MATLAB A Ubiquitous Tool For The Practical Engineer

MATLAB
A UBIQUITOUS TOOL FOR

THE PRACTICAL ENGINEER

Edited by Clara M. Ionescu

MATLAB A Ubiquitous Tool for the Practical Engineer
Edited by Clara M. Ionescu

Published by InTech
Janeza Trdine 9, 51000 Rijeka, Croatia

Copyright 2011 InTech
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(Matlab

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First published October, 2011
Printed in Croatia

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MATLAB A Ubiquitous Tool for the Practical Engineer, Edited by Clara M. Ionescu
p. cm.
ISBN 978-953-307-907-3

free online editions of InTech
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Contents

Preface IX
Part 1 Applied Mathematics 1
Chapter 1 Effect of the Guess Function
& Continuation Method on
the Run Time of MATLAB BVP Solvers 3
Fikri Serdar Gkhan
Chapter 2 Revisiting the Ceschino Interpolation Method 23
Alain Hbert
Chapter 3 Matrix Based Operatorial Approach
to Differential and Integral Problems 37
Damian Trif
Chapter 4 Comparison of Methodologies
for Analysis of Longitudinal Data Using MATLAB 63
Joo Eduardo da Silva Pereira, Janete Pereira Amador
and Angela Pellegrin Ansuj
Chapter 5 Educational Simulator for Particle
Swarm Optimization and
Economic Dispatch Applications 81
Woo Nam Lee and Jong Bae Park
Chapter 6 Decomposition Approach
for Inverse Matrix Calculation 111
Krasimira Stoilova and Todor Stoilov
Part 2 Database Development 135
Chapter 7 A Cluster-Based Method for Evaluation
of Truck's Weighing Control Stations 137
Abbas Mahmoudabadi and Arezoo Abolghasem
VI Contents

Chapter 8 The Impact of the Data Archiving File Format
on Scientific Computing and Performance of Image
Processing Algorithms in MATLAB Using Large HDF5 and
XML Multimodal and Hyperspectral Data Sets 145
Kelly Bennett and James Robertson
Chapter 9 Energy Management in Buildings Using MATLAB 165
Shahram Javadi
Part 3 Control Applications 177
Chapter 10 Synchronous Generator
Advanced Control Strategies Simulation 179
Damir Sumina, Neven Buli, Marija Miroevi and Mato Mikovi
Chapter 11 Design of PSO-Based Optimal/Tunable
PID Fuzzy Logic Controller Using FPGA 197
Zeyad Assi Obaid, Saad Abd Almageed Salman, Hazem I. Ali, Nasri
Sulaiman, M. H. Marhaban and M. N. Hamidon
Chapter 12 Cascaded NPC/H-Bridge Inverter with Simplified Control
Strategy and Superior Harmonic Suppression 233
Tom Wanjekeche, Dan V. Nicolae and Adisa A. Jimoh
Chapter 13 MATLAB: A Systems Tool for Design
of Fuzzy LMI Controller in DC-DC Converters 259
Carlos Andrs Torres-Pinzn and Ramon Leyva
Chapter 14 MATLAB as Interface
for Intelligent Digital Control of Dynamic Systems 277
Joo Viana da Fonseca Neto and Gustavo Arajo de Andrade
Chapter 15 A Fuzzy Finite Element Method Programmed in MATLAB for
the Analysis of Uncertain Control Systems of Structures 291
Angel L. Morales, Jem A. Rongong and Neil D. Sims
Part 4 Modelling, Identification and Simulation 305
Chapter 16 Visual and Thermal Image Fusion
for UAV Based Target Tracking 307
K. Senthil Kumar, G. Kavitha, R. Subramanian and G. Ramesh
Chapter 17 Research of Fuzzy-Systems of Automatic Frequency
and Phase Control on Basis of MATLAB 327
Vladimir Gostev
Chapter 18 Automotive Sketch Processing in C++
with MATLAB Graphic Library 371
Qiang Li
Contents VII

Chapter 19 Simulation of Rough Surfaces
and Analysis of Roughness by MATLAB 391
F. Gascn and F. Salazar
Chapter 20 MATLAB in Biomodeling 421
Cristina-Maria Dabu
Chapter 21 Non Linear Algorithm for Automatic
Image Processing Applications in FPGAs 437
Emerson Carlos Pedrino, Valentin Obac Roda and Jose Hiroki Saito
Chapter 22 Using MATLAB to Compute Heat Transfer
in Free Form Extrusion 453
Sidonie Costa, Fernando Duarte and Jos A. Covas
Part 5 Image Processing 475
Chapter 23 MATLAB as a Tool
in Nuclear Medicine Image Processing 477
Maria Lyra, Agapi Ploussi

and Antonios Georgantzoglou
Chapter 24 Selected Methods of Image Analysis
in Optical Coherence Tomography 501
Robert Koprowski and Zygmunt Wrbel
Chapter 25 Image Processing for Optical Metrology 523
Miguel Mora-Gonzlez, Jess Muoz-Maciel,
Francisco J. Casillas, Francisco G. Pea-Lecona,
Roger Chiu-Zarate and Hctor Prez Ladrn de Guevara

Preface

A well-known statement says that the PID controller is the bread and butter of the
control engineer. This is indeed true, from a scientific standpoint. However,
nowadays, in the era of computer science, when the paper and pencil have been
replaced by the keyboard and the display of computers, one may equally say that
MATLAB is the bread in the above statement. MATLAB has became a de facto tool
for the modern system engineer. The present book is written for both engineering
students, as well as for practicing engineers. The wide range of applications in which
MATLAB is the working framework, shows that it is a powerful, comprehensive and
easy-to-use environment for performing technical computations.
The book includes various excellent applications in which MATLAB is employed.
Most of the authors are well skilled in working with MATLAB for their educational,
scientific or engineering purposes, as in:
- applied mathematics,
- data acquisition and communication issues for real-life experiments and
hardware-in-the-loop connections,
- communication protocols with MATLAB (Serial Interface, OPC, Ethernet
functions, Real Time Workshop)
- embedded systems (C++, S-functions) ,
- image processing and data archiving
- control systems and algorithms.
This book is in fact a collection of results from a wide range of users, including
engineers, scientists, computer experts and applied mathematicians. The diversity of
results and applications suggests that a wide range of readers will benefit from its
content.
It is clear that MATLAB has opened a fascinating new world of possibilities. The
contributions presented in this book serve as a proof that MATLAB is a useful tool to
address many challenging problems.
I would also like to add a few personal words on the concept of open access
publishing. Although not yet fully matured and not yet fully accepted by the scientific
community, the open access database offered by InTech is a great opportunity for
X Preface

researchers to communicate their work in a rapid and broadly accessible manner. I do
believe that an open access to science and technology is the key of staying alert in this
continuously changing scientific environment and keep the pace with the progress
available all over the world.
Finally, I would like to thank the publishing department of InTech for the excellent
support and guidance in the development of this book, which is in fact a collection of
contributions bearing MATLAB as the interwoven feature.

Dr. ir. Clara M. Ionescu
Faculty of Engineering and Architecture
Ghent University,
Belgium

Part 1
Applied Mathematics

1
Effect of the Guess Function &
Continuation Method on the Run Time of
MATLAB BVP Solvers
Fikri Serdar Gkhan
Gazikent University, Faculty of Engineering and Architecture,
Department of Electrical and Electronic Engineering, Gaziantep
Turkey
1. Introduction
The MATLAB computing environment is a package used extensively throughout industry,
research and education by users of a complete range in proficiency. MATLAB provides then
an ideal platform to introduce such an item of Boundary Value Problem (BVP) software and
indeed, Kierzenka and Shampine (Kierzenka & Shampine, 2001) developed the core BVP
Ordinary Differential Equation (ODE) software bvp4c to solve a large class of two-point
boundary value problems of the form;
( ) ( , ( ), ) y x f x y x p = (1)
( , , ( ), ( ), ) 0
L R L R
g x x y x y x p = (2)
where f is continuous and Lipschitz function in y and p is a vector of unknown parameters.
Their view was that a user solving a BVP of form (1) in MATLAB would be most interested
in the graphical representation of a solution, and as such a solver with a MIRK4-based
Simpson Method would be appropriate for graphical accuracy.
If information is specified at more than one point the problem (1) becomes a Boundary
Value Problem. The most common types of BVP are those for which information given at
precisely two points. These are known as two-point boundary value problems.
The MATLAB BVP solver of bvp4c is introduced as a Residual control based, adaptive mesh
solver. An adaptive mesh solver is an alternative approach to that of a uniform mesh, which
would specify a uniform grid of data points x
i
over the interval [x
i
, x
i+1
] and solve
accordingly. The adaptive solver will adjust the mesh points at each stage in the iterative
procedure, distributing them to points where they are most needed. This can lead to obvious
advantages in terms of computational and storage costs as well as allowing control over the
grid resolution. The concept of a residual is the cornerstone of the bvp4c framework; being
responsible for both errors control and mesh selection (Hale, 2006).
The most difficult part for the solution of BVPs is to provide an initial estimation to the
solution. In order to direct the solver for the solution of interest, it is necessary to assist the
solver by informing it with a guess. Not only for the computation of the solution of interest


4
but also whether any solution is achieved or not depends strongly on the initial guess.
Therefore, depending of the guess function, BVPs may have no solution or a single solution,
or multiple solutions. Moreover, the quality of the initial guess can be critical to the solver
performance, which reduces or augments the run time. However, coming up with a
sufficiently good guess can be the most challenging part of solving a BVP. Certainly, the
user should apply the knowledge of the problem's physical origin (MATLAB
Documentation).
In MATLAB, when solving BVPs the user must provide a guess to assist the solver in
computing the desired solution (Kierzenka & Shampine, 2001). MATLAB BVP solvers call
for users to provide guesses for the mesh and solution. Although MATLAB BVP solvers take
an unusual approach to the control of error in case of having poor guesses for the mesh and
solution, especially for the nonlinear BVP, a good guess is necessary to obtain convergence
(Shampine et al., 2003).
Whatever intuitive guess values/functions are imposed, eventually the BVP solver fails for
some parameters or for some lengths. If any guess values works for the range of length, the
rest of the length may be extended using continuation. The method of continuation exploits
the fact that the solution obtained for one input will serve as the initial guess for the next
value tried. In case of any difficulty in finding a guess for the interval of interest, generally it
will be easier to solve the problem on a shorter interval. Then the solution of the sequence of
BVPs on the shorter interval will be used as a guess for the next section. With modest
increases in the interval, this will continue until the interval of interest is spanned
(Shampine et al., 2003).
The cost of the continuation method is the increased run time. How the guess value good is,
the less computation time it takes with the continuation method. This is due the fact that, the
remaining length depends of the convergence length (based on the guess value) which its
higher value reduces the computation time.
2. Initial setup
The first step in solving a problem is defining it in a way the software can understand. The
bvp4c framework uses a number of subfunctions which make it as simple as possible for the
user to enter the ODE function, initial data and parameters for a given problem. By way of
the following example we see exactly how a problem is supplied and solved by bvp4c. For
the evaluation of the guess value /function, the steady-state Brillouin equation is exploited.
The coupled ODEs for the evolution of the intensities of pump I
p
and Stokes I
s
can be written
as (Agrawal, 2001),

B P S p
dIp
g I I I
dz
= (3)

B P S S
dIs
g I I I
dz
= + (4)
where 0 z L is the propagation distance along the optical fiber of the total length L, is
the fiber loss coefficient, g
B
is the Brillouin gain coefficient, respectively. Here, it is assumed
that, Stokes wave is launched from the rear end of the fiber. Then the known values of the
input pump power I
p
(0) and the Stokes wave power I
s
(L) are referred as the boundary
values.

Effect of the Guess Function & Continuation Method on the Run Time of MATLAB BVP Solvers

5
The first task is to define the ODEs in MATLAB as a function to return these equations.
Similarly the user then rewrites the boundary conditions to correspond to this form of the
problem. We may code the ODEs for scalar evaluation and boundary conditions,
respectively as,

function dydx = bvpode(x,y)
global alpha_s gb K

dydx = [ -gb *y(1)*y(2)-alpha_s*y(1)
-gb *y(1)*y(2)+alpha_s*y(2) ];

-----------------------------------------------------------

function res = bvpbc(ya,yb)
global Ip0 IsL

res = [ya(1)- Ip0
yb(2)- IsL ];

The next step is to create an initial guess for the form of the solution using a specific
MATLAB subroutine called bvpinit . The user passes a vector x and an initial guess on this
mesh in the form bvpinit (x, Yinit), which is then converted into a structure useable by
bvp4c. Aside from a sensible guess being necessary for a convergent solution the mesh
vector passed to bvpinit will also define the boundary points of the problem, i.e. x
L
= x[1]
and x
R
= x[end].
The initial guess for the solution may take one of two forms. One option is a vector where
Yinit(i) is a constant guess for the i-th component y(i,:) of the solution at all the mesh points
in x. The other is as a function of a scalar x, for example bvpinit(x,@yfun) where for any x in
[a, b], yfun(x) returns a guess for the solution y(x). It must be pointed out that even when a
function is supplied that approximates the solution everywhere in the interval; the solver
uses its values only on the initial mesh. The guess can be coded as a function of a scalar x as,

function v = guess(x)

global alpha_s L gb k Pp0 PsL Aeff
a=alpha_s*L;
k=gb/Aeff*Pp0*L;
epsilon=PsL/Pp0;
kappa=-log(gb/Aeff*PsL*L);
T=log(kappa*(1-kappa/k));
c0=-(PsL + PsL*k - 1)/((PsL*k^2)/2 + 1);
A=c0./(1-(1-c0).*exp(-c0*k.*x));
B=c0*(1-c0)./(exp(c0*k.*x)-1+c0);
w=(A.^(exp(-a))).*exp(-a.*x);
u=(B.*exp(a.*(x-1)));

v=[w*Pp0; u*Pp0];

The next subroutine to look at is bvpset, that specifies which options bvp4c should be use in
solving it. The function is called options = bvpset(name1,value1,...) and since MATLAB


6
documentation gives an in depth account of each of the options only a brief outline of those
notable is given here (Hale, 2006).

options = []; % default
%options = bvpset('Stats','on','RelTol',1e-5,'abstol',1e-4);
%options = bvpset(options,Vectorized,on);
%options = bvpset(options,FJacobian,@odeJac);
%options = bvpset(options,BCJacobian,@bcJac);

RelTol - Relative tolerance for the residual [ positive scalar 1e-3 ]
The computed solution S(x) is the exact solution of S
(x) = F(x, S(x)) + res(x). On each

subinterval of the mesh, component i of the residual must satisfy norm
( )
Re
max( ( ( )), ( ) / Re )

res i
norm lTol
abs F i AbsTol i lTol

AbsTol - Absolute tolerance for the residual [positive scalar or vector 1e-6]
Elements of a vector of tolerances apply to corresponding components of the residual
vector. AbsTol defaults to 1e-6.
FJacobian \ BCJacobian - Analytical partial derivatives of ODEFUN \ BCFUN
Computation of the Jacobian matrix at each mesh point can be a very expensive process. By
passing an analytic derivative of the ODE and BC functions the user can greatly reduce
computational time. For example when solving y = f(x, y), setting FJacobian to @FJAC
where f/y = FJAC(x, y) evaluates the Jacobian of f with respect to y.
Stats - Display computational cost statistics [ on off ]
Vectorized - Vectorized ODE function [ on off ]
As will be discussed in section 6, bvp4c is able to accept a vectorised function which can
markedly increase the efficiency of calculating local Jacobians over using finite differences
with the odenumjac subroutine. Hence in the following programs, we will define

options = bvpset('Stats','on','RelTol',1e-5,'abstol',1e-4);
solinit = bvpinit(linspace(0,L,2), @guess);
And call the bvp4c routine with:
sol = bvp4c(@ode,@bc,solinit,options);

The above essentially ends the user input in solving the BVP system and the rest is left to
bvp4c. Within the framework there are several notable steps which should be expounded.
3. Derivation of the guess
In this chapter, four guess functions are derived for the assistance of the MATLAB BVP
solvers with the help of MATLAB symbolic toolbox.
3.1 1
st
Guess
If the constant guess is used as the initial values i.e., for the pump Ip0 and for the Stokes
IsL and L = 10000;


7

solinit = bvpinit(linspace(0,L,2),@guess);
options = bvpset('Stats','on','RelTol',1e-5);
function v = guess(x)
global Ip0 IsL
v=[Ip0 ; IsL];

It prompts as, Unable to solve the collocation equations -- a singular Jacobian
encountered. However, if the computation length is decreased as, L = 1000,the solver is
able to solve coupled equations with these poor guesses v=[Ip0 ; IsL]. Therefore, with these
guess values the convergence length (the maximum length which the solver is able to
converge) is 1000 meter. The evolution of the guess values (estimate) with the real solution
is shown in Fig. 1

Fig. 1. Evolution of the guess values and real solution according to 1
st
guess
a
b


8
3.2 2
nd
Guess
If we guess that I
p
and I
s
is linearly changing as,

Ip ~ Ip0+A*z ;
Is ~ Is0+B*z ;

Exploiting with the MATLAB Symbolic Toolbox using the following script,

syms Is Ip Is0 Ip0 IsL gb L alpha A B z

Ip = Ip0+A*z ;
Is = Is0+B*z ;

eqn1 = collect(diff(Ip,'z') + (gb)*Ip*Is+alpha*Ip);
eqn2 = collect(diff(Is,'z') + (gb)*Ip*Is-alpha*Is);

eqn3=collect(taylor(eqn1,1,0),z)
eqn4=collect(taylor(eqn2,1,L),z)

The below output is produced;

eqn3 = A + Ip0*alpha + (Ip0*Is0*gb)
eqn4 = B - Is0*alpha - L*(B*alpha - (gb*(A*Is0 + B*Ip0))) +
(Ip0*Is0*gb) + (A*B*L^2*gb)

Is0=IsL-B*L;

Here, there are two equations and two unknowns A and B. With the substitution of Is0, It
can be solved simultaneously by the below script,
eqn=

solve(A + Ip0*alpha + (Ip0*(IsL-B*L)*gb),...
B - (IsL-B*L)*alpha - L*(B*alpha - (gb*(A*(IsL-B*L) + B*Ip0)))+
(Ip0*(IsL-B*L)*gb) + (A*B*L^2*gb),...
'A','B')
eqn =

A: [1x1 sym]
B: [1x1 sym]

Here A and B can be obtained as,

A=-(Ip0*alpha_s + Ip0^2*IsL*L*gb^2 + Ip0*IsL*gb
Ip0*IsL*L*alpha_s*gb)/(Ip0*IsL*L^2*gb^2);

B=(IsL*alpha_s + Ip0*IsL^2*L*gb^2 - Ip0*IsL*gb +
Ip0*IsL*L*alpha_s*gb)/(Ip0*IsL*L^2*gb^2)

Ip ~ Ip0+A.*x ;


9
Is ~ (IsL-B.*L)+B.*x ;

The evolution of the 2nd guess values with the real solution is shown in Fig. 2

nd
guess
a
b


10
3.3 3
rd
Guess
If it is guessed that I
p
and I
s
is exponentially changing as,

Ip ~ Ip0*exp(gamma1*z) ;
Is ~ Is0*exp(kappa1*z) ;
with using the following script,
syms Ip Is Is0 Ip0 gb z L IsL alpha gamma1 kappa1

Ip = Ip0*exp(gamma1*z) ;
Is = Is0*exp(kappa1*z) ;

eqn1 = collect(diff(Ip,'z') + (gb)*Ip*Is+alpha*Ip);
eqn2 = collect(diff(Is,'z') + (gb)*Ip*Is-alpha*Is);

eqn3=taylor(eqn1,1,0)
eqn4=taylor(eqn2,1,L)

The below output is produced;

eqn3 =Ip0*alpha + Ip0*gamma1 + (Ip0*Is0*gb)
eqn4 =Is0*kappa1*exp(L*kappa1) - Is0*alpha*exp(L*kappa1) +
(Ip0*Is0*gb*exp(L*gamma1)*exp(L*kappa1))

gamma1 and kappa1 can be obtained as;
eqn5=solve(Ip0*alpha + Ip0*gamma1 + (Ip0*Is0*gb),'gamma1')
gamma1= -(alpha + Is0*gb)
using the same way;
kappa1 = (alpha - Ip0*gb*exp(L*gamma1));

Here, Is0 can be readily found by,

Is(z) = Is0*exp(kappa1*z) ;
For z=L
IsL= Is0*exp(kappa1*L);
Is0= IsL/exp(kappa1*L);

Therefore,

Ip ~ Ip0*exp(gamma1*z) ;
Is ~ IsL/exp(kappa1*L)*exp(kappa1*z) ;

The evolution of the 3rd guess values with the real solution is shown in Fig. 3


11

rd
guess
3.4 4
th
Guess
Highly intuitive guess function may be derived the using the solution of lossless system, i.e.,
with eliminating the coefficient in the Eq (3) and Eq. (4),

B P S
dIp
g I I
dz
= (5)

B P S
dIs
g I I
dz
= (6)
With neglecting the attenuation coefficient, the solution of the Eq.(5) and Eq.( 6) is found as
(Kobyakov et al., 2006),

1
0 0 0
( ) [1 (1 )exp( )] (0)
P
A c c c k P

= (7)

1
0 0 0 0
( ) (1 )[exp( ) 1 ] (0)
P
B c c c k c P

= + (8)
a
b


12
where,

0
1
ln (1 ) c
k k

+

, (0)
B
P
eff
g
k P L
A
= ,
z
L
= (9)
where,

0
ln( ) ln[ ]
SL B
SL
p eff
P g
k P L
P A
= = ,
0
1
SL
p
P
k
P
(10)
Exploiting the solution of Eq.( 7) and Eq. (8), general expression of P
p
(z) and P
S
(z) can be
derived as,

2
( ) ( ) [1 ( )] = +
P
P z A z a A x B x (11)

2
( ) ( ) [1 ( )] = +
S
P z B z a C x D x (12)
If a0, then ( ) ( )
P
P z A z = and ( ) ( )
S
P z B z =
syms z k A B C D a AA BB c0 x

AA=c0/(1-(1-c0)*exp(-c0*k*z));
BB=c0*(1-c0)/(exp(c0*k*z)-1+c0);
w=(AA*(1-a*(A*x+B*x^2)));

u=(BB*(1-a*(C*x+D*x^2)));
eqn1 = collect(diff(w,1,'z') + (k*u*w)+a*w)
eqn2 = collect(diff(u,1,'z') + (k*u*w)-a*u)
The output produces,

eqn1 =
+ ((c0^2*k*(A*a + C*a)*(c0 - 1))/(((c0 - 1)/exp(c0*k*z) + 1)*(c0 +
exp(c0*k*z) - 1)) - (A*a^2*c0)/((c0 - 1)/exp(c0*k*z) + 1) -
(2*B*a*c0)/((c0 - 1)/exp(c0*k*z) + 1) - (A*a*c0^2*k*(c0 -
1))/(exp(c0*k*z)*((c0 - 1)/exp(c0*k*z) + 1)^2))*x
+ (a*c0)/((c0 - 1)/exp(c0*k*z) + 1) - (A*a*c0)/((c0 - 1)/exp(c0*k*z)
+ 1) + (c0^2*k*(c0 - 1))/(exp(c0*k*z)*((c0 - 1)/exp(c0*k*z) + 1)^2)
- (c0^2*k*(c0 - 1))/(((c0 - 1)/exp(c0*k*z) + 1)*(c0 + exp(c0*k*z) -
1))

eqn2 =
+ ((2*D*a*c0*(c0 - 1))/(c0 + exp(c0*k*z) - 1) - (C*a^2*c0*(c0 -
1))/(c0 + exp(c0*k*z) - 1) + (c0^2*k*(A*a + C*a)*(c0 - 1))/(((c0 -
1)/exp(c0*k*z) + 1)*(c0 + exp(c0*k*z) - 1)) -
(C*a*c0^2*k*exp(c0*k*z)*(c0 - 1))/(c0 + exp(c0*k*z) - 1)^2)*x
+ (a*c0*(c0 - 1))/(c0 + exp(c0*k*z) - 1) + (C*a*c0*(c0 - 1))/(c0 +
exp(c0*k*z) - 1) - (c0^2*k*(c0 - 1))/(((c0 - 1)/exp(c0*k*z) + 1)*(c0
+ exp(c0*k*z) - 1)) + (c0^2*k*exp(c0*k*z)*(c0 - 1))/(c0 +
exp(c0*k*z) - 1)^2


13
We are interested in the behavior as z 0 and so, the higher the power of x, the less effect it
has in these expansions. Our goal is to satisfy the equations as well as possible, so we want
to choose coefficients that make as many successive terms zero as possible, starting with the
lowest power. To eliminate the constant terms, we see from the expansions that we must
take

A= 1; C=-1;
B= -(a - a/exp(c0*k*z) + (a*c0)/exp(c0*k*z) - (c0*k)/exp(c0*k*z) +
(c0^2*k)/exp(c0*k*z))/((2*c0)/exp(c0*k*z) - 2/exp(c0*k*z) + 2)
D= (a - a/exp(c0*k*z) + (a*c0)/exp(c0*k*z) - (c0*k)/exp(c0*k*z) +
(c0^2*k)/exp(c0*k*z))/((2*c0)/exp(c0*k*z) - 2/exp(c0*k*z) + 2)

The evolution of the 4
rd
guess values with the real solution is shown in Fig. 4

th
guess
b
a


14
Guess
Length(mt)
/mesh
Convergence
length/mesh
Computation Time
(with bvp4c) at
8000 meter
1
st
Guess - values (Ip0,IsL) 8000/ 40 8000/40 ~1.18 sec
2
nd
Guess - functions (linear) 8000/ 40 9000/453 ~1.13 sec
3
rd
Guess -functions
(exponential)
8000/ 40 15000/56 ~1.13 sec
4
th
Guess functions (modified
exponential)
8000/ 35 30000/61 ~1.0 sec
Table 1. Guess values/functions versus convergence length/mesh and run time.
As can be seen from Table 1 and Fig.4 the best estimation is the 4
th
guess. Because its
convergence length (30000) is more than the others (15000, 9000, 8000, respectively). The
performance of the 2
nd
guess is approximately same as the first one. Because it hardly
converge the solution using 453 points at 9000 meter. However, its performance is same as
the first one with 40 points at 8000 meter.
4. Continuation
The method of continuation exploits the fact that generally the solution of one BVP is a good
guess for the solution of another with slightly different parameters. If you have difficulty in
finding a guess for the solution that is good enough to achieve convergence for the interval
of interest, it is frequently the case that the problem is easier to solve on a shorter interval.
The idea is then to solve a sequence of BVPs with the solution on one interval being used as
a guess for the problem posed on a longer interval. Of course, this technique cannot be used
to extend the interval ad infinitum; no matter how good the guess is, eventually the solver
will not be able to distinguish the different kinds of solutions (Shampine et al., 2003).
For the range of interested lengths bigger than the convergence lengths, the continuation
process can be applied. Some types of snippets of continuation are illustrated below,

=================#1#=========================
options = bvpset('FJacobian',@sampleJac,...
'BCJacobian',@sampleBCJac,...
'Vectorized','on');

sol = bvpinit([-1 -0.5 0 0.5 1],[1 0]);

c = 0.1;
for i=2:4
c = c/10;
sol = bvp4c(@sampleODE,@sampleBC,sol,options);
end

=================#2#========================

infinity = 3;
maxinfinity = 6;

solinit = bvpinit(linspace(0,infinity,5),[0 0 1]);
sol = bvp4c(@fsode,@fsbc,solinit);


15
eta = sol.x;
f = sol.y;

for Bnew = infinity+1:maxinfinity

solinit = bvpinit(sol,[0 Bnew]); % Extend solution to Bnew.
sol = bvp4c(@fsode,@fsbc,solinit);
eta = sol.x;
f = sol.y;

=================#3#======================

L=30000;
for i = 1:1000:L
D = 5*i/1000; d = 1/D;
if i == 1
solinit = bvpinit(linspace(1,i,10),@guess);
else
solinit = bvpinit(sol,[d,D]);
end

sol = bvp4c(@odes,@bcs,solinit);
end
=================#4#======================
function Boundary_value_increment
global a b

a= XL; %[a
b= XR; % b]
sol = bvpinit(linspace(0,L,2),[Boundary values for each pump and
signal power]);

options = bvpset('Stats','on','RelTol',1e-5);

for k=1:Desired_Power
b=b+k;
sol = bvp4c(@bvpode,@bvpbc,sol,options);
end

If the interested length is bigger than the convergence length then continuation can be
applied with the bvpxtend function. In the recent version of MATLAB, bvpinit function is
simplified to a new function bvpxtend. Besides offering new possibilities, this function
permits extension of length of interval to only one end point at a time (Kierzenka &
Shampine, 2008). Briefly,
solinit = bvpxtend(sol,xnew,ynew) uses solution sol computed on [a,b] to form a
solution guess for the interval extended to xnew. The extension point xnew must be outside
the interval [a,b], but on either side. The vector ynew provides an initial guess for the
solution at xnew.
For example, if it is assumed that the convergence and interested lengths are 15 and 30
km, respectively, the continuation can be applied via the below codes (Gokhan & Yilmaz,
2011a),
=================#5#======================


16

L= 15000;
Interested=30000;
solinit = bvpinit(linspace(0,L,2),[Guess expression running with 15
km]);
sol = bvp4c(@bvpode,@bvpbc,solinit,options);
.
for Bnew=L:2000:Interested
solinit=bvpxtend(sol,Bnew);
sol = bvp4c(@bvpode,@bvpbc,solinit,options);
end

In the above codes, 2000 is the step size which is the modest increment range. In case of
bigger step size, the solver may fail but the computation time reduces. On the other hand, if
this increment is kept little, it takes more time to reach the end of the computation.
Therefore, selecting the step size is important factor for the efficiency of the computation for
continuation. One advantage of using bvpxtend function is the reduced computation time.
Because, bvp solvers try to use mesh points as few as possible, the step size is incremented
automatically depending on the previous mesh points. In bvpxtend, after obtaining
convergence for the mesh, the codes adapt the mesh so as to obtain an accurate numerical
solution with a modest number of mesh points. Here it must be emphasized that, for BVPs
the most difficult part is providing an initial approximation to the solution.
5. Effect of the step size on the run time
Using the snippets 5 and the 1
st
Guess of Table 1, the performance of the continuation over
step size is illustrated in Table 2.

Convergence
Length (km)
Computation
Length
(km)
Linspace
(0,L,N)
Optimal
N
Step Size
(mt.)
Computation
Time at
Convergence
Length
(with bvp4c)
Total
Computation
time
Mesh
number
(between)
(with
bvp4c)
40 50 10 50 ~3.2 sec ~110.0 sec 482-541
40 50 10 100 ~3.2 sec ~60.0 sec 482-541
40 50 10 200 ~3.2 sec ~32.8 sec 482-553
40 50 10 300 ~3.2 sec ~25.3 sec 482-560
40 50 10 400 ~3.2 sec ~23.6 sec 482-663
40 50 10 500 ~3.2 sec ~44.5 sec 482-1984
40 50 10 600 Computation fails.
Table 2. The performance of continuation method versus step size
If the step size is increased over the 600 meter, the computation fails with the below warning
message;
Warning: Unable to meet the tolerance without using more than 5000
mesh points.


17
The last mesh of 4106 points and the solution are available in the
output argument.

The maximum residual is 0.00018931, while requested accuracy is 1e-
005.
As can be seen on Table 2, for some step size over the modest increment, computation blows
up (i.e. 600 m). When the step size is between 50 and 400, the number of used mesh is
slightly different from each other. However, when it is 500 m, abruptly increase in the
number of used mesh is a sign of lack of confidence.
In Fig.5, it can be seen that the distance between some mesh points, especially near the
boundaries are denser than the others. This is because the solver tries to control the residual
of the interpolating polynomial: r(x) = S(x) f(x,S(x)). The behavior of this residual
depends on the behavior of some high derivatives of the solution (that the solver does not
have access to). In the solver, the residual is estimated at each mesh subinterval, and
additional mesh points are introduced if the estimate is bigger than the tolerance.
The mesh selection algorithm is localized, which means that if the residual is just above the
tolerance, the interval will be divided into two (and likely on each of those subintervals, the
residual will be much smaller than the tolerance). Also, the algorithm for removing mesh
points is quite conservative, so there could be regions where the residual will be quite a bit
smaller that the tolerance (i.e., the mesh could be quite a bit denser than necessary)(
Kierzenka & Shampine, 2001).

Fig. 5. Evolution of mesh density along the computation


18
5.1 Effect of the constructing an initial guess with bvpinit function on the run time
As can be seen from Table 3, when constructing an initial guess using
bvpinit(linspace(0,L,N), starting with a mesh of 5-10 points could often result in a
more efficient run. It must be pointed out that with adaptive collocation solvers, using that
many points (N=50,100) with a poor guess could often be counterproductive. In the case of
N=100, the solver still achieved the sufficient accuracy as it is between 2 and 10.

Linspace
(0,L,N)
Optimal N
Computation Time
(with bvp4c)
Mesh number
(with bvp4c)
Maximum Residual
2-4
Singular Jacobian
encountered

5 ~3.20 sec 498 9.791e-006
6 ~2.85 sec 475 9.967e-006
7 ~3.10 sec 483 9.983e-006
8 ~2.75 sec 487 9.913e-006
9 ~2.87 sec 464 9.848e-006
10 ~2.68 sec 469 9.817e-006
50 ~2.81 sec 478 9.938e-006
100 ~3.10 sec 485 9.959e-006
Table 3. Performance of equally spaced N points for the mesh of a guess
6. Speeding up the run time of BVP solvers
The first technique which is used to reduce run time is vectorizing the evaluation of the
differential equations. Vectorization is a valuable tool for speeding up MATLAB programs
and this greatly reduces the run time (Shampine et al., 2003). By vectorization, the function
f(x,y) is coded so that when given a vector x=[x
1
,x
2
,...] and a corresponding array of column
vectors y=[y
1
,y
2
,...], it returns an array of column vectors [f(x
1
,y
1
),f(x
2
,y
2
),...]). By default,
bvp4c and bvp4c approximate a Jacobian using finite differences. The evaluation of the
ODEs is vectorized by changing the vectors to arrays and changing the multiplication to an
array multiplication. It can be coded by changing scalar quantities like y(1) into arrays like
y(1,:) and changing from scalar operations to array operations by replacing * and with .*
and ., respectively. When vectorizing the ODEs, the solver must be informed about the
presence of vectorization by means of the option 'Vectorized','on'.

options = bvpset('Stats','on','RelTol',1e-3,'Vectorized','on');

The second technique is that of supplying analytical partial derivatives or to supply a
function for evaluating the Jacobian matrix. This is because, in general, BVPs are solved
much faster with analytical partial derivatives. However, this is not an easy task since it is
too much trouble and inconvenient, although MATLAB Symbolic Toolbox can be exploited
when obtaining analytical Jacobians. The third technique is to supply analytical partial
derivatives for the boundary conditions. However, it has less effect on the computation time
compared with supplying analytical Jacobians and vectorization. The solver permits the
user to supply as much information as possible. It must be emphasized that supplying more


19
information for the solvers results in a shorter computation run time (Gokhan & Yilmaz,
2011b).
The set of equations (3) and (4) is vectorized by changing the vectors to arrays and changing
the multiplication to an array multiplication as seen below,

function dydx = bvpodevectorized(x,y)
global alpha_s gb K

dydx = [ -gb *y(1,:).*y(2,:)-alpha_s*y(1,:)
-gb *y(1,:).*y(2,:)+alpha_s*y(2,:) ];

Using vectorized ODEs with N=8, the performance of the vectorization is illustrated in
Table 4.

Length
(mt)
Computation Time with
scalar evaluation
(with bvp4c)
vectorization
(with bvp4c)
5000 ~1.83 sec ~1.79 sec
10000 ~2.26 sec ~2.15 sec
20000 ~2.60 sec ~2.45 sec
30000 ~2.70 sec ~2.58 sec
40000 ~3.00 sec ~2.85 sec
Table 4. Comparison of the computation time with scalar evaluation and with vectorization
The code bvp4c permits you to supply analytical partial derivatives for either the ODEs or
the boundary conditions or both. It is far more important to provide partial derivatives for
the ODEs than the boundary conditions. The solver is informed that a function is written for
evaluating f/y by providing its handle as the value of the FJacobian option. Similarly, the
solver can be informed of a function for evaluating analytical partial derivatives of the
boundary conditions with the option BCJacobian (Shampine et al., 2003). FJacobian and
BCJacobian can be introduced as with the below codes,

%options = bvpset(options,FJacobian,@odeJac);
%options = bvpset(options,BCJacobian,@bcJac);

The MATLAB Symbolic Toolbox has a function jacobian that can be very helpful when
working out partial derivatives for complicated functions. Its use is illustrated with a script
for the partial derivatives of the ODEs of this example.

syms res y1 y2 y1 y2 alpha_s gb

res = [ -gb*y1*y2 alpha_s*y1
-gb*y1*y2 + alpha_s*y2];
dFdy = jacobian(res,[y1; y2])

dFdy =


20

[ - alpha_s - gb*y2, -gb*y1]
[ -gb*y2, alpha_s - gb*y1]

The performance of the insertion of analytical partial derivatives and vectorization, and both
are compared in Table 5. As can be seen from Table 5, with vectorization and analytical partial
derivatives, the computation time is reduced approximately 15 %. The calculations are
simulated using the MATLAB 7.9 (R2009b) on an Intel Core i5 2.53 GHz laptop computer.

Length
(mt)
Computation
Time with
scalar
evaluation
(with bvp4c)
Computation
Time with only
vectorization
(with bvp4c)
Computation Time
with only
analytical partial
derivatives
(with bvp4c)
Computation
Time with both
vectorization &
analytical partial
derivatives
(with bvp4c)
5000 ~1.83 sec ~1.79 sec ~1.69 sec ~1.59 sec
10000 ~2.26 sec ~2.15 sec ~2.05 sec ~1.80 sec
20000 ~2.60 sec ~2.45 sec ~2.26sec ~1.96sec
30000 ~2.70 sec ~2.58 sec ~2.40 sec ~2.04 sec
40000 ~3.00 sec ~2.85 sec ~2.60 sec ~2.18 sec
Table 5. Comparison of the computation time of bvp4c with vectorization, with analytical
partial derivatives and with both
In Table 6, the performance of the bvp5c is illustrated. In terms of scalar evaluation, the
performance of bvp5c solver is better than bvpc4 and it is evident as the length is increased.
This improvement is about 47 % at 40 km. As in the case of bvp4c, the performance can be
increased with vectorization and analytical partial derivatives or with both. Compared with
the scalar evaluation, only with vectorization and only with analytical partial derivatives this
improvement is 8% and 13 %, respectively. If both is used this improvement is about 24 %.

Length
(mt)
Computation
Time with
scalar
evaluation
(with bvp5c)
Computation
Time with only
vectorization
(with bvp5c)
Computation
Time with only
analytical
partial
derivatives
(with bvp5c)
both vectorization &
analytical partial
derivatives
(with bvp5c)
5000 ~1.32 sec ~1.32 sec ~1.30 sec ~1.23 sec
10000 ~1.38 sec ~1.38 sec ~1.35 sec ~1.27 sec
20000 ~1.44 sec ~1.42 sec ~1.38sec ~1.30sec
30000 ~1.55 sec ~1.50 sec ~1.43 sec ~1.34 sec
40000 ~1.60 sec ~1.52 sec ~1.47 sec ~1.36 sec
Table 6. Comparison of the computation time of bvp5c with vectorization, with analytical
partial derivatives and with both
If the comparison among two solvers has made, it could be expressed that bvp5c looks
exactly like bvp4c. However, bvp5c controls scaled residual and true error but bvp4c
controls residual in a different norm. And, bvp5c is more efficient at stringent tolerances.


21
Also, bvp5c solves singular BVPs, but not multipoint BVPs. Moreover, bvp5c handles
unknown parameters in a different way. And also, bvp5c was added to MATLAB at R2007b
(Shampine, 2008)
7. Conclusion
Within the chapter, in order to analyze the effect of guess functions on the computation
time, four guess functions are derived. For better understanding, while exploiting physical
origin, guess functions are derived with the help of MATLAB Symbolic toolbox.
Continuation method with functional snippets is presented to cope with poor guesses. Effect
of the step size and bvpinit function on the computation time is analyzed. Speeding up the
run time with vectorization and analytical partial derivatives are discussed and the
comparison between bvp4c and bvp5c has been made.
As a conclusion, it is illustrated that, intuitive guess values/functions improves the
convergence length, leads the computation with fewer mesh points and consequently
lessens the computation time. On the other hand, regarding with the continuation, adjusting
the step size is important for the reduction of run time. It is illustrated that, over the modest
step size, the solver fails and below the optimum step size, the computation time is
increased. Moreover, it is showed that when constructing an initial guess using
bvpinit(linspace(0,L,N), starting with a mesh of 5-10 points could often result in a more
efficient run. Another outcome of the chapter is the illustration of the efficiency of the
vectorization and analytical partial derivatives. It is showed specifically with an example
and with bvp4c that, with the application of vectorization and analytical partial derivatives,
the computation time is reduced approximately 15 %. The performance of the bvp4c and
bvp5c is also compared. In terms of scalar evaluation, the performance of bvp5c solver is
better than bvpc4 and it is evident as the computation length is increased. Compared with
the scalar evaluation, for the bvp5c, only with vectorization and only with analytical partial
derivatives this improvement is 8% and 13 % respectively. If both is used this improvement
is about 24 %.
8. Acknowledgments
The author gratefully acknowledges the financial support from the head of scientific
research projects commission of Gazikent University.
9. References
Kierzenka J. & Shampine Lawrence F. (2001), A BVP Solver Based on Residual Control and the
MATLAB PSE, ACM TOMS, vol. 27, No. 3, pp. 299-316.
Hale N.P., (2006), A Sixth-Order Extension to the MATLAB bvp4c Software of J. Kierzenka and L.
Shampine, Msc Thesis. Accessed 06.04.2011, Available from:
< http://people.maths.ox.ac.uk/hale/files/hale_mastersthesis.pdf >
MATLAB Documentation, Continuation, Accessed 06 April 2011, Available from:
< http://www.mathworks.com/help/techdoc/math/f1-713877.html>
Shampine, L.F., Gladwell, I. & Thompson, S. (2003), Solving ODEs with MATLAB, 1st ed.,
Cambridge University Press, ISBN, 978-0-521-82404-4, New York
Agrawal G. P. (2001), Nonlinear Fiber Optics, 3rd ed. Academic, Chap. 9.


22
Kobyakov A., Darmanyan S., Sauer M. & Chowdhury D (2006), High-gain Brillouin
amplification: an analytical Approach, Opt.Lett. 31 1960
Kierzenka, J. & Shampine, L.F. (2008), BVP solver that controls residual and error, Journal of
Numerical Analysis, Industrial and Applied Mathematics (JNAIAM), Vol. 3 Nos
1/2, pp. 27-41, available at: www.jnaiam.org/downloads.php?did=44
(Accessed 06 April 2011).
Gokhan F. S., & Yilmaz G, (2011a), Solution of Raman fiber amplifier equations using MATLAB
BVP solvers, COMPEL: The International Journal for Computation and
Mathematics in Electrical and Electronic Engineering, Vol. 30 Iss: 2, pp.398 411
Gokhan F. S., & Yilmaz G, (2011b), Novel Guess Functions for Efficient Analysis of Raman Fiber
Amplifiers, COMPEL: The International Journal for Computation and Mathematics
in Electrical and Electronic Engineering, accepted in 2010
Shampine L.F, (2008). Control of Residual and Error, In: CAIMS-Canadian Mathematical
Society, Accessed 06 April 2011,
Available from: < http://faculty.smu.edu/shampine/Montreal.pdf>
0
Revisiting the Ceschino Interpolation Method
Alain Hbert
cole Polytechnique de Montral
Canada
1. Introduction
The Ceschino polynomial expansion method is a generalization of the Taylor polynomial
expansion method where higher derivatives of a function are predicted in addition to the
value of the function itself. This technique was rst introduced by (Ceschino, 1956), but was
largly forgotten afterward. An unsuccessfull atempt was tried in 1975 to apply the Ceschino
coupling relations to the solution of an elliptic spacedependent differential equation, but the
resulting spatial discretization was found to be less accurate than competing nite-element
approaches, as presented by (Pageau, 1975). No further published work was reported after
the Pageau thesis.
Here, we propose to apply the Ceschino coupling relations to the basic interpolation problem,
as an alternative to existing univariate interpolation schemes, such as the cubic spline
approach. The interpolation problem consists to evaluate a functional I{ f (x); } of a
continuous function (or dependent variable) f (x) at a specic point in the case where
function f (x) is only known at tabulated abscissa (or independent variables) {x
m+1/2
; m =
0, M}. We also introduce the concept of interpolation factors (a. k. a. , terp factors) that
are useful for interpolating large databases with respect to a small number of independent
variables, as presented by (MacFarlane, 1984). The Ceschino polynomial expansion method
is the core component of the multiparameter reactor database system used in the reactor
physics code DRAGON for performing cross section interpolation (Hbert, 2009). We will
show that Ceschino polynomial expansion theory is an attractive choice for computing such
interpolation factors and propose sample Matlab scripts for performing this task.
2. Ceschino polynomial expansion theory
The polynomial expansion theory is rst applied over the one-dimensional domain depicted
in Fig. 1. A continuous function f (x) is dened over this domain and is known at specic
abscissa points x
m+1/2
. A (J +1)th order Taylor series expansion of f (x) around x = x
m1/2
is written
f
m+1/2
=
J
j=0
(x
m
)
j
M
(j)
m1/2
+O(x
m
)
J+1
(1)
where the mesh width is equal to
x
m
= x
m+1/2
x
m1/2
(2)
2
2 MATLAB
m m+1
x
m-1/2
x
m+1/2
x
m+3/2
x
m
x
m+1
X
region region
Fig. 1. Denition of the 1D domain.
and where
f
m+1/2
f (x
m+1/2
) M
(0)
m+1/2
and M
(j)
m1/2
1
j!
d
j
f
dx
j
x
m1/2
. (3)
A Ceschino expansion is nothing but the Taylors expansion for the derivatives f
(k)
(x) of
function f (x). It is written
M
(k)
m+1/2
=
J
j=k
(x
m
)
jk
_
j
k
_
M
(j)
m1/2
+O(x
m
)
Jk+1
(4)
where the binomial coefcients are dened as
_
j
k
_
j!
(j k)! k!
. (5)
Our interpolation strategy is based on two and threepoint coupling relations obtained
directly from the Ceschino polynomial expansion (4). Two points relations are used at
the extremities of the domain and threepoint relations are used inside. Cubic Hermite
polynomials will also be introduced to perform the interpolation operation.
2.1 Twopoints Ceschino coupling relations
Our relations are coupling the rst N derivatives of f (x), with N = 1 leading to a cubic
interpolation strategy. We set J = 2N in Eq. (4), leading to a truncation error of order 2N +1 if
k = 0. We next perform a linear combination of the rst N components M
(k)
m+1/2
, introducing
coefcients
k
. The linear combination permits to maintain the order of the truncation error to
2N +1. We write
N
k=0
k
M
(k)
m+1/2
=
N
k=0
2N
j=k
k
(x
m
)
jk
_
j
k
_
M
(j)
m1/2
+O(x
m
)
2N+1
. (6)
After permutation of the two summations with the corresponding indices j and k in the
right-hand-side, we get
N
k=0
k
M
(k)
m+1/2
=
N
k=0
k
j=0
j
(x
m
)
kj
_
k
j
_
M
(k)
m1/2
+
2N
k=N+1
N
j=0
j
(x
m
)
kj
_
k
j
_
M
(k)
m1/2
+O(x
m
)
2N+1
. (7)
24 MATLAB A Ubiquitous Tool for the Practical Engineer
Revisiting the Ceschino Interpolation Method 3
We choose coefcients
j
in such a way that
N
j=0
j
(x
m
)
kj
_
k
j
_
= 0 ; k = N +1, 2N (8)
and we dene coefcients

k
as
k
=
k
j=0
j
(x
m
)
kj
_
k
j
_
; k = 0, N . (9)
We have obtained our (2N +1)th order twopoints Ceschino coupling relations as
N
k=0
_
k
M
(k)
m1/2
+
k
M
(k)
m+1/2
_
= 0 . (10)
where the O(x
m
)
2N+1
error term is not given.
We need to determine a set of 2(N + 1) coefcients
k
and

k
. Equations (8) and (9) permit
to determine 2N + 1 of them, leaving
0
to be xed. However, all values of
0
leads to valid
solutions, making this choice arbitrary. We have chosen
0
= 1/(x
m
)
2
in order to simplify
the resulting mathematical formalism.
In the specic case of cubic Ceschino interpolation, we set N = 1, so that Eqs. (8) and (9)
reduce to
2x
m

1
= (x
m
)
2
0
=
0
and

1
= x
m

0
1
(11)
so that our coefcients are
0
=
1
(x
m
)
2
,
0
=
1
(x
m
)
2
1
=
1
2x
m
and
1
=
1
2x
m
. (12)
2.2 Threepoints Ceschino coupling relations
The threepoints Ceschino coupling relations span two consecutive regions along the X axis,
as depicted in Fig. 1. We set J = 3N in Eq. (4), leading to a truncation error of order 3N +1 if
k = 0. The Ceschino expansion are written
M
(k)
m1/2
=
3N
j=k
(x
m
)
jk
_
j
k
_
M
(j)
m+1/2
+O(x
m
)
3Nk+1
M
(k)
m+3/2
=
3N
j=k
(x
m+1
)
jk
_
j
k
_
M
(j)
m+1/2
+O(x
m+1
)
3Nk+1
(13)
where the mesh widths are equal to
x
m
= x
m+1/2
x
m1/2
and x
m+1
= x
m+3/2
x
m+1/2
. (14)
25 Revisiting the Ceschino Interpolation Method
4 MATLAB
We next perform a linear combination of the rst N components M
(k)
m1/2
and M
(k)
m+3/2
,
introducing coefcients

k
and
k
. The linear combination permits to maintain the order of
the truncation error to 3N +1. We write
N
k=0
k
M
(k)
m1/2
+
k
M
(k)
m+3/2
=
N
k=0
3N
j=k
_
k
(x
m
)
jk
+
k
(x
m+1
)
jk
_ _
j
k
_
M
(j)
m+1/2
(15)
where the truncation error is a linear combination of O(x
m
)
3N+1
and O(x
m+1
)
3N+1
.
After permutation of the two summations with the corresponding indices j and k in the
right-hand-side, we get
N
k=0
k
M
(k)
m1/2
+
k
M
(k)
m+3/2
=
N
k=0
k
j=0
_
j
(x
m
)
kj
+
j
(x
m+1
)
kj
_ _
k
j
_
M
(k)
m+1/2
+
3N
k=N+1
N
j=0
_
j
(x
m
)
kj
+
j
(x
m+1
)
kj
_ _
k
j
_
M
(k)
m+1/2
. (16)
We choose coefcients

j
and
j
in such a way that
N
j=0
_
j
(x
m
)
kj
+
j
(x
m+1
)
kj
_ _
k
j
_
= 0 ; k = N +1, 3N (17)
and we dene coefcients

k
as
k
=
k
j=0
_
j
(x
m
)
kj
+
j
(x
m+1
)
kj
_ _
k
j
_
; k = 0, N . (18)
We have obtained our (3N +1)th order threepoints Ceschino coupling relations as
N
k=0
_
k
M
(k)
m1/2
+

k
M
(k)
m+1/2
+
k
M
(k)
m+3/2
_
= 0 . (19)
We need to determine a set of 3(N + 1) coefcients

k
,

k
and
k
. Equations (18) and (19)
permit to determine 3N + 1 of them, leaving

0
and
0
to be xed. A rst set of coefcients
can be obtained by setting

0
= 1/(x
m
)
2
and
0
= 1/(x
m+1
)
2
. A second independent
set can be obtained by setting

0
= 1/(x
m
)
3
and
0
= 1/(x
m+1
)
3
. Any other consistent set
is a linear combination of these two.
In the specic case of cubic Ceschino interpolation, we set N = 1, so that Eqs. (17) and (18)
reduce to
2x
m

1
+2x
m+1

1
= (x
m
)
2

0
(x
m+1
)
2
0
3(x
m
)
2

1
+3(x
m+1
)
2
1
= (x
m
)
3

0
(x
m+1
)
3
0
= (

0
+
0
)
and

1
= x
m

0
x
m+1

0
(

1
+
1
) (20)
so that our two independent sets of coefcients are
0
=
1
(x
m
)
2
,

0
=
1
(x
m
)
2

1
(x
m+1
)
2
,
0
=
1
(x
m+1
)
2
,
1
=
1
3x
m
,

1
=
2
3
_
1
x
m
+
1
x
m+1
_
,
1
=
1
3x
m+1
(21)
and
0
=
1
(x
m
)
3
,

0
=
1
(x
m
)
3

1
(x
m+1
)
3
,
0
=
1
(x
m+1
)
3
,
1
=
1
2(x
m
)
2
,

1
=
1
2
_
1
(x
m
)
2

1
(x
m+1
)
2
_
,
1
=
1
2(x
m+1
)
2
.
(22)
2.3 Interpolation with cubic Hermite polynomials
Knowledge of M
(0)
m+1/2
and the capability to easily obtain M
(1)
m+1/2
on each tabulated point
x
m+1/2
makes possible the interpolation of function f (x) at each values of the independent
variable x with a cubic Hermite polynomial in x. Such polynomial guarantee that the
interpolated value and rst derivative of the dependent variable remains continuous in x over
the complete domain. As pointed out by (Rozon et al., 1981), this continuity property of the
rst derivative is often requiredin numerical applications such as those based on perturbation
theory.
The rst operation consists to solve a tridiagonal linear matrix system for obtaining the
unknown vector M
(1)
= col{M
(1)
m+1/2
; m = 0, M} over a Mregion domain, considering the
known values M
(0)
m+1/2
of f (x) at tabulation points x
m+1/2
. The linear matrix system is made
with the rst independent set of coefcients from Eq. (21) for linking the unknowns inside the
domain. We have selected the rst set in order to obtain a symmetric Cmatrix with minimum
powers of x
m
as coefcients. The rst and last line coefcients are obtained from Eq. (12).
Using coefcients from Eq. (12) with those from Eq. (22) leads to a singular Cmatrix. This last
observation gives an additional clue for selecting three-point coefcients from Eq. (21).
The linear system is written
C M
(1)
= S
(0)
(23)
where the symmetric tridiagonal matrix is written
C =
1
x
1
1
x
1
0 . . . 0
1
x
1
2
_
1
x
1
+
1
x
2
_
1
x
2
. . . 0
0
1
x
2
2
_
1
x
2
+
1
x
3
_
. . . 0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
0 0 0 . . .
1
x
M
(24)
6 MATLAB
and where the source term is written
S
(0)
=
2
(x
1
)
2
_
M
(0)
3/2
M
(0)
1/2
_
3
(x
1
)
2
_
M
(0)
3/2
M
(0)
1/2
_
+
3
(x
2
)
2
_
M
(0)
5/2
M
(0)
3/2
_
3
(x
2
)
2
_
M
(0)
5/2
M
(0)
3/2
_
+
3
(x
3
)
2
_
M
(0)
7/2
M
(0)
5/2
_
.
.
.
2
(x
M
)
2
_
M
(0)
M+1/2
M
(0)
M1/2
_
. (25)
The solution of the linear system in Eq. (23) can be performed without pivoting, as matrix C
is diagonally dominant.
We next introduce the cubic Hermite polynomials dened over a reference region 1/2
u 1/2. They are
H
1
(u) = 3
_
1
2
u
_
2
2
_
1
2
u
_
3
H
2
(u) =
_
1
2
u
_
2
_
1
2
u
_
3
H
3
(u) = 3
_
1
2
+ u
_
2
2
_
1
2
+ u
_
3
H
4
(u) =
_
1
2
+ u
_
2
+
_
1
2
+ u
_
3
(26)
so that a function f (u) dened over this domain can be expressed as
f (u) f (1/2) H
1
(u) + f
(1/2) H
2
(u) + f (1/2) H
3
(u) + f
(1/2) H
4
(u) (27)
where 1/2 u 1/2.
The above relation can be generalized to the interpolation of function f (x) at over region m.
We rst perform the change of variable
u =
1
x
m
_

1
2
(x
m1/2
+ x
m+1/2
)
_
(28)
so that
I{ f (x); } = M
(0)
m1/2
H
1
(u) +x
m
M
(1)
m1/2
H
2
(u) + M
(0)
m+1/2
H
3
(u)
+ x
m
M
(1)
m+1/2
H
4
(u) (29)
where x
m1/2
x
m+1/2
.
2.4 Introduction of interpolation factors
Interpolation factors are useful to interpolate a large number of dependent variables at a
unique value of the independent variable. The interpolation factors are function only of
the tabulated abscissas {x
m+1/2
; m = 0, M} and on the interpolation abscissa x. Using
interpolation factors {t
m+1/2
() ; m = 0, M}, an interpolated dependent variable I{ f (x); }
of f () is obtained from
I{ f (x); } =
M
m=0
t
m+1/2
() f (x
m+1/2
) (30)
where
M
m=0
t
m+1/2
() = 1 . (31)
Interpolation factors can be obtained if the interpolation operation is distributive, that is, if it
can be distributed to the sum of two functions f (x) and g(h) according to
I{ f (x) + g(x); } =
M
m=0
t
m+1/2
() [ f (x
m+1/2
) + g(x
m+1/2
)]
= I{ f (x); } +I{g(x); } . (32)
The simplest form of interpolation factors are those corresponding to linear Lagrange
interpolation. In this case, the interpolated value of f (x), with x
m1/2
x
m+1/2
, is
given by Eq. (30) with
t
() =
1
2
u, if = m1/2 ;
1
2
+ u, if = m +1/2 ;
0, otherwise.
(33)
Similar interpolation factors exist for cubic Ceschino interpolation and can be obtained with
the following procedure. The source term dened in Eq. (25) can be written in matrix form as
S
(0)
= S M
(0)
(34)
where
S =
2
(x
1
)
2
2
(x
1
)
2
0 . . . 0
3
(x
1
)
2
3
(x
1
)
2

3
(x
2
)
2
3
(x
2
)
2
. . . 0
0
3
(x
2
)
2
3
(x
2
)
2

3
(x
3
)
2
. . . 0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
0 0 0 . . .
2
(x
M
)
2
. (35)
The interpolated value of f (), with x
m1/2
x
m+1/2
, is therefore given by the relation
I{ f (x); } =
_
H
1
()
+ H
2
()
C
1
S
_
M
(0)
(36)
8 MATLAB
where H
1
() = {H
1,m+1/2
() ; m = 0, M} with
H
1,
() =
3
_
1
2
u
_
2
2
_
1
2
u
_
3
, if = m1/2 ;
3
_
1
2
+ u
_
2
2
_
1
2
+ u
_
3
, if = m +1/2 ;
0, otherwise
(37)
and H
2
() = {H
2,m+1/2
() ; m = 0, M} with
H
2,
() =
_
1
2
u
_
2
_
1
2
u
_
3
, if = m1/2 ;
_
1
2
+ u
_
2
+
_
1
2
+ u
_
3
, if = m +1/2 ;
0, otherwise.
(38)
The vector T() = {t
m+1/2
() ; m = 0, M} of interpolation factors is obtained after
transposition of Eq. (36), leading to
I{ f (x); } = M
(0)
_
H
1
() +S
C
1
H
2
()
_
(39)
so that
T() = H
1
() +S
C
1
H
2
() . (40)
3. Matlab scripts and numerical examples
Two Matlab scripts are proposed in Appendices A and B as prototypes of the cubic
Ceschino interpolation method. The rst script, alterp() is used to obtain the terp factors
corresponding to an interpolation (if lderiv=false) or to a derivation (if lderiv=true).
The second script, alteri() is used to obtain the terp factors corresponding to the denite
integration of f (x). The following Matlab session is an example of interpolation similar to the
spline Matlab tutorial.
x=0:10; y=sin(x);
xx=0:.25:10;
yy=zeros(1,size(xx,2));
for i=1:size(xx,2)
yy(i)=y
*
alterp(x,xx(i),false);
end
plot(x,y,o,xx,yy)
Execution of the above script leads to Fig. 2. Similarly, the rst derivative of f (x) = sin(x) can
be computed by setting lderiv = true, as described in the following Matlab session.
yy=zeros(1,size(xx,2));
for i=1:size(xx,2)
yy(i)=y
*
alterp(x,xx(i),true);
end
plot(x,cos(x),o,xx,yy)
Execution of the above script leads to Fig. 3. We observe that the order of the numerical
derivation approximation is less than the order of the interpolation, as expected. The
higher derivation errors are observed at extremities of the domain, where two-point Ceschino
coupling relation are used.
0 1 2 3 4 5 6 7 8 9 10
1
0.8
0.6
0.4
0.2
0
0.2
0.4
0.6
0.8
1
Fig. 2. Interpolation example.
0 1 2 3 4 5 6 7 8 9 10
1.5
1
0.5
0
0.5
1
1.5
Fig. 3. Derivation example.
4. Conclusion
We have presented a straightforward numerical technique based on Ceschino polynomial
expansion. Three applications of this approach permit to perform interpolation, derivation
and denite integration of tabulated data. Equation (36) is efcient to interpolate few
dependent variables over a large number of points . Equation (39) introduces the concept
of interpolation factors and is efcient to interpolate a large number of dependent variables
over a few number of points . Matlab scripts are provided as basic implementation of the
Ceschino interpolating method.
10 MATLAB
The Ceschino interpolation technique is an alternative to the cubic spline approach based on
different mathematical bases. In fact, the interpolating function obtained by this method is a
piecewise polynomial function of degree 3 which is only a C
1
function compared to the cubic
spline which is a C
2
function. It would be important to obtain error estimates to compare
both approaches. However, the Ceschino interpolation technique is currently implemented in
legacy applications and its behavior is already found acceptable.
Appendix A
The rst Matlab script is used to compute interpolation/derivation factors (a. k. a., terp
factors) using Eq. (40). The user must provide the tabulated abscissa dened as {x
m+1/2
; m =
0, M} and one interpolation point . A logical variable, lderiv, select interpolation or
derivation mode. The script returns a column vector containing the corresponding terp factors
{t
m+1/2
() ; m = 0, M}.
function terp=alterp(x,val,lderiv)
% determination of the terp interpolation/derivation factors using
% the order 4 Ceschino method with cubic Hermite polynomials.
% function terp=alterp(x,val,lderiv)
% input parameters:
% x abscissas (row vector)
% val abscissa of the interpolated point.
% lderiv set to true to compute the first derivative with respect to x.
% set to false to interpolate.
% output parameters:
% terp interpolation factors (column vector)
% (c) 2007 Alain Hebert, Ecole Polytechnique de Montreal
n=size(x,2) ;
if n <= 1
error(invalid number of points)
end
terp=zeros(n,1) ;
if n == 2
if lderiv
terp(1)=-1.0/(x(2)-x(1)) ;
terp(2)=1.0/(x(2)-x(1)) ;
else
terp(1)=(x(2)-val)/(x(2)-x(1)) ;
terp(2)=1.0-terp(1) ;
end
else
wk=zeros(3,n) ;
%----
% interval identification.
%----
temp1=find(val>=x(1:end-1)) ;
temp2=find(val<=x(2:end)) ;
if (size(temp1,2) == 0) | (size(temp2,2) == 0)
error(unable to interpolate)
end
i0=temp1(end) ;
dx=x(i0+1)-x(i0) ;
u=(val-0.5
*
(x(i0)+x(i0+1)))/dx ;
if lderiv
h1=(-6.0
*
(0.5-u)+6.0
*
(0.5-u)^2)/dx ;
h2=(-2.0
*
(0.5-u)+3.0
*
(0.5-u)^2)/dx ;
h3=(6.0
*
(0.5+u)-6.0
*
(0.5+u)^2)/dx ;
h4=(-2.0
*
(0.5+u)+3.0
*
(0.5+u)^2)/dx ;
test=0.0 ;
else
h1=3.0
*
(0.5-u)^2-2.0
*
(0.5-u)^3 ;
h2=(0.5-u)^2-(0.5-u)^3 ;
h3=3.0
*
(0.5+u)^2-2.0
*
(0.5+u)^3 ;
h4=-(0.5+u)^2+(0.5+u)^3 ;
test=1.0 ;
end
terp(i0)=h1 ;
terp(i0+1)=h3 ;
wk(3,i0)=h2
*
dx ;
wk(3,i0+1)=h4
*
dx ;
%----
% compute the coefficient matrix.
%----
hp=1.0/(x(2)-x(1)) ;
wk(1,1)=hp ;
wk(2,1)=hp ;
for i=2:n-1
hm=hp ;
hp=1.0/(x(i+1)-x(i)) ;
wk(1,i)=2.0
*
(hm+hp) ;
wk(2,i)=hp ;
end
wk(1,n)=hp ;
wk(2,n)=hp ;
%----
% forward elimination.
%----
pmx=wk(1,1) ;
wk(3,1)=wk(3,1)/pmx ;
for i=2:n
gar=wk(2,i-1) ;
wk(2,i-1)=wk(2,i-1)/pmx ;
pmx=wk(1,i)-gar
*
wk(2,i-1) ;
wk(3,i)=(wk(3,i)-gar
*
wk(3,i-1))/pmx ;
end
%----
% back substitution.
%----
for i=n-1:-1:1
wk(3,i)=wk(3,i)-wk(2,i)
*
wk(3,i+1) ;
end
%----
% compute the interpolation factors.
%----
gar=zeros(1,n+2) ;
gar(2:n+1)=wk(3,:) ;
wk=zeros(3,n) ;
hp2=1.0/(x(2)-x(1)) ;
12 MATLAB
wk(2,1)=-2.0
*
hp2
*
hp2 ;
wk(1,2)=2.0
*
hp2
*
hp2 ;
for i=2:n-1
hp1=hp2 ;
hp2=1.0/(x(i+1)-x(i)) ;
wk(3,i-1)=-3.0
*
hp1
*
hp1 ;
wk(2,i)=3.0
*
hp1
*
hp1-3.0
*
hp2
*
hp2 ;
wk(1,i+1)=3.0
*
hp2
*
hp2 ;
end
wk(3,n-1)=-2.0
*
hp2
*
hp2 ;
wk(2,n)=2.0
*
hp2
*
hp2 ;
for j=1:n
terp(j)=terp(j)+gar(j:j+2)
*
wk(:,j) ;
test=test-terp(j) ;
end
if abs(test) > 1.0e-5
error(wrong terp factors)
end
terp(find(abs(terp) <= 1.0e-7))=0.0 ;
end
Appendix B
The second Matlab script is used to compute integration factors permitting to evaluate a
denite integral. The user must provide the tabulated abscissa {x
m+1/2
; m = 0, M} and
the integration limits. The script returns a column vector containing the corresponding terp
factors.
function terp=alteri(x,val0,val1)
% determination of the terp integration factors using the order 4
% Ceschino method with cubic Hermite polynomials.
% function terp=alteri(x,val0,val1)
% input parameters:
% x abscissas (row vector)
% val0 left integration limit.
% val1 right integration limit.
% output parameters:
% terp integration factors (column vector)
% (c) 2007 Alain Hebert, Ecole Polytechnique de Montreal
n=size(x,2) ;
if n <= 1
error(invalid number of points)
elseif val1 <= val0
error(invalid limits)
elseif (val0 < x(1)) | (val1 > x(n))
error(unable to integrate)
end
terp=zeros(n,1) ;
if n == 2
terp(1)=(x(2)-0.5
*
(val0+val1))
*
(val1-val0)/(x(2)-x(1)) ;
terp(2)=(0.5
*
(val0+val1)-x(1))
*
(val1-val0)/(x(2)-x(1)) ;
else
wk=zeros(3,n) ;
%----
% interval identification.
%----
for i0=1:n-1
if (val0 < x(i0+1)) & (val1 > x(i0))
a=max(val0,x(i0)) ;
b=min(val1,x(i0+1)) ;
cc=0.5
*
(b-a) ;
dx=x(i0+1)-x(i0) ;
u1=(a-0.5
*
(x(i0)+x(i0+1)))/dx ;
u2=(b-0.5
*
(x(i0)+x(i0+1)))/dx ;
uu(1)=0.5
*
(-(u2-u1)/sqrt(3.0)+u1+u2) ;
uu(2)=0.5
*
((u2-u1)/sqrt(3.0)+u1+u2) ;
for js=1:2
h1=(3.0
*
(0.5-uu(js))^2-2.0
*
(0.5-uu(js))^3)
*
cc ;
h2=((0.5-uu(js))^2-(0.5-uu(js))^3)
*
cc ;
h3=(3.0
*
(0.5+uu(js))^2-2.0
*
(0.5+uu(js))^3)
*
cc ;
h4=(-(0.5+uu(js))^2+(0.5+uu(js))^3)
*
cc ;
terp(i0)=terp(i0)+h1 ;
terp(i0+1)=terp(i0+1)+h3 ;
wk(3,i0)=wk(3,i0)+h2
*
dx ;
wk(3,i0+1)=wk(3,i0+1)+h4
*
dx ;
end
end
end
%----
% compute the coefficient matrix.
%----
hp=1.0/(x(2)-x(1)) ;
wk(1,1)=hp ;
wk(2,1)=hp ;
for i=2:n-1
hm=hp ;
hp=1.0/(x(i+1)-x(i)) ;
wk(1,i)=2.0
*
(hm+hp) ;
wk(2,i)=hp ;
end
wk(1,n)=hp ;
wk(2,n)=hp ;
%----
% forward elimination.
%----
pmx=wk(1,1) ;
wk(3,1)=wk(3,1)/pmx ;
for i=2:n
gar=wk(2,i-1) ;
wk(2,i-1)=wk(2,i-1)/pmx ;
pmx=wk(1,i)-gar
*
wk(2,i-1) ;
wk(3,i)=(wk(3,i)-gar
*
wk(3,i-1))/pmx ;
end
%----
% back substitution.
%----
for i=n-1:-1:1
wk(3,i)=wk(3,i)-wk(2,i)
*
wk(3,i+1) ;
end
14 MATLAB
%----
% compute the integration factors.
%----
test=1.0 ;
gar=zeros(1,n+2) ;
gar(2:n+1)=wk(3,:) ;
wk=zeros(3,n) ;
hp2=1.0/(x(2)-x(1)) ;
wk(2,1)=-2.0
*
hp2
*
hp2 ;
wk(1,2)=2.0
*
hp2
*
hp2 ;
for i=2:n-1
hp1=hp2 ;
hp2=1.0/(x(i+1)-x(i)) ;
wk(3,i-1)=-3.0
*
hp1
*
hp1 ;
wk(2,i)=3.0
*
hp1
*
hp1-3.0
*
hp2
*
hp2 ;
wk(1,i+1)=3.0
*
hp2
*
hp2 ;
end
wk(3,n-1)=-2.0
*
hp2
*
hp2 ;
wk(2,n)=2.0
*
hp2
*
hp2 ;
for j=1:n
terp(j)=terp(j)+gar(j:j+2)
*
wk(:,j) ;
test=test-terp(j)/(val1-val0) ;
end
if abs(test) > 1.0e-5
error(wrong terp factors)
end
terp(find(abs(terp) <= 1.0e-7))=0.0 ;
end
5. References
Ceschino, F. (1956). Lintgration approche des quations diffrentielles, Compte Rendu de
lAcadmie des Sciences, Paris, 243, pp. 1478 1479.
Hbert, A. (2009). Applied Reactor Physics, Presses Internationales Polytechnique, ISBN
978-2-553-01436-9, 424 p., Montral.
MacFarlane, R. E. (1984). TRANSX-CTR: A code for Interfacing MATXS Cross-Section Libraries
to Nuclear Transport Codes for Fusion Systems Analysis, LA-9863-MS, Los Alamos
Scientic Laboratory, New Mexico.
Pageau, R. (1975). Application des mthodes TCNR et des sries de Fourier aux Problmes statique
bi-dimensionnels en physique des racteurs, Master Thesis, cole Polytechnique de
Montral.
Rozon, D.; Hbert, A.; McNabb, D. (1981). The Application of Generalized Perturbation Theory and
Mathematical Programming to Equilibrium Refueling Studies of a CANDU Reactor, Nucl.
Sci. Eng., 78, pp. 211 226.
0
Matrix Based Operatorial Approach to Differential
and Integral Problems
Damian Trif
Babes-Bolyai University of Cluj-Napoca
Romania
1. Introduction
Many problems of the real life lead us to linear differential equations of the form
m
k=0
P
k
(x)
d
k
y
dx
k
= f (x), x [a, b] (1)
with the general conditions
m
j=1
(1)
ij
y
(j1)
(x
(1)
ij
) + +
m
j=1
(m)
ij
y
(j1)
(x
(m)
ij
) =
i
, i = 1, ..., m (2)
where x
(k)
ij
[a, b], i, j, k = 1, ..., m. These multipoint conditions include (for m = 2, for
example)
- initial value conditions, y(a) =
1
, y
/
(a) =
2
,
- boundary value conditions
11
y(a) +
12
y
/
(a) =
1
,
21
y(b) +
22
y
/
(b) =
2
,
- periodic conditions y(a) y(b) = 0, y
/
(a) y
/
(b) = 0.
Eigenvalue problems for linear differential operators
m
k=1
P
k
(x)
d
k
y
dx
k
+ (P
0
(x) w(x)) y = 0, x [a, b]
m
j=1
(1)
ij
y
(j1)
(x
(1)
ij
) + +
m
j=1
(m)
ij
y
(j1)
(x
(m)
ij
) = 0, i = 1, ..., m
are also included in this general form. Moreover, nonlinear problems where the r.h.s. f (x)
is replaced by f (x, y(x), y
/
(x), ..., y
(m1)
(x)) can be solved using Newtons method in the
functional space C
m
[a, b] by solving a sequence of linear problems (1)+(2).
MATLAB uses different methods to solve initial condition problems (ode
family) or boundary value problems (bvp4c or bvp5c) based on Runge-Kutta,
Adams-Bashforth-Moulton, BDF algorithms, etc.
One of the most effective methods for solving (1)+(2) is to shift the problem to the interval
[1, 1] and then to use the Chebyshev spectral methods, i.e. to approximate the solution y by a
nite sum of the Chebyshev series
y(x) =
1
2
c
0
T
0
(x) + c
1
T
1
(x) + c
2
T
2
(x).... (3)
3
2 Will-be-set-by-IN-TECH
Here T
k
(x) = cos(k cos
1
(x)), k = 0, 1, ... are the Chebyshev polynomials of the rst kind and
the coefcients c
k
, k = 0, 1, ...are unknown. A spectral method is characterized by a specic
way to determine these coefcients. The Chebyshev spectral methods could be implemented
as
- Galerkin and tau methods, where we work in the spectral space of the coefcients c = c
0
, c
1
,
c
2
, ... of y or as
- spectral collocation (or pseudospectral) methods, where we work in the physical space of
the values of y at a specic grid x = x
1
, x
2
, ... [1, 1].
The well known MATLAB packages which use spectral methods, MATLAB Differentiation
Matrix Suite (DMS) (Weideman & Reddy, 2000) and Chebfun (Trefethen et al., 2011), are based
on the pseudospectral methods. Usually, these methods are implemented in an operatorial
form: a differentiation matrix D (or linear operator) is generated so that Y
/
= DY where the
vector Y
/
contains the values of the derivative y
/
at the specic grid while Y contains the
values of y at the same grid. The equation (1) becomes
_
m
k=0
diag(P
k
(x))D
k
_
Y = f (x) i.e. AY = F
and the conditions (2) are enclosed in the matrix A and in the vector F. The numerical solution
of the differential problem is now Y = A
1
F. We note that MATLAB capabilities of working
with matrices make it an ideal tool for matrix based operatorial approach.
There is a price to pay for using pseudospectral methods: the differentiation matrix D is full
(while for nite differences or nite element methods it is sparse) and, more importantly, D
is very sensitive to rounding errors. We give here a comparison between DMS, Chebfun and
our proposed package Chebpack (based on the tau spectral method) for an eigenvalue problem
suggested by Solomonoff and Turkel. Let us consider the evolution problem
u
t
= xu
x
, u(x, 0) = f (x), x [1, 1] ,
with the exact solution u(x, t) = f (xe
t
). Here x = 1 are outow boundaries so that
no boundary conditions are required. Using a Chebyshev spectral method to discretize the
spatial part of the equation, the stability of time integration depends on the eigenvalues of
that spatial part
xu
x
= u, x [1, 1] . (4)
The exact (polynomial) eigenvectors are the monomials x
n
and the corresponding eigenvalues
are
n
= n, n = 0, 1, ... .
The commands for the DMS package
[x,D]=chebdif(64,1);L=eig(-diag(x)
*
D);
for Chebfun
N=chebop(@(x,u) -x.
*
diff(u),[-1,1]);L=eigs(N(66),64,LR);
and for Chebpack
X=mult(64,[-1,1]);D=deriv(64,[-1,1]);L=eig(full(-X
*
D));
Matrix Based Operatorial Approach to Differential and Integral Problems 3
Fig. 1. Eigenvalues for the problem (4)
give the 64 approximated eigenvalues successively in the vector L and they are represented in
Fig. 1. We see that DMS and Chebfun calculate accurately only a small number of eigenvalues,
while Chebpack gives exactly all 64 eigenvalues.
The proposed package Chebpack, which is described in this chapter, is based on the
representation (3) of the unknown functions and uses the tau method for linear operators
(such as differentiation, integration, product with the independent variable,...) and the
pseudospectral method for nonlinear operators nonlinear part of the equations.
The tau method was invented by Lanczos (1938, 1956) and later developed in an operatorial
approach by Ortiz and Samara (Ortiz & Samara, 1981). In the past years considerable work
has been done both in the theoretical analysis and numerical applications.
Chebpack is freely accessible at https://sites.google.com/site/dvtrif/ and at (Trif,
2011). All the running times in this chapter are the elapsed times for a 1.73GHz laptop and for
MATLAB 2010b under Windows XP.
2. Chebpack, basic module
The package contains, at the basic module level0, the tools which will be used in the next
modules. Let us start with the Chebyshev series expansion of a given function y (Boyd, 2000):
THEOREM 1. If y is Lipschitz continuous on [-1, 1], it has a unique representation as an absolutely
and uniformly convergent series
y(x) =
c
0
2
T
0
(x) + c
1
T
1
(x) + c
2
T
2
(x) +...,
39 Matrix Based Operatorial Approach to Differential and Integral Problems
and the coefcients are given by the formula
c
k
=
2
_
1
1
y(x)T
k
(x)
1 x
2
dx, k = 0, 1, 2, ....
Let y
N1
be the truncation of the above Chebyshev series
y
N1
(x) =
c
0
2
T
0
(x) + c
1
T
1
(x) + c
2
T
2
(x) + + c
N1
T
N1
(x) (5)
and dom = [1, 1] be the working interval. Any interval [a, b] can be shifted and scaled to
[1, 1] by using the shifted Chebyshev polynomials
T
k
(x) = T
k
(x + ), =
2
b a
, =
b + a
b a
, x [a, b] .
First of all, we need a set of N collocation points x
1
, ..., x
N
dom in order to nd a
good transformation between the above spectral approximation (5) of y and its physical
representation y(x
1
), y(x
2
), ..., y(x
N
). Let
p
N1
(x) =
a
0
2
T
0
(x) + a
1
T
1
(x) +... + a
N1
T
N1
(x) (6)
be the unique polynomial obtained by interpolating y(x) through the points x
1
, ..., x
N
, see
(Trefethen, 2000) for more details on the coefcients a
k
versus c
k
. The next theorem of (Boyd,
2000) estimates the error:
THEOREM 2. Let y have at least N derivatives on dom. Then
y(x) p
N1
(x) =
1
N!
y
(N)
()
N
k=1
(x x
k
)
for some on the interval spanned by x and the interpolation points. The point depends on the
function y, upon N, upon x and upon the location of the interpolation points.
Consequently, the optimal interpolation points are the roots of the Chebyshev polynomial
T
N
(x), (Chebyshev points of the rst kind)
x
k
= cos
(2k 1)
2N
, k = 1, ..., N. (7)
For these points x, the polynomials p
N1
are generally nearly as good approximations to y
as the polynomials y
N1
and if y is analytic on dom, then both |y y
N1
| and |y p
N1
|
decrease geometrically as N . This is the spectral convergence property, i.e. the convergence
of |y y
N1
| and |y p
N1
| towards zero is faster than any power of
1
N
as N .
Numerical integration and Lagrangian interpolation are very closely related. The standard
formulas for a continuous function f on [1, 1] are of the type
_
1
1
f (x)dx
N
k=1
w
k
f (x
k
), (8)
where w
k
are the quadrature weights
w
k
=
_
1
1
N
j=1,j,=k
x x
j
x
k
x
j
dx, k = 1, 2, ..., N.
The Gauss quadrature formulas are based on the optimal Legendre points x
k
, k = 1, ..., N and
these formulas are exact for polynomials f up to degree 2N 1. The idea of Clenshaw-Curtis
quadrature is to use Chebyshev points x instead of the above optimal nodes. By using the
Chebyshev points of the rst kind (7) one obtains the classical Clenshaw-Curtis formula
while by using the zeros of the rst derivative of a Chebyshev polynomial plus the endpoints
1, i.e. the Chebyshev extrema
x
k
= cos
(k 1)
N 1
, k = 1, ..., N (9)
in [1, 1] (the so called Chebyshev points of the second kind) one obtains the practical
Clenshaw-Curtis formula. Both formulas have all the good properties of the Gaussian
quadrature, see (Trefethen, 2008) for more details.
Consequently, we may use Chebyshev points of the rst kind or of the second kind both for
quadrature formulas and for physical representation of a function y on [1, 1]. Any interval
[a, b] may be scaled to [1, 1] and we obtain the corresponding formulas. Moreover, by using
the mapping x = cos and T
k
(x) = cos k we see that the following two series
y(x) =
c
0
2
T
0
(x) + c
1
T
1
(x) + c
2
T
2
(x) +...
y(cos ) =
c
0
2
+ c
1
cos + c
2
cos 2 +...
are equivalent. A Chebyshev series is in fact a Fourier cosine series so that the FFT and iFFT
may be used to transformthe spectral representation of y into the physical one and conversely,
the physical representation into the spectral representation. The quadrature weights w could
also be calculated by a fast algorithm given in (Waldvogel, 2006).
The rst code of level0, inspired from chebpts.m of chebfun (Trefethen et al., 2011) is
[x,w] = pd(N,dom,kind)
(pd means physical domain). It calculates the grid x = [x
1
, ..., x
N
]
T
(column vector) and the
quadrature weights w = [w
1
, ..., w
N
] (row vector) for the quadrature formula
_
b
a
f (x)dx
N
j=1
w
j
f (x
j
) w f (x).
The input parameters are N the dimension of the vectors x and w, dom the computational
domain [a, b] and kind which can be 1 or 2 in order to calculate x as the Chebyshev points of
the rst or of the second kind.
Some short tests show the performances of this code. Let us approximate
_
1
0
x sin
1
x
dx =
cos(1) + sin(1) + Si(1)
2

4
0.37853001712416130988...
for N = 10, 10
2
, ..., 10
6
. Here we use Chebyshev points of the rst kind and hence
we have no problems with the singularity at the origin. We have instead problems
with the highly oscillatory behavior of the integrand near the origin. The code is
Chebpackexamplesex_level0quad_ex1.m and the result for N = 10
6
is
Elapsed time = 0.938258074699438 seconds
err = 1.9568e-11.
A more efcient code is
[int,gridpts] = quadcheb(myfun,n,dom,kind,tol,gridpts,I)
in the folder Chebpackexamplesex_level0 which uses pd into a recursive procedure.
Precisely, starting from the initial interval dom = [a, b], pd is used with n points in [a, b] and
on two subintervals [a, c] and [c, b] where c = (a + b)/2 . If the results differe by more than a
tolerance , the interval [a, b] is divided to that subintervals . Now quadcheb is called again
for each subinterval and at each step we sum the results. For N = 128 we obtain
Elapsed time = 0.013672 seconds.
err = 4.907093620332148e-010
Of course, this non-optimized quadrature calculation is only a collateral facility in Chebpack
and it does not work better than the basic quadrature command quadgk from MATLAB,
which is designated for highly oscillatory integrals.
The next codes of level0
v = t2x(c,kind) and c = x2t(v,kind)
are inspired by chebpolyval.m and chebpoly.m fromchebfun (Trefethen et al., 2011). These
codes perform the correspondence between the spectral representation c of a function f and
its physical representation v = f (x) on Chebyshev points of the rst or second kind. It is
important to remark that linear operators are better represented in the spectral space, while
the nonlinear operators are easily handled in the physical space.
In t2x and x2t, c and v are matrices of the same dimension, each column represents the
coefcients or the values for some other function, the number of rows is the above dimension
N, while kind species the type of Chebyshev points used in v. For example, the code
n=16;dom=[0,1];kind=2;x=pd(n,dom,kind);
vs=sin(x);vc=cos(x);ve=exp(x);c=x2t([vs,vc,ve],kind);
gives in the columns of c the coefcients of the Chebyshev series (6) of sin(x), cos(x) and
exp(x) calculated by using the values of these functions on Chebyshev points of the second
kind on [0, 1]. We remark here that, taking into account the term c
0
T
0
/2, the coefcient c
0
is
doubled.
Another code from level0, inspired from bary.m of chebfun (Trefethen et al., 2011) and useful
for graphical representation of the functions is
fxn = barycheb(xn,fk,xk,kind)
It interpolates the values fk of a function f at the Chebyshev nodes xk of the rst or second
kind in dom by calculating the values fxn at the new (arbitrary) nodes xn in dom. The
barycentric weights are calculated depending on kind.
Precisely, cf. (Berrut & Trefethen, 2004), the barycentric formula is
f (x) =
N
k=1
w
k
xx
k
f
k
N
k=1
w
k
xx
k
, w
k
=
1
j,=k
(x
k
x
j
)
, k = 1, ..., N.
For Chebyshev points one can give explicit formula for barycentric weights w. For the
Chebyshev points of the rst kind we have
x
k
= cos
(2k 1)
2N
, w
k
= (1)
k
sin
(2k 1)
2N
, k = 1, ..., N
and for the Chebyshev points of the second kind we have
x
k
= cos
(k 1)
N 1
, w
k
= (1)
k
k
,
k
=
_
1
2
, k = 1, N
1, otherwise
, k = 1, ..., N.
We remark that for a general interval dom = [a, b] and if the sign changes for all x
k
and w
k
the
weights must be multiplicated by 2
N1
(b a)
1N
. This factor cancels out in the barycentric
formula so that it is no need to include it.
Let us calculate now the differentiation matrix D such that if f is the column of the Chebyshev
coefcients of a function f , then Df is the column of the Chebyshev coefcients of the
derivative function
d f
dx
. On [1, 1] the derivatives of T
i
satisfy
T
0
= T
/
1
, T
1
=
T
/
2
4
, ..., T
i
=
T
/
i+1
2(i +1)

T
/
i1
2(i 1)
, i 2
from where
T
/
0
2
= 0, T
/
i
= 2i (T
i1
+ T
i3
+... + T
1
) , i even
T
/
i
= 2i (T
i1
+ T
i3
+... +0.5T
0
) , i odd.
Consequently, D is a sparse upper triangular matrix with
D
ii
= 0, D
ij
= 0 for (j i) even and D
ij
= 2j otherwise.
Of course, the differentiation could be iterated, i.e. the coefcients of f
(p)
are D
p
f. The
corresponding code from level0 is
D=deriv(n,dom)
where n is the dimension of the matrix D. For dom = [a, b] the above matrix D is multiplied
by 2/(b a).
Similarly, the code
[J,J0]=prim(n,dom)
calculates the sparse integration matrix J such that the coefcients of
_
x
f (t)dt are Jf. Here the
rst coefcient of the result Jf may be changed in order to obtain the coefcients for a specic primitive
of f . For example, the coefcients of the primitive which vanishes at a = dom(1) are obtained
by using J
0
f.
The basic formulas for dom = [1, 1] are
_
T
0
2
dx =
T
1
2
,
_
T
1
dx =
T
0
/2
2
+
T
2
4
,
_
T
k
dx =
1
2
_
T
k+1
k +1

T
k1
k 1
_
, k 2
from where
J
k,k
= 0, J
0,1
=
1
2
, J
k,k1
=
1
2k
= J
k,k+1
, k = 1, 2, ....
For a general dom = [a, b] the above matrix J is multiplied by (b a)/2.
As an important example, let us calculate the coecients of a specic primitive F(x) of the
function f (x). We must then solve the initial-value problem
dF
dx
= f (x), y(1) = , x [1, 1].
If c are the Chebyshev coefcients of F and f are the coefcients of f , the equation is discretized
in spectral space as Dc = f. In order to implement the initial condition, we remark that
y(1) = c
0
T
0
2
+ c
1
T
1
(1) + c
2
T
2
(1) +... + c
N1
T
N1
(1) =
can be written as Tc = where
T =
_
T
0
2
, T
1
(1), T
2
(1), ..., T
N1
(1)
_
.
This means that we can replace the last row of D by T and the last entry of f by , thus
obtaining a new matrix

D and a new vector

f . Finally, c =

D
1
f are the coefcients of the

specic primitive.
The following code from level0
T=cpv(n,xc,dom)
(chebyshev polynomial values) implements such conditions. Here x
c
is an arbitrary vector in
dom = [a, b] and cpv calculates the values of the Chebyshev polynomials T
k
, k = 0, 1, .., n 1
at the column of nodes
T = [T
0
/2, T
1
(), T
2
(), ..., T
N1
()], =
2x
c
b a

b + a
b a
, 1 1.
The code is based on the recurrence formulas of Chebyshev polynomials on [1, 1]
T
0
(x) = 1, T
1
(x) = x, T
k
(x) = 2xT
k1
(x) T
k2
(x), k 2.
The test code Chebpackexamplesex_level0quad_ex3 performs these calculations
for the special case y
/
= cos x, y(0) = 0, with the solution y = sin(x). The coefcients c are
obtained by using the differentiation matrix, cc are the coefcients of the exact solution, ccc
are obtained by using the integration matrix J and cccc are obtained by using the integration
matrix J
0
.
We also remark that if T=cpv(n,x,dom),
f (x) = 0.5c
0
T
0
(x) + c
1
T
1
(x) +... + c
N1
T
N1
(x) (10)
and c = (c
0
, ..., c
N1
)
T
, we have f (x) = Tc, for x [a, b]. The code cpv could be
used to transform between the spectral representation f of the function f and the physical
representation v = f (x) of values at the Chebyshev grid x,
v = Tf, f = T
1
v.
These transforms are performed by FFT in the codes x2t and t2x, but for a small dimension
N we may use this direct matrix multiplication.
As another example, let us calculate the values at the grid points x of the specic primitive
which vanishes at a = dom(1)
F(x
i
) =
_
x
i
a
f (t)dt, i = 1, ..., n
Starting with the values f = f (x) we have the Chebyshev coefcients T
1
f , then J
0
T
1
f are
the Chebyshev coefcients of the specic primitive on [a, b] and nally,
F(x) = TJ
0
T
1
f. (11)
Another code from level0
X=mult(n,dom)
calculates the sparse multiplication matrix X such that if f is the column vector of the
Chebyshev coefcients of a function f (x), then Xf is the column vector of the coefcients
of the function x f (x). The code is based on the formulas
xT
0
= T
1
, xT
1
(x) =
T
0
2
+
T
2
2
, ..., xT
k
(x) =
T
k1
(x)
2
+
T
k+1
(x)
2
, k 2
for x [1, 1]. Consequently,
X
k,k
= 0, X
k,k1
= X
k,k+1
=
1
2
, k = 2, 3, ..., N 1,
X
1,1
= 0, X
1,2
= 1, X
N,N1
=
1
2
.
Then, in general, the coefcients of x
p
f (x) are given by X
p
f and the coefcients of a(x) f (x)
are given by a(X)f for analytical functions a(x), where a(X) is the matricial version of the
function a. Moreover, if
f (x)
x
p
has no singularity at the origin, then its coefcients are X
p
f.
Of course, X is a tri-diagonal matrix, X
2
is a penta-diagonal matrix and so on but, generally,
the matrix version funm(full(X))of the scalar function a(x) or X
p
= [inv(X)]
p
are not
sparse matrices. For a general interval dom = [a, b], X is replaced by
ba
2
X +
b+a
2
I
N
where I
N
is the sparse unit matrix speye(N).
Another method to calculate a(X) is to pass from the values a(x) at the Chebyshev grid x to
the Chebyshev coefcients a using x2t and to approximate
a(x) .
a
0
2
+
m1
k=1
a
k
T
k
(x). (12)
Here m must be chosen sufciently large, but m N so that the known function a(x) is
correctly represented by a
0
, a
1
, ..., a
m1
.
In order to calculate the coefcients of the product
a(x) f (x) =
_
a
0
2
+
m1
k=1
a
k
T
k
(x)
_
f
0
2
+
n1
j=1
f
j
T
j
(x)
we may use the formula

T
j
(x)T
k
(x) =
T
j+k
(x) + T
[jk[
(x)
2
, j, k.
The needed coefcients are given by Af where the matrix A a(X) is given by the code
A=fact(a,m)
from level0.
The test code Chebpackexamplesex_level0fact_ex1.m calculates cosh(X) using
fact and funm from Matlab. We remark that X is a sparse matrix, so that funm must be
applied to full(X).
3. Chebpack, linear module
At the rst level level1, the package contains subroutines to solve
- initial and boundary value problems for high order linear differential equations
- initial value problems for rst order linear differential systems
- linear integral equations
- eigenvalues and eigenfunctions for differential problems.
The main method used is the so called tau-method, see (Mason & Handscomb, 2003) or
(Canuto et al., 1988) for more theoretical details and the implementation. It is based on
- discretization using the differentiation matrix D
- discretization using the integration matrix J
- splitting the interval dom = [d
1
, d
2
, ..., d
p
].
3.1 Discretization using the differentiation matrix D
The corresponding code is Chebpacklevel1ibvp_ode.m
[x,solnum]=ibvp_ode(n,dom,kind)
where n, dom, kind have the same signicance as above, x is the Chebyshev grid and solnum
is the numerical solution in the physical space calculated at the grid x.
The structure of ivp_ode is
function [x,solnum]=ibvp_ode(n,dom,kind)
x=pd(n,dom,kind);X=mult(n,dom);D=deriv(n,dom);
myDE;myBC;sol=Ab;solnum = t2x(sol,kind);myOUT;
end
where myDE, myBC and myOUT must be written by the user and describe the differential
equation, the boundary conditions and the output of the program.
For example, for the problem
y
///
xy = (x
3
2x
2
5x 3)e
x
, x [0, 1]
y(0) = 0, y
/
(0) = 1, y(1) = 0
we have
function myDE
A=D^3-X;b=x2t((x.^3-2
*
x.^2-5
*
x-3).
*
exp(x),kind);end
function myBC
T=cpv(n,dom,dom);A(n-2,:)=T(1,:);b(n-2)=0;
A(n-1,:)=T(1,:)
*
D;b(n-1)=1;A(n,:)=T(2,:);b(n)=0;end
The program is called by
[x,solnum]=ibvp_ode_test(32,[0 1],2);
Other examples are coded in Chebpackexamplesex_level1ibvp_ode_ex
*
.m
The general form for initial/boundary value problems for high order linear differential
equations is (1) and its discrete form is
Ac
_
m
k=0
P
k
(X)D
k
_
c = b
where the unknown y is represented in the spectral space by its Chebyshev coefcients c,
while b are the Chebyshev coefcients of the r.h.s. f (x).
We remark that the coefcients P
k
(X) of the equation can be dened in myDE
- directly, for example P
k
(x) = x gives P
k
(X) = X
- using f unm, for example P
k
(x) = sin x gives P
k
(X) = f unm( f ull(X), @sin), i.e. using the
Taylor series of sin X
- using f act, for example P
k
(x) = cos x gives P
k
(X) = f act(x2t(cos(x), kind), m), i.e. using the
Chebyshev series of cos X
- if P
k
(x) is a constant, say P
k
, then P
k
(X) = P
k
speye(N).
The boundary conditions of the general type (2) are implemented using cpv. For example, for
y(x
1c
) y
/
(x
2c
) +2y
//
(x
3c
) = y
c
we calculate T=cpv(N,[x1c,x2c,x3c],dom). One of the
last rows of A is replaced by T(1,:)-T(2,:)
*
D+2
*
T(3,:)
*
D^2 and the corresponding
entry of the vector b is replaced by y
c
.
3.2 Discretization using the integration matrix J
The corresponding code is Chebpacklevel1ibvp_ode_int.m
[x,solnum]=ibvp_ode_int(n,dom,kind)
We remark that the discretization using the differentiation matrix D does not work well for
large N. For example, this type of discretization for the problem
y
//
+ xy/ =
2
cos(x) x sin(x), x [1, 1] , = 10
5
, (13)
y(1) = 2, y(1) = 0
with N = 2048 and an error about 5.46 10
11
leads us to a sparse system Ac = b but
with a sparsity factor about 25% that increases the computational time to 6.4 sec, see the
example ibvp_ode_ex.m in the folder Chebpackexamplesex_level1. A better idea
is to integrate two times the above equation using the much more sparse integration matrix J.
This integration make the coefcients c
0
and c
1
arbitrary and we may x their values by using
the boundary conditions, this time at the rst two rows of A and b.
Precisely, the rst and the second integration of the equation (13) gives
y
/
+ xy
_
x
y =
_
x
_
2
cos(x) x sin(x)
_
y +
_
x
xy
_
x
_
x
y =
_
x
_
x
_
2
cos(x) x sin(x)
_
.
The discrete form is
_
I
N
+ JX J
2
_
c = J
2
f where c are the Chebyshev coefcients
of the solution y and f are the Chebyshev coefcients of the r.h.s. The new code
ibvp_ode_int_ex.m in the same folder as above gives the same accuracy for the same
N = 2048, but needing only 0.12 sec. The new matrix A has now a sparsity factor of about
0.2439% for the dimension 2048.
This higher sparsity qualies the integration method to be used for splitting the interval
dom = [a, b] into dom = [a, d
1
] [d
1
, d
2
] ... [d
m1
, b] as well as for differential systems,
where the dimension N of matrices is multiplied by the number of subintervals or by the
number of differential equations in the system.
We give the formulas for rst order equations and a general formula. For the rst order we
have in myDE
P
1
(x)y
/
+ P
0
(x)y = F = P
1
(x)y
_
P
/
1
(x)y +
_
P
0
(x)y =
_
F,
Ac
_
P
1
(X) + J
_
P
0
(X) P
/
1
(X)
c = Jf b.
Generally, if we denote the differentiation operator on functions P by dP, the identity operator
by I and the formal k power of the operator I Jd by [ ]
(k)
, we obtain, after m integrations,
Ac = b where
A =
m
k=0
J
mk
[I Jd]
(k)
P
k
(X), b = J
m
f. (14)
For example, for m = 3 we have
___
P
0
(x)y(x) J
3
P
0
(X)c,
___
P
1
(x)y
/
(x) J
2
_
P
1
(X) JP
/
1
(X)
c,
___
P
2
(x)y
//
(x) J
_
P
2
(X) 2JP
/
2
(X) + J
2
P
//
(X)
_
c,
___
P
3
(x)y
///
(x)
_
P
3
(X) 3JP
/
3
(X) +3J
2
P
//
3
(X) J
3
P
///
3
(X)
_
c.
It is important to remark that the absolute value of the Chebyshev coefcients gives us
some information about the necessary dimension N of the discretized problem in order
to capture the correct behavior of the solution. For example, let us consider the problem
ibvp_ode_int_ex2.m in the folder Chebpackexamplesex_level1
y
//
+ (x
2
w
2
)y = 0, y(1) = 1, y(1) = 2, x [1, 1]
for w = 0.5, = 1.e 6. The command
[x,solnum]=ibvp_ode_int_ex2(1024,[-1 1],2);
gives the results in Fig. 2. We see that up to a dimension about N = 400, the algorithm cannot
resolve y accurately, due to its highly oscillatory behavior. After that, the Chebyshev series
begins to converge rapidly. For N = 1024 the elapsed time is about 0.05 sec.
3.3 Discretization using the integration matrix J and splitting the interval
The corresponding code is Chebpacklevel1ibvp_ode_split.m
[x,solnum]=ibvp_ode_split(n,dom,kind)
Fig. 2. The Chebyshev coefcients and the numerical solution for ex2
Sometimes, the solution of a differential problem has a different behavior in different
subintervals. For example, for small the solution of the problem (13) has a shock near the
origin and we need a very large N in order to capture its correct behavior. In these cases it is
better to split the working interval dom[a, b] into disjoint subintervals [d
1
, d
2
] [d
2
, d
3
] ...
[d
p1
, d
p
] = [a, b] adapted to the behavior of the solution. The great advantage is to use a
small N for each subinterval. The partial solutions on each subinterval are connected by some
level of smoothness.
Precisely, let us consider for example a second order differential problem on [a, b] and let
us split the interval as [a, b] = [d
1
, d
2
] [d
2
, d
3
] [d
3
, d
4
]. This splitting is given by dom =
[d
1
, d
2
, d
3
, d
4
] on input. If we calculate the basic ingredients xs, Xs, Ds, Js for the standard
interval [1, 1], then for each subinterval [d
i
, d
i+1
], i = 1, 2, 3 the corresponding ingredients
become
x = len xs + med, X = len Xs + med I
N
, D =
Ds
len
, J = len Js
where len =
d
i+1
d
i
2
, med =
d
i+1
+d
i
2
.
Using the matrix J for the discretization we obtain on each subinterval i = 1, 2, 3 the
discretized form A
(i)
c
(i)
= b
(i)
where the matrix A
(i)
and the vector b
(i)
are given by (14)
as above, while c
(i)
are the Chebyshev coefcients of the solution y
(i)
on that subinterval i.
Now, using the Kronecker product and the reshape command of Matlab, we build a large
(but very sparse) system Ac = b
A
(1)
O O
O A
(2)
O
O O A
(3)
c
(1)
c
(2)
c
(3)
b
(1)
b
(2)
b
(3)
.
The boundary conditions are now the given boundary conditions say at d
1
and d
4
supplemented by smoothness conditions at d
2
, d
3
y
(1)
(d
2
0) = y
(2)
(d
2
+0) ,
dy
(1)
dx
(d
2
0) =
dy
(2)
dx
(d
2
+0) , (15)
y
(2)
(d
3
0) = y
(3)
(d
3
+0) ,
dy
(2)
dx
(d
3
0) =
dy
(3)
dx
(d
3
+0) .
Of course, for a higher order equation (say m) we have coincidence conditions (15) until the
derivatives of order m 1. The given boundary conditions are implemented in the rst m
rows of the rst block-row of the matrix A and in the rst entries of the rst block of the
vector b, while the coincidence conditions are implemented in the rst m rows of each of the
following block-rows of A and in the rst m entries of each following block of b. The sparsity
structure of A with 4 subintervals is given in Fig. 3. Here we have 16 blocks of size 64 64, the
Fig. 3. The sparsity structure of the matrix A with boundary conditions implemented for 4
subintervals
4 diagonal segments come from the matrices A
(i)
, i = 1, 2, 3, 4, the rst horizontal segments
come from the given boundary conditions while the next 3 pairs of horizontal segments come
from connectivity conditions. Each block acts on the corresponding block coefcients c
(i)
,
i = 1, 2, 3, 4.
Using this technique for the problem (13) for example, the command
[x,solnum]=ibvp_ode_split_ex(64,[-1 -0.05 0 0.05 1],2);
from the folder Chebpackexamplesex_level1 gives the numerical solution with an
accuracy of about 6 10
15
with four subintervals with N = 64 in only 0.014 sec. The new
matrix A has now a sparsity factor of about 3.2257% and the dimension 256.
3.4 Linear rst-order systems
Let us consider a rst order linear differential system for x [a, b]
P
1
(x)y
/
1
+ P
11
(x)y
1
+... + P
1m
(x)y
m
= f
1
(x), y
1
(a) = y
1a
,
P
2
(x)y
/
2
+ P
21
(x)y
1
+... + P
2m
(x)y
m
= f
2
(x) , y
2
(a) = y
2a
,
...........................................
P
m
(x)y
/
m
+ P
m1
(x)y
1
+... + P
mm
(x)y
m
= f
m
(x), y
m
(a) = y
ma
.
If we denote by c = (c
(1)
, ..., c
(m)
)
T
the Chebyshev coefcients of y
1
(x), ..., y
m
(x) and by
f
(1)
, ..., f
(m)
the coefcients of f
1
, ..., f
m
then the discretized version of the system is Ac = b
where
A =
P
1
(X)D + P
11
(X) P
1m
(X)
.
.
.
.
.
.
.
.
.
P
m1
(X) P
m
(X)D + P
mm
(X)
, b =
f
(1)
.
.
.
f
(m)
.
The initial conditions are implemented like in (15): the last row of each block in the above
matrix is replaced by T or zeros for the corresponding columns and the last entry of each block
in the r.h.s. is replaced by y
ka
such that [O, ..., T, ..., O]c = y
ka
for each k. The corresponding
code from level1 is
[x,solnum]=ibvp_sys(n,dom,kind,y0)
where y0 is the column vector of the initial values [y
1a
, ..., y
ma
]
T
. Of course, we may use the
integration matrix J instead of D for discretization, obtaining again a system Ac = b where
A =
P
1
(X) JP
/
1
(X) + JP
11
(X) JP
1m
(X)
.
.
.
.
.
.
.
.
.
JP
m1
(X) P
m
(X) JP
/
m
(X) + JP
mm
(X)
, b =
Jf
(1)
.
.
.
Jf
(m)
with the implementation of the initial conditions on the rst row of each block,
see ibvp_sys_ex3_int.m, or we may consider systems of higher order, see
ibvp_sys_ex2x2.m from the folder Chebpackexamplesex_level1.
3.5 Linear integral equations
Let us consider a Fredholm integral equation
y(x) =
_
b
a
K(x, t)y(t)dt + f (x) A(y)(x) + f (x), x [a, b]. (16)
The Fredholm integral operator A(y) becomes after discretization with shifted Chebyshev
polynomials
A(y)(x) =
_
b
a
K(x, t)
N1
k=0
c
k
T
k
(t)dt =
N1
k=0
c
k
_
b
a
K(x, t)T
k
(t)dt =
N1
k=0
c
k
I
k
(x) =
N1
k=0
c
k
N1
j=0
k
jk
T
j
(x) =
N1
j=0
_
N1
k=0
k
jk
c
k
_
T
j
(x).
Consequently, if c = (c
0
, ..., c
N1
)
T
are the coefcients of y, then Kc are the coefcients of
A(y), given by the matrix K = (k
jk
)
j,k=0,...,N1
.
The matrix K can be calculated starting from the physical values
I
k
(x
s
) =
_
b
a
K(x
s
, t)T
k
(t)dt =
N1
i=0
w
i
K (x
s
, x
i
) T
k
(x
i
), s, k = 0, ..., N 1.
In matrix form, this means
(I
k
(x
s
))
k,s=0,...,N1
= (K (x
s
, x
i
))
s,i=0,...,N1
diag((w
i
)
i=0,...,N1
) T
where T=cpv(n,x,dom) and then we apply x2t, see also (Driscoll, 2010).
The Fredholm integral equation (16) becomes (I
N
K)c = f where f are the Chebyshev
coefcients of f and we obtain the solution by solving this linear system. The corresponding
model code from the folder Chebpacklevel1 is
[x,solnum]=fred_eq(n,dom,kind)
Similarly, for a Volterra integral equation
y(x) =
_
x
a
K(x, t)y(t)dt + f (x) A(y)(x) + f (x), x [a, b]
we obtain, using (11), for the Volterra integral operator
A(y)(x) =
_
x
a
K(x, t)y(t)dt =
_
TJ
0
T
1
. K(x
i
, x
j
)
_
y,
where y are the values of y(x) at the grid points x. Consequently, the physical representation
of the Volterra integral operator is the matrix V
phys
= TJ
0
T
1
. K(x
i
, x
j
), see again (Driscoll,
2010) while its spectral representation is V
spec
= T
1
V
phys
T. The Volterra integral equation
becomes in physical representation (I
N
K)y = f where f are now the values of f at the grid
points x.
The corresponding model code from Chebpack is
[x,solnum]=volt_eq(n,dom,kind)
from the folder Chebpacklevel1. The folder Chebpackexamplesex_level1
contains some examples in the les fred_eq_ex
*
and volt_eq_ex
*
.
Of course, these codes work well only if the kernel K(x, t) is sufciently smooth such that it
can be spectrally represented by an acceptable number of Chebyshev polynomials.
3.6 Eigenvalues/eigenfunctions for Sturm-Liouville problems
Let us consider now the second order spectral problem
P
2
(x)y
//
+ P
1
(x)y
/
+ P
0
(x)y = R(x)y
with homogeneous boundary value conditions as above. Using tau method, we get the
following N dimensional matrix eigenproblem
(P
2
(X)D
2
+ P
1
(X)D + P
0
(X))c = R(X)c
of the form Ac = Bc. The conditions give Tc = 0 and combining these equations we derive
the generalized eigenproblem
_
T
A
_
c =
_
1
T
B
_
c i.e.

