] is unbounded, then there 0
solution as t is descending to 0, for almost all T  : (t ) ,
k k
exists {(T , t k )}  *T 0 and (T , t k ) o f .Noting that ( x, y ) H T01 (0) contains a smooth curve *T 0 ,which stars from (T 0 ,1) .
0
0 0
k k k
and t  (0,1] is bounded, hence, by Lemma 2.1, ( x , y , u ) As t o 0 , the limit set 4 u {0}  : (1) u {0} of *T is nonempty, 0
0

is bounded, then there exists a subsequence (denoted also and every point of 4 is a solution of (3.3). Especially, if *T 0 is
0
k k k k
by ( x , y , u ) ), we have x o x , y k o y , u k o u ,

t k o t . By the supposition, there exists a subsequence finite, and (T ,0) is the end point of *T 0 , then T is a KKT
0

k k k k
of {( v , O )} (denoted also by {(v , O )} ), which goes to solution of problem (2.2).
0
k k Proof˖By Lemma 3.3ˈ for almost all T  : (t ) , 0 is a regular
infinity, and we have || (v , O ) ||o f . Let
value of H T 0 ,and *T 0 consists of some smooth curves, among
I1 {i  {1, ! , s} : vik o f}, I 2 {i  {1, ! , m  A} : Oik o f}. 0 0

0
k them, a smooth curve is starting from (T ,1) .
0
By H (T , T 0 , t k ) 0 , (T k , t k ) satisfies
By the classification theorem of one-dimensional smooth
§ (1  t )(’~f ( w)  ’g~ ( w)v )  ’ w h( w, t )O  t ( w  w 0 ) ·
¨ ¸ manifold, *T 00 is diffeomorphic to a unit circle or the unit
H (T , T 00 , t ) ¨ h( w, t ) ¸ 0, (3.5)
¨ ¸
¨ V ~ ( w)  tV 0 g~ ( w 0 )
g ¸ interval. Because
© ¹
we have

(i) when t  [0,1) , form the first equation in (3.5), we have


 wH (T ,1) invariant. Then we can determine the direction by following
|T ( w 0 , v 0 ,0) result.
wT
Proposition 4.1(Garcia and Zangwill[14], Allgower and
§ mA 2 0 ·
¨ ¦ Oi ’ w h( w ,1)  I 0 ’ w h( w0 ,1) ¸ Georg[15]) If *T 00 is smooth, then the positive direction
¨i 1 ¸
¨ ’ h( w0 ,1)T ¸
¨ w 0 0
¸, K ( 0) at the initial point (T 0 ,1) satisfies
¨ ¸
¨¨ ¸¸ H Tc 0 (T 0 ,1)
0 ~
© V ’g ( w )
0 T
diag ( g~ ( w0 )) 0 ¹ sign 0
( 1) m  s  A 1 .
KT
~ 0 wH T 0 ((T 00 ,0)T ,1) wT
and by g ( w )  0 ,we have is We give algorithm as follows.
0

Algorithm 1 (Euler-Newton method)

nonsingular. Hence *T 0 is diffeomorphic to a unit interval.
0
(0) Give t 0 1 , an initial point T 0  : (t ) , step-length

Let ( w , t ) be a limit point of *T 0 , then three cases are h0 ! 0 and two small positive numbers
0

possible: H 1 , t H ! 0, k : 0.

(i) (T , t )  : (t ) u {1} ; (1) Compute a predictor point (T
( k 1, 0 )
, tk 1,0 ) :

(ii) (T , t )  w:(t ) u (0,1]; (k )
 R n  2 m  s  A 1 ;
(a) Compute a unit tangent vector ]

(iii) (T , t )  w: (t ) u {0}. (k )
(b) Determine the direction K of predictor step:
By Lemma 3.1 and the equation H (T , T 00 ,1) 0 has only If the sign of the determinant
one solution ((T 00 ,0) T
,1) in : (1) u {1} , the case (i) is H Tc 0 (T ( k ) , t k )
0
( 1) m  s  A 1 ,
impossible. In case (ii), there must exist a sequence of ( k )T
]
(T k ,t k )  *T 0 such that 1 d j d s, g j ( x k , y k ) o 0 . From the
0
then K (k )
] (k )
, else if the sign of the determinant
k
third equation of (3.5), it follows that || v j ||o f , which H Tc 0 (T ( k ) , t k )
contradicts Lemma 3.4. Hence, case (ii) is impossible. As a 0
( 1) m  s  A ,
( k )T
conclusion, case (iii) is the only possible case. ]
By Lemma 3.5, *T 00 is determined by the initial value (k ) (k )
then K ] ;
problem to the system of ordinary differential equations ( k ,0) (k )
(c) (T , t k ,0 ) (T , t k )  hkK ( k ) .
­ § T c(9 ) ·
°° DH T 0 (T , t )¨¨ ¸¸ 0,
(2)Compute a corrector point (T
( k 1)
, t k 1 ) :
® 0
© t c(9 ) ¹
° (T ( k 1, j ) , tk 1, j ) (T ( k , j 1) , tk , j 1 )  M k, j 1HT 0 (T ( k , j ) , tk , j ), j 1,2, !
°¯T (0) T 0 , t (0) 1. 0

until
If 9 ! 0 , such that t (9 ) 0 , then T T (9 ) must be a
solution of (3.3). || HT 0 (T ( k 1, j ) , tk 1, j ) ||d H1 .
0

( k 1)
Set (T , t k 1 ) (T ( k 1, j ) , t k 1, j );
4 Algorithm (3)If t k 1 d tH , then stop, else choose a new step-length
hk 1 ! 0 . k : k  1 , and go to (1).
In this section, we discuss how to trace numerically the In Algorithm 1,
homotopy equation (3.4). By Lemma 3.5, for almost all
M k , j 1 H c 0 (T ( k , j 1) , t k , j 1 ),
T0
T 0  : (t ) , the homotopy (3.4) generates a smooth curve *T 0 . (4.1)
0 
M M ( MM T ) 1
T

We call *T 00 the homotopy path. Tracing numerically from

0
(T ,1) until t o 0 , one can find a solution of (3.3). The
tangent-vector at a point on *T 00 has two opposite directions,
one (the positive direction) makes 9 increase, and another
(the negative direction) makes 9 decrease. The negative
direction will lead us back to the initial point, so we must go
along the positive direction. The criterion in step 1 (b) of
Algorithm 1 that determines the positive direction is based on a
basic theory of homotopy method (see[13],[14,15]), that is, the
positive direction K at any point ( w, t ) on *T 00 keeps the
sign of the determinant
H Tc 0 (T 0 ,1)
0 optimization , Annals of Operations research 34(1992).
KT
is the Moore-Penrose inverse of M .
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DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 713--718
Copyright@2007 Watam Press
A State-Of-Charge Estimation Method Based On Extension Theory
For Lead-Acid Batteries
KUEI HSIANG CHAO
Department of Electrical Engineering, National Chin-Yi University of Technology, Taichung, Taiwan
MENG HUI WANG
Department of Electrical Engineering, National Chin-Yi University of Technology, Taichung, Taiwan
CHIA CHANG HSU
Institute of Information and Electrical Energy, National Chin-Yi University of Technology, Taichung, Taiwan
Abstract: This paper presents a state-of-charge (SOC)
estimation method for lead-acid batteries based on extension
theory. First, a constant electric current discharging
experiment with an electronic load for lead-acid batteries is
made to measure and record the internal resistance and
open-circuit-voltage using an internal resistance tester. Then,
the experimental data are adopted to differentiate the
remaining capacity of the lead-acid battery by constructing an
estimation method based on extension theory. The simulated
results indicate that the proposed estimation method can
discriminate the remaining capacity of lead-acid batteries
rapidly and accurately.
1 Introduction
Modern convenient products such as electric vehicles, mobile
telephone, uninterruptible power supply and emergency light
require battery energy. The electrochemical cells play an
important role in human life. Among these, the lead-acid
battery is the most used one due to its simple structure, cheap
price, and large electromotive forceȐEMFȑ, and large
operating temperature range. Owing to little gas of lead-acid
battery could be lost; it causes difficulty to estimate the
remaining capacity consumption. However, the users usually
need to know what amount of electric energy is left and how
long this battery can be used. If the state of electric capacity
can be estimated more accurately, it will avoid causing the
permanent harm to the lead-acid battery resulted from
over-discharged; moreover, it will improve the efficiency of
operating and extend service life so as to make the most
efficient use of the lead-acid battery energy.
There are currently several methods for estimating the
remaining capacity of lead-acid batteries, including
electrolyte specific gravity, open circuit voltage, internal
resistance, coulometric measurement, and loaded voltage
[1]-[4]. Among these, the open circuit voltage and internal
resistance methods are the most commonly used. The open
circuit voltage method uses the linear relation between
voltage value and the remnant capacity of the lead-acid
batteries to carry out SOC estimation. However, it requires
one half to one hour, which is the recovery time of the open
circuit voltage of the battery after changing from charge state

to discharge state, for a lead-acid battery to achieve a stable
state. Therefore, the open circuit voltage of a battery is used
during this period to estimate the remaining capacity with
sizable errors. Moreover, during this period, the open circuit
voltage with respect to remnant capacity is not linear but
quasi-linear. The internal resistance method is adopted to
estimate the residual capacity of lead-acid battery by
monitoring the change in internal resistance during battery
discharging. However, mistakes may occur when the value is
not sufficiently accurate enough due to the small variation of
resistance at the early discharge period.
This paper presents a residual capacity estimation method
based on the extension theory for SOC estimation of the
lead-acid battery. The extension theory was proposed by Cai
in 1983 for the purpose pf solving inconsistent problems [5].
It has been adopted widely in many domains [6]-[8]. The
proposed remaining capacity estimation method will first
create a set of remaining capacity matter-element of the
lead-acid battery, and then a regular extended correction
function can directly estimate the remaining capacity of the
battery by calculating the degrees of extended correction.
According to the results, the proposed capacity estimation
method can discriminate the remaining capacity exactly, and
thus make the most efficient use of the lead-acid battery
energy.
2 Lead-Acid Battery
The discharge reaction of a lead-acid battery mainly takes
place on a polar board. The oxidation and revivification
reactions will occur on the positive electrode (anode) board
and negative electrode (cathode), respectively. Equation (2.1)
shows the discharge and charge chemical reactions of a
lead-acid battery on its anode and cathode board. Discharge
reaction occurs toward the right side and charge reaction
occurs toward the left side. The discharge reaction will
produce lead sulphate ( PbSO4 ) in both of the anode ( PbO2 )
and cathode ( P b ) polar boards, which makes the polar board
nearby electrolyte concentration droop such that battery
voltage also descend immediately. If one removes the load at
this time, the electrolyte rises near pole plank due to
proliferation effect. The battery voltage will also increase transformation of the matter-element. The extension set
immediately. The battery electrolyte density proliferation extends the fuzzy set from [0, 1] to ( -f ~f ) [10]. Therefore,
tends to be even and the rising speed of battery electric
an extension set could assign any data in this field to express
voltage tends to be steady after 2 hours. The measured
voltage at this time is exactly the open circuit voltage. the degree of relationship between one point and two sectors.
If the relative value is below -1, it means that this point is not
Anode Cathode Anode Cathode
PbO 2  2 H 2 SO 4  Pb
Disch arg e
 

o PbSO 4  2 H 2 O  PbSO 4 in the set. However, if the value is within 0 and -1 for points
m 
Ch arg e that are originally outside the set, they can be moved to the
(2.1) set by changing the conditions. Values above 0 represent the
Figure 1 shows the familiar equivalent circuit of a points to be located in this set.
lead-acid battery [9]. Here Rin1 is the equivalent resistance
between the battery electrode and the battery electrolyte, and 3.1 Matter-Element Principle
Rin 2 is the interface resistance of the battery electrode and
The matter-element is one of the main theories in extension
the battery electrolyte. C is the quantity of voltage during
theory. A matter-element contains three essential factors. We
discharging, which is the electric capacity through the space
can define the matter, called N , whose characteristic is c ,
charge between the active substrate and the electrolyte
interface. I is the discharge current. The battery voltage can and v is the value related to c . The matter-element can be
be obtained from Fig. 1 as: expressed as equation (3.1):

(
t
) (
t
)
R ( N , c, v ) (3.1)
CRin1 C Rin 2
Vb V oc  ( Rin1  Rin 2 ) I  Rin 2 Ie  VC e (2.2)
In addition, we can assign R ( N , C , V ) as a multi-
The voltage equation can be simplified as in equation (2.3), dimensional matter-element with a characteristic vector
when the electric circuit is in a steady state. C [c1 , c2 ,....., cn ] and the value vector V [v1 , v2 ,......, vn ]
with respect to C . The multi-dimensional matter-element is
Vb V o c  I ( R in 1  R in 2 ) described as
(2.3)

Then the internal resistance can be derived as ª R1 º ª N1 c1 v1 º

«R » « »
« 2» « c2 v2 » (3.2)
( Rin1  Rin 2 ) 'V / I (2.4) R ( N , C ,V )
« .... » « ... ... »
« » « »
where 'V # Voc  Vb ¬ RN ¼ «¬ cn vn »¼

In equation (3.2), R j (N , C j ,Vj ) ( j 1, 2,....., n ) is the

sub-matter-element of R .

3.2 Conception of Extension Mathematic

In the classical mathematical field, 0 and 1 indicate that a

matter owns a property or not. However, the extension set
adopts the real number coming from ( -f ~f ) to point out
the degree of a matter to be a part of a property. Assuming
U is a universal set, x is any element of U and X o is the
Fig. 1 Equivalent circuit of lead - acid battery
classical domain, then an extension set E is considered as a
set of systematic pairs in U can be shown as
3 Summary of Extension Theory
To observe the question solving, many questions are unable E ^ x , y  x  U , y K ( x )  ( f , f )` (3.3)
to obtain the explanation under the existing conditions, but it
may find the answer following the suitable transformation. There are several formats in correlation function. A
Besides the algebraic transformation employed in the primitively extended correlation was applied in this paper.
mathematical computation and the Z-transformation widely Let X o a, b be the classical region, and X m, n be
used in digitally designed applications, the extension theory expressed as joint field and X 0  X ; consequently, the
can be used to solve the contradictory problem through primitively extended correlation function can be denoted as


 U( x, x0 ) maximum and minimum values of every characteristic in the
K ( x) (3.4)
D ( x, X 0 , X ) test records. R can be represented as:

­K , Rin , 11.1,96.8 ½
where ° °
R ( K , C ,VF ) ® Voc , 11.04,12.84 ¾ (4.1)
° Voc / Rin , 0.119,1.14299 ¿°
ab ba ¯
U( x, x0 ) x  (3.5)
2 2
4.2 The Extension SOC Estimation Method
­U( x, X )  U( x, X 0 ) x  X 0
D ( x, X 0 , X ) ® (3.6) The proposed extension SOC estimation method can be
¯ 1 x  X0
formulated as a measured electrical capacity method of
It is convenient to calculate the related degree between x lead-acid battery through a computer program. The proposed
and X 0 by using the extended correlation function [11]. extension SOC estimation method is described in the
following.
Step 1: The matter-element model of each remaining capacity
4 The Proposed SOC Estimation type in every section can be established as
Method
ªK j C1 V j1 º
4.1 Matter-Element Model of SOC Estimation « » (4.2)
Rj « C2 V j 2 » , j 1, 2,3
The lead - acid battery remaining quantity of electricity is « »
¬« C3 V j 3 ¼»
classified into ten types, the symbols of these ten types are
listed as follows. Where V jk is the classical region of every
m jk , n jk

K1: Definition of the remaining capacity is 90%. characteristic set, and its joint field is expressed as
K2: Definition of the remaining capacity is 80%. V'jk m ' , n ' . In this paper, the classical region of each
jk jk
K3: Definition of the remaining capacity is 70%. SOC estimation matter-element is assigned by the maximum
K4: Definition of the remaining capacity is 60%. and minimum values of open circuit voltage, internal
K5: Definition of the remaining capacity is 50%. resistance, and short circuit current. These values are
K6: Definition of the remaining capacity is 40%. produced by the up bound and low bound values of saturation
K7: Definition of the remaining capacity is 30%. voltage and cutoff voltage from lead-acid battery.
K8: Definition of the remaining capacity is 20%. Step 2: Setting the SOC estimation matter-element of the
K9: Definition of the remaining capacity is 10%. tested lead-acid battery as
K0: Definition of the remaining capacity is 0%.
­K x , Rin , Vf1 ½
Table 1 shows the matter-element model of SOC estimation °° °° (4.3)
Rx ( K x , C,VF ) ® Voc , Vf 2 ¾
based on extension theory. Here, R represents the ° °
¯° Voc / Rin , V f 3 ¿°
matter-element of ten kinds of remaining capacity
sorts. K n ^ K1 , K 2 , K3 ,..., K 0 ` is the gathering of remaining
Step 3: Estimating the degree of relation of the tested
capacity sort, and R represents the three characteristics of
matter–element, which are an internal resistance Rin , open lead-acid battery when the discharge fall into
abeyance by the proposed extended correlation
circuit voltage Voc and short circuit current Voc / Rin
function:
respectively. The classical region of each characteristic is
assigned by the lower and upper boundary of measured ­ U(v jk , V jk )
records in each capacity section; it is also considered as the ° if v jk  V jk
°° V jk
value range of each matter-element model to express the joint K jk (v jk ) ® (4.4)
field of every characteristic, i.e. the possible range of all SOC ° U(v jk , V jk )
if v jk  V jk
estimation matter-element model of lead-acid battery in this ° '
°̄ U(v jk , V jk )  U(v jk , V jk )
paper. j 1, 2, 3,...., 0 k 1, 2,3
The range of joint field could be directly determined from


Where Step 8: If a new tested lead-acid battery exists, then go back
to Step 2, or else end the process.
n jk  m jk
V jk (4.5)
2 Table 1 The SOC estimation matter-element model of lead-
acid battery
Remaining Matter-Element Mode
a jk  b jk 1
U(v jk , V jk ) v jk   (b jk  a jk ) (4.6) Category
2 2
­K1, Rin , 11.19,11.82 ½
° °
K1 R1 ® Voc , 12.71,12.82 ¾
m jk  n jk 1 °
U(v jk ,V ' jk ) v jk   (n jk  m jk ) (4.7)
¯ Voc / Rin , 1.081494,1.142091 ¿°
2 2
­K2 , Rin , 11.83,12.16 ½
° °
Step 4: Assign weights to the estimation model such as K2 R2 ® V oc , 12.59,12.69 ¾
W j1,W j 2 ,W j 3 , which denotes the significance of each ° Voc / Rin , 1.036184,1.072696 °
¯ ¿
estimation characteristic in the extension SOC
estimation.
­K3 , Rin , 12.18,12.64 ½
° °
K3 R3 ® V oc , 12.49,12.58 ¾
Step 5: Calculate the relation degree of each estimation ° Voc / Rin , 0.988133,1.03284 ¿°
¯
category.
­K4 , Rin , 12.65,13.69 ½
3 ° °
K4 R4 ® V oc , 12.33,12.46 ¾
Oj ¦ W jk K jk ( j 1, 2,3,....., 0) (4.8)
° °
k 1 ¯ Voc / Rin , 0.900657,0.98498 ¿
­K5 , Rin , 13.7,15.95 ½
Step 6: Normalize the degree of relation for each remaining ° °
category to be between 1 and -1. This procedure K5 R5 ® V oc , 12.18,12.32 ¾
will conveniently estimate the remaining type. ° Voc / Rin , 0.775445,0.940541 °¿
¯
­ ' Oj ­K6 , Rin , 15.96,20.18 ½
°Oj if Oj !0 ° °
O max K6 R6 ® V oc , 11.87,12.18 ¾
° °
® (4.9)
¯ Voc / Rin , 0.588206,0.763158 ¿°
°O ' Oj
° j if Oj 0 ­K7 , ½
O max Rin , 20.19, 25.24
¯ ° °
K7 R7 ® V oc , 11.7,11.86 ¾
° Voc / Rin , 0.465533,0.58742 °
Step 7: Selecting the maximum value from the normal ¯ ¿
relation indices (or 1) recognize the remaining
­K8 , Rin , 25.27,36.65 ½
category of tested lead-acid battery. The ° °
corresponding equation is K8 R8 ® V oc , 11.59,11.74 ¾
° Voc / Rin , 0.316235,0.464583 ¿°
'
¯
If (O j 1)then ( K n K j) (4.10)
­K9 , Rin , 33.66,46.5 ½
° °
K9 R9 ® V oc , 11.48,11.6 ¾
The remaining capacity indices obtained from the
° Voc / Rin , 0.227112,0.316421 ¿°
proposed estimation method not only points out the accuracy ¯
of main remaining capacity type compared to other, but also ­K0 , Rin , 46.7,96.7 ½
indicates the remain probability of other categories. In ° °
K0 R0 ® Voc , 11.05,11.47 ¾
general, the more relation index values that are owned, the
° V 0.118925,0.24561 ¿°
greater the possibility occurs. ¯ oc / Rin ,


5 Simulation Results matter-element principle of the extension theory. At last,
these tested data progress into the proposed SOC estimation
The SHYKUANG BP12-12 lead-acid battery is adopted to system. The estimated results of the remaining capacity are
make a constant current (1A) discharge experiment, and an shown in Table 3. The simulation results have proven that the
electronic load is connected to the lead-acid battery as a load. proposed estimation method can easily recognize the
The changes of internal resistance in each minute and the remaining category from Table 3. For example, in tested
open circuit voltage in each hour after load disconnection are number 3, the relation index of the remaining 60% category
recorded. Figure 2 shows the relation between open circuit is 1Ȑor maximum valueȑ, which expresses that the remaining
voltage and battery discharge degree of the lead-acid battery. capacity of the battery is 60%, and can continue to use
Figure 3 also shows the relation of internal resistance and the without charging. In the same tested number we can make
degree of battery discharge of the lead-acid battery. The sure that 0% is impossible since its relation index is equal to
experimental results are all close to those in the manufacture -1 (or minimum value).
datasheet.
Table 2 Tested data of lead-acid battery
Open Short Actual
Internal
Tested Circuit Circuit Remaining
Resistance
No. Voltage Current Capacity
(: )
Open Circuit Voltage (V)

(V) (A) (%)

1 11.82 12.82 1.084602 90%
2 33.7 11.61 0.34451 20%
3 12.75 12.44 0.975686 60%
4 17.76 12 0.675676 40%
5 23.82 11.78 0.494542 30%
6 52.7 11.42 0.216698 0%
7 41.7 11.5 0.276978 10%
Fig. 2 The relation curve between remaining capacity 8 26.62 11.73 0.440646 20%
and open circuit voltage of lead-acid battery
9 11.56 12.79 1.106401 90%
10 14.64 12.25 0.836749 50%
11 18.68 11.96 0.640257 40%
12 15.46 12.21 0.78978 50%
13 13.7 12.32 0.89927 60%
14 24.52 11.76 0.479608 30%
15 12.15 12.65 1.04115 80%

6 Conclusions

Fig. 3 The relation curve between remaining capacity
and internal resistance of lead-acid battery
In order to confirm the feasibility of the proposed SOC
estimation method, first the 10 remaining categories need to
be built according to the relation of battery discharge time
and the total capacity of the battery. Then parameters of 15
tested remaining categories are arbitrarily set by the
experimental data. The parameters of the building–out needed
to include open circuit voltage, internal resistance and short
circuit current (it is defined as Voc / Rin ). The tested
parameters are listed in Table 2.
In Table 2, the tested data such as open circuit voltage,
internal resistance and short circuit current are listed. Next,
the tested matter-element is established by applying the
In this paper, an SOC estimation method based on the
extension theory for a lead-acid battery was proposed. First, a
discharge with constant current (1A) has been made using the
electronic load and the change in the internal resistance and
open circuit voltage is recorded by using the internal
resistance tester TES-32. Secondly, the extension relation
index was used to estimate the remaining capacity of the
lead-acid battery. Finally, the simulation results show that the
proposed estimation method can recognize the remaining
capacity of lead-acid batteries accurately and rapidly. When
the proposed SOC estimation method is used on other
lead-acid batteries, it is only required to modify some parts of
data. Therefore, it saves time on updating data and increases
the practicability of the proposed estimation remaining
capacity method. The proposed method does not require a


particular parameter to be set and there are no learning
procedures. Moreover, the computation process and speed are
fast and simple. Hence, the proposed estimation method is
convenient in a great variety of secondary cells.
References
[1] J. H. Aylor, et. al., A Battery State-of-Charge Indicator
for Electric Wheelchairs, IEEE Transactions on
Industrial Electronics, (1992), 398-409.
[2] M. J. Hlavac and D. Feder, VRLA Battery Monitoring
Using Conductance Technology, International
Telecommunications Energy Conference, INTELEC
(1995), 284-291.
[3] T. Yanagihara and A. Kawamure, Residual Capacity
Estimation of Sealed Lead-Acid Batteries for Electric
Vehicles, Power Conversion Conference, (1997),
943-946.
[4] O. Caumont, et. al., Energy Gauge for Lead-Acid
Batteries in Electric Vehicles, IEEE Transactions on
Energy Conversion, 15(2000), 354-360.
[5] W. Cai, The Extension Set and Incompatibility Problem,
Journal of Scientific Exploration, 1(1983), 81-93.
[6] Y. P. Huang and H. J. Cgeb, The Extension-base Fuzzy
Modeling Method and Its Applications, IEEE Canadian
Conference on Electrical and Computer Engineering,
(1999), 977-982.
[7] J. Li and S. Wang, Primary Research on Extension
Control and System, International Academic Publishers,
New York, (1991).
[8] M. H. Wang and H. C. Chen, Application of Extension
Theory to the Fault Diagnosis of Power Transformers,
Proceedings 22 Symposium on Electrical Power
Engineering, (2001), 797-800, (in Taiwan ).
[9] S. Sato and A. Kawamura, A New Estimation Method of
Charge Using Terminal Voltage and Internal Resistance
for Lead-Acid Battery, Power Conversion Conference.
(2002), 565-570.
[10] M. H. Wang, Application of Extension Theory to
Vibration Fault Diagnosis of Generator Sets, IEE
Proceeding-Generation, Transmission and Distribution,
151(2004), 503-508.
[11] S. H. Ho, K. H. Chao, and M. H. Wang, Application of
Extension Fault Diagnosis Method to Malfunction
Investigation of Photovoltaic System, The 10th
conference on Artificial Intelligence and Applications,
(2005), 282-289, (in Taiwan).

Table 3 Estimated results of battery SOC based on the proposed method

Tested Relation Index of the Remaining Capacity Type Estimation
No. 90% 80% 70% 60% 50% 40% 30% 20% 10% 0% Result
K1 K2 K3 K4 K5 K6 K7 K8 K9 K0
1 1 0.937 0.084 -0.102 -0.593 -0.794 -0.912 -0.961 -1 -0.984 90%
2 -0.840 -0.834 -1 -0.797 -0.838 -0.667 -0.459 1 -0.159 -0.593 20%
3 0.230 0.434 0.636 1 0.108 -0.450 -0.762 -0.890 -0.992 -1 60%
4 -0.590 -0.571 -0.666 -0.475 -0.340 1 -0.362 -0.676 -0.927 -1 40%
5 -0.748 -0.736 -0.881 -0.675 -0.661 -0.348 1 -0.126 -0.788 -1 30%
6 -0.785 -0.782 -1 -0.757 -0.843 -0.708 -0.585 -0.290 0.075 1 0%
7 -0.886 -0.882 -1 -0.864 -0.903 -0.812 -0.717 -0.444 1 -0.423 10%
8 -0.792 -0.777 -1 -0.704 -0.717 -0.361 0.211 1 -0.570 -0.965 20%
9 1 -0.317 -0.657 -0.681 -0.875 -0.934 -0.972 -0.987 -1 -0.988 90%
10 -0.462 -0.424 -0.484 -0.183 1 -0.289 -0.682 -0.842 -0.970 -1 50%
11 -0.588 -0.565 -0.674 -0.473 -0.367 1 -0.185 -0.585 -0.905 -1 40%
12 -0.334 -0.295 -0.395 -0.065 1 0.181 -0.467 -0.733 -0.946 -1 50%
13 0.230 0.434 0.636 1 0.108 -0.450 -0.762 -0.890 -0.992 -1 60%
14 -0.710 -0.695 -0.890 -0.618 -0.609 -0.224 1 0.229 -0.700 -1 30%
15 0.399 1 0.592 0.232 -0.394 -0.698 -0.872 -0.943 -1 -0.993 80%


 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 719--723
Copyright@2007 Watam Press

ON SUBNORMAL COMPLETION PROBLEM

CHUNJI LI1, SHENGJUN LI2 AND JIANRONG WU3
1
Institute of System Science, College of Sciences, Northeastern University, Shenyang 110004, China
2
College of Information Sciences and Technology, Hainan University, Haikou 570228, China
3
Department of Mathematics, University of Science and Technology of Suzhou, Suzhou 215009, China
E-mail: jrwu@mail.usts.edu.cn

Abstract: Let {en }fn 0 be the canonical orthonormal basis for

We first reconsider Curto-Fialkow’s subnormal
completion criterion, and discuss two variable subnormal l 2  ¢   , and D {D n }fn 0 be a bounded sequence of
completion problem by using the solution of truncated positive numbers. Let WD be the unilateral weighted shift
complex moment problem.
defined by WD en : D n en 1 , for all n  ¢  . The numbers
Keywords: J 0 : 1, J 1 : D 02 , J 2 : D 02D12 ,K , J n : D 02 L D n21 ,
Subnormal completion problem; unilateral weighted shift;
moment problem are called the moments of WD . It is well known that WD is
hyponormal if and only if D n d D n 1 for all n  ¢  .
1. Introduction and Preliminaries

Let H be a separable, infinite dimensional, complex Berger’s Theorem ([2, III. 8.16]). WD is subnormal if and
Hilbert space and let L( H ) denote the algebra of all only if there exists a Borel probability measure P
bounded linear operators on H . An operator T  L( H ) is 2
º with WD 2  supp P , such that
supported in ª 0, WD
* *
said to be normal if T T TT , hyponormal if T T t TT , * * ¬ ¼
³ t d P  t  , for all
n
and subnormal if T N |H , where N is normal on some Jn n¢  .
Hilbert space K ‹ H . It is well known that normal Ÿ
subnormal Ÿ hyponormal, with converses false. On the other hand, it was shown that WD is
Recently the classes of k -hyponormal and weakly
subnormal if and only if the two Hankel matrices
k -hyponormal operators have been introduced and studied f
in an attempt to bridge the gap between subnormality and
f
J pq  and J 1 pq
p,q 0
 
are positive ([4]).
p ,q 0
hyponormality.
For a weighted shift WD , if there exists the smallest
Let ρ ^0` ‰ and ¥ be the set of positive
positive integer r and \ i  i 0,L , r  1  such that
numbers. For A, B  L( H ) , let > A, B @ AB  BA . We say
that an n -tuple T T1 ,L , Tn  of operators on L( H ) is J n \ r 1J n 1  L \ 0J n  r  n t r  , or equivalently,
\ r 2 \0
hyponormal if the operator matrix  ª¬T , T º¼ 
*
j i
n
is positive D n2 \ r 1  2
L  2  n t r  1 .
i, j 1 D n 1 D n 1 L D n2 r 1
on the direct sum of n copies of H . For k  ¥ and We call r the rank of D .
T  L( H ) , T is k -hyponormal if  I , T ,L , T k  is
hyponormal.
The Bram-Halmos characterization of subnormaity
([1]) may be paraphrased as follow: T  L( H ) is
subnormal if and only if T is k -hyponormal for every
k  ¥ . This provides the study of the bridge of
k -hyponormality and subnormality.

In the unilateral weighted shift operators, the
recursively generated weighted shift operators provide a
good role to the study of hyponormal operators (cf. [5]). We
recall here the unilateral weighted shift which is generated
by only three weights 0  D 0  D1  D 2 (see [6, p.370] for the
general case). Given D : D 0 , D1 , D 2 with 0  D 0  D1  D 2 .
 §J · §J · §J · (4) D has an l -hyponormal completion;
Let v0 : ¨ 0 ¸ , v1 : ¨ 1 ¸ , v2 : ¨ 2 ¸ . Then the (5) A( k ) t 0 , B (l  1) t 0 , and
© J1 ¹ ©J 2 ¹ ©J3 ¹ v(k  1, k )  Ran ( A(k )) if m is even,
2
vectors v0 and v1 are linearly independent in ¡ , so v(k  1, k  1)  Ran ( B (l  1)) if m is odd,
there exists a unique real numbers < 0 , <1 such that where
< 0 v0  <1v1 v2 . (1.1) §J0 L Jj · § J1 L J j 1 · § Ji ·
¨ ¸ ¨ ¸ ¨ ¸
A( j ) : ¨ M O M¸ , B ( j ) : ¨ M O M ¸ , v  i, j  : ¨ M ¸.
In fact,
¨J L J 2 j ¸¹ ¨J J 2 j 1 ¸¹ ¨J ¸
D 02D12 D 22  D12  D12 D 22  D 02  . © j © j 1 L © i j ¹
<0  2 2
, <1
D D D12  D 02
1 0
Let ξ2 : u
and let l 2  ¢   be the Hilbert
Moreover, the equality (1.1) is < 0J 0  <1J 1 J 2 and  

space of square summable complex sequences indexed by

< 0J 1  <1J 2 J 3 . Let Jˆi : J i , i 0,1 , and let
¢ 2 . For D D1 , D 2   l 2  ¢   , let WD { WD , WD be the  
Jˆn : < 0J n  2  <1J n 1 , ,  n t 2 . associated 2-variable weighted shift, acting on l  ¢   as
1 2

Since Jˆn ! 0  n  ¢   (see [5, Proof of Th. 3.5]), we

follows WD ek : D i  k  ek H
i i
k  ¢ 2
 , i 1, 2  , where
define Dˆ n : (Jˆn 1 / Jˆn ) 1/ 2
n ¢   (so that Dˆ n Dn
D i  k  ! 0 for all k  ¢  , i
2
1, 2 and ^ek `k¢ 2 is the
for 0 d n d 2 ). Hence we obtain a bounded sequences 

Dˆ : ^Dˆi `i
f
and the weighted shift operator WDˆ (or
canonical orthonormal basis for l 2  ¢   , H1 1, 0  and
0

written as W(D ^ ).
H2  0,1 . Assume that WD is commuting,
0 ,D1 ,D 2 )

J. Stampfli posed the following  

i.e., D i k  H j D j  k  D j  k  H i  D i  k  for all k  ¢ 2 ,
i, j 1, 2 .
Subnormal Completion Problem ([8]). Given m t 0
and an initial segment of positive weights D : D 0 ,K , D m , Lemma 1.1 ([4, Th. 6.1]). WD is hyponormal if and only
seeks necessary and sufficient conditions for the existence
if D1  k  H1  t D1  k  , D 2  k  H 2  t D 2  k  , and
of a subnormal weighted shift WDˆ whose first m  1
weights are D 0 ,K , D m .  D  k  H   D  k   D  k  H   D  k  
2
1 1
2
1
2
2 2
2
2
2
t D  k  H  D  k  H   D  k  D  k   .
1 2
2
2 1 1 2

J. Stampfli solved the problem for m 2 . That is,

W(D ,D ,D )^ is subnormal if and only if 0  D 0  D1  D 2 We now define
0 1 2
­1 if k (0, 0),
([8]). °D 2 (0, 0)L D 2 k  1, 0
R. Curto and L. Fialkow showed the following result °° 1 1  1  if k1 t 1, k2 0,
which solves the subnormal completion problem. J%k : ®D 2 (0, 0)L D 2  0, k2  1
2 2
if k1 0, k2 t 1,
°D 2 (0, 0)L D 2  k  1, 0  if k1 , k2 t 1.
Curto-Fialkow’s Subnormal Completion Criterion ([5, ° 12 1 1

°̄˜D 2 (k1 , 0)L D 2  k1 , k2  1

2

Th. 3.5]). Let D : D 0 ,L , D m  m t 0  be an initial segment Generalized Berger Theorem ([7]). WD is subnormal if
of positive weights and let k : ª
m  1º ªmº . and only if there exists a compactly supported positive
«¬ 2 »¼ , l : «¬ 2 »¼  1 Borel measure P on ¡ 2 such that
The following statements are equivalent:
(1) WDˆ is a subnormal completion of D; ³ t d P t  : ³ t
k
1 2 t d P  t1 , t2  J%
k1 k2
k k  ¢  . 2


(2) D has a recursive subnormal completion; Two Variable Subnormal Completion Problem ([7]).
(3) D has a subnormal completion; Given m t 0 and a finite collection of pairs of positive


numbers C ^D  k  D (k ), D
1 2 (k ) ` k d m  k : k1  k2  . Find If m is odd, i.e., 2 p  1 , then k l p .
m
necessary and sufficient conditions to guarantee the Since det A( j ) ! 0 , for j 1, 2,L , k  1 , and
existence of a subnormal two variable weighted shift whose det A(k ) 0 , we know that A(k ) is positive. And
initial weights are given by C .
since det B ( j ) ! 0 , for j 1, 2,L , l  1 , we know that
In this article, we first reconsider Curto-Fialkow’s B (l  1) is positive and invertible. Thus we have
subnormal completion criterion, and discuss two variable v  k  1, k  1  Ran  B(l  1)  . Hence, by Curto-Fialkow’s
subnormal completion problem by using the solution of
truncated complex moment problem. All of the calculations Criterion, we have (1). ƶ
in this article, we used the computer software program
Mathematica ([9]). Theorem 2.2. Let D : D 0 ,L , D m be positive numbers with
m  1º ªmº
2. Reconsidering Curto-Fialkow’s Subnormal D 0 d D1 d L d D m and let k : ª« » , l : « » 1.
Completion Criterion ¬ 2 ¼ ¬2¼
Assume that rank D l  1 . The following statements are
Theorem 2.1. Let D : D 0 ,L , D m be positive numbers with equivalent:
(1) D has a subnormal completion;
D 0 d D1 d L d D m and let ª m  1º ªmº
k: « » ,l : « » 1 . (2) D has an l -hyponormal completion;
¬ 2 ¼ ¬2¼
(3) det A( j ) ! 0 , for j 1, 2,L , k and
Assume that rank D l . The following statements are
equivalent: det B ( j ) ! 0 , for j 1, 2,L , l  1 .
(1) D has a subnormal completion; Proof. (1) œ (2): Curto-Fialkow’s Criterion.
(2) D has an l -hyponormal completion; (2) œ (3): Since rank D l  1 , we know that
(3) det A( j ) ! 0 , for j 1, 2,L , k  1 , det B( j ) ! 0 , det A( j ) ! 0 , det B( j ) ! 0 for j 1, 2,L , l , and
for j 1, 2,L , l  1 , and det A(k ) ! 0 if m is even, det A( j ) 0 , det B ( j ) 0 for j t l  1 . Thus A( k )
det A(k ) 0 if m is odd. and B(l  1) are positive and invertible. Hence we have the
Proof. (1) Ÿ (2): Trivial. result. ƶ
(2) Ÿ (3): If (2) holds, then by Curto-Fialkow’s
criterion, A(k ) t 0 , B(l  1) t 0 , and By Theorem 2.1 and Theorem 2.2, we have the
following corollaries.
v  k  1, k   Ran A(k )  if m is even,
v  k  1, k  1  Ran  B(l  1)  if m is odd. Since D : D 0 , D1 , D 2 be distinct positive
Corollary 2.3. Let
rank D l , det A( j ) ! 0 , det B( j ) ! 0 for numbers with rank D 2 . Then W(D ,D ,D )^ is
0 1 2
j 1, 2,L , l  1 , and det A( j ) 0 , det B( j ) 0 for subnormal if and only if D 0  D1  D 2 .
j t l . If m is even, i.e., m 2 p , then
k l  1 p . Thus A(k ) A( p) A(l  1) . So we Corollary 2.4. Let D : D 0 , D1 , D 2 , D 3 be distinct positive
have det A(k ) ! 0 . If m is odd, i.e., m 2 p  1 , numbers with D 0  D1  D 2  D 3 .
then k l p . Thus A( k ) A( p ) A(l ) . So we have (1) Let rank D 2 . Then W(D is
^
0 ,D1 ,D 2 ,D 3 )
det A(k ) 0 .
subnormal if and only if
(3) Ÿ (1): If m 2 p , then
is even, m 2
D12 D 22  D 02  D 2
1  D 02 D 22D 32  D 02D12  .
k l  1 p . Since det A( j ) ! 0 , for j 1, 2,L , k , we
know that A(k ) is positive and invertible. Thus we have,
(2) Let rank D 3 . Then W(D ^ is
0 ,D1 ,D 2 ,D 3 )

subnormal if and only if

v  k  1, k   Ran  A( k )  . And since, det B ( j ) ! 0 , for 2
D12 D 22  D 02   D12  D 02 D 22D 32  D 02D12  .
j 1, 2,L , l  1 , we know that B (l  1) is positive.


 § J 0,0 J 0,1 J 1,0 ·
¨      
¸
Corollary 2.5. Let D : D 0 , D1 , D 2 , D 3 , D 4 be distinct M (1) ¨ J 1,0 J 1,1 J  2,0 ¸ t 0.
¨ ¸
positive numbers with D 0  D1  D 2  D 3  D 4 . Let ¨ J  0,1 J  0,2 J 1,1 ¸
© ¹
rank D 3 . Then W(D ^ is subnormal if and Case 1. rank M (1) 1 .
0 ,D1 ,D 2 ,D 3 ,D 4 )

2 2 Proposition 3.3 ([7, Th. 6.1]). If rank M (1) 1 , then the

only if D12 D 22  D
  D 0
2
1  D 02 D 22D 32  D 02D12  and
representing measure is P J (0,0)G J / J .
2 2
D 22 D 32  D   D  D D D  D12D 22  .
( 0,1) ( 0,0)
2 2 2 2
1 2 1 3 4

In this case, C ^( a , b ), ( a , b ), ( a , b ) . `
3. Two Variable Subnormal Completion Problem Hence

We discuss the problem with m 1. Theorem 3.4. C admits a subnormal completion and the
associated measure is. P  t  P (t1,t2 ) G ( a ,b ) .
Proposition 3.1. Given C ^ a, b ,  
c, d , e, f ` , Proof. In fact, J%
1,1 : ab
1 1
³ t t d P.
1 2
where a, b, c, d , e, f are positive numbers with bc af . By similar checking, we have our conclusion. ƶ
The following statements are equivalent.
(1) C has a hyponormal completion; Case 2. rank M (1) 2 .
(2) C has a subnormal completion; In this case, there exist D , E  £ such that
2
(3) a d e, b d d , b  a  c  d a  d  b  e  a  . J 1,0 DJ  0,0  EJ  0,1 , J  2,0 DJ 1,0  EJ 1,1 , J 1,1 DJ  0,1  EJ  0,2 .
Proof. By Lemma 1.1. ƶ §J J  J J ·
Since § D · 1 ¨ 1,1 1,0  2,0   0,1 ¸ , for each choice of
¨ ¸
© E ¹ G ©¨ J  0,0 J  2,0  J 1,0 ¹¸
2

In this case, we have J%

 0,0  1 , J%
 0,1 b
, J%
1,0  a,
z0 on the line z D Ez with z0 z J  0,1 / J  0,0 , we
J%
 0,2  bd , J%
1,1 af
, J%
 2,0  ae . Now we can obtain
J  0,2  z0J  0,1
J  0,0 : 1 , J (0,1) : a  bi , J (0,2) : ae  bd  2iaf and define z1 . Then the densities are
J  0,1  z0J  0,0
J 1,1 : ae  bd . Using ^J (i , j ) ` as a data, assume that
0di  j d 2
J  0,0J  0,2  J 2 0,1 (J  0,1  z0J  0,0  )
2

a compacted representing measure Q has been found, i.e., U0 : , U1 : .

J  0,2  2J  0.1 z0  J  0,0 z0 2 J  0,2  2J  0.1 z0  J  0,0 z0 2
i j
³ z z dQ ( z, z ) J i , j  , (0 d i  j d 2) .
Thus we have the following
Let d P (t1 , t2 ) : dQ (t1  it2 , t1  it2 ) . Then we have the
following Theorem 3.5. Given C ^ a, b ,  c, d ,  e, f ` ,
Proposition 3.2. P is a compactly supported positive where a, b, c, d , e, f are positive numbers with bc af .
Borel measure on ¡ 2
which interpolates J%
. If a d e, b d d and b(a  c) 2 a (d  b)(e  a ), then

Proof. In fact, C has a subnormal completion. Furthermore, the
1 associated measure is P : U 0G (Re z0 ,Im z0 )  U1G (Re z1 ,Im z1 ) .
0 2
³ t t d P(t t )
1 2 1, 2  (J (0,2)  2J (1,1)  J (2,0) ) bd J%
 0,2 .
4
By similar checking, we have our conclusion. ƶ Example 3.6. Let a 1, b 1, d 2, e 2 . We choose
c f 2 . Then all conditions of Theorem3.5 are satisfied.
The solution of the quadratic moment problem ([7, Th.
6.1]) implies that C has a subnormal completion if and Thus C ^1,1 ,  2, 2 ,  2, 2 ` admits a subnormal
only if completion. In this case,


 § 1 1 i 1 i · And det M (1) 36 . Then the atoms of P ( y ) are the 3
¨ ¸
M (1) ¨ 1  i 4 4 ¸ t 0. distinct roots of
¨1  i 4i 4i ¸ 9 z 3  15(1  i ) z 2  4(7 19  4i ) z  32(1  i )(2 19  i ) 0 .
© ¹
By computer calculation, we can obtain the following
And rank M (1) 2 , D 0, E i. Take z0 1  i  / 2 . atoms and densities
Then z1 3(1  i ) . U 0 4 / 5, U1 1/ 5 . Hence the z0 | 1.50812  5.43922i, U0 | 0.0591804,
associated measure is P U0G 1/ 2,1/ 2  U1G (3,3) . z1 | 2.15249  2.69381i, U1 | 0.189787,
z2 | 1.99394  1.07875i, U 2 | 0.751104.
Case 3. rank M (1) 3. Thus the associate measure is
P : U0G (Re z ,Im z )  U1G (Re z ,Im z )  U 2G (Re z ,Im z ) .
0 0 1 1 2 2

Theorem 3.7. Given C ^ a, b ,  c, d ,  e, f ` ,

where a, b, c, d , e, f are positive numbers with bc af . Acknowledgements
2
If a d e, b d d and b(a  c) a (d  b)(e  a), then
This paper is supported by science foundations from
C has a subnormal completion. the ministry of education of Jiangsu Province (No:
04KJD110168, 06KJB110107˅.
Taking y such that
2
2 Re((J  0,1J  2.0  J 1.1J 1.0 )J  2,0 y )  (J 1.1  J  0,1 ) 2 y
2
(J 21.1  J  0,2 ) 2 . References
Let
2 [1] J. Bram, “Subnormal operators”, Duke Math. J., Vol.
E1 : (J 21,1  J  0,2 ) 2 J  0,2  (J  0,1J  2,0  J 1,1J 1,0 ) y; 22, pp. 75-94, 1955.
E 2 : (J  2,0J  0,1  J 1,0J 1,1 )J  0,2  (J 21,0  J  2.0 ) y; [2] J. B. Conway, Subnormal operators, Pitman Publ. Co.
London, 1981.
2
E3 : (J 1,0J  0,2   J  0,1J 1,1 )J  0,2  (J 1,1  J  0,1 ) y; [3] R. Curto, “Quadratically hyponormal weighted shifts”,
2
Integral Equations Operator Theory, Vol. 13, pp.
E 4 : (J 21,1  J  0,2 )J 1,1 ; 49-66, 1990.
E5 : (J  2,0J  0,1  J 1,0J 1,1 )J 1,1 ; [4] R. Curto, “Joint hyponormality: A bridge between
hyponormality and subnormality”, Proc. Sympos. Pure
E 6 : (J 1,0J  0,2  J  0,1J 1,1 )J 1,1 .
Math. , Vol. 51, Part Ċ, pp. 69-91, 1990.
Then the atoms of P ( y) are the 3 distinct roots of [5] R. Curto and L. Fialkow, “Recursively generated
(det M (1)) 2 z 3 E3 E 4  E1E 6  ((det M (1)) E1  E 3 E5  E 2 E 6 ) z weighted shifts and the subnormal completion
problem, ĉ”, Integral Equations Operator Theory,
(det M (1))( E 2  E 6 ) z 2 .
Vol. 17, pp. 202-246, 1993.
[6] R. Curto and L. Fialkow, “Recursively generated
Example 3.8. If a b c f 1, d e 4 , then all weighted shifts and the subnormal completion
conditions of Theorem 3.7 are satisfied. Thus problem, Ċ”, Integral Equations Operator Theory,
C ^1,1 , 1,2 ,  2,1` admits a subnormal completion. In Vol. 18, pp. 369-426, 1994.
this case, [7] R. Curto and L. Fialkow, “Solution of the truncated
J  0,0 1, J  0,1 1  i, J  0,2 2i, J 1,1 8. complex moment problems for flat data”, Mem. Amer.
Math. Soc., Vol. 568, pp. 603-635, 1996.
2
Taking y such that 4 Re((1  i ) y )  y 600 . So we [8] J. Stampfli, “Which weighted shifts are subnormal”,
Pacific J. Math. , Vol. 17, pp. 367-379, 1966.
let y 2(1  i )  4 19(1  i ) . Then [9] Wolfram Research, Inc. Mathematica, Version 3.0,
E1 48( 19  2i ), E 2 12(1  i ), E 3 24 19(1  i ), Wolfram Research Inc., Champaign, IL, 1996.
E 4 480, E5 48(1  i ), E 6 48(1  i ).


DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 724--727
Copyright@2007 Watam Press
The Left-Groebner bases in Ring of Differential Operators
Jinwang Liu Xiaoling Fu
College of Mathematics and Computation, Hunan Science and Technology University, Xiangtan, Hunan, China, 411201,
E-mail: jwliu64@yahoo.com.cn
AMS subject classifications: 68Q40
Abstract: The ring of differential operators is an al-
gebraic structure that is composed of differential opera-
tors. A classical result of Stafford says that every (left)
ideal of the n-th ring of differential operators An (k) can
be generated by two element. In this article , we dis-
cuss mainly propositions and computations of Gröbner
bases of left ideal generated by two element in An (k),
and obtain some interesting results.
1 Preliminaries
We usually apply differential equations to study
neural networks. Ring of differential operators is an
algebraic structure that is composed of differential op-
erators, the structure is complexity. We shall apply
Gröbner bases in symbolic computation to study gen-
erators of ideal in ring of differential operators. We see
that every left ideal in ring of differential operators is
generated by two element, we mainly study Gröbner
bases (well generators) of left ideals generated by two
element. This shall be in the interest of analysis and
computations in differential equations.
Let K be a field of characteristic zero and K[x] =
K[x1 , · · · , xn ] the polynomial ring in n variable with
coefficients in K.On K[x] we have the usual k-linear
derivations ∂/∂x1 , · · · , ∂/∂xn . The K-linear map
∂/∂xi which maps a polynomial P into ∂P/∂xi is called
the partial differentiation with respect to xi .
We use the notation ∂i = ∂/∂xi so that ∂i (p) =
∂p/∂xi .
Definition 1. The ring of K-linear operators on
K[x] which is generated by the derivations ∂1 , · · · , ∂n
and the multiplication operators defined by the polyno-
mials in K[x], is called the ring of K-linear differential
operators on K[x].
We denote this ring by An (K) = K < x1 , · · · , xn ,
∂1 , · · · , ∂n > and An (K) is also called ring of differen-
tial operators (weyl algebra) in n variables with coeffi-
cients in K.
The xu denotes a monomial xu1 1 · · · xunn in K[x]
and similarly ∂ v denotes a monomial ∂1v1 · · · ∂nvn , here
u, v ∈ Zn ≥0 . Simply, x · ∂ denotes by Y , α = (u, v).
u v α
From [3], we know some following results: xi · xj =
xj · xi , ∂i · ∂j = ∂j · ∂i , ∂i · xi = xi · ∂i + 1, ∂i · P =
P · ∂i + ∂i (P ); when i = j, ∂i xj = xj ∂i . Each element in
An (K) can be written in a unique way as a finite sum
 α and β are relatively prime. We say that h is a divisor
kα Y α where the coefficients kα ∈ K.

Dongmei Li
We define two partial orders <, <+ on Z2n ≥0 : α <
β ⇔ the first non-zero component of (β − α) is posi-
tion, α <+ β ⇔ β = α + δ,where 0 = δ ∈ Z2n ≥0 . We
define a term order < on An (K) : Y α < Y β ⇔ α < β.
Obviously, x1 > · · · > xn > ∂1 > · · · >  ∂n .
For 0 = f ∈ An (K), one has, f = m i=1 ci Y
δi
,
2n
0 = ci ∈ K, δi ∈ Z≥0 , i = 1, 2, · · · , n.
The leading term degree of f is max{δ1 , δ2 , · · · , δn },
denoted by le(f ); if le(f ) = δj , cj is called the leading
coefficient of f , denoted by lc(f ); the leading term of f
is Y δj , denoted by lp(f ); the leading monomial of f is
lc(f ) · Y δj , denoted by lt(f ).
Let A = {f1 , f2 , · · · , fs }(fi = 0) be a subset of
An (K),I be a left-ideal in An (K) generated by A, de-
note I = L(f1 , f2 , · · · , fs ). For any f ∈ I, we have a
finite sum

f= hi fi , hi ∈ An (K), fi ∈ A (1)
we call (1) a representation of f by A.
If le(hi fi ) ≤ le(f ), ∀i, we call (1) a canonical rep-
resentation of f by A.
Definition 2.[6] We call A a left-Gröbner basis
of left ideal I if each of non-zero element of I has a
canonical representation by A.
A left-Gröbner basis denotes simply by a L-G-B.
We define S-polynomials:
1 εij −αi 1
S(fi , fj ) = Y · fi − Y εij −αj · fj , ∀fi , fj ∈ A.
vi vj
Here αi = le(fi ), vi = lc(fi ), εij = sup{αi , αj , <+ }, i =
1, 2, · · · , s.
Example. If αi = (1, 0, 3, 2), αj = (2, 1, 1, 2), then
sup{αi , αj , <+ } = (2, 1, 3, 2).
From [6], we know that each non-zero left-ideal of
An (K) has a left-Gröbner basis A, and I = L(A), and
A = {f1 , f2 , · · · , fs } is a L-G-B of L(f1 , f2 , · · · , fs ) ⇔
A
S(fi , fj ) →+ 0, i, j = 1, 2, · · · , s; A is a L-G-B of
A
I⇔f →+ 0, ∀f ∈ I.
The theory and computation of Gröbner bases in
An (K) are complex, we are interested in what are L-
Gröbner bases of some left ideals, and how are charac-
teristic of left-Gröbner bases.
Let α = (a1 , · · · , a2n ), β = (b1 , · · · , b2n ) ∈ Z2n
≥0 ,
we say α and β are relatively prime if ai bi = 0, i =
1, 2, · · · , n. We say Y α and Y β are relatively prime if
of f , if f = q · h, here f, h, q ∈ An (K); denoted by h | f ;
say h is a common divisor f and g if h | f and h | g. Proof. since S(f h, gh) = S(f, g) · h, and
If for any common divisor h of f and g, h must be in
{f h,gh} {f,g}
K and h = 0, we will say that f and g are relatively S(f h, gh) −→ + 0 ⇐⇒ S(f, g) −→ + 0.
prime.Obviously, if lt(f ) and lt(g) are relatively prime,
then f and g are relatively prime too. We say that lp(f ) Thus, we can obtain the results.
is a multiple of lp(g) if le(lp(g)) ≤+ le(lp(f )). Let 0 = f (xi ) ∈ K[xi ],and Ani (K) = K < xi , ∂i >
, Li (∂i , f (xi )) is a left-ideal in Ani (K) generated by
{xi , ∂i }.
2 Main Results Proposition 3. Li (∂i , f (xi )) = Ani (K), L(∂i , f (xi )) =
An (K). That is.a L-G-B of L(∂i , f (xi )) is {1}.
Two classical results of Stafford said that that ev-
Proof. Let m = degf (x)
ery (left)ideal of the n-th ring of differential operator
When m = 0, then 0 = f (xi ) = c ∈ K, so
weyl algebra An (k) can be generated by two element,
Li (∂i , f (xi )) = L(∂i , c) = Ani (K).
Anton modifies Stafford’s original proofs to make the
Assume, when m = k > 0, the results are right.
algorithmic computation of there generators possible.
When m = k + 1.
Theory and computation of Gröbner bases in ring of
Since ∂i f (xi ), f (xi )∂i ∈ Li (∂i , f (xi )), and
differential operators, our interest lies especially in the-
∂i f (xi ) = f (xi )∂i + ∂i (f (xi )).
ory and computation of Gröbner bases of left ideal gen-
So ∂i f (xi ) − f (xi )∂i = ∂i (f (xi )) ∈ Li (∂i , f (xi )),
erated by two elements, we shall get some new results.
by assume, so Li (∂i , ∂i (f (xi ))) = Ani (K). And
Proposition 1. Let f, g ∈ An (K),lp(f ), and
Li (∂i , ∂i (f (xi ))) ⊆ Li (∂i , f (xi )).Thus,Li (∂i , f (xi )) =
lp(g) be relatively prime. If f g = gf , then {f, g} is
Ani (K).
a L-G-B.
Furtherly, L(∂i , f (xi )) = An (K),a L-G-B of
Proof. We write f = aY α + f  , g = bY β + g  ,
L(∂i , f (xi )) is {1}.
where lt(f ) = aY α , lt(g) = bY β , a, b ∈ K. Then
Proposition 4. For any positive integer p, we
Y α = a1 (f − f  ),and Y β = 1b (g − g  ).
have
Case 1. f  = g  . Since f g = gf , so S(f, g) = 0.
∂ip ·f (xi ) = a1 f (xi )·∂ip +a2 ∂i (f (xi ))·∂ip−1 +a3 ∂i2 (f (xi ))·
{f, g} is a Gröbner basis.
∂ip−2 + · · · + ap+1 ∂ip (f (xi )) and a1 , a2 , · · · , ap , ap+1 > 0.
Case 2. f  = 0 and g  = 0.S(f, g) = a1 Y β f −
f Proof. When p = 1, ∂i · f (xi ) = f (xi ) · ∂i +
1 α
b
Y g = ab 1
(g − g  )f − ab1
f g = − ab 1 
g f , so S(f, g) →+ ∂i (f (xi )), the results is right.
0, {f, g} is a L-G-B. Assume, when p = k, we have
Case 3. f  = 0 and g  = 0.This is the same as ∂ik ·f (xi ) = b1 f (xi )·∂ik +b2 ∂i (f (xi ))·∂ik−1 +b3 ∂i2 (f (xi ))·
case 2. ∂ik−2 + · · · + bk+1 ∂ik (f (xi )) and b1 , b2 , · · · , bk , bk+1 > 0.
Case 4. f  = 0, and g  = 0. we have Then
S(f, g) = a1 Y β f − 1b Y α g = ab 1
(g − g  )f − ab 1
(f − f  )g ∂ik+1 f (xi ) = ∂i · ∂ik · f (xi ) = ∂ik · f (xi ) · ∂i + ∂i (∂ik · f (xi ))
1      
= ab (f g − g f ). Let α = le(f ), β = le(g ), we have = [b1 f (xi ) · ∂ik + b2 ∂i (f (xi )) · ∂ik−1 + b3 ∂i2 (f (xi )) · ∂ik−2 +
that α < α, β  < β,and α, β are relatively prime. If · · · + bk+1 ∂ik (f (xi ))] · ∂i + ∂i (∂ik · f (xi ))
lp(f  g) = lp(g  f ), then α + β = β  + α, α − α = β − β  . = b1 f (xi ) · ∂ik+1 + b2 ∂i (f (xi )) · ∂ik + b3 ∂i2 (f (xi )) · ∂ik−1 +
This is a contradiction to above. Therefore lp(f  g) = · · · + bk+1 ∂ik (f (xi )) · ∂i
lp(g  f ), and the leading term of ab 1
(f  g −g  f )appears in +∂i (b1 f (xi )∂ik +b2 ∂i (f (xi ))·∂ik−1 +b3 ∂i2 (f (xi ))·∂ik−2 +
 
f g or g f . and hence is a multiple of lp(f ) or lp(g).If · · · + bk+1 ∂ik (f (xi )))
lp(f  g) > lp(g  f ),then = b1 f (xi ) · ∂ik+1 + b2 ∂i (f (xi )) · ∂ik + b3 ∂i2 (f (xi )) · ∂ik−1 +
1 · · · + bk+1 ∂ik (f (xi )) · ∂i
((f  − lt(f  ))g − g  f ).
g
S(f, g) → +b1 ∂i (f (xi ))∂ik +b2 ∂i2 (f (xi ))·∂ik−1 +· · ·+bk ∂ik−1 (f (xi ))·
ab
∂i + bk+1 ∂ik+1 (f (xi ))
If lp(f  g) < lp(g  f ),then = b1 f (xi ) · ∂ik+1 + (b1 + b2 )∂i (f (xi )) · ∂ik + (b2 +
1  b3 )∂i2 (f (xi ))∂ik−1 + · · · + bk+1 ∂ik+1 (f (xi )).
(f g − (g  − lt(g  ))f ).
f
S(f, g) → Obviously b1 , b1 + b2 , b2 + b3 , · · · , bk + bk+1 , bk+1 > 0.
ab
Therefore, we obtain the results.
Using an argument similar to the one above,we see the Since ∂i (f (xi )) = ∂f (xi )/∂xi , ∂i2 (f (xi )) =
leading term of ab1
((f  − lt(f  ))g − g  f ) or ab
1
(f  g − (g  − ∂ f (xi )/∂x2i ,we denote f  (xi ) = ∂i (f (xi )), f  (xi ) =
2

lt(g ))f ) is a multiple of lp(f ) or lp(g). Therefore this ∂i2 (f (xi )), · · · , f (k) (xi ) = ∂ik (f (xi )).
reduction process uses only f or g. At each stage of the Proposition 5. For any positive integer
reduction the remainder has a leading term which is a p, Li (∂ip , f (xi )) = Ani (K), L(∂ip , f (xi )) = An (K).
multiple of lp(f ) or lp(g). We can continue this process That is, a L-G-B of L(∂ip , f (xi )) is {1}.
{f,g}
until we obtain 0. that is. S(f, g) −→ + 0. Therefore Proof. Suppose that degf (xi ) = m.
{f, g} is a L-G-B. When p = 1, from proposition 3,the results is right.
Proposition 2. For 0 = h ∈ An (K), {f, g} is a Assume, when p = k, the results is right, that is,
L − G − B if and only if {f h, gh} is a L-G-B. Li (∂ik , f (xi )) = Ani (K).


 When p = k + 1.From proposition 4, we can write
∂ik+1 ·f (xi ) = a11 f (xi )·∂ik+1 +a12 f  (xi )·∂ik +a13 f  (xi )·
∂ik−1 + · · · + a1k+2 f (k+1) (xi ),
a11 , a12 , · · · , a1,k+2 > 0
Since ∂ik+1 · f (xi ), f (xi )∂ik+1 ∈ Li (∂ik+1 , f (xi )), so
h1 = ∂ik+1 · f (xi ) − a11 f (xi )∂ik+1 = a12 f  (xi ) ·
∂ik + a13 f  (xi ) · ∂ik−1 + · · · + a1k+2 f (k+1) (xi ) ∈
Li (∂ik+1 , f (xi ))
∂i · h1 = a12 f  (xi )∂ik+1 + a13 f  (xi ) · ∂ik + · · · +
a1k+2 f (k+1) (xi ) · ∂i
+a12 f  (xi )∂ik +a13 f  (xi )·∂ik−1 +· · · +a1k+2 f (k+2) (xi )
= a21 f  (xi )∂ik+1 +a22 f  (xi )·∂ik +· · ·+a2k+2 f (k+2) (xi ).
Here a21 = a12 , a22 = a12 + a13 , · · · , a2k+1 = a1k +
a1k+1 , a2k+2 = a1k+1 > 0.
h2 = ∂i · h1 − a21 f  (xi )∂ik+1 = a22 f  (xi ) · ∂ik + · · ·
+ a2k+2 f (k+2) (xi ) ∈ Li (∂ik+1 , f (xi )).
We can continue this process until we obtain that
hm = ∂1 hm−1 − am1 f (m−1) (xi )∂ik+1 = am2 f (m) (xi ) ·
∂ik + · · · + amk+2 f (k+m) (xi ),
and hm ∈ Li (∂ik+1 , f (xi )), am2 > 0. Since degf (xi ) =
m,so 0 = f (m) (xi ) = c ∈ K, f (m+l) (xi ) = 0, ∀l >
0.Thus,hm = am2 · c · ∂ik ∈ Li (∂ik+1 , f (xi )), ∂ik ∈
Li (∂ik+1 , f (xi )), Li (∂ik , f (xi )) ⊆ Li (∂ik+1 , f (xi )). But,
Li (∂ik , f (xi )) = Ani (K). Therefore Li (∂ik+1 , f (xi )) =
Ani (K). so, L(∂ik+1 , f (xi )) = An (K), that is, a L-G-B
of L(∂ik+1 , f (xi )) is {1}.
In following, we let p, m be any positive integer.
Corollary 1. Li (∂ip , xm i ) = Ani (K), L(∂i , xi ) =
p m
An (K). That is a L-G-B of L(∂ip , xm i ) is {1}.
Let f (xi ) is same as above, and 0 = Fi ∈ K <
x1 , · · · , xi−1 , xi+1 , · · · , xn , ∂1 , · · · , ∂i−1 , ∂i+1 , · · · , ∂n >.
We easily see that Fi · f (xi ) = f (xi ) ·
Fi ; lp(f (xi )) and lp(Fi ), lp(∂i ) and lp(Fi ) are
relatively prime,respectively. From proposition
1,{f (xi ), Fi }, {∂ip , Fi } is a L-G-B, respectively.
Proposition 6. {f (xi ), Fi } is a L-G-B of
L(f (xi ), Fi ∂ip ).
Proof. Since Li (f (xi ), ∂ip ) = Ani (K), then,
there exist that g(xi , ∂i ), h(xi , ∂i ) ∈ Ani (K) such that
1 = g(xi , ∂i ) · f (xi ) + h(xi , ∂i )∂ip . So
Fi = Fi · 1 = Fi · g(xi , ∂i ) · f (xi ) + Fi · h(xi , ∂i ) · ∂ip =
Fi · g(xi , ∂i ) · f (xi ) + h(xi , ∂i ) · Fi · ∂ip ∈ L(f (xi ), F · ∂ip ).
Obviously, L(f (xi ), Fi · ∂ip ) ⊆ L(f (xi ), Fi ). So,
L(f (xi ), Fi · ∂ip ) = L(f (xi ), Fi ). Therefore,{f (xi ), Fi }
is a L-G-B of L(f (xi ), Fi · ∂ip ).
Similarly to the proof of proposition 6, we can ob-
tain following results.
Proposition 7. {∂ip , Fi } is a L − G − B of
p
L(∂i , Fi · f (xi )).
Proposition 8. {Fi } is a L − G − B of L(Fi ·
f (xi ), Fi · ∂ip ).
Proof. Since 1 = g(xi , ∂i ) · f (xi ) + h(xi , ∂i ) · ∂ip .
So
Fi = g(xi , ∂i )·Fi ·f (xi )+h(xi , ∂i )·Fi ·∂ip ∈ L(Fi ·f (xi ), Fi ·∂ip )
Obviously, L(Fi · f (xi ), Fi · ∂ip ) = L(f (xi ) · Fi , ∂ip · Fi ) ⊆
L(Fi ). Thus,

L(Fi · f (xi ), Fi · ∂ip ) = L(Fi ), of course, {Fi } is a L-G-B
of L(Fi ).
Corollary 2. {Fi } is a L-G-B of L(Fi ·xm p
i , Fi ·∂i ).
When Fi ∈ An (K). we can also obtain following
results.
Proposition 9. {Fi } is a L-G-B of L(f (xi ) ·
Fi , ∂ip · Fi ).
Proof. Since 1 = g(xi , ∂i ) · f (xi ) + h(xi , ∂i ) · ∂ip .
So Fi = 1 · Fi = g(xi , ∂i ) · f (xi ) · Fi + h(xi , ∂i ) · ∂ip · Fi ∈
L(f (xi ) · Fi , ∂ip · Fi )
Obviously, L(f (xi ) · Fi , ∂ip · Fi ) ⊆ L(Fi ).Thus,L(f (xi ) ·
Fi , ∂ip · Fi ) = L(Fi ), {Fi } is a L-G-B of L(f (xi ) · Fi , ∂ip ·
Fi ).
Example.
1. L(x21 , ∂15 ) = L(x72 + x42 , ∂25 ) = An (K)
2. {x72 + x42 , x21 − 2∂3 } is a L-G-B of L(x72 + x42 , (x21 −
2∂3 ) · ∂25 )
3. {x21 − 2∂3 , ∂25 } is a L-G-B of L((x21 − 2∂3 ) · (x72 +
x2 ), ∂25 )
4
4. {x22 − 2∂3 } is a L-G-B of L((x72 + x42 ) · (x22 −
2∂3 ), ∂25 (x22 − 2∂3 ))
5. Let F = ∂2 , {F } is a L−G−B of L(xi ·F, ∂2 ·F ),
but {F } is not a L-G-B of L(F ·x2 , F ·∂2 ) = L(∂2 ·x2 , ∂22 )
Since ∂2 ∂2 x2 − x2 ∂22 = 2∂2 , 2∂2 x2 − x2 · 2∂2 = 2,
so L(F · x2 , F · ∂2 ) = An (K), obviously, {F } is not a
L-G-B of An (K).
The computations of the L-G-B in An (K) are com-
plex and interesting, many problems need further re-
search.
∗
This research is supported by natural science fun-
dation in Hunan(06jj2053) and item in the education
Department of Hunan province(06A017).
References
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Gröbner Bases, Graduate Studies in Mathematics
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[6] Jinwang Liu, The Gröbner bases of Weyl algebra,
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DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 728--732
Copyright@2007 Watam Press
ON THE FUZZY RIEMANN-STIELTJES INTEGRAL
XUE-KUN REN, CONG-XIN WU, ZHI-GANG ZHU
Department of Mathematics, Harbin Institute of Technology, Harbin 150001, China
E-MAIL: renxuekun@hit.edu.cn
Abstract: In this paper, we define a kind of fuzzy
Riemann-Stieltjes integral of fuzzy-number-valued
functions; discuss the properties of the integral, present
two necessary and sufficient conditions of integrability
and obtain an existence theorem.
1. Introduction
The concept of fuzzy sets was first introduced by
Zadeh [1], the integral for a fuzzy-number-valued
function was first defined by Dubios and Prade [2] in
1982. Afterward in 1989, Nanda [3] presented a
definition about Riemann-Stieltjes integral of
fuzzy-number-valued functions. In 2001 Hsein-Chung
Wu [4] has given a new definition about Riemann
-Stieltjes integral of fuzzy mappings. Furthermore,
Chong Wu [5,6,7] defined the RSu integral of fuzzy
-number-valued functions and obtained some properties
of this type of integral.
But the expression of definition in [4] is too
complex; and it not based on fuzzy mappings directly.
Nanda [3] gave two definitions of Riemann-Stieltjes
integrals of fuzzy-number-valued functions, i.e.
Definition 3.1 and 3.2 in [3] and proved that this two
Definitions are equivalent, that is , the conclusion (a) of
Theorem 4.2 in [3]. Unfortunately, this conclusion is not
true (see [8] Remark 3.2); so we can’t use the conclusion
(a) of Theorem 4.2 in [3] to consider the integral which is
defined by Definition 3.1 in [3] and to investigate this
integral by Definition 3.1 in [3] is more not convenient
(see [8] Theorem 2.1). Therefore, in [5-7] the authors
used a different method to define the fuzzy
Riemann-Stieltjes type integral and got a series of
properties. But the references [3] and [5-7] don’t discuss
the necessary and sufficient conditions of integrability, so
they are uncompleted. Hence, in this paper we shall
define a kind of fuzzy Riemann-Stieltjes integral of
fuzzy-number-valued functions, and present two
necessary and sufficient conditions of integrability and
obtain an existence theorem. Clearly, for the crisp case
this kind of fuzzy Riemann-Stieltjes integral is just the
ordinary Riemann -Stietjes integral.
It is well known that in classical case the
expectation is defined by ordinary Riemann-Stieltjes
integral, so this kind of integral is more important in
probability and statistics, and this kind of integral is also
very useful in machine learning theory, such as the
problem of minimizing the risk functional from empirical
data, the problem of pattern recognition etc, we can find
these applications in Vapnik’s famous monograph [9].

Hence, the research of fuzzy Riemann-Stieltjes integral is
meaningful and may be find some applications in
machine learning.
2. Notations and preliminaries
We first recall some notions and notations on the
fuzzy number space ( E1 , D ) for the convenience of
reader.
Let E 1 = {u : 1 → [0,1] fulfills (i)-(iv) } , where (i) u
is normal, i.e. there exists t0 ∈ 1 , such that u (t0 ) = 1 ; (ii)
u is fuzzy convex; (iii) u is upper semi-continuous;
(iv) [u ]0 = {t ∈ 1 : u (t ) > 0} is a compact set. For the
properties, representation theorems operations and
ordering of fuzzy numbers refer to [10].
We define D : E1 × E 1 → [0, ∞) as:
D (u , v) = sup r∈[0,1] d ([u ]r ,[v ]r )
= sup r∈[0,1] max( u r− − vr− , u r+ − vr+ )
where d (⋅, ⋅) is the ordinary Hausdorff metric. For the
properties refer to [10].
We say that f ( x ) is a fuzzy-number-valued
function if f :[ a , b] → E 1 . A fuzzy-number-valued
function f ( x ) is said to be bounded above on [a , b ] if
there exists a fuzzy number u ∈ E 1 , called an upper
bound of f ( x ) , such that f ( x) ≤ u for all x ∈ [ a, b] ; u
is called the supermum of f ( x ) on [a , b ] , denoted as
u = sup x∈[ a ,b ] f ( x) , if u is an upper bound of f ( x) and
u ≤ v for any upper bound v of f ( x) . The lower
bound and infimum of f ( x ) on [a , b ] are defined
similarly. f ( x ) is said to be bounded on [a , b ] , if it is
both bounded above and bounded below [12]. And
f :[ a, b ] → E 1 is continuous at x0 ∈ [ a , b] , if for any
ε > 0 , there exists δ (ε ) > 0 , when x − x0 < δ (ε ) we
have D ( f ( x ), f ( x0 )) < ε . If f ( x ) is continuous at all
points of interval [a , b ] , then we say that f ( x ) is
continuous on [a , b ] .
Let f , g : [ a, b ] → 1 be real functions. For any
division T of [a, b] , T : a = x0 < x1 <  < xn = b and for
any ξi ∈ [ xi −1 , xi ] (i = 1, 2,…, n) , we denote sT = sT ( f , g )
n
= ∑ f (ξi )( g ( xi ) − g ( xi −1 )) . If lim|T |→0 sT = A ∈ 1 where
i =1
T = max 1≤i ≤ n ( xi − xi −1 ) , i.e. for any ε > 0 , there exists b
( f1 + f2 )dg = ∫ f1dg + ∫ f2 dg .
b b
exists, and ∫ a a a
δ (ε ) > 0 , we have | sT − A |< ε when T < δ (ε ) , then we
(iv) If ( f , g ) ∈ FRS [a , b] , ( h , g ) ∈ FRS [a , b] and
say that f ( x ) is Riemann-Stieltjes integrable (in short,
 ≥ b hdg
f ( t ) ≥ h (t ) for all t ∈ [a , b ] , then ∫  .
b

RS-integrable) with respect to g ( x ) on [a , b ] , denoted ∫a

fdg
a

b b
(v) If ( f , g ) ∈ FRS [a , b] and f ( t ) ≥ 0 for all t ∈ [a , b ] ,
as ( f , g ) ∈ RS [a , b] , and ∫ a
f ( x )dg ( x ) = ( RS ) ∫ fdg = A .
a b
 ≥ 0 .
And f ( x ) is RS-integrable with respect to g ( x ) on then ∫ a
fdg
[a , b ] if and only if for any ε > 0 , there exists δ (ε ) > 0 , (vi) If f ( t ) = u ∈ E 1 for all t ∈ [a , b ] , then
such that for any two divisions T and T ' , we have  = ( g (b) − g (a ))u .
( f , g ) ∈ FRS [a , b] and
b

| sT ( f , g ) − sT ' ( f , g ) |< ε when T < δ (ε ) and T ' < δ (ε ) . ∫ a

fdg

Lemma 2.1 (see [11] Ch2 Th4) Let ( D, ≥ ) be a directed Theorem 3.3 Let f :[ a, b ] → E 1 be a bounded function,
set, let ( Em , > m ) be a directed set for each m in D , let F g be an increase real function on [a , b ] . Then
be the product D × ⊗{Em : m ∈ D} , and for ( m, f ) in F let ( f , g ) ∈ FRS [a , b] if and only if ( fr− , g ) and ( fr+ , g ) are
R ( m, f ) = ( m, f ( m)) . If S ( m, n ) is an element of a topological uniformly RS-integrable for r ∈ [0,1] on [a , b ] , and
 ] = [ f dg , f dg ] .
b
[ ∫ fdg
b b
space for each m in D and each n in Em , then S  R ∫ ∫
r − +
a a r a r

converges to lim m lim n S ( m, n ) whenever this iterated limit Proof.

exists. b
 . From the definition of
(i) Necessity. Denote w = ∫a fdg
In above Lemma 2.1, the Cartesian product
⊗{Em : m ∈ D} is the set of all functions f on D such ( f , g ) ∈ FRS [a , b] we know that for any ε > 0 , there
that f m ( = f (m)) is an element of Em for each m in exists δ (ε ) > 0 , such that for any division T of [a , b ] ,
D . In product directed set (⊗{Em : m ∈ D}, ) , d  e if T : a = x0 < x1 <  < xn = b and for any ξi ∈ [ xi −1 , xi ] , we
and only if d m > m em for each m in D and in product have D ( sT , w) < ε when T < δ (ε ) , namely, for any
directed set ( D × ⊗{Em : m ∈ D}, ) , ( d , e)  ( f , g ) if and r ∈ [0,1] we have | ( sT )+r − wr+ |< ε and | (sT )r− − wr− |< ε .
only if d ≥ f and e  g . Lemma 2.1 is important Then we get | wr− − ∑ i =1 fr− (ξi )( g ( xi ) − g ( xi −1 )) |< ε , and
n

because it replaces an iterated limit by a single limit [11].

| wr+ − ∑ i =1 fr+ (ξi )( g ( xi ) − g ( xi −1 )) |< ε for any r ∈ [0,1] . So
n

3. The fuzzy Riemann-Stieltjes integral ( fr− , g ) , ( fr+ , g ) ∈ RS [a , b ] , further, wr− = ∫ fr− dg

b
and
a

let f :[ a , b] → E be a bounded function, w = ∫ f dg

b
+ +
Definition 3.1 1
r r are uniformly for all r ∈ [0,1] , and
a
g be an increase real function on [a , b ] and w ∈ E 1 . If for  ]r = [ f − dg , f + dg ] .
b b b
[ ∫ fdg ∫ r ∫ r
any ε > 0 there exists δ (ε ) > 0 such that for any division a a a

T of [a, b] , T : a = x0 < x1 <  < xn = b and for any (ii) Sufficiency.

n (a) We show that the class of closed intervals
ξi ∈ [ xi −1 , xi ] (i = 1, 2,… , n) , denoted sT = ∑ f (ξi )( g ( xi ) − {[∫ fr− dg , ∫ fr+ dg ] : r ∈ [0,1]} determines a fuzzy number.
b b

i =1 a a

g ( xi −1 )) , we have D ( sT , w) < ε when T < δ (ε ) In fact, since for any r ∈ [0,1] fr− ( x ) ≤ fr+ ( x ) on [a , b ] ,
( T = max1≤ i ≤ n xi − xi −1 ). Then we say that w is the fuzzy b
fr− dg ≤ ∫ fr+ dg , then [ ∫ fr− dg , ∫ fr+ dg ] is a
b b b
we have ∫ a a a a
Riemann-Stieltjes integral of ( f , g ) and denote it by nonempty bounded closed interval. If 0 ≤ r ≤ t ≤ 1 , since
b

w = ∫ fdg or ( f , g ) ∈ FRS [a , b] . fr− ( x ) ≤ ft − ( x ) and ft + ( x ) ≤ fr+ ( x ) , we obtain
a

fr− dg ≤ ∫ ft − dg , ft + dg ≤ ∫ fr+ dg , then

b b b b
By properties of D : E1 × E1 → [0, ∞) we can easily ∫ a a ∫ a a
obtain the follow theorem.
ft − dg , ∫ ft + dg ] ⊂ [ ∫ fr− dg , ∫ fr+ dg ] .
b b b b

Theorem 3.2 Let f :[ a , b] → E 1 be a bounded function, [∫ (1)

a a a a

g be an increase real function on [a, b] . Now we show that for positive numbers rn  r ' ∈ (0,1] ,
b
 frn− dg , ∫ frn+ dg ] = [ ∫ fr−' dg , ∫ fr+' dg ] .
∫
∞ b b b b
(i) If a
fdg exists and c is a positive constant, then we have ∩ [∫ n =1 a a a a

 (cg ) , b (cf )dg exist and b fd

∫  (cg ) = ∫ (cf )dg = c ∫ fdg
 .
b b b
∫ ∫ frn− dg , ∫ frn+ dg ] ⊃ [∫ fr−' dg , ∫ fr+' dg ]
b b b b

a
fd
a a a a
From Eq.(1),we have [ ∫a a a a
b
 b
 b
 (g + g )
∫ ∫ ∫ ∩ n=1[ ∫ frn− dg , ∫ frn+dg ] ⊃ [∫ fr−' dg , ∫ fr+' dg ] .
∞
b b b b
(ii) If a
fdg1 and a
fdg 2 exist, then a
fd 1 2 , so
a a a a

 ( g + g ) = b fdg
∫  1 + ∫ fdg
 .
b b
∫ ∩ n =1[ ∫ frn− dg , ∫ frn+ dg ] ⊂ [ ∫ fr−' dg ,
∞ b b b
exists and fd 1 2 2 Then we prove that
a a a a a a

f1dg f2 dg ( f1 + f2 ) dg

b b b
∫ ∫ ∫ fr+' dg ]
b
(iii) If a
and a
exist, then a ∫ a
. By assumption, for the divisions
Tk : a = x0 < x1 <  < x2k = b ( xi = a + i ( b − a ) 2 , i = 0,1,, 2k ) k


and ξi ∈ [ xi −1 , xi ] ( i = 0,1,,2 k ) (without loss of generality, b
fr−' dg − 2ε ≤ y ≤ ∫ fr+' dg + 2ε . Since ε
b
we obtain ∫ a a
is
we may assume that all xi and ξ i are independent of
arbitrary, we have y ∈ [ ∫ fr−' dg ∫ fr+' dg ] . So
b b

n and k ), we have a a

∩ n=1[ ∫ frn− dg , ∫ frn+dg ] ⊂ [∫ fr−' dg , ∫ fr+' dg ] .

k
∞ b b b b
lim k → ∞ ∑ i =1 frn− (ξi )( g ( xi ) − g ( xi −1 )) = ∫ frn− dg
2 b

a
(2) a a a a

and From the above we have

∩ [∫ frn− dg , ∫ frn+ dg ] = [ ∫ fr−' dg , ∫ fr+' dg ] .
k ∞ b b b b

lim k → ∞ ∑ i =1 frn+ (ξi )( g ( xi ) − g ( xi −1 )) = ∫ frn+ dg

2 b

a
(3) n =1 a a a a

uniformly for all n ∈

, namely, for any ε > 0 , there Also from a representation theorem of fuzzy number we
know that {[ ∫a fr− dg , ∫a fr+ dg ] : r ∈ [0,1]}
b b
exists N1 (ε ) > 0 , when k > N 1 (ε ) we have determines a
⎧
k
− frn− dg |< ε fuzzy number, denoted as , and
⎪| ∑ i =1 f rn (ξi )( g ( xi ) − g ( xi −1 )) − ∫a
b
2 w
( n = 1, 2,) [∫
b
f − dg , b f + dg ] = [ w− , w+ ] for any r ∈ [0,1] .
⎨ k
⎪| ∑ 2 f + (ξ )( g ( x ) − g ( x )) −
r ∫ r r r
frn+ dg |< ε
b

∫a
a a
⎩ i =1 rn i i i −1
 . By
(b) We prove that ( f , g ) ∈ FRS[a, b] and w = ∫ fdg
b

i.e. a

fr− dg and fr+ dg exist uniformly for

b b
∫ ∫
k

∑ frn− (ξi )( g ( xi ) − g ( xi −1 )) −ε < ∫ frn− dg

b
2
assumption, a a
i =1 a
k
(4) r ∈ [0,1] , so for any ε > 0 , there exists δ (ε ) > 0 such
< ∫ frn+ dg < ∑ i =1 frn+ (ξi )( g ( xi ) − g ( xi −1 )) +ε
b 2

a that for any division T of [ a , b] ,

T : a = x0 < x1 <  < xn = b ξi ∈ [ xi −1 , xi ]
k

∑ f (ξi )( g ( xi ) − g ( xi −1 )) ∈ E1 is clear, and for any

2
( n = 1,2,) . Since i =1

by a representation theorem of fuzzy numbers we obtain (i = 1, 2,… , n) , when T < δ (ε ) we have

k k
⎧| n f − (ξ )( g ( x ) − g ( x )) − b f − dg |< ε
∩ [∑ frn− (ξi )( g ( xi ) − g ( xi −1 )), ∑ i =1 frn+ (ξi )( g ( xi ) − g ( xi −1 ))] ⎪ ∑ i =1 r i
∞
∫a r
2 2
n =1 i =1 i i −1
k k ⎨ n ,
⎪| ∑ i =1 f r (ξi )( g ( xi ) − g ( xi −1 )) − ∫ fr+ dg |< ε
 b
= ∑ i =1 fr−' (ξi )( g ( xi ) − g ( xi −1 )), ∑ i =1 fr+' (ξi )( g ( xi ) − g ( xi −1 ))](5)
2 2 +
⎩ a

So from Eq. (5), (2) and (3) we imply that for all r ∈ [0,1] . Thus
k

lim k → ∞ limn →∞ ∑ i =1 frn− (ξi )( g ( xi ) − g ( xi −1 )) = ∫ fr−' dg D ( w, sT ) = sup r∈[0,1] max{| wr− − ∑ i =1 fr− (ξi )( g ( xi ) − g ( xi −1 )) |,
2 b n

| wr+ − ∑ i =1 fr+ (ξi )( g ( xi ) − g ( xi −1 )) |} < ε

n
and
k

lim k → ∞ limn →∞ ∑ i =1 frn+ (ξi )( g ( xi ) − g ( xi −1 )) = ∫ fr+' dg .

b
Hence ( f , g ) ∈ FRS [a , b] .
2

a
k
Theorem 3.4 Let f :[ a, b ] → E 1 be a bounded function,
Denote S (k , n) = ∑ i =1 fr− (ξi )( g ( xi ) − g ( xi−1 )) , then we have
2
n
g be an increase real function on [a , b ] . Then
limk →∞ limn →∞ S (k , n) = ∫ fr−' dg . Let F =
× ⊗{Em : m ∈
} ,
b

a
( f , g ) ∈ FRS [a , b] if and only if for any ε > 0 , there exists
where Em =
for any m and let R ( k , h ) = ( k , h( k )) for δ (ε ) > 0 , such that for any divisions T and T ' , we have
any ( k , h ) ∈ F . Again, notice that S ( k , n ) ∈ 1 and 1 D ( sT , sT ' ) < ε when T < δ (ε ) and T ' < δ (ε ) .
with usual topology is a topological space. Hence, from Proof.
Lemma 2.1 we obtain (i) Necessity. Obviously, inequality D ( sT , sT ' ) ≤ D ( sT , w )
+ D ( w, sT ' ) implies the conclusion.
k

S  R = ∑ i =1 frh−( k ) (ξi )( g ( xi ) − g ( xi −1 )) → ∫ fr−' dg .

2 b

a
k
(ii) Sufficiency. Let T be the set of all divisions of
∑ frh+( k ) (ξi )( g ( xi ) − g ( xi −1 )) → ∫ fr+' dg . Then
b
[a, b] , and define the ordering of T as: T1 ≺ T2 ⇔ T2 is
2
Similarly, i =1 a

for any ε >0

, there exists N 2 (ε ) > 0 and the subdivision of T1 . Then {sT }T ∈T is a net of E 1 . By
h0 ∈⊗{Em : m ∈
} , when k > N 2 (ε ) and h  h0 we have assumption, for any ε > 0 , there exists δ (ε ) > 0 , such
that for any divisions T ' and T we have D ( sT , sT ' ) < ε
⎧
k
− −
⎪| ∑ i =1 f rh ( k ) (ξi )( g ( xi ) − g ( xi −1 )) − ∫a f r ' dg |< ε
2 b

when T < δ (ε ) and T ' < δ (ε ) . Taking division T0

⎨ k
. (6)
⎪| ∑ 2 f + (ξ )( g ( x ) − g ( x )) − f + dg |< ε
b
∫ satisfies T0 < δ (ε ) , then for any T , T '  T0 , we have
⎩ i = 1 rh ( k ) i i i −1 a r '

So for any ε > 0 , let N (ε ) = max( N1 (ε ), N 2 (ε )) , then T ≤ T0 < δ (ε ) and T ' ≤ T0 < δ (ε ) , so D ( sT , sT ' ) < ε . It
from Eq. (6) and Eq. (4) we get means that {sT }T ∈T is a Cauchy net of E 1 . By properties
fr−' dg − 2ε < ∫ frh−( k ) dg < ∫ frh+( k ) dg < ∫ fr+' dg + 2ε
b b b b
of D : E1 × E 1 → [0, ∞) we know that ( E 1 , D ) is a
∫ a a a a

when k > N (ε ) and h  h0 . And clearly, complete metric space, so there exists w ∈ E 1 , such that
net {sT }T ∈T converges to w . Now we prove that
frn− dg, ∫ frn+ dg ] ⊂ [∫ frh−( k ) dg , ∫ frh+( k ) dg ] . Therefore,
∞ b b b b
∩ [∫
n =1 a a a a
b

w = ∫ fdg i.e. ( f , g ) ∈ FRS [a , b] . In fact, by assumption
a
for any y ∈ ∩ n =1 [∫a fr− dg, ∫a fr+ dg ] ⊂ [ ∫a fr− dg, ∫a fr+ dg ] ,
∞ b b b b
n n h(k) h( k ) for any ε >0 , there exists δ1 (ε ) > 0 such that


D ( sT , sT ' ) < ε 2 when T < δ1 (ε ) and T ' < δ1 (ε ) . On the (ii) Let T ' be a new division which only adds one point
e between x0 and x1 of division T . We consider the
other hand, we can find T1 ∈ T such that D ( sT , w) < ε 2
when T  T1 , then we take T2 ∈ T satisfying T2  T1 corresponding FRS-integral sums:
n

and T2 < δ1 (ε ) . Finally, we get sT = ∑ f (ξi )( g ( xi ) − g ( xi −1 ))

i =1
D ( sT , w) ≤ D ( sT , sT2 ) + D ( sT2 , w) < ε and
b
 .
when T < δ1 (ε ) , that is, w = ∫a fdg
n
sT ' = ∑ f (ξ 'i )( g ( xi ) − g ( xi −1 )) + f (ξ )( g ( x1 ) − g ( e ))
i=2
Lemma 3.5 Let f :[ a, b ] → E 1 be a bounded function,
+ f (ξ ')( g ( e) − g ( x0 ))
g be an increase real function on [a , b ] . If
where e ≤ ξ ≤ x1 , x0 ≤ ξ ' ≤ e and xi −1 ≤ ξ 'i ≤ xi
fr− ( fr+ ) : [ a , b] → 1 are uniformly RS-integrable for r ∈ [0,1] ,
(i = 2,3,…, n ) . Similar to the proof of (i), when T < δ (ε )
then f − | , f − | ( f + | , f + | ) are also uniformly
r [ a ,c ] r [ c,b ] r [ a ,c ] r [ c,b ]
we have
RS-integrable for r ∈ [0,1] , and D ( sT , sT ' ) ≤ ε ( g (b ) − g ( a )) + ε ( g ( x1 ) − g ( x0 )) .
fr− dg = ( RS ) ∫ fr− dg + ( RS ) ∫ fr− dg
b c b
( RS ) ∫ From the process of the above proof, we can also obtain
a a c
D ( sT , sT '' ) ≤ 2ε ( g ( b) − g ( a )) , where the division T '' is
( ( RS ) ∫a fr+ dg = ( RS )∫a fr+ dg + ( RS ) ∫c fr+ dg ).
b c b

that we add more than one point to the division T .

Theorem 3.6 Let f :[ a , b] → E 1 be a bounded function, (iii) We consider any two divisions T1 , T2 and the
g be an increase real function on [a , b ] . If ( f , g ) ∈ FRS [a , b] , corresponding FRS-integral sums:
⎧ n1
then for any c ∈ ( a, b) , we have ( f , g ) ∈ FRS[a, c] , 
⎪ sT = ∑ f (ξi )( g ( xi ) − g ( xi −1 ))
⎪ i =1
 = c fdg
( f , g ) ∈ FRS [c, b] and ∫  + ∫ fdg
 . If for any
b b
⎨ .
∫ fdg
⎪ s ' =
n2

∑ f (ξ 'i )( g ( x 'i ) − g ( x 'i −1 ))

a a c

c ∈ ( a, b) , ( f , g ) ∈ FRS[a, c] , ( f , g ) ∈ FRS[c, b] , and f is ⎪⎩ T

i =1

continuous at point c , then we have ( f , g ) ∈ FRS [a , b] and Let T3 be the union division of T1 and T2 , and the
 = fdg corresponding FRS-integral sum is sT . Then from (ii)
∫  + ∫ fdg
 .
b c b
∫a
fdg
a c
3

we get D( sT , sT ) ≤ D( sT , sT ) + D( sT , sT ) ≤ 4ε ( g (b) − g (a )).

If f :[ a , b] → E 1 is continuous and g ( x )
1 2 1 3 3 2
Theorem 3.7
At last, from Theorem 3.4 we infer ( f , g ) ∈ FRS [a , b] .
is an increase real function on [a, b] , then ( f , g ) ∈ FRS [a , b] .
Proof.
Acknowledgements
(i)Firstly, we consider a division T : a = x0 < x1 <  < xn = b
, and xi −1 ≤ ξi ≤ xi , xi −1 ≤ ξ 'i ≤ xi (i = 1, 2,… , n) . Then the This paper is supported by NSFC (10571035).
corresponding FRS-integral sums are:
⎧ n
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⎪ i =1
⎨ n
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[6] Wu Congxin and Wu Chong, A note of the RSu integrals
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n
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n
95, (1998) 119-125.
[7] Chong Wu and Cong-xin Wu, On Riemann-Stieltjes type
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ICMLC2004 Conference, Shanghai, August (2004)
| ∑ i =1 ( fr+ (ξ 'i ) − fr+ (ξi ))( g ( xi ) − g ( xi −1 )) |≤ ε ( g ( b) − g ( a )).
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26-29.
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DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 733--737
Copyright@2007 Watam Press
ON THE DISCRETE TIME BROWNIAN FLOW I:
CHARACTERISTIC AND INVARIANT MEASURE OF THE
N-POINT MOTION
Jingxiao Zhang1
School of Statistics, Renmin University of China, Beijing, 100872
Abstract: First we give out the characteristic of the
discrete time Brownian flow, then We establish the ex-
istence and uniqueness of an invariant probability for
the motion corresponding to a temporally homogeneous
Brownian flow.
1 INTRODUCTION
In this article first we will give out the characteris-
tics which can determine the discrete time Brownian
flow(for the continuous time case,the correponding re-
sult is classical (see Kunita[4])), then we obtain the ex-
istence of a unique invariant probability for the N-point
motion.
For continuous time Brownian flow, there has been
lots of result such as the long-term behavior, law of large
number and central limit theorems and so on, for ref-
erences, see Kunita [4], Basak and Kannan[1] ,[2]. The
discrete time Brownian flow was first defined in [7], in
that paper, they also studied the Markovian property
of the N-point motion. But relative to the continuous
case, we have little information of the discrete Brownian
flow.
We shall begin by setting up the notations and in-
troducing the notions that are basic in this work. All
our random variables will be supported by a completely
probability space (Ω, F, P ). For m, n ∈ N, x ∈ Rd ,
φm,n (x, ω) be an Rd -valued random field on (Ω, F , P ).
We will recall the definition of discrete stochastic flow
and Brownian flow in the following.
We can treat the random field φm,n (x, ω) as a fam-
ily Φ ≡ {φm,n (x, ω), m, n ∈ N} of continuous functions
mapping Rd into itself. Let F be a null set in Ω. Then:
1. The family Φ is called a (discrete time) stochas-
tic flow if for all ω not in F,
(a) φn,n = the identity map on Rd , for all n and
all ω ∈ F c , and
(b) φm,n = φm,k ◦ φk,n holds for all m, k, n, and
all ω ∈ F c ;here · denote the compositions
of functions.
A stochastic flow is called a forward stochastic
flow if the time points m, k, n in (b) are taken
in the increasing order m ≤ k ≤ n. We consider
only the foward flows.
1 Address
correspondence to zhjxiao@gmail.com. Research was supported in part by the National Natural Science Foundation
of China(10601066)

2. A stochastic flow is called a temporally homege-
neous stochastic flow if the law of φm,n and that
of φm+k,n+k coincide for any k > 0;
3. A stochastic flow is called a stochastic flow of
homeomorphisms if the map φm,n : Rd → Rd is
an onto homeomorphisms for all m, n and all ω
not in F.
4. A stochastic flow of homeomorphisms is called
a Brownian flow of homeomorphisms if for, any
partition 0 ≤ n0 < n1 < n2 · · · < nl , the random
variables φni ,ni+1 , i = 0, 1, 2, · · · , l, are indepen-
dent.
5. Let φm,n be a (forward) Brownian flow of home-
omorphisms and xN = (x1 , x2 , · · · , xN ) be a vec-
tor of N points from Rd . Define φm,n (xN ) ≡
(φm,n (x1 ), φm,n (x2 ), · · · , φm,n (xN )). By fixing
m we can treat φm,n (xN , ω) as an Rd - valued
stochastic process. This stochastic process is
called an N-point notion of the Brownian flow
φm,n .
We shall now introduce a basic assumption on the
(forward) Brownian flow of homeomorphisms φm,n (x)
and some notations:
1. The random variable φm,n (x) is square interable
for each m, n, x.
2. There exists a positive constant K such that
|E[φm,n (x) − x]| ≤ K(1 + |x|)(n − m);
|E[(φm,n (x) − x)(φm,n (x) − x)t ]|
≤ K(1 + |x|)(1 + |y|)(n − m).
3. Let b(x, n) ≡ E[φn,n+1 (x) − x].
2 CHARACTERISTICS OF
φm,n (x)
In this chapter, we want to find the characteristics
which candetermine the law of the Brownian flow.
Proposition 2.1 For each m, x,
X
n−1
Mm,n (x) ≡ φm,n (x) − x − b(φm,k (x), k), n ≥ m
k=m
(2.1)
is a square integrable martingale adapted to Fm,n , re- Proposition 2.2 The joint quadratic variation of
call that Fm,n is the completion of σ(φk,l : m ≤ k, l ≥ Mm,n (x) is
n).
i j
X
n−1

Proof. Set ψm,n (x) = E[φm,n (x)]. The flow prop- [Mm,n (x), Mm,n (x)] = ai,j (φm,k (x), φm,k (x), k).
erty : φm,n+1 = φn,n+1 ◦ φm,n and the independence of k=m
(2.9)
φm,n and φn,n+1 imply
Z Proof. For m + 1,
ψm,n+1 (x) = E[φn,n+1 (y)]P (φm,n (x) ∈ dy)
Mm,m+1 (x)Mm,m+1 (x)t = a(x, x, m). (2.10)
= E[ψn,n+1 (φm,n (x))].
Since Mm,n (x), n ≥ m is an L2 -martingale with the
Therefore we have
additive property (2.5), we have
ψm,n+1 (x) − ψm,n (x) = E[ψn,n+1 (φm,n (x)) − φm,n (x)].
(2.2) (Mm,m+2 (x) − Mm,m+1 (x))(Mm,m+2 (y)
From the assumption on φm,n , we have the inequality −Mm,m+1 (y))t + a(x, x, m)
= Mm+1,m+2 (φm,m+1 (x))Mm+1,m+2 (φm,m+1 (y))t
|ψn,n+1 (φm,n (x)) − φm,n (x)| ≤ K(1 + |φm,n (x)|, (2.3)
+a(x, x, m)
where the right hand side is integrable. Sum both sides = a((φm,m+1 (x), φm,m+1 (y)), m + 1) + a(x, x, m),
with respect to n, we obtain
since Mm,m = 0. By induction ,we arrive at the result.
X
n−1
ψm,n (x) − x = E[b(φm,k (x), k)]. (2.4)
k=0
3 INVARIANT MEASURE
This proves E[Mm,n (x) = 0] for any n, x.
Now Mm,n (x) had the additive property:
FOR THE N-POINT MO-
TION
Mm,n (x) = Mm,k (x) + Mk,n (φm,k (x)) (2.5)
We shall show that there exists a unique invariant prob-
if m < k < n. Since Fm,k and Mk,n are independent, ability π such that the transition probability of the N-
we have point motion of the temporally homogeneous Brownian
flow will converge in distribution to π. Compare with
E[Mm,n (x)|Fm,k ] = Mm,k (x) + E[Mk,n (y)]y=Mm,k (x)
the continuous case(see [1]), we don’t have Itô formula
= Mm,k (x), which was a strong tool in their proof, but we can derive
similar result under certain conditions.
proving that Mm,n (x) is a martingale for each m, x. Let p(n; X (N ) , dY (N ) ) denote the transition prob-
Recall the definition of (co)quadratic variation of ability of the N −point motion {φn (X (N ) ), N ≥ 0}.
a discrete time martingale (see [6], [7]) Then the corresponding transition semigroup Tn , n ≥ 0,
is given by
Definition 2.1 For two martinales (Xn , Fn ) and
(Yn , Fn ), one defines their quadratic covariation se-
(Tn f )(X (N ) )
quence ([X, Y ]n , Fn ), by
= Ef (φn (X (N ) ))
Z
X
n
[X, Y ]n ≡ Xk Yk , (2.6) = f (Y (N ) )p(n; X (N ) , dY (N ) )
RN d
k=1

where Xk = Xk − Xk−1 , Yk = Yk − Yk−1 . on B(RN d ), the Bannach space of all real valued
In particular, the quadratic variation of a martingale bounded Borel measurable functions on RN d with sup
(Xn , Fn ) is defined by norm.