Ac =
Bc
where we retain only the rst N rows of the matrices to obtain

A and

B. Here
is chosen by
the user as a large and known value. We remark that for ,=
we get Tc = 0 as above but

now the matrix

B behaves well. Consequently, the eigenproblem has instead of two innite
eigenvalues two known
eigenvalues that can be eliminated. The same procedure is applied

for higher order problems.
The corresponding model code from the folder Chebpacklevel1 is
[lam,phi,x]=eig_ode2(n,dom,kind,numeigval)
The folder Chebpackexamplesex_level1 contains some other examples in the les
eig_ode2_ex
*
, eig_ode3_ex and eig_ode4_ex. An older package LiScEig is also freely
accessible at (Trif, 2005).
4. Chebpack, nonlinear module
At the second level level2, we have subroutines to solve
- initial and boundary value problems for nonlinear differential equations
- nonlinear integral equations.
Here the codes of the rst level are used at each step of the Newton method applied in the
functional space. Another method could be the successive iteration method.
4.1 Successive iteration method
Let us consider, as an example, the nonlinear Emden boundary value problem
xy
//
+2y
/
= xy
5
, y
/
(0) = 0, y(1) =
3
2
, x [0, 1] .
If the starting spectral approximation of y is, for example, Y
0
= 1 then the discretization of the
problem is AY = F. Here A = XD
2
+ 2D and F = F(x, Y
0
) are the coefcients of the r.h.s.
modied by using the boundary value conditions. We apply successively
Y
n+1
= A
1
F(x, Y
n
), n = 0, 1, 2, ..., n
max
.
If Y
n
converges, then it converges to a solution of the bvp.
The Matlab codes are ibvp_ode_succapprox.m from the folder Chebpacklevel2 or
ibvp_ode_ex1.m from the folder Chebpackexamplesex_level2.
Of course, the discretization could be performed using the integration matrix J instead of D.
Let us consider, for example, the Lotka-Volterra system
y
/
1
Ay
1
= By
1
y
2
, y
/
2
+ Cy
2
= By
1
y
2
, t [0, 100]
y
1
(0) = y
2
(0) = 0.5, A = 0.1, B = 0.2, C = 0.05.
We transform this system to integral form
y
1
A
_
y
1
dt = B
_
y
1
y
2
dt, y
2
+ C
_
y
2
dt = B
_
y
1
y
2
dt
and the discretized form in spectral representation is
_
I
n
AJ 0
0 I
n
+ CJ
__
Y
new
1
Y
new
2
_
=
_
BJF
BJF
_
where F is the column vector of the coefcients of y
old
1
(t)y
old
2
(t) obtained by using t2x.m and
x2t.m. In this discretized form we implement the initial conditions as usually and we must
solve this system which has a sparsity factor of about 6% for n = 32 and about 3% for n = 64.
For a long interval domgiven as dom = [d
0
, d
1
, ..., d
m
], we apply the successive approximations
method at each subinterval. The initial approximation for the following subinterval is given
by the nal values of the solution for the current subinterval. To test the numerical solution,
we remark that the Lotka-Volterra system has as invariant = By
1
+ By
2
Clog y
1

Alog y
2
. The code is used by the command
[x,solnum]=ibvp_sys_succapprox(32,[0:10:100],2,[0.5,0.5]);
and the result is given in Fig. 4, with the value of the invariant = 0.3039720770839.
Fig. 4. The solution of the Lotka-Volterra problem
In the case of nonlinear integral equations, for example
y(x) = f (x) +
_
b
0
K(x, t, y(t))dt,
we perform successive iterations (if this method works)
y
new
(x) = f (x) +
_
b
0
K(x, t, y
old
(t))dt
starting with a suitable y
old
. For each x = x
s
in the grid and at each iteration, the integral is
evaluated as
_
b
0
K(x
s
, t, y
old
(t))dt
n
k=1
w
k
K(x
s
, t
k
, y
old
(t
k
)),
where t
k
, k = 1, ..., n is the Chebyshev grid on [0, b] and w
k
, k = 1, ..., n are the
corresponding weights. Consequently, we obtain
y
new
(x
s
) =
n
k=1
w
k
K(x
s
, t
k
, y
old
(t
k
)), s = 1, ..., n.
Taking into account the nonlinearities, all the calculations are performed into the physical
space. Next, y
old
y
new
until
_
_
_y
new
y
old
_
_
_ < . The corresponding code is
ibvp_int_succapprox.m from the folder Chebpacklevel2.
4.2 Newton method
Let us consider again a nonlinear differential problem of the form
Ly(x) = f (x, y(x)), x [a, b]
where L is a linear differential operator, such as Ly(x) = xy
//
(x) +2y
/
(x) and f is the nonlinear
part. We have also the boundary or initial conditions BC/IC. If we denote by
P(y)(x) = Ly(x) f (x, y(x)), BC/IC
the problem is of the form P(y)(x) = 0 where P is the operator of the problem and y is the
unknown.
The Newton method works as follows. Starting with an initial approximation y
0
(x) verifying
the initial or boundary conditions, we must solve at each step n the linear problem
P
/
(y
n
)(y
n+1
y
n
)(x) = P(y
n
)(x),
for y
n+1
y
n
, with the corresponding homogeneous IC/BC. Next, y
n+1
= y
n
+ (y
n+1
y
n
)
and we perform these iterations until |y
n+1
y
n
| < . For our problem, the linear step is
_
L
f (x, y
n
(x))
y
_
(y
n+1
y
n
)(x) = [Ly
n
(x) f (x, y
n
(x))] .
The corresponding code is ibvp_ode_newton.m from the folder Chebpack level2. It
starts with y
0
(x) verifying or not the IC/BC and solves at each step the above linear problem
for y
n+1
with the nonhomogeneous IC/BC.
A nonlinear system (of order 2 for example)
y
/
1
+ a
11
y
1
+ a
12
y
2
= f
1
(x, y
1
, y
2
), x [a, b]
y
/
2
+ a
21
y
1
+ a
22
y
2
= f
2
(x, y
1
, y
2
), y
1
(a) = y
1a
, y
2
(a) = y
2a
is in matrix form
Y
/
(x) + A(x)Y(x) = F(x, Y).
At the linear step it becomes
[Z
/
+ [A(x) JacF(x, Y
n
)] Z =
_
Y
/
n
+ AY
n
F(x, Y
n
)

where Z = Y
n+1
Y
n
is the correction, Y
n
Y(x
n
) and
JacF(x, Y
n
) =
f
1
(x,y
1n
,y
2n
)
y
1
f
1
(x,y
1n
,y
2n
)
y
2
f
2
(x,y
1n
,y
2n
)
y
1
f
2
(x,y
1n
,y
2n
)
y
2
.
As above, Y
n+1
= Y
n
+ Z until |Z| < .
We remark that in the linear step we use the integration
Z +
_
[A(x) JacF(x, Y
n
)] Z =
_
_
Y
/
n
+ AY
n
F(x, Y
n
)
which becomes in the discrete form

[I
n
+ J (A(X) JacF(X, Y
n
))] Z = [Y
n
+ J A(x)]Y
n
+ JF(x, Y
n
).
i.e AZ = B. In the l.h.s the matrix J (A(X) JacF(X, Y
n
)) is calculated using the code fact.m.
This code uses the physical values of A(x) JacF(x, Y
n
) and converts them into spectral
coefcients. In the r.h.s the code also starts with the physical values and converts them into
their spectral coefcients. The initial conditions are implemented now in the rows 1, n +1, ....
Of course, this code ibvp_sys_newton.m from the folder Chebpacklevel2 can be used
in a long-term integration algorithm that starts with the initial values y
a1
, y
b1
, calculates the
solution on [a, b], extracts the nal values y
b1
, y
b2
which become initial values for the same
code on a new interval [b, c] and so on.
A short comparison between the successive approximations method (SA) and the Newton
method (N) for the example from ibvp_sys_newton_ex1 shows that, for the same n = 64,
dom = [0, 1, 2 : 2 : 200] and M = 8,
- SA: 2910 iterations, 3.4 sec elapsed time, 12940 Chebyshev coefcients calculated
- N : 490 iterations, 6 sec elapsed time, 6475 Chebyshev coefcients calculated.
In the case of a nonlinear integral equation (of Fredholm or Volterra) type
P(y) y(x)
_
a
K(x, t, y(t))dt f (x) = 0,
we start with an initial approximation y
0
(in physical space) and at each Newton step we
obtain the linear equation for the correction z
z(x)
_
a
K
y
(x, t, y
0
(t))z(t)dt = y
0
(x) +
_
a
K(x, t, y
0
(t))dt + f (x).
We solve this equation in spectral form as in the previous section and the corrected value of y
is y
0
+ z. We repeat this step until convergence, i.e. until |z| < . There are many examples
in the folder Chebpackexampleslevel2.
5. Chebpack, experimental module
Finally, the package contains an experimental level level3, in progress, for
- partial differential equations of evolution type
- fractional differential equations (i.e. differential equations of non-integer order).
5.1 Partial differential evolution equations
Let us consider, as a simple example, a problem from (Trefethen et al., 2011)
u
t
= u
xx
, x [4, 2], t > 0
u(x, 0) = u
(0)
(x) max(0, 1 abs(x)),
u(4, t) = 1, u(2, t) = 2.
First, we discretize in time by a backward nite difference on the grid 0 = t
0
< t
1
< ... < t
K
starting with u
(0)
(x)
u
(k+1)
(x) u
(k)
(x)
dt
= u
(k+1)
xx
(x),
where u
(k)
(x) = u(x, t
k
), u
(k)
xx
(x) = u
xx
(x, t
k
). We obtain the second order boundary value
problems in x
_
I dt

2
x
2
_
u
(k+1)
(x) = u
(k)
(x), u
(k+1)
(4) = 1, u
(k+1)
(2) = 2.
These problems, for each k = 1, 2, ..., K, are also discretized by the spectral Chebyshev method
with some N, dom = [4, 2], kind as
_
I
n
dtD
2
_
c
(k+1)
= c
(k)
, u
(k+1)
(4) = 1, u
(k+1)
(2) = 2.
Here c
(k)
are the Chebyshev spectral coefcients
_
c
(k)
0
, c
(k)
1
, ..., c
(k)
N1
_
of u
(k)
(x) corresponding
to the grid x
1
, ..., x
N
in dom. This way we may obtain the solution u(x
j,
t
k
) on the
computational grid
_
x
j
, t
k
_
k=1,...,K
j=1,...,N
. The corresponding code is pde_lin.m from the folder
Chebpacklevel3.
Similarly, for nonlinear equations of the form u
t
= Lu + Nu where L is a linear operator and
N a nonlinear one, for example for the Burgers equation
u
t
= u
xx

_
u
2
2
_
x
, x [1, 1] , t > 0, =
0.01
,
u(x, 0) = sin x, u(0, t) = u(1, t) = 0,
we may take the backward Euler nite difference for the linear part while the forward Euler
nite difference for the nonlinear part.
u
(k+1)
(x) u
(k)
(x)
dt
= Lu
(k+1)
(x) + Nu
(k)
(x),
We obtain
(I dt L) u
(k+1)
(x) = u
(k)
(x) + dt Nu
(k)
(x), u
(k+1)
(0) = u
(k+1)
(1) = 0
which is implemented in pde_nonlin.m.
Of course, we may take the approximating solution in the physical representation on the grid
x
1
, ..., x
n
and the semidiscrete problem becomes u
/
(x, t) =

Du(x, t) where

D = TD
2
T
1
is
the physical second order derivative. The boundary value condition imposes u(x
1
, t) = ,
u(x
n
, t) = and therefore at these points we dont need to satisfy the equation. Consequently,
if

D =

D (2 : n 1, 2 : n 1) is obtained by eliminating the rst and last rows and columns
from

D, the problem becomes
u
/
(t) =

D u(t) +

D(2 : n 1, [1, n]) BC, u(0) = u
(0)
,
where BC = (, )
T
, i.e. u
/
(t) =

D u(t) + b, u(0) = u
(0)
with the solution
u(t) = expm(t
D) u
(0)
+

D
1
_
expm(t
D) I
n2
_
b.
Here expm(A) is the matricial exponential function of A. The code pde_lin_matr.m uses
this procedure.
The same thing may be performed in spectral space. The problem
u
/
= L u, u(0) = u
0
, BC = T u
(where L is a linear differential operator with constant coefcients and T is given by cpv from
level0) may be expanded as
_
u
/
BC
_
=
_
T
_
_
u
u
_
.
Therefore, successively,
u
/
=

L u +

u, BC =

T u +

u,

u =

T
1
_
BC

T u
_
, (17)
u
/
=
_
T
1
T
_
u +

T
1
BC, u
/
=

L u +

L BC.
The exact solution of the last equation is given by
u (t) = e
t
L
u
0
+
e
t
L
I
L BC
and, using (17), u = ( u,
u)
T
.
This procedure is coded in pde_lin_ex2.m from the folder
Chebpackexamplesex_level3.
In the case of a nonlinear problem
u
/
= L u + Nu, u(0) = u
0
, BC = T u
the same procedure leads to
u (t) = e
t
L
u
0
+
e
t
L
I
L
_
L BC +

Nu
_
and to the same

u given by (17). This xed point equation must now be solved using
successive iterations method (for t sufciently small) or using Newton method. It is coded in
pde_nonlin_ex4.m in the folder Chebpackexamplesex_level3 for the Korteweg-de
Vries problem
u
t
+6u u
x
+ u
xxx
= 0, x [20, 20] , t [0, 4]
u(x, 0) = 2sech(x)
2
, u(20, t) = u(20, t) = u
x
(20, t) = 0.
This problem of the form u
t
= Lu + N(u) is numerically solved in spectral space c
/
(t) =
Lc(t) + N(c(t)) by using the so called implicit exponential time differencing Euler method
c
(k+1)
= e
Ldt
c
(k)
+
e
Ldt
I
L
N(c
(k+1)
),
applied in a symmetric form
c = e
Ldt/2
c
(k)
+
e
Ldt/2
I
L
N(c), c
(k+1)
= e
Ldt/2
c +
e
Ldt/2
I
L
N(c).
Here, the rst xed point problem is solved using successive iterations starting with c
(k)
,
where c
(k)
are the Chebyshev coefcients of the numerical solution at the time level k.
5.2 Fractional differential equations
The fractional derivative D
q
f (x) with 0 < q < 1, 0 < x b, in the Riemann-Liouville version,
is dened by (Podlubny, 1999)
D
q
f (x) =
1
(1 q)
d
dx
_
x
0
f (t)(x t)
q
dt
while the Caputo fractional derivative is
D
q
f (x) =
1
(1 q)
_
x
0
f
/
(t)(x t)
q
dt
and we have
D
q
f (x) =
f (0)x
q
(1 q)
+ D
q
f (x).
Let us consider a function f : [0, b] IR, with the spectral representation
f (x) =
n1
k=0
c
k
T
k
(x + ), =
2
b
, = 1
Using the spectral derivative matrix D, we have
f
/
(x) =
n1
k=0
(Dc)
k
T
k
(x + )
and using the linearity of the fractional derivative of order q (0, 1), we obtain
D
q
f (x) =
1
(1 q)
_
x
0
f
/
(t)dt
(x t)
q
=
1
(1 q)
n1
k=0
(Dc)
k
_
x
0
T
k
(x + )
(x t)
q
dt.
By calculating the physical values of the above integrals in the columns k of a matrix I, each
row corresponding to a sample of x from the Chebyshev grid, the formula for the fractional
derivative is
D
q
f (x) =
1
(1 q)
I D T
1
f (x)
where T is the matrix given by cpv.m. This means that the Caputo fractional differentiation
matrix D in physical form is given by
D
phys
=
1
(1 q)
I D T
1
i.e. D
phys
times the vector of physical values of f gives the vector of physical values of D
q
f .
For the spectral form,
D
spec
=
1
(1 q)
T
1
I D,
i.e. D
spec
times the vector T
1
f (x) of the coefcients of f gives the vector of the coefcients of
D
q
f .
If q > 1 then let ex be [q] and q will be replaced by q [q]. In this case, the differentiation
matrix will be
D
spec
=
1
(1 q)
T
1
I D
(ex+1)
.
In order to avoid the singularity of the fractional derivative D
q
f if f (0) ,= 0, we suppose that
f(0) = 0. The problem of computing the integrals
I
k
(x) =
_
x
0
T
k
(x 1)
(x t)
q
dt
for each x of the grid may be solved iteratively, see (Piessens & Branders, 1976). Indeed, we
have, by direct calculation, using the recurrence formula for Chebyshev polynomials, as well
as for the derivatives of the Chebyshev polynomials, for k = 3, 4, ..
I
k
(x)
_
1 +
1 q
k
_
= 2 (x 1) I
k1
(x) +
_
1 q
k 2
1
_
I
k2
(x)
2 (1)
k
k(k 2)
x
1q
and
I
0
(x) =
x
1q
1 q
/2, I
1
(x) =
x
2q
(2 q)(1 q)

x
1q
1 q
,
I
2
(x) =
4
2
x
3q
(3 q)(2 q)(1 q)

4x
2q
(2 q)(1 q)
+
x
1q
1 q
.
This recurrence is as stable as the recurrence which calculates the Chebyshev polynomials.
The calculation of the fractional derivative matrix D
spec
is coded in deriv_frac.m from the
folder Chebpacklevel3. Next, if needed, D
phys
=
1
(1q)
I D
(ex+1)
T
1
= T D
spec
T
1
.
Using an idea of Sugiura & Hasegawa (Sugiura & Hasegawa, 2009), let J(s; f ) be
J(s; f ) =
_
s
0
f
/
(t)(s t)
q
dt
and, approximating f (t) by a combination p
n
(t) of Chebyshev polynomials on (0, 1) we have
the approximations [J(s; f ) J(s; p
n
)[ O(n
n
), for some > 1.
Of course, this method is not suitable for the functions with a singularity in [0, 1] or
singularities of lower-order derivatives, like x
0.1
for example. In this case, n must be
excessively large.
For the initial value problems for fractional differential equations, let us consider the problem
D
q
y(x) = x
2
+
2
(3 q)
x
2q
y(x), y(0) = 0, q = 0.5, x [0, 1] .
The physical discretization is
Ay = b, A = T DF T
1
+ I
N
, b = x
2
+2/(3 q) x
2q
where, in order to implement the initial condition, the rst row of A is replaced by [1, 0, ..., 0]
and b(1) is replaced by 0. The solution is now y(x) = A
1
B. The example is coded in
deriv_frac_ex1.m from the folder Chebpackexamplesex_level3.
If we use the spectral representation, for example for the problem
D
q
y(x) + y(x) = 1, y(0) = 0, y/(0) = 0, q = 1.8, x [0, 5],
with the exact solution yex = x
q
E
q,q+1
(x
q
), the spectral discretized form becomes
Ay (D
q
+ I
n
) y = T
1
1 = B,
A(n 1, :) = T(1, :), B(n 1) = 0, A(n, :) = T(1, :) D, B(n) = 0,
see deriv_frac_ex2.m
For nonhomogeneous initial conditions like y(0) = c
0
, y
/
(0) = c
1
, we perform a function
change y(x) = c
0
+ c
1
x + z(x) where z veries the same equation but with homogeneous
initial conditins (c
0
+ c
1
x disappears by differentiation), see deriv_frac_ex3.m. Examples
for discontinuous data, boundary value problems or eigenproblems are also given.
6. Conclusion
The new package Chebpack (Trif, 2011) is a large and powerful extension of LiScEig (Trif, 2005).
It is based on the Chebyshev tau spectral method and it is applied to linear and nonlinear
differential or integral problems, including eigenvalue problems. An experimental module
contains applications to linear or nonlinear partial differential problems and to fractional
differential problems. Each module is illustrated by many examples. A future version will
handle also piecewise functions as well as functions with singularities.
The following comparisons with MATLAB codes bvp4c, bvp5c as well as with DMS or Chebfun
prove the efciency of Chebpack. The elapsed time was evaluated after three code executions.
The rst test problem (test1.m in the folder Chebpacktutorial) is
u
//
1
6x
u
/
+
1
x
2
u =
19
6
x
1/2
, u(0) = u(1) = 0, x [0, 1]
with the exact solution u
ex
(x) = x
3/2
x
5/2
. The elapsed time and the errors are presented in
Table 1. Here Chebpack uses the differentiation matrix.
The second test problem(test2.m in the folder Chebpacktutorial) is (13) with = 10
4
.
The elapsed time and the errors are presented in Table 2. Here Chebpack uses the integration
matrix.
bvp4c bvp5c dms Chebfun Chebpack
RelTol=1.e-5 RelTol=1.e-4 N=64 N=98 N=80
elapsed time (sec) 0.737 0.744 0.004 0.192 0.005
errors 3.2e-7 9.2e-8 2.3e-7 1.8e-7 4.6e-7
Table 1. Test 1
bvp4c bvp5c dms Chebfun Chebpack
default default N=1024 N=[13,114,109,14] N=1024
elapsed time (sec) 0.131 0.244 3.471 1.053 0.041
errors 8.6e-5 6.6e-6 8.4e-13 1.0e-12 1.e-14
Table 2. Test 2
7. References
Berrut, J. P. & Trefethen, L. N. (2004). Barycentric Lagrange interpolation, SIAM Review
Vol.46(No.3): 501517.
Boyd, J. P. (2000). Chebyshev and Fourier Spectral Methods, Dover Publications, Inc.
Canuto, C., Hussaini, M. Y., Quarteroni, A. & Zang, T. A. (1988). Spectral Methods in Fluid
Dynamics, Springer-Verlag, Berlin.
Driscoll, T. A. (2010). Automatic spectral collocation for integral, integro-differential, and
integrally reformulated differential equations, J. Comp. Phys. Vol.229: 59805998.
Mason, J. & Handscomb, D. (2003). Chebyshev Polynomials, Chapman & Hall/CRC.
Ortiz, E. L. & Samara, H. (1981). An operational approach to the tau method for the numerical
solution of non-linear differential equations, Computing Vol.27: 1525.
Piessens, R. & Branders, M. (1976). Numerical solution of integral equations of mathematical
physics, using Chebyshev polynomials, J. Comp. Phys. (1976) Vol.21: 178196.
Podlubny, I. (1999). Fractional Differential Equations, Academic Press.
Sugiura, H. & Hasegawa, T. (2009). Quadrature rule for Abels equations: Uniformly
approximating fractional derivatives, J. Comp. Appl. Math. Vol.223: 459468.
Trefethen, L. N. (2000). Spectral Methods in MATLAB, SIAM, Philadelphia.
Trefethen, L. N. (2008). Is Gauss quadrature better than ClenshawCurtis?, SIAM Review
Vol.50(No.1): 6787.
Trefethen, L. N. et al. (2011). Chebfun Version 4.0, The Chebfun Development Team.
URL: http://www.maths.ox.ac.uk/chebfun/
Trif, D. (2005). LiScEig, MATLAB Central.
URL: http://www.mathworks.com/matlabcentral/leexchange/8689-lisceig
Trif, D. (2011). Chebpack, MATLAB Central.
URL: http://www.mathworks.com/matlabcentral/leexchange/32227-chebpack
Waldvogel, J. (2006). Fast construction of the Fejr and ClenshawCurtis quadrature rules,
BIT Numerical Mathematics Vol.46: 195202.
Weideman, J. A. C. & Reddy, S. C. (2000). A MATLAB differentiation matrix suite.
URL: http://www.mathworks.com/matlabcentral/leexchange/29-dmsuite
4
Comparison of Methodologies for Analysis of
Longitudinal Data Using MATLAB
Joo Eduardo da Silva Pereira, Janete Pereira Amador
and Angela Pellegrin Ansuj
Federal University of Santa Maria
Brazil
1. Introduction
In several areas of scientific knowledge there is a need for studying the behavior
of one or more variables using data generated by repeated measurements of the same unit of
observations along time or spatial region. Due to this, many experiments are constructed in
which various treatments are applied on the same plot at different times, or only one
treatment is applied to an experimental unit and it is made a measurement of a
characteristic or a set of features in more than one occasion [Khattree & Naik, 2000]. Castro
and Riboldi [Castro & Riboldi, 2005] define data collected under these kinds of experimental
setups as repeated measures. More specifically, he asserts that repeated measures is
understood as the data generated by repeatedly observing a number of investigation units
under different conditions of evaluation, assuming that the units of investigation are a
random sample of a population of interest. In order to analyze repeated measures data it is
necessary to take a care about not independency between observations. This is so because it
is expected a high degree of correlation between data collected on the same observation unit
over time, and there is usually more variability in the measurements between the subjects
than within a given subject. A very common type of repeated measures is longitudinal data,
i.e., repeated measures where the observations within units of investigation were not or can
not have been randomly assigned to different conditions of evaluation, usually time or
position in space.
There are basically two paths to be taken in the analysis of longitudinal data; univariate
analysis, which requires as a precondition a rigid structure of covariances, or multivariate
analysis, which, despite being more flexible, is less efficient in detecting significant
differences than the univariate methodology.
In Advances in Longitudinal Data Analysis [Fitzmaurice et al., 2009], Fitzmaurice comments
that despite the advances made in statistical methodology in the last 30 years there has been
a lag between recent developments and their widespread application to substantive
problems, and adds that part of the problem why the advances have been somewhat slow to
move into the mainstream is due to their limited implementation in widely available
standard computer software.
In this context this work proposes to develop a single and easy computational
implementation to solve a great number of practical problems of analysis of longitudinal


64
data, through the decomposition of the sum of squares error of the polynomial models of
regression.
In light of the above, not independents the computational support MatLab looks likes an
ideal tool for the implementation and dissemination of this kind of statistical analysis
methods, and linear models, first because its matrix structure fits perfectly well for linear
models which facilitates the construction of models for univariate and multivariate analysis,
and second because being a large diffusion tool of, it allows for that the models to be
implemented, modified and reused in several uses in different situations by several users
who have access to a MatLab community on the internet. This avoids the need for the
acquisition of expensive software with black box structure.
2. Review
As far as the analysis of experiments using longitudinal data is concerned the methods
traditionally used are: univariate analyis or Univariate Profile Model whereby longitudinal
data is considered as if it were observations done in subdivisions of the slots, usually
requiring that the variance of the response be constant in the occasions of evaluation and
that the covariance between responses in different occasions be equal; multivariate analysis
or Multivariate Profile Model whereby it is admitted that these variances and covariances be
distinct. Despite its apparent versatility, as far as the dimension of the matrix of variances
and covariances, the multivariate model becomes less attractive, because its results are hard
to interpret, and its estimates are not consistent. The univariate profile model gives
consistent estimates and should be used every time when its presuppositions are met.
Otherwise, the multivariate profile model is a viable alternative [Castro & Riboldi, 2005;
Johnson & Wichern, 1998].
Using the univariate analysis in split-plot designs, regarding time as a sub-plot may cause
problems because, as it is known, this design presupposes that the covariance matrix meets
the condition of sphericity which does not always happen. What is found in the literature is
that repeated measures in one same experimental unit along time are in general correlated,
and that these correlations are greater for closer times [Malheiros, 1999].
Xavier [Xavier, 2000] asserts that a sufficient condition for the F test of the analysis of
variance of the sub-plots for the time factor and the interaction time*treatments, be valid, is
that the covariance matrix has a so called composite symmetry shape. The composite
symmetry occurs when the variance and covariance matrix may be expressed as:

2 2 2 2 2
( )
1 1 1 1
2 2 2 2 2
( )
1 1 1 1
2 2 2 2 2
( )
1 1 1 1
2 2 2 2 2
( )
1 1 1 1
(
+
(
(
+
(
=
(
+
(
(
+

(1)
where:
2
: is the variance of the sub-plot (within-subjects);
2
1
: is the variance of the plot (among-subjects).
The composite symmetry condition implies that the random variable be equally correlated
and has equal variances considering the different occasions. A more general condition of the

Comparison of Methodologies for Analysis of Longitudinal Data Using MATLAB

65
is described by Huynh and Feldt [Huynh & Feldt, 1970]. This condition, called HUYNH-
FELDT (H-F) or sphericity condition (circularity), specifies that the elements of the
matrix be expressed for one 0, > as:

2 2 2 2 2 2
( ) ( ) ( )
2 1 3 1 2 1 4

1
2 2 2
2 2 2 2 2 2
( ) ( ) ( )
2 2 3 1 2 2 4

2
2 2 2
2 2 2 2 2 2
( ) ( ) ( )
2 3 1 3 2 3 4

3
2 2 2
2 2 2 2 2 2
( ) ( ) ( )
2 4 3 4 1 4 2

4
2 2 2
(
+ + +
(

(
(
+ + +
(

(
= (
( + + +
(
(
(
+ + +
(

(

(2)
where is the difference between the means of the variances and the means of the
covariances.
The H-F condition is necessary and sufficient for the F test in the usual analysis of variance
in split-plot in time to be valid. This condition is equivalent to specifying that the variances
of the difference between pairs of errors are equal, and if the variances are all equal then the
condition is equivalent to compound symmetry [Xavier, 2000].
To check the condition of circularity Mauchly [Mauchly, 1940] presents the test of sphericity.
This test uses H-F condition for the covariance matrix of (t-1) normalized orthogonal
contrasts for repeated measures not correlated with equal variances. Vonesh and Chinchilli
[Vonesh & Chinchilli, 1997] state that the sphericity test is not very powerful for small
samples and is not robust when there is violation of the normality assumption.
According to Box; Greenhouse & Geisser; and Huynh & Feldt [Box, 1954; Greenhouse &
Geisser, 1959; Huynh & Feldt, 1976], although the matrix may not satisfy the condition
of sphericity, the central F distribution may be used, in an approximate form, if a correction
in the degrees of freedom associated with the causes of variation involving the time factor is
made. The degrees of freedom correction in these sources of variation is done by
multiplying the original degrees by a factor c . When is uniform, the value of c =1.
According to Freitas [Freitas, 2007] the correction of the number of degrees of freedom
should be made only in statistics that involve comparisons within subjects (time factor and
interaction time*treatments). The statistics involving comparisons between subjects do not
need corrections in the degrees of freedom because there is always an exact central F
distribution.
When the pattern of the matrix is not satisfied, not even close, the multivariate
techniques are used since this type of solution is applicable to any matrix. The only
requirement of the multivariate procedure is that the matrix should be common to all
treatments.
Due to the essentially multivariate nature of the response vectors, in studies involving
longitudinal data, the multivariate analysis technique also known as multivariate profile
analysis is a natural alternative to the problem at hand [Wald, 2000]. The multivariate
profile analysis is well discussed in the literature by authors such as [Lima, 1996; Morrison,
1990; Singer, 1986].


66
The multivariate profile analysis is one of the statistics technique used to analyze
observations derived from experiments that use longitudinal data. This technique bases
itself both in the number of experimental units and the sample size [Castro, 1997].
Unlike the univariate profile analysis model, the multivariate profile analysis model does
not require that the variance of the repeated measures or that the correlation between pairs
of repeated measures remain constant along time. Nevertheless, both models require that
the variances and the correlations be homogeneous in each moment in time [Vieira, 2006].
The routine techniques for analysis of variance impose the condition of independence of
observations. However, this restriction generally does not apply to longitudinal data where
the observations in the same individual are usually correlated. In such case, the adequate
manner for treating the observations would be the multivariate form [Vonesh & Chinchilli,
1997].
Cole & Grizzle [Cole & Grizzle, 1966] use the multivariate analysis of variance according to
the Smith et al. [Smith et al., 1962] formulation and comment on its versatility in the
construction of specific hypothesis testing that may be obtained as particular cases of the
general linear multivariate hypothesis test procedure. They assert that such hypothesis may
be tested by three alternative criterions, all of which dependent on characteristic roots of
matrix functions due to the hypothesis and of the matrix due to the error: criterion of the
maximum characteristic root, criterion of the product of the roots (criterion of the
verosimilarity ratio) and criterion of the sum of the roots. The authors illustrate the
application of the multivariate analysis of variance and demonstrate that the information
requested from these experiments may be formulated in terms of the following null
hypotheses:
i. there are no principal effects of measured conditions (occasions);
ii. there are no effects of treatments;
iii. there is no interaction of treatment and occasions.
The multivariate analysis of variance is a powerful instrument to analyze longitudinal data
but if the uniformity hypothesis of the variance and covariance matrix is not rejected the
univariate analysis should be employed. Nonetheless, if the variance and covariance matrix
of repeated measures has the serial correlation structure one should use an analysis method
that takes into account the structure of this matrix in order that one might have an
increment in the testing power. In this way the multivariate analysis of variance becomes
the most convenient one if not the only appropriate one among the available procedures
[Cole & Grizzle, 1966; Smith et al., 1962].
Lima [Lima, 1996] asserts that the multivariate profile analysis possesses as its main
advantage the fact that is allows for the adoption of a very general model to represent the
structure of covariances admitting that the variances of responses in each time and the
covariances of responses between distinct times be different.
In studying longitudinal data investigation methods, Greenhouse & Geisser [Greenhouse &
Geisser, 1959] observed that the ratios between the mean squares obtained in the analysis of
variance for the mixed univariate model will only have exact distribution of probability F if
the observations in time be normally distributed with equal variances and be mutually
independent or equally correlated. Because these presuppositions are strict, the authors
prefer considering the observations in time as a vector of samples of a normal multivariate
distribution with an arbitrary variance and covariance matrix. Being so, the multivariate
perspective presented by Morrison [Morrison, 1990] allows for the adoption of a general
model to represent the covariance structure of the observations. In this case, the covariance


67
matrix is known as being non structured where all variances and covariances might be
different and, as pointed out by Andreoni [Andreoni, 1989], it is only applicable when:
- there be no theoretical or empirical basis to establish any pattern for this matrix;
- there be no need to extrapolate the model beyond the occasions of the considered
observations.
The quantity of parameters associated with the non structured matrix that need to be
estimated is proportional to the number of conditions of evaluation. In situations where the
number is large, when the number of experimental units is small in relation to the number
of evaluation events or when there is the presence of many incomplete observations the
efficiency of the estimators might be affected. In some cases it may be impossible to estimate
the parameters of this covariance matrix [Wald, 2000].
Meredith & Stehman [Meredith & Stehman, 1991] state that the disadvantage of the
multivariate analysis is the lack of power to estimate the parameters of the covariance
matrix in case when t (number of measurement events or times) is large and n is small.
Stuker [Stuker, 1986] comments on the restriction of the multivariate analysis of covariance
in which the number of experimental units minus the number of treatments should be
greater than the number of observations taken in each experimental unit otherwise the
required matrix due to error for these tests is singular.
Timm [Timm, 1980] claims that the restrictions to the application of the multivariate profile
analysis occur due to the need for complete individual response profiles and to the low
power of these hypothesis tests due to excessive parametering. On the other hand, except for
these restrictions, the majority of the cases in longitudinal data studies, the analysis
procedure of multivariate analysis of variance is the most convenient if not the only
appropriate one among the available techniques.
3. Materials and methods
3.1 Data
In order to conduct the study it was created a data matrix with the following structure:
ijk
Y y = , where
ijk
y is the observation j belonged the period i of the treatment k. To simulate
growth curves composed of two treatments, seven observations over time and five
repetitions, each observation of Y matrix was defined as
ijk
y =
i ijr
f c + with a fixed part
i
f ,
with i = 1,2, and where
2
1
46 88 57 f X X = + and
2
2
42 88 53 f X X = + + and a variable
portion
ijk
c randomly generated with normal distribution with zero mean and variance
proportional to E(
i
f ) in which the variation coefficient remains constant in 0,05, under
these conditions is imposed on the model
1
f a linear growth higher than compared to the
2
f model and both with the same regression model.
3.1.1 Data base structure
To analyze the longitudinal data, the data base was structured in the following way; the
first column refers to the independent variable X [x ]
i
= or to periods with i 1...p = , the
second column the response variable Y [y ]
ijk
= , in which
ijk
y , refers to the observation
referring to the repetition j of the period i of treatment k, with j 1...r = ., and the third
column refers to the control variable F [f ]
k
= or treatments, with 1... j t = .


68
File.txt=
1 y 1
111
. y .
121
. . .
. . .
p y t
prt
(
(
(
(
(
(
(
(

(3)
The following Matlab commands upload and dimension the file in addition to determining
the index of the column of each variable.
M=load('-ascii', 'file.txt');
[n,c]=size(M);
a=input('column of the independent variable X =');
b=input('column of the dependent variable Y =');
aa=input('initial column of the control variable curve =');
nc=input('number of curves to be compared =');
npc=input('number of points per curve =');
3.2 Data analysis
Once the data base is correctly structured the first step is to adjust the best polynomial model
that explains the variation of Y in function of the X periods. Towards this, the parameters of
the polynomial of adjustment will be estimated by the matrix expression below.

Y BX =
(4)
[bo b .... b ]
g
1
= (5)
in which g is a degree of the polynomial

g
2
X [1 x x . . . x ]
i i i
= (6)

1
(X'X) (X'Y)
= (7)
To determine what is the best degree of the polynomial for the data under analysis it was
used a scatterplot. The following commands prepare the data for visualization.
x=M(:,a:(b-1));
Y=M(:,b:(aa-1));
Trat=M(:,aa);
M=[x Y Trat];
[tmp,idx]=sort(M(:,aa));
M=M(idx,:),
set(plot(x,Y,'o'))
From the scatterplot, choose the degree of polynomial to be adjusted.
g=input('choose the degree of polynomial Degree =');
The following procedures were used to estimate
|
[n,r]=size(M);
X=ones(n,npc);


69
y1=ones(n,1);
for i=2:npc
X(:,i)=M(:,a).*y1;
y1=X(:,i);
end
X=X(:,1:(d+1));
BT=(inv((X'*X)))*(X'*(M(:,b:aa-1)));
To test the hypothesis:
0
: 0 H | = against
1
: 0 H | = , the F test is employed.

QMr
F
QM
= (8)
that have the Snedecor F distribution with (g-1) and (n-g) degrees of freedom.

1
2
QMr (X'Y) nY
(g 1)
=
(9)

1
QM [(Y'Y) (X'Y)]
(n g)
=
=
1
(n g)

(Y Y)'(Y Y)

(10)

And to measure the degree of explanation of the variability of Y according to the polynomial
model it is used the coefficient of determination.

SQr
2
R
SQT
= (11)

2
SQr (X'Y) nY = (12)

2
SQT (Y'Y) nY = (13)
And to measure the degree of explanation of the Y variability in function of the polynomial
model it is employed the determination coefficient.

SQr
2
R
SQT
= (14)
in which

2
SQr (X'Y) nY = (15)
and

2
SQT (Y'Y) nY = (16)
After the adjustment of the polynomial model for the data set, the next step is to adjust the
same model for each of the k treatments separately, so


70

1
Y (X'X) (X'Y )
k k
= (17)
Where

1
b (X'X) (X'Yk)
k

= (18)
The test for comparing the curves is based on the decomposition of SQ in one part
explained by the variation between the curves and the other by the variation within the
curves.
SQ =
t

(Y Yk)'(Y Yk)
k 1

=
+
t

(Yk Yk)'(Yk Yk)
.
k 1

=
(19)
in which
t
K 1
=

(Y Yk)'(Y Yk) is the variation explained by the treatments, and
1
t
K
=

( )'( )
.
Yk Yk Yk Yk

is the variation within each treatment.
And the
t

((Y Yk)'(Y Yk))(n t)(p 1)
k 1
F
t

((Y Yk)'(Y Yk))(p 1)(t 1)
K 1

=
=

=
(20)
has a Snedecor F distribution with

( 1)( 1) p t and (n t)(p 1) degrees of freedom.
And the reason
t

((Y Yk)'(Y Yk))(n t)(p 1)
k 1
F
t

((Y Yk)'(Y Yk))(p 1)(t 1)
K 1

=
=

=
(21)
Has a Snedecor F distribution with(p 1)(t 1) and (n t)(p 1) degrees of freedom.
The following commands calculate the regression parameters for the individual curves.
[c,r]=size(M1);
Yobs(:,i)=M1(:,b)
X=ones(c,npc);
y1=ones(c,1);
for j=2:npc
X(:,j)=M1(:,a).*y1;
y1=X(:,j);
end
Y=M1(:,b);
X=X(:,1:(d+1));
B(:,i)=(inv((X'*X)))*(X'*Y);
Y1est(:,i)=X*BT;
end


71
The following commands print the graph with the curves estimated.
Yest=X*B;
y=[Y1est Yest];
x=X(:,b);
plot(x,y)
The following commands execute analysis of variance.
[n,c]=size(M)
SQmodelo=sum(sum((Y1est-Yest).*(Y1est-Yest)))
SQerro=sum(sum((Yest-Yobs).*(Yest-Yobs)))
SQtotal=sum(sum((Y1est-Yobs).*(Y1est-Yobs)))
glmodelo=(npc-1)*(nc-1)
gltotal=(n-nc)
glerro=gltotal-glmode
R=(SQmodelo/SQtotal)
F=(SQmodelo/glmodelo)/(SQerro/glerro)
p=fpdf(F,glmodelo,glerro)
The following commands format the ANOVA Table printout.
Table=zeros(3,5);
Table(:,1)=[ RSS SSE TSS]';
Table(:,2)=[df1 df2 df3]';
Table(:,3)=[ RSS/df1 SSE/df2 Inf ]';
Table(:,4)=[ F Inf Inf ]';
Table(:,5)=[ p Inf Inf ]';
colheads = ['Source ';' SS ';' df ';...
' MS ';' F ';' Prob>F '];
atab = num2cell(Table);
for i=1:size(atab,1)
for j=1:size(atab,2)
if (isinf(atab{i,j}))
atab{i,j} = [];
end
end
end
if (nargout > 1)
anovatab = atab
end
The following commands prepare the file for the multivariate analysis.
M=[X Yobs];
nt=M(:,2);
x=nt(1);
n=1;
idx=1;
for i=2:length(nt)
if nt(i)==x(idx)
n(idx)=n(idx)+1;
else


72
idx=idx+1;
x(idx)=nt(i);
n(idx)=1;
end
n=cumsum(n);
B=ones(d+1,nc);
for i=1:length(n)
idx=find(M(:,aa)==M(n(i),aa));
M2=M(idx,:);
end
For the multivariate analysis it was employed a new structure of the data file.
File2.txt=
1
[ . . . ]
jk jk pjk
x y y

File2.txt=[X Y]
In which, the first column has the values for the j repetitions for each of the k treatments,
each one of the following i columns contains the values of Y for the j repetitions of the k
treatments. As seen in the structure below.

x y . . . . . y
11 111 711
x y . . . . . y
21 121 721
x y . . . . . y
31 131 731
x y . . . . . y
41 141 741
x y . . . . . y
51 151 751
File2.txt
x y . . . . . y
12 112 712
x y . . . . . y
22 122 722
x y . . . . . y
32 132 732
x y . . . . . y
42 142 742
x y . . . . . y
52 152 752
(
(
(
(
(
(
(
(
(
=
(
(

(
(
(
(
(
(
(22)
The following commands change the structure of the file.
M=Mtemp;
[n,c]=size(M);
nt=M(:,1);
z=nt(1);
n=1;
idx=1;
for i=2:length(nt);
if nt(i)==z(idx)
n(idx)=n(idx)+1;
else
idx=idx+1;
z(idx)=nt(i);
n(idx)=1;
end


73
end
n=cumsum(n);
for i=1:npc
idx=find(M(:,a)==M(n(i),a));
M1=M(idx,:);
trat=M1(:,aa);
M1=M1(:,b);
Ymult(:,i)=M1;
end
Y=[trat Ymult];
For the multivariate data analysis the employed procedure was proposed by Johnson and
Wishern [Johnson and Wishern, 1998] in which the standardized variable employed for the
comparison of the curves is

W
W
p
A = (23)
in which W (X' - X' )' * (X' - X' ) T T | | | | = (24)

10 20
11 21
12 22
b b
b b b
dk
b b
|
(
(
(
= = (

(
(

(25)
where
b
dk
(
is the polynomial coefficient of d order of the k treatment.

1 1 1
( ' ) ( ' ) X S X X S Y |

=
(26)

1
( )'( )
( )
S Y Y Y Y
rt
=
(27)

W (Y - X' T)' * (Y - X' T)
p
| | =
(28)

1 1 1
( ' ) ( ' ) T X S X X S Y
p p
|

=
(29)

1
2
( 1)
( )
1
t
S n S
p k k
n t
K
=
=
(30)
Where
2
. . cov . . . . S matrix of ariance of the treatment k
k
=

In order to test if there is a difference between curves the standardized variable is employed

2
_ = ( )
1
ln
2
N p d t
| |
A
|
\ .
(31)


74
has a chi square distribution with (p-q-1) degrees of freedom.
The following commands run the multivariate analysis.
x=x';
[n,c]=size(Y);
M=Y
temp=M(:,b:c);
Y1obs=temp';
V=cov(temp);
S=inv(V);
temp=(sum(temp))./n;
Y=temp;
[n,c]=size(V);
X=ones(n,c);
y1=ones(n,1);
for i=2:c
X(:,i)=x.*y1;
y1=X(:,i);
end
d=input('choose the polynomial degree =');
X=X(:,1:(d+1));
BT=(inv(X'*S*X))*(X'*S*Y');
Y1est=X*BT;
plot(x,Y1est)
[n,c]=size(Y1obs);
temp=ones(n,c);
for i=1:c
temp(:,i)=Y1est;
end
Y1est=temp;
Temp=Y1obs-Y1est;
W=Temp*Temp';
The following commands run the analysis of individual curves.
nt=M(:,a);
z=nt(a);
n=1;
idx=1;
for i=2:length(nt)
if nt(i)==z(idx)
n(idx)=n(idx)+1;
else
idx=idx+1;
z(idx)=nt(i);
n(idx)=1;
end
end
k=n;
n=cumsum(n);


75
B=zeros(d+1,length(n));
v=zeros(length(W));
sp=zeros(length(S));
for i=1:length(n)
idx=find(M(:,a)==M(n(i),a));
M1=M(idx,:);
[r,c]=size(M1);
temp=M1(:,b:c);
Yobs=temp';
V=cov(temp);
V=(k(i)-1)*V;
temp=(sum(temp))./r;
Y(i,:)=temp;
temp=(V+v)/(n(i)-2);
v=temp;
S=inv(v);
B=(inv(X'*S*X))*(X'*S*Y');
end
Temp=zeros(npc);
for i=1:length(n)
idx=find(M(:,1)==M(n(i),1));
M1=M(idx,:);
[r,c]=size(M1);
temp=M1(:,b:c);
Yobs=temp';
temp=zeros(npc,r);
Yest=X*B(:,z(i));
for j=1:5
temp(:,j)=Yest;
end
temp=((Yobs-temp)*(Yobs-temp)');
Temp=temp+Temp;
Wp=Temp;
end
Wilks=((det(Wp))/(det(W)))
Qsquare=-(N-0.5*(npc-nc-2+d))*log(Wilks)
df=(npc-nc-1)*d
chi2pdf(Qsquare,df)
4. Results
The following parameters must be furnished when running the program:
independent variable column X =1
dependent variable column Y =2
initial column of the control variable curve =3
number of curves to be compared =2
number of points per curve =7


76
The following graph is generated in order to choose the degree of the polynomial to be
adjusted.

Fig. 1. Scatterplot of the data.
A second degree polynomial was chosen to model the data according to the scatterplot
above.
The estimated coefficients for the second order polynomial were:
2
48.464 81965 56.806

T
Y X X = + + ]
with (P<0000,1)
2
0.3405 R =
The analysis of variance of the complete polynomial model is presented in table 1.

Causes of variation DF SS SQ F P
Polynomial 2 5.2799E+007 2.6384E+007 3.8235E+003 1.2054E-072
Error 68 4.6924E+005 6.9006E+003
Total 69 5.3238E+007

Table 1. ANOVA for polynomial model
The output of the program has the following format
anovatab1 =


77
[5.2769e+007] [ 2] [2.6384e+007] [3.8235e+003] [1.2054e-072]
[4.6924e+005] [68] [6.9006e+003] [] []
[5.3238e+007] [69] [] [] []
After the choice of the polynomial model and its test of significance, the same model was
applied on each one of the treatments separately, the results are as follows:
2
Y 50.31 89.10X 57.10X

1
= + +
2
2
46.90 76.82 56.55 Y X X = + +

2
0.3405 R =
The analysis of variance for decomposition of error was employed to test the difference
between the curves and is presented in table 2.

Causes of variation DF SS SQ F P
Polynomial 6 1.5976E+005 2.6626E+004 5.4202 2.52652E-004
Error 63 3.0948E+005 4.912E+003
Total 69 4.6924E+005
Table 2. Analysis of variance to compare the curves.

Fig. 2. Central line resulting from the estimated polynomial for the entire data set and the
external lines, one for each treatment.


78
The output of the program has the following format:
B = 50.3069 46.9023
89.0928 76.8230
57.0744 56.5484
After the choice of the polynomial model and its test of significance, the same model was
applied on each one of the treatments separately, the results are as follows:
anovatab =
[1.5976e+005] [ 6] [2.6626e+004] [5.4202] [2.5262e-004]
[3.0948e+005] [63] [4.9124e+003] [] []
[4.6924e+005] [69] [] [] []
The graph below presents a central line resulting from the estimated polynomial for the
whole data set and the external lines are one for each treatment.
For the multivariate test it was calculated the standardized variable
2
_ = ( )
1
ln
2
N p d t
| |
A
|
\ .
= 192.0591 with (P<0,001).
The program outputs were as follows.
Wilks = 0.0581
Chi square = 192.0591
df = 8
ans = 1.4552e-037
5. Conclusion
Given its matrix structure, Matlab presented itself as an efficient tool for linear models. The
programs and the methodology presented were efficient to the comparing of polynomial
growth curves. The modular sequence in which the programs were developed allows the
user to implement new routines as well as new methodology proposals for the solution of
the proposed problem. The solutions presented for the problem of comparison of
polynomial growth curves may be used in part or in conjunction for the solution of other
linear models problems.
6. References
Andrade, D. F. & Singer, J. M. (1986). Anlise de dados longitudinais. Proceedings of VII
Simpsio Nacional de Probabilidade e Estatstica, pp. 19-26, Campinas, SP, Brazil, 1986.
Andreoni, S. (1989). Modelos de efeitos aleatrios para a anlise de dados longitudinais no
balanceados em relao ao tempo. Dissertation (MS. in Statistics) Institute of
Mathematics, So Paulo University, So Paulo, Brazil, 1989.
Box, G. E. P. (1954). Some Theorems on Quadratic Forms Applied in the Study of Analysis of
Variance Problems, I. Effect of Inequality of Variance in the One-Way
Classification. Annals of Mathematical Statistics, Vol.25, No. 2, 1954, DOI: 10.1214, pp.
290-302.
Castro, S. M. J. (1997). A metodologia de anlise de dados longitudinais. Thesis (BS. in
Statistics), Federal University of Rio Grande do Sul, Porto Alegre, Brazil.


79
Castro, S. M. J. & Riboldi, J. (2005). A construo do modelo em dados longitudinais: escolha
dos efeitos fixos e aleatrios, modelagem das estruturas de covarincia. Proceedings
of the Annual Meeting of the Brazilian Region of the International Biometrics Society, and
of the Simpsio de Estatstica Aplicada a Experimentao Agronmica, pp. 157-158,
Londrina, Paran, Brazil, 2005.
Cole, J. W. L. & Grizzle, J. E. (1966). Applications of Multivariate Analysis of Variance to
Repeated Measurements Experiments. Biometrics, Vol. 22, 1966, ISSN 0006341x, pp.
810 828.
Fitzmaurice, G. et al. Ed(s).). (2009). Longitudinal Data Analysis. Chapman & Hall/CRC
Taylor & Francis Group, ISBN 978-1-58488-658-7, Boca Raton, Florida.
Freitas, G. E. (2007). Anlise de dados longitudinais em experimentos com cana-de-acar.
Dissertation (MS. in Agronomics), Escola Superior de Agricultura Luis de
Queiroz, So Paulo University, Piracicaba, Brazil, 2007.
Greenhouse, S. W. & Geisser, S. (1959). On methods in the analysis of profile data.
Psychometrika, Vol.24, No. 2, June 1959, DOI: 10.1007, pp.95-112.
Huynh, H. & Feldt, L.S. (1970) Condition under which mean square ratios in repeated
measurements designs have exact F-distributions. J. Am. Stat. Assoc., Vol.72, 1970,
ISSN 0162-1459, pp.320-340.
Huynh, H. & Feldt, L. S. (1976). Estimation of the box correction for degrees of freedom from
sample data in randomized block and split-plot designs. J. Educational and
Behavioral Statistics, Vol.1, No.1, March 1976, DOI: 10.3102/10769986001001069,
pp.69-82.
Johnson, R. A. & Wichern, D. W. (1998). Applied multivariate statistical analysis, 4 ed. Prentice
Hall, ISBN 0-13-834194-x, Upper Saddle River, New Jersey.
Khattree, R. & Naik, D. N. (2000). Multivariate data reduction and discrimination with SAS
software. SAS Institute Inc., ISBN 1-58025-696-1, Cary, North Carolina, USA.
Lima, C. G. (1996). Anlise de dados longitudinais provenientes de experimento em blocos
casualizados. Dissertation (PhD in Agronomics), Escola Superior de Agricultura
Luiz de Queiroz, So Paulo University, Piracicaba, Brazil, 1996.
Malheiros, E.B. (1999). Preciso da anlise de dados longitudinais, com diferentes estruturas
para a matriz de varincias e covarincia, quando se utiliza o esquema em parcelas
subdivididas. Revista de Matemtica e Estatstica UNESP, Vol.17, 1999, ISSN 0102-
0811, pp.263-273.
Mauchly, J. W. (1940). Significance test for sphericity of a normal n-variate distribution. An.
Math. Stat., Vol.11, No. 2, June 1940,ISSN 00034851, pp.204-209.
Meredith, M.P.; Stehman, S.V. (1991). Repeated measures experiments in forestry: focus on
analysis of response curves. Canadian Journal of Forest Research, Vol.21, 1991, ISSN
0045-5067, pp.957-965.
Smith, H. R. et al. (1962). Multivariate Analysis of Variance. (MANOVA). Biometrics, Vol.2,
1962, ISSN 0006-341X, pp. 61 67.
Morrison, D. F. (1990). Multivariate Statistical Methods. 3 ed, McGraw-Hill, ISBN 0-07-043187-
6, Singapore.
Stuker, H. (1986). Anlise multivariada para dados onde a caracterstica observada
subdividida em K classes. Dissertation (MS in Agronomics), Escola Superior de
Agricultura Luiz de Queiroz, So Paulo University, Piracicaba, 1986.


80
Timm, N.H. (1980). Multivariate analysis of variance of repeated measurements. In:
Handbook of Statistics Analysis of Variance, Vol. 1, P. R. Krishnaiah (Ed), pp.41-87,
North-Holland, ISBN:0444853359, New York.
Vieira, F. T. P. A. (2006). Uma Abordagem Multivariada em Experimento Silvipastoril com
Leucaena leucocephala (Lam.) de Wit. no Agreste de Pernambuco. Dissertation
(MS. in Biometrics), Rural Federal University of Pernambuco, Pernambuco, Brazil,
2006.
Vonesh, F. E. & Chinchilli, V.M. (1997). Linear and nonlinear models for the analysis of repeated
measurements. Marcel Dekker, ISBN 0-8247-8248-8, New York.
Wald, V. B. (2000). A metodologia de modelos mistos no lineares aplicados anlise de
dados longitudinais em plantas forrageiras. Dissertation (MS in Zootechnique),
Federal University of Rio Grande do Sul, Brazil, 2000.
Xavier, L. H. (2000). Modelos univariado e multivariado para anlise de medidas repetidas e
verificao da acurcia do modelo univariado por meio de simulao. Dissertation
(MS in Statistics and Agronomics experimentation), Escola Superior de Agricultura
Luiz de Queiroz, So Paulo University, Piracicaba, Brazil, 2000.
5
Educational Simulator for Particle
Swarm Optimization and Economic
Dispatch Applications
Woo Nam Lee and Jong Bae Park
Konkuk University
Korea
1. Introduction
Optimization problems are widely encountered in various fields in science and technology.
Sometimes such problems can be very complex due to the actual and practical nature of the
objective function or the model constraints. Most of power system optimization problems
have complex and nonlinear characteristics with heavy equality and inequality constraints.
Recently, as an alternative to the conventional mathematical approaches, the heuristic
optimization techniques such as genetic algorithms (GAs), Tabu search, simulated
annealing, and particle swarm optimization (PSO) are considered as realistic and powerful
solution schemes to obtain the global or quasi-global optimums (K. Y. Lee et al., 2002).
In 1995, Eberhart and Kennedy suggested a PSO based on the analogy of swarm of bird and
school of fish (J. Kennedy et al., 1995). The PSO mimics the behavior of individuals in a
swarm to maximize the survival of the species. In PSO, each individual makes his decision
using his own experience together with other individuals' experiences (H. Yoshida et al.,
2000). The algorithm, which is based on a metaphor of social interaction, searches a space by
adjusting the trajectories of moving points in a multidimensional space. The individual
particles are drawn stochastically toward the present velocity of each individual, their own
previous best performance, and the best previous performance of their neighbours (M. Clerc
et al., 2002).
The practical economic dispatch (ED) problems with valve-point and multi-fuel effects are
represented as a non-smooth optimization problem with equality and inequality constraints,
and this makes the problem of finding the global optimum difficult. Over the past few
decades, in order to solve this problem, many salient methods have been proposed such as a
hierarchical numerical method (C. E. Lin et al., 1984), dynamic programming (A. J. Wood et
al., 1984), evolutionary programming (Y. M. Park et al., 1998; H. T. Yang et al., 1996; N.
Sinba et al., 2003), Tabu search (W. M. Lin et al., 2002), neural network approaches (J. H.
Park et al., 1993; K. Y. Lee et al., 1998), differential evolution (L. S. Coelho et al., 2006),
particle swarm optimization (J. B. Park et al., 2005; T. A. A. Victoire et al., 2004; T. A. A.
Victoire et al., 2005), and genetic algorithm (D. C. Walters et al., 1993).
This chapter would introduce an educational simulator for the PSO algorithm. The purpose
of this simulator is to provide the undergraduate students with a simple and useable tool for


82
gaining an intuitive feel for PSO algorithm, mathematical optimization problems, and
power system optimization problems. To aid the understanding of PSO, the simulator has
been developed under the user-friendly graphic user interface (GUI) environment using
MATLAB. In this simulator, instructors and students can set parameters related to the
performance of PSO and can observe the impact of the parameters to the solution quality.
This simulator also displays the movements of each particle and convergence process of a
group. In addition, the simulator can consider other mathematical or power system
optimization problems with simple additional MATLAB coding.
2. Overview of particle swarm optimization
Kennedy and Eberhart (J. Kennedy et al., 1995) developed a PSO algorithm based on the
behavior of individuals of a swarm. Its roots are in zoologist's modeling of the movement of
individuals (e.g., fishes, birds, or insects) within a group. It has been noticed that members
within a group seem to share information among them, a fact that leads to increased
efficiency of the group (J. Kennedy et al., 2001). The PSO algorithm searches in parallel using
a group of individuals similar to other AI-based heuristic optimization techniques.
In a physical n-dimensional search space, the position and velocity of individual i are
represented as the vectors ( )
1
, ,
i i in
X x x = " and ( )
1
,
i i in
V v v = " in the PSO algorithm. Let
( ) 1
, ,
Pbest Pbest
i i in
Pbest x x = " and
( ) 1
, ,
Gbest Gbest
n
Gbest x x = " be the best position of individual i
and its neighbors best position so far, respectively. The modified velocity and position of
each individual can be calculated using the current velocity and the distance from
i
Pbest to
Gbest as follows:

1
1 1
2 2
( )
( )
k k k k
i i i i
k k
i
V V c rand Pbest X
c rand Gbest X
+
= +
+
(1)

1 1 k k k
i i i
X X V
+ +
= + (2)
where,
k
i
V velocity of individual i at iteration k,
weight parameter,
1 2
, c c acceleration coefficients,
1 2
, rand rand random numbers between 0 and 1,
k
i
X position of individual i at iteration k,
k
i
Pbest best position of individual i until iteration k,
k
Gbest best position of the group until iteration k.
The constants
1
c and
2
c represent the weighting of the stochastic acceleration terms that
pull each particle toward the Pbest and Gbest positions. Suitable selection of inertia weight
provides a balance between global and local explorations, thus requiring less iteration on
average to find a sufficiently optimal solution. In general, the inertia weight has a linearly

Educational Simulator for Particle Swarm Optimization and Economic Dispatch Applications

83
decreasing dynamic parameter framework descending from
max
to
min
as follows (K. Y.
Lee et al., 2002; H. Yoshida et al., 2000; J. B. Park et al., 2005).

max min
max
max
Iter
Iter

= (3)
Were,
max
Iter is maximum iteration number and Iter is current iteration number.
3. Structure of educational PSO simulator
3.1 Purpose and motivation of simulator
As a result of the rapid advances in computer hardware and software, computer-based
power system educational tools have grown from very simple implementations, providing
the user with little more than a stream of numerical output, to very detailed representations
of the power system with an extensive GUI. Overbye, et al. had developed a user-friendly
simulation program, PowerWorld Simulator, for teaching power system operation and
control (T. J. Overbye et al., 2003). They applied visualization to power system information
to draw user's attention and effectively display the simulation results. Through these works,
they expected that animation, contouring, data aggregation and virtual environments would
be quite useful techniques that are able to provide efficient learning experience to users.
Also they presented experimental results associated with human factors aspects of using
this visualization (D. A. Wiegmann et al., 2005; D. A. Wiegmann et al., 2006; N. Sinba et al.,
2003).
Therefore, like other previous simulators, the motivation for the development of this
simulator is to provide the students with a simple and useable tool for gaining an intuitive
feel for the PSO algorithm, mathematical and power system optimization problems.
3.2 Functions of simulator
The basic objectives of this simulator were to make it easy to use and to provide effective
visualization capability suitable for presentations as well as individual studies. This
educational simulator was developed by MATLAB 2009b. MATLAB is a scientific
computing language developed by The Mathworks, Inc. that is run in an interpreter mode
on a wide variety of operating systems. It is extremely powerful, simple to use, and can be
found in most research and engineering environments.
The structure and data flow of the developed PSO simulator is shown in Fig. 1. The
simulator consists of 3-parts, that is, i) user setting of optimization function as well as
parameters, ii) output result, and iii) visualized output variations, as shown in Figs. 2, 3, and
4, respectively. Since the main interaction between user and the simulator is performed
through the GUI, it presents novice users with the information they need, and provides easy
access for advanced users to additional detailed information. Thus, the GUI is instrumental
in allowing users to gain an intuitive feel of the PSO algorithm, rather than just learning
how to use this simulator.
In this simulator, parameters (i.e., maximum number of the iteration, maximum and
minimum number of inertia weight, acceleration factors
1
c and
2
c , and number of particles)
that have the influence of PSO performance can be directly inputted by users. In addition,


84

Fig. 1. Structure of the developed PSO simulator

Fig. 2. A window for user setting


85

Fig. 3. Output result window

Fig. 4. Viewing parts of output variation


86
Input Default Value check-box was added for users who dont know the proper
parameter values of the PSO. If the users push the START button finally, then the users
can observe the evolution process of the particles on contours of the objective function (in
case of a mathematical example) or the output histogram of each generator through
MATLAB animation functions and check the changes of the values of the objective function
and control variables at each iteration. The Disable axes check-box is used when the users
want to show only the values of the final result fast. When the check-box is checked, only
the final results (i.e., the value of the objective function and control variables) are expressed
in the Result Output Window. At any point in time in the simulation, the user can pause
or restart the simulation by pushing the PAUSE button. As shown in Figs. 5 and 6, user
can observe movements of each particle as well as the trend of the value of the objective
function.

Fig. 5. Simulation for a mathematical example


87

Fig. 6. Simulation for an economic dispatch problem.
4. Economic dispatch(ED) problem
4.1 Basic ED problem formulation
The ED problem is one of the basic optimization problems for the students who meet the
power system engineering. The objective is to find the optimal combination of power
generations that minimizes the total generation cost while satisfying an equality constraint
and a set of inequality constraints. The most simplified cost function can be represented in a
quadratic form as following (A. J. Wood et al., 1984):
( )
j j
j J
C F P
(4)

2
( )
j j j j j j j
F P a b P c P = + + (5)
where,
C total generation cost;
j
F cost function of generator j;
, ,
j j j
a b c cost coefficients of generator j;
j
P electrical output of generator j;


88
J set for all generators.
While minimizing the total generation cost, the total generated power should be the same as
the total load demand plus the total line loss. However, the transmission loss is not
considered in this paper for simplicity. In addition, the generation output of each generator
should be laid between minimum and maximum limits as follows:

min max j j j
P P P (6)
where
min j
P and
max j
P are the minimum and maximum output of generator j, respectively.
4.2 Valve-point effects
The generating units with multi-valve steam turbines exhibit a greater variation in the fuel-
cost functions. Since the valve point results in ripples, a cost function contains high order
nonlinearities (H. T. Yang et al., 1996; N. Sinba et al., 2003; D. C. Walters et al. 1993).
Therefore, the cost function (5) should be replaced by the following to consider the valve-
point effects:

2
min
( ) sin( ( ))
j j j j j j j j j j j
F P a b P c P e f P P = + + + (7)
where
j
e and
j
f are the cost coefficients of generator j reflecting valve-point effects.
Here, the sinusoidal functions are added to the quadratic cost functions.
5. Case studies
This simulator can choose and run five different mathematical examples and two different
ED problems: (i) The Sphere function, (ii) The Rosenbrock (or banana-valley) function, (iii)
Ackley's function, (iv) The generalized Rastrigin function, (v) The generalized Griewank
function, (vi) 3-unit system with valve-point effects, and (vii) 40-unit system with valve-
point effects. In the case of each mathematical example (functions (i)-(v)), two input
variables (i.e., 2-dimensional space) have been set in order to show the movement of
particles on contour. For the case study, 30 independent trials are conducted to observe the
variation during the evolutionary processes and compare the solution quality and
convergence characteristics.
To successfully implement the PSO, some parameters must be assigned in advance. The
population size NP is set to 30. Since the performance of PSO depends on its parameters
such as inertia weight and two acceleration coefficients (i.e.,
1
c and
2
c ), it is very
important to determine the suitable values of parameters. The inertia weight is varied from
0.9 (i.e.,
max
) to 0.4 (i.e.,
min
), as these values are accepted as typical for solving wide
varieties of problems. Two acceleration coefficients are determined through the experiments
for each problem so as to find the optimal combination.
5.1 Mathematical examples
For development of user's understanding of the PSO algorithm, five non-linear
mathematical examples are used here. In each case, the maximum number of iterations (i.e.,
max
iter ) was set to 500. The acceleration coefficients (i.e.,
1
c and
2
c ) was equally set to 2.0


89
from the experimental results for each case using the typical PSO algorithm. And all of the
global minimum value of each function is known as 0. The global minimum value was
successfully verified by the simulator.
5.1.1 The sphere function
The function and the initial position range of input variables (i.e.,
i
x ) are as follows:

2
0
1
( )
n
i
i
f x x
=
=
(8)
5.12 5.12
i
x
Initial and final stages of the optimization process for the Sphere function are shown in
Fig. 7.

(a) Initial stage (b) Final stage
Fig. 7. Optimization process for the sphere function.
5.1.2 The rosenbrock (or banana-valley) function
i
x ) are as follows:

/2
2 2 2
1 2 2 1 2 1
1
( ) (100( ) (1 ) )
n
i i i
i
f x x x x

=
= +
(9)
2.048 2.048
i
x
Initial and final stages of the optimization process for the Rosenbrock function are shown in
Fig. 8.


90

(a) Initial stage b) Final stage
Fig. 8. Optimization process for the Rosenbrock function.
5.1.3 The ackleys function
i
x ) is as follows:

2
2
1 1
1 1
( ) 20exp 0.2 exp cos(2 ) 20
n n
i i
i i
f x x x e
n n
= =

= + +

(10)
30 30
i
x
Initial and final stages of the optimization process for the Ackleys function are shown in
Fig. 9.

Fig. 9. Optimization process for Ackley's function.
5.1.4 The generalized rastrigin function
i
x ) is as follows:


91

2
3
1
( ) ( 10cos(2 ) 10)
n
i i
i
f x x x
=
= +
(11)
5.12 5.12
i
x
Initial and final stages of the optimization process for the generalized Rastrigin function are
shown in Fig. 10.

Fig. 10. Optimization process for Rastrigin function.
5.1.5 The generalized griewank function
i
x ) is as follows:

2
4
1 1
1
( ) cos 1
4000
n n
i
i
i i
x
f x x
i
= =

= +

(12)
200 200
i
x

Initial and final stages of the optimization process for the generalized Griewank function are
shown in Fig. 11.
Table 1 shows the average values of objective functions and two input variables for each
function achieved by the PSO simulator.

Function Name Objective Function Value
1
x
2
x
Sphere 0 0 0
Rosenbrock 0 1 1
Ackley -8.8818e-16 -2.9595e-16 1.6273e-16
Rastrigin 0 9.7733e-10 -7.9493e-10
Griewank 0 100 100
Table 1. Results for Each Test Function


92

Fig. 11. Optimization process for Griewank function.
5.2 Economic dispatch(ED) problems with valve-point effects
This simulator also offers examples to solve ED problem for two different power systems: a
3-unit system with valve-point effects, and a 40-unit system with valve-point effects. The
total demands of the 3-unit and the 40-unit systems are set to 850MW and 10,500MW,
respectively. All the system data and related constraints of the test systems are given in (N.
Sinba et al., 2003). Because these systems have more than 3 input variables, the simulator
shows a histogram for the generation output instead of the contour and particles. Since the
global minimum for the total generation cost is unknown in the case of the 40-unit system,
the maximum number of iterations (i.e.,
max
iter ) is set to 10,000 in order to sufficiently
search for the minimum value.
Table 2 shows the minimum, mean, maximum, and standard deviation for the 3-unit system
obtained from the simulator. The generation outputs and the corresponding costs of the best
solution for 3-unit system are described in Table 3.

Case
Minimum Cost
($)
Average Cost
($)
Maximum
Cost ($)
Standard
Deviation
3-Unit System 8234.0717 8234.0717 8234.0717 0
* Global value of the 3-unit system was known as 8234.0717.T
Table 2. Convergence Results for 3-Unit System

Unit Generation Cost
1 300.2669 3087.5099
2 400.0000 3767.1246
3 149.7331 1379.4372
TP/TC 850.0000 8234.0717
*TP: total power [MW], TC: total generation cost [$]
Table 3. Generation Output of Each Generator and The Corresponding Cost in 3-Unit
System


93
In order to find the optimal combination of parameters (i.e.,
max
,
min
,
1
c , and
2
c B), six
cases are considered as given in Table 4. The parameters are determined through the
experiments for 40-unit system using the simulator. In Table 4, the effects of parameters are
illustrated

Cases
max

min
c1,c2
Minimum
Cost ($)
Average
Cost ($)
Maximum
Cost ($)
Standard
Deviation
1 1.0 0.5 1 121755.49 122221.90 122624.07 156.97
2 0.9 0.4 1 121761.40 122343.32 123087.16 303.62
3 0.8 0.3 1 121949.15 122842.59 124363.11 602.06
4 1.0 0.5 2 121865.23 122285.12 122658.29 175.19
5 0.9 0.4 2 121768.69 122140.32 122608.27 187.74
6 0.8 0.3 2 121757.09 122158.00 122615.71 212.36
Table 4. Influence of Acceleration Coefficients for 40-Unit System
The result screens for 3-unit and 40-unit system are shown in Figs. 12 and 13, respectively.
Each histogram expresses the result of generation output for each generator.

Fig. 12. Result screen for the 3-units system.


94

Fig. 13. Result screen for the 40-units system.
6. Conclusion
This chapter presents an educational simulator for particle swarm optimization (PSO) and
application for solving mathematical test functions as well as ED problems with non-smooth
cost functions. Using this simulator, instructors and students can select the test functions for
simulation and set the parameters that have an influence on the PSO performance. Through
visualization process of each particle and variation of the value of objective function, the
simulator is particularly effective in providing users with an intuitive feel for the PSO
algorithm. This simulator is expected to be an useful tool for students who study electrical
engineering and optimization techniques.
7. Appendix 1: pso.m
function varargout = pso(varargin)
gui_Singleton = 1;
gui_State = struct('gui_Name', mfilename, ...
'gui_Singleton', gui_Singleton, ...
'gui_OpeningFcn', @pso_OpeningFcn, ...
'gui_OutputFcn', @pso_OutputFcn, ...
'gui_LayoutFcn', [] , ...
'gui_Callback', []);
if nargin & isstr(varargin{1})
gui_State.gui_Callback = str2func(varargin{1});
end
if nargout
[varargout{1:nargout}] = gui_mainfcn(gui_State, varargin{:});
else


95
gui_mainfcn(gui_State, varargin{:});
end
function pso_OpeningFcn(hObject, eventdata, handles, varargin)
handles.output = hObject;
guidata(hObject, handles);
function varargout = pso_OutputFcn(hObject, eventdata, handles)
varargout{1} = handles.output;
function select_func_CreateFcn(hObject, eventdata, handles)
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
function select_func_Callback(hObject, eventdata, handles)
function default_value_Callback(hObject, eventdata, handles)
set(handles.default_value, 'Value', 1);
set(handles.reset, 'Value', 0);
set(handles.wmax, 'String', 0.9);
set(handles.wmin, 'String', 0.4);
set(handles.X_max, 'String', 5.12);
set(handles.X_min, 'String', -5.12);
set(handles.c1, 'String', 2);
set(handles.N, 'String', 30);
set(handles.itmax, 'String', 500);
function reset_Callback(hObject, eventdata, handles)
set(handles.default_value, 'Value', 0);
set(handles.reset, 'Value', 1);
set(handles.wmax, 'String', 0);
set(handles.wmin, 'String', 0);
set(handles.X_max, 'String', 0);
set(handles.X_min, 'String', 0);
set(handles.N, 'String', 0);
set(handles.itmax, 'String', 0);
function wmax_CreateFcn(hObject, eventdata, handles)
if ispc
else
end
function wmax_Callback(hObject, eventdata, handles)
wmax = str2double(get(hObject,'String'));
if isnan(wmax)
set(hObject, 'String', 0);
errordlg('Input must be a number','Error');
end
pso_para = getappdata(gcbf, 'metricdata');
pso_para.wmax = wmax;
setappdata(gcbf, 'metricdata', pso_para);
function wmin_CreateFcn(hObject, eventdata, handles)
if ispc
else
end


96
function wmin_Callback(hObject, eventdata, handles)
wmin = str2double(get(hObject,'String'));
if isnan(wmin)
end
pso_para.wmin = wmin;
function c1_CreateFcn(hObject, eventdata, handles)
if ispc
else
end
function c1_Callback(hObject, eventdata, handles)
c1 = str2double(get(hObject,'String'));
if isnan(c1)
end
pso_para.c1 = c1;
function c2_CreateFcn(hObject, eventdata, handles)
if ispc
else
end
function c2_Callback(hObject, eventdata, handles)
c2 = str2double(get(hObject,'String'));
if isnan(c2)
end
pso_para.c2 = c2;
function N_CreateFcn(hObject, eventdata, handles)
if ispc
else
end
function N_Callback(hObject, eventdata, handles)
N = str2double(get(hObject,'String'));
if isnan(N)
end
pso_para.N = N;
function itmax_CreateFcn(hObject, eventdata, handles)
if ispc


97
else
end
function itmax_Callback(hObject, eventdata, handles)
itmax = str2double(get(hObject,'String'));
if isnan(itmax)
end
function start_Callback(hObject, eventdata, handles)
if get(handles.select_func,'value')>=7
eldrun
else
runpso
end
function Result_window_CreateFcn(hObject, eventdata, handles)
if ispc
else
end
function Result_window_Callback(hObject, eventdata, handles)
function pause_Callback(hObject, eventdata, handles)
if isequal(get(handles.pause,'String'),'PAUSE')
set(handles.start,'Enable','on');
set(handles.pause,'String','RESUME');
uiwait;
else
set(handles.start,'Enable','off');
set(handles.pause,'String','PAUSE');
uiresume;
end
function disable_Callback(hObject, eventdata, handles)
function close_Callback(hObject, eventdata, handles)
delete(get(0,'CurrentFigure'));
function X_max_Callback(hObject, eventdata, handles)
X_max = str2double(get(hObject,'String'));
if isnan(X_max)
end
pso_para.X_max = X_max;
function X_max_CreateFcn(hObject, eventdata, handles)
if ispc
else
end
function X_min_Callback(hObject, eventdata, handles)
X_min = str2double(get(hObject,'String'));
if isnan(X_min)
end


98
pso_para.X_min = X_min;
function X_min_CreateFcn(hObject, eventdata, handles)
if ispc
else
end
8. Appendix 2: runpso.m
cla;
set(handles.pause,'String','PAUSE','Enable','on');
set(handles.text14,'String','Search State ');
functnames = get(handles.select_func,'String');
functname = functnames{get(handles.select_func,'Value')};
wmax = str2double(get(handles.wmax, 'String'));
wmin = str2double(get(handles.wmin, 'String'));
X_max = str2double(get(handles.X_max, 'String'));
X_min = str2double(get(handles.X_min, 'String'));
c1 = str2double(get(handles.c1, 'String'));
N = str2double(get(handles.N, 'String'));
itmax = str2double(get(handles.itmax, 'String'));
pso_para.X_max = X_max;
pso_para.X_min = X_min;
pso_para.c1 = c1;
pso_para.c2 = c2;
pso_para.N = N;
pso_para.itmax = itmax;
D=2; % Dimension
% Weight Parameter
for iter=1:pso_para.itmax
W(iter)= pso_para.wmax-((pso_para.wmax-
pso_para.wmin)/pso_para.itmax)*iter;
end
%Initialization of positions of agents
% agents are initialized between -5.12,+5.12 randomly
a= X_min; %min
b= X_max; %max
x=a+(b-a)*rand(pso_para.N,D,1);
%Initialization of velocities of agents
%Between -5.12 , +5.12, (which can also be started from zero)
m=X_min;
n=X_max;
V=m+(n-m)*rand(pso_para.N,D,1);
%Function to be minimized.


99
F = feval(functname,x(:,:,1));
% Saving address and value; C:Value of E, I: The Number of Particle
[C,I]=min(abs(F(:,1,1))); B(1,1,1)=C;
XX(1,1,1)=I;
gbest(1,:,1)=x(I,:,1);
%Matrix composed of gbest vector
for p=1:pso_para.N
for r=1:D
G(p,r,1)=gbest(1,r,1);
end
end
Fbest(1,1,1) = feval(functname,G(1,:,1));
pbest=x;
% Calculating Velocity
V(:,:,2) = W(1) * V(:,:,1) + pso_para.c1*rand*(pbest(:,:,1)-
x(:,:,1)) + pso_para.c2*rand*(G(:,:,1)-x(:,:,1));
x(:,:,2)=x(:,:,1) + V(:,:,2);
for i=1:pso_para.N
for j=1:D
if x(i,j,2)<a
x(i,j,2)=a;
else
if x(i,j,2)>b
x(i,j,2)=b;
else
end
end
end
end
Fb(1,1,1) = feval(functname,gbest(1,:,1));
if get(handles.disable,'Value')==0
%%%%%%%%%%%%%%%%%%%%% Contour Plot %%%%%%%%%%%%%%%%%%%%%%
axes(handles.axes2);
axis([a b a b])
con_m=a:0.1:b;
con_n=con_m;
[con_m,con_n]=meshgrid(con_m,con_n);
for q=1:length(con_m(1,:))
for z=1:length(con_n(1,:))
r(q,z)= feval(functname,[con_m(q,z),con_n(q,z)]);
end
end
r_save=r;
[c,h]=contour(con_m,con_n,r_save,10);
xlabel('X1')
ylabel('X2')
title('Search State')
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
end

for j=2:pso_para.itmax


100

% Calculation of new positions
F(:,1,j) = feval(functname,x(:,:,j));
[C,I]=min(abs(F(:,1,j)));
B(1,1,j)=C;
for i=1:D
gbest(1,i,j)=x(I,i,j);
end
Fb(1,1,j) = feval(functname,gbest(1,:,j));
[C,I]=min(Fb(1,1,:));
if Fb(1,1,j)<=C
for k=1:D
gbest(1,k,j)=gbest(1,k,j);
end
else
for m=1:D
gbest(1,m,j)=gbest(1,m,I);
end
end
for p=1:pso_para.N
for r=1:D
G(p,r,j)=gbest(1,r,j);
end
end
Fbest(1,1,j) = feval(functname,G(1,:,j));
for i=1:pso_para.N;
[C,I]=min(F(i,1,:));
if F(i,1,j)<=C
pbest(i,:,j)=x(i,:,j);
else
pbest(i,:,j)=x(i,:,I);
end
end
V(:,:,j+1)= W(j)*V(:,:,j) + pso_para.c1*rand*(pbest(:,:,j)-
x(:,:,j)) + pso_para.c2*rand*(G(:,:,j)-x(:,:,j));
x(:,:,j+1)=x(:,:,j)+V(:,:,j+1);
for k=1:pso_para.N
for m=1:D
if x(k,m,j+1)<a
x(k,m,j+1)=a;
else
if x(k,m,j+1)>b
x(k,m,j+1)=b;
else
end
end
end
end
set(gcf,'Doublebuffer','on');


101
%%%%%%%%% Display to the ListBox%%%%%%%%%%
ResultStr(1) = [{['Fbest','1',' ','=',' ',
num2str(Fbest(1,1,1)),'
','Gbest','1','=','(',num2str(gbest(1,1,1)),',',num2str(gbest(1,2,1)
),')']}];
ResultStr(j) = [{['Fbest',num2str(j),' ','=',' ',
num2str(Fbest(1,1,end)),'
','Gbest',num2str(j),'=','(',num2str(gbest(1,1,end)),',',num2str(gbe
st(1,2,end)),')']}];
set(handles.Result_window, 'String', ResultStr);
%%%%%%%%% end of Display %%%%%%%%%%%%%%%%%

%%%%%%%%%%%%%%%% AXE-1 %%%%%%%%%%%%%%%%%
cla;
set(gca,'xlim',[0 pso_para.itmax],'ylim',[0 Fbest(1,1,1)]),
plot(Fbest(:),'r-')
if j<=pso_para.itmax/2
text(j,Fbest(1,1,end),['Fbest = ',
num2str(Fbest(1,1,end))],'HorizontalAlignment','Left','VerticalAlign
ment','bottom','EdgeColor','blue','LineWidth',3);
else
text(j,Fbest(1,1,end),['Fbest = ',
num2str(Fbest(1,1,end))],'HorizontalAlignment','Right','VerticalAlig
nment','bottom','EdgeColor','blue','LineWidth',3);
end
legend('Fbest');
hold on
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

%%%%%%%%%%%%%%%%% AXE-2 %%%%%%%%%%%%%%%%
axis([a b a b])
[c,h]=contour(con_m,con_n,r_save,10);
hold on
plot(pbest(:,1,j),pbest(:,2,j),'r*')
xlabel('X1')
ylabel('X2')
drawnow
hold off
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
end
end
ResultStr = [{['Fbest ','=',' ', num2str(Fbest(1,1,end)),'
','Gbest','=','(',num2str(gbest(1,1,end)),',',num2str(gbest(1,2,end)
),')']}];
end
set(handles.pause,'String','PAUSE','Enable','off');


102
9. Appendix 3: eldrun.m
cla;
set(handles.pause,'String','PAUSE','Enable','on');
set(handles.text14,'String','Generation Output');
functnames = get(handles.select_func,'String');
functname = functnames{get(handles.select_func,'Value')};
wmax = str2double(get(handles.wmax, 'String'));
wmin = str2double(get(handles.wmin, 'String'));
N = str2double(get(handles.N, 'String'));
itmax = str2double(get(handles.itmax, 'String'));
pso_para.c1 = c1;
pso_para.c2 = c2;
pso_para.N = N;
pso_para.itmax = itmax;

[Gen,Demand]=feval(functname);

%Initialization of PSO parameters
D=size(Gen,1); % Dimension (Number of Generator)
CR = 0.5;
for iter=1:pso_para.itmax
W(iter)= pso_para.wmax-((pso_para.wmax-
pso_para.wmin)/pso_para.itmax)*iter;
end
%Initialization of positions of agents
%agents are initialized between P_min,P_max randomly
for i=1:D
P_min(i) = Gen(i,6); % P_min
P_max(i) = Gen(i,7); % P_max
end
% Constraints handling
for i=1:pso_para.N
yes=1;
while yes==1
p=randperm(D);

for n=1:D-1
g = p(n);
x(i,g) = P_min(g) + (P_max(g)-P_min(g)) * rand;
A(n) = x(i,g);
end
SUM=0;
for f=1:D-1


103
SUM = SUM + A(f);
end
A(D) = Demand - SUM;
g=p(D);
if A(D) < P_min(g)
A(D) = P_min(g);
ok=0;
else
if A(D) > P_max(g)
A(D) = P_max(g);
ok=0;
else
ok=1;
yes=0;
end
end

L=1;
while ok==0
A(L) = Demand -(sum(A(:))-A(L));
if A(L) < P_min(p(L))
A(L) = P_min(p(L));
ok=0;
L = L+1;
if L==D+1
ok=1;
yes=1;
else
end
else
if A(L) > P_max(p(L))
A(L) = P_max(p(L));
ok=0;
L= L+1;
if L==D+1
ok=1;
yes =1;
else
end
else
ok=1;
yes=0;
end
end
end
end
for k=1:D
x(i,p(k))=A(k);
end
end
%Initialization of velocities of agents


104
%Between V_min , V_max, (which can also be started from zero)
for i=1:pso_para.N
for j=1:D
m(j) = Gen(j,6) - x(i,j); %V_min
n(j) = Gen(j,7) - x(i,j); %V_max
V(i,j) = m(j) + (n(j)-m(j)) * rand;
end
end
% End of Initialization
% Function to be minimized.
for i=1:pso_para.N;
for j=1:D;
Cost(i,j) = Gen(j,1) + Gen(j,2)*x(i,j) + Gen(j,3)*x(i,j).^2
+ abs(Gen(j,4)*sin(Gen(j,5)*(Gen(j,6)-x(i,j))));
end
F(i,1) = sum(Cost(i,:)); % Total Cost
end
pbest=x;
[C,I]=min(abs(F(:,1)));
B(1,1)=C;
XX(1,1)=I;
gbest(1,:)=x(I,:);
Gen_sum(1,1) = sum(gbest(1,:));
for j=1:D;
Cost_Best(1,j) =
Gen(j,1)+Gen(j,2)*gbest(1,j)+Gen(j,3)*gbest(1,j).^2
+abs(Gen(j,4)*sin(Gen(j,5)*(Gen(j,6)-gbest(1,j))));
end
Fbest(1,1) = sum(Cost_Best(1,:)); % Total Cost
for i=1:pso_para.N
yes=1;
while yes==1
p=randperm(D);
for n=1:D-1
g = p(n);
V(i,g) = W(1) * V(i,g) + c1*rand*(pbest(i,g)-x(i,g)) +
c2*rand*(gbest(1,g)-x(i,g));
x(i,g)=x(i,g) + V(i,g);
if rand<=CR
x_adj(i,g) = x(i,g);
else
x_adj(i,g) = pbest(i,g);
end
A(n) = x_adj(i,g);
if A(n) < P_min(g)
A(n) = P_min(g);
else
if A(n) > P_max(g)
A(n) = P_max(g);


105
else
end
end
end
SUM=0;
for u=1:D-1
SUM = SUM + A(u);
end

g=p(D);
if A(D) < P_min(g)
A(D) = P_min(g);
ok=0;
else
if A(D) > P_max(g)
A(D) = P_max(g);
ok=0;
else
ok=1;
end
yes=0;
end

L=1;
while ok==0
A(L) = P_min(p(L));
ok=0;
L = L+1;
if L==D+1
ok=1;
yes=1;
else
end
else
A(L) = P_max(p(L));
ok=0;
L= L+1;
if L==D+1
ok=1;
yes =1;
else
end
else
ok=1;
end

yes=0;


106
end
end
end
for k=1:D
x_adj(i,p(k))=A(k);
end
end

for j=2:pso_para.itmax
% Calculation of new positions
for i=1:pso_para.N
for k=1:D
Cost(i,k) =
Gen(k,1)+Gen(k,2)*x_adj(i,k)+Gen(k,3)*x_adj(i,k).^2
+abs(Gen(k,4)*sin(Gen(k,5)*(Gen(k,6)-x_adj(i,k))));
end
F(i,j) = sum(Cost(i,:)); % Total Cost
end

for i=1:pso_para.N
[C,I]=min(F(i,:));
if F(i,j)<=C
pbest(i,:)=x_adj(i,:);
else
end
end
for i=1:pso_para.N
for k=1:D
Cost_pbest(i,k) =
Gen(k,1)+Gen(k,2)*pbest(i,k)+Gen(k,3)*pbest(i,k).^2
+abs(Gen(k,4)*sin(Gen(k,5)*(Gen(k,6)-pbest(i,k))));
end
F_pbest(i,1) = sum(Cost_pbest(i,:)); % Total Cost
end
[C,I]=min(F_pbest(:,1));
for k=1:D
gbest(1,k)=pbest(I,k);
end
Gen_sum(j,1) = sum(gbest(1,:));
Fbest(j,1) = C;
for i=1:pso_para.N
yes=1;
while yes==1
p=randperm(D);
for n=1:D-1
g = p(n);
V(i,g) = W(j) * V(i,g) + c1*rand*(pbest(i,g)-x(i,g))
+ c2*rand*(gbest(1,g)-x(i,g));
x(i,g) = x(i,g) + V(i,g);
if rand<=CR


107
x_adj(i,g) = x(i,g);
else
x_adj(i,g) = pbest(i,g);
end
A(n) = x_adj(i,g);
if A(n) < P_min(g)
A(n) = P_min(g);
else
if A(n) > P_max(g)
A(n) = P_max(g);
else
end
end
end
SUM=0;
for f=1:D-1
SUM = SUM + A(f);
end

g=p(D);
if A(D) < P_min(g)
A(D) = P_min(g);
ok=0;
else
if A(D) > P_max(g)
A(D) = P_max(g);
ok=0;
else
ok=1;
yes=0;
end

end
L=1;
while ok==0
A(L) = P_min(p(L));
ok=0;
L = L+1;
if L==D+1
ok=1;
yes=1;
else
end
else
A(L) = P_max(p(L));
ok=0;
L= L+1;


108
if L==D+1
ok=1;
yes=1;
else
end
else
ok=1;
yes=0;
end
end
end
end
for k=1:D
x_adj(i,p(k))=A(k);
end
end

set(gcf,'Doublebuffer','on');
%%%%%%%%% Display to the ListBox%%%%%%%%%%
ResultStr(1) = [{['Total Generation Cost at Iteration
','1',' ','=',' ', num2str(Fbest(1,1))]}];
ResultStr(j) = [{['Total Generation Cost at Iteration
',num2str(j),' ','=',' ', num2str(Fbest(end,1))]}];
%%%%%%%%% end of Display %%%%%%%%%%%%%%%%%

%%%%%%%%%%%%%%%% AXE-1 %%%%%%%%%%%%%%%%%
cla;
set(gca,'xlim',[0 pso_para.itmax],'ylim',[0 Fbest(1,1)]),
plot(Fbest(:),'r-')
if j<=pso_para.itmax/2
text(j,Fbest(end,1),['Fbest = ',
num2str(Fbest(end,1))],'HorizontalAlignment','Left','VerticalAlignme
nt','bottom','EdgeColor','blue','LineWidth',3);
else
text(j,Fbest(end,1),['Fbest = ',
num2str(Fbest(end,1))],'HorizontalAlignment','Right','VerticalAlignm
ent','bottom','EdgeColor','blue','LineWidth',3);
end
legend('Fbest');
hold on
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

%%%%%%%%%%%%%%%%% AXE-2 %%%%%%%%%%%%%%%%
axis([0 D+1 0 max(Gen(:,7))+50])
bar(Gen(:,7),'r')
hold on
bar(gbest,'w')


109
drawnow
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
else
end
end
cla;
ResultStr = [{['Total Generation Cost ','=',' ',
num2str(Fbest(end,1))]}];

end
%%%%%%%%%%%%%%%%% AXE-2 %%%%%%%%%%%%%%%%
axis([0 D+1 0 max(Gen(:,7))+50])
bar(Gen(:,7),'r')
hold on
bar(gbest(end,:),'w')
drawnow
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
set(handles.pause,'String','PAUSE','Enable','off');
10. References
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J. H. Park, Y. S. Kim, I. K. Eom, and K. Y. Lee (1993). Economic load dispatch for piecewise
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J. Kennedy and R. Eberhart (1995). Particle swarm optimization, Proc. IEE Int. Conf. Neural
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Commun., vol. 6, no. 2, pp. 103-110.
6
Decomposition Approach for
Inverse Matrix Calculation
Krasimira Stoilova and Todor Stoilov
Institute of Information and Communication Technologies
Academy of Sciences
Bulgaria
1. Introduction
Frequently, numerical algorithms are based on sequentially solution of linear set of equation
Ax=b, applying small influences of few components of matrix A, which changes to a new
one A
*
. Thus, new equation set is defined, with new matrix A
*
, which has to be solved for
the current numerical iteration. Instead of solving the new equation set, it is beneficial to
evaluate a new inverse matrix A
*-1
, having the evaluations for the previous inverse matrix A
-
1
. Many control algorithms, on-line decision making and optimization problems reside on
the prompt evaluation of the inverse matrix A
-1
, stated as a quadratic nonsingular, e.g.
A.A
-1
=A
-1
. A=I, where I is identity matrix. Currently, for the evaluation of the inverse matrix
A
-1
three general types of A factorization are applied: LU factorization, QR decomposition
and SVD-decomposition to singular values of A.
LU factorization. It results after the application of Gauss elimination to linear set of
equations Ax=b to obtain a good computational form of A (Fausett, 1999). The factorization
of A is obtained by multiplication of two triangular matrices, upper U and lower L
triangular, related to the initial one by LU=A , or
11 11 12 13 11 12 13
21 22 22 23 21 22 23
31 32 33 33 31 32 33
0 0
0 . 0 .
0 0
l u u u a a a
l l u u a a a
l l l u a a a
=
The LU factorization can be applied for the solution of linear set of equations to evaluate the
inverse matrix of A: A
-1
. The evaluation of A
-1
is performed on two steps, for given LU
factorization of A, A=LU (L,U - given):
First: the matrix equation LY=I is solved. The first column of matrix Y is found from the
linear equation system (:, 1) 1 0 ... 0
T
LY = . The next columns of Y are calculated by
solving this linear equation set with the next columns of matrix I. The solution of this set of
equations is found by sequential substitution from top to down, because the matrix L is a
lower triangular and there is no need to find the inverse L
-1
.
Second: Using the solution matrix Y
*
a new linear matrix equation system is solved U.X=Y
*
.
Because U is upper triangular, each column of X is calculated with the corresponding


112
column of Y
*
by substitutions from bottom to top. Thus, no inverse matrix U
1
is calculated,
which speeds up the calculations.
The solution X=A
-1
is the inverse matrix of the initial one A. Thus, the inverse matrix A
-1
is
found by LU factorization of A and twice solution of triangular linear matrix equation
systems, applying substitution technique.
QR decomposition The QR decomposition of matrix A is defined by the equality A=Q.R,
where R is upper triangular matrix and Q is orthogonal one, Q
-1
=Q
T
. Both matrices Q and R
are real ones. As the inverse A
-1
is needed, A
-1
=R
-1
.Q
-1
. Following the orthogonal features of
Q, it is necessary to evaluate only R
-1
, which can be done from the linear matrix system
R.Y=I. Because R is upper triangular matrix, the columns of the inverse matrix Y=R
-1
can be
evaluated with corresponding columns of the identity matrix I by merely substitutions from
bottom to down. Hence, the inverse matrix A
-1
is found by QR factorization of A, sequential
evaluation of R
-1
by substitutions in linear upper triangular matrix system and finally by
multiplication of R
-1
and Q
T
.
SVD decomposition to singular values This decomposition is very powerful, because it allows
to be solved system equations when A is singular, and the inverse A
-1
does not exist in
explicit way (Flannery, 1997). The SVD decomposition, applied to a rectangular MxN matrix
A, represents the last like factorization of three matrices:
A=U.W.V
T
,

where U is MxN orthogonal matrix, W is NxN diagonal matrix with nonnegative
components (singular values) and V
T
is a transpose NxN orthogonal matrix V or
U
T
U=V
T
V=I
NxN
.
The SVD decomposition can always be performed, nevertheless of the singularity of the
initial matrix A. If A is a square NxN matrix, hence all the matrices U, V and W are square
with the same dimensions. Their inverse ones are easy to find because U and V are
orthogonal and their inverses are equal to the transpose ones. W is a diagonal matrix and the
corresponding inverse is also diagonal with components 1/w
j
, j=1,N. Hence, if matrix A is
decomposed by SVD factorization, A=U.W.V
T
, then the inverse one is A
-1
=V.[diag1/w
j
].U
T
.
The problem of the evaluation of the inverse A
-1
appears if a singular value w
j
exists, which
tends to zero value. Hence, if matrix A is a singular one, the SVD decomposition easily
estimates this case.
Hence, the peculiarities of LU, QR and SVD factorizations determine the computational
efficiency of the evaluations for finding the inverse matrix A
-1
. Particularly, the simplest
method, from evaluation point of view, is LU factorization followed by QR decomposition
and SVD factorization. All these methods do not use peculiarities, if matrix A
*
slightly differs
from the initial matrix A. The inverse of A
*
has to be evaluated starting with its factorization
and sequentially solution of linear matrix equation systems. Hence, it is worth to find
methods for evaluation of the inverse of A
*
, which differs from A in few components and A
-1
is available. The new matrix A
*
can contain several modified components a
ij
. Hence, the
utilization of components from the inverse A
-1
for the evaluation of the new inverse matrix
A
*-1
can speed up considerably the numerical calculations in different control algorithms and
decreases the evaluation efforts. Relations for utilization of components of A
-1
for evaluation

Decomposition Approach for Inverse Matrix Calculation

113
of a corresponding inverse of a modified matrix A
* -1
are derived in (Strassen, 1969). The
components of the inverse matrix can be evaluated analytically.
Finding the inverse matrix is related with a lot of calculations. Instead of direct finding an
inverse matrix, it is worth to find analytical relations where lower dimensions inverse
matrices components are available. Here analytical relations for inverse matrix calculation
are derived and the corresponding MATLAB codes are illustrated.
2. Analytical relations among the components of inverse matrix
Initial optimization problem is given in the form

1 1 1
1 2 1 2
2 2 2
0
1
min
0 2
T T T T
x
Q x x
x x R R
Q x x

+
`

)
(1)

1 1 2 2
1 1 1
2 2 2
a x a x d
b x C
b x C
+ =
=
=

where the matrices dimensions are:
1
1 1
|
n x
x ;
1 1
1
|
n xn
Q ;
1
1 1
|
n x
R ;
0 1
1
|
m xn
a ;
0
1
|
m x
d
2
2 1
|
n x
x ;
2 2
2
|
n xn
Q ;
2
2 1
|
n x
R ;
0 2
2
|
m xn
a ;
1 1
1
|
m xn
b ;
1
1 1
|
m x
C ;
2 2
2
|
m xn
b ;
2
2 1
|
m x
C ;
1
2
0
0
Q
Q
Q
= ;
1
2
R
R
R
=
Peculiarity of problem (1) is that the connected condition
1 1 2 2
a x a x d + = distributes a
common resource d while the subsystems work with own resources
1
and
2
. For
simplicity of the writing it can be put
0 1
0 1 2 1 1 1
2 1
1
1 ( ) 1
|
0
m xn
m m m xn m xn
m xn
a
A b
+ +
= ;
0 2
0 1 2 2 1 2
2 2
2
2 ( )
2
| 0
m xn
m m m xn m xn
m xn
a
A
b
+ +
= ;

0 1 2
1
2
( ) 1 m m m x
d
D C
C
+ +
= ;
0 1 2 1 2
1 2 ( ) ( )
|
m m m x n xn
A A A
+ +
= . (2)
2.1 Decomposition of the initial problem by goal coordination
The initial problem (1) can be solved by two manners using hierarchical approach according
to the hierarchical multilevel systems (Mesarovich et al, 1973; Stoilov & Stoilova, 1999): by
goal coordination and by predictive one. Taking into account the substitutions

1
2
0
0
Q
Q
Q
= ;
1
2
R
R
R
= ;
1 2
A A A = ;
1
2
x
x
x
= , (3)


114
the solution of (1) can be found in analytical form (Stoilova, 2010) :

1 1 1 1
( ) ( )
opt T T
x Q R A AQ A AQ R D

(
= +

(4)
or

( ) ( )
1
1 1 1 1 1 1
1 1 1 1 1 1 1 2 2 2 1 1 1 2 2 2 1
opt T T T
x Q R Q A A Q A A Q A A Q R A Q R D

= + + + + (5)
( ) ( )
1
1 1 1 1 1 1
2 2 2 2 1 1 1 2 2 2 1 1 1 2 2 2 2
opt T T T
x Q R Q A A Q A A Q A A Q R A Q R D

= + + + + .
It is necessary to be known the matrices A
1
, A
2
, Q
1
, Q
2
, R
1
, R
2
for evaluating the solutions (5)
Determination of
1 T
AQ A

Applying (3) it is obtained

1
1 1 1 1 1
1 2 1 1 1 2 2 2
1
2 2
0
0
T
T T T
T
Q A
AQ A A A A Q A A Q A
Q A
= = + . (6)
Using (2) it follows

0 1 0 2
0 0
1 0 1 1 1 2
2 0 2 1 2 2
1 1
1 1 1 1 1 1
1 1 1
1 1 1 1 1 1 1 1 1
0
0
0 0 0
T T
m xm m xm
m xm
T T T
m xm m xm m xm
m xm m xm m xm
a Q a a Q b
A Q A b Q a b Q b

= , (7)

0 1 0 2
0 0
1 0 1 1 1 2
2 0 2 1 2 2
1 1
2 2 2 2 2 2
1
2 2 2
1 1
2 2 2 2 2 2
0
0 0 0
0
T T
m xm m xm
m xm
T
m xm m xm m xm
T T
m xm m xm m xm
a Q a a Q b
A Q A
b Q a b Q b

= . (8)
After substitution of (7) and (8) in (6)
1 T
AQ A
and
1 1
( )
T
AQ A

can be determined

0 1 0 2
0 0
1 0 1 1 1 2
2 0 2 1 2 2
1 1 1 1
1 1 1 2 2 2 1 1 1 2 2 2
1 1 1 1 1
1 1 1 2 2 2 1 1 1 1 1 1
1 1
2 2 2 2 2 2
0
0
T T T T
m xm m xm
m xm
T T T T T
m xm m xm m xm
T T
m xm m xm m xm
a Q a a Q a a Q b a Q b
AQ A A Q A A Q A b Q a b Q b
b Q a b Q b

+
= + = (9)

0 1 0 2
0 0
1 0 1 1 1 2
2 0 2 1 2 2
1 1 1 1 1
1 1 1 2 2 2
1
1 1 1 1
1 1 1 2 2 2 1 1 1 2 2 2
1 1
1 1 1 1 1 1
1 1
2 2 2 2 2 2
( ) ( )
0
0
T T T
T T T T
m xm m xm
m xm
T T
m xm m xm m xm
T T
m xm m xm m xm
AQ A A Q A A Q A
b Q a b Q b
b Q a b Q b

= + =
+
=
. (10)


115
The manner of definition of matrix
1 T
AQ A
shows that it is a symmetric one.

Determination of
1
AQ R D
+
Using (2) and (3) it follows

1 1
1 1 1 2 2 2
1 1
1 1 1 1
1
2 2 2 2
a Q R a Q R d
AQ R D b Q R C
b Q R C

+ +
+ = +
+
(11)

Determination of
1 1 1
( ) ( )
T
AQ A AQ R D

+
Using (10) and (11), it is obtained
0 1 0 2
0 0
1 0 1 1 1 2
2 0 2 1 2 2
1
1 1 1 1
1 1
1 1 1 2 2 2 1 1 1 2 2 2
1 1 1 2 2 2
1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1
1
1 1
2 2 2 2
2 2 2 2 2 2
( ) ( ) 0
0
T T T T
m xm m xm
m xm
T T T
m xm m xm m xm
T T
m xm m xm m xm
a Q R a Q R d
AQ A AQ R D b Q a b Q b b Q R C
b Q R C
b Q a b Q b

+
+ +
+ = +
+

0 1 0 2
0 0
1 0 1 1 1 2
2 0 2 1 2 2
1 1
11 12 13
1 1 1 2 2 2
1 1 1 1
21 22 23 1 1 1 1
1
31 32 33 2 2 2 2
( ) ( )
m xm m xm
m xm
T
m xm m xm m xm
m xm m xm m xm
a Q R a Q R d
AQ A AQ R D b Q R C
b Q R C

o o o
+ +
+ = o o o +
o o o +

where

0 1 2 0 1 2
11 12 13
1 1
21 22 23
31 32 33
( ) ( )
( )
T
m m m x m m m
AQ A

+ + + +
o o o
= o = o o o
o o o
(12)

Taking into account the structure of matrix
1 1
( )
T
AQ A

, then
23 32
0, 0 o = o = . The
manner of definition of the inverce matrix o shows that it is a symmetric one.
Consequently, the term
1 1 1
( ) ( )
T
AQ A AQ R D

+ is

1 1 1 1
11 1 1 1 2 2 2 12 1 1 1 1 13 2 2 2 2
1 1 1 1 1 1 1
21 1 1 1 2 2 2 22 1 1 1 1 23 2 2 2 2
0
1 1 1
31 1 1 1 2 2 2 32 1 1 1 1 3
0
( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( )
T
a Q R a Q R d b Q R C b Q R C
AQ A AQ R D a Q R a Q R d b Q R C b Q R C
a Q R a Q R d b Q R C
o o o
o o o
o o o

+ + + + + +
+ = + + + + + +
+ + + + +
0
1
2
1
1
1
1
3 2 2 2 2
( )
m x
m x
m x
b Q R C
+
(13)

Determination of
1 1 1
( ) ( )
T T
A AQ A AQ R D

+
After a substitution of (2) in (13) it follows


116
1 0 1 0 1 2
2 0 2 1 2 2
1 1
1 1 1
2 2
0
( ) ( )
0
T T
n xm m xm n xm
T
T T
n xm n xm n xm
a b
AQ A AQ R D
a b

+ =
0 0 0 1
0 2
0 1 2
1 2
1 0 1 1
0 0
0
2 0
11 12
13
1 1 1 1
1 1 1 1 1 2 2 2 1 1 1 1 1 1 1 1 2 2 2 2
21 22
1 1 1
11
1 1
2 2 1 1 1 2 2 2
31
1
( ) ( ) ( )
0
(
m xm m xm
m xm
T T T T T T
m x m x m x
m xm
m xm m xm
m xm
T T
m x
m xm
a b a Q R a Q R d a b b Q R C a b b Q R C
a b a Q R a Q R d
o o
o
o o
o
o

+ + + + + +
=
+ +

0 2
0 1
1 2
1 2
2 2
13
12
1 1
2 2 1 1 1 1 2 2 2 2 2 2
33
1 1
) ( ) ( )
0
m xm
m xm
T T T T
m x m x
m xm
m xm
a b b Q R C a b b Q R C
o
o
o

+ + + +

Consequently, the term
1 1 1
( ) ( )
T T
A AQ A AQ R D

+ becomes

1 1
1 1 1 2 2 2
1 11 12 13
1 1 1 1 1 1
21 22
1
2 2 2 2
1 1 1
1 1
1 1 1 2 2 2
1 11 12 13
2 2 1 1 1 1
31 33
1
2 2 2 2
0
( ) ( )
0
T T
T T
T T
a Q R a Q R d
a b b Q R C
b Q R C
A AQ A AQ R D
a Q R a Q R d
a b b Q R C
b Q R C

(
+ +
(
o o o
( +
o o (
+
(

+ =
(
+ +
(
o o o
( +
o o (
+
(

(14)
After putting (3) and (14) in (5) the analytical solutions of the initial problem (1) are

1 1
1 1 1 2 2 2
1 1 1 11 12 13
1 1 1 1 1 1 1 1 1 1
21 22
1
2 2 2 2
0
opt T T
a Q R a Q R d
x Q R Q a b b Q R C
b Q R C

(
+ +
(
o o o
( = + +
o o (
+
(

(15)

1 1
1 1 1 2 2 2
1 1 1 11 12 13
2 2 2 2 2 1 1 1 1 2
31 33
1
2 2 2 2
0
opt T T
a Q R a Q R d
x Q R Q a b b Q R C
b Q R C

(
+ +
(
o o o
( = + +
o o (
+
(

Analytical relations (15) are a result of applying a goal coordination for solving the initial
problem (1). They are useful only if the components o
ij
of the inverse matrix (12) are known.
However, if o
ij
are not known (the usual case) relations (15) can not be applied.
2.2 Decomposition of the initial problem by predictive coordination
According to the hierarchical approach, the subsystems work independently. The idea of the
predictive coordination is that the coordinator influences to each subsystem by independent
impacts instead of common impact in goal coordination. For the initial problem (1)


117
decomposition by goal coordination can not be fully accomplished because of the connected
relation
1 1 2 2
a x a x d + = . Applying predictive coordination, the connected restriction can be
decomposed to:

1 1 1
a x y = ;
2 2 2
a x y = (16)
observing the condition for resource limitation

1 2
y y d + = (17)

Fig. 1. Hierarchical approach for solving (1)
Applying (16), the initial optimization problem (1) is decomposed to two optimization
subproblems with lower dimensions than the initial one:

1 1 1 1 1
1
min
2
T T
x Q x R x

+
`
)
2 2 2 2 2
1
min
2
T T
x Q x R x

+
`
)
(18)

0 1 0
1 1 1
1 m xn m x
a x y =

0 2 0
2 2 2
1 m xn m x
a x y =

1 1 1
1 1 1
1 m xn m x
b x C = ;

2 2 2
2 2 2
1 m xn m x
b x C =
where
0 1
0 1 2 1 1 1
2 1
1
1 ( ) 1
|
0
m xn
m m m xn m xn
m xn
a
A b
+ +
= ;
0 2
0 1 2 2 1 2
2 2
2
2 ( )
2
| 0
m xn
m m m xn m xn
m xn
a
A
b
+ +
= ;
0
1
2
1
1
1 1 1
1
0
m x
m x
m x
d
y C
=
= ;
0
1
2
1
2
1
2
2
1
0
m x
m x
m x
d
y
C
=
=
and it can be realized
1 2
y y D
= =
+ = or
1 2
y y d + = .
The analytical solution of the first subproblem (18), according to (4), is
1 1 1 1
1 1 1 1 1 1 1 1 1 1
( ) ( )
opt T T
x Q R A A Q A A Q R D

(
= +

.
Coordinator
Subsystem 1 Subsystem 2
y
1
y
2
x
1
(y
1
)
x
2
(y
2
)


118
The analysis of matrix A
1
shows that it has zero rows. Respectively, the square matrix
1 1
1 1 2
1 2 1
1 1
1 1 1 1 1 1
1
1 1 1
1 1 1 1 1 1 1 1 1 1 1 1 1
( )
( )
0
| 0 0
0 0 0 0
T T
T T T T T
n xn
n x m l l
m l l xn
a Q a a Q b
a
A Q A b Q a b b Q a b Q b

+ +
+ +
= =

has zero rows and columns, which means that the inverse matrix
1 1
( )
T
AQ A

does not
exist. However, in the solution of problem (1) takes part a sum of the matrices
1 1
( )
T
i i i
AQ A

, so that the sum matrix
1 1
( )
T
AQ A

has a full rank. This matrix has a high
dimension and for it can not be used the specific structure
1 T
i i i
AQ A
. To use the less rank

of matrices
1 T
i i i
AQ A
, the definition of subproblems (18) has to be done by rejecting the

zero rows in matrices A
1
and A
2
.
Respectively, the subproblems are obtained of the initial problem (1) by additional
modification of the admissible areas, determined by the matrices A
1
and A
2
instead of
direct decomposition. In that manner the modified subproblems will present only the
corresponding meaning components as follows:
1
_
1
1 1 1
1
0
a
a
A b A
b
= = ;
2
_
2
2 2
2
2
0
a
a
A A
b
b
= = ;
1
_
1
1 1
1
1
0
y
y
y C y
C
=
= = ;
2
_
2
2
2
2
2
0
y
y
y y
C
C
=
= = .
The modified subproblems (19) have lower dimension in comparison with (18), obtained by
direct decomposition

1 1 1 1 1
1
min
2
T T
x Q x R x

+
`
)
;
2 2 2 2 2
1
min
2
T T
x Q x R x

+
`
)
(19)
__ _
1 1 1
A x y = ;
_ _
2 2 2
A x y =
0 1 1
_
1
1
( ) 1 m m xn
a
A
b
+
= ;
0 2 2
_
2
2
( ) 2 m m xn
a
A
b
+
=
0 1
_
1
1
( ) 1 1 m m x
y
y
C
+
= ;
0 2
_
2
2
( ) 1 2 m m x
y
y
C
+
= .
The solutions of (18), obtained in analytical forms using (4), are
1
_ _
_ _ _
1 1 1
( ) ( ) 1, 2
opt
T T
i i i i i i i i i i i
x Q R A A Q A A Q R y i

(
= + =
(
(

.
After substitution of matrices
_
i A with the corresponding matrix components, it follows
1
1 1 1
1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1
1 1 1
1 1 1 1 1 1 1 1 1 1
( )
T T
T T
T T
a Q a a Q b a Q R y
x y Q R a b
b Q b b Q a b Q R C

(
+
(
=
(
+

.


119
It is put

0 0 0 1 0 0 0 1
1 0 1 1
1 0 1 1
1
1 1
1 1 1 1 1 1
11 12
1 1
21 22
1 1 1 1 1 1
T T
m xm m xm m xm m xm
T T
m xm m xm
m xm m xm
a Q a a Q b
b Q a b Q b

| |
= | =
| |

. (20)
where the matrix | is a symmetric one by definition. Consequently,
1 1
( ) x y can be
developed to:

1
11 12 1 1 1 1 1 1
1 1 1 1 1 1 1
1
21 22
1 1 1 1
( )
T T
a Q R y
x y Q R Q a b
b Q R C
(
| | +
( = +
| |
( +

. (21)
Analogically,
2 2
( ) x y is

1
11 12 2 2 2 2 1 1
2 2 2 2 2 2 2
1
21 22
2 2 2 2
( )
T T
a Q R y
x y Q R Q a b
a Q R C
(
+
( = +

( +

. (22)
where matrix is a symmetric one by definition,
12 21
T
=

0 0 0 2 0 0 0 2
2 0 2 2
2 0 2 2
1
1 1
2 2 2 2 2 2
11 12
1 1
21 22
2 1 2 2 2 2
T T
m xm m xm m xm m xm
T T
m xm m xm
m xm m xm
a Q a a Q b
b Q a b Q b

= =

.
If the optimal resources
1 2
,
opt opt
y y are known, after their substitution in (21)-(22), the solution
of the initial problem (1) can be obtained
1 2 1 1 2 2
( ), ( )
opt opt opt opt
x x y x x y = = .
The determination of the optimal resources
1 2
,
opt opt
y y is done by solution of the coordination
problem.
2.2.1 Determination of the coordination problem
After substitution of relations
1 1
( ) x y and
2 2
( ) x y in the initial problem (1) and taking into
account the resource constraint (17), the coordination problem becomes
1 1 1 1 1 1 1 1 2 2 2 2 2 2 2 2
1 1
min ( ) min ( ) ( ) ( ) ( ) ( ) ( )
2 2 y
T T T T
y S
w y x y Q x y R x y x y Q x y R x y
e

= + + +
`
)

1 2 y
S y y d + = ,
or


120
{ }
1 1 2 2
min ( ) ( ) ( ) w y w y w y = + (23)
1 2
y y d + =
where
1
( ) ( ) ( ) ( ), 1, 2
2
T T
i i i i i i i i i i
w y x y Q x y R x y i = + = .
As ( )
i i
x y is inexplicit function, it can be approximated in Mac-Laurin series at point y
i
=0

1 1 1 0 0
1 1 1 10 1 1 1 1
( )
n x n x n xm m x
x y x X y = + (24)
where

1
11 12 1 1 1 1 1 1
0 1 1 1 1 1
1
21 22
1 1 1 1
T T
i
a Q R
x Q R Q a b
b Q R C
| |
= +
| |
+
(25)

0 0
1 0 1 1
1 0
1 0 1 1
11
1
1 1 1 1
21
m xm
T T
n xm n xn
m xm
n xm n xm
X Q a b
|
=
|
(26)
where x
10
is solution of subproblem (19) having zero resource, y
1
=0 .
Analogically, for the second subproblem is valid:

2 2 2 0 0
2 2 1 20 1 2 2 1
( )
n x n x n xm m x
x y x X y = + (27)
where

1
11 12 2 2 2 1 1
20 2 2 2 2 2
1
21 22
2 2 2 2
T T
a Q R
x Q R Q a b
b Q R C

= +

+
(28)

0 0
2 0 2 2
2 0
2 0 2 2
11
1
2 2 2 2
21
m xm
T T
n xm n xn
m xm
n xm n xm
X Q a b
(29)
After substitution of (24) in w
1
(y
1
) of (23), it follows:
1 1 10 1 1 1 10 1 1 1 10 1 1
1
( ) ( ) ( ) ( )
2
T T T T
w y x y X Q x X y R x X y = + + + + =
=
10 1 10 10 1 1 1 1 1 1 10 1 1 1 1 1 1 10 1 1 1
1 1 1 1
2 2 2 2
T T T T T T T T
x Q x x Q X y y X Q x y X Q X y R x R X y + + + + +
The components
10 1 1 1
T
x Q X y and
1 1 1 10
T T
y X Q x are equal, as they are transposed of
corresponding equal relations. Consequently, the coordination problem becomes


121

1 1 1 1 1 1 1 1 1 1 10 1 1 1
1
( )
2
T T T T T T
w y y X Q X y y X Q x y X R + + (30)
or
1 1 1 1 1 1 1
1
( )
2
T T
w y y q y y r +
where
1 1 1 1
T
q X Q X = ;
1 1 1 10 1 1
T T
r X Q x X R = +
Analogically, for the second subproblem, it follows:

2 2 2 2 2 2 2 2 2 2 20 2 2 2
1
( )
2
T T T T T T
w y y X Q X y y X Q x y X R + + (31)
or
2 2 2 2 2 2 2
1
( )
2
T T
w y y q y y r +
where
2 2 2 2
T
q X Q X = ;
2 2 2 20 2 2
T T
r X Q x X R = + .
Functions w
i
(y
i
) has to be presented in terms of the initial problem (1) by the following
transformations.
Development of q
1

Relation q
1
is presented like
1 11 1 11 1 1 1
1 1 1 1 11 21 1 1 1 1 1 11 21 1 1 1
1 21 1 21
T T T T T T T T T
I
a a
q X Q X Q Q Q a b Q a b
b b

| |
= = | | = | |
| |

or

1 1 1 1
1 1 1 1 1 1 11 1 1 1 11 1 1 1 21
1 11 21 11 21
1 1 1 1
21
1 1 1 1 1 1 1 1 1 11 1 1 1 21
T T T T
T T T T
T T T T
a Q a a Q b a Q a a Q b
q
b Q a b Q b b Q a b Q b

| | + |
= | | = | |
|
| + |
. (32)
According to the manner of definition of matrix| from (20) the following matrix equality is
performed

0 0 0 0 0 1 0 0 0 1 0 1
1 1 1 0
1 0 1 1
1 0 1 1
1 1 1
1 1 1 1 1 1
11 12
1 1
21 22
1 1 1 1 1 1
0
0
T T
m xm m xm m xm m xm m xm m xm
T T
m xm m xm
m xm m xm
m xm m xm
a Q a a Q b
I
I
b Q a b Q b

| |
=
| |

(33)
i.e. an unit matrix is obtained. Consequently, the following equations are performed


122

0 0
1 1
1 1 1 11 1 1 1 21
T T
m xm
a Q a a Q b I

| + | = (34)
1 0
1 1
1 1 1 11 1 1 1 21
0
T T
m xm
b Q a b Q b

| + | = .
After substitution of (34) in (32) it is obtained

0 0
0 0 0 1 0 0
1 0
1 11 21 11
0
m xm
T T
m xm m xm m xm
m xm
I
q = | | = |
as
11
| is a symmetric and square or

1 11
q = | . (35)
Analogically,

2 11
q = (36)
Development of r
i.

In a similar way the relations of r
i
are developed to the expressions

1
1 1 1
1 1 1 10 1 11 21
1
1 1 1 1
( )
T T T
a Q R
r X Q x R
b Q R C
= + = | |
+
(37)
1
2 2 2
2 2 2 20 2 11 21
1
2 2 2 2
( )
T T T
a Q R
r X Q x R
b Q R C
= + =
+
.
The coordination problem becomes

1 1 2 2 1 1 1 1 1 2 2 2 2 2
1 1
min ( ) ( )
2 2
T T T T
w y w y y q y r y y q y r y

+ = + + +
`
)
(38)
0 0 0 0
0 0
1 2
2
m xm m xm
m x m
y y d I I + = ;
1
2
;
y
y
y
=
1
2
0
0
q
q
q
=
1
2
;
r
r
r
=
The coordination problem (38) is a linear-quadratic one and its solution can be found in an
analytical form according to (4) or

1 1 1 1
( ) ( )
opt T T
I I I I
y q r A A q A A q r d

(
= +

. (39)
Relation (39) is developed additionally to the form

1 1 1 1 1 1 1
1 1 1 1 2 1 1 2 2 1
( ) ( )
opt
y q r q q q q r q r d

= + + + + (40)
1 1 1 1 1 1 1
2 2 2 1 2 1 1 2 2 2
( ) ( )
opt
y q r q q q q r q r d

= + + + + .


123
2.2.2 Presenting the resources
opt
i
y in terms of the initial problem
It is necessary the values of
opt
i
y to be presented by the matrices and vectors of the initial
problem a
i
, b
i
, Q
i
, R
i
, C
i
, | , , i=1,2 . According to (35) and (36), it is performed

1 1
1 11 1 11
q q

= | = | (41)
1 1
2 11 2 11
q q

= = .
After additional transformations it follows

1 1 1
1 1 1 1 1 1 2 2 2 1 1 1 1 1 1 1
11 11 21 11 11 11 11 11 21 11 11 21 1
1 1 1
1 1 1 1 1 1 1 1 2 2 2 2
( )
opt T T T T T T
a Q R a Q R a Q R
y d
b Q R C b Q R C b Q R C

(
( = | | | +| | + | | | + +
( + + +

(42)
1 1 1
2 2 2 1 1 1 2 2 2 1 1 1 1 1 1 1
11 11 21 11 11 11 11 11 21 11 11 21 2
1 1 1
2 2 2 2 1 1 1 1 2 2 2 2
( )
opt T T T T T T
a Q R a Q R a Q R
y d
b Q R C b Q R C b Q R C

(
( = + + | | | | + +
( + + +

.
After substitution of optimal resources
opt
i
y , i=1,2 from (42) in the expressions of
1 1
( ) x y
from (21) and
2 2
( ) x y from (22) the analytical relations
1 1
( )
opt
x y and
2 2
( )
opt
x y , which are
solutions of the initial problem (1) are obtained. To get the explicit analytical form of
relations ( )
opt
i i
x y , (42) is substituted in (21) and (22) and after transformations follows

1 1 1 1 1 1 1 1 1 1 1
11 11 11 11 11 21 11 11 11 21
1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 21 11 11 11 11 21 1 1 1 1 21 11 11 11 11 21
21 11 11 11
1
22 21 11 21
( ) ( ) ( )
( ) ( ) ( )
( )
T T
opt T T T T
T
x y Q R Q a b

| + | + | | | +
= + | | | + | | + | | | +
| | | +
+| | | |
(43)
1 1
1 1 1 2 2 2
1
1 1 1 1
1
2 2 2 2
*
a Q R a Q R d
b Q R C
b Q R C

+ +
+
+

1 1 1 1 1 1 1 1 1 1 1
11 11 11 11 11 21 11 11 11 21
1 1 1 1 1 1 1
2 2 2 2 2 2 2 21 11 11 11 11 21 1 1 1 1 1 1 1 1 1
21 11 11 11 21 11 11 11 11 21
1
22 21 11 21
1
( ) ( ) ( )
( ) * ( )
( ) ( )
T T
opt T T T
T
T
x y Q R Q a b
a Q

| + | + | | | +
= + | + +
| + | + | |
+
1 1
1 1 2 2 2
1
1 1 1 1
1
2 2 2 2
.
R a Q R d
b Q R C
b Q R C

+ +
+
+
(44)
The obtained results in (43) and (44) ( ), 1, 2
opt
i i
x y i = are after applying the predictive
coordination for solving the initial problem (1). The solutions , 1, 2
opt
i
x i = from (15) are
obtained by applying goal coordination to the same initial problem. As the solutions
( ), 1, 2
opt
i i
x y i = and , 1, 2
opt
i
x i = are equal, after equalization of (15) with (43) and (44)


124
relations among the components of the inverse matrix o and the components of the inverse
| and are obtained. According to (15) and (43), it follows:

1 1 1
11 11 11
( )

o = | + ;
1 1 1 1
12 11 11 11 21
( )
T
o = | + | | ;
1 1 1 1
13 11 11 11 21
( )
T
o = | +
1 1 1 1
21 21 11 11 11
( )

o = | | | + ;
1 1 1 1 1 1
22 21 11 11 11 11 21 22 21 11 21
( )
T T
o = | | | + | | +| | | | ;

1 1 1 1 1
23 21 11 11 11 11 21
( )
T
o = | | | + (45)
1 1 1 1
31 21 11 11 11
( )

o = | + ;
1 1 1 1 1
32 21 11 11 11 11 21
( )
T
o = | + | | ;
1 1 1 1 1 1
33 21 11 11 11 11 21 22 21 11 21
( )
T T
o = | + + .

Consequently, after applying the both coordination strategies towards the same initial
problem (1) analytical relations (15) and respectively (43) and (44) are obtained. This allows
to be received analytical relations among the components of the inverse matrices o , | and
, which were not able to be determined directly because by definition:
1
1 1 1 1
1 1 1 2 2 2 1 1 1 2 2 2
1 1
1 1 1 1 1 1
1 1
2 2 2 2 2 2
0
0
T T T T
T T
T T
b Q a b Q b
b Q a b Q b

+
o =
;
1
1 1
1 1 1 1 1 1
1 1
1 1 1 1 1 1
T T
T T
a Q a a Q b
b Q a b Q b

| =
1
1 1
2 2 2 2 2 2
1 1
2 2 2 2 2 2
T T
T T
a Q a a Q b
b Q a b Q b

=
.

Consequently, using (45) the components of the inverse matrix o can be determined when
| and are given. This allows the matrix o to be determined by fewer calculations in
comparison with its direct inverse transformation because the inverse matrices | and
have less dimensions. Relations (45) can be applied for calculation of the components
ij
o of
the inverse matrix o (with large dimension) by finding the inverse matrices | and
(with fewer dimensions). The computational efficiency for evaluating the inverse matrix
with high dimension using relations (45) is preferable in comparison with its direct
calculation (Stoilova & Stoilov, 2007).
3. Predictive coordination for block-diagonal problem of quadratic
programming with three and more subsystems
Analytical relations for predictive coordination strategy for the case when the subsystems in
the bi-level hierarchy are more than two are developed. The case of bi-level hierarchical
system with three subsystems is considered, figure 2
The initial optimization problem, solved by the hierarchical system is stated as

1 1
1
1 2 3 2 2 1 2 3 2
3 3 3
0 0
1
min 0 0
2
0 0
T T T T T T
x x
Q
x x x Q x R R R x
Q x x
+
(46)


125

0 1 0 2 0 3
1 1 2 2 3 3 m xn m xn m xn
a x a x a x d + + =
(47)
1 1
2 2
3 3
1 1 1
2 2 2
3 3 3
m xn
m xn
m xn
b x C
b x C
b x C
=
=
=

where the dimensions of the vectors and matrices are appropriately defined
1
1 1 n x
x ;
2
2 1 n x
x ;
3
3 1 n x
x ;
1
1 1 n x
R ;
2
2 1 n x
R ;
3
3 1 n x
R ;
0 1
1m xn
a ;
0 2
2m xn
a ;
0 3
3m xn
a ;
0
1 m x
d ;
1 1
1m xn
b ;
2 2
2m xn
b ;
3 3
3m xn
b ;
1
1 1 m x
C ;
2
2 1 m x
C ;
3
3 1 m x
C ;
0 1 2 3 1 2 3
1
2
3
( ) ( ) m m m m x n n n
d
C
C
C
C
+ + + + +
=
;
1
2
3
0 0
0 0
0 0
Q
Q Q
Q
= ;
1
2
3
R
R R
R
=
;
0 1 2 3 1 2 3
1 2 3
1
2
3
( ) ( )
0 0
0 0
0 0
m m m m x n n n
a a a
b
A
b
b
+ + + + +
=
.
The peculiarity of problem (46), which formalizes the management of hierarchical system
with three subsystems, concerns the existence of local resources
1
,
2
,
3
, which are used by
each subsystem. According to the coupling constraint (47) additional resources d are
allocated among the subsystems. Problem (46) can be presented in a general form, using the
substitutions

Fig. 2. Hierarchical approach with three subsystems for solving initial problem

0 1
1 1
0 1 2 3 1 2 1
3 1
1
1
1
( )
0
0
m xn
m xn
m m m m xn m xn
m xn
a
b
A
+ + +
=
;
0 3
1 3
0 1 2 3 3 2 3
3 3
3
3
( )
3
0
0
m xn
m xn
m m m m xn m xn
m xn
a
A
b
+ + +
=
;
0 1 2 3
1
2
( ) 1 3 m m m m x
d
C
D
C
C
+ + +
=
(48)
Coordinator
Subsystem 2 Subsystem 3 Subsystem 1
y
1
y
2
y
3
) (
1 1
y x
) (
2 2
y x
) (
3 3
y x


126
0 1 2 3 1 2 3
1 2 3
( ) ( ) m m m m x n n n
A A A A
+ + + + +
= .
Analogically to the previous case with two subsystems, analytical relations for determining
the inverse matrix components by matrices with fewer dimensions are obtained

1 1 1 1
11 11 11 11
( )

o = | + + o ;
1 1 1 1 1
12 11 11 11 11 21
( )
T
o = | + + o | | (49)
1 1 1 1 1
13 11 11 11 11 21
( )
T
o = | + + o ;
1 1 1 1 1
14 11 11 11 11 21
( )
T
o = | + + o o o
1 1 1 1 1
21 21 11 11 11 11
( )

o = | | | + + o ;
1 1 1 1 1 1 1
22 21 11 11 11 11 11 21 22 21 11 21
( )
T T
o = | | | + + o | | + | | | |
1 1 1 1 1 1
23 21 11 11 11 11 11 21
( )
T
o = | | | + + o ;
1 1 1 1 1 1
24 21 11 11 11 11 11 21
( )
T
o = | | | + + o o o
1 1 1 1 1
31 21 11 11 11 11
( )

o = | + + o ;
1 1 1 1 1 1
32 21 11 11 11 11 11 21
( )
T
o = | + + o | |
1 1 1 1 1 1 1
33 21 11 11 11 11 11 21 22 21 11 21
( )
T T
o = | + + o + ;
1 1 1 1 1 1
34 21 11 11 11 11 11 21
( )
T
o = | + + o o o
1 1 1 1 1
41 21 11 11 11 11
( )

o = o o | + + o ;
1 1 1 1 1 1
42 21 11 11 11 11 11 21
( )
T
o = o o | + + o | |
1 1 1 1 1 1
43 21 11 11 11 11 11 21
( )
T
o = o o | + + o ;
1 1 1 1 1 1 1
44 21 11 11 11 11 11 21 22 21 11 21
( )
T T
o = o o | + + o o o + o o o o .
The initial problem can be solved by four or more subsystems. The relations between the
components of the matrix ( )
ij
o = o and the matrices with lower sizes , , | e are given
below

11 12 13 1
1 1 1
11 11 1 1 1 1 1 1 1 1 1 1 1
11 11 11 11 11 21 11 11 11 21
1
11 21
21 22 23 2
1 1 1 1
21 11 11 11 1 1 1 1
21 11 11 11
1
11 21 22 21
( ) *
( ) ( ) ( )
*
( ) *
( )
*
j
T T
T
j
T
o o o o
| e
| e | e | | | e
e e
o o o o
| | | e
| | | e
| | | | |

= = = =
+ +
+ + + + + +
= = = =
+ +
+ +
+
1 1 1 1 1 1 1 1
21 11 11 11 21 11 11 11
1 1 1
11 21 11 21 11 21
31 32 33 3
1 1 1 1 1 1 1 1
21 11 11 11 21 11 11 11 1 1 1 1
21 11 11 11
1 1
11 21 11 21 22
( ) * ( ) *
* *
( ) * ( ) *
( )
* *
T T T
j
T T
| | | e | | | e
| e e
o o o o
| e | e
| e
| |

+ + + +
= = = =
+ + + +
+ +
+

1 1 1 1
21 11 11 11
1 1
21 11 21 11 21
1 2 3
1 1 1 1 1 1 1 1 1 1 1 1
21 11 11 11 21 11 11 11 21 11 11 11 1 1 1 1
21 11 11 11
1 1 1
11 21 11 21 11 21
( ) *
*
( ) * ( ) * ( ) *
( )
* *
T T
i i i ij
T T T
| e
e e
o o o o
e e | e e e | e e e | e
e e | e
| | e e e

+ +
= = = =
+ + + + + +
+ +
+

1
22 21 11 21
T
e e e
(50)
4. Assessment of the calculation efficiency of the analytical results for
determination of inverse matrix components
For simplicity of working the notations for right matrices with lower dimensions are
introduced. In the case of 2 subsystems, the matrices c and d are the corresponding right


127
matrices of the inverse matrices | and . By definition having in mind (46) c and d are
symmetric ones

0 0 0 1 0 0 0 1
1 0 1 1
1 0 1 1
1 1
1 1 1 1 1 1
11 12
1 1
21 22
1 1 1 1 1 1
T T
m xm m xm m xm m xm
T T
m xm m xm
m xm m xm
a Q a a Q b
c c
c
c c
b Q a b Q b

= =

; | =
11 12
21 22
| |
| |
= c-
1

0 0 0 2 0 0 0 2
2 0 2 2
2 0 2 2
1 1
2 2 2 2 2 2
11 12
1 1
21 22
2 1 2 2 2 2
T T
m xm m xm m xm m xm
T T
m xm m xm
m xm m xm
a Q a a Q b
d d
d
d d
b Q a b Q b

= =

=
11 12
21 22

= d
-1
.
Analogically, for 3 subsystems the right matrix is e and the corresponding inverse matrix is o
(e o); for 4 subsystems - (f ).
An example for computational efficiency of the proposed relations (45) /2 subsystems is
given below with a symmetric matrix AL with dimension from 1717 to 2626 which varies
according to variation of dimension m
1
from 2 to 11, while m
0
is 4 and m
2
is 11. Matrix AL is
in the form

m
0
=4 m
1
=211 m
2
=11
c
11
+d
11
c
12
d
12
AL = c
21
c
22
0
d
21
0 d
22

The MATLABs codes are given below:

%example of inversion of AL (dimension 26x26) when m
1
=11

c
11
=[1 2 3 1; 2 3 2 2; 3 2 4 2; 1 2 2 1];

c
12
=[ -2 1 0 -1 2 4 0 -1 -3 2 2; -5 0 2 1 4 6 -5
7 1 9 1; 0 7 2 1 3 -8 9 1 0 2 3; 4 2 -1 0 2 -1
2 1 3 1 1];

c
21
=c
12
';

c
22
=[ 1 2 1 -3 1 0 1 5 2 8 2;
2 3 -4 1 0 2 9 8 5 1 -3;
1 -4 1 -1 1 5 -6 2 1 3 1;
-3 1 -1 4 3 2 1 0 -1 -2 2;
1 0 1 3 2 1 1 5 -3 3 -1;
0 2 5 2 1 4 2 1 0 1 1;
1 9 -6 1 1 2 6 3 1 0 2;
5 8 2 0 5 1 3 5 -2 7 0;
2 5 1 -1 -3 0 1 -2 3 1 1;


128
8 1 3 -2 3 1 0 7 1 4 2;
2 -3 1 2 -1 1 2 0 1 2 4];

c=[c
11
c
12
; c
21
c
22
];
d
11
=[3 0 0 -2; 0 -6 2 0; 0 2 -2 -1; -2 0 -1 2];

d
12
=[1 0 2 1 3 -4 2 0 1 -3 1 ;
3 -1 0 2 -2 -1 0 1 1 0 2 ;
3 0 1 0 5 3 7 1 2 -2 0;
2 2 0 1 3 2 1 0 1 -1 1];

d
21
=d
12
';

d
22
=[ 1 3 7 2 2 1 1 0 -2 -1 1;
3 2 1 1 1 -1 -2 -3 0 1 0 ;
7 1 5 2 4 2 3 -1 -3 -2 1 ;
2 1 2 1 2 3 0 1 -2 -4 2;
2 1 4 2 1 -1 3 7 -1 2 0;
1 -1 2 3 -1 0 2 1 4 1 2;
1 -2 3 0 3 2 2 1 -3 -1 1;
0 -3 -1 1 7 1 1 0 1 2 1;
-2 0 -3 -2 -1 4 -3 1 -2 0 2;
-1 1 -2 -4 2 1 -1 2 0 1 1;
1 0 1 2 0 2 1 1 2 1 5];

d=[d
11
d
12
; d
21
d
22
];

%definition of AL

mm=size(c12);
m0=mm(1); %m
0
=4
m1=mm(2); %m
1
=11
mm=size(d12);
m2=mm(2); %m
2
=11
m10=zeros(m1,m2);
m20=m10';

al=[c11+d11 c12 d12; c21 c22 m10; d21 m20 d22];

flops(0);
alpha1=inv(al); %direct inversion of AL
fl_al=flops %flops for direct matrix inversion

%matrix inversion by hierarchical approach
flops(0);

beta=inv(c);
gama=inv(d);
invbeta11=inv(beta(1:m0,1:m0));
invgama11=inv(gama(1:m0,1:m0));
invbeta11beta21T=invbeta11*beta(m0+1:m0+m1,1:m0)';
invgama11gama21T=invgama11*gama(m0+1:m0+m2,1:m0)';


129

ff=flops
flops(0);
alpha11=inv(invbeta11+invgama11);
alpha12=alpha11*invbeta11beta21T;
alpha13=alpha11*invgama11*gama(m0+1:m0+m2,1:m0)';

alpha21=alpha12';
alpha22=invbeta11beta21T'*alpha12+beta(m0+1:m0+m1,m0+1:m0+m1)-
beta(m0+1:m0+m1,1:m0)*invbeta11beta21T;
alpha23=invbeta11beta21T'*alpha13;

alpha31=alpha13';
alpha32=alpha23';
alpha33=invgama11gama21T'*alpha13+gama(m0+1:m0+m2,m0+1:m0+m2)-
gama(m0+1:m0+m2,1:m0)*invgama11gama21T;

alpha=[alpha11 alpha12 alpha13; alpha21 alpha22 alpha23; alpha31
alpha32 alpha33];

fl_nic=flops
fl_full=ff+fl_nic %flops using noniterative coordination

al2=inv(alpha); %verification

This code has been used for two types of calculations:
1. Direct calculation of o - inversion of matrix AL by built-in MATLAB function INV. The
amount of calculations is presented as a dashed red line in Figure 3.
2. Evaluation of o applying relations (45). The amount of calculation is presented as a
solid blue line in Figure 3.
The comparison of the both manners of calculations shows that the analytical relations are
preferable when the matrix dimension increases. From experimental considerations it is
preferable to hold the relation 3m
0
< m
1
+ m
2
, which gives boundaries for the decomposition
of the initial matrix AL. For the initial case of m
0
=4

m
1
=2 m
2
=11 these values are near to
equality of the above relation and that is why the decomposition approach does not lead to
satisfactory result.
Second example A 2929 symmetric block-diagonal matrix denoted by AL is considered. It
has to be inversed to the matrix o by two manners: direct MATLABs inversion and using
relations (45) and (50). This matrix will be calculated by hierarchical approach and
decomposition with 2, 3, and 4 subsystems.
Case 1. The right matrix AL can be inversed to o by the above analytical relations applying
4 subsystems where AL is presented by the matrices c, d, e and f in the manner:

m
0
m
1
m
2
m
3
m
4

c
11
+d
11
+e
11
+f
11
c
12
d
12
e
12
f
12

c
21
c
22
0 0 0
AL = d
21
0 d
22
0 0
e
21
0 0 e
22
0
f
21
0 0 0 f
22


130

AL=
m
0
=3 m
1
=6 m
2
=6 m
3
=7 m
4
=7
5 1 -3 -1 2 4 -1 2 1 -4 1 0 1 -3 2 0 2 1 1 -2 0 -3 1 0 3 6 -1 1 4
1 4 5 -3 1 0 5 4 -1 -2 -1 0 -2 1 4 2 4 0 -5 7 1 -4 3 2 1 -1 4 -1 -2
-3 5 -4 3 2 1 0 3 2 -2 1 0 1 -1 -2 1 -2 1 3 1 0 1 4 1 3 2 4 1 -2
-1 -3 3 3 -4 1 0 2 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
2 1 2 -4 1 -1 1 5 -1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
4 0 1 1 -1 7 3 2 3 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
-1 5 0 0 1 3 9 1 2 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
2 4 3 2 5 2 1 8 -1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
1 -1 2 1 -1 3 2 -1 2 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
-4 -2 -2 0 0 0 0 0 0 1 -1 -2 -1 -1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0
1 -1 1 0 0 0 0 0 0 -1 -2 3 0 1 2 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 -2 3 -1 1 -2 4 0 0 0 0 0 0 0 0 0 0 0 0 0 0
1 -2 1 0 0 0 0 0 0 -1 0 1 -2 -4 2 0 0 0 0 0 0 0 0 0 0 0 0 0 0
-3 1 1 0 0 0 0 0 0 -1 1 -2 -4 1 3 0 0 0 0 0 0 0 0 0 0 0 0 0 0
2 4 -2 0 0 0 0 0 0 1 2 4 2 3 2 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 2 1 0 0 0 0 0 0 0 0 0 0 0 0 2 1 5 1 1 -2 1 0 0 0 0 0 0 0
2 4 -2 0 0 0 0 0 0 0 0 0 0 0 0 1 3 2 4 1 3 2 0 0 0 0 0 0 0
1 0 1 0 0 0 0 0 0 0 0 0 0 0 0 5 2 3 2 1 -1 1 0 0 0 0 0 0 0
1 -5 3 0 0 0 0 0 0 0 0 0 0 0 0 1 4 2 5 -1 3 -2 0 0 0 0 0 0 0
-2 7 1 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 -1 6 1 -1 0 0 0 0 0 0 0
0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 -2 3 -1 3 1 2 1 0 0 0 0 0 0 0
-3 -4 1 0 0 0 0 0 0 0 0 0 0 0 0 1 2 1 -2 -1 1 3 0 0 0 0 0 0 0
1 3 4 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 -1 3 1 2 1 4
0 2 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 -1 2 1 3 -2 1 0
3 1 3 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 3 1 1 -2 -1 -2 1
6 -1 2 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 3 -2 1 -3 1 -2
-1 4 4 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 -2 -1 -3 2 1 -1
1 -1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 -2 1 1 3 1
4 -2 -2 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 4 0 1 -2 -1 1 1

c=
m
0
=3 m
1
=6
2 -1 2 -1 2 4 -1 2 1
-1 1 2 -3 1 0 5 4 -1
2 2 3 3 2 1 0 3 2
-1 -3 3 3 -4 1 0 2 1
2 1 2 -4 1 -1 1 5 -1
4 0 1 1 -1 7 3 2 3
-1 5 0 0 1 3 9 1 2
2 4 3 2 5 2 1 8 -1
1 -1 2 1 -1 3 2 -1 2

d =
m
0
=3 m
2
=6
-1 -1 -1 -4 1 0 1 -3 2
-1 2 0 -2 -1 0 -2 1 4
-1 0 -2 -2 1 0 1 -1 -2
-4 -2 -2 1 -1 -2 -1 -1 1
1 -1 1 -1 -2 3 0 1 2
0 0 0 -2 3 -1 1 -2 4
1 -2 1 -1 0 1 -2 -4 2
-3 1 1 -1 1 -2 -4 1 3
2 4 -2 1 2 4 2 3 2

(51)


131

e =
m
0
=3 m
3
=7
3 0 -2 0 2 1 1 -2 0 -3
0 -4 2 2 4 0 -5 7 1 -4
-2 2 1 1 -2 1 3 1 0 1
0 2 1 2 1 5 1 1 -2 1
2 4 -2 1 3 2 4 1 3 2
1 0 1 5 2 3 2 1 -1 1
1 -5 3 1 4 2 5 -1 3 -2
-2 7 1 1 1 1 -1 6 1 -1
0 1 0 -2 3 -1 3 1 2 1
-3 -4 1 1 2 1 -2 -1 1 3

f =
m
0
=3 m
4
=7
1 3 -2 1 0 3 6 -1 1 4
3 5 1 3 2 1 -1 4 -1 -2
-2 1 -4 4 1 3 2 4 1 -2
1 3 4 1 -1 3 1 2 1 4
0 2 1 -1 2 1 3 -2 1 0
3 1 3 3 1 1 -2 -1 -2 1
6 -1 2 1 3 -2 1 -3 1 -2
-1 4 4 2 -2 -1 -3 2 1 -1
1 -1 1 1 1 -2 1 1 3 1
4 -2 -2 4 0 1 -2 -1 1 1
Here is assessed the efficiency of usage of relations (50) for finding the inverse matrix o
when the matrices with fewer dimensions c, d, e and f are given. The assessment is done by
measurement of flops in MATLAB environment. A part of the MATLABs codes which
performs relations (50) for inverse matrix calculations and assess the computational
performance are given below

al=[c11+d11+e11 c12 d12 e12 ; c21 c22 m10 m30; d21
m20 d22 m40; e21 m50 m60 e22];
flops(0);
alpha1=inv(al);
fl_al=flops
flops(0);
beta=inv(c);
gama=inv(d);
delta=inv(e);
invbeta11=inv(beta(1:m0,1:m0));
invgama11=inv(gama(1:m0,1:m0));
invdelta11=inv(delta(1:m0,1:m0));
invbeta11beta21T=invbeta11*beta(m0+1:m0+m1,1:m0)';
invgama11gama21T=invgama11*gama(m0+1:m0+m2,1:m0)';
invdelta11delta21T=invdelta11*delta(m0+1:m0+m3,1:m0)';
ff=flops
flops(0);
alpha11=inv(invbeta11+invgama11+invdelta11);
alpha13=alpha11*invgama11*gama(m0+1:m0+m2,1:m0)';
alpha14=alpha11*invdelta11delta21T;
alpha21=alpha12';
alpha22=invbeta11beta21T'*alpha12+beta(m0+1:m0+m1,m0+1:m0+m1)-
beta(m0+1:m0+m1,1:m0)*invbeta11beta21T;
alpha23=invbeta11beta21T'*alpha13;
alpha31=gama(m0+1:m0+m2,1:m0)*invgama11*alpha11;
alpha33=invgama11gama21T'*alpha13+gama(m0+1:m0+m2,m0+1:m0+m2)-
gama(m0+1:m0+m2,1:m0)*invgama11gama21T;


132
alpha41=delta(m0+1:m0+m3,1:m0)*invdelta11*alpha11;
alpha43=alpha41*invgama11gama21T;
alpha44=alpha41*invdelta11delta21T+delta(m0+1:m0+m3,m0+1:m0+m3)-
delta(m0+1:m0+m3,1:m0)*invdelta11delta21T;
alpha=[alpha11 alpha12 alpha13 alpha14;
alpha21 alpha22 alpha23 alpha24;
alpha31 alpha32 alpha33 alpha34;
alpha41 alpha42 alpha43 alpha44];
fl_nic=flops;
fl_full=ff+fl_nic
al2=inv(alpha);%verification

For direct inversion of AL the flops are 50220 and for using (50) - 16329, figure 4.
Case 2. The same matrix AL is given however o is determined by a different manner - by 3
subsystems:

c
11
+d
11
+e
11
c
12
d
12
e
12

c
21
c
22
0 0
AL = d
21
0 d
22
0
e
21
0 0 e
22

where c and d are the same as in (51) , however the right matrix e is different. It utilizes the
previous matrices e and f :

e =
m
0
=3 m
3
=14
4 3 -4 0 2 1 1 -2 0 -3 1 0 3 6 -1 1 4
3 1 3 2 4 0 -5 7 1 -4 3 2 1 -1 4 -1 -2
-4 3 -5 1 -2 1 3 1 0 1 4 1 3 2 4 1 -2
0 2 1 2 1 5 1 1 -2 1 0 0 0 0 0 0 0
2 4 -2 1 3 2 4 1 3 2 0 0 0 0 0 0 0
1 0 1 5 2 3 2 1 -1 1 0 0 0 0 0 0 0
1 -5 3 1 4 2 5 -1 3 -2 0 0 0 0 0 0 0
-2 7 1 1 1 1 -1 6 1 -1 0 0 0 0 0 0 0
0 1 0 -2 3 -1 3 1 2 1 0 0 0 0 0 0 0
-3 -4 1 1 2 1 -2 -1 1 3 0 0 0 0 0 0 0
1 3 4 0 0 0 0 0 0 0 1 -1 3 1 2 1 4
0 2 1 0 0 0 0 0 0 0 -1 2 1 3 -2 1 0
3 1 3 0 0 0 0 0 0 0 3 1 1 -2 -1 -2 1
6 -1 2 0 0 0 0 0 0 0 1 3 -2 1 -3 1 -2
-1 4 4 0 0 0 0 0 0 0 2 -2 -1 -3 2 1 -1
1 -1 1 0 0 0 0 0 0 0 1 1 -2 1 1 3 1
4 -2 -2 0 0 0 0 0 0 0 4 0 1 -2 -1 1 1

The calculations in flops for direct inversing of AL are 50220 and using (49) - 23082, figure 4
Case 3. The inverse matrix o is determined by 2 subsystems and AL is in the form

c
11
+d
11
c
12
d
12
AL c
21
c
22
0
d
21
0 d
22


133
where c is the same as in (51) but the right matrix d covers d, e and f from Case 1 or d and e
from Case 2.
The calculations for direct inversing AL are 50232 flops and for using (45) are 37271, figure 4
The results of the experiments of the second example show that if the number of the
subsystems increases, the computational efficiency increases because the matrices
dimensions decrease. This is in harmony with the multilevel hierarchical idea for
decomposition of the initial problem leading to better efficiency of the systems
functionality.

Fig. 3. Relation flops- m
1
matrix dimension

Fig. 4. Relation flops-subsystems number


134
5. Conclusion
The inverse matrix evaluations are decomposed to a set of operations, which does not
consist of calculations of inverse high order matrix. Such decomposition benefits the inverse
calculations when the initial large scale matrix is composed of low order matrices, which
inverses are calculated with less computational efforts. The decomposition approach
benefits the case when an initial matrix is known with its inverse, but few modifications of
its components change it and new inverse has to be calculated. The decomposition approach
for the inverse calculations is assessed and increase of the computational efficiency is
illustrated. The MATLAB implementation of the presented sequence of calculations
(49)(50) is easy to perform because it results in consequent matrix sum and multiplications,
and low order inverse matrix evaluations.
6. References
Fausett, L.(1999). Applied numerical analysis. Prentice Hall, NY, 596 p.
Flannery, B.(1997) Numerical recipes in C. The art of Scientific Computing. Cambridge
University press, William Press, Second edition, 965p.
Mesarovich, M., D. Mako I. Takahara (1973) Theory of Hierarchical Multilevel Systems,
Moscow, Mir (in Russian)
Stoilov T., K. Stoilova (1999). Noniterative coordination in multilevel systems. Kluwer Academic
Publisher, ISBN 0-7923-5879-1, Dordrecht /Boston/London.
Stoilova, K. (2010). Noniterative predictive coordination. Professor M. Drinov Academic
Publisher, ISBN 978-954-322-268-1, Sofia (in Bulgarian)
Stoilova K., T. Stoilov (2007) Computational efficiency of inverse matrix evaluations.
Proceedings of International Conference Computer Systems and Technologies
CompSysTech 2007, ISBN 978-954-9641-50-9, Russe, Bulgaria, pp.IIIA.2-1
IIIA.2-6.
Strassen V., (1969). Numerische Mathematik, vol.13, pp.354-356.
Part 2
Database Development

7
A Cluster-Based Method for Evaluation of
Truck's Weighing Control Stations
Abbas Mahmoudabadi
1
and Arezoo Abolghasem
2

1
PhD Candidate, Technical and Engineering Faculty, Payam-e-Noor
University & General Director of Traffic Safety Department,
Road Maintenance and Transportation Organization, Tehran
2
Transportation Engineer, Road Maintenance and Transportation Organization, Tehran
Iran
1. Introduction
Effective and safe road network is essential to economic growth and social welfare (Islamic
Republic of Iran Majlis, 2005). More than 550 million tons of goods are transported by road
network in Islamic Republic of Iran, which is a large amount of total cargo transportation's rate
(RMTO, 2009). Overloading of vehicles increases safety risk and pavement damages (Planning
and Management Organization, 1996), so to improve road safety and restrain pavement
damages, legislation based on maximum allowable axle and total load is applied for heavy
vehicles, which are passing on the roads (Mohammadi, 1999). Law enforcement control is
done by weighing control equipments, which have been installed near the arterial roads, and
to evaluate law enforcement, clustering method can be used as an effective technique.
Clustering method is used to classify data and decision making in transportation studies.
Some researchers (Ahmed and Kanhere, 2007) used clustering method for public transport
modeling in order to improve situation and possibility of changing decision in public
transportation. They showed that using a step forward algorithm for clustering the nodes in
finding routes problems while using clustering method, improves effectiveness of algorithm.
Clustering has been used to classify accident types (Depaire et al. 2008). They used a model
based on clustering data, which divide accident data to 7 homogenous groups and finally
analyzed injuries in each group .Comparing results based on divided groups and total data
analysis showed that classifying data could be used for safety issues researchers with more
accuracy.
(Fielding et. al 1985) used clustering method for analyzing transit systems equipments,
considering vehicle's size, average speed, urban transportation situation, and bus specified
routes, and have classified transit situation to 12 categories. Difference of characteristics for
all categories was identified using variance analysis, detached group and tree decision-
making method. Grouping data were made by seven main transit efficiency factors and
finally some suggestion for each group was supposed to productivity evaluation.
In this paper after a brief review on methods of controlling cargo transportation and existing
regulation in rural roads network, an evaluation method of trucks weighing control is
presented using clustering analysis method. For evaluation and comparing results, available
data on trucks weighing control, which have been collected by local authorities in all over


138
the country, have been analyzed based on clustering and finally weighing stations have
been categorized in different groups.
2. Goods transportation controlling on road network
Overloading vehicles are important from two sides of decreasing transportation safety and
fateful damages on roads surface and infrastructures. Overloaded vehicles in addition to
damage road surface, because of Pre-designing of braking system particularly at slides and
curves, endanger other vehicles. Increasing goods' transportation will lead to economical
growth from one side of the view, and the other side will increase maintenance costs and
safety risks. Studies show that the most important factor of roads destruction is heavy
vehicle's axle load. Based on researches the damage on roads surface is related to the vehicle
axle load by a non-linear acceleration rate mostly in a polynomial equation of forth degree.
Because of limited budget in roads maintenance activities, it is essential to apply over
loaded vehicles limitation rules effectively. In spite of heavy maintenance costs, do not
repairing road surfaces leads to destroy vehicles and decreasing traffic speed, so pavement
management is very important issue because of overloading vehicles passage .
At the present, the method of trucks weighing control in Iran is using weighing control
equipments including static, dynamic, and portable scales at weighing stations (and Weigh
in Motion System in 6 points). Maximum permitted axle load for different types of heavy
vehicles, which has been identified by laws, is under the control of weighing stations.
3. Proposed method
According to importance of controlling overloaded vehicles, performance evaluation of
weighing control is inevitable. Identifying effective parameters on weighing control, data
standardizing and ranking weighing stations have done in this paper in the sequence
process using a well-known method of statistical process of clustering.
3.1 Clustering method
Clustering method is a statistical method that divides observation data according to their
similarity to homogenous and detached groups (Sharma, 1996). In this method, similarity
criterion is firstly identified. The number of groups would be analyzed and recognized.
Observation data in each group are similar to each other based on similarity criterion and
each group is different from the other groups. It is possible to consider more than one
variable simultaneously as similarity criterion in clustering method. However, there are
some different methods of identifying similarity criterions, but the common method for
defining similarity is known as equation number 1 while the similarity of itk and jtk
observed data of k
th
variable is defined by P2ij.

2 2
1
( )
p
ij ik jk
k
P x x
=
=

(1)
Clustering is a hierarchically process means that the nearest observations are merged
continuously to make larger groups. This process will be continued until number of groups
is reached to the proposed number of desired clusters. Merging observations is done by
different methods such as Centroid, Farthest- Neighbour, Nearest- Neighbour, Average

A Cluster-Based Method for Evaluation of Truck's Weighing Control Stations

139
Linkage, and Ward method usually chosen by analysts based on acceptable frequency.
Based on experience, experts view and comparing results of clustering Ward method is
used to merge data in this research.
3.2 Data normalization
Because of existing the effective parameters in decision-making techniques, if there are
different dimensions, for variables normalization or standardizing methods are used to
assimilate (Sharma, 1996). If data can be fitted by a normal distribution function,
normalization method is used. In addition, there are different methods of output and input
data normalization, which the most regular methods convert data to, numbers between 0 to
1 and -1 to 1. Equations (2) and (3) converts data to zero to 1 numbers and are used for data
more than zero.

max
old
new
X
X
X
= (2)

min
max min
old
new
X X
X
X X
(3)
If it is necessary to convert data in the range of -1 to 1, equation (4) is used:

max
min
0
0
old
new old
old
new old
X
X X
X
X
X X
X

=

=

(4)
In order to standardize data assuming distribution function is normal, equation (5) is used
which X
old
is preliminary amount of factor and X
new
is standardized form:

2
1
( )
1
old
new
n
i
i
X X
X
X X
n
=
(5)
3.3 Data gathering
To evaluate truck's weighing control performance, number of registered overloaded
vehicles, amount of detected overload, the type of scale, average heavy vehicle's daily
traffic, and number of overloaded vehicles with more than 5 tons overload are collected
from all over the country in 6 mount period to use defined below parameters:
Number of registered overloaded vehicles of six months period
Detected amount of overloading of six months period
Proportion of registered overloaded vehicles of six months period to the same period in
last year
Proportion of detected amount of overloading of six months period to the same period
in last year
Average heavy vehicles daily traffic of six months period


140
The fraction of number of overloaded vehicles with more than 5 ton overload to total
registered overloaded vehicles of six months period
Tables 1 and 2 show maximum, minimum, average, and standard deviation of collected data
before and after standardizing data respectively. As it is observed, to homogenize data,
standardization is used because of having a normal distribution function.

Experimental Data
Parameter's Name Row
Standard
Deviation
Average Min Max
255 193 2 1754 Number of registered overloaded vehicles
1
655 519 2 4014 Detected amount of overloading(ton)
2
143 88 -96 615
Proportion of detected overloaded vehicles
of six months period to the same period in
last year
3
162 89 -94 718
Amount of detected overloading proportion
of six months period to the same period in
last year
4
6493 3887 103 41059 Average daily heavy vehicles traffic
5
0.09 0.07 0 0.35
Number of more than 5 ton overloaded
vehicles to number of total overload
proportion
6
Table 1. Parameters, experimental data
.
Standardized Data
Parameter's Name Row
Standard
Deviation
Average Min Max
1 0 -0.75 6.12
Number of detected overloaded
vehicles
1
1 0 -0.79 5.37 Detected amount of overloading(ton) 2
1 0 -1.29 3.69
Proportion of detected overloaded
vehicles of six months period to the
same period in last year
3
1 0 -1.13 3.89
Amount of detected overloading
proportion of six months period to the
same period in last year
4
1 0 -0.58 5.72 Average daily heavy vehicles traffic 5
1 0 -0.87 3.16
Number of more than 5 ton overloaded
vehicles to number of total overload
proportion
6
Table 2. Parameters, standardized data


141
3.4 Setting number of clusters
The number of clusters is specified in two ways. In the first method, analysts specify
number of clusters when the number of clusters needs to be applied to other decision-
making process, for example using clustering method to fuzzy modeling. Second method of
specifying number of clusters, is minimizing Within-Group Sum of Squares (Sharma, 1996)
while the sum of total deviation is calculated and number of clusters is identified in such a
way that inter clusters sum of squares, which is named missed sum of squares, would be
minimized. Also proportional sum of deviation squares as Between-Group Sum of Squares
is used as a criterion to specifying number of clusters.
Since the number of clusters in this research work is not too important, second method
which is more scientific has been used and the number of clusters is specified in such a way
that minimizes Within-Group, deviation. Table 3 shows total deviation, Within-Group and
Between-Group deviation and proportion of Within-Group to total deviation which is
decision making parameter.
According to table (3), if it is proposed that 85 percent of deviation is reserved, number of
clusters would be 16, and if it is proposed to reserve 90 percent of deviation, number of
clusters would be 22. As it is shown at table (3) rest of deviations after 22 would change
slowly means increasing the number of clusters doesnt have significant rule in decision
process.
Figure (1) shows changes in total deviation, Within-Group and Between-Group deviation
based on the number of clusters. As it has been shown in this figure, difference between
Total deviation and Between-Group deviation would be decreased after 16, since 16
covers 85 percent of deviations, so in this research 16 number of clusters has been
considered to evaluate weighing stations performance in controlling goods transported by
heavy vehicles.

Row
Number
of
Clusters
Deviation From Average Sum of Square Errors
Total
Within
Groups
Between
Groups
Proportion of
Between Groups to
Total
1 4 750 352 398 53
2 6 750 236 514 69
3 8 750 183 567 76
4 10 750 156 594 79
5 12 750 145 605 81
6 14 750 122 628 84
7 16 750 113 637 85
8 18 750 102 648 86
9 20 750 81 669 89
10 22 750 77 673 90
11 24 750 68 682 91
12 26 750 63 687 92
13 28 750 61 689 92
14 30 750 55 695 93
Table 3. Deviation from average sum of square errors


142

Fig. 1. Plot of square errors (Within, Between and Total)
4. How to use MATLAB software
There is a command in MATLAB software, which has ability to cluster observations based
on many parameters. As shown in tables 1 and 2, there are six parameters for clustering.
Clusterdata is a well-known command in order to cluster data. There is a matrix 1266
contains data used in this research work. If matrix named as X figure 2 shows the format of
data.

Code X(:,1) X(:,2) X(:,3) X(:,4) X(:,5) X(:,6)
5707 0.011113 -0.0353 -0.64109 -0.81193 -0.46864 -0.86858
5704 0.819076 0.992241 -0.65484 -0.90436 -0.36345 -0.86858

5108 0.611202 1.519068 -0.08919 -0.82648 0.333153 0.958812
5106 -0.68703 -0.72033 0.783371 1.209399 0.448663 -0.86858
Fig. 2. Matrix contains data with six parameters
When command ''clusterdata'' is typed, results, are generated and are shown in a matrix
contain two columns. The first column corresponds the row of observation and the second
corresponds assigned cluster. For example if the first row of result matrix contains, 1 and 15,
it means that station coded as 5707 in the first row of matrix X, belong to the 14th cluster.
The other command in MATLAB is kmeans, which is used to calculate the distance between
observation and centre of the cluster. There is a output variable of SUMD in kmeans
command to set distances and within group sum of square errors will be calculated by sum
of the square distances of variable SUMD. Between sum of square errors will be calculated
by total sum of square errors minus within sum of square errors while total sum of square
errors is calculated as below (Sharma, 1996):
Total sum of square errors = (126-1) 6 = 750
When 126 is the number of observations and 6 is the number of standardized parameters.


143
5. Results
Considering the number of clusters by 16 and Ward Method to merging data, using
clustering method of well-known software of MATLAB version R2008a, weighing station
grades considering six identified variables are presented as table 4.

Class Stations code
Number of
stations
1 1126, 3603 2
2 3607, 3601 2
3 4507, 4102, 8708, 2109 4
4 1106 1
5 1125, 1104, 5408, 8701 4
6 5409, 8705, 8706, 3202, 2110, 9101 6
7 5108, 5107, 5109, 9703, 9702 5
8 1190, 1112, 3609, 3606, 3602, 7504 6
9 1108, 3608, 3604 3
10 9748, 4502, 8709, 3203, 3303, 7702, 2107 7
11 5102, 1122, 7503, 5401, 5406, 1403, 4110, 2104, 5703, 5704 11
12
5106, 1116, 4508, 4553, 4506, 4106, 41014, 4108, 4106, 4104, 6108,
6107, 2116, 2106, 9104, 9105
14
13 2105, 6401, 5402, 5403, 5404, 9701, 9506, 9502, 2111, 2105 10
14
5104, 1103, 1114, 7502, 4503, 4501, 4504, 1405, 4117, 6110, 6105, 8702,
7701, 2108, 2101, 5701, 5702, 5707
19
15
6402, 6404, 6403, 5407, 6106, 6102, 6101, 8704, 3201, 3301, 7706, 9505,
9501, 2103, 2102, 9103, 9102
17
16
3610, 7505, 6405, 4114, 4111, 4122, 4109, 4105, 4112, 4101, 6108, 6103,
7704, 9503, 5706
15
Table 4. Results (Clusters contain the number of stations)
6. Conclusion and future research
In this research, number of detected overloaded vehicles, amount of overload, scale's type,
average heavy vehicle's daily traffic, and number of overloaded vehicles with more than 5
ton overload are collected from all over the country in a six month period and using
standardization method are homogenized. By using minimum deviation method of Average
within-Groups, number of clusters is calculated and considering Ward method for merging
data, and using clustering method, the performance of weighing stations have been
classified in 16 groups. Results show that this method is appropriate to use evaluation of
weighing control performance in weighing stations.
Future studies, recommended using ranking method by similarity factors for traffic laws
enforcement control, and any other important factors such as vehicles speed, overtaking,
and left diversion control. Ranking enforcement stations and at a wider view ranking
provinces could provide a comprehensive and precise image for mangers about
enforcement stations performance.


144
7. References
Ahmed, S.; Kanhere, S.S, (Oct 2007), Cluster-based Forwarding in Delay Tolerant Public
Transport, Networks, 32nd IEEE Conference, Pages 625-634.
Bolghari, M., (2010, 1389 local calender), Driving laws and regulations, Second version,
Department of transportation, Tehran municipality, 2010.
Depaire, B., Wets, G., Vanhoof, K., (July 2008), Traffic accident segmentation by means of
latent class clustering, Accident Analysis and Preventation, Vol, 40, Issue 4, Pages
1257-1266.
Fielding, G.J., Brenner, M.E., Faust, K., (May 1985), Typology for Bus Transit,
Transportation Research, Part A, Vol 40, Issue 4, Pages 1257-1266.
Islamic Republic of Iran Majlis, (2005, 1384 local calender) Forth five-year developing plan
of Islamic republic of Iran, available on www.majlis.ir
Mohammadi Asa, A., (1999, 1378 local calender), Laws and regulations in road transport,
Road maintenance and transportation organization.
Planning and management organization, (1996, 1375 local calender) Road pavement and
asphalt manual, Vol. 234.
Road Maintenance and Transportation Organization, (2009, 1388 local calender) Annual
survey of road transport in Iran, available on www.rmto.ir
Subhash Sharma, (1996), Applied Multivariable Techniques, University of South Carolina,
USA.
8
The Impact of the Data Archiving File Format
on Scientific Computing and Performance
of Image Processing Algorithms in MATLAB
Using Large HDF5 and XML Multimodal and
Hyperspectral Data Sets
Kelly Bennett
1
and James Robertson
2

1
U.S. Army Research Laboratory, Sensors and Electron Devices Directorate, Adelphi, MD
2
Clearhaven Technologies LLC, Severna Park, MD
U.S.A
1. Introduction
Scientists require the ability to effortlessly share and process data collected and stored on a
variety of computer platforms in specialized data storage formats. Experiments often
generate large amounts of raw and corrected data and metadata, which describes and
characterizes the raw data. Scientific teams and groups develop many formats and tools for
internal use for specialized users with particular references and backgrounds. Researchers
need a solution for querying, accessing, and analyzing large data sets of heterogeneous data,
and demand high interoperability between data and various applications (Shasharina et al.,
2007; Shishedjiev et al., 2010).
Debate continues regarding which data format provides the greatest transparency and
produces the most reliable data exchange. Currently, Extensible Markup Language (XML)
and Hierarchical Data Format 5 (HDF5) formats are two solutions for sharing data. XML is a
simple, platform-independent, flexible markup meta-language that provides a format for
storing structured data, and is a primary format for data exchange across the Internet
(McGrath, 2003). XML data files use Document Type Definitions (DTDs) and XML Schemas
to define the data structures and definitions, including data formatting, attributes, and
descriptive information about the data. A number of applications exist that use XML-based
storage implementations for applications, including radiation and spectral measurements,
simulation data of magnetic fields in human tissues, and describing and accessing fusion
and plasma physics simulations (Shasharina et al., 2007; Shishedjiev et al., 2010).
HDF5 is a data model, library, and file format for storing and managing data. HDF5 is
portable and extensible, allowing applications to evolve in their use of HDF5 (HDF Group).
HDF5 files provide the capability for self-documenting storage of scientific data in that the
HDF5 data model provides structures that allow the file format to contain data about the file
structure and descriptive information about the data contained in the file (Barkstrom, 2001).
Similar to XML, numerous applications using the HDF5 storage format exist, such as fusion


146
and plasma physics, astronomy, medicine and bio-imaging (Shasharina et al., 2007;
Dougherty et al., 2009).
In this chapter, we will use hyperspectral images stored in XML and HDF5 format to
compare the relative performance of the file format using computationally intensive signal
and image processing algorithms running in MATLAB on Windows
64-bit and Linux 64-

bit workstations. Hyperspectral imaging refers to the multidimensional character of the
spectral data set, where the acquisition of images takes place over many contiguous spectral
bands throughout the visible and infrared (IR) regions (Goetz et al., 1985). Sensor fusion and
advanced image processing techniques are now possible using the information from these
different bands that allow applications in aerospace, defense, medicine, and other fields of
study.
To assist researchers in exchanging the data needed to develop, test, and optimize the
techniques, selecting the best file format for computing environments (such as MATLAB)
requires additional analysis. Such analysis includes analyzing the relative performance of
the file format, including scalability, with respect to various computational tools, computer
architectures, and operating systems (Bennett & Robertson, 2010). In this chapter we provide
insights into the challenges researchers face with a growing set of data, along with
expectations for performance guidelines on workstations for processing large HDF5 and
XML hyperspectral image data. Additionally, in this chapter, we provide specific results
comparing data load, process, and memory usage for the differing data formats, along with
detailed discussions and implications for researchers.
2. Analysis of HDF5 and XML Formats
The goals of this analysis are to:
1. Determine strengths and weaknesses of using HDF5 and XML formats for typical
processing techniques associated with large hyperspectral images;
2. Compare and analyze processing times on Windows and Linux 64-bit workstations for
HDF5 and XML hyperspectral images; and
3. Identify areas that require additional research to help improve efficiencies associated
with processing large HDF5 and XML files, such as hyperspectral images.
3. Methodology for Analysis of HDF5 and XML Formats
To address the analysis goals a set of 100 files containing multimodal hyperspectral images,
ranging in size from 57 MB to 191 MB, stored in HDF5 format provided the input for the
creation of HDF5 and XML dataset files as part of a preprocessing step for further analysis.
The created HDF5 and XML dataset files provided the input to a series of analysis
techniques typically associated with image and signal processing. Two different
workstations running 64-bit Windows and Linux operating systems are used. The
workstations are equipped with MATLAB (scientific programming language). Table 1
displays the descriptions of each of the workstations.
The hyperspectral images were originally stored in HDF5 format and included several
different types of metadata in the form of HDF5 Groups and Datasets. Metadata in a typical
HDF5 file includes ground truth, frequency bandwidths, raw image data, TIFF (Tagged

Registered trademark of Microsoft Corporation.

The Impact of the Data Archiving File Format on Scientific Computing and
Performance of Image Processing Algorithms in MATLAB Using Large HDF5

147
Image File Format)-formatted images, collection information, and other ancillary
information, allowing researchers to understand the images and their collection parameters.

Descriptor Windows 64-bit Linux 64-bit
Operating System Windows 7 home premium Red Hat Enterprise Linux 5
CPU Intel i7 920 @2.67 GHz
2 processor, quad core Xeon
2.0 GHz
Memory 6 GB 16 GB
MATLAB version 7.11.0 (R2010b) 7.11.0 (R2010b)
Table 1. Research Equipment Descriptions.
Each original HDF5 file went through a number of preprocessing steps to remove the
metadata in preparation for analysis. For analysis purposes, we needed to remove the
metadata from the original HDF5 files and create new HDF5 and XML formatted files
consisting of only raw sensor data prior to performing image processing. These steps included
loading the original HDF5 file structures, searching through the HDF5 groups to find the raw
image data, saving the new HDF5 file, creating and populating an XML document node, and
saving the XML file. Figure 1 shows the overall steps in processing the original HDF5 file,
along with some critical MATLAB code associated with each of those steps.

Fig. 1. Original HDF5 File Preprocessing Overview for the creation of HDF5 and XML
Dataset Files.


148
After creating the HDF5 and XML files for the raw sensor data, each file was loaded into
MATLAB, converted to an array as needed, and run through a number of image processing
steps. XML stores the array data as a large ASCII character string, which requires converting
the character array into a numeric array before beginning any processing. Unfortunately, the
arrays were too large to use MATLABs str2num() function, so a novel custom method was
developed to read each character and convert it into numbers before writing the numbers
into a MATLAB array.

Technique Description Example MATLAB Call
Image
Adjustment
Maps the values in intensity to
new values such that 1% of data
saturates at low and high
intensities of the original image.
im2= imadjust(im);
Histogram
Calculates a histogram where
the variable bin specifies the
number of bins used in the
histogram.
[COUNTS,X] = imhist(im2,bin);
Descriptive
Statistics
Computes the mean and
standard deviations of the
image values.
imagemean=mean2(im2);
imagestd=std2(im2);
Median Noise
Filter
Performs a median filtering of
the image using a 3-by-3
neighborhood.
J=medfilt2(im2);
Weiner Noise
Filter
Performs a filtering of the image
using pixel-wise adaptive
Wiener filtering, using
neighborhoods of size fx-by-fy
to estimate the local image
mean and standard deviation
K = wiener2(im2,[fx fy]);
Sobel Edge
Detection
Sobel method finds edges using
the Sobel approximation to the
derivative. It returns edges at
those points where the gradient
is maximum
BW1 = edge(im2,'sobel');
Canny Edge
Detection
The Canny method finds edges
by looking for local maxima of
the gradient. The derivative of a
Gaussian filter provides the
approach for calculating the
gradient.
BW2 = edge(im2,'canny');
FFT 2D
Threshold
Feature
Detection
FFT approach to template
matching and feature detection.
z= im2(minx:maxx,miny:maxy);

C = real(ifft2(fft2(im2) .*
fft2(rot90(z,2),dims(1),dims(2))));
t=max(C(:)) - .05*max(C(:));
Table 2. Image Processing Technique Descriptions.

149
Once stored as numeric arrays, the processing for the XML and the HDF5 files were the
same and these processing steps include image adjustment, histogram calculation, and
descriptive statistics, filtering to remove noise, edge detection and 2-D FFT threshold feature
detection. Each of these image-processing techniques includes possible techniques users
may invoke when processing hyperspectral images. Table 2 provides a brief description of
each of these techniques and an example call within MATLAB. In Table 2, im represents
the original image and im2 represents a processed image of im. Each row in Table 2
shows various processing operations performed on im or im2. Figure 2 shows the flow of
the image processing techniques.

Fig. 2. Image Processing Overview.
Some of the metrics used for assessing the performance of each file format are calculation of
load times, process times, and memory usage statistics for each file format and machine.
These metrics reveal the computational performance of processing large archived data files
in MATLAB using typical image processing algorithms. MATLABs tic and toc methods
were convenient to measure elapsed times associated with each processing step.
Hyperspectral images consist of multiple segments representing different spectral bands or
narrow frequency bands, with data collected for each image segment and averaged for
reporting purposes. For example, an image with 62 segments would generate data for each
of the 62 segments and the mean of those values, with the results described in the Results
section of this paper. A typical sequence of elapsed time measurement would occur as
shown in Figure 3. In the Figure 3 example, all files ("i") and segments ("j") perform the
timing process for the image adjustment algorithm.


150

% Adjust the image for better display
tic;
im2= imadjust(im);
adjustIM(i,j)=toc;
Fig. 3. Elapsed Time Measurement Example Code.
After loading each created dataset file, both in HDF5 and XML, measuring the memory will
determine the average memory usage. For the Windows environment, MATLABs memory
functions perform the process of determining the physical memory available at that point in
time. For the Linux environment, system calls to the Linux memory functions determine the
physical memory available after loading the file. MATLAB does not provide a Linux
memory function at this time. Figure 4 shows a typical Windows memory call.

% Measure Windows Memory
[USERVIEW, SYSTEMVIEW] = memory;
pmem(i,j)=SYSTEMVIEW.PhysicalMemory.Available;

Fig. 4. Windows Memory Measurement Example Code.

Test Description Performance Factors
LU Perform LU of a full matrix Floating-point, regular memory access
FFT Perform FFT of a full vector Floating-point, irregular memory access
ODE
Solve van der Pol equation with
ODE45
Data structures and MATLAB function
files
Sparse Solve a symmetric sparse linear system Mixed integer and floating-point
2-D Plot Bernstein polynomial graph 2-D line drawing graphics
3-D
Display animated L-shape membrane
logo
3-D animated OpenGL graphics
Table 3. MATLABs Benchmark Descriptions.
Prior to running the algorithms, each computer system performed baseline benchmarks.
MATLAB has a convenient built-in benchmark named bench that executes six different
MATLAB tasks and compares the execution speed with the speed of several other
computers. Table 3 shows the six different tasks.
The LU test performs a matrix factorization, which expresses a matrix as the product of two
triangular matrices. One of the matrices is a permutation of a lower triangular matrix and
the other an upper triangular matrix. The fast Fourier transform (FFT) test performs the
discrete Fourier transform computed using an FFT algorithm. The ordinary differential
equation (ODE) test solves equations using the ODE45 solver. The Sparse test converts a

151
matrix to sparse form by removing any zero elements. Finally, the 2-D and 3-D measure 2-D
and 3-D graphics performance, including software or hardware support for OpenGL (Open
Graphics Library).
The benchmark results in a speed comparison between the current machine and industry-
available machines.
4. Data analysis
Data analysis included calculating descriptive statistics on each test to include mean,
standard deviation, variance, minimum and maximum values, and t-test analysis; to
determine relationships and differences in performance measurements comparing XML and
HDF5 formats for both computer systems. The t-test is one of the most commonly used
statistics to determine whether two datasets are significantly different from one another
(Gay & Airasian, 2003). The t-test determines if the observed variation between the two
datasets is sufficiently larger than a difference expected purely by chance. For this research,
the significance level () was set at 0.05. This value is commonly accepted and is the default
value for many statistical packages that include the t-test (Gay & Airasian, 2003; SAS
Institute, 2003; MathWorks, 2011).
For each processing, memory, or loading algorithm, the descriptive statistics for each
hyperspectral image create relevant data for a final analysis. The information obtained from
averaging across each segment of the multiple segmented images creates the analytical data
products used in the results.
In addition to the descriptive statistics for each process, graphical plots illustrate the load
times, process times, and memory usage as a function of file size for each data type and test
environment. These plots provide an ability to identify differences between the XML and
HDF5 data types and possible processing bottlenecks and limitations.
5. Results and Implications
Scientists and researchers need a reliable format for exchanging large datasets for use in
computational environments (such as MATLAB). MATLAB has many advantages over
conventional languages (such as FORTRAN, and C++) for scientific data analysis, such as
ease of use, platform independence, device-independent plotting, graphical user interface,
and the MATLAB compiler (Chapman, 2008). Previous results have shown HDF5 format
provided faster load and process times than XML formats, and loads large amounts of data
without running into memory issues (Bennett & Robertson, 2010). This research supports
these findings.
This section provides results and discussion of this current research. After the baseline
benchmarks provide results for each machine, the analysis will show example images and
descriptive statistics for each image-processing algorithm, along with tables, plots, and
discussion comparing HDF5 and XML formats for each task.
Table 4 shows the average of 10 MATLAB bench time results for each of the machines for
the LU, FFT, ODE, Sparse, 2D, and 3D tests. For most tests, the Windows 64-bit machine
performed better (as indicated by smaller execution times) than the Linux 64-bit machine.
One exception to this was the 2D graphics, where the Linux 64-bit machine was slightly
faster than the Windows machine. Based on these results, the Windows 64-bit machine
should perform slightly faster for the subsequent image processing tasks.


152
Machine LU FFT ODE Sparse 2D 3D
Windows 64-
bit
0.0389 0.0511 0.1353 0.1789 0.4409 0.7531
Linux 64-bit 0.0872 0.1221 0.2267 0.3137 0.3301 0.8154
Table 4. MATLABs Bench Results.
Figure 5 shows a typical image used in this analysis. This image represents one specific
frequency range (spectral band) for a 460 x 256 image after adjusting of the intensity for
display.

Fig. 5. Example 460 x 256 Image.
A quad chart (Figure 6) displays processed images showing some of the techniques. The
first image in Figure 6 is an image in the upper-left corner representing the image adjusted
for intensity. The image in the upper-right corner represents the image after the Weiner
noise filter is applied. Next, the image in the lower-left corner represents the image after the
Canny edge detection is applied. Lastly, the image in the lower-right corner represents the
FFT threshold results.
Recall from Figure 1, preparing the images for processing requires several steps. The first
step was to load the HDF5 structures, followed by finding and loading the HDF5 raw image
data, saving the HDF5 raw image data, populating the XML docNode, and saving the XML
raw image data.

153

Fig. 6. Quad Image Example 460 by 256 Image.
A total of 100 original HDF5 files, ranging from 57 to 191 MB in size, provide the input for
the creation of the HDF5 and XML dataset files. Table 5 displays the original HDF5 file size
statistics for this research. The original HDF5 files contained ground truth, collection
information, processed data, and spectral content, in addition to the raw image data. The
computed image processing statistics use only the raw image data extracted from the HDF5
files and saved to HDF5 and XML formats.

Descriptor Value (MB)
Mean 116.7304
Minimum 56.9807
Maximum 191.7729
Standard Deviation 28.5472
Variance 814.9406
Table 5. Original HDF5 File Size Descriptions.
The average times associated with each of these steps are shown in Table 6 for the Windows
64-bit and Table 7 for Linux 64-bit machine. The column labeled Total (s) represents the
sum of each of the processing steps for the respective machines. For the current
configuration of the Windows 64-bit machine, the mean preparation time per file was just
over 9 s, with preparation times ranging between almost 7 and approximately 16.5 s. For the
current configuration of the Linux 64-bit machine, the mean preparation time per file was
almost 11 s, with times ranging between almost 9 and approximately 19.5 s.


154
Statistic Load (s) Read (s)
HDF5 Save
(s)
docNode (s)
XML Save
(s)
Total (s)
Mean 0.3313 0.3665 0.0996 7.129 1.1577 9.0841
Minimum 0.0261 0.0097 0.0168 6.0196 0.9191 6.9913
Maximum 1.1602 0.7236 0.5047 12.2276 1.9504 16.567
Standard
Deviation
0.2269 0.1384 0.1275 1.8607 0.301
Variance 0.0515 0.0192 0.0163 3.4623 0.0906
Table 6. Windows 64-bit HDF5 Data Average Preparation Times.

Statistic Load (s) Read (s)
HDF5 Save
(s)
docNode (s)
XML Save
(s)
Total (s)
Mean 0.043 0.0226 0.0653 9.5711 1.0478 10.75
Minimum 0.0076 0.0107 0.044 8.146 0.7723 8.9806
Maximum 0.3131 0.1311 0.1404 16.775 2.1607 19.52
Standard
Deviation
0.0382 0.0171 0.0245 2.6023 0.3637
Variance 0.0015 0.0003 0.0006 6.7721 0.1322
Table 7. Linux 64-bit HDF5 Data Average Preparation Times.
Table 8 shows the average free physical memory for each system during the preprocessing
steps. Free physical memory can vary throughout a run based on system processing during
the run and the amount of memory allocated to MATLAB for processing the run. For all
runs during this research, the MATLAB Java heap memory was set to its maximum possible
value to avoid any potential out-of-memory issues. In MATLAB version 2010b, selecting
File, then Preferences, then General, and then Java Heap Memory, and then using the scroll
bar to set its maximum setting changes the memory. The maximum setting for the Windows
64-bit machine was 1533 MB, while the maximum setting for the Linux 64-bit machine was
4011 MB. One trade-off with the Java heap memory being larger in Linux is that less
physical memory is available for the run. However, increasing the Java heap memory does
allow for larger possible Java objects, which is useful when dealing with large image arrays.

Statistic Windows 64-bit (GB) Linux 64-bit (GB)
Mean 2.7223 0.2374
Minimum 2.5234 0.0791
Maximum 2.9228 1.8715
Standard Deviation 0.0738 0.3696
Variance 0.0054 0.1366
Table 8. Free Physical Memory during HDF5 Preparation Steps.
After the preparation steps are complete, saving the raw image data to HDF5 and XML files
is the next step. The new raw image files in HDF5 and XML contain only the image

155
dimension information and the raw image pixel values. Table 9 provides the file statistics of
the raw image data in both HDF5 and XML format. In all cases, the XML files are larger
compared to the HDF5 files. In most cases, the resulting XML file is between 2.5 and 3 three
times as large as the similar HDF5 file. This finding is consistent with other published
results (Bennett & Robertson, 2010).

Statistic HDF5 Raw Image Size (MB) XML Raw Image Size (MB)
Mean 17.8374 49.3223
Minimum 13.9301 41.0791
Maximum 30.1252 86.0207
Standard Deviation 6.6819 13.7911
Variance 44.6480 190.1954
Table 9. HDF5 and XML Raw Image File Size Statistics.
After saving the raw image data to HDF5 and XML files, each file was loaded and processed
according to the steps shown previously in Figure 2. These steps include loading the file,
adjusting the image, calculating image statistics, removing noise, detecting edges, and
detecting features. Algorithms include two different noise removal algorithms (Median and
Weiner Filtering) and two different edge detection algorithms (Sobel and Canny). All of
these algorithms, unmodified for this research effort, are available within the MATLAB
Image Processing toolbox.
Table 10 shows the statistical results of the execution times for each of these image-
processing algorithms for HDF5 and XML formats for the Windows 64-bit. Table 11 shows
the results for the Linux 64-bit machine.

HDF5 XML
Process Mean Min Max Std Var Mean Min Max Std Var
Load (s) 0.0258 0.0013 0.0530 0.0072 0.0001 0.7309 0.6117 1.3135 0.2059 0.0424
Adjust (s) 0.0162 0.0058 0.0778 0.0235 0.0006 0.0419 0.0055 0.2366 0.0828 0.0069
Histogram (s)
0.0128 0.0013 0.0730 0.0262 0.0007 0.0225 0.0022 0.1256 0.0447 0.0020
Mean2 (s) 0.0005 0.0001 0.0026 0.0008 0.0000 0.0007 0.0001 0.0037 0.0013 0.0000
STD2 (s) 0.0124 0.0009 0.0735 0.0261 0.0007 0.0089 0.0005 0.0489 0.0179 0.0003
Median (s) 0.0057 0.0021 0.0273 0.0081 0.0001 0.0822 0.0097 0.4280 0.1545 0.0239
Weiner (s) 0.1111 0.0098 0.6541 0.2309 0.0533 0.1307 0.0088 0.7117 0.2597 0.0674
Sobel (s) 0.0663 0.0069 0.3890 0.1347 0.0181 0.0661 0.0051 0.3542 0.1288 0.0166
Canny (s) 0.7276 0.0673 4.1964 1.4975 2.2425 0.5622 0.0532 2.9744 1.0781 1.1622
FFT
Feature (s)
0.1222 0.0124 0.6884 0.2398 0.0575 0.1461 0.0122 0.7627 0.2759 0.0761
Total (s) 1.1006 0.1079 6.2351 1.7922 0.7090 6.9594
Table 10. Windows 64-bit HDF5 and XML Image Processing Execution Times.


156
On both the Windows and Linux machines, the total execution times for the HDF5 files were
significantly less than the total execution times for the XML files. Comparing the results for
the mean execution time for the Windows machine, HDF5 demonstrates excellent
performance (~1.1 s) compared to XML (~1.8 s). The execution times for the windows
machine ranged between ~0.1 and ~6.2 s for the HDF5 files, compared to ~0.7 ~6.9 s for
the XML files. Similarly, comparing the results for the mean execution time for the Linux
machine, HDF5 demonstrates excellent performance (~1.5 s) compared to XML (~3.1 s). The
execution times for the Linux machine ranged between ~0.15 and ~9.2 s for the HDF5 files,
compared to ~1.3 ~12.3 s for the XML files.
The total execution time difference for both the Windows and Linux machines is primarily
due to the load process. Loading XML files requires far more execution time due to the
larger file sizes of the created XML data files (~3 times larger file size when storing the raw
data in XML format).
Additional loading difficulties with XML files include:
1. Slowness of the serialization process of converting Unicode XML into binary memory
storage (McGrath, 2003).
2. MATLAB loading algorithm (xmlread method) uses the Document Object Model
(DOM) to load XML files. DOM is memory and resource intensive, and can consume as
much as 10 times the computer memory as the size of the actual XML data file (Wang et
al., 2007).
3. In general, and of particular concern for users performing 32-bit processing, processing
speeds associated with XML loading can be greatly diminished as virtual memory
becomes insufficient compared with the size of the XML file as the computer starts to
run out of memory.

HDF5 XML
Process Mean Min Max Std Var Mean Min Max Std Var
Load (s) 0.0199 0.0021 0.0509 0.0095 0.0001 1.3520 1.2015 2.0415 0.2444 0.0597
Adjust (s) 0.0250 0.0087 0.1276 0.0371 0.0014 0.0757 0.0095 0.4293 0.1503 0.0226
Histogram (s)
0.0160 0.0017 0.0914 0.0326 0.0011 0.0290 0.0028 0.1697 0.0598 0.0036
Mean2 (s) 0.0007 0.0003 0.0036 0.0010 0.0000 0.0020 0.0004 0.0106 0.0036 0.0000
STD2 (s) 0.0216 0.0019 0.1309 0.0447 0.002 0.0136 0.0012 0.0806 0.0285 0.0008
Median (s) 0.0631 0.0074 0.3595 0.1265 0.0160 0.1135 0.0127 0.6524 0.2291 0.0525
Weiner (s) 0.1564 0.0179 0.8985 0.3137 0.0984 0.1615 0.0140 0.9496 0.3351 0.1123
Sobel (s) 0.0699 0.0090 0.4486 0.1385 0.0192 0.1221 0.0095 0.7272 0.2573 0.0662
Canny (s) 0.8779 0.0746 5.1806 1.8290 3.3453 0.9195 0.0667 5.4927 1.9447 3.7817
FFT
Feature (s)
0.2810 0.0229 1.8790 0.5845 0.3416 0.2960 0.0235 1.7437 0.6157 0.3791
Total (s) 1.5315 0.1465 9.1706 3.0850 1.3417 12.2973
Table 11. Linux 64-bit HDF5 and XML Image Processing Execution Times.
Some other results worth mentioning confirm the expected relative calculation times
between differing noise filters and edge detection methods. As expected, the Weiner Filter
(using adaptive techniques) took more time than the Median Filter. In addition, the more
complex Canny edge detection algorithm took more time than the Sobel edge detection
algorithm.

157
The load times were larger for the XML files compared to the HDF5 files. This difference is
most likely due to the larger XML file size. Figure 7 visually displays the load times for the
XML and HDF5 files for the Linux 64-bit machine. Figure 8 shows a similar result for the
Windows 64-bit machine.

Fig. 7. Linux 64-bit XML and HDF5 Load Times.

Fig. 8. Windows 64-bit XML and HDF5 Load Times.
100


158
Corresponding increases in XML file size contribute to the large jumps observed in the XML
load times around file ID 75 and 90 (Figures 7 and 8). Similar arguments made earlier in the
chapter (slowness of serialization of converting Unicode to binary storage and resource
intensive DOM loading methods) offer explanation of the larger loading process times
compared to the more efficient loading of HDF5 binary files.
HDF5 load times do not significantly vary depending on file size. Efficient methods of
loading HDF5 binary data files, combined with excellent memory usage and use of
computing resources, into the MATLAB workspace, demonstrate the superior benefit of
archiving data in HDF5 versus XML. HDF5 provides seamless integration of data into
MATLAB without performance degradation (especially for large data sets) and is the de
facto standard for MATLAB data files containing workspaces over 2 GB in size (Mather &
Rogers, 2007).
The load times (Figures 7 and 8) for both HDF5 and XML show similar behavior on both the
Windows and Linux machines. The cross platform behavior demonstrates the file size
dependency for XML loading performance, and the lack of file size dependency for HDF5
loading performance. As expected from the benchmark testing results, the XML loading
performance on the Windows machine is slightly faster than the Linux.
An additional processing step is required to prepare the large raw data for processing. In
XML files, the raw image data is stored as ASCII characters with whitespace separators. As
the image gets larger, converting from the ASCII character data to a MATLAB array can take
considerable time. MATLAB has a num2str() function that works very nice for small arrays,
but this function would not work for these large character arrays. A novel process allows the
reading of each character, one at a time, parse on spaces, and then load into the array,
resulting in a tremendous savings (as much as two orders of magnitude) in processing time.
C or other software development languages may provide other more efficient methods to
reduce this processing restriction. However, preparing the XML data for processing is a very
important process step. Additional new research and software tools may simplify and
expedite the process.
T-test analysis on the total image processing times confirmed that there was a significant
difference between the HDF5 and XML file processing times not attributable to random
chance. Specifically, HDF5 files took less processing time than XML files on the Windows
64-bit machine (t (198) = 2.27, = .0014) and the Linux 64-bit machine (t (198) = 3.25, =
.0244). The t (198), or t-value, represents the difference of the mean values for total
processing times for HDF5 and XML, respectively, divided by the standard error of the two
means. The 198 represents the degrees of freedom, or sample size minus 2 for an unpaired t-
test, which is appropriate for the independent groups in this analysis. The important value
() represents the probability of the difference (t-value) being due to chance is .0014 for the
Windows 64-bit machine, and .0244 for the Linux 64-bit machine. Setting the significance
level to .05 indicates that in both cases, the difference in processing times between HDF5
and XML is not by chance. These results suggest a significant difference between the total
process times for HDF5 and XML files for both machines. Further t-test analysis on the
individual components contributing to the total process time indicated significant
differences in execution times for load, adjust, and mean calculations for the Linux 64-bit
machine and load, adjust, and median noise filter for the Windows 64-bit machine. It seems
reasonable the load times would be different between the XML and HDF5 formats. To
provide insight into the differences between the XML and HDF5 formats for the image

159
adjust, median noise filter, and image mean calculations, requires additional research and
analysis, since these routines should provide similar results because the data format should
not impact the results for these processes.
Table 12 displays the t-test results for each of the components, resulting in significant
differences between the XML and HDF5 files. The t-test results for each of the other
components shows no significant difference between XML and HDF files.

Test Windows 64-bit Linux 64-bit
Load t (198) = 34.39, < .0001 t (198) = 54.73, < .0001
Image Adjust t (198) = 2.99, = .0031 t (198) = 3.29, = .0012
Image Mean t (198) = 1.55, = .122 (Not
significant)
t (198) = 3.35, = .0009
Median Filter t (198) = 4.97, < .0001 t (198) = 1.93, = .050
(Not significant)
Table 12. T-test Process Time Components Results.
Figures 9 and 10 graphically depict these findings by displaying the total processing time for
the HDF5 and XML files for the Linux 64-bit and Windows 64-bit test systems. In both cases,
the XML process times were significantly greater than the HDF5 process times.

Fig. 9. Linux 64-bit Image Processing Times- HDF5 and XML.
For each file format and test machine, the amount of calculated free physical memory usage
during the image processing stage shows definite differences between the file formats. Table
13 shows the descriptive statistics of these data. Similar to the preprocessing step, setting the
maximum Java heap memory to maximum for each run results in no out-of-memory errors.
For both machines, the XML files required more physical memory than the HDF5 files, as
indicated by less free physical memory in Table 13. This result is consistent with XML
loading requiring relatively large amounts of memory compared to the XML file size (Wang
et al., 2007).
100


160

Fig. 10. Windows 64-bit Image Processing Times- HDF5 and XML.

Statistic Windows 64-bit (GB) Linux 64-bit (GB)
HDF5 XML HDF5 XML
Mean 3.6608 3.2726 13.6388 11.0808
Minimum 3.5995 3.0064 11.9786 11.0215
Maximum 3.6874 3.7858 14.4033 11.1872
Standard Deviation 0.0194 0.4446 0.6277 0.0924
Variance 0.0004 0.1976 0.394 0.0085
Table 13. Free Physical Memory during Image Processing Steps.
6. Ethics of data sharing
There is a large, complex set of concerns when openly sharing data especially electronic
data over the Internet. From a scientific viewpoint of discovery, open sharing of scientific
data allows many researchers and scientists the ability to form a common understanding of
data, which is essential for furthering science. However, there are many ethical concerns in
the process of sharing data, particularly over the Web. For example, a given medical study
group collects sensitive, personal medical information as part of a medical case study using
public government funds. All of the data is stored (archived) on a government computer
system. Many years later, another researcher wants to use the data for another study, which
could help save the lives of many people. Should the second researcher be able to use the
archived data for a purpose other than the intent of the original study? Many arguments
come into discussion in this situation. The right to use data paid for with publically collected
funds seems reasonable; however, what about the right of human participants to privacy?
What happens if a data release into the public domain harms any of the participants? Such
harm may take the form of job loss or denial of life insurance, etc. The ethics of sharing data
is complex and the ethical dilemma of sharing data is an area of study requiring much
thought and discussion.
100

161
Many of the ethical concerns stem from a balance of beneficial results from sharing data
versus ethical concerns researchers have in such sharing. Ethical data sharing and
management involves reconciliation of diverse conflicting values (Sieber, 2005). Among
these concerns are the sharing of data for the benefit of society and science, while protecting
the interest of human participants in data collections (Mauthner & Perry, 2010). For many
years, researchers took the position of protecting the interests of the human participants in
such data; however, with the advent of sharing data across the Web, the interest of human
participants is certainly less sure and threatens the overall fabric of the trust-based
relationship that exists between researcher and participant. A definite loss of data control
can exist when sharing data across the Web, possibility resulting in the loss of privacy and
protection of human participants (Mauthner & Perry, 2010).
Another ethical concern is the rights of those who collect data and receive no recognition by
those who download the data through public Web interfaces for use in their research. The
process of collecting high quality data requires much time, effort, and expense; moreover,
many of the individuals who collect data (data producers) are in a positional or career
situation where they are vulnerable to receiving little recognition for their data collection
efforts by indiscriminate availability of data over the Web. Such individuals are not nearly
as protected as data users, such as algorithm designers, who can protect their interests
through intellectual property rights (Mauthner & Perry, 2010).
Along with recognition of the data as a contribution deserving recognition, intellectual
property rights assigning ownership and rightful claims to the data are another ethical
concern. Reductions or even elimination of researchers data rights occurs when funding
agencies require a researcher to share data, especially over the Web, allowing anyone to
access the information. Certain government agencies are always balancing the publics right
to information collected with public funds, and the right to protect both the researchers
intellectual property and the test participants privacy rights.
Archiving and disseminating data over the Web creates a data as commodity mindset,
where the ethical concerns of both the researcher and human participant become lost in the
impersonal downloading of archived data (Mauthner & Perry, 2010). When sharing data,
regardless of the methods, confidentially of human participants is important at all times.
Data providers must take great care in judging the sensitivity of the data and may find it
necessary to restrict access based on ethical, legal, or security justifications, even in the case
of publicly funded data collections. Further safeguards in data dissemination include
restricting others (end users) of disseminating data as a third party; thus, requiring an end
user to go to the original source to acquire the data (MIT Libraries, 2011).
The ethics of data sharing is clearly more complex today than before the advent of the
Internet. However, many general guiding principles apply to all data sharing situations. As
a core group of guiding principles, every data collector and provider has a duty to:
1. Protect the confidentially of human participants in data collections (UK Data Archive,
2011).
2. Avoid providing sensitive information of human test participants, which may endanger
data test participants (UK Data Archive, 2011).
3. Consult with the test participants on making data publically available and be sensitive
to their wishes (UK Data Archive, 2011).
4. Inform the test participants on the use of the data, and the methods, procedures, and
intentions of archiving and disseminating the data, prior to using them as test
participants (UK Data Archive, 2011).


162
5. Make data available to the public, which doesnt violate ethical, legal, or security
principles (UK Data Archive, 2011).
7. Conclusions
This research processed 100 large hyperspectral images in both HDF5 and XML formats on
Windows 64-bit and Linux 64-bit machines. A number of image processing steps available
within MATLAB, including intensity adjustment, histogram calculation, statistical analysis,
noise removal, edge detection and feature extraction, provided the algorithms to fulfill the
goals of the research:
1. Determine strengths and weaknesses of using HDF5 and XML formats for typical
processing techniques associated with large hyperspectral images.
2. Compare and analyze processing times on Windows and Linux 64-bit machines for
HDF5 and XML hyperspectral images.
3. Identify areas that require additional research to help improve efficiencies associated
with processing large HDF5 and XML hyperspectral images.
The research identified a number of strengths and weaknesses. First, the overall image
processing results show reduced processing times for images stored in HDF5 compared to
XML format. The main contribution to this difference is the large load time and the
preprocessing step required to convert an ASCII XML character string to a numeric array in
MATLAB. The relative size of the files is the main factor in the difference in load speed with
the XML files being almost three times as large as the HDF5 files. A larger file will always
take more time to load using any application.
The preprocessing required to convert an ASCII XML character string to a numeric array
was very time-consuming and a potential huge process bottleneck. The processing of large
XML files requires additional tools and approaches with an easier out-of-the-box solution,
making XML processing more practical. In addition to the processing time differences,
HDF5 requires less physical memory and, hence, allows larger objects to be loaded without
out-of-memory errors. HDF5 data files are much smaller (~3 times) than the corresponding
XML versions of same data files. Binary files in general are far more efficient in storing
numerical data than XML files using Unicode. As discussed earlier, XML loading of data can
consume as much as 10 times the amount of computer memory as the size of the actual XML
file (Wang et al., 2007), and conversion of Unicode to binary storage is memory intensive
requiring much more physical memory and resources than the loading of HDF5 files of
similar data (McGrath, 2003). MATLAB can process very large arrays, but it will run out of
memory quickly when processing very large XML files. On another test machine that was
running MATLAB with only 760 MB Java heap memory, several of the larger XML datasets
would not load. HDF5 files on any machine even when experimenting with HDF5 files as
large as 800MB did not experience any problems. Clearly, for machines with less memory
available and smaller processing capability, HDF5 files are preferred. Defining upper limit
processing for both HDF5 and XML files requires additional research and analysis. The
upper limit appears to have relationships to processing speed, physical memory, and other
constraints. Exploring these limits as a function of different environmental parameters
requires recommended future research.
The archiving and processing of large image data requires the use of HDF5, until additional
tools and processes are in place that allow for the quick and efficient processing of XML files
using computational tools such as MATLAB.

163
There are many important ethical considerations when sharing data, especially over the
Web. Additional considerations to protect the privacy and interests of human participants in
data collections require additional guidance when sharing data in a completely public
forum where the researcher (and organization) has no control over how the data is used.
There will always exist a balance between sharing data for scientific discovery and
advancement, and ethical concerns and requirements.
8. References
Barkstrom, B., Ada 95 Bindings for the NCSA Hierarchical Data Format, proceedings of
the 2001 annual ACM SIGAda International Conference on ADA (2001).
Bennett, K., Robertson, J., The Impact of the Data Archiving Format on the Sharing of
Scientific Data for Use in Popular Computational Environments, Proc. SPIE 7687,
Orlando Florida (April 2010).
Chapman, S.J., MATLAB Programming for Engineers; 4th edition; Thomson publishing,
Ontario, Canada, 2008.
Dougherty, M., Folk, M., Zadok, E., Bernstein, H., Bernstein, F., Eliceiri, K., Benger, W., Best,
C., Unifying Biological Image Formats with HDF5, communications of the ACM
(CACM), 52(10): p. 42-47 (2009).
Gay, L.R. Airasian, P. Educational Research. Prentice Hall, Columbus, Ohio, 2003.
Goetz, A.F.H., Vane, G., Solomon, E., Rock, B.N., Imaging Spectrometry for Earth Remote
Sensing, Science, Vol. 228, p. 1147-1153 (1985).
Mather, J., Rogers, A., HDF5 in MATLAB, Presentation at the HDF5 and HDF-EOS
Workshop X, Raytheon System Corporation, Upper Marlboro, MD (November
2007).
MATLAB Users Guide, Statistical Toolbox, Ttest2,
http://www.mathworks.com/help/toolbox/stats/ (April, 2011).
Mauthner, M., Perry, O., Ethical Issues in Digital Data Archiving and Sharing, eResearch
Ethics, http://eresearch-ethics.org (October 2010).
McGrath, R., XML and Scientific File Formats, Report generated by National Center for
Supercomputing Applications, University of Illinois, Urbana-Champaign, in
support of work under a Cooperative Agreement with NASA under NASA grant
NAG 5-2040 and NAG NCCS-599 (August 2003).
MIT Libraries, Data Management and Publishing: Ethical and Legal Issues,
http://libraries.mit.edu (November 2011).
SAS/STAT Users Guide, T-Test Procedure, http://support.sas.com/documentation
(April, 2011).
Shasharina, S., Li, C., Nanbor, W., Pundaleeka, R., Wade-Stein, D., Distributed
Technologies for Remote Access of HDF Data, proceedings of the 16th IEEE
International Workshop on Enabling Technologies: Infrastructure for Collaborative
Enterprises (2007).
Shishedjiev, B., Goranova M., Georgieva, J., XML-based Language for Specific Scientific
Data Description,proceedings of the 2010 Fifth International Conference on
Internet and Web Applications and Services (2010).
Sieber, J., Ethics of Sharing Scientific and Technological Data: A Heuristic for Coping with
Complexity & Uncertainty, Data Science Journal, Vol 4, p. 165 (December 2005).


164
UK Data Archive, Create and Manage Data - Consent and Ethics:
Ethical/Legal/Overview, http://www.data-archive.ac.uk (2011).
Wang, F., Li, J., Homayounfar, A Space Efficient XLM DOM Parser, Data and Knowledge
Engineering,Volume 60, Issue 1, p. 185-207 (2007).
9
Energy Management in
Buildings Using MATLAB
Shahram Javadi
Islamic AZAD University, Central Tehran Branch
Iran
1. Introduction
MATLAB is an applicable software in various aspects of engineering such as Electrical
engineering and its different sub majors. There are a lot of examples and demos on these
majors, although there is a few text or example on MATLAB application in energy
management. In this text, I have provided a general application of energy management in
buildings using MATLAB software.
Considering limit source of fuel energy, we need to use energy and resources carefully and
it is an economical and ecological challenge as well as being one which is important for
survival and which can only be mastered by highly qualified engineers. A significant
percentage of the energy used nationally is consumed in buildings, which means there are
considerable potential for savings and a corresponding need for responsible behavior.The
building sector worldwide uses up to 40% of primary energy requirements and also a
considerable amount of overall water requirements.
Building Energy Management Systems (BEMS), aims to improve environment within the
building and may control temperature, carbon dioxide levels. BEMS is not sufficient enough
due to human interference. Human is a dynamic part of the building; therefore he/she
should be taken into account in the control strategy. Latest trends in designing Intelligent
Building Energy management Systems (IBEMS) integrate a Man Machine Interface that
could store the humans preferences and adapt the control strategy accordingly.
BEMS have been developed after the Energy crisis in the late 70s combined with the fast
development of computers science. The aims of these systems are to monitor and control the
environmental parameters of the buildings and at the same time to minimize the energy
consumption and cost. Since then, BEMS have become commercial tools and are
implemented in a wide range of applications, especially in large office buildings; thus useful
experience is available regarding their benefits and drawbacks.
Systems linked to a BMS typically represent 40% of a building's energy usage; if lighting is
included, this number approaches 70%.
Some Benefits of BMS are:
- Building tenant/occupants
- Good control of internal comfort conditions
- Possibility of individual room control
- Increased staff productivity


166
- Effective monitoring and targeting of energy consumption
- Improved plant reliability and life
- Effective response to HVAC-related complaints
- Save time and money during the maintenance
BEMS is used to create a central computer controlled method which has three basic
functions: controlling, monitoring and optimizing. It comprises:
- Power systems
- Illumination system
- Electric power control system
- Heating, Ventilation and Air-conditioning HVAC System
- Security and observation system
- Magnetic card and access system
- Fire alarm system
- Lifts, elevators etc.
- Plumbing system
- Burglar alarms
- Other engineering systems
- Trace Heating
BEMS uses a control strategy with the following objectives:
i. To obtain a flexible system for operator to maintain thermal, visual, security,
illumination and air quality in a building.
ii. To reduce the energy consumption for all loads in a building.
iii. To provide a monitoring/controlling system in a building.
The above objectives are achieved by the use of a fuzzy controller at each zone level of the
building, supervised by a suitable cost function. The detailed description of the control
strategy has been described in next parts.
2. Fuzzy systems
Fuzzy logic originally is identified and set forth by Lotfi A. Zadeh is a form of multi-
valued logic derived from fuzzy set theory to deal with reasoning that is fluid or
approximate rather than fixed and exact. In contrast with "crisp logic", where binary
sets have two-valued logic, fuzzy logic variables may have a truth value that ranges in
degree between 0 and 1. Put more simply, fuzzy logic is a superset of conventional
(boolean) logic that has been extended to handle the concept of partial truth, where the
truth value may range between completely true and completely false. Furthermore,
when linguistic variables are used, these degrees may be managed by specific functions.
As the complexity of a system increases, it becomes more difficult and eventually
impossible to make a precise statement about its behavior, eventually arriving at a point
of complexity where the fuzzy logic method born in humans is the only way to get at
the problem.
Fuzzy logic is used in system control and analysis design, because it shortens the time for
engineering development and sometimes, in the case of highly complex systems, is the only
way to solve the problem.
A fuzzy controller consists of the following major components depicted in figure 1:

Energy Management in Buildings Using MATLAB

167

Fig. 1. Fuzzy system diagram
3. Considered systems for energy management
3.1 Illumination system
Lighting or illumination is the deliberate application of light to achieve some aesthetic or
practical effect. Lighting includes use of both artificial light sources such as lamps and
natural illumination of interiors from daylight. Daylighting (through windows, skylights,
etc.) is often used as the main source of light during daytime in buildings given its high
quality and low cost. Artificial lighting represents a major component of energy
consumption, accounting for a significant part of all energy consumed worldwide.
Artificial lighting is most commonly provided today by electric lights, but gas lighting,
candles, or oil lamps were used in the past, and still are used in certain situations. Proper
lighting can enhance task performance or aesthetics, while there can be energy wastage
and adverse health effects of poorly designed lighting. Indoor lighting is a form of fixture
or furnishing, and a key part of interior design. Lighting can also be an intrinsic
component of landscaping
Providing daylight in a building does not by itself lead to energy efficiency. Even a well day
building may have a high level of lighting energy use if the lighting controls are
inappropriate. However, improved control in building management and automation system
through research and development will definitely help to improve energy savings in
buildings. This part presents the development of an automated fuzzy lighting/dimming
control system. The schematic diagram of the system is shown in Fig. 1. Fuzzy logic is an
innovative technology that allows the description of desired system behavior using
everyday spoken language Fuzzy logic can be derived into three stages which are:
Fuzzification, Fuzzy Inference and Defuzzification. In a typical application, all three stages
must be employed.
3.1.1. Indoor natural lighting
What we have to do is solve an equation of the type
rec
E
A
u
=


168
Where E is the illumination level required at the work surface and A is the total area of the
plane where the work is done. The factor u
rec
is the flux of light received on the working
surface.
The average indoor illuminance
in
(lx) is calculated (DHW Li and JC Lam, 2000,
Measurements of solar radiation and illuminance on vertical surfaces and daylighting
implications) using the equation:

(1 )
w v
in
in
A E
E
A
t
(1)

where
A
w
(m2) the window surface
t (-) the light transmittance of the window glazing
v
(lx) the vertical illuminance on the window
A
in
(m2) the total area of all indoor surfaces
(-) the area weighted mean reflectance of all indoor surfaces.
The vertical illuminance on the window v (lx) is given by the following equation

v G v
E k G = (2)
with
k
G
(lm.W-1) the luminous efficacy of global solar radiation
G
v
(W.m-2) the global solar radiation on the window surface
The luminous efficacy of global solar radiation (M. Perraudeau, 1994, Estimation of
illuminances from solar radiation data) can be calculated by the following relation
1
h h
G D s
h h
D D
k k k
G G
| |
= +
|
\ .
(3)
with
D
h
(W.m-2) the diffuse horizontal solar radiation
G
h
(W.m-2) the global horizontal solar radiation
k
D
(lm.W-1) the luminous efficacy of diffuse solar radiation
k
S
(lm.W-1) the luminous efficacy of beam solar radiation.
The luminous efficacy of diffuse solar radiation is calculated (P. Littlefair, 1993, S. Ashton
and H. Porter, "Luminous efficacy algorithms,) using the equation:
144 29
D
k C = (4)

2 3
1 0.55 1.22 1.68 C NI NI NI = + (5)

0.82
1
1 0.12037sin ( )
h
h
z
D
G
NI
u
(6)

with
z
(deg) the solar zenith angle.