X
n
Definition 3.1 A measure m is said to be invariant
[X]n ≡ [Xk ]2 . (2.7) for the transition probability p(n; X (N ) , dY (N ) ) if, for
k=1
every Borel set B ⊆ RN d such that m(B) < ∞ , one
For any m ∈ N, x, y, let has
Z
a(x, y, m) ≡ Mm,m+1 (x)Mm,m+1 (y)t . (2.8) p(n; X (N ) , B)m(dX (N ) ) = m(B). (3.11)
RN d

2


734
Equivalently, m is invariant if, for all f ∈ L1 (RN d , m), whenever n > n0 . Now ∀m ∈ N,
one has
p(n + m; X (N ) , dY (N ) ) − p(n; X (N ) , dY (N ) )BL
Z = sup |Ef (φn+m (X (N ) )) − Ef (φn (X (N ) ))|
f (Y (N ) )p(n; X (N ) , dY (N ) )m(dX (N ) ) f ∈BL
Nd
ZR = sup |E(Ef (φn+m (X (N ) ))|Fn ) − Ef (φn (X (N ) ))|
= f (X (N ) )m(dX (N ) ) f ∈BL
Z
RN d
= sup | E(f (φn (Y (N ) )) − f (φn (X (N ) )))
f ∈BL RN d

Theorem 3.1 Suppose that for any x, y, n, there ex- p(m, X (N ) , dY (N ) )|

Z
ists a constant 0 < K < 1,
≤ sup |E(f (φn (Y (N ) )) − f (φn (X (N ) )))|
f ∈BL RN d

E|φn,n+1 (x) − φn,n+1 (y)| ≤ K|x − y|. (3.12) p(m, X (N ) , dY (N ) )

Z
≤ E{|φn (Y (N ) ) − φn (X (N ) )| ∧ 2}
and ∀ > 0, there exists a compact set B
∈ RN d , such RN d

that p(m, X (N ) , dY (N ) )
φ1 (x, RN d \B
) < , ∀x ∈ RN d . (3.13) while
Z
Then the N-point motion φn (x(N ) ) ≡ φ0,n (x(N ) ) of the E|φn (Y (N ) ) − φn (X (N ) )|p(m, X (N ) , dY (N ) )
RN d
homogeneous Brownian flow Z
= E|φ1 (φn−1 (Y (N ) )) − φ1 (φn−1 (X (N ) ))|
RN d
X
n−1
φn (x) = x + b(φk (x), k) + Mn (x) (3.14) p(m, X (N ) , dY (N ) )
Z
E[E(|φ1 (φn−1 (Y (N ) )) −
k=0
=
RN d
has a unique invariant probability, where Mn (x) = φ1 (φn−1 (X (N ) ))|)|Fn−1 ]p(m, X (N ) , dY (N ) )
M0,n (x). Z
= E[E|φ1 (y) − φ1 (x)|y=φn−1 (Y (N ) ),x=φn−1 (X (N ) ) ]
RN d

Proof. Existence. To prove the existence of a p(m, X (N ) , dY (N ) )

Z
(unique) invariant probability it suffices to show that
≤ K E|φn−1 (Y (N ) ) − φn−1 (X (N ) )|
the family p(n; X (N ) , dY (N ) ) : N ≥ 0 is Cauchy in the RN d
bounded Lipschitzian(BL) metric dBL difined on the p(m, X , dY (N ) )
(N )
space P(RN d ) of all probability measures on the Borel Z
σ−field of B(RN d )(see Dudley[3]). Recall that ≤ Kn E|Y (N ) − X (N ) |p(m, X (N ) , dY (N ) )
RN d

 
Next we will show that {p(m, X (N ) , dY (N ) ) : m ≥ 0} is
BL := {f : |f (z) − f (z )| ≤ |z − z |,
R that for each  > 0,
a tight family. We only need to show
∀z, z ∈ RN d , and |f (z)| ≤ 1 f or all z ∈ RN d } ∀ subset of RN d B
such that RN d \B p(1, x, dy) =
φ1 (x, RN d \B
) < , ∀x ∈ RN d ,
Z
Z Z p(2, x, dy)
RN d \B
dBL (P1 , P2 ) = sup | f dP1 − f dP2 | Z Z
= p(1, x, dz)p(1, z, dy)
= P1 − P2 BL , (P1 , P2 ∈ P(RN d )). RN d \B RN d
≤ 

In order to prove that the family Then for each  > 0, we can find a compact subset
p(n; X (N ) , dY (N ) ) : N ≥ 0 is Cauchy in the metric B
∈ RN d , such that
Z
dBL we need to show that for all  > 0, ∃ n0 ∈ N such 
that ∀m ∈ N, p(m, X (N ) , dY (N ) ) < , ∀m, (3.16)
R N d \B 4
We also can find a n0 be such that , for n > n0 ,
p(n + m; X (N ) , dY (N ) ) − p(n; X (N ) , dY (N ) )BL <  
(3.15) E|φn (Y (N ) ) − φn (X (N ) )| ≤ , ∀ Y (N ) ∈ B
; (3.17)
4

3


735
Then we have continuous f that
Z Z
E{|φn (Y (N ) ) − φn (X (N ) )| ∧ 2} (Tn f )(Y (N ) )π(dY (N ) )
RN d
RN d \B
= lim Tm (Tn f )(X (N ) )
p(m, X (N ) , dY (N ) ) m→∞
Z
= lim Tm+n f (X (N ) )
+ E{|φn (Y (N ) ) − φn (X (N ) )| ∧ 2} m→∞
B 
(N ) (N ) = lim Tm f (X (N ) ), m = m + n,
p(m, X , dY ) m→∞
Z
Z
≤ 2p(m, X (N )
, dY (N ) ) = f (Y (N ) )π(dY (N ) ).
RN d \B RN d
Z

+ p(m, X (N ) , dY (N ) )
4 B Thus π is invariant.
 
≤ 2 +
4 4 uniqueness. To prove uniqueness of the invariant
<  
probability measure π, let π be another invariant dis-
(N )
tribution. Then for any Z ∈ RN d ,
The arbitrariness of  thus proved that 
{p(n, X (N ) , dY (N ) ) : n ≥ 0} is Cauchy. Since P(RN d ) p(n, Z (N ) , dY (N ) ) − π (dY (N ) )BL
Z
is complete under dBL , there exists a probability π 

such that = sup |Ef (φn (Z (N ) )) − Ef (Y (N ) )π (dY (N ) )|

f ∈BL RN d
Z

(N )
p(n, X (N ) , dY (N ) ) − π(dY (N ) )BL → 0 as n → ∞. = sup |Ef (φn (Z )) − Ef (φn (Y (N ) ))π (dY (N ) )|
f ∈BL RN d
(3.18) Z

Now for arbitrary Z (N ) ∈ RN d , = sup | E[f (φn (Z (N ) )) − f (φn (Y (N ) ))]π (dY (N ) )|
f ∈BL RN d
Z

p(n, Z (N )
, dY (N )
) − π(dY (N )
)BL ≤ sup E|f (φn (Z (N ) )) − f (φn (Y (N ) ))|π (dY (N ) )
f ∈BL RN d
≤ p(n, Z (N ) , dY (N ) ) − p(n, X (N ) , dY (N ) )BL Z

≤ E{|φn (Z (N ) ) − φn (Y (N ) )| ∧ 2}π (dY (N ) )
+p(n, X (N ) , dY (N ) ) − π(dY (N ) )BL RN d

= sup |Ef (φn (Z (N ) )) − Ef (φn (X (N ) ))| → 0, as n → ∞,

f ∈BL

+p(n, X (N ) , dY (N ) ) − π(dY (N ) )BL by the lebesgue dominated convergence theorem, since

(N ) (N )
the integrand goes to zero as n → ∞ and is bounded.
≤ sup E|f (φn (Z )) − f (φn (X ))| Then we have
f ∈BL

+p(n, X (N ) , dY (N ) ) − π(dY (N ) )BL π(dY (N ) ) − π (dY (N ) )BL
≤ E{|φn (Z (N ) ) − φn (X (N ) )| ∧ 2} ≤ π(dY (N ) ) − p(n, Z (N ) , dY (N ) )BL
(N ) (N ) (N ) 
+p(n, X , dY ) − π(dY )BL +p(n, Z (N ) , dY (N ) ) − π (dY (N ) )BL
→ 0, as n → ∞. (3.19) → 0, as n → ∞,

This proves that the limiting distribution π exists and which implies that
it does not depend on the initial point. Z Z

f (Y (N ) )π(dY (N ) ) = f (Y (N ) )π (dY (N ) )
RN d RN d
(3.20)
invariance. It follows from (3.18) and (3.19) for every bounded and continuous function f. Conse-

that the transition probability of the N-point motion quently π = π . This complete the proof.
φn (X (N ) ) converges in the dBL metric to a probabil-
ity distribution π which does not depend on the ini-
tial point. To prove the invariance of π, first note References
that the convergence in dBL is equivalent to weak
convergence(Dudley,[3]). If f is bounded and con- [1] Basak,G.K., Kannan,D., On the Singular N-point
tinuous , then so is TRn f , for all n ≥ 0. Since motion of a Brownian Flow: Asymptotic Flatness
limn→∞ (Tn f )(X (N ) ) = RN d f (Y (N ) )π(dY (N ) ) for ev- ans Invariant Measure,Stochastic Analysis and Ap-
ery X (N ) ∈ RN d , it therefore holds for all bounded plications, 11(4), 369-397, 1993.

4


736
[2] Basak,G.K., Kannan,D., On the Singular N-point [5] Xu J., Kannan D. & Zhang B.(2007), Optimal
motion of a Brownian Flow: Asymptotic Flatness Dynamic Control for the Defined Benefit Pension
ans Invariant Measure, Random Oper. and Stoch. Plans with Stochastic Benefit Outgo, Stochastic
Equ., Vol.4, No. 2, 163-178, 1996. Analysis and Applications, Vol.25(1), :201—236
[6] Bo Zhang, Kannan,D., Discrete-time Martingales
[3] Dudley,R.M., Distance of Probability Meaures and
with Spatial Parameters,Stochastic Analysis and
Random Variables, Ann. Math. Statist. 39, 1563-
Applications, Vol.20, No.5.1101 C 1131. 2002.
1572,1968.
[7] Bo Zhang, Jingxiao Zhang, Kannan,D., Nonlinear
[4] Kunita,H., Stochastic Flows and Stochastic Differ- Stochastic Difference Equations Driven by Martin-
ential Equations, Cambridge: Cambridge Univer- gales, Stochastic Analysis and Applications, Vol.23
sity Press, 1990. 1277-1304, 2005.

5


737
DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 738--741
Copyright@2007 Watam Press

ON THE DISCRETE TIME BROWNIAN FLOW II: CENTRAL

LIMIT THEOREM OF THE N-POINT MOTION
Jingxiao Zhang1
School of Statistics, Renmin University of China, Beijing, 100872

Abstract: Continuing our study of a N-point motion of homeomorphisms(respectively, diffeomorphisms) of

of a Brownian flow[17], we establish in this article cer- Rd .
tain functional central limit theorem for such motions Let xN = (x1 , x2 , · · · , xN ) be a vector of N points
by the CLT of non-homogeneous Markov chain given from Rd and φm,n be a Brownian flow. The process
by Dobrushin[3]. ΦN ≡ (φm,n (x1 ), φm,n (x2 ), · · · , φm,n (xN )) is called an
N-point motion of the Brownian flow Φ.
Noticed that the N −point motion ΦN is non-
1 INTRODUCTION homogeneous Markov chain corresponding to transition
operators
We continue our earlier study of a N-point motion of a
Brownian flow[17], in which we considered the charac- πm,n (x, dy) = P (φm,n (x) ∈ dy), ∀m ≥ 0, n ≥ m.
teristics which can determine the discrete time Brown- (1.1)
ian flow and also the existence and uniqueness of invari- Define contraction coefficients δ(πm,n )([12])of πm,n
ant probability for such a motion. In the present work, as
we establish certain functional limit theorem(CLT) of 1
δ(πm,n ) ≡ sup |E(f (φm,n (X1 ))
the N-point motion(noticed that we don’t need the 2 X1 ,X2 ∈RN d ,f L∞
Brownian flow temporally homogeneous). In doing this,
−f (φm,n (X2 )))|, m ≥ 0, n ≥ m.
we used the CLT of non-homogeneous Markov chain
which was established by Dobrushin[3] and Sethuraman Also define the related coefficient α(πm,n ) = 1−δ(πm,n )
and Varadhan in ([12]). Clearly, 0 ≤ δ(πm,n ) ≤ 1, and δ(πm,n ) = 0 if and
We begin our discussion first by setting up the only if P (φm,n (x) ∈ · not depend on x. As in [12], we
notations and introducing the notions that are basic call δ(πm,n ) ”non-degenerate” if 0 ≤ δ(πm,n ) < 1.
in this work. A complete probability space (Ω, F , P ) For a probability measure μ on RN d and a bounded
will support alll our random variables. For m, n ∈ N, measurable function f , let
x ∈ Rd , φn (x, ω) be an Rd -valued random field on Z
(Ω, F , P ). The system that we analyze is a N-point (μπ)(A) = μ(dx)πm,n (x, A), ∀m ≥ 0, n ≥ m, (1.2)
motion of Brownian flow which we shall now define.
Z
Let φm,n (x, ω), Fix ∀m ∈ N, for n ∈ N, x ∈ Rd be
(πf )(x) = πm,n (x, dy)f (y), ∀m ≥ 0, n ≥ m. (1.3)
a continuous Rd -valued random field treated as a pro-
cess Φ ≡ {φm,n (x, ω), n ∈ N} of continuous functions We can see that δ(πm,n ) has the following proper-
mapping Rd into itself. The C(Rd )-valued process Φ is ties.
called a (discrete time) stochastic flow if there exists a
null set F in ω such that: δ(πm,n )
= sup |φm,n (X1 , A)
1. φn,n = the identity map on Rd , for all n and all X1 ,X2 ∈RN d ,A∈B(RN d )
ω ∈ F c , and −φm,n (X2 , A)|
2. φm,n = φm,k ◦ φk,n holds for all m, k, n, and all = sup |(φm,n f )(X1 ) − (φm,n f )(X2 )|,
ω ∈ F c ;here · denote the compositions of func- X1 ,X2 ∈RN d ,f ∈U
tions.
where U = {f : supX1 ,X2 |f (X1 ) − f (X2 )| ≤ 1}. It
A stochastic flow Φ is called a Brownian flow is the operator norm of πm,n with respect to the Ba-
if it is a process with independent increments. A nach (semi-)norm Osc(f ) = supX1 ,X2 |f (X1 ) − f (X2 )|,
stochastic flow Φ is called a stochastic flow of homeo- namely the oscillation of f . In particular,
morphisms(respectively, of diffeomorphisms) if φm,n :
δ(πm,n ) ≤ δ(πm,k )δ(πk,n ), f or m ≤ k ≤ n. (1.4)
Rd → Rd is an onto homeomorphisms(respectively,
diffeomorphisms). A stochastic flow of diffeomor- For a random variable X, denote by E[X] and
phisms Φ is called a Brownian flow of homeomor- V [X] its expectation and variance with respect to P .
phisms(respectively, of diffeomorphisms if it is a process
with independent increments taking values in the group
1 Address correspondence to zhjxiao@gmail.com. Research was supported in part by the National Natural Science Foundation

of China(10601066)


2 CLT of the N-point Motion Proof. It can be easily derived from Theorem 2.1.
This kind of result was also given out by Dobrushin[3].
On CLT of non-homogeneous Markov chain, there was
a famous result given by R. Dobrushin[3], which was Corollary 2 For the N-point motion of a homoge-
proved again by Sethuraman and Varadhan[12] through neous Brownian flow Φn , suppose that there exist two
martingale approximation method. We will use their finite constants C1 , C2 > 0 such that
result to prove the central limit theorem of the N-point
motion of a Brownian flow– a special non-homogeneous sup |f (X)| ≤ C1 , (2.15)
X∈RN d
Markov chain.
For each n ≥ 1, consider the Markov chain of V (|f (φ0,m (x)))| ≥ C2 , ∀ 1 ≤ m ≤ n (2.16)
length n, φ0,1 (x), φ0,2 (x), . . . , φ0,n (x) with transition α ≡ 1 − δ(π0,1 ) > 0 (2.17)
operators
then we have
πm,m+1 = πm,m+1 (x, dy), ∀m ≤ n − 1. (2.5)
Sn − E[Sn ]
p ⇒ N (0, 1). (2.18)
Let V (Sn )
αn = min αm,m+1 . (2.6)
0≤m≤n−1
Proof. Since Φn is homogeneous,
(n)
Let fm : m ≤ n be real valued functions. Define, for
n ≥ 1, αn ≡ 1 − δ(πn,n+1 ) = 1 − δ(π0,1 ) = α, (2.19)
Xn
(n)
Sn = fm (φ0,m (x)). (2.7) so we can derive the result.
m=1
Example 2.1 Consider the 1-point motion of a Brow-
Theorem 2.1 Suppose there exist some finite con-
nian flow, suppose that
stants Cn such that
sup (n)
sup |fm (X)| ≤ Cn , (2.8) πn,n+1 (x, dy) = P (φn,n+1 (x) ∈ dy)
1≤m≤n X∈RN d = δx (dy) + (1 − )μ(dy),
If,
0 <  < 1, μ is a probability measure on Rd .
X
n
Then
lim Cn2 αn
−3
[ (n)
V (fm (φ0,m (x)))]−1 = 0 (2.9)
n→∞ 1
m=1 δ(πn,n+1 ) = sup |E(f (φn,n+1 (X1 ))
2 X1 ,X2 ∈Rd f L∞
then we have
Sn − E[Sn ] −f (φn,n+1 (X2 )))|
p ⇒ N (0, 1). (2.10) Z
V (Sn ) 1
= sup | f (y)[πn,n+1 (X1 , dy)
2 X1 ,X2 ∈Rd ,f ∈U
Proof. Since Φ is a special non-homogeneous Markov
chain with the transition operator πm,n (x, dy). All −πn,n+1 (X2 , dy)]|
the condition given on fm
(n)
: m ≤ n and = sup |[f (X1 ) − f (X2 )]|
X1 ,X2 ∈Rd ,f ∈U
φ0,1 (x), φ0,2 (x), . . . , φ0,n (x) above can match the con-
(n) ≤ .
dition on fm : m ≤ n and X in Theorem 1.1 in[12],
where X in their theorem denoted a general non- Then α(πn,n+1 ) = 1 − δ(πn,n+1 ) ≥ 1 −  > 0. This
homogeneous Markov chain. Then we can derive the example was given by P.Del.Moral and L.Miclo in [7].
result by using their theorem directly.
Example 2.2 Consider the 1-point motion of a Brow-
Remark 2.1 Notice here we don’t need the Brownian
nian flow, suppose that there exists a probability mea-
flow is diffeomorphisms as the continuous case[2].
sure ν on Rd such that
Corollary 1 [3],[12] Suppose there exist two finite
πn,n+1 (x, A) = P (φn,n+1 (x) ∈ A)
constants C1 , C2 > 0 such that
≥ (1 − )ν(A),
sup |f (X)| ≤ C1 , (2.11)
X∈RN d 0 <  < 1, A ∈ B(Rd ) .
V (|f (φ0,m (x)))| ≥ C2 , ∀ 1 ≤ m ≤ n (2.12) Then
then we have 1
δ(πn,n+1 ) = sup |E(f (φn,n+1 (X1 ))
Sn − E[Sn ] 2 X1 ,X2 ∈Rd f L∞
p ⇒ N (0, 1). (2.13)
V (Sn ) −f (φn,n+1 (X2 )))|
provided = sup πn,n+1 (X1 , ·)
1 X1 ,X2 ∈Rd
lim αn n = ∞ 3 (2.14)
n→∞ −πn,n+1 (X2 , ·)V ar .

2


739
By the equation Example 2.4 Let d = 1, Suppose the 1-point motion
of a Brownian flow is
α(πn,n+1 ) = 1 − δ(πn,n+1 )
X
m F (x)
φn,n+1 (x) = + θn , n ≥ 0, (2.22)
= inf min(πn,n+1 (X1 , Ai ), πn,n+1 (X1 , Ai ) 4
i=1
≥ . where {θn , n ≥ 0} is a family of independent random
variables with same distribution N (0, 1), the standard
where the infimum is taken over all X1 , X2 ∈ Rd and all normal distribution, F (x), x ∈ R be the distribution
resolutions of Rd into pairs of nonintersecting subsets function of N (0, 1).
{Ai ; 1 ≤ i ≤ m} and m ≥ 1(see [3], [7]).
1
Example 2.3 Let d = 1, Suppose the 1-point motion δ(πn,n+1 ) = sup |E(f (φn,n+1 (X1 ))
of a Brownian flow is 2 X1 ,X2 ∈Rd f L∞

−f (φn,n+1 (X2 )))|

θn Z
φn,n+1 (x) = , n ≥ 0, (2.20) 1
f (x) = sup | f (y)
2 X1 ,X2 ∈Rd ,f L∞
where {θn , n ≥ 0} is a family of independent random [πn,n+1 (X1 , dy) − πn,n+1 (X2 , dy)]|
variables with same distribution Exp(1), the standard Z
1 1
exponential distribution, F (x), x ∈ R be the Lipschitz = sup |√ f (y)
2 X1 ,X2 ∈Rd ,f L∞ 2π R
function with F ∞ ∨ F L < 1, where
1 F (X1 ) 2
[exp{− (y − ) }
2 4
F (x) − F (y)
F L ≡ sup ( , x = y) (2.21) 1 F (X2 ) 2
x,y∈R |x − y| − exp{− (y − ) }]dy|
2 Z 4
Then = sup | f (y)
X1 ,X2 ∈Rd ,f ∈U R
πn,n+1 (x, dy) = P (φn,n+1 (x) ∈ dy) 1 F (X1 ) 2
1 [exp{− (y − ) }
= IR+ (x) exp{−y/f (x)}dy. 2 4
f (x) 1 F (X2 ) 2
− exp{− (y − ) }]dy|
Therefore, 2 4
F (X1 ) − F (X2 )
≤ | |
4
1 1
δ(πn,n+1 ) = sup |E(f (φn,n+1 (X1 )) <
2 X1 ,X2 ∈Rd f L∞ 4
−f (φn,n+1 (X2 )))| 3
Z Then α(πn,n+1 ) = 1 − δ(πn,n+1 ) ≥ 4
> 0.
1
= sup | f (y)
2 X1 ,X2 ∈Rd ,f L∞
[πn,n+1 (X1 , dy) − πn,n+1 (X2 , dy)]| Remark 2.2 1. For the central limit theorem of a
Z
1 general Markov chain especially for the homo-
= sup | f (y) geneous case, there are lots of works. For ex-
2 X1 ,X2 ∈Rd ,f L∞ R+
ample, see[4], [5]. [8], [10],[14]. In those works,
1 y
[ exp{− }− the powerful tools they used are martingale ap-
F (X1 ) F (X1 )
proximations and martingale central limit theo-
1 y rem(For reference on Martingale limit theorem,
exp{− }]dy|
F (X2 ) F (X2 ) see[6]). There are relatively less works on non-
Z
homogeneous case, in which Dobrushin’s works[3]
= sup | f (y)
X1 ,X2 ∈Rd ,f ∈U R are very important. In[12], S.Sethuraman and
1 y S.R.S.Varadhan gave out a different and short
[ exp{− } proof of Dobrushin’s theorem, the method they
F (X1 ) F (X1 )
use are also martingale approximations and mar-
1 y
− exp{− }]dy| tingale central limit theorem. The main point is
F (X2 ) F (X2 )
how to construct a martingale from the Markov
≤ F ∞ ∨ F L chain. They gave out a kind of ”Poission-
≤ 1. resolvent” sequence which was often used in mar-
tingale approximations, certainly, what they gave
Then α(πn,n+1 ) = 1 − δ(πn,n+1 ) > 0. was different from the general case[13].

3


740
 2. In [17], we considered the invariant measure of
the N-point motion of A homogeneous Brownian
flow, we proved that there exists a unique invari-
ant measure of the N-point motion under certain
conditions. The existence and uniqueness of the
invariant measure of a Markov chain is a strong
condition when we consider its central limit the-
orem . Then we may use the central limit the-
orem of a homogeneous Maikov chain to derive
the similar CLT of our special case, it should be
better than the result given in corollary 2. Here
we won’t discuss more on that.
References
[1] Basak,G.K., Kannan,D., On the Singular N-point
motion of a Brownian Flow: Asymptotic Flatness
ans Invariant Measure, Stochastic Analysis and
Applications, 11(4), 369-397, 1993.
[2] Basak,G.K., Kannan,D., On the Singular N-point
motion of a Brownian Flow: Asymptotic Flatness
ans Invariant Measure, Random Oper. and Stoch.
Equ., Vol.4, No. 2, 163-178, 1996.
[3] Dobrushin,R. , Central Limit Theorems for Non-
Stationary Markov Chain I, II, Theory of Probab.
and its Appl. 1, 65-80, 329-383, 1956.
[4] Gordin, M.I. , The Central Limit Theorem for Sta-
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1176.1969.
[5] Gudynas,P., An Invariance Priciple for Inhomo-
geneous Markov Chains, Lithuanian Math. J. 17,
184-192, 1977.
[6] Hall, P., Heyde, C.C, Martingale Limit Theory and
it Applications, Academic Press, New York, 1980.
[7] P.Del.Moral, L.Miclo, Self Interacting Markov
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24, no. 3, 615–660, 2006.
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741
[8] Kipnis, C., Varadhan S.R.S., Central Limit Theo-
rem for Additive Functionals of Reversible Markov
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[9] Kunita,H., Stochastic Flows and Stochastic Differ-
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[10] Pinsky,M., Lectures on Random Evolution., World
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[11] Seneta,E., Non-negative Martrices and Markov
Chains,Second Edition Springer-Verlag, New
York, 1981.
[12] S.Sethuraman, S.R.S.Varadhan A Martin-
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[14] Wu, Wei Biao, Woodroofe,M., Martingale Approx-
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[15] Bo Zhang, Kannan,D., Discrete-time Martingales
with Spatial Parameters, Stochastic Analysis and
Applications, Vol.20, No.5.1101 C 1131. 2002.
[16] Bo Zhang, Jingxiao Zhang, Kannan,D., Nonlinear
Stochastic Difference Equations Driven by Martin-
gales, Stochastic Analysis and Applications, Vol.23
1277-1304, 2005.
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DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 742--745
Copyright@2007 Watam Press

Doob’s Martingale Inequality in G-Framework

Jing Xu1 Bo Zhang2
School of Statistics, Renmin University of China, Beijing, 100872

Abstract: In this paper, we give the Doob’s martin- Definition 1.1 M ∈ S p is a LpG martingale, p ≥ 1 if
gale inequality in G-framework, which is established by for any 0 ≤ s ≤ t < ∞, it satisfies E[Mt |Fs ] = Ms , fur-
Peng [21] in 2006. This result covers the Doob’s mar- ther more if M is symmetric which means E[−Mt |Fs ] =
tingale inequality in probability space. −E[Mt |Fs ], we call M is a symmetric martingale.

1 Introduction 2 Main Results

In 1933 Kolmogorov publishes his foundation of Prob- To investigate the Doob’s inequality, we first extend the
ability. From then on the probability theory is widely definition of G-expectation to any measurable function
used in many fields, especially in mathematic finance. f ∈ Ω. By the theory of stochastic control as in [23],
But the linearity of the probability measure and the re- we know that, for any fixed T > 0
lated expectation restrict the application of probability " Z t2 Z tm !#
theory in finance, see Allais paradox and Ellesberg para- EG [X] = sup E ϕ vs dBs , · · · , vs dBs
dox. From this point of view, it is very important to de- v· ∈Λ t1 tm−1
velop a nonlinear expectation. In 1997, Peng introduce = sup EPv [X],
g-expectations and related g-conditional expectations Pv ∈Λ
via backward stochastic differential equations (BSDEs
in short)in [16], which can describe the dynamic finan- where X = ϕ(ωt1 , · · · , ωtm − ωtm−1 ) ∈ L0ip (FT ), E
cial model. The properties of g–expectation have been is the linear expectation under the Weiner measure,
studied in many papers, see [4], [5], [17], [18] and [19]. and it is the G-expectation when σ0 = 1. {Bt }t≥0 is
In 2006, Peng constructs the G-normal distribu- Z · Brownian motion under the Weiner measure. And
the
tion via the reformed heat equation, see [21]. With vdB(·) : C[0, T ] −→ C[0, T ],
0
this G-normal distribution, a nonlinear expectation is
given which is called G-expectation and the related con- Λ = {v : v is a progressively measurable & quadratic
ditional expectation is constructed, which is a kind of integrable stochastic process s.t.σ02 ≤ v 2 (t) ≤ 1, a.s.
dynamic coherent risk measure introduced by Delbaen
a.s. with respect to Weiner measure, 0 ≤ t ≤ T },
in [10]. Under this framework, the canonical process is Z ·
a G-Brownian motion. The stochastic calculus of Ito’s Λ = {Pv : Pv is the distribution of vs dBs , v· ∈ Λ }.
type with respect to the G-Brownian motion and the 0
related Ito’s formula are also derived. Differed from
Remark 2.1 For any X ∈ L1G (FT ),
there is a se-
the Brownian motion in classical case, the G-Brownian
quence fn ∈ L0ip (FT ), such that fn converges to f in
motion is not based on a given probability space.
L1G (FT ), then for any Pv ∈ Λ, fn converges to f in
Doob’s martingale inequality is one of the elemen-
L1 (Ω, Pv ), and this convergence is uniformly with re-
tary inequality in classical martingale theory, and it
spect to Pv . We have EG [f ] = supPv ∈Λ EPv [f ] (see
also plays an important role in stochastic analysis and
proposition 2.2 in [15]).
many other fields. In our paper, we will give the Doob’s
martingale inequality in G-framework, which covers the Next we will prove the tightness of Λ.
Doob’s martingale inequality in probability space see
[22]. Lemma 2.1 Λ is tight, which means for any ε > 0,
We shall begin by setting up the notations and in- there exists a compact set K ⊂ C([0, T ]) ⊂ Ω, such that
troducing the notions that are basic in this work. Let for any Pv ∈ Λ, Pv (K c ) < ε, where K c is the comple-
(Ω, F , FT , EG ) be the G-framework, the space of ran- ment of K.
dom variables LpG (FT ) and the space of stochastic pro- Proof: For any function x(t), t ∈ [0, T ] define
p
cesses MG (0, T ) p ≥ 1 have all well defined in [21]. We
set ωx (δ) = sup |xt − xs |.
|s−t|≤δ
p +
S = {M |M : R × Ω → R, M (t, ω) ∈ LpG (Ft ),
p
By Arzela-Ascoli and Prokhrov theorem, see theorem
∀T > 0, {Mt }t∈[0,T ] ∈ MG (0, T )}. 4.4.11 in [7], to prove the tightness of Λ, we only need to
1 Research of this author was supported in part by Supporting Program for Excellent Graduate Students in Renmin University

of China and in part of NNSF of China (10601066)

2 Corresponding Author, mabzhang@ruc.edu.cn (B. ZHANG), Research of this author was supported in part by Program for

NCET and in part by NNSF of China (No.60574077).


prove that for any α > 0, and ε > 0, there exists δ > 0, By remark 2.2, and remark 2.4, for any Borel func-
for any Pv ∈ Λ, we have Pv ({x : ωx (δ) ≥ α}) < ε. tion f defined on Ω, we can define EG [|f |].
εα2 For lower semi-continuous f ≥ 0,
For α > 0 and ε > 0, choose δ = > 0,
2
EG [f ] = sup{EG [g], g ∈ L0ip (FT ), 0 ≤ g ≤ f }.
EPv [ωx2 (δ)]
Pv ({x : ωx (δ) ≥ α}) ≤ For arbitrary f : Ω → R, f > 0,
α2
Z t
EG [f ] = inf{EG [g], g is lower semi-continuous, g ≥ f }.
EPv [sup|s−t|<δ | vdW |2 ]
s
= Set PG (A) = EG [IA ].
α2
Z δ
EPv [ vv2 dv] Proposition 2.1 Suppose An is a sequence of open
0 sets, satisfying An ↓ φ, where φ stands for the empty
≤ 2
α2 set, then PG (An ) ↓ 0.
δ
≤ 2 = ε. Proof: Since An is a an open set, we can find an in-
α2
creasing sequence fmn ∈ L0ip (FT ), such that fmn con-
Hence Λ is tight. verges to IAn for each n point-wisely. And for any ε > 0,
there exists mn,ε > 0, such that
Remark 2.2 For Ω is a polish space, by Prokhrov the-
orem , we know that Λ is weakly compact. For Xn ∈ fmn,ε < IAn , PG (An ) < EG [fmn,ε ] + ε,
L0ip (FT ), Xn ↓ 0 point wisely. As in the appendix of then fmn,ε ↓ 0, so we have
[15], by Dinni lemma, EG [Xn ] ↓ 0.
lim PG (An ) < lim EG [fmn,ε ] + ε = ε.
n−→∞ n−→∞
As in [8] and [15], we consider the Lebesgue exten-
sion of EG [| · |]: That is PG (An ) ↓ 0.
For bounded continuous function f ∈ Cb (Ω), Lemma 2.2 For any Borel set A ∈ FT , IA ∈ L1G (FT ).
EG [|f |] = sup{EG [g], g ∈ L0ip (FT )0 ≤ g ≤ |f |}. Proof: If A is a an open set, we can find an increasing
sequence fn ∈ L0ip (FT ), such that fn converges to IA
For open set A, point-wisely. Let
EG [IA ] = sup{EG [f ], f ∈ L0ip (FT ), 0 ≤ f ≤ IA }. [
∞
1
Ek,n = {ω : IA − fm > },
m=n
k
For closed set B,
S T∞
then Ek,n is an open set, and ∞ n=1 Ek,n = φ,
EG [IB ] = sup{EG [g], g ∈ L0ip (FT ), g ≥ IB }. where T
k=1
φ stands for the empty set. Obviously, for any k,
Ek = ∞ n=1 Ek,n = φ. Since Ek,n is an open set, then
Obviously, for any open set A, T
Ek,j = jn=1 Ek,n is also an open set, by proposition
EG [IA ] = sup EPv [IA ]. 2.1, we have
Pv ∈Λ
PG [Ek,n ] ↓ 0, n −→ ∞.
Remark 2.3 For any bounded continuous f ∈ Cb (Ω),
|f | ≤ M , M > 0, there exists a sequence of random Then for any ε > 0, there exists nεk > 0 such that
ε S
variables fn ∈ L0ip (FT ), such that fn monotonically PG [Ek,nεk ] < k , let Eε = ∞ k=1 , then PG (Eε ) < ε.
2
converges to f . And the extension above still satisfies By the classical argument we can get that fn −→ IA
sub-additive property. uniformly in Eεc , then we have

Remark 2.4 For Λ is tight, then for any ε > 0, there lim EG [|fn − IA |]
n→∞
exists a compact set K, such that supPv ∈Λ EPv [IK c ] < ≤ lim [EG [|fn − IA |IEεc ] + EG [|fn − IA |IEε ]]
ε, where K c is the complement of K. We know that in n→∞

a metric space a compact set is a closed set, then K c is ≤ ε,

an open set, so EG [IK c ] = supPv ∈Λ EPv [IK c ] < ε. And
so IA ∈ L1G (FT ). Then we can get that for any closed
by Dini’s theorem on any compact set K, fn converges
set A, IA ∈ L1G (FT ), by similar argument we have for
to f uniformly.
any Borel set A ∈ FT , IA ∈ LG (FT ).
lim EG [|fn − f |] ≤ lim [EG [|fn − f |IK ] Based on this lemma, we know that PG is a regular
n→∞ n→∞ Choquet capacity, that is, it holds that
+ EG [|fn − f |IK c ]] ≤ M ε,
(1) For any Borel set A, 0 ≤ PG (A) ≤ 1,
then limn→∞ EG [|fn − f |] = 0, so f ∈ L1G (FT ). (2) If A ⊂ B, then PG (A) ≤ PG (B),

2


743
 (3) If ASn is a P sequence of Borel sets, then Similar we can get that
PG ( n An ) ≤ n PG (An ),
EG [IA Ms − IA Mt ] = 0.
(4) If An isSan increasing sequence of Borel sets,
thenPG ( n An ) = limn PG (An ). Then for any Pv , we have EPv [IA Mt − IA Ms ] = 0, then
We use the standard capacity related vocabulary: A set M is a Lp martingale under Pv . By the Doob’s martin-
A is polar if PG (A) = 0, a property holds “quasi-surely” gale inequality in probability space we have
(q.s.), if it holds outside a polar set.
PG [ sup |Mt | ≥ λ]
Proposition 2.2 Suppose that Xn , X ∈ LpG , 0≤t≤T
EG [|Xn − Xp |p ] → 0, then there exists a sub-sequence = sup Pv [ sup |Mt | ≥ λ]
Xnk of Xn , such that Xnk → X, q.s. Pv ∈Λ 0≤t≤T

1
Proof We know that for any ε > 0, ≤ sup p EPv [|MT |p ]
Pv ∈Λ λ

lim PG {|Xn − X| > ε} = 0. 1

n→∞ = EG [|MT |p ].
λp
Then for every integer k, there exists nk > 0, for any
n ≥ nk , we have
As applications, we give a corollary of the theorem.
1 1
PG {|Xn − X| ≥ } < k. Z t
2k 2
Corollary 1 I(t) = ηdBs is continuous q.s, where
We define Xk = Xnk a sub-sequence of Xn , then 2
0
η ∈ MG (0, T ), B is the canonical process.
PG {Xk  X} Z t
( )
[\[  Proof For ηdBs is a symmetric L2G martingale,
= PG |Xk+v − X| ≥ εm 0 Z t
m k v 2,0
( ) see [21]. If η ∈ MG (0, T ), then ηdBs is continu-
X \[ 
0
≤ |Xk+v − X| ≥ εm 2,0
PG ous quasi-surely, else there exits ηn ∈ MG (0, T ), such
m v
Z t
k
( ) that EG [|In (t) − I(t)|2 ] −→ 0, where In (t) = ηn dBs .
X [ 0
≤ PG |Xk 0 +m+v − X| ≥ εm From theorem 2.1, we know
m v
XX j ff Z T
1
≤ PG |Xk 0 +m+v − X| ≥ EG [ sup |In (t)−Im (t)|2 ] ≤ EG [ |ηn −ηm |2 dt] −→ 0,
m v
2k0 +m+v 0≤t≤T 0
XX 1 1
≤ = k → 0. then by proposition 2.2, we know sup0≤t≤T |In (t) −
2k0 +m+v 2 0
m v Im (t)|2 is convergent q.s. so I(t) is continuous quasi-
Thus we obtain PG {Xk  X} = 0. surely.
In the following, we will give the main theorem.
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DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 746--750
Copyright@2007 Watam Press
Fuzzy Genetic Algorithm Based on Principal Indexes Operation
FACHAO LI, PANXING YUE, CHENXIA JIN
School of Economy and Management, Hebei University of Science and Technology,
Shijiazhuang, Hebei, 050018, P. R. China
E-mail: lifachao@tsinghua.org.cn
Abstract: In this paper, by distinguishing principal indexes
and assistant indexes, we give the comparison method of
fuzzy information based on synthesizing effect and the
description method of fuzzy information on principal
indexes. Furthermore, combine the transform strategy by
penalizing for problems with constraints, a new fuzzy
genetic algorithm by principal indexes operation is proposed
(denoted by BPIO-FGA, for short). Finally, we consider its
convergence using Markov chain theory and analyze its
performance through an example. The results indicate that
BPIO-FGA possesses interesting advantages such as faster
convergence, less iterations and less chance trapping into
premature states, so it can be applied to many fuzzy
optimization problems.
1. Introduction
The theory of fuzzy numbers is very popular in
describing uncertain phenomena in many actual problems,
its trace can be found in many domains such as fuzzy control,
fuzzy optimization and fuzzy time serial etc.. For fuzzy
optimization, good results both in theory and application
mainly focus on fuzzy linear problems[1-3], the basal methods
were mostly obtained by transforming a fuzzy optimization
problem to a classical one according to the structure
properties of fuzzy numbers. With the development of
computer science, the evolutionary computation methods
have entered into the field of vision of scholars who are
interested in fuzzy optimization problems. For instance,
genetic algorithms were used to processing the optimization
problems with fuzzy coefficients but real variables in [4]
and [5], and evolutionary computation were used to the
fuzzy linear optimization problems with fuzzy variables
and fuzzy coefficients in [6], the essence of which is
transforming a fuzzy linear optimization problem to a
multi-objective optimization problem. Up to now, there is
no effective and common method for general fuzzy
optimization problems. In this paper, for the general
optimization problems with fuzzy coefficients, fuzzy
variables and fuzzy constraints, we have the following
findings: 1) Based on distinguishing principal indexes and
assistant indexes, we give comparison method of fuzzy
information on synthesizing effect and description method of
fuzzy information on principal indexes; 2) we establish a
broad and operable fuzzy optimization model, and combine
the transform strategy by penalizing for problems with
constraints, a new fuzzy genetic algorithm by principal
indexes operation is proposed (denoted by BPIOFGA,
for short); 3) we give the concrete implementation steps
and the crossover, mutation strategy; 4) we consider its
global convergence on the elitist reserved strategy using
Markov chain theory, 5) we further analyze the

performance of BPIOFGA by one example.
2. Preliminaries
2.1. Fuzzy numbers
Definition 1[7] Let A be a fuzzy set on the real number
field R, and AO {x | A(x) t O} be the O  cuts of A. If
A1 z I , AO is a bounded closed interval for each O (0,1]
and suppA {x | A(x) ! 0} is bounded, then A is called a fuzzy
number. The class of all fuzzy numbers is called the fuzzy
number space, and written as E1 .
For given A E1 , if there exist real numbers a, b and
c satisfying A( x ) ( x  a ) /(b  a ) for all a d x  b , and
A(b) 1 , and A( x) (c  x) /(c  b) for all b  x d c , and
A( x) 0 for all x  a or x ! b , then A is called a
triangular fuzzy number, and written as A (a, b, c) .
Obviously, a real number a can be viewed as a
special fuzzy number for its membership function defined
as a (a ) 1 and a ( x) 0 for all x z a , which tells us that
the fuzzy number is just the extension of real numbers.
The operations of fuzzy numbers are the foundation of
fuzzy optimization problems. For the operations of fuzzy
numbers, we have the following results.
Let A, B  E1, k  R , f (x, y) be a continuous binary
function, AO , BO be the O  cuts of A and B, respectively.
Then f ( A, B )  E 1 , and ( f (A, B))O f ( AO , BO ) for each
O  ( 0,1] . Particularly, for the triangular fuzzy numbers
A (a1 , b1 , c1 ) and B (a2 , b2 , c2 ) , we have
AB (a1 a2, b1 b2, c1 c2) , A  B (a1  c2 , b1  b2 , c1  a2) ;
kA (ka1, kb1, kc1) for k t 0 , kA (kc1, kb1, ka1) for k  0 .
Fuzzy numbers have many good analytical properties,
we can see ref. [8] for the concrete content.
2.2. Compound Quantification Description of
Fuzzy Information
Ranking fuzzy numbers, as the main components of
fuzzy number theory, is the key for fuzzy optimization
problems. In this paper, we use the compound quantification
strategy of fuzzy information proposed in reference [9].
Definition 2[9] For fuzzy information A, if the real number
a is the centralized quantification value under a certain
consciousness, a1 , a 2 , , a s denote the assistant quantity
indexes describing the connection between a and A from
different sides, then (a ; a1 , a2 ,, as ) is said to be a compound
quantification value of A.
 Generally speaking, we can define the centralized
quantification value of A as
1 1
I ( A)
L
³0 L(O )M ( AO )dO . (2.1) the following model (3.2) by synthesizing effect operator.
Here, M ( AO ) is the midpoint of AO , L(O) is a piecewise
continuous and monotone non-decreasing function from
[0,1] to [0,f) , saying level effect function, which is
used to describe the reliability of level O in the process of
1 operation, but it is not conventional optimization problem,
decision making. L
³0 L(O)dO . In particular, if L
0, and can’t be solved by existing methods, its bottleneck
then I(A) is defined as the midpoint of A1. And take the
following index
1
CD ( A) ³0 L ( Ȝ)m ( AȜ )dO
as the assistant quantity index to describe the confidence
degree of I(A) as the centralized quantification value of A,
and CD(A) is called concentration degree of A. Here, m
is the Lebesgue measure. So, (I(A); CD(A)) is a kind of
compound quantification value of A in the level sense.
For the sake of specificity, in the following discussing,
we use (I(A); CD(A)) as the compound quantification
form of fuzzy information A. In the process of decision
making, the assistant indexes play the role of supplement
and constraint for principle index, we can obtain specific
quantitative values by acting the assistant index on the
principle index through certain method (call synthesizing
effect operator), through which the size comparison of
fuzzy numbers can be realized from global view. And for
the maximum optimization problems, select
S(I ( A), CD(A)) I (A) /[1  E ˜ CD( A)]D
as the synthesizing effect operator. Here, D , E  (0,f)
all represent some kind of decision consciousness.
3. Formalized Description of Fuzzy
Optimization Problems
In classical optimization, the objective function and
constraints are determined. In practice, however, not only
the objective function but also the constraint conditions
often have uncertainty in different forms. In this paper we
will consider the following optimization problems:
~ operational strategy, this kind of operational strategy is
max f ( x) , s. t. ci ( x) d bi , i 1, 2, , m . (3.1)
Here, f and ci are n-dimensional fuzzy value function,
~ 2) For the problems of the evaluation of the objective
d denotes the inequality relationship in the fuzzy sense,
x (x1, x2,  , xn) , xi is the fuzzy variable, bi is the
given fuzzy number.
Because the fuzzy numbers do not have the
comparability like real numbers, so (3.1) is just a formal
model, and can’t be easily solved. According to the above
compound quantification strategy, it can be converted into
max E ( f ( x)), s. t. E (ci ( x)) d E (bi ), i 1, 2, , m . (3.2)
Here, E( f (x)) and E(ci (x)) denote the synthesizing effect
value of fuzzy value function f (x) and ci (x) , respectively.
Obviously, (3.2) have the feature of optimization
lies that it is hard to describe the changing way of fuzzy
information in detail.
Considering that triangular fuzzy numbers are often
(2.2) used to describe the fuzzy information in practical problems,
we assume that optimized variables and coefficients are
all triangular fuzzy numbers in this article. Using the
structure feature of fuzzy numbers and the density of step
type fuzzy number and quasi-linear fuzzy numbers in
fuzzy number space (see ref. [7]), we can establish the
solution method for general fuzzy optimization problems.
Owing to the intrinsic difference of fuzzy numbers with
the real number in operations (such as the addition
operation and subtraction operation are not inverse), so
(3.2) is not still solved by analytical methods even if
triangular fuzzy number are strong in description. For this,
we can establish concrete solution method (denoted by
BPIO-FGA) by combining genetic algorithm and compound
quantification strategy of fuzzy information.
4. Structure of BPIO-FGA
Genetic algorithms possess the features of easy
(2.3)
operation and strong flexibility, which help itself become
one of the most common used methods in many fields. In
this section, we will focus on the structure of BPIO-FGA.
And the basic operation strategy of BPIO-FGA includes
the following two aspects:
1) For decision variable A (a, b, c) , we see b as the
principle index describing the size position of A, a and c
the assistant indexes. In the optimization process, we first
consider the change of the principle index b, and then by
combining the lengths of [a, b] and [b, c] and the change
result of b, we determine the change results of assistant
indexes a and c by the method of random supplement.
Given the change result Ac (ac, bc, cc) of A (a, b, c)
largely depends on the principle index b in this kind of
one of the main background we name our algorithm as
what we do.
function and the satisfaction of the fuzzy constraints, we
take the synthesizing effect value of the compound
quantification description of fuzzy information constituted of
(2.1) and (2.2) as the main criterion of operation. From

what we discussed in previous section 2.2, we can see that
we are involved in the concept of principle index and
assistant index there as well, which becomes another main
background we name our algorithm as what we do.
Owing to the nonnegativity of the objective function
value in real life, in the following we assume that: a)
E( f (x)) t 0 , if not, we can convert it into M  E( f (x)) ; b)
The optimization problem is the maximum one, and the
minimum optimization problem min f ( x ) can be converted
into the maximum optimization problem by the follows
max [ M  E ( f ( x))]. Here, M is a appropriate large positive
number.
4.1. Coding
Coding is the most basic component of genetic
algorithm. In BPIO-FGA, for (a, c, b), we have adopted
three equal lengths 0, 1 code to separately represent the
principle index c and the left, right assistant indexes a and
b.
4.2. Crossover and Mutation
The crossover and mutation operators are the specific
strategies in order to find the optimal or satisfied solution.
In BPIO-FGA, we only act the crossover and mutation
operations on the middle section of fuzzy variables. And
for the two ends of coding string we obtain from random
complement or definite complement strategy.
4.2.1. Crossover operation
For (a1, b1 c1) and (a2, b2, c2), cross the two strings
representing b1 and b2 separately, and take one of the
obtained strings b as the crossover result of b1 and b2, then
the left and right assistant indexes a and c can be
determined by the following methods (here, r1 and r2 are
random numbers in specified scope):
ķ a b  r1b , c b  r2 b ;
ĸ a b  r1 , c b  r2 ;
Ĺ a b  r1(b1  a1)  r2(b2  a2), c b  r1(c1  b1)  r2(c2  b2).
4.2.2. Mutation operation
For A (a, b, c) , mutate the string representing b,
and obtain the mutation results bc , then determine the left
and right assistant indexes a c and cc of bc by using the
method of random complement as well. Usually, we can
take the following methods to determine a c and cc
(here, r1 and r2 are random numbers in specified scope):
ķ ac bc  r1bc , cc bc  r2bc ;
ĸ ac bc  r1 , cc bc  r2 ;
Ĺ ac bc  r1(b  a) , cc bc  r1(c  b) .
In this paper, we choose ķ s as the methods of
crossover and mutation.