169
Finally, the luminous efficacy of the beam solar radiation can be calculated (S. Aydinli
and J. Krochmann, 1983, Data on daylight and solar radiation: Guide on Daylight) using the
relation
k
S
= 17.72 + 4.4585 z 8.7563 10-2 (z)2 + 7.3948 10-4
(z)3 2.167 10-6 (z)4 8.4132 10-10 (z)5 (7)
3.1.2 Artificial lighting
The Equation below is used to calculate the average artificial light intensity inside the
buildings:

*
( )
2
2 ( )
AL
u N P V n
H h
AL
t

=

E (8)

Where:
*
AL
u : The actuating signal of the artificial light controller, ranging from 0-1. This signal is
driven by the artificial lighting fuzzy controller. The same signal is also fed into the building
model (Archimed.bui) to drive the actuator for the artificial lights. If
*
0
AL
u = means that all
lights are off. If
*
1
AL
u = means that all lights are on at full power.
3.1.3 Fuzzy controller for lighting
All lighting control systems are based on one of the following strategies:
- Occupancy sensing, in which lights are turned on and off or dimmed according to
occupancy;
- Scheduling, in which lights are turned off according to a schedule;
- Tuning, in which power to electric lights is reduced to meet current user needs;
- Daylight harvesting (daylighting control), in which electric lights are dimmed or turned
off in response to the presence of daylight;
- Demand response, in which power to electric lights is reduced in response to utility
curtailment signals or to reduce peak power charges at a facility;
- Adaptive compensation, in which light levels are lowered at night to take
advantage of the fact that people need and prefer less light at night than they do
during the day.
Daylight is a dynamic source of lighting and the variations in daylight can be quite large
depending on season, location or latitude, and cloudiness. Different skylight levels can be
found under the same sunlight conditions, and, even when the sky pattern remains the
same, the range of solar illuminances may increase as a result of a momentary turbidity
filter or scattering of particles over the sun. In consequence, any prediction system has to be
flexible to allow for the multivariate changes that characterize the combination of sunlight
and skylight.
The proposed daylighting fuzzy control uses two sensing devices (an occupancy/motion
sensor and a photosensor), continuously electronic dimming ballasts for every luminaries
aiming the control of the electric lighting output, and a fuzzy controller.
A proposed algorithm is assigned to control the illumination:


170
if illuminance is between 500 and 550 lux and motion sensor is ON then all lamps is full powered
else use the fuzzy controller for lighting control
The input linguistic variables of the fuzzy controller are the level of the illuminance
measured by the photosensor (A) while the output variable is the level of the DC control
signal sent to electronic ballasts in the control zone (
1
). The fuzzy membership functions of
Input/Output variables are shown in figures 2 and 3:

Fig. 2. Membership Function of Input A

Fig. 3. Membership Function of Output (DC Voltage Level)
A rule-based fuzzy controller is evaluated for this system as follow:
1. If A is DARK then DC-Output-Level is VERY-HIGH
2. If A is HALF-DARK then DC-Output-Level is HIGH
3. If A is MEDIUM then DC-Output-Level is MEDIUM
4. If A is HALF-LIGHT then DC-Output-Level is LOW
5. If A is LIGHT then DC-Output-Level is VERY-LOW
Control surface of this system is shown in figure 4. As it is seen, the controller is
very smooth action and it causes the ballast has a long life with a low harmonic feed into the
grid.


171

Fig. 4. Control Surface of Controller
3.2 HVAC system
In this part the role of fuzzy modeling in heating, ventilating and air conditioning (HVAC)
and control models is presented. HVAC design professionals are required to evaluate
numerous design alternatives and properly justify their final conceptual selection through
modeling. This trend, coupled with the knowledge of experienced designers, increasing
complexity of the systems, unwillingness to commit additional funds to the design phase
itself, can only be satisfied by approaching the conceptual design process in more scientific,
comprehensive and rational manner as against the current empirical and often adhoc
approach. Fuzzy logic offers a promising solution to this conceptual design through fuzzy
modeling. Numerous fuzzy logic studies are available in the non- mechanical engineering
field and allied areas such as diagnostics, energy consumption analysis, maintenance,
operation and its control. Relatively little exists in using fuzzy logic based systems for
mechanical engineering and very little for HVAC conceptual design and control.
Temperature and relative humidity are essential factors in meeting physiological
requirements.
To identify the FLCs variables, various (control or explicit) parameters may be considered
depending on the HVAC system, sensors and actuators such as:
- Room Temperature as a thermal comfort index
- Relative Humidity
- Difference between supply and room temperatures
- Indoor Air Quality (CO2 concentration)
- Outdoor Temperature
- HVAC system actuators (valve positions, operating modes, fan speeds, etc.)
As man is more sensitive to temperature than to humidity, most of the comforts air-
conditioning systems are designed to provide relatively accurate temperature control and
relative humidity.
Two parameters T (Temperature) and H (Humidity) are controlled by Fuzzy controller
system in order to regulate the room temperature and humidity to their desired values, T
ref

and H
ref
(Zheng Xiaoqing, 2002 , Self-Tuning Fuzzy Controller for Air-Conditioning Systems).
The block diagram of the air-conditioning control system is a simple closed loop system as
shown in figure 5.


172

Fig. 5. Block diagram of the air-conditioning control system
As it is seen, two independent fuzzy controllers are assigned to control Temperature and
Humidity parameters. Error signal and its derivation are fed to each fuzzy controller. The
output of fuzzy controllers is assigned as inputs of air conditioner system. The output of
system is feedback to controller to make a closed-loop controller.
The control strategy used can be expressed by the following linguistic rules:
If room temperature is higher than the set point, then increase the supply air fan speed.
If room humidity is higher than the set point, then increase the chilled water valve opening.
Seven linguistic variables are chosen for each of Temperature and Humidity error and also
their derivations as follow:

Fig. 6. Membership functions of inputs
Also seven linguistic variables are chosen for supply air fan speed and chilled water valve
opening as its outputs. It is show in figure 7.


173

Fig. 7. Membership functions of outputs
Rule base of this controller is defined as table 1:

NL NM NS Z PS PM PL
NL PL PL PM PM PS PS NS
NM PL PL PM PS PS NS NS
NS PM PS PS PS NS NS NM
Z PM PM PS Z NS NM NM
PS PM PS PS NS NS NM NM
PM PS PS NS NS NM NL NL
PL PS NS NS NM NM NL NL
Table 1. Rules of Fuzzy HVAC
For example:
If the room temperature error is NL and its rate of change is NL, then supply air fan
speed is PL
or
If the room humidity error is NL and its rate of change is NL, then chilled water valve
opening is PL
In this case we have 49 rules to have smooth control surface for HVAC control.
3.3 Elevator system
With the advancement of intelligent computerized buildings in recent years, there have been
strong demands for intelligent elevator control with more sophistication and diverse
functions. The design criteria of an intelligent elevator control system would include
optimizing the movement of a group of elevators with respect to time, energy, load, etc. In
this paper, a new elevator group supervisory control system based on the ordinal structure
fuzzy logic algorithm is proposed. The system determines the optimum car to answer a hall
call using the knowledge and experiential rules of experts. Software has been developed to


174
simulate the traffic flow of three elevator cars in a 15-floor building. The software simulates
the movements of the cars as found in practical elevator systems. It can be verified through
simulation that the new system can bring about considerable improvements in the average
waiting time, riding time, etc. in comparison with conventional methods.
In a conventional elevator system, the task of controlling a large number of elevators is
numerically evaluated by calculating a specified fixed-evaluation function. It has been
realized that knowledge and experiential rules of experts can be incorporated in the elevator
system to improve performance. However, such expert knowledge is fragmentary and fuzzy
which are difficult to organize. Furthermore, the choice of good rules and evaluation
functions are too complicated in many cases. It is difficult to adequately incorporate such
knowledge into products using conventional software and hardware technology.
In order to overcome such problems as described above, a new elevator control system
using fuzzy logic algorithm is proposed based on the ordinal structure theory. This system
determines the optimum car within a group of elevators to answer a hall call using the
knowledge and experiential rules of experts. Instead of using the simple up and down hall
call buttons, destination oriented keypads at each floor is used. This system requires the
passengers to enter their desired floors on the keypad before they enter the car. The system
then assigns the passenger the respective optimal car to take through information displayed
on dot matrix displays near the keypad. This new elevator supervisory control system has
several objectives which can meet users satisfaction. It can improve not
only the average waiting time, but also the riding time, load, energy and so on. This
paper discusses the design and operations of the proposed fuzzy logic elevator control
system.
In order to achieve good traffic performance, the elevator fuzzy control system uses six
kinds of parameters as the control inputs and one parameter for the output. These
parameters represent the criteria or objectives to be optimized in this elevator system which
are as follows:
- Waiting Time: Total time an elevator needed to travel from its current position to the
new hall call.
- Riding Time: Total time a passenger spent in the elevator until he reached as his
destination.
- Loading: Number of passengers in an elevator.
- Travelling Distance: Distance between elevator position and new hall call in terms of
number of floors.
- Hall call Area Weight: The area weight of the elevator which goes to the floor where a
new hall call is generated.
- Destination Area Weight: The area weight of the elevator which goes to the floor where
the destination of the new hall call is generated.
- Priority: Output of the fuzzy controller, where the elevator with highest value will be
assigned.
As can be observed, it is difficult to configure six kinds of parameters at a time using the
conventional fuzzy reasoning method. Thus, the ordinal structure model of fuzzy reasoning
is used. With this model, all the fuzzy inference rules are described in one dimensional
space for each input and output. The membership function of the inputs and output
variables are shown in Figures 9 and 10.


175

Fig. 8. Membership functions of the elevator system inputs.

Fig. 9. The membership function of the output of the elevator system.


176
The proposed fuzzy inference rules are shown in Table 2:

Rule No. Inference Rules
R1 If waiting time is Short then priority is Big.
R2 If waiting time is Medium then priority is Medium
R3 If waiting time is Long then priority is Small.
R4 If riding time is Short then priority is Big.
R5 If riding time is Medium then priority is Medium.
R6 If loading is Long then priority is Small
R7 If loading is Small then priority is Big
R8 If loading is Medium then priority is Medium
R9 If loading is Big then priority is Small
R10 If travelling distance is Close then priority is Big
R11 If travelling distance is Middle then priority is Medium
R12 If travelling distance is Far then priority is Small.
R13 If hall call area weight is Close then priority is Big.
R14 If hall call area weight is Middle then priority is Medium
R15 If hall call area weight is Far then priority is Small.
R16 If destination area weight is Close then priority is Big.
R17 If destination area weight is Middle then priority is Medium.
R18 If destination area weight is Far then priority is Small.
Table 2. A total of 18 fuzzy inference rules
4. Conclusion
In this chapter one of the applications of MATLAB is introduced in order to apply energy
management in buildings. Three major systems were considered and a fuzzy controller was
developed for each of them. It can be open a new vision to the students to learn MATLAB
more applicable and more efficient.
5. References
A. Guillemin and N. Morel, 2001, An innovative lighting controller integrated in a self-adaptive
building control system, Energy and Buildings, vol. 33, no. 5, pp. 47787.
DHW Li and JC Lam, 2000, Measurements of solar radiation and illuminance on vertical surfaces
and daylighting implications, Renewable Energy, vol. 20, pp. 389-404
M. Perraudeau, 1994, Estimation of illuminances from solar radiation data, Joule 2 DAYLIGHT
II Program: Availability of Daylight Design of a European Daylighting Atlas,
CSTB Nantes.
P. Littlefair, 1993, S. Ashton and H. Porter, "Luminous efficacy algorithms, Joule 1 Program
Dynamic characteristics of daylight data and daylighting design in Buildings, Final
Report, CEC Brussels.
S. Aydinli and J. Krochmann, 1983, Data on daylight and solar radiation: Guide on Daylight,
Draft for CIE TC 4.2.
Zheng Xiaoqing, 2002 , Self-Tuning Fuzzy Controller for Air-Conditioning Systems, M.Sc.
Thesis
Part 3
Control Applications

10
Synchronous Generator Advanced Control
Strategies Simulation
Damir Sumina, Neven Buli, Marija Miroevi and Mato Mikovi
University of Zagreb/Faculty of Electrical Engineering and Computing,
University of Rijeka, Faculty of Engineering,
University of Dubrovnik/Department of Electrical Engineering and Computing
Croatia
1. Introduction
During the last two decades, a number of research studies on the design of the excitation
controller of synchronous generator have been successfully carried out in order to improve
the damping characteristics of a power system over a wide range of operating points and to
enhance the dynamic stability of power systems (Kundur, 1994; Noroozi et.al., 2008;
Shahgholian, 2010). When load is changing, the operation point of a power system is varied;
especially when there is a large disturbance, such as a three-phase short circuit fault
condition, there are considerable changes in the operating conditions of the power system.
Therefore, it is impossible to obtain optimal operating conditions through a fixed excitation
controller. In (Ghandra et.al., 2008; Hsu & Liu, 1987), self-tuning controllers are introduced
for improving the damping characteristics of a power system over a wide range of operating
conditions. Fuzzy logic controllers (FLCs) constitute knowledge-based systems that include
fuzzy rules and fuzzy membership functions to incorporate human knowledge into their
knowledge base. Applications in the excitation controller design using the fuzzy set theory
have been proposed in (Karnavas & Papadopoulos, 2002; Hiyama et. al., 2006; Hassan et. al.,
2001). Most knowledge-based systems rely upon algorithms that are inappropriate to
implement and require extensive computational time. Artificial neural networks (ANNs)
and their combination with fuzzy logic for excitation control have also been proposed,
(Karnavas & Pantos, 2008; Salem et. al., 2000a, Salem et. al., 2000b). A simple structure with
only one neuron for voltage control is studied in (Malik et. al., 2002; Salem et. al., 2003). The
synergetic control theory (Jiang, 2009) and other nonlinear control techniques, (Akbari &
Amooshahi, 2009; Cao et.al., 2004), are also used in the excitation control.
One of the disadvantages of artificial intelligence methods and nonlinear control techniques
is the complexity of algorithms required for implementation in a digital control system. For
testing of these methods is much more convenient and easier to use software package
Matlab Simulink. So, this chapter presents and compares two methods for the excitation
control of a synchronous generator which are simulated in Matlab Simulink and compared
with conventional control structure. The first method is based on the neural network (NN)
which uses the back-propagation (BP) algorithm to update weights on-line. In addition to


180
the function of voltage control the proposed NN has the function of stabilizing generator
oscillations. The second method proposes a fuzzy logic controller (FLC) for voltage control
and the stabilization of generator oscillations. The proposed control algorithms with neural
networks and a fuzzy controller are tested on a simulation model of synchronous generator
weakly connected through transmissions lines to an AC network. The simulations are
carried out by step changes in voltage reference.
2. Simulation models
Simulation models of synchronous generator and different control structures are made in
Matlab Simulink. The generator is connected over transformer and transmission lines to the
AC network (Fig. 1).

SG
Transmission
lines
X
e
U
AC
network
Synchronous generator
Transformer

Fig. 1. Synchronous generator connected to AC network
2.1 Simulation model of a synchronous generator
Mathematical model of synchronous generator is represented in dq axis form. Based on that
it is necessary to perform transformation from abc coordinate system to dq coordinate
system. Assumption is that voltages are symmetrical in all phases and there is only one
harmonic of magnetic flux in air gap. Equations are represented in per-unit system and time
is absolute.
The synchronous generator under consideration is assumed to have three armature
windings, one field winding, and damper windings. One damper winding is located along
the direct axis (D) and another is located along the quadrature axis (Q). Accordingly, the
basis for the mathematical model of the synchronous generator is a system of voltage
equations of the generator in the rotating dq coordinate system, where u, i, r, x and denote
voltage, current, resistance, reactance and flux, respectively (Kundur, 1994):

1
=
d
d d q
s
d
u r i
dt

+ + (1)

1
=
q
q q d
s
d
u r i
dt

+ (2)

1
=
f
f f f
s
d
u r i
dt

+ (3)

Synchronous Generator Advanced Control Strategies Simulation

181

1
0 =
D
D D
s
d
r i
dt

+ (4)

1
0 =
Q
Q Q
s
d
r i
dt

+ (5)

The equations defining the relations between fluxes and currents are:
=
d d d ad f dD D
x i x i x i + + (6)
=
q q q qQ Q
x i x i + (7)
=
f ad d f f fD D
x i x i x i + + (8)
=
D dD d fD f D D
x i x i x i + + (9)
=
Q qQ q Q Q
x i x i + (10)

The motion equations are defined as follows:
( ) = 1
s
d
dt
(11)
( )
1
=
2
m e
d
T T
dt H
(12)

where is angular position of the rotor, is angular velocity of the rotor,
s
is synchronous
speed, H is inertia constant, T
m
is mechanical torque, and T
e
is electromagnetic torque.
The electromagnetic torque of the generator T
e
is determined by equation:
=
e q d d q
T i i (13)

Connection between the synchronous generator and AC network is determined by the
following equations:
=
e d
d d e e q sd
s
x di
u i r x i u
dt

+ + + (14)
=
q
e
q q e e d sq
s
di
x
u i r x i u
dt

+ + (15)
( ) = sin
sd m
u U (16)
= cos
sq m
u U (17)


182
transformer and transmission line resistance, x
e
is transformer and transmission line
reactance, and U
m
is AC network voltage. Synchronous generator nominal data and
simulation model parameters are given in Table 1.

Terminal voltage 400 V
Phase current 120 A
Power 83 kVA
Frequency 50 Hz
Speed 600 r/min
Power factor 0,8
Excitation voltage 100 V
Excitation current 11.8 A
d-axis synchronous reactance X
d
0.8 p.u.
q-axis synchronous reactance X
q
0.51 p.u.
Inertia constant H 1.3
d-axis transient open-circuit time
constant T
do

0.55 s
d-axis transient reactance X
d
0.35 p.u.
d-axis subtransient reactance X
d
'' 0.15 p.u.
q-axis subtransient reactance X
q
'' 0.15 p.u.
Short-circuit time constant T
d
'' 0.054 s
Short-circuit time constant T
q
'' 0.054 s
Transformer and transmission
line resistance r
e

0.05 p.u.
Transformer and transmission
line reactance x
e

0.35 p.u.

Table 1. Synchronous generator nominal data and simulation model parameters
2.2 Conventional control structure
Conventional control structure (CCS) for the voltage control of a synchronous generator is
shown in Fig. 3. The structure contains a proportional excitation current controller and,
subordinate to it, a voltage controller. Simulation model of conventional control structure is
shown in Fig. 4.


183
Delta
U
I
5
Q
4
P
If
2
w
1
ws
w,Tel,delta
Tm
w
Tel
delta
psi
psid
psiq
Yq11,Yq12
Yq21,Yq22,
Ad,Bd,Cd,Aq,Bq
Yd11,Yd12,Yd13
Yd21,Yd22,Yd23
Yd31,Yd32,Yd33
xe
Xq
0.51
Xl
0.04
Xfd=f(psid)
Xd2
Xd1
0.35
Xd 1
0.35
Xd
0.8
Ud,Uq
Umd,Umq
Ud
Uq
Umd
Umq
Td01
0.55
Td2
0.054
re
R
0.04
Parameters
Xl
Xq
R
Xd1
Xd2
Xd1
Xq2
xe
re
Tf
ws
H
Tq2
Td2
Xd
K,L,M,N,I,P
Ikd,Ikq,Idv,Iqv
Idk
Iqk
Idv
Iqv
Id,Iq,ID,IQ
Id
Iq
ID
IQ
I,P,Q,S,U,If
I
P
Q
U
If
S
H
1.3
Goto1
Um
Goto
Uf
From7
[psid]
Um
3
Uf
2
Tm
1
0.15
0.05
0.35
6
7
3
100*pi

Fig. 2. Simulation model of synchronous generator
G
U
re f
Voltage
controller
Excitation current
controller
I
f
I
fre f
D
u
a b
u
cb
Control loop
~
A B C
U
Clarke
3x400 V

Fig. 3. Conventional control structure
[U]
Synchronous
generator
Tm
Uf
Um
w
If
P
Q
I
U
Delta
[Q]
PI voltage
controller
Uref
U
Kp
Ki
Ifref
P type excitation
controller
Ifref
If
Kp
D
Mechanical torque
[Tm]
Exitation current
[If]
10
10
0.05
10
Compensation
Ug
Q
K
U
Chopper
D Uf
AC network
voltage
1

Fig. 4. Simulation model of conventional control structure


184
For supplying the generator excitation current, an AC/DC converter is simulated. The
AC/DC converter includes a three-phase bridge rectifier, a DC link with a detection of DC
voltage, a braking resistor, and a DC chopper (Fig. 5).

3

x

4
0
0

V
C
R
PWM
V1
V3 V2
V4
G
~
V5 Uf
1
sw1
UDC
[UDC]
U=f(D)
1
0.01s+1
<
>
AND
If
[If]
-1
0.30
0.05
D
1
D
C

l
i
n
k

o
v
e
r
v
o
l
t
a
g
e
p
r
o
t
e
c
t
i
o
n
(a) (b)

Fig. 5. AC/DC converter for supplying generator excitation current (a) and simulation
model (b)
2.3 Neural network based control
The structure of the proposed NN is shown in Fig. 6. The NN has three inputs, six neurons
in the hidden layer and one neuron in the output layer. The inputs in this NN are the
voltage reference U
ref
, the terminal voltage U and the previous output from the NN y(t-1).
Bringing the previous output to the NN input is a characteristic of dynamic neural
networks. The function tansig is used as an activation function for the neurons in the hidden
layer and for the neuron in the output layer.
The graphical representation of the tansig function and its derivation is shown in Fig. 7. The
numerical representation of the tansig function and its derivation are given as follows
(Haykin, 1994):
+
+
+
+
+
+
+
U
ref
U
g
y = y
21
y
(t-1)
w
111
w
121
w
131
w
112
w162
w
163
w
143
y
11
, x
21
y
12
, x
22
y
13
y
14
y
15
y
16
w
211
w
212
w213
w
214
w
215
w
216
b1
b2
1. layer
2. layer
Inputs
x
11
x
12
x
13
v
11
v
12
v
13
v
14
v
15
v
16
v
21

Fig. 6. Structure of the proposed neural network


185
4 2 0 2 4
1
0.5
0
0.5
1
Input
O
u
t
p
u
t
4 2 0 2 4
0
0.2
0.4
0.6
0.8
1
Input
O
u
t
p
u
t

Fig. 7. Tansig activation function and its derivation

1
( ) 1
1
cv
v
e

=
+
(18)

2
2
2 2
4
( ) (1 )
(1 )
cv
cv
e
v c c
e

= =
+
(19)
The NN uses a simple procedure to update weights on-line and there is no need for any off-
line training. Also, there is no need for an identifier and/or a reference model. The NN is
trained directly in an on-line mode from the inputs and outputs of the generator and there is
no need to determine the states of the system. The NN uses a sampled value of the machine
quantities to compute the error using a modified error function. This error is back-
propagated through the NN to update its weights using the algorithm shown in Fig. 8.
When the weights are adjusted, the output of the neural network is calculated.

Two layer feedforward

Neural network
(*)
(*)
(*)
(*)
(*) (*)
v
X
X
X
X1
X2
X
v
2
o
1
e
1
(2)
Back
propagation
(*)
(*)
(*)
X
X
X
(1)
W1,1
W2,2
y2
y
1
p

Fig. 8. Back-propagation algorithm


186
Training of the NN with the BP algorithm is described in (Haykin, 1994). Inputs and outputs
of one neuron in the NN can be determined as follows:

1 ki kij kj
k
y w x b

= +

(20)
The BP algorithm is an iterative gradient algorithm designed to minimize the mean square
error between the actual output and the NN desired output. This is a recursive algorithm
starting at the output neuron and working back to the hidden layer adjusting the weights
according to the following equations:
( 1) ( ) ( )
kij kij kij
w t w t w t + = + (21)
( ) ( ) ( )
ji j i
w n n y n = (22)
( ) ( ) ( ( ))
j j j j
n e n v n = (23)
The error function commonly used in the BP algorithm can be expressed as:
( )
2 1
2
ki ki
t y = (24)
If the neuron is in the output layer, the error function is:

ki ki
ki
t y
y
(25)
If the neuron is in the hidden layer, the error function is recursively calculated as (Haykin,
1994):

( 1)
1, 1,1,
1
1,
n k
k p k i
p
ki k p
w
y y

+
+ +
=
+

=

(26)
If the NN is used for the excitation control of a synchronous generator, it is required that we
not only change the weights based only on the error between the output and the desired
output but also based on the change of the error as follows:
( )
ki
ki ki
ki
dy
t y
y dt
(27)
In this way, the modified error function speeds up the BP algorithm and gives faster
convergence. Further, the algorithm becomes appropriate for the on-line learning
implementation. The error function for the NN used for voltage control is expressed as:

1
( )
ref
ki
dU
K U U k
y dt
(28)
In order to perform the power system stabilization, the active power deviation P and the
derivation of active power dP/dt are to be imported in the modified error function. The


187
complete modified error function for the excitation control of a synchronous generator is
given as follows:
( )
1 3 2
( )
ref
ki
dU dP
K U U k k P k
y dt dt

= +

(29)
The modified error function is divided into two parts. The first part is used for voltage
control and the second part for power system stabilization. Parameters K, k
1
, k
2
and k
3
are
given in Table 2. Simulation model of NN control structure is shown in Fig. 9.

K 2.5
k
1
0.3
k
2
0.6
k
3
0.25
Table 2. Parameters of neural network

[P]
[U]
Synchronous
generator
Tm
Uf
Um
w
If
P
Q
I
U
Delta
[Q]
P type excitation
controller
Ifref
If
Kp
D
Neural network
voltage
controller
Uref
U
P
Ifref
Mechanical torque
[Tm]
[If]
0.05
10
Compensation
Ug
Q
K
U
Chopper
D Uf
AC network
voltage
1

Fig. 9. Simulation model of neural network control structure
Neural network based controller is realized as S-function in Matlab and is called in every
simulation step.
2.4 Fuzzy logic controller
The detailed structure of the proposed fuzzy logic controller (FLC) is shown in Fig. 10. The
FLC has two control loops. The first one is the voltage control loop with the function of


188
voltage control and the second one is the damping control loop with the function of a power
system stabilizer. A fuzzy polar control scheme is applied to these two control loops.

U
-
+ U
ref
D
e(k)
e
d
(k)
Fuzzy logic
control
rules
K
i v
I
+
I
fref
Fuzzy logic
control rules
u
stab
(k)
R
I R
-P
+
+
R-res et filter
0 p.u.
0
2 p.u.
2 p.u.
0
U
ma x v
u(k)
-U
maxs
+U
maxs
p.u.
a
p.u.

Fig. 10. Structure of the fuzzy logic stabilizing controller
The PD information of the voltage error signal e (k) is utilized to get the voltage state and to
determine the reference I
fref
for the proportional excitation current controller. To eliminate
the voltage error, an integral part of the controller with parameter K
iv
must be added to the
output of the controller. The damping control signal u
stab
is derived from the generator
active power P. The signal a is a measure of generator acceleration and the signal is a
measure of generator speed deviation. The signals a and are derived from the generator
active power through filters and the integrator. The damping control signal u
stab
is added to
the input of the voltage control loop.
The fuzzy logic control scheme is applied to the voltage and stabilization control loop
(Hiyama et. al., 1996). The generator operating point in the phase plane is given by p(k) for
the corresponding control loop (Fig. 11a):
p(k) = (X(k), A
s
Y(k)) (30)
where X(k) is e(k) and Y(k) is e
d
(k) for the voltage control loop, and X(k) is (k) and Y(k) is
a(k) for the stabilization control loop. Parameter A
s
is the adjustable scaling factor for Y(k).
Polar information, representing the generator operating point, is determined by the radius
D(k) and the phase angle (k):

2 2
( ) ( ) ( ( ))
s
D k X k A Y k = + (31)

( )
( ) ( )
( )
s
A Y k
k arctg
X k
= (32)
The phase plane is divided into sectors A and B defined by using two angle membership
functions N((k)) and P((k)) (Fig. 11b).
The principles of the fuzzy control scheme and the selection of the membership functions
are described in (Hiyama et. al., 1996). By using the membership functions N((k)) and
P((k)) the output control signals u(k) and u
stab
(k) for each control loop are given as follows:


189
(a)
) ( P ) ( N

(b)
Fig. 11. Phase plane (a) and angle membership functions (b)

max
( ( )) ( ( ))
( ) ( )
( ( )) ( ( ))
v
N k P k
u k G k U
N k P k

=
+
(33)

stab max
( ( )) ( ( ))
( ) ( )
( ( )) ( ( ))
s
N k P k
u k G k U
N k P k

=
+
(34)
The radius membership function G (k) is given by:
G(k) = D(k) / D
r
for D(k) D
r

G(k) = 1 for D(k) > D
r
(35)
Simulation models of the voltage control loop, stabilization control loop and fuzzy logic
control structure are presented on the Figs. 12, 13, and 14, respectively. Parameters A
s
, D
r

and for the voltage control loop and the damping control loop are given in Tables 3 and 4.

A
s
0.1
D
r
1
K
iv
10
U
maxv
2 p.u.
90
Table 3. FLC parameters for voltage control loop

A
s
0.01
D
r
0.01
U
maxs
0.1 p.u.
90
Table 4. FLC parameters for damping control loop


190

Ifref
1
atan
s
s+1
Quadrant
calculation
ed
e
theta1
theta
P(theta)
N(theta)
u
2
u
2
sqrt
1
s
e
ed
theta
P_theta
N_theta
theta1
Gv
Dv
180/pi
G(D)
[P_theta]
[e]
[e]
[ed]
[ed]
[ed]
[e]
[theta]
[theta1]
[Gv]
[theta]
[Dv]
2
1
2
Kiv
4
Asv
3
U
2
Uref
1

Fig. 12. Simulation model of voltage control loop

Ustab
1
atan
Quadrant
calculation
a
dw
theta1s
thetas
P(theta)1
N(theta)1
u
2
u
2
sqrt
P_thetas
Goto8
dw
Goto7
a
N_thetas
Gs
theta1s
thetas
Ds
180/pi
G(D)1
[theta1s]
[thetas]
[dw]
[a]
[Ds]
[P_thetas]
[Gs]
[a]
[dw]
[a]
[thetas]
[dw]
0.1
1
2
Ass
3
dw
2
a
1

Fig. 13. Simulation model of stabilization control loop


191
[P]
[U]
Synchronous
generator
Tm
Uf
Um
w
If
P
Q
I
U
Delta
[Q]
P type excitation
controller
Ifref
If
Kp
D
Mechanical torque
[Tm]
Fuzzy voltage
controller
Uref
U
P
Asv
Ass
Ki
Ifref
[If]
10
0.05
0.01
0.1
10
Compensation
Ug
Q
K
U
Chopper
D Uf
AC network
voltage
1

Fig. 14. Simulation model of fuzzy logic control structure
3. Simulation results
In order to verify the performance of the proposed control structures several simulations
were carried out. In these experiments, voltage reference is changed in 0.1 s from 1 p.u. to
0.9 p.u. or 1.1 p.u. and in 1 s back to 1 p.u. at a constant generator active power.
For the quality analysis of the active power oscillations two numerical criteria are used: the
integral of absolute error (IAE) and the integral of absolute error derivative (IAED). If the
response is better, the amount of criteria is smaller.
Fig. 15 presents active power responses for step changes in voltage reference from 1 p.u. to
0.9 p.u. and back to 1 p.u. at an active power of 0.5 p.u. The numerical criteria of the
responses in Fig. 15 are given in Table 5.

Fig. 15. Active power responses for step changes in voltage reference 1 p.u.-0.9 p.u.-1 p.u. at
an active power of 0.5 p.u.


192

IAE IAED
CCS 0.389 0.279
FLC 0.255 0.097
NN 0.235 0.090

Table 5. Numerical criteria for step changes in voltage reference 1 p.u.-0.9 p.u.-1 p.u. at an
active power of 0.5 p.u.
Fig. 16 shows active power responses for step changes in voltage reference from 1 p.u. to 1.1
p.u. and back to 1 p.u. at an active power of 0.5 p.u. The numerical criteria of the responses
in Fig. 16 are given in Table 6.


IAE IAED
CCS 0.264 0.196
FLC 0.202 0.092
NN 0.192 0.091



193
Fig. 17 presents active power responses for step changes in voltage reference from 1 p.u. to
0.9 p.u. and back to 1 p.u. at an active power of 0.8 p.u. The numerical criteria of the
responses in Fig. 17 are given in Table 7.


IAE IAED
CCS 0.52 0.373
FLC 0.248 0.114
NN 0.219 0.106

Fig. 18 shows active power responses for step changes in voltage reference from 1 p.u. to 1.1
p.u. and back to 1 p.u. at an active power of 0.8 p.u. The numerical criteria of the responses
in Fig. 18 are given in Table 8.


194


IAE IAED
CCS 0.312 0.234
FLC 0.130 0.097
NN 0.119 0.090
Based on the numerical criteria it can be concluded that the neural network-based controller
with stabilization effect in the criteria function has two to three percent better damping of
oscillations than the fuzzy logic controller.
4. Conclusion
Three different structures for the excitation control of a synchronous generator were
simulated in Matlab Simulink: the first structure is a conventional control structure which
includes a PI voltage controller, while the second structure includes a fuzzy logic controller,
and the third structure includes a neural network-based voltage controller. Performances of
the proposed algorithms were tested for step changes in voltage reference in the excitation
system of a synchronous generator, which was connected to an AC network through a
transformer and a transmission line.
For the performance analysis of the proposed control structures two numerical criteria were
used: the integral of absolute error and the integral of absolute error derivative. In the
comparison with the PI voltage controller neural network-based controller and the fuzzy
logic controller show a significant damping of oscillations. It is important to emphasize that


195
the stabilizer was not used in the conventional control structure, which would definitely
reduce the difference between the conventional and the proposed control structures.
The simulation results show justification for the use of the advanced control structure based
on neural networks and fuzzy logic in the excitation control system of a synchronous
generator. Also, using the software package Matlab Simulink allows users to easily test the
proposed algorithms.
5. References
Akbari, S., & Karim Amooshahi, M. (2009). Power System Stabilizer Design Using
Evolutionary Algorithms, International Review of Electrical Engineering, 4, 5, (October
2009), pp. 925-931.
Cao, Y., Jiang, L., Cheng, S., Chen, D., Malik, O.P., & Hope, G.S. (1994). A nonlinear variable
structure stabilizer for power system stability, IEEE Transactions on Energy
Conversion, 9, 3, (1994), pp. 489-495.
Ghandra, A., Malik, & O. P., Hope, G.S. (1988). A self-tuning controller for the control of
multi-machine power systems, IEEE Trans. On Power Syst., 3, 3, (August 1988), pp.
1065-1071.
Hassan, M.A., Malik, O.P., & Hope, G.S. (1991). A Fuzzy Logic Based Stabilizer for a
Synchronous Machine, IEEE Trans. Energy Conversion, 6, 3, (1991), pp. 407-413.
Haykin, S. (1994). Neural Networks: A Comprehensive Foundation, IEEE Press
Hiyama T., Oniki S., & Nagashima H. (1996). Evaluation of advanced fuzzy logic PSS on
analog network simulator and actual installation on hydro generators, IEEE Trans.
on Energy Conversion, 11, 1, (1996), pp. 125-131.
Hsu, Y.Y., & Liou, K.L. (1987). Design of self-tuning PID power system stabilizers for
synchronous generators, IEEE Trans. on Energy Conversion, 2, 3, (1987), pp. 343-
348.
Jiang, Z. (2009). Design of a nonlinear power system stabilizer using synergetic control
theory, Electric Power Systems Research, 79, 6, (2009), pp. 855-862.
Karnavas, Y.L., & Pantos, S. (2008). Performance evaluation of neural networks for C
based excitation control of a synchronous generator, Proceedings of 18th
International Conference on Electrical Machines ICEM 2008, Portugal, September
2008.
Karnavas, Y.L., & Papadopoulos, D. P. (2002). AGC for autonomous power system using
combined intelligent techniques, Electric Power Systems Research, 62, 3, (July 2002),
pp. 225-239.
Kundur, P. (1994). Power System Stability and Control, McGraw-Hill
Malik, O.P., Salem, M.M., Zaki, A.M., Mahgoub, O.A., & Abu El-Zahab, E. (2002).
Experimental studies with simple neuro-controller based excitation controller,
IEE Proceedings Generation, Transmission and Distribution, 149, 1, (2002), pp. 108-
113.
Noroozi, N., Khaki, B., & Seifi, A. (2008). Chaotic Oscillations Damping in Power System by
Finite Time Control, International Review of Electrical Engineering, 3, 6, (December
2008), pp. 1032-1038.


196
Salem, M.M., Malik, O.P., Zaki, A.M., Mahgoub, O.A., & Abu El-Zahab, E. (2003).
Simple neuro-controller with modified error function for a synchronous
generator, Electrical Power and Energy Systems, 25, (2003), pp. 759-771.
Salem, M.M., Zaki, A.M., Mahgoub, O.A., Abu El-Zahab, E., & Malik, O.P. (2000a).
Studies on Multi-Machine Power System With a Neural Network Based
Excitation Controller, Proceedings of Power Engineering Society Summer Meeting,
2000.
Salem, M.M., Zaki, A.M., Mahgoub, O.A., Abu El-Zahab, E., & Malik, O.P. (2000b).
Experimental Veification of Generating Unit Excitation Neuro-Controller,
Proceedings of IEEE Power Engineering Society Winter Meeting, 2000.
Shahgholian, G. (2010). Development of State Space Model and Control of the
STATCOM for Improvement of Damping in a Single-Machine Infinite-Bus,
International Review of Electrical Engineering, 5, 1, (February 2010), pp. 1367-1375.
11
Design of PSO-Based Optimal/Tunable PID
Fuzzy Logic Controller Using FPGA
Zeyad Assi Obaid
1
, Saad Abd Almageed Salman
1
, Hazem I. Ali
2
,
Nasri Sulaiman
3
, M. H. Marhaban
3
and M. N. Hamidon
3

1
College of Engineering University of Diyala
2
Control Engineering Department University of Technology
3
Faculty of EngineeringUniversity Putra Malaysia
1,2
Iraq
3
Malaysia
1. Introduction
Fuzzy Logic controllers have been successfully applied in a large number of control
applications, with the most commonly used controller being the PID controller. Fuzzy logic
controllers provide an alternative to PID controllers, as they are a good tool for the control
of systems that are difficult to model. The control action in fuzzy logic controllers can be
expressed with simple if-then rules (Poorani et al., 2005). Fuzzy controllers are more
sufficient than classical controllers as they can cover a much wider range of operating
conditions than classical Controllers. In addition, fuzzy controllers operate with noise and
disturbances of a different nature. The common method for designing a fuzzy controller is
to realize it as a computer program. Higher density programmable logic devices, such as the
FPGA, can be used to integrate large amounts of logic in a single IC. The FPGA provides
greater flexibility than ASIC, and can be used with tighter time-to-market schedules. The
term programmable highlights the customization of the IC by the user. Many researchers
have discussed the design of the hardware implementation of fuzzy logic controllers. A
number was specialized for control applications, and aimed to get better control responses.
These researches have concern using new techniques in fuzzy control, in order to get higher
processing speed versus low utilization of chip resource (Jain et al., 2009 and Islam et al.,
2007)
The hardware implementation of fuzzy logic controllers has many requirements, such as
high-speed performance, low complexity and high flexibility (Leonid, 1997). With this type
of application, and to provide these requirements, it is necessary to avoid various limitations
and challenges. In deriving a practical PIDFC structure, it is desirable to reduce the number
of inputs. In addition, it is difficult to formulate the fuzzy rules with the variable sum of
error ( e
), as its steady-state value is unknown for most control problems (Mann et al.,
1999), (Hassan et al., 2007), (Obaid et al., 2009). Hence, it is necessary to design the FPGA-
based PIDFC with fewer inputs and rules to get higher processing speed versus low
utilization of chip resources. In addition, the design of digital fuzzy controllers has
limitations concerning the structure. These include the restriction or limitation of the shapes

198
of fuzzy sets implemented in the fuzzifier block, such as those in the controllers proposed in
(Hassan et al., 2007) and (Seng et al., 1999). It is desirable to simplify the structure of the
PIDFC controller to offer higher flexibility versus low-chip resources. The majority of PID
fuzzy controller applications belong to the direct action (DA) type; here the fuzzy inference
is used to compute the PID controller actions, not to tune the PID parameters (Mann et al.,
1999). Therefore, it is necessary to design a tuning method inside the digital fuzzy chip,
especially with the DA type, in order to scale the universe of discourse for the
inputs/outputs variable in the PIDFC, and to obtain the best tuning case in the operational
range. Changing the scaling gains at the input and output of PIDFC has a significant impact
on the performance of the resulting fuzzy control system, as well as the controllers stability
and performance (Leonid et al., 2000). Therefore, it is necessary to use an optimization
method to calculate the optimal values of these gains. In recent years, several researchers
have designed fuzzy controllers with different ranges of accuracy. Most of these controllers
have 6-8 bits of accuracy (Poorani et al., 2005), (Tipsuwanpornet al., 2004), (Hassan et al.,
2007), (Solano et al., 1997), (Gabrielli et al., 2009). This accuracy has a trade off with the
speed of the process and it may affect the process behavior inside the digital fuzzy chip
(Jantzen, 1998), (Ibrahim, 2004). Furthermore, increasing the accuracy will also increase the
hardware complexity versus low-speed performance and vice versa. However, none have
evaluated the same controller with different ranges of accuracy. Hence, it is necessary to
find the best accuracy inside the digital chip that offers low hardware complexity versus
high-speed performance. The aim of this chapter is to design a PIDFC that can efficiently
replace other fuzzy controllers realized as a computer program, that have the ability to serve
a wide range of systems with real-time operations. To achieve this aim, the following points
are addressed:

Ref No. Controller type
Optimization and
tuning method
System Type
(Li and Hu , 1996) PID with FIS Tuned by FIS Process control
(Tipsuwanpornet al.,
2004)
Gain scheduling
PID FC
Gain scheduling
Tuning method
Level and temperature
(Poorani et al., 2005)
Specific FC
6-inputs, 1-output
No method
Speed control of
electric vehicle
(Alvarez et al., 2006)
Optimal FC
2-inputs, 1-output
No method Multi phase converter
(Gonzalez-Vazquez et
al, 2006)
PD FC No method No system
(Khatr and Rattan,
2006)
Multi-layered
PDFC
No method
Autonomous mobile
robot
(Hassan et al., 2007) PID FC No method Linear system
(Jain et al., 2009)
Optimal PID
controller
Bacterial Foraging
Optimization method
Inverted pendulum
Table 1. Summary of the Related FPGA-Based Controller in the Literature
Design of PSO-Based Optimal/Tunable PID Fuzzy Logic Controller Using FPGA

199
1. To design a PIDFC with improved fuzzy algorithm that offers low implementation size
versus high processing speed.
2. To aid the PIDFC with a tuning gains block inside the FPGA chip that makes the design
able to accept PSO-based optimal scaling gains.
3. To design two versions of the proposed PIDFC. The first one is an 8-bits PIDFC, while
the second one is a 6-bits PIDFC.
4. To test the proposed design with different plants models with a unity feedback control
system.
Many researchers have discussed different approaches to the present fuzzy algorithms that
offer high-processing speed and small chip size. Many of the fuzzy controllers implemented
in the literature using FPGA, have many limitations and challenges with the structure, such
as those in the shape of fuzzy sets implemented in the Fuzzifier block. This thesis will deal
with some of these limitations. Table I lists the related FPGA-based controllers in the
literature, highlighting the tuning and optimization methods used as well as the type of
application and the type of controller.
2. PID fuzzy logic controller
A PID fuzzy controller is a controller that takes error, summation of error and rate of change
of error (rate for short) as inputs. Fuzzy controller with three inputs is difficult and not easy
to implement, because it needs a large number of rules and memory (Leonid, 1997). In the
proposed design, if each input is described with eight linguistic values, then 8x8x8=512
rules will be needed. The PIDFC can be constructed as a parallel structure of a PDFC and a
PIFC, and the output of the PIDFC is formed by algebraically adding the outputs of the two
fuzzy control blocks (Leonid, 1997). In deriving a practical PIDFC structure, the following
remarks are made (Hassan et al., 2007) (Mann et al., 1999), (Leonid, 1997), (Obaid et al.,
2009): Remark 1: For any PIDFC, the error (e) is considered as the necessary input for
deriving any PID structure. Remark 2: It is difficult to formulate control rules with the input
variable sum-of-error e, as its steady-state value is unknown for most control problems. To
overcome the problem stated in remark 2, a PDFC may be employed to serve as a PIFC in
incremental form, where a PD fuzzy logic controller, with summation at its output, is used
instead of the PIFC (Hassan et al., 2007), (Obaid et al., 1999).
3. Particle swarm optimization
PSO is an evolutionary computation technique-based developed by Eberhart and Kennedy
in 1995 (Wang et al., 2006). It was inspired by the social behavior of birds flocking or fish
schooling, more specifically, the collective behaviors of simple individuals interacting with
their environment and each other (Wang et al., 2006). PSO has been successfully applied in
many areas: function optimization, artificial neural network training, fuzzy system control,
and other areas where evolutionary computation can be applied. Similar to evolutionary
computation (EC), PSO is a population-based optimization tool (Wang et al., 2006), (Allaoua
et al., 2009). The system is initialized with a population of random solutions and searches for
optima by updating generations. All of the particles have fitness values that are evaluated
by the fitness function to be optimized, and have velocities that direct the flying of the
particles (Wang et al., 2006). In a PSO system, particles change their positions by flying
around in a multidimensional search space until computational limitations are exceeded.

200
The concept of the modification of a searching point by PSO is shown in Fig. 1 (Allaoua et
al., 2009).

Fig. 1. Concept of the Modification of a Searching Point by PSO (Allaoua et al., 2009).
In the PSO algorithm, instead of using evolutionary operators such as mutation and
crossover, to manipulate algorithms, for a d-variable optimization problem, a flock of
particles are put into the d-dimensional search space with randomly chosen velocities and
positions knowing their best values so far (Pbest) and the position in the d-dimensional
space. The velocity of each particle, adjusted according to its own flying experience and the
other particles flying experience. For example, the i-th particle is represented as xi = (xi, 1,
xi, 2 xi, d) in the d-dimensional space. The best previous position of the i-th particle is
recorded and represented as (Allaoua et al., 2009):
Pbesti = (Pbesti, 1, Pbesti, 2 ... Pbest i, d) (1)
The index of best particle among all of the particles in the group is gbestd. The velocity for
particle i is represented as vi = (vi,1 ,vi,2 ,, vi,d). The modified velocity and position of each
particle can be calculated using the current velocity and the distance from Pbesti, d to gbestd
as shown in the following formulas (Allaoua et al., 2009):

( 1) ( ) ( ) ( )
, , 1 , , 2 ,
. * () * ( ) * () * ( )
t t t t
i m i m i m i m m i m
V WV c rand Pbest X c rand gbest X
+
= + + (2)

( 1) ( ) ( 1)
, , ,
t t t
i m i m i m
X X V
+ +
= + ; i= 1, 2 n; m=1, 2 d (3)
Where:
N: Number of particles in the group,
D: dimension,
t: Pointer of iterations (generations),
( )
,
t
i m
V : Velocity of particle I at iteration t,
( ) min max
,
t
d i m d
V V V
W: Inertia weight factor,
c1, c2: Acceleration constant,
rand ( ): Random number between 0 and 1
( )
,
t
i m
X : Current position of particle i at iterations,
Pbesti: Best previous position of i-th particle,
Gbest: Best particle among all the particles in the population.
1 + k
i
X
i
Gbest
i
Pbest
k
i
V
k
i
X
1 + k
i
V
Gbest
i
V
Pbest
i
V

201
4. The proposed PSO algorithm
The main aim of the PSO algorithm is to tune the controller parameters [Kp, Kd, Ki, Ko], by
minimizing the cost function for minimum values in order to get the optimal gains value for
these parameters. The target cost function is the integral square error (ISE), this is simple
function and can easy represented in the fuzzy algorithm. The cost function (equation 4) is
calculated by swapping the searching results in the local position with the minimum value
of the function until reaching the best global search. In this case, the proposed PSO
algorithm is 6-dimension in the population size for PIDFC (also can do it by 4-dimenssion),
3-dimension in the case of the PIFC and PDFC. This dimension belongs to the controller
parameters, which represent the particle (X) inside the population space. These particles are
explained in equations (5, 6 and 7) with ith iteration path. Note that during the search
process the resulting gains were constrained by the interval [Xmin Xmax] to search with
these limits in order to cover the range of the operational range (universe of discourse). Fig.
2 shows the flow chart of the proposed PSO algorithm.

Fig. 2. Flowchart of the Proposed PSO Algorithm

202

2
0
( ( ))
Maxiteration
t
ISE e t
=
=

(4)
X(PIDFC)= [x(1) x(2) x(3) x(4) x(5) x(6)]=
[Kp Kd Ko + Kp Ki Ko] , Dimension = 6
(5)

X(PIFC)= [x(1) x(2) x(3)]= [Kp Ki Ko] , Dimension = 3 (6)
X(PDFC)= [x(1) x(2) x(3)]= [Kp Kd Ko] , Dimension = 3 (7)
5. Block diagram of the PIDFC
The proposed controller accepts two signals, the first one is the plant output (
p
y ) and the
second one is the desired output (
d
y ), both of them are digital signals, and deliver the
control action signal as a digital output. It also accepts four 8-bit digital signals that
represent the optimal gain parameters needed by the controller (
p
K ,
d
K ,
i
K , and
o
K ). These
parameters are used to aid the tuning block with optimal values of the scaling gains online
with the digital FPGA chip. Other two (one-bit) signals have been used to select the type of
the controller (PDFC, PIFC, or PIDFC) online with the chip. Fig. 3 shows the general block
diagram of the controller chip in a unity feedback control system. In recent years, many of
the digital fuzzy applications have different ranges of the accuracy. Most of them have 6-8
bits of accuracy (Poorani et al., 2005), (Tipsuwanpornet al., 2004), (Hassan et al., 2007),
(Solano et al., 1997), (Gabrielli et al., 2009), (Obaid et al., 2009), (Obaid et al., 1999). This
accuracy may affect the process behavior inside the digital fuzzy chip; also it has a trade off
with the speed of the process (Leonid , 1997), (Jantzen, 1998), (Ibrahim, 2004). Therefore, it is
necessary to find which range has better accuracy inside the digital chip. Two versions of
the proposed PIDFC were designed, the first one is an 8-bit which uses 8 bits for each
input/output variables. The second version is a 6-bit which uses 6 bits for each
input/output variable. To make the discussion clear and general for the proposed controller
in the following sections, symbol (q) will be used to represent the range of accuracy, (q=8) in
the proposed 8-bits design, and (q=6) in the 6-bits version of the proposed design.
6. Structure of the PIDFC design
Generally, to represent PIDFC, it is required to design a fuzzy inference system with three
inputs that represent the proportional, derivative, and integral components, and each one of
them can have up to eight fuzzy sets. Therefore, the maximum number of the required fuzzy
rules is 8
3
=512 rules. To avoid this huge number of rules, the proposed controller was
designed using two parallel PDFC to design the PIDFC as discussed earlier (Hassan et al.,
2007), (Obaid et al., 2009), (Obaid et al., 1999). The second PDFC was converted to a PIFC by
accumulating its output. Fig. 4 shows the structure of proposed PIDFC, where FIS refers to
the fuzzy inference system with its three blocks, Fuzzifier, inference engine and defuzzifier.
Both controllers, PDFC and PIFC, receive the same error signal. The structure of the single
PDFC is discussed in the next sections. The main block in the PDFC is the fuzzy inference
block which has two inputs (e(n) and ( ) e n ), one output (U(n)) fuzzy system of Mamdani

203
type that uses singleton membership functions for the output variable. Initially, the two
input signals are multiplied by a gain coefficient (K
p
and K
d
or K
p
and K
i
) before entering the
fuzzy inference block. Similarly, the output of the fuzzy inference block is multiplied by a
gain coefficient (K
o
) (Hassan et al., 2007), (Obaid et al., 2009), (Obaid et al., 1999). At the same
time, the output of the fuzzy inference block in the second PDFC is multiplied by a gain
coefficient and then accumulated to give the output of the PIFC. Subsequently, both outputs
of the PDFC and PIFC are added together to give the PIDFC output (u
PID
). The final design
works as a PDFC, PIFC, or PIDFC, depending on the two selection lines sw
1
and sw
0,
, which
provide a more flexible design to cover a wide range of systems. The PIDFC is designed
using two blocks of PDFC, and the main block in the proposed design is the PDFC block.
The main components inside the PDFC block are: Tuning-gain block, Fuzzifier block, inference
engine block, and Defuzzifier block.

Fig. 3. Block Diagram of the PIDFC in a Unity Feedback Control System.

Fig. 4. Main structure of the Proposed Controller

204
Tuning-Gain Block
The tuning-gain block is used at each of the two inputs and also at the output of each PDFC
block. This block receives and multiplies two inputs: the variable to be scaled (input or
output) and its related gains, this implies the proposed tuning method via scaling the
universe of discourse. An eight-bit latch was used at each Tuning-gain block to store the
gain coefficient value received from one of the gain ports, depending on selection line
values. The * operator was used in the VHDL files of the design to express a
multiplication process just like a conventional language. This process has been designed at
the behavioral level of abstraction in VHDL code, i.e. during the design synthesis process, if
the library IEEE.std_logic_signed was included in the VHDL files (Hassan et al., 2007),
(Obaid et al., 2009), (Obaid et al., 1999). Fig. 5 shows the Tuning-gain block with more
details.

Fig. 5. Input/Output Tuning Block
Every * operator is synthesized to a signed number multiplier directly (Hassan et al., 2007),
(Obaid et al., 2009), (Obaid et al., 1999). Fig. 6 shows the Tuning-gain block with more
details. The fuzzy inference block in each PDFC can handle positive values only, and the
error and its rate signals can have positive and negative values (Hassan et al., 2007), as the
shifting process has been designed to convert the input variables range from
[
1 1
2 2 1
q q
] to [ 0 2 1
q
]. This process implies adding the number (
1
2
q
) to the input
variable. This addition has been designed by inverting the last bit (MSB) of the input
variable (Hassan et al., 2007), (Obaid et al., 2009), (Obaid et al., 1999). The shift process at the

205
output has been designed using subtraction, instead of addition, to convert the range of the
output variable from [ 0 2 1
q
] to [
1 1
2 2 1
q q
]. This specification will increase the
flexibility of the proposed design.
Fuzzifier Block
The overlapping degree (V) in the proposed design is two, which means that at each time
instance there are two active, (have nonzero membership values), fuzzy sets for each input
variable at maximum. The proposed fuzzification process has been designed using two
fuzzifier blocks, one for each input variable. The fuzzifier block implies the fuzzification
process by taking the input and producing four output values. These values represent the
sequence numbers of the two active fuzzy sets (e1, e2 and de1, de2) and the membership
degrees of the variable for each one of them (e1, e2 and de1, de2 ). The memory base
was designed using ROM. The use of ROM is better than RAM when the programmability is
directly achieved by the implementation techniques (as in the case of FPGA) (Barriga et al.,
2006). The fuzzifier block was designed using memory based membership functions
(MBMSF) (Solano et al., 1997), (Barriga et al., 2006). This method reduces the restrictions of
the fuzzy set shapes, even it needs a smaller memory size than other method such as the
arithmetic method. The memory model has been implemented with maximum possible
membership values in the proposed design, where the maximum coded in p values is
( 2 1
p
), where p=4 bits in the 6-bits version of the PIDFC, and p=6 bits in the 8-bits version
of the PIDFC. This dictates that the summation of membership values of two consecutive
fuzzy set is always equal to ( 2 1
p
). Each word in the MBMSF is divided into two parts. The
first part represents the sequence number of the active fuzzy set (3-bits, in both versions).
Assigning 3 bits for the sequence number of the fuzzy sets, gives the controller flexibility to
accept for each input variable for up-to 8 fuzzy sets. The second part of the memory word is
p bits data word which represents the membership value of the input in the active fuzzy set.
The total memory length for each input is equal to ( 2
q
).

Fig. 6. Two Inputs Fuzzifier Block.

206
Inference Engine Block
The inference engine consists of three blocks: rule selector, rule memory, and minimum circuit as
shown in Fig. 7. Different mechanisms have been used to minimize both the calculation time
and the area of the fuzzy inference system; among the most interesting methods is the active
rules selector concept (Hassan et al., 2007), (Solano et al., 1997), (Obaid et al., 2009), (Barriga
et al., 2006), (Huang and Lai, 2005), (Obaid et al., 1999). This block uses the information from
fuzzifier, which belongs to the active fuzzy sets to launch only active rules. This reduces the
number of processed rules. Furthermore, by using an active rule selector, the number of
rules to be processed will be reduced according to this equation (Hassan et al., 2007):

Fig. 7. Inference Engine Block
Number of active rules =
m
V (8)
Where m is the number of inputs, and V is the maximum number of overlapped fuzzy sets.
In the proposed design, it is assumed that m = 2 and V = 2. Hence, the number of active
rules at each time is:
2
2 4
m
V = = rules. In each counter cycle, the membership degrees
delivered from the two multiplexers are combined through the minimum circuit to calculate
the applicability degree of the rule (
k
), while the active fuzzy set sequence numbers are
combined directly to address a rule memory location that contains the corresponding rule
consequent (
k
). The rule memory is a (
2 3
2 q
) bits ROM, and each word in it represents the

position of the output singleton membership functions of one rule.
Defuzzifier Block
The defuzzification process in the defuzzifier block has been designed using the Centroid
method. The four main components that represent the proposed defuzzifier are: two
accumulators, one multiplier, and one divider. The defuzzifier block accepts the information
from the inference engine (four (
k
), and four (
k
) each time), and produces an output (crisp
set) to the output tuning gain block, as shown in Fig. 8.

207

Fig. 8. Defuzzifier Block.

e
NB NM NS NZ PZ PS PM PB
de
NB -1 -1 -1 -0.7 -0.7 -0.4 -0.1 0.1
NM -1 -1 -0.7 -0.7 -0.4 -0.1 0.1 0.1
NS -1 -0.7 -0.7 -0.4 -0.1 0.1 0.1 0.4
NZ -0.7 -0.7 -0.4 -0.1 0.1 0.1 0.4 0.7
PZ -0.7 -0.4 -0.1 -0.1 0.1 0.4 0.7 0.7
PS -0.4 -0.1 -0.1 0.1 0.4 0.7 0.7 1
PM -0.1 -0.1 0.1 0.4 0.7 0.7 1 1
PB -0.1 0.1 0.4 0.7 0.7 1 1 1
Table 2. Fuzzy Rules.
The defuzzifier block was designed with two stages to reduce the memory size of the target
device. Both accumulators are reset every four clock cycles to receive the next four active
rules of the next input. Note that
k
and
k
are delivered from the inference engine in series
during four consecutive clock cycles, instead of being produced in parallel in one clock
cycle. This will reduce the used area of the FPGA device, at the expense of increasing time
interval between input latching and output producing (Hassan et al., 2007). However,
during the design, whenever a trade off between area and speed is found, it is directed to
optimize (reduce) area at the expense of speed reduction, since the maximum time delay
caused by controller is still much less than the minimum sampling time in many control
systems. Even less than other controllers proposed in the literature (Poorani et al., 2005),
(Tipsuwanpornet al., 2004), (Hassan et al., 2007), (Obaid et al., 2009), (Alvarez et al., 2006),
(Lund et al., 2006), (Obaid et al., 1999). Here, the multiplication process was designed at the
behavioral level (the method used in the tuning-gain block). The only difference is that
another library called IEEE.std_logic_unsigned must be used instead of the library
IEEE.std_logic_signed, to ensure that the produced multiplier after the synthesis process is
an unsigned number multiplier (because the proposed fuzzy inference block can only
handle positive numbers only) (Hassan et al., 2007), (Obaid et al., 2009). The group involves
eight triangular membership functions for each input variable, eight singleton membership
functions for output variable, and the rule table of 64 rules has been used in the proposed

208
PIDFC, as shown in Fig. 9 and Table II. The use of a singleton membership function is to
increase the computation speed versus low complexity (Leonid , 1997). And also for the
majority of applications, using singleton fuzzy sets is more sufficient (Ying, 2000).

Fig. 9. (a) Inputs Membership Functions, (b) Output Membership Functions.
7. FPGA design considerations
The proposed device for the hardware implementation is the Virtex FPGAs family from
Xilinx Company. Vertex FPGAs family is a useful device to the proposed design, it has
internal RAM block. Virtex FPGAs consist of several large block memories. These
complement the Look Up Table (LUT). This performance is very useful because the fuzzy
system always needs large memory to store fuzzy sets information and rules table (Xilinx
Company, 2009). The final design of the PIDFC has (3*q + 36) pins, four 8-bit input ports,
two q-bits input ports and one q-bit output ports as well as 4 control signal pins, Table (III)
lists the port names, sizes, and types.

Port name Port size (bit) Port type
Desired output q Input data
Plant output q Input data
Control action q Output data
K
p
8 Input data
K
d
8 Input data
K
i
8 Input data
K
o
8 Input data
sw1 1 Control signal
sw0 1 Control signal
Reset 1 Control signal
Clock 1 Control signal
Table 3. Port Names, Sizes, and Types Which Used In the Proposed Controller.

209
Note that the Reset signal does not change the contents of ROM or gain coefficients latches.
However, the contents of ROM, as stated before can not be altered during the operation of
the controller. The clock speed has a maximum frequency of 40 MH. This is necessary to
cover a wide range of systems with a high sampling time.
8. Simulation environments
The Altera Quartus II 9.0 program was used to get the compilation and timing test results as
well as the synthesized design. The ModelSim simulation program was also used for the
purpose of simulation for all tests with the proposed design. The same design was designed
in Matlab environments in order to make comparisons. The ModelSim stores the simulation
data in text files, these files are used in Matlab and convert it to decimal vectors, which are
used to plot the analog responses. Fig. 10 shows the Coding and Simulation environments
used with the proposed design.

Fig. 10. Coding and Simulation Environments.
9. Timing analysis
The overall structure of the proposed PIDFC needs 16 clock cycles to complete one process.
The input tuning-gain block needs one clock cycle. The fuzzification process needs one clock
cycle. The inference engine needs four clock cycles to generate the four active rules
consequent,
1 2 3 4
, , , and their corresponding applicability degrees
1 2 3 4
, , , .
Another four clock cycles are needed to calculate the terms
4
1
k
k

=
and
4
1
k k
k

=

. Three of
these four clocks are parallel to the four clocks of the inference engine, because the
accumulation process starts after delivering the first rule consequent
1
and its applicability
degree
1
. Subsequently, the division process starts and it takes eight clock cycles, which
are split into two four-clock stages. The last clock cycle is needed to perform the output
tuning-gain block.

210
10. Control surfaces test (comparison case study)
This test is performed to make sure that the fuzzy inference system used inside the FPGA-
based controller (FBC) is working properly. This test involves generating the control surface
using fuzzy sets and the rule shown in Fig. 9 and Table 2. This test has been used to make a
comparison between both types of FBC with MSBC in order to evaluate the accuracy of the
digital design implemented on FPGA with respect to the Matlab design. The control surfaces
generated by MSBPD, 6FBC, MSBC and 8FBC are shown in Fig. 11 and Fig. 12. This surface
reveals the effect of rounding and approximation processes (inside the FPGA design) on the
result and also shows the accuracy of each version of the controller with respect to the
Matlab-Based design. Generally, these statistics show that the surfaces generated by the
fuzzy inference system of 8FBC are smoother than the surfaces generated by the fuzzy
inference system of 6FBC with respect to MSBC, since the 8FBC has better accuracy and is
adequate for this design.

Fig. 11. (a) Control surface of MSBC (b) Control surface of 6FBC

211

Fig. 12. (a) Control surface of MSBC (b) Control surface of 8FBC
11. The proposed controller with unity feedback control system
As mentioned before, the simplest and most usual way to implement a fuzzy controller is to
realize it as a computer program on general purpose computers. Therefore, a comparison
has been made between the simulation results of the two FPGA-based controller versions.
The 6 bits FPGA-Based Controller (6FBC) and the 8 bits FPGA-Based Controller (8FBC), and
the simulation results of the Software Base Controller designed using Matlab (MSBC). These
comparisons are necessary to show that how FPGA-based design is close to Matlab-based
design. The first level of this comparison was made using ModelSim as the test bench
simulation before generating the results in a Text File. Subsequently, as explained before,
these files were taken to the Matlab environment to do the comparison. The controllers

212
(6FBC, 8FBC, and MSBC) have been used in unity feedback control systems, and subjected
to 0.5 step input. Mathematical models of five different plants have been used for this test.
These consist of four case studies with linear systems and one case study with a nonlinear
system. Each one of these plants has been designed in MATLAB software (for simulation in
MATLAB), and also in non-synthesizable VHDL code (for simulation in ModelSim). Since
each controller could serve as PDFC, PIFC, or PIDFC, a test was made for each one of these
types. PSO was used to obtain the optimal values of the controller parameters that represent
the tuning gains. Where the information of the proposed PSO algorithm is listed as follows:
Population size: 100, W= [0.4 to 0.9], C1, C2=2, Iteration reached with every case is=1000
iteration path, and the particle searching range depends on the trial and is different in every
case. All X-axes represent the time.
11.1 First order plant (first case study)
Many industrial processes such as level process can be represented by a first order model
(Hu et al., 1999). Equation (9) shows the mathematical plant model (in s-plane). A discrete
transfer function of this model has been obtained using the ZOH method, and the selected
sampling period (T) is 0.1. Equation (10) shows the discrete transfer functions, (in z-plane).
The searching range of the particle for this case ranges from [Xmin Xmax], and by using trial
to reach the operational range with the universe of discourse. The optimal values of Kp, Kd,
Ki, and Ko used in this test were selected using PSO; and listed in Table 4.
( )
1
1
1
CS s
s
=
+
(9)
( )
1
0.09516
0.9048
CS z
z
=
, T = 0.1 (10)

Range of Particle X
Controller type Gain type Value

0.0001 5 X
PIDFC
K
p 4.5111
K
d
0.8751
K
i
4.6875
K
o
0.5625

0.0001 3.5 X PIFC

K
p 0.6875
K
i
2.4375
K
o
1.0212

0.0001 15 X

PDFC

K
p
13.7501
K
d 0.6251
K
o
0.5011
Table 4. Optimal Gains Values Used With Cs1.

213
Fig. 13 shows the test bench simulation results using ModelSim. This test is generated using
non-synthesizable VHDL code, and the controller gives action at 0.3 s. The 6FBC has the
same procedure except the real data which has different values. ModelSim stores the results
as digital data in a text file; this file is manipulated in Matlab environments to change the
data to decimal before using it as a comparison. The closed loop responses with 0.5 step
input are shown in Fig. 14. In Fig. 14-a, it seems that the response has a large study state
error. This is because the controller is PDFC, this controller affects the transient response
(rise time, overshoot), but has no effect on the steady state error (at most). When the PIFC is
applied on the first order system, the error disappears, and the system is first order, since
there is no overshoot in this system (Fig. 14-b). When the PIDFC is applied for this system,
as shown in Fig. 14-c, the response has a fast rising time with zero overshoot and error.
However, although the 6FBC can sometimes give a response close to the MSBC response, at
most, the 8FBC has smoother responses to MSBC than the 6FBC. The response performance
of the proposed controllers is listed in Table 5.

Controller type Error Over shoot Rising time Settling time
PDFC 0.025 0.0 0.89 0.1
PIFC 0.0 0.0 0.3 0.4
PIDFC 0.0 0.0 0.15 0.198
Table 5. Responses Performance of the Proposed 8fbc with Cs1.

Fig. 13. Test Bench Results using ModelSim of the Proposed Controller (8FBC) with CS1 in
unity Feedback Control system.

214

(a)

(b)

215

(c)
Fig. 14. First Order Linear Plant Controlled by (a) PDFC, (b) PIFC and (c) PIDFC.
11.2 Delayed first order plant (second case study)
The time delay occurs when a sensor or an actuator is used with a physical separation (Hu
et al., 1999). Equation (11) shows the mathematical plant model (in s-plane). The discrete
transfer functions of this model were obtained using the ZOH method, and the selected
sampling period (T) is 0.1. Equation (12) shows the discrete transfer functions, (in z-plane).
The searching range of the particle for this case is [Xmin Xmax], and by using trial to reach
the operational range with the universe of discourse. The optimal values of K
p
, K
d
, K
i
, and K
o

used in this test were selected using PSO; and listed in Table 6.

Range of Particle X Controller type Gain type Value

0.0001 1.9 X
PIDFC
K
p
1.4372
K
d
1.687
K
i
0.5625
K
o
0.437

0.0001 1.9 X
PIFC

K
p
0.501
K
i
1.5
K
o
0.51

0.0001 6 X
PDFC

K
p
5
K
d
0.125
K
o
0.375
Table 6. Optimal Gains Values Used With CS2.

216
( ) ( )
2
2 1
CS z z CS z
= (11)
( )
2
2
0.09516
0.9048
CS z z
z

, T = 0.1 (12)
Fig. 15 shows the test bench simulation results using ModelSim. This test is generated in the
same procedure as explained before. The controller gives action at 0.3 s (Fig. 15), the delay
with the systems affects the beginning of the real data (the response). The closed loop
responses with 0.5 step input are shown in Fig. 16. In Fig. 16-a, again the response has a
large study state error with the PDFC. When the PIFC is applied on the first order system
(see Fig. 16-b), the error disappears with 8FBC. The 6FBC has a large steady state error, as
the responses of the systems that use 8FBC are closer to the MSBC responses. When the
PIDFC is applied for this system, as shown in Fig. 16-c, the response is close to the responses
when using the PIFC. In all this, 8FBC has smoother responses to the MSBC than the 6FBC.
The responses performance of the 8FBC are listed in Table 7.

Fig. 15. Timing Diagram using ModelSim of the Controller (8FBC) with CS2 in unity
Feedback Control system.

Controller
type Error
Over
shoot
Rising
time
Settling
time
PDFC 0.11 0.01 1.12 1.2
PIFC 0.01 0.0 0.8 0.9
PIDFC 0.02 0.0 0.48 0.49
Table 7. Responses Performance of the Proposed 8fbc with CS2.

217

(a)

(b)

218

(c)
Fig. 16. Delayed first order linear plant controlled by(a) PDFC, (b) PIFC and (c) PIDFC.
11.3 Second order plant (third case study)
The position control of an AC motor process or temperature control can be represented by a
second order model (Hu et al., 1999). Equation (13) shows the mathematical plant model (in
s-plane). Discrete transfer functions of this model were obtained using the ZOH method, and
the selected sampling period (T) is 0.2. Equation (14) shows the discrete transfer functions,
(in z-plane). The searching range of the particle for this case is ranging as [Xmin Xmax], and
by using trial to reach the operational range with the universe of discourse. The optimal
values of K
p
, K
d
, K
i
, and K
o
( )
3 2
1
4 3
CS s
s s
=
+ +
(13)
( )
3 2
0.01544 z+ 0.01183
1.368 z + 0.4493
CS z
z
=
, T = 0.2 (14)
Fig. 17 shows the test bench simulation results using ModelSim for 8FBC; this test is
generated using the same procedure as explained. The controller gives action at 0.3 s (Fig.
17). This means the same action with CS1 and CS2, which represent the linear models. The
closed loop responses with 0.5 step input are shown in Fig. 17. CS3 is a second order plant,
and has a steady state error with non-controlled response. In Fig. 18-a, when PDFC is
applied the overshoot is limited by the action of this controller, but the response still has a
steady state error. When the PIFC is applied to this system (see Fig. 18-b), the error is
disappears with 8FBC, and the system still has overshoot. The 6FBC has a rough and non-
smooth response as can be seen in the control action figures where sharp spikes appear
along the steady state part, while the responses of the systems that use 8FBC are closer to
the MSBC responses. When the PIDFC is applied for this system, as shown in Fig. 18-c, the

219
8FBC response is close to the responses using MSBC, with zero error and little overshoot.
The Responses Performance of the proposed 8FBC with CS3 is listed in Table 9.

Range of Particle X

0.0001 8.5 X
PIDFC
K
p 5.0191
K
d
7.101
K
i
1.6875
K
o
0.937

0.0001 2 X
PIFC

K
p 1.02
K
i
1.812
K
o
1.75

0.0001 15 X
PDFC

K
p
14.625
K
d 6.021
K
o
1.062


220

(a)

(b)

221

(c)
Fig. 18. Second order linear plant controlled by(a) PDFC, (b) PIFC and (c) PIDFC.

Controller
type Error
Over
shoot
Rising
time
Settling
time
PDFC 0.02 0.02 2.1 2.3
PIFC 0.005 0.03 1.89 2
PIDFC 0.0 0.005 1.6 1.8
11.4 Delayed second order plant (fourth case study)
The time delay occurs when a sensor or an actuator are used with a physical separation (Hu
et al., 1999). Equation (15) shows the mathematical plant model (in s-plane). Discrete transfer
function of this model was obtained using the ZOH method, and the selected sampling
period (T) is 0.2. Equation (16) shows the discrete transfer functions, (in z-plane). The
searching range of the particle for this case is ranging as [Xmin Xmax], and by using trial to
reach the operational range with the universe of discourse. The optimal values of K
p
, K
d
, K
i
,
and K
o
( )
2
4 3
CS z z CS
= (15)
( )
2
4 2
0.01544 z+ 0.01183
1.368 z+ 0.4493
CS z z
z

; T = 0.2 (16)

222
Range of Particle X Controller type Gain type Value

0.0001 8.5 X
PIDFC
K
p
2.11
K
d
1.687
K
i
0.5012
K
o
0.375

0.0001 2 X
PIFC

K
p
0.253
K
i
1.185
K
o 1.251

0.0001 15 X
PDFC

K
p
7.18
K
d
8.754
K
o
0.503
Table 10. Optimal Gains Values Used with CS4.
Fig. 19 shows the test bench simulation results using ModelSim for 8FBC. This test is
generated using the same procedure as explained before. The delay with the system only
affects the value of the real data (response). The controller gives action at 0.3 s. The closed
loop responses with 0.5 step input are shown in Fig. 20. CS4 is the same model as CS3 but
with delay. In Fig. 20-a, when the PDFC is applied, the overshoot is limited by the action of
this controller, but the response has a large steady state error. In this case the 8FBC is very
close to the MSBC while the 6FBC has a non-smooth response. When the PIFC is applied to


223
this system (see Fig. 20-b), the error disappears with the 8FBC with little overshoot. The
6FBC has a large steady state error while the responses of the systems that use 8FBC are
closer to the MSBC responses. When the PIDFC is applied for this system, as shown in Fig.
20-c, the 8FBC response has better overshoot to the responses using MSBC, and is very close
to the MSBC in the steady state response. The 6FBC has a long rising time with steady state
error. The Responses Performance of the proposed 8FBC with CS4 is listed in Table 11.

(a)

(b)

224

(c)
Fig. 20. Delayed second order linear plant controlled by (a) PDFC, (b) PIFC and (c) PIDFC.

Controller
type Error
Over
shoot
Rising
time
Settling
time
PDFC 0.07 0.02 4.9 5.3
PIFC 0.0 0.0 2.3 2.4
PIDFC 0.0 0.0 2.4 2.5
Table 11. Responses Performance of the Proposed 8FBC with CS4.
11.5 Non-linear plant model (fifth case study)
A mathematical model of nonlinear plant (inverted pendulum) has been used to test the
PIDFC with unity feedback control system; this model is characterized by Equation (17) and
Equation (18) (Passino and Yurkovich, 1998).

2
5
2
0.25 sin( )
9.8sin( ) cos( )
1.5
4 1
0.5 cos ( )
3 3
u y y
y y
CS y
y

+

= =

(17)
100 100 u u u = +
(18)
The first order filter on u to produce represents an actuator. Assuming the initial
conditions y(0) = 0.1 radians (= 5.73 deg.), y(0) = 0, and the initial condition for the actuator
state is zero. For simulation of the fourth-order, the Runge-Kutta method was used with an
integration step size of 0.01 (Passino and Yurkovich, 1998), (Obaid et al., 1999). Again, this
plant has been designed using MATLAB software (for simulation in MATLAB), and in

225
VHDL code (for simulation in ModelSim). A special package was designed in VHDL code to
represent the trigonometric functions and fourth-order Runge-Kutta method, which are not
available in Quartus II (or in ISE) standard libraries (Obaid et al., 1999). The searching range
of the particle for this case is [Xmin Xmax], and by using trial to reach the proposed
algorithm, the values of K
p
, K
d
, K
i
, and K
o
used in this test were selected using PSO. These
values are listed in Table XII.

Range of Particle X

0.0001 11.5 X
PIDFC
K
p
1.1012
K
d
10.1103
K
i
1.5013
K
o

5.0032
Fig. 21 shows the test bench simulation results using ModelSim for 8FBC and the controller
gives an output at 0.7 s after the input latching (Fig. 21). The 6FBC has the same procedure
in ModelSim and produces an output at 0.62 s. The Responses Performance of the
proposed controller with CS5 is listed in Table 13. Where the bound of the settling time of
the pendulum to reach its initial position with the force applied to the cart is -0.02 and +0.02
with both versions. The first time of the pendulum reach s the initial position is listed as the
rising time. When using a nonlinear system for testing, both versions (6FBC and 8FBC)
provide generally good responses although there is some oscillation. One must not be
deceived by the steady state error that appears in Fig. 22, as it represents less than 1% of the
output range in the case of 6FBC and less than 0.5% of the output range, in the case of 8FBC.
The absolute mean difference between the nonlinear plant response, using MSBC, and the


226
nonlinear plant response, using 6FBC is less than 0.017. The absolute mean difference
between the nonlinear plant response, using MSBC, and the nonlinear plant response, using
8FBC is less than 0.006 as shown in Fig. 22. The experimental result is carried out by using
the nonlinear inverted pendulum (the last case study CS5). The experimental data recorded
to the inverted pendulum has been used in this test in unity feedback control system. This
data has been recorded by Sultan (Sultan, 2006) to analyze, design & develop a control loop
for the given inverted pendulum (with servomechanism). The pendulum reaches the initial
position zero at 0.058 second with overshoot equal to 0.025 and undershoot equal to 0.02.
Fig. 23 shows the experimental data simulation of the inverted pendulum with the PIDFC in
8-bit version. The controller (8FBC) provides a good control performance with respect to the
simulation results of the same case as shown in Table 13.

Fig. 23. Experimental data simulation of the PIDFC with
the inverted pendulum in unity feedback control system.

Controller type

Error
Over
Peak angle (rad)
Under
Peak angle (rad)
Rising time

Settling time

6FBC 0.017 0.0 -0.01 0.13 0.1
8FBC 0.006 0.0 -0.01 0.13 0.1
6MSBC 0.0 0.018 -0.041 0.13 0.1
8MSBC 0.0 0.018 -0.041 0.13 0.1
Experimental case 0.0 0.025 0.024 0.029 0.058
12. Results comparison and discussion
The proposed design has been coded in Matlab environments as explained before. The aim
of this test is to find to what extent the 6FBC and 8FBC responses are close to the MSBC
responses with respect to the accuracy. In contrast to the 6FBC, the responses of the systems
that use 8FBC are smooth (as MSBC responses). When the 6FBC or 8FBC is used as PIFC or

227
PIDFC, the system responses will settle at a value close to the response settling value of
systems that use MSBC. The reason being the rounding error in the PI component, the
proposed PIDFC consists of a PDFC and PIFC, the PIFC is a PDFC with a summation block
at its output. This error could be positive or negative. Sometimes, during the summation
process, the rounding error cancels itself. Commonly, in CS1 and CS2, it is clear that the
responses have a steady state error with PDFC, because these systems do not have an
overshoot, only a steady state error (no need to use PDFC), and this test is used to evaluate
the multi structure in the proposed PIDFC. The absolute mean of differences between the
MSBC and 6FBC was less than 0.07 with the linear systems and less than 0.017 with the
nonlinear system, while the absolute mean of differences between MSBC and 8FBC was less
than 0.017 with the linear systems and less than 0.006 with the nonlinear system. The
proposed controller has good responses performance with respect to the classical controller
proposed in the literature, and also better responses as compared it with other type of fuzzy
PID controller.
CS1, CS2 and CS3 have been used in the work proposed in (Hu et al., 1999). In this work,
Genetic algorithm (GA) based optimal fuzzy PID controller was used with new
methodology (Matlab-based). Table 14 lists the comparison of the responses performance of
this work with respect to the proposed PIDFC (8FBC) with CS1, CS2 and CS3. This
comparison consists of rising time (Tr), settling time (Ts) and overshoot (OV). The proposed
PSO-PIDFC with the linear cases CS1 and
CS2 have no overshoot and a short rising and settling time with respect to other types of
controller designed in the literature with the same models. For the CS3, there is a 0.005
overshoot and short rising and settling time with respect to other types of controller
designed in the literature with the same model. The proposed PSO-PIDFC with the
nonlinear cases (CS5) have zero overshoot and 0.13, 0.1 rising and settling time respectively,
while other types of controller with the same nonlinear model have an overshoot and longer
rising and settling time. In CS5, a mathematical model of nonlinear plant (inverted
pendulum) was used to test the controller with a unity feedback control system. This case
has been used in (Jain et al., 2009), (Masmoudi et al., 1999) and (Jain et al., 1999) (Matlab-
based) with different types of controllers. In (Jain et al., 2009), Bacterial Foraging (BF)
algorithm was used for tuning the parameters of the PID controller for optimal
performance, while (Jain et al., 1999) used a comparison between Evolutionary Algorithms
namely Gas (Genetic Algorithms), and Swarm Intelligence i.e. PSO and BG. In (Jain et al.,
1999) as there was no need to know the value of rising time as they used a reference input
equal to zero. It is not considered by this author either. Therefore, a comparison is made
with the proposed 8FB (PIDFC) with those presented in (Jain et al., 2009), (Masmoudi et al.,
1999) and (Jain et al., 1999). This comparison is listed in Table 15. In the case of (Jain et al.,
1999), PSO had the best responses with respect to the other methods proposed by this
author, hence, we will compare with PSO and ISE only. Other comparison has been made to
the proposed design with respect to FPGA chip resources. This comparison involves the
utilization of the chip resources in the proposed FPGA-based PIDFC with respect to the
other FPGA-based controllers proposed in the literature. It also involves a comparison with
respect to the time required per one action with the maximum frequency. This comparison
was made after compiling the design using the ISE program provided by Xilinx Company,
because this tool provides a clear Report for the chip resources, even it was used by the
authors in the literature. This comparison is listed in Table 16.

228

Case

Performance

Proposed
FPGA-based PIDFC
with PSO
GA - Fuzzy PID
In (Hu et al., 1999)
GA -Optimal PID
In (Hu et al., 1999)
CS1
Tr (s) 0.19 0.16 0.2
Ts(s) 0.23 0.2 0.36
OV 0.0 0.0 0.0039
CS2
Tr (s) 0.48 0.16 0.38
Ts(s) 0.49 0.46 0.74
OV 0.0 0.0051 0.0162
CS3
Tr (s) 1.6 0.74 0.88
Ts(s) 1.8 2.34 1.34
OV 0.005 0.0622 0.0107
Table 14. Performance Comparison of the PIDFC with the Work Proposed by Hu et al. In
(Hu et al., 1999)

Performance

The proposed
Controller In
Experimental
Case with CS5
The
Proposed
FPGA-based
PIDFC
With PSO
Optimal PID
In (Jain et al.,
2009)
With BG
Fuzzy logic
controller
in
(Masmoudi
et al., 1999)
Optimal PD-PI
In (Jain et al.,
1999)
With PSO
Ts (s) 0.058 0.1 0.4 0.21 2.4
Tr(s) 0.029 0.13 0.2 0.22 ---
Peak angle
(rad)
0.025
0.0 0.178

0.75
0.00127
Table 15. Performance Comparison of the PIDFC (8FBC) With Those Proposed In (Jain et al.,
2009), (Masmoudi et al., 1999) and (Jain et al., 1999) By Using CS5.

References
Number of
CLBs
Number of
IOBs
Frequency Time per
action
PIDFC 494 68 40 MHz 0.3 s
(Poorani et al.,
2005) 757 39
8 KHz
41.1 ms
(Tipsuwanpornet
al., 2004) --- ---
40.55 MHz
2.1 s
(Hassan et al.,
2007) 1394 61
40.245 MHz
0.421 s
(Alvarez et al.,
2006) 3492 51
100 MHz
1.4 s
(Lund et al., 2006) 63 --- 20 MHz 1 s
Table 16. FPGA Chip Resources Comparison between the PIDFC and Other Type of
Controllers Proposed In the Literature.

229
13. Conclusion
From the design and simulation results of the PIDFC, it can be concluded that: Higher
execution speed versus small chip size is achieved by designing PIDFC with a simplified
fuzzy algorithm as a parallel structure of PDFC and PIFC and also by designing PIFC by
accumulating the output of the PDFC. These methods significantly reduce the number of
rules needed. It also enables the controller to work as a PIFC, PDFC or PIDFC depending on
two external signals to provide high-flexibilities with different applications. The controller
needs 16 clock cycles to generate an output with a maximum clock frequency of 40 MHz.
Therefore, the proposed controller will be able to control a wide range of systems with a
high sampling rate. Higher flexibility versus good control performance is achieved by
designing tuning-gains block at each input/output stage. This block involves a tuning by
scaling the universe of discourse for the input/output variables (renormalization). This
block makes the controller chip accept the PSO-based optimal scaling gains, and also
enables the digital controller chip able to accept unsigned inputs. The PSO algorithm has
better simulation results than other intelligent optimization methods proposed in the
literature such as genetic algorithm. This block is very important and is useful for providing
a best tuning case for the universe of discourse.
In addition, it makes the design applicable for different systems without requiring
reprogramming the controller chip. Higher execution speed and small chip size versus
acceptable accuracy is achieved by designing each one of the scaling gains as two parts:
integer and fraction, and perform all mathematical operations using integer number
algorithms, which are smaller in the implementation size than floating number algorithms,
and even faster. Sufficient design accuracy can be achieved with 8FBC in Particular. 8FBC is
superior to 6FBC since it presents higher accuracy versus moderately low target device
utilizations. 8FBC was able to produce a control action in 0.3 s after input latching (the
computational time of the controller is 0.3 s). The 8FBC produced responses approximately
similar or better than the MSBC compared with the 6FBC or with the results in the literature.
The absolute mean of differences between the responses of the 6FBC and the MSBC, was less
than 4% of the output range, for the linear plants, and less than 0.5% of the output range for
the nonlinear plant, while the absolute mean of differences between the responses of 8FBC
and the MSBC, was less than 1% of the output range, for the linear plants, and less than 0.3%
of the output range for the nonlinear plant. Both versions showed some error at the steady
state part of the response when serving as PIFLC or PIDFLC because of the accumulation of
the rounding error at the summation block. This error depends on the rounding error;
therefore it becomes larger when using the 6FBC than when using 8FBC. As a result, the
proposed controller could be used to control many industrial applications with high
sampling time. Its small size versus high speed makes it a good choice for other
applications, such as robots. It is hoped that some future work could settle down the
feasibility of the suggestions: Increasing the number of the first part of the fuzzy set in the
MBMSF inside the fuzzifier block more than (3-bits) could make the design accept more
than 8 fuzzy sets at each input. Increasing the number of bits of the entire design may be
useful in decreasing the error in the PIFC component (in some cases) of the controller at the
expense of increasing design area and processing time.
14. Acknowledgment
The authors would firstly like to thank God, and all friends who gave us any help related to
this work. Other Appreciation goes to the Assist chancellor amend to Diyala University-Iraq

230
(Prof. Dr Amer Mohammed Ibrahim) and the Dean of Collage of Engineering-Diyala
University- Iraq (Assist. Prof. Dr. Adel Khaleel Mahmoud). Further appreciation goes to My
Colleagues Mr. Waleed Fawwaz and Mrs. Areej Sadiq for their wide help and support.
Finally, a heartfelt thank to our families and home countries.
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12
Cascaded NPC/H-Bridge Inverter
with Simplified Control Strategy
and Superior Harmonic Suppression
Tom Wanjekeche, Dan V. Nicolae and Adisa A. Jimoh
Tshwane University of Technology
South Africa

1. Introduction
In recent decades the electric power systems has suffered significant power quality
problems caused by the proliferation of non linear loads, such as arc furnace lighting loads
adjustable ac drives etc., which causes a large amount of characteristic harmonics, low
power factor and significantly deteriorates the power quality of the distribution system
(Benslimane, 2007; Franquelo et. al., 2008; Gupta et al., 2008). The increasing restrictive
regulations on power quality have significantly stimulated the development of power
quality mitigation equipments. For high power grid connected systems, the classical two
level or three level converters topology are insufficient due to the rating limitations imposed
by the power semiconductors (Holmes & McGrath, 2001; Koura et al., 2007). Hence
considerable attention has been focused on multilevel inverter topologies. This important
multilevel technology has found widespread application in medium and high voltage
electric drives, renewable energy grid interface, power conditioning, and power quality
application (Lai & Peng, 1996; Peng et al., 1996; Rodriguez et al., 2002; Sinha & Lipo, 1996;
Tolbert et al., 1999).
Multilevel converters offer several advantages compared to their conventional counterparts
(Manjrekar & Lipo, 1988, 1998, 200; Corzine & Familiant, 2002; Lund et. al., 1999; Sneineh et.
al., 2006; Park et. al., 2003; Zhang et al., 2002; Ding et. al., 2004; Duarte et al., 1997; Rojas &.
Ohnishi, 1997). By synthesizing the AC output terminal voltage from several voltage levels,
staircase waveforms can be produced, which in their turn approach the sinusoidal
waveform with low harmonic distortion, thus reducing filters requirements. However the
several sources on the DC side of the converter make multilevel technology difficult to
control by the need to balance the several DC voltages. For the class of multilevel inverter
called diode clamped, if a higher output voltage is required one of the viable methods is to
increase the number of inverter voltage levels. For Neutral Point Clamped (NPC) inverter
voltage can only be increased up to five level beyond which DC voltage balancing becomes
impossible. For single Phase H Bridge inverter, an increase in the number levels leads to
increase in the number of separate DC sources, thus the proposed hybrid model is
developed by combining the NPC and H- bridge topologies (Wu et al., 1999).


234
A lot of research has been done on single phase H- Bridge inverter where each inverter level
generate three different voltage outputs, +V
dc
, 0, and V
dc

by connecting the dc source to the
ac output using different combinations of the four switches of the Bridge (Peng et al., 1996).
There has also been more emphasis on modeling and control of a five level NPC/H-bridge
inverter without cascading the bridge (Cheng & Wu, 2007). This fails to address the
principle of realizing a general cascaded n- level NPC/H-Bridge. It is on this need of
realizing a higher voltage output with simplified control algorithm that this book chapter
proposes a simplified control strategy for a cascaded NPC/H-bridge inverter with reduced
harmonic content. Because of the modularity of the model only two cascaded cells which
gives a 9 level cascaded NPC/H-bridge inverter is considered. The new control strategy is
achieved by decomposing the nine level output into four separate and independent three-
level NPC PWM output. By combining the three- level NPC PWM back to back using DC
sources and properly phase shifting the modulating wave and carrier a simplified control
strategy is achieved with reduced number of components. The control strategy is applied on
cascaded NPC/H-bridge inverter that combines features from NPC inverter and cascaded
H-Bridge inverter. For higher voltage applications, this structure can be easily extended to
an n- level by cascaded NPC/H-Bridge PWM inverters.
The article starts by developing a control algorithm based on novel phase shifted PWM
technique on the proposed inverter model. This is done on a two cell of the cascaded model
to realize nine level voltage output. A theoretical harmonic analysis of the model with the
proposed control algorithm is carried out based on double Fourier principle. Spectral
characteristics of the output waveforms for all operating conditions are studied for a five-
level and nine- level voltage output. Theoretical results are verified using MATLAB
simulation.The results shows that the spectrum can be made to only consist of the multiples
of fourth order for a five level and with proper phase shift combination, a multiple of eighth
order is achieved for nine level voltage output. The results are compared with those of a
conventional multicarrier PWM approach; it is shown that with the proposed phase shifted
PWM approach, the inverter exhibits reduced harmonic content are present. Finally the
article compares the components count of the the model with the convetional cascaded H-
bridge inverter, it is clealry shown that the proposed model requires a lesser number of
separate dc sources as compared to conventional cascaded H-bridge inverter.
2. System topology and switching technique
2.1 Main system configuration
Fig 1 shows the circuit configuration of the proposed nine- level cascaded NPC/H-Bridge
PWM inverter which consists of two legs for each cell connected to a common bus. Four
active switches, four freewheeling diodes and two diodes clamped to neutral are adopted in
each leg. The voltage stress of all the eight power switches is equal to half of DC bus voltage.
The power switches in each leg are operated in high frequency using phase shifted PWM
control technique to generate the three voltage levels on the ac terminal to neutral voltage
point
The building block of the whole topology consists of two identical NPC cascaded cells. The
inverter phase voltage V
an
is the sum of the two cascaded cells, i.e.,

01 02 an
V V V = + (1)
with Simplified Control Strategy and Superior Harmonic Suppression

235
.

V
an

Fig. 1. Schematic diagram of the proposed cascaded NPC/H-bridge inverter model
Assuming that the two capacitor voltages on the DC bus voltage are equal, five different
voltage levels +2Vdc, +V
dc
, 0, -V
dc
and 2V
dc
, are generated on the ac terminal V
01
which
consist of two legs. Same applies to V
02
fig. 2 shows the switching model for a nine- level
output [6]. This implies that by cascading two NPC/H-Bridge inverters (V
01
and V
02
) and
properly phase shifting the modulating wave and carriers, a nine- level PWM output is
achieved. The number of output voltage levels is given by

4 1 m N = +
(2)
Where N is the number of series connected NPC/H-Bridges. The topology is made up of
four three level legs and each leg has four active switches and four freewheeling diodes.
2.2 System operation
Most of the past research on modeling of cascaded multilevel inverter has concentrated on
realizing a switching model of conventional H- bridge inverter without giving a guideline


236

Fig. 2. Operating modes of one cell of NPC/H-Bridge inverter
on how one can get operating modes of cascaded NPC/H-bridge inverter and hence obtain
a valid model for the topology. This section analyses eight valid operating modes of one cell
of the proposed topology. The following assumptions are made in the modeling and
analysis process:

237
All components (power switches and capacitors) are ideal.
The DC- link capacitors V
1
, V
2
, V
3
and V
4
have the same capacitance.
PV cells supplies constant and equal voltages to the four DC link capacitors.
The reference phase voltage is assumed to be a constant value during one switching
period.
Figure 3 shows the operation modes for one NPC/H-bridge cell from the 9-level inverter.
In mode 1 the power switches S
11
&

S
12
and S
23
&

S
24
are turned on to supply voltage at the
output of first NPC/H-bridge cell that is equal to V
01
= V
1
+ V
2
. The capacitors C
1
and C
2
are
discharged as they supply power to the utility as shown in figure 2 (a). The modes 2 to 8 are
as shown in figures 2 (b) to 2 (h) respectively. In mode 2 the output voltage is V
01
= V
2
, in
mode 3: V
01
= - (V
1
+ V
2
), in mode 4: V
01
= -V
2
, in mode 5: V
01
= V
1
, in mode 6: V
01
= -V
1
: in
mode 7: V
01
= 0 and in mode 8: V
01
= 0.
Based on the analysis of the operation model, the state variable equation for the proposed
inverter can be estimated. To prevent the top and bottom power switched in each inverter
leg from conducting at the same time, the constraints of power switches can be expressed as:
}
1 3 2 4
1; 1
i i i i
S S S S + = + = (3)
Where i = 1, 2. Lets define the switch operator as: T
1
= S
11
&

S
12
; T
2
= S
13
&

S
13
; T
3
= S
21
&

S
22

T
4
= S
23
&

S
24
. The four valid expressions are given by:

11 12
1
1 &
0
if both S S are ON
T
Otherwise
(4)

13 14
2
1 &
0
if both S S are ON
T
Otherwise
(5)

21 22
3
1 &
0
if both S S are ON
T
Otherwise
(6)

23 24
4
1 &
0
if both S S are ON
T
Otherwise
(7)
From fig. 4 taking two legs for each cell to be a and b, the equivalent switching function are:

1
12
2
1 1
0 1
1 1
a
if T
K if S
if T
=
&
3
22
4
1 1
0 1
1 1
b
if T
K if S
if T
=
(8)
Using equation (3 7), a switching state and corresponding voltage output V
o1
can be
generated as shown in table 1 which clearly indicates that there are 8 valid switching states;
From table 1, the voltage V
01
generate by the inverter can be expressed as:

01 a b
V V V = + (9)
For the control technique stated above; the voltage level for one leg of the cell is given as:


238
K
a
K
b
T
1
T
2
S
12
T
3
T
4
S
21
V
a
V
b
V
01
Mode
1 -1 1 0 1 0 1 0 V
1
-V
2 V
1
+ V
2
1
0 -1 0 0 1 0 1 0 0 -V
2
V
2 2
-1 0 0 1 0 0 0 1 0 V
2
-V
2 3
1 0 1 0 1 0 0 1 V
1 0 V
1 4
0 1 0 0 1 1 0 1 -V
1 0 -V
1 5
1 1 1 0 1 1 0 1 V
1
V
1 0 6
-1 -1 0 1 1 0 1 1 V
2
V
2 0 7
-1 -1 0 1 0 1 0 1 V
2
V
1 -V
1
- V
2
8
Table 1. Switching States and Corresponding Voltage(s) for One Cell of NPC/H-bridge
Inverter

1 2
1 1
2 2
a a
a a a
K K
V K V K V
+
=

(10)
Similarly for the second leg the expression is given by (11)

1 2
1 1
2 2
b b
b b b
K K
V K V K V
+
=

(11)

S
11
S
12
S
21
S
22
S
31
S
32
S
41
S
42
V
01
V
02
V
an

0 0 0 0 0 0 0 0 0 0 0
0 0 0 1 0 0 0 0 -V
dc
0 -V
dc

0 0 0 1 0 0 0 1 -V
dc
-V
dc
-2V
dc

0 0 0 1 0 0 1 1 -V
dc
-2V
dc
-3V
dc

0 0 0 1 0 1 0 0 -V
dc
V
dc
0
0 0 0 1 1 1 0 0 -V
dc
2V
dc
V
dc

0 0 1 1 0 0 0 0 -2V
dc
0 -2V
dc

0 0 1 1 0 0 0 0 -2V
dc
-V
dc
-3V
dc

0 0 1 1 0 0 1 0 -2V
dc
-2V
dc
-4V
dc

0 0 1 1 0 1 0 0 -2V
dc
V
dc
-V
dc

0 0 1 1 1 1 0 0 -2V
dc
2V
dc
0
0 1 0 0 0 0 0 0 V
dc
0 V
dc

0 1 0 0 0 0 0 1 V
dc
-V
dc
0
0 1 0 0 0 0 1 1 V
dc
-2V
dc
-V
dc

0 1 0 0 0 1 0 0 V
dc
V
dc
2V
dc

0 1 0 0 1 1 0 0 V
dc
2V
dc
3V
dc

1 1 0 0 0 0 0 0 2V
dc
0 2V
dc

1 1 0 0 0 0 0 1 2V
dc
-V
dc
V
dc

1 1 0 0 0 0 1 1 2V
dc
-2V
dc
0
1 1 0 0 0 1 0 0 2V
dc
V
dc
3V
dc

1 1 0 0 1 1 0 0 2V
dc
2V
dc
4V
dc

1 1 1 1 1 1 1 1 0 0 0
Table 2. Switching scheme for one phase leg of a nine level cascaded NPC/H- bridge
inverter

239
From equation (9), the voltage output for one cell of the model can be deduced as;
( ) ( )
2 2
01 1 2 1 2
2 2
a b a b
K K K K
V V V V V

= + + (12)
For the compound nine level inverter lets assume that V
1
= V
2
= V
3
= V
4
= V, the switching
states are as shown in Table 2.
For a nine level cascaded NPC/H-bridge inverter, there are 22 valid switching states though
two of the switching states are short circuits and thus cannot compensate the DC capacitor
as current do not pass through either of the four DC- link capacitors.
3. Mathematical analysis
Most of the past research on modeling of cascaded multilevel inverter has concentrated on
realizing a switching model of conventional H- bridge inverter without giving a guideline
on how one can get operating modes of cascaded NPC/H-bridge inverter and hence obtain
a valid model for the topology. This section analyses eight valid operating modes of one cell
of the proposed topology and proposes an equivalent circuit for the topology.
The following assumptions are made for deriving the mathematical model of the cascaded
H-bridge inverters.
The grid is assumed to be AC current source,
The power losses of the whole system are categorized as series loss and parallel loss.
The series loss and interfacing inductor loss are represented as equivalent series
resistance (ESR). Parallel losses are represented as shunt connected resistances across
the dc-link capacitors.
The differential equations describing the dynamics of the coupling inductor between the
NPC/H-bridge inverter and the grid of the model shown in fig. 1 can be derived as:

1 1 1 1 2 2
2 2
fx
f cx fx f x x x
sx
f cx sx f x sx
di
L V i R V V
dt
di
L V i R V
dt

= + +
(13)

According to Kirchhoffs law, the currents flowing into the dc link capacitors C
1
and C
2
can
be expressed as:

1 1 2
1 1 1
2 1 2
2 2 2
1 2
1 2 3
C x fx
C x fx
fx
CX f fx sx
fx
dV V V
i C i
dt R R
dV V V
i C i
dt R R
dV
i C i i
dt
dV dV
C C i
dt dt
= = +
= = +
= =
(14)
The equations (13) and (14) can be rearranged as:


240

1
1 1 2 2
1 1 1 1
1
2 2 2
1
1 1 2
1 1 1
2
2 1 2
2 2 2
1 2
3 1 2
fx f x
cx x x
f f f f
f
sx cx sx
f f f
x fx
x fx
f fx
sx
f f
fx
di R
V V V
dt L L L L
R
di V V
dt L L L
i
dV V V
dt C RC RC
i
dV V V
dt C RC RC
dV i
i
dt C C
dV dV
i C C
dt dt

= + +

= +

= +

(15)
Equation (16) can be written in the format of:
Zx Ax B = + (16)
Capacitor current, inverter current and utility line current and DC- Link capacitors are taken
as state variables:

1 2
[ ]
T
fx sx c
x i i V V V = (17)

1
2
1
2
0 0 0
0
0 1 0 0
0
0 0 0
0
0 0 0
0 0 0 0
f
f
L
L
Z
C
C
C

=

(18)
[0 0 0 0 ]
T
s
B V = (19)
Matrix A depends on each operating mode as such
For V
01
= +V
2

1
2
1
1
1
1
1
0 1 0
1
0 1 0 0
0
1 1 0 0
0 0 0
1 0 0
f
f
R
R
A
R
R
R
R

(20)
For V
01
= - V
2

5 1
T
A A = (21)

241
For V
01
= +V
1

1
2
2
1
1
1
1
0 1 1
0
0 1 0 0
0
1 1 0 0
1 0 0
0 0 0
f
f
R
R
A
R
R
R
R

(22)
For V
01
= - V
1

6 2
T
A A = (23)
For V
01
= 0

1
2
4
0 1 1
1
0 1 0 0
0
1 1 0 0
0
1 0 0 0
0
1 0 0 0
f
f
R
R
A

(24)
Considering the same assumption made earlier that the dc link capacitors have the same
capacitance C
1
= C
2
= C which implies V
1
= V
2
= V
dc
/2, the state space equation (17) can be
simplified to:

' ' '
Z x A x B = + (25)
With

[ /2]
T
fx sx c dc
x i i V V =
(26)

1
2 '
0 0 0
0 1 0
0 0 0
0 0 0
f
f
T
L
L
Z
C
C

=

(27)
[0 0 0 0 ]
T
s
B V = (28)

1
2 '
0
0 0
1 0 0
0 0 0
f
f
R k k
R k
A
k
k

(29)
Where k depends on the operating mode and can take five different values: 1. 0.5 0, -05, -1.


242
For a three phase system, V
s
is replaced V
s
(cos
o
t), V
s
(cos
o
-2/3) and V
s
(cos
o
+2/3.
similarly the Z, A and B matrices are expanded accordingly to three phase. Where V
s
is the
grid voltage.
3.1 Harmonic analysis of a nine level cascaded NPC/H-bridge inverter
Having realized a nine- level output from the a cascaded 9- level model, it is important to
theoretically investigate its harmonic structure and show how harmonic suppression is
achieved. Based on the principle of double Fourier integral (Holmes & Thomas, 2003). the
first modulation between triangular carrier v
cr1
, and the positive sinusoidal waveform a
naturally sampled PMW output V
p
(t) of equation (30). Where M is the modulation index, V
dc
is the DC link voltage of the PWM inverter and J
n
is the n
th
order Bessel function of the first
kind. Using v
cr2
which is the same carrier but displaced by minus unity, the naturally
sampled PWM output V
n
is as given in equation (31)

1 1 1
0
1
1
1
0
2 1
cos ( )
2 2 2
2 1
( ) sin cos
2
( )sin( ) cos( )
2 2
dc dc dc
s
m
dc
p s n
m n
n
c s
V V M V
t J m M
m
V
V t m t J
m
m M m n n t n t
=

= =
+ +
= +
+ +
(30)

1 1 1
0
1
1
1
0
2 1
cos ( )
2 2 2
2 1
( ) sin cos
2
( )sin( ) cos( )
2 2
dc dc dc
s
m
dc
n s n
m n
n
c s
V V M V
t J m M
m
V
V t m t J
m
m M m n n t n t
=

= =
= +
+ +
(31)
The output of leg a is given by V
a
(t) = V
p
(t) V
n

(t) which is:

1
1
2,4,6 1 3 5
4 1
cos( )
( )
( )cos( )
2
dc
dc s n
m n
a
c s
V
V t J
m
V t
m M m t n t

= =

(32)
The output of leg b is realized by replacing
s
with
s
+

and using v
cr2
which is same as
phase displacing v
cr1
by minus unity which gives

1
1
2,4,6 1 3 5
4 ( 1)
cos( )
( )
( )cos( )
2
m n
dc
dc s n
m n
b
c s
V
V t J
m
V t
m M m t n t

+
= =

(33)

243
From equations (32) and (33), it can be clearly deduced that that odd carrier harmonics and
even sideband harmonics around even carrier harmonic orders are completely eliminated.
Five- level obtained by taking the differential output between the two legs and is given by
(35). Similarly the output between the other two legs of the second cell of the hybrid model
is achieved by replacing
s
with
s
+

and
c
with c + /4 which gives another five level
inverter for equation given by equation (34)

1
1
4,8,12 1 3 5
01
8 1
2 cos( )
( )
( )cos( )
2
dc
dc s n
m n
c s
V
V t J
m
V t
m M m t n t

= =

(34)

4
1
1
4,8,12 1 3 5
02
8 ( 1)
2 cos( )
( )
( )cos( )
2
m
n
dc
dc s n
m n
c s
V
V t J
m
V t
m M m t n t

+

= =

(35)
Equations (34) and (35) clearly show that for five- level inverter, the proposed control
strategy has achieved; Suppression of carrier harmonics to multiples of four; Elimination of
even side harmonics around multiples of four carrier harmonics of Multiples of four carrier
harmonics. Finally the output for a nine level is achieved differentiating the output voltage
between the two cells of the five level cells and this is given by equation (36). It can be
concluded that for a cascaded N-level inverter the carrier harmonic order is pushed up by
factor of 4N where N is the number of cascaded hybrid inverters. The output voltages and
spectral waveforms to confirm the validation of the control strategy using this approach of
double Fourier transform will be discussed later.

1
1
8,16,24 1 3 5
8 1
4 cos( )
( )
( )cos( )
2
dc
dc s n
m n
an
c s
V
V t J
m
V t
m M m t n t

= =

(36)
4. Proposed hybrid control method
The above section has illustrated in general the switching technque for one cell of the
cascaded NPC/H-bridge model, because of the modularity of the model, two cells will be
considered for modulatin and analysis in this section.For the two cells an improved strategy
for realizing nine level output is proposed in this book chapter. The article uses the principle
of decomposition where each leg is treated independently and gives a three level output
(Naderi &. Rahmati, 2008).
Positive and negative legs are connected together back to back and they share the same
voltage source V
dc
. PD modulation is used for achieving three level output (Rodriguez et al.,
2002). To achieve a five level PWM output two triangular carriers V
cr1
and V
cr2
in phase but
vertically disposed and modulating wave phase shifted by are used. The multilevel
converter model is modulated using phase shifted PWM technique as illustrated in fig. 3


244
and 4 for the two NPC/H-Bridge cells. Finally a nine- level PWM output is achieved by
using the same two carriers but phase shifted by /4 and modulating wave phase shifted by
as shown in fig. 5. This is a simple control strategy that can be easily implemented in a
digital signal processor. The switching states for one phase leg of a nine- level NPC/H-
bridge inverter is shown in table 2, as can be seen there several redundant states which can
be utilized in DC voltage balance, this is not within the scope of this paper.
The control strategy has two advantages as compared to multicarrier PWM approach
(Holmes & McGrath, 2001). First for an N-level cascaded NPC/H-bridge PWM inverter, we
can use a switching frequency of 4N times less to achieve the same spectrum as multicarrier
approach. This has an advantage of reducing the switching losses, which is an important
feature in high power application. Secondly the multicarrier PWM approach requires 8
carriers to achieve nine level output, but the proposed control strategy requires only one
carrier phase shifted by (N-1)/4 where N is the number of series connected NPC/H-Bridge
inverter.