4.3. Replication
In designing genetic algorithm, penalty strategy is
commonly used to eliminate constraints in optimization
process. Its purpose is to convert infeasible solution into
feasible solution by adding penalty item in the objective
function. In BPIO-FGA, we use the following fitness
function with some penalty strategy:
F ( x) E ( f ( x)) ˜ p ( x) , (4.1)
and take (4.1) as the basis of proportional selection. Here,
p(x) is penalty factor, the basic form as follows: If all the
constraints are satisfied, then p( x) 1 ; If the constraints
are not completely satisfied, then 0 d p ( x) d 1 .
In general, exponential function can be used as
penalty function as follows:
m
p(x) exp^  K ˜¦i 1 D i ˜ ri ( x) ` . (4.2)
Here, K  (0, f] , D i  (0, f] , ri ( x)  [0, f) , 0 ˜ f 0 .
Obviously, K f implies decision result must satisfy
all the constraints, D i f implies decision result must
satisfy the i th constraint, and 0  Di , K  f implies the
decision result can break i th constraint. In the following
example, let D i 1, K 0.01 , and ri (x) be the difference
of synthesizing effect between two sides of i th constraint.
5. Convergence of BPIO-FGA
We can know from the discussion above that, the
process of crossover, mutation and selection in BPIO-FGA is
only relevant to the current state of populations, but has
nothing to do with the former one, so, the BPIO-FGA is a
Markov chain.
For convenience, let n be the size of the population in
BPIO-FGA, S the population space, l the string length,
then | S | 2 l ˜n . Let R {rij} , C {cij} , M {mij} be the
state transition matrix determined by the operations of
reproduction, crossover and mutation, respectively, then
using the finite Markov chain theory, we can obtain the
following results.
Lemma 1: The selection probability matrix R based on
the proportional replication operation is random.
Lemma 2: The probability matrix C of crossover operation
with crossover probability Pc [0,1] is random.
Lemma 3: The probability matrix M of mutation operation
with mutation probability Pm  (0,1) is a strictly positive
matrix.
Theorem 1: If we select the genetic operations as
proportional replication, crossover with probability
p c [0, 1] , mutation with probability Pm  (0,1) , then the
transition matrix P of BPIO-FGA is regular.
Corollary1: The Markov chain constituted by BPIO-FGA
using proportional replication, crossover with probability
Pc  [0,1] and mutation with probability Pm  (0, 1) is an
ergodic Markov chain.
Theorem 2 BPIO-FGA using the elitist preservation
strategy in replication process is global convergent, that is
P{Z n f
} o 1(n o f) . Here, Z n denotes the optimal
value of the nth population, f
denotes the global optimal the computation results are stated in Table1.
value of individuals.
6. Application Example
Consider the following nonlinear programming:
max z (0.1, 0.3, 0.8) x12  (0.2, 0.4, 0.7) x 22
 (16.1, 17, 17.3) x1  (17.7, 18, 18.6) x 2
~
s.t. (1.4, 2, 2.6)x1  (2.7, 3, 3.3)x2 d (47, 50, 51),
~ generation, C.T. the computation times, and A.V. the
(3.8, 4, 4.4)x1  (1.6, 2, 2.2)x2 d (40, 44, 47),
(2.6, 3, 3.2)x1  (1.6, 2, 2.2)x2 ~ (32, 36, 40),
~ All the calculations above are based on Matlab 6.5
x1, x2 t 0.
For this optimization problem, if the coefficients and
variables are all real numbers, then the optimal solutions
are x1 4.8333, x 2 10.75 , max z 222.4329 .
By using BPIO-FGA with 20 bits of binary coding, if
setting the genetic parameters as follows: the size of
population is 80, the number of evolution generation is
100, crossover probability pc 1 , mutation probability
pm 0.0001 , the level effect function L (O ) O , the
compound quantification form is (I(A); CD(A)), and the
synthesizing effect operator is S (a, b) a /[1  0.01b]0.5 ,
then we can get the optimal value shown on Fig. 1 after
100 times of iterations (taking the times of iteration as
x-coordinate, and the centralized quantification value of
fuzzy maximum value as y-coordinate). The optimal
solutions are x1 (4.6245,5.0000,5.3103), x2 (10.8989,
11.0000, 11.3093), and the centralized quantification of
fuzzy maximum value is 222.7926.
Fig. 1 The results of 100 times iterations of Example 1
In order to further analyze the performance of
BPIO-FGA, for different synthesizing effect functions and
level effect function L(O) , we separately make tests from the
following three aspects:
Test 1 For L(O) O and the effect synthesizing
function S(I ( A), CD( A)) I ( A) /(1  E ˜ CD( A))D and (D, E)
takes (0.5, 0.1), (0.5, 1), (2, 0.1) and (2, 1), respectively,
Test 2 For S ( I ( A), CD( A)) I ( A) /(1  0.1 ˜ CD( A)) 0.5 and
L(O ) be O, O2 and O0.5 , respectively, the computation results
are stated in Table 2.
Test 3 For S ( I ( A), CD( A)) I ( A) /(1  0.1 ˜ CD( A)) 0.5 , and
L(O) O , the results of 10 experiments separately are
stated in Table 3.
In Table 1, Table 2 and Table 3, Y1 denotes the
centralized quantification value of the maximum value,
C.D. the concentration degree, Y2 the synthesizing effect
value of the maximum value, C. the convergence
average value.
and 2.00 GHz Pentium 4 processor and worked out under
Windows 2000 Professional Edition platform.
From the results above we can see that: 1) The
computational results are related to the level effect function
and synthesizing effect operator, which shows BPIO-FGA
can effectively merge decision consciousness into decision
process; 2) Despite of variation of parameters, the
convergence generation is about 20, and the convergence
time is within 25 seconds, also, the rate of getting the
optimal result is almost more than 80%, which shows the
algorithm have higher computational efficiency and good
convergence performance; 3) Though the computational
complexity is a bit larger than that of conventional algorithms,
the difference is not great under high-performance parallel
computing environment, so BPIO-FGA has good
practicability; 5) BPIO-FGA, with the feature of good
interpretability and strong operability, have good structure.
7. Conclusion
In this paper, on the basis of distinguishing principal
indexes and assistant indexes and the restriction and
supplementation relation between them, we give comparison
method of fuzzy information based on synthesizing effect
and description method of fuzzy information on principal
indexes; and a new fuzzy genetic algorithm by principal
indexes operation for the general optimization problems is
proposed; finally, we consider its convergence using
Markov chain theory and analyze its performance through
an example. The results indicate that the algorithm not
only merge decision consciousness effectively with
optimization process, but possesses many interesting
advantages such as strong robust, faster convergence, less

iterations and less chance trapping into premature states, intelligence, manufacture and management and optimization
so it can be applied to many fuzzy fields such as artificial control etc.

Table 1 The computation results of Test 1 Table 2 The computation results of Test 2
(Į, ȕ) Y1 C.D. Y2 C. C.T. L(Ȝ) Y1 C.D. Y2 C. C.T.

(0.5,0.1) 221.0667 28.8954 112.0919 21 29.0460 Ȝ 219.9388 21.1604 124.5949 18 17.7340

2
(0.5,1) 220.0334 28.2740 102.0919 17 21.3910 Ȝ 222.5093 13.7181 144.4800 15 19.0160
(2, 0.1) 199.1048 25.2674 22.1943 23 27.0780 Ȝ0.5 220.1760 26.0321 115.9912 20 22.0470
(2, 1) 163.1917 20.9739 0.3380 19 15.6400

Table 3 The computation results of Test 3

1 2 3 4 5 6 7 8 9 10 A.V.

Y1 221. 5670 221.9289 222. 2023 220. 7847 221. 5398 222. 1236 219. 6166 221. 7816 220. 1272 220. 7866 221. 2458

C.D. 21.5118 21.9740 21.6370 21.5817 21.8301 21.6555 20.6622 21.8890 22.5024 22.0553 21.7299
Y2 70.3124 69.4093 70.2349 69.9090 69.6007 70.1691 71.6246 69.5480 67.7264 68.8768 69.7411
C. 13 19 18 20 21 14 16 22 24 18 18.5000
C.T. 25.4545 25.2658 22.5965 25.0002 30.2365 24.4589 26.2648 24.2647 26.0213 26.0213 25.7158

[6] Buckley, J. J. and Feuring T., Evolutionary algorithm

solution to fuzzy problems: fuzzy linear programming,
Acknowledgements Fuzzy Sets and Systems, 109 (2000), 35-53.
[7] Li, F., Wu, C. and Qiu, J., Platform fuzzy number and
This work is supported by the National Natural separtability of fuzzy number space, Fuzzy Sets and
Science Foundation of China (70671034, 60574077) and Systems, 117(2001), 347-353.
the Ph. D. Foundation of Hebei Province (05547004D-2,
[8] Diamond, P. and Kloeden, P., Metric space of fuzzy set:
B2004509) and the Natural Science Foundation of Hebei
theory and applications, Singapore: Word Scientific,
Province (F2006000346).
1994.
[9] Li, F., Yue, P. and Su, L., Research on the
References Convergence of Fuzzy Genetic Algorithms based on
Rough Classification, Proceedings of The Second
International Conference on Natural Computation
[1] Tang, J. and Wang, D., Fuzzy Optimization Theory and The Third International Conference on Fuzzy
and Methodology Survey, Control Theory and Systems and Knowledge Discovery, 2006, 792-795.
Application, 17(2000), 159-164, (in Chinese).
[2] Cadenas, J. M. and Verdegay, J. L., Using ranking
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Fuzzy Sets and Systems, 111(2000), 47-531.
[3] Maleki, H. R., Tala, M., and Mashinchi, M., Linear
programming with fuzzy variables, Fuzzy Sets and
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[4] Leu, S., Chen, A., and Yang. C., A GA-based fuzzy
optimal model for construction time-cost trade-off,
International Journal of Project Management, 19 (2001),
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DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 751--755
Copyright@2007 Watam Press

Analysis of Compressible Miscible Displacement with

Dispersion by a Characteristics Collocation Method
Ning Ma
Department of Mathematics and Physics, China University of Petroleum, Beijing, 102249, P.R.China

AMS subject classifications:35M10,65M25,65M70

Abstract: A nonlinear parabolic system is proposed to where ν is the outer normal to ∂Ω, and the initial con-
describe compressible miscible displacement with dis- ditions
persion in porous media. The concentration is treated
by a characteristic collocation method, while the pres- (a) p(x, y, 0) = p0 (x, y), (x, y) ∈ Ω,
(1.3)
sure is treated by a finite element collocation method. (b) c(x, y, 0) = c0 (x, y), (x, y) ∈ Ω.
Optimal order error estimates is also derived in this
paper. The collocation methods are widely used for solv-
ing practice problems in engineering due to its easi-
ness of implementation and high-order accuracy. But
1 Introduction the most parts of mathematical theory focused on
one-dimensional or two-dimensional constant coefficient
Compressible flow with dispersion is modelled by a non- problems [3,4].In 1990’s the collocation method of two-
linear coupled system of two partial differential equa- dimensional variable coefficients elliptic problems is
tions. Let Ω = (0, 1) × (0, 1) with the boundary ∂Ω, given in [5].But in this paper the mathematical con-
p(x, y, t) the pressure in the mixture, u the Darcy ve- trolling model for compressible flow with dispersion
locity of the fluid, and c(x, y, t) the relative concentra- in porous media is strongly nonlinear coupling sys-
tion of the injected fluid. k(x, y) and φ(x, y) are the tem of two partial differential equations. Nonlinear
permeability and the porosity of porous media, μ(c) is terms introduce many difficulties for convergence analy-
the viscosity of fluid, q and c̄(t) etc. are just like the sis of algorithms, we use different collocation technique
definition of [1,2]. The mathematical controlling model to treat equations of different types, usual collocation
for compressible flow with dispersion in porous media method to solve the equation for pressure and char-
is given by acteristic collocation scheme to approximate the equa-
tion for concentration. We develop some technique to
∂p ∂p analyze convergence of collocation algorithm for this
(a) d(c) + ∇ · u = d(c) − ∇ · (a(c)∇p) = q,
∂t ∂t strongly nonlinear system and obtain the optimal order
∂c ∂p L2 error estimate. And we shall assume the coefficients
(b) φ + b(c) + u · ∇c − ∇ · (D(u)∇c) = (c̄ − c)q,
∂t ∂t a(c), D(u), φ(x, y), d(c), b(c) to be bounded above and
(x, y) ∈ Ω, t ∈ (0, T ] below by positive constants independently of c as well
(1.1) as being smooth.
The organization of the rest of the paper is as fol-
where lows. In Section 2, we will present the formulation of
c = c1 = 1 − c2 , a(c) = a(x, y, c) = k(x, y)/μ(c), the characteristic collocation scheme for nonlinear sys-

2 tem (1.1). In section 3, we will analyze convergent rate
b(c) = b(x, y, c) = φ(x, y)c1 {z1 − zj cj }, of the scheme defined in section 2.
j=1

2 Throughout, the symbols K and ε will denote, re-
d(c) = d(x, y, c) = φ(x, y) zj cj . spectively, a generic constant and a generic small posi-
j=1
tive constant. We also assume that the problem is pe-
ci denote the concentration of the ith component of
riodic in space, then the boundary condition (1.2) can
the fluid mixture, and zi is the ”constant compress-
be omitted.
ibility” factor [1] for the ith component. D(u) is
molecular diffusion and dispersion coefficient, it’s form
is D(u) = φ{dm I + |u|(dl E(u) + dt E ⊥ (u))}, where
E(u) = (uk ul /|u|2 ) is the 2 × 2 matrix representing
2 Fully discrete characteristic
orthogonal projection along the velocity vector and collocation scheme
E ⊥ (u) = I − E(u) is the complementary projection.
We shall assume that no flow occurs across the In this section, we will give some basic notations and
boundary definition for the characteristics collocation methods,
which will be used in this article. Then we will present
(a) u · ν = 0 on ∂Ω, the fully discrete characteristic collocation scheme for
(1.2)
(b) D(u)∇c · ν = 0 on ∂Ω, nonlinear system (1.1).


2.1 Preliminaries 2.2 Fully discrete CCS
We make the partition of the domain Ω, which is quasi- At first time can be discretized 0 = t0 < t1 < · · · <
uniform and equally spaced rectangular grid. The grid tN = T, t = tn − tn−1 . We consider the concentration
1
points are (xi , yj ), i = 0, 1 · · · Nx ; j = 0, 1 · · · Ny . Let equation, let ψ = [φ2 + u21 + u22 ] 2 , and the characteris-
δx : 0 = x0 < x1 < · · · < xNx = 1, tic direction associated with the operator φct + u · ∇c
δy : 0 = y0 < y1 < · · · < yNy = 1, is denoted by τ (x, y), hence
and hx = xi − xi−1 , hy = yj − yj−1 , h = max{hx , hy }
are grid size along x-direction and y-direction and max- ∂c ∂c
ψ =φ + u · ∇c.
imum size of partition respectively. Introduce the fol- ∂τ ∂t
lowing notations: Ωij = (xi−1 , xi ) × (yj−1 , yj ), I = The equation (1.1)(b) can be put in the form
[0, 1], Ixi = [xi−1 , xi ], Iyj = [yj−1 , yj ], for i = 1, 2 · · · Nx
and j = 1, 2 · · · Ny . Define function spaces as follows: ∂c ∂p
ψ + b(c) − ∇ · (D(u)∇c) = (c̄ − c)q,
m1 (3, δx ) = {v ∈ C (I)| v ∈ 1
P3 (Ixi ), i = 1 · · · Nx }, ∂τ ∂t (2.3)
(x, y) ∈ Ω, t ∈ (0, T ].
m1 (3, δy ) = {v ∈ C 1 (I)| v ∈ P3 (Iyj ), j = 1 · · · Ny },
where P3 denotes the set of polynomials of degree ≤ 3, For (2.3), we use a backward difference quotient for
and ∂c/∂τ along the characteristic line:
m1,P (3, δx ) = {v ∈ m1 (3, δx ) : v(0) = v(1)}, ∂cn cn (x, y) − cn−1 (x̆, y̆) cn − c̆n−1
ψ ≈ψ =φ , (2.4)
m1,P (3, δy ) = {v ∈ m1 (3, δy ) : v(0) = v(1)}, ∂τ 1
t[1 + |u|2 /φ2 ] 2 t
then let m1 (3, δ) and m1,P (3, δ) be the spaces of piece-
where
wise Hermite bicubics defined by
# u n
u n
m1 (3, δ) = m1 (3, δx ) m1 (3, δy ), f˘n = f (x̆n , y̆ n , tn ), x̆n−1 = x− 1 t, y̆ n−1 = y− 2 t.
φ φ
#
m1,P (3, δ) = m1,P (3, δx ) m1,p (3, δy ). Then, we have the following discrete equation:
Next, we take four Gauss points as collocation points n−1
x y x cn
h − c̆h P n − P n−1
in Ωij : (ξik , ξjl ), k, l = 1, 2, ξik = xi−1 + hx ξk ,
√ φ + b(cn−1
h ) − ∇ · (D(un n
h )∇ch )
y t t (2.5)
ξjl = yj−1 + hy ξl , where ξ1 = (3 − 3)/6,
√ − (c̄n−1 − cn−1 )q = 0, n = 1, 2 · · · .
ξ2 = (3 + 3)/6. Let T3,δx and T3,δy be the in- h

terpolation operators of piecewise Hermite bicubics of Now by using the interpolation operator T3,δ and
m1 (3, δx ) in x and m1 (3, δy ) in y, respectively, and the Gauss points { (ξik x y
, ξjl ), 1 ≤ i ≤ Nx ; 1 ≤ j ≤
T3,δ be the interpolation operator of piecewise Her- Ny ; k, l = 1, 2}, we give the fully discrete characteristic
mite bicubics in m1 (3, δ) on Ω, which may be defined collocation scheme:
by T3,δ v = T3,δx T3,δy v = T3,δy T3,δx v, for sufficiently Characteristic Collocation Scheme: If
smooth function v. (C n−1 , P n−1 ) has been known at t = tn−1 , at t = tn
Introduce the following summation notation: the (C n , P n ) should be
Nx Ny
 
u, v = u, vij (a)C 0 = T3,δ c0 (x, y), P 0 = T3,δ p0 (x, y),
i=1 j=1  
P n − P n−1
Nx Ny
 1 
2 (b) d(C n−1 ) − ∇ · (a(C n−1 )∇P n ) − q (ξik
x y
, ξjl ) = 0,
= hx hy x
(uv)(ξik y
, ξjl ), t
4
i=1 j=1 k,l=1 C n − Ĉ n−1 P n − P n−1
Nx
 Nx

(2.1) (c){φ + b(C n−1 ) − ∇ · (D(U n )∇C n )
hx 
2
x t t
u, vx = u, vix = (uv)(ξik ),
i=1 i=1
2 k=1 − (C̄ n−1 − C n−1 )q}(ξik
x y
, ξjl ) = 0,
Ny Ny
  hy 
2
y
(2.6)
u, vy = u, vjy = (uv)(ξjl ),
j=1 j=1
2 l=1 where
and n n
U U
u, v =  u, vx , 1y =  u, vy , 1x , fˆn = f (x̂n , ŷ n , tn ), x̂n−1 = x− 1 t, ŷ n−1 = y− 2 t
φ φ
u, u = |||u|||2 ,
 1  1 and
|||u|||2H 1 (Ω) = Dux , ux y dx + Duy , uy x dy, U n−1 = −a(C n−1 )∇P n−1 (2.7)
0
0 0 for 1 ≤ i ≤ Nx , 1 ≤ j ≤ Ny , k, l = 1, 2 and n, m ≥ 0,
 1  1
|||u|||2E = ux , ux y dx + uy , uy x dy,
(2.2) computed in the order: at first P n can been computed
0 0 from (2.6)(b), then from (2.7) and (2.6)(c) we can ob-
∀u ∈ m1 (3, δ). tain C n .


3 Convergence analysis 3.2 Existence of the solution of CCS
In this section, we first analyze the existence of the so- In this section we consider the existence and uniqueness
lution of the characteristic collocation scheme, and then of the numerical solution. (2.6)(b)(c) can be rewritten
analyze convergence. as the discrete Galerkin method given by
$ %
P n − P n−1
3.1 Preliminary results (a) d(C n−1 ) − ∇ · (a(C n−1 )∇P n ) − q, χ = 0,
t
We list some basic results in [3,4,6]. ∀χ ∈ m1,P (3, δ)
Lemma 3.1 Let e = v − T3,δx v, then there exists con- n n−1 n n−1
C − Ĉ P −P
stant K > 0 such that (b) φ + b(C n−1 ) − ∇ · (D(U n )∇C n )
N    t t
 x xi 
∂αv
2
(1) el , el x ≤ Khx2(4−l) · dx, l = 0, 1 − (C̄ n−1 − C n−1 )q, Z = 0, ∀Z ∈ m1,P (3, δ).
∂x α
i=1 x i−1 α≤4 (3.1)
Nx  x
 i   α 2
∂ v
(2) exx , exx x ≤ Kh6x · α
dx, We only discuss the pressure equation, and the con-
i=1 x i−1 α≤5
∂x centration equation is similar. It is clear that any so-
Nx  x
 i   ∂ α v 2 lution of (2.6)(b) is a solution of (3.1)(a). Thus, it is
(3) |ex , 1x |2 ≤ Kh9x · dx, sufficient to prove existence for (2.6)(b) and uniqueness
i=1 xi−1 α≤5
∂xα for (3.1)(a) (lemma 4.1 of [3]). For sufficiently small
Nx  x   α 2 t, existence for (2.6)(b) follows from lemma 3.3, since
i
∂ v
(4) |exx , 1x |2 ≤ Kh9x · dx. it implies that matrix generated by the time deriva-
i=1 xi−1 α≤6
∂xα tive term is nonsingular for any choice of the basis for
m1,P (3, δ), and uniqueness for solutions of (3.1)(a) also
There is the same conclusions in y direction.
is implies by lemma 3.3, since the matrix generated by
Lemma 3.2 There exists constant K ≥ 0 such that for
time-derivative term in (3.1)(a) must be nonsingular
sufficiently smooth function v
since d(c) is bounded below by a positive constant.
Nx  Ny
 1 So CCS(2.6) and the discrete Galerkin method
v − T3,δ vL2 (Ω) ≤ Kh4 ( v (4) L2 (Ωij ) ) 2 , (3.1) each possess a unique solution for 0 < t ≤ T ;
i=1 j=1
moreover, these solutions are identical if the processes
Nx  Ny
 (4) 1 are started from the same initial values.
vt − T3,δ vt L2 (Ω) ≤ Kh4 ( vt L2 (Ωij ) ) 2 .
i=1 j=1
3.3 Error estimate
Lemma 3.3 For any v ∈ m1 (3, δ), if we have
x x y y In this section, we will obtain the optimal L2 -norm er-
v(ξik , 0) = v(ξik , 1) = v(0, ξjl ) = v(1, ξjl ) = v(0, 0)
ror estimate. We assume & that &
x y 2 &
= v(0, 1) = v(1, 0) = v(1, 1) = v(ξik , ξjl ) = 0, (R) c ∈ L∞ (H 6 ) L∞ (W∞ 2
) H 1 (W∞ ) H 2 (H 1 )
& & 1 &
for 1 ≤ i ≤ Nx , 1 ≤ j ≤ Ny and k, l = 1, 2, then v = 0. p ∈ L∞ (H 6 ) H 1 (H 6 ) L∞ (W∞ ) H 2 (H 1 ).
Lemma 3.4 Assume that v ∈ m1 (3, δ) holds, there ex- Theorem 3.1 Suppose (R) and r = 3 hold, and
ists constant K1 ≥ 0 and K2 ≥ 0 such that t = o(h), then there exists a constant K =
K(Ω, a∗ , b∗ , d∗ , φ∗ , D∗ , · · · , K ∗ , K1 , K2 ) such that, for h
vL2 (Ω) ≤ |v| ≤ K1 vL2 (Ω) , sufficiently small,
vL∞ (Ω) ≤ K2 h−1 vL2 (Ω) . T /t

Lemma 3.5 Assume that D(x, y) is sufficiently max  cn −C n 2 +  pn −P n 2 t ≤ K( t2 +h8 ).
smooth. There exists constants 0 < K∗ ≤ K ∗ such T ]
0≤n≤[ t
n=0
that for each v ∈ m1,P (3, δ)
Proof: Let c̃ = T3,δ c, ζ = c − c̃, ξ = c̃ − C,
K∗ − v, v ≤ −∇ · (D∇v), v ≤ K ∗ − v, v.
p̃ = T3,δ p, η = p − p̃, π = p̃ − P.
Proof: We can get the conclusion from the Peano We first consider the pressure equation. Subtract-
representation of the remainder in the two-point Gauss- ing (3.1)(a) from the Galerkin method of (1.1)(a), we
Legendre quadrature and Leibnitz’s formula (see The- obtain
orem 4.2 in [5]) and the lemma 3.4 in [6].
Lemma 3.6 Under the same conditions as in lemma d(C n−1 )dt π n , χ − ∇ · (a(C n−1 )∇π n ), χ
3.5, there exists constant 0 < C∗ ≤ C ∗ such that = [ d(C n−1 ) − d(cn ) ]dt p̃n , χ − d(cn )dt η n , χ
C∗ |v|2H 1 (Ω) ≤ −∇ · (D∇v), v ≤ C ∗
|v|2H 1 (Ω) , $   %
∂pn (3.2)
0 0
+ d(cn ) dt pn − , χ + ∇ · (a(cn )∇η n ), χ
Proof: For ∀v ∈ m1,P (3, δ), since (2.1) and lemma ∂t
3.5, obviously we know lemma 3.6 is right. + ∇ · [ (a(cn ) − a(C n−1 ))∇p̃n ], χ, ∀χ ∈ m1,P (3, δ)


 f n − f n−1 then for sufficient h there exists constant C > 0, we
where dt f n = , and choosing the test func-
t have a∗ − KK2 h ≥ C > 0. By (3.3)-(3.8), we multi-
tion χ = π n in (3.2), and the right terms can be denoted plied by 2 t and sum in time n, for ε sufficiently small,
by Ti , i = 1, 2 · · · 5 in turn. Then by lemma 3.1, lemma
3.2 and lemma 3.4, we have 
m−1 
m
$' ( % d∗ ||π n ||2 t + d∗ ||π m ||2 + ||∇π n ||2 t
∂d ∂d
|T1 | = (C n−1 − cn−1 ) + (cn−1 − cn ) dt p̃n , π n n=1 n=1
∂c ∂c
(3.9)

m−1
≤ K(h8 + t2 + ||ξ n−1 ||2 ) + ε||π n ||2 . ≤K h8 + t2 + ||ξ n ||21 t .
n=1
And
)$ %)
) η n − η n−1 n )) We can turn to the derivation of a corresponding
|T2 | ≤ )) d(cn ) ,π ) evolution inequality for ξ n . Subtracting (3.1)(b) from
t (3.3)
the discrete Galerkin scheme of (1.1)(b), we obtain
≤ K|||ηt |||2 + ε|||π n ||| ≤ Kh8 + ε||π n ||2 ,
$ %
For T3 , we can get from the standard backward- ξ n − ξ n−1
φ , Z − ∇ · (D(U n )∇ξ n ), Z
difference error equation or Taylor expansion[7,8] t
$ %
)$  n  %) ∂cn cn − c̆n−1
) p − pn−1 ∂pn ) =− φ + un · ∇cn − φ ,Z
|T3 | ≤ )) d(cn ) − , π n )) ∂t t
t ∂t (3.4) $ n−1 % * n−1 ˆn−1 +
n−1
≤ K( t)2 + ε||π n ||2 . c̆ − ĉ ξ −ξ
+ φ ,Z − φ ,Z
t t
To obtain T4 , we have the following conclusion for ε * + (3.10)
ζ n − ζ̂ n−1
sufficiently small(see lemma 4.1 of [6]) − φ , Z + ∇ · (D(U n )∇ζ n ), Z
t
|(Dζxn )x , ξ n | ≤ ε{(ξxn , ξxn ) + ξ n , ξ n }
+ ∇ · [D(un ) − D(U n )]∇cn , Z
Nx Ny 
   ∂ α cn 2 (3.5)
+ Kh8 dΩ, + [−(ξ n−1 + ζ n−1 ) + (cn−1 − cn ) ] q, Z
∂x α $ %
i=1 j=1 Ωij n n−1 n
n−1 P − P
α≤6
n ∂p
+ b(C ) − b(c ) ,Z ,
So we obtain t ∂t

|T4 | = |∇ · (a(cn )∇η n ), π n | where Z ∈ m1,P (3, δ), to obtain L2 estimate for ξ, we
(3.6)
≤ Kh8 + ε(||π n ||2 + ||∇π n ||2 ) choose Z = ξ n as test function in (3.10), and we denote
the resulting right-hand side terms by T1 , T2 , · · · , T8 .
For T5 , we shall need an induction hypothesis. We as- First we shall discuss the right-hand side of (3.10). And
sume that we need another induction hypothesis, we assume that
||C n ||W∞
1 ≤ K, 0 ≤ n ≤ l − 1. (3.7)
||∇P n ||L∞ ≤ K, 0 ≤ n ≤ l − 1. (3.11)
We start this induction by seeing that
If l = 1, we can start the induction by (3.9) to get
||C 0 ||W∞ 0 0 0
1 ≤ ||c̃ ||W 1 + ||ξ ||W 1 ≤ ||c̃ ||W 1 ≤ K,
∞ ∞ ∞

for h sufficiently small. We shall check that if n = l,
(3.7) is right at the end of the proof. Similar to the
proof of T1 and T4 and using lemma 3.1, lemma 3.2,
lemma 3.4 and (3.7), we can get
|T5 | ≤ K(||ξ n−1 ||21 + h8 + t2 ) + ε(||π n ||2 + ||∇π n ||2 ),
Next using the inequality a(a − b) ≥ 21 (a2 − b2 ), we
see that the first left-hand side term of (3.2),
||∇P 0 ||L∞ ≤ ||∇p̃0 ||L∞ + ||∇π 0 ||L∞
≤ K + Kh−1 (h4 + t) ≤ K,
for h sufficiently small and t = o(h). We shall check
that if n = l (3.11) is right at the end of the proof.
Similar to the discussion in [2,6,7], and by the
above lemmas and the induction hypothesis, we can get
|T1 + T2 + T3 + T4 | ≤ ε( ξ n 21 +  ξ n−1 21 )
d(C n−1 )dt π n , π n  (3.12)
1   + K( t2 h2 + t2 + h2 +  ξ n 2 ).
≥ d(C n−1 )π n , π n  − d(C n−1 )π n−1 , π n−1  .
2 t
Then by (3.5),(3.7) and (3.11), we have
Similar to the proof of lemma 3.5 and (3.7), the
second left-hand side term of (3.2) get
|T5 | ≤ |(D(U n )ζxn )x , ξ n | + |(D(U n )ζyn )y , ξ n |
(3.13)
−∇ · (a(C n−1 )∇π n ), π n  ≥ (a∗ − KK2 h)  ∇π n 2 , (3.8) ≤ K h8 cn 2H 6 + ε(||ξ n ||2 + ||∇ξ n ||2 ),


and simlar to T1 , T4 , T5 , by (3.7) and (3.11), we get and it can be combined with (3.9) to show that
n n n n
|T6 | ≤ |[D(u ) − D(U )] c , ξ |

m
+ |[D(un ) − D(U n )]x cn n
x , ξ | ||∇π n ||2 t ≤ K( t2 + h8 ), (3.18)
n n
+ |[D(u ) − D(U )]y cn n
y , ξ |
n=1

≤ K(h8 + t2 + ||ξ n−1 ||2 ) + ε(||ξ n ||2 + ||∇ξ n ||2 ). At last we shall check the induction hypotheses
Next by lemma 3.1,lemma 3.2,lemma 3.4, we shall get (3.7) and (3.11)

|T7 | ≤ K( h8 + t2 + ||ξ n−1 ||2 ) + ε||ξ n ||2 . ||∇P l ||L∞ ≤ ||∇p̃l ||L∞ + ||∇π l ||L∞ ≤ K + Kh−1 ||∇π l ||
Similar to the pressure equation estimate (3.2), T8 can ≤ K + Kh−1 ( t + h4 ) ≤ K,
be written as
||C l ||W∞ l l
1 ≤ ||c̃ ||W 1 + ||ξ ||W 1 ≤ K + Kh
−2
||ξ l ||
|T8 | ≤ |d(C n−1 )dt π n , ξ n | ∞ ∞

≤ K + Kh−2 ( t + h4 ) ≤ K,
+ |[ d(C n−1 ) − d(cn )]dt p̃n , ξ n |
)$   %)
) ∂pn )
+ |d(cn )dt η n , ξ n | + )) d(cn ) dt pn − , ξ n )) for h sufficiently small , and the proof is complete.
∂t
≤ K(h8 + t2 + ||ξ n−1 ||2 ) + ε||ξ n ||2
)$ %) References
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+ )) d(C n−1 ) ,ξ ).
t
[1] J.Douglas,Jr. and J.E.Roberts, Numerical methods
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(3.10) we use the inequality 21 (a2 − b2 ) ≤ a(a − b) and
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1
{φξ n , ξ n  − φξ n−1 , ξ n−1 } + C∗ |||ξ n |||2H 1 (Ω) approximation of miscible displacement in porous
2 t 0
$ n % (3.14) media, SIAM. J Numer. Anal., 17(1985), 970-1013.
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≤ φ ,ξ − ∇ · (D(U )∇ξ ), ξ n .
n n
[3] Dougals J. and Dupont T., Lecture Notes in Math
t
385., Berlin:Springer-Verlag, 1974.
So by (3.12)-(3.14), now we have
[4] Ryan L.Fernandes and Graeme Fairweather, Anal-
1  
φξ n , ξ n  − φξ n−1 , ξ n−1  + C∗ |||ξ n |||2H 1 (Ω) ysis of alternating direction collocation methods
2 t 0
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)$ %)
) n
π −π n−1 ) tial Equations, 9(1993), 191-211.
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t [5] Bernard Bialecki and X.Cai, H 1 -norm error
If (3.15) is multiplied by 2 t and summed in time n bounds for piecewise hermite bicubic orthogonal
(ξ 0 = 0, t = o(h) ), then it follows that space collocation schemes for elliptic boundary

m value problemsExistence and continuability of so-
φξ m , ξ m  + |||ξ n |||2H 1 (Ω) t lutions for differential equations with delays and
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2 8

m
n 2

m 31(1994), 1128-1146.
≤K t + h + ||ξ || t +ε ||ξ n ||21 t
n=1 n=1
[6] N.Ma, T.Lu and D.Yang, Analysis of incom-
pressible miscible displacement in porous media

m
), -)
+2 ) d(C n−1 )(π n − π n−1 ), ξ n ) , (3.16) by a characteristics collation method, Numeri-
n=1 cal Methods for Partial Differential Equations,
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m
), -) [7] Y.Yuan, Time stepping along characteristics for
) d(C n−1 )(π n − π n−1 ), ξ n ) the finite element approximation of compressible
n=1 miscible displacement in porous media, Mathemat-
(3.17)
∗

m−1
n 2 ∗ m 2

m
n 2
ica Numerica Sinica, 4(1992), 385-400.
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m
SIAM. J Numer. Anal., 19(1982), 871-885.
max ξ n 2 + C∗ |||ξ n |||2H 1 (Ω) t ≤ K( t2 + h8 ),
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n=1


 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 756--760
Copyright@2007 Watam Press

Existence of Weak Solutions for Evolution Inclusions

in Reflexive Banach Spaces

Guocheng Li
School of Basic Courses, Beijing Institute of Machinery
Beijing, 100085, China
E-mail: xyliguocheng@sohu.com

Abstract to the Volterra-Hammerstein integral equation, their

approach was based on the Schauder-Tychonoff theo-
In this paper we investigate the existence of weak mild
rem in a locally convex topological space. Szep[20] dis-
solutions for evolution inclusions in reflexive Banach
cussed the abstract Cauchy problem. The nonreflexive
spaces. Using Kakutani-Ky Fan fixed point theorem,
case was examined by Cramer, Lakshmikantham and
we prove existence theorems.
Mitchell[6], and more recently Bugajewski [2], Cichoń
keywords: evolution inclusion; weak mild solutions;
[3], Cichoń and Kubaczyk [5], and O’Regan [15-16].
fixed point
2 PRELIMINARIES
1 INTRODUCTION
In this section we fix our terminology and notation and
In this paper, we consider the following evolution in-
briefly recall some definitions and facts from multival-
clusions defined in a reflexive Banach space X:
ued analysis we shall need in the sequel.
 
x (t) ∈ A(t)x(t)+F (t,x(t)) a.e. on T X will always be a reflexive Banach space with norm
(1) || · ||. X ∗ will denote dual space of X. We assume
x(0) = x0 ,
that X ∗ is separable. We will let Xw denote the space
where t∈T =[0,b], {A(t):t∈T } is a family of closed, lin- X when endowed with the weak topology generated
ear, densely defined operators in X and F : T ×X −→ by the continuous linear functions on X(the family of
2X \{∅} is a set-valued function. Such evolution in- seminorms {ρh :h∈X ∗ } is defined by ρh (x)=|h(x)| for
clusions appear in the study of distributed parameter all x ∈ X. C(T,Xw ) denotes the family of weakly con-
control problems (see Hu-Papageorgiou[12]). For the tinuous functions on T (the family of seminorms {ηh } is
evolution inclusions some existence theorems of mild defined by ηh (g)=supx∈T ρh (g(x)) for all g ∈C(T,Xw ).
solution have been established by Cichoń[4], Papa- C(T,Xw ) is a locally convex topological space. For
georgiou[17] and Hu-Papageorgiou[12] when set-valued A ∈ 2X \{∅}, x∗ ∈ X ∗ , σA (x∗ ) = sup{(x∗ ,a) : a ∈ A} is
function F meet a certain set of growth condition, called support function of A. L(p) (T,X) we denote the
here the vector valued integral used in the mild so- space of all (equivalence classes of ) Pettis integrable
lution is taken in the sense of Bochner. The purpose functions f : T → X endowed with the norm
of our work is to establish the existence theorems of  b
weak mild solutions for evolution inclusions when F
||f ||L(p) = sup |x∗ f (t)|dt.
is constrained by a weakly integrable bounded set- ||x∗ ||≤1 0
valued function as well as satisfies the weak growth
condition, where vector valued integral used in defi- Then L(p) (T,X) is a Banach space. Furthermore, sim-
nition of a weak mild solution is taken in the sense ilar to the proof of Theorem 1 of Diestel-Uhl [7, P.
of Pettis. This change is essential because the for- 98-100], we have {L(p) (T,X)}∗ = L∞ (T,X ∗ ), i.e, the
mer is based on the Bochner integral while the later dual space of L(p) (T,X) is L∞ (T,X ∗ ). By Pf (c) (X)
is on the Pettis integral. It is well known that there (respectively, P(w)k(c) (X) ), we denote the collection of
is at least one vector valued function that is Pettis in- all nonempty closed (convex) (respectively, nonempty,
tegrable but is not Bochner integrable in any infinite (weak) compact ( convex)subsets of X).
dimensional Banach space. About single-valued prob- A set-valued function F : T → Pf (X) is said to be
lem for the Pettis integral in reflexive Banach space, measurable if it satisfies any of the following equivalent
O’regan[14] established the existence of a weak solution conditions:


 (i) t→d(x,F (t))=inf{||x−y||:y ∈F (t)} is measurable
for all x ∈ X;
(ii) there exists a sequence {fn }n≥1 of measurable
selections of F such that F (t) = cl{fn (t) : n ≥ 1} for all
t ∈ T (Castaing’s representation).
(iii) GrF = {(t,x,v) ∈ T ×X ×X : v ∈ F (t,x)} ∈ Σ×
B(X)×B(X) with Σ being the Lebesgue σ-field of T
and B(X) the Borel σ-field of X (graph measurable).
A graph measurable set-valued function F : T ×X →
Pf (X) has the property that if x : T → X is mea-
surable, then t → F (t,x(t)) is graph measurable, i.e.
GrF (·,x(·))∈Σ×B(X). So By Aumann’s selection the-
orem we can find a measurable function g : T → X
such that g(t) ∈ F (t,x(t)) a.e. on T . We denote by
SwF the set of all selections of F (·) that belong to the
space L(p) (T,X), i.e., SwF = {f (·) ∈ L(p) (T,X) : f (t) ∈
F (t) a.e. on T }. We say that F (·) is weakly integrable
bounded if and only if F (·) is measurable and for any
x∗ ∈ X ∗ , |x∗ F (·)| = sup{|x∗ (y)| : y ∈ F (·)} is integrable.
If F (·) is weakly integrable bounded, then SwF = ∅.
Let Y , Z be Hausdorff topological spaces and let G:
Y →2Z \{∅}. We say that G(·) is upper semicontinuous
(u.s.c.) , if for all C ⊆ Z nonempty closed, G− (C) =
{y ∈ Y : G(y)∩C = ∅} is closed in Y . If G(·) is closed
valued and G(Y ) is compact, then the above definition
of upper semicontinuity is equivalent to saying that
G(·) has a closed graph in Y ×Z.
Let Δ = {(t,s) ∈ T ×T : 0 ≤ s ≤ t ≤ b} and by L(X)
we will denote the space of linear, bounded, operators
from X into itself. We will assume that the operators
{A(t) : t ∈ T } generate a strongly continuous evolution
operator (fundamental solution) S : Δ → L(X). Condi-
tions for the existence of such an operator can be found
in Friedman[9], Kato[13], Tanabe [21] and Pazy [19]. A
function x : T → Xw is a weak mild solution of (1), if it
is continuous and for all t ∈ T we have:
 t
x(t) = S(t,0)x0 + S(t,s)f (s)ds,
0
where f ∈ SwF (·,x(·)) .
In the rest of this section we give some the lemmas
that we will need in the proof of our existence results.
The idea of following two lemmas can be found in
Hu-Papageorgiou [11, p. 187-188, Theorem 3.34; P.
694, Proposition 3.9].
Lemma 2.1 If F : T → Pwkc (X) is weakly integrable
bounded, then SwF is a nonempty, weakly compact and
convex subset of L(p) (T,X).
Proof Nonemptiness and convexity follow from the
fact that F (·) is weakly integrably bounded and con-
vex valued. To show weak compactness, by James’s
theorem (see Floret [8, p.59]), it suffices to show that
every element in (L(p) (T,X))∗ attains its supremum on
SwF . We know that (L(p) (T,X))∗ =L.∞ (T,X ∗ ) and the
duality brackets are given by g,f = T (g(t),f (t))dt for

all f (·) ∈ L(p) (T,X), g(·) ∈ L∞ (T,X ∗ ). So we have for
g(·) ∈ L∞ (T,X ∗ ):

sup g,f  = sup (g(t),f (t))dt.
f ∈SwF f ∈SwF T
As proved in Theorem 2.2 of Hiai-Umegaki [10] we
have
 
sup (g(t),f (t))dt = sup (g(t),z)dt.
f ∈SwF T T z∈F (t)
Let L(t) = {x ∈ F (t) : (g(t),x) = M (t)}, where M (t) =
supz∈F (t) (g(t),z). An application of Castaing’s rep-
resentation tells us that M (·) is measurable. Thus
u(t,s) = (g(t),x) − M (t) is a Carathéodory function,
hence jointly measurable. Therefore
GrL = {(t,x) ∈ T ×X : u(t,x) = 0} ∈ Σ×B(X).
Applying Aumann’s selection theorem we find fˆ:T →X
measurable s.t. fˆ(t) ∈ L(t) a.e. Since F (·) is weakly
integrable bounded, then fˆ(·) ∈ L(p) (T,X). Therefore
. .
T
supz∈F (t) (g(t),z)dt = T (g(t),fˆ(t))dt = g,fˆ
⇒ supf ∈SwF g,f  = g,fˆ.
Since g(·) was arbitrary we conclude that SwF is w-
compact in L(p) (T,X).
Lemma 2.2 If {fn (·), f (·)} ⊆ L(p) (T,X), fn (·) → f (·)
weakly in L(p) (T,X) and fn (t) ∈ G(t) a.e. on T ,
where G(t) ∈ Pwk (X) a.e. on T , then f (t) ∈ convw −
lim{fn (t)}n≥1 a.e. On T .
Proof From Mazur’s Theorem we know that for all
k ≥ 1, f (·) ∈ conv∪n≥k fn (·). Then there exists gk (·) ∈
conv ∪n≥k fn (·) such that gk (·) → f (·) in L(p) (T,X).
Since X ∗ is separable, by diagonalization, we can find
subsequence {gkk (·)}k≥1 ⊆ {gk (·)}k≥1 such that gkk (t) →
f (t) weakly a.e. on T . Then f (t) ∈ conv∪n≥k fn (t) a.e.
on T . Let x ∈ X ∗ . Then for all k ≥ 1 we have:
(x∗ ,f (t)) ≤ σconv∪n≥k fn (t) (x∗ ) = σ∪n≥k fn (t)(x∗ )
= supn≥k (x∗ ,fn (t)) a.e. on T
⇒ (x∗ ,f (t)) ≤ lim(x∗ ,fn (t))
= limσ{fn (t)} (x∗ ) a.e. on T.
Using Proposition 3.1 of Papageorgiou [18], we get that
limσ{fn (t)} (x∗ ) ≤ σ (x∗ )
w−lim{fn (t)}n≥1
⇒ (x∗ ,f (t)) ≤ σ (x∗ )
w−lim{fn (t)}n≥1
⇒ f (t) ∈ conv w−lim{fn (t)}n≥1 a.e.on T.
Finally we state a result which is just a version of the
classical Ascoli-Arzelà Theorem, its proof is similar to
the classical case. Please refer to Theorem 1.2 of [14]
for similar results.
Theorem 2.3 Subset K of C(T,Xw ) is compact if and
only if the following conditions are satisfied:
 (1) K is closed; in SwG ×SwG and (gn ,fn ) ∈ GrN . Once again, Lemma
(2) for any ε>0 and h∗ ∈X ∗ , there exists δ=δ(ε,h∗ )> 2. 2 tells us that
0 such that supx∈K |h∗ (x(t)−x(s))| < ε when |t−s| < ε;
(3) {x(t):x∈K} is relatively weakly compact subset f (t) ∈ convw−limF (t,K(t)(gn )) a.e. on T.
of X for all t ∈ T . But note that K(t)(gn ) → K(t)(g) weakly in X. So,
exploiting the weak-semicontinuity of F (t,·) (H(f )(ii))
3 MAIN RESULTS we get that f (t) ∈ F (t,K(t)(g)) a.e. on T , then
For the proof of the main results , we shall need the f ∈ SwF (·,K(·)(g)) . Therefore (g,f ) ∈ GrN and GrN
following hypotheses: is closed in SwG ×SwG . Apply the Kakutani-Ky Fan
H(F ). F : T ×X → Pf c (X) is a set-valued function fixed-point theorem to get ĝ ∈ SwG such that
such that:
ĝ ∈ N (ĝ) ⇒ ĝ ∈ SwF (·,K(·)(ĝ)) .
(i) F (·,x) is measurable;
(ii)x → F (t,x) is ww-u.s.c; Then,  t
(iii) F (t,x) ⊆ G(t) a.e. on T , where G : T → Pwkc (X)
is weakly integrable bounded. x̂(t) = S(t,0)+ S(t,s)ĝ(s)ds.
0
H(A). {A(t)}t∈T is family of linear, densely defined
Clearly, this x̂(·) is desired weak mild solution of (1).
operators that generate a strongly continuous evolution
We can have an alternative version of Theorem
operator S : Δ → L(X).
3.1,set-valued function obeys a more general w-growth
Theorem 3.1 If hypotheses H(F ), H(A) hold, then assumption. Assume the following:
problem (1) admits a weak mild solution. H  (F ). F : T ×X → Pwkc (X) is a set-valued function
Proof For t ∈ T , let K(t) : L(p) (T,X) → X be defined such that:
by  (i) t → F (t,x) is measurable;
t
K(t)(g) = S(t,0)x0 + S(t,s)g(s)ds. (ii)x → F (t,x) is u.s.c from Xw into Xw ;
0 (iii) for every x∗ ∈ X ∗ ,
Clearly, t → K(t)(g) is w-continuous from T into X.
Next, consider the set-valued function N : SwG → 2SwG | sup x∗ (u)| ≤ |(x∗ ,a(t))|+|(x∗ ,b(t))|·||x|| a.e.on T,
u∈F (t,x)
defined by
N (g) = SwF (·,K(·)(g)) . where a(·), b(·) ∈ L(p) (T,X).
Theorem 3.2 If hypotheses H  (F ) and H(A) hold.
We shall show that N (·) has nonempty, convex values Then (1) admits a weak mild solution.
in L(p) (T,X) and is u.s.c.. Indeed, The convexity of Proof First, let us determine an a priori bound for
the values of N (·) is clear. To see the nonemptiness, we the solutions. So, let x(·) ∈ C(T,X ) be a weak mild
w
proceed as follows. Since K(·)(g) is weakly continuous solution of (1). Then, by definition, we have
on T , K(·)(g) is strongly measurable. Let Pn (·) be a  t
simple function such that Pn (t) → K(t)(g) a.e on T in
x(t) = S(t,0)x0 + S(t,s)f (s)ds, t ∈ T, f ∈ SwF (·,x(·)) .
X. Then by virtue of hypothesis H(F )(i), for every n≥ 0
1, t → F (t,pn (t)) admits a measurable selection fn (·).
From hypothesis H(F )(iii) and Lemma 2.1, {fn (·)} is Fix t∈T , and without loss of generality, assume x(t) =
relatively weakly compact set in L(p) (T,X) and passing 0. Then there ∗
exists (consequence of the Hahn-Banach
to a subsequence if necessary, we may assume that fn → Theorem) x t ∈ X ∗ with ||x∗t || = 1 and
f weakly in L(p) (T,X) as n → ∞. Then from Lemma   t 
2.2, we have ||x(t)|| = x∗t S(t,0)x0 + S(t,s)f (s)ds .
0
f (t) ∈ convw−lim{fn (t)}n≥1 So, if ||S(t,s)|| ≤ M , (t,s) ∈ Δ, we have
⊆ convw−limF (t,pn (t)) .t
⊆ F (t,K(t)(g)) a.e. on T, ||x(t)|| ≤ M ||x0 ||+ 0 |x∗t (S(t,s)f (s))|ds
.t
= M ||x0 ||+ 0 |S ∗ (t,s)(x∗t f (s))|ds
the last inclusion being a consequence of hypothesis .t
≤ M ||x0 ||+ 0 ||S ∗ (t,s)||·|x∗t f (s)|ds
H(F )(ii). So f ∈ N (g) and this proves the nonempti- .t .t
≤ M ||x0 ||+M 0 |x∗t (a(s))|ds+M 0 |x∗t (b(s))|·||x(t)||ds
ness of the values of N (·). .t ∗
Next we shall show that N (·) is u.s.c from SwG with ≤ M ||x0 ||+M ||a(·)||Lp +M 0 |xt (b(s))|·||x(t)||ds,
the weak topology into itself. Since SwG is w-compact where S ∗ (·,·) is dual operator of S(·,·). Applying Gron-
in L(p) (T,X), in order to show that N (·) is u.s.c, we wall’s inequality, we get
only need to show that GrN ⊆ SwG ×SwG is weakly
sequentially closed. Hence, let (gn ,fn ) → (g,f ) weakly ||x(t)|| ≤ (M ||x0 ||+M ||a(·)||L(p) )exp(||b(·)||L(p) ) = M1 .


Consider the new multifuction F̂ :T ×X →Pwkc , defined with g ∈V . Then {y(t): y ∈W } is relatively w-compact
by in X for all t ∈ T (note that X is reflexive). Therefore,
 from Theorem 2.3, we deduce that W is compact in
F (t,x), for ||x|| ≤ M1 C(T,Xw ). The convexity of the W is clear (note that
F̂ (t,x) =
F (t, M 1x
||x|| ), for |x|| > M1 V is convex).
Next, consider the set-valued function
Then, F̂ (·,·) has the same measurability and conti-  R : W → 2C(T,Xw ) defined by R(y) = 
nuity properties as F (·,·), and .t
x ∈ C(T,Xw ) : x(t) = S(t,0)x0 + 0 S(t,s)f (s)ds,f ∈ SwF̂ (·,y(·)) .
| sup x∗ (u)| ≤ |x∗ (a(t))|+M1 |x∗ (b(t)| a.e.on T. As above, by approximating y(·) with simple functions
u∈F̂ (t,x) and exploiting the upper semicontinuity of F̂ (t,·), we
get that SwF̂ (·,y(·)) = ∅, so R(y) = ∅. Furthermore, it
Let V = {g ∈ L(p) (T,X) : for every x∗ ∈ X ∗ ,|x∗ g(t)| is clear that, for every y ∈ W , R(y) ⊆ W . Therefore,
≤ |x∗ a(t)| + M1 |x∗ b(t)| a.e.on T }. Now, consider W ⊆ R : W → P (W ). We claim that R(·) is u.s.c. Since
fc
C(T,Xw ) defined
.t by W = {y ∈ C(T,Xw ) : y(t) = W is compact in C(T,Xw ), we only need to show that
S(t,0)x0 + 0 S(t,s)g(s)ds, g ∈ V }. Our claim is that W GrR ⊆ W ×W is closed. So, let
(the closure taken in C(T,Xw )) is compact and convex
in C(T,Xw ). To this end, let ε > 0, x∗ ∈ X ∗ be given, (yn ,xn ) ∈ GrR and (yn ,xn ) → (y,x) in W ×W .
and let δ(ε,x∗ ) > 0 be such that
 t We have
∗ ∗ ε  t
2M (|x a(t)|+2M1 |x b(t)|)ds < .
t−δ(ε,x∗ ) 4 xn (t)=S(t,0)x0 + S(t,s)fn (s)ds, t∈T, fn ∈SwF̂ (·,yn (·)) .
0
For 0 < δ(ε,x∗ ) < t < t ≤ b and every y ∈ W , we have,
Since F̂ (t,·) is u.s.c. from Xw into Xw ; and so, since
∗ 
|x [y(t )−y(t)]| it is Pwkc (X)-valued, it maps w-compact sets into w-
≤ |x∗ [(S(t ,0)−S(t,0))x0 ]| compact sets (Aubin-Cellina [1], Proposition 3, p.42).
. t .t So
+| 0 x∗ S(t ,s)g(s)ds− 0 x∗ S(t,s)g(s)ds|
conv∪n≥1 F̂ (t,yn (t)) = G(t) ∈ Pwkc (X),
≤ ||x∗ ||·||S(t ,0)−S(t,0)||·||x0 ||
. t and clearly it is w-integrable bounded. Hence, from
+| t x∗ S(t ,s)g(s)ds|
. t−δ(ε,x∗ ) ∗ Lemma 2.1, SwG is w-compact in L(p) (T,X). Because
+| 0 x (S(t ,s)−S(t,s))g(s)ds| {fn }n≥1 ⊆ SwG , by passing to a subsequence if neces-
.t
+| t−δ(ε,x∗ ) x∗ (S(t ,s)−S(t,s))g(s)ds| sary, we may assume that fn →f weakly in L(p) (T,X).
≤ ||x∗ ||·||S(t ,0)−S(t,0)||·||x0 || By Lemma 2.2, we have that
. t
+ t M (|x∗ a(s)|+M1 |x∗ b(s)|)ds
. t−δ(ε,x∗ ) f (t) ∈ convw−limF̂ (t,yn (t)) ⊆ F̂ (t,y(t)), a.e.
+ 0 ||S(t ,s)−S(t,s)||(|x∗ a(s)| ⇒ f ∈ SwF̂ (·,y(·)) .
∗
+M1 |x b(s)|)ds
.t
+2M t−δ(ε,x∗ ) (|x∗ a(s)|+M1 |x∗ b(s)|)ds Also .t
x(t) = S(t,0)x0 + 0 S(t,s)f (s)ds
We know that t→S(t,s) is continuous in the operator ⇒ (y,x) ∈ Gr R ⇒ R(·)is u.s.c.
norm topology on [s,b], uniformly in s, for t−s bounded We apply the Kakutani-Ky Fan fixed-point theorem to
away from zero. So, if 0<δ1 (ε,x∗ )<δ(ε,x∗ ) is such that, get x̂ ∈ W such that
for t −t < δ1 (ε,x∗ ), we have
x̂ ∈ R(x̂)
||x∗ ||·||S(t ,0)−S(t,0)||·||x0 || < 4ε .t
. t ⇒ x̂(t) = S(t,0)x0 + 0 S(t,s)f (t)ds, t ∈ T, f ∈ SwF̂ (·,x̂(t)) .
t
M (|x∗ a(s)|+M1 |x∗ b(s)|)ds < 4ε ,
Through Gronwall’s inequality, as in the beginning of
. t−δ(ε,x∗ )
0
||S(t ,s) − S(t,s)||(|x a(s)| + M1 |x b(s)|)ds < the proof, we can check that
 ∗ ∗
ε
4, we finally get that, for t −t < δ1 (ε,x∗ ), ||x̂(t)|| ≤ M1 , t ∈ T
∗ 
||x (y(t )−y(t))|| < ε ⇒ W is w−equicontinuous. ⇒ F̂ (t,x̂) = F (t,x̂(t))
⇒ x̂(·) is the mild weak solution of (1).
Also note that, for every y ∈ W , we have ACKOWLEDGEMENT
 .t  This work is supported by the National Natural Sci-
||y(t)|| ≤ sup||x∗ ||≤1 x∗ S(t,0)x0 + 0 S(t,x)g(s)ds
ence Foundation of China under Grants No.10571035
≤ M ||x0 ||+M (||a(·)||L(p) +M1 ||b(·)||L(p) ) and No.60574077.


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 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 761--765
Copyright@2007 Watam Press

A Class of Robust Strategy for Robot Manipulators with

Uncertainties
Lixia Zhi
Department of Mathematics and Physics, University of Petroleum, Beijing 102200, China
AMS Subject Classification: 70E60 n u 1 vector of centripetal and coriolis torques; G (q) is a
Abstract: A class of robust control strategy for trajectory n u 1 vector of gravitational torques; W d ( q, q , t ) is dynamic
tracking of robot manipulators with uncertainties based on part whose structure is unknown, including frictionǃexternal
Lyapunov theory is proposed in this paper. A controller based disturbance and unmodelled dynamics, etc.
on computed-torque structure and a continuous nonlinear The dynamic part with unknown structure is assumed to
compensator is included. It is shown that uncertain effects can satisfy the following inequality:
be eliminated and exponential stability, asymptotic stability or || W d ( q, q , t ) ||d E ( q, q ) ˄2˅
uniform ultimate bound stability can be guaranteed globally.
Our purpose is to design a robust tracking strategy to
Moreover, when the upper bounds of some uncertainties are
unknown, the controller can be revised to guarantee globally ensure three stability, that is globally exponential stability
asymptotic stabilization. A numerical example demonstrates ˄GES˅, globally asymptotic stability˄GAS˅or globally
the validity of the proposed method. uniform ultimate bound stability˄GUUB˅of the closed loop
for the robot manipulator described in (1).

1 Introduction
3 Robust Controller Design
In recent years, a large amount of references come up in
robust control field for robot manipulators with unmodelled Assuming M (q) , C ( q, q ) , G (q) is estimate of
uncertainties [1]. In these references, the most common M 0 ( q) , C 0 ( q, q ) , G0 ( q) respectively, M (q) is a symmetric
approach is to compensate the uncertainties using variable positive definite matrix, Then the standard form of system
structure control. Although the system’s globally asymptotic (1) is
stability can be guaranteed, the chattering caused by variable M 0 (q )q  C0 (q, q ) q  G0 (q ) W 0 (3)
structure control can’t be avoided. By introducing saturation Using computed torques on system (3)ˈthat is let
function and boundary technique in [2-4], the chattering is W0 M 0 (q )(qd  kv e  k p e)  C0 ( q, q ) q  G0 ( q ) (4)
greatly reduced, with failure in giving clear transient
description of the system. In [5], a continuous nonlinear W W0  u (5)
feedback controller is given in the case of uncertain systems
with sector nonlinear input. In fact, any input can be where, q d is desired trajectory; e q  qd , k p ˈ k v are
considered as sector input. In this paper, if we use computed linear PD feedback matrices, which are both positive definite;
torques controller as feedback of the standard system, the u is an unknown function to determine. Using (4), (5), we get
system with parameter and unstructured uncertainties satisfy
e  kv e  k p e M 1['M (qd  kv e  k p e)  'H ]
the condition of [5], the nonlinear feedback controller can be (6)
established accordingly, which is then revised to eliminate the  M 1u  M 1W d (q, q , t )
uncertain effects. The globally exponential stability, globally
asymptotic stability or globally uniform ultimate bound where,
stability of the closed loop system can be guaranteed in the 'M M 0 (q)  M (q)
same time. In addition, when the upper bounds of some 'H C 0 (q, q )q  G0 (q)  C (q, q )q  G (q)
uncertainties are unknown, we design a simple adaptive
controller to ensure the globally asymptotic stability of the Let x [e, e]T , formula (6) can be expressed in the
closed loop system. following form:

x Ax  BM 1['M (qd  kv e  k p e)  'H ]

(7)
2 Problem Formulation  BM 1u  BM 1W d

The dynamics of a robot manipulator with n freedom can

be written as ª 0 I º ª0 º .
Where, A « k I ˈB
M (q )q  C (q, q )q  G (q )  W d (q, q , t ) W (1) ¬ p  k v I »¼ «I »
¬ ¼
whereˈ W is a n u 1 vector of applied torques; q(t ) is a n u 1
vector of joint displacements; M (q) is a n u n symmetric Let f ( x ) Ax , g ( x) B,
positive definite manipulator inertia matrix; C (q, q )q is a


 h1u T u d u T I (u ) d h2 u T u .
'f ( x) M 1['M (qd  kv e  k p e)  'H ] , From above, we see that system ˄ 7 ˅ satisfy the
assumption of theorem 1 in reference [5], thus, we can
p( x, t )  BM 1W d , we can clearly see that formula (7) is a design controller as following:
special form of system (1) when g ( x , q ) 0 in [5]. In In case (I):
order to use the conclusion in [5], we first prove that formula B T PxJ 2
u1  T , (8)
(7) satisfy the assumption 1-3 in reference [5]. a (|| B Px || J  0.5H || x || 2 )
Firstly we give a lemma: E1 ( x)  E 2 ( x) h2  h1
Lemma 1 ˖ To system (3) ˈ if k v , k p  R
nun
are where J , k1
1  k1 h2  h1  E 1 ( h2  h1 ) ,
symmetric positive definite matricesˈthe closed loop system
obtained from computed torques (4) is globally exponentially h2  h1
a
stable. 2 .
The detailed proof of this lemma can be found in [6].
In case˄II˅˖
From lemma 1, we know that the standard system
MB T PxJ 2 (9)
x Ax  Bu is globally exponentially stable after using u2  T
|| B Px || J  0.5H || x || 2
u D ( x ) 0 as feedback. Basing on Lyapunov stability
theoryˈwe can select a positive definite matrix Q to ensure
where J E1 ( x)  E 2 ( x) .

that there is a symmetric positive definite matrix P

Under the two above conditions, H is a positive

satisfying Riccati equation AT P  PA Q . That is, let constant satisfying D (Omin (Q)  H ) Omax ( P) ! 0 .
Omin (Q)
V 0.5 x T Px , we have V  x T Qx d  V KV
Omax ( P ) If E1 ( x) ˈE 2 ( x) are completely known, the following
theorem can be proved:
Theorem 1˖For the system (1), if we use (4) and (5) as
where, O max ˈOmin indicate the smallest and largest eigenvalue
controller and (8) or (9) as compensator, the closed loop
system (7) obtained is globally exponential stable, and
respectively. Assumption 1 is proved.
Noting that the desired trajectory is uniform bounded O max ( P) 1
and take formula (2) into consideration, we have (the detailed || x(t ) ||d || x(t 0 ) || exp{ D (t  t 0 )}
O min ( P) 2
proof can be found in [7])

M 1 [ 'M ( qd  k v e  k p e)  'H ] d E 1 ( x ) , Remark˖In formula (8), we consider I (u ) M 1u as

sector input, which enhanced the robust stability of the system.
That is to say, the stability of the closed loop system is
M 1W d ( q, q , t ) d E 2 ( x ) ensured when there is a disturbance for u , provided that the
disturbance for u lies in the range of the boundary of sector
where E 1 ( x ) , E 2 ( x) are continuous functions respectively,
T input. In addition, if I (u ) is known, but its form is very
and x [e, e] .
complex, controller (8) is suitable, which simplified the
Now we can prove that I (u ) satisfies the condition of
design. The more detailed discuss can be found in reference
sector nonlinear input (that is assumption 3). We consider it
[8].
from two aspects:
Now we revised the compensator (9) as followed:
(I): Because the inertia matrix M is positive definite Theorem 2˖For the system (1), if we use (4) and (5) as
controller and (10) as compensator,
and bounded, we have Omin ( M )  O ( M )  Omax ( M ) ,
MB T PxJ 2 , (10)
u  T
I I || B Px || J  0.5H (t )
so d O ( M 1 ) d ,
Omax ( M ) Omin ( M ) the closed loop system (7) obtained can be ensured three
1 1 stability (GUUBˈGASˈGES) according to different choice
u T u d u T I (u ) u T M 1u d uT u ,
O max ( M ) O min ( M ) of H (t ) .
Before the proof of theorem 2, we give a lemma firstly,
Let h1 1 Omax ( M ) , h2 1 Omin (M ) , we have references [7,9] is useful for comprehension.
Lemma 2˖Assuming V (t ) is a given Lyapunov
functionˈsatisfying V d OV  H (t ) , where O is a positive
h1u T u d u T I (u ) d h2 u T u . constant, H ( t ) ! 0 ˈ t ! 0 , we have
˄1˅If H (t ) c or lim H ( t ) c ˈthe closed
(II): we look I (u ) u as the special form of sector tof
nonlinear input. Take h1 h2 1 , we get loop system (7) obtained is globally uniform ultimate bound


stable˄GUUB˅, and 1
 x T Q x  2 x T PB { M [ ' M ( qd  k v e  k p e )  ' H ]
1
V (t ) d [c  (c  OV (0)) exp(O t ) t>0
O
MBT PxJˆ 2
˄2˅If lim H (t ) 0 ,the closed loop system (7)  M 1W d }  2 xT PBM 1 T
 2 || BPx || (J  Jˆ ) 2
tof
|| B Px || Jˆ  0.5H || x ||2
obtained is globally asymptotic stable (GAS), for example we
2 || x T PB || 2 Jˆ 2
can take H (t ) 1 (2t  1) . d  x T Qx  2 xPBJˆ  T
|| B Px || Jˆ  0.5H || x || 2
˄3˅If H (t ) H exp(  Et ) , H ! 0, E ! 0 , the
2 O (Q)  H
closed loop system (7) obtained is globally exponentially d  x T Qx  H || x || d  min V 0
O max ( P)
stable (GES), and
Remark˖A simple and self-adapting robust controller,
­ V (0) exp(O t )  H t exp(O t ) O E
° which calculates faster and is more easily realized than
V (t ) ® H
°V (0) exp( O t )  O  E [exp( E t )  exp(O t )] O z E traditional one, is offered in Theorem 3. What’s more, it is not
¯ necessary to consider continuous inspiring conditions that
t ! 0 . guarantee the convergence of the parameters.

Now we can prove theorem 2:

The proof of theorem 2: We choose Lyapunov function 4 Numerical Example
as V x T Px , then V x Px  xT Px
Consider a robot system with two joints and two degrees
 xQx  2 xT PB{M 1['M (qd  kv e  k p e)  'H ] of freedom, whose dynamic equation is easily got as (12)
 M 1W d }  2 xT PBM 1u without consideration of such uncertainties as friction.
q  C ( q , q) q
M ( q ) W ˄12˅
2 T 2 xT PBBT PxJ 2 T
d Omin (Q ) || x || 2 || B Px || J ( x)  T where q [ q1 , q 2 ]
|| B Px || J  0.5H ( x)
Omin (Q ) ª p1  p2  2 p3 cos(q2 ) p2  p3 cos( q2 ) º
d Omin (Q ) || x ||2 H (t ) d  V  H (t ) M (q) « p  p cos( q ) p2 »
Omax ( P) ¬ 2 3 2 ¼
ª  p3 sin(q2 )q2  p3 sin(q2 )(q1  q2 ) º ,
Take lemma 2 into consideration, theorem 2 can be C (q, q ) « p sin(q )q »
proved instantly. ¬ 3 2 1 0 ¼
Theorem 2 is proved with E1 ( x) and E 2 ( x ) known. m1 m2 l22 m2l1l2
p1 (  m2 )l12  I , p2  I 2 , p3
4 4 2
Usually, measurement of E1 ( x) and E 2 ( x) is too
conservative, especially when there is W d (q, q , t ) , system is When the robot is loaded or moves quickly, parameters
as mass, length of the arm and turning inertia tend to change.
controlled so much that the operator may saturate. In order to
With the influence of other parameters as friction and elastic
overcome the too conservative estimate, a self-adapting strain which are not considered in this model, the robot
control law is created and then the uncertain parameters of system could be described as
upper bound can be estimated online. Eventually, the close ( M 0 (q)  'M 0 (q))q  (C0 (q, q )  'C0 (q, q ))q  W d W ˄13˅
loop system still gradually and globally converges. where
With Jˆ the estimate of J , revised compensate control
algorithm is ª p01  p02  2 p03 cos(q2 ) p02  p03 cos(q2 ) º
M 0 (q ) « »
T
B PxJˆ 2
¬ p02  p03 cos(q2 ) p02 ¼
u 
|| B T Px || Jˆ  0.5H || x || 2 ª  p03 sin(q2 )q2  p03 sin(q2 )(q1  q2 ) º
C0 (q, q ) « p sin(q )q »
Jˆ T
c || B Px || (11) ¬ 03 2 1 0 ¼
whereˈ c is a positive constant, the selection of H and 'M (q )
P is the same as in theorem 1. ª 'p01  'p02  2'p03 cos( q2 ) 'p02  'p03 cos(q2 ) º
Theorem 3˖For the system (1), if we use (4) and (5) as « »
controller and (11) as compensator, the closed loop system (7) ¬« 'p02  'p03 cos(q2 ) 'p02 ¼»
obtained is globally asymptotic stable.
Initial values of parameters in robot system are
Proof: let V c V  1 (J  Jˆ ) 2 1
x T Px  (J  Jˆ ) 2 ,
c c m01 1kg , m02 1kg , l 01 1m , l 02 1m , I 01 1, I02 1
we have
2 with 50% uncertainty in the parameters, then p 01 1.45 ,
V c x T Px  xT Px  Jˆ (J  Jˆ )
c
p 02 0.45 , p 03 0.5 , 'p 01 0.725 | sin t | ,


 1

'p02 0.225 | sin t | , 'p 03 0.25 | sin t | . 0.9

0.8

With W d [q1q1 sin(t ), q2 q2 cos(t )]T , controlling

0.7

0.6

0.5

parameter kv diag(100), k p diag(50)andQ I , by

0.4

0.3

0.2
T
Riccati Equation A P  PA Q , symmetrical positive 0.1

0
0 1 2 3 4 5 6 7 8 9 10

definite matrix P is

(a) positional error
ª 1.2600  0.0000 0.0050  0.0000º 0.05

« 0.0000 1.2600  0.0000 0.0050 » 0

P « » -0.05

« 0.0050  0.0000 0.0101  0.0000 » -0.1

-0.15

« »
¬  0.0000 0.0050  0.0000 0.0101 ¼
-0.2

-0.25

-0.3

With a prior uncertain function of upper boundary -0.35

-0.4

2  2.5|| x ||  || x ||2 ,If the expected tracks of the

-0.45

J -0.5
0 1 2 3 4 5 6 7 8 9 10

robot are (b) velocity error

qd 1 0.5sin(t )  0.1sin(3t )  0.2sin(4t ) , Figure 3
qd 2 0.1sin( 2t )  0.2 sin(3t )  0.1sin( 4t ) and initial 0.9
1

1.0 ˈq 2 (0) 0.5 ˈq1 (0) q 2 (0) 0 , by

0.8
states are q1 (0) 0.7

0.6
Runge-Kutta, results of this simulation are as follows 0.5

1 0.4

0.9 0.3

0.8 0.2

0.7 0.1

0.6 0
0 1 2 3 4 5 6 7 8 9 10
0.5

0.4

0.3
(a) positional error
0.2 0.05

0.1 0

0 -0.05
0 1 2 3 4 5 6 7 8 9 10
-0.1

(a) positional error -0.15

-0.2
0.05
-0.25
0
-0.3
-0.05
-0.35
-0.1
-0.4
-0.15
-0.45
-0.2
-0.5
-0.25 0 1 2 3 4 5 6 7 8 9 10
-0.3

-0.35

-0.4
(b) velocity error
-0.45

-0.5 0.5014
0 1 2 3 4 5 6 7 8 9 10

0.5012
(b) velocity error
0.501

Figure 1 (a)(b)Simulating Results with Application of 0.5008

Controlling Law˄4˅˄5˅˄8˅ 0.5006

1
0.5004
0.9

0.8 0.5002

0.7
0.5
0 1 2 3 4 5 6 7 8 9 10
0.6

0.5

0.4

0.3
˄c˅Self-adaptive curve of J
0.2

0.1
Figure 4 (a)(b)(c)Simulating result of self- adaptive
0
0 1 2 3 4 5 6 7 8 9 10
Lyapunov Controller with uncertain upper boundary
(a) positional error From the figures above, the controlling law in this paper
0.05 works well whether the uncertain upper boundary function is
0

-0.05 known or not, namely, unknown parameters change little and

-0.1

-0.15
converge to the constant 0.5. Moreover, so long as the
-0.2

-0.25
disturbance of u is located in the sector area, the controlling
-0.3

-0.35
law can work. Cases of u ' Du , D 0.5 and 2 are
-0.4

-0.45
simulated as in figures 2 and 3. Compared with Literature [7],
-0.5
0 1 2 3 4 5 6 7 8 9 10 there is less parameter that need be distinguished. Therefore,
(b) velocity error simulative velocity is faster (according to actual simulative
operation); what’s more, in spite of the large initial error, nice
Figure 2


results can be got nevertheless.
5 Conclusion
A class of robust control strategy for trajectory tracking
of robot manipulators with uncertainties, which is based on
Lyapunov theory, is proposed in this paper. It consists of a
controller based on so-called Computed-torque structure and
a continuous nonlinear compensator. Moreover, when the
upper bounds of some uncertainties are unknown, the control
is revised to guarantee globally asymptotic stabilization. A
numerical example demonstrates the effectiveness of the
proposed method.
References
1 Abdallah C et al. Survey of robust control for rigid
robots. IEEE Control Systems, 1991, 11(1):24-30.
2 Ye Xudong , Jiang Jingping. A new robust control
strategy for tracking. Control Theory and Application,
1994, 11(4): 502-506.

3 Craig J J. Adaptive control of mechanical manipulators.
New York: Addison-Wesley, 1988
4 Man Zhihong, Palaaniswami M. Robust tracking Control
for rigid robotic manipulators. IEEE Trans. Auto.
Contr., 1994, 39(1):154-159.
5 Lixia Zhi, Hong Wang, Robust Exponential Stabilization
for Uncertain Dynamic Systems with Sector
Nonlinearities. Control and Decision. 2001, 16(5):
545-548 (in Chinese).
6 Richard M.Murray, Zexiang Li, S.Shanker Sastry. A
Mathematical Introduction to Robotic Manipulation.
CRC Press. 1994.
7 Ying Dai,Nangning Zheng, Chunlai Li. A new class of
robot control strategies for trajectory tracking of robot
manipulators. Robot, 1998,20(2):111-115 (in Chinese)
8 Jianfeng Wei, Liufan Zheng. On Robust Almost
Disturbance Decoupling Control Design of a Class of
Uncertain Nonlinear Systems with Sector Nonlinear
Inputs. Control Theory and Application, 2000,
17(5):747-751 (in Chinese)
9 LaSalle J, Lefschetzs. Stability by Lyapunov's Direct
Method with Application. 1961, Academic Press, New
York.
 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 766--769
Copyright@2007 Watam Press

THE SUFFICIENT AND NECESSARY CONDITIONS OF ERROR BOUNDS

FOR CONSTRAINED MULTIFUNCTIONS
JIAN-RONG WU1, SHI-JI SONG2
1
Department of Applied Mathematics, University of Science and Technology of Suzhou, Jiangsu, 215009, China
2
Department of Automation, Tsinghua University, Beijing 100084, China
E-mail: jrwu@mail.usts.edu.cn, shijis@tsinghua.edu.cn

Abstract: are also closely related to metric regularity and weak sharp
In this paper, the concept of contingent derivative minima of mathematical programming problems. Some of
DC F ( x, y ) (with respect to a set CX ) of a these achievements can be seen in the recent papers by Wu
and Ye [1], Nagi and Thera [2-3], Bosch, Jourani and
multifunction F is introduced; then the sufficient and Henrion [4], and the references therein.
necessary conditions of error bounds for the constrained set
inclusion in terms of contingent derivatives are given.
Thanks to the need of applications, the above convex
inequality system (1) has been generalized to the set
Keywords: inclusion system involving a multifunction. Let X , Y
Y
error bound, contingent derivative, set inclusion system, be Banach spaces and F : X o 2 be a multifunction.
Banach space
Let b  Y , and consider the problem of set inclusion:
b  F (x) (2)
1. Introduction
Thus F (b) ^x  X : b  F ( x ) ` consists of all
1

Let f 1 , …, f n be convex functions from a normed
space X to R ‰ ^ f`. Consider the following system
of finitely many convex inequalities:
f i ( x) d 0 , i 1,…, n . (1)
Let S denote the solution set of the system (1). We
x satisfying (2). The following definition was introduced
and studied in [5] by Li and Singer for the special case
when X , Y are normed spaces.
Y
Definition 1. Let F : X o 2 , b  Y . We say
that F has a Lipschitz error bound (or error bound for
short) for set inclusion (2) if there exists a constant
say that (1) has an error bound if there exists a constant W   0,  f  such that
W   0,  f  such that
d ( x, S ) d W max ^> f i ( x) @ : i 1, ..., n `
where d ( x, S ) = inf s  x ,
sS
>f i @
(x)  =max ^ f i (x), 0 ` .
In the last two decades, the study of error bounds of
convex systems has received a growing interest in the
mathematical programming literature. There are both
theoretical and practical reasons for this phenomenon. For
example, the theory of error bounds have been crucial for
analysis of linear convergence of various descent methods
for solving linearly constrained programs, for termination
conditions in several optimization methods, for the
sensitivity analysis of integer or linear programs and of
linear complementarity problems, and so on. Error bounds

d ( x, F 1 (b)) d W d (b, F ( x)) , x  X .
Y
A multifunction F : X o 2 is said to be
(i) convex, if for any x1 , x 2  X , 0 d O d 1, we
have
O F ( x1 ) +(1- O ) F ( x 2 ) Ž F (Ox1  (1  O ) x 2 ) ;
(ii) closed, if its graph
Gr F = ^( x, y )  X u Y : y  F ( x)`
is closed in X u Y .
Moreover, we say thatF has closed value if F (x)
is closed in Y , x  X . It is easy to see that F has
closed value if F is closed; F is convex if and only if
Gr F is a convex subset in X u Y .
Li and Singer [5] showed that the set inclusion (2) has
an error bound if X , Y are Banach spaces, F is a
convex closed multifunction and b  int F ( X ) . Recently,
Zheng [6] proved the above result is still true under the
weaker condition for F .
In this note, we will first introduce the concept of
contingent derivative of a multifunction; then, develop the
sufficient and necessary conditions of error bounds for the
set inclusion in terms of contingent derivatives, where the
solution of the considered set inclusion system is
constrained in a given subset.
2. Notation and preliminaries
Let X be a Banach space, K  X and x  X .
in S O such that x n o x 0 . Then f ( x n ) d O , n .
Since Y is reflexive, meanwhile, F ( x n ) is convex and
closed, there exists y n  F ( x n ) such that
b  y n = d (b, F ( x n )) = f ( x n ) d O . Therefore
y n  b + O BY , where BY denotes the unit closed ball
of Y . Recall that Y is reflexive, BY is weakly compact
and hence is weakly sequentially compact from
Eberlein-Smulian Theorem (cf. [8, P. 18]). Then there is a
weak limit point y 0 of ^y n `, and y 0  b + O BY , that
is, b  y 0 d O . Furthermore, x0 , y 0  is a weak

The contingent cone[7, P.121] TK (x ) is defined by limit point of ^( x n , y n ) ` in Gr F . Note that Gr F is

^
TK (x) = v  X : lim inf d ( x  hv, K ) / h
hp0
` closed and convex, by Mazur Theorem (cf. [8, P. 11]),
Gr F is closed in X u Y (where X is equipped with
It is convenient to have the following characterization weak topology and Y with norm topology). Then,
of this cone in terms of sequences: v  TK (x ) if and only x0 , y 0   Gr F , that is, y 0  F ( x0 ) . And hence,
if  hn p0  and  vn o v such that n , f ( x0 ) = inf b  y d b  y 0 d O , or, x0  S O .
yF ( x0 )
x  hn v n  K .
Y
Thus S O is closed.
Let F : X o 2 be a multifunction. The
contingent derivative DC F ( x, y ) (with respect to 3. Main results
C  X ) of F at ( x, y )  Gr F is the set-valued map
Theorem 1. (Sufficient Condition) Let X be a
from X to 2 Y defined by: v  ( DC F ( x, y ))(h) if Banach space, Y a Hilbert space with the inner product
and only if  t n o 0+ ˈ  hn o h and  v n o v operator , , and F : X o 2 Y a convex closed
such that
multifunction. Let C be a closed subset of X ,
y  t n v n  F ( x  t n hn ) , x  t n hn  C . 1
b  F(X ) ˈ SC F (b) ˆ C z I .
F : X o 2 Y be a multifunction,
Lemma 1.
y Y .
Let
If  1

 x  X \ F (b) ˆ C ˈ there exist h  TC (x)
1 with h =1 and v  DC F ( x, p ( x))( h) such that˖
(i) If F is convex, then F ( y ) is a convex
subset; b  p( x) 1
1
(ii) If F is closed, then F ( y ) is a closed subset. ,v t (3)
b  p( x) W
The proof is trivial.
Lemma 2. Let X be a Banach space, Y a then, x  C ˈ d ( x, S C ) d W d (b, F ( x)) . Where
reflexive Banach space, and F : X o 2 a convex
Y
W ! 0, p(x) is the (orthogonal) projection of b onto
closed multifunction. Then, for any b  Y , the function F (x) .
f (x) = d (b, F ( x)) is lower semicontinuous. Remark: If Y is a Hilbert space, by Theorem
Proof. To show that f is lower semicontinuous, it is 3.1[9], p (x) is always existed uniquely.
enough to show that the set S O = ^x : f ( x) d O ` is Proof. Suppose (3) is not true, then there exist
x0  C and H 0 ! 0 such that:
closed for any O  R . To this end, take a sequence ^x n `


 1 such that:
d (b, F ( x0 ))  d ( x0 , S C ) , x1  t n hn  C ˈ p ( x1 )  t n v n  F ( x1  t n hn ) .
W  H0
therefore, From (7), we have
d (b, F ( x0 ))  inf ^ d (b, F ( x)) : x  C `+ || b  p ( x1 ) ||
1 W  2H 0
d ( x0 , S C ) . < G (b, F ( x1  t n hn )) + || t n hn ||
W  H0 (W  H 0 ) 2
Apply Lemma 2 and Ekeland Variational Principle[10] , W  2H 0
d || b  p ( x1 )  t n v n || + || hn || t n
W  2H 0 (W  H 0 ) 2
for O= there is an x1  C such
(W  H 0 )d ( x0 , S C ) d || b  p ( x1 )  t n v || + t n || v n  v ||
that: W  2H 0
Od ( x 0 , S C ) + || hn || t n
d (b, F ( x1 )) d d (b, F ( x 0 )) - || x0  x1 || (W  H 0 ) 2
W  H0 that is,
W  2H 0 1
= d (b, F ( x 0 )) - || x0  x1 || (4) 0d > || b  p( x1 )  t n v ||  || b  p( x1 ) || @
(W  H 0 ) 2 tn
1 W  2H 0
|| x0  x1 || d < d ( x0 , S C ) (5) + || v n  v || + || hn || .
O (W  H 0 ) 2
and for x  C ˈ x z x1 Let n o f , then
Od ( x 0 , S C ) b  p ( x1 ) W  2H 0
d (b, F ( x1 ))  d (b, F ( x)) + || x  x1 || 0d- ,v + ,
W  H0 b  p ( x1 ) (W  H 0 ) 2
W  2H 0 or,
= d (b, F ( x)) + || x  x1 || . (6)
(W  H 0 ) 2 b  p( x1 ) W  2H 0 1
1 ,v d < ,
(5) tells us that x1  X \ F (b) . Since F is b  p( x1 ) (W  H 0 ) 2 W
convex and closed, F ( x1 ) is a convex and closed set in which is a contradiction to (8).
Y . Recall that p ( x1 ) is the projection of b onto Theorem 2. (Necessary Condition) Let X be a
reflexive Banach space, Y a Banach space, F :
F ( x1 ) , || b  p ( x1 ) || = d (b, F ( x1 )) , which together
X o 2 Y a convex closed multifunction. C  X is
with (6) implies that for x  C ˈ x z x1 1
convex and closed, b  F ( X ) with S C F (b) ˆ C
W  2H 0
|| b  p ( x1 ) || < d (b, F ( x)) + || x0  x1 || (7) z I . If there is an W >0 such that for any x  C ,
(W  H 0 ) 2
1
d ( x, S C ) d W d (b, F ( x))
Note that x1  ( X \ F (b)) ˆ C ˈby hypothesis,
 
 x  X \ F 1 (b) ˆ C ˈ there exists a
then,
there are h  K C ( x1 ) with h =1 and
p  f 1 (b) such that:
v  DC F ( x1 , p( x1 ))(h) such that:
§ § x  p ·· 1
b  p ( x1 ) 1 d ¨¨ 0, DC F ( p, b )¨¨ ¸¸ ¸¸ t (9)
,v t (8) © © || x  p|| ¹ ¹ W
b  p ( x1 ) W
According to the definition of the contingent
 1
Proof. Suppose x  X \ F (b) ˆ C . From 
1
derivative, there are t n o 0+ ˈ hn o h and v n o v Lemma 1, F (b) is closed and convex, which implies


that S C is also closed and convex. Remember that X is No.: .-' ˈ .-% and the National
Natural Science Foundation of China (Grant No.:
reflexive, there is p  SC such that 60574077)
|| x  p || = d ( x, S C ) >0 ( p is the (orthogonal)
References
projection of x onto S C ).
[1] Z. Wu and J.J. Ye, On error bounds for lower
§ x p ·
Take any v  DC F ( p, b)¨¨ ¸¸ , there exist semicontinuous functions, Math. Program., Ser. A, Vol
© || x  p || ¹ 92: pp. 301-314, 2002.
[2] H. Nagi and M. Thera, Error bounds and implicit
x p multifunction theorem in smooth Banach spaces and
t n o 0+ˈ hn o and v n o v such that:
|| x  p|| applications to optimization, Set-Valued Analysis, Vol
12: pp. 195-223, 2004.
b  t n v n  F ( p  t n hn ) , p  t n hn  C . [3] H. Nagi and M. Thera, Error bounds for convex
By hypothesis, differentiable inequality systems in Banach spaces,
d ( p  t n hn , S C ) d W d (b, F ( p  t n hn )) Math. Program., Ser. B, Vol 104: pp. 465-482, 2005.
[4] P. Bosch, A. Jourani and R. Henrion, Sufficient
d W || b  (b  t n v n ) || = W t n || v n || . (10) conditions for error bounds and applications, Appl.
On the other hand, Math. Optim, Vol 50: pp. 161-181, 2004.
d ( p  t n hn , S C ) t d ( x, S C ) - || x  p  t n hn ) || [5] L. Wu, I. Singer, Global error bounds for convex
multifunctions and applications, Math. Oper. Res., Vol
x p x p 23: pp. 443-462, 1998.
t || x  p || - x  p  t n - t n hn  [6] X. Zheng, Error bounds for set inclusions, Science in
|| x  p || || x  p || China, Series A, Vol 33: pp. 631-643, 2003.
x p [7] J.P. Aubin, H. Frankowska, Set Valued Analysis, Boston:
= || x  p || - || x  p || t n - t n hn  . Birkhauser, 1990.
|| x  p || [8] J. Diestel, Sequences and Series in Banach Spaces,
Springer-Verlag, New York, 1984.
Since t n o 0+, we can suppose that || x  p||! t n ,
[9] J. Weidmann, Linear Operators in Hilbert Spaces,
then Springer-Verlag, New York, 1980.
x p [10] I. Ekeland, On the variational principle, J. Math. Anal.
d ( p  t n hn , S C ) t t n - t n hn  . Appl., 47: pp. 324-352, 1974.
|| x  p ||
Notice that (10), we have
x p
W t n || v n || t t n - t n hn  ,
|| x  p ||
or,
x p
W || v n || t 1- hn  .
|| x  p ||
1
Let n o f , then W ||v || t 1, that is, ||v || t .
W
The arbitrariness of v follows that (9).

Acknowledgements

This paper is supported by the Science Foundation

from the Ministry of Education of Jiangsu Province (Grant


DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 770--773
DCDIS A Supplement,
Dynamics Advances
Press in Discrete
of Continuous,
Copyright@2007 Watam Neural Networks, Vol. 14(S2) 770--773
and Impulsive Systems
Copyright@2007 Watam Press
Series B: Theory and Applications
Special Volume: Advances in Neural Networks–Theory and Applications
Copyright c 2007 Watam Press

Commutativity Theorems On Rings1

Chen Guanghai and Yang Xinsong

Department of Applied Mathematics, Harbin University of Science and Technology, Harbin Heilongjiang 150080, China

AMS subject classifications: 16U80.

Abstract: In this paper we give two theorems Proof: If R is not commutative, then there exist
about commutativity in Kőthe semisimple rings and x, y ∈ R such that [x, y] = 0. The subring R1 gener-
semiprime rings, which improve the results in references ated by x, y is not commutative. For all a ∈ R1 and
[5], [7], [10] and [11]. e, x ∈ R, there exists a polynomial f (t1 , t2 ) such that

[f (a, b), c] = 0.
1 Introduction Note that
f (a, t) = ak + a2k φ1 (a1 ).
In most paper on commutativity of rings, ring R was
Let
said to satisfy a polynomial f (t1 , t2 ), in which the small-
a1 = ak + a2k φ1 (a1 ).
est degree term has the form such as ±t1 tk2 or ±tk1 t2 .
We want to extend this condition to that the smallest For a1 , e, y ∈ R, we have
degree term can be a polynomial in which the degree of
[g(a1 , e), y] = 0,
neither indeterminate should be 1. Thus the results we
get in this paper improve the conclusions of the refer- Similarly, by letting
ences [5], [7], [10] and [11] naturally.
a2 = g(a1 , e) = ak1 + a2k
1 φ1 (a1 )

= akk + akk+1 φ2 (a),

2 Preliminaries
we have a2 ∈ R1 , [a2 , x] = 0 and [a2 , y] = 0. This
In this paper, R denotes a ring, Z(R) and J(R) denote implies that a2 ∈ Z(R1 ). By Lemma 2.1, R1 is com-
the center of R and the Jacobson radical of R, respec- mutative. This is a contradiction. Thus R must be a
tively. Let [x, y] = xy − yx and let C(R) be the ideal field.
that generated by all elements having the form [x, y]. In the next lemma, some restrictions are added
We can suppose that in this paper the polynomial to the coefficients of f (t1 , t2 ). As in [3], axb (axe ) and
f (t1 , t2 ) can be written as the sum of f1 (t1 , t2 ) and ayb (aye ) are the sums of coefficients of all terms that be-
f2 (t1 , t2 ), where the polynomial f1 (t1 , t2 ) is the smallest gin with t1 in f (t1 , t2 ) and that end with t2 in f (t1 , t2 ),
degree part in f . The sum of all coefficients in f1 (t1 , t2 ) respectively.
is 1 or −1, and, in any term of f1 (t1 , t2 ), the degrees of
Lemma 2.3 If Jacobson semisimple ring R satisfies
t1 and t2 are k1 and k2 (t1 +t2 = n), respectively, where
condition (A) and the coefficients of f satisfy either one
n is a fixed integer. For the terms in f2 (t1 , t2 ) with de-
of the following conditions
grees bigger than n, the degree of t1 is mk1 ,where m is
an integer bigger than 1. (1) axb (axe ) = 1;
We say that ring R satisfies condition (A) if for all
a, b, c ∈ R, there exists a polynomial f (t1 , t2 ) as men- (2) ayb (aye ) = 1,
tioned above depending on a, b, c, such that then R is commutative.
[f (a, b), c] = 0, Proof: We only need to proof under condition (1). For
Jacobson semisimple ring is sub direct sum of primitive
where k1 and k2 = n − k1 are depending on a, b, c. rings, if R is not division ring, then there exists a sub
ring of R as the homomorphism of a full matrix ring on
Lemma 2.1 (see [2]) If R is a division ring and for division ring D1 and D2 still satisfying the conditions.
all a ∈ R, there exists a polynomial pa (a) and a positive Let
integer r(a) depending on a, such that ar(a)+1 pa (a) − a = E11 + E12 , b = E21 + E22 .
ar(a) ∈ Z(R), then R is a field.
Then we have
„ «
Lemma 2.2 If R is a division ring which satisfies con- axb axb
f (a, b) = .
dition (A), then R is a field. ayb ayb
1 supported by the Foundation of HLEC



Since axb (axe ) = 1, f (a, b) ∈
/ Z(D2 ). This is a contra- Proof: Suppose that x ∈ J(R) and 0 = y ∈ R with
diction. Thus R is a division ring. By Lemma 2.2, R is xy = 0. If x is not nilpotent, then, since RyR is non-
commutative. in R, there must exist si , ti , i = 1, 2, · · · , N1 ,
zero ideal P
Before discussing the commutativity of Kőthe such that N si ti = b5 , where b is a bone element. We
semisimple ring, we introduce the concept of B-ring also have that xp + xp+1 f (x) can be commuted with si .
If there exists a non-zero nilpotent element a in R and Thus
any non-zero ideal in R must include the power of a, b5 xp + xp+1 f (x) = 0.
then we call R a B-ring and a a bone-element of R. Noting that b5 is a regular element, we have
Lemma 2.4 (see [4]) Kőthe semisimple rings can be xp + xp+1 f (x) = xp [1 + xf (x)] = 0.
expressed as the sub direct sum of a group of B-rings.
Then
xp = 0.
Lemma 2.5 If B-ring R satisfies condition (A) and
its Jacobson radical J(R) = 0, then the bone-elements Lemma 2.7 If R is a B-ring satisfying condition (A)
in R must be regular. and J(R) = 0, then there is no zero divisor in J(R).
Proof: (1) It is easy to prove that if z is a regular ele-
Proof: If a is a bone-element in R, then there must
ment in J(R), then for all n ≥ 1, z n + z n+1 f (z) is also
exist a positive integer m such that b = am ∈ J(R). If
regular.
bx = 0, then, for b, b, x ∈ R, we have
(2) If z is a regular element, x is a zero divisor and
ˆ n+1 ˜ zx = xz, then z − x is regular. Otherwise, by Lemma
b + bn+2 p(b), x = 0.
2.6, there must ∃k > 1, such that (z − x)k = 0. Spread-
It follows that ing it we get z k = g(x, z)x. Obverse that the left side of
the equation is a regular element, while the right side
xbn+1 [1 + bp(b)] = 0. of is a zero divisor. This is a contradiction. Thus z − x
is regular.
Note that bp(b) ∈ J, we get xbn+1 = 0. Thus there ex- (3) All nilpotent elements in generate nilpotent ideal.
ists y such that by = yb = 0. If y = 0, then, by the Suppose x, y are zero divisors in J(R). If x + y is
fact that RyR is a non-zero ideal of R, there exists a regular, then, by condition (A), we have that a =
5
PN b ∈ RyR. 5Hence there exist
positive integer such that (x + y)k + (x + y)k+1 f (x + y) can be commuted with
si , ti ∈ R such that i=1 si yti = b . For b, b, s1 we x. Similarly, b = ak + ak+1 fa (a) can be commuted with
have ˆ n+1 ˜ y. Then b = (x + y)kk + (x + y)kk+1 f3 (x + y) can be
b + bn+2 f (b), s1 = 0. commuted with both x and y. For b can be expressed
Let as b = xc1 + yc2 and can be commuted with xc1 , in
c1 = bn+1 + bn+2 f1 (b). view of (2) we have b − xc1 = yc2 is regular. But yc2
is a zero divisor obviously. Contradiction! Thus x + y
Then c1 can be commuted with s1 . By condition (A) c2 must be a zero divisor.
can be commuted with s2 , where c2 = cn +cn+1 f1 (c1 ) = Furthermore, for all r ∈ R, it is obvious that rx is
bn + bn+1 f2 (b). Furthermore, c2 can be commuted with a zero divisor. Then all zero divisors in J(R) generate
s1 obviously. Similarly, cN can be commuted with an ideal in R, by Lemma 2.6, we get that the ideal is
s1 , s2 , · · · , sN . We know that cN can be expressed by nilpotent. Since R is a B-ring, there is no zero divisor
bp + bp+1 g(b) and cy = yc = 0. Hence in J(R).
!
5 ˆ p p+1 ˜ X
N Lemma 2.8 (see [5]) If R is a prime ring and I is
cN b = b + b g(b) si yti a non-zero ideal in R, then if I is commutative, R is
i=1 commutative too.
X
N
= si cN yti = 0 In the rest of this paper f (t1 , t2 ) is a polynomial satis-
i=1 fying the hypothesis of Lemma 2.3.