0.005 0.01 0.015 0.02 0.025
-1
-0.8
-0.6
-0.4
-0.2
0
0.2
0.4
0.6
0.8
1

(a)

(b)
Fig. 3. (a) PWM scheme and (b) output voltage waveform for one cell of NPC/H-Bridge
inverter
V
cr2

V
cr1


245

0.005 0.01 0.015 0.02 0.025
-1
-0.8
-0.6
-0.4
-0.2
0
0.2
0.4
0.6
0.8
1

(a)

(b)

Fig. 4. (a) Phase shifted PWM scheme and (b) output voltage waveform for the second cell of
cascaded NPC/H-Bridge inverter


246

0 0.002 0.004 0.006 0.008 0.01 0.012 0.014 0.016 0.018 0.02
-1
-0.8
-0.6
-0.4
-0.2
0
0.2
0.4
0.6
0.8
1

(a)

(b)
Fig. 5. (a) PWM scheme and (b) output voltage waveform for a nine level cascaded NPC/H-
Bridge inverter
5. MATLAB simulation
Part of the Matlab simulation has already been carried out in section 4 to investigate the
proposed phase shifted PWM control technique. In order verify that a nine- level output is
achieved by cascading two NPC/H-Bridge PWM inverter and properly phase shifting the
carrier and the modulating wave, a model as shown in fig. 6 was developed and simulated
in MATLAB. The control strategy to minimize harmonics was designed and developed in
MATLAB as shown in fig. 7 (wanjekeche et.al., 2009). It is assumed that the dc voltage input
for each module is E = 1OOV. The inverter operates under the condition of f
m
=50HZ, m
f
=20
for a five level output and m
a
=0.9. The device switching frequency is found from f
sw,dev
= m
f
/2
X f
m
=500HZ

247

Fig. 6. Four legs of a nine-level cascaded NPC/H-bridge inverter


248

Fig. 7. Control strategy for a nine-level cascaded NPC/H-bridge inverter
5.1 Simulation results and discussion
Five- level inverter output are shown in figs.8, 9 and 10 for various switching frequency.
Fig.8 shows the simulated waveform for the phase voltage V
01
of the NPC/H-Bridge PWM
inverter and its harmonic content. The waveform V
01
is a five voltage levels, whose
harmonics appear as sidebands centered around 2m
f
and its multiples such as 4m
f
, 6m
f
. This
simulation verifies analytical equation (34) which shows that the phase voltage does not
contain harmonics lower than the 31
st
, but has odd order harmonics (i.e. n=135) centered
around m=4, 8, 12. Figs. 9 & 10 shows five- level NPC/H-Bridge inverter output for device
inverter switching frequency of 1000HZ and 200HZ respectively.

249

(a)

(b)

Fig. 8. (a) Waveform and (b) Spectrum for a five level NPC/H-Bridge inverter phase voltage
(f
m
=50HZ, f
sw
,
dev
=500HZ, m
f
=20, m
a
=0.9)


250

(a)

(b)

.
Fig. 9. (a) Waveform and (b) Spectrum for a five level NPC/H-Bridge inverter phase voltage
(f
m
=50HZ, f
sw
,
dev
=1000HZ, m
f
=40, m
a
=0.9)

251

(a)

(b)
Fig. 10. (a) Waveform and (b) Spectrum for a five level NPC/H-Bridge inverter phase
voltage (f
m
=50HZ, f
sw
,
dev
=2000HZ, m
f
=80, m
a
=0.9
Fig. 11 shows the waveform of the phase voltage of a nine level NPC/H-Bridge PWM
inverter. It has sidebands around 4m
f
and its multiples, this shows further suppression in
harmonic content. This topology operates under the condition of f
m
=50HZ, m
f
=40 and
m
a
=0.9. The device switching frequency is found from f
sw,dev
= m
f
/4 X f
m
=500HZ. This
simulation verifies analytical equation (36) which shows that the phase voltage does not
contain harmonics lower than the 67
th
, but has odd order harmonics (i.e. n=135) centered
around m=8, 16, 32. As can be seen from fig. 12, a switching frequency of 1KHZ which fits
most of high power switching devices has a THD of 0.18% this makes the topology a perfect
fit for most high power application such as utility interface power quality control and
Medium Voltage drives.


252

(a)

(b)

Fig. 11. (a) Waveform and (b) Spectrum for a nine- level cascaded NPC/H-Bridge inverter
phase voltage (f
m
=50HZ, f
sw
,
dev
=500HZ, m
f
=40, m
a
=0.9)

253

(a)

(b)
Fig. 12. (a) Waveform and (b) Spectrum for a nine- level cascaded NPC/H-Bridge inverter
phase voltage (f
m
=50HZ, f
sw
,
dev
=1000HZ, m
f
=80, m
a
=0.9)
6. Comparison of the proposed control technique with conventional PWM
multicarrier approach
As can be seen from fig. 1, to achieve the same voltage levels N for each phase, only (N-1)/4
separate dc sources are needed for one phase leg converter of the cascaded NPC/H-bridge
model, whereas (N-1)/2 separate voltage voltages is need for cascaded H bridge inverter.
Thus for an n- cascaded NPC/H-bridge inverter, the number of separate DC sources S is
given by:

1
4
N
S

= (37)
Table 3 shows comparison on the number of components for various multilevel inverters,
cascaded NPC/H-bridge inverter requires 16 switching devices just as the other topologies
but used only two carriers for any level of voltage output. For comparison between the two
cascaded inverters it is readily shown in table 4 that the NPC/H-bridge inverter has an
advantage of realizing the same voltage level as cascaded H-bridge inverter with a half
number of separate DC sources which is more expensive as compared to clamping diodes.


254

Diode
clamped

Flying
capacitor

Cascaded
H- bridge

Cascaded
NPC/H-
bridge
Switching devices 16 16 16 16
Clamping diodes 56 0 0 8
Flying capacitors 0 56 0 0
Carriers 8 8 4 2
Separate cells 0 0 4 2
Separate dc
sources
1 0 4 2
Table 3. Component comaprison for different multilevel inverters for nine level voltage
output

Cascaded
H- bridge

Cascaded
NPC/H-bridge
Switching devices 2N-1 2N-1
Clamping diodes 0 N-1
Flying capacitors 0 0
Carriers (N-1)/2 2
Separate cells (N-1)/2 (N-1)/4
Separate dc sources (N-1)/2 (N-1)/4
Table 4. Component comaprison for different multilevel inverters for nine level voltage
output
6.1 Comparison of the MATLAB simulation results of the two PWM control methods
To clearly investigate the superiority of the model under the proposed PWM control
technique, Matlab simulation results was carried out on a cascaded NPC/H-bridge nine
level inverter model under the conditions of f
m
=50HZ, fc =1000Hz and m
a
=0.9.
With the proposed Phase shifted PWM technique, there is further harmonic suppression
as shown in fig. 13 (b), as compared to conventional PWM Phase shifted approach. This is
clearly illustrated in fig. 13 (a) where Phase Disposition and Phase shifted PWM
modulation strategy is adopted (Jinghua & Zhengxi, 2008). This is beacuse with
conventional PWM multicarrier approach, optimum harmonic cancellation is achieved by
phase shifting each carrier by (i-1)/N (Holmes & Thomas, 2003). where i is the i
th

converter, N is the number of series connected single the multicarrier PWM approach
requires 8 carriers to achieve nine level output, but the proposed control strategy requires
only one carrier phase shifted by (N-1)/4 as stated in section 4.1(Wanjekeche et al.,
2009).
Topology
No. of
Components
Topology
No. of
Components

255

(a)

Module 1 output
Voltage harmonics


256

(b)
Fig. 13. Spectra voltage waveforms of NPC/H-bridge topology using (a) conventional
multicarrier phase shifted PWM approach (b) proposed phase shifted PWM approach
7. Conclusion
In this chapter it has been demonstrates with proper modeling of the converter, the
operating characteristic and the control technique to be applied on the model can be easily
found. This can be used to develop standard model for cascaded NPC/H-bridge inverter
which is currently not available.
The article has developed an improved topology that can be used to achieve a nine- level
NPC/H-Bridge PWM inverter. It has been clearly shown that five level NPC/H-Bridge
inverter that has been proposed by many researchers gives a higher THD which is not
acceptable in most high and medium power application unless a filter is used. And since
there is limited research on cascaded this important hybrid model, the chapter has
developed a novel phase shifted PWM control technique that was tested on a two cell
cascaded NPC/H-bridge model. In the proposed control technique it has been shown that
by properly phase shifting both the modulating wave and the carrier, a nine- level voltage
output can be achieved with a reduced harmonic content. With a THD of 0.18% without
a filter, this makes the control strategy for a cascaded nine level NPC/H-bridge
inverter a good option for medium and high power application such as utility
interface and medium drives.
The simulation results obtained clearly verifies the analytical equations from double Fourier
transform, showing that a nine- level output has multiples of eighth- order cross modulated
harmonics. From the mathematical analysis it has been shown that cross modulated
harmonics for a generalized m- level cascaded NPC/H-Bridge inverter is a multiple of 4N
where N is the number of series connected NPC/H-Bridge inverter
And finally the superiority of the proposed phase shifted PWM control technique is
validated by comparing its waveform spectra with that of the conventional phase shifted
PWM technique and it was shown the inverter exhibits reduced harmonic content
Superposed output
Voltage harmonics

257
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pp. 1-6, ISBN 978-1-4244-3918-8
Carlos Andrs Torres-Pinzn and Ramon Leyva
Department of Electronic, Electrical, and Automatic Control Engineering
Rovira i Virgili University
Tarragona, Spain
1. Introduction
DC-DC switching converters are devices usually used to adapt primary energy sources to
the load requirements (Erickson & Macksimovic, 2001). These devices produce a regulated
output voltage despite changes in the feed voltage or in the load current. There are three
basic topologies of dc-dc converters, namely the buck, the boost and the buck-boost converter.
The buck converter is used to reduce output voltage, while the boost converter increase the
output voltage. In the buck-boost converter, the output voltage can be maintained either
higher or lower than the source but in the opposite polarity. These basic converters consist of
two reactive elements; namely, an inductor and a capacitor, besides a transistor and a diode
to perform the commutation, the size of reactive elements are chosen to guarantee a low level
of ripple and hence an averaged dynamical model behavior is a good approximation of the
switched behavior.
In order to maintain a regulated output and to have a damped enough response some control
loops are added to command the converter. The signal which drives the transistor used to be
a squared, constant-period and high frequency signal.
The design of the control loops is commonly based on linearized dynamic models around
equilibrium point of the converter (Erickson & Macksimovic, 2001). Nevertheless, commonly
the averaged dynamical models of these plants are nonlinear and their linearization is non
minimum phase. Therefore, using linear controllers can only ensures stability and dynamic
performances around equilibrium point, and hence, instabilities or bad performances may
appear when large signal perturbations occur. This fact has promptedseveral authors to apply
nonlinear control methods to regulate switching converters.
Some of the rst researches on nonlinear controller design for dc-dc converters can be found
in the studies of (Sanders & Verghese, 1992) and (Kawasaki et al., 1995). These authors
propose non-linear strategies based on Lyapunov functions, which allows the converter to
ensure stability over a wide range of operating conditions. More recent studies are those
of (Leyva et al., 2006) and (He & Luo, 2006) which derive robust non-linear controller for
large-signal stability in dc-dc converters and present efcient implementations.
Furthermore, robust control approaches have been applied in dc-dc converters which take
into account nonlinearities and uncertainties (Olalla et al., 2009; 2010).
Another promising nonlinear technique for controlling power converters is the model-based
fuzzy control technique. The model-based fuzzy approaches begin by constructing the

MATLAB: A Systems Tool for Design
of Fuzzy LMI Controller in DC-DC Converters
13
corresponding (T-S) TakagiSugeno fuzzy model representation of the nonlinear system
(Tanaka & Wang, 2001). This T-S fuzzy representation is described by fuzzy rules IF-THEN
which represent local linear input-output relations of the nonlinear plant. Once fuzzy rules
are obtained with linear submodels, the control design is based on the technique known
as Parallel Distributed Compensator (PDC), where each control rule is designed from the
corresponding rule of the T-S fuzzy model (Korba et al., 2003). The stability analysis is
carried out using Lyapunov functions on the closed-loop system. The Lyapunov functions are
formulated into linear matrix inequalities (LMIs). This approach is fundamentally different
from heuristics based fuzzy control (Tanaka & Wang, 2001) where the rules are based on
heuristic knowledge. A model-based fuzzy control for dc-dc converters have been described
in (Kuang et al., 2006), where the authors show a fuzzy law for the buck and ZVT buck
converters. Other authors who applied this technique in dc-dc converters are (Lan & Tan,
2009)
Nowadays, thanks to the powerful computational tools and optimization techniques, many
robust and fuzzy control designs based on LMIs can be readily solved. Matlab is a powerful
tool in this process. The LMI Toolbox of Matlab is an efcient software tool based on
interior point methods (Gahinet et al., 1995), which it can be used to numerically solve many
LMI control problems that otherwise could not be solved since they have not an analytical
solution. The main advantage of the LMI formulations is the ability to combine various design
constraints and objectives in a numerically tractable manner.
This chapter presents a synthesis of LMI fuzzy controllers for dc-dc converters. The chapter
describes in detail a compact control design methodology which takes into account constraints
such as: control effort and the decay rate of state variables. The chapter is organized as
follows: First, in section 2, we reviewthe dynamics of a buck and a boost converter. In section
3, we introduce the T-S fuzzy representation of dc-dc converters, with their corresponding
uncertainties. Aspects of the LMI fuzzy control design are explained in section 4. In section
5, we present two design examples to illustrate the advantages of the procedure. The rst
example shows the LMI controller of a buck converter, while in the second, we obtain an LMI
Fuzzy controller for a boost converter working at different operating point. Both examples
have been simulated with Matlab and the results are in perfect agreement with the design
specication. Finally, we summarize the main ideas in section 6.
2. Modeling of DC-DC converters. A dynamical review
This section presents basic PWM converters and their state-space models which are used in
the following sections. Specically, the section describes the dynamic behavior of buck and
boost converters.
2.1 Model of PWM buck converters
Fig.1 shows a dc-dc step-down (buck) converter, this power electronic stage reduces and
regulates the output voltage from a primary voltage source.
The converter switch alternates periodically between two positions. Fig. 2 shows the circuits
corresponding to on and o f f during intervals T
on
and T
o f f
, respectively. These positions are
driven by the binary signal u whose values are u = 1 during T
on
and u = 0 during T
o f f
. The
voltage reduction of this converter in steady state corresponds to the ratio T
on
/T
s
. We model
the converter dynamics at each position by using the Kirchhoff laws. Its dynamic expressions
Matlab: a Systems Tool for Design of Fuzzy LMI Controller in DC-DC Converters 3
V
g
R
+
u = 1
i
L
v
C
+
C
u = 0
L
Fig. 1. Schematic circuit of a buck converter
V
g
R
+
i
L
v
C
+
C
L
(a)
V
g
R
+
i
L
v
C
+
C
L
(b)
Fig. 2. Equivalent circuit during T
on
(a) and T
o f f
(b).
in state-space at each position correspond to
x(t) = A
on
x(t) + B
u
on
during T
on
x(t) = A
o f f
x(t) + B
u
o f f
during T
o f f
(1)
being
A
on
= A
o f f
=
_
0
1
L
1
C

1
RC
_
B
u
on
=
V
g
L
0
B
u
o f f
=
_
0
0
_
(2)
and
x(t) =
_
i
L
(t) v
C
(t)
T
where V
g
is the feed voltage or primary source and v
C
is the output voltage. R models the
load, while L and C stand for inductance and capacitance values, respectively. The state vector
x(t) consists of the inductor current i
L
(t) and the capacitor voltage v
C
(t). A
on
and B
u
on
are
the transition matrix and input vector, respectively, during T
on
and A
o f f
and B
u
o f f
are the
transition matrix and input vector during T
o f f
.
The binary signal u turn on and off the switch which is controlled by means of a pulse width
modulator (PWM), whose switching period T
s
is equals to the sum of T
on
and T
o f f
. The PWM
duty cycle is noted as d.
The expressions (1) and (2) can be written compactly in terms of the binary signal u as follows
x(t) = A
o f f
x(t) + B
o f f
+
_
A
on
A
o f f
_
xu +
_
B
on
B
o f f
_
u (3)
The converter operates in continuous conduction mode (CCM) when the inductor current i
L
is ever greater than zero. We assume this operation mode then the switched model (3) can be
261 MATLAB: A Systems Tool for Design of Fuzzy LMI Controller in DC-DC Converters
approximated using state-space averaging method (Middlebrook & Cuk, 1976), replacing the
binary signal u by its respective duty cycle d and the state variables by their averaged values
during the switching period. The result of this averaging process can be written as
x(t) = A
o f f
x(t) + B
o f f
+
_
A
on
A
o f f
_
xd +
_
B
on
B
o f f
_
d (4)
Thus, the averaged state vector x corresponds to x =
_
i
L
, v
C
_
T
; where i
L
and v
C
are the
averaged values of inductor current and capacitor voltage during a switching period.
Usually the bilinear model (4) is linearized around equilibrium point by considering that the
system variables consist of two components:
x(t) = X + x(t)
d(t) = D +

d(t)
(5)
where X and D represent the equilibrium values and x and

d are the perturbed values of the
state and duty cycle. Therefore, equation (4) can be written as follows
x =
_
A
o f f
+
_
A
on
A
o f f
_
D
_
x +
__
B
on
B
o f f
_
+
_
A
on
A
o f f
_
X
_

d (6)
The equilibrium state in the buck converter corresponds to
X =
V
g
D
R
V
g
D
(7)
Taking into account (2), we can model the buck converter as
x(t) =
_
0
1
L
1
C

1
RC
_
x(t) +
_
V
g
L
0
_

d(t) (8)
The model can be augmented to ensure zero steady-state error of v
C
by introducing a new
state variable x
3
corresponding to
x
3
(t) =
_
_
v
C
(t) V
re f
_
dt (9)
where V
re f
is the voltage reference.
Thus, the augmented model can be written as
x(t) = A x(t) + B
u

d(t) (10)
where
A =
0
1
L
0
1
C

1
RC
0
0 1 0
B
u
=
V
g
L
0
0
(11)
In the next subsection, we develop the same procedure for the boost converter.
V
g
R
+
u = 1
i
L
v
C
+
C
u = 0
L
Fig. 3. Schematic circuit of a boost converter
2.2 Model of PWM boost converters
The Fig.3 shows the well-known boost converter (Erickson & Macksimovic, 2001), which is
capable of regulating a dc output voltage when it is higher than the dc feed voltage.
The dynamic behavior of boost converter during T
on
and T
o f f
shown in the Fig. 4 can be
written as
A
on
=
_
0 0
0
1
RC
_
A
o f f
=
_
0
1
L
1
C

1
RC
_
B
u
on
= B
u
o f f
=
_
V
g
L
0
_
(12)
x(t) =
_
i
L
(t) v
C
(t)
T
where x(t) is the state-space vector composed of i
L
, which represents the inductor current,
and v
C
, which represents the capacitor voltage. These variables are measurable and available
for feedback purposes.
V
g
R
+
i
L
v
C
+
C
L
(a)
V
g
R
+
i
L
v
C
+
C
L
(b)
Fig. 4. Equivalent circuit of boost converter for T
on
(a) and T
o f f
(b).
Therefore, according to (12), the equilibrium state in the boost converter corresponds to
X =
_
V
g
RD
2
V
g
D
_
(13)
where D
= 1 D is the complementary steady-state duty-cycle.

Since A
on
= A
o f f
, the average model of the boost converter is bilinear, which can be written
as:
x = A x + B
u
( x)

d (14)
being
A =
0
D
L
0
D
C

1
RC
0 1 0
B
u
( x) =
V
g
D
L
+
v
C
(t)
L
V
g
(D
2
R)C

i
L
(t)
C
0
(15)
In next section, we describes the T-S fuzzy modeling method for the DC-DC converters.
3. Takagi-Sugeno fuzzy representation of DC-DC converters
There exist several approaches to fuzzy representation of dynamic systems, between them the
most common are the Mamdani fuzzy representation (Driankov et al., 1993) and the T-S fuzzy
representation (Tanaka & Wang, 2001). In the rst representation, it is assumed that there is
no model of the plant, while the second representation is always based on a dynamical model
of the plant.
This T-S representation describes the dynamic system by means of an interpolation of linear
submodels. The performance requirements of a linear model may be expressed by means of
LMI.
B
1
B
2
B
r
h
1
h
2
h
r
C
1
C
2
C
r
h
1
h
2
h
r
A
1
A
2
A
r
h
1
h
2
h
r
x(t) x(t)
y(t) u(t)
Fig. 5. Final structure of the Takagi-Sugeno fuzzy model
Figure 5 shows the model of the nonlinear plant as a group of linear models, which locally
represent the relationship input-output system (Takagi & Sugeno, 1985), described of the
form:
R
i
: I f
1
is M
i1
and . . . and
j
is M
ji
then
x
i
(t) = A
i
x(t) + B
i
u(t) i = 1, 2, . . . r (16)
Where r is the number of submodels, A
i
is the system matrix of the i-th linear submodel, B
i
is the input matrix, x(t) is the global state-space vector, u(t) is the input vector, M
ji
are fuzzy
sets, and
j
is the scheduling vector (Korba et al., 2003).
Fuzzy sets M
ji
have associated membership functions
s which characterize the degree

of membership (Takagi & Sugeno, 1985). The nonlinearities of the plant will determine
the variables of the scheduling vector
i
used in the antecedent, i.e., a correct election
of scheduling variables will capture all the nonlinearities of the plant, in the case of the
dc-dc converters the scheduling variables are function of the state variables (t) = (x(t))
(Korba et al., 2003; Tanaka & Wang, 2001). The entire fuzzy model of the plant corresponds
to a fuzzy weighting of the locally valid linear submodel associated to each implications R
i
(Korba et al., 2003), i.e.,
x(t) =

r
i=1
w
i
((t)) [A
i
x(t) + B
i
u(t)]
r
i=1
w
i
((t))
(17)
Weights w
i
((t)) are zero or positive time-variant values and the sum of all the weights is
positive.
r
i=1
w
i
((t)) > 0, w
i
((t)) 0 i = 1, 2, . . . , r
We use the next normalized weight function h
i
((t)) replacing w
i
((t)),
h
i
((t)) =
w
i
((t))
r
i=1
w
i
((t))
that fulll with
0 h
i
((t)) 1,
r
i=1
h
i
((t)) = 1 (18)
Therefore the fuzzy model (17) can be rewritten as
x(t) =
r
i=1
h
i
((t)) [A
i
x(t) + B
i
u(t)] (19)
The T-S fuzzy model of the buck converter is expressed by only one rule given that it is
linear. The T-S fuzzy models of other topologies require several rules given that their dynamic
behaviour is bilinear. The boost converter case is shown in the next subsection.
3.1 Takagi-Sugeno model of a boost converter
We propose the next boost converter fuzzy model consisting of the following four rules.
R
1
:
If

i
L
is i
small
and v
C
is v
small
then
x
1
(t) = A
1
x(t) + B
1

d(t) (20)
R
2
:
If

i
L
is i
big
and v
C
is v
small
then
x
2
(t) = A
2
x(t) + B
2

d(t) (21)
R
3
:
If

i
L
is i
small
and v
C
is v
big
then
x
3
(t) = A
3
x(t) + B
3

d(t) (22)
R
4
:
If

i
L
is i
big
and v
C
is v
big
then
x
4
(t) = A
4
x(t) + B
4

d(t) (23)
where
A
1
= A
2
= A
3
= A
4
= A =
0
D
L
0
D
C

1
RC
0 1 0
B
1
=
V
g
D
L
+
v
min
L
V
g
(D
2
R)C

i
min
C
0
B
2
=
V
g
D
L
+
v
min
L
V
g
(D
2
R)C

i
max
C
0
B
3
=
V
g
D
L
+
v
max
L
V
g
(D
2
R)C

i
min
C
0
B
4
=
V
g
D
L
+
v
max
L
V
g
(D
2
R)C

i
max
C
0
(24)
being the membership function of the fuzzy sets i
small
, i
big
, v
small
and v
big
the following ones,
i
small
(
i
L
) =
i
max
i
L
i
max
i
min
i
big
(
i
L
) = 1
i
small
(
i
L
)
v
small
( v
C
) =
v
max
v
C
v
max
v
min

v
big
( v
C
) = 1
v
small
( v
C
)
(25)
Note that (20) correspond to the dynamic behavior around (i
min
, v
min
) values, and (21)-(23)
describe the local behavior around the other interval bounds. Thus, the normalized weight
functions are
h
1
(
i
L
, v
C
) =
i
small
.
v
small
h
2
(
i
L
, v
C
) =
i
big
.
v
small
h
3
(
i
L
, v
C
) =
i
small
.
v
big
h
4
(
i
L
, v
C
) =
i
big
.
v
big
(26)
therefore the entire fuzzy converter model corresponds to
x(t) =
r
i=1
h
i
_
i
L
, v
C
_
_
A
i
x(t) + B
i

d(t)
_
(27)
since
r
i=0
h
i
= 1 and A
i
= A then
x(t) = A x(t) +
_
r
i=1
h
i
(
i
L
, v
C
)B
i
_

d(t) (28)
and it is worth to remark that (28) corresponds with the bilinear model (14) inside the polytope
region
_
i
min
,

i
max
[ v
min
, v
max
]. This operating space is depicted in Fig. (6).
v
max
v
min
i
min
i
min

i
max
R
1
R
2
R
4 R
3
X(i
L
, v
C
)
0 1
0
1
v
small
(
1
( x
1
))
v
big
(
1
( x
1
))
i
small
(
2
( x
2
))
i
big
(
2
( x
2
))
Fig. 6. T-S Fuzzy representation of the boost converter consisting of the 4 rules
The approach shown here can be easily adapted for the buck-boost converter, such as shown
in (Torres-Pinzn & Leyva, 2009).
In next section, we explain a control strategy where the law consist of a normalized weight
sum of linear feedback gains at each interval limit, which takes into account constraints such
as: control effort and the decay rate of state variables.
4. LMI performance requeriments
This section presents the concept and basic procedure of the parallel distributed compensation
(PDC) technique and the denitions and LMI constraints used in the synthesis of control. First,
we introduce the basic concept of Lyapunov-based stability. Then, we discuss on stability
concepts for fuzzy systems in form of LMI. These concepts will be applied in Section 5 to nd
a LMI fuzzy controller for the buck and boost converters. It can be observed that since the
buck converter dynamics is linear, we obtain a linear control law for this converter that is a
fuzzy controller with only one rule.
4.1 Quadratic stability conditions
Given the linear dynamic system
x(t) = Ax(t) (29)
the existence of a quadratic function of the form
V (x(t)) = x(t)
T
Px(t) (30)
that satises

V (x(t)) < 0, is a necessary and sufcient condition to ensure that the system is
asymptotically stable, i.e., all trajectories converge to zero. Where P is a symmetric positive
denite matrix R
nn
. Since the expression

V (x(t)) < 0 has form quadratic, this condition
is referred as quadratic stability, and it can be rewritten as follows
V (x(t)) = x(t)
T
_
A
T
P + PA
_
x(t) (31)
Thus, the system is asymptotically stable if and only if there exist a symmetric matrix P such
that
A
T
P + PA < 0 (32)
The main interest of the quadratic stability condition is that by means of a convex envelope
and numerically simple test, it is possible to conclude about the overall stability of a dynamics
system.
For an in-deep explanation on quadratic stability see (Boyd et al., 1994).
Based on the results (32), the following subsection present some basic results on the stability
of fuzzy control systems.
4.2 Performance constraints
In this subsection, we reviewin detail the Parallel Distributed Compensation (PDC) technique
(Tanaka & Wang, 2001). In such fuzzy technique, each control rule is associated with the
corresponding rule of the fuzzy model, thus the controller rules are as follows,
R
i
: If
1
is M
i1
and . . . and
j
is M
ji
Then
u(t) = F
i
x(t) i = 1, . . . , r (33)
where F
i
are lineal feedback gain vectors associate with each rule. And the overall fuzzy
controller is represented as
u(t) =
r
i=1
w
i
F
i
x(t)
r
i=1
w
i
=
r
i=1
h
i
F
i
x(t) (34)
Substituting the control law (34) in the fuzzy model (19), the closed loop system dynamics is
given by
x(t) =
r
i=1
r
j=1
h
i
h
j
_
A
i
B
i
F
j
_
x(t) (35)
In order to select the suitable feedback gain vectors F
i
, we impose Lyapunov stability
constraints and performance constraints on decay rate and control effort in form of LMIs.
Therefore, the sufcient conditions for the stability of the open-loop fuzzy system (19) and
closed-loop one (35) are obtained using quadratic stability condition of the equation (32).
These conditions, derived from (Tanaka & Wang, 2001), it can be expressed by means of the
next propositions.
Proposition4.1. The equilibriumof the continuous fuzzy system(19) with u(t) = 0 is asymptotically
stable if there exists a common positive denite matrix P such that
A
T
i
P +PA
i
< 0, i=1,. . . ,r
P > 0
(36)
that is, a common P has to exist for all subsystems
where A
i
are system matrices of the linear submodels dened in the previous section.
Proposition 4.2. The equilibrium of the continuous fuzzy control system described by (35) is
asymptotically stable if there exists a common positive denite matrix P such that
_
A
i
B
i
F
j
_
T
P + P
_
A
i
B
i
F
j
_
< 0, j > i
P > 0
(37)
Note that the condition (37) is not linear because involves the multiplication of the variables
P and F
j
s. Thus, in order to rewrite (37) in a linear manner, we multiply the inequality (37) on
the left and right by P
1
, and we dene a new variable W = P
1
, then proposition 4.2 can be
rewritten as follows.
Proposition 4.3. The continuous fuzzy system (35) is quadratically stable for some feedback gain F
i
if there exists a common positive denite matrix W such that
A
i
W + WA
T
i
B
i
Y
i
Y
T
i
B
T
i
< 0, i = 1, . . . r
A
i
W + WA
T
i
+ A
j
W + WA
T
j
B
i
Y
j
Y
T
j
B
T
i
B
j
Y
i
Y
T
i
B
T
j
0, i < j r
(38)
being Y
i
= F
i
W so that for W> 0, we have F
i
= Y
i
W
1
Using these LMI conditions, we establish the rst controller design constraint, next we
describe the second design restriction.
As dc-dc converter control signal corresponds to the incremental duty cycle, then the control
signal is bounded in the interval [D, 1 D]. In order to satisfy with this limitation, we
constrain the control signal by the next proposition.
The satisfaction of the next proposition will assure that control signal d(t) is inside the interval
[D, 1 D] from starting condition x(0) to the equilibrium point.
Proposition 4.4. Assume that initial condition x(0) is known. The constraint d(t)
2
is enforced
at all times t 0 if the LMIs (39) hold
_
1 x(0)
T
x(0) W
_
0,
_
W Y
T
i
Y
i

2
I
_
0
(39)
where W = P
1
and Y
i
= F
i
W.
Also, it will be desirable a suitable transient performances of the closed loop system. The
entire fuzzy system transient performances depends on the localizations of the poles of its
linear systems corresponding to each rule. In our case, this poles are expressed in terms
of decay rate introduced via exponential stability, which it can be seen as a special case of
pole-placement on the closed-loop system.
Consequently, we impose that this poles must be inside a predetermined region as the one
pictured in Fig. 7. Therefore, the design process will add the next proposition, adapted from
(Tanaka & Wang, 2001).
S()
Fig. 7. S () region
Proposition 4.5. The eigenvalues of
_
A
i
B
i
F
j
_
in each linear fuzzy system are inside the region
S() if there exist a common positive denite matrix W such that
A
i
W + WA
T
i
B
i
Y
i
Y
T
i
B
T
i
+2W < 0, i = 1, . . . r
A
i
W + WA
T
i
+ A
j
W + WA
T
j
B
i
Y
j
Y
T
j
B
T
i
B
j
Y
i
Y
T
i
B
T
j
+4W 0, i < j r
(40)
being F
i
= Y
i
W
1
.
Between all the feasible set of feedback gains, the proposedalgorithmnds the largest possible
decay rate () of the state variables, satisfying the previous LMIs. Hence, the designprocedure
of the LMI Fuzzy control can be formulated by the following optimization algorithm.
max subject to
W, Y
i
i = 1, . . . , r (39), and (40)
(41)
The solution of this optimization programwith its corresponding LMIs will provide the set of
feedback gains F
LMIFuzzy
= {F
1
, F
2
, F
3
, F
4
}. The solution of this algorithm can be carried out
by means of GEVP function in MATLAB LMI toolbox.
5. Design examples
This section shows two examples of LMI-based control applied to dc-dc converters. The rst
case presents the control design of a step-down converter working around equilibrium point.
This example takes into account the same LMIs constraints of the algorithm (41). The second
example proposes an LMI Fuzzy control for a step-up converter, allowing working at different
operating point. Both examples are tested during a start-up and under load disturbances.
5.1 LMI control of a Buck converter
In this rst example, we presents an LMI control approach applied to the problem of
regulating the output voltage of the buck converter. The values of the converter parameter
set are shown in Table 1. The nominal load of the converter is equal to 10 , while
supply voltage equal to 48 V. Consequently, the equilibrium point satisfying (7) is equal
to [ i
L
v
C
] =[ 4.8 24 ]
T
. The simulation prototype is designed to process less than 60 W
corresponding to a load resistance R = 10 . The inductance and capacitance values and
switching frequency have been selected to ensure lowripple level. In order to limit the control
signal in the range [D, 1 D], is set to 1500, since simulations show no saturation of the
duty-cycle.
V
g
48V
v
C
(V
re f
) 24V
L 200 H
C 200 F
R 10
D
0.5
T
s
10 s
Table 1. Buck converter parameters
Once the parameters values of the converter and controller have been dened, the next step
is to obtain the feedback gain vector. Thus, solving the optimization algorithm (41) for the
system(11), by means of the LMI toolbox of MATLAB (Gahinet et al., 1995), the state-feedback
controller obtained for the buck converter is
F
Buck
=
_
0.0963 0.1133 319.8021
with a decay rate of = 3254, which assures a maximum constant time of 1/3254, and
consequently a maximum settling time of 4 (1/3254). In order to verify the behavior of
the buck converter under the control law described above, numerical simulations have been
carried out in MATLAB/Simulink, as shown in Fig.8.
Fig. 9 shows the transient simulation of the state variables and duty-cycle during start-up, in
fact, represents a large signal perturbation around the equilibriumpoint of the state variables.
It is remark that the settling time is smaller than 1.2 ms, and agrees with the decay rate
obtained.
(a) (b)
Fig. 8. Simulink diagram of a buck converter with state-feedback regulation. (a)
Implementation diagram in MATLAB/Simulink. (b) Simulink model of the buck converter.
0 0.5 1 1.5 2 2.5 3
x 10
3
0
5
10
15
20
25
0 0.5 1 1.5 2 2.5 3
x 10
3
0
5
10
15
Time (s)
i
L
(
t
)
v
C
(
t
)
(a)
0 0.5 1 1.5 2 2.5 3
x 10
3
0m
2m
4m
6m
8m
10m
0 0.5 1 1.5 2 2.5 3
x 10
3
0.1
0.2
0.3
0.4
0.5
0.6
Time (s)
d
(
t
)
x
3
(
t
)
(b)
Fig. 9. Simulated response of the dc-dc buck converter during start-up. (a) Inductor current
i
L
(t) and capacitor voltage v
C
(t). (b) Steady-state error x
3
(t) and duty-cycle d(t).
Fig. 10 illustrates the system responses for step changes in the load current from 2.4 A to 4.4
A at 2ms and then returns to 2.4 A at 8ms. It can be observed that the controller regulates the
output voltage v
C
smoothly at 24 V after a short transient period. It can also be observed that
the duty-cycle does not exceed the limits of interval [D, 1 D]. In the next subsection, the
0 0.002 0.004 0.006 0.008 0.01 0.012
22
23
24
25
26
0 0.002 0.004 0.006 0.008 0.01 0.012
1
2
3
4
5
6
Time (s)
i
L
(
t
)
v
C
(
t
)
(a)
0 0.002 0.004 0.006 0.008 0.01 0.012
9
9.5
x 10
3
0 0.002 0.004 0.006 0.008 0.01 0.012
0.4
0.5
0 0.002 0.004 0.006 0.008 0.01 0.012
2
3
4
5
Time (s)
d
(
t
)
x
3
(
t
)
i
R
(
t
)
(b)
Fig. 10. Simulated response of the buck converter under a load step transient of 2 A.
(a) Inductor current i
L
C
3
(t), duty-cycle
d(t) and load current i
R
.
LMI Fuzzy controller design for a boost converter is described.
5.2 LMI Fuzyy control of a boost converter
In this subsection, we present the results of the design of the LMI Fuzzy controller applied to
fuzzy model of the boost converter shown in subsection 3.1, whose parameter set is shown in
Table 2. Consequently, the equilibrium state is given by [ i
L
v
C
] =[ 4.8 24 ]
T
.
The design of the control law consists of solving the optimization algorithm (41) for the
V
g
12V
v
C
(V
re f
) 24V
L 300 H
C 300 F
R 10
D
0.5
T
s
20 s
Table 2. Boost converter parameters
four linear submodels of the fuzzy model. This submodels correspond to the vertices of the
polytopic model of the boost converter in the region dened in Fig 6. Therefore, in order to
ensure stability within the polytopic region during a start-up transition and disturbance, the
polytopic region should be
_
i
min
= 0,

i
max
= 20
[ v
min
= 0, v
max
= 10]. To demonstrate the
advantage of this Fuzzy approach, we will compare the LMI Fuzzy control with a LMI linear
Control.
As in the previous subsection, the simulation prototype is designed to process less than 60
W, as well as the inductance and capacitance values and switching frequency are selected to
ensure low ripple level. To maintain the control signal under the threshold limit value, is set
to 350, for the two control designs. So, according to the optimization algorithm (41), the fuzzy
state-feedback gains obtained via LMI Toolbox of Matlab are given follows:
F
1
=
_
0.1737 0.1019 183.4507
F
2
=
_
0.2737 0.1871 313.9974
F
3
=
_
0.1814 0.1157 199.8689
F
4
=
_
0.1877 0.1149 202.6875
The decay rate value obtained is 878, which assures a maximum settling time of 4 (1/878).
As mentioned above, to contrast the performance and robustness of the proposed control,
we compare the LMI Fuzzy control law with a LMI linear law, which it presents the same
optimization criteria (41). The resulting controller gain vector is
F
Boost
=
_
0.0895 0.1018 159.9759
with a decay rate of 1950, that assures a maximum settling time of 4 (1/1950).
It can be observedthat there exist differences between the decay rate obtained above. Next, we
will show its properties during a start-up and in presence of load disturbances. Fig. 11 shows
the simulation schematic of the boost converter with the LMI Fuzzy controller implemented
in MATLAB/Simulink. Note that the MATLAB Function block is used to run the LMI Fuzzy
Fig. 11. Simulink implementation diagram of a boost converter with LMI Fuzzy regulation.
control on Simulink, which it is written by means of a code in the MATLAB Editor.
Fig. 12 illustrates the transient simulation of the boost converter during start-up. The
waveforms depicted in the gure are the inductor current i
L
, capacitor voltage v
C
, steady-state
error x
3
and duty-cycle d(t). The response of the LMI linear contoller corresponds to dashed
line, while the waveform of the LMI Fuzzy controller has been drawn with solid line. In
Fig. 13, the converter reacts to large load disturbances. In this simulation the load current is
initially 2.4 A. At t = 2 ms, the current changes to 6.4 A, and at t = 8 ms, it returns to its initial
0 1 2 3 4 5 6 7 8
x 10
3
0
10
20
30
0 1 2 3 4 5 6 7 8
x 10
3
5
0
5
10
15
Time (s)
i
L
(
t
)
v
C
(
t
)
(a)
0 1 2 3 4 5 6 7 8
x 10
3
5m
10m
15m
20m
5m
0 1 2 3 4 5 6 7 8
x 10
3
0.5
0
0.5
Time (s)
d
(
t
)
x
3
(
t
)
(b)
Fig. 12. Simulated responses of the dc-dc boost converter during start-up linearly controlled
(dished) and fuzzy controlled (solid). (a) Inductor current i
L
C
(t).
(b) Steady-state error x
3
(t) and duty-cycle d(t).
0 0.002 0.004 0.006 0.008 0.01 0.012
18
20
22
24
26
28
30
0 0.002 0.004 0.006 0.008 0.01 0.012
0
5
10
15
20
Time(s)
i
L
(
t
)
v
C
(
t
)
(a)
0 0.002 0.004 0.006 0.008 0.01 0.012
10m
15m
20m
25m
0 0.002 0.004 0.006 0.008 0.01 0.012
0.2
0.4
0.6
0 0.002 0.004 0.006 0.008 0.01 0.012
2
4
6
8
Time (s)
d
(
t
)
x
3
(
t
)
i
R
(
t
)
(b)
Fig. 13. Simulated responses of the boost converter under a load step transient of 4 A linearly
controlled (dished) and fuzzy controlled (solid).
(a) Inductor current i
L
C
3
(t), duty-cycle
d(t) and load current i
R
.
value. It is worth noting that state variables and duty-cycle are better with the LMI Fuzzy
controller (dashed line), since it maintains its stability properties under large disturbances,
and despite that it is slower. The main advantage of this controller, is that it ensures robust
stability in broad range of operation.
6. Conclusions
This chapter presents a LMI fuzzy controller design for dc-dc converters using MATLAB.
The design methodology has been applied to a buck converter and to a boost converter
where the control optimizes the decay rate of the state variables subject to a bound in
the control effort. The methodology allows us to take into account the bilinear nature of
the boost converter dynamics. We express the control objective and the bound as LMIs.
The set of LMIs, which is solved by means of LMI Toolbox, provides the feedback gains.
The dynamical performances of LMI fuzzy controlled boost converter have been compared
those of a linear-controlled boost considering the same design constraint. We have veried
the closed-loop dynamic behavior using Simulink/MATLAB. The plots exhibit a perfect
agreement with the design specications. This design procedure ensures the stability of the
converter in a wide region. On the contrary, a linear-controlled converter deteriorates its
performances out of the operating point. The approach can be extended to more complex
converters or other types of bilinear plants.
7. Acknowledgment
This work was partially supported by the Spanish Ministerio de Educacin y Ciencia under
grant DPI2010-16481
8. References
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Systems and Control Theory, ser. Studies in Applied and Numerical Mathematics,
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Chilali, M. & Gahinet, P. (1996). H
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Driankov, D.; Hellendoorn, H. & Reinfrank, M. (1993). An introduction to Fuzzy Control,
Springer-Verlag, Germanny
Erickson, R.W. & Macksimovic, D. (2001). Fundamental of Power Electronics, Second ed., 920
pages, Kluwer Academic Publisher, ISBN 0-7923-7270-0, USA
Gahinet, P.; Nemirovski, A.; Laub, A.J.; &Chilali, M. (1995). LMI Control Toolbox for Use With
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Leyva, R.;Cid-Pastor, A.; Alonso, C.; Queinnec, I.; Tarbouriech, S. & Martnez-Salamero, L.
(2001). Passivity-based integral control of a boost converter for large-signal stability,
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switching-converter power stages, in IEEE Power Electron. Special. Conf., (June)(18-34),
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0
MATLAB as Interface for Intelligent Digital
Control of Dynamic Systems
Joo Viana da Fonseca Neto and Gustavo Arajo de Andrade
Federal University of Maranho
Department of Electrical Engineering
Control Process Laboratory
Brazil
1. Introduction
Digital control systems have shown to the developers the features and their applications in a
wide variety of plants. Tools that help the developer to promote a design methodology that
is efcient and at the same time reliable, has gained ground in the market and attributions
of control engineers. Tasks such as data acquisition system, control design and system
implementation can become arduous if there are prerequisites for sensitivity and complexity
of the controller for these tasks take time and performance of the developer which will entail
additional costs to the nal product. These tools provide the designer with the scientist and
the smooth progress of their work role has important and necessary in many areas will be
subject to this study. The integration of technologies to speed and lower costs as it relates the
design phases can be observed with a proper exploration of the work tool and howknowledge
of plant and control techniques that meet in a less costly the goal of being achieved whatever
the difculties of the project. The choice of a tool properly can be a deciding factor in a
world where time and efciency of processes is become extremely important because the
applications are growing in scale and more complex, Moudgalya (2007), Andrade (2010).
Intelligent Systems has considerable performance in accordance with plans and small large
and its design encompasses more robustness to the system as well as ease of expansion. The
mathematical simplicity that fuzzy systems can present and adaptability of neural networks
are adopted more frequently in the academy and the industry.
An approach of intelligent systems requires a systematic and efcient operation because one
works with a data stream that needs a consistency so that the iterations will be where made
all the decisions may have minimal accounting. A tool that can assist in the design of this
requirement is most welcome in engineering projects for control system parameter becomes
constant with time,S. Sumathi (2010).
The MATLAB software designers can provide facilities for development and interface with
different technologies for data acquisition through its communication protocols such as Serial
Interface, OPC, Ethernet and others. This work is mainly focused on a methodology design
of digital control systems using as development platform and implementing in software
MATLAB.
14
2. Digital control and Data Acquisition Systems
The Data Acquisition System (DAS)is a key part to the project and implementation of digital
controllers for the nature of digital systems is based on sampled analog system, ie played
by the analog system a digital computer and its Since the interface Digital - Analog system
performs the control actions . The Figure 1 shows a diagram of a system digital control and
its special features such as the pool Analog - Digital and Digital - Analogue, responsible for
interfacing with the analog environment.
Fig. 1. Digital Control System Diagram
A digital control system is obtained from the reconstruction of analog signal contained in
nature. This reconstruction is related mainly with the data acquisition system which is also
involved modeling digital control system. Figure 2 illustrates the design of a system basic
data acquisition of an industry.
Fig. 2. DAQ System Diagram
The modern control concepts applied in the contemporary industry may be appropriated
to the development of academic research activities. The introduction of a methodology
parameters that specify and clarify the implementation of monitoring and control of dynamic
systems.
In Figures 1 and 2 are shown at different levels, primary architectures to industrial control
systems. In Figure 1 is exposed a system with minimal complexity, type SISO (Single Input
- Single Output) that can occur in n times or a more complex system can be mapped as a
black box system, where internal states of the process do not matter. In Figure 2 is noted,
MATLAB as Interface for Intelligent Digital Control of Dynamic Systems 3
however, approach of discrete variables on the process that encompasses the entire plant
worrying about sub stages.
In this work is explored a way to conceptualize these types of sound architecture in a way
such that the system can be modeled and represented whatever its complexity, thus using a
powerful tool when it comes to development concepts and analysis.
3. Discrete models of dynamic systems
To be held control of dynamic systems, it is necessary in this environment, the perception of
some step that must be met for a procedure with minimum guarantees for the project. In the
following sections will show important steps as ways to implement them by programming or
graphical interface in MATLAB, Moudgalya (2007) and Charles L. Philips (1995).
3.1 Dynamic system identication tools
The identication of dynamic systems can be facilitated so as to make procedures the control
design more efcient fromthe standpoint of technical feasibility and cost. processes of various
types can be considered as chemical, mechanical or even behavior, used for macroeconomic
modeling systems.
The use of tools that comply with the practicality of applying the concept and system design
digital control is very suitable as mentioned before, so we introduce a way simple to obtain
mathematical models of whatever the process, however in the case of linear or linearized
process. To initiate an identication in the MATLAB we can proceed in two ways and the
designer must choose whichever is most convenient to your time and level of knowledge that
it is your process or your plan.
In Command Window use the following command to open the graphical user interface the
Identication Toolbox:
>> ident
will produce the screens shown in Figure 3, where you can begin the process of identication.
(a) Control to start Ident (b) Ident Main Screen
Fig. 3. Opening The Identication Tool Box - MATLAB
On these screens you can start importing the measurement data on the system or even with
knowledge in the previous system
279 MATLAB as Interface for Intelligent Digital Control of Dynamic Systems
The main tool for modeling dynamic systems to digital control is the MATLAB Identication
Tool Box of, a feature that helps the designer to seamlessly and generates discrete polynomial
transfer functions and the user without the need of programming the algorithms used for
system identication. The IDENT from MATLAB Graphical User Interface is shown in Figures 4
and 3 and in this gure that can be seen are located to the left set of data and the right answer,
ie the model to be obtained.
(a) Ident GUI (b) Data - Time Response (c) Model- Time Response
(d) Model -Frequency Response
Fig. 4. Results From The Identication Tool Box - MATLAB
Still in Figure 4 can observe that the user can dene various aspects modeling systems such as
ltering of data and type of modeling, as well as the analysis of response in time and frequency
of the system model, Gene F. Franklin (1998).
Through this tool we can get two different ID type models in the output. The model based on
parameters in the output shows a polynomial equation in discrete form
It should be added that among the numerous tools of identication, we will use polynomial
will be the identication, because it gives us a response in discrete time, which makes this
model implementable on digital computers. With the option to generate a polynomial model
identication as described in Eq.1.
G(z) =
Y(z)
U(z)
=
b
0
+ b
1
z
1
+ b
2
z
2
+ . . . b
n
z
n
1 + a
1
z
1
+ a
2
z
2
+ . . . a
n
z
n
(1)
3.2 The plant modeling
The estimation of parameters of the transfer function of the plant is performed with the
Toolbox Identication Systems MATLAB. Using the observations of voltage and temperature
measurements, table,we can get the parameters of a 2nd order transfer function.
In Figure 5 to represent the operation points thermal plant for a rst evaluation of the
algorithm, shows the temperature behavior from departure to variations in operating points.
The bands system operation are separated for purposes of calculation of the parameters of a
model of second order. The band Operation of this plant is between 58
0
and 60
0
as observed
in Figure 5.
3.2.1 Computational and hardware setups
It is understood by Hardware setups and computational specications of the hardware and
and design specications that are the model order and delay. Description of procedure for
conducting the experiment are presented in next sections.
3.2.2 OE model
Using Identication Toolbox to estimate the parameters of the discrete model OE (Output-Error)
operated in the delay is given by
T(t) =
B(q)
F(q)
(t) + e(t) (2)
where
A(q) = 1 1.52q
1 +0.5336q
2
B(q) = 0.7426q
1
0.7187q
2
Considering the transfer function of the deterministic signal from the input we have
T(t)
(t)
=
B(q)
F(q)
(3)
3.2.3 The transfer function and polynomial form
The transfer function in Z plane is given by
W(z)
V
a
(z)
=
B(z)
F(z)
=
0.7426z 0.718
z
2
1.52z +0.5336
(4)
The poles of the transfer function in Z, pz
1
= 0.9697 and pz
1
= 0.5503is the positive axis that
divides the rst and fourth quadrants. The zero is given by z = 0.9678 and is on top from one
pole to the nearest two decimal places.
Applying the transformation C2D command of Toolbox Control gives the model transfer
function continuously in the model time we have
T(s)
V
a
(s)
=
B(s)
F(s)
=
0.9852s 0.03224
s
2
+0.628s +0.01837
(5)
The poles of the transfer function at s,pc
1
= 0.5973and pc
2
= 0.0308. The zero at zc =
0.0327 nearly cancels the effect pole pc
2
.
The MATLAB scrip execution has to read the temperature signals and actuator to estimate
the parameters a mathematical model that represents the operating point systems thermal
system.
Sys = OE(Data,[nb nf nk]
where
Data is the object containing the information input and output system;
nb is the order of the polynomial B(q) from Equation 1;
nf is the order of the polynomial F(q) from Equation 1;
nk is the input delay
We can also order the knowledge to perform analysis in continuous time by following the
identication commands
M = idproc(type,value)
Thereby generating a frequency domain model type
G(s) = Kp
1 + T
z
s
(1 + T
p1
s)(1 + T
p2
s)(1 + T
p3
s)
e
T
d
s
(6)
Where the parameters of the function idproc are inherent in the system type, order and
constant delay.
The graphs in Figure 5 are constructed in accordance with the instructions from design
requirements . The rst statement stores the vector medt values of temperature around the
heat source (resistor) and the actuator speed . The third instruction is didactic and for
implementation is not required to be codied.
Fig. 5. Continuous Process Reaction Curve.
3.3 Model survey
The lifting of the method consists of parametric estimation conversion this model of transfer
function in Z.
3.3.1 Model discrete time
The procedure for the identication of parameters of discrete time is encoded in the script,
converting (describing) the discrete models in transfer function descriptions.
The Figure 5 shows the comparison of behavior temperature of the continuous model obtained
by the process reaction curve
3.3.2 Transfer functions
The purpose of the transfer functions we generate the les contains models of the objects
should be stored OE to conversion models.
3.3.3 Estimating parameters scripts
The establishment of a procedure for estimating parameters (connotation: scientic) or lifting
of a model (connotation: engineering) presented in this section consists of three steps. The
rst step is the generation each measurement. The second step consists of estimating the
parameters of functions transfer. The third step is the analysis of the model have the impulse
response, Bode diagram and step.
3.4 A Platform to testing control systems
To validate our experiment we used a platform for experiments with micro digital circuits
processed with the support of micro controllers that can be easily programmed using
knowledge of language with C and a broad support to this type of application as in Ibrahim
(2006),Lewis (2001) and Wilmshurst (2007).
Using the Microchip PIC micro controller family we can turn our platformto run on following
code done in C programming language.
#device adc=10
#use delay(clock=4000000)
#fuses HS,NOWDT,PUT
#use rs232(baud=9600, xmit=PIN_C6,rcv=PIN_C7)
#include <mod_lcd.c>
main()
{
long int value=0;
float temp=0;
int i=0;
lcd_ini();
setup_timer_2 (T2_DIV_BY_16, 61, 1);
setup_ADC_ports (RA0_analog);
setup_adc(ADC_CLOCK_INTERNAL );
setup_ccp1(ccp_pwm);
set_pwm1_duty ( 0 );
setup_ccp2(ccp_pwm);
set_adc_channel(0);
printf ("%%------------ DAQ - System ------------ \r\n");
printf ("%%Temperature (C) \r\n");
while(true){
set_pwm1_duty(1023);
delay_ms(100);
value = read_adc();
temp = ((5
*
(float) value)/(1024))
*
16.09;
printf (" %f \r\n",temp);
printf (lcd_write,"Temp = %f ",temp);
lcd_write (\f);
if(temp>=60){
}
if(temp<=58){
}
delay_ms(500);
}
}
The code shown above is the implementation of a system that simulates the temperature, in
the form of Hardware a thermal system with relative temperature variation in responses to
time much smaller.
The dynamics of this system is well demonstrated in Figure 6
Fig. 6. A Diagram to System Hardware
Where the basis for the system of change of temperature in an open environment that is cooler
acts as the system actuator. The control objective, as shown in the code is to keep a room
temperature at a desired track with minimal accuracy in the output signal.
4. Implementing control systems on MATLAB
The MATLAB software provides support, form the implementation of acquisition system
data to design a control system, which becomes possible with methods of identication and
communication required in numerical methods implementation of a controller. This tool was
incorporated for the purpose to help engineers and scientists in projects and systems design
methods numeric, or for the resolution algorithms and systems simulation. In the following
sections will be shown tools that are part of the suite of applications such as MATLAB concepts
for implementation of digital control systems.
4.1 The serial interface
For the design of systems for data acquisition in MATLAB, an important tool are the
protocols for data communications in environments that are common industries. The
serial communication is known for its simplicity of connection and implementation in
both hardware and software because there are a wide variety software and programming
languages that provide libraries for development communication in serial protocol. In
MATLAB the simplicity of applying this tool can be translated by code shown below
Serial_Obj = Serial(COM1);
fopen(Serial_Obj);
var_read = fscanf(Serial_Obj)
fprintf(var_read,Data Receiveve);
fclose(Serial_Obj);
Delete(Serial_Obj);
With the above script you can communicate and receive data from an external device to your
computer. With communication with the external hardware can open, using the following
commands, send and receive data relevant to the control system
function send_data_tohard(data_ctrl,setpoint_ctrl)
fprintf(Serial_Obj,data_ctrl));
fprintf(Serial_Obj,setpoint_ctrl));
Therefore the system receives the data for the implementation of intelligent digital control
system:
function receiv_data_fromhard(data_ctrl,data_error)
data_ctrl = fscanf(Serial_Obj,data_ctrl);
data_error = fscanf(Serial_Obj,data_error);
Always observing that the variable Dataa_crtl is used for timing and appropriateness of
real-time system.
4.2 The user interface
The user interface development systemshown in Figure 7 is used with supervisors and control
environment of the platform.
Using the anointing of the environment development of GUIDE MATLAB can therefore
obtain the convenience of the project environment be the same as the deployment
environment
In the source code below is observed in connection with the generation via the serial port
textbf GUID emph MATLAB.
Fig. 7. Graphical Interface of the Platform System
function Button_01_Callback(hObject, eventdata, handles, varargin)
Serial_Obj=serial(COM1,BaudRate,9600);
opcon2 =get(handles.menu_01,Value);
opcon = get(handles.menu_01,String);
switch opcon{opcon2}
case COM1
Serial_Obj.Port=COM1;
case COM2
case COM3
case COM4
case COM5
case COM6
case COM7
otherwise
errordlg(Select a Valid Serial Port,Error)
end
fopen(Serial_Obj);
if Serial_Obj.Status ==open
set(handles.con_text,String,Connected);
end
4.3 Real time control
Digital Control Systems has its roots in the interface with the analog world and thus the delay
time this conversion to occur immediately. In real-time systems is a concern that the execution
time of a given instruction does not exceed a predetermined threshold. Converging, the
realtime systems are strictly necessary in digital control because it does necessary to guarantee
instruction execution control U
c
within the limit of sampling system T
s
where a failure of this
requirement may lead to instability as the plant design of discrete controllers is directly related
T
s
variable.
4.4 Implementing intelligent systems
The implementation of intelligent systems through MATLAB may well become a very
protable it facilitates the testing of new techniques that use features and tools already
implemented in this software. Techniques computational intelligence can withdraw from the
digital control system the important factor in the T
s
, however the system still requires real
time control. Each execution cycle lets you have the need to perform numerical derivatives
and integrals and introducing a context of researching and mapping , which may require less
computational effort. The diagram shown in Figure 8
Fig. 8. Diagram of the General System
It s possible conclude that with the development of both the hardware and software, these
systems are likely to become the largest presence within the control and automation
4.4.1 A fuzzy method implementation
As described in Ross (2004),S. Sumathi (2010) and Andrade (2010) the commitment of systems
based on fuzzy logic both in respect of the facility as implementation of policies that take into
account not only the performance of closed loop of industrial process control as well as the
experience acquired human with the process that can be transferred directly to the core of the
Fuzzy Logic Controller(FLC) with its implementation process described in Figure 9
Fig. 9. Diagram of the General System
The consolidation of this type of system could provide designers with a feature not found on
controllers classical, ie the aforementioned expertise. To use the Fuzzy controller is needed for
the project prior knowledge on the implementation of systems based on fuzzy logic and can
be found in Andrade (2010) and especially in Zadeh (1965). In MATLAB the design begins
by checking the feasibility of the controller and can be done by graphical interface Fuzzy Logic
Toolbox with a signicant help from MathWorks (2010).
To open the FLT (Fuzzy Logic Toolbox) typed:
>>fuzzy
and the following screen will open
However the system to be implemented with MATLAB using the serial communication is
necessary to implement the intelligent system in script and can be done as follows
error = data_ctrl;
NG(k) = trimf(error, [a_i b_i c_i]);
NS(k) = trimf(error, [a_i b_i c_i]);
ZR(k) = trimf(error, [a_i b_i c_i]);
PS(k) = trimf(error, [a_i b_i c_i]);
PB(k) = trimf(error, [a_i b_i c_i]);
chang_error = data_ctrl;
NL(k) = trimf(chang_error, [a_i b_i c_i]);
NS(k) = trimf(chang_error, [a_i b_i c_i]);
ZR(k) = trimf(chang_error, [a_i b_i c_i]);
PS(k) = trimf(chang_error, [a_i b_i c_i]);
PL(k) = trimf(chang_error, [a_i b_i c_i]);
Fig. 10. The FLT Main Screen
Where Negative Large, Negative Small, ZeRo, Positive Small and Positive Large are linguistics
vary based on experience. The system output can be given as shown in Figure 9 with a bank
of rules based on Table 1 decision-making as an example
Error \ changing
E
rror NL NS ZR PS PL
NL PL PL PL PL NL
NS PS PS PS PS NS
ZR PS ZR ZR NS ZR
PS NS NS NS NS PS
PL NL NL NL NS PS
Table 1. The knowledge from the Rules of Decision System
And the controller output and results in a weighted sum that depends exclusively on the
method chosen.
5. Conclusion
With the aid of this important tool can facilitate the development of applications to interface
with and control devices industries. A overview of these tools has been shown here to that
may be developed to greater diversity of applications according to the need of the designer.
As an environment of the computational complex, MATLAB can provide solutions for
engineering, physics and mathematics with the use of its functions basic and therefore leaving
the search more efcient and less costly. This platform is an important and necessary tool, it
can lead a project, with integration between Software and Hardware, for a safe convergence of
results, thus integrating computational resources for simulation design and implementation
from a direct single platform.
6. References
Andrade, G.A. Neto, J. L. L. (2010). A framework for modeling, digital control design
and simulations of dynamic, Computer Modelling and Simulation (UKSim), 2010 12th
International Conference on, IEEE Computer Society Digital Library.
Charles L. Philips, H. T. N. (1995). Digital Control Systems: Analisys and Design, third edition
edn, Prentice Hall.
Gene F. Franklin, J. David Powell, M. L. W. (1998). Digital Control of Dynamic Systems, 3rd edn,
Prentice Hall.
Ibrahim, D. (2006). Microcontroller Based Applied Digital Control, John Wiley and Sons.
Lewis, C. S. (2001). Programming Microcontrollers in C, 2nd edn, LLH Publishing.
MathWorks, T. (2010). Fuzzy Logic Tool Box : Users Guide.
Moudgalya, K. (2007). Digital Control, John Wiley and Sons.
Ross, T. J. (2004). Fuzzy Logic With Engineering Applications, 2nd edn, John Wiley and Sons.
S. Sumathi, S. P. (2010). Computational Intelligence Paradigms: Theory and Applications Using
MATLAB, CRC Press.
Wilmshurst, T. (2007). Designing Embedded Systems with PIC Microcontrollers, Newnes.
Zadeh, L. A. (1965). Fuzzy sets, Information and Control Proceedings .
Angel L. Morales
1
, Jem A. Rongong
2
and Neil D. Sims
2
1
Universidad de Castilla - La Mancha
2
The University of Shefeld
1
Spain
2
United Kingdom
1. Introduction
Vibration is an important aspect of many engineering systems. In most cases, such vibration is
undesirable and requires attenuation or control, which explains the huge quantity of vibration
control techniques that can be found in the literature. Nevertheless, sometimes all this
knowledge is not enough to guarantee the success in this purpose. Model inaccuracies or
parameter uncertainty are unavoidable in all relevant practical application and not only can
they degrade the performance of an otherwise well-designed control system, but they may
also lead to instability and even structural failure.
For these reasons, robustness is of crucial importance in control-system design. Although
always being appreciated, it was not until late 1970s when a theory capable to explicitly
handle the robustness issue in feedback design was developed: the H
optimal control theory

(Zames, 1981; Zames & Francis, 1983). This optimization approach is well developed and we
can even nd a full Robust Control Toolbox in MATLAB which, in collaboration with the Control
System Toolbox, let us identify worst-case scenarios and generate optimal controllers so that
the stability and good performance of the plant is ensured (Gu et al., 2005).
Obviously, the H
optimal control theory shows some disadvantages, like the high level of
mathematical understanding needed to apply them successfully and the fact that it sometimes
leads to potentially very conservative results (Gu et al., 2005). Indeed, even when a solution
via H
techniques is eventually found, the process may have been too expensive in terms
of designers time and the sensitivity to the uncertainty sources is not analyzed. These
motivations make us think that a straightforward possibilistic methodology for simulating
and analyzing the uncertainty propagation in control system would be a very valuable,
complementary and time saving tool.
This work focuses on how MATLAB can supply suitable tools in order to manage uncertainty
propagation in nite element models of structures from the point of view of fuzzy arithmetic.
More specically, we will describe a methodology fully programmed in MATLAB in order
to deal with uncertain control systems of vibrating structures and we will illustrate the
application of this approach to a case study.
In order to develop this work we need to integrate two different problems: the calculation of
the dynamic response of a vibrating structure via nite element models and the study of the

A Fuzzy Finite Element Method Programmed in
MATLAB for the Analysis of Uncertain
Control Systems of Structures
15
uncertainty propagation via fuzzy arithmetic. Both problems can be solved using MATLAB
code obtaining very good results in terms of accuracy and computational cost.
The motivation behind this work is threefold: rstly, it is meant to show how MATLAB
provides suitable functions and specialized toolboxes in order to study the static or dynamic
response of a controlled structure via nite elements and control theory; secondly, it
demonstrates the suitability of MATLAB to solve uncertainty propagation problems through
fuzzy arithmetic minimizing the computational cost; and thirdly, it illustrates the application
of a Fuzzy Finite Element procedure, which integrates these two tools, with a specic case
study.
The chapter is organized in the following way: Section 1 has summarized the aims and
concerns of the chapter; Section 2 deals with dynamic analysis of structures with active
damping by means of the OpenFEM Toolbox and the Control System Toolbox of MATLAB; Section
3 discusses the different types of uncertainty and how they could be analyzed using fuzzy
arithmetic programmed in MATLAB; Section 4 describes a Fuzzy Finite Element procedure
in MATLAB in order to study the propagation of uncertain parameters in control systems of
structures; Section 5 shows a case study in which the Fuzzy Finite Element procedure is tested;
Section 6 deals with the main conclusions of this work; and nally the acknowledgements and
references included through the text are included.
2. Dynamic analysis and control of structures
2.1 Finite Element analysis and the OpenFEM Toolbox
The study of the dynamic behaviour of a structure can be carried out by means of nite
element analysis. Among all the different possibilities to solve nite elements problems,
in this chapter we focus on the use of a specic toolbox of MATLAB: the OpenFEM Toolbox
(Balmes et al., 2009).
It is an open-source toolbox for nite element analysis within the matrix computing
environment MATLAB. The software is developed in collaboration between Macs and the
SDTools Company and it is distributed under a GNU Lesser General Public License, that is, a
free software license which also allows the user to make modications in the code. Performing
nite element analysis within a matrix computing environment is of considerable interest,
in particular as regards the ease of new developments, integration of external software,
portability, post-processing, etc. This relatively young software is already quite successful
in the nite element community as it is proven by the about 300 downloads per month
(OpenFEM, 2011).
Though the toolbox architecture includes graphical user interfaces for visualization, analysis
and animation of results, the powerful of this toolbox does not lie in this fact but in the
standard and advanced methods which are implemented. Moreover, the provided functions
are open and can be easily extended to suit particular needs of the user (Balmes et al., 2009),
as it is our case.
Let us consider a vibrating structure. The rst step in order to carry out its nite element
analysis consists in discretizing the structure. The mesh nodes, elements which join the nodes,
material properties, element properties and any additional information such as boundary
conditions, loads, etc., are stored in a struct class variable which denes the model of the
multi degree of freedom vibrating structure which is governed by the next set of equations of
motion
M x + C x + Kx = f (1)
A Fuzzy Finite Element Method Programmed in MATLAB for the Analysis of Uncertain Control Systems of Structures 3
where M, K and C are the mass, the stiffness and the damping matrices, respectively, x the
vector of displacements of all the degrees of freedom of the structure and f a general vector
of forces. Matrices M and K arise from the nite element analysis of the structure whereas C
is usually obtained under the hypothesis of Rayleigh damping.
Both in the state space approach and in the transfer function approach, working with physical
coordinates is not practical because of the usually high number of degrees of freedom. Thus, a
change of variables into modal coordinates is suggested. In addition, in this way the problem
can be restricted to the bandwidth of interest, neglecting the high frequency dynamics of the
system. After the computation of modes via nite element analysis one obtains the natural
frequencies of the modes and the matrix of the mode shapes . After performing the change
of variables x = z, where z is the vector of modal coordinates and is normalized in such
a way that the modal mass matrix is the identity matrix, the governing equations in modal
coordinates read
z +2 z +
2
z =
T
f (2)
where and dene the diagonal matrices of natural frequencies and damping factors.
Finally, the software also provides several commands related to the denition of the actuators
and sensors or, strictly speaking, the input force inuence vector L
u
and the sensor inuence
vector L
y
, both of them required for the denition of either the transfer function or the state
space matrices.
The nite element models which are obtained with this toolbox can be used to solve both
static and dynamic problems, the results of which being ready to be plotted or post-processed
under any other MATLAB toolbox. In this work, we blended these commands which those
corresponding to the Control System Toolbox.
2.2 Active damping and the Control System Toolbox
The Control System Toolbox provides a collection of matrix-based functions, usually expressed
as M-les, for the topic of control engineering. The control systems may be modelled as
transfer functions, zero-pole-gain or even using the state space approach, which allows the
designer to apply classic techniques as well as modern techniques. However, it is not our
purpose to study thoroughly this topic, so we will concentrate on briey reviewing, as an
example, one of the most common active control techniques of structures (Preumont, 2002):
active damping with collocated piezoelectric pairs via Positive Position Feedback, which, in
the end, will be the case study discussed in Section 5.
The transfer function of the multi degree of freedom vibrating structure obtained via modal
expansion reads
G() =
X()
F()
=
n=1
T
n
2
n
+2j
n
n

2
(3)
where
n
,
n
and
n
are the mode shape, the natural frequency and the damping ratio for
the n
th
mode of vibration, respectively. The same model based upon the rst N modes of
vibration leads to the expression
G()
N
n=1
T
n
2
n
+2j
n
n

2
(4)
where the residual term due to the contributions of the truncated nodes has been neglected.
Combining the equations for the surface-bonded actuator and sensor (Dosch et al., 1992;
Sims et al., 2005) and Equation 4 which governs the structural dynamics, we obtain the
293
A Fuzzy Finite Element Method Programmed
in MATLAB for the Analysis of Uncertain Control Systems of Structures
frequency response function between the voltage V
a
applied to the actuator and the voltage
V
s
at the output of the charge amplier of the sensor
H() =
V
s
()
V
a
()
= k
a
k
s
N
n=1
L
T
u
T
n
L
y
2
n
+2j
n
n

2
(5)
where k
s
and k
a
are the sensor gain and the actuator gain, respectively.
As far as the Positive Position Feedback scheme is concerned, it is appropriate for a structure
equipped with strain actuators and sensors (Preumont, 2002). The objective of a Positive
Position Feedback controller is to use a second order lter to improve the roll-off of the control
system, allowing high frequency gain stabilization. The implementation of this control system
is given by the following equations
M x + C x + Kx = L
u
u
y = L
T
u
x
v +
f
v +
2
f
v = y
u = Gv
(6)
where u is the control force acting on the structure through the inuence vector L
u
, y is the
difference of slope between the ends of the sensor, G = diag(g
i
) is the positive gain matrix,
and v is the output of the second order lter dened by the matrices
f
= diag(2
f
f
) and
2
f
= diag(
2
f
). Note that the fact that the same localization vector (L
u
) rules the actuator and
sensors is a consequence of collocation.
The transfer function of the controller (a second order lowpass lter) can be written as follows
gD(w) = g
2
f
2
f
+2j
f
f

2
(7)
This compensator has both advantages and drawbacks. On the one hand, the open-loop
transfer function has a roll-off of 40dB/decade, larger in comparison to Direct Velocity
Feedback (20dB/decade), which may decrease the risk of destabilizing high frequency
dynamics. On the other hand, there is a stability limit which is reached when the open-loop
static gain is equal to 1, this fact being independent of the damping (Preumont, 2002).
Once the open loop transfer functions of the plant and the regulator are dened, they can be
used in the Control System Toolbox as transfer function class variables. Then, the desired active
damping can be obtained by selecting the proper gain g of the regulator. In order to do this,
several techniques can be used such as Bode Diagram Design, Root Locus Design, Nichols
Plot design, etc.
Finally, the Control System Toolbox also provides valuable functions in order to analyze the
stability and performance in terms of stability margins, time responses or the position of the
closed loop poles and zeros in the pole-zero map. They will be used in our Fuzzy Finite
Element methodology as fuzzy outputs in order to analyze the behaviour of the uncertain
control system.
3. Uncertainty and fuzzy arithmetic
In the literature, the use of the termuncertainty is slightly ambiguous. In order to establish the
nomenclature for the ensuing description, the reader is referred to the terminology proposed
in (Oberkampf et al., 2004).
On the one hand, we will use the term aleatory uncertainty to describe the inherent variation
associated with the physical system or the environment under consideration. These sources
of uncertainty can be represented as randomly distributed quantities, usually in terms
of probability distribution functions. Typical examples of this kind of uncertainty are
manufacturing tolerances, environmental effects, properties of non-uniform materials or any
other identiable disturbances. On the other hand, epistemic uncertainty derives from some
level of ignorance of the system or the environment in any activity of the modelling process.
In this case, its denition stresses the lack of knowledge as the origin of this uncertainty.
Thus, unlike aleatory uncertainty, a mathematical representation of epistemic uncertainty has
proven to be much more of a challenge since it is subjective and based on some expert opinion
to a certain extent. Typical examples of epistemic uncertainties are some models for boundary
conditions, simplied models for joints, models for material damping or unpredictable model
changes due to ageing, loading, etcetera.
Uncertainty propagation in dynamic systems has been a very frequent topic in the
literature, which has been tackled from two different points of view (De Gersem et al., 2005):
probabilistic and possibilistic approaches. Probabilistic approaches, such as the well-known
Monte Carlo Simulation method, investigate the inuence of aleatory uncertainties, this
method being particularly suitable for nite element models with certain uncertainties.
Possibilistic approaches are complementary to probabilistic approaches, since not only are
they able to describe problems of aleatory uncertainties to a certain extent, yet without
statistical interpretation, but they can also handle problems where incomplete information
(epistemic uncertainty) is available. We consider that computationally expensive "brute-force"
probabilistic methods are not worthwhile in most cases, where an intuitive worst-case
scenario provides enough information. Thus, a possibilistic method in terms of fuzzy
arithmetic will be the tool that we develop and propose in order to simulate and analyze
uncertainty propagation in control systems.
Fuzzy arithmetic has been used by various researchers as a technique for propagating
uncertainty or variability through complex engineering models. The origins of this approach
can be found in the theory of Fuzzy Sets (Zadeh, 1965). In contrast to the classical set theory,
the elements of a fuzzy set are assigned a degree of membership to the set, which is referred
to as the membership level . The core of the set is dened as the subset of elements for which
= 1, whilst the support is the subset for which > 0. A fuzzy number is a fuzzy set that is
convex and normal, and whose membership function is piecewise continuous.
The issue of performing mathematical operations on fuzzy numbers instead of on
conventional numbers can be a challenge rather than a trivial problem. In fact, the Fuzzy
Arithmetic processes are usually performed by decomposing the fuzzy numbers into a
number of intervals given by the -cuts at the -levels
i
, (i = 0, 1, . . . , m) with
i
=
i
m
(8)
Then, a interval analysis via interval arithmetic can be carried out separately to each
membership level
i
.
For monotonic problems this process may be trivial, since the maxima or minima of the inputs
will lead to the maxima or minima for the output. Conversely, for non-monotonic problems
this is no longer the case (Sims et al., 2010). In addition, the Standard Fuzzy Arithmetic may
become problematic and lead to different results for the same problemdepending on the form
in which the solution procedure is applied, as can be seen in the examples gathered in (Hanss,
2002). In short, the application of Standard Fuzzy Arithmetic usually leads to overestimate
results to a lesser or greater extent and alternative methods must be employed.
295
The Transformation Method, introduced in (Hanss, 2002), represents a special implementation
of Fuzzy Arithmetic that avoids the undesired overestimation which usually arises when
Fuzzy Arithmetic is reduced to interval computation. A later efcient implementation
of this method was carried out in (Klimke, 2003), taking advantage of the matrix
computing environment of MATLAB and providing enhanced features such as fast
processing of discretized fuzzy numbers through multi-dimensional arrays, elimination of
recurring permutations, automatic decomposition of models, treatment of single occurrences
of variables through interval arithmetic and a monotonicity test based on automatic
differentiation. Nevertheless, we have to note that the fuzzy parameters are restricted to
convex fuzzy numbers when using the Transformation Method.
Specially relevant for an efcient implementation of the Transformation Method is the
elimination of recurring permutations. The decomposition scheme of this method sometimes
produces recurring points which in the end generate recurring permutations. By removing
these recurring permutations from the evaluation procedure one could save a very valuable
computation time. Indeed, we could even try to reuse as many points for different -cuts as
possible by selecting only inner points which have already occurred in a higher-level -cut.
For symmetric triangular membership functions, the obtained discretization is identical to the
original formulation, but for other arbitrarily shaped membership functions, the distribution
of the points is less regular, but of similar density (see Figure 1). However, for the same
number of -cuts, the less regular distribution of the inner points results in less accurate results
compared to the original formulation.
The number of permutations r by using this efcient implementation of the Transformation
Method is given by the following equation
r = m
n
+ (m +1)
n
(9)
where m +1 is the number of -cuts and n is the number of fuzzy parameters. As proven in
(Klimke, 2003), the new scheme provides a valuable improvement in terms of computational
cost unless the number of -cuts is too large compared to the number of fuzzy inputs. If that
was the case, one could disregard the removing of recurring permutations in favour of more
accurate results.
4. Fuzzy Finite Element procedure in MATLAB
The fuzzy theory has led to the development of Fuzzy Finite Element methods as that
described in (De Gersem et al., 2005; De Munck et al., 2008; Moens & Vandepitte, 2005) for
analyzing the propagation of uncertainties in the Frequency Response Functions of a dynamic
system. When using this methodology, the uncertainties in the model parameters can be taken
into account by fuzzy numbers with their shape obtained from experimental data or assumed
fromexpert knowledge. Then, the numerical procedure for the implementation of these Fuzzy
Finite Element methods consists of a sequence of Interval Finite Element procedures based on
a general strategy for computing the fuzzy result from operations on fuzzy operands, i.e. the
-sublevel or -cuts technique.
Figure 1 claries this procedure. This technique subdivides the membership range into a
number of -cuts. At each level, the intersection with the membership function of the input
uncertainties results in an interval. Based on these input intervals for all uncertain parameters,
an interval analysis can be performed obtaining the interval of the output variables at the
considered -cut. Strictly speaking, the interval analysis for a specic -cut consists in running
all the nite elements calculations corresponding to all the possible permutations among
input variables at said level and choosing the lower and upper bound of the required output
Fuzzy inputs Fuzzy outputs
N-1
N
.
.
.
.
.
.
x
1
(

)
x
1
N-1
N
.
.
.
.
.
.
x
2
(

)
x
2
N-1
N
.

.

.
.

.

.
(

)
y
1
y
1
Iterative FE calculations
Deterministic analysis at
N
Interval analysis at
N-1
n
2
1
.
.
.
.
.
.
Fig. 1. Scheme of the numerical procedure to perform a Fuzzy Finite Element analysis using
four -cuts.
variables. Note that if = 1, the interval analysis degenerates into the deterministic analysis.
Finally, the membership functions of the required output variables are assembled from the
interval results at all sublevels.
The Fuzzy Finite Element analysis is based on the results of a previous deterministic design
of the control system. The control engineer must set the control parameters and gains of the
regulator in order to accomplish all the features required for the active damping in terms of
both stability and performance. After this process, which is usually easier and faster than
other complex control techniques such as those derived from H
control, the Fuzzy Finite

Element analysis will simulate the behaviour of the control system when some parameters
are considered uncertain. This method is not a robust designing technique but a possibilistic
method which tests whether the deterministic design is robust enough to keep the closed
loop behaviour of the structure inside the allowable bounds for its stability and performance
features.
The set of calculations which are carried out at each permutation of input values is compound
of these steps:
Step 1: Finite Element calculations via the OpenFEM Toolbox
Step 2: Closed loop simulation of the control system via the Control System Toolbox
Step 3: Analysis of stability and performance via fuzzy variables such as stability margins or
active damping.
The method chosen for carrying out the interval fuzzy arithmetics was the efcient
implementation of the Transformation Method proposed in (Klimke, 2003). Nevertheless, we
have included some modications which will be introduced in the ensuing.
The rst modication lies in the fact that Klimkes MATLAB script is made under the
assumption that the fuzzy output is the result of evaluating an analytical expression. In our
case, we need to replace the evaluation of such analytical function (inline class) with a list of
MATLAB commands which develops the aforementioned steps. This also allows us to include
the possibility of achieving several fuzzy outputs instead of only one. The second modication
was not necessary but it endows the method with enhance capabilities. It consists on using
cell class arrays instead of double class arrays to dene the fuzzy outputs, so an extra eld may
297
be included where information about each iteration is stored (for instance, the exact value of
the fuzzy inputs at each permutation). Figures 2 and 3 show the MATLAB implementation
of the efcient Transformation Method after modifying the Klimkes implementation. Note
that the MATLAB implementation of the external function in Figure 3 only shows an example
corresponding to the evaluation of a test function. In our case, this function would contain all
the required commands which carry out the three foregoing calculating steps.
In order to prove the validity of our modied version of the Klimkes Transformation Method,
a comparative fuzzy analysis was run. We took as a reference one example found in (Klimke,
2003) where the test function f (x
1
, x
2
) = cos(x
1
)x
2
is subjected to the triangular fuzzy inputs
function [fzr]=gtrmrecur_modif(varargin)
% Angel L. Morales, 2011.
% FZR=GTRMRECUR_MODIF(FZ1,FZ2,...,FZN) calls the general transformation
% method implemented by Klimke in 2003 with extended capabilities.
% The function allows N fuzzy numbers in alpha-cut representation.
% An accompanying function called GTRMRECUR_EXTERNAL_FCN is required.
fzin=varargin;
n = nargin;
m = size(fzin{1},1) - 1;
indices.subs = {};
indices.type = ();
fzr = cell(m+1,2);
for k = 1:2
t = (floor((m+2-k)/2)+rem(m+2-k,2))
*
2-2+k;
for i = 1:n
c = reshape(fzin{i}(end+1-k:-2:1,:),t+2-k,1);
c = c(3-k:end);
repvec = t
*
ones(1,n);
repvec(i) = 1;
x{i} = repmat(shiftdim(c,1-i),repvec);
end
s = k;
z_cell_matrix=gtrmrecur_external_fcn(x);
for j = m+2-k:-2:1
indices.subs(1:n) = {1:s};
w = reshape(subsref(z_cell_matrix,indices),s^n,1);
wc = zeros(size(w));
for cont=1:length(wc) wc(cont)=w{cont}{2}; end;
[none,pos_min]=min(wc); fzr{j,1} = w{pos_min};
[none,pos_max]=max(wc); fzr{j,2} = w{pos_max};
s = s + 2;
end
end
for j = m:-1:1
if fzr{j+1,1}{2}>=fzr{j,1}{2}; fzr{j,1}=fzr{j,1}; else fzr{j,1}=fzr{j+1,1}; end
if fzr{j+1,2}{2}>=fzr{j,2}{2}; fzr{j,2}=fzr{j+1,2}; else fzr{j,2}=fzr{j,2}; end
end
Fig. 2. MATLAB implementation of the efcient Transformation Method after modifying
Klimkes script.
function [z_cell_matrix]=gtrmrecur_external_fcn(x)
% Angel L. Morales, 2011.
% Z_CELL_MATRIX=GTRMRECUR_EXTERNAL_FCN(FZ1,FZ2,...,FZN) calls the function
% which executes the commands in order to obtain the fuzzy output.
% It is called during the execution of FZR=GTRMRECUR_MODIF(FZ1,FZ2,...,FZN)
func = inline(cos(pi.
*
x1).
*
x2);
x_vector=cell(size(x));
for cont=1:length(x)
x_vector{cont} = reshape(x{cont},numel(x{cont}),1);
end
iterations=length(x_vector{1});
z_cell=cell(1,2); z_cell_array=cell(1,iterations);
for iteration=1:iterations
x1=double(x_vector{1}(iteration));
x2=double(x_vector{2}(iteration));
z_cell{1}=[x1 x2];
z_cell{2}=feval(func,x_vector{1}(iteration),x_vector{2}(iteration));
z_cell_array{iteration}=z_cell;
end
z_cell_matrix=reshape(z_cell_array,size(x{1}));
Fig. 3. Example of the MATLAB function called by the modied Transformation Method
which contains the commands for the obtention of the fuzzy output
p
1
= 2.5, 2.5, 2.5
TFN
and p
2
= 3, 2, 2
TFN
, in accordance to the nomenclature proposed
in (Dubois & Prade, 1980). The fuzzy output obtained with the modied version clearly
matched the results obtained with the original version. Nevertheless, an unavoidable loss
of computational efciency arose.
Our modied version results more time-consuming because of the different way in which the
simulated function is handled, as it can be seen in Table 1. In the original version, the inline
class analytical expressioncan be executed only once with the array containing all the required
permutations of fuzzy inputs at a time. In the modied version, the expression is evaluated
separately at each permutation as it would be the case when a control system is simulated
with several MATLAB commands. The elapsed time during these operations is called t
f cn
. As
far as the obtention of the fuzzy output as a cell array instead of as a double array, this fact does
not add any noticeable increase of computational cost but it does lead to heavier variables and
higher memory requirements. The elapsed time during these operations is called t
max
. In all
the cases, the loss of efciency is acceptable with regard to the benets they provide, specially
considering that the elapsed time in any nite element simulation may be on the order of
seconds and it has much more restrictive memory requirements.
5. A case study of uncertainty propagation
Consider an aluminium plate in free conditions, the dimensions and material properties of
which are detailed in Table 2. The nite element model of this plate was carried out by
means of the OpenFEM Toolbox of MATLAB (Balmes et al., 2009). After dening the mesh,
the matrices of mass (M) and stiffness (K) which dene the undamped model were obtained.
The eigenvalue problem can then be solved, the natural frequencies and mode shapes being
shown in Figure 4. The damping matrix (C) is constructed considering a structural damping
of
i
= 0.6% in all the modes.
The piezoelectric actuator and sensor, the properties of which are detailed in Table 3, are
collocated in the centre of the plate. As described in (Dosch et al., 1992; Sims et al., 2005),
the piezoelectric actuator and sensor may be modelled as a beam which provides bending
moments at its ends and measures a voltage proportional to the difference of slope of its ends.
Due to collocation, the localization vectors of actuator (L
u
) and sensor (L
y
) are identical and
equal to
L
T
u
= L
T
y
= (0, . . . , 1, 0, . . . , 1, 0, . . . , 0) (10)
Original Modied
t
tot
(s) 0.047 0.344
t
tot
(%) 100.00 100.00
t
f cn
(s) 0.016 0.313
t
f cn
(%) 34.04 90.99
t
max
(s) 0.000 0.000
t
max
(%) 0.000 0.000
t
oth
(s) 0.031 0.031
t
oth
(%) 65.96 9.01
Weight (bytes) 336 8568
Table 1. Efciency comparison between the original and the modied Klimkes
implementation. The total time (t
tot
), the time for evaluating the analytical expression (t
f cn
),
the time for calculating the maxima and minima of the output fuzzy number (t
max
) and the
time for other calculations (t
oth
) are shown. The weight means the size in bytes of the output
fuzzy variable.
299
Width (mm) 300.00
Length (mm) 500.00
Thickness (mm) 3.00
Youngs modulus (GPa) 72.00
Poissons coefcient 0.30
Density (kg/m
3
) 2700.00
Structural damping (%) 0.60
Table 2. Geometries and material properties of the plate.
Width (mm) 40
Length (mm) 100
Thickness (mm) 0.250
d
33
(m/V) 0.3010
9
d
31
(m/V) -0.1510
9
e
31
(N/Vm) -7.5
k
33
0.7
Youngs modulus (GPa) 50
Maximum traction (MPa) 80
Maximum compression (MPa) 600
Maximum electric Field (V/mm) 2000
Density (kg/m
3
) 7600
Maximum strain Brittle
Maximum temperature (C) 80C - 150C
Table 3. Geometries and material properties of the piezoelectric (Preumont, 2002).
where the non-zero values are placed in the position corresponding to the active rotational
degree of freedom of the nodes in which the piezoelectric is located.
As described in the Section 2.2, a Positive Position Feedback control strategy designed with
the Control System Toolbox of MATLAB is to be used. Figure 5 presents the root locus of the
control system after tuning the second order lter parameters (
f
and
f
) so that the rst
exible mode of vibration become actively damped. After the tuning process (
f
= 0.9 and
f
= 900 rad/s), the next step consists of selecting the control gain which most approaches
Mode 1
f = 64.01 Hz
1
Mode 2
f = 66.46 Hz
2
Mode 3
f = 150.29 Hz
3
Mode 4
f = 176.53 Hz
4
Mode 5
f = 183.42 Hz
5
Mode 6
f = 231.02 Hz
6
Fig. 4. Mode shapes and natural frequencies for the plate in free conditions.
the maximum damping of the rst vibration mode (
1,max
). In this particular case, a gain of
g = 0.200 entails a selected damping coefcient of
1,sel
= 88.30%. Figure 5 also shows the
characteristic stability limit of the Positive Position Feedback control systems and the fact that
only the rst and the fth modal shapes seem to be controllable in the view of the wide loops
going from the poles to the zeros (Preumont, 2002).
100 -900 -800 -700 -600 -500 -400 -300 -200 -100 0
I
m
a
g
i
n
a
r
y

p
a
r
t
Real part
-100
100
300
500
700
900
1100
1300
1500
1700
1900
1
2
3
4
5
6
g = 0.200
= 88.30% 1,sel
g = 0.257
Stability limit
Fig. 5. Root locus of the control system after tuning the second order lter parameters to the
rst exible mode of vibration (
f
= 0.9 and
f
= 900 rad/s).
In the proposed case study the collocated pair of actuator and sensor are subjected to
uncertainty. More precisely, the position of the centre of both the actuator and sensor
are considered to be uncertain parameters. Additionally, another source of uncertainty
corresponding to the structural damping of the plate is included as this is known to be
uncertain in practice. Thus, we have a total of ve different fuzzy numbers: x
a
(position
x of the centre of the actuator), y
a
(position y of the centre of the actuator), x
s
(position
x of the centre of the sensor), y
s
(position y of the centre of the sensor) and

(structural
damping). The membership functions of these fuzzy parameters, assuming that they are both
symmetric and triangular, can be seen in Figure 6.
After applying the Fuzzy Finite Element algorithm described in Section 4 one can obtain
several fuzzy outputs which describe the stability and performance of the control system. In
fact, it is possible to choose those variables which better t the effects which one is interested
in. In this particular case, the following are calculated:
G Gain margin.
P Phase margin.
1,max
Maximum damping coefcient of the rst mode.
1,sel
Selected damping coefcient of the rst mode.
The gain margin

G is the increase in the system gain when the phase is 180 that will result in
a marginally stable system with intersection of the 1 + j0 point on the Nyquist diagram. The
phase margin

P is the amount phase shift of the system at unity magnitude that will result
in a marginally stable system with intersection of the 1 + j0 point on the Nyquist diagram.
The maximum damping coefcient

1,max
is the highest damping achievable in the rst mode
loop independently of the selected gain, whilst the selected damping coefcient

1,sel
is the
301
145 147 149 151 153 155
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
x , x (mm) a s
(
x

)
,

(
x

)
a
s
245 247 249 251 253 255
(
y

)
,

(
y

)
a
s
y , y (mm)
a s
(a) (b) (c)
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
)
(%)
0.1 0.3 0.5 0.7 0.9 1.1
Fig. 6. Membership functions of the input fuzzy numbers: (a) coordinates of the centre of the
actuator ( x
a
and x
s
), (b) coordinates of the centre of the sensor ( y
a
and y
s
) and (c) structural
damping of the plate (
).
damping that the control systems provides at the value of gain selected in the deterministic
case. Clearly, the gain and phase margins can be used to quantify controller stability, whilst
the damping ratios serve to quantify performance and reliability.
The membership functions of these variables are shown in Figure 7. We observe that the
uncertainty considered may lead to a both better and worse behaviour of the control system
in comparison to the considered deterministic situation.
Another possibility for obtaining a global view of the whole control system lies in plotting
its root locus for different -sublevels or -cuts. In particular, we show in Figure 8 the root
locus for two different values of the membership. Although the fourth mode has not been
0.2565 0.2570 0.2575 0.2580 0.2585 0.2590
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
G
101.70 102.00 102.30 102.60 102.90 103.20
(
G
)
,
(
P
)
(a) (b)
P (deg)
86.0 86.8 87.6 88.4 89.2 90.0
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0

)
1
,
s
e
l

)
,
1
,
m
a
x
1,max
(%),
1,sel
(%)
Fig. 7. Membership function of the output fuzzy numbers: (a) stability indicators (

G in black
color and

P in gray color) and (b) performance indicators (
1,max
in black color and

1,sel
in
gray color).
specically analyzed via fuzzy variables, we can note that its zero crosses the imaginary axis
and becomes unstable for some values of the gain. Note that zeros are essentially related to
mode shapes of the structure, which tend to be more sensitive to the parameter uncertainty
than the natural frequencies. This fact warns us that a higher gain level may lead to instability
of the fourth mode when actively damping the rst, which can be detected easily by means
of including new fuzzy variables in the analysis such as the maximum real part of the closed
loop poles.
-900 -800 -700 -600 -500 -400 -300 -200 -100 0 100
Real part
I
m
a
g
i
n
a
r
y

p
a
r
t
-100
100
300
500
700
900
1100
1300
1500
1700
1900
Fig. 8. Root locus of the control system for two different -cuts: = 1 (black) and = 0
(grey).
6. Conclusion
In this chapter we have shown the suitability of the matrix computing environment MATLAB
to solve control problems of structures via nite element analysis and root locus design
and how these two issues have been blended and integrated into a Fuzzy Finite Element
methodology for the analysis and simulation of uncertain control of structures.
The Fuzzy Finite Element procedure has been described. The approach relies on the -cut
technique which subdivides the membership range into a number of -levels. The fuzzy
arithmetic is based upon an efcient implementation in MATLAB code for the Transformation
Method. This implementation has been modied and improved with some enhanced features.
This methodology has been shown to be applicable to a realistic case study related to
structural control using a Positive Position Feedback technique and piezoelectric actuators
and sensors. In the light of the obtained results, the proposed procedure may prove useful to
other analysis involving any other control technique or uncertainty source. In addition, the
efcient implementation obtained due to MATLAB programming allows us to achieve high
accuracy results together with low computational costs.
Finally, further research may be carried out in this topic. Firstly, a more efcient
implementation of the Transformation Method can be found when using cell arrays instead
of double arrays or when considering multiple fuzzy outputs. Secondly, the Transformation
Method also allows a sort of sensitivity analysis which should be included in the MATLAB
implementation in order to endow our method with extended capabilities. Thirdly, and
in-depth comparison between this possibilistic methodology and the robust H
optimal
control theory must be carried out in order to identify more precisely the situations in which
one method stand out from the other.
303
7. Acknowledgment
The authors are grateful for the support received from the Ministerio de Educacin
of the Spanish government through the Programa Nacional de Movilidad de Recursos
Humanos del Plan Nacional de I-D+i 2008-2011 and fromthe EPSRC through grant reference
EP/D078601/1.
8. References
Balmes, E., Bianchi, J.-P. & Leclre, J.-M. (2009). Structural Dynamics Toolbox for use with
MATLAB: Users guide.
De Gersem, H., Moens, D., Desmet, W. & Vandepitte, D. (2005). A fuzzy nite element
procedure for the calculation of uncertain frequency response functions of damped
structures: Part 2 - numerical case studies, Journal of Sound and Vibration 288: 463486.
De Munck, M., Moens, D., Desmet, W. & Vandepitte, D. (2008). A response surface based
optimisation algorithm for the calculation of fuzzy envelope frfs of models with
uncertain properties, Computers & Structures 86: 10801092.
Dosch, J. J., Daniel, D. J. & Garcia, E. (1992). A self-sensing piezoelectric actuator for collocated
control, Journal of Intelligent Material Systems and Structures 3: 166185.
Dubois, D. & Prade, H. M. (1980). Fuzzy sets and systems : theory and applications, Mathematics
in science and engineering, Academic Press, New York.
Gu, D.-W., Petkov, P. H. & Konstantinov, M. M. (2005). Robust control design with MATLAB,
Springer, London.
Hanss, M. (2002). The transformation method for the simulation and analysis of systems with
uncertain parameters, Fuzzy Sets and Systems 130: 277289.
Klimke, A. (2003). An efcient implementation of the transformation method of fuzzy
arithmetic, (IANS), extended preprint 2003/009, Technical report, University of
Stuttgart.
Moens, D. & Vandepitte, D. (2005). A fuzzy nite element procedure for the calculation of
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IEEE Transactions on Automatic Control 28: 585601.
Part 4
Modelling, Identification and Simulation

16
Visual and Thermal Image
Fusion for UAV Based
Target Tracking
K. Senthil Kumar
1
, G. Kavitha
2
,
R. Subramanian
3
and G. Ramesh
4

1
Division of Avionics, Department of Aerospace Engineering,
Madras Institute of Technology, Anna University,
2
Department of Electronics and Communication Engineering,
Madras Institute of Technology, Anna University

3
Division of Avionics, Department of Aerospace Engineering,
Madras Institute of Technology, Anna University
4
National Aerospace Laboratories (NAL) Bangalore,
India
1. Introduction
Unmanned aerial vehicles (UAVs) are aircrafts which have the capability of flight without
an onboard pilot. These vehicles are remotely controlled, semi-autonomous, autonomous, or
have a combination of these capabilities. UAVs has its applications in a whole lot of
domains. Image processing applications with specific importance to surveillance and
reconnaissance is of immense interest.
UAVs are equipped with imaging sensor platform, which operates remotely controlled,
semi-autonomously or autonomously, without a pilot sitting in the vehicle. The platform
may have a small or medium size still-video or video camera, thermal or infrared camera
systems, airborne light detection and ranging (LIDAR) system, or a combination thereof. All
these different kinds of cameras are an effective sensor tool which is portable, light weight
and airborne in a platform on the UAV.
Thermal images have a valuable advantage over the visual images. Thermal images do not
depend on the illumination, the output is the projection of thermal sensors of the emissions
of heat of the objects. This unique merit gives rise for effective segmentation of objects.
Ultimately, surveillance measure using an UAV gets improved.
With the development of new imaging sensors arises the need of a meaningful combination
of all employed imaging sources. Image fusion of visual and thermal sensing outputs adds a
new dimension in making the target tracking more reliable. Target tracking at instances of
smoke, fog, cloudy conditions gets improved. With conditions of same background colour
perception of target unnoticed getting eliminated with thermal image inclusion, image
fusion gives complementary information. A holistic system which represents the combined
fused data is perceived at the control level of the UAVs.

MATLAB A Ubiquitous Tool for the Practical Engineer 308
2. Thermal imaging
Thermography which uses black body radiation law makes it to have information gathering
without visible illumination. Thermal imaging cameras detect radiation in the infrared (IR)
range of the electromagnetic spectrum (3-6 m and 814 m).
The charge coupled device (CCD) and complementary metal oxide semiconductor (CMOS)
sensors are used for visible light cameras. These can detect only the non thermal part of the
infrared spectrum called near-infrared (NIR). On the other hand, thermal imaging cameras
make use specialized focal plane arrays (FPAs) that respond to longer wavelengths (mid-
and long-wavelength infrared).
There is also a difference between how far one can see with a cooled and with an uncooled
thermal imaging camera. Cooled camera systems are more expensive, but generally have a
longer range than uncooled systems under many conditions. Extremely long range thermal
imaging applications are best served by cooled camera systems. This is particularly true in
the midwave band in humid atmospheric conditions.
The heat radiation is focused onto special receptors in the camera which convert it into a
format which is displayed on a monitor in monochrome which is recognisable by the human
eye. The objects emitting the greatest intensity of heat are usually presented as the darkest
(black) in the greyscale, i.e. known as black-hot. Many cameras have a function whereby
the functionality can be switched from blackhot to white-hot and back again at the
operators wish. Probably the greatest enemy of thermal imaging is extended rainfall since
that has the effect of cooling all inanimate objects and severely reducing contrast.
Thermal imaging makes it possible of real time target tracking. Detection of targets in dark
and low light conditions can be done. All weather operation and dull, dirty and dangerous
(DDD) roles are possible.
Thermal imaging cameras produce a clear image in the darkest of nights, in light fog and
smoke and in the most diverse weather conditions. There has also been an increased
interest in thermal imaging for all kinds of security applications, from long-range
surveillance at border crossings, truck and shipping container inspection, to the
monitoring of high-security installations such as nuclear power stations, airports, and
dams. But thermal imaging has a lot more to offer than just a night vision solution for
security applications.
Car manufacturers are integrating night vision modules for driver vision enhancement into
cars. By helping drivers to see at night, accidents can be avoided. Boats and yachts are being
equipped with thermal imaging cameras for night time navigation and other maritime
applications like man overboard searches.
Often the thermal imager is just a small part of the complete system as in an UAS, so it
needs to be as small, light and inexpensive as possible. Low-cost thermal imager is used as a
pilots night vision enhancement. It helps pilots by enhancing the ability to see terrain and
other aircraft at long ranges, even in total darkness, light fog, dust and smoke. Thermal
imaging is a technology that enables detection of people and objects in total darkness and in
very diverse weather conditions.
A typical application for thermal imaging is border security, where most threats occur at
night. Thermal imaging allows the aircraft to fly in total darkness and detect targets through
smoke. The same aircraft can also be used to detect such things as forest fires. Areas which
are hotter than the surroundings can indicate the start of a fire and can clearly be seen on a
thermal image.

Visual and Thermal Image Fusion for UAV Based Target Tracking 309
3. Image segmentation
Segmentation is the key and the first step to automatic target recognition, which will directly
affect the accuracy of the following work. As a result, the division methods and its precision
degree are essential. Infrared heat wave image is different from the visible light images. It
reflects the distribution of the object surface temperature and latent characteristics of
material form.
The infrared heat radiation, due to the imperfections of the system, will bring a variety of
noise in the imaging process. The noise of complex distribution of infrared images makes
the signal to noise ratio lower than visible light images.
3.1 2D OTSU algorithm
The two dimensional Otsu algorithm is given as follows. Suppose an image pixel size is M
N, gray-scale of the image ranges from 0 to L-1. The neighborhood average gray g (m, n) of
the coordinate definition (m, n) pixel point is as follows:
g (m,n) =
1
kxk
f(m+i, n +j)
(k-1)2
j=-(k-1)2
(k-1)2
I=-(k-1)2
(1)
Calculating the average neighbourhood gray of each pixel point, a gray binary group (i, j)
may form. We use C
ij
to represent the occurrence frequency of (i, j). Then the probability P
ij

of vector (i, j) may be determined by the formula:
P
ij
=
CIj
M X N
(2)
Here, 0 I, j < L, and P
]
L-1
]=0
L-1
=0
=1.
Assuming the existence of two classes C
0
and C
1
in Two dimensional form, the histogram
represents their respective goals and background, and with two different probability density
distribution function. If making use of two-dimensional histogram threshold vector (s, t) to
segment the image (of which 0 s, t <L), then the probability of two classes are respectively:
The probability of background occurrence is:

0
= P(C
0
) = P
Ij
t
]=0
s
=0
=
0
(s,t) (3)
The probability of object occurrence is:

1
= P(C
1
) = P
Ij
L-1
]=t+1
L-1
=s+1
=
1
(s,t) (4)
The definition of dispersion matrix:
B = 0 [(0-)( 0-)T] + 1 [(1-)( 1-)T] (5)
When the track of the above-mentioned dispersion matrix gets the maximum, the
corresponding threshold of segmentation is the optimal threshold (S, T), namely:
tr(
B
(S,T)) = mox
0<s,t<L
{tr(
B
(S,T))} (6)
We know that 2-D thermal images with noise segmented by Otsu way may get better results
compared to one dimensional threshold segmentation methods. However, the computation
cost gets huge, which is because the determination of the optimal threshold need to travel
all the s and t, of which 0 s, t < L. That is to say, the more gray scale value of images is, the
longer choice time of the threshold is.

The segmentation of various thermal images is illustrated here. The segmentation results
can be made more efficient in identification of targets and optimized by a number of
methods. These segmentation results are used in fused image target tracking. One such
method will be determining optimum threshold using histogram analysis. The method of
using chaos based genetic algorithm makes the process time lower. The chaos based genetic
algorithm uses Otsu algorithm as fitness function and proceeds for segmentation.
The so-called chaos refers to the uncertainty in the system appearing in seemingly without
rules. From the mathematical sense, for determined series initial values, it is possible to
predict the long-term behaviour of the system, even know its past behaviour and state by
the power system. It is a unique phenomenon of non-linear systems. Chaos has randomicity,
ergodicity and regularity. Based on these characteristics of chaos, using chaotic variables to
optimize search is no doubt better than random search. Logistic map is the most basic
chaotic map. The chaos equation of the Logistic definition can be described as follows:
x
(n+1)
= u x
n
(1- x
n
) ; 0 < u 4 (7)
x
n
lies between 0 and 1. n varies from 0,1,2, etc.

Fig. 1. Thermal Image

Fig. 2. Segmented Image

When u = 4, the system is the chaos state of the biggest ergodicity. Genetic algorithm is a
kind of random search algorithm drawn from natural selection and natural genetic
mechanisms of biology, which is particularly well suited to deal with the complex and
nonlinear problems that traditional search methods are difficult to resolve.


The segmentation results are shown in Fig. 1 to Fig. 4 with the segmented image of the
thermal image.
4. Image fusion process
Image fusion is the process by which two or more images are combined into a single image
retaining the important features from each of the original images. The fusion of images is
often required for images acquired from different instrument modalities or capture
techniques of the same scene or objects. Important applications of the fusion of images
include medical imaging, microscopic imaging, remote sensing, computer vision, and

robotics. Fusion techniques include the simplest method of pixel averaging to more
complicated methods such as principal component analysis (PCA) and wavelet transform
(WT) based fusion.
Image fusion is the process of relevant information extraction from two or more images. The
resulting image will encompass more information than any of the given input images. A
multi sensor, multi temporal and multi view information techniques are required which
overcome the limitations of using single senor information. The benefits of image fusion are
extended range of operation, extended spatial and temporal resolution and coverage,
reduced uncertainty, higher accuracy, reliability and compact representation.
Various kinds of image fusion for visual, Infrared and Synthetic Aperture Radar (SAR)
images exist. Some of the primitive fusion process algorithms also have disadvantages.
Direct fusion method makes the image blurred. The pixel based image fusion is
computationally complex for large and high resolution images. The image averaging
method produces a reduced contrast of information. The requirement is thus a novel and
efficient information fusion process. Image fusion has a significant role of recognition of
targets and objects. Target identification, localisation, filtering and data association forms an
important application of the fusion process. Thus an effective surveillance and
reconnaissance system can be formed.
There is information which is redundant and at the same time complementary too. The
following summarize several approaches to the pixel level fusion of spatially registered
input images. A generic categorization of image fusion methods in the following:
Linear Superposition, Nonlinear Methods, Expectation Maximisation, Image Pyramids,
Wavelet Transform, Generic Multiresolution Fusion Scheme, Optimization Approaches,
Artificial Neural Networks, Fuzzy Techniques
Some of the prominent applications of image fusion are:
Concealed Weapon Detection, Night Time Surveillance, Automatic Landing System,
Digital Camera Applications, Medical Diagnosis, Defect Inspection and Remote Sensing
4.1 Wavelet transform
A signal analysis method similar to image pyramids is the discrete wavelet transform. The
main difference is that while image pyramids lead to an over complete set of transform
coefficients, the wavelet transform results in a nonredundant image representation. The
discrete two dimensional wavelet transform is computed by the recursive application of low
pass and high pass filters in each direction of the input image (i.e. rows and columns)
followed by sub sampling.
These basis functions or baby wavelets are obtained from a single prototype wavelet called
the mother wavelet, by dilations or contractions (scaling) and translations (shifts). They have
advantages over traditional Fourier methods in analyzing physical situations where the
signal contains discontinuities and sharp spikes.
Image fusion process is achieved by multiresolution decomposition at fourth level. The
multiwavelet decomposition coefficients of the input images are appropriately merged and
a new fixed image is obtained by reconstructing the fused multiwavelet coefficients. The
theory of multiwavelets is also based on the idea of multiresolution analysis (MRA) as
shown in Fig. 5. During a single level of decomposition using a scalar wavelet transform, the
two-dimensional (2-D) image data is replaced with four blocks corresponding to the
subbands representing either low-pass or high-pass filtering in each direction.


Fig. 5. Wavelet Multi Resolution Analysis
The Haar wavelet is a certain sequence of rescaled "square-shaped" functions which together
form a wavelet family or basis. Wavelet analysis is similar to Fourier analysis in that it
allows a target function over an interval to be represented in terms of an orthonormal
function basis. The Haar wavelet is also the simplest possible wavelet.
4.2 FIS based image fusion
Neural Network and Fuzzy Logic approach can be used for sensor fusion. Such a sensor
fusion could belong to a class of sensor fusion in which case the features could be input and
decision could be output. The system can be trained from the input data obtained from the
sensors.
The basic concept is to associate the given sensory inputs with some decision outputs. The
following algorithm for pixel level image fusion using Fuzzy Logic illustrate the process of
defining membership functions and rules for the image fusion process using FIS (Fuzzy
Inference System) editor of Fuzzy Logic toolbox in MATLAB. The process flow of the
process is as follows:
1. The visual and thermal image forms the inputs for the fusion system. The inputs must
be with the same field of view.
2. With a gray level conversion applied, the two images are transformed to a column
form.
3. The number and type of membership functions for both the input images are given to
the FIS. The rule base for FIS decides how the output fused image should be.
4. The fused image is converted back to matrix format from column form.
The fuzzy system considered here is Mamdani type and its FIS model in MATLAB is shown
in Fig. 6. The Mamdani rule base is a crisp model of a system, i.e. it takes crisp inputs and
produces crisp outputs. It does this with the use of user-defined fuzzy rules on user-defined
fuzzy variables.


Fig. 6. FIS Model

Fig. 7. FIS Membership Function


Fig. 8. Rule Base of FIS

Fig. 9. Surface View of FIS

The idea behind using a Mamdani rule base to model crisp system behavior is that the rules
for many systems can be easily described in terms of fuzzy variables. Thus we can effectively
model a complex non-linear system, with common-sense rules on fuzzy variables.
The operation of the Mamdani rule base can be broken down into four parts: 1) mapping
each of the crisp inputs into a fuzzy variable (fuzzification), 2) determining the output of
each rule given its fuzzy antecedents, 3) determining the aggregate output of all of the fuzzy
rules; 4) mapping the fuzzy output to crisp output (defuzzification).
The membership function used is Guassian as shown in Fig. 7. The rule base is formed for
the fusion process as shown in Fig. 8. The surface view of the two inputs and one output is
represented in Fig. 9.
5. Target tracking of objects
Automatic detection and tracking of interested targets from a sequence of images obtained
from a reconnaissance platform is an interesting area of research for defence related
application. The video images are obtained from an unmanned aerial vehicle (UAV) with
on-board guidance and navigation system. The aircraft carries a multispectral camera which
acquires images of the territory and sends the information to a ground control station (GCS)
in real time.
During flight, the pilot in the ground control station may identify a region of interest as a
target. This identification can be click and target type or an intelligent perception type.
The target which appears on a small window could be tracked by engaging track mode.
Optical flow is an approximation of the local image motion based upon local derivatives in a
given sequence of images. That is, in 2D it specifies how much each image pixel moves
between adjacent images while in 3D in specifies how much each volume voxel moves
between adjacent volumes. The 2D image sequences used are formed under perspective
projection via the relative motion of a camera and scene objects.
The differential methods for determining the optical flow are Lucas-Kanade, Horn-Schunck,
Buxton-Buxton, Black-Jepson and variational methods.
LucasKanade method is a widely used differential method for optical flow estimation
developed by Bruce D. Lucas and Takeo Kanade. The assumption in this method is that the
flow is essentially constant in a local neighbourhood of the pixel under consideration, and
solves the basic optical flow equations for all the pixels in that neighbourhood, by the least
squares criterion.
HornSchunck method of estimating optical flow is a global method which introduces a
global constraint of smoothness to solve the aperture problem. The Horn-Schunck algorithm
assumes smoothness in the flow over the whole image. Thus, it tries to minimize distortions
in flow and prefers solutions which show more smoothness.
5.1 Tracking of objects in fused images
A brief representation of the process used is as represented in Fig. 10. The visual and
thermal video is first obtained from an airborne camera. The cameras used must be of
acceptable resolution with good preprocessing features. A high resolution, light weight,
rugged, portable, stabilized platform sensing element is required to be mounted on the
airframe. The images are preprocessed for ego-sensory motion, atmospheric disturbances
and inherent noise. Then a fusion process of thermal and visual images is adapted. The
algorithms for such a fusion process would involve processing of information separately
and then fusing the data. The other way is to fuse and process the data available.


Fig. 10. Process Flow

The transmission of information from on board real time processing and display of all
required data are done in the ground station. The control interaction with UAV is done by
wireless communication transfer.
The video file obtained from the camera is loaded as an avi file. It is processed in MATLAB.
It aids in real time and efficient implementation of the algorithm. The video is processed for
detection of targets in a sequence of frames. The target detection and localisation process
commences from applying the frames to an optical flow pattern which generates vectors.
The target detection is done with respect to feature matching and extraction from the initial
frame. The target which is the region of interest is separated out effectively. By using this
novel technique, an optimized search process for an effective segmented image with less
noise effects when compared to other algorithms is obtained. The targets are thus effectively
located and segmented. The output frames are integrated to form a video file. Then effective
tracking algorithms are applied for the process. Filtering and the required data association
for the output obtained are subsequently done. The inputs needed for processing include
that of two images (Visual and thermal) for image fusion. The steps involved are:
1. The airborne video is obtained from the UAV with
a. A visual and thermal camera onboard the UAV.
b. Wireless transmission of video to ground control station.
2. The inputs needed are two videos (visual and thermal) which are split into images with
respect to frames. The factors to be considered are:
a. Two videos are to be of same resolution and frame rate.
b. Two images are to be considered with the same field of view (FOV).
3. Segmentation process is applied to the images and the targets are segmented.
4. For the fusion process:
a. Consider two images at a time.
b. Apply wavelet based image fusion with Haar transform with four level
decomposition of the image.
c. An inverse transform is applied to get back the fused image.
5. For tracking algorithm:
a. The tracking algorithm is implemented in SIMULINK in MATLAB. The fused
images are stitched to form a video of the same frame rate.
b. The fused image is applied to an optical flow technique. The optical flow technique
is based on Horn-Schunck method.
c. Further segmentation accompanied with thresholding principles is applied for the
output obtained after computing optical flow.
d. Blob detection principles accompany the process for spotting the targets in the
frame of concern. Thus the targets are given a rectangular boundary of
identification.
6. Results
Image fusion results based on wavelet transform are discussed. Two images (Visual and
thermal) are taken as shown in Fig. 11 and Fig. 12.
The visual image gives a realistic human sensing view. The thermal image identifies the
target with the temperature difference coming into the picture with objects possessing
different emissivity values.


Fig. 11. Visual Image

The fused image is given as Fig. 13. The fusion process is applied for a concealed weapon
detection process. The results for such an application are given below in Fig. 14 to Fig. 15.
The visual and thermal images are fused and the fused image gives combined information
in one representation.

Fig. 13. Fused Image



The thermal images clearly give the information about concealed weapons. The fused image
gives both the RGB based information present in visual image and the concealed weapon
information present in thermal image. The fused image is thus capable of giving enhanced
detection capabilities.
6.1 Target tracking results
For target tracking, the database of thermal and visual images is considered. The video
obtained is converted to a series of frames. Each thermal and visual image is fused and at
the end the fused images are combined to form a video which is given for target tracking
process.
One such visual and thermal image from the sequence of frames is shown in Fig. 16 and Fig.
17. The fused image obtained as a result of wavelet transform using Haar wavelet is shown
in Fig. 18.


Fig. 16. Visual Image


The target tracking results including segmentation, optical flow and identification of targets
in their corresponding frame are shown in Fig. 19, Fig. 20 and Fig. 21.
For the four sample frames considered, the segmentation results and tracking results are
illustrated. The segmentation shows that of humans being segmented according to the
threshold values.



Fig. 20. Optical Flow Detection
The optical flow which is found out from the images gives the movement of the humans
which is being tracked and given a rectangular representation.

Fig. 21. Target Detected Image

The following results correspond to taking the thermal images alone and doing target tracking.
The target tracking for aerial aircrafts motion is shown in Fig. 22 and Fig. 23. These images
correspond to the optical flow and the target detection from a real time video sequence. The
target tracking for identification of humans is given in Fig. 24. The targets are tracked with
respect to the movement of objects identified with optical flow. In this frame, an airborne
flight is being tracked. This aids to the visual perception other than usage of RADAR.

Fig. 22. Optical Flow Detection

Fig. 23. Target Detected Image

Further sample results for tracking of objects in thermal video is shown in Fig. 24. This is an
airborne thermal video which is tracked for vehicles and humans if present. The ego sensory
motion is present in this kind of a dynamic moving platform. They have to be compensated
for a stabilized video and for the tracking process has to be improved for a multiple target
tracking environment.

Fig. 24. Target Detection in Aerial Image
7. Conclusion
The airborne images obtained from an UAV are analysed in ground control station. By using
the thermal images, all weather and night operation are possible. Visual and thermal image
fusion is done and the fused image is given for target tracking.
This system has the benefit of enhanced target tracking application wherein only visual or
thermal target tracking would not provide sufficient efficiency. Thus the image fusion
process augments information leading to an improved system as a whole. The overall
system incorporates segmentation, fusion and target tracking principles.

8. Acknowledgements
The authors are grateful to The Vice Chancellor, Anna University and The Dean, Madras
Institute of Technology, Anna University for providing organizational facilities for carrying
out this research work at Madras Institute of Technology. We would like to express our
sincere thanks & gratitude to The Director NAL for providing sufficient funds for successful
completion this sponsored research work. We also express special thanks to
V.S.Chandrasekhar, B.P.Shasidhara and K.V.Srinivasan, Scientists, Aeronautical
Development Establishment(ADE), DRDO, Bangalore. for their inspiration and
encouragement. We would like to convey our thanks and wishes to all the Avionics
students.
9. References
Y.Chena and C.Han, Night-time Pedestrian Detection by Visual-Infrared Video Fusion,
Proceedings of 7th World congress on Intelligent Control and Automation, China,
2008.
Anjali Malviya and S. G. Bhirud, Visual Infrared Video Fusion for Night Vision using
Background Estimation, Journal of Computing, Vol.2, April 2010.
Alex Leykin, Yang Ran and Riad Hammoud, Thermal-Visible Video Fusion for Moving
Target Tracking and Pedestrian Classification, IEEE Conference on Computer
Vision and Pattern Recognition, Minneapolis, 2007.
Zhang Jin-Yu, Chen Yan and Huang Xian-Xiang, IR Thermal Image Segmentation
Based on Enhanced Genetic Algorithms and Two-Dimensional Classes Square
Error, Second International Conference on Information and Computing
Science, 2009.
Yi Wang, Aldo Camargo, Ronald Fevig, Florent Martel and Richard.R.Schultz, Image
Mosaicking from Uncooled Thermal IR Video Captured by a Small UAV,
Proceedings of the IEEE Southwest Symposium on Image Analysis and
Interpretation, 2008.
Daniel Olmeda, Arturo de la Escalera and Jos M Armingol, Detection and Tracking of
Pedestrians in Infrared Images, International Conference on Signals, Circuits and
Systems, 2009.
Wai Kit Wong, Poi Ngee Tan, Chu Kiong Loo and Way Soong Lim, An Effective
Surveillance System Using Thermal Camera, International Conference on Signal
Acquisition and Processing, 2009.
H.Wang, J.Peng and W.Wu, Fusion algorithm for multisensory images based on discrete
multiwavelet transform, Vision, Image and Signal Processing, Proceedings of the
IEEE, Vol.149, no.5, 2002.
H.B.Mitchell, Image Fusion: Theories, Techniques and Applications, Springer, 2010.
www.imagefusion.org
Wai Kit Wong, Hong Liang Lim, Chu Kiong Loo and Way Soong Lim, Home alone
faint detection surveillance system using thermal camera, Second
International Conference on Computer Research and Development, Kuala
Lumpur, 2010.

Ju Han and Bir Bhanu, Fusion of color and infrared video for moving human detection,
ACM Portal, Pattern Recognition, pp 1771-1784.
17
Research of Fuzzy-Systems of
Automatic Frequency and Phase
Control on Basis of MATLAB
Vladimir Gostev
State University of Information and Communication Technologies
Ukraine
1. Introduction
Systems of phase auto fine tuning (phase locked loop PLL-system) are one of the most
widespread functional knots of various electronic systems. A phase-locked loop (PLL) is a
losed-loop feedback control system that generates and outputs a signal in relation to
frequency and phase of an input reference signal. They are used in digital networks for
synchronization of some exact setting generators on the reference generator, in frequency
synthesizers for multichannel communication systems with frequency consolidation where
the grid of carrier frequencies for division of channels is required, for example, in
broadcasting and TV, in schemes of restoration bearing and clock frequencies in
synchronous communication systems, as discriminators for demodulation is frequency - and
phase-modulated bearing, as voice-frequency decoders in telephone switchboards for
decoding of figures from accepted voice-frequency combinations. In the given chapter
fuzzy-systems of frequency and phase auto fine tuning (PLL-system with the digital fuzzy
controllers working on the basis of fuzzy logic) are investigated. Research of fuzzy-systems
PLL is spent by mathematical modeling with use of the interactive environment for scientific
and engineering calculations MATLAB and a powerful tool of modelling and research of
control systems with feedback Simulink.
2.1 Fuzzy-systems of Phase Locked Loop PLL
Let's consider widely used system of the PLL frequency control which function diagram is
resulted on fig. 2.1.

Fig. 2.1. System of the PLL frequency control.

A open-ended circuit of system is consists of serial connection of frequency discriminator
FD, an amplifier A, an engine E with a reducer R, a controlling unit CU, a voltage-controlled
oscillator VCO, a mixer M and intermediate frequency amplifier IFA. System operation
detail is described in [1]. A frequency discriminator can be presented by the series
connection of a device of comparing, nonlinearity ( ) K and the low-pass filter LPF. An
elementary low-pass filter is described by transfer function
1
( ) ( 1) /( )
F F F
G s K T s k s b
= + = + ,
where /
F F
k K T = , 1 /
F
b T = ,
F
K - gain factor
F
T - a constant of time of the filter on the
output of discriminator. We accept
0
onst = and
c
onst = . Inertial properties of
intensive elements can be neglected. An engine is used as an integrating element for giving
to system astaticism the first order that allows to reduce a dynamic error. It is possible to use
the electronic integrator instead of the electromechanical engine. Therefore transfer function
of control object may be written down in a type
1
0
( ) [ ( )] G s s s a

= + , where 1 /
G
a T = ,
G
T -
constant of time of the generator with a controlling unit.
The block diagram of system of the PLL frequency control in interactive system MATLAB
we will present in a kind fig. 2.2. For maintenance of demanded dynamics of system it is
used Fuzzy controller or PID-controller.
A curve ( ) K is called the static discrimination characteristic. The fluctuation component
on an output of discriminator is described by spectral density
S and dependence ( )
S is
called of fluctuation characteristic of discriminator. At simulation fluctuation component
can considered as voltage ( ) V t - random disturbance applied to the output of the
discriminator. A mathematical model of nonlinearity ( ) K we are describing expression

2
2
( ) exp{ }
d
K K

=
(2.1)
where
d
K - a conversion coefficient of the discriminator, and - a half-width of the
discrimination characteristic, determines resolution capacity of the discriminator,

-
detuning concerning nominal intermediate frequency
0
const = . Graphically a
nonlinearity ( ) K at e is presented at the fig. 2.3

Fig. 2.2. The block diagram of system of the PLL frequency control.

Research of Fuzzy-Systems of Automatic Frequency and Phase Control on Basis of MATLAB 329

Fig. 2.3. A nonlinearity ( ) K at e
It should be emphasized, that on an output of the unit of nonlinearity on the block diagram
the mismatch error is defined as [ ( )] [ ( )] K t K e t . The mismatch error on the input a
frequency discriminator is defined as ( ) ( ) t e t .
At the description of the discrimination characteristic represented on fig. 2.3, usually used
approximation in a type

2
( ) exp( ).
d
K e K e ae = (2.2)
For determine the parameter a at the given half-width of the discrimination characteristic
area, bounded by a branch of function (2.2), which is defined as
2
0
exp( )
2
d
d
K
K e ae de
a
,
replace an area of a right triangle (fig. 2.3) with length of legs and
d
K which is defined
as
2
/2.
d
K
From here we have
2
1 / a = also expression (2.2) at e it will be transformed to
expression (2.1).
A frequency discriminator FD (see fig. 2.1 ) in a figure 2.2 is presented by the comparing
circuit from the adder and characteristic of discrimination Discrim - ( ) K . A low-pass
filter LPF is described by link TransferFcn1 with transfer function ( )
F
G s . The object of
control - an integrator and the clock oscillator with a controlling unit - with transfer function
0
( ) G s is presented by links Integrator and Transfer Fcn2.
The digital fuzzy controller (Fuzzy controller on fig. 2.2) is fulfilled under the block diagram
with the identical triangular membership function erected in degree and consists of the
block of the shaper of sizes A (t) and B (t), the block of comparing of sizes A and B and
calculation
c
u and the block of normalization variable [2]. The mismatch error ( ) t from an
output of a low-pass filter arrives on a analog-digital converter (AD converter) (Zero-Order
Hold), included at the input of a fuzzy controller . A quantization step of AD converter h
=0,01s. At the output of a fuzzy controller is included the digital to analog converter (Zero-
Order Hold1).
For simplification of normalization (recalculation of values of signals in values of elements
of universal set) ranges of change input and output signals (parameters of a fuzzy
controller ) we is accepting by symmetric:

max min
; =
max min
; =

max min
; =

max min
m m = .
Then recalculation of values of signals in values of elements of universal set perform
according to the formulas
1
2
3
( ) /(2 );
( ) /(2 );
( ) /(2 ).
m m
m m
m m
u A A
u B B
u C C
= +
= +

= +

.
Values of ranges (
max min
Am ; = =
max min
Bm ; = =

max min
Cm ; = =

max min
Dm m m = = ) at adjustment of a fuzzy controller steal up either manually, or
automatically by the decision of the optimization task.
If studying of system (see fig. 2.2) the method of mathematical simulation selection
following parameters:
1 1
1; 10 ; 12 5 ; 1; alf 15; 1; 1.
d
k a c b , c c K

= = = = = = = =
The system was studied when exposed on input an equivalent harmonic signal
( ) 1 0, 5sin2 u t Ft = + ,
with carrier frequency 0, 1 F z = .
The adjustment of a fuzzy controller is carried out by criterion of a minimum of a dynamic
error. Is received following optimal parameters of a fuzzy controller :
max
Am 0, 05; = =
max
Bm 0, 4; = =

max
Cm 10; = =
max
Dm 150 m = = .

Processes in system of the PLL frequency control (see fig. 2.2) with a fuzzy controller are
shown on fig.2.4 where ( ) u t - an input action, ( ) x t - an output a system (see fig. 2.4,a),
( ) Err e t a mismatch error on a discriminator input (see fig. 2.4, b), ( ) m t - an output of a
fuzzy controller (see fig. 2.4, c).
The maximum dynamic error (except for initial burst at the moment of signal capture) does
not exceed 0,7 % from amplitude of a sinusoid.
At the fig. 2.4, d transition is presented process of system of the PLL frequency control -
response to unit step action. The system fulfills input influence in time, not exceeding 0,16 s,
without overshoot.
Thus, the digital fuzzy controller provides not only greater accuracy castings input
influence, but and high system performance by an step action.
It should be noted that the research system with the above parameters, without the
regulator shows that the system lacks stability.
The system (see fig. 2.2) with a digital fuzzy controller it is researched also in the presence of
a stationary white noise (Band-Limited White Noise) on a frequency discriminator output.
Implementation of a white noise ( ) v t is shown at the fig. 2.5, a. A mismatch error on an
input of the slope detector ( ) e t and an output of a fuzzy controller ( ) m t thus are casual
processes (see fig. 2.5, b and c).


a) b)

c) d)
Fig. 2.4. Processes in system of PLL frequency control.

) b)

c) d)
Fig. 2.5. Processes in system in the presence of a stationary white noise

Researches of system in the presence of a stationary white noise show that noise of such
intensity (see fig. 2.5 a,) slightly influences a system output ( ) x t (see fig. 2.5,d), however
error of system increases (we compare fig. 2.4, b and 2.5b), therefore at small input
influences (at small frequency deviations of the generator from set) noise on a frequency
detector output will make the considerable impact on a dynamic error of system.
System (see fig.2.2) was also studied by using a more simple fuzzy controller. Parameter a in
the fuzzy controller is chosen to be 0.2, and ranges of variation of input and output variables
left unchanged: Am 0, 05; = Bm 0, 4; = Cm 10; = Dm 150 = .
Processes in system (see fig. 2.2) with a fuzzy controller where ( ) u t an input , ( ) x t an
output of system (fig.2.6,a), ( ) Err e t a mismatch error on a discriminator input (fig.2.6,b).
( ) x t and ( ) m t - response to a unit jump of the input signal ( ) u t respectively, at the system
output and the output of fuzzy controller ( see fig.2.6,c,d).

) b)

c) d)
Fig. 2.6. Processes in system with a fuzzy controller
not exceed 0,64 % from amplitude of a sinusoid. The system fulfills input influence in time,
not exceeding 0,13s, without overshoot.
Of interest to examine the processes in the system (see Fig.2.2), by using instead of a fuzzy
controller of the traditional PID controller. The block diagram of digital PID controller
shown in fig.2.2. The transfer function of the regulator
1 2 3
1 1
( )
1
z z
W z G G G
z z
+
= + +
,

where
0
1 2 3
0
, G , G
2
i d
K h K
G K
h
= = = ,
0
h digitization step.
As a result of tuning of PID-controller at the indicated higher parameters of the system and
input an equivalent harmonic signal ( ) 1 0, 5sin2 u t Ft = + , with carrier frequency
0, 1 F z = , is received following optimal parameters of a PID-controller, at the
0
h =0.01s:
1
171, 2; G =
2
0, 48; G =
3
1800 G = .
Processes in system (see fig. 2.2) with a PID-controller are shown at the fig. 2.7 where ( ) u t -
an input action, ( ) x t - an output a system (see fig. 2.7, a), ( ) Err e t a mismatch error on a
discriminator input (see fig. 2.7,b). ( ) m t - an output of a fuzzy controller (see fig. 2.7,c ). The
maximum dynamic error on system of the of the PLL frequency control with a PID-
controller (except for initial burst at the moment of signal capture) does not exceed 2,4 %
from amplitude of a sinusoid. The maximum dynamic error on system of the PLL frequency
control with a PID-controller in 3,5 times more than the maximum dynamic error in system
of the PLL frequency control with a fuzzy controller and in 3,75 times with a fuzzy
controller.

) b)

c) d)
Fig. 2.7. Processes in system with a PID-controller
At the fig. 2.4, d transition is presented process of system with a PID-controller - response to
unit step action. The transitional process - the oscillating with the overshoot of more than
20%. The system fulfills input influence in time, exceeding 0,4 s. The regulation time in
system of the PLL frequency control with the PID-controller approximately in 2,5 times is
more than regulation time in system with a fuzzy controller and in 3 times with an simple
fuzzy controller.

Thus, the fuzzy controllers provide accuracy fulfills of input influences and high-speed
performance of system of the PLL frequency control it is much better, then the PID-
controller.
The system (see fig. 2.2) with a digital PID-controller it is researched also in the presence of a
stationary white noise (Band-Limited White Noise) on a frequency discriminator output.
Implementation of a white noise ( ) v t is shown at the fig. 2.8,a.
Researches of system in the presence of a stationary white noise show that noise of such
intensity (see fig. 2.8 a,) slightly influences a system output ( ) x t (see fig. 2.5,d) however error
of system increases (we compare fig. 2.7, b and 2.8b) therefore at small input influences (at
small frequency deviations of the generator from set) noise on a frequency detector output
will make the considerable impact on a dynamic error of system.

) b)

c) d)
Let's consider a mathematical model (block diagram) of system of the of the PLL frequency
control in interactive system MATLAB (see fig. 2.9), with the low-pass filter of the second
order which has transfer function in a numerical type
2 2
0 1
0, 008
( )
1 0, 008 0, 18 1
k
G s
a s a s s s
= =
+ + + +
.
A frequency discriminator FD at the fig. 2.9 is presented by the comparator circuit on the
adder and the discrimination characteristic (Discrim)
2 2
2
( ) exp{ } exp{ }
0, 64
d
e e
K e K e e = =
,

where conversion coefficient of the discriminator
d
K =1, and the half-width of the
discrimination characteristic defining resolution capability of the discriminator, =0,8.
The object of control - the integrator and the without inertia clock generator - with transfer
function
0
( ) / G s alf s = , 25 alf = , is presented by link Transfer Fcn1.

Fig. 2.9. The block diagram of system of the PLL frequency control
In system is used the elementary digital fuzzy controller (Fuzzy controller at the fig. 2.9) is
fulfilled under the block diagram. The controller consists of the block of the shaper of sizes
A (t) and B (t), the block of comparing of sizes A and B and calculation
c
u and the block of
normalization output variable[2].
The mismatch error ( ) t from an output of a low-pass filter arrives on a analog-digital
converter (AD converter) (Zero-Order Hold), included at the input of a fuzzy controller. A
quantization step of AD converter h =0,01s. On an output of a fuzzy controller is included
the digital/analog converter DAC (Zero-OrderHold1).
controller) we is accepting by symmetric:
max min
; =
max min
; =

max min
; =

max min
m m = .
1
2
3
( ) /(2 );
( ) /(2 );
( ) /(2 ).
m m
m m
m m
u A A
u B B
u C C
= +
= +

= +

.
Values of ranges (
max min
Am ; = =
max min
Bm ; = =

max min
Cm ; = =

max min

The system was studied when exposed on input an equivalent harmonic signal
( ) 1 0, 5sin2 u t Ft = +
,
with carrier frequency 0, 1 F Hz = .
error. Is received following optimal parameters of a fuzzy controller:
max
Am 0, 05; = =
max
Bm 0, 4; = =

max
Cm 10; = =
max
Dm 150 m = = .
Processes in system of the of the PLL frequency control (see fig. 2.9) with a fuzzy controller
are shown on fig. 2.10 where ( ) u t - an input action, ( ) x t - an output a system (see fig. 2.10
a,), ( ) Err e t a mismatch error on a discriminator input (see fig. 2.10,b). ( ) m t - an output
of a fuzzy controller (see fig. 2.10,c).

) b)

c) d)

e)
Fig. 2.10. Processes in system

not exceed 0,4 % from amplitude of a sinusoid.
At fig. 2.10,d,e are presented reactions to unit step of input signal ( ) u t respectively, at the
output of system ( ) x t and at the output of a fuzzy controller ( ) m t . The transition process
the oscillation, which the overshoot of more then 20%. The system fulfills input influence in
time, not exceeding 0,25 s.
At usage in system (fig. 2.9 see) a digital PID- controller it is received following results.
Tuning of PID-controller at the indicated higher parameters of the system and input an
equivalent harmonic signal ( ) 1 0, 5sin2 u t Ft = + , with carrier frequency 0, 1 F Hz = , is
received following earlier optimal parameters of a PID-controller, at the
0
h =0.01s:
1
171, 2; G =
2
0, 48; G =
3
1800 G = .
Therefore processes in system (see fig. 2.9) with a digital PID-controler same what are
shown at the fig. 2.7.
The maximum dynamic error in system of the of the PLL frequency control with the PID-
controller (except for initial burst at the moment of signal capture) does not exceed 2,4 %
from amplitude of a sinusoid. Transfer process - oscillatory, with overshoot more than 20 %.
The system fulfills input influence for time exceeding 0,4 with. The maximum dynamic error
in system of the of the PLL frequency control (fig. 2.9) with the PID-controller in 6 times
more the maximum dynamic error in system of the of the PLL frequency control with a
fuzzy controller see, and regulation time in system of the of the PLL frequency control with
the PID- controller approximately in 1,6 times is more than regulation time in system with a
fuzzy controller.
Thus, the fuzzy controller is provided with accuracy of working off of input influences and
high-speed performance of system of the frequency self-tuning it is much better, than the
PID-controller.
2.2 Fuzzy systems of clock synchronization
Systems of clock synchronization CS found a wide circulation in various areas of technique,
in particular on digital networks and transmission systems of information DTSI. The
modern development of technique demands requires the CS to meet the new higher quality
of indicators.
At the fig. 2.11 shows a typical function diagram of CS DTSI. Diagram includes leading and
slave clock oscillator - LCO and SCO accordingly; the input device of regenerator - IDR; the
extractor of clock synchro signal (ECS); a solver - S; a phase detector PD; a low-pass filter
LPF; a manager -M; a communication line - a CL.

Fig. 2.11. System of clock synchronization

Clock synchronization of digital signals of telecommunication DST is a process of
establishment and maintaining the required phase relations between the significant
moments of a digital signal of telecommunication DST and a clock synchro signal. Thus, into
the decision of the task of clock synchronization include: 1) formation of the clock synchro
signal solver of the receiver or a regenerator; 2) "binding" of a phase of the specified synchro
signal to a phase of the significant moments DST, accepted from a communication line; 3)
monitoring of the given phase relationship between the timing signal accepted from a
communication line and a synchro signal submitted on solver of the receiver; 4) framing of
controlling influence in the presence of an error at violation of the specified phase
relationship; 5) base service of a phase error according to the worked out control action.
The solution of these problem is possible, first of all, creation of system of automatic control
of a phase of a clock synchronize of the receiver or regenerator DST. Clearly that inphase
operation of the transmitter and receiver DST is inconceivable without presence synhro
information (upsetting control of system of automatic control). Clock synchro signal are
worked out by clock oscillator CO. Consequently, it is necessary to carry out generating of a
clock synchro signal on transmission and on reception that in turn causes of presence TG on
transmission and on reception. Thus, the first stage of solving the problem of clock
synchronization in practice is implemented by presence TG in a regenerator or a receiving
part of the equipment DST, and clock synchronization can be shown to synchronization CO,
i.e. process of establishment and maintenance of demanded phase relationships between
clock synchro signal two or several CO. Thus CO of transmitter is leading, he works out
setting action; and CO the receiver or a regenerator - slave, the phase of his synchro signal is
a measured variable of automatic system of PLL of a phase. This circumstance is an
important feature of the synchronization system , which becomes a telemechanical system.
Setting action - a phase of a clock synhro signal of leader CO in the general case, due to
random distortions when moving the synhro signal from the transmitter to the receiver,
instability of generating of pulses by leader CO, and other is unknown function of time, i.e.
( ) var.
TG
t = This position gives the grounds to classify system of clock synchronization as
follow-up systems of automatics, and at ( )
TG
t const = as stabilizing systems.
Basic element of system of clock synchronization is the system PLL which is selected by a
dotted line for fig. 2.11
In phase-locked loop systems the coordination of phases of two oscillations is carried out -
the current phase of controlled oscillations is set up under a current phase of setting
oscillations so that ideally the phase difference of these oscillations saves constant value. As
persistence of a phase difference is possible only at equality of oscillation frequencies in PLL
systems frequency of controlled oscillations ideally is installed to equal frequency of setting
oscillations. This property of PLL systems defines their double assignment - as systems of
self-locked of frequency and as systems of self-locked of a phase.
In the first case the immediate aim of application of system is establishment of demanded
correspondence between frequencies of two oscillations, and in the second - establishment
of demanded correspondence between phases of two oscillations.
The phase-locked systems which immediate aim is establishment of demanded
correspondence between frequencies of two oscillations, received a title of phase-locked
loop systems of frequency control (PLL frequency control).
If the immediate purpose of functioning of system is the coordination of phases of two
oscillations it name the same as also all class of considered systems - the phase-locked loop
system (PLL).

Distinction of titles reflects only distinction in immediate mission and does not mean
distinctions in principles of actions. Principles of action of systems PLL OF and PLL are
identical.
System PLL defines accuracy and high-speed performance of all system of clock
synchronization. Object of control in system PLL is the clock VCO which taking into its
inertial can be described transfer function
1
( ) [ ( )] G s s s a

= +
(If an output variable of the generator is the phase of oscillations), or transfer function
( ) /( ) G s s a = +
(If an output variable of the generator is oscillation frequency),
where /
G
K T = , 1 / a T = ,
G
K - transmission factor, /( ) rad s V , time constant VCO.
Assuming , that the VCO is without inertial element of system PLL, its transfer function can
be defined as
( ) / G s s =
(If an output variable of the generator is the phase of oscillations), or the transfer
function
( ) G s =
(If an output variable of the generator is oscillation frequency), where
G
K = ,
G
K -
transmission factor VCO, /( ) rad s V .
The mathematical model of the phase detector can be present series connection of the device
of comparing, non linearity ( ) K and low-pass filter LPF. The simplest LPF is described by
the transfer function
( ) /( 1) /( )
F F F
G s T s k s b = + = + ,
where /
F F
k T = , 1/
F
b T = ,
F
an amplification factor,
F
T the constant of the filter
phase detector.
Curve ( ) K is called the static discrimination characteristic. Mathematical model of the
nonlinearity of the type discrimination feature can be described by
( ) sin
d
K K = ,
where
d
K - gain of phase detector, ( ) ( ) t e t - a mismatch error on an input of phase
detector, or expression at the linear discrimination characteristic
at - ,
( )
0 at .
d
K
K

Usually the half-width linear discrimination characteristic of phase detector is equal
/2, or 2 .
Discrimination characteristic of phase-frequency detector can be described by the expression

0
0
at 2 ,
( ) at -2 2 ,
at 2 .
d
K
K K
K

Lets consider a block diagram (a mathematical model) of system of the PLL presented in
interactive system MATLAB, in fig.2.12 [3,4]. To ensure the dynamics of the system using
fuzzy and PID-controllers (Fuzzy controller and PID at the fig.2.12).

Fig. 2.12. System of the PLL.
Phase detector FD (see fig. 2.11) in fig.2.12 is presented by the compare circuit on the adder
and discrimination characteristic Discrim ( ) sin
d
K K = . The low-pas filter LPF is
described by link Transfer Fcn1 with transfer function ( )
F
G s . The clock generator with
transfer function ( ) G s is described by links Integrator and Transfer Fcn2.
The digital fuzzy controller (fuzzy controller at the fig. 2.12) is fulfilled under the block
diagram, with the identical triangular membership function erected in degree and consists
of the block of the shaper of sizes A (t) and B (t), the block of comparing of sizes A and B and
calculation
c
u and the block of normalization output variable[2]. The mismatch error ( ) t
from an output of a low-pass filter arrives on a analog-digital converter (AD converter)
(Zero-Order Hold), included at the input of a fuzzy controller . A quantization step of AD
converter h =0,01s. On an output of a fuzzy controller is included the digital/analog
converter (Zero-Order Hold1).
max min
; =
max min
; =

max min
; =

max min
m m = .

1
2
3
( ) /(2 );
( ) /(2 );
( ) /(2 ).
m m
m m
m m
u A A
u B B
u C C
= +
= +

= +

.

Values of ranges (
max min
Am ; = =
max min
Bm ; = =

max min
Cm ; = =

max min
Let's notice that mathematical models of systems at the fig. 2.12 and fig. 2.2 differ only
discrimination characteristics, therefore at identical parameters of other elements it is
necessary to expect identical or close results at research of these systems. If studying of
system (see fig. 2.12) the method of mathematical simulation selection following
parameters:
1 1
1; 10 ; 12 5 ; 1; alf 15. k a c b , c c

= = = = = = The system was studied when
exposed on input an equivalent harmonic signal ( ) 1 0, 5sin2 u t Ft = + with carrier
frequency 0, 1 F Hz = .
error. Is received following optimal parameters of a fuzzy controller: Am 0, 05; = Bm 0, 4; =
Cm 10; = Dm 150 = .
Processes in system (see fig. 2.12) are shown at the fig. 2.13 where ( ) u t - an input action,
( ) x t - an output a system (see fig. 2.13,a), ( ) Err e t a mismatch error on a discriminator
input (see fig. 2.13). ( ) m t - an output of a fuzzy controller (see fig. 2.13c,). The maximum
dynamic error (except for initial burst at the moment of signal capture) does not exceed 0,7
% from amplitude of a sinusoid. At the fig. 2.13,d transition is presented process of system -
response to unit step action. The system fulfills input influence in time, not exceeding 0,22s,
with overshoot not more than 10%.
Thus, the fuzzy controllers provide accuracy fulfills of input influences, but and high-speed
performance of system at the jump action. It should be noted that the study of the system
without the controller shows, that the system does not have the stability.
The system (see fig. 2.12) with a fuzzy controller it is researched also in the presence of a
stationary white noise (Band-Limited White Noise) on an output of frequency discriminator
[5]. Implementation of a white noise ( ) v t is shown at the fig. 2.14,a. A mismatch error on an
input of the slope detector ( ) e t and an output of a fuzzy controller ( ) m t thus are casual
processes (see fig. 2.14, b and c ). Researches of system in the presence of a stationary white
noise show that noise of such intensity slightly influences a system output ( ) x t ( see fig. 2.14
d) however error of system increases (we compare fig. 2.4b and 2.5b) therefore at small
input influences (at small frequency deviations of the generator from set) noise on a detector
output will make the considerable impact on a dynamic error of system.
It is of interest to consider the processes in the system of PLL (see fig.2.12)if using instead of
the fuzzy controller the PID-controller [6]. The transfer function of the digital PID (PID on
fig.2.12) controller

1 2 3
1 1
( )
1
z z
W z G G G
z z
+
= + +
,


) b)

c) d)
Fig. 2.13. Processes in system

) b)

c) d)
Fig. 2.14. Processes in system with a fuzzy controller in the presence of a stationary white noise

where
0
1 2 3
0
, G , G
2
i d
K h K
G K
h
= = = ,
0
h a digitization step.
As a result of tuning a controller at the indicated higher parameters of the system and input
an equivalent harmonic signal is received following optimal parameters of a PID
controller, at the
0
h =0.01:
1
130; G =
2
0, 48; G =
3
2000 G = . Processes in system (see fig.
2.12) with a PID-controller are shown on fig. 2.15 where ( ) u t - an input action, ( ) x t - an
output a system (see fig. 2.15,a), ( ) Err e t a mismatch error on a discriminator input (see
fig. 2.15,b). ( ) m t - an output of a fuzzy controller (see fig. 2.15,c ).

) b)

c) d)
Fig. 2.15. Processes in system with a PID-controller
The maximum dynamic error in system of PLL with a PID controller (except for initial
burst at the moment of signal capture) attains of 2,8% from amplitude of a sinusoid. The
maximum dynamic error in system of PLL with a PIDcontroller in 4 times more than the
maximum dynamic error in system of PLL with a fuzzy controller.
On fig. 2.15,d transition is presented process of system with a PID-controller - response to
unit step action. The transitional process - the oscillating with the overshoot of more than
20%. The system fulfills input influence in time, exceeding 0,31 s. The overshoot in system of
PLL with the PID-controller in 2 times, and the regulation time in 1,4 times more than the
appropriate parameters in system of PLL with a fuzzy controller.
When reducing the dynamic error in the PLL with PIDcontroller increases the overshoot
and control time, and decrease in these parameters of the transition process increases
dynamic error.
Thus, the fuzzy controllers provide accuracy fulfills of input influences, and high-speed
performance of system PLL much better, then PIDcontroller.

The system (see fig. 2.12) with a PID-controller it is researched also in the presence of a
stationary white noise (Band-Limited White Noise) on an output of discriminator.
Implementation of a white noise ( ) v t is shown at the fig. 2.16,a. A mismatch error on an
input of the detector ( ) e t and an output of a fuzzy controller ( ) m t thus are casual processes
(see fig. 2.16,b and c ). Researches of system in the presence of a stationary white noise show
that noise of such intensity slightly influences a system output ( ) x t (see fig. 2.16,d) however
error of system increases (we compare fig. 2.15,b and 2.16,c) therefore at small input
influences (at small frequency deviations of the generator from set) noise on a frequency
detector output will make the considerable impact on a dynamic error of system.

) b)

c) d)
Lets consider the system of the PLL of oscillator with a digital fuzzy controller. One of the
main elements of the PLL oscillator is an analog phase detector, the static discrimination
characteristic which can be written down in a kind
cos
FD FD
U = (2.3)
where
FD
- the constant coefficient equal to the maximum value of voltage on an output of
the detector, - difference in phase fluctuation (one of which is the reference) of the same
frequency, field by to the first and second inputs of the detector (when equality the
frequencies of two oscillation, the phase difference of these oscillations is constant).
When you change the frequency of input signal, the phase difference become a function of
time:
( ) 2 ( )
n
t f t dt = +
(2.4)

where
n
- starting value of phase difference at the moment 0 t = , when
1 2
0 f f f = = .
Taking into account expressions (2.3) and (2.4) block diagram of a phase detector with
variable frequency
1
f and
2
f input signal will have the form shown at the fig.2.17 [7].

Fig. 2.17. Block diagram of a phase detector
Based on the structural scheme of the phase detector, taking into account the inertia of the
filter at the output of the detector and the control element at the input of the oscillator (the
filter at the output of the detector and the control element is usually described aperiodic
links) can make a mathematical model of system of the PLL frequency control.
The mathematical model system of PLL with a digital fuzzy controller, compiled using the
interactive system MATLAB, presented at the fig.2.18. Filter at the output of the digital
phase detector and an controlling element of the generator describe the transfer functions:
1
( ) /( ) 10 /( 12, 5) G s k s b s = + = + ,
2
( ) /( ) 3 /( 20) G s alf s a s = + = + .
The digital fuzzy controller (Fuzzy controller at the fig. 2.18) is fulfilled under the block
of the block of the shaper of sizes A (t) and B (t) (block 1 collected by the diagram), the block
of comparing of sizes A and B and calculation
c
u (block 2 collected by the diagram) and the
block of normalization output variable (block 3 collected by the diagram)[2].

Fig. 2.18. System of the PLL frequency control.

The digitization step is chosen 0,001s. Values of ranges (
max min
Am ; = =
max min
Bm ; = =

max min
Cm ; = =

max min
Dm m m = = ) at adjustment of a fuzzy
controller steal up either manually, or automatically by the decision of the optimization task.
At research of the system we will accept, that the difference of frequencies of two
fluctuations changes under the sinusoidal law: 0, 2sin( /5) f = or 0, 2sin( /10) f = (i.e.
the maximum deviation of frequency of the generator operated pressure, from the set
reaches 20% ). System of PLL should compensate a deviation of frequency of the generator,
therefore an fuzzy controller it is necessary to adjust on the minimum current error of a
mismatch in system. As a result of adjustment it is received following optimum parameters
of an fuzzy controller:
Am=0,03; Bm=0.5; Cm=10; Dm=20; c=1.
Processes in system (see fig.2.18) at setting action 0, 2sin( /5) are presented at the fig.2.19,
at setting action 0, 2sin( /10) at the fig. 2.20. In figure ( ) e t - the error of a mismatch on
frequency on an input of the phase detector, ( ) t the error of a mismatch on frequency on
an output of the phase detector , ( ) m t - operating pressure on an output of an fuzzy
controller, ( ) u t and ( ) x t - an input and output of the system accordingly.
Independently of the frequency of input signal the transition process in the system finished
for 3 s. Maximum dynamic mismatch error of frequency at the input of the phase detector at
the input action 0, 2sin( /5) does not exceed
3
2, 8 10
(1,4% of the amplitude of the input

action), and for input action 0, 2sin( /10) is approximately
3
1, 4 10
(0,7% of the
amplitude of the input).

) b)

c) d)
Fig. 2.19. Processes in system at setting action 0, 2sin( /5)


) b)

c) d)
As show researches of system (see fig. 2.18), a fuzzy controller allows to increase the
accuracy of system PLL practically by two order in comparison with system without a
controller.
Research of system PLL, accuracy of tracking which defines a synthesized fuzzy controller,
on the basis of a mathematical apparatus of interactive system MATLAB allows to define
simply enough one of system key parameters - a strip of dynamic tracking.
The strip of dynamic tracing of system PLL is the greatest offset of frequency of an entry
basic signal concerning nominal frequency of oscillations of the voltage-controlled oscillator
VCO. In this strip slave devise of synchronization should remain in a mode of tracing
irrespective of speed of change of entry frequency in all range of frequencies. In other
words, in a strip of dynamic tracing system PLL can track arbitrarily fast changes of the
input frequency, including spasmodic changes of frequency at the input of system.
The strip of dynamic tracing of system PLL at research of mathematical model of system
PLL in interactive system MATLAB is defined simply enough, namely, submitting step
signals on input of system PLL it is necessary to find the value of jump of an input signal at
which there is a tracing failure (i.e. at which the system ceases to fulfil jump of an input
signal). For researched system transients action (responses to jumps of an input signal) are
shown at the fig. 2.21. Disruption of tracking occurs when the amplitude of jump =0,67.
This value also defines a strip of dynamic tracking.
It is necessary to mark that at sinusoidal input action (at the set speed of change of input
frequency) tracing failure occurs at certain amplitude of the sinusoidal effect, and the
amplitude at which there is a tracing failure in this case will be more than at spasmodic
change of an input signal. For researched system processes (responses to input action

sin( /10) A at various amplitudes A an input signal) are shown at the fig. 2.22. Disruption
of tracking occurs when the amplitude =0,78.

) b)

c) d)
Fig. 2.21. Disruption of tracking occurs when the amplitude of jump =0,67.

) b)

c) d)
Fig. 2.22. Responses to input action sin( /10) A at various amplitudes A an input signal.

Disruption of tracking occurs when the amplitude =0,78.
Consider the fuzzy system PLL generator with a digital phase detector [8]. Version
execution a diagram of a phase detector is shown in fig.2.23 a.

) b)
Fig. 2.23. Execution a diagram and principle of operation of a phase detector
The principle of operation of digital phase detector can be explained as follows [7]. At the
input of detector come the reference
o
u and u input signals, that are previously
transformed into meander shape (see. Fig .2.23,b). The positive half-cycle - logical unit,
negative - logical zero. We suppose that the periods of both signals are identical and equal
o
T , and the phase difference is equal . The counting pulses
GCP
u from the generator
counting pulses arrive on an input of 1 reverse counter R only at coincidence in time of
input reference signal and for an input 2 in the presence of reference and absence input
signals. At the end of each period, the next number at the output of down reversible counter
is equal to the difference between the numbers
1
q and
2
q (see fig.2.23,b) is remembered and
the reverse counter is nullified by the device of reset DR.

2
o
FD
c
T
T
= -a constant rate, is equal to the maximum number on the output of the reversible
counter of digital phase detector,
o
T - period of reference signal,
c
T - period of counting
pulses, - difference in phase fluctuation (one of which is the reference) of the same
frequency, field by to the first and second inputs of the detector (when equality the
frequencies of two oscillation, the phase difference of these oscillations is constant).
Sampling interval at phase sample and hold devise is defined as 2
c
o
T
T
= . A phase shift
corresponds to a time shift
2
o
t T
= .
RC
DR

The static discrimination characteristic of the digital phase detector ( see fig. 2.24,) can be
represented as the shaper of function, give at on specific intervals

2
( ) at 0 ;
2
( )
2 3
( ) at 2 ,
2
FD
FD
FD
(2.5)
And continued periodically on intervals 2 2( 1) , 1, 2, 3... k k k + = , and device of
sampling-storage DSS (clamp).

a)

b)
Fig. 2.24. The static discrimination characteristic and block diagram of the digital phase
detector
Using the Fourier series expansion is extended periodically at the intervals
2 2( 1) , 1, 2, 3... k k k + = , of the functions ( )
FD
Q we obtain expression in the form

2
8 cos3 cos5 cos7
( ) [cos ...]
9 25 49
FD FD
Q K

= + + + + . (2.6)
As practice shows, for determination of a mathematical model of the static discrimination
characteristic of the digital phase detector is sufficient to the first three terms of Fourier
series.
When you change the frequencies of input signals, the phase difference becomes a function
of time (see the formula (2.4)). Taking into account expressions (2.4), (2.6) and the clamp the
block diagram of a digital phase detector under varying frequencies
1
f i
2
f of input signals
will have the form, shown at the fig. 2.24,b.

At the output of clamp can be activated a filter for smooth the pulsations, for example, a
simple analog filter with a transfer function of an aperiodic link
1
( ) /( ). G s k s b = +
On the basis of the block diagram of the numeral phase detector taking into account
inertance of the filter on the output of a detector and a controlling unit on the input of
oscillator (a controlling unit is usually also described as an aperiodic link) can be make a
mathematical model of system of the PLL frequency control.
The mathematical model of system of PLL with the digital fuzzy controller and digital phase
detector, compiled using of interactive system MATLAB, is presented on fig. 2.25.

Fig. 2.25. The mathematical model of system of PLL with the digital fuzzy controller and
digital phase detector
Filter at the output of the digital phase detector and an controlling element of the generator
describe the transfer function:
1
( ) /( ) 10 /( 12, 5) G s k s b s = + = + ,
2
( ) /( ) 3 /( 20) G s alf s a s = + = + .
The digital fuzzy controller (Fuzzy controller at the fig. 2.25) is fulfilled under the block
of the block of the shaper of sizes A (t) and B (t), the block of comparing of sizes A and B and
calculation u
c
and the block of normalization output variable[2]. The digitization step is
chosen 0,001s. Values of ranges
max min
Am ; = =
max min
Bm ; = =

max min
Cm ; = =

max min
Dm m m = = at adjustment of a fuzzy controller steal up either manually, or
At research of the system we will accept, that the difference of frequencies of two
fluctuations changes under the sinusoidal law: 0, 2sin( /5) f = (i.e. the maximum
deviation of frequency of the generator from the set reaches 20% ). System of PLL should
compensate a deviation of frequency of the generator, therefore a fuzzy controller it is
necessary to adjust on the minimum current error of a mismatch in system. As a result of
adjustment it is received following optimum parameters of a fuzzy controller, c=1: Am=0,08;
Bm=2.5; Cm=50; Dm=100.

Processes in system (see fig.2.25) at setting action 0, 2sin( /5) are presented at the fig.2.26.
In the figures ( ) e t - a mismatch error in frequency at the input of digital phase detector ()
and its steady form in the dynamic mode (b), ( ) t - error at the output of phase detector
input of fuzzy controller (c) and its steady form in the dynamic mode (d), ( ) m t - an
operating pressure on an output of an fuzzy controller,(e), ( ) u t and ( ) x t - an input and
output of the system (see fig.2.26) accordingly (f).
Transition process in the system ends in a time not exceeding 0.6sec.The maximum dynamic
error of a mismatch on frequency on an input of the phase detector on setting action
0, 2sin( /5) does not exceed
3
4 10
. Research shows the system (see fig.2.25), the fuzzy

controller can increase the accuracy of the PLL system is almost two orders of magnitude
compared to the system without controller.

) b)

c) d)

e) f)

Application of fuzzy controllers in PLL appropriate. Since the fuzzy controller is a digital
correction device, it can be successfully applied in the digital PLL.
2.3 Combined fuzzy-system of PLL
The mathematical model of combined system of PLL with the digital fuzzy controller, made
with use of interactive system MATLAB, is presented on fig.2.27.

Fig. 2.27. The mathematical model of combined system of PLL with the digital fuzzy
controller
Automatic control system name combined (or system with the combined control) when in
the law of control except an error, derivatives and integrals from an error, additional
communications on setting action or/and on revolting action are entered.
The basic system in detail considered earlier [fig. 2.18], consists of the phase detector which
block diagram is resulted on fig. 2.17 and is presented by the comparison device, an
integrating link with factor 2 (Transfer Fcn), the discrimination characteristic cos
(Discrim) and the low-pass filter on an output of the detector with transfer function
1
( ) /( ) G s k s b = + (Transfer Fcn1), an fuzzy controller (Fuzzy controller), the generator
operated pressure, with transfer function
2
( ) /( ) G s alf s a = + (Transfer Fcn2), and an
individual negative feedback.
Filter at the output of the detector and an operating element of the generator have the
transfer functions in a numerical kind:
1
( ) /( ) 10 /( 12, 5) G s k s b s = + = + ;
2
( ) /( ) 3 /( 20) G s alf s a s = + = + .
The digital fuzzy controller with the identical triangular membership functions erected in
degree (Fuzzy controller at the fig.2.27) is executed under the basic scheme. The fuzzy
controller consists of the block of the shaper of sizes A (t)and B (t), the block of comparison
of sizes A (t)and B (t) and calculation
c
u and the block of normalization output variable[2]
The digitization step is chosen 0,001s. Values of ranges (
max min
Am ; = =
max min
Bm ; = =

max min
Cm ; = =

max min
Dm m m = = ) get out at controller
adjustment. Additional coupling on setting action includes following elements: the
frequency discriminator with the discrimination characteristic (Discrim1)

2
2
( ) exp{ }
d
e
K e K e =
,
where 1
d
= and 1, = and the filter of the bottom frequencies with transfer function
3
( ) /( ) G s k s b = + (Transfer Fcn3), and the amplifier (Gain) with changeable factor of
strengthening.
From consideration of mathematical model of combined system of PLL with a digital fuzzy
controller it is visible, that it is impossible to carry out the transfer function of additional
coupling equal to return transfer function of generator
2
1 / ( ) ( ) / ( 20) /3 G s s a alf s = + = + ,
i.e. it is impossible to carry out absolute invariancy of system from setting action, but it is
possible to reduce a dynamic error of system by selection of transmission factor of amplifier
Gain (to reach -invariancy).

) b)

c) d)
Fig. 2.28. Processes in system at setting action 0, 2[1 sin( /5)] + (at the disconnected
coupling on setting action)
At research of the combined system we will accept, that the difference of frequencies of two
fluctuations changes under the sinusoidal law: 0, 2[1 sin( /5)] f = + (i.e. the maximum
deviation of frequency of the generator operated pressure, from the set reaches 40%).
System of PLL should compensate a deviation of frequency of the generator, therefore an
fuzzy controller it is necessary to adjust on the minimum current error of a mismatch in
system. As a result of adjustment it is received following optimum parameters of fuzzy
controller:
Am=0,03; Bm=0.5; Cm=10; Dm=20; c=1.
Optimum factor of strengthening of amplifier Gain K=7,3.

Processes in system (see fig.2.27) at setting action 0, 2[1 sin( /5)] + are presented at the
fig.2.28 (at the disconnected coupling on setting action) and at the fig. 2.29 (at the included
coupling on setting action). In drawings: a) and b) ( ) e t - a dynamic error of a mismatch on
frequency on an input of the phase detector in the transitive and established modes, c) ( ) m t
- operating pressure on an output of an fuzzy controller, d) ( ) u t and ( ) x t - an input and
output of the system accordingly.
The maximum dynamic error of a mismatch on frequency on an input of the phase detector
in system of PLL at the disconnected coupling on setting action 0, 2[1 sin( /5)] + in the
established dynamic mode makes size
4
9, 8 10
, and the maximum dynamic error of a

mismatch on frequency on an input of the phase detector in system of PLL at the included
coupling on setting action 0, 2[1 sin( /5)] + in the established dynamic mode makes size
4
3, 6 10
. Transient time (time of capture of an input signal) in system at the disconnected

coupling on setting action makes 4,3 seconds, and in system at the included coupling on
setting action 2,5 seconds

) b)

c) d)
Fig. 2.29. Processes in system at setting action 0, 2[1 sin( /5)] + ( at the included coupling
on setting action)
Research combined (with additional coupling on setting action) system of PLL with a digital
fuzzy controller by method of mathematical modeling has shown, that additional coupling
on setting action reduces the established dynamic error in 2,7 times, and time of capture of
an input signal in 1,7 times, in comparison with these indicators in system without coupling
on setting action.

Ever more reduce the steady dynamic error can be achieved if in additional coupling on
setting action to enter ideal forcing link with transfer function ( 1 ) G Ts + , where 1 / T a = ,
nd in the factor G should enter k factor and additional adjusting factor K .
The combined system of PLL with the digital fuzzy controller and forcing link shown in
Fig.2.30.

Fig. 2.30. The combined system of PLL with the digital fuzzy controller and forcing link
In this system a digital ideal forcing link (controller _fr) realizes expression (using the first
difference from a signal arriving on its input):
( ) { ( ) [ ( ) ( 1)] / }
out in in in
U n k U n T U n U n h = + .
The scheme of a digital ideal forcing link is resulted on fig. 2.31 (only this link the system on
fig. 2.30 differs from the system shown on fig. 2.27). At research of the combined system we
will accept, that the difference of frequencies of two fluctuations changes under the
sinusoidal law: 0, 2[1 sin( /5)] f = + (i.e. the maximum deviation of frequency of the
generator, from the set reaches 40%).

Fig. 2.31. The scheme of a digital ideal forcing link

System of PLL should compensate a deviation of frequency of the generator, therefore a
fuzzy controller it is necessary to adjust on the minimum current error of a mismatch in
system. As a result of adjustment it is received the same optimum parameters of an fuzzy
controller, as in the system shown on fig.2.27: Am=0,03; Bm=0.5; Cm=10; Dm=20; c=1. But
the optimum amplification factor of amplifier Gain will be another: =0,82.
Processes in system (see fig.2.30) at setting action 0, 2[1 sin( /5)] + are presented on fig.2.32
(at the disconnected coupling on setting action) and on fig. 2.33 (at the included coupling on
setting action). In drawings: a) and b) ( ) e t - a dynamic error of a mismatch on frequency on
an input of the phase detector in the transitive and established modes, c) ( ) m t - operating
pressure on an output of an fuzzy controller, d) ( ) u t and ( ) x t - an input and output of the
system accordingly.
The maximum dynamic error of a mismatch on frequency on an input of the phase detector
in system of PLL at the disconnected coupling on setting action 0, 2[1 sin( /5)] + in the
established dynamic mode makes size
4
9, 8 10
, and the maximum dynamic error of a

mismatch on frequency on an input of the phase detector in system of PLL at the included
coupling on setting action 0, 2[1 sin( /5)] + in the established dynamic mode makes size
4
2, 5 10
.

) b)

c) d)

Fig. 2.32. Processes in system at setting action 0, 2[1 sin( /5)] + (at the disconnected
coupling on setting action)


a) b)

c) d)
Fig. 2.33. Processes in system at setting action 0, 2[1 sin( /5)] + (at the included coupling on
setting action)
Transient time (time of capture of an input signal) in system at the disconnected coupling on
setting action makes 4,3 seconds, and in system at the included coupling on setting action
2,4 seconds.
Thus, in system of PLL with the digital fuzzy controller and a digital ideal forcing link
additional communication on setting action reduces the established dynamic error in 3,9
times, and time of capture of an input signal in 1,79 times, in comparison with these
indicators in system without communication on setting influence.
2.4 System of PLL with the phase-frequency discriminators
The phase-frequency discriminator has the specific characteristic which can be presented a
non-linear element of type "saturation" (see fig. 2.34, a,b) that allows to work in broad range
of frequencies.

) b)
Fig. 2.34. The characteristic of the phase-frequency discriminator

Discrimination characteristic phase-frequency discriminator (see Fig.2.34, a) can be
described by
2 at 2 ,
( ) at -2 2 ,
2 at 2 .
d
d
d
K
K K
K

<
>

In interactive system MATLAB the diagram of discriminator with the characteristic
presented at the fig. 2.34,a it is possible to present as the connections of three block (see fig.
2.35): the switch (Switch), the inverter (Gain) and the saturation block (Saturation). At the
positive signal of an error on a discriminator input (in block Switch parameter Threshold
=0.000001) closed a upper contact of switch and the is formed a plot of characteristic 0 ,
at the negative signal of an error on input discriminator is closed bottom contact and formed
a plot of characteristic 0 . Levels of restrictions in a block of saturation (Saturation) are
2
d
.

Fig. 2.35. Diagram of discriminator with the characteristic presented at the fig. 2.34,a
Discrimination characteristic phase-frequency discriminator (see fig.2.34, b) can be described by

Fig. 2.36. Operating principle of phase-frequency discriminator

at 2 ,
( ) at -2 2 ,
2
at 2 .
o
o
o
U
U
K
U

<
>

In an interactive system MATLAB the diagram of discriminator with the characteristic
presented on fig 2.34,b can present only a block saturation (Saturation).
Phase-frequency discriminator with a characteristic shown in fig.2.34, b, is a machine that
has five states (-2, -1, 0, +1, +2), and switchable on a leading edge of the reference signal and
feedback signal. Reference signal adds to the state machine unit and the feedback signal on
the contrary, subtracts. Operating principle of phase-frequency discriminator is shown at
the fig.2.36 (darkened color is shown zero state machine).
At fig.2.37 shows the model on which to explore the two systems having the same phase-
frequency discriminator (Discrim1), made under the scheme fig.2.35, and the same voltage-
controlled oscillator (TransferFcn1), with a transfer function ( ) / . G s alf s = Transfer
coefficient VCO 104
G
alf K = = rad / ( s V ).

Fig. 2.37. System of PLL with phase-frequency discriminator
With the closure of a switch ManualSwitch1 in the down position simulated the system of
PLL. The block diagram of this system, except for blocks Discrim1 and Transfer Fcn1 (is
simulating the discriminator and VCO), have two additional blocks: Gain (transfer factor of
detector
Fd
K =3,7/(4 ) V/rad) and block Correction circuit (an active filter with an
operational amplifier). The transfer function of filter
2
1 3
1
( )
( 1)
s
F s
s s

+
=
+
3330( 4, 55)
.
( 100)
s
s s
+
+

System with active filter on the operational amplifier was studied when exposed to on input
of an equivalent harmonic signal ( ) 10 5sin2 u t Ft = + with carrier frequency 0, 1 F Hz = .

The processes in the system of the PLL frequency control with active filter Correction
circuit(see fig.2.37) are shown in fig.2.38 where ( ) u t an input action, ( ) x t an output
system (see fig.2.38,a), ( ) Err e t a mismatch error on the input of the discriminator (see
fig.2.38, b). ( ) m t - a filter output (see fig.2.38,c). At fig.2.38, shows reaction system on step
input ( ) 10 u t = .
The results show that the system of the PLL frequency control with active filter Correction
circuit has a very high exactness working off entrance influence: a dynamic mismatch error
for a given harmonic signal is
4
4, 2 10
or 0.082% of the amplitude of input sine impact.

System performance is also very high. Settling time is approximately equal to 0.06, but the
transient process is oscillatory, with overshoot almost 60% .

) b)

c) d)
Fig. 2.38. The processes in the system of the PLL frequency control with active filter
With the closure of a switch ManualSwitch1 in the upper position simulated the system of
PLL with a low -pass filter LPF pass second and digital fuzzy controller (Fuzzy controller at
the fig.2.37) which is executed by the block diagram. The controller consists of the block of
the shaper of sizes A (t) and B (t), the block of comparing of sizes A and B and calculation u
c

and the block of normalization output variable (block 3 collected by the diagram)[2]. The
filter has the transfer function
2 2
0 1
0, 002
( )
1 0, 008 0, 18 1
k
F s
a s a s s s
= =
+ + + +
,
which can also be written as

2
0, 25 0, 25
( )
( 10)( 12, 5) 22, 5 125
F s
s s s s
= =
+ + + +
.
The mismatch error ( ) t from an output of a low-pass filter arrives on a analog-digital
converter (AD converter) (Zero-Order Hold), included at the input of a fuzzy controller . A
quantization step of AD converter h =0,01s. On an output of a fuzzy controller is included
the digital/analog converter (Zero-OrderHold1).
max min
; =
max min
; =

max min
; =

max min
m m = .
according to the formulas [2]
1
2
3
( ) /(2 );
( ) /(2 );
( ) /(2 ).
m m
m m
m m
u A A
u B B
u C C
= +
= +

= +

.
Values of ranges (
max min
Am ; = =
max min
Bm ; = =

max min
Cm ; = =

max min
automatically by the decision of the optimization task. The system of PLL with a low pass
filter LPF and a digital fuzzy controller was investigated when exposed at input an
equivalent harmonic signal ( ) 10 5sin2 u t Ft = + with carrier frequency 0, 1 F Hz = .
error. Is received following optimal parameters of fuzzy controller :
Am 0, 0174; = Bm 0, 2458; = Cm 4, 6607; = Dm 249, 89. =
When setting up a fuzzy controller in an interactive system MATLAB we using a block NCD
(Nonlinear Control Design), which implements the method of dynamic optimization for the
design of control systems. This tool is designed for use with Simulink, automatically adjusts
a system parameters (in the system fig.2.37 adjusted parameters of the fuzzy controller, Am,
Bm, Cm, Dm,), based on certain constraints on the temporal characteristics (time of
regulating and overshoot for reaction to a step action and limits for the dynamic mismatch
error).
The processes in the system of the PLL frequency control with low pass filter LPF and the
digital fuzzy controller (see fig.2.37) are shown in Fig.2.39 where ( ) u t - a input action, ( ) x t
a system output (see fig.2.39, a) ( ) Err e t a mismatch error at the input of the discriminator
(see fig.2.39, b), ( ) m t - an output of fuzzy controller (see fig.2.39, c).
not exceed
3
4, 2 10
or 0,82% from amplitude of a sinusoid.

At fig.2.39, d shows the system response to a step action ( ) 10 u t = on the output of system
( ) x t and the output a fuzzy controller ( ) m t . Transient process have overshoot 3,4%. The
system fulfills input action in a time not exceeding 0,16 sec.


) b)

c) d)
Fig. 2.39. The processes in the system of the PLL frequency control with low pass filter LPF
and the fuzzy controller
We remark that the PLL with a low pass filter LPF, but without the digital fuzzy controller,
has no stability.
Thus, can conclude that the PLL with a low pass filter LPF and the digital fuzzy controller
has a bad quality indicators than the PLL with an active filter on the operational amplifier,
but has transient process (overshoot).
Now consider the operation of these systems in the presence of internal noise. In this case,
the switch Manual Switch on Fig.2.37 is closed in the upper position, which corresponds to
the filing of the noise signal - a stationary white noise (Band-Limited White Noise) on the
output phase-frequency detector (Discrim1). Noise signal n (t) represented on Fig.2.40.
Amplitude of the noise emissions of approximately 1% of the input signal.

Fig. 2.40. Noise signal on the output phase-frequency detector


) b)
Fig. 2.41. Mismatch errors on the input of phase-frequency discriminator
At fig.2.41 are presented mismatch errors on the input of phase-frequency discriminator at
the presence of stationary white noise at the output of the discriminator in the system of a
phase-frequency locked loop with low pass filter LPF and the digital fuzzy controller Fuzzy
controller (see fig.2.41 a) and in the system of the PLL frequency control with active filter
Correction circuit (see Fig.2.41, b).
As seen from the oscillograms the system of system of the PLL frequency control with a low
pass filter LPF and a digital fuzzy controller Fuzzy controller has less mismatch error at the
input phase-frequency discriminator in the presence of stationary white noise than the
system phase-frequency locked loop with active filter Correction circuit.
2.5 Servomechanism of synchronous and in-phase rotation shaft part of drive from
the alternating reference voltage
The mathematical model of servomechanism in an interactive system MATLAB is presented
in fig.2.42.
The mathematical model of the phase detector is represented serial connection of
comparison device, the nonlinearity (Discrim) ( ) sin
d
K K = , where
d
K - coefficient of
conversion of the phase detector, and ( ) ( ) t e t - a mismatch error on a phase detector
input, and the low-pass filter LPF (Transfer Fcn).
Transfer function of a low-pass filter LPF (Transfer Fcn)[2] is
1
12, 5
( ) , a 1/ , 0,08 s.
12, 5
G s RC
s s
= = = = =
+ +

Transfer function of the amplifier of power-modulator P-M (Transfer Fcn1)[2]
2
1
500
( )
100
K
G s
s a s
= =
+ +
,
1 ,
1 / 0, 01 s.
y y
a T T = =
Transfer function of engine EE (Zero-Pole)[2]
3
90
( )
( ) ( 10)
G s
s s b s s
= =
+ +
,
where 1 / ; 0, 1 ; / ; 9 /( )
db db db
b T T c Kdb T Kdb rad V s = = = =


Fig. 2.42. The mathematical model of servomechanism
Transfer function of the tacho-generator (Gane + Derivation)[2]
4
( ) G s ks = , 0, 03 / . k V s rad =
At adjustment of a fuzzy controller in interactive system MATLAB we use unit NCD
(Nonlinear Control Design) which implements a method of dynamic optimization for
designing of management systems.
The system is researched at typical influences on an input: input: 1.single jump, 2.the
equivalent of a harmonic signal ( ) 0, 5sin2 u t Ft = with carrying frequency 0, 1 F Hz = and 3.
a linear signal Ramp ( ) u t t = .
Adjustment of a fuzzy controller is carried out by criterion of a minimum of a dynamic error
at the equivalent harmonic signal without influence of noise on a phase detector output
(contacts of switch are closed in the lower position). Receive the following optimal
parameters of fuzzy controller: Am=0,072; Bm=0,168; Cm=1,579; Dm=61,798.
Processes in servomechanism (fig. 2.42 see) with a fuzzy controller without influence of
noise on a phase detector output (contacts of switch Manual Switch are closed in the lower
position) are shown on fig. 2.43 at an single jump of an input signal, on fig. 2.44 at influence
of the equivalent harmonic signal ( ) 0, 5sin2 u t F = , with carrying frequency 0, 1 F Hz = and
on fig. 2.45 at of the linear signal ( ) u t t = . In pictures ( ) u t input influence, ( ) x t a system
output, ( ) Err e t a mismatch error on a discriminator input, ( ) m t - a signal on an engine
input.
At an single jump of an input signal transient phenomenon has overshoot of 13 % and ends
at time 2,8 (see fig. 2.43). The installed dynamic error is equal to zero. At action of a
harmonic signal the maximum dynamic error (except for the release initial at the moment of

signal capture) does not exceed 0,5% from amplitude of a sinusoid (see fig. 2.44). At action
of the linear signal ( ) u t t = transient phenomenon comes to an end in time, not exceeding 2c,
and the installed dynamic error is close to zero (approximately
4
2 10
). Therefore the signal

output practically repeats input action (fig. 2.45 see).

) )

b) b)

c) c)

Fig. 2.43. Processes in servomechanis at an
single jump
Fig. 2.44. Processes in servomechanism at
the equivalent harmonic signal


) b)

c) d)
Fig. 2.45. Processes in servomechanism at the linear action
Adjustment of a fuzzy controller by criterion of a minimum of a dynamic error at action of
noise on a phase detector output (contacts of switch Manual Switch are closed in the upper
position) is enough difficult. The noise signal n (t) - a stationary white noise (Band-Limited
White Noise) on a phase detector output (Discrim) is presented on fig. 2.46,a. Current value
of a root from root-mean-square of a noise signal (root mean squared value) calculated in
unit CRMS is shown at the fig. 2.46b
Instead of fuzzy controller FC (Fuzzy Controller), is executed under the basic scheme, with
identical triangular functions of an accessory in the presence of a noise signal on an output
of the phase detector for obtaining of a smaller dynamic error in system it is expedient to
use fuzzy controller (Fuzzy Controller), fulfilled on the schematic circuit with identical
exponential membership functions. For the purpose of an exception (or the considerable
decrease) a dynamic error at tracking controlling action, on an output of a fuzzy controller
two integrators for giving to a closed circuit of follow-up system astaticism the second order
are included.
At system adjustment, except selection of values of ranges Am, Bm, Cm, Dm and parameter
c of exponential membership functions in a fuzzy controller, it was required to optimize
coefficient k of the tacho-generator of an alternating current. At adjustment of a fuzzy
controller in interactive system MATLAB is used unit NCD (Nonlinear Control Design) and
received the following optimal parameters of system:


) b)
Fig. 2.46. Noise signal

) )

b) b)

c) c)
Fig. 2.47. Processes in system at the unit step Fig. 2.48. Processes in system at the
equivalent harmonic signal

h=0,01; Am=3,9822; Bm=8,6779; Cm=86,357; Dm=116.,64; c=0,19476;
a=12,5;a1=100;K=500; alf=90;b=10;k=1,2865.
Processes in servomechanism (fig. 2.42 see) with a fuzzy controller at influence of noise on a
phase detector output (contacts of switch Manual Switch are closed in the upper position)
are shown on fig. 2.47 at an unit step of an input signal, on fig. 2.48 at action of the
equivalent harmonic signal ( ) 0, 5sin2 u t F = , with carrying frequency 0, 1 F Hz = and on fig.
2.49 at action of the linear signal ( ) u t t = . In figure ( ) u t an input action, ( ) x t a system
output, ( ) Err e t a mismatch error on input of a discriminator, ( ) m t - a signal on an input
of engine.
At an single jump of an input signal transient phenomenon has overshoot of 16% and comes
to an end during 0,93 s (fig. 2.47 see). The installed dynamic error is equal to zero. At action
of a harmonic signal the maximum dynamic error (except for initial burst at the moment of
signal capture) does not exceed 1,5% from amplitude of a sinusoid (fig. 2.48 see).
At action of the linear signal ( ) u t t = transient phenomenon ends at time, not exceeding 1,2
s, and the installed dynamic error does not exceed
3
8 10
. The signal output practically

repeats input action (fig. 2.49 see).

) b)

c)
Fig. 2.49. Processes in system at the linear action
3. References
[1] Klepper Dzh., Frenk Dzh. A phase-and frequency-locked frequency. - M.: Energiya, 1977.
- 440 s.

[2] Gostev V.I., Skurtov S.N. Fuzzy systems frequency and phase auto-tuning: monograph. -
Nezhin: OOO "Vidavnictvo -Aspekt-Poligraf", 2010. 388 p.
[3] Gostev V.I. Fuzzy-system phase-locked loop oscillator // Zviyazok. - 2008. - 4.
[4] Gostev V.I., Baranov A.A. Storchak K.P. The system clock with a digital fuzzy controller
// Zviyazok. - 2007. - 3 (71). - S.51-54.
[5] Gostev V.I., Kunah N.I., Drobik A.V., Nevol'ko V.A. Investigation of processes in the
systems and phase locked loop in the presence of internal noise // Naukovi zapiski
Ukrains'kogo naukovo-doslidnogo institutu zvyazku. Naukovo-virobnichii zbirnik.
- 2008. - 6(8). p. 51-54
[6] Gostev V.I., Krihoveckii G.Ya., Storchak K.P. The system clock with a digital PID
controller with random phase changes of the input // Visnik Derzhavnogo
universitetu Informacyino-komunikacyinih tehnologyi. - 2007.- Spec. vip., p. 72-75
[7] Vagapov V.B., Burlyai I.Yu., Ryumshin N.A. Theory of electronic tracking systems. - K.:
Tehnika, 2002. - 284 p.
[8] Gostev V.I. Fuzzy-system phase-locked loop oscillator with a digital phase detector //
Zviyazok. - 2008. - 5-6 (81-82). - p. 68-72.
18
Automotive Sketch Processing in C++
with MATLAB Graphic Library
Qiang Li
Jilin University
P. R. China
1. Introduction
The purpose of automotive sketch processing is to separate the sketch into patches and
extract the useful information and apply it to assist 2D to 3D transformation. How to extract
the useful information depends on what the resources are, what kinds of information are
needed, and what methods are applied. In sketches, the information may be extracted from
features such as the geometry features, shading, colours and lighting. Geometry features are
the most important because they contain the information to identify and distinguish
between forms. For example, edges can be used to determine the shapes, and areas can be
used to match the size.
This chapter introduces a way to make the automotive sketches ready for 2D to 3D
transformation. Three aspects of problems are discussed including the pre-processing of
sketches outside computer, the processing of pre-processed sketches inside computer, and
the extraction of features. Some of sketch processing algorithms are implemented in C++
using the MATLAB image processing toolbox, Graphic Library and Math Library. Some
have been developed from scratch. The work describe in this chapter is concerned with the
production of a feasible routine, from the point of view of application, which is capable of
dealing with the real world characteristics of automotive sketches. There is no established
method which provides a suitable starting point for the transformation of real automotive
sketches. The combined algorithms, which are discussed in this chapter, have been found to
be useful.
2. A glimpse of the 23D system
A brief set of requirements, from a usability point of view, for 2D to 3D tool can be
summaried as follow:
Can deal with 2D sketches and 3D models.
Intuitive, simplified and robust.
Flexible and expandable.
Compatible with other CAD and CAM systems.
Following the above requirements, a prototype of 2D to 3D system, called 23D, has been
implemented to support the novel method of transforming 2D automotive sketches quickly
into 3D surface models.


372
2.1 The development environment
The main development language is Microsoft Visual C++
(Ladd, 1996; Seed, 1996; Smith,

1997; Schildt, 1998) with OpenGL
(Kilgard, 1996; Wright & Sweet, 1996; Fosner, 1997;

Silverio et al., 1997; Chin et al., 1998; Segal & Akeley, 2001), MATLAB
C/C++ Math and

Graphics Libraries (MathWorks, 2001). The basic functions and some algorithms are
implemented based on the Open Geometry (Glaeser & Stachel, 1999), MATLAB
optimisation toolbox (MathWorks, 2000), spline toolbox, and image processing toolbox
(MathWorks, 2001), Image Analysis Pro (IaePro) (Matthews, 2002) and Microsoft VisSDK
(The Vision Technology Group, 2000).
2.2 Multiple working modes
The system needs to deal with 2D sketches and 3D surface models, and
transformationfrom 2D to 3D as well. Therefore, the working modes should be easily
exchanged between 2D and 3D. In the system, the multiple working modes have been
implemented for 2D and 3D manipulations. It is easy to switch the modes, see Fig. 1. 2D
sketch is considered as the background in 3D space. Therefore, the 2D working mode is
that the background plane containing the sketch is displayed without the 3D models, see
Fig. 1a; the 3D working mode is that the 3D models are displayed without the
background, see Fig. 1b; and the mixed working mode is that both the 3D models and the
2D background are displayed at the same time, see Fig. 1c. The 2D sketch background is
not affected by any 3D manipulations.

a. 2D mode b. 3D mode c. 23D mode
Fig. 1. Three working modes
3. The pre-processing of a sketch
The sketches are not realistic images. The forms and shadings may contain many
inconsistencies compared with a true projection of a possible real object. In addition, the
reverse transformations from 2D to 3D are rather complicated and contain possible
ambiguities, in that a 2D shape may represent many possible shapes in 3D. Therefore, some
assumptions have to be made in order to simplify the problem. The fundamental
assumptions made here include:
The scanned sketches will be pre-processed to reduce the inconsistencies in them. The
end result of the pre-processing will be that boundaries are complete and are all closed
contours or silhouettes. Any key lines will be clear and without ambiguities so as to
give enough information for further processing. With these conditions satisfied, the
sketch can be separated into patches which can be represented by parametric models.

Automotive Sketch Processing in C++ with MATLAB Graphic Library

373
Shadings of sketches may be ignored initially, since many techniques of the
representations in sketches are not realistic and exact. To derive meaning from them
requires psychological interpretation of the intention of the designer, which is beyond
the scope of this project.
Any side, front, rear or top view of automotive model in the sketches is considered to be
orthographic projection, others such as front or rear perspective views are considered
to be perspective projection.
Minor details are ignored and allowing concentration on the major ones which establish
the essential 3D geometry. It is possible that these could be restored after the basic form
has been determined, perhaps using parts from a parts library.
There is a limit to the exaggeration of forms in a sketch that can be used. Designers
often do use exaggerated geometry to achieve a desired mood. If translated into 3-D,
the resultant model will also contain exaggerated geometry.
No attempt is made to correct ambiguities of the reverse transformation automatically.
These functions are best left for user intervention. The user is likely to be the stylist,
who is in a good position to judge which of a number of possibilities best represents the
intended vehicle.
As known, not all the sketches are suitable for 3D modelling by the 23D system, but many
do contain the required characteristics. There are many different styles in automotive
sketching, according to the stylists personal practice. The information contained varies at
the different conceptual design stages, and is not exactly correct in geometry shape and
projection, because the sketches are not real-world images. Humans can easily interpret the
shape through adding additional information, in the form of prior knowledge of automotive
forms to the sketches and ignoring the faults according to this knowledge. However, the
computer is not as agile as the human. It must have available enough information to create
the shape, which can come from various sources. One approach is to establish a powerful
knowledge database to support the object recognition; another approach is to add the
information before image processing. The former needs larger investment and longer time
to train the computer, and the later needs less investment and is easy to realize. Two
examples of the use of an original sketch as a basis for two well established edge detection
algorithms are shown in Fig. 2c and 2d. The results show that they are difficult to be
interpreted, even by a human. If the results are to be interpretable by a computer program,
significantly more sophisticated processing will be required. Therefore, it is necessary and
feasible to establish some input requirements for the sketches that will be used for 3D
modelling by the method proposed in 23D system, and will form the requirements for the
pre-processing stage. The requirements are relative. The more powerful the pre-processing
method is, the lower the requirements for the interpretive program are. The original
sketches are drawn by stylist, as shown in Fig. 2a and 2e. The results after pre-processing are
shown in Fig. 2b and 2f.
The aim of the pre-processing of sketches is to allow the requirements for the interpretive
program to be met by a greater variety of original sketches. Essentially, the pre-processing
emphasises useful features in the sketches and eliminates useless ones. According to the
analysis of Tingyong Pan (Pan, 2002), the form-lines and form-shadings should be enhanced
and kept, and the non-form-lines and non-form-shadings should be ignored. The vehicle
components should be simplified in details and ambiguities removed. One of the important


374
requirements is that the input sketches should have completed and closed contours or
silhouettes. Any key form-lines should be clear to give enough information to the further
processing. For example, the original sketches (Fig. 2a and 2e) leave some missing and
unclear contours or silhouettes to give an imaginary space. These should be redrawn by
stylists, see the sketches in Fig. 2b and 2f. All the silhouettes are closed and clear. Some
details are ignored such as small lights, highlights, and shadings. The shading information
can be separated from the contour or silhouette information. If the shading information is
important and near realistic, and is within the closed contours, it can be kept. Otherwise, it
should be ignored or further processed to a suitable form. The shadows of the vehicles are
deleted, and the completed silhouettes of wheels are added, which are very important for
the determination of the 3D coordinates. Side elevations, front and rear perspective views
are the best starting point for system processing.

a. The original sketch b. The pre-processed sketch
(Both sketches by courtesy of Tingyong Pan)

c. Canny method d. Sobel method

e. Canny method f. Sobel method
(Both sketches by courtesy of Tingyong Pan)
Fig. 2. The pre-processing of the sketch


375
It is also important to produce pre-processed sketches with simple patches, which can be
represented using existing parametric models.
Because the features extracted from sketches are currently pixel-based in order to keep the
balance between the speed of processing and the precision of calculation, the suitable size of
input sketches should be carefully considered.
4. Sketch processing
Even though the sketches have been pre-processed before scanning, they also need to be
subject to further image processing before transforming them into 3D. Some basic functions
- such as the adjustment of lightness, hue, and saturation, the exchange from colour to grey
scale and B&W, the erasure of unnecessary areas in the sketch, the separation of form from
non-form line and shading - are used before edge detection and segmentation. To decrease
the size of the dataset and smooth the boundaries, B-spline or NURBS curve fitting to the
outlines are applied. These form-lines are disassembled into spline segments and are used to
build up the patches, which represent the whole surface model.
The original sketches (if applicable) or pre-processed sketches still need to be processed
further in order to obtain a sketch with single pixel edges and closed boundaries, and this
sketch is separated into patches for the downstream processes. Therefore, it is necessary to
investigate a set of efficient image processing algorithms for this application.
4.1 Image mode selection
There are many modes for the different purposes of raster image processing including
colour and non-colour ones. Some typical colour modes such as RGB (red, green and blue),
HSV (hue, saturation and value), HLS (hue, lightness and saturation), and CYMK (cyan,
yellow, magenta and black) have been described in the books (Foley et al., 1996; Salomon,
1999). The Adobe Photoshop 6.0 supports colour modes such as RGB, CYMK, Lab (lightness,
green-red axis and blue-yellow axis), Indexed Colour, and HSB (hue, saturation and
brightness), and non-colour modes such as Greyscale, Multi-channel, Bitmap and Duotone.
There are four modes for image displaying and processing supported by the 23D system:
RGB colour, 256 greyscale, 16 greyscale, and black and white (B&W). The internal format is
RGBA colour; therefore the modes can be changed reversibly. The algorithms of greyscale
are different. For example, the Image Analysis Explorer Pro (IaePro) supports three methods
to obtain a greyscale as follows.

0.2125 0.7154 0.0721 Greyscale BT709
0.299 0.587 0.114 Greyscale Y
0.5 0.419 0.081 Greyscale RMY
ij ij ij
ij ij ij ij
ij ij ij
R G B
A R G B
R G B
+ +
= + +
+ +

(1)
However, for simplification, the transformation from RGB to 256 greyscale used here is an
average algorithm of the colour RGB values (Jain, 1995, pp. 281).
0, , _ 1
0, , _ 1
1
1 ( )
3
i BmpBgr w
ij ij ij ij
j BmpBgr h
A R G B =
=
= + + "
"

(2)


376
Where 1
ij
A is the greyscale value of a point in image including three components
ij
R ,
ij
G
and
ij
B ; BmpBgr_w and BmpBgr_h are the width and the height of sketch in pixels,
respectively. In B&W mode, the two levels are obtained from a point between 0 and 255
to bisect the whole range. A similar function is used in Adobe Photoshop 6.0 (Adobe,
2000).
0, , _ 1
0, , _ 1
0 1
0 0
2
1 255 1 255
ij L
i BmpBgr w
ij
L ij
j BmpBgr h
A D
A
D A
=
=
<

= =

"
"

(3)

Where 2
ij
A is determined by 1
ij
A , and
L
D is a threshold to determine a dividing level. The
default of
L
D is 192, and can be adjusted. The change from 256 greyscale to 16 greyscale is
obtained according to the average rule. A coding scheme proposed in 23D system is that the
values of 16 intervals are increased through adding the value 17 for smoothness and
keeping it spanning to the two ends (0 and 255).
An example is shown in Fig. 3 for the four modes of processing allowed by the system.

a. RGB colour b. 256 greyscale

c. 16 greyscale d. B&W with a threshold of 192
(Colour sketch by courtesy of geocities.com)
Fig. 3. The four display modes of the system


377

0, , _ 1
0, , _ 1
0 0
1 17
2 34
3 51
4 68
5 85
6 102
7 119
3
8 136
9 153
10 170
11 187
12 204
13 221
14 238
15 255
i BmpBgr w
ij
j BmpBgr h
A =
=

= =

"
"
0 1 16
16 1 32
32 1 48
48 1 64
64 1 80
80 1 96
96 1 112
112 1 128
128 1 144
144 1 160
160 1 176
176 1 192
192 1 208
208 1 224
224 1 240
240 1 255
ij
ij
ij
ij
ij
ij
ij
ij
ij
ij
ij
ij
ij
ij
ij
ij
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
<
<
<
<
<
<
<
<
<
<
<
<
<
<
<

(4)
4.2 Brightness and contrast adjustment
The adjustments of brightness and contrast supply the basic means of image enhancement,
which compensate for the losses caused by imperfect scanning methods. The algorithm from
MATLAB (MathWorks, 2001) imadjust function was used to control the values of RGB
components directly. The brightness
b
f can be adjusted as follows.

}
}
0
0
0
0
0
0
(255 ) /100
0
(255 ) /100
[0, 255]
/100
0
/100
b
b
b
b b
b
b
b
f b t b
f
f t t b
f f
f t t b
f
f b t b

<
<
<

(5)
Where
0 b
f is the original value of brightness; t and b are the top and the bottom values of
brightness. They are adjusted by
b
f ,
b
t t f = + and
b
b b f = + ; h and l are the highest and the
lowest values among the values of RGB. The differences are defined as dx h l = , dy t b = .
They are limited within 0~255.

(255 ) / , 255 255
/ , 0 0
/ , 0 0
( 255) / , 255 255
h l b dx dy t t
h l bdx dy t t
l h tdx dy b b
l h t dx dy b b
= + = >
= = <
= = <
= = >

(6)

If the original value
0
0
c
f , the contrast
c
f can be adjusted as


378

0
/200 [0, 255]
c c c
f f dx f =

(7)
Then h and l should be adjusted as
c
h h f = and
c
l l f = + . Otherwise, the image is not
enhanced. The boundaries should be adjusted again.

0 1
1 1 0 0
0 2 1 0 0
2 2 2 0 0
0.5 / [ ( / )(100 )]
255; 0.5( ), 0.5( )
where
0.5 / (255 )
0;
c
h x dy k y t k tg arctg dy dx f
h t y y t x h l y t b
l x dy k y b y y k x
l b y y b y y kx
= + = +

= = < = + = +

= = +

= = > =

(8)
The Gamma value f
is adjusted according to the original value

0
f
as follow.

( )
1.2
0
/5 [1, 10] f f f

=

(9)
Therefore, the RGB values of each pixel can be calculated as follow.

( )
( )
( )
( )/( )
( )/( )
( )/( )
( )
0, , _ 1
( )
0, , _ 1
( )
ij
ij
ij
R l h l
ij
G l h l
ij
B l h l
ij
b t b C
R
i BmpBgr w
G b t b C
j BmpBgr h
B
b t b C

+

=
= +

=

+

"
"

(10)
The dialog window and examples are shown in Fig. 4. The range of the sliders is 100 .
4.3 Edge detection
Many algorithms for edge detection have been developed for different image resources.
Because the sketches are not the real-world images and can be pre-processed before
imported into the system, the edge detection is just a simple routine to quickly find the
necessary points for the further processing. Therefore some basic and common algorithms
are implemented into the system including Sobel, Prewitt, Roberts, Canny, Zerocross, Direct
and Sobel+. The system was built using the MATLAB C++ Math Library and the Graphics
Library (MathWorks, 2000). The dialog window is shown in Fig.5, which is similar to the
MATLAB find edges function.
Some examples are shown in Fig. 6 and Fig. 7. In most cases, the algorithms from the
MATLAB edge functions can give good results for original sketches, shown in Fig. 6.
However, they give poor results on pre-processed sketches, shown in Fig. 7b and Fig. 7d.
The pre-processed sketches are composed of sets of dense and thick strokes coming from a
quick expression of the edges according to the original sketches. Therefore, a hybrid
algorithm, Direct, is proposed to deal with such styled sketches.
The idea comes from a demo Region Labelling of Steel Grains in the MATLAB image
processing toolbox. Two binary images are obtained from pre-processed sketches by using
low and high thresholds. The edge points from low threshold image are used to delete the
same points from high threshold image. The left edge points from the high threshold image
are considered as the edges. In this way minor regions caused by strokes are deleted. The
result is shown in Fig. 7c produce from a thick edge image.


379

a. Original Sketch b. f
b
= -33%

c. f
c
= 45% d. f
b
= 34%, f
c
= -50%

e. f

= 25% f. The dialog window designed
Fig. 4. The samples of the brightness and contrast adjustment

Fig. 5. The dialog window of Find Edges function


380

a. Original sketch b. Sobel algorithm, threshold = 0.13

c. Canny algorithm, threshold = 0.15-1.0 d. LoG algorithm, threshold = 0.007
(Original sketch by courtesy of Cor Steenstra, Foresee Car Design)
Fig. 6. Edge detection of the original colour sketch with the different algorithms

a. Pre-processing sketch b. Roberts algorithm, threshold = 0.1

c. Hybrid algorithm d. Sobel+ algorithm
Fig. 7. Edge detection of the pre-processed sketch


381
To obtain a satisfactory result, it is crucial to select a suitable threshold for edge detection.
However, some problems are still left such as thick edges, double edges and broken edges
which cause unclosed boundaries, and small spurs or prickles. Therefore, further
processing is needed to eliminate these problems.
4.4 Edge morphing
Edge morphing can further refine the image obtained from edge detection. This function is
implemented using the MATLAB bwmorph function including the method Bothat, Bridge,
Clean, Close, Diag, Dilate, Erode, Fill, Hbreak, Majority, Open, Remove, Shrink, Skel, Spur,
Thicken, Thin and Tophat, as shown in Fig. 8. It can apply specific morphological operations
to the binary image. Repeated application of these operations may be necessary. Infinite
means that Times are determined by the methods automatically.

Fig. 8. The dialog window of Edge Morphing function

a. Thin operation (Times = 7) b. Debubble algorithm
Fig. 9. Edge thins and debubbles (Please refer to Fig. 7c)
When the edges are not single pixels such as the ones shown in Fig. 7c, edge morphing
should be applied. The result after the seven applications of the thin operation is shown in
Fig. 9a. The edges become the single pixels, but with some small holes and spurs. This is still
not a satisfactory starting point for the transformation. The bubbles and spurs must be
eliminated.
4.5 Debubble a hybrid algorithm
It has not proved to be possible to obtain the required result using a single method.
Different hybrid methods have been applied to achieve a good result. Here is a hybrid
algorithm proposed in this research to perform an operation of deleting the small holes and
spurs, such as shown in Fig. 9a. The algorithm entitled Debubble, shown in Fig. 10, applies


382
firstly the Bwlabel algorithm in MATLAB to find the small bubbles (holes), which are
determined by the bubble size parameter. Once the small bubbles are found, they are filled
into solid areas. Then the Skel and Spur algorithms are applied to obtain the single pixel
edges. The actual bubble size is the percentage of the maximum size in pixels, which is
compared with the image size in pixels. For example, to obtain the result in Fig. 9b, the
actual bubble size is 165, and the image size is 524288 (1024512). This is just 0.0315% of the
image size very small bubbles! In this case, all the bubbles those are smaller than 165 are
deleted. The result shown in Fig. 9b is quite acceptable. Using the Direct, Thin, and Debubble
algorithms for the pre-processed sketches can give a good result.

Fig. 10. The dialog window of Debubble function
4.6 Edge refinement
Once satisfactory edges are obtained, the image is ready for segmentation. However, there
are still anomalies that must be handled. For example, see the case in Fig. 11a, the crossing
point of the three patches is not unique. This produces three crossing points. In order to
delete this small error, the edge points must be checked and refined.

a. Crossing points are not unique b. Unique crossing point
Fig. 11. Crossing point searching
An algorithm is proposed here to perform this operation. It is described as follow:
Every point is checked in the whole image.
If it is an edge point, a counter is set with initial value of zero. The point is the current
point.
The eight neighbours of the current point are checked one by one from 0 to 7, see Fig.
12a.
Once a neighbour point is edge point, the counter is increased by one.
The current neighbour point is anomaly point, once the counter reaches three within the
eight neighbours.


383
The last current neighbour is deleted.

3 2 1 5 1 4
4 0 a 2 0 b
5 6 7 6 3 7
Fig. 12. Eight-neighbour graph
The result is shown in Fig. 11b. Now the three patches share the same single pixel
boundaries and have a unique crossing point.
4.7 Patch segmentation with colours
It is easy to separate an image with closed boundaries into patches by applying the
MATLAB Bwlabel function, and it can then be displayed with the different colour maps. The
Pseudo Colormap includes Autumn, Bone, Colorcube, Cool, Copper, Flag, Gray, Hot, HSV, Jet,
Lines, Pink, Prism, Spring, Summer, White and Winter, as shown in Fig. 13. The label 0 is
assigned to the boundaries between the patches. Label 1 is assigned to the background and
used as the silhouette of the whole vehicle. From label 2 onwards, they are assigned to the
patches which form the surfaces of the vehicle. After labelling, a pseudo colour map is
added for separating the patches. The labelled image is shown in Fig. 14.

Fig. 13. The dialog window of Patch Segmentation function

a. Labelled sketch b. Multiple Selection of patches
Fig. 14. The sketch after segmentation


384
As well as the labelling and colour mapping, some other tasks are performed at the same
time, such as finding out the start points of each patch on the boundary and the maximum
rectangles containing each patch, initialising the boundary node data and searching all the
sequential nodes and the crossing points on the boundary of each patch, and calculating the
areas and centres of patches.
4.8 Curve fitting
After the segmentation, the sketch is separated into small patches with zigzag boundaries.
In most cases, the shape does not vary largely compared with the original sketch. However,
at some corners which contain crossing points, the shape may look strange. The use of spline
curve fitting can smooth the zigzag boundaries and provide modification of the shapes if
necessary.
The patches are selected by the user, shown in Fig. 15b, for performing the curve fitting. The
basic functions are implemented from the MATLAB Splinetool function in the spline toolbox
[THEM01c]. The similar dialog window, as shown in Fig. 16, was designed. An example is
given to demonstrate the curve fitting process, shown in Fig. 15 (refer to the area in Fig. 7c).
Comparing the areas from Fig. 15a and Fig. 15d, the boundary of the light is smooth and its
shape has been improved.

a. The original boundary of the patch 16 b. Select the points around the boundary

c. Curve fitting using the points d. The closed spline
Fig. 15. The curve-fitting and shape modification
5. Feature extraction
The features include the point, curve and patch features extracted from the sketch, which
are put into a data structure.


385

Fig. 16. The dialog window of Curve Fitting function
5.1 Data structure for sketch
The points after labelling contain a lot of information for further processing and analysis.
Therefore, it is important to establish an efficient data management system. A proposed
sketch structure is shown in Fig. 17. The basic unit is a single point, a set of points presents a
curve, a close curve or several curves stands for a patch, all the patches make a vehicle.

Fig. 17. Sketch data structure
5.2 Point features
After labelling, the sketch becomes a two-dimensional integer array. Zero stands for
boundaries as known, but it is necessary to find out which patch it belongs to. They are just
the separate edge points with the value of zero at the moment, nothing else. They should be
reorganised to useful data.
As the basic unit from data structure, 2D point contains three basic features the
coordinates {x, y}, attributes (crosspoint, selected, breakpoint), and links (previous point,
next point).
Sketch
Patch Patch Patch
Point Point Point
Curve Curve Curve Curve Curve Curve


386
After labelling, each boundary point has at least two different neighbours. If more than two,
the point is a crosspoint. If the point is selected for spline fitting, the selected attribute is
true. If the point is used for breaking whole boundary into pieces, the breakpoint attribute is
true. The links like a chain join the separated points into a sequential structure. The
extraction of point features follows the other feature calculations.
A simple algorithm searching related neighbours is developed as follows
Assume that the current point is an edge point. The eight neighbours of the current
point are checked one by one from 0 to 7, see Fig. 12a.
Once a neighbour is not an edge point, the first related neighbour is found and saved.
Carry on searching, any different neighbour will be saved until all neighbours are
checked. Return the number of related neighbours and an array containing the different
neighbours.
If the number of related neighbours is greater than two, the current point is a
breakpoint.
5.3 Curve features
A set of edge points around a patch make a closed curve. Each closed boundary may have
more than one curve segments, i.e., each segment has its own point set. The point sets may
be sparse for curve fitting in order to reduce the size of data and obtain a precise
representation of the sketch. The following features need to be extracted in a curve:
Number of points, and the coordinates of each point (values)
Number of breakpoints if a closed boundary is broken down to several segments.
The first point and the last point, if the last point is equal to the first point, it is a closed
boundary.
Curve type, either the outer silhouette curve or the internal curve
If using spline fitting to present a curve, the following features need to be extracted.
Number of selected points for curve fitting
Fitting method selected.
End conditions.
If the point doesnt belong to the original boundary point, a changed tag is given.
If displaying a spline, a view tag is given.
If displaying marks on each node, a mark tag is given.
A searching algorithm of boundary curve point setting is based on single pixel has been
developed as follows.
If a point is an edge point and one of its neighbours is the patch, the edge point belongs
to the patch.
The first edge point is the start point of boundary curve, and it becomes the current
point, previous point 1 and previous point 2.
Check the eight neighbours of the current point using the graph in Fig. 12b.
Once a neighbour point is the edge point and it belongs to the patch, and it is not the
previous point 1 and 2, it is a new edge point. Add it to the curve.
The new edge point becomes the current point. Repeat the same procedure from
beginning, until the point is equal to the first point.
In the algorithm, two previous points are used to determine the direction of processing.
Using the neighbour graph in Fig. 12b will obtain slightly smoother curves than using the
one in Fig. 12a.


387
5.4 Patch features
Several curve segments are joined together into a closed curve to form a patch. The
following features can be extracted.
The patch serial number, i.e. the label number
The colour and the title of patch
If selected for display or processing, a selected tag is given
The minimum rectangle containing the patch
The area and centre of the area of patch, the area value is the number of points within
the patch. The centre is the sum of coordinates divided by the area.
5.5 Sketch features
When a sketch is separated into patches, the features such as the number of patches and
each patch features will be obtained. The neighbourhood will be established. Each patch has
the number of neighbours, the shared boundaries with the neighbours. A boundary with
one neighbour is the outer silhouette, with two is the inter boundary. The features directly
derived from the sketch are shown in Fig. 18.

Fig. 18. Features in sketch
Currently, the features directly used for the 2D to 3D transformation are the area and centre
of patch. However, more features can be extracted from the points and basic features for
further application. It is easy for humans to distinguish where the patch belongs to, what
size it is, and where the characteristic points are located. The use of human recognition of
patches can help provide a direct and interactive transformation from 2D to 3D, without the
need for sophisticated recognition methods. For example, the features such as the position of
patch, size and curvature can be used to determine which part of surface it belongs to; the
features such as the principal axis of ellipse, size and position can be used for determine the
position and tangent points of wheels for coordinate system determination; and features
such as symmetric points from breakpoints and the curve between the them, and shading
features can be used to determine the curvature of surface, the difference of the areas of 2D
patch and its corresponding 3D surface can be used for the adjustment of coordinates. This
Minimum rectangle of patch
Minimum rectangle of whole vehicle
Internal boundary
Crossing point
Start and end points of boundary curve
Centre
Area
Inner Patch
Outer Patch
Outer Silhouette


388
can all be done in a straightforward manner so long as the patch is correctly identified,
which is most readily done by human intervention (although an automated, possibly
artificial intelligence based method for this may be feasible, but is outside the scope of this
research).
6. Implementation of MATLAB functions
As mentioned above, the 23D system has been implemented the MATLAB functions.
Differing from the proposed method of MATLAB implementation, our method was to apply
directly the kernel part of their functions. At first, the MATLAB *.m files were converted
into *h and *.cpp files of C++. Then, it was to extract the kernel part of the function, and to
add them into the 23D system. It was necessary to implement all the related functions.
Therefore, no *.dll or *.lib files of MATLAB were used. This method is quite simple and easy
to change or enhance the implemented functions.
7. Conclusion
The approach here has been to reduce the problem of pre-processing of the sketch into a
number of separate stages, each of which refines or extracts a particular piece of information
embodied in the sketch. Some conclusions are summarized below:
The pre-processing of sketches plays an important role for the input sketches. The more
precise the sketches are, the easier the sketch processing is. Pre-processing can be used
to translate imprecise sketches to more precise ones, providing a better starting point
for the transformation process. This approach allows the system to deal with sketches
that have roughly closed boundaries, in turn allowing easier separation into patches.
For the pre-processed sketches, the related processing algorithms have been
investigated in order to obtain the separated patches with single-pixel and closed
boundary, which are ready for the 2D to 3D transformation. Facing the specific
sketches, some existing or new algorithms and new hybrid algorithms have been
proposed.
Some basic features are extracted from the patches to present points, curves and
patches. They are listed below.
The boundary points
The relationships of the patches
The minimum rectangle containing the patches
The start and end points for each boundary
The areas and geometric centres of the patches
The attributes of the points whether they are the selected, break or crossing points
Related searching and calculating algorithms have been also developed. Some features are
discussed and may be applied in further research.
The sketch processing and feature extraction depend on the raster data. Therefore, the
method is device dependent. The inherent error is one pixel. Increasing the sketch size
can reduce error. But the important issue is the quality of the input sketch. A good
sketch will produce significantly better results.
Curve fitting supplies an additional way to improve the patches. Through the selection
and modification of the edge points, the shapes of the patches can be smoothed or even


389
be changed in some places. This process allows resolution of a further set of
imperfections in the original sketch.
Direct implementation of MATLAB functions is a feasible way to enhance 23D system
functions.
8. Acknowledgment
I would like to take this opportunity to express my special thanks to my supervisor, Dr. R.
M. Newman, for his invaluable guidance, supports and helps in the research project. Many
thanks also go to the other members of the research group, Prof. M. Tovey, C. S. Porter and
J. Tabor, for their ideas, supports and helps in the research project, and T. Y. Pan for his
exchanging the information, ideas and supports with me.
I am grateful to a number of staffs and students in the MIS, especial in the CTAC, who have
discussed with me on my project and have given me lots of support and help, especially to
Prof. Keith. J. Burnham, Mrs. A. Todman, and Miss Y. Xie.
9. References
Adobe System Incorporated. (2000). Adobe Photoshop 6.0 user guide for Windows and
Macintosh, Adobe System Incorporated, 90024592
Chin, N.; Frazier, C. & Ho, P. (1998). The OpenGL Graphics System Utility Library. version
1.3, ed. Leech, J.
Foley, J. D.; van Dam, A. & Feiner, S. K. (1996), Computer graphics: principles and practice,
2nd ed. in C, Addison-Wesley Publishing Company, Inc. ISBN 0-201-84840-6
Fosner, R. (1997). OpenGLTM Programming for Windows 95 and Windows NTTM.
Addison-Wesley, ISBN 0-201-40709-4
Glaeser, G. & Stachel, H. (1999). Open Geometry: OpenGL + Advanced Geometry.
Springer-Verlag New York, Inc., ISBN 0-387-98599-9
Kilgard, M. J. (1996). The OpenGL Utility Toolkit (GLUT) Programming Interface. API
version 3, Silicon Graphics, Inc.
Ladd, S. R. (1996). C++ Templates and Tools. 2nd ed., M&T Books, ISBN 1-55851-465-1
Matthews, J. (2002). Image Analysis Explorer Pro. version 1.01, http://www.gener-
ation5.org/iae.shtml
Pan, T. Y. (2002). Identification of 3D Information from 2D Sketches in Automotive Design,
MPhil paper, School of Art and Design, Coventry University
Salomon, D. (1999), Computer graphics and geometric modelling, Springer-Verlag New
York, Inc. ISBN 0-387-98682-0
Schildt, H. (1998). C++ from the Ground up. 2nd ed., Osborne/McGraw-Hill, ISBN 0-07-
882405-2
Seed, G. H. (1996). An Introduction to Object-oriented Programming in C++: With
Applications in Computer Graphics. Springe-Verlag London Ltd., ISBN 3-540-
76042-3
Segal, M. & Akeley, K. (2001). The OpenGL Graphics System: A Specification. version 1.3,
ed. Leech, J.
Silverio, C. J.; Fryer, B. & Hartman, J. (1997). OpenGL Porting Guide. rev. Kempf, R. ed.
Cary, C., Silicon Graphics, Inc.


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Smith, J. T. (1997). C++ Toolkit for Scientists and Engineers. International Thomson
Computer Press, ISBN 1-85032-889-7
The MathWorks, Inc. (2000). MATLAB C/C++ Graphics Library The Language of
Technical Computing - Users Guide, version 2
The MathWorks, Inc. (2000). MATLAB C Math Library The Language of Technical
Computing - Users Guide, version 2
The MathWorks, Inc. 2000, MATLAB C++ Math Library The Language of Technical
Computing - Users Guide, version 2, The MathWorks, Inc.
The MathWorks, Inc. 2001, MATLAB Compiler The Language of Technical Computing -
Users Guide, version 2, The MathWorks, Inc.
The MathWorks Inc. (2001). MATLAB The Image Processing Toolbox User's Guide,
version 3
The MathWorks, Inc. (2001). Spline Toolbox for Use with MATLAB - Users Guide, version
3.
The Vision Technology Group, Microsoft Research. (2000). The Microsoft Vision SDK.
version 1.2, [email protected].
Wright, R. S. & Sweet M. (1996). OpenGL Superbible: The Complete Guide to OpenGL
Programming for Windows NT and Windows 95. The Waite Group, Inc.
19
Simulation of Rough Surfaces and
Analysis of Roughness by MATLAB
F. Gascn
1
and F. Salazar
2
1
Departamento de Fsica Aplicada II.

ETS Arquitectura (US).
Avda. Reina Mercedes 2, 41012 Sevilla
2
Departamento de Fsica Aplicada.