It follows that Lemma 2.9 If R is a Kőthe semisimple ring and for

bp+5 [1 + bg(b)] = 0.
Thus bs+p = 0. This is contrary to the fact that a is a
bone-element. Thus y = 0, which implies that b and a
are regular.
Lemma 2.6 If R is a B-ring satisfying condition (A)
and J(R) = 0, then the zero divisors in J(R) must be
nilpotent.
all x ∈ R, there exists a positive integer k depending on
x and a polynomial p(t) such that xk + xk+1 p(x) = 0,
then R is commutative.
Proof : By hypothesis of the lemma, for all x ∈ R, we
have
f (x, x) = xk + xk+1 g(x) = 0.
Since x ∈ J(R), so xk = 0. This implies that J(R) is a
nilpotent ideal in R. Since R a Kőthe semisimple ring,
J(R) = 0. By Lemma 2.3, R is commutative.


Lemma 2.10 (see [6]) If f is a polynomial in several Hence H 2 = 0 and H 2 = H. That is to say, R is a
non-commutative indeterminates x1 , x2 , · · · , xr and the sub direct irreducible ring and its heart is idempotent.
coefficients of f are co-prime, then the following asser- Thus R is a prime ring.
tions are equivalent For R is not commutative,
˘ by equation
¯ (2.1),
(1) A ring satisfying f = 0 must have a nilpotent Z(R) = 0. Let S = x|x ∈ Z(R), x = 0 Then there
commutator ideal; is no zero divisor in S.
We define an equivalent relation on R × S :
(r1 , c1 ) (r2 , c2 ) if and only if r1 c1 = r2 c2 . The addition
(2) A semiprime ring satisfying f = 0 is commuta-
and the multiplication are defined as:
tive;
(r1 , c1 ) + (r2 , c2 )
(3) For all prime integer p, there exists a matrix ring = (r1 c2 + r2 c1 , c1 c2 )
of 2 order on Zp not satisfying f = 0.
and
Lemma 2.11 If ring R satisfying condition (A) has no
zero divisor and for all x ∈ R there exists a polynomial (r1 , c1 )(r2 , c2 ) = (r1 r2 , c1 c2 )
p(t) depending on x, such that respectively. Then we get a ring for fractions S −1 R. R
is embedded into S −1 R under the map σ : r → (rc, c).
xq + xq p(x) ∈ Z(r), (2.1)
For all non-zero ideal A in S −1 R, let
where q is a positive integer, then R is commutative. ˘
I = r|r ∈ R,
Proof : If R is not commutative, by condition (A), for ¯
∃c ∈ S, s.t.(r, c) ∈ A .
all x, y ∈ R, we have
ˆ n ˜ Then I is a non-zero ideal in R. By Lemma 2.8, we
x + xn+1 p(x), y .
have is not commutative. Then there exists x ∈ I, such
If [xn , y] = 0 for all x and y, then R is a PI-ring satis- that xr(x) + xr(x)+1 ∈ S. Thus (S, S) ∈ A which means
fying [xn , y] = 0. Let a = E11 + E12 and b = E12 . Then A = S −1 R. Hence A = S −1 R is a simple ring including
[an , b] = E12 . Since for all E12 can’t be 0 for all zp , 1. Then
there must exist x1 , y1 ∈ R such that [xn 1 , y1 ] = 0. By
equation (2.1) and Lemma 2.8 and Lemma 2.9, there S −1 H = {(y, c)|y ∈ H, c ∈ S}
exists = S −1 R.
0 = b
q q+1 Therefore, for all (x, a) ∈ S −1 R, there exist y ∈ H and
= [xn n
1 , y1 ] + [x1 , y1 ] p ([xn
1 , y1 ]) ∈ Z(R). d ∈ S such that (x, a) = (y, d). Since dH is a non-zero
For bx1 , b and y1 by applying condition (A), we have ideal in R and dH ⊆ H, dH = H. This means that
h i there exists h ∈ H such that
bk xn
1 +b
k+1
φ (xn
1 , b) , y1 = 0.
y = dh = hd,
Thus
Then
[xn n
1 , y1 ] = −b [φ (x1 , b) , y1 ] . (2.2) (x, a) = (y, b) = (hd, d) ∈ σ(R).
Suppose R1 is a subring generated by xn 1 and y1 . It fol- Thus S R ∼
−1
= R. Then R is a Jacobson semisimple
lows from Zorn Lemma that there exists a maximal ring. Since R satisfies condition (A), by Lemma 2.3,
ideal M not including [xn 1 , y1 ] . Then
ˆ every ˜ non-zero R is commutative. This is a contradiction. Thus R is
ideal in R = R/M must including xn 1 , y1 . Hence R commutative.
is a non-commutative sub direct irreducible ring gener-
ated by xn 1 , y1h. Its hearti H is a principal ideal generated
ˆ ˜ ˆ n ˜
by xn 1 , y 1 . x kn
1 , y k
1 ∈ H since x1 , y 1 ∈ H. Noting 3 Main Results
that R is generated by xn
and y1 we know the commu-
1
Theorem 3.1 If R is a Kőthe semisimple ring and sat-
tator ideal C(R) is included in H. Thus H = C(R) and
isfies condition (A), then R is commutative.
then b ∈ H. By equation (2.2), we have
[xn n
1 , y1 ] = b[φ (x1 , b) , y1 ]. Proof : By Lemma 2.4, we can suppose that R is a
B-ring. If R is not commutative, then, by Lemma 2.3
Then and Lemma 2.7, we know that J(R) = 0 and J(R) is a
0 = [xn non-commutative ring which has no zero divisor. Then
1 , y1 ] ∈ H,
there exist x1 , x2 ∈ J(R) such that [x1 , x2 ] = 0. Sup-
b ∈ C(R) ∈ H, [φ (xn
1 , b) , y1 ] ∈ H. pose R1 generated by x1 and x2 is a subring in J(R).


Then there is no zero divisor in R1 . For all a, a, x1 ∈ R1 ,
there exists a polynomial f (t1 , t2 ) such that
n+1
[f (a, a), x1 ] = 0, f (a, a) = an+a p(a)
.
Let a1 = f (a, a). Then we have
[f (a1 , a1 ), x2 ] = 0and [f (a1 , a1 ), x1 ] = 0.
Thus f (a1 , a1 ) ∈ Z(R1 ). Note that f (a1 , a1 ) can be
expressed by an + an+1 p(a). By Lemma 2.11, R1 is
commutative. This is a contradiction. Thus J(R) and
R are commutative.
Corollary 3.1 If R is a Kőthe semisimple ring and for
all a, b ∈ R, there exist a positive integer K = K(a, b),
a polynomial fx (x, y) and a polynomial with integral co-
efficients φx (x, y) such that
abk − fx (a, b)φx (a, b ∈ Z(R),
where fx (x, y) includes the term x2 and the degree of y
is n = n(a, b) ( K), then R is commutative[7].
Lemma 3.1 If R is a non-commutative prime ring sat-
isfying condition (A), then there is no zero divisor in
R.
Proof : We will prove the lemma under the following
two cases:
(1) If the nilpotent index of the nilpotent elements in R
is less than n, then if there is no one-side nilpotent ideal
in R, R is a Kőthe semisimple ring. By Theorem 3.1,
R is commutative. Otherwise, if there exists a one-side
nilpotent ideal in R, in view of [8], we can assert there
exists a nilpotent ideal in R, which is contradictive to
the fact that R is semiprime.
(2) If there exists a ∈ R such that ˆ a˜ = 0 and
m
am+1 = 0, where m + 1 > n. Let k = m n
. Then
kn  m  (k + 1)n.
ˆLet b =˜ ak . Then for b, b, y, by condition (A) we have
a , y = 0. This shows that akn ∈ Z(R), since there
kn
is no zero divisor in the center of prime ring, we get
akn = 0. This is contradictive to the hypothesis that
am = 0. Thus there is no non-zero nilpotent in R, and,
in view of [9], R has no zero divisors.
By Lemma 2.11 and Lemma 3.1, we have the fol-
lowing theorem.
Theorem 3.2 If R is a semiprime ring satisfying con-
dition (A), f (t1 , t2 ) satisfies the hypothesis of Lemma
2.3 and n is a fixed positive integer, then R is commu-
tative.

Corollary 3.2 If R is a semiprime ring and for all
x, y ∈ R, one of the following formulas holds, then R is
commutative.
(1) xy − xm(x,y) y n(x,y) ∈ Z(R)[5]; (MR87i 16042)
(2) xy − xm(x,y) y n(x,y) ∈ Z(R)[5]; (MR87i 16042)
(3) (xy)n(x,y) − yx ∈ Z(R)[10]; (MR86e 16041)
(4) (xy)n(x,y) − yx ∈ Z(R)[10]; (MR86e 16041)
(5) (xm y)n − xm y ∈ Z(R).[11]
References
[1] Herstein I. N. Two remarks on the commutativity
of rings, canad. J. Math 7(1955), 411-412.
[2] Herstein I. N. The strcture of a certain class of
rings, Amer. J. Math. 75(1953), 864-871.
[3] Fu Changlin, Commutative conditions, for rings
with f (x, y) ∈ C, North Math J ,7(2)(1991)206-
208.
[4] Wang Xianghao, About Kőthe semisimple rings,
Journal of Northeast Public University (Natural
Science Edition) 1(1955),143-147.
[5] Liu Zeyi, Some commutative conditions in as-
sociate rings. Acta. Sci. Natur. Univ. Jilin.1986,
No.144-54.
[6] Kezlan.T.P, A note on commutativity of semiprime
PI-rings, Math Japon, 27(1982), 267-268.
[7] Dai Yuejin, Commutative conditions in some rings,
J.of Math.(PRC). 14(3)(1991), 431-434.
[8] Xie Bangjie, Abstract Algebra, Shanghai Sience
and Technology Publishing Company, 1982.
[9] Qiu Qizhang, Sufficient condition about com-
mutativity of semisimple ring, J.of Math.(PRC).
2(3)(1982), 291-301.
[10] Zhu Xiaozhang, Some commutativity conditions
of baer-semi-simple rings, Acta. Sci. Natur. Univ.
Jilin. 3(1984), 27-34.
[11] Guo Xiuzhan, Two commutativity results for
semiprime rings, J.Math, Res, Exposition,
11(3)(1991), 575-578.
 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 774--779
Copyright@2007 Watam Press

Local-Bandwidth Mean Shift Segmentation of MR

Images Using Nonlinear Diffusion
Dong Huang, Huizhong Qiu and Zhang Yi
Computational Intelligence Laboratory, School of Computer Science and Engineering
University of Electronic Science and Technology of China
Chengdu 610054, P. R. China
E-mail: {donnyhuang, hzqiu,zhangyi}@uestc.edu.cn

Abstract— This paper proposes a data-driven tissue segmen-
tation method for magnetic resonance (MR) brain images using
nonlinear diffusion and mean-shift algorithm in the joint spatial-
range domain. The quality of tissue segmentation is improved
by assigning local bandwidth to image pixels for the mean-
shift algorithm during the anti-geometric diffusion process.
Experiment results show the good performance of the proposed
method comparing to the traditional fixed-bandwidth mean shift
segmentation.
Index Terms— Local Bandwidth, Mean Shift, Image Segmen-
tation, MR Images, Nonlinear Diffusion
I. I NTRODUCTION
Segmentation of the brain structure of magnetic resonance
imaging (MRI) is an active research topic over a decade. MRI
segmentation is an important image processing step to identify
anatomical areas of interest for diagnosis, the study of lesion
and disorders, treatment, surgical planning, image registration
and functional mapping.
The goal of the segmentation procedure in medical appli-
cations is to partition an image into significant anatomical
regions. Various methods have been proposed for this problem.
Among them, mean shift algorithm ([1][2]) is one of the
most efficient tools. However, in the traditional mean shift
segmentation the radius of the kernel window is constant
throughout the image. Local structures, especially the noisy
gray matter regions and tissue boundaries, are not well pre-
served. This leaves difficult work to the following region-
fusion and tissue classification process. Traditional mean shift
algorithm presents no solution to this problem itself. In [3]
and [4] variable bandwidth selection methods are used, where
bandwidth selection is carried out by estimating fixed band-
width mean-shift using linearly (or logistically) spaced scale
parameters, and checking the clustering stability measured by
Jensen-Shannon divergence. In addition, these methods are
based on the assumption of local gaussian distribution of high
dimensional data space.
Note in MRI, the tissue regions are characterized by pixel
intensities originated from spatially differentiated MR signals.
And gray matter (GM), white matter (WM), and cerebrospinal
fluid (CSF) regions have practically uniform image intensities
but are of different size and shape throughout the whole brain.
2πH
1/2 i=1 2
This work was supported by National Science Foundation of China under
Grant 60471055 and Specialized Research Fund for the Doctoral Program of
Higher Education under Grant 20040614017.
Thus it’s natural to expect that the regions near boundaries be
analyzed at finer scales, while other regions can be assigned
with coarser scales. For the image data processing (non-
gaussian distribution) considered above, automatic image-
based local scale selection is more suitable.
In this paper, we solve this problem automatically using
anti-geometric nonlinear diffusion [5]. Instead of adaptive
thresholding method in [5], we use the efficient mean shift
algorithm to partition the image into homogenous regions
considering both spatial and range similarities. The images
obtained in the anti-geometric diffusion process are used to
determine proper local bandwidth for the mean shift segmen-
tation. This approach greatly improve the segmentation quality
of tissue regions with different sizes and contrast comparing
to the traditional mean shift algorithm.
The rest of this paper is organized as follows. Section
II introduces some preliminaries of mean shift process and
discuss its properties in image segmentation. In section III, we
discuss the method of adaptively assigning local bandwidth
for the traditional fixed bandwidth mean shift. Section IV
presents the implementation details of the proposed method.
Finally, results on both synthesis example and real MR image
segmentation are given in Section V.
II. M EAN -S HIFT S EGMENTATION
This section first introduces mean shift segmentaion in
the joint spatial-range domain and discusses the how the
bandwidth parameter affects the boundary preserving property.
Denote X = {xi ∈ Rd , i = 1, · · · , N } as a data set in the
d-dimensional space Rd . The kernel density estimator with
Gaussian kernel and a symmetric positive definite bandwidth
matrix H, computed at the point x is given by
1 N  1 
2
fˆ(x) = exp − d (x, xi , H) ,
N
where d2 (x, xi , H) = (x − xi )T H−1 (x − xi ) is the Maha-

774
lanobis distance. Mean shift vector can be computed as starting from the same locations/ in the image, converge to
 1  different modes (denote by ” ”) in the joint spatial-range

N
xi exp − d2 (x, xi , H) domain using different “global” bandwidth parameters. The
i=1
2 resulted mean shift segmentations are displayed in Fig. 2 (e)-
m(x) = −x

N  1  (f). It can be seen that the smaller plate in the bottom-right
exp − d2 (x, xi , H) corner of the original image fail to be segmented as a separate
i=1
2 patch in Fig. 2 (e). Meanwhile in Fig. 2 (f) the smaller plate
∇fˆ(x) is successfully segmented, but trajectories starting from pixels
= H . of the bigger plate are attracted to large numbers of separated
fˆ(x)
modes. The attraction basins of these modes are difficult to be
Assume now that the data points xi (i = 1 · · · N ) are the fused into a meaningful region because, practically, distances
generalized pixels of the input image. The joint spatial-range among them are too large compared to their kernel bandwidth
representation of the image can be formulated as xi = parameters.
(s) (r) (s)
((xi )T , (xi )T )T , i = 1 · · · N , where xi is the spatial
(r)
coordinates, and xi is the range information. r = 1 for
gray level image, r = 3 for color images, or r > 3 for the
multispectral case. Here we will assume that the bandwidth
matrix is diagonal for both spatial and range parts, i.e., H =
2 2
diag{σ(s) , σ(r) }.. Using these notations, the mean shift vector
can be expressed as
m(x) = −x +
N 
x(s) − x(s)
2
x(r) − xi
2 
(r)
xi exp − 2
i
− 2
(a) (b)
i=1
2σ(s) 2σ(r)
.

N 
x(s) − x(s)
2
x(r) − xi
2 
(r)
exp − 2
i
− 2
i=1
2σ(s) 2σ(r)
Observe that the translation of the kernel according to the
mean shift vector leads to a local mode of the density. By
running the procedure for all j (= 1, · · · , N ), each data point
is associated to a local mode in the joint spatial-range domain.
After the mean shift process for all the pixels, the gray level of (c) (d)
each mode is assigned to all pixels that converge to this mode
(pixels referred to as attraction basin), the image is segmented
as homogeneous patches. Bandwidth plays a very important
role in this process. Inappropriate bandwidth may fail to lead
the mean shift trajectories to converge to significant objects or
regions in the image.
In traditional mean shift algorithm, a fixed bandwidth matrix
is used for all data points. And by varying the bandwidth
parameters, we have a multi-scale representation of the image. (e) (f)
Fig.1 shows a synthesis image with patches of different sizes Fig. 2. The performance of the fixed bandwidth mean shift segmentation on
and contrast. Fig.2 shows the behavior of the mean shift algo- the synthesis image. (a) and (c) show mean shift trajectories of some pixels
in the upper-left white square in Fig. 1 (σ(s) = 4, σ(r) = 30) and (e) the
segmentation result; (b) and (d) show mean shift trajectories of some pixels
in the bottom-right white square in Fig. 1 (σ(s) = 6, σ(r) = 50) and (f) the
segmentation result.

In medical image segmentation, one wants to segment tissue

Fig. 1. A synthesis image (30 × 30) with significant patches of different
sizes and contrast.
rithm on the image in Fig. 1 with different “global” bandwidth
parameters. In Fig.2 ((a)-(b) and (c)-(d) are the regions in the
white squares in Fig. 1 respectively), the mean shift trajectories
regions of different contrast and sizes in the present of strong
noise. Traditional fixed bandwidth mean shift can not do a
good job. To cluster pixels into significant tissue regions, it’s
expected that a set of appropriate local bandwidth parameters
is assigned to these regions. Manual bandwidth selection is
difficult. And presently there’s no efficient method to auto-
matically assign local bandwidth for image segmentation.
Mean shift segmentations with fixed bandwidth of a MR
image of human brain is shown (Fig 3). Fig.3(b) results in

775
many trivial patches. Since pixels are spaced in uniform grid, where Ix ,Iy are the first derivatives of the image along axis
mean shift process with constant bandwidth may stop in large x and y respectively, and ∇I = (Ix , Iy ) is the local spatial
coherent regions due to the round-off effect. However, in Fig.3 gradient of the image.
(c), patches are more homogeneous within tissue boundary, The linear scale-space
/ → representation / of the image is
but some boundaries are not well preserved. In other word, I(−→
x , t) = I(− →
x ) G(− x , t), where is the convolution
operator, and G(− → 1 −
→ − 2
mean shift processes with fixed bandwidth throughout the x , t) = 4πt e x
/4t denotes the gaussian
whole image (Fig.3(b) and (c)) can not obtain homogenous kernel). The linear scale-space representation satisfies the
segmented regions of different sizes simultaneously. linear heat diffusion equation
∂I(− →x , t)
= div(∇I)
∂t
= Iξξ + Iηη ,

where I(− →x , 0) = I(−

→
x ). Keeping only the tangential diffusion
yields the well-known anisotropic geometric heat flow [8],
which diffuses along the boundaries of image features but
not across them. Anisotropic diffusion and the use of partial
differential equations for image restoration and denoising has
(a) (b) become a rather mature field. Mean Curvature Motion and
Total Variation (TV) Flow are of such nonlinear diffusion.
These model are well known for its ability to denoise images
while maintaining sharp edges. These models are actually
filtering the image [6]. And segmentation of the MR images
in to tissue regions are generally done by threshold method
[5] or linking through scale [7].
Note that image diffusion under these flow presents no
reliable information to decide the local scale of homogeneous
(c) regions, in which case diffusion across the image edges is
Fig. 3. Fixed-bandwidth mean shift segmentations of a MR image of human preferred. If, instead, we omit the diffusion term along the
brain (60 × 60). (a) is the original image; (b) the segmented result with tangential direction and keep the term along the normal
σ(s) = 4, σ(r) = 15; (c) the segmented result with σ(s) = 8, σ(r) = 30. diffusion, the complementary diffusion model of the geometric
heat flow is obtained, which is referred to as the anti-geometric
heat flow [5]:
III. O BTAIN L OCAL BANDWIDTH THROUGH Ix2 Ixx + 2Ix Iy Ixy + Iy2 Iyy
∂I
A NTI -G EOMETRIC H EAT F LOW = , (1)
∂t Ix2 + Iy2
In this section we discuss the properties of Anti-Geometric
Diffusion, then present the method on how to obtain local where I(t) is the diffused image (t ∈ R+ ), and I(0) is the
bandwidth through the diffusion process. original image.
The nonlinear diffusion filtering is designed to utilize locally Next, we discuss how to use the anti-geometric diffusion
geometric properties to achieve anisotropic changes in images. process described above to adaptively assign local bandwidth
For 2-D image I(− →
x ), −
→
x = (x, y), x and y denote the horizon for each pixel. Fig 5 (a)-(d) show the diffused images and
and vertical directions respectively. Let η be the direction intensity changes from the original image through the diffusion
orthogonal to the local gradient, and ξ be the tangent direction process. Fig 5(a)-(d) are difference images (normalized to
(see Fig. 4). [0,1] for display purpose) between the diffused images and
the original image corresponding to Fig 5 (a)-(d).
Early in the diffusion process, only the intensity values
of pixels near object boundaries change significantly. As the
diffusion proceeds, its more global averaging effects spread
intensity changes of pixels further away. If we wait long
enough for diffused intensities of pixels far away from object
boundaries to differ from their original intensities, then inten-
sities near boundaries of smaller features may dissolve into
Fig. 4. The local coordinate system at the image boundary. nearby regions due to the prolonged diffusion. So we propose
to assign bandwidth parameter to a given pixel as soon as
The local orthogonal coordinate system (η, ξ) can be written it meet the predefined criteria (i.e., the diffused and original
as: intensities differ significantly), and maintain this assignment
(Ix , Iy ) (−Iy , Ix ) as the diffusion proceeds, then run the diffusion as long as
η= , ξ= ,

∇I

∇I
necessary to assign pixels far away from region boundaries.

776
 (a) (e)
(b) (f)
(c) (g)
(d) (h)
Fig. 5. The anti-geometric diffusion process. (a)-(d) are images in diffusion
process (at t= 1, 4, 20, 60 respectively); (e)-(h) are corresponding difference
images (normalized to [0,1]) between the diffused images and the original
image.
In this manner, we are utilizing entire family of images
generated by the anisotropic diffusion model. This method
is effective because pixels in regions with high details (i.e.,
boundaries) change intensity relatively quickly during diffu-
sion, are therefore assigned at finer scales. Pixels in low-detail
regions change intensity slowly, are assigned much later, and
are therefore classified at coarser scales.
To increase robustness of bandwidth assignment to noise,
one should check the intensity changes of a pixel after the
diffusion is monotonic at that pixel. Note that an isolated bright
pixel of noise on a dark background (but near the boundary of
a large bright region) will initially decrease by a huge amount
as the noise is smoothed away. Soon, the pixels intensity will
steadily increasing due to the diffusion of the large bright
region nearby. Thus, assignment based upon absolute intensity
changes would erroneously classify the noise.
777
(a) (b)
(c) (d)
Fig. 6. The process of local bandwidth assignment. (a)-(d) show bandwidth
assignment process with pixel gray level displayed here corresponding to
relative values of local bandwidth. (normalized to [0,1])
Fig. 6 (a)-(d) show the bandwidth assignment process.
Assignment first takes place in regions near boundaries, then
spreads to inner regions. The gray scale of image displayed
in Fig. 6 is proportional to the relative value of the assigned
bandwidth. It is important that not every pixel gets classified
at the same time. Once a a pixel is classified, it continues
to diffuse, but is never re-assigned. This process is stopped
when bandwidth of all interested pixels in the MR image are
assigned. To keep the analysis resolution in the range domain
consistent with that in spatial domain, the bandwidth in the
range domain σ(r) are calculated from σ(s) using the method
in [9].
To sum up, the proposed method consists of two major parts:
bandwidth assignment and mean shift segmentation. First, the
image values at each pixel location are actually diffused for
one time step t to yield new diffused image values. Second,
Check the monotonicity of the pixels changes, then assign the
local bandwidth H to the pixels according to scale parameter t
2
(t = 2σ(s) , and σ(r) is calculated from σ(s) using the method
in [9] ), when specified criteria is met. Once a pixel has been
assigned its bandwidth, its classification is maintained. The
authors preferred stop condition is that all pixels in the Region
Of Interest (ROI) in the image have been assigned. Run local
bandwidth mean shift on the original image, relate all pixels to
the modes. Merge the attraction basins where the distances of
their modes in the joint spatial-range domain are smaller than
the windows specified by the local bandwidth parameters.
IV. E XPERIMENTAL R ESULTS
In this section, the proposed method is applied on both
synthesis and real MR brain images.
Fig.7 shows the results of the bandwidth assignment and
the local bandwidth mean shift algorithm on the synthesis
image mentioned in Fig.1. The set of bandwidth parameters
(Fig.7 (a)) is adaptively assigned during the anti-geometric

(a) (b)
Fig. 7. The performance of the proposed method on synthesis image in Fig.
1. (a) the bandwidth obtained by anti-geometric diffusion (normalized to [0,1]
for display purpose); (b) the final segmentation result of the proposed method.
diffusion process. After local bandwidth mean-shift and fusion
of the attraction basins according to the bandwidth, the final
segmentation result of the proposed method is shown in Fig.7
(b). It can be seen that all the significant regions (the plates
and rings) are segmented using the local bandwidth mean shift.
(a) (b)
(c) (d)
(e) (f)
Fig. 8. The performance of the proposed method. (a) is the original image;
(b) the fixed bandwidth mean-shift segmentation (σ(s) = 8, σ(r) = 30); (c)
the bandwidth obtained by anti-geometric diffusion (normalized to [0,1] for
display purpose); (d) the local bandwidth mean-shift segmentation; (e) the
final segmentation result from (d); (f) the manual segmentation by expert.
Next, we show the performance of the proposed approach
on the real MR brain image. Here, T1-weighted brain scan
of a male subject is segmented using the local bandwidth
mean shift algorithm. The MR brain data set and their manual
segmentation were provided by the Center for Morphometric
778
Analysis at Massachusetts General Hospital and are available
at http://www.cma.mgh.harvard.edu/ibsr/. The results of our
method is compared to fixed bandwidth mean-shift and manual
segmentation by experts.
Fig 8 (a) is the original image, and Fig 8 (f) is the
manual segmentation by expert obtained from the Center for
Morphometric Analysis at Massachusetts General Hospital.
We first segment the MR image using is the fixed bandwidth
mean-shift (σ(s) = 8, σ(r) = 30) (Fig 8 (b)). Notice that
despite favorable boundary preserving ability in most large
area of white matter, the tissue boundaries in in the white
circle are destroyed because size of the local regions are not
considered in the fixed bandwidth mean shift process. Next,
the local bandwidth set is assigned for the image during the
anti-geometric diffusion process (see Fig 8 (c)). And the mean-
shift with adaptive local bandwidth is applied to segment the
image (See Fig 8 (d)). The final segmentation result (Fig 8(e))
is obtained by fusing the attraction domain of the mean shift
modes within the range of their local bandwidth. Compared
to the fixed bandwidth mean-shift (Fig 8 (b)), Fig 8 (e) shows
the improved performance of the proposed method.
V. C ONCLUSION
In this paper, we proposed a data-driven tissue segmen-
tation method based on the mean shift algorithm, in which
local bandwidth parameters are automatically chosen using
anti-geometric diffusion. The incorporation of local image
information enables our method to partition the image into
homogenous regions of various sizes and contrast. In the
future work, if the shape information is considered during
the parameter assignment process, our method may also be
developed into anisotropic versions. And we believe these
variations will further improve the segmentation performance
on asymmetry image regions.
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[1] D. Comaniciu, P. Meer, “Mean Shift: A Robust Approach Toward
Feature Space Analysis”, IEEE Trans. Pattern Analysis and Machine
Intelligence, vol. 24, no.5, pp. 603-619, 2002.
[2] J. R. Jimnez-Alaniz, V. Medina-Banuelos, O. Yanez-Suarez, “Data-
Driven Brain MRI Segmentation Supported on Edge Confidence and
A Priori Tissue Information”, IEEE Trans. Medical Imaging, vol. 25,
no.1, pp 74-83, 2006
[3] D. Comaniciu, “An Algorithm for Data-Driven Bandwidth Selection”,
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[4] K. Okada, D. Comaniciu, and A. Krishnan, “Robust Anisotropic Gaus-
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Multislice CT”, IEEE Trans. Medical Imaging, vol. 24, no.3, pp 409-
423, 2005
[5] S. Manay, A. Yezzi, “Anti-Geometric Diffusion for Adaptive Thresh-
olding and Fast Segmentation”, IEEE Trans. Image Processing, vol. 12,
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[6] G. Gerig, R. Kikinis, O. Kubler and F.A. Jolesz , “Nonlinear Anisotropic
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pp 221-232, 1992
[7] A. Petrovic, O. D. Escoda and P. Vandergheynst, “Multiresolution
Segmentation of Natural Images: From Linear to Nonlinear Scale-Space
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1114, 2004
[8] P. Perona, J. Malik, “Scale-space and edge detection using anisotropic
diffusion”, IEEE Trans. Pattern Analysis and Machine Intelligence, vol.
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[9] J. Wang, B. Thiesson, Y. Xu, M. Cohen, “Image and Video Segmentation
by Anisotropic Kernel Mean Shift”, ECCV, 2004
DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 779--783
Copyright@2007 Watam Press

On the Central Limit Theorem of Markov Chains in Markovian

Environments for ϕ∗ -mixing Stochastic Sequences ∗

Chen Neiping1 Yang Gang1,2

1.Information Department,Hunan Business College,Changsha,410205,China

2.School of mathematical science and computing technology,CSU,Changsha,410075,China

Abstract A sufficient condition on Markov of stochastic process by virtue of the ϕ∗ −

chains in Markovian environments being ϕ∗ − mix- mixing property.
ing is given, and the functional central limit the- Let {ξn }∞
0 be an arbitrary stochastic
orem related to this process is established. It is sequence. For simplicity, we write ξ =
∞ m 
a very important theory that is widely applied to {ξn }∞ m
0 = ξ0 ,ξk = {ξn }k . We call ξ = ξ0
∞

speech recognition based on Markov model and is ϕ∗ − mixing, if there exists a nonnega-
Artificial neutral network recently. tive real valued function ϕ(k), k ≥ 0 such
KeyWords: ϕ∗ − mixing; Central Limit Theo-
that
rem; Markov Chains in Markovian Environments
(1)limk→∞ ϕ(k) = 0,
(2)For ∀k, n ≥ 0, ∀A ∈ σ(ξ0k ), B ∈
2000 MR Subject Number: 37A30 ∞
σ(ξk+n ), we have

|P (AB) − P (A)P (B)| ≤ ϕ(n)P (A)P (B)

1 Introduction
The central limit issue of stochastic pro-
cess is very important in probability the-
ory.The most classical research approach
to study the central limit issue is by virtue
of the ϕ− mixing property of stochastic
process. Since a stochastic process is ϕ∗ −
mixing, evidently, it is ϕ− mixing. Hence
it is natural to study the central limit issue
∗ This work is supported by the Soft Science Foundation of Hunan (No.: 2006ZK3028)and Education Organization
In this paper we study the ϕ∗ − mixing
property of a stochastic process on Markov
chains in Markovian environments, and
obtain some related central limit results.
Suppose that (X, D) and (Θ, Σ) are two
arbitrary measurable spaces, {P (θ), θ ∈
Θ} is a transition probability family on
(X, D), and, ∀A ∈D, P (θ; x, A) is Σ × D-
measurable. X  = {Xn }n≥0 is a stochas-

Foundation of Hunan(No.: 05C562), China.


tic sequence taking values in X, and so is Based on the tilting process[3] and
ξ = {ξn }n=−∞ in Θ. If X
∞  and ξ satisfy the ϕ − mixing property, Cogburn[2] studied
∗

following conditions: for ∀A ∈ D,n ≥ 0, it the related central limit issue of Markov
follows that process in stationary environments. While
 = P (ξn ; Xn , A), it is based on the Markov bichain and
P (Xn+1 ∈ A|X0 , ···, Xn; ξ)
ϕ∗ − mixing property in this paper that
a.e. we carry on our research work. That is to
say, we set X  on Markov bichain (X, 
 ξ),
P (X0 ∈ A|ξ) = P (X0 ∈ A|ξ0 ), a.e.
−∞ 
and give a sufficient condition as that X

then we call X a Markov chain in ran- is ϕ∗ − mixing by Markov bichain (X, 
 ξ).
 
dom environments ξ, and ξ is a random And then some central limit results of X 

environmental sequence. Especially, if ξ are obtained. Therefore, we give different
is a Markov process, then X  is said to
sufficient condition satisfying central limit
be a Markov Chain in Markovian environ- theorem even if the Markovian condition
ments. At the same time (X,  ξ) is Marko-
were added to the environmental process
vian as a bivariate process, so we call it in [2]. It should be noted that more and
Markov bichain [1]. more people in the fields of engeering focus
In this paper we only study the case on the theoretical application to speech
in which the state space X and environ- recognition based on Markov model and
mental space Θ are all countable. For Artificial neutral network recently[6].
convenience, we suppose that X and Θ In section 2 we will present the main
are nonnegative integral sets. In this results and proofs.
case we denote the transition probabil-
ity of Markovian environmental sequence
ξ by K(θ, θ ), θ, θ ∈ Θ, and of Markov 2 Main results and proofs
 

bichain (X,  by Q(·, ·). Then for ∀θ, θ ∈

 ξ)
Θ, x, y ∈ X , it follows that In this section we will give a sufficient
  condition under with a Markov chain in
Q(θ, x; θ , y) = K(θ, θ ) · P (θ; x, y)
Markovian environments is ϕ∗ − mixing. It
This formula sets up the relation- follows that a sufficient condition that this
ship among the transition probability of process satisfies central limit theorem can
Markov bichain, environmental transition be obtained.
probability and transition function family, Lemma 1 : If environmental se-
which makes it possible to study Markov quence ξ is a Markov Chain taking values
chain X in Markovian environments em- in Θ ,and X is a stochastic sequence taking
ploying Markov bichain (X,  It is the
 ξ). values in X, then the sufficient and neces-
basic idea in this paper. sary condition that X  is a Markov chain


in Markovian Environments ξ is bivariate
process (X,  = {Xn , ξn }∞ is a Markov
 ξ)
0
chain with transition probability Q(·, ·),
and
 
Q(θ, x; θ , y) = K(θ, θ ) · P (θ; x, y),

θ, θ ∈ Θ, x, y ∈ X.
Cogburn [1] presented the conclusion
in Lemma 1 without proof. The details for
the proof can be found in [5].This lemma
set up the relationship among the Markov
bichain transition probability, the envi-
ronmental transition probability and the
transition function family, hence it sup-
plied with key evidence for us to study
the Markov Chains in Markovian Envi-
ronments boiling down to studying of the
Markov bichain.
Lemma 2 : Suppose that Markov
(ηn )n≥0 is a stationary and ergodic Markov
chains with stationary distribution π(·),
and transition probability P (·, ·). If there
exits a constant number λ, 0 < λ < 1 such
that the following inequality holds
 
 P (x, y) − π(y) 
sup   ≤λ (3)
π(y) 
x,y∈X
then (ηn )n≥0 is ϕ∗ − mixing, and there ex-
ists a constant number C > 0, such that
ϕ(n) = C · λn .
To prove Markov bichain (X,  ξ) is ϕ∗ −
mixing, we only need to show that its
transition probability P (·, ·) satisfies for-
mula (3). Since supω∈Θ K(ω, θ) ≤ (1 +
α) inf ω∈Θ K(ω, θ), supω,x P (ω; x, y) ≤ (1 +
β) inf ω,x P (ω; x, y), hence
 
sup K(ω, θ) · sup P (ω; x, y)
ω ω

bichain (X,  is a stationary ergodic chain

 ξ) ≤ (1 + α)((1 + β)) inf K(ω, θ) · inf P (ω; x, y)
ω ω
with stationary distribution π(·), if there
i.e.
exist two real numbers α, β, 0 < α, β < 1
, and λ = β + α(1 + β) < 1 such that, for sup Q(ω, x; θ, y) ≤ (1 + λ) inf Q(ω, x; θ, y)
ω,x ω,x
∀θ ∈ Θ, ∀y ∈ X
Moreover since π(·) is a stationary dis-
sup K(ω, θ) ≤ (1 + α) inf K(ω, θ) (1)
ω∈Θ ω∈Θ tribution of Q(·, ·), for ∀(θ, y), it follows
that inf ω,x Q(ω, x; θ, y) ≤ π{(θ, y)} ≤
sup P (ω; x, y) supω,x Q(ω, x; θ, y), so
ω∈X,ω∈Θ
 
≤ (1 + β) inf P (ω; x, y) (2)  Q(ω, x; θ, y) − π{(θ, y)} 
ω∈X,ω∈Θ sup   
π{(θ, y)} 
(ω,x),(θ,y)
  ∗
then Markov bichain (X, ξ) is ϕ − mix-  
 supω,x Q(ω, x; θ, y) − inf ω,x Q(ω, x; θ, y) 
 . And there exists a constant
ing, so is X ≤ sup  

n (ω,x),(θ,y) inf (ω,x) Q(ω, x; θ, y)
number , such that ϕ(n) = C · λ .
≤λ
Proof. By the definition of ϕ∗ −
mixing and the stationary and ergodic of Hence transition probability Q(·, ·) of the
Markov chains we can obtain the follow- Markov bichain satisfies formula (3),so
ing facts without difficulty: suppose that (X,  is ϕ∗ − mixing.
 ξ)


 In addition, by the definition of ϕ∗ − real number α, β, 0 < α, β < 1, and
mixing we can deduce directly the follow- λ = β + α(1 − β) < 1 such that, for
ing facts: if a stochastic process (ηn )n≥0 is ∀θ ∈ Θ, ∀y ∈ X
ϕ∗ − mixing and f (·) is an arbitrary mea-
sup K(ω, θ) ≤ (1 + α) inf K(ω, θ) (4)
surable mapping, let yn = f (ηn ), n ≥ 0 , ω∈Θ ω∈Θ

then stochastic process (yn )n≥0 is also ϕ∗ − sup P (ω; x, y) ≤ (1+β) inf P (ω; x, y)
ω∈X,ω∈Θ
mixing. By setting f (x, θ) = x, θ ∈ Θ, x ∈ ω∈X,ω∈Θ
(5)
X evidently, f (·) is a measurable mapping, [nt]
 = f ((X,  ,it follows that X
 ξ))  is LetYn (t) = √1nσ Σk=0 (Xk − EX0 ), 0 ≤ t ≤
and X
D
ϕ∗ − mixing and ϕ(n) = C · λn , C > 0. 1, ω ∈ Ω, then Yn → W . where σ 2 =

This ends the proof of this lemma. E(X0 −EX0 )2 +2 ∞ k=1 E(X0 −EX0 )(Xk −
EXk ).
Lemma 3 Suppose that station-
Proof By the definitions of ϕ∗ − mix-
ary process (ηn )n≥0 is ϕ−mixing and
 1 ing and ϕ− mixing it is easy to find that
n ϕ(n) < ∞, Eη0 = 0, Eη0 < ∞. Let
2
2
 [nt] a ϕ∗ − mixing process must be ϕ− mixing.
Yn (t, ω) = √1nσ k=0 ηk (ω),0 ≤ t ≤ 1, ω ∈
 It is not difficult to verify X  satisfies the
Ω. If σ 2 = Eη02 + 2 ∞ k=1 E(η0 ηk ) > 0
D condition of Lemma 3 by the condition of
, then Yn → W .Where [x] is the great-
this theorem and the conclusion of Lemma
est integer less than or equal to real num-
D 2.Using the Lemma 3 the proof is immedi-
ber x,W is a Wiener measure, → and de-
ately done.
notes converge in distribution, Ω is a sam-
We should note that the hypothesis
ple space.
(4) and (5) in the theorem seem stronger,
The above lemma directly come from while the hypothesis acting on the tran-
Theorem 20.1 in the literature[4].By appli- sition probability of environment ξ and
cation of this lemma, we obtain immedi- the transition function family of X  respec-
ately the following central limit theorem tively are very concise to verify, most im-
of Markov chains in Markovian environ- portant of all, such process classes satis-
ments. fying the hypothesis exist out of question.
Theorem X  is a Markov chain in the We take for a simple example to illustrate.
Markovian environments ξ,  and the tran- Example Let Θ = {1, 2, 3, · ·
sition probability of ξ is K(θ, θ ), θ, θ ∈
 
·}, K(i, j), i, j ∈ Θ , is a transition prob-
Θ.The transition function family of X  ability on Θ and satisfies the following
 
is P (θ; x, y), θ ∈ Θ, x, y ∈ X. Sup- conditions: K(i, j) = K(i , j), ∀i, j , j ∈
pose that transition probability matrix Θ. Suppose that X is an arbitrary finite

Q(θ, θ ) of the Markov bichain (X, 
 ξ) set, and P (x, y), x, y ∈ X is a transition
has stationary distribution π(·), and probability on X satisfying the following
  2
i j j π({(i, j)}) < ∞. If there exist conditions:A, B are all constant, 0 < A ≤


P (x, y) ≤ B < 1, ∀x, y ∈ X, β = B−A A
< Markovian Environments, The An-
1. Define a transition probability family nals of Probability, 8(5)(1980), 908-
{P (θ, ·, ·) : θ ∈ Θ} on X by P (i; x, y) = 916.
P (i) (x, y),i ∈ Θ, x, y ∈ X. Where
 [2] Cogburn R., On the Central Limit
P (x, y) =
(i)
z P (x, z)P
(i−1)
(z, y), i ≥
Theorem for Markov Chains in Ran-
1. By the property of P (x, y), x, y ∈
dom Environments, The Annals of
X, we see that transition function family
Probability, 19(2)(1991), 587-604.
{P (θ, ·, ·) : θ ∈ Θ} has following property:

A ≤ P (i; x, y) ≤ B, ∀i ∈ Θ, x, y ∈ X [3] Cogburn R., The Ergodic theory of

Let β = (B − A)/A, 0 < α < (1 − β)/(1 +
β), then it follows that K(i, j), i, j ∈ Θ
and transition function family {P (θ, ·, ·) :
θ ∈ Θ} satisfy the following formula:
sup K(i, j) ≤ (1 + α) inf K(i, j), ∀j ∈ Θ
i∈Θ i∈Θ
Markov Chains in Random Environ-
ments, Probability Theory and Re-
lated Fields, 66(1)(1984),109-128.
[4] Billingsley P., Convergence of Prob-
ability Measures, New York:Wiley.
(1968).

sup P (i; x, y) ≤ (1+β) inf P (i; x, y) [5] Wang Hanxing, The Exponential Esti-
i∈Θ,x∈X i∈Θ,x∈X
mation of Probability on Small Cylin-
∀y ∈ X. Hence they satisfy the hypoth-
drical set for Markov Chain Ran-
esis (4) and (5) of the above theorem. If
dom Environment, Acta Sci Nat Univ
environmental space and state space are fi-
Norm Hunan, 18(3)(1995),(in Chi-
nite, naturally the hypothesis of the above
nese).
theorem can be satisfied easily.
[6] Chen Jiguang ,ZhuLingde, Markov
References Model for the Deformation Forecast
Based on Artificial Neural Network,
[1] Cogburn R., Markov Chains in Ran- Computer Engineering and Applica-
dom Environments: the case of tions, 6(2006),225-226,(in Chinese).


DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 784--787
DCDIS A Supplement,
Dynamics Advances in Discrete
of Continuous, Neural Networks, Vol. 14(S2) 784--787
and Impulsive Systems
Copyright@2007 Watam Press
Copyright@2007 Watam Press
Series B: Theory and Applications
Special Volume: Advances in Neural Networks–Theory and Applications
Copyright c 2007 Watam Press

Lower Bounds and Existence Conditions of the Solution for the

Perturbation Generalized Lyapunov Equations1
Dong-Yan Chen Ling Hou2 Jun-Fang An

Department of Applied Mathematics, Harbin University of Science and Technology, Harbin Heilongjiang 150080, China

AMS subject classifications: 34K35,34H05,49J25,

Abstract: In this paper, concept of the perturbation

generalized Lyapunov equations is introduced, some es-
timation of lower bounds of the symmetric positive
definite matrix solution for perturbation generalized
Lyapunov equations are presented, and several lower
bounds of matrix solution are given for a class of un-
certainty structure. At the same time, some existence
conditions of symmetric positive definite matrix solu-
tion are shown for perturbation generalized Lyapunov
equations.
1 Introduction
It is well known that stability is an important charac-
teristic of controlled systems and the most fundamen-
tal requirement for controlled system design. There-
fore, during the past several decades stability analysis
for linear system has been a hot topic and various ap-
proaches have been proposed for the stability testing
problem wherein the stability region is the left half of
the complex plane for continuous systems and the in-
terior of unit disc for discrete systems. Among those
approaches, Lyapunov theory may be the most use-
ful one, and continuous and discrete Lyapunov type
equations are usually utilized to solve the above prob-
lem. Furthermore, as mentioned in [1], the solutions
bounds of the Lyapunov equations can also be applied
to solve many control problems including stability anal-
ysis, root clustering and determination of the size of
the estimation error for multiplicative systems. So far
a lot of results have been obtained to estimate the solu-
tions bounds of the continuous and discrete Lyapunov
equations[2-8]. In [9], Lee C.-H. and Lee S.-T. proposed
and discussed the solutions bounds of generalized Lya-
punov equations (GLE). By extending the methods de-
veloped by [6] and [8], new upper and lower bounds for
the solution of GLE are obtained, and it is shown that
the majority of these existing bounds are the special
cases of their results.
In this paper, the concept of perturbation general-
ized Lyapunov equation (PGLE) is introduced accord-
ing to the definition of GLE, the solutions bounds of
PGLE in a certain perturbation structure are obtained
by means of the approach for GLE, and the existence
conditions of the solution for PGLE are presented.
1 Supported by National Natural Science Foundation of P.R.China (10471031)
2 Author for correspondence: Ling Hou, E-mail: ling1037@sina.com
2 Lower bounds of the solu-
tion matrix for PGLE
Define the region Ω of the complex plane as
Ω = {(x, y)|β0 + β1 x + β2 y < 0}
where β0 ,β1 ,β2 ∈ R and β12 + β22 = 0
Then we have the following result for the problem
of root clustering.
Lemma 1[10] All eigenvalues of A ∈ Rn×n are
located inside Ω if and only if for any given positive
definite Hermitian matrix Q there exists a unique ma-
trix P > 0 such that
1
c0 P + c1 AT P + c2 P A = − Q (2.1)
2
where c0 = β0 , c1 = 12 (β1 + iβ2 ), c2 = 12 (β1 − iβ2 ), and
(·)T denotes the transpose of matrix (·).
Equation (1) is called generalized Lyapunov equa-
tions (GLE).
The solution’s bounds of GLE has been discussed
by Chien-Hua Lee and Su-Tsung Lee[9] . Also in [9],
they gave the upper and lower bounds of the solution
matrix and the upper bounds of maximal eigenvalues
of solution matrix to GLE.
In this paper, we consider the estimation problem
of the solution matrix under the condition that matrix
A is with uncertainty ΔA in equation (1), that is,
1
c0 P + c1 (A + ΔA)T P + c2 P (A + ΔA) = − Q (2.2)
2
Equation (2) is called perturbation generalized
Lyapunov equations(PGLE).

 
 Assumption (a): all eigenvalues of A + ΔA ∈ R − εDDH > 0 , we have
n×n
R are located insideΩ .
(A + DF E)H R−1 (A + DF E) ≤ AH (R−εDDH )−1 A+ε−1 E H E
Since all eigenvalues of A+ΔA ∈ Rn×n are located
2) for any symmetric positive definite matrix R > 0
inside Ω , by Lemma 1, PGLE (2) must have a unique
and any positive numberε > 0 satisfying εI − ERE H >
solution matrix
0 , we have
P > 0 . Let

U = c0 I + 2c2 (A + ΔA) (A + DF E)R(A + DF E)H

Then PGLE (2) can be rewritten as ≤ εDDH + ARAH + ARE H (εI − ERE H )−1 ERAH

U H P + P U = −Q
where (·)H denotes the conjugate transpose of matrix. Theorem 1 Under the conditions of Assumptions
(a) and (b), the lower bound of symmetric positive def-
Note that U = (c0 I + 2c2 A) + 2c2 ΔA. If we let inite matrix solution P for PGLE (2) is
e = c0 I + 2c2 A and ΔA
A e = 2c2 ΔA, then U = A
e + ΔA.e
Thus PGLE (2) can be rewritten as perturbation Lya- P1 = α[Q − α2 M1 ]1/2 (2.4)
punov equation or

e + ΔA)
(A e + ΔA)
e H P + P (A e = −Q (2.3) P2 = α[Q − α2 M2 ]1/2 (2.5)

Therefore, the bounds of solution matrix for PGLE if there exist α ∈ R and ε > 0 , such that
(2) can be obtained by estimating the bounds of solu-
tion matrix for perturbation Lyapunov equations (3). Q − α2 M1 > 0 (2.6)

Q − α2 M2 > 0 (2.7)
Assumption(b): In PGLE (2), the uncertain
matrix ΔA satisfies norm bounded uncertainty, that is where M1 = A (I − εDeH
eD ) e H −1 e+ε
A −1 T
E E,

ΔA = DF (t)E M2 = A e + ε−1 E
eH (I − εDDT )−1 A eH E
e
where D, E are known matrices with suitable dimen- Proof By perturbation Lyapunov equation (3) and
sion, F (t) is an uncertainty matrix with Lebesgue mea- Lemma 2, we have
surable elements, and satisfies
Q = [−(Ae + ΔA)
e H ]P + P [−(Ae + ΔA)]
e
F T (t)F (t) ≤ I
1 2 e + ΔA)
e H (A
e + ΔA)
e
where I is the unit matrix with suitable dimension. ≤ P + α2 (A (2.8)
α2
Under the condition of Assumption (b), the uncer- Hence, the lower bound of P can be obtained by
e in perturbation Lyapunov equations e+
inequality (8) if the upper bound of matrix (A
tainty matrix ΔA
(3) can be rewritten as ΔA) e + ΔA)
e H (A e can be estimated.

ΔA e E
e = 2c2 ΔA = 2c2 DF E  DF By Lemma 3, for any ε > 0 , we have
or
ΔAe = 2c2 ΔA = 2c2 DF E  DF E
e e + ΔA)
e H (A
e + ΔA)
e
(A
e = 2c2 D, E
where D e = 2c2 E.
= (Ae + DF
e E) (A
H e + DF
e E)
≤ eH (I − εD
eD e + ε−1 E T E
e H )−1 A
Lemma 2[11] For any matrices A, B ∈ C n×n , the A
following relation is true = M1
1 H
AH B + B H A ≤ α2 AH A + B B By inequality (8), it follows that
α2
where α ∈ R, α = 0.
1 2
P + α2 M1
Q≤
Lemma 3[12] Suppose that A, D, E and F are α2
matrices with suitable dimension and F H (t)F (t) ≤ I. Therefore, P ≥ P1 if there exist α ∈ R and ε > 0
Then 1) for any symmetric positive definite matrix such that inequality (6) holds.
R > 0 and any positive number ε > 0 satisfying


 On the other hand, by Lemma 3, for any ε > 0, we Combining with inequality (12), P ≥ P4 if there exists
have α ∈ R such that inequality (11) is satisfied.

e + ΔA)
(A e + ΔA)
e H (A e = (A
e + DF E)
e H (A
e + DF E)
e
eH (I − εDDT )−1 + ε−1 E
≤A e H E = M2 3 The existence condition of
By inequality (8), we have solution for PGLE
1 2
Q≤ P + α2 M2
α2 The above discussion is developed under the con-
Therefore, P ≥ P2 if there exist α ∈ R and ε > 0 such dition of Assumption (a). Next, we will show the
that inequality (7) holds. condition under which Assumption (a) is tenable.

Theorem 2 Under the conditions of Assumption Theorem 3 Suppose that the solution P > 0 of
(a) and Assumption (b), the lower bound of symmetric GLE (1) exists. Under the condition of Assumption
positive definite matrix solution P for PGLE (2) is (b), Assumption (a) is tenable if there exists α ∈ R
α such that
P3 = p [Q − α2 I]1/2 (2.9)
λ1 (N1 ) 1 e eH
or −Q + P D D P + α2 E T E < 0 (3.13)
α2
α or
P4 = p [Q − α2 I]1/2 (2.10)
λ1 (N2 ) 1 2 e 2 1
σ1 (D)λ1 (P ) + α2 σ12 (E) < λn (Q) (3.14)
if there exist α ∈R and ε > 0 such that α2 2

Q − α2 I > 0 (2.11) Proof we assume that the solution P > 0 of GLE

where (1) exists. Note that

eA
N1 = A eH + AE
e T (εI − EE T )−1 E A
eH + εD
eDeH
c0 P + c1 (A + ΔA)T P + c2 P (A + ΔA)
eA
N2 = A eH + A
eEe H (εI − E
eE eA
e H )−1 E eH + εDDT
1
= [−Q + 2c1 ΔAT P + 2c2 P ΔA]
2
Proof By perturbation Lyapunov equation (3) and
and
Lemma 2, we have
−Q + 2c1 ΔAT P + 2c2 P ΔA
Q = [−(Ae + ΔA)
e ]P + P [−(A
H e + ΔA)]
e = −Q + P DF e E + ET F T D
eHP
1 1 e eH
≤ e + ΔA)
P (A e H (A
e + ΔA)P
e + α2 I(2.12) ≤ −Q + P D D P + α2 E T E
α2 α2
By Lemma 3, for any ε > 0 , it follows that Hence, if there exists α ∈ R such that inequality (13) or
(14) hold, then the solution Pe > 0 of PGLE (2) exists
e + ΔA)(
(A e A e + ΔA)
eH and Pe = P .

= (Ae + DF
e E)(A e + DF
e E)H
Similarly, another sufficient condition for the exis-
≤ eA
A eH + εD
eDe H + AE
e T (εI − EE T )−1 E A
eH tence of solution Pe > 0 of PGLE (2) can be obtained.
= N1
Theorem 4 Suppose that the solution P > 0 of
Thus, by inequality (12), p ≥ p3 if there exists α ∈ R GLE (1) exists. Under the condition of Assumption
such that inequality (11) holds. (b), Assumption (a) is tenable if there exists α ∈ R
such that
Again by Lemma 3, for any ε > 0 , we have
1 eEeH < 0
−Q + P DDT P + α2 E (3.15)
α2
e + ΔA)(
(A e A e + ΔA)
e H
or
= (Ae + DF E)(
e Ae + DF E)
e H 1 2 e < 1 λn (Q)
σ1 (D)λ21 (P ) + α2 σ12 (E) (3.16)
≤ eA
A eH + A
eEe H (εI − E
eE eA
e H )−1 E eH + εDDT α2 2
= N2


4 Example .
Hence the other lower bound of the solution matrix to
PGLE (2) is
Example 1 Consider matrix A and uncertain ma-
trix ΔA
0 as follows 1 P2 = α(Q − α2 M1 )1/2 = P1
−1.5 0 1
A=@ 0 −3.4 0 A, ΔA = DF E,
−1 0 −1.5
0 1
1 0 1
D = I3 , E = @ 0 0 0 A, F T F ≤ I3
References
1 1 1 [1] T. Mori and I.A. Derese, A brief summary of the
It is obvious that eigenvalues of matrix A are −3.4, bounds on the solution of the algebraic matrix equa-
−1.5 + I, −1.5 − I , and they are all located insideΩ tion in control theory. Int. J. Control, 39(1984),
˘ ¯ 247-256
Ω = (x, y)|x − y < 0
[2] K. Yasuda and H. Hirai, Upper and lower bounds
Moreover
on the solution of the algebraic Riccati equa-
β0 = 0, β1 = 1, β2 = −1, c0 = 0, tion. IEEE Transactions on Automatic Control,
1 1 24(1979), 483-487
c1 = (1 − i), c2 = (1 + i), A e = 2c2 A = (1 + i)A,
2 2 [3] N. Komaroff, Upper bounds for the eigenvalues
e = 2c2 D = (1 + i)I3 , E
D e = 2c2 E = (1 + i)E of the solution of the Lyapunov matrix equa-
Thus, GLE (1) is tion. IEEE Transactions on Automatic Control,
35(1990), 737-739
(1 − i)AT P + (1 + i)P A = −Q [4] N. Komaroff, Diverse bounds for the eigenvalues
Let of the continuous algebraic Riccati equation. IEEE
0 1 Transactions on Automatic Control, 39(1994),
4 0 1 532-534
Q=@ 0 4 0 A
1 0 2 [5] C.H. Lee, Upper and lower bounds of the solutions
of the discrete algebraic Riccati and Lyapunov ma-
By Theorem 1, we have
trix equations. Int. J. Control, 68(1997), 579-598
0 6.5 1
1−2ε
+ 2ε 1
ε
2
ε [6] C.H. Lee, On the upper and lower bounds of the
B C solutions for the continuous Riccati matrix equa-
M1 = B
@
1
ε
23.12
1−2ε
+ 1ε 1
ε
C
A tions. Int. J. Control, 66(1997), 105-118
2 1 6.5 2
ε ε 1−2ε
+ ε [7] C.H. Lee, Upper and lower matrix bounds of the so-
There exist α = ε = 0.25 such that lutions for the discrete Lyapunov equations. IEEE
0 1 Transactions on Automatic Control, 41(1997),
2.6875 −0.25 0.5
1338-1341
Q − α M1 = @ −0.25 0.865
2
−0.25 A > 0
0.5 −0.25 0.6875 [8] C.H. Lee and F.C. Kung, Upper and lower matrix
bounds of the solutions for the continuous and dis-
Hence the lower bound of the solution matrix to PGLE crete Lyapunov equations. J. of Franklin Institute,
(2) is 334B(1997), 539-546
P1 = α(Q − α2 M1 )1/2 [9] C.H. Lee, On the estimation of solution bounds of
0 1
0.4061 −0.0219 0.0505 the generalized Lyapunov equations and the robust
= @ −0.0219 0.2290 −0.0340 A root clustering for the linear perturbed systems. Int.
0.0505 −0.0340 0.1982 J. Control,74(10)(2001),996-1008
On the other hand, by Theorem 1, we have [10] S. Gutman and E.I. Jury, A general theory for
0 6.5 1 matrix root-clustering in subregions of the complex
1−2ε
+ 4ε 2
ε
4
ε plane. IEEE Transactions on Automatic Control,
B C 26(1981), 853-863
M2 = B @
2
ε
23.12
1−2ε
+ 2ε 2
ε
C
A
4 2 6.5 4 [11] K. Zhou and P.P. Khargonekar, Robust stabiliza-
1−2ε
+
ε ε ε tion of linear systems with norm-bounded time-
There exist α = 0.25, ε = 0.5 such that varying uncertainty. Systems and Control Letters,
0 1 10(1988), 17-20
2.6875 −0.25 0.5
Q − α2 M2 = @ −0.25 0.865 −0.25 A > 0 [12] E. Noldus, Design of robust state feedback laws.
0.5 −0.25 0.6875 Int. J. Control, 35(4)(1982), 935-938


 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 788--790
Copyright@2007 Watam Press

Commuting Toeplitz Operators with Harmonic Symbols

Limin Yang
Department of Mathematics and Physics, China University of Petroleum, Beijing 102249, China
(e-mail:zhjyzhsqyang@yahoo.com.cn)

AMS subject classfications: 34K35, 34H05, 49J25. mean value property [2]
iT

Abstract: This paper investigates the Toeplitz operators on the ³ u (h(re ))S 2 dT u (h(0)), h  Aut ( D ) .
If u  C ( D ) then the radialization of u, denoted R (u), is the
weighted Bergman spaces, then gives the sufficient and function on D defined by
necessary conditions about the Toeplitz operators with 2S

harmonic symbols commute which are suppose I and M are R (u )( w) ³ u ( weiT ) S 2 dT .

0

bounded harmonic functions on D, then TI TM TM TI if and

only if (1) I and M are both analytic on D, or (2) I and 2 some lemmas
M are both analytic on D, or (3) there exist constants Lemma 1 Suppose that u  C ( D )  L1 ( D , dAD ) , then u is harmonic
a , b  C not both 0, such that aI  bM is constant on D. on D if and only If
1 Introduction ³D u D hdAD / S u (h(0)) and R(u D h)  C ( D) ,
for every h  Aut (D) .
In 1991, Sheldon Axler showed that on Bergman space, Proof: suppose that u is harmonic on D, leW h  Aut (D ) , then
two Toeplitz Operators with harmonic symbols commute only 2S
³
1
with the obvious cases. The main tool is a characterization of u D hdAD / S ³ (D  1)(1  r
2 D
) rdr ³ u D h( reiT ) dT / S
D 0 0
harmonic functions by a conformally invariant mean value 1
2 D
property [1]. This paper investigates the Toeplitz operators on ³ (D  1)(1  r ) u ( h(0)) dr 2
0
the weighted Bergman spaces by similar method to Axler’s
> @
1
2 D 1
and gives the sufficient and necessary conditions about the u ( h (0))  (1  r ) u ( h (0)) .while
0
Toeplitz operators with harmonic symbols commute.
2S
iT
Let dA denote the usual area measure on the open unit R (u D h ) ³ 0
u D h ( we ) dT / 2S u ( h(0))  C ( D ) .
disk D in the complex plane C, 1  D  f , To prove the other direction, let h  Aut ( D ) and
2
dAD ( z ) (D  1)(1  z ) dA ( z )
D
, the complex space let v R (u D h )  C ( D ) , fix g  Aut ( D ) ,
L2 ( D, dAD ) is a Hilbert space with the inner product /S
then ³ v D gdAD
D
³ R (u D h)( g ( w))dAD / S
D

fgdAD ,  f , g  L ( D , dAD )
2
f,g ³ , 2S
) dT / 2S dAD ( w) / S .
iT
D

2
³³ D 0
u ( h ( g ( w) e
the weighted Bergman space LD ( dAD ) is the set of those iT
For each T  > 0, 2S @ , define fT  Aut ( D ) by fT ( w) h ( g ( w) e ) , the
2
functions in L ( D , dAD ) that are analytic on D, when 1
inverse f- of fT is also an analytic automorphism, so there exist
2
D 0 , LD ( dAD ) is the Bergman space, the weighted Bergman
D  wD and E  D such that 1
E  z for all z  D , thus
fT ( z ) D
spaces is closed subspaces of L2 ( D, dAD ) , so there is a 1 E z
D 2
bounded orthogonal projection P from L2 ( D, dAD ) 1 E 1 E iT
1
( fT ) ( z )
/
d , where, E fT (0) h ( g (0) e )
2

onto L2D ( dAD ) . L ( D , dAD )

f
is the algebra of those 1 E z 1 E
.
fT ( z ) is bounded for all z  D and T  > 0, 2S @
1
so
essentially bounded functions.For I  Lf ( D, dAD ) , Toeplitz
2S
operator with symbol I denoted by TI is the operator ³ ³
0 D
u ( h ( g ( w)e ))
iT
dAD ( w) / S dT / 2S
2 D 2
from L 2

D
( dAD ) to L 2

D
( dAD ) defined by 2S (1  E ) (1  z )
D

TI ( f ) p (I f ), f  L ( dAD ) .
D 2 ³ ³ 0 D
u ( z ) (D  1)
1 E z
2D

TI is a liner bounded operators. Harmonic function means a 1 / 2 dAD ( z ) dT

u ( fT ) ( z )
complex valued function on D whose Laplacian is identically S 2S
2 D
zero. Let Aut(D) denote the set of analytic and one to one § 1 E · dAD ( z )
maps of D onto D, a function h on D is in Aut(D) if and only d¨K ¸ ³ u( z) f.
S
© 1 E ¹
D
if there exists E  wD and z  D such that
Thus we can apply Fubbinis theorem
h ( w) for all w  D . A function
E ( z  w) (1  zw)
is harmonic if and only if u has the invariant dAD 2S
iT dAD ( w) dT
u  C ( D)
³D
vDg
S
³ ³ u (h( g ( w)e
0 D
))
S 2S


 2S dAD ( w) dT 2 D 2 D 1
1  (1  r )
2 D 1
(1  r ) .1.(1  (1  r )
³ ³ 0 D
(u D fT )( w)
S 2S  2D  4
)
2 2 D 4
2
r .(1  r )
2
r .(1  r )
2S dT 2S
iT dT
³ 0
u ( fT (0))
2S 0
u ( h ( g (0)e ))
2S
³ when  1  D  0 and w ! r,
2 D 2 D 1 2 D 1
R (u D h )( g (0) v ( g (0)) . P ( D ( w, r )) (1  w ) .1.(1  (1  r ) 1  (1  r )
  .
D 4
Thus v is a continuous function on D that has the areal D ( w, r )
2
r .(1  w )(1  r w )
2 D 4 2
r (1  r )
version of the invariant mean value property [2], v is
harmonic on D.because v is also a radial function, the mean Lemma 5 For h  Aut(D), an operator from L2 ( D, dAD )
value property implies that v is a constant function on D with onto L2 ( D, dAD ) :
value v (0) , / 1 D / 2
2S dT U h ( f ) ( f D h)[ h ( w)] ,
³0 v(r ) 2S v(0) Ÿ v(r ) v(0) ˈ Uh is a unitary operator with inverse U . 1
h
recall that v R (u D h ) , so
Proof: A simple computation shows U U h 1
I and U hU 1
I
h h
2S dT
v(r ) ³ u D h ( re ) u ( h (0)) v (0) ,
iT
 (D )
0
2S ( f ,Uh g) 1
³ D
f .( g D h ).k E z ( w)dAD ( w)
for every r  > 0,1 and for each h  Aut ( D ) ,where u is (D ) (D ) 2

harmonic on D. ³D
( f D h). g .k E z ( w) D h. k E z ([ ) dAD ([ )
Lemma 2 Let w  D and let 0  r  1 , then
2 2 2 2 2 2 1 2
D( w, r ) S r (1  w ) (1  r w ) [3]. (D )

Lemma 3 let 0  r  1 , let 1 d P  f and u be positive ³D

f D h. g . (H )
k z ([ )
. k z ([ ) dAD ([ )
Borel measure on D, then the following two quantities are
(D ) z [
equivalent [3] ³D
( f D h).k z ([ ).gdAD ([ ) (U h f , g ) .( w h E
1  z[
)
(A) °­ f p du p °½
sup ® ³ p : f  La ( D, dA), f z 0 ¾
¯°
D
³D f dA ¿° Therefore U h U 1
.
h

(B) sup ^ u ( D ( w, r ))
D ( w, r )
: w D , ` Lemma 6

Let h  Aut(D) and let M  L ( D , dAD ) ,then
f

furthermore, the constants of equivalency depend only upon r VhTMVh TM D h .

and not upon p or u.
Proof: let U h L2a ( dAD ) Vh , thus V h maps L2a ( dAD ) onto
2
Lemma 4 La ( D , dA) is combined in La (DdA
2
, D). 2 (D ) (D )
La ( dAD ) , so P vh vh P .If f  L2a ( dAD ) then
Proof: P ( D ( w, r ))
1D 1D
(1  [ )
2 D TM D hVh f TM D h (( f D h)[h / ] 2
) P (D ) ((M D h)( f D h)[ h / ] 2
)
2 2 D
(D  1)(1  w ) ³ D ( 0 ,1)
1  w[
2D  4
dA([ )
P (D ) (Vh (M f )) Vh ( P (D ) (M f )) VhTM f .
(1  [ )
2 D Lemma 7 Let H p ( D ) denote the usual hardy space on the disk,
2 2 D
 (D  1)(1  w ) ³ (1  r w )
2D  4
dA([ ) then H 1 ( D )  L2a ( dAD ) [4].
D ( 0, r )

(1  w )
2 2 D
2 D 3 The main results
(1  r w )
2D  4 ³ D ( 0, r )
(D  1)(1  r ) rdrdT
Theorem: suppose I and M are bounded harmonic functions on D,
2 2 D
(1  w )
S 2D  4 ³ (D  1)(1  r ) d (1  r )
2 D 2
then TITM TMTI if and only if (ν) I and M are both analytic on
(1  r w )
2 2 D
D, or (ξ) I and M are both analytic on D, or (ο) there exist
(1  w ) D 1
).
2
S 2D  4
(1  (1  r ) constants a , b  C not both 0, such that aI  bM is constant on
(1  r w )
D.
2 2 D 2 2 2 2 D 1
Proof : “if” is obvious, we see “only if”. Suppose that M and I
P ( D ( w, r )) d (1  w ) .(1  r w ) (1  (1  r ) )
D ( w, r )
2
r (1  w ) (1  r w )
2 2 2D  4 are bounded harmonic function on D such that TM TI TI TM .
2 2 because M and I are harmonic on D, there exist
(1  w )D (1  r 2 w ) 2 (1  (1  r 2 )D 1 )
functions f , f , g and g 2 analytic on D such that M f1  f2 and
r 2 (1  r w ) 2D  4 1 2 1

I g1  g 2 on D . Because M and I are bounded on D, the

2 D 1
P ( D ( w, r )) 1.1.(1  r )
functions f1 , f 2 , g1 and g 2 must be in H ( D ) and fg , f g  H 1 ( D ) ,
2
when D ! 0,  2 2D  4
D ( w, r ) r (1  r )
then those all be in L2 ( D, dAD ) Let 1 denote the constant function
P ( D ( w, r )) .
when  1  D  0 and 0 d w d r , 1 on D then
D ( w, r ) (D ) (D )
TM TI 1 TM ( P I ) TM ( P ( g1  g 2 ))


 (D ) R ( f1 g 2 ) D h )  c ( D ) , thus u is harmonic, then
TM ( g1  g 2 ( w)) P ([ f1  f 2 ]{ g1  g 2 (0)])
w wu w w ( f 2 g1  f1 g 2 ) w / /
P
(D )
( f1 g1  f1 g 2 (0)  f 2 g1  f 2 g 2 (0)) 0 4 ( ) 4 ( ) 4 ( f 2 g1  f1 g 2 )
w z wz wz wz wz
(D ) / /
f1 g1  f1 g 2 (0)  P ( f1 g1  f 2 (0) g 2 (0) . (1) / / /
4( f 2 g1  f1 g 2 ) , thus
/ /
f1 g 2
/
f 2 g1 (7)

f1 g1  g 2 (0) f1  f 2 g1  f 2 (0) g 2 (0),1 We can show that the above equation implies that ( ν ),
TM TI 1,1
(ξ),( ο)) holds, if g 1/ is identically 0 on D, then (7) shows
³ f1 g1  g 2 (0) f1  f 2 g1  f 2 (0) g 2 (0)dAD
/
either g 2 is identically 0 on D (so I would be constant on D and
S [ f1 (0) g 1 (0)  g 2 (0) f1 (0)  f 2 (0) g 2 (0)]  ³ f 2 g1dAD ( z ) .(2)
A similar formula (interchanging the f and g) can be (ο)) would hold) or f1 / is identically 0 on D (so both M and
obtained for TI TM 1,1 . /
I would be analytic on D and (ξ) would hold). Similarly, if g 2 is
Because TM TI TI TM , we can set the right- hand side of
identically 0 on D then (7) shows that either (ο)) or (ν) would
(1)equals to the corresponding formula for TI TM 1,1 , then hold, thus we may assume that neither g 1/ nor g 2/ is identically 0

³ ( f 2 g1  f1 g 2 )dAD /S f 2 (0) g1 (0)  f1 (0) g 2 (0) . (3) on D. And so (7) shows that f1/ / g1/ f2/ / g2/ at all points of D
D
/ /
Multiply both sides of the equation TM TI TI TM by v h on except the countable set consisting of the zeroes of g1 g 2 . The

left-hand side of the above equation is an analytic function (on D
the left and vh on the right, and recall that v h is unitary / /
with the zeroes of g1 g 2 deleted ), and the right-hand side is the
( vh vh vhTM vh vhTM vh

vhTI vh vhTI vh , Lemma 4
complex conjugate of analytic function on the same domain, and so
I ) we get
both sides must equal a constant c  C , thus f1/ cg1/ and
shows that
TM D hTI D h TI D hTM D h . (4) f 2/ cg 2/ on D, hence f1  cg1 and f 2  c g 2 are constant on D,
Composing both sides of the equations in (1) with h express, and so their sum, which equals M  cI is constant on D, in other
each of the bounded harmonic functions M D h and I D h is words (ο)) holds, and the proof of theorem 1is complete .
the sum of an analytic function and a conjugate analytic Corollary Suppose that M is a bounded harmonic function on D,
function on D
then TM is a normal operator if and only if M ( D ) lies on some
M D h f1 D h  f 2 D h , I D h g 1 D h  g 2 D h . (5)
Equation (2) was derived under the assumption line in C.
that TM TI TI TM , thus (4) combined with (5) says that (3) is Proof: First suppose that M ( D ) lies on some line in C, then there
exist constants D , E  c with D z 0 , such that DM  E is real
still valid when we replace each function in it by composition
with h. In other words valued on D, thus TDM  E is a real self-adjoint operator, and hence
dA
TM which equal D 1 (TDM E  E I ) is a normal operator. To prove the
³D
( f 2 g1  f1 g 2 ) D h D
S
other direction, suppose that TM is a normal operator, thus
f 2 ( h (0)) g1 ( h (0))  f1 ( h (0)) g 2 ( h (0)) . (6)
Let u f 2 g1  f1 g 2 , the above equation becomes TT M
T T and so theorem 1 implies that M and M are both
M M M

/S analytic on D ( in which case M is a constant, same are done ) or

³
D
(u D h) dAD u ( h(0)) .
there are constants a , b  C not both 0, such that aM  bM is a
In other words, u has the area version of the invariant mean
value property. We want to show that u is harmonic on D, by constant on D, the latter condition implies that M ( D ) lies on a line.
the above equation and lemma 1, we need to show
that R (u D h )  c ( D ) .To do this, represent the analytic References
function f2 D h and g1 D h as Taylor series
[1] Sheldon Axler, Commuting Toeplitz operators with harmonic
f f symobles, Integral equations and operator theory, 1991 , 14(1),
( f 2 D h )( z ) ¦D z n
n
and ( g1 D h )( z ) ¦E z n
n
, p: 1-12.
n 0 n 0
[2] Walter Rudin, Function theory on the unit ball of C n .
f f
2 Springer-verlag, NewYork, 1980.
where ¦D n
2
 f and ¦E n
f.
[3] Luecking Daniel, A technique for characterizing carleson
n 0 n 0
measures on Bergman spaces, Proceedings of the American
We have R (( f2 . g ) D h )( z ) 1
mathematical society, 1983 (87), p: 656-660.
2S 2S
dT f f
dT [4] John B. Garnet, Bounded analytic functions, Academic press.
³ ¦ D n z e .¦ E z e
iT iT n  inT n inT
³ ( f2 D h)( ze )( g1 D h)( ze ) 2S n 0 n 0
n
2S New York ,1980, p: 90-93.
0 0

¦DnE
2n
n
z f
n 0

So R (( f 2 g ) D h )  c ( D ) , similarly we get


 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 791--797
Copyright@2007 Watam Press

Ergodic Characteristics Analysis of Time Series

Data in Hydrological Process
Hongrui Wang1, Xin Lin2, Xiaoming Peng3 and Dongli Zhou2
P P P P P P P P

1
P College of Water Sciences, Beijing Normal University, Key Laboratory for Water and Sediment Sciences Ministry of Education Beijing, P.R.C.
P

2
P School of Mathematical Science, Beijing Normal University, Beijing, P.R.C.
P

3
P P Department of Mathematics and Physics, China University of Petroleum-Beijing, Beijing, P.R.C.

 F

Abstract—The ergodic characteristics analysis of hydrological
process is a new research field. In this paper, we put forward system
cluster method, autocorrelation analysis plot and RBF(Root Blood Flow)
Neural Network model to study on the ergodic characters, and take the
rainfall data from Lanzhou hydrologic station for Yellow River basin area
and Ankang hydrologic station for Hanjiang River basin as examples to
carry out the calculation and analysis. The results show that rainfall
data in August from both Lanzhou and Ankang stations possess
ergodicity. The methodology developed in this paper could be
A. Definition of Ergodicity
In ergodicity theory, a stochastic process exhibits ergodicity
if its mean and covariance possess ergodicity. However,
ergodicity of covariance is always related to a 4th-order matrix,
which is too complex to be tested here [6]. So we just discuss
the ergodicity of mean in this article.
B. Ergodicity of Mean
extended to the ergodic property analysis in other hydrological We define a stochastic sequence ^[ t ; t 1,2,...` and a
processes, such as runoff or vaporization.
sample mean sequence ^M T , T 1,2,...` ,
Index Terms—Ergodicity, Hydrological Process, Rainfall,
1 T
Stationarity, RBF Neural Network where M T ¦ [ t  . If lim D M T  0 , the sample
Tt1 T of

mean sequence is ergodic and ^[ t ` possesses ergodicity.

I. INTRODUCTION

H YDROLOGICAL phenomenon changes with time, and is

called a hydrological process. Stationary process is a
stochastic process and its statistical property does not
II. Ergodic Properties Analysis of Time Series Rainfall Data
Here we have analyzed rainfall data from two drainage areas,
Lanzhou Station for Yellow River and Ankang Station for
change with time. However, the procedure to get hydrologic
Hanjiang River (Table 1). They both have complete records of
data has high uncertainty. It is one of the realizations of
long history, of which the Lanzhou Station’s sequence is 51
stochastic processes. If we have a stationary hydrological
years long (January, 1951~December, 2001) and Ankang
process and we could use the realization to obtain statistical
Station’s sequence is 70 years long (July, 1929~June, 1998),
properties (such as mean, variance), it will significantly
respectively. We used these data to carry out the ergodic
contribute to hydrological forecast research. In a hydrological
property analysis for time series.
process, complicated variables of hydrological data vary with
time and are affected by stochastic factors. We need to know A. Primary Data Analysis
the statistical properties, such as mean function Rainfall changes with seasons. Different seasons have quite
mt  E^[ t ` and correlation different rainfall amounts. Here we assume that the rainfall data
for the same month belong to the same population. Monthly
function R s, t  Cov [ s , [ t  , to describe and analyze
rainfall data for both study areas are shown in Fig.1and Fig.2.
such a system. However, in the real world, what we usually
have is just a sample function of the whole process, i.e., we just TABLE I
Basic Properties of the Two Study Stations
have a limited portion ^[ t ; t 1,2,..., N ` from the whole Name Longitude˄°˅ Latitude˄°˅ Position
stochastic sequence ^[ t ` . Therefore, the problem is: Can we Lanzhou 103.70 35.90 Lanzhou, Gansu
Ankang 109.03 32.72 Ankang, Shanxi
expand the statistical property from the limited sample to the
whole population? In statistics, property that the sample mean
equals to the population mean is called ergodicity [1][2], which
is the basic assumption of research on many other subjects,
and the investigation on itself is highly significant [3][4][5].


 ­ Jan, Feb, Mar, Apr, Oct, Nov, Dec
°May, Jun, Sep
°
®
° Jul
°¯ Aug
Cluster results for 12 months for Ankang area are:
­ Jan, Feb, Mar, Nov, Dec
° Apr, May, Jun, Jul, Oct
°
®
° Aug
°¯Sep
12 months are partitioned into 4 clusters in both areas,
however, the cluster results are different due to different
rainfall patterns.
Fig.1. Monthly rainfall data from Lanzhou Area. Y-axis is the rainfall amount
(mm) and X-axis is the month of the calendar year C. Analysis of Stationarity and Ergodicity
Since we have monthly hydrological data sequence with
periodic effect, which does not satisfy the equal-mean
prerequisite of stationary process, we treat months with similar
rainfall property as a stochastic process to investigate its
stationarity and ergodicity. Therefore, the 8 clusters listed
above are just the objects of our research.
1) Methodology
Step1: Analyze the autocorrelation function of the sample
sequence to find out if it is a stationary sequence or not.
Step2: Calculate the sample mean sequence
1 T
^M T , T 1,2,...` , M T ¦ [ t  and the variance
Tt1
sequence D(MT). Plot MT and D(MT).
B B B B B B

Step3: Employ RBF (Root Blood Flow) Neural Network

Model to simulate and predict D(MT), get D(MT) when T ĺ f ,
B B B B

and test the ergodicity of the original sequence ^[ t ` .

Fig.2. Monthly rainfall data from Ankang Area
.
From Fig.1and Fig.2, we could clearly see the pattern of 2) Analysis of Stationarity and Ergodicity, Lanzhou
rainfall amount changes with seasons. It rains most in Summer, Station
less in Spring and Fall and least in Winter. Total precipitation is
higher in Ankang area than in Lanzhou area. a) Analysis of Autocorrelation and Stationarity
According to the definition of stationarity, it is difficult to
B. Cluster Analysis for Periodic Rainfall Data
find out a stationary sequence. Here we use the autocorrelation
System cluster method is used to partition the 12-month
function between every sequential value [ t , [ t 1 ,..., [ t k
periodic rainfall data into groups. Every month is a variable.
¦t 1 [ t  [ [ t k  [ 
We investigate the ergodic properties of months with similar nk

rainfall pattern. Data elements are partitioned into groups rk ˄1˅

¦t 1 [ t  [ 
n 2
called clusters which represent collections of data elements that
2
are approximated based on a distance (similarity index). R Autocorrelation analysis plot could provide the evidence of
statistics, partial R 2 statistics, pseudo-F statistics and stationarity: if the autocorrelation coefficient rapidly trends to 0,
2
pseudo- t statistics determined the number of groups. Every i.e., it falls into stochastic interval, the time series sequence is
stationary. Otherwise, it is not stationary[7][ 8].
step reflects the change of squared distance within a cluster,
Figures 3-6 illustrate the autocorrelation analysis plots for
consequently reflects a good cluster or bad.
the 4 clusters for Lanzhou Station.
Cluster Results
Cluster results for 12 months for Lanzhou area are:


Fig.3. {Jan, Feb, Mar, Apr, Oct, Nov, Dec, Lanzhou Station} Autocorrelation Fig.6. {Aug, Lanzhou Station} Autocorrelation function plot, Lanzhou Station
function plot
From Fig.3 to Fig.6, we have the following results:
Sequence{Jan, Feb, Mar, Apr, Oct, Nov, Dec, Lanzhou
Station} is not stationary˗
Sequence {May, Jun, Sep, Lanzhou Station}, {Jul, Lanzhou
Station} and {Aug, Lanzhou Station} are stationary, i.e., these
three time series satisfy the prerequisite to carry out the test of
ergodicity.

b) Analysis of Ergodicity
Formula of ergodicity:
1 T
MT ¦ [ t  ˈ ˄2˅
Tt1
T
¦ (M t  M t ) 2
D M T  t 1 ˄3˅
T
Fig.4. {May, Jun, Sep, Lanzhou Station} Autocorrelation function plot
If Tlim D M T  0 , then sample mean sequence is
of

ergodic, and sequence ^[ t ` possesses ergodicity[8].

Fig.7 to Fig.9 illustrate trend curve of MT, D(MT) v.s. T for
T B B T B B T

the sequences {May, Jun, Sep, Lanzhou Station},{Jul, Lanzhou

T T T

Station} and {Aug, Lanzhou Station}.

T T

Fig.5. {Jul, Lanzhou Station} Autocorrelation function plot Fig.7. Curve of MT, D(MT) varying with time T for {May, Jun, Sep, Lanzhou
B B B B

Station}


Fig.8. Curve of MT, D(MT) varying with time T for {Jul, Lanzhou Station}
B B B B

Figure 10 Curve of D(MT) varying with time T for {May, Jun, Sep, Lanzhou
B B

Station}

Fig.9. Curve of MT, D(MT) varying with time T for {Aug, Lanzhou Station}
B B B B

Fig.7 to Fig.9 illustrate that we could not expect

T T T T

T o f because of the limited sample size. So the trend of

D(MT) is still ambiguous. Next we use Neural Network Model
B B

to simulate and predict D(MT). B B

From Fig.7 to Fig.9, we could see that the curve of D(MT) is B B

nonlinear. So we use RBF Network model to simulate it[9][10].

RBF (Root Blood Flow) Neural Network has high operation
speed and deductibility, and it has great ability to approximate a
nonlinear mapping. So RBF is appropriate for nonlinear
sequence analysis. Figure 11 Curve of D(MT) varying with time T for {Jul, Lanzhou Station}
B B

The computing steps are presented below:

Step 1: Normalize original data x into x1 , where
x1 x / max( x) [11][12];
Step 2: Build a 3-layer RBF network. Input layer has n1
neurons and output layer has m neurons [13];
Step 3: Use RBF network to build a relation between n1 and
n1+1 data to simulate the relation within original data;
Step 4: Use the established relation to make forward
predictions;
Step 5: After continuous prediction, find out whether this
sequence would reach zero or not.
Simulation results are illustrated in Figures 10-12.
Specifically, in Figures 10-12, thin curve is the original
sequence plus expanded prediction sequence and thick curve is
the prediction sequence which is moved k length unit left, here
k is the length of original sequence.
Fig.12. Curve of D(MT) varying with time T for {Aug, Lanzhou Station}
B B

From Fig.10 to Fig.12, we can see that only D(MT ) of

T T T T B B

sequence {Aug, Lanzhou Station} reaches 0 when t 320 .


In conclusion, rainfall data sequence {Aug, Lanzhou Station}
possesses ergodicity.
3) Analysis of Stationarity and Ergodicity, Ankang Station
Similarly, we carry out analysis of ergodicity for Ankang
Station.

a) Analysis of Autocorrelation and Stationarity

Fig.13 to Fig.16 illustrates the autocorrelation analysis for the 4
T T T T

clusters for Lanzhou Station.

Fig.15. {Aug, Ankang Station} Autocorrelation function plot

Fig.13. {Jan, Feb, Mar, Nov, Dec, Ankang Station} Autocorrelation function
plot

Fig.16. {Sep, Ankang Station} Autocorrelation function plot

From Fig.13 to Fig.16, we conclude:

T T T T

Sequence {Jan, Feb, Mar, Nov, Dec, Ankang Station} is not

stationary˗
Sequence {Apr, May, Jun, Jul, Oct, Ankang Station}, {Aug,
Ankang Station} and {Sep, Ankang Station} are stationary, i.e.,
these three time series satisfy the prerequisite to carry out the
ergodicity test.

b) Analysis of Ergodicity
Fig.17 to Fig.19 illustrate trend curve of MT, D(MT ) v.s. T for
T T T T B B B B

the sequences {Apr, May, Jun, Jul, Oct, Ankang Station},{Aug,

Fig.14. {Apr, May, Jun, Jul, Oct, Ankang Station} Autocorrelation function Ankang Station},{Sep, Ankang Station}
plot


 Fig.20. Curve of D(MT) varying with time T for {Apr, May, Jun, Jul, Oct,
B B

Ankang Station}

Fig.17. Curve of MT , D(MT) varying with time T for {Apr, May, Jun, Jul, Oct,
B B B B

Ankang Station}

Fig.21. Curve of D(MT) varying with time T for {Aug, Ankang Station}
B B

Fig.18. Curve of MT , D(MT) varying with time T for {Aug, Ankang Station}
B B B B

Fig.19. Curve of MT , D(MT) varying with time T for {Sep, Ankang Station}
B B B B

Fig.17 to Fig.19 show that we could not expect T o f for

T T T T

Fig.22. Curve of D(MT) v.s. T for {Sep, Ankang Station}

B B

a limited sample size to find out the tendency of D(MT ). B B

From Fig.20 to Fig.22, only D(MT) of sequence {Aug,

T T T T B B

Similarly, we use RBF network to simulate and predict D(MT ). B B

Ankang Station} reaches 0 when t 337 , and its rainfall data

Results are illustrated in Figures 20-22: sequence possesses ergodicity.

III. DISCUSSION AND CONCLUSIONS

Ergodicity analysis of hydrological process is a brand-new
research area, and it is also very difficult to implement. There
are some studies suggesting the possibility of ergodicity in
hydrological process [14] [15][16], but no research results
published in open literature yet.
In this study, we carried out the ergodicity analysis using the
monthly rainfall periodic data from both Lanzhou and Ankang
Stations. Since the periodic rainfall data possess the properties
of limitation, single path and semi-periodicity, which do not
satisfy the prerequisite of stationarity of ergodicity, we
developed some original methods in our study as follows: (1)
Treat every month as a variable. According to rainfall data, we
use system cluster analysis to partition 12 months into groups
with similar rainfall pattern. We then rearrange sample


sequence to get continuous time series sequence and discuss its [15] K. Demetris, Stochastic Simulation of Hydrosystems. Available:
http://www.itia.ntua.gr/getfile/541/2/2004EncyclStochSimulPP.pdf
stationarity and ergodicity. From hydrological study point of HU UH

view, this is also a very reasonable approach (2) Use
autocorrelation analysis to investigate stationarity, which
avoids the difficulty of using the definition of stationarity to
carry out the test. (3) Suggest to use RBF Neural Network
Model to simulate and predict the variance sequence of sample
mean, which overcomes the shortcoming of the limited rainfall
[16] C. Z. Fan, “The influence of the preferential flow path on slope stability :
taking Tasoling as an example,” Ph.D. dissertation, Department of Resources
Engineering, National Cheng Kung University, Taiwan, 1993.
Dr. Hongrui Wang is an associate professor in the College of Water Sciences at the
Beijing Normal University. His research interests include hydrology, water
resources. He has published 40 papers and one book in water resources and
hydrology. Email: henryzsr@bnu.edu.cn Postcode: 100875
HTU UTH

data sequence.
In conclusion, the rainfall data in August from both Lanzhou M.s.Xin Lin is a graduate student in the School of Mathematical Science, Beijing
Normal University. Her research interests include mathematical statistics and
and Ankang Stations possess ergodicity, i.e., rainfall process in hydrology statistics. Email: snaillx@tom.com
HTU UTH

August in Lanzhou area and Ankang area are both highly

stationary and well-regulated.
Similarly, we could also study the stationarity and ergodicity
of other hydrological processes, such as runoff and
Dr. Xiaoming Peng is an associate professor in the Department of Mathematics and
Physics, China University of Petroleum-Beijing. His recent research interests
include environmental mathematics and ecological mathematics. He has published a
number of technical papers in scientific journal. Email: pxm518@126.com
HTU UTH

vaporization. In the future, we could analyze auto-covariance M.s.Dngli Zhou is a graduate student in the School of Mathematical Science,
of certain hydrological process data to investigate ergodicity; Beijing Normal University. Her research interests include applied statistics and
computational mathematics. Email: dongli_zhou@hotmail.com
such study is not only more significant but difficult as well. HTU UTH

ACKNOWLEDGMENT
This work was supported by the Key Project of National
Basic Scientific Program “973 Project” entitled by “Evolving
Law and Maintaining Mechanism of Renewable Capacity of
Water Resources in Yellow River Basin” funded by the
Ministry of Science and Technology.