ETSI Minas (UPM).
C/Ros Rosas 21, 28003 Madrid
Spain
1. Introduction
The simulation of physical phenomena in science and engineering has become an important
tool because it allows studying a wide range of real problems. On the other hand, it allows
resolving problems that, because of its difficulty, it would be not possible to solve by
analytical methods. Moreover, simulation is fast and versatile since it permits to vary
parameters of the problem easily, allowing analyzing the effect of the modification of them
in the response of the system examined.
Simulation requires programming, for which there are many different languages. Each of
them has a particular internal structure that distinguishes it from others. Therefore,
depending on the problem to be study, it may be advisable to use a specific programming
language.
In the scientific-technical context MATLAB has been increasingly used by the great
advantages that it offers. For example, the instructions are interpreted and not compiled, the
user to enter commands interactively. The data processing is flexible. They can be read and
stored in two different formats, ASCII and MATLAB format. ASCII has the advantage that
the data and results may be used for other programs. However, MATLAB format may be
faster. On the other hand, many functions and libraries of MATLAB are written MATLAB
language, enabling the user access to the source files. It is possible to execute instructions of
the operating system without exiting the program. Moreover, this language is portable in
platforms as Windows or Apple, commonly employed by the researcher. From the point of
view of numerical calculation, the use of matrices as basic elements makes it efficient and
easy to employ, being also possible to perform graphics of curves and surfaces. Finally, the
operations can be performed with simple and intuitive expressions similar to those used in
science and engineering.
MATLAB has been used for many applications in general physics, mathematics, optics,
electronics, chemistry, biology, medicine, and artificial intelligence, among others. Now we
want to employ MATLAB to simulate an optical procedure to measure surface roughness.
Thus, the aim of this paper is the determination of the roughness of a surface from the
analysis of the speckle pattern obtained in the far field, when the object is illuminated with a
monochromatic beam perpendicularly to its surface.


392
The surface analysis of materials is of great importance, since many technological problems
require, previously, the study of the surface state. One of the parameters of any material that
changes easily with time is the roughness. Indeed, in many sectors, as civil engineering,
architecture, mechanical engineering, etc. materials of different forms and properties are
commonly employed, which must meet certain requirements to ensure their use. For this
reason, the measurement of some surface parameters, as roughness, must be taking into
consideration.
There are different methods for determining roughness. One of the most employed is the
profilometer (see next section). However, this paper deals with an optical method based on
the speckle interferometry which has some advantages. The methodology is fast, accurate,
and does not contact the specimen. Above all this we will talk in the next sections
2. Discretization of the problem. Roughness
A classic device for measuring surface roughness is the mechanical profilometer which is
formed by a tiny stylus (with a small ball), and a displacement sensor. The typ moves along
a straight line parallel to the surface plane and records the displacements in the
perpendicular direction, tracing out the outline of the surface. If the ball has a diameter bd it
can not be inserted between two grooves whose distance is less than bd, being only possible
to detect the topographic level with a distance between grooves greater than bd.

z=h(x,y)
X
bd

Fig. 1. Classical device for measuring roughness. Observe that when the diameter of the end
needle bd is greater than the groove, the transducer can not reproduce the high frequencies
of the surface outline.
In this article we are interested in using a speckle technique to measure the roughness of a
surface. From a didactic viewpoint, the explained idea of the profilometer may be employed
to understand the sampling, when a rough surface is simulated by MATLAB.
To start let us suppose a one-dimensional rough surface, and then we extend the results to
the case of two variables.
The height of the rough surface can also be measured by sampling. With this aim let us
consider a curve z=h(x) as shown in Fig. (2), aligned on the OX axis. For sampling the

Simulation of Rough Surfaces and Analysis of Roughness by MATLAB

393
function h(x) the X co-ordinate axis is divided into intervals of length u measured with
respect the origin O resulting in a system of aligned points of co-ordinates 0, u, 2u, 3u, The
distance u between two neighbor points, i.e. the sample interval, is called the sampling
period and its value is chosen depending of the function to be investigated (in our case the
form of the surface). The distance u between two points may be likened to the ball diameter
bd of the profilometer.

h(x)
O
X

Fig. 2. Rough surface represented by z=h(x). If the sampling period is chosen small, the
discrete function h(xp) is very similar to the actual surface.
If N samples are taken, they form a string of N integers for which a value z
p
=h(xp) is given.
This set of numbers is collecting in a matrix IF of dimension N 1. The range of variation of
the index p is 1, 2, 3,..., N, and it represents the element p of the string. Therefore this index p
is related with the sampling period as follows: x = 0, u, 2u, 3u, ..., (p-1)u. Two neighboring
elements of the IF matrix contain the values of the surface heights of the grooves of two
points on the reference plane separated u meters.
As it will see, when studying the phenomenon of diffraction in the far field, the Fourier
transformation must be applied. Therefore, we need to study also the sampling in the
frequency domain.
When calculating the finite discrete Fourier transform (DFT) of the IF matrix of N elements,
a new set of N numbers is obtained which is grouped in another matrix FO of dimension
N 1. Due to the Fourier transform is performed from the discrete values of IF, the result is
also discrete. As a result the distance between two points of the transformed numbers in
frequency domain is also quantified. Denoting by (1,2,N) the index for the matrix FO,
the row index represents the harmonic components whose frequencies are = 0, 1 / (Nu), 2
/ (Nu), ..., (-1) / (Nu). The sampling frequency is defined as f
s
1/u, measured in m
-1
, and
represents the number of measures per unit length. By using this expression, spatial
frequency components may also be written in the form = 0, f
s
/ N, 2 f
s
/ N, ..., (-1) f
s
/N .
In general, the matrix element of FO represents the harmonic
v
o in the space of
frequencies

( ) 1
Nu
v
v
o

= . (1)
Thus there is a correspondence between the index = 1, 2, 3, ..., N, and the spatial frequency
o by means of the factor (f
s
/N). Obviously, the sampling process implies that some
information about the sampled function is loosed, because no value between two
neighboring points is known. However, depending on the physical problem studied, using
the Shannon theorem, the sample interval can be modified so that the data be enough for
numerical calculus.
Taking into account that the expression obtained for representing a point on the OX-axis has
the form (p-1)u, it seems to be appropriate to change to non-dimensional variables. To do so


394
we divide x for u resulting (x/u)=(p-1), p being 1,2,,N. This new variable represents the
distance from the origin O to an arbitrary point on OX (Fig.3), measured in units of the
sampling period u, and the elements of the matrix IF the surface heights at each point. The
same idea applies to frequency domain.

q=y/u+1
p=x/u+1
N
1
2
3
N
1 2 3

Fig. 3. Reference system without dimensions. The numbers represent the co-ordinates of the
matrix elements. At each point (p,q) we assign the corresponding value of the surface height.

1 2 3
1
2
3
v=o/(1/Nu)+1
=|/(1/Nu)+1
N
N

Fig. 4. Space of non-dimensional frequencies. Observe that this grid is initially determined
by the matrix IF, then it also has NxN elements


395
By setting o(Nu)= o/(1/Nu) =(-1) the spatial frequency o is converted in a dimensionless
number representing the basic unities of measurement in this space. Furthermore, o/(1/Nu)
is directly the frequency measured in unities of (1/Nu) corresponding to the element of the
matrix FO (Fig.4).
When generating a rough surface the components of IF are real numbers (Fig.3). However,
as we will see, the diffraction of a light beam by a surface can introduce phase factors
resulting in complex numbers in the elements of matrix IF. In any case the resulting N
1
string of IF and its fast Fourier transform (FFT), are calculated without difficulty with
MATLAB. One advantage of the aforementioned procedure is that the sampling distance u
between two points of IF is not directly involved in the numerical calculation, and then it
may be considered as a parameter. For this reason the DFT and the FFT of IF, i.e. FO, is
universal respect to the parameter u, because the components of FO depend only of the non-
dimensional elements of the matrix IF.
Although with the change of variables introduced the components of IF and FO are
dimensionless, they have physical meaning. In the present study the p element of IF is a
measure of the height of the point at position x = (p-1) u. FO may be interpreted in the same
way. So setting any number to the sampling period u the values obtained for FO show the
harmonic amplitudes. For example, giving u the arbitrary value 10
-4
m, and choosing N = 64,
we have for the first non-zero frequency components, o=156.2, 312.5, 468.8, m
-1
.
The above is easily applied to a two-dimensional simulation. For this let us consider two
coordinates (x,y) of the system OXY (Figs.3,4). For each point of this reference plane is
assigned a value which corresponds to the surface height at this point. The data are placed
in a two-dimensional array IF. If the sampling is done with the same number of samples, say
N, the dimension of the matrix IF is N
N (Fig. 3). Two points of coordinates (x

i
, y
j
) and (x
k
,
y
l
) respectively are separated in the matrix IF a distance ((i-j)
2
+ (k-l)
2
)
1/2
u, and in
dimensionless co-ordinates ((i-j)
2
+(k-l)
2
)
1/2
. In relation to FO similar expressions may be
obtained, but in frequency space. So the spatial frequencies between two points whose
coordinates are ( ) ,
h k
o | and ( ) ,
l m
o | is ((h-k)
2
+ (l-m)
2
)
1/2
(1/Nu) in m
-1
, and without
dimensions ((h-k)
2
+ (l-m)
2
)
1/2
.
3. Fraunhofer diffraction with MATLAB
In this section we are interested in the phenomenon of diffraction of light, given the
importance to understand the speckle patterns. With this objective let us use the
experimental lay-out depicted in Fig.(5). A collimated monochromatic laser beam LB of
wavelength is directed to a beam splitter BS, which projects the light perpendicularly on
a diffracting rough sample S located on the OXY plane. The surface has, in principle, a
variable reflectance R(x,y). This means the different scatters that form the surface may have
distinct reflection properties. The shape of the radiation beam used determines the geometry
and the intensity inside of the illuminated area. If we suppose a beam of homogeneous
intensity, its geometry can be expressed easily (in view of the simulation) as an opaque
mask M placed on the surface, which has the function to define the illuminated area (Fig. 6).
Taking into consideration the most cases studied in optics, we will choose a circular mask of
diameter D. An observation screen is placed parallel to the diffracting surface at a distance
of z from its plane. The points on the observation plane are specified by means of its x, y
coordinates, with respect to an OXY coordinate system (on the CCD camera).


396
L
BS
CCD
S
LB

Fig. 5. Experimental set-up. L, laser; LB, laser beam; S, rough sample; BS, beam splitter; CCD
camera.

M
LS
OS RS FFT
X
Y
o
|
z
BS
X'
Y'

Fig. 6. Steps employed for simulating the rough surface, the aperture, and the speckle
pattern. RS, rough surface; M, mask; BS, beam splitter; FO, matrix which elements represent
the Fourier transform of the reflectance R(x,y) on the OXY reference system. The intensity
2
OS FO = can be interpreted also as an angular spectrum ( ) , o | .
Supposing that the scalar diffraction theory applies, the Fresnel-Kirchhoff integral and the
theories of Rayleigh-Sommerfeld can be used. However, the calculation of the diffraction
pattern through these theories is not always easy to carry out. Sometimes the procedure may
be simplified under certain conditions of the problem. So if the linear dimensions of the
aperture (mask in our case) is much greater than the wavelength, i.e. D>>, and the distance
z between the surface and the observation plane is great enough, the paraxial theories apply.
In this case, the mathematical expression for the diffracted field depends on the specific


397
dependence between D and z. When expanding the phase term in the Fresnell-Kirchhoff
integral is not possible to neglect the quadratic terms that appear we speaks of Fresnel
diffraction. On the contrary, if these terms can not be tacked into consideration we have
Fraunhofer diffraction. These approximations are the most important cases in the field of the
classical optics.
A possible quantitative criterion to be employed in order to use the Fraunhofer
approximation, or that of Fresnel, is based on taking a circle of diameter D, which only
includes the regions of interest (in the present case the hole of the mask). Let r be the
distance from a point on the diffracting surface to the observation point. Let be the
distance from the centre of the circle to a point inside its circle. If 2tr/ varies linearly with
, the diffraction is called Fraunhofer diffraction; if the variation has non-linear terms of
magnitude comparable with t/2, the diffraction is said Fresnel diffraction. Therefore, for
Fraunhofer diffraction we obtain z>>D
2
/(4). In short, the diffracting area must be greater
than and the observation of the intensity pattern must be carried out from a large distance
with respect to the scatter surface. In other circumstances, i.e. if the distance z does not fulfil
the conditions needed, non-paraxial terms of the phase must be included in the integrand of
the Fresnell-Kirchhoff integral (higher expansion coefficients).
Fraunhofer diffraction is related with the Fourier transform which takes an angular
spectrum of the reflectance (or transmittance) to be considered. From a physical point of
view it is equivalent to observe the phenomenon in the far field (another possibility is to
employ a lens and locate the observation plane on its back focal plane). This angular
spectrum means that the Fraunhofer diffraction gives the behaviour of the field amplitude
for the directions in space. If we use two variables, the amplitude of the diffracted field done
through the Fourier transform depends on o and |, which are related with the directions
( )
,
x y
u u through the following expressions

cos
x
u
o
= ,
cos
y
u
|
= . (2)
As we will see in the following section, the proposed method for measuring roughness is
developed under the supposition that the conditions of the Fraunhofer diffraction apply.
Therefore, this case must be translated to the context of MATLAB.
With this aim, the basic results of the preceding section should used. The elements fo
ij
of the
matrix FO belonging to a row or column represent the complex amplitude of two harmonics
separated 1/(Nu). Therefore the first angular direction is ( )( ) ( )
1
1
cos 1
2
=
= =
x s
f N
v
t
u v ,
which corresponds to the frequency 0 = o and the direction for the least coefficient of FO is
u
x
= cos
-1
[(N-1)f
s
/N] corresponding to the higher frequency o= (N-1) f
s
/N. In the case of non-
dimensional variables we can use for the two axes Nu cos u
x
/, and Nu
cos
y
u /, respectively. If the diffraction pattern is observed on a plane screen a distance z
from the diffusing surface, the spatial frequencies may be related with points on that plane.
For small angles u it can be written:

cos '
x
x
z
u
o

= ~
, (3)


398
and
cos
' y y
z
u
|

= ~ .
Due to the properties of the Fourier transform, the FFT of the reflectance will contain N/2 of
positive frequencies, and N/2 negative, whose zero spatial frequency occurs at v =1. In the
FFT, the independent variable is the frequency, and in the representation with positive and
negative frequencies its maximum value will be f
s
/2. Based on a reflectance matrix of NxN
elements located at the XOY axes associated, practically centred in the middle, we calculate
FO by means of the FFT, obtaining another matrix from the centre of which the amplitude of
the null frequency harmonic component is indicated.
The intensity registered over a direction ( ) , o | is found by computing the square modulus
of the Fourier transform (FT) of the scattering surface delimited by the mask M, after
centring the FFT by means of the command C(i,j)=(-1)
(i+j)
.
4. Speckle pattern generation
When a laser beam illuminates a rough surface at scale of the wavelength, the diffraction
pattern consists of a random distribution of intensity called speckle. The apparition of
speckle may be understood by the fact that the coherent waves falling on the rough surface
travel a different optical path from the diffusing surface to the observation point. When the
object is rough, the reflectance is a random function on the aperture, and then the
corresponding optical paths for the different scatters vary rapidly. As a result, the intensity
on the observation screen (or space) also varies very quickly from one point to another of its
surroundings, giving brilliant and dark spots irregular in shape.
A model of diffusing and non-absorbent surface is proposed, in which the height of the
scatters with respect to a reference plane are supposed as a random variable, and with a
gaussian probability density function. A surface of these characteristics is, for example, a
metal which is not well polished. We suppose that the rough surface is illuminated by a
collimated light beam perpendicularly to its plane resulting in a speckle pattern which is
calculated by means of the FFT (Fig. 7).
Due to that optical path o followed by the different points of the wavefront is not the same,
consequently, neither is the phase 2to . As we have to count the return path, the path
length and height h(x,y) of the surface referred to the plane z=0 are related by the expression
4 ( , ) h x y t . Thus, the reflectance will be proportional to the exponential of this phase
factor, adopting the form
( ) ( )
0
4
, , exp ( , )
i
R x y R x y h x y
t
| |
=
|
\ .
, (4)
where R
0
(x,y) is the reflection coefficient of the surface, and ( ) 4 ( , ) ih x y t is the phase. In
the simulation presented in this paper we choose R
0
(x,y)=1.
By measuring the random height h(x,y) of the sampled points (Fig.8), it would be possible to
construct the reflectance matrix of N N elements. Following the nomenclature of the


399

Fig. 7. Three dimensional representation of the intensity of a speckle pattern captured by a
CCD camera in the laboratory. The values of the intensity over the OZ axis are in the
interval [0,255].

Fig. 8. Rough surface generated by MATLAB. The plane of the figure (OXY) depicts a plot of
the surface contour.


400
preceding section we call this array the IF matrix (Fig.9). The elements of IF contain the
complex reflectance R(x,y) corresponding to each point of the surface, which are separated
from their neighbors a distance equal to the sampling period u. The area of the delimiting
mask will be represented by points outside a circle with zero reflectance.

Fig. 9. View of the grid chosen on the OXY reference plane for N=64. The colours represent
the surface heights at each point (pixel).
Following the same way as in preceding paragraphs, we employ the ratio h/ as a non-
dimensional variable, which will be very useful when changing the wavelength. In the
model this variable is equal to a constant multiplied by a random number, which will
provide information on the roughness in the simulation. We will call in the program this
constant RU and it represents a roughness modulating factor. Random numbers with
Gaussian distribution are generated in MATLAB by the command randn. The mathematical
expression for reflectance is
( ) ( ) ( ) ( )
0
4
, , exp
i
R x y R x y RU rndn N
t
| |
=
|
\ .
, (5)
where
( )
h
RU randn N
= , (6)
and the phase
( ) 4 RU randn N
o
t
= . (7)


401
Thus, an element of RUrandn is a number equal to an optical path measured in wavelengths.
For example, an RU=1 and a randn=2 give rise max(RUrandn)=2, which indicates a
maximum path difference of 2, that is to say, a groove on the reflecting surface with depth
equal to . However with the same randn, but with the modulating factor equal to 0.1, the
roughness would be a tenth part. Hence the RU factor represents the roughness measured in
wavelengths.
To account the transversal geometry of the incident laser beam on the surface, the rough
surface is delimited by means of a round mask of diameter D (geometry could be different;
see section 7.2). The diameter D must be greater than the wavelength and the sampling
period u. On the other hand it is supposed that the number of sampled points inside the
diameter D is large enough, in order be sure that the statistics applies.
Once that the characteristics of the surface and beam are defined, the diffraction pattern is
obtained by means of the FFT of the reflectance matrix IF. The registered intensity of the
diffracted light by the rough surface is proportional to the square modulus of the diffracted
amplitude, e.g.
2
FO .
5. Definitions of roughness
In this section we try to adapt some definitions of roughness to our specific problem. We
start the quantitative definition of the average roughness R
a
from the mean surface level, as
the average absolute value of the height, for all the points along a straight line (remember
the profilometer). Then in a circular matrix of diameter D inside the IF, corresponds
2
4 BD t elements. Therefore, the roughness of the sample may be expressed by the
following formulae

4 ( , )
=

BD
a
h x y
R
BD t
, (8)
where the sum is extended to the sampled points within the circle of diameter BD. As
previously, if we transform this Eq.(8) to non-dimensional variables, we get

( , )
4
4
( )
= =
a BD
BD
h x y
R RU
randn N
BD BD
t t
. (9)
The number of elements G within the beam of diameter D (BD) is less than the N
N
elements of IF. Say L the length of the square side where the surface is defined. In any
case BD L _ = , _ being a constant ( ) 1 _ s , then it holds
( )
2
1
4
= G N N t_ , (10)
whose maximum value is 0.8, approximately ( 1) = _ . If N and BD are large enough, and
surface heights are randomly distributed, the G values are representative and R
a
can be
calculated using G elements.


402
Similarly, the roughness R
q
(root mean square) could be expressed as function of BD. In fact,
considering the usual definition of this parameter, the following formulae may be written

2
( , )
2. =

BD
q
h x y
R
BD t
, (11)
and its non-dimensional value

2
2 ( , )
4 ( )
2 = =

q
BD BD
h x y
randn N
R
RU
BD BD
t t
. (12)
6. Programming using MATLAB
We will see that the simulated specklegram corresponding to the diffraction of a
monochromatic radiation by a rough surface is altered by the roughness of the object within
a certain range, which depends on the wavelength of the beam used. Therefore, by
analyzing some characteristics of the intensity pattern it would be possible to measure
roughness.
To understand the idea let us suppose a flat surface, well polished, delimited by an aperture
(mask). If a beam strikes on the surface, the delimiting aperture diffracts it resulting in an
intensity pattern that depends on the geometry of the obstacle. Now if the surface is
scratched, the intensity registered changes, although the aperture maintains its geometry. In
both cases the autoconvolution of the intensity is different, which means that the roughness
produced on the surface is the cause of the change. Therefore, the convolution of the
diffraction pattern could be indicative of the degree of surface polish.
To test the hypothesis, first we constructed a computer model of a rough surface, and
second we simulate the diffraction of a collimated monochromatic beam by this surface. The
resulting random intensity, that is, the speckle, is stored in a matrix (FO) and its
autoconvolution (CO) is performed. Once all data of CO are obtained, the functional
relationship of the maximum value of the autoconvolution and its relation with the
roughness is analyzed.
The program consists of the following steps:
1. Begin by setting the number of samples N along each axis.
2. The matrix IF is constructed by using the command RAN = randn (N).
3. The diameter of the laser beam BD is specified, measured in number of array elements.
4. A value to the RU is assigned.
5. The BS array is constructed. The mask is 0 outside the circle and 1 inside.
6. The matrix RURAN = RU * RAN is introduced, representing the surface heights for
each pixel on the area NxN.
7. The matrix hs is defined as hs = RURAN.*BS. It represents the height of the points inside
the circle (mask M).
8. The reflectance matrix is obtained. Its expression is ts = exp (4i RURAN).
9. The array FO is calculated, which is the FFT of ts.
10. The intensity of the diffraction pattern is determined ,
2
FIDI FO = .


403
11. The autoconvolution CO of FIDI, and its maximum COV is computed.
12. In order to manipulate the data more easily, the logarithm of COV is given (log(COV)).
The detailed program may be found in appendix A
7. Computer results
7.1 Circular beam
Figures 10 shows the results of numerical calculations performed with a PC. In order to the
numerical calculations are easy to obtain the data were N = 64, BD = 6, RU = 0, 0.1, 0.2, 0.3
0.4 0.5. The successive rows of the figure refer to these values of roughness, respectively.
The first column of the figure corresponds to the surface height along the diameter of the
illuminated area. The second column represents the intensity of the diffraction pattern, FIDI,
and the third one shows the autoconvolution, CO.
For beginning a surface without roughness was chosen. The first row shows the area under
study for a perfect mirror, illuminated by a circular beam of diameter BD = 6. The calculated
diffraction pattern shows the classical Airy disc corresponding to diffraction by a hole. With
the proposed values N = 64 and BD = 6 is N/BD = 64/6, and as D = BDu, gives Nu = 64D/6.
The analysis of Figure 4 shows that the first minimum of the Airy disc in the frequency
space is 24, approximately. From Fig 1 it follows
( ) ( ) 1 12 1 cos 11 1
0.17
64 64 Nu u u u
v
v u
o

= = ~ = = .
On the other hand, the first minimum given in the theory of diffraction by a circular hole is
cos 1 1 1
1.22 1.22 0.20
6 Du u u
v
u
o
= ~ = = .
Both results agree and differ in a small amount. The difference can be attributed to the small
number of values chosen.
The second row refers to the same mirror, but not completely polished, and with a
coefficient RU = 0.1. The profile shows small heights and valleys. The Airy disk is a little
blurred, and not as clear as in the previous case. In the third row RU = 0.2 the central disk
appears deformed and a speckleled. In the fourth and fifth rows the figure is quit different
with respect to the first one, and the speckles are on all the pattern. In the last row only
speckle may be seen, and no traces of the Airy disk are present. When the roughness is RU =
0.5 (bottom row) yields a rough surface with high grooves. The intensity is formed by
irregular random spots being unknown directly the form of the mask, e.g. the symmetrical
intensity circle of the Airy function. In summary, diffraction by a specular surface delimited
by an aperture produces an intensity pattern concentrated around the direction of the
reflected beam, but if the roughness is increasing, the light is diffracted producing speckle
which structure is random.
The third figure of each row (third column) corresponds to autoconvolucin (CO), which
has a maximum at the center (COV). In effect, the values for the logarithm of COV are,
respectively: logCOV(RU=0.0) = 7.78, logCOV(RU=0.1) = 7.10, logCOV(RU=0.2) = 6.86,
logCOV(RU=0.3)=6.90, logCOV(RU=0.4)= 6.88, and logCOV(RU=0.5)=6.91. In this calculus
the logarithm of the autoconvolution hass been used because the maximum value of CO is
very large. Employing log(COV), the data are easier to manipulate.


404
0 20 40 60 80
-1
0
1
10 20 30 40 50 60
20
40
60
20 40 60 80 100 120
20
40
60
80
100
120
0 20 40 60 80
-0.1
0
0.1
10 20 30 40 50 60
20
40
60
20 40 60 80 100 120
20
40
60
80
100
120
0 20 40 60 80
-0.2
0
0.2
10 20 30 40 50 60
20
40
60
20 40 60 80 100 120
20
40
60
80
100
120
0 20 40 60 80
-0.5
0
0.5
10 20 30 40 50 60
20
40
60
20 40 60 80 100 120
20
40
60
80
100
120
0 20 40 60 80
-0.5
0
0.5
10 20 30 40 50 60
20
40
60
20 40 60 80 100 120
20
40
60
80
100
120
0 20 40 60 80
-0.5
0
0.5
10 20 30 40 50 60
20
40
60
20 40 60 80 100 120
20
40
60
80
100
120

Fig. 10. Computer results for N = 64, BD = 6, RU = 0, 0.1, 0.2, 0.3 0.4 0.5. The first column
shows the roughness along the illuminated area. The second represents the intensity of the
diffraction pattern, FIDI, and the third column is the autoconvolution, CO. The rows
correspond to the different values of RU.


405
These results show that the values of their maxima are not the same. On the contrary, the
maximum value for each one depends on the surface roughness. For this reason it seems
suitable to employ the maximum value of the autoconvolution of the speckle pattern, as a
possible procedure for measuring the roughness of a surface, if the roughness is smaller
than the wavelength of light used in the experiment.
At the same time, COV depends on the diameter of the beam used (BD) also. To see the
effect in the autoconvolution when the wide of the laser is changed, we computed logCOV
with N and D for two different number of data and diameters. For example if N= 64, and BD
= 32, it yields
logCOV = 12.0, 11.7, 10.7, 9.8, 9.7, 9.7,
whereas with N = 128 and BD = 32
logCOV = 12.6, 12.3, 11.3, 10.4, 10.3, 10.3 .
Therefore the maximum reached by the autoconvolution depends on the number of samples
N and the beam diameter BD.
This result is reasonable if we bear in mind the definition of autoconvolution. In fact,
convolution may be regarded as the overlapping area between two functions (in this case
the same function) when one is reversed and moves on the other. The result depends on the
wide and height of the functions involved. Therefore, if the diameter of the beam changes
the autoconvolution modifies its value too.
With the aim to apply this result to laboratory experiments, it seems necessary to have more
values of the autoconvolution in other circumstances. In he same way as explained, the
following table provide useful data of the logCOV, for N=512 when the diameter D ranges
from 2
3
to 2
3+m
(m=1,2,5). The detailed results for this calculation can be seen in the
appendix B.

D\RU 0.0 0.1 0.2 0.3 0.4 0.5
8 10.233 9.231 9.148 9.185 9.078 9.128
18 12.036 10.867 10.35 10.351 10.348 10.368
32 13.810 12.558 11.536 11.546 11.548 11.542
64 15.607 14.294 12.734 12.736 12.740 12.742
128 17.412 16.037 13.945 13.938 13.941 13.937
256 19.216 17.838 15.149 15.141 15.145 15.142
512 21.257 19.881 16.428 16.347 16.347 16.349
Table 1. Values of the autoconvolution log(COV) for different diameters and roughness
parameters. The results in yellow do not give information since they are very similar.
From these results may be inferred that if the area of the illuminated surface is known,
measuring experimentally the autoconvolution of the speckle pattern, it would be possible
measuring the roughness of this surface. To conduct laboratory experiments would be
necessary to build larger tables with more values, for different incident beam intensities.
By examining the calculations it also follows that for values of RU close to zero, the
difference between logCOV, corresponding to a BD, and a diameter corresponding to half
value, is approximately constant and equal to 2, i.e.


406
logCOV- logCOV=2 => COV/COV=10
2
,
and, in general,

'
( ')
10
( )
N
N
COV N
COV N
| |
|
\ .
= . (13)
This property will be important for ulterior calculations.
7.2 Square mask
In the preceding developing calculations, a circular geometry for the beam was supposed.
However, other possibilities may occur. For instance, when a laser ray is directed onto a
sample under an angle of incidence
u
, the effective area intersected by the beam has a quasi-
elliptical form. Although an elliptical mask is easy to simulate with MATLAB, this
paragraph deals with the study of the effect of employing a square aperture. This
approximation simplifies the program, since there is no need the beam diameter datum.
Moreover, from the point of view of the results, it has little influence in the final values
when comparing these values with those obtained for an elliptical mask.
The simulation gives the results of log(COV) for RU = 0.0, 0.1, ... 0.5, and N = 16, 32, 64, 128,
256, 512, that appear in the following table:

N\RU 0.0 0.1 0.2 0.3 0.4 0.5
16 9.63 9.24 8.08 7.52 7.59 7.57
32 12.04 11.72 10.73 9.49 9.33 9.34
64 14.45 14.10 13.05 11.47 11.14 11.14
128 16.86 16.51 15.48 13.81 12.95 12.95
256 19.27 18.92 17.89 16.19 14.80 14.75
512 21.67 21.33 20.30 18.57 16.68 16.56
Table 2. Values of the autoconvolution log(COV) for different data and roughness parameter
RU. The results in green do not give information.
Figure 11 represents the values of the attached table II. These curves show the dependence
of log(COV) with the roughness for different values of N, provide that the roughness is less
than 0.4. Therefore, the trend is maintained even if the aperture is different. From the figure
it follows that, except for values marked in green on the table, the dependence of logCOV
with roughness is approximately parabolic, and can be approximated by the equation

2
logCOV a b RU = + . (14)
As in section 7.1., the difference of the log(COV) for consecutive values of RU, follows
certain regularity. In fact, if the values of log(COV) for RU=0 are examined (see figure 11),
we observe that for adjacent values of this variable, the differences between two consecutive
points (corresponding to double N) are: 2.41, 2.41,2.41, 2.41, 2.40. Taking into consideration
these differences, the following mathematical relationship is verified:


407

Fig. 11. Values of log(COV) for roughness RU = 0.0, 0.1, ... 0.5.

2.41 8
'
log ' log 2.41 10 257 2 '/ 2
COV
COV COV N N
COV
= = = ~ ~
. (15)
Table 3 below relates the difference of logarithms with the ratio N/N.

N/N 1 2 4 8 .. 2
n
logCOV-logCOV 0 2.41 22.41 32.41 .. n2.41
Table 3. Logarithmic difference for RU=0
From these values it yields,

log( '/ ) '
2
log2
n
N N N
n
N
= =
, (16)
therefore,
2.41/log 2 7.999 8
2.41/log2 2.41/log2 8
2.41/log2 2.41/log2
log( '/ ) '
log ' log 2.41 log
log2
log( '/ ) log( '/ ) log( '/ )
' '
( '/ )
'
N N COV
COV COV
COV
N N N N N N
COV COV COV
N N k COV kN kN
COV N N
= =
= ~
= = = ~
,

where k is a constant. From the definition of k it follows that

2.41
log log log
log2
k COV N =
. (17)
Applying this formula for N = 64 we have


408

2.41
log 14.45 log64 0.01000 0.9772
log2
k k = = = , (18)
therefore,

2.41
log 0.01 log 0.01 8.006log
log2
COV N N = + = + . (19)
Using this result to the values of N: 32, 64, 256, 512 (RU=0), we btain for log(COV): 12.04,
14.45, 16.86, 19.27, and 21.68, respectively. These results agree with those of the table II.
A more general fit for log(COV) considering and RU can be found, provided that RU 0.4:

2
log 0.01000 8.006log COV N b RU = + + . (20)
To determine the value of b, we choose, for example, N=128 and RU=0.2, which yields

2
15.48 0.01000 8.006log128 0.2 34.50 b b = + + = (21)
2 2
log 0.01000 8.006log 34.50 8.006log 34.50 COV N RU N RU = + ~ .
Solving the unknown in Eq. (20) we have

8
1
log
34.5
N
RU
COV
| |
=
|
|
\ .
. (22)
The advantage of this formula is that it allows calculating the value of the roughness for
each N and D.
To verify the accuracy of these results, we introduce some values of roughness and number
of samples in Eq.(20).
For RU=0.1, N=32:
2
log 8.006log32 34.50 0.1 11.70 COV = = .
For RU =0.1, N =512:
2
log 8.006log512 34.50 0.1 21.35 COV = = .
For RU =0.3, N =32:
2
log 8.006log32 34.50 0.3 8.95 COV = = .
For RU =0.3, N =512:
2
log 8.006log512 34.50 0.3 18.59 COV = = .
It may be seen that the differences between these values calculated with the formula (20)
and those displayed in table II are equal to or less than 0.02, except for the case N = 32, RU =
0.3, which is 0.15. But as in this case the value of the table does not correspond to the
difference of logarithms (marked in green), it follows that the equation obtained is suitable
for the specified intervals.


409

Fig. 12. Values of RU (from 0.0 to 0.5) as a function of N and COV (Eq.(22)).

Fig. 13. Thissurface represents the function log(COV) for differerent values of N and RU (Eq.(21)).
8. Apendix A
L=.?
BD=..?

RAN=randn(L);
colormap(gray)

RU1=0
RU2=0.1
RU3=0.2
RU4=0.3
RU5=0.4
RU6=0.5

for i=1:L
for j=1:L
if (BD/2)^2<=((i-.5-L/2)^2+(j-.5-L/2)^2)


410
BS(i,j)=0;
else
BS(i,j)=(-1)^(i+j);
end
end
end

RURAN1=RU1*RAN;
h1=RURAN1.*BS;
C1=h1(L/2,:);
ts1=BS.*exp(4i*pi*RURAN1);
FO1=fft2(ts1);
FIDI1=(abs(FO1)).*(abs(FO1));
CO1=conv2(FIDI1,fliplr(flipud(FIDI1)));
COV1=conv2(FIDI1,fliplr(flipud(FIDI1)),'valid')
LCOV1=log10(COV1)
RURAN2=RU2*RAN;
h2=RURAN2.*BS;
C2=h2(L/2,:);
FO2=fft2(ts2);
LCOV2=log10(COV2)
RURAN3=RU3*RAN;
h3=RURAN3.*BS;
C3=h3(L/2,:);
FO3=fft2(ts3);
LCOV3=log10(COV3)
RURAN4=RU4*RAN;
h4=RURAN4.*BS;
C4=h4(L/2,:);
FO4=fft2(ts4);
LCOV4=log10(COV4)

RURAN5=RU5*RAN;
h5=RURAN5.*BS;
C5=h5(L/2,:);
FO5=fft2(ts5);


411
LCOV5=log10(COV5)

RURAN6=RU6*RAN;
h6=RURAN6.*BS;
C6=h6(L/2,:);
FO6=fft2(ts6);
LCOV6=log10(COV6)

subplot(6,3,1)
plot(C1)
subplot(6,3,2)
imagesc(FIDI1)
subplot(6,3,3)
imagesc(CO1)
subplot(6,3,4)
plot(C2)
subplot(6,3,5)
imagesc(FIDI2)
subplot(6,3,6)
imagesc(CO2)
subplot(6,3,7)
plot(C3)
subplot(6,3,8)
imagesc(FIDI3)
subplot(6,3,9)
imagesc(CO3)
subplot(6,3,10)
plot(C4)
subplot(6,3,11)
imagesc(FIDI4)
subplot(6,3,12)
imagesc(CO4)

subplot(6,3,13)
plot(C5)
subplot(6,3,14)
imagesc(FIDI5)
subplot(6,3,15)
imagesc(CO5)

subplot(6,3,16)
plot(C6)
subplot(6,3,17)
imagesc(FIDI6)
subplot(6,3,18)
imagesc(CO6)

return


412
9. Apendix B
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Fig. 14. N=500; D=8; RU= 0.0, 0.1, 0.2, 0.3, 0.4, 0.5. (a) Surface height along the diameter. (b)
Diffraction pattern. (c) Autoconvolution.


413

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Fig. 18. N=500; D=128; RU= 0.0, 0.1, 0.2, 0.3, 0.4, 0.5. (a) Surface height along the diameter.
(b) Speckle pattern. (c) Autoconvolution.


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10. References
Born, M; Wolf, E; (1999) Principles Optics, Cambridge University Press. pp. 412-484.
Etter, D.M.; (1997) Engineering problem solving with MATLAB. Prentice-Hall.
Gascn, F.; Salazar, F.; (2006) A simple method to simulate diffraction and speckle patterns
with a PC, Optik, Vol. 117, pp. 49-57.
Gascn, F.; Salazar, F.; (2008) Numerical computation of in-plane displacements and their
detection in the near field by double-exposure objective speckle photography, Opt.
Commun., Vol. 281, pp- 6097-6106.
Glio, M.; Musazzi, S.; Perini, U.; Surface measurement by means of speckle wavelength
decorrelation, Opt. Commun. Vol. 28, 1979, pp. 166-170.
Goodman, J.W.; (1975) Dependence of image speckle contrast on surface roughness. Opt.
Commun, Vol. 14, pp. 324-327.
Huntley, J.M.; (1989) Speckle photography fringe analysis: assessment of current algorithms,
Appl. Opt. Vol. 28, pp. 4316-4322. (See references therein).
Kreis, T.; (2005) Handbook of Holographic Interferometry. Wiley-VCH, Weinheim, Ch.1, 2.
Lehmann, P.; Patzelt, S.; Schne, A.; (1997) Surface roughness measurement by means of
polychromatic speckle elongation. Appl. Opt. Vol. 36, pp. 2188-2197.
Leonhardt, K.; Tiziani, H.J.; (1982) Removing ambiguities in surface roughness
measurement. Optica Acta, Vol. 29, pp. 493-499
Lipson, S.G.; Lipson, H.; (1995) Tannhauser: Optical Physics. Cambridge University Press,
Cambridge, p.162.
Patzelt, S.; Horn, F; Goch, (2006) G; Fast integral optical roughness measurement of specular
reflecting surfaces in the nanometer range. XVIII Imeko World Congress, Rio de
Janeiro, Brazil.
Persson, U.; (2006) Surface roughness measurement on machined surfaces using angular
speckle correlation. J. Mater. Process. Tech., Vol. 180, pp. 233-238.
Pearson, U.; (1993) Measurement of surface roughness on rough machined surfaces using
spectral speckle correlation and image analysis. Wear, Vol. 160, pp. 221-225.
Prez Quintin, F., Rebollo, M.A; Nogert, E.N.; Landau M. R.; Gaggioli, N.G.; (1996)
Relationship between speckle correlation and refraction index variations:
applications for roughness measurements, Opt. Eng. Vol 35, , pp. 1175-1178.
Ruffing, B.; (1986) Application of speckle-correlation methods to surface-roughness
measurement: a theoretical study, J. Opt. Soc. Am. A, vol. 3, pp. 1297-1304.
Ruffing, B.; (1987) Non-contacting roughness measurement of technical surfaces by speckle-
correlation method. Doctoral Thesis. University of Karlsruhe. (In german)
Spagnolo, G.S.; Paoletti, D.; (1996) Digital speckle correlation for on-line real-time
measurement. Opt. Commun. Vol. 132, pp. 24-28.
Stratton, J.A.: (1961) Thorie de llectromagntisme, Dunod, Paris. p. 531
Tay, C. J.; Toh, S. L.; Shang, H. M.; Zhang, J.; (1995) Whole-field determination of surface
roughness by speckle correlation. Appl. Opt, vol. 34, pp. 2324-2335.
Xiaomei, Xu.; (2009) Non-contact Surface Roughness Measurement Based on Laser
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420
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Conference on Information and Automation. Zhangjiajie, China.
20
MATLAB in Biomodeling
Cristina-Maria Dabu
CRIFST Romanian Academy
Romania
1. Introduction
Mathematical modeling and computer simulations are widespread instruments used for
biological systems study.
Matlab and Simulink are powerful, high-level programming language which offer the
opportunity to apply the principles of linear systems theory in the analysis of biological
systems; the opportunity to develop adequate computer simulation techniques and
algorithms in order to model dynamic responses of physiological systems, and to collect and
analyze data and to visualize the results information for the simulation processes
2. Systemic modeling in biosciences
Models are extremely useful in understanding how the neuronal cell stores, computes,
integrates and transmit the information necessary for the survival of the organism.
Computer assisted models permit also to create a variety of test scenarios that would be too
difficult, expensive or dangerous to allow to happen in reality.
The main goal in modeling and simulation in the area of Biosciences is to develop
integrative models and simulation which allow the dynamic representation of signaling and
metabolic networks in the neuronal cell as open systems with distinct input and output
ports and specific response mechanisms. The systemic approach in the actual researches in
the field of biomodeling aim to fit together the different level at which complex biological
systems are working, from genes through cells, organs to the whole organism (Noble, 2002).
The majority of biological and physiological control systems are nonlinear and the control is
often accomplished parametrically.
Biological systems are hierarchical systems, characterized by:
1. Each level has unique language, concepts or principles;
2. Each level is an integration of items from a lower level; discoveries or descriptions at
i
-th
tlevel aid understanding of phenomena at i+1 level;
3. Relationship between levels is not symmetrical;
In fig.1. is presented the algorithm used for developing biological systemic and
mathematical models. Control systems theory, applied in the neuronal modeling, is used to
analyze the dynamic properties of the neuronal metabolic and signaling pathways and to
understand the role of feedback loops in the reaction networks. The essence of this approach
lies in the dynamics of the system and cannot be described merely by enumerating the
components of the system. In the systemic approach, the neuronal cell is considered an open
system with distinct input and output ports and specific response mechanisms.


422

Fig. 1. The algorithm for developing systemic and mathematical models in neurobiology
Biological systems are adaptive systems, stable, equipped with control mechanisms
(feedback) extremely fine (Heinrich, 1996). In fig.2 we have considered a model rule to
regulate processes within the neuron, a model that, in various forms, otherwise we will find
all subprocesses in regulating cell.
In the neuronal cell, extracellular and intracellular stimuli are captured and measured by
specialized receptor structures located in the cytoplasm and in the cell membrane. Stimuli
are represented by various substances that circulate in the body (hormones, oxygen ions,
different protein structures), environmental factors (radiation, temperature variations, etc.)
and electrical impulses from adjacent cells. Based on these stimuli, and coded programs to
DNA, control mechanisms (feedback) provides nerve cell adaptation to environmental
conditions. They aim to develop cell responses to stimuli coming from the external
environment and internal, depending on the deviation e(t) measured between the model
output (encoded at the genetic level) y
M
(t) and output biosystem (neuronal cell) y(t).
( )
M
t = y (t) - y(t) (1.1)
Under ideal operating conditions for the neuronal cell (t) 0
Where:
u(t) = input size
r(t) = size reference
y(t) = output size
p(t) = disturbance


423
Models about the mechanisms of neuron refers to adaptive changes in cell metabolism,
compared with the extracellular environment. In the presence of enzymes, synthesized as a
result of chemical reactions, substances taken from the cell improper turns feeding their cell
substance. Exchange with the outside is permanent and will work antientropic cell, because
it will prevent their growth through disruption of entropy.

Fig. 2. The systemic model for the regulation processes in the neuronal cell
3. Neuronal cell processes modeling
3.1 The systemic and mathematical models of protein synthesis in the neuronal cell
From the systems theory viewpoint, the neuronal cell is an open system with distinct input
and output ports and specific response mechanisms. Signaling action through the pathways
result in different categories of cellular responses like ionic channel opening or closing,
neuronal differentiation or neuronal cell death. The dynamical models of signaling pathways
are nonlinear and the analysis of their behavior in challenging request specific algorithms.
In a first approximation, the protein synthesis process at neuronal level may be modeled like
a open three-compartmental system (fig.3.)

Fig. 3. The three-compartmental model for the protein synthesis process


424
The equilibrium equations which are describing the system are:

NR N NC CN C R
d
q (t) = (-k +k )q - k q
dt
(2.1.1)

C NC CN N CR R
d
q (t) = (k - k )q - k q +i(t)
dt
(2.1.2)

R NR N CR C e f
d
q (t) = k q - k q - k P (t)
dt
(2.1.3)
Passing in the matrix form, we have:

dq
= Aq
dt
(2.1.8)

N N
C C
R R e f
0 q (t) q (t)
d dq
q (t) = q q (t) = I(t) =
dt dt
q (t) q (t) -k P (t)
b

(2.1.5)

NC CN NR
CN CR
NC
NR CR
0 (-k +k ) -k
-(-k +k ) 0 -k = A
k k 0

(2.1.6)

Using the substitutions (2.5) and (2.6) we get the next afine equation:

dq
= Aq + b
dt
(2.1.7)
With the initial condition:
0 0
q(t ) = q
In order to solving this equation, we have firste to determinate the solution of the
homogenous equation:

dq
= Aq
dt
(2.1.8)
The General solution of such an equation is:

0
3,3
A(t-t )
q(t) = Ce ,A M (R) (2.1.9)
where:

0 0
n 0
n
A (t - t ) A(t-t )
e =
n!
(2.1.10)


425
The proper values of matrix A, used in the study of the protein synthesis process stability
are:

1
2 CR CN NR
3 CR CN NR
= 0
2 2 2
= i k +k +k
2 2 2
= i k +k +k
(2.1.11)
The main biochemical process in the protein synthesis is the formation of the peptide bound.
The necessary information for the synthesis of a protein is stored at the specific structural
gene level coded as purines and pyrimidine bases of DNA molecule structure. To each
amino acid is corresponding a characteristic group of three bases, called codon, the total
number of specific combinations being 64. Through a process of transcription, the code is
transferred in the form of an m
RNA
molecule, synthesized in the nucleus and then
transferred into the cytoplasm. The RNA molecule acts on the ribosomes, in the initiation
stage of synthesis process. During the transcription process, each sequence of DNA is copied
into a corresponding sequence on the m
RNA
.
The RNA synthesized in the neuronal cell nucleus is transferred through the nuclear pores
in the cytoplasm in two forms: m
RNA
and t
RNA
, each of the two macromolecular structures
fulfilling specific roles in the synthesis the proteins. Also, in the cytoplasm of amino acid
activation occurs in the presence of ATP, under the influence of specific amino-synthase,
resulting in an amino-AMP synthetase complex. In this specific t
RNA
, also synthesized by the
DNA transcription synthase is released, forming amino acid-activated t
RNA
complex.
Amino acids activated and coupled with t
RNA
, reach the ribosomes structures where protein
synthesis takes place in three phases:
initiation phase
elongation phase
termination phase
In the protein synthesis process are implied:
DNA
Amino acids
Ribosomal RNA (r
RNA
)
Messenger RNA, formed the nucleus (m
RNA
)
Cytoplasmic transfer RNA (t
RNA
)
Enzyme activation of amino acids (amino t
RNA
-synthase)
Initiation Factors
Transfer Factors
Termination factors
The initiation phase
The protein synthesis process is triggered under the influence of initiation factors existing in
the cytoplasm, and, especially, the m
RNA
, which contains an initiation codon Uracil-
Guanine-Adenine (UGA), which is fixed on the 40S ribosomal subunit. On the initiation
codon is fixing the initiation t
RNA
, which is containing the initiation anticodons (sequence
complementary codon UGA) and carries the emtionina. The t
RNA
initiation is carried at the
P-site P-peptidyl from the 60S subunit (Haulica, 1997).


426
The elongation phase
On the codone that follows the initaiting one, is fixing itself the corresponding t
RNA
which is
bringing the first aminoacid from the proteic sequence, and positioning itself on an second
site (A) from the 60S subunit. When two t
RNA
molecules are fixed on the ribosome, is acting a
ribosomal transpeptidase which is transferring the formilmetioninic residue from the P site
t
RNA
on the A site t
RNA
, forming a dipeptidil-t
RNA
is. Then, through a phenomenon of
translocation, during which the ribosome dipeptidil-t
RNA
is and moving in opposite
directions on the distance of a codon, dipeptidil reach the site of P-t
RNA
, and the site of,
remained open, it's loaded with fixed t
RNA
the second amino acid sequence. By repeating the
process, to add new amino acids, in accordance with the code sent. The process described is
carried out based on energy supplied by ATP and GTP, and elongation of existing factors in
the cytoplasm (Haulica, 1997).
The terminal phase
Is triggered by m
RNA
termination codon (UGA or UAA), reached the site of the codon A.
t
RNA
is not fixed, but protein termination. At this point, unlink transpeptidase peptide chain
composed of the last t
RNA
. Peptide passes into the cytoplasm, being separated into ribosomal
subunits (Haulica, 1997).
Based on bio-physiological processes described above, we have developed the following
model for the systemic process of protein synthesis in the neuronal cell (fig.4), where:
DNA = deoxyribonucleic acid
m
RNA
= messenger ribonucleic acid
t
RNA
= transfer ribonucleic acid
r
RNA
= ribosomal ribonucleic acid
In the cytoplasm, the conservation equations for t
RNA
and m
RNA
mass will be:

t
AMP P L D
RNA
RNA RNA RNA RNA
t t t
t
dM
= Q +Q - Q - Q
dt
(2.1.12)

m
m m m
P L D R
RNA
RNA RNA RNA RNA
m
dM
= Q +Q - Q - Q
dt
(2.1.13)
Where:
M
RNAm
, M
RNAt
= mass of m
RNA
, respectively mass of t
RNA
;
Q
RNAmP
, Q
RNAtP
= m
RNA
flows, respectively t
RNA
flows, coming from the nucleus into the
cytoplasm through nuclear pores;
Q
RNAmL
, Q
RNAtL
= m
RNA
flows, and that t
RNA
, which are in free state in the cytoplasm;
Q
RNAmD
, Q
RNAtD
= m
RNA
flows, and that t
RNA
, degraded citosolic nuclease;
Q
RNAmR
= flow mRNA, ribosomal binding sites linked in t
RNA
;
Q
RNAtAMP =
= flow, which combined with amino-AMP-synthetase complex, forming a
complex amino acid-activated tRNA (Dabu, 2001)
When the cell is in rest, we have:

RNA
m
dM
= 0
dt
(2.1.14)


427

P L D R
RNA RNA RNA RNA
m m m m
0 = Q +Q - Q - Q
(2.1.15)

RNA
t
dM
= 0
dt
(2.1.16)

P L D
RNA RNA RNA ARN
t t t
AMP
0 = Q +Q - Q - Q
t
(2.1.17)

Fig. 4. The multi-compartmental model of protein synthesis process in the neuronal cell


428

Fig. 5. Chart status for tRNA and mRNA in the neuronal cell
3.2 Modeling the behavior of Ca
2+
ions as second messengers
The dynamical model for the Ca
2+
regulation is nonlinear and the analysis of this process
behavior request specific algorithms and tools. MatLab and Simulink offer adequate tools
and algorithms for modeling these kind of processes.
In a neuronal cell in resting state, Ca
2+
concentration is maintained at values below 10
-7

mol/l, because the existing balance between influx and efflux of Ca
2+
. Ca
2+
influxes that may
come from outside the cell by IL-type channels, the ISA, the messengers I, or G protein
receptor complex or other messengers (cAMP, cGMP, IP4). Another source is the influx of
Ca
2+
stores in cell Ca
2+
bound in the mitochondria or reticulum endo (sarco) plasma.
Increasing concentrations of free cytoplasmic Ca
2+
is compensated (in the idle state of the
cell) by effluxes equivalent achievement either to exter (pump ATPase Ca
2+
receptor-
operated and how other messengers II system and antiport third Na
+
/Ca
2+
) or to deposits
(by the Ca
2+
ATPase) (Haulica 1997).
Cell activation through the occurrence of an action potential (AP) or through the coupling
action of a messenger I with specific receptors, stimulates the Ca
2+
influx and mobilization of
deposits. When the concentration of cytoplasmic free Ca
2+
exceeds the threshold value of
10
-5
mol/l, cell response is triggered by Ca
2+
as second messenger. Depending on the
receptors involved in the process and the path followed, cell responses may get different
aspects: the degradation of cAMP and cGMP, the formation of cGMP and cAMP,
glycogenolysis, the release of synaptic neuromediators, protein synthesis, etc.
The effects of activation of other second messengers, Ca
2+
-CaM complex, modulatory
activated creates the possibility of two or more lines of receptor-activated intracellular
signaling a significant effect on the final pool of the cell response (Rousset et al. 2003)
3.2.1 Modeling the behavior of neuronal Ca
2+
when cell is in rest
When the cell is at rest, free cytoplasmic Ca
2+
concentration is maintained at values below
10
-7
mol/l, and the system is described by the following equation (Dabu, 2001):


429

L SA I
L
2+ 2+ 2+ 2+ 2+ 2+
Ca I Ca I Ca Msg Ca G Ca Mit Ca RE
2+ 2+
Ca EATP Ca LATP
2+
d[Ca ]
= Q +Q +Q +Q +Q +Q -
dt

-Q - Q
(2.2.1)
Where:
[Ca
2+
L
] = concentration of free Ca
2+
in nerve cell cytoplasm in a state of rest;
Q
Ca
2+
IL
= influx of extracellular Ca
2+
ion channels IL;
Q
Ca
2+
ISA
= influx of extracellular free Ca
2+
ion channels ISA;
Q
Ca
2+
MsgI
= free extracellular Ca
2+
influx through messengers I.
Q
Ca
2+
G
2+
influx through G protein;
Q
Ca
2+
Mit
= flow freely from the mitochondrial Ca
2+
deposits
Q
Ca
2+
RE
= free flow of Ca
2+
from the endoplasmic reticulum;
Q
Ca
2+
EATP
= efflux by intracellular free Ca
2+
ATPase pump;
Q
Ca
2+
LATP
= intracellular free Ca
2+
flux through the ATPase of caught
and stored Ca
2+
in mitochondria

Fig. 6. The states chart for Ca
2+
inside the neuronal cell in rest state
3.2.2 The cellular response modeling
Ca
2+
acts as a messenger II in activating the cellular response when the neuronal cell is
activated either by the occurrence of an action potentialor after coupling a messenger I with
a specific receptor and the concentration of Ca
2+
free in the cytoplasm exceeds the threshold


430
value of about 10
-5
mol/l. At the occurrence of an action potential in the neuronal cell as
result of releasing the synaptic mediator in the synaptic space, the membrane depolarization
at terminal button level stopes the penetration of Na
+
from outside the cell and generate the
increasing of Ca
2 +
influx inside the cell.
The ions penetrate from the extracellular environment through two kinds of channels:
1. voltage-dependent Na
+
channels opened by action potential
2. voltage-dependent ionic channels, which are opened with a certain delay.

Fig. 7. States diagram for the free Ca
2+
as cell reponse initiator in the activated neuronal cell
cytoplasm

2+
Ca G
2+
L
2+ 2+ 2+ 2+ 2+
Ca I Ca I Ca Msg Ca Mit Ca RE
L SA I
2+ + 2+ 2+ 2+ 2+
Ca Na Ca EATP Ca LATP Ca Cmd Ca TnC
2+
-5 L
d[Ca ]
= Q +Q +Q +Q +Q +Q +
dt
+Q - Q - Q - Q - Q
d[Ca
0, 99 * 10
dt
(2.2.2)
Where:
[Ca
2+
L
] = free concentration of the nerve cell cytoplasm in rest state;
Q
Ca
2+
IL
= influx of extracellular Ca
2+
ion channels IL;
Q
Ca
2+
ISA
= influx of extracellular free Ca
2+
ion channels ISA;
Q
Ca
2+
Msgl
2+
influx through Messengers I channels.
Q
Ca
2+
G
2+
influx through G protein channels;
Q
Ca
2+
Mit
= flow freely from the mitochondrial Ca
2+
deposits
Q
Ca
2+
RE
= free flow of Ca
2+
from the endoplasmic reticulum;
Q
Ca
2+
EATP
= efflux by intracellular free Ca
2+
ATPase pump;
Q
Ca
2+
LATP
= intracellular free Ca
2+
flux through the Ca
2+
ATPase of captured
and stored in mitochondria Ca
2+
;
Q
Ca
2+
Na
+
= Ca
2+
influx through voltage-dependent Na
+
channels opened by action potential
Q
Ca
2+
Cmd
= free flow of cytoplasmic Ca
2 +
which combines with Calmodulin


431
Q
Ca
2+
TnC
= free flow of cytoplasmic Ca
2+
, which combine with TnC
In order to developing the model in SIMULINK, in order to describe the behavior of
intracellular Ca
2+
as messenger II, the following things were considered:
- description of the biological process
- analysis of a great number of lab tests regarding the behavior of Ca
2+
, including:
The models that were built are characterized by the fact that, for input data that is similar
(from the point of view of equivalence with the real world) to measurable input data for the
real system in laboratory conditions, the output data, from point of view of values and
evolution in time, was very close to the experimental data obtained from the lab tests.
Also, the obtained models have been verified, to establish their validity and adjustments
were made where it was required, for a higher fidelity of the models.
The models were developed with MATLAB 4.2 for Windows and SIMULINK 1.3. In their
development, the following were considered:
1. Intracellular Ca
2+
is one of the most important messengers II, having a decisive role in
secretion, motility, intermediary metabolism, cellular division, and cell death;
2. Intracellular Ca
2+
concentration is very important in information processing at neuronal
level;
3. The mechanisms for regulation of Ca
2+
distribution within a neuronal cell include
mainly non-linear processes, whose kinetics depends both on time and space
4. Not all the sub-systems that contribute to the regulation of intracellular Ca
2+
concentration operate at the same rate. Some are rapid systems, while others are slow
systems, with delays and idle periods;
5. Research demonstrated the existence of more Ca
2+
transport sub-systems at neuronal
level: mitochondrial sub-system, endo(sarco)plasmatic reticulum sub-system, ionic
channels transportation, Ca
2+
ATPases transportation and transport through Na
+
/Ca
2+
ion exchangers
6. Laboratory tests carried out on mouse hippocampus cells demonstrated that, following
and action potential, intracellular Ca
2+
concentration could reach the value of 1mM, while,
at rest, intracellular Ca
2+
concentration is about 0.1 mM. Laboratory tests analysis,
performed with the FURA-2 system have shown that the induction of an intracellular
depolarization, following 10-20 action potentials, increases the level of intracellular Ca
2+

concentration within soma and proximal apical dendrites from 0.02-0.05 mM to 0.1-0.2
mM. The time required for the concentration level to come back to the initial value was
about 100 ns. Other similar Laboratory tests analyzes have shown that the level of
intracellular Ca
2+
concentration could increase by 400-500% as a response to an electric
pulse applied for 500 ms, with a comeback to the initial value period of 5 s.
7. Fluctuation of the Ca
2+
concentration at cell level depends on:
the volume of the substance where the process takes place;
local diffusion coefficient
geometry of the elements and structures analyzed (Dabu,2008)
In figures 8 and 11 are presented the Simulink models for the regulation of the Ca
2+
in the
neuronal cell in rest state and activated state of the cell. The input ports are the input ionic
channels and receptor sites from the neuronal membrane where signaling molecules initiate
coupled sets of chemical reactions within the cellular space The output ports are the output
ionic channels and the specific binding sites from the neuronal membrane where the
signaling molecules are binding and initiate bio-chemical reactions outside the cell.


432

Fig. 8. The Simulink model for the regulation of the Ca
2+
in the rest state of the neuronal cell
The results of the simulations are Presented in figures 9 and 10

Fig. 9. Simulation results with low variation of Ca
2+
concentration

Fig. 10. Simulation results with higher variation of Ca
2+
concentration


433

Fig. 11.The Simulink model for the regulation of the Ca
2+
in the activate state of the cell

Fig. 12. Simulation for the activate neuronal cell
4. Matlab and simulink in computer assisted modeling and systemic
approach for aerobic bioremediation
The aerobic bioremediation treatment process technology use special bacteria blends
engineered in order to biodegrade the organic contamination (fig. 13) into harmless carbon
dioxide and water, to derive energy, with no potential environmental impacts, as compared
to conventional burning methods. Some of the carbon is used by bacteria as food to derive
new carbohydrates, proteins and nucleic acids for growth. One bacteria category is
initializing the process, and other bacteria families are continuing the process (figure 2). The
absence of one bacteria species from the bacteria blend is diminishing the purifying capacity
of the whole system .


434

Fig. 13. The systemic model for aerobic bioremediation
For bioremediation to be effective, microorganisms must enzymatically attack the pollutants
and convert them to harmless products. As bioremediation can be effective only where
environmental conditions permit microbial growth and activity, its application often
involves the manipulation of environmental parameters to allow microbial growth and
degradation to proceed at a faster rate. The most used procedures for environmental
parameters manipulation are: biosparging, bioventing, the use of oxygen releasing
compounds; pure oxygen injection, hydrogen peroxide infiltration, ozone injection. All these
procedure add in the contaminated area supplemental supply of oxygen which becomes
available to aerobic, hydrocarbon-degrading bacteria. Like other technologies,
bioremediation has its limitations. Some contaminants, such as chlorinated organic or high
aromatic hydrocarbons, are resistant to microbial attack. They are degraded either slowly or
not at all, hence it is not easy to predict the rates of clean-up for a bioremediation exercise.
There are no rules to predict if a contaminant can be degraded (Rockne et al., 2000).

Fig. 14. The compartmental systemic model for aerobic bioremediation
Microbial growth and activity are readily affected by pH, temperature, and moisture.
Temperature affects biochemical reactions rates, and the rates of many of them double for
each 10C rise in temperature. Above a certain temperature, however, the cells die.
Available water is essential for all the living organisms, and irrigation is needed to achieve
the optimal moisture level. The amount of available oxygen will determine whether the
system is aerobic or anaerobic (fig.14)


435
Biomodeling using Simulink and Matlab can provide important answers regarding the
mechanisms of biodegradation reactions and the evolution of degenerative capabilities in
bacteria/microorganisms. They are usefully to predict the outcome of the bioprocesses and
to evaluate the time and the costs of the intervention, it is necessary to create and use
systemic and computer assisted mathematical models to describe the bioremediation
processes (Dabu 2004).
For developing such models, it is necessary to look down the following steps:
1. Establishing the scope of the required treatment;
2. Identifying the inputs and outputs of the system;
3. Identifying the environmental parameters which affect the process and the
corresponding sub-processes (bioavailability, penetration or uptake of the compounds
trough the cell envelope, flow and transport, biochemical reactions, release of products);
4. Identifying the inhibitory and activator effects of different compounds or
microorganism classes;
5. Identifying the compartmental systemic model of the process.
6. Identifying the transfer functions which are describing every compartment of the model
and the transfer function for the entire model (Dabu & Nicu 1998, Dabu 2004).

Fig. 15. The Simulink model for an anaerobic bioremediation process

Fig. 16. The simulation output


436
5. References
B. N. Anderson & R. D. B. N. Anderson & R. D. Henkler. (2000). Monitoring and Control of
Field Bioremediation. Biotechnology 2000:Proceedings of the 11th International
Biotechnology Symposium & 18th DECHEMA Annual Meeting on Biotechnology,
Berlin. Section VI, Environmental Biotechnology, pp. 403-407
Cristina Maria Dabu, M. D. Nicu, Environmental Biotechnologies and their Implications
in Ecological Problems, Modern Biotechnologies and the Environment Protection,
1998, 130-135;
Dabu C.M. Contributions about mathematical and computer aided modeling of neuronal
structures applied in radiobiology, Politehnica University of Bucharest, 2001, pp
5-15
Dr. Cristina Maria Dabu,. Environmental Biotechnologies and the environment quality
A.G.I.R. Bulletin, no. 4, 2004, 85-88;
Dabu C.M. Computational Models end e-Science, Dr. Eng. Cristina Maria Dabu,
E_COMM_LINE 2005 Volume, 2005, pp351-355
Jiri Dambrosky, Computer modelling of microbial hydrolytic dehalogenation, Pure &Appl.
Chem., vol.70, No.7, 1998, 1375-1383;
Gonzalez Perez P.P, Modelling intracellular signalling networks using behaviour-based
systems and the blackboard architecture, Universidad Nacional Autnoma de
Mxico, pp.1
Haulica, I., Fiziologie umama, Editia a II -a, Ed. Medicala , Bucuresti, 1997, pp 45-99
Heinrich, R. & Schuster, S. 1996 The regulation of cellular systems. New York: Chapman &
Hall
Rockne, K. J., J. C. Chee-Sanford, R. A. Sanford, B. Hedlund, J. T. Staley, S. E. Strand (2000)
Anaerobic naphthalene degradation by microbial pure cultures under nitrate-
reducing conditions. Applied Environmental Microbiology. 66 (4), 1595-1601.
Matthieu Rousset, Thierry Cens, Sophie Gavarini, Andreas Jeromin, Pierre Charnet, Down-
regulation of Voltage-gated Ca2_ Channels by Neuronal Calcium Sensor-1 Is _
Subunit-specific, The Journal of Biological Chemistry, Vol. 278, No. 9, Issue of
February 28, pp. 70197026, 2003
Noble, D. 2002 Modeling the heartfrom genes to cells to the whole organ. Science 295,
16781682. (doi:10.1126/science.1069881)
Shreedhar Maskey, Andreja Jonoski, Dimitri P. Solomatine, Groundwater Remediation
Strategy Using Global Optimization Algorithms, Jourmal of Water Resources
Planning and Management, 2002, 431-440;
M. Vidali, Bioremediation. An overview, IUPAC, Pure and Applied Chemistry 73, 2001,
11631172
21
Non Linear Algorithm for Automatic Image
Processing Applications in FPGAs
Emerson Carlos Pedrino
1
, Valentin Obac Roda
2
and Jose Hiroki Saito
1,3

1
Federal University of Sao Carlos, Department of Computer Science
2
Federal University of Rio Grande do Norte, Department of Electrical Engineering
3
Faculty of Campo Limpo Paulista
Brazil
1. Introduction
Mathematical morphology supplies powerful tools for low-level image analysis. The design
of morphological operators for a given application is not a trivial one. For some problems in
low level image processing the best result is achieved applying to the image an ordered
sequence of morphological operators, that can be done manually, but is not easy and not
always leads to the best solution. Genetic programming (GP) is a branch of evolutionary
computing, and it is consolidating as a promising method for applications of digital image
processing. The main objective of genetic programming is to discover how computers can
learn to solve problems without being programmed for that. In the search for a practical
automatic solution for low level image processing using mathematical morphology and
genetic programming we present in this chapter a Matlab algorithm used for this purpose.
Two sample images feed the Matlab application, the first one the original image with all
defects, the second one the goal image where the defects of the original image were
corrected. If we want to find the mathematical morphology operators that implement a
certain filter that removes specific noise from the image, we supply a noisy image and an
image were the noise was removed. The second image can be obtained from the noisy image
applying an image manipulation program. After the parameters are supplied to the Matlab
algorithm, the developed program starts to search for the sequence of morphological
operators that leads to the best solution. The program works iteratively, and at each
iteration compares the result of the morphological operations applied to the image set with
the previous ones. To quantify how good is the solution at each iteration the resulting image
is compared with the reference image using the mean absolute error (MAE) of the pixels.
The best solution of the process is the image from a certain set whose error is less than a
reference error indicated to the function. Using this methodology it was possible to solve a
number of low level image processing problems, including edge detection, noise removal,
separation of text from figures, with an error less than 0.5%, most of the time. Examples are
presented along the text to clarify the use of the proposed algorithm. In addition, the
sequence of operators obtained by the Matlab procedure was used to reconfigure an
hardware architecture implemented in FPGAs to process images with the generated
instructions in real time.


438
2. Theoretical background
In this section it will be presented a brief review of the theoretical background needed to
understand the concepts used in the development of the current work. Firstly, it will be
presented the theoretical basis of mathematical morphology followed by the fundamentals
ideas of the genetic programming approach.
2.1 Mathematical morphology
Morphological image processing is a nonlinear branch in image processing developed by
Matheron and Serra in the 1960s, based on geometry, and on the mathematical theory of
order (Dougherty, 1992; Serra, 1982; Weeks, 1996; Soille, 1999; Sonka et al., 1993; Facon,
1996). Morphological image processing has proved to be a powerful tool for binary and
grayscale image computer vision processing tasks, such as edge detection, noise
suppression, skeletonization, segmentation, pattern recognition, and enhancement. Initial
applications of morphological processing were biomedical and geological image analysis
problems. In the 1980s, extensions of classical mathematical morphology and connections to
other fields were developed by several research groups worldwide along various directions,
including: computer vision problems, multi scale image processing, statistical analysis, and
optimal design of morphological filters, to name just a few (Pedrino et al., 2010). The basic
operations in mathematical morphology are the dilation and the erosion, and these
operations can be described by logical and arithmetic operators. Dilation and erosion
morphological operators can be represented respectively by the sum and subtraction of
Minkowski sets (Dougherty, 1992):
AB={B+a|a A}

(1)
A-B={A+b|b B} (2)
In Equation (1), A is the original binary image, B is the structuring element of the
morphological operation, and B+a is the B displacement by a. Therefore, the dilation
operation is obtained by the union of all B displacements in relation to the valid A elements.
In Equation (2), -B is the 180
o
rotation of B in relation to its origin. Therefore, the erosion
operation corresponds to intersection of the A displacements by the valid points of -B.
According to Equation (1), the dilation operation will expand an image, and the erosion
operation will shrink it. These operations are fundamental to morphological processing, and
many of the existing morphological algorithms are based on these two primitives
operations. These ideas can be extended to gray level image processing using maximum and
minimum operators, too (Gonzalez & Woods, 2008). Many applications examples can be
found in that text. In addition, color is known to play a significant role in human visual
perception. The application of mathematical morphology to color images is difficult due to
the vector nature of the color data. Mathematical Morphology is based on the application of
lattice theory to spatial structures (Angulo & Serra, 2005). The definition of morphological
operators needs a totally ordered complete lattice structure. A lattice is a partially ordered
set in which any two elements have at least an upper bound (supremum) and a greatest
lower bound (infimum). The supremum and the infimum are represented by the symbols
and , respectively. Thus, a lattice is complete if every subset of the lattice has a single
supremum and a single infimum. The application of mathematical morphology to color
images is difficult due to the vector nature of the color data. The extension of concepts from
grayscale morphology to color morphology must first choose an appropriate color ordering,

Non Linear Algorithm for Automatic Image Processing Applications in FPGAs

439
a color space that determines the way in which colors are represented, and an infimum, and
a supremum operator in the selected color space should also be defined. There are several
techniques for ordering vectors. The two main approaches are marginal ordering and vector
ordering. In the marginal ordering, each component P of a pixel is ordered independently,
and the operations are applied to each channel; unfortunately, this procedure has some
drawbacks, e.g., producing new colors that are not contained in the original image and may
be unacceptable in applications that use color for object recognition. The vector ordering
method for morphological processing is more advisable. Only one processing over the three
dimensional data is performed using this method. There are several ways of establishing the
order, e.g., ordering by one component, canonical ordering, ordering by distance and
lexicographical ordering (Chanussot & Lambert, 1998). Once these orders are defined, then
the morphological operators are defined in the classical way (Pedrino, 2010).
2.2 Genetic programming
Genetic programming (GP) is a technique for automatic programming nowadays and may
provide a better context for the automatic generation of morphological procedures. GP is a
branch of evolutionary computation and artificial intelligence, based on concepts of genetics
and Darwins principle of natural selection to genetically breed and evolve computer
programs to solve problems (Koza, 1992). Genetic Programming is the extension of the
genetic algorithms (Holland, 1975) into the space of programs. That is, the objects that
constitute the population are not fixed-length character strings that encode possible
solutions to a certain problem. They are programs (expressed as parse trees) that are the
candidate solutions to the problem. There are few applications of GP for the automatic
construction of morphological operators. According to Koza, in GP, populations of many
computer programs are genetically bred by means of the Darwinian principle of survival
and reproduction of the fittest individual in a population. In this approach, GP starts with
an initial population of computer programs generated randomly, in which each program is
represented by functions and terminals (operands) appropriate to a certain problem domain.
Each chromosome (computer program) in the population is measured in terms of its fitness
measure. This measure indicates how well a particular individual performs in a particular
problem environment. The nature of the fitness depends on the problem at hand. A new
offspring population of chromosomes is generated based on the current population using
the Darwinian principle of reproduction and survival of the fittest, as seen before. In
addition, the genetic crossover operator is used, too. The reproduction operator can copy, in
proportion to a fitness, a chromosome (computer program) from current population into the
new population. The crossover operator can produce new offspring computer programs
from two parental chromosomes based on their fitness. Typically, the programs are of
different sizes and shapes. After these process, a new population of individuals is generated
and the old one is deleted. This process is repeated for many generations until a desired
result can be obtained.
3. Developed system
The developed system for automatic construction of morphological operators uses a genetic
programming algorithm that operates with two images from a certain image set, an input
image, and an image containing only features of interest which should be extracted from the
input image. The genetic procedure looks in the space of mathematical morphology
operators for sequences that allow extracting the features of interest from the original image.
The operators are predefined procedures from a database that work with any kind of


440
structuring elements having different shapes and sizes. It is also possible to include new
operators in the database when necessary. The program output is a tree based structure
containing the best individual of the final population. The genetic algorithm parameters are
supplied by the user using a text user interface. The main parameters are: tree depth,
number of chromosomes, number of generations, crossover rate, mutation rate, and certain
kinds of operators suited to a particular problem. The mean absolute error (MAE) was used
as a fitness measure. The cost function using the MAE was calculated as follows:
d(a,b)=
i
j
|(a(i,j)-b(i,j)|/XY (3)
In Equation (3), 'a' is the resulting image evaluated by a particular chromosome (program),
and 'b' is the goal image with the same size as 'a', and '(i,j)' is the pixel coordinate. The
programs are encoded as tree structure chromosome. The main steps of the proposed
algorithm are illustrated in Figure 1. In the Figure, the index 'i' refers to an individual in the
population. The reprodution rate is 'pr', the crossover rate is 'pc', and the mutation rate is 'pm'.
The goal image can be created using an editor program. As Figure 1 shows, initially the genetic
parameters are selected by the user, along with a couple of sample images that represent the
problem to be solved. Then, the genetic procedure generates a random population of computer
programs (chromosomes), according to the user specifications. A fitness value is assigned to
each program, after the operations of reproduction, crossover and mutation, a new population
of individuals is generated. The described evolutionary process is repeated by many
generations and can be stopped according to a stop condition. The mutation operator, that was
not previously discussed, simply generates an individual belonging to the space of solutions of
the problem and connects it to a random point of a particular randomly chosen chromosome.
Such operation is performed with a given probability.

Fig. 1. Flowchart of developed system


441
The process of evaluating a given depth four chromosome of the population of individuals
is shown in Figure 2. 'Img_in' corresponds to the input image, 'ero' and 'dil' instructions
corresponds to the erosion and dilation operations respectively. The argument 'end_n'
matches an address of a table containing all combinations of structuring element for a
given problem. Both the instructions, and the arguments are found in an intelligent manner
when a pair of input images are presented to the genetic procedure. It can be seen in Figure
2 that initially the input image is eroded, followed by two dilations and the resulting image
is eroded again. All the morphological operators in the example use the same structuring
element pointed by 'end_n'.

Fig. 2. Example of a chromosome representing a morphological filter and its arguments
The tournament selection method was the one chosen to be used in this work (Koza, 1992).
The training set, used to extract the pair of images used in the presented method, was
obtained using samples of synthetic images of various resolutions. For each resolution the
maximum depth size for each chromosome tree and the error calculation functions were
changed. The training will be further detailed in Section 3.1. As follows, the Matlab
developed algorithm is presented along with some examples. In all the examples binary
images were used, however, the method can be extended to handle any type of image.
3.1 Matlab algorithm
The Matlab algorithm for binary images mathematical morphology automatic processing
developed in this work is presented as follows.
% - Developed Algorithm
% - pop: Initial Population
% - nc: number of chromosomes
% - cr: randomly generated chromosome
% - cr_col: columns of cr
% - num_instr: number of instructions
% - profd: maximum tree depth
% - arg: pointer to the table of arguments
pop=pop_init(nc,cr,cr_col,num_instr,profd,arg);
% - ger: generations
% - ng: number of generations
% - ct_aux: auxiliary cost
ger=0;
ct_aux=inf;
while (ger<=ng)


442
% - ct_gn: costs from generation 'n'
% - img_org: input image
% - img_obj: goal image
% - instr: instruction table
ct_gn=cost(nc,pop,img_org,img_obj,instr,profd);
% - elt: best program of generation 'n'
% - ct_min: cost of best program
[elt,ct_min]=elit_indv(pop,ct_gn);
% - Elitism
% - sol: best program found
if (ct_min < ct_aux)
ct_aux=ct_min;
sol=elt;
end
% err: tolerated error
if (ct_aux<=err)
break;
end
% - Crossover
% - pop_g: new population
% - tx_cs: crossover rate
tx_cs_conv=(-10*tx_cs/100)+10;

pop_g=crossover(tx_cs_conv,pop,nc,img_org,img_obj,instr
,profd,sol);
% - Mutation
tx_mt_conv=(-10*tx_mt/100)+10;
pop=mutation(pop_g,num_instr,profd,nc,tx_mt_conv,arg);
ger=ger+1;
end
According to the previous code, the function pop_init is responsible for generating
randomly, using user provided parameters, the initial population of individuals. The
parameters are described as follows.
- nc: number of chromosomes (programs);
- cr: initial chromosome user created;
- cr_col: number of columns of cr;
- num_instr: instruction number;
- profd: maximum depth tree tolerated;
- arg: pointers vector for the arguments table;
The implementation of the algorithm pop_init function is shown as follows. This function
uses another function called ger_cr to generate chromosomes randomly.

function p_i=pop_init(nc,cr,cr_col,num_instr,profd,arg)
% Initial Population of Individuals
pop(1,1:cr_col)=cr;
for i=2:nc
cr=gera_cr(num_instr,profd,arg);
pop(i,:)=cr;
end
p_i=pop;


443

function cr=ger_cr(num_instr,profd,arg)
cr=zeros(1,profd*4);
[~,num_arg]=size(arg);
for i=1:4:profd*4
aleat=round(rand*(num_instr-1));
cr(i)=aleat;
aleat=round(rand*(num_arg-1))+1;
cr(i+1)=aleat;
cr(i+2)=aleat;
cr(i+3)=aleat;
end
The cost function is responsible for calculating the cost of each chromosome in current
population of individuals. Internally, it uses two other functions, build_op and comp, the first
one is responsible for building the program, according to the tree structure shown
previously, and the second is responsible for calculating the fitness of chromosomes. Below,
the code part related to the cost and build_op functions is presented. Following, the function
comp is presented, too. The main parameters used for each function are the following.
- nc: number of chromosomes;
- pop: current population;
- img_org: input image;
- img_obj: goal image;
- instr: instructions vector;
- profd: maximum depth allowed to each chromosome.
The build_op function is responsible for the construction of each individual, using functions
and arguments provided by the user through the instructions vector and by the table of
arguments. The input image is applied to each program generated automatically and the
comp function tests whether the object pixels and the image background pixels correspond to
the pixels of the object and background of the goal image, thereby creating a vector
containing all the costs associated to each program obtained in the present generation.

function c=cost(nc,pop,img_org,img_obj,instr,profd)
% - It Evaluates the Cost of Each Individual from the Current
Population
c=ones(1,nc);
for i=1:nc
sample=build_op(instr,pop(i,:),profd,img_org);
c(i)=comp(amostra_c,img_obj);
end

function op = build_op(instr,cr,profd,img)
% - It Builds a Program
% to be Applied to the
% Input Image
op=eval([char(instr(cr(1)+1)),'(','img',',',num2str(cr(2)),',
',num2str(cr(3)),',',num2str(cr(4)),')']);


444
aux_op=op;
% - Building
for i=5:4:profd*4
op=eval([char(instr(cr(i)+1)),'(','aux_op',',',num2str(
cr(i+1)),',' ,num2str(cr(i+2)),',',num2str(cr(i+3)),')']);
aux_op=op;
end

function comp_ab = comp(a,b)
% - It Compares two images (a and b)
TP=0.005;
FN=0.005;
TN=0.005;
FP=0.005;
[lin,col]=size(a);
for i=1:lin
for j=1:col
if b(i,j) && a(i,j)
TP=TP+1;
else
if b(i,j) && ~a(i,j)
FP=FP+1;
else if ~b(i,j) && ~a(i,j)
TN=TN+1;
else
if ~b(i,j) && a(i,j)
FN=FN+1;
end
end
end
end
end
end
SV=TP/(TP+FN);
SP=TN/(TN+FP);
comp_ab=1-(sqrt((1-SP)^2+(1-SV)^2))/sqrt(2);
comp_ab=1-comp_ab;
The elit_indv function returns the best current generation chromosome, the elite, and their
associated cost; its parameters are the following.
- ct_gn: vector cost for the current population;
The implementation of the elit_indv function is shown as follows.

function [elt,ct_min]=elite_indv(pop,ct)
% Best Individual
[ct_min,ind]= min(ct);
elt=pop(ind,:);
The next function implemented was the genetic crossing (crossover), which can be seen
below. Its main parameters are:


445
- tx_cs: crossing rate, between 0 and 1 (0 - 100%);
- img_org: input image;
- img_obj: goal image;
- instr: instructions vector;
- profd: maximum depth allowed for each chromosome;
- sol: best chromosome (program) found so far.
The crossing is performed between two trees in the population of individuals, selected
according to a given probability, user specified. The crossing method used is similar to the
one implemented by Koza (Koza, 1992).

function
pop_g=crossover(tx_cs,pop,nc,img_org,img_obj,instr,profd,sol)
% - Crossover.
pop_g=pop;
pop_g(1,:)=sol;
pop_indv_at=2;
while (pop_indv_at<=nc)
rd_c=round(rand*nc+.5);
p1=pop(rd_c,:);
p2=pop(rd_c,:);
p3=pop(rd_c,:);
px=[p1;p2;p3];
% - Tournament selection.
ct_gn=custo(3,px,img_org,img_obj,instr,profd);
[elt,~]=elite_indv(px,ct_gn);
% father
p=elt;
[~,ind_p2]=sort(ct_gn);
% mother
m=px(ind_p2(2),:);
rd_num=rand*10;
if (rd_num>tx_cs)
ind_imp=1:4:profd*4;
[~,c_ind_imp]=size(ind_imp);
ind_p=ind_imp(round(rand*(c_ind_imp)+0.5));
ind_m=ind_imp(round(rand*(c_ind_imp)+0.5));
gen_p=p(ind_p);
gen_m=m(ind_m);
p(ind_p)=gen_m;
m(ind_m)=gen_p;
aux=round(rand*(3)+0.5);
crt_p=ind_p+aux;
crt_m=ind_m+aux;
gen_p=p(crt_p:ind_p+3);
gen_m=m(crt_m:ind_m+3);
p(crt_p:ind_p+3)=gen_m;


446
m(crt_m:ind_m+3)=gen_p;
pop_g(pop_indv_at,:)=p;
pop_indv_at=pop_indv_at+1;
if (~rem(nc,2))
pop_g(pop_indv_at,:)=m;
end
else
pop_g(pop_indv_at,:)=p;
if (~rem(nc,2))
pop_g(pop_indv_at,:)=m;
end
end
end
- The mutation function swaps parts of the selected programs, according to a given
probability, with parts of programs belonging to the space of solutions of a given
problem; its parameters are shown as follows.
- num_instr: number of instructions;
- profd: maximum depth allowed for each chromosome;
- tx_mt: mutation rate, between 0 and 1 (0 - 100%);
- arg: pointers vector for the argument table.

function pop_g=mutation(pop,num_instr,profd,nc,tx_mt,arg)
% Mutation.
[~,num_arg]=size(arg);
pop_g=pop;
for i=1:nc
for j=1:4:profd*4
rd_num=rand*10;
if (rd_num>tx_mt)
rd=round(rand*(num_instr-1));
pop_g(i,j)=rd;
end
rd_num=rand*10;
if (rd_num>tx_mt)
rd=round(rand*(num_arg-1))+1;
pop_g(i,j+1)=rd;
end
rd_num=rand*10;
if (rd_num>tx_mt)
pop_g(i,j+2)=rd;
end
rd_num=rand*10;
if (rd_num>tx_mt)


447
pop_g(i,j+3)=rd;
end
end
end
3.2 Application examples
In this subsection some application examples, using the algorithm described in the previous
subsection, are presented. All examples are for binary images and use equations 1 and 2
shown in subsection 2.1. A synthetic image containing four objects with different shapes
was generated for implementation of the examples. The training set consisted of three
samples with different resolutions for each picture object. In addition, they were used three
different maximum allowed sizes for each tree size, representing the chromosomes. Also,
in each case the algorithm was run three times. In the first example, it was tried to find a
combination of morphological filters and logical operators to recognize the star present in
the input image (Figure 3). In this figure it is possible to see the desired image and the
training process. The error found for this example was zero. Other training pairs were used
through the training set also resulting in errors very close to zero. For this example the
following genetic parameters and arguments were used.
ng=50,
nc=500,
tx_cs=90%,
tx_mt=10%,
arg=[1 2 3 4 5 6 7 8],
tb_arg=[0 0 0;0 0 1;0 1 0;0 1 1;1 0 0;1 0 1;1 1 0; 1 1 1].
The 'arg' vector pointers to 'tb_arg' that corresponds to the table of structuring elements
used in the morphological operations. The instructions vector used in this example was the
following:
instr={'nop' 'dil' 'ero' 'or1' 'and1' 'sto1' 'cpl'},
were:
nop means no operation;
dil corresponds to a dilation through the structuring elements contained in tb_arg;
ero corresponds to an erosion through the structuring elements contained in tb_arg;
or1 is equivalent to a logical OR operation;
and1 is equivalent to a logical AND operation;
sto1 corresponds to a storage operator of the current results in a temporary memory
variable;
cpl is equivalent to a logical NOT operation.

"5 4 2 4 2 7 5 2 3 5 3 6 3 2 2 8 4 4 5 6 6 6 7
2 1 2 4 5 2 4 4 4 6 6 3 7 4 6 3 6 2 7 5 7 4 4 7
7 3 7 3 2 4 6 7 3 5 2 4 5 2 2 3 6 4 5 7 2 4 7 5
1 3 2 7 3 5 5 5 7 6 6 6 1 1 2 8 8 2 5 7 6 6 5 5
8 0 6 6 5 1 6 5 2 6 1 2 2 6 4 3 3 1 5 2 7 2 7 2
4 6 6 2 3 4 5 1 2"
Figure 4 shows the algorithm generated to recognize the star presented in the input image.
The arguments are pointers to the arguments table containing the structuring elements


448
for the morphological operators. The generated machine code, in decimal, for the given
example considering the architecture cited in this work can be seen as follows.
The above code is transferred to a FPGA dedicated processor architecture. The FPGA
processor processes in real time the images from a video camera with the objective of
determining the shapes intended, according to the training algorithm. The addresses for the
arguments table containing the structuring elements are shown in bold characters, thus
the three arguments will point to three rows of the table forming a structuring element of
size 3x3, equivalent to the size used in implementing each stage of the above architecture.
Using this approach it is possible to build 512 different shapes structuring elements. The
numbers representing the functions are pointers to the instruction vector 'instr', whose
index starts at zero, and are not represented in bold characters. Thus, for example, code 1 6 5
2 corresponds to the instruction dil (img, [1 0 1, 1 0 0, 0 0 1]), which is a dilation of 'img'
by the structuring element shown as argument. The image 'img' is obtained from the result
of the previous instruction by a pipeline process, and so on.

Fig. 3. Example of an automatic filter construction for recognizing the star present in the
input image
Another application example obtained by the developed system, was the decomposition of
an any shape structuring element in smaller size 3x3 structuring elements. For this example
we used the same parameters of the previous example. The training process for the
evolutionary system of the given problem is illustrated in Figure 5. A binary 17x17 size
object, not decomposed by the algorithm proposed by Park and Chin (Park & Chin, 1995),
could be decomposed by the proposed methodology. The process converged after iteration
300, and the error obtained was zero. The following opcode was generated for the addressed
problem.
"0 7 2 5 0 1 2 4 0 5 1 2",


449
where the zeros correspond to successive dilations of the input image by the following
structuring elements.
[1 1 0;0 0 1;1 0 0], [0 0 0;0 0 1;0 1 1], e [1 0 0;0 0 0;0 0 1]
After successive dilations of a central point by the above structuring elements, it was
possible to find the object shown in Figure 5.

Fig. 4. Algorithm generated for the automatic pattern recognition filter construction problem
shown in Figure 3


450

Fig. 5. Example of decomposition of a 17x17 structuring element
As mentioned earlier in this chapter, the results obtained by the aforesaid system were used
to set up a FPGA implemented architecture, whose block diagram is shown in Figure 6. The
architecture has several reconfigurable pipeline stages that can deal with 3x3 structuring
elements. The concatenation of several stages allows operations with larger size structuring
elements, whose shape can also be flexible.

Fig. 6. Architecture used to process the programs generated by the proposed system
(Pedrino et al., 2010)
4. Conclusion
The construction of a Matlab algorithm using a methodology for automatic construction of
morphological and logical operators by the use of genetic programming was presented in
this chapter. When presenting pairs of images to the system from a training set, a set of


451
instructions and arguments for a given problem and appropriate genetic parameters, an
evolutionary process builds a sequence of nonlinear image operators that given an input
image produces an output image as close as possible to the goal image provided. The
algorithm generated in this work was also used to configure a pipeline processing
architecture in FPGA, capable of processing images in real time, with the images provided
by a CCD video camera. Examples were shown in the text in order to demonstrate the
feasibility of the developed methodology for automatic construction of image processing
algorithms. The task of designing an imaging processing sequence of operators is not so
trivial, so the proposed methodology might be very helpful as an aid for the expert in this
situation.
5. Acknowledgments
Emerson C. Pedrino is grateful to the "Fundao de Amparo a Pesquisa do Estado de So
Paulo" for the financial support of this work, thoughout the project, proc. 2009/17736-4. The
authors are also grateful to the Departament of Computer Science/University Federal de
So Carlos, Faculty of Campo Limpo Paulista, and to the Department of Electrical
Engineering/UFRN.
6. References
Dougherty, E. R. (1992). An Introduction to Morphological Image Processing, SPIE, Bellingham,
Wash, USA
Serra, J. (1982). Image Analysis and Mathematical Morphology, Academic Press, San Diego,
Calif, USA
Weeks Jr., A. R. (1996). Fundamentals of Electronic Image Processing, SPIE, Bellingham, Wash,
USA
Soille, P. (1999). Morphological Image Analysis, Principles and Applications, Springer, Berlin,
Germany
Sonka, M., Hlavac, V. & Boyle, R. (1993). Image Processing, Analysis and Machine Vision,
Chapman & Hall, Boca Raton, Fla, USA
Facon, J. (1996). Morfologia Matemtica: Teoria e Exemplos, Editora Universitria da Pontifcia
Universidade Catlica do Paran, Prado Velho, Brazil (In portuguese)
Pedrino, E. C., Roda, V. O. & Saito, J. H. (2010). A Genetic Programming Approach to
Reconfigure a Morphological Image Processing Architecture. International Journal of
Reconfigurable Computing, Vol.2011, pp. 712494-712503
Gonzalez, R. C. & Woods, R. E. (2008). Digital Image Processing. Prentice Hall, Upper Saddle
River, NJ
Angulo, J. & Serra, J. (2005). Morphological Coding of Color Images by Vector Connected
Filters, In: Centre de Morphologie Mathmatique, Ecole des Mines de Paris, Paris,
France
Chanussot, J. & Lambert, P. (1998). Total ordering based on space filling curves for
multivalued morphology, In: Proceedings of the 4th International Symposium on
Mathematical Morphology and Its Applications, 5158
Koza, J. (1992). Genetic Programming, MIT Press, Cambridge, Mass, USA


452
Holland, J. (1975). Adaptation in Natural and Artificial Systems, MIT Press, Cambridge, Mass,
USA
Park, H. & Chin, R. T. Decomposition of arbitrarily shaped morphological structuring
elements, IEEE Trans. Pattern Anal. Mach. Intell., Vol.17, No1, pp. 2-15
22
Using MATLAB to Compute Heat
Transfer in Free Form Extrusion
Sidonie Costa, Fernando Duarte and Jos A. Covas
University of Minho
Portugal
1. Introduction
Rapid Prototyping (RP) is a group of techniques used to quickly fabricate a scale model of a
part or assembly using three-dimensional computer aided design (CAD) data (Marsan,
Dutta, 2000). A large number of RP technologies have been developed to manufacture
polymer, metal, or ceramic parts, without any mould, namely Stereolithography (SL),
Laminated Object Manufacturing (LOM), Selected Laser Sintering (SLS), Ink-jet Printing
(3DP) and Fused Deposition Modeling (FDM).
In Fused Deposition Modelling (developed by Stratasys Inc in U.S.A.), a plastic or wax
filament is fed through a nozzle and deposited onto the support (Prez, 2002; Ahn, 2002;
Ziemian & Crawn, 2001) as a series of 2D slices of a 3D part. The nozzle moves in the XY
plane to create one slice of the part. Then, the support moves vertically (Z direction) so that
the nozzle deposits a new layer on top of the previous one. Since the filament is extruded as
a melt, the newly deposited material fuses with the last deposited material.
Free Form Extrusion (FFE) is a variant of FDM (Figure 1), where the material is melted and
deposited by an extruder & die (Agarwala, Jamalabad, Langrana, Safari, Whalen &
Danthord, 1996; Bellini, Shor & Guceri, 2005). FFE enables the use of a wide variety of
polymer systems (e.g., filled compounds, polymer blends, composites, nanocomposites,
foams), thus yielding parts with superior performance. Moreover, the adoption of co-
extrusion or sequential extrusion techniques confers the possibility to combine different
materials for specific properties, such as soft/hard zones or transparent/opaque effects.

Fig. 1. Free Form Extrusion (FFE).


454
Due to their characteristics - layer by layer construction using melted materials - FDM and
FFE may originate parts with two defects: i) excessive filament deformation upon cooling
can jeopardize the final dimensional accuracy, ii) poor bonding between adjacent filaments
reduces the mechanical resistance. Deformation and bonding are mainly controlled by the
heat transfer, i. e., adequate bonding requires that the filaments remain sufficiently hot
during enough time to ensure adhesion and, simultaneously, to cool down fast enough to
avoid excessive deformation due to gravity (and weight of the filaments above them).
Therefore, it is important to know the evolution in time of the filaments temperature and to
understand how it is affected by the major process variables. Rodriguez (Rodriguez, 1999)
studied the cooling of five elliptical filaments stacked vertically using via finite element
methods and later found a 2D analytical solution for rectangular cross-sections (Thomas &
Rodriguez, 2000). Yardimci and Guceri (Yardimci & S.I. Guceri, 1996) developed a more
general 2D heat transfer analysis, also using finite element methods. Li and co-workers (Li,
Sun, Bellehumeur & Gu, 2003; Sun, Rizvi, Bellehumeur & Gu, 2004) developed an analytical
1D transient heat transfer model for a single filament, using the Lumped Capacity method.
Although good agreement with experimental results was reported, the model cannot be
used for a sequence of filaments, as thermal contacts are ignored.
The present work expands the above efforts, by proposing a transient heat transfer analysis
of filament deposition that includes the physical contacts between any filament and its
neighbours or supporting table. The analytical analysis for one filament is first discussed,
yielding an expression for the evolution of temperature with deposition time. Then, a
MatLab code is developed to compute the temperature evolution for the various filaments
required to build one part. The usefulness of the results is illustrated with two case studies.
2. Heat transfer modelling
During the construction of a part by FDM or FFE, all the filaments are subjected to the same
heat transfer mechanism but with different boundary conditions, depending on the part
geometry and deposition sequence (Figure 2).

Fig. 2. Example of a sequence of filaments deposition.
Consider that N is the total number of deposited filaments and that T
r
(x,t) is the temperature
at length x of the r-th filament (r {1,,N}) at instant t. The energy balance for an element
dx of the r-th filament writes as:
sup
in int
Energy in at one face Heat loss by convection with surroundings
Heat loss by conduction with adjacent filaments or with port
Change ernal energy Energy out at opposite face
= +

Using MATLAB to Compute Heat Transfer in Free Form Extrusion

455
This can be expressed as a differential equation. After some assumptions and simplifications
(Costa, Duarte & Covas, 2008):
( ) ( )
1 1
1
i i i
n n
r
conv r i r E i r i r r
i i
T P
h a T T h a T T
t CA
= =

= +

(1)
where P is filament perimeter, is density, C is heat capacity, A is area of the filament cross-
section, h
conv
is heat transfer coefficient, n is number of contacts with adjacent filaments or
with the support,
i
is fraction of P that in contact with an adjacent filament, T
E
is
environment temperature, h
i
is thermal contact conductance for contact i ( {1,..., } i n ) and
i
r
T is temperature of the adjacent filament or support at contact i ( {1,..., 1}
i
r N + ,
i
r r ,
T
1
,, T
N
are temperatures of filaments, T
N+1
is support temperature). In this expression,
variables
i
r
a are defined as (see Figure 3):

1
, {1,..., }, {1,..., }
0
i
r
if the r th filament has the i th contact
a i n r N
otherwise

=
(2)

Fig. 3. Contact areas of a filament (n = 5).
Considering that:

( )
( )
( )
1
1
1
1 1
1 1
,..., 1
1
,...,
,...,
n i i
i i i
n
n
n n
r r conv r i r i i
i i
n n
conv r i E r i i r
i i
r r
r r
b a a h a a h
h a T a h T
Q a a
b a a
= =
= =

= +

(3)
equation (1) can be re-written as:


456

( )
( )
1
1
( )
( ) ,...,
,...,
n
n
r
r r r
r r
T t VC
T t Q a a
t
PL b a a

+ =
(4)
Since the coefficients are constants, the characteristic polynomial method can be used to
yield the solution:

( ) ( )
( )
( )
( )
1
1 1
,...,
0
( ) ,..., ,...,
r r
n
r
n n
PL b a a
t t
VC
r r r r r r
T t T Q a a e Q a a
= + (5)
In this expression, t
r
is the instant at which the r-th filament starts to cool down or contact
with another filament and
0
( )
r r r
T T t = is the temperature of the filament at instant t
r
. Taking
k as thermal conductivity, the Biot number can be defined (Bejan, 1993):

( )
1
,...,
n
r r
b a a
A
Bi
P k
= (6)
When Bi is lower than 0.1, the filaments are thermally thin, i.e., thermal gradients
throughout the cross section can be neglected. In this case, Eq. (5) becomes:

( ) ( )
( )
( )
( )
1
1 1
,...,
0
0.1 ( ) ,..., ,...,
r r
n
r
n n
PL b a a
t t
VC
r r r r r r
Bi T t T Q a a e Q a a
= + (7)
3. Computer modelling
Equations (5) and (7) quantify the temperature of a single filament fragment along the
deposition time. In practice, consecutive filament fragments are deposited during the
manufacture of a part. Thus, it is convenient to generalize the computations to obtain the
temperature evolution of each filament fragment at any point x of the part, for different
deposition techniques and 3D configuration structures.
3.1 Generalizing the heat transfer computations
Up-dating the thermal conditions: The boundary conditions must be up-dated as the
deposition develops. The code activates the physical contacts and redefines the boundary
conditions for a specific filament position, time and deposition sequence. For all the
filaments, three variables need to be up-dated:
- time t
r
(TCV-1): instant at which the r-th filament starts cooling down, or enters in
contact with another filament;
- temperature T
r0
(TCV-2): temperature at t
r
;
- -vector a
ri
(TCV-3): in Eq. (3), sets in the contacts for the r-th filament (i {1,...,n}, where
n is the number of contacts).
Simultaneous computation of the filaments temperature: During deposition, some filaments are
reheated when new contacts with hotter filaments arise; simultaneously, the latter cool
down due to the same contacts. This implies the simultaneous computation of the filaments
temperature via an iterative procedure. The convergence error was set at = 10
-3
,

as a good
compromise between accuracy and the computation time.


457
Deposition sequence: The deposition sequence defines the thermal conditions TCV-1, TCV-2
and TCV-3. Three possibilities were taken in: unidirectional and aligned filaments,
unidirectional and skewed filaments, perpendicular filaments (see Figure 4). In all cases, the
filaments are deposited continuously under constant speed (no interruptions occur between
successive layers).
Some parts with some geometrical features may require the use of a support material, to be
removed after manufacture. This possibility is considered in the algorithm for unidirectional
and aligned filaments.

a) b) c)
Fig. 4. Deposition sequences: a) unidirectional and aligned filaments; b) unidirectional and
skewed filaments; c) perpendicular filaments.
3.2 Computing the temperatures
The computational flowchart is presented in Figure 5 and a MatLab code was generated. In
order to visualize the results using another software (Excel, Tecplot...), a document in txt
format is generated after the computations, that includes all the temperature results along
deposition time.
4. MatLab code for one filament layer
In order to illustrate how the MatLab code FFE.m was implemented, the segment dealing
with the temperature along the deposition time for the first layer of filaments, using one or
two distinct materials, is presented here. The code has the same logic and structure for the
remaining layers.
4.1 Input variables
Two arguments need to be introduced in this MatLab function:
- A matrix representing the deposition sequence, containing m rows and n columns, for
the number of layers and maximum number of filaments in a layer, respectively. Each
cell is attributed a value of 0, 1, or 2 for the absence of a filament, the presence of a
filament of material A or of a filament of material B, respectively. An example is given
in Figure 6.
- The vertical cross section of the part (along the filament length) where the user wishes
to know the temperature evolution with time.
The code includes one initial section where all the variables are defined (Figure 7), namely
environment and extrusion temperatures, material properties, process conditions, etc. The
dimensions of all matrixes used are also defined.


458

Fig. 5. General procedure to compute all the temperatures.


459

Fig. 6. Example of deposition sequence and corresponding input matrix.

function FFE(matrix,x)

%____________________________________ STEP 1 ____________________________________
%Definition of the vector that contains the number of total filaments in each layer
matrix_lin = size(matrix,1);
matrix_col = size(matrix,2);
vector = zeros(matrix_lin,2);
contar = 0;
for i = matrix_lin:-1:1
contar = contar + 1;
for j = 1:matrix_col
if matrix(i,j) ~= 0
vector(contar,1) = vector(contar,1) + 1;
end
end
end
%Number of layers
m = length(vector(:,1));
%Number of filaments
n = 0;
for j = 1:m
if m == 1
n = vector(1,1);
else
if vector(j,2) <= 1
n = n + vector(j,1);
end
end
end

%____________________________________ STEP 2 ____________________________________
%Computation variables
passo = 0.05; %Step time
temp_mais = 15; %Additional time computation after construction of the part
erro = 0.001; %Convergence error


460
%____________________________________ STEP 3 ____________________________________
%Definition of the size of the variables
h = zeros(1,5); lambda = zeros(1,5); a = zeros(n,5); T = zeros (n,5);
vec_b = zeros(n,5); vec_Q = zeros(n,5); b = zeros(1,n); Q = zeros(1,n);
T_begin = zeros(1,n); dif = zeros(1,n); Biot = zeros(1,n); save_T = zeros(1,n);
old_T = zeros(1,n); save_lim = zeros(1,n); viz = zeros(11,n);

%____________________________________ STEP 4 ____________________________________

%Process Variables
T_L = 270; %Extrusion temperature (C)
T_E = 70; %Temperature of the envelope (C)
v = 0.02; %Velocity of the extrusion head (m/sec)
for lin = 1:n %Temperature of support (C)
T(lin,1) = T_E;
end

%Filament dimensions
w = 0.0003; %Layer Thickness (meters)
L = 0.02; %Length of the filament (meters)
area = pi * (w/2)^2; %Area of the cross section of filament (meters^2)
per = pi * w; %Perimeter of the cross section of filament (meters)
vol = area*L; %Volume of the filament
A_p = per*L; %Superficial area of the filament

% Material Properties

%Thermal conductivity (W/m.K)
conductivity(1) = 0.1768; % material A
conductivity(2) = 0.5; % material B
%Density (kg/m^3)
ro(1) = 1050; % material A
ro(2) = 1500; % material B
%Specific heat (J/kg.K)
C(1) = 2019.7; % material A
C(2) = 2500.7; % material B

%____________________________________ STEP 5 ____________________________________
% Heat transfer coefficient (lost of heat by natural convection)
h_conv = 45;

%Thermal contact conductances between
h(1,1) = 200; % filament and left adjacent filament
h(1,2) = 200; % filament and down adjacent filament
h(1,3) = 200; % filament and right adjacent filament
h(1,4) = 200; % filament and top adjacent filament
h(1,5) = 10; % filament and support

%Fraction of perimeter contact between
lambda(1,1) = 0.2; % filament and left adjacent filament
lambda(1,2) = 0.25; % filament and down adjacent filament
lambda(1,3) = 0.2; % filament and right adjacent filament
lambda(1,4) = 0.25; % filament and top adjacent filament
lambda(1,5) = 0.25; % filament and support

Fig. 7. Definition of the variables.
The parameters used in Equation (5) and those necessary to compute variables b and Q
(in Eq. (3)) must also be defined. Finally, the time increment between two consecutive
contacts is calculated taking into consideration the type of deposition sequence
(Figure 8).


461

%____________________________________ STEP 6 ____________________________________
%Definition of the parameters influenced by the contacts
for col = 1:5
for lin = 1:n
vec_b(lin,col) = h(1,col)*lambda(1,col);
vec_Q(lin,col) = vec_b(lin,col)*T(lin,col);
end
end
%____________________________________ STEP 7 ____________________________________
%Definition of the parameters influenced by the material properties
contar = 0;
number_filament = 0;
for i = matrix_lin:-1:1
contar = contar + 1;
if isodd(contar) == 1
for j = 1:matrix_col
if matrix(i,j) ~= 0
number_filament = number_filament + 1;
escalar(number_filament) = -per/(ro(matrix(i,j))*area*C(matrix(i,j)));
esc(number_filament) = h_conv/(ro(matrix(i,j))*L*C(matrix(i,j)));
kt(number_filament) = conductivity(matrix(i,j));
end
end
else
for j = matrix_col:-1:1
if matrix(i,j) ~= 0
number_filament = number_filament + 1;
escalar(number_filament) = -per/(ro(matrix(i,j))*area*C(matrix(i,j)));
esc(number_filament) = h_conv/(ro(matrix(i,j))*L*C(matrix(i,j)));
kt(number_filament) = conductivity(matrix(i,j));
end
end
end
end

%____________________________________ STEP 8 ____________________________________
%Definition of the periods of time between two successive contacts
for i = 1:(n+2)
if isodd(i) == 1
limite(i,1) = (i*L-x)/v;
limite(i,2) = (i*L+x)/v;
else
limite(i,1) = limite(i-1,2);
limite(i,2) = ((i+1)*L-x)/v;
end
end
for road = 1:n
linha = 0;
for i = 0:passo:limite(n,2)
linha = linha + 1;
temp(linha,road) = T_L;
end
end

Fig. 8. Definition of the parameters to be used for the computation of temperatures and time
between two consecutive contacts.
4.2 Computation of the temperatures for the first filament of the first layer
Computation of the temperatures starts with the activation of the contact between the first
filament and the support. Parameters b and Q (equation (3)) are calculated (Figure 9).


462
The temperatures are computed at each time increment; confirmation of the value of Biot
number (Eq. (6)) is also made: if greater than 0.1, the code devolves a warning message
(Figure 10).

for layer = 1:m
if layer == 1
for num = 1:vector(layer,1)
if num == 1
%____________________________________ STEP 9 ____________________________________
a(num,5) = 1; %Activation of the contact with support

%____________________________________ STEP 10 ____________________________________
%Definition of the variables b and Q defined in equation Eq. 7
b(num) = h_conv*(1-lambda*a(num,:)') + vec_b(num,:)*a(num,:)';
Q(num) = (h_conv*(1-lambda*a(num,:)')*T_E +
vec_Q(num,:)*a(num,:)')/b(num);

Fig. 9. Activation of the contacts and computation of b and Q for the first filament.