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DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 798--804
Copyright@2007 Watam Press

Periodic solutions for a kind of p−Laplacian Liénard equation

with a deviating argument
Minggang Zong†,‡,1 Wei Yuan† Wenqing Zhao

†. Faculty of Science, Jiangsu University, Zhenjiang 212013,Jiangsu,P.R.China

‡. School of Statistics, Renmin University of China,Beijing 100872,P.R.China
. School of Electrical and Information Engineering, Jiangsu University, Zhenjiang212013, Jiangsu,P.R.China
AMS subject classifications: 34K13,34C25

Abstract: By employing the continuation theorem of where ϕp is defined as above, functions f (x), g(x) are
coincidence degree theory and some analysis techniques, continuous. In their work, the Lipschitz condition im-
we study a kind of p−Laplacian Liénard equation with posed on g(x) such as
a deviating argument as follows:
|g(x1 ) − g(x2 )| ≤ L|x1 − x2 |, ∀x1 , x2 ∈ R, (1.4)
(ϕp (x (t))) + f (t, x(t))ϕp (x (t)) + g(x(t − τ (t))) = e(t).
Some sufficient condtions on the existence of periodic was required.
solutions are obtained. The main technique of these works [1-5] was to
convert the problem into the abstract form Lx = N x,
where L being a non-invertible linear operator. Thus
1 Introduction the existence of solutions of the problem can be ob-
tained by Mawhin’s continuation theorem [5]. However,
The purpose of this paper is to deal with the existence as p = 2, the differential operator x → (ϕp (x )) is no
of periodic solutions for the following p−Laplacian dif- longer linear, in this case the continuation theorem of
ferential equation with a deviating argument Mawhin can’t beR used directly, and on the other hand,
the crucial step 0 f (x(t))x (t)dt = 0 which is required
T
(ϕp (x (t))) + f (t, x(t))ϕp (x (t)) + g(x(t − τ (t))) = e(t),
to obtain an a priori bound of periodic solutions for
(1.1)
Eq.(1.1) is no longer valid. In the present paper we try
where ϕp : R → R is defined by ϕp (s) = |s|p−2 s, p > 1
to establish some criteria to guarantee the existence of
is a constant. f (t, x) is continuous for (t, x) ∈ R2 and
T −periodic solutions of Eq.(1.1). The methods used to
periodic about t with period T , i.e f (t + T, ·) = f (t, ·).
estimate a priori bound of periodic solutions are differ-
g, e, τ ∈ C(R, R), e, τ are periodic with period T and
RT ent from the corresponding ones in [1-4]. We conquer
0
e(t) dt = 0 .
these difficulties by means of translating Eq.(1.1) into a
Obviously, when p = 2, ϕ2 (s) = s, the existence of
two-dimensional system on which Mawhin’s continua-
periodic solutions to several types of second order dif-
tions theorem can be applied. Furthermore, the signif-
ferential equations with deviating arguments were dis-
icance of this paper is that the conditions imposed on
cussed extensively, see papers[6-8,11]. For example, in
g(x) in Theorem 2 are weaker than condition (1.4)(see
[8] Lu and Ge discussed the following kind of Liénard
Example 3.2 later). The results in our paper are related
equation with deviating arguments
to the deviating argument, which can be used in system
x (t) + f (t, x(t), x(t − τ0 (t)))x (t) control.
+β(t)g(x(t − τ1 (t))) = p(t). (1.2)
1
Under the conditions that sup
(t,x,y)∈R3
|f (t, x, y)| < T
, 2 Some Lemmas
lim sup | g(x)
x
| ≤ r and other conditions, the authors got Let X and Y be real Banach Space and let L : D(L) ⊂
|x|→+∞
X → Y be a Fredholm operator with index zero, here
the existence of periodic solutions for Eq.(1.2).
D(L) denotes the domain of L. This means that Im L
For the case p = 2, corresponds to the so called
is closed in Y and dimKer L = dim(Y / Im L) < ∞.
one-dimensional p−Laplacian, which is used to describe
Consider the complementary subspaces X1 and Y1 such
fluid mechanical and nonlinear elastic mechanical phe-
that X = Ker L ⊕ X1 and Y = Im L ⊕ Y1 and let
nomena, there appeared many papers to investigate the
P : X → Ker L and Q : Y → Y1 be the natural pro-
existence of periodic solution with or without delays, for
jections. Clearly, ker L ∩ D(L) ∩ X1 = {0}, thus the
example, in [1-4,9-10,12] and the references therein. In
restriction Lp := L|D(L)∩X1 is invertible. Denote by K
[2] Cheung and Ren discussed the p−Laplacian Liénard
the inverse of LP .
equation with a deviating argument of the form
Let Ω be an open bounded subset of X with
(ϕp (x (t))) + f (x(t))x (t) + g(x(t − τ (t))) = e(t), (1.3) D(L) ∩ Ω = φ. A map N : Ω → Y is said to be L−
1 Corresponding author. E-mail address: zong-mg@163.com(M.Zong)


 1 1
compact in Ω, if QN (Ω) is bounded and the operator Notice that p
+ q
= 1, so p
q
= p − 1, we have
K(I − Q)N : Ω → X is compact.
Z T
Lemma 2.1 [5] Suppose that X and Y are two Banach |x(t) − x(t − s(t))|p dt
spaces, and L : D(L) ⊂ X → Y is a Fredholm opera- 0
Z ˛˛Z t ˛p
˛
tor with index zero. Furthermore, Ω ⊂ X is an open ˛  ˛
bounded set and N : Ω → Y is L−compact on Ω. If = ˛ x (η) dη ˛ dt (2.8)
Λ1 ˛ t−s(t) ˛
(1)Lx = λN x, ∀x ∈ ∂Ω ∩ D(L), λ ∈ (0, 1); ˛
Z ˛Z t ˛p
˛
(2)N x ∈ Im L, ∀x ∈ ∂Ω ∩ Ker L; ˛  ˛
+ ˛ x (η) dη ˛ dt
(3)deg{JQN, Ω ∩ Ker L, 0} = 0, where J : Im Q → Λ2 ˛ t−s(t) ˛
Ker L is an isomorphism, Z Z t
then the equation Lx = N x has a solution in Ω ∩ D(L). ≤ αp−1 |x (η)|p dη dt
Λ1 t−α
Z Z t+α
Next, we introduce the following inequality which +α p−1
|x (η)|p dη dt
Λ2 t
is important for us to estimate a priori bound of peri- Z TZ t+α
odic solutions in Section 3. ≤ αp−1 |x (η)|p dη dt. (2.9)
0 t−α

Lemma 2.2 Let 0 ≤ α ≤ T be a constant, s(t) is con-

tinuous and periodic with period T , max |s(t)| ≤ α, Case 1. If α ∈ [0, T
2
], then we have
t∈[0,T ]
1
then for any x ∈ C (R, R) which is periodic with period Z TZ t+α
T , we have |x (η)|p dη dt
Z Z Z
0 t−α
αZ η+α Z T −αZ η+α
T T
|x(t) − x(t − s(t))|p dt ≤ 2αp |x (t)|p dt. (2.5) = |x (η)|p dt dη + |x (η)|p dt dη
0 0
−α 0 α η−α
Z T +αZ T
Proof Let Λ1 = {t : t ∈ [0, T ], s(t) ≥ 0} and Λ2 = {t : + |x (η)|p dt dη
t ∈ [0, T ], s(t) < 0}. Then from Hölder inequality, for T −α η−α
∀t ∈ Λ1 Z α Z T −α
˛Z ˛p = |x (η)|p (η + α) dη + 2α |x (η)|p dη
˛ t ˛ −α α
˛  ˛ Z
˛ x (η) dη ˛ T +α
˛ t−s(t) ˛ + |x (η)|p (T − η + α) dη
Z t !p T −α
Z α Z T −α
≤ |x (η)| dη
t−s(t)
= 2α |x (η)|p dη + 2α |x (η)|p dη
−α α
Z !p Z !p Z T
t q t p

≤ q
1 dt  p
|x (η)| dη = 2α |x (η)|p dη, (2.10)
t−s(t) t−s(t) 0
Z t
p
≤ |s(t)| q |x (η)|p dη so from (2.9)we can get
t−α
Z t Z Z
p T T
≤ αq |x (η)|p dη (2.6) |x(t) − x(t − s(t))|p dt ≤ 2αp |x (t)|p dt.
t−α 0 0

and for ∀t ∈ Λ2
˛Z ˛p Case 2 if α ∈ [ T2 , T ],then
˛ t ˛
˛  ˛ Z TZ
˛ x (η) dη ˛ t+α
˛ t−s(t) ˛
!p |x (η)|p dη dt
Z t−s(t) 0 t−α
 Z T −αZ η+α Z Z
≤ |x (η)| dη α T
t = |x (η)|p dt dη + |x (η)|p dt dη
!p !p −α 0 T −α 0
Z t−s(t) q Z t−s(t) p Z T +αZ T
≤ 1q dt |x (η)|p dη + |x (η)|p dt dη
t t α η
Z t+α
Z T −α Z α
p
≤ |s(t)| q |x (η)|p dη = |x (η)|p (η + α) dη + T |x (η)|p dη
t −α T −α
Z t+α Z T +α
p
≤ αq |x (η)|p dη. (2.7) + |x (η)|p (T − η + α) dη, (2.11)
t α


while For convenience, set CT = {x ∈ C(R, R)|x(t+T ) =
Z T +α
x(t)}, with the norm |x|0 = max |x(t)|, X = Y = {x =
t∈[0,T ]
|x (η)|p (T − η + α) dη (x1 (·), x2 (·)) ∈ C(R, R2 ) : x(t) ≡ x(t + T )} with the
α
Z RT 1
α norm x = max{|x1 |0 , |x2 |0 }. |x|p = ( 0 |x(t)|p d t) p .
= |x (η)|p (T − η + α) dη Clearly, X and Y are Banach spaces. Define
−α
Z T −α
+ |x (η)|p (T − η + α) dη L : D(L) = {x = (x1 (·), x2 (·)) ∈ C 1 (R, R2 )
−α : x(t) ≡ x(t + T )} ⊂ X → Y
Z T +α
 p
+ |x (η)| (T − η + α) dη. by
T −α
!
x1
Lx = x = ,
it follows from (2.11) that x2
Z T Z t+α N : X → Y,
|x (η)|p dη dt !
0 t−α ϕq (x2 )
Z Z Nx = .
T −α α −f (t, x1 (t))x2 (t) − g(x1 (t − τ (t))) + e(t)
 p  p
= (T + 2α) |x (η)| dη + T |x (η)| dη
−α T −α It is easy to see that Ker L = R2 , Im L = {y ∈ Y :
Z −α
RT
y(s) ds = 0}. So L is a Fredholm operator with in-
+ |x (η)|p (T − η + α) dη 0
α
dex zero. Let P : X → Ker L and Q : Y → Im Q ⊂ R2
Z T +α be defined by
+ x (η)|p (T − η + α) dη Z Z
T −α 1 T 1 T
Z T −α Z α Px = x(s) ds; Qy = y(s) ds,
T 0 T 0
= (T + 2α) |x (η)|p dη + T |x (η)|p dη
−α T −α
Z and let K denote the inverse of L|Ker P ∩D(L) . Obvi-
−α
+  p
|x (η)| (T − η + α) dη ously, Ker L = Im Q = R2 and
Zαα Z T
+ |x (η)|p (−η + α) dη [Ky](t) = G(t, s)y(s) ds, (2.13)
0
−α
Z T −α Z T −α where (
= (T + 2α) |x (η)|p dη − T |x (η)|p dη s
, 0 ≤ s < t ≤ T,
−α T
Z α
α G(t, s) = s−T
T
, 0 ≤ t ≤ s ≤ T.
−T |x (η)|p dη
−α From (2.13), we can easily see that N is L−compact on
Z T −α Z T −α Ω, where Ω is an open, bounded subset of X.
= (T + 2α) |x (η)|p dη − T |x (η)|p dη
−α −α
Z
= 2α
T
|x (η)|p dη.
3 Main Results
0
In this section, we will give our main results and some
Substituting it into (2.9), we can get examples.
Z Z
T T Theorem 3.1 Suppose that there are positive con-
|x(t)−x(t−s(t))|p dt ≤ 2αp |x(t)−x(t−s(t))|p dt stants σ, β, d such that the following conditions hold:
0 0
(H1 ) inf |f (t, x)| ≥ σ > 0,
(t,x)∈[0,T ]×R
In order to use Mawhin’s continuation theorem
for all (t, x) ∈ [0, T ] × R,
to study the existence of T −periodic solutions for
Eq.(1.1), we rewrite Eq.(1.1) in the following form
(H2 ) sgn(x)g(x) > ˛ |e|0˛, for |x| > d,
˛ ˛
(H3 ) lim sup ˛ xg(x)p−1 ˛ ≤ β.
j  |x|→+∞
x1 (t) = ϕq (x2 (t)) = |x2 (t)|q−2 x2 (t) then Eq.(1.1) has at least one T −periodic solution pro-
x2 (t) = −g(x1 (t − τ (t))) − f (t, x1 (t))x2 (t) + e(t), vided that βT p−1 < σ.
(2.12)
where q > 1 is a constant with p1 + 1q = 1. Clearly, Proof Consider the following operator equation
if x(t) = (x1 (t), x2 (t)) is a T −periodic solution
Lx = λN x, λ ∈ (0, 1). (3.14)
to Eq.(2.12), then x1 (t) must be a T −periodic solu-
tion to Eq.(1.1). Therefore the problem of finding a where the operators L, N were defined as before. Let
T −periodic solution for Eq.(1.1) reduces to finding one
for Eq.(2.12). Ω1 = {x ∈ X : Lx = λN x, λ ∈ (0, 1)}.


 ` ´
If x(t) = xx12 (t)
(t)
∈ Ω1 , then from (3.14)we have Substituting x2 (t) = ϕp ( λ1 x1 (t)) into the second equa-
j  tion of (3.15), we have
x1 (t) = λϕq (x2 (t)) = λ|x2 (t)|q−2 x2 (t),
x2 (t) = −λg(x1 (t − τ (t))) − λf (t, x1 (t))x2 (t) + λe(t). 1 1
[ϕp ( x1 (t))] + λf (t, x1 (t))ϕp ( x1 (t))
(3.15) λ λ
We first assert that there is a constant ξ ∈ R such that +λg(x1 (t − τ (t))) = λe(t),

|x(ξ)| ≤ d. (3.16) that is

RT
In fact, as 0 x1 (t) dt = 0, we know that there exist
(ϕp (x1 (t))) + λf (t, x1 (t))ϕp (x1 (t))
two constants t1 , t2 ∈ [0, T ] such that
+λp g(x1 (t − τ (t))) = λp e(t). (3.25)
x1 (t1 ) ≥ 0, x1 (t2 ) ≤ 0. (3.17)
With the condition of (H3 ), for a given ε =
From the first equation of (3.15), we have x2 (t) = 1
[ σ − β] > 0, there is a constant A > 0, such that
ϕp ( λ1 x1 (t)), So 2 T p−1

1 |g(x1 (t − τ (t)))| ≤ (β + ε)|x1 (t − τ (t))|p−1 ,

x2 (t1 ) = |x1 (t1 )|p−2 x1 (t1 ) ≥ 0,
λp−1
1 for |x1 (t − τ (t))| > A. Set
x2 (t2 ) = |x1 (t2 )|p−2 x1 (t2 ) ≤ 0.
λp−1
E1 = {t|t ∈ [0, T ], |x1 (t − τ (t))| ≤ A}
Let t3 , t4 ∈ [0, T ] be the maximum point and minimum
point of x2 (t). Obviously, we have
E2 = {t|t ∈ [0, T ], |x1 (t − τ (t))| > A}
x2 (t3 ) ≥ 0, x2 (t3 ) = 0, (3.18)
Multiplying two side of Eq.(3.25) with x1 (t) and inte-
x2 (t4 ) ≤ 0, x2 (t4 ) = 0. (3.19) grating them over [0, T ], notice that from the boundary
condition
From the condition(H1 ) and by the continuity, f will
not change sign for (t, x) ∈ [0, T ] × R. without loss of Z T Z T
generality, suppose f (t, x) > 0 for (t, x) ∈ [0, T ] × R and (ϕp (x1 (t))) x1 (t) dt = x1 (t) dϕp (x1 (t))
0 0
upon the substitution of (3.18) into the second equation Z x1 (T )
of (3.15), we have = s dϕp (s)
x1 (0)
−λg(x1 (t3 − τ (t3 ))) + λe(t3 ) = λf (t3 , x1 (t3 ))x2 (t3 ) ≥ 0.
= 0.
that is
so we have
g(x1 (t3 − τ (t3 ))) ≤ e(t3 ) ≤ |e|0 . (3.20)
Z T
From (H2 ) we can get σ |x1 (t)|p dt
0
˛Z T ˛
x1 (t3 − τ (t3 )) < d. (3.21) ˛ ˛
≤ λp−1 ˛˛ x1 (t)g(x1 (t − τ (t))) dt˛˛
0
With the similar argument, from (3.19) we have ˛Z T ˛
p−1 ˛
˛ ˛
+λ x 
(t)e(t) dt˛
g(x1 (t4 − τ (t4 ))) ≥ e(t4 ) ≥ −|e|0 , (3.22) ˛ 1 ˛
0
Z
and by (H2 ), ≤ |x1 (t)||g(x1 (t − τ (t)))| dt
E1
x1 (t4 − τ (t4 )) > −d, (3.23) Z
+ |x1 (t)||g(x1 (t − τ (t)))| dt
Case(1)If x1 (t3 − τ (t3 )) ∈ (−d, d), define ξ = E2
t3 − τ (t3 ). Obviously, |x(ξ)| ≤ d. Z T

Case(2)If x1 (t3 − τ (t3 )) < −d, from (3.23) and the + |x1 (t)||e(t)| dt
0
fact that x(t) is a continuous function in R, there exists Z T
a constant ξ between x1 (t3 − τ (t3 )) and x1 (t4 − τ (t4 )) ≤ (β + ε) |x1 (t)||x1 (t − τ (t))|p−1 dt
such that |x(ξ)| = d. Z
0
Z
T T
So inequality (3.16) holds.
+gE1 |x1 (t)| dt + |e|0 |x1 (t)| dt
Since ξ ∈ R, there is an integer k and a con- 0 0
stant t5 ∈ [0, T ] such that ξ = kT + t5 , and |x1 (ξ)| = Z T
|(x1 (t5 )| ≤ d. So ≤ (β + ε) |x1 (t)||x1 (t − τ (t))|p−1 dt
0
Z T Z T
1
|x1 |0 ≤ d + |x1 (t)| dt ≤ d + T q |x1 |p . (3.24) +(gE1 + |e|0 ) |x1 (t)| dt, (3.26)
0 0


where gE1 := max |g(u)|. From Hölder inequality , that
|u|≤A
Z T Z T
Z T
|x2 (t)| dt ≤ λ |f (t, x1 (t))||x2 (t)| dt
0 0
|x1 (t)||x1 (t − τ (t))|p−1 dt
0 +λgM2 T + λ|e|1
„Z « p−1 Z T
T
|f (t, x1 (t))||ϕp (x1 (t))| dt
p p
≤ |x1 (t − τ (t))|
(p−1) p−1
dt = λ
0
0
„Z « 1 λgM2 T + λ|e|1
T p Z
× |x1 (t)|p dt T

0 ≤ gM2 T + fM2 |x1 (t)|p−1 dt + |e|1

0
„Z T « p1 „Z T « p−1
p
while
≤ fM2 1p dt |x1 (t)|p dt
Z T
0 0
p
|x1 (t − τ (t))|
(p−1) p−1
dt +gM2 T + |e|1
0 1
Z T ≤ gM2 T + fM2 T p M1p−1 + |e|1 ,
= |x1 (t − τ (t))|p dt ≤ |x1 |p0 T
0 where gM2 := max |g(u)|, fM2 :=
|u|≤M2
≤ (d + T 1/q
|x1 |p )p T, RT
max |f (t, u)| and |e|1 := 0 |e(t)| dt. Thus
t∈[0,T ],|u|≤M2

then inequality (3.26) becomes from (3.29) we have

1
1 1 |x2 |0 ≤ gM2 T + fM2 T p M1p−1 + |e|1 := M3 . (3.30)
σ|x1 |pp ≤ (β + ε)|x1 |p (d +T q |x1 |p )p−1 ·T q

1 Let Ω2 := {x ∈ Ker L : N x ∈ Im L}. If x ∈ Ω2 ,

+(gE1 + |e|0 )T q |x1 |p
Rthen x ∈ Ker L and QN x = 0. From assumption that
p−1 1 T
= (β + ε)|x1 |p T q |x1 |p−1
p Tq 0
e(t) dt = 0, we see
X
p−2 j
+(β + ε)|x1 |p T q
1
k
Cp−1
k
|x1 |kp T q dp−k−1 |x2 |q−2 x2 = 0,
(3.31)
k=0
g(x1 ) = 0.
1
+(gE1 + |e|0 )T |x1 |p q So
= (β + ε)T p−1 |x1 |pp |x1 | ≤ d ≤ M2 , x2 = 0 ≤ M3 . (3.32)

X
p−2 Set Ω = {x = (x1 , x2 ) ∈ X : |x1 |0 < N1 , |x2 |0 < N2 },
1 k
+(β + ε)|x1 |p T q k
Cp−1 |x1 |kp T q dp−k−1 where N1 and N2 are constants with N1 > M2 , N2 >
k=0 M3 and (N2 )q > dgd , where gd := max |g(u)|. Then
1
|u|≤d
+(gE1 + |e|0 )T q |x1 |p . (3.27) Ω1 ⊂ Ω, Ω2 ⊂ Ω. From (3.32),(3.29)(3.28), it is obvious
that condition (1) and (2) of Lemma 2.1 are satisfied.
From the selection of ε, we see that (β + ε)T p−1 < σ, Next, we claim that condition (3) of Lemma 2.1 is
so there is a constant M1 independence of λ such that also satisfied. For this, define the isomorphism
|x1 |p < M1 , which yields that
J : Im Q → Ker L
1/q  1/q
|x1 |0 ≤ d + T |x |p ≤ d + T M1 := M2 . (3.28) by J(x1 , x2 ) := (−x2 , x1 ) and let

In view of the first equation of (3.15), we have H(v, μ) := μv + (1 − μ)JQN v, (v, μ) ∈ Ω × [0, 1].

Z T
By simple calculation, we obtain that for (x, μ) ∈
|x2 (t)| q−2
x2 (t) dt = 0. ∂(Ω ∩ ker L) × [0, 1],
0
x H(x, μ) = μ(x21 + x22 ) + (1 − μ)(x1 g(x1 ) + |x2 |q ) > 0.
which implies that there is a constant t6 ∈ [0, T ] such
Hence
that x2 (t6 ) = 0. Therefore
Z deg{JQN, Ω ∩ ker L, 0}
T
|x2 |0 ≤ |x2 (t)| dt. (3.29) = deg{H(x, 0), Ω ∩ ker L, 0}
0
= deg{H(x, 1), Ω ∩ ker L, 0}
Taking absolute value and integrating over [0, T ] on = deg{I, Ω ∩ ker L, 0}
both sides of the second equation of (3.15) we obtain = 0.


and condition (3) of Lemma 2.1 is also satisfied. However
Therefore, by Lemma 2.1,we conclude that equa- ˛Z T ˛
˛ ˛
tion ˛ x 
(t)g(x (t − τ (t))) dt˛
˛ 1 1 ˛
Lx = N x 0
˛Z T
has a solution x(t) = (x1 (t), x2 (t)) on Ω, i.e. Eq.(1.1) ˛
= ˛ x1 (t)[g(x1 (t − τ (t))) − g(x1 (t))] dt
has a T −periodic solution x1 (t) with |x1 | ≤ M2 . This ˛
0
Z T ˛
completes the proof of Theorem 3.1. ˛
+ x1 (t)g(x1 (t)) dt˛˛
Theorem 3.2 Suppose that there exists a constant 0
Z T
K > 0 such that
≤ |x1 (t)||g(x1 (t − τ (t))) − g(x1 (t))| dt
p−1 0
|g(x) − g(y)| ≤ K|x − y| , ∀x, y ∈ R. (3.33) Z T
≤ K |x1 (t)||x1 (t − τ (t)) − x1 (t)|p−1 dt.
and the conditions (H1 ),(H2 ) in Theorem 3.1 are 0
also satisfied. Then equation (1.1) has at least one
p−1 From Hölder inequality,
T −periodic solution provided that σ > 2 p K|τ |p−1
0 .
Z T
Remark When 1 < p ≤ 2, function g(x) in (3.33) is |x1 (t)||x1 (t − τ (t)) − x1 (t)|p−1 dt
called Hölder continuous and if p = 2 Hölder contin- 0
uous becomes Lipschitz continuous. We will see later „Z T « p−1
p
p
(p−1) p−1
that there exists some function which is Hölder contin- ≤ |x1 (t − τ (t)) − x1 (t)| dt
uous but not Lipschitz continuous, so our condition is 0
„Z « p1
weaker than(1.4) in some sense. T
× |x1 (t)|p dt ,
`Proof
x1 (t)
´ Let Ω1 be defined as in Theorem 1. If x(t) = 0
x2 (t)
∈ Ω1 , then from the proof of Theorem 1 we know
that By using Lemma 2.2 we know
(ϕp (x1 (t))) + λf (t, x1 (t))ϕp (x1 (t)) „Z T « p−1
p
p
(p−1) p−1
+λp g(x1 (t − τ (t))) = λp e(t), (3.34) |x1 (t − τ (t)) − x1 (t)| dt
0
and „ Z T « p−1
p
Z T ≤ 2|τ |p0 |x1 (t)|p dt
1
|x1 |0 ≤ d + |x1 (t)| dt ≤ d + T q |x1 |p . (3.35) 0

0 „Z T « p−1
p
p−1
=2 p |τ |p−1
0 |x1 (t)|p dt . (3.38)
Next we assert that |x1 |0 is bounded. Multiplying 0
two side of Eq.(3.34) with x1 (t) and integrating them
over [0, T ], from the boundary condition we know So inequality (3.37) reduces to
Z T Z T p−1 1
(ϕp (x1 (t))) x1 (t) dt = x1 (t) dϕp (x1 (t)) σ|x1 |pp ≤ 2 p K|τ |p−1
0 |x1 |pp + |e|0 T q |x1 |p .
0 0
Z x1 (T ) p−1
with the condition 2 p K|τ |p−1
0 < σ we know there
= s dϕp (s)
x1 (0) exists a constant M4 independence of λ, such that
= 0. (3.36) |x1 |p ≤ M4 . The remainder is similar to the proof of
Theorem 3.1.
So we can get
Z T Example 3.1 Consider the following differential equa-
f (t, x1 (t))|x1 (t)|p dt tion
0
Z T
(ϕp (x (t))) + (sin x(t) + 2)ϕp (x (t))
+λp−1 x1 (t)g(x1 (t − τ (t))) dt
1
Z
0
+ (x(t − cos(t)))3 = cos t, (3.39)
T 64
= λp−1 e(t)x1 (t) dt,
0 and when p = 3, suppose that f (t, x) = (sin x +
1 3
i.e, 2), g(x) = 64 x , τ (t) = e(t) = cos t, t ∈ [0, 2π]. Then
Z ˛Z ˛ |f (t, x)| ≥ σ = 1,and there is a constant d = 1 > 0,
T ˛ T ˛ such that for |x| > 1, sgn(x)g(x) > |e|0 . As T = 2π,
σ |x1 (t)|p dt ≤ ˛ x1 (t)g(x1 (t − τ (t))) dt˛˛
˛ 2
0 0 we see βT p−1 = 64 1
(2π)2 = π16 < 1 = σ, form Theorem
Z T 3.1 we know that Eq.(3.39) has at least one 2π−periodic
+|e|0 |x1 (t)| dt. (3.37) solution.
0


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 DCDIS A Supplement, Advances in Neural Networks, Vol. 14(S1) 805--810
Copyright@2007 Watam Press
WEB PAGE IMPORTANCE RANKING WITH PRIORI KNOWLEDGE
GUOYANG SHEN, SHIJI SONG
Department of Automation, Tsinghua University, Beijing 100084, China
E-mail: shijis@tsinghua.edu.cn, shengy@mails.tsinghua.edu.cn
Abstract PageRank and its variations have been widely used in
current search engines to measure the importance of Web pages.
However, the Web graphs used by current search engines are
inexact owning to missing edges and additive noises. As a result,
the so-calculated importance of Web pages may not be as
reasonable as expected. This paper investigates how to achieve
better ranking for a noisy Web graph with the help of priori
knowledge. In particular, partial-order constraints are used to
represent the priori knowledge and the Web page importance
ranking is formulated as an optimization problem. The
optimization problem is solved by augmented Lagrange multiplier
algorithm. Preliminary simulations demonstrated the promising
performance of the presented approach for Web page importance
ranking with priori knowledge.
Keywords Search engine; Web page importance ranking;
optimization problem; Lagrange multiplier algorithm
1. Introduction
Using search engines has become a major means for
people to find information on the Web. The Web page
importance ranking is one of the most important factors that
influence the efficiency when people find information they
want. The most famous ranking method for Web pages is
PageRank[1]. This algorithm uses the Markov random walk
model to explain its mathematical foundation. And it was
proved that the resultant importance of the Web pages
corresponds to the principle eigenvector of the transition
probability matrix of the underlying Markov chain
corresponds to the Web graph.
The basic assumption of PageRank is that the Web
graph PageRank working on are exact and reliable.
Unfortunately this assumption is not true. On the one hand,
the Web graph may lose some edges. While constructing the
Web graph, some links may be missing due to the html
parsing error and the URL expiration. On the other hand,
the graphs may contain noisy edges. For example, there are
many spam links in the Web[2], which can dramatically drop
Therefore, the importance of Web pages calculated by
PageRank may not be as reasonable as expected. For
instance, one may find that a very popular web page is
ranked lower than it should be. To tackle this problem, a
feasible approach is to use the feedbacks of users to adjust
the ranking so as to make it more reasonable. That is, we
can integrate the priori knowledge in terms of partial order
constraints into the calculation of PageRank, in order that
the eventual importance of Web pages is jointly determined
by the priori knowledge and the intrinsic structure of the
Web graph. This is the basic idea of our work.
In particular, we propose to adjust the transition
probability matrix of the Web graph to make the invariant
probability (corresponding to the importance of Web page)
produced by PageRank satisfy the priori knowledge.
Accordingly, we formulate Web page importance ranking as
a constrained optimization problem. We use augmented
Lagrange multiplier algorithm to solve this problem.
Preliminary simulations demonstrated the promising
performance of our proposed approach.
The following part of this paper is organized as below.
In Section 2, we mainly introduce PageRank algorithm and
researches after it. In Section 3, we show the problem of
PageRank algorithm. In Section 4, we propose our
approach which is called Web page importance ranking by
priori knowledge to tackle the problem of PageRank
algorithm. In Section 5, we analyze the adjustment to the
Web graph in our approach. In Section 6, we present the
preliminary simulations we conducted to test the
performance of our approach. After that, we will give the
conclusions and discussions in the last section.
2. PageRank Algorithm
Now we will introduce the PageRank algorithm. The
original PageRank algorithm can be describe by the
following formula.
the performance of search engine by reducing the reliability S  w
S v ¦ q  w , (1)
of PageRank scores of web pages.  
w p v
As aforementioned, the Web graph is inexact.


S  v  represents the PageRank value of Web page v , its variations are wildly used. Many researches have been
done after it was proposed. In 1999, T.H. Haveliwala
q  w  represents the set of child nodes of the Web page w , studied the convergence of PageRank algorithm[5]. In
2002-2003, T.H. Haveliwala proposed the topic-sensitive
p  v  represents the set of parent nodes of the Web page
v.
We can also use a matrix formula to represent the
original PageRank algorithm.
ST S T P,
where S is the probability distribution of the Web
pages (also can be seen as the states of Markov
chain)ˈand P is the transition probability matrix.
­ 1
° q (u ) ˈ if edge (u , v ) exist,
P (u , v) ® (3)
°0 ˈ
¯ else.
From (2) we can see that S is the principle
eigenvector of the transition probability matrix P . And we
can use an power method to obtain the S . If the Markov
chain corresponds to the Web graph has an invariant
distribution, the power method will converge to an S in
(2) (see [3]). According to the property of the Markov chain,
limited irreducible and aperiodic Markov chain has an
invariant distribution. In real Web graph, leaf nodes (which
have no child nodes) lead to the reducibility of the Markov
chain. For solving of this problem, Prasanna Desikan et al
presented that the leaf nodes can be linked to all nodes in
the Web graph (see [4]). The new transition probability
matrix can be described in (4).
1
Pc P  d ˜ eT ,
n page in the Web. For example, the number of visitors may
­1, q (i ) 0,
PageRank algorithm which can be adjusted according to
personal interest of users[6]. In 2004, Deng Cai et al. gave
different weights to the links in different positions of Web
pages before calculating PageRank[8]. In 2005, Gui-rong
Xue et al. calculated PageRank basing on the Web
(2) hierarchical structure[9].
3. Drawback of PageRank Algorithm
The aforementioned descriptions show that the ranking
result produced by PageRank is mainly determined by the
structure of the Web graph (although we have a tunable
parameter D ). This may have some potential problems. As
we know, the eigenvector is sensitive to the change of the
matrix. Therefore, the inexactness of the graph structure
may impact the final ranking significantly in some cases
and lead to unsatisfactory ranking results. For example,
with many spam links, a trivial page may get a higher
PageRank score than an important webpage. This is surely
inconsistent with human knowledge. To tackle this problem,
a feasible way is to refine the ranking result produced by
PageRank with the priori knowledge of human beings. This
is just the idea of our work, which will be elaborated on in
the next section.
4. Ranking with Priori Knowledge
It is not very difficult for us to get some priori
knowledge or user feedbacks about the importance of Web
reflect the importance of a webpage. For ease of
di G  q (i) , 0  ® (4) representation, we denote such priori knowledge by
¯0, q (i ) z 0, partial-order constraints. For instance, supposing we know
T that node 1 is more important than node 2, and node 3 is
e 1,1,",1 .
more important than node 4, the partial-order constraints
At the same time, a damping factor is introduced to can be represented by the following inequalities,
make every node linked to a random node in the Web graph.
The intuitive sense is that when a Web user browse a Web ª10 0 0 º ª 010 0 º
page, he may not click the link in the page but random « 0 010 » S ! « 0 0 01» S , (7)
choose another Web page in the Web. So the transition ¬ ¼ ¬ ¼
probability matrix will be changed as or equivalently,
AS ! BS , (8)
Pcc (1  D ) Pc  D K . (5)
Here K
T
(1," ,1) ˜ e, 0  D  1. Pcc is the transition ª10 0 0 º ª010 0 º
where A «0 010 » and B «0 0 01» .
probability matrix used in current PageRank algorithm. ¬ ¼ ¬ ¼
ST S T Pcc. (6) Suppose that we have got the constraints with a similar
In current search engines, the PageRank algorithm and format to (8). With these constraints, our methodology is to


adjust the transition probability matrix, so that the invariant yT DT yT DT ( Pcc - Cyy T C T ) , (17)
distribution of the new Markov chain will be consistent
with the constraints as much as possible. eT Dy 1 , (18)
Note that if we do not further constrain the adjustment Dy t 0, (19)
to the transition probability matrix, we will get many
possible adjustments which can satisfy those partial-order ADy ! BDy. (20)
constraints. This is not reasonable because the graph after In order to use augmented Lagrange multiplier method
adjustment may be totally different from the original graph. to solve Problem 2, we now transform it to Problem 3,
In our opinion, although the original graph is noisy, much ª I 0º
of its information can still be regarded as reliable and min g ( y ) yT « »y (21)
informative. Therefore, we should not adjust the transition ¬0 0¼
probability matrix too much. s. t.
With the above considerations, we formulate Web page c1 ( y ) eT ( I - P ''  Cyy T C T )( I - P ''  Cyy T C T )T e 0,
importance ranking as the following optimization problem (22)
(denoted by Problem 1 for ease of reference), in which the
adjustment is minimized subjected to those partial-order c2 ( y) yT DT (I - Pcc  CyyTCT )(I - Pcc  CyyTCT )T Dy 0,
constraints. (23)
T
min f ( x) x x, T
(9) c3 ( y ) e Dy  1 0, (24)
T
s.t. ( Pcc - xx )e e, (10) § c4 ( y ) ·
¨ ¸ § Dy · (25)
¨ # ¸ t 0.
T T T
S S ( Pcc - xx ), (11) ¸ ¨
¨c ¸ © ( A - B ) Dy ¹
eT S 1, (12) © 2n3 ( y ) ¹
T
AS ! BS , (13) Where c ( y )  c1 ( y ), c2 ( y)," , c2 n3 ( y)  is a
S ! 0. (14) vector with 2n+3 dimensions.
T The augmented Lagrangian function of Problem 3 is as
Where e 1,1," ,1 . Pcc is an n u n matrix. 3
Vi 3

x is a vector with n dimensions. Matrix xx is an T L( y , O , V ) g ( y)  ¦ O j c j ( y)  ¦c 2

j ( y)
j 1 2 j 1
n u n matrix used to adjust Pcc . We do not use a full rank
matrix to adjust Pcc for it will make the problem too ­ª V º O
° « Oi ci ( y)  i ci2 ( y) » ,if ci ( y)  i ,
complicated. The matrix derived by a vector can adjust the 2 n 3
°¬ 2 ¼ Vi
matrix Pcc and simplify the problem. ¦ ® 2
(26)
Problem 1 include two vector x and S . We make j 4 ° Oi
 ˈ else.
the following transformation. °¯ 2V i
§x · () () ()
Denote c ( y ) (c1 ( y )," , c 2 n3 ( y )) ,
T
Firstly, we denote y
¨ ¸ , then
©S ¹ ci(  ) ( y ) ci ( y ), i 1," ,3;
x Cy, C > I nun | 0nun @ ,
ci(  ) ( y ) min ^0, ci ( y )` , i 4," , 2n  3.
S Dy, D > 0 n u n | I nu n @ , We use the augmented Lagrange multiplier algorithm
where I nun is an n u n unit matrix. to solve Problem 3.
With the above transformation, Problem 1 can be Suppose in the k th iteration, we have
3
transformed to Problem 2,
’g  y ( k 1)  ¦ ª¬O (k )
 V (j k ) c j  y ( k 1)  º¼’c j  y ( k 1) 
ªI 0º j
min f (x) g( y) (Cy)T Cy yT « » y, (15) j 1

¬0 0¼ 2n3

T T
s.t. ( Pcc - Cyy C )e e , (16) j 4
^ `
 ¦ max O j(k )  V (jk )c j  y(k 1)  ,0 ’c j  y(k 1)  , (27)

Thus, by taking


 Oj(k1) Oj(k ) V (jk )cj  y(k1)  , j 1, 2, 3; (28) i 4," , 2n  3; k : k  1 , go to Step 2.
LEMMA 1 If the feasible domain of y is not empty,
^
Oj(k1) max O(jk) V(jk)cj  y(k1)  ,0 , j 4, 5,",2n3. (29) ` the above algorithm will be stopped in finite iterations or
as the Lagrange multiplier in the next iteration. From produce a series of y  k 1 satisfied
(27)-(29), we know that
2 n 3 lim inf g  y k  f. (37)
’g  y  ¦ O ’c j  y 
( k 1) ( k 1) ( k 1) k of
j 0. (30)
Proof. See [10].
j 1
For convenience, we call the whole solution of Web
From (30) we get that for any k t 2 , the error of page importance ranking with priori knowledge as RPK
Kuhn-Tucker condition of  y , O  is
k
(k ) algorithm.

’ y L0  yk , O ( k )   c (  ) y  c y  ,
(k ) () (k )
(31) 5. Adjustment Analysis

where In this section, we will give the lower bound of the

2 n 3
adjustment.
L0  y, O  g ( y )  ¦ Oi ci ( y ) (32) Suppose S is an invariant distribution of transition
i 1
probability matrix Pcc , after adjustment the transition
is the Lagrange function of Problem 3.
probability matrix P1cc defined by P1cc Pcc  E ,
Thus, if k t 2 and
1 here E xxT , and define the new invariant distribution
ci ()
y  ( k 1)
d ci(  )  y ( k )  ,
4
(33)
S 1 . We denote A I - Pcc, and Z ( A  eS T )-1 , then
Can not be satisfied, we will amplify the penalty factor, i.e. we have
V i( k 1) 10V i( k ) . (34) THEOREM 1 If S T S T P cc and S 1T S 1T ( Pcc - E ) ,
Thus the augmented Lagrange multiplier algorithm is given then S T - S 1T S 1T EZ .
as follows Proof: From
Step 1 Initialization.
S T - S 1T S T Pcc - S 1T ( Pcc - E )
y (1)  \ n , O (1)  \ 2 n 3ϨOi(1) t 0(i 4," , 2n  3);
(S T - S 1T ) P cc  S 1T E , (38)
V i(1) ! 0(i 1," , 2n  3); H t 0, k : 1.
we have
Step 2 Solve the following unconstrained optimization
( k 1) (S T - S 1T )( I - P cc) S 1T E , (39)
problem to get y T T T T T T
Note that (S - S )eS (S e - S e)S
minn L  y, O ( k ) , V ( k )  . (35)
1 1
y\ (1  1)S T 0, (40)
If c ()
y  ( k 1)
f
d H , then stop iteration. We have
(S T - S 1T )( I - Pcc  eS T ) S 1T E. (41)
Step 3 For i 1," , 2n  3 , we take T
Considering that I - P cc  eS is invertible matrix, we have

V ( k 1)
­ (k )
°V i , if ci  y
() ( k 1)
 d 14 ci( )  y k  , (S - S ) S E ( I - Pcc  eS T )-1
T T
1
T
1
i ®
° max ª10V i( k ) , k 2 º , else. S 1T EZ . (42)
¯ ¬ ¼
Define F norm of an matrix as follows
Step 4 Calculate O ( k 1) by using following formulas 1

O i
( k 1)

Oi( k )  V i( k ) ci y  k 1 , i 1," ,3;  || A ||F  tr  AT A  2 .  (43)
T T
S 1T EZ , we have
Oi( k 1) ^
max Oi( k )  V i( k ) c  y    , 0` .
i
k 1
(36)
Note that S - S 1
S T - S 1T d S 1T Z E d Z E . (44)
F 2 F F F F


From (44) we can estimate the lower bound of the rate) to the original graph. The corresponding inexactness is
adjustment to the transition probability matrix Pcc in caused by additive noises. For the next step, we randomly
order to satisfy the priori knowledge choose some of the partial orders from the original graph as
S T - S 1T 2 the constraints to rank the inexact graph with the algorithm
EF t , (45) given in section 4. The effectiveness of RPK algorithm is
Z F illustrated by following Figures respectively.
Note that E F
xxT xT x , we have
F

S T - S 1T
xT x t 2
. (46)
Z F

(46) gives the lower bound of xT x and show that we

minimize xT x is reasonable.

6. Preliminary Simulations

In this section we present the preliminary simulations

we conducted to test the performance of RPK algorithm.
For the evaluation criterion, we used a metric based on Figure 1 The random generated original graph
the Kendall distance [11] to measure the similarity between
two ranking lists. That is, suppose the ground-truth rank list
is s and the rank list we calculated is t , and then their
similarity is calculated as follows
K ( s, t ) ^(i, j ) | i  j , s(i )  s ( j ), t (i ) ! t ( j )` . (47)
Where K ( s, t ) is the Kendall distance, which counts the
number of pair-wise disagreements between two ranking
lists s and t , and the similarity of two ranking lists is
defined as follows
K ( s, t )
S ( s, t ) 1  . (48)
Cn2
It is clear that S ( s, t ) takes values between 0 and 1.
In particular, when it equals 1, the new rank list is perfectly Figure 2 Similarity between RPK algorithm over
the same as the ground truth. If S ( s, t ) equals 0, the new down-sampled graph and original PageRank
rank list will be totally different from the ground truth.
For the dataset, we first randomly generated an -node
Web graph (denoted by the original graph in the following
discussions) and calculate a PageRank vector for this graph.
The C n2 partial orders between all the vertices in this
vector are used as the ground truth for evaluation. After that,
we generate an inexact graph based on the original graph by
means of sampling. In this paper, we consider two kinds of
samplings: down-sampling and up-sampling.
Down-sampling refers to reserving each edge in the
original graph with some probability Į (named by sampling
rate). The inexactness of the down-sampled graph is caused
by information loss or missing edges. Up-sampling refers to
randomly adding some new edges (the ratio of newly added
edges to the edges in the original graph is named by noise Figure 3 Similarity between RPK algorithm over
up-sampled graph and original PageRank


 Figure 1 shows the original graph with 30 vertices.
Figure 2 and Figure 3 show the performance of RPK
algorithm with respect to different number of constraints, in
case of down-sampling and up-sampling respectively
(without loss of generality, we set the sampling rate to 0.6
and set the noise rate to 0.2). The y-axis represents the
similarity between the ranking list produced by RPK
algorithm based on the inexact graph and the ranking list of
the original graph. The larger the similarity is, the more
effective RPK algorithm will be. The x-axis represents the
number of constraints. Considering that these constraints
were randomly selected, we actually ran 50 times of our
experiment and report the average performance. From the
above figures, we can see that the performance of RPK
algorithm increases with the increasing number of
constraints. For example, for the down-sampling case as
shown in Figure 2, without any constraint the similarity is
about 0.7, while with 12 constraints, RPK algorithm
improves the performance to almost 0.8, which corresponds
to a relative improvement of 14.3%. Note that 12 is a small
number of constraints, if we consider that there are
30 × 29 / 2 = 435 constraints in total for this graph.
Similarly, from Figure 3 we also see an absolute
improvement from less than 86% to over 92%, or a relative
improvement of about 9.3% for the case of up-sampling
with 12 constraints.
7. Conclusion
In this paper, we investigated how to improve Web
importance ranking with the help of priori knowledge. Our
main idea is to adjust the transition probability matrix of the
Markov chain corresponding to the Web graph, in order that
the invariant distribution of the Markov chain can satisfy
the given partial-order constraints. In particular, we
formulated the Web importance ranking with priori
knowledge as an optimization problem, and further
proposed the RPK algorithm to solve the optimization
problem. Preliminary simulations validated the
effectiveness of RPK algorithm.
Besides what we reported in this paper, we are also
very interesting in some other critical problems related to
Web page ranking with priori knowledge, such as how to
select more effective constraints, and how to further boost
the efficiency of the RPK algorithm using some specific
properties of Web graph. In addition, as can be seen, we
evaluated our algorithm only with a synthetic dataset in this
paper. We will do more experiments, especially on
real-world large-scale Web graphs in our future works.

Acknowledgements
This paper is supported by the National Science
Foundation of China under grant 60574077.
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 AUTHOR INDEX
A
Alexander G. Loukianov 25 Amol Patwardhan 168
Alfonso Iglesias 580 Anamarija Borštnik Bračič 227
Alma Y. Alanis 25 Anjan Kumar Ray 550
Amit Shuklaz 550 An Jun-Fang 784

B
Bernardino Arcay 580

C
Carlos Dafonte 580 Chen Hung-Cheng 658
Carlos R. Mariaca Gaspar. 512 Chen Jianguo 526
Cao Daosheng 378 Chen Jing 608
Chacón M. 232 Chen Lei 689
Chang Guoliang 285，805 Chen Leiting 481
Chen-Chia Chuang 119 Chen Lin 416
Chen Degang 19 Chen Qiao 31
Chen Guanghai 770 Chen Qijun 470
Chen Ming 694 Chen Wen-Yu 503
Chen Pu 78 Cui Xuehui 41,435
Chen Neiping 779 Chen Yong 313
Chia Chang Hsu 713 Cleber Zanchettin 328
Ching-Hung Lin 146 Cui Ying-kun 382
Chen Guanrong 25 Cui Yuan 439
Chen Dong-Yan 784 Chi Zheru 624
Chen Hanping 36

D
Dae Sik Jeong 408 Donald C. Wunsch II 486,494
Dai Xianzhong 612 Dong Xiaogang 41
Daša Grabec 602 Doreswamy 591
David A. Cartes 486,494 Dušan Grošelj 602
Diego Ordóñez 580 Du W 323
Ding Xuejun 36 Du Yongfeng 463

E
Ebenezer JeyaKumar.A 349 Edvard Govekar 227
Edgar N. Sanchez 25 Eui Chul Lee 408

F
Fan Zhengping 400 Fang Zhongjie 481
Fang Jiancheng 138,338,559 Feng Chunhua 111

811
Feng Guochen 708 Fu Xiaoling 724
Francis C. K. Wong 650 Fullana.R 618
Fu Jiacai 307 Fx Sun 323
Fu Xiangling 77

G
Geok See Ng 248 Guo Shenghai 450
Guan Xiaohong 395 Gursel Serpen 168
Gunasekaran.N 638 Gwo-Ruey Yu 543

H
Ha Ming-Hu 46,72 Hong Bingrong 248
Hamdi A. Awad 153 Hou Ling 784
Han-Pang Huang 146 Hou Jinjun 77
Hao Zhifeng 294 Hu Cq 323
He Jia 416 Huang Dong 737
He Qiang 222 Huang Qi 608
He Shan 536 Hyun-Ae Park 408
He You 374,522

I
Ieroham S. Baruch 512 I-Hsum Li 57
Igor Grabec 129,227,602 Ivan Ferkolj 602

J
James B. Hayfron-Acquah 307 Jiang Han-qiao 382
Jeng-Chyan Lin 658 Jiang Ju 202,689
Ji Dong-hai 699 Jin Chenxia 746
Ji Luping 369 Jin Fan 313
Ji Pengcheng 133 Jin Feng 182,207
Jia Jun-jing 699 Jin-Tsong Jeng 119
Jian Cheng Lv 163

K
Kang Ryoung Park 408,425 Keyue Zhang 83
Kang Xidai 95 Kuchen.B 618
Keith W. Hipel 703 Kuei Hsiang Chao 713

L
Laxmidhar Beheray 550 Li Dan 682
Lei Guo 138,559 Li Dongmei 724
Lei Qiang 253 Li Fachao 746
Li Chunji 719 Li Guocheng 756

812
Li Jiamin 708 Liu Bo 294
Li Lanlan 450 Liu Baiqi 559
Li Ling 644 Liu Fen 382
Li Peng 260,570 Liu Guisong 369,454
Li Ping 1 Liu Haitao 248
Li Shengjun 719 Liu Jinwang 724
Li Wei 444 Liu Lifeng 694
Li Xiaoli 536 Liu Qinghuai 41,708
Li Xinyu 364,508 Liu Shijun 526
Li Yajie 444 Liu Xiangdong 459
Li Yunxia 163 Liu Yanhui 463
Li Zhonghua 400 Liu Yuan 391
Li Zhongyan 677 Lu Xiaodan 301
Liang Jingwei 193 Lu Shuxia 187
Liang Yc 323 Luo Wenjing 338,386
Ling Ping 265

M
Ma Ning 751 Marİfİ Güler 664
Ma Wanbiao 682 Michael T. Manry 284
Ma Xicheng 444 Ming Hui 435
Manikopoulos.C.N 644 Mohamed S.Kamel 202,689
Marc Kilgour.D 703 Musa Alc 671
Mariesa L. Crow 486,494

P
Patch. Beadle 285,596 Peng Xiaoming 791
Patiño.H.D 618 Pu Xiaorong 481
Pattabiraman.J 631 Pucheta.J 618

Q
Qiu Jian-Cong 658 Qiu Huizhong 454,737
Qiao Jihong 89,474

R
Rainer Spiegel 354 Réjean Plamondon 111
Ramakrishnan.S 349 Ren Jia-song 531
Ranganathan.H 631,638 Ren Xue-Kun 728
Raymond Pavloski 271 Rivas P. 232

813
S
Sabri Arik 6 Shi Jun 450
Sang Yongsheng 565 Shi Juan 307
Saul Escalante M. 512 Song Shiji 133,253,395,805
Schugurensky.C 618 Song Shi-Ji 182,197,207,766
Seong G. Kong 242 Stones LeiZhang 439,565,575
Shang Lifeng 369 Su Shun-Feng 57
Shen Guoyang 596 Sun Shi-Xin 503
Shen Minfen 285 Sun Xiaoshu 374
Shi Daming 248

T
Tao. C. W. 57,543 Tian Shurong 374,522
Teresa B. Ludermir 328 Tolga Ensari 307
Tian Da-Zeng 46 Tong Menghua 586
Tian Jing 72 Tu Guoyu 395

V
Varoon Charastrakul 307 Venugopalan.S 349

W
Walter H. Delashmit 284 Wang Zhiguang 694
Wang Hengyou 19 Wei Bian 13
Wang Hongrui 791 Wei Jiang 242
Wang Hongyan 89,474 Wei Qiuping 459
Wang Guoli 400 Wei Wu 95
Wang Guoyin 313 Wei Xiong 522
Wang Lijun 67 Wei Yuan 798
Wang Meng-Hui 658,713 William S-Y Wang 650
Wang Runqiu 421 Woonseng Gan 586
wang Qing-lin 474 Wu Cheng 133,182
Wang Sq 323 Wu Chong 217,378
Wang Wancheng 612 Wu Cong-Xin 222,728
Wang Wei-Yen 57 Wu Huaiqin 51
Wang Xinmin 41,708 Wu Jianrong 719,766
Wang Xizhao 187 Wu Rushi 570
Wang Xm 323 Wu Sen-lin 699
Wang Y 323

X
Xia yu-hui 474 Xin Lin 791
Xiao Tianyuan 253 Xiong Qingyu 608
Xin Guan 522 Xu Chi 624

814
Xu Fei 391 Xu Jing 742
Xu Jian-zhong 531 Xu Zongben 31
Xu Haiyan 703 Xue Fang 444,463
Xu Hong 416 Xue Xiaoping 13,51
Xu Honglei 36

Y
Yan Cai 624 Yang Shangming 212
Yan Chen 89 Yang Xing 260
Yan Hua 386 Yang Xinsong 770
Yan Xiong 95 Yang Yan-Xuan 207
Yan Zhizhong 435 Yue Panxing 746
Ya n g Bi n- We i 503 Yi Danhui 391
Yang Chengfu 575 You Hui 450
Yang Gang 779 Yu Linghui 138
Yang Limin 788

Z
Zhang Bo 425,459,742 Zhang Yi 1 1,177,212,338,
Zhang C 323 386,454,565,575,774
2
Zhang Chao 95 Zhang Yi 197,689,67
Zhang Chenggong 177 Zhang Zhi-Ming 46
Zhang Da Yong 217 Zhao Chuan-feng 382
Zhang Jiaqi 470 Zhao Wenqing 798
Zhang Jingxiao 733,738 Zhao Xia 343
Zhang Jiye 83,100,106 Zheng Weifan 100
Zhang JunPeng 439 Zhi Lixia 421,761
Zhang Liming 301 Zhou Cg 323
Zhang Ming 421 Zhou Cai-Li 72
Zhang Qizhi 586 Zhou Dongli 791
Zhang Rui 31 Zhou Lei 197
Zhang Shuguan 106 Zhu Zhi-Gang 728
Zhang Weihua 83,106 Zong Minggang 798
Zhang Yunong 400

815