%____________________________________ STEP 11 ____________________________________
p = 0;
for t = 0:passo:limite(num,1)
p = p+1; abcissa(p) = t;
end

%____________________________________ STEP 12 ____________________________________
%Computation of the temperatures of the first filament
for t = (limite(num,1)+passo):passo:limite_final
temp(p,num)=(T_L-Q(num))*exp(escalar(num)*b(num)*(t-limite(num,1)))
+Q(num);
end
%Saving the last temperature of the period time of cooling down
T_begin(num) = temp(p,num);

%____________________________________ STEP 13 ____________________________________
%Verification of the value of Biot Number
Biot(num) = (vol/A_p)*(b(num)/kt(num));
if Biot(num)>=0.1
'WARNING! We cannot use a Lumped System'
End

Fig. 10. Computation of the temperatures for the first filament and verification of the value
of the Biot number.
4.3 Computation of the temperatures for the remaining filaments of the first layer
Before proceeding to the remaining filaments of the first layer, the lateral and support
contacts for each filament being deposited must be defined, as well as for the previous one.
Consequently, the variable b in expression Eq. (3) is up-dated (Figure 11).
At this point, only the lateral and support contacts must be defined, since only the first layer
is being computed. For the remaining layers, other contacts (such as the vertical ones) must
be considered. Once each filament is deposited, the code checks whether the part has been
completed. If so, it remains in the same conditions during a pre-defined time, in order to
reach the equilibrium temperature (Figure 12).


463
%____________________________________ STEP 14 ____________________________________
else
%Activation of the contacts
a(num-1,3) = 1; a(num,1) = 1; a(num,5) = 1;

%____________________________________ STEP 15 ____________________________________
%Up-dating of the variable b
for j = 1:num
b(j) = h_conv*(1-lambda*a(j,:)') + vec_b(j,:)*a(j,:)';
end
Fig. 11. Activation of the contacts for the current and previous filaments and up-dating of
variable b.

%____________________________________ STEP 16 ____________________________________
if m == 1
if num == vector(layer,1)
limite_final = limite(num,2) + temp_mais;
else
limite_final = limite(num,2);
end
else
limite_final = limite(num,2);
end

Fig. 12. Definition of an additional time for the last filament.
Finally, the temperatures of the remaining filaments are computed. At each time increment,
the temperatures of the adjacent filaments are saved and parameter Q (Eq. (3) is up-dated.
The value of the Biot number is checked before the deposition of a new filament (Figure 13).

for t = (limite(num,1)+passo):passo:limite_final
last = p-1;
for j = 1:num
save_T(j) = temp(last,j);
end

%____________________________________ STEP 17 ____________________________________
%Iterative process
for q = 1:100000

%Saving contacts and temperatures of adjacent filaments
for j = 1:num
if j == 1
T(j,3) = save_T(j+1);
viz(3,j) = j+1;
end
if j > 1 & j < num
T(j,1) = save_T(j-1);
viz(1,j) = j-1;
T(j,3) = save_T(j+1);
viz(3,j) = j+1;
end
if j == num
T(j,1) = save_T(j-1);
viz(1,j) = j-1;
end
for k = 1:5
if T(j,k) ~= 0 & k ~= 5


464
vec_Q(j,k) = vec_b(j,k)*T(j,k);
end
end

%Up-dating of the variable Q
Q(j) = (h_conv*(1-lambda*a(j,:)')*T_E +
vec_Q(j,:)*a(j,:)')/b(j);
old_T(j) = save_T(j);
end
%Computation of the temperatures
if num == 2
save_T(1) = (T_begin(1)-Q(1))*exp(escalar(1)*b(1)*
(t-limite(1,1)))+Q(1);
save_T(2) = (T_L-Q(2))*exp(escalar(2)*b(2)*(t-
limite(1,1)))+Q(2);
save_lim(1,1) = limite(num,1);
save_lim(1,2) = limite(num,1);
else
for j=1:num-2
save_T(j) = (T_begin(j)-Q(1))*exp(escalar(j)*b(j)*
(t-save_limite(1,j)))+Q(j);
end
save_T(num-1) = (T_begin(num-1)-Q(num-1))*
exp(escalar(num-1)*b(num-1)*(t-limite(num,1)))+Q(num-
1);
save_T(num) = (T_L-Q(num))*
exp(escalar(num)*b(num)*(t-limite(num,1)))+ Q(num);
save_lim(1,num-1) = limite(num,1);
save_lim(1,num) = limite(num,1);
end
for j = 1:num
dif(j) = abs(save_T(j)-old_T(j));
end
try = 1;
stop = 0;
for j = 1:num
if dif(try) < erro
try = try+1;
end
if try == num+1;
stop = 1;
end
end
if stop == 1
for j = 1:num
temp(p,j) = save_T(j);
end
break;
end
end
end
T_begin(num) = temp(p,num);
%End of iterative process

%____________________________________ STEP 18 ____________________________________
%Verification of the Biot Number
for j=1:num
Biot(j) = (vol/A_p)*(b(j)/kt(j));
if Biot(j)>=0.1
'WARNING! We can not use a Lumped System'
j
Biot(j)
end
end
end
end


465
end
end

Fig. 13. Computation of the temperature of the filaments of the first layer and verification of
the Biot number.
5. Results
In order to demonstrate the usefulness of the code developed, two case studies will be
discussed. The first deals with a part constructed with two distinct materials, while the
second illustrates the role of the deposition sequence.
5.1 Case study 1
Consider the small part with the geometry presented in Figure 14, to be manufactured
under the processing conditions summarized in Table 1.

Fig. 14. Geometry of the part.

Property Value
Extrusion temperature (C) 270
Environment temperature (C) 70
Extrusion velocity (m/s) 0.025
Filament length (m) 0.02
Cross section x (m) 0.01
Geometric form of cross section circle
Cross section diameter (m) 0.00035
Contact ratio 88%
Heat transfer coefficient (convection) (W/m
2
C) 60
Thermal contact conductance with filaments (W/m
2
C) 180
Thermal contact conductance with support (W/m
2
C) 10
Thermal conductivity ( W/mC) materials A / B 0.1768 / 0.5
Specific heat (J/kgC) materials A / B 2019.7 / 2500.7
Density materials A / B 1.05 / 1.5
Table 1. Processing conditions


466
The production of this part requires the use of a support material. Figure 15 shows the
deposition sequence and corresponding material matrix, while Figure 16 presents the
evolution of temperature of every filament with deposition time. As expected, once a new
filament is deposited, the temperature of the preceding adjacent filaments increases and
their rate of cooling decreases.

Fig. 15. Filaments deposition sequence and corresponding material matrix.

Fig. 16. Temperature evolution with time (at x = 0.01 m), for the deposition sequence
illustrated in Figure 15.
5.2 Case study 2
Consider now the parallelepipedic part depicted in Figure 17, to be built using
unidirectional and aligned and perpendicular sequences, respectively, under the processing
conditions summarized in Table 2.
Figures 18 and 19 depict the deposition sequence and corresponding temperatures (this
required an additional part of the code together with the use of the Tecplot software). At
each time increment, a 1 mm or a 0.35 mm filament portion was deposited, for


467
unidirectional and aligned and perpendicular filaments, respectively. This lower value is
related with the lower contact area arising from this deposition mode. Consequently, the
total computation time was circa 7 minutes for unidirectional and aligned deposition and
more than two and a half hours for perpendicular filaments for a conventional portable PC.
As the manufacture is completed (t = 14.4 sec), the average part temperature is
approximately 120 C or 90 C depending on the deposition mode. This information is
relevant for practical purposes, such as evaluating the quality of the adhesion between
adjacent filaments, or the extent of deformation.

Fig. 17. Geometry of the part and corresponding deposition sequence: top: unidirectional
and aligned; bottom: perpendicular.


468
Property Value
Extrusion temperature (C) 270
Environment temperature (C) 70
Extrusion velocity (m/s) 0.025
Filament length (m) 0.02
Geometric form of cross section circle
Cross section diameter (m) 0.00035
Contact ratio 88%
Heat transfer coefficient (convection) (W/m
2
C) 70
Thermal contact conductance with filaments (W/m
2
C) 200
Thermal contact conductance with support (W/m
2
C) 15
Thermal conductivity ( W/mC) 0.1768
Specific heat (J/kgC) 2019.7
Density 1.05
Table 2. Processing conditions

t = 0 sec t = 0.8 sec

t = 1.6 sec t = 2.4 sec

t = 3.2 sec t = 4 sec


469

t = 4.8 sec t = 5.6 sec

t = 6.4 sec t = 7.2 sec

t = 8 sec t = 8.8 sec

t = 9.6 sec t = 10.4 sec


470

t = 11.2 sec t = 12 sec

t = 12.8 sec t = 13.6 sec

t = 14.4 sec t = 16.9 sec

t = 19.4 sec

Fig. 18. Deposition sequence of the part of Figure 17 (unidirectional and aligned filaments).


471

t = 0 sec t = 0.8 sec

t = 1.6 sec t = 2.4 sec

t = 3.2 sec t = 4 sec

t = 4.8 sec t = 7.4 sec


472

t = 9.6 sec t = 9.9 sec

t = 10.7 sec t = 11.5 sec

t = 12.3 sec t = 13.1 sec

t = 13.6 sec t = 14.4 sec


473

t = 16.9 sec t = 19.4 sec
Fig. 19. Deposition sequence of the part of Figure 17 (perpendicular filaments).
6. Conclusion
In Free Form Extrusion, FFE, a molten filament is deposited sequentially to produce a 3D
part without a mould. This layer by layer construction technique may create problems of
adhesion between adjacent filaments, or create dimensional accuracy problems due to
excessive deformation of the filaments, if the processing conditions are not adequately set.
This chapter presented a MatLab code for modelling the heat transfer in FFE, aiming at
determining the temperature evolution of each filament during the deposition stage. Two
case studies illustrated the use of the programme.
7. References
Rodriguez, J. F. (1999). Modelling the mechanical behaviour of fused deposition acrylonitrile-
butadiene-styrene polymer components, Ph.D. Dissertation, Department of Aeorospace
and Mechanical Engineering, University of Notre Dame, Notre Dame, USA
Thomas, J. P. & Rodrguez, J. F. (2000). Modeling the fracture strength between fused deposition
extruded roads, Solid Freeform Fabrication Symposium Proceeding, Austin.
Yardimci, M. A. & Guceri, S. I. (1996). Conceptual framework for the thermal process modelling of
fused deposition, Rapid Prototyping Journal, 2, 26-31.
Li, L.; Sun, Q.; Bellehumeur, C. & Gu, P. (2003). Modeling of bond formation in FDM process,
Trans. NAMRI/SME, 8, 613-620.
Sun, Q.; Rizvi, G.C.; Bellehumeur, C. & Gu, T. P. (2004). Experimental study and modeling of
bond formation between ABS filaments in the FDM process, Proc. SPE ANTEC'2004.
Costa, S.; Duarte, F. & Covas, J. A. (2008). Towards modelling of Free Form Extrusion: analytical
solution of transient heat transfer, Esaform 2008, Lyon, France.
Bejan, A. (1993). Heat Transfer, John Wiley & Sons, Inc., New York.
Marsan, A.; Dutta, D. (2000). A review of process planning techniques in layered manufacturing,
Rapid Prototyping Journal, Vol.6, No.1, pp. 18-35, ISSN 1355-2546.
Prez, C. J. L. (2002). Analysis of the surface roughness and dimensional accuracy capability of fused
deposition modelling processes, International Journal of Production Research, Vol.40,
Issue 12, pp. 2865 2881, ISSN 1366-588X.
Ahn, S. H. (2002). Anisotropic material properties of fused deposition modeling ABS, Rapid
Prototyping Journal, Vol.8, No.4, pp. 248257, ISSN 1355-2546.
Ziemian, C. W. & Crawn, P. M. (2001). Computer aided decision support for fused deposition
modeling, Rapid Prototyping Journal, Vol.7, No.3, pp. 138-147, ISSN 1355-2546.


474
Agarwala, M. K.; Jamalabad, V. R.; Langrana, N. A.; Safari, A.; Whalen, P. J. & Danthord, S.
C. (1996). Structural quality of parts processed by fused deposition, Rapid Prototyping
Journal, Vol.2, No.4, pp. 4-19, ISSN 1355-2546.
Bellini, A.; Shor, L. & Guceri, S. (2005). New developments in fused deposition modeling of
ceramics, Rapid Prototyping Journal, Vol.11, No.4, pp. 214-220, ISSN 1355-25.
Part 5
Image Processing

23
MATLAB as a Tool in Nuclear Medicine
Image Processing
Maria Lyra, Agapi Ploussi

and Antonios Georgantzoglou

Radiation Physics Unit, A Radiology Department, University of Athens
Greece
1. Introduction
Advanced techniques of image processing and analysis find widespread use in medicine. In
medical applications, image data are used to gather details regarding the process of patient
imaging whether it is a disease process or a physiological process. Information provided by
medical images has become a vital part of todays patient care.
The images generated in medical applications are complex and vary notably from
application to application. Nuclear medicine images show characteristic information about
the physiological properties of the structures-organs. In order to have high quality medical
images for reliable diagnosis, the processing of image is necessary. The scope of image
processing and analysis applied to medical applications is to improve the quality of the
acquired image and extract quantitative information from medical image data in an efficient
and accurate way.
MatLab (Matrix Laboratory) is a high performance interactive software package for
scientific and engineering computation developed by MathWorks (Mathworks Inc., 2009).
MatLab allows matrix computation, implementation of algorithms, simulation, plotting of
functions and data, signal and image processing by the Image Processing Toolbox. It enables
quantitative analysis and visualisation of nuclear medical images of several modalities, such
as Single Photon Emission Computed Tomography (SPECT), Positron Emission
Tomography (PET) or a hybrid system (SPECT/CT) where a Computed Tomography
system (CT) is incorporated to the SPECT system. The Image Processing Toolbox
(Mathworks Inc., 2009) is a comprehensive set of reference-standard algorithms and
graphical tools for image processing, analysis, visualisation and algorithm development. It
offers the possibility to restore noisy or degraded images, enhance images for improved
intelligibility, extract features, analyse shapes and textures, and register two images. Thus, it
includes all the functions that MatLab utilises in order to perform any sophisticated analysis
needed after the acquisition of an image. Most toolbox functions are written in open MatLab
language offering the opportunity to the user to inspect the algorithms, to modify the source
code and create custom functions (Wilson et al., 2003, Perutka, 2010).
This chapter emphasises on the utility of MatLab in nuclear medicine images processing. It
includes theoretical background as well as examples. After an introduction to the imaging
techniques in nuclear medicine and the quality of nuclear medicine images, this chapter
proceeds to a study about image processing in nuclear medicine through MatLab. Image
processing techniques presented in this chapter include organ contouring, interpolation,


478
filtering, segmentation, background activity removal, registration and volume
quantification. A section about DICOM image data processing using MatLab is also
presented as this type of image is widely used in nuclear medicine.
2. Nuclear medicine imaging
Nuclear Medicine is the section of science that utilises the properties of
radiopharmaceuticals in order to derive clinical information of the human physiology and
biochemistry. According to the examination needed for each patient, a radionuclide is
attached to a pharmaceutical (tracer) and the whole complex is then delivered to the patient
intravenously or by swallowing or even by inhalation. The radiopharmaceutical follows its
physiological pathway and it is concentrated on specific organs and tissues for short periods
of time. Then, the patient is positioned under a nuclear medicine equipment which can
detect the radiation emitted by the human body resulting in images of the biodistribution of
the radiopharmaceutical.
In Nuclear Medicine, there are two main methods of patient imaging, the imaging with
Planar Imaging, Dynamic Imaging or SPECT and the PET. During the last decade, hybrid
systems have been developed integrating the CT technique with either SPECT or PET
resulting in SPECT/CT and PET/CT respectively. This chapter will concentrate on the
implementation of MatLab code in gamma camera planar imaging, SPECT and SPECT/CT
methods.
The gamma camera is composed of a collimator, a scintillator crystal usually made of NaI
(or CsI), the photomultiplier tubes, the electronic circuits and a computer equipped with the
suitable software to depict the nuclear medicine examinations. In planar imaging, the
patient, having being delivered with the suitable radiopharmaceutical, is sited under the
gamma camera head. The gamma camera head remains stable at a fixed position over the
patient for a certain period of time, acquiring counts (disintegrations). These will constitute
the radiopharmaceutical distribution image. The counts measured in a specific planar
projection originate from the whole thickness of patient (Wernick & Aarsvold, 2004).
In SPECT, the gamma camera head rotates around the patient remaining at well defined
angles and acquiring counts for specific periods of time per angle. What makes SPECT a
valuable tool in nuclear medicine is the fact that information in the three dimensions of the
patient can be collected in a number of slices with a finite known volume (in voxels). Thus,
SPECT technique is used to display the radiopharmaceutical distribution in a single slice
removing the contribution from the overlying and underlying tissues.
In order to obtain the most accurate quantitative data from SPECT images, two issues that
have to be resolved are the attenuation correction and the Compton scattering that the
photons are undergone until reach and interact with the slice of interest tissues. As an
examining organ has certain dimensions, each slice along the axis of the gamma camera has
different distance from the detector. Thus, each photon experiences different attenuation.
These two phenomena usually lead to distortion of the measured activity concentration
(Wernick & Aarsvold, 2004). The acquired data are processed in order to correct and
compensate the undesired effect of these physical phenomena. The projection data of each
slice constitute the sinogram. As a result, a series of sinograms is the files acquired.
However, this kind of files needs reconstruction in order to get an image with diagnostic
value. The most known reconstruction methods are the Filtered Back-Projection (FBP) and
the Iterative methods.

MATLAB as a Tool in Nuclear Medicine Image Processing

479
Attenuation correction is resolved by using the constant linear attenuation coefficient ()
method or using the transmission source method. In the first one, the distance that each
photon has travelled is calculated based on the patient geometry and the exponential
reduction of their intensity. Then, considering the human body as a uniform object, an
attenuation map is implemented in the reconstructed image. The latter method utilises a
transmission source which scans the patient. This depicts each pixel or voxel of the patient
with a specific producing an attenuation coefficient map. Finally, the attenuation map is
implemented on the image resulting in a more accurate diagnosis.
The second issue of scatter correction can be resolved by the electronics of the gamma
camera and the filtering process during reconstruction. When a photon undergoes
scattering, its energy reduces. So, a well defined function can accept for imaging photons
with energy at a certain narrow energy window around the central photopeak of the -
emission.
A hybrid SPECT/CT scanner is capable of implementing both a CT scan and a SPECT scan
or it can be used for each of these scans separately. Using the CT scan, the anatomy of a
specific patient area can be imaged while the SPECT scan can depict the physiology of this
area. Then, the registration of the two images drives at an image of advanced diagnostic
value. Moreover, the CT data is used for the implementation of attenuation correction.
(Delbeke et al., 2006)
The range of nuclear medicine examinations is fairly wide. It includes, among others,
patients studies, as myocardium perfusion by
99m
Tc-Tetrofosmin or
99m
Tc-Sestamibi,
striatum imaging in brain by
123
I-Ioflupane (DaTSCAN), renal parenchyma imaging by
99m
Tc-De-Methylo-Sulfo-Acid (DMSA) and
99m
Tc-Methylo-Di-Phosphonate (MDP) for bone
scintigraphy. Fundamental image analysis methods of myocardium, brain, kidneys, thyroid,
lungs and oncological (e.g. neuroblastoma) nuclear medicine studies include regions
properties, boundary analysis, curvature analysis or line and circle detection.
Image processing serves in reconstruction of images acquired using SPECT techniques, in
improvement of the quality of images for viewing and in preparation of images for
quantitative results.
Data of the mentioned examinations are used in the following applications of MatLab
algorithms to make the image processing and analysis in nuclear medicine clear and show
the MatLab utility for these studies.
2.1 Image quality in nuclear medicine
Image quality plays an important role in nuclear medicine imaging as the goal is a reliable
image of the projected organ to be provided, for accurate diagnosis or therapy. The physical
characteristics that are used to describe image quality are (1) contrast, (2) spatial resolution
and (3) noise.
Image contrast is the difference in intensity corresponding to different concentration of
activity in the patient. For high diagnostic accuracy, nuclear medicine images must be of
high contrast. The image contrast is principally affected by the radiopharmaceutical that is
used for imaging and the scattered radiation. In general, it is desirable to use a
radiopharmaceutical which has a high uptake within the target organ.
Spatial resolution is defined as the ability of the imaging modality to reproduce the details
of a nonuniform radioactive distribution. The spatial resolution is separated into intrinsic
resolution (scintillator, photomultiplier tubes and electronic circuit) and system resolution


480
(collimator, scintillator, photomultiplier tubes and electronic circuit). The intrinsic resolution
depends on the thickness of scintillation crystal while the system resolution depends mainly
on the distance from the emitting source to collimator. The resolution of a gamma camera is
limited by several factors. Some of these are the patient motion, the statistical fluctuation in
the distribution of visible photons detected and the collimators geometry (Wernick &
Aarsvold, 2004).
Noise refers to any unwanted information that prevents the accurate imaging of an object.
Noise is the major factor in the degradation of image quality. Image noise may be divided
into random and structured noise. Random noise (also referred as statistical noise) is the
result of statistical variations in the counts being detected. The image noise is proportional
to N
1/2
where N is the number of detected photons per pixel. Therefore, as the number of
counts increases the noise level reduces. Image noise is usually analysed in terms of
signal-to-noise-ratio (SNR). SNR is equal to N/ N
1/2
. If the SNR is high, the diagnostic
information of an image is appreciated regardless of the noise level. Structured noise is
derived from non-uniformities in the scintillation camera and overlying structures in
patient body.
2.2 Complex topics
In the previous section, several issues arising from the need of achieving the best image
quality have to be resolved. Sometimes, the whole procedure becomes really hard to be
completed. Some concepts in image processing and analysis are theory-intensive and may
be difficult for medical professionals to comprehend.
Apart from that, each manufacturer uses different software environment for the application
of reconstruction and presentation of the images. This drives at a lack of a standard pattern
based on which a physician can compare or parallel two images acquired and reconstructed
by nuclear imaging systems of different vendors. This is a node on which MatLab can meet
a wide acceptance and utilisation.
These complex topics can be analysed and resolved using MatLab algorithms to turn up the
most effective techniques to emerge information through medical imaging.
3. Image analysis and processing in nuclear medicine
In the last several decades, medical imaging systems have advanced in a dynamic progress.
There have been substantial improvements in characteristics such as sensitivity, resolution,
and acquisition speed. New techniques have been introduced and, more specifically,
analogue images have been substituted by digital ones. As a result, issues related to the
digital images quality have emerged.
The quality of acquired images is degraded by both physical factors, such as Compton
scattering and photon attenuation, and system parameters, such as intrinsic and extrinsic
spatial resolution of the gamma camera system. These factors result in blurred and noisy
images. Most times, the blurred images present artefacts that may lead to a fault diagnosis.
In order the images to gain a diagnostic value for the physician, it is compulsory to follow a
specific series of processing.
Image processing is a set of techniques in which the data from an image are analysed and
processed using algorithms and tools to enhance certain image information that is more
useful to human interpretation (Nailon, 2010). The processing of an image permits the


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extraction of useful parameters and increases the possibility of detection of small lesions
more accurately.
Image processing in nuclear medicine serves three major purposes: a) the reconstruction of
the images acquired with tomographic (SPECT) techniques, b) the quality improvement of
the image for viewing in terms of contrast, uniformity and spatial resolution and, c) the
preparation of the image in order to extract useful diagnostic qualitative and quantitative
information.
3.1 Digital images
In all modern nuclear medicine imaging systems, the images are displayed as an array of
discrete picture elements (pixels) in two dimensions (2D) and are referred as digital images.
Each pixel in a digital image has an intensity value and a location address (Fig. 1). In a
nuclear medicine image the pixel value shows the number of counts recorded in it. The
benefit of a digital image compared to the analogue one is that data from a digital image are
available for further computer processing.

Fig. 1. A digital image is a 2D array of pixels. Each pixel is characterised by its (x, y)
coordinates and its value.
Digital images are characterised by matrix size, pixel depth and resolution. The matrix size
is determined from the number of the columns (m) and the number of rows (n) of the image
matrix (mn). The size of a matrix is selected by the operator. Generally, as the matrix
dimension increases the resolution is getting better (Gonzalez et al., 2009). Nuclear medicine
images matrices are, nowadays, ranged from 6464 to 10241024 pixels.
Pixel or bit depth refers to the number of bits per pixel that represent the colour levels of
each pixel in an image. Each pixel can take 2
k
different values, where k is the bit depth of the
image. This means that for an 8-bit image, each pixel can have from 1 to 2
8
(=256) different
colour levels (grey-scale levels). Nuclear medicine images are frequently represented as 8- or
16- bit images.
The term resolution of the image refers to the number of pixels per unit length of the image.
In digital images the spatial resolution depends on pixel size. The pixel size is calculated by
the Field of View (FoV) divided by the number of pixels across the matrix. For a standard
FoV, an increase of the matrix size decreases the pixel size and the ability to see details is
improved.


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3.2 Types of digital images MatLab
MatLab offers simple functions that can read images of many file formats and supports a
number of colour maps. Depending on file type and colour space, the returned matrix is
either a 2D matrix of intensity values (greyscale images) or a 3D matrix of RGB values.
Nuclear medicine images are grey scale or true colour images (RGB that is Red, Green and
Blue).
The image types supported from the Image Processing Toolbox are listed below:
Binary Images. In these, pixels can only take 0 or 1 value, black or white.
Greyscale or intensity images. The image data in a greyscale image represent intensity
or brightness. The integers value is within the range of [0 2
k-1
], where k is the bit
depth of the image. For a typical greyscale image each pixel can represented by 8 bits
and intensity values are in the range of [0255], where 0 corresponds to black and 255
to white.
True color or RGB. In these, an image can be displayed using three matrices, each one
corresponding to each of red-green-blue colour. If in an RGB image each component
uses 8 bits, then the total number of bits required for each pixel is 38=24 and the range
of each individual colour component is [0255].
Indexed images. Indexed images consist of a 2D matrix together with an m3 colour
map (m= the number of the columns in image matrix). Each row of map specifies the
red, green, and blue components of a single colour. An indexed image uses direct
mapping of pixel values to colour map values. The colour of each image pixel is
determined by using the corresponding value of matrix as an index into map.
The greyscale image is the most convenient and preferable type utilised in nuclear medicine
image processing. When colouring depiction is needed, the RGB one should be used and
processed. The indexed type images should be converted to any of the two other types in
order to be processed. The functions used for image type conversion are: rgb2gray,
ind2rgb, ind2gray and reversely. Any image can be also transformed to binary one using
the command: im2bw. Moreover, in any image, the function impixelinfo can be used in
order to detect any pixel value. The user can move the mouse cursor inside the image and
the down left corner appears the pixel identity (x, y) as well as the (RGB) values. The pixel
range of the image can be displayed by the command imdisplayrange.
3.3 MatLab image tool
The Image Tool is a simple and user-friendly toolkit which can contribute to a quick image
processing and analysis without writing a code and use MatLab language. These properties
makes it a very useful tool when deep analysis is not the ultimate goal but quick processing
for better view is desirable.
The Image Tool opens by simply writing the command imtool in the main function
window. Then a new window opens and the next step is loading an image. In the menu,
there are many functions already installed in order to use it as simple image processing
software. The tools include image information appearance, image zooming in and out,
panning, adjustment of the window level and width, adjustment of contrast, cropping,
distance measurement, conversion of the image to a pixel matrix and colour map choices
(grey scale, bone colour, hot regions among others). These are the most common functions
likely to be performed in the initial processing approach. Moreover, the user can make some
further manipulations such as 3D rotation to respective 3D images and plotting of pixel
data.


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3.4 Image processing techniques - MatLab
Image processing techniques include all the possible tools used to change or analyse an
image according to individuals needs. This subchapter presents the most widely performed
image processing techniques that are applicable to nuclear medicine images. The examples
used are mostly come from nuclear medicine renal studies, as kidneys planar images and
SPECT slices are simple objects to show the application of image processing MatLab tools.
3.4.1 Contrast enhancement
One of the very first image processing issues is the contrast enhancement. The acquired
image does not usually present the desired object contrast. The improvement of contrast is
absolutely needed as the organ shape, boundaries and internal functionality can be better
depicted. In addition, organ delineation can be achieved in many cases without removing
the background activity.
The command that implements contrast processing is the imadjust. Using this, the
contrast in an image can be enhanced or degraded if needed. Moreover, a very useful result
can be the inversion of colours, especially in greyscale images, where an object of interest
can be efficiently outlined. The general function that implements contrast enhancement is
the following:
J = imadjust(I,[low_in high_in],[low_out high_out],gamma);
while the function for colour inversion is the following:
J = imadjust(I,[0 1],[1 0],gamma); or J = imcomplement(I);
suppose that J, is the new image, I, is the initial image and gamma factor depicts the shape
of the curve that describes the relationship between the values of I and J. If the gamma factor
is omitted, it is considered to be 1.
3.4.2 Organ contour
In many nuclear medicine images, the organs boundaries are presented unclear due to low
resolution or presence of high percentage of noise.
In order to draw the contour of an organ in a nuclear medicine image, the command
imcontour is used. In addition, a variable n defines the number of equally spaced contours
required. This variable is strongly related with the intensity of counts. For higher n values,
the lines are drawn with smaller spaces in between and depict different streaks of intensity.
The type of line contouring can be specified as well. For example, when a contour of 5 level
contours, drawn with solid line, is the desirable outcome, the whole function is:
Example 1I = imread(kindeys.jpg);
figure, imshow(I)

J = imcontour(I,5,-);

Figure, imshow(J)

where J and I stands for the final and the initial image respectively and the symbol (-)
stands for the solid line drawing. An example of the initial image, the contour with n=15
and n=5 respectively, follows.


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Fig. 2. (a) Original image depicting kidneys, (b) organs contoured with n = 15, (c) organs
contoured with n = 5.
3.4.3 Image interpolation
Interpolation is a topic that has been widely used in image processing. It constitutes of the
most common procedure in order to resample an image, to generate a new image based on
the pattern of an existing one. Moreover, re-sampling is usually required in medical image
processing in order to enhance the image quality or to retrieve lost information after
compression of an image (Lehmann et al., 1999).
Interpreting the interpolation process, the user is provided with several options. These
options include the resizing of an image according to a defined scaling factor, the choice of
the interpolation type and the choice of low-pass filter.
The general command that performs image resizing is imresize. However, the way that
the whole function has to be written depends heavily on the characteristics of the new
image. The size of the image can be defined as a scaling factor of the existing image or by
exact number of pixels in rows and columns. Concerning the interpolation types usually
used in nuclear medicine, these are the following: a) nearest-neighbour interpolation
(nearest), where the output pixel obtains the value of the pixel that the point falls
within, without considering other pixels, b) bilinear interpolation (bilinear), where the
output pixel obtains a weighted average value of the nearest 2x2 pixels, c) cubic
interpolation (bicubic), where the output pixel obtains a weighted average value of the
nearest 4x4 pixels (Lehmann et al., 1999).
When an image has to resize in a new one, with specified scaling factor and method, then
the function Implementing that, is the following:
NewImage = imresize(Image, scale, method);
For example, for a given image I, the new image J shrunk twice of the initial one, using the
bilinear interpolation method, the function will be:
J = imresize(I, 0.5, bilinear);
This way of image resizing contributes to the conversion of image information during any
such process, a fact that is valuable in the precision of a measurement. Bilinear interpolation
is often used to zoom into a 2D image or for rendering, for display purposes. Apart from the
previous methods, the cubic convolution method can be applied to 3D images.
3.4.4 Image filtering
The factors that degrade the quality of nuclear medicine images result in blurred and noisy
images with poor resolution. One of the most important factors that greatly affect the


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quality of clinical nuclear medicine images is image filtering. Image filtering is a
mathematical processing for noise removal and resolution recovery. The goal of the filtering
is to compensate for loss of detail in an image while reducing noise. Filters suppressed noise
as well as deblurred and sharpened the image. In this way, filters can greatly improve the
image resolution and limit the degradation of the image.
An image can be filtered either in the frequency or in the spatial domain. In the first case the
initial data is Fourier transformed, multiplied with the appropriate filter and then taking the
inverse Fourier transform, re-transformed into the spatial domain. The basics steps of
filtering in the frequency domain are illustrated in Fig. 3.

Fig. 3. Basics steps of frequency domain filtering.
The filtering in the spatial domain demands a filter mask (it is also referred as kernel or
convolution filter). The filter mask is a matrix of odd usually size which is applied directly
on the original data of the image. The mask is centred on each pixel of the initial image.
For each position of the mask the pixel values of the image is multiplied by the
corresponding values of the mask. The products of these multiplications are then added
and the value of the central pixel of the original image is replaced by the sum. This must
be repeated for every pixel in the image. The procedure is described schematically in
Fig. 4.
If the filter, by which the new pixel value was calculated, is a linear function of the entire
pixel values in the filter mask (e.g. the sum of products), then the filter is called linear. If the
output pixel is not a linear weighted combination of the input pixel of the image then the
filtered is called non-linear.
According to the range of frequencies they allow to pass through filters can be classified as
low pass or high pass. Low pass filters allow the low frequencies to be retained unaltered
and block the high frequencies. Low pass filtering removes noise and smooth the image but
at the same time blur the image as it does not preserve the edges. High pass filters sharpness
the edges of the image (areas in an image where the signal changes rapidly) and enhance
object edge information. A severe disadvantage of high pass filtering is the amplification of
statistical noise present in the measured counts.
The next section is referred to three of the most common filters used by MatLab: the mean,
median and Gaussian filter.


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Fig. 4. Illustration of filtering process in spatial domain.
3.4.4.1 Mean filter
Mean filter is the simplest low pass linear filter. It is implemented by replacing each pixel
value with the average value of its neighbourhood. Mean filter can be considered as a
convolution filter. The smoothing effect depends on the kernel size. As the kernel size
increases, the smoothing effect increases too. Usually a 33 (or larger) kernel filter is used.
An example of a single 33 kernel is shown in the Fig. 5.

Fig. 5. Filtering approach of mean filter.
The Fig.5 depicts that by using the mean filter, the central pixel value would be changed
from e to (a+b+c+d+e+f+g+h+i) 1/9.
3.4.4.2 Median filter
Median filter is a non linear filter. Median filtering is done by replacing the central pixel
with the median of all the pixels value in the current neighbourhood.
A median filter is a useful tool for impulse noise reduction (Toprak & Gller, 2006). The
impulse noise (it is also known as salt and paper noise) appears as black or (/and) white


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pixels randomly distributed all over the image. In other words, impulse noise corresponds
to pixels with extremely high or low values. Median filters have the advantage to preserve
edges without blurring the image in contrast to smoothing filters.

Fig. 6. Filtering approach of Median Filter.
3.4.4.3 Gaussian filter
Gaussian filter is a linear low pass filter. A Gaussian filter mask has the form of a bell-
shaped curve with a high point in the centre and symmetrically tapering sections to either
side (Fig.7). Application of the Gaussian filter produces, for each pixel in the image, a
weighted average such that central pixel contributes more significantly to the result than
pixels at the mask edges (OGorman et al., 2008). The weights are computed according to the
Gaussian function (Eq.1):

2 2
1
( ) /(2 )
( )
2
x
f x e

= (1)
where , is the mean and , the standard deviation.

Fig. 7. A 2D Gaussian function.
The degree of smoothing depends on the standard deviation. The larger the standard
deviation, the smoother the image is depicted. The Gaussian filter is very effective in the
reduction of impulse and Gaussian noise. Gaussian noise is caused by random variations in
the intensity and has a distribution that follows the Gaussian curve.


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3.5 Filtering in MatLab
In MatLab, using Image Processing Toolbox we can design and implemented filters for
image data. For linear filtering, MatLab provides the fspecial command to generate some
predefined common 2D filters.
h=fspecial(filtername, parameters)
The filtername is one of the average, disk, gaussian, laplacian, log, motion, prewitt, sobel
and unsharp filters; that is the parameters related to the specific filters that are used each
time. Filters are applied to 2D images using the function filter2 with the syntax:
Y = filter2(h,X)
The function filter2 filters the data in matrix X with the filter h. For multidimensional
images the function imfilter is used.
B = imfilter(A,h)
This function filters the multidimensional array A with the multidimensional filter h.
imfilter function is more general than filter2 function. For nonlinear filtering in
MatLab the function nlfilter is applied, requiring three arguments: the input image, the
size of the filter and the function to be used.
B = nlfilter(A, [m n], fun)
Example 2
The following example describes the commands package that can be used for the
application of the mean (average) filter in a SPECT slice for different convolution kernel
sizes (for 33, 99, 2525 average filter).
h=fspecial('average', [3 3]);
b=imfilter(a,h);
figure, imshow(b);
i=fspecial('average', [9 9]);
c=imfilter(b,h);
figure, imshow(c);
j=fspecial('average', [25 25]);
d=imfilter(c,h);
figure, imshow(d);
Figure 8 presents different implementations of the mean filter on a kidneys image with
filters 3x3, 9x9, 15x15, 20x20 and 25x25.
As it can be easily noticed, the mean filter balances and smoothes the image, flattening the
differences. The filtered images do not present edges at the same extent as in the original
one. For larger kernel size, the blurring of the image is more intense. Image smoothening
can be used in several areas of nuclear medicine and can serve in different points of view of
the examined organ.
Example 3
In this example we will try to remove impulse noise from a SPECT slice, for example in a
renal study. For this reason we mix the image with impulse noise (salt and pepper). The
image has a 512512 matrix size and grey levels between 0 and 255. The most suitable filter


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for removing impulse noise is the median filter. Because it is a nonlinear filter, the command
nlfilter is now used.

Fig. 8. Mean filter applied on kidneys image (a) Original image, (b) average filter 3x3, (c)
average filter 9x9, (d) average filter 15x15, (e) average filter 20x20 and, (f) average filter
25x25 [(a) to (f) from left to right].
I = imread('kidneys.tif');
figure, imshow(I);
J = imnoise(I,'salt & pepper',0.05);
figure, imshow(J);
fun = @(x) median(x(:));
K = nlfilter(J,[3 3],fun);
figure, imshow(K);

Fig. 9. Impulse noise elimination by median filter. (a) Original image (b) the image with
impulse noise (c) the image on which the noise is suppressed with the median filter. [(a) to
(c) from left to right]


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Example 3 can be very useful in the nuclear medicine examinations of parenchymatous
organs (liver, lungs, thyroid or kidneys) as it consists of a simple enough method for the
reduction of noise which interferes in the image due to the construction of electronic circuits.
3.6 Image segmentation
The image segmentation describes the process through which an image is divided into
constituent parts, regions or objects in order to isolate and study separately areas of special
interest. This process assists in detecting critical parts of a nuclear medicine image that are
not easily displayed in the original image.
The process of segmentation has been developed based on lots of intentions such as
delineating an object in a gradient image, defining the region of interest or separating
convex components in distance-transformed images. Attention should be spent in order to
avoid over-segmentation or under-segmentation. In nuclear medicine, segmentation
techniques are used to detect the extent of a tissue, an organ, a tumour inside an image, the
boundaries of structures in cases that these are ambiguous and the areas that
radiopharmaceutical concentrate in a greater extent. Thus, the segmentation process serves
in assisting the implementation of other procedures; in other words, it constitutes the
fundamental step of some basic medical image processing (Behnaz et al., 2010).
There are two ways of image segmentation: a) based on the discontinuities and, b) based on
the similarities of structures inside an image. In nuclear medicine images, the discontinuity
segmentation type finds more applications. This type depends on the detection of
discontinuities or else, edges, inside the image using a threshold. The implementation of
threshold helps in two main issues: i) the removal of unnecessary information from the
image (background activity) and, ii) the appearance of details not easily detected.
The edge detection uses the command edge. In addition, a threshold is applied in order to
detect edges above defined grey-scale intensity. Also, different methods of edge detection
can be applied according to the filter each of them utilises. The most useful methods in
nuclear medicine are the Sobel, Prewitt, Roberts, Canny as well as Laplacian of
Gaussian'. It is noted that the image is immediately transformed into a binary image and
edges are detected. The general function used for the edge detection is the following:
[BW] = edge (image, method, threshold)
Where [BW] is the new binary image produced, image is the initial one; method refers to
the method of edge detection and threshold to the threshold applied. In nuclear medicine,
the methods that find wide application are the sorbel, prewitt and canny. In the following
example, the canny method is applied in order to detect edges in an image.

Example 4
I = imread(kidneys.jpg);
figure, imshow(I)
J = edge(I,'canny', 0.048);
figure, imshow(J)
Another application of segmentation in nuclear medicine is the use of gradient magnitude.
The original image is loaded. Then, the edge detection method of sobel is applied in
accordance with a gradient magnitude which gives higher regions with higher grey-scale
intensity. Finally, the foreground details are highlighted and segmented image of the
kidneys is produced. The whole code for that procedure is described below.


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Fig. 10. Edge detection (a) Original kidneys image, (b) edge detection with canny method
and threshold 0.2667, (c) edge detection with prewitt method and threshold 0.038. [(a) to (c)
from left to right]
Example 5
I = imread('kidneys.jpg');
Figure, imshow(I)
hy = fspecial('sobel');
hx = hy';
Iy = imfilter(double(I), hy, 'replicate');
Ix = imfilter(double(I), hx, 'replicate');
gradmag = sqrt(Ix.^2 + Iy.^2);
figure, imshow(gradmag,[])
se = strel('disk', 20);
K = imopen(I, se);
figure, imshow(K)

Fig. 11. Gradient Magnitude process: (a) Original image, (b) image after implementation of
filter and gradient magnitude, (c) image after masking of foreground objects [(a) to (c) from
left to right]
In the final image, the outline of the organs is depicted. The area inside the kidney has been
separated into larger parts with grey-scale intensity weighted and decided from the closest
20 pixels in a circular region. In the areas of kidney that have higher activity concentrated,
more than one layer of circular regions have been added presenting a final lighter region.
3.7 Background activity removal
One of the first steps to be completed in the medical image processing is removing the
background activity. This procedure is based on image segmentation as in order to achieve
the background activity removal, the organs boundaries are first defined. The steps in this
procedure are the following: i) the image is read, ii) the image is appeared, iii) a grey level
threshold is decided by MatLab, iv) the image is transformed into binary image in order to
isolate the two kidneys, v) the binary image is multiplied by the initial one, vi) the final


492
image is appeared, vii) the colour can change (or not) according to individuals needs. The
following example of kidneys image describes the process.
Example 6
I = imread(kidneys.jpg);
figure, imshow(I) (fig.12a)
graythresh(I) and the value of the threshold is calculated: ans = 0.2667
I2 = im2bw(I, 0.2667) (fig.12b)
I3 = immultiply(I2, I)
imshow(I3) (fig.12c)
colormap(hot) (fig.12d)

Fig. 12. Background subtraction: (a) Original image, (b) segmented binary image after
thresholding depicting only sharp organ boundaries, (c) image after background removal,
(d) change of colour to nuclear medicine pattern. [(a) to (d) from left to right]
3.8 Image registration
Image registration is used for aligning two images of the same object into a common
coordinate system presenting the fused image. The one image is usually referred as
reference and the other as sensed (or referred). Image registration is a spatial transform. The
images can be acquired from different angles, at different times, by different or same
modalities. A typical example of the use of image registration from different modalities in
nuclear medicine is the combination of SPECT and CT images (SPECT/CT) or PET and CT
(PET/CT). Image registration is used mainly for two reasons: i) to obtain enhanced
information and details from the image for more accurate diagnosis or therapy (Li & Miller,
2010) and, ii) to compare patients data (Zitova & Flusser, 2003). MatLab can be used in
order to perform such a process. The whole procedure shall follow a specific order.


493
The first step of the procedure includes the image acquisition. After that, each image is
reconstructed separately. Any filters needed are applied as well as enhancements in
brightness and contrast. The process of filter application has been described in a previous
section. The next step includes the foundation of a spatial transformation between the two
images, the one of SPECT and the other of CT. The key figure in this step concerns about the
alignment of the two images. A spatial transformation modifies the spatial relationship
between the pixels of an image relocating them to new positions in a new image. There are
several types of spatial transformation including the affine, the projective the box and the
composite (Delbeke et al., 2006). The final step in image registration is the overlapping of the
two images allowing a suitable level of transparency. A new image is created containing
information from both pictures from which, the first has been produced. The whole
procedure can be described with a set of commands which is user customised as different
registration function packages can be constructed for different uses.
3.9 Intensity volume and 3-D visualisation
Volume visualisation in nuclear medicine consists of a method for extracting information
from volumetric data utilising and processing a nuclear medicine image (Lyra et al., 2010b).
In MatLab, this can be achieved by constructing a 3D surface plot which uses the pixel
identities for (x, y) axes and the pixel value is transformed into surface plot height and,
consequently, colour. Apart from that, 3D voxel images can be constructed; SPECT
projections are acquired, iso-contours are depicted on them including a number of voxels
and, finally all of them can be added in order to create the desirable volume image. (Lyra et
al., 2010a).
Volume rendering - very often used in 3D SPECT images - is an example of efficient coding
in MatLab. Inputs to the function are the original 3D array, the position angle, zoom or focus
of the acquired projections. The volume rendering used in 3D myocardium, kidneys,
thyroid, lungs and liver studies, took zoom and angles of 5.6 degrees, a focal length in pixels
depending of the organs size. The size of the re-projection is the same as the main size of
input image (e.g. 128x128 for the 128x128x256 input image). The volume rendering by
MatLab is slow enough but similar to other codes volume rendering. An example image of
myocardial 3-D voxel visualisation follows (Fig. 13):

Fig. 13. 3D myocardial voxel visualisation; the image does not depicts the real volume but
the voxelised one (Lyra et al 2010a).


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4. MatLab mesh plot
MatLab is unique in data analysis in neurological imaging. We used MatLab and the
functions of Image Processing Toolbox, to extract 3D basal ganglia activity measurements in
dopamine transporters DaTSCAN scintigraphy. It can be easily run in an ordinary computer
with Windows software, provides reproducible - user independent - results allowing better
follow-up control comparing to the semi-quantitative evaluation of tracer uptake in basal
ganglia.
The surface plot or the mesh plot can be used in order to extract information about the
consistency of an organ or the loss of functionality. In order to construct a surface plot from
a striatum image, the series of images that include the highest level of information was
selected (Lyra et al 2010b) (Fig. 14):

Fig. 14. A Series of central 123I-DaTSCAN SPECT imaging slices of I-123/Ioflupane; uptake
is highest in middle 4 slices, and these were summarized for region of interest analysis (Lyra
et al 2010b).
After the selection, ROI analysis was performed in order to concentrate on the area of
interest which is the middle site of the image. The area of interest was selected and a
package of functions was implemented.

Example 7
I = imread(striatum.jpg);
figure, imshow(I)
[x,y] = size(I);
X = 1:x;
Y = 1:y;
[xx,yy] = meshgrid(Y,x);
J = im2double(I);
figure, surf(xx,yy,J);
shading interp
view(-40,60)
The whole procedure was, finally, resulted in the surface plot that is presented in the
Fig. 15.
A point of interest could be that although the images that were used to construct the
surface plot were small and blurred, the final plot is clear and gives a lot of
information regarding the activity concentration in these two lobes. The angle of view can


495
be defined by the user giving the opportunity to inspect the whole plot from any point of
view.

Fig. 15. Surface Plot of pixel intensity; x and y axes represent the pixels identities while the z
axis represents the pixel intensity.
5. DICOM image processing using MatLab
The digital medical image processing started with the development of a standard for
transferring digital images in order to enable users to retrieve images and related
information from different modalities with a standardised way that is identical for all
imaging modalities. In 1993, a new image format was established by National Electrical
Manufacturers Association (NEMA). The Digital Imaging and Communication in Medicine
(DICOM) standard allows the communication between equipment from different modalities
and vendors facilitating the management of digital images. The DICOM standard defines a
set of common rules for the exchange, storage and transmission of digital medical images
with their accompanying information (Bidgood & Horii, 1992).
A DICOM file consists of the data header (so called metadata) and the DICOM image data
set. The header includes image related information such as image type, study, modality,


496
matrix dimensions, number of stored bits, patients name. The image data follow the header
and contains 3D information of the geometry (Bankman, 2000). The DICOM files have a
.dcm extension.

Fig. 16. Posterior image of kidneys in a DICOM format.
In nuclear medicine, the most common and supported format for storing 3D data using
DICOM is to partition the volume (as myocardium or kidneys) into slices and to save each
slice as a simple DICOM image. The slices can be distinguished either by a number coding
in the file name or by specific DICOM tags.
MatLab supports DICOM files and is a very useful tool in the processing of DICOM images.
An example of reading and writing metadata and image data of a DICOM file using MatLab
is given in the next section. Let us consider a planar projection from a kidneys scan study for
a 10-month-old boy as the DICOM image (Fig. 16).
The specific DICOM image is a greyscale image. Assuming kidneys is the name of the
DICOM image we want to read, in order to read the image data from the DICOM file use
the command dicomread in the following function.
I = dicomread('kidneys.dcm');
To read metadata from a DICOM file, use the dicominfo command. The latter returns the
information in a MatLab structure where every field contains a specific piece of DICOM
metadata. For the same DICOM image as previously,
info = dicominfo('kidneys.dcm')
A package of information appears in the command window including all the details that
accompany a DICOM image. This is a great advantage of this image format in comparison
to jpeg or tiff formats as the images retain all the information whereas the jpeg or tiff ones
lose a great majority of it. For the specific image, the following information appears:
info =
Filename: 'kidneys.dcm'
FileModDate: '17-Feb-2011 14:04:18'
FileSize: 128000
Format: 'DICOM'
FormatVersion: 3
Width: 256
Height: 256
BitDepth: 16


497
ColorType: 'grayscale'
FileMetaInformationGroupLength: 212
FileMetaInformationVersion: [2x1 uint8]
MediaStorageSOPClassUID: '1.2.840.10008.5.1.4.1.1.7'
MediaStorageSOPInstanceUID: [1x57 char]
TransferSyntaxUID: '1.2.840.10008.1.2.1'
ImplementationClassUID: '1.2.840.113619.6.184'
ImplementationVersionName: 'Xeleris 2.1220'
SourceApplicationEntityTitle: 'XELERIS-6400'.
The rest of the information has been omitted as there is a huge amount of details. To view
the image data imported from a DICOM file, use one of the toolbox image display functions
imshow or imtool.
imshow(I,'DisplayRange',[]);
Similarly, an anterior planar image of thyroid gland can be imported and displayed in a
DICOM format by using the toolbox image display function
imshow(K,'DisplayRange',[]);

Fig. 17. Anterior planar image of thyroid gland in a DICOM format.
The image loaded can be now modified and processed in any desirable way. Many times,
words or letters that describe the slice or projection appear within the image. These can be
deleted and a new image without letters is created. To modify or write image data or
metadata to a file in DICOM format, use the dicomwrite function. The following
commands write the images I or K to the DICOM file kidneys_file.dcm and the
DICOM file thyroid_file.dcm
dicomwrite(I, .dcm'), dicomwrite(K, .dcm')


498
On a DICOM format image any filtering, segmentation and background removing can be
applied to get the final image and extract the most possible information useful in Diagnosis.
In Fig.18 a DICOM format planar image of thyroid gland is imported and displayed (a) and
further processed (b) by Gaussian filter and background removing.

Fig. 18. (a) Thyroid gland DICOM image and (b) Gaussian filter and background removing
are applied on the same image
The dicomwrite function is very useful too, in the case that we have to partition a volume
into slices and to storage each slice as a simple DICOM image for further processing and
analysis.
6. Conclusion
Image processing and analysis applied to nuclear medicine images for diagnosis, improve
the acquired image qualitatively as well as offer quantitative information data useful in
patients therapy and care. Advanced techniques of image processing and analysis find
widespread use in nuclear medicine. MatLab and Image Processing Toolbox enable both
quantitative analysis and visualization of Nuclear Medicine images acquired as planar or
angle projected images to reconstruct tomographic (SPECT, PET) slices and 3D volume
surface rendering images.
7. Acknowledgment
The authors would like to acknowledge Ms Maria Gavrilelli, Medical Physicist, MSc from
Medical Imaging Athens Paediatric Nuclear Medicine Center, Athens, Greece, for her
medical images contribution.
8. References
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499
Bidgood, D. & Horii, S. (1992). Introduction to the ACR-NEMA DICOM standard.
RadioGraphics, Vol. 12, (May 1992), pp. (345-355)
Delbeke, D.; Coleman, R.E.; Guiberteau M.J.; Brown, M.L.; Royal, H.D.; Siegel, B.A.;
Townsend, D.W.; Berland, L.L.; Parker, J.A.; Zubal, G. & Cronin, V. (2006).
Procedure Guideline for SPECT/CT Imaging 1.0. The Journal of Nuclear Medicine,
Vol. 47, No. 7, (July 2006), pp. (1227-1234).
Gonzalez, R.; Woods, R., & Eddins, S. (2009) Digital Image Processing using MATLAB,
(second edition), Gatesmark Publishing, ISBN 9780982085400, United States of
America
Lehmann, T.M.; Gnner, C. & Spitzer, K. (1999). Survey: Interpolation Methods in Medical
Image Processing. IEEE Transactions on Medical Imaging, Vol.18, No.11, (November
1999), pp. (1049-1075), ISSN S0278-0062(99)10280-5
Lyra, M.; Sotiropoulos, M.; Lagopati, N. & Gavrilleli, M. (2010a). Quantification
of Myocardial Perfusion in 3D SPECT images Stress/Rest volume
differences, Imaging Systems and Techniques (IST), 2010 IEEE International
Conference on 1-2 July 2010, pp 31 35, Thessaloniki, DOI:
10.1109/IST.2010.5548486
Lyra, M.; Striligas, J.; Gavrilleli, M. & Lagopati, N. (2010b). Volume Quantification of I-123
DaTSCAN Imaging by MatLab for the Differentiation and Grading of Parkinsonism
and Essential Tremor, International Conference on Science and Social Research, Kuala
Lumpur, Malaysia, December 5-7, 2010. http://edas.info/p8295
Li, G. & Miller, R.W. (2010). Volumetric Image Registration of Multi-modality Images of CT,
MRI and PET, Biomedical Imaging, Youxin Mao (Ed.), ISBN: 978-953-307-071-1,
InTech, Available from:
http://www.intechopen.com/articles/show/title/volumetric-image-registration-
of-multi-modality-images-of-ct-mri-and-pet
O Gorman, L.; Sammon, M. & Seul M. (2008). Practicals Algorithms for image analysis,
(second edition), Cambridge University Press, 978-0-521-88411-2, United States
of America
Nailon, W.H. (2010). Texture Analysis Methods for Medical Image
Characterisation, Biomedical Imaging, Youxin Mao (Ed.), ISBN: 978-953-307-
071-1, InTech, Available from:
http://www.intechopen.com/articles/show/title/texture-analysis-methods-
for-medical-image-characterisation
MathWorks Inc. (2009) MATLAB Users Guide. The MathWorks Inc., United States of
America
Perutka K. (2010). Tips and Tricks for Programming in Matlab, Matlab - Modelling,
Programming and Simulations, Emilson Pereira Leite (Ed.), ISBN: 978-953-307-125-
1, InTech, Available from: http://www.intechopen.com/articles/show/title/tips-
and-tricks-for-programming-in-matlab
Toprak, A. & Guler, I. (2006). Suppression of Impulse Noise in Medical Images with the Use
of Fuzzy Adaptive Median Filter. Journal of Medical Systems, Vol. 30, (November
2006), pp. (465-471)


500
Wernick, M. & Aarsvold, J. (2004). Emission Tomography: The Fundamentals of PET and SPECT,
Elsevier Academic Press, ISBN 0-12-744482-3, China
Wilson, H.B.; Turcotte, L.H. & Halpern, D. (2003). Advanced Mathematics and Mechanics
Applications Using MATLAB (third edition), Chapman & Hall/CRC, ISBN 1-58488-
262-X, United States of America
Zitova, B. & Flusser J. (2003). Image Registration methods: a survey. Image and Vision
Computing. Vol 21, (June 2003), pp. (977-1000)
24
Selected Methods of Image Analysis in
Optical Coherence Tomography
Robert Koprowski and Zygmunt Wrbel
University of Silesia, Faculty of Computer Science and Materials Science
Institute of Computer Science, Department of Biomedical Computer Systems
Poland
1. Introduction
OCT is a new technique of picturing that uses uninvasional and contactless optical method
based on interferometry of partially compact light for receiving sections images of human
eyes in vivo. It allows picturing structural changes caused by eyes diseases, mapping
thickness of retina and analyses shield of optical nerve and coats of nerve fibers. OCT has
been developed since 1995 when it was initiated by measurement of intraocular distance by
A.F. Frechera (Fercher el at., 1995) in years 2002-2004 the quick growth of quality and speed
of eye picturing acquisition was observed but particularly in 2003 linear picturing and 2004
fast picturing with high resolution Fig. 1. (Leitgeb el at., 2004; Ozcan el at., 2007; Bauma B.
E. & Tearney, 2002).

5
0

i
m
a
g
e
s
m.
n
k

Fig. 1. The comparison of normal optic nerve head images with differential optical
coherence tomography (OCT) technologies MNK=74080050
In work have been won input images L
GRAY
in number near 1000 from optical tomograph
SOCT Copernicus in the following parameters: wave length of light source: 840nm, width of
spectrum: 50nm, pivotal resolution width (longitudinal): 6m, traverse resolution: 12-18 m
of tomograph window: 2mm, speed of measurement: 25 000 scans in k pivot per second,
maximum width of scanning: 10mm, maximum number of punctual scans in k pivot falling
to n pivot: 10 500, become write down in gray levels about resolution MNK=74080050
where for each pixel falls to 8 bits.
The next part of considerations will be concerned with methods of analysis and processing
of images automatically appointing layers borders visible on fig. 2 like: RPE Retinal


502
Pigment Epithelium, OPL Outer plexiform layer, IS/OS Boundary between the inner and
outer segments of the photoreceptors.

0.3mm
NFL - Nerve Fiber Layer
IPL - Inner Plexiform Layer
OPL - Outer Pelxiform Layer
RPE - Retinal Pigment Epithelium
GCL - Ganglion Cell Layer
INL - Inner Nuclear Layer
IS/OS - boundary between
the Inner and Outer Segments
of photoreceptors
ELM - External Limiting Membrane
OPL - Outer Plexiform Layer
Fig. 2. Section scheme of individual layers along with marked characteristic gauged areas
image taken from SOCT Copernicus.
These considerations will be concerned with analysis of images sequences that have been
already archived. Therefore, the possibilities of interference with the OCT devices
apparatus will not be considered for increasing range of brightness level. Data from images
sequence will not be taken into account, either - each image is analyzed independently. The
source of acquiring given images assigned for analyses described by algorithms is free, i.e.
any OCT device which allows to receive 2D image about minimum resolution 300400
pixels.
The need of thickness analysis of individual layers RPE, IS/OS, NFL or OPL results from
necessity of quantitative assessment but not qualitative, e.g. disease progression or
efficiency of therapy, e.g. diabetes or Birdshot Chorioretinopathy.
Four methods of individual visible layers analyses will be discussed on Fig. 2 namely:
Method of modified active contour ACM. This method is based on basic information
acquired from image like for example: the lightest RPE layer which will be identified in
first period and on its base the remaining layers analysis will be carried out as OPL or
IS/OS method of modified active contour for implemented line.
The wandering small part method in discovering Canny edge - CCA.
This method relies on preliminary edge detection using Canny detector and next
continuity of lines correction on ends and conducting their connection with remaining
ones (Canny, 1986; Koprowski & Wrbel, 2008).
Random method of contour analysis RAC. Points that start marking the edges are
chosen at random during the preliminary image period, next the correction of their
numbers is carried out in order for the remaining numbers, that come up to certain
expectations, to become the first points of the lines appointed with the wandering small
part method (Koprowski & Wrbel, 2009).
Method based on hierarchic approach - HAC . There is preliminary identification of
main layers like OPL or RPE on the smallest resolution and then the remaining layers
are identified like IS/OS and the layers reconnaissance accuracy is gradually improved
OPL and RPE (Koprowski & Wrbel, 2009).
2. Present state of knowledge - results acquired with known algorithms
Among results acquired with known algorithms there is in this chapter the description of
the results:

Selected Methods of Image Analysis in Optical Coherence Tomography

503
Acquired by other authors
Acquired by authors of this work which have not brought satisfactory results in this
application.
2.1 Results acquired for algorithms processed by authors not bringing desired results
for OCT images
Among these results there have been methods which have not given satisfactory results as:
1. Method using Hough transform (Gonzalez & Woods, 1992). This method in this case
did not give satisfactory results because the wanted layers on OCT image can change
thickness and in general case can not be continuous. Additionally, the radius of
curvature describing border of layers can be changed in wide ranges (Koprowski &
Wrbel, 2009). It happens for example in shield of optical nerve (Costa el at., 2006)
where individual OPL layers , RPE or IS/OS they are much worse visible (Klinder el at.,
2009). Certain improvement of this method would be area analysis in which individual
areas (with given width) would be brought closer by the lines. However, in this case
emerges their mutual connections problem and problem of computational complexity.
2. Method of active contour in its typical version also does not produce desired results
(Liang el at., 2006). At automatic selection of starting points using for example, method
of Canny contour discovering or Gabors filters (Gonzalez & Woods, 1992) only borders
between the layers with the greatest contrast are discovered RPE. In other cases, for
the others layers, the method does not produce the expected results unless it is applied
interactively with the user. Because the considerations in this work are applied only to
fully automatic methods, the above method cannot be taken into account because of the
mentioned interaction with the user. The method after the modifications introduced by
the authors will be presented later in the algorithm ACM and CCA.
3. Method of texture analysis. In this case individual OPL layers, RPE or IS/OS are similar
in case of texture which almost by definition disqualifies the described method. Despite
this fact, the methods of texture analysis can be successfully used for emitting the
wanted object from background (vitreous body). For example, for other type of images
the methods have been successfully used in segmentation (Farsiu el at., 2008).
4. Also, methods of extended objects analyses (Koprowski el at., 2005) do not find
application here because of the possibility of great size change in both the very object
and its thickness and also the possibility of the objects division into two or more parts.
Methods suggested below in the work and processed by the authors (Koprowski el at., 2005,
2008, 2009) are a modification of the already mentioned known methods of analyses and
processing of images and they are also new algorithms protected by copyright.
2.2 Results acquired by other authors
According to the best of authors knowledge there are no known algorithms analyses of eyes
retina taking into account discovering the mentioned borders OPL, RPE or IS/OS including
shield of optical nerve. Approaches suggested and introduced in (Chinn el at., 1997) or
(Drexler el at., 2003) work only for typical cases in which the degree of pathology is
insignificantly small. Applications used and enclosed for OCT device for example
Copernicus also do not work successfully. In case of greater pathology, layers identified
automatically are not continuous or they are not identified in a correct manner. The
erroneus action that occurs often is incorrect connection of the identified layers and


504
erroneous identifying of optical nerve shield. Additionally, the realized applications added
to such a device like Copernicus or Stratus they are protected by copyright and rigorous
form of algorithm is not rendered accessible outside. It results in the inability to estimate
quantitatively the results and their accuracy in comparison with the author approaches
suggested in this work.
Despite it, there is a whole big group of methods working correctly for simple cases where
in OCT images there are well identified (with sufficient contrast) individual layers. They are
the methods processed in LabVieW or in C++ (for example Bauma B. E. & Tearney, 2002) the
processed results were also published in user manual Copernicus (Optopol) or in one of the
chapters (Barry, 205). In this last position of literature (Farsiu el at., 2008) one of the few
applications that analize individually further discussed OPL or RPE layers completely
automatically is presented. It seems that OCT image analysis of eye is similar to the analysis
of skin, or even coat material of a tennis ball (Thrane, 2001) however, the specificity of
approach lies in variability in thickness of layers, individual variability of individual cases.
In such cases of thickness changes of individual RPE, IS/OS, NFL or OPL layers, their
mutual positions can be so big that typical algorithms work incorrectly. Obviously, there is
coordinately a whole remaining group of methods interacting with user in which the user
indicates representative or marks of segmentation area, giving off of layer and the
implemented algorithm using, for example, the method of area expansion segmentates the
marked area (Klinder el at., 2009), or fractal analisys. Algorithms for which correct results
were acquired even for images of big radius of pathology distortion that work fully
automatically are presented in next chapters in the form of block schemes. Detailed
description of individual steps of discussed algorithms and their property like for example
sensitivity to parameters change is discussed in given publications (Koprowski el at., 2005,
2008, 2009).
On this basis, taking into account also medical premises and taken attempts introduced
below, four algorithms of analyses and processing of images of eye retina layers OCT were
suggested.
3. The description of the suggested and compared algorithms
The algorithms presented below are both, known from the literature and modified by the
authors and also new ones. Individual layers are marked in Cartesian coordinate match like
RPE-y
RPE
, IS/OS y
IS/OS
layer. To avoid the conflict in designation, in chosen cases overhead
index indicating algorithm type (ACM, CCA, RAC or HAC) for example y
RPE
(CCA)
was
added.
3.1 Preliminary processing of image
Preliminary processing of image is common for all discussed methods ACM (Koprowski &
Wrbel, 2009), CCA -(Koprowski & Wrbel, 2008), RAC (Koprowski el at., 2005) or HAC
(Koprowski & Wrbel, 2009). Preliminary algorithms of processing of images include
filtration with median filter of square mask sized about 2121 for elimination of hum and
slight artefacts introduced by measuring match in the course of acquisition of image.
Selection of size of mask has been carried arbitrarily on base of image resolution
MN=740800 and width of interests layers(OPL, RPE or IS/OS). Obviously, it must be
mentioned here that there are many others methods belonging to filtration in preliminary


505
processing of image like for example adaptation filters, spatially adaptive wavelet filter
(Adler et al., 2004; Gnanadurai & Sadasivam, 2005) or fuzzy-based wavelet.
The second element of processing of preliminary image was normalization from minimum-
maximum partition of image pixels brightness for full partition from 0 for 1. This procedure
is aimed at the expansion of pixel brightness range for image on which the quality of visible
object is degraded for different reasons.
So transformed images L
MED
(after filtration of median filter and normalization) were
subjected to analysis with available algorithms and algorithms suggested by authors (ACM,
CCA, RAC, HAC).
3.2 Description of ACM algorithm
The ACM method - active modified contour, it is based on basic information acquired from
image like for example the plainest RPE layer which will be identified in the first period and
on its base the analysis of the remaining layers like OPL or IS/OS will be carried out (Akiba
et al., 2003; Choma el at., 2003). The picture 3 presents structure of unit algorithm (block
scheme) in which chosen blocks (layer analysis OPL, IS/OS, ELM ) can work independently.

Area of analysis
Determination of layer RPE
Determination of layer OPL, IS/OS Determination of layer ELM
Position correction of layers RPE, OPL, IS/OS,ELM
Preprocessing
sing

Fig. 3. Block scheme of algorithm
The block scheme introduced in picture 3 divides the work of the whole ACM algorithm
into four phases::
Preliminary processing filtration with median filter and normalization were described
in the former subchapter.
Appointing of RPE layer site and next using modified active contour method assigning
remaining OPL or IS/OS layers.
Appointment of external border of ELM retina site.
Correction of the received layers in relation to the area of analysis - taking into account
quality of areas of introduced objects.
After preliminary process of image processing (filtration and normalization receiving L
MED
)
L
GRAY
image analysis was started by analyzing the place of maximum for next columns of
images matrixes. If we mark lines and columns of the image matrixes by m and n new
L
BIN
(ACM)
image includes value 1 in places where pixels are brighter in given column by


506
90% for this column maximum taking a stand brightness. In the remaining places there is
value 0. On this base calculating of the center sites of longest section for each image
column L
BIN
(ACM)
receiving course y
R
was carried out (Fig. 2).

Fig. 4. The sum of L
BIN
(ACM)
image in 50% weight and 50% L
MED
and drawn y
R
course (y
RS
),

Fig. 5. Functions of 3th row y
RS
(k
1
,k
2
) for any possible couples of concentrations
Course of y
R
function is further subjected to the operation of concentrations analyses by k-
means method acquiring y
RS
(k)

for each k-concentration. Next the operation of
approxymation through polynomial of 3 row (y
RS
(k1,k2)
) of each couple y
RS
(k1)
and y
RS
(k2)
for
k
1
k
2
is performed. All polynomial functions y
RS
(k1,k2)
received for all possible pairs of
concentration (k
1
, k
2
) are shown in Fig. 2-3. For each function y
R
a number of points is
appointed contained in partition 15 pixels. Next the pair (k
1
,k
2
) is appointed for which
number of point contained in partition 15 pixels is maximum at chosen y
RS
(k1*,k2*)
in
simplification further called y
RPE
function. Result is shown in Fig. 2-3 by white line (course
of y
RPE
(ACM)
). ELM and IS/OS borders were appointed on the basis of course y
RPE
(ACM)
.


507
Algorithms in both cases were very approximated for each other and they concerned in
biggest fragment method of modified active contour (exact differences between suggested
method and classic method of active contour is shown in Gonzalez & Woods 1992).
According to the introduced visual scheme in Fig. 5 values of medians in areas over and
below of analysis pixel in blocks about sizes p
yu
(p
xl
+p
xp
+1) for method of active contour
are appointed.
Next the value of their remainder is calculated and written down in matrix S in following
form:

,4,1 ,4,2 ,4,3 ,4,4
,3,1 ,3,2 ,3,3 ,3,4
,2,1 ,2,2 ,2,3 ,2,4
,1,1 ,1,2 ,1,3 ,1,4
,0,1 ,0,2 ,0,3 ,0,4
, 1,1 , 1,2 , 1,3 , 1,4
, 2,1 , 2,2 , 2,3 , 2,4
,
4
3
2
1
0
1
2
3
4
S S S S
S S S S
S S S S
S S S S
S S S S
S S S S
S S S S
S
S

" "
"
"
3,1 , 3,2 , 3,3 , 3,4
, 4,1 , 4,2 , 4,3 , 4,4
S S S
S S S S

"
(1)
Where S=med(Lu)-med(Ld) for Lu and Ld that are areas of the size properly
p
yu
(p
xl
+p
xp
+1) and p
yd
(p
xl
+p
xp
+1) and
p
yu
- value of Lu line,
p
yd
- value of Ld line,
p
u
- partition of relocation pixel and areas Lu i Ld for top,
p
d
- partition of relocation pixel and areas Lu i Ld to bottom,
p
xl
- number of column on the left of the analyzed pixel,
p
xp
- number of column on the right of the analyzed pixel,
p
ly
- distance in pivot oy respect y
RPE
(ACM)

p
xud
- distance between neighbor pixels in pivot oy,
med medians.
After creating S matrix about size (p
u
+p
d
+1)N sorting is performed for next columns
begining from biggest values of remainders between Lu and Ld areas. Next the analysis of
individual values for the following columns so that the pxud remainder does not surpass
the assumed level is performed. For 1000 pieces of test images this value was established at
the level of 2. The remaining parameters like pyu and pyd influence the sensitivity of the
method and p
u
and p
d
are the range of searching possible pixels sites. By increasing p
yu
and
pyd values, time of calculations is increased. Searching for the new values of sites points of
y
IS/OS
(ACM)
layer is started from course y
RPE
(ACM)
. Points of initial y
IS/OS
(ACM)
layer emerge
from slip by pIy in attitude of y
RPE
(ACM)
course.
New sites are appointed in partition from y
IS/OS
(ACM)
-p
yu
to y
IS/OS
(ACM)
+p
yd
.
The received y
IS/OS
(ACM)
, y
RPE
(ACM)
, y
ELM
(ACM)
course (layers) must additionally grant the
following conditions from premises subsequent of eye structure (these conditions will be
served in Cartesian coordinate match) (Hausler & Lindner, 1998):


508
y
RPE
(ACM)
<y
IS/OS
(ACM)
<y
ELM
(ACM)
for each x,
y
ELM
(ACM)
y
RPE
(ACM)
0.1 mm being the initial value starting work of active contour
method (Ko el at., 2005),
y
ELM
(ACM)
y
IS/OS
(ACM)
od 0 do 1 mm for different x (Yun el at., 2004).

Lu
Ld
p
u
p
d
pxl
p
y
u
p
y
d
y
pIy
xi
pxp
9
pxud
yRPE
yRPE
(ACM)
(ACM)
(ACM)

Fig. 6. Scheme of visual values scaling difference of brightness method
Appling this restriction, correct results for automatic achieved RPE, IS/OS or ELM layer
finding has been achieved (Fig. 7).

y
IS/OS
y
RPE

Fig. 7. Accommodation of function course y
IS/OS
(ACM)
and y
RPE
(ACM)
.
3.3 Description of CCA algorithm
Method of small part wandering about in discovering Canny edge CCA relies on
preliminary detection of edge using Canny detector and next corrections of lines continuity
on ends and performing the connection with the remaining ones Fig. 8.


509
Preprocessing
sing
Canny dge e detection
sing
Labeling lines
sing
Modified active contour
sing
Connecting line to detect layers

Fig. 8. Block scheme of CCA algorithm
The first period of the used CCA method is discovering edge with assistance of Canny
method (Canny, 1986) on L
MED
image. For so emerged binary L
BIN
(CCA)
the operation of
labeling was conducted where each concentration (about value 1) owns label et=1,2,...,Et-
1,Et. Next, for each label et labeling is conducted giving each concentration (line) label.
Received image L
IND
(CCA)
is shown in pseudocolors on Fig. 7.

Fig. 9. L
IND
(CCA)
Image in pseudocolors (label Et=131)


510
Fig. 9 shows values of labels for the next line of L
IND
(CCA)
image. Each continuous line of
edge visible on L
IND
(CCA)
image (Fig. 9) for labels e
t
=1,2,...,E
t
-1,E
t
has been transformed for
form k=1,2,3,,K-1,K points (x
et,k
y
et,k
) in Cartesian match of coordinates. Method of
modified active contour has been employed for each stretch of edge in both directions. For
this purpose for two first pairs of coordinates of first edge (x
1,1
,y
1,1
) and (x
1,2
,y
1,2
) and two
last ones (x
1,K-1
,y
1,K-1
) and (x
1,K
,y
1,K
) a straight line has been appointed going through these
points, that is according to visual drawing below (Fig. 10):

Fig. 10. Graphic interpretation of modified active contour method for appointment of next
point beginning from points positions (x
1,K-1
,y
1,K-1
) and (x
1,K
,y
1,K
) for establishing new point
(pixel) (x
1,K+1
,y
1,K+1
). For simplification angle of depression of final points of edges was
established at =0
o
.

M =1 e
M =19 e
M =20 e

Fig. 11. Artificial image and fragment of modified active contour operation for =40, =1,
xy=N
e
=4, M
e
changed in range (1,20)


511
Fig. 11 presents the ideas of method of active contour where beginning from points
position (x
1,K-1
,y
1,K-1
) and (x
1,K
,y
1,K
) straight line going through them is established with an
angle of depression
1
and in distance xy appointing of the position of new point
(x
1,K+1
,y
1,K+1
) for different potential positions (in angle partition
1
(1) through ). The
choice of proper position of contour point acquired through adding next points for
existing edge is acquired on base of analyses of average values from areas Lu and Ld
about size M
e
N
e
(Fig. 3-8). angle for which the best adjustment for the analyzed point
(x
1,K+1
,y
1,K+1
) exists is the one for which the remainder in average values between areas Lu
and Ld is the biggest.
As it happens, the suggested method of modified active contour has very curious properties.
The parameters of this algorithm are as follows:
- Angle in which range the best adjusting for the given criterion is searched,
- Accuracy with which we search for the best adjusting,
xy - the distance between the present and the next searched point of active contour
(x
1,K+1
,y
1,K+1
), (x
1,K+2
,y
1,K+2
) and so on,
Me - Height of analyzed Lu and Ld area
Ne - Width of analyzed Lu and Ld area
On the base of the above-mentioned findings and realized measurements (Koprowski &
Wrbel, 2009) values of parameters of active contour on =45, =1, xy=1, Me=11, Ne=11
were established. Iterations for individual et edges of active contour method have been
interrupted, then if one of the following situations happened:
The possible number of iterations has been surpassed - established arbitrary for 1000,
For this point the condition of remainder in average values between areas Lu and Ld has not
been granted
At least two points own the same coordinates - it precludes to looping of algorithm.
For parameters established this way, the results have been acquired that are presented
below Fig. 10, Fig. 11).

Fig. 12. Operation of modified active contour on real image for =40, =1, xy=Ne=11,
Me =10. The green line marks the contour acquired with Canny method, the red line marks
next points of active contour method.


512

Fig. 13. Operation of modified active contour after the described correction on real image for
=40, =1, xy=Ne=11, Me =11
As shown on drawings above (Fig. 10, Fig. 11) the suggested method discovers correctly
individual layers on OCT image of an eye.
3.4 Random method of contour analysis RAC
Points starting the operation of the algorithm RAC are chosen at random in the
preliminary period (Koprowski & Wrbel, 2009). Next, the correction of their number is
performed, so that the remaining ones, granting proper conditions become the first points
for the appointed RPE, IS/OS, NFL or OPL layers. This line become stretched further by
method of modified active contour introduced in description of CCA algorithm (Fig. 14).

Preprocessing
sing
Random points
sing
Adjustment of the number of points
Modified active contour
sing

Fig. 14. Block scheme of RAC algorithm
It has already been mentioned that preliminary position of starting points was chosen at
random. random values from monotonous partition were acquired (0,1) for each of new
points of image matrixes - Lo (about resolution of L
MED
image there is.: MN). For Lo image
pixels created this way (random) binarization with threshold pr is carried out . Each new
pixel with value 1 will be further starting point o*
i,j
(where index i means next starting
point however, j means next points created on its base). This way, by selecting value of
threshold pr in range (0.1) we influence the number of starting points. In the next period, the
position of starting points is modified in the assigned H area of the sizes M
H
N
H
. The


513
modification relies on correction of point position o*
i,1
with coordinates (x*
i,1
, y*
i,1
) to new
coordinates (x
i,1
, y
i,1
) where possibly relocation is in range x
i,1
= x*
i,1
(N
H
)/2 and y
i,1
=
y*
i,1
(M
H
)/2. Change of coordinates follows in area (M
H
)/2 and (N
H
)/2 in which the
biggest value is achieved in remainder between pixels in eight- neighbor match. Next the
correction of repeating points is performed- this which have the same coordinates are
deleted.
For assigning layers on OCT image the component of contour were later indicated in
meaning of his fragments subjected later to modification and processing in the following
manner. For each o*
i,1
point chosen at random with coordinates (x*
i,1
, y*
i,1
) iteration process
is performed relying on searching of next o
i,2
, o
i,3
, o
i,4
, o
i,5
points and so on, according to
dependence described in CCA algorithm (Fig. 8).
In the described case of iteration appointment contour component becomes essential
introduction of limitation range (next parameters) which includes:
j
MAX
- maximum number of iterations - limitation whose purpose is to eliminate
algorithm looping if every time, points o
i,j
will be appointed with different locations
and contour will have for example spiral form.
Stopping the iteration process if it will be discovered that x
i,j
=x
i,j+1
and y
i,j
=y
i,j+1
. This
situation happens most often if Lu and Ld areas are of a similar size as area H or are
bigger (about sizes M
H
N
H
). As for the random choosing and correcting starting points,
here might also appear the situation that after the correction there will be x
i,j
=x
i,j+1
and
y
i,j
=y
i,j+1
Stopping the iteration process if y
i,j
>M
M
or x
i,j
>N
M
or in cases where the indicated o
i,j

point will be outside the picture.
Stopping the iteration process if still better matching point in respect does not grant
condition admissible (allowable curvature contour).
At this stage, components of the outline for the given parameters are obtained. These
parameters include:
Size of h
x
and h
y
mask is strictly related to resolution of image and size of identified area
accepted for M
M
N
M
= 8641024 on M
H
N
H
=2323
p
r
threshold responsible for the number of starting points - changed practically in
range 0-0.1,
j
MAX
- maximum admissible number of iterations - established arbitrarily at 100,
- partition of angle established in partition 10-70
o
,
M
H
N
H
-size of correction area, square area, converted in range M
H
N
H
=55 to
M
H
N
H
=2525
admissible maximum change of angle between the folowing points of contour
established in partition 10-70
o
.
The analyzing the acquired values it must be noticed that stopping the iteration process
happens only when x
i,j
=x
i,j+1
and y
i,j
=y
i,j+1
(as it was said earlier). Or then only if points o
i,j

and o
i,j+1
have the same position. This condition does not concern oi,j points which have the
same coordinates but for different i, that is the ones that emerged in definite point of
iterations from different initial points. Easing of this condition leads to generation overlap
on the elements of contour which must be analyzed.
As it has been presented above, the performed iteration process can cause overlapping of o
i,j

points with the same coordinates (x
i,j
, y
i,j
) emerged from different initial oi,1points. This
property is used for ultimate appointment of contour layers on OCT image.


514
In a general case, it can happen that despite relatively small values of the accepted p
r

threshold, the randomly chosen o
i,1
starting point is placed beyond the edge of object. Then,
the next iterations can join it with the remaining part. In such a case the deletion process of
outstanding branch is performed alike for lopping off of branch in frameworking
(Gonzalez & Woods, 1992).
Exemplary results showed on Fig. 15 are acquired for real OCT image for p
r
=0.02, =80
o
,
M
H
N
H
=3535.

Fig. 15. Exemplary results acquired for real image OCT for p
r
=0.02, =80
o
, M
H
N
H
=3535.
Fig. 1 - correctly indicated contour components are visible and other fragments of contour
which from the point of view of limitation are not deleted. However, on the other hand
number of available parameters and its form allow enough liberty in their selection in order
to get desired results. In majority of cases, obtaining the intentional form of contour is
possible for one established M
H
N
H
value. However, it can turn out that the use of
hierarchic approach is required for which M
H
N
H
size will be decreased, thanks to which
greater accuracy of the suggested method will be acquired and it will introduce weight
(hierarchies) of importance of individual contours.
3.5 Method based on hierarchic approach HAC
The method based on hierarchic approach HAC (Koprowski & Wrbel, 2009).The main
NFL or RPE layers are initially identified on image of the smallest resolutions and next
remaining layers are identified like for example IS/OS and accuracy reconnaissance of NFL
and RPE layers (Fig. 3-2) is gradually increased.
From foundation, described algorithm should give satisfactory results mainly from part of
criterion operation speed. The described methods (algorithms) are characterized by big
accuracy of account, however, they are not sufficiently fast (it is hard to get analysis speed of
single 2D image in time not surpassing 10ms or 50 ms on processor PII 1.33 GHz). Thus,
decrease of L
MED
image resolution was suggested about near 50% for such value of pixels
number in rows and columns (with MN=740800) which is power of value 2 there is
MN=256512 (L
MED2
) applying further decomposition for L
D16
image (where symbol D
means decomposition and symbol 16 means block size for which it has been received).
Any exit (output) image pixel after decomposition has value equal median from area (block)
of 1616 size entrance (input) image according to Fig. 17.


515
Preprocessing
sing
Downscaling
sing
Recognition layer RPE, NFL
sing
Increase the resolution
sing
P RPE, NFL osition correction
sing

Fig. 16. Block scheme of HAC algorithm

Fig. 17. Location of blocks na obrazie L
MED2

Fig. 18. Image before and after decomposition L
MED2
i L
D16

Exemplary L
D16
result and input L
MED2
image are shown on Fig. 18. L
D16
Image will be
subjected to the operation of appointment of pixel positions with maximum value for each
column. Applying this thresholding method by maximum value in rows, in 99% of cases
only one maximum value in column is received.


516

Fig. 19. Exemplary L
DB16
image
In order to appoint position of NFL and RPE borders precisely, the use one more L
DB16

image was essential. This image is a binary image with white pixels placed in places for
which remainder between neighbor pixels in vertical tis greater than assigned pr threshold
accepted in range (0, 0.2). In result, the cooridnates of points border locations y
NFL
(HAC)
and
y
RPE
(HAC)
are received as locations of values 1 in L
DB16
image for which
y
NFL
(HAC)
(x)y
RPE
(HAC)
(x). This relative simple approach gives unbelieveably satisfactory
results. This method for selection of pr threshold on level 0.01 gives satisfactory results in
nearly 70% of images in not compound cases (that is, the ones which are not images with
visible pathology or shield of optical nerve). Unfortunately, for the remaining 30% of cases,
selection of p
r
threshold in accepted borders does not decrease the emerging errors (Fig. 19).
The correction of erroneous reconnaissance of y
NFL
(HAC)
and y
RPE
(HAC)
layers is important
because for this approach these errors will be copied (In presented further hierarchic
approach) for next exact approximations. After correction taking into consideration number
of white pixels for individual L
DM16
image columns, and mutual situating taking into
consideration NFL and RPE layers position, presented correction gives for above-mentioned
images class efficiency at the level of 99% of cases. Despite the accepted limitations, this
method brings erroneous results for initial columns of image (with hierarchic approach
definition) unfortunately, these errors are copied further.
The cause of erroneous reconnaissance of layers locations is the difficulty in distinguishing
proper layers in case of discovering three line, three points in given column in which
position is changed in admissible range for individual x.
3.6 Decrease of decomposition area
Relatively simple period of processing of tomographyc image with particular consideration
of speed of operation is escalation of accuracy and the same decrease of A
m,n
areas size (Fig.
17) block on L
MED
image. It was assumed that A
m,n
areas will be decreased in sequence to
11 size by a half in each iteration. Decrease of A
m,n
area is equivalent with next period
execution of NFL and RPE line position approximation.
Increase of accuracy (precision) position of NFL and RPE lines indicated in former iteration
is tied with two periods:
Coordinate condensing (x,y) in meaning of indirect appointment (in center of point (x,y)
put exactly) using method of linear interpolation.
Change of position of the condensed points so that they bring closer the wanted borders
in a better way.


517
If first part is intuitive and it leads to resampling process, the second requires exact
explanations.The second period relies on adjusting individual point to wanted layer.
Because in ox axis the image is from definition already decomposed and pixel brightness in
the analyzed image is similar to median value of the primary image, properly in window A
(Fig.17) modification of RPE and NFL point position follows in vertical axis only. Analysis
of individual RPE and NFL points is independent in meaning of addiction from the position
of point in line.

Fig. 20. Results of the processes of adjusting for two iterations. White color marks input RPE
points and red and green color mark next approximations.
Each RPE point remaining from the previous iteration and new arising from the interpolation,
are in various stages of the algorithm matched to RPE layer with ever greater precision.
Change of the position of y
RPE
(HAC)
point (x) is in the range p
u
where range of variation is not
dependent on the scale of considerations (size of A area) and follows closely the distance
between the NFL and RPE. For blocks A of size 16 16 to 1 1 p
u
is constant and is 2. This
value was adopted on the basis of the typical average for examined hundreds of L
GRAY
images
the distance between the NFL and RPE of about 32 pixels which means that the decomposition
into A blocks of size 1616 are two pixels so p
u
=2. In this regard, 2 is looking for maximum
L
DM
image and it adopts a new position of RPE NFL point. This way the process of RPE or
NFL is more similar to the actual conduct of the analyzed layer. Results obtained from the fit
shown in Fig. 3-6. The white color shows the input RPE values as input data for this stage of
the algorithm and the decomposition on A blocks of size 16 x 16 (L
DM16
and L
D16
images), red
matching results for A blocks of size 8 x 8 (L
DM8
and L
D8
images) and green match results for A
blocks of size 4 x 4 (L
DM4
and L
D4
images). As shown in Fig. 3-6 further decomposition and the
next smaller and smaller A areas and hence higher resolution, image is obtained with greater
accuracy at the expense of time (Indeed, increasing the number of analyzed y
RPE
(HAC)
(x),
y
NFL
(HAC)
(x) points and their neighborhoods p
u
).
This method for A size 16 16 has large enough properties of the Global Approach to the
brightness of pixels that there is no need to introduce at this stage the additional treatment
to distinguish between closely spaced layers (that were not previously visible because of
image resolutions). By contrast, with the A areas of sizes 4 x 4 other layers are already


518
visible, which should be further analyzed correctly. Increasing accuracy makes IS/OS layer
visible which is located near the RPE layer (Fig. 20). Thus, in a circled area there is high
fluctuation of position in oy axis of RPE layer. Therefore, a next algorithm step was
developed taking into account the partition on RPE and IS/OS layers for appropriate high-
resolution. As shown in Fig. 21. presented method copes perfectly with detection of NFL,
RPE and IS/OS layers marked appropriately by colors red, blue and green.

Fig. 21. Fragments of L
MED
images with drawn NFL course red, RPE blue and IS/OS
green
4. Summary
Presented methods ACM, CCA, RAC or HAC give correct results at detection (identifying)
RPE, IS/OS, NFL or OPL layers on tomographyc image of eye. Differences in suggested
methods are visible only at their comparison of efficiencie for analysis of some hundreds
mentioned tomographyc images. Comparing the mentioned methods we must bear in mind
accuracy of reconnaissance of layer, reactions of algorithms on pathologies, shields of optical
nerves and speed of operation in this case for computer (P4 CPU 3GHz, 2GB RAM).
The following table Tab 1 shows composite comparison of the suggested algorithms and
Tab. 2. comparison of result acquired with assistance of the discussed algorithm taking into
consideration typical and critical fragments of operations of individual algorithms.

Algorithm/Feature ACM CCA RAC HAC
Total error in the diagnosis of layers 5% 4% 7% 2%
The rate of detection layer RPE - MATLAB 15 s 5s 10s 1s
The rate of detection layer RPE - C++ 0.85 s 0.27s 1.2s 50ms
Table 1. Composite comparison of the suggested algorithms
Random. Described method gives correct results at appointment of contour (separation of
layers) equal on OCT images and for other images for which classic methods of
appointment of contour they not bring results or results do not supply continuous contour.
Big influence of hum on the acquired results is one of the algorithms defects. It results from


519
fact that number of pixels with big value that is the disturbance increases the possibility of
choosing at random the starting point in this place and in consequence element contour.
Time of account is the second defect which is greater if the number of chosen points is
greater /or cause for which next o
i,j+1
points search has been detained.

Method
A case of wrong diagnosis - due to the
nature of the method
Sample reconstruction of 3D NFL layers -
blue, RPE - red and IS / OS green
ACM

CCA

RAC

Table 2. Comparison of the results obtained by the described algorithms


520
Hierarhic. Presented algorithm discovers NFL, RPE and IS/OS layers in time for 50ms on
computer with processor 2.5GHz Intel Core 2 Quad. Performed measurement of time was
measured as value of average analysis 700 images dividing individual images on A blocks
(Fig. 3-3) about sizes 1616, 88, 44, 22. It is possible to decrease this time by modifying
number of approximation blocks and simultaneously boosting identification error of
position of layer - results shown in a table below.
Summary of the various stages of analysis time algorithm presented in the table above
clearly indicates that the first phase of the longest pre stage processing image where the
dominant importance (in terms of execution time) has a filtration of median filter and the
final stage of determining the exact location of the RPE and IS/OS layers. The exact
breakdown of RPE and IS / OS, in fact involves an analysis of and the correction of the
position of credits primarily RPE and IS / OS in all columns for the most accurate image
zoom (due to the small distance between the RPE and IS / OS is not possible to carry out
this division in the previous approximations). The reduction in computation time can
therefore occur only by increasing the layer thickness of measurement error. And so, for
example, for analysis in the first approximation for a size 32 32 and then 16 16 thick
errors arising in the first stage and reproduced in subsequent. For the approximations for A
of size 16 16 and then 88, 44, 22 and 11 the highest accuracy is achieved but the
calculation time increases approximately twice.
A key element that crowns the results obtained from the proposed algorithm is a 3D
reconstruction based on the sequence of L
M
(i)
images. The sequence of images and more
precisely the location sequence of NFL
(i)
(n), RPE
(i)
(n) and IS/OS
(i)
(n) layers based 3D
reconstruction tompgraphyc image. For example a sequence of 50 images and the
resolution of one L
M
(i) image on level MN=256512 is obtained through the 3D image
composed of three layers of the NFL, RPE and IS/OS of size 50 512. The results shown
in (Koprowski & Wrbel, 2008),for example the reconstruction of the original image
(without the treatment described above) based on the pixel brightness - reconstruction
performed using the algorithm described above based on the NFL
(i)
(n), RPE
(i)
(n) and
IS/OS
(i)
(n) information.

,
Fig. 22. Spatial location layers RPE


521

Fig. 23. Layer thickness IS/OS-RPE
It is clearly apparent from the layers of the ability to automatically determine locations of
thickest positions or the thinnest between any points.
5. References
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images by use of a spatially adaptive wavelet filter, Opt. Lett. 29, 28782880 (2004).
Akiba, M., Chan, K. P. & Tanno, N., Full-field optical coherence tomography by
twodimensional heterodyne detection with a pair of CCD cameras. Optics Letters,
2003. 28(10): p. 816-18.
Barry C.: Optical Ccoherence tomography for retinal imaging dissertation, De promotor:
Prof. Dr. T.G. van Leeuwen, De copromotor: Prof. Dr. J.F. de Boer 2005
Bauma B. E. & Tearney G. J.: Handbook of Opticall Coherence Thomography, MarcelDekker
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Canny J.: A Computational Approach to Edge Detection, IEEE Transactions on Pattern
Analysis and Machine Intelligence, Vol. 8, No. 6, Nov. 1986.
Chinn, S. R. & Swanson, E. A. e Fujimoto, J. G., Optical coherence tomography using a
frequency-tunable optical source. Optics Letters, 1997. 22(5): p. 340-342.
Choma MA, Sarunic MV, Yang C & Izatt JA. Sensitivity advantage of swept source and
Fourier domain optical coherence tomography. Opt Express 2003 11:21839.
Costa, R. A., Skaf, M., et al., Retinal assessment using optical coherence tomography.
Progress in Retinal and Eye Research, 2006. 25(3): p. 325-353.
Drexler W, Sattmann H, Hermann B, et al. Enhanced visualization of macular pathology
with the use of ultrahigh-resolution optical coherence tomography. Arch
Ophthalmol 2003;121:695706. [PubMed: 12742848]
Farsiu S, Chiu SJ, Izatt JA. & Toth CA. Fast detection and segmentation of drusen in retinal
optical coherence tomography images. Proceedings of Photonics West, San Jose,
CA, February 2008; 68440D1-12 and Proc. SPIE, Vol. 6844, 68440D (2008);
Fercher AF, Hitzenberger CK, Kamp G. & Elzaiat SY. Measurement of intraocular distances
by backscattering spectral interferometry. Opt Commun 1995;117:438.


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Gnanadurai D. & Sadasivam V., Undecimated wavelet based speckle reduction for SAR
images, Pattern Recognition Letters, 26, 793-800 (2005).
Gonzalez R. & Woods R.: Digital Image Processing, Addison-Wesley Publishing Company,
1992, Chap. 4.
Hausler G. & Lindner MW. Coherence radar and spectral radar-new tools for
dermatological diagnosis. J Biomed Opt 1998;3:2131.
Klinder T., Ostermann J., Ehm M., Franz A., Kneser R. & Lorenz C., Automated model-
based vertebra detection, identification, and segmentation, Medical Image Analysis
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Ko, T. H., Fujimoto, J. G., et al., Comparison of ultrahigh- and standard-resolution optical
coherence tomography for imaging macular pathology. Ophthalmology, 2005.
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Koprowski R., Izdebska-Straszak G., Wrbel Z. & Adamek B. The cell structures
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Koprowski R. & Wrbel Z.: Hierarchic Approach in the Analysis of Tomographic Eye
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on the Canny edge detection, Conference on Information Technologies in
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25
Image Processing for Optical Metrology
Miguel Mora-Gonzlez, Jess Muoz-Maciel, Francisco J. Casillas,
Francisco G. Pea-Lecona, Roger Chiu-Zarate
and Hctor Prez Ladrn de Guevara
Universidad de Guadalajara, Centro Universitario de los Lagos
Mxico
1. Introduction
Optical measurements offer the desirable characteristics of being noninvasive and
nondestructive techniques that are able to analyze in real time objects and phenomena in a
remote sense. Science areas that involve optical characterization include physics, biology,
chemistry and varied fields of engineering. The use of digital cameras to record objects or a
specific phenomenon permits the exploitation of the potential of that the associated images
can be processed to determine one or several parameter or characteristics of what is being
recorded. These images need to be processed and securely there will be a model associated
with the optical metrology that will provide an insight or a comprehensive understanding of
the image being analyzed. Matlab is the suitable platform to implement image processing
algorithms due to its ability to perform the whole processing techniques and procedures to
analyze and image. At the same time it provides a flexible and a fast programming
language for user constructing algorithms. In the present chapter we provide some
fundamentals about image acquisition, filtering and processing, and some applications.
Some applications are well-know techniques while others offer the state of the art in the
field under study. All authors agree that Matlab is a powerful tool for image processing
and optical metrology.
All algorithms and/or sentences used in this chapter are made in such manner so that they
work in the Matlab R2007b platform or superior. Matlab is a trade mark of Mathworks
Inc., from here on we will refer it as Matlab only. Also the Matlab functions and parameters
used along the chapter are typed in italics and in apostrophes, respectively.
Algorithms in present chapter are presented in two formats depending on the algorithm
extension: 1) Image titles and/or figure captions for low algorithms extension; 2) Subsection
ends for larger algorithms.
2. Image processing and acquisition
In the present section, image and processing acquisition principles in Matlab are established.
2.1 Image acquisition
Image acquisition is the initial stage in every vision system for human or artificial image
data interpretation. Image acquisition is the recording process of a real object, this implies


524
that the vision process totally depends on quality acquisition; this could be an analogical or
digital. The analogical acquisition process is a representation of the object with several
techniques like designing, painting, photography, and video. In a similar way, digital
imaging acquisition is able to represent a real object, however object properties are
presented in a discrete form. Every object characteristics are mapped from a real plane to a
digital plane where a group of discrete values (i.e 1, 2, 3, ,) represent position, form, color
and texture.
2.1.1 Acquisition and digital image representation
Image acquisition process in Matlab can be done by the use of either imread or getsnapshot
functions for stored images or video, respectively. Each function stores the object
representation in a discrete lxmxn array, where l can be related to color data; m and n
indexes represent the image spatial coordinates.
An example of a real image is shown in Figure 1a, and in Figure 1b, the representation in a
matrix array of the selected area from the image. Digital images are described as a bi-
dimensional f(x,y) function, where x and y represent the spatial coordinates. The f value at
the (x,y) position point is proportional to the intensity or gray scale of the image.
In Matlab, a digital image satisfies following conditions: first, spatial and gray scale values
must be discrete; and second, intensities are sampling at 8 bits (255 values).

Fig. 1. a) real color image, and b) matrix of the green color component of the selected area.
2.1.2 Image discretization
Image discretization is the process of converting an analogical image to a digital image; this
process depends on the sampling and quantization stages.
Correspondence between analogical and digital images is given by the number of pixels
used. If the number of pixels is enough to satisfy the Nyquist criteria (Oppenheim et al.,
1997), the acquired image is a satisfactory representation of the real object observed.
Quantization is the process of assigning a color or gray discrete level to each sample.
Therefore, image discretization quality depends on frequency sampling as in quantization
levels used. It must be noted that Matlab only reads digital images. Acquisition process can
be done with scanners, CCD cameras, etc.
2.2 Thresholding and high contrast image
Frequently, acquired images under real conditions present a background problem. When
relevant foreground elements are mixed with low interest background ones. Another


525
problem that hides the desired information is a low contrast image. Therefore, the use of
algorithms that deals with can be implemented in order to enhance the images.
Equalization, binarization and thresholding algorithm are alternatives that have proved to
be successful.
In the following subsection, a method for the conversion of color images into gray levels is
presented. Next, by using histogram equalization, a high contrast image from the gray scale
levels is obtained. Finally, binarization process by establishing a thresholding is described in
order to get a two color image (black (0) and white (255)) from a gray level scale (Poon &
Banerjee, 2001).
2.2.1 Histogram
Histogram is the graphical representation of pixels gray values distribution. Images can be
classified according to its histogram as high, medium or low contrast images. A low contrast
image has a histogram with a low fraction of all possible gray values, around less than 40%
of the whole scale. A high contrast image has more than 90% of the gray values.
Color images can also be classified in accordance with its histogram by considering human
ocular sensitivity to primary colors. This is given by the first component of the YIQ matrix:
0.299 0.587 0.114 , Y R G B = + +

(1)
Where Y and RGB are the lumma components used in color television systems NTSC (that
represents a gray scale in the YIQ space) and the primary components, red, green and blue,
respectively. The histogram transformation for a color image is given by the following pixel
to pixel operation:
( ) ,
gsl k k
T r s =

(2)
where r
k
and s
k
are the original pixel intensities in color and gray scale levels (gsl)
respectively. In figure 2 is shown the image obtained by the use of equation (2) and its
corresponding histogram, these operations can be done by using the Matlab functions
rgb2gray and imhist.

Fig. 2. a) gsl photography, b) histogram.
2.2.2 Histogram equalization
Histogram equalization is the transformation of the intensity values of an image that is
typically applied to enhance the contrast of the image. As an example, the contrast of the


526
image of the figure 2a, can be handled by applying histogram equalization and it is shown
in figure 3 with its respective histogram, this operation can be done by using the Matlab
function histeq.

Fig. 3. a) Photography equalization, b) histogram.
In order to get the discrete values in a gsl, the following equation is used

0
( ) ( 1),
k
j
eq k
j
n
T s L
n
=
=

(3)
where k = 0,1,2,, (L-1), L represents the gray level numbers into an image (255 as an
example), n
j
is the frequency of appearance of an specific j-th gray level and n is the total
number of pixels of the image.
2.2.3 Thresholding by histogram
Thresholding is a non-linear operation for image segmentation that consists in the
conversion of a gsl image into a binary image according to a threshold value. This operation
is used to separate some regions of the foreground of an image from its background.
Thresholding operation can be done by using the Matlab function graythresh. Binarization
may be considered as an especial case of thresholding as shown in figure 4. The Matlab
function that binaries an image is im2bw.

Fig. 4. Image binarization by thresholding.
2.3 Spatial filtering
In order to reduce noise or enhance some specific characteristics of an image some filters like
high-pass, low-pass, band-pass or band-stop are used. These filters can be applied in the


527
frequency domain (section 2.4) or in the spatial domain. Spatial domain filtering is described
in this section. Filtering operations are directly applied to the image (pixel to pixel). The
mathematical functions applied in the spatial domain are well known as convolution, and
are described by (Mora-Gonzlez et al., 2008)

1 1
2 2
1 1
2 2
( , ) * ( , ) ( , ) ( , ),
M N
M N
m n
f x y g x y f m n g x m y n
+ +
+ +
= =
=

(4)
where f, g,(x,y), (m,n) and MxN are the original image, the convolution mask or matrix, the
original image coordinates, the coordinates where the convolution is performed, and the
size of convolution mask, respectively. Equation (4) is applied by doing a homogeneous
scanning with the convolution mask versus the whole image to be convolved. These filters
are also known as Finite Impulse Response (FIR) filters because they are applied to a finite
section of the spatial domain (In this case the finite section is the image). Equation (4) can be
implemented in Matlab by using nested for loops, also conv2, fspecial or imfilter functions can
be used too. These kinds of filters are dependent of the convolution mask form as is
explained in the following two subsections.
2.3.1 Low-pass filters
Low-pass filters applied to images have the purpose of image smoothing, by blurring the
edges into the image and lowering the contrast. The main characteristic of a low-pass
convolution mask is that all of its elements have positive values. Some commonly used low-
pass filters are: averaging, gaussian, quadratic, triangular and trigonometric. These mask are
presented in a matrix form like

1,1 1,2 1,
2,1 2,2 2,
,
,1 ,2 , 1 1
1
( , ) ,
N
N
M N
m n
M M M N m n
w w w
w w w
g m n
w
w w w
= =

=

(5)
with

( ) ( )
( ) ( )
( ) ( )
2 2
1 1
2 2
2 2
1 1
2 2
1 1
2 4 2 4 2
exp ,
1 ,
,
cos cos ,
,
M N
M N
M N A A A
A B m n gaussian
A B m B n cuadratic
w
B m B n trigonometric
A average
+ +
+ +
+ +

+

=

+ +

(6)
where A, B and w are the amplitude, the width function factor and the weight function of
the spatial filter, respectively. In order to determine the effectiveness of the masks of the
equations (5) and (6), Magnitude Spectra (MS) are obtained to analyze the low frequencies
allowed to pass by the filter and high frequencies attenuation. This is expressed as
{ } ( ) 20log ( , ) , MS g m n =

(7)


528
where and are the MS frequency component and the Fourier transform operator,
respectively.
In figure 5, the MS of the convolution mask from equations (5) and (6) are shown. Spatial
gaussian filter behavior is more stable because allows low frequencies to pass and also
attenuate middle and high frequencies faster than other filters, as can be observed. The mask
for nine elements is shown in table 1. It must be mentioned that the processing time slow
down conforming the convolution mask increases. Spatial filtering also has a problem in the
image edges, because they cannot be convolved and there are (M-1)/2 and (N-1)/2 lost
information elements in x and y axes, respectively. By using the fspecial function, low-pass
masks can be generated by applying the gaussian or average Matlab parameters.
Another mask types designed for signal processing can be implemented on image
processing by a two dimensional extension. In figure 6 it is shown three different low-pass
filters applied in the test image.

Fig. 5. MS of equations (5) and (6) masks, with A=1, B=1 and w=1. Matlab code
representation of equation (7) is: MS=20*log10(abs(fft(g))).

Gaussian Quadratic Trigonometric Average
.0449 .1221 .0449
.1221 .3319 .1221
.0449 .1221 .0449

0 .1667 0
.1667 .3333 .1667
0 .1667 0

.1011 .1161 .1011
.1161 .1312 .1161
.1011 .1161 .1011

1 1 1
1
1 1 1
9
1 1 1

Table 1. 3x3 convolution masks g for low-pass filters of equations (5) and (6), with A=1, B=1
and w=1.

Fig. 6. Low-pass 3x3 filters examples applied to figure 1a. Matlab parameters used: a)
average, b) gaussian and c) disk.


529
2.3.2 High-pass filters
High frequency components are mostly located in image borders, like fast tone changes and
marked details. The main purpose of a high-pass filter is to highlight the image details for
skeletonizing, geometrical orientation, contrast enhancement, and revealing hidden
characteristics, among many others. One of the most common high-pass spatial filters is the
high-boost that consists in an interactive subtraction process between the original image and
low-pass filters. The weighting function for a 3x3 matrix is obtained by

1
9
1
9
9 , 2, 2
.
, 2, 2
C m n
w
m n
= =

(8)
The differential filters are another kind of high-pass filters that get its weighting function
based on the partial derivates applied to the image. The most usual differential filters are the
gradient and laplacian, based on the following equations

2
2
( ( , )) , ,
f f f f
f x y gradient magnitude
x y x y

= + +

(9)
and

2 2
2
2 2
( ( , )) , ,
f f
f x y laplacian
x y

= +

(10)
if the magnitude of the partial derivatives work with a 3x3 mask, then

1,3 2,3 3,3 1,1 2,1 3,1
1
( ) ( )
2
f
w w w w w w
x

= + + + +

+

(11)
and

1,1 1,2 1,3 3,1 3,2 3,3
1
( ) ( ) .
2
f
w w w w w w
y

= + + + +

+

(12)
Other used filters based on gradients are the Sobel, Prewitt and Canny. The Sobel spatial
filter uses the central weight constant k=2 (Pratt, 2001). Meanwhile the Pewwit space filter
uses k=1. The Canny space filter uses two different thresholds for weak and strong edges
detection (Canny, 1986). Table 2 shows the nine elements masks of the most utilized high-
pass filters. Figure 7 shows six examples of the application of these functions as high-pass
filters to figure 1a. It is observed that the Canny filter is the most powerful edge detector
filter.
2.4 Mathematical discrete transforms
Discrete transform analysis has played an important role in digital image processing.
Several transform types are applicable to digital image processing, but due to their optical
metrology potential applications, Fourier and Radon transforms are presented in this
chapter section.


530
2.4.1 Fourier transform
Discrete Fourier Transform (DFT) represents the change from spatial to frequency domain.
In convergent optical systems this transform represents the propagated optical perturbation
from exit pupil to the focal point in a single lens arrangement. Equations (13) and (14)
represent the DFT pair for the mathematical two dimensional (2D) model (Gonzalez, 2002)
{ }
( )
1 1
1
( , ) ( , ) ( , )exp 2 ,
M N
vy
ux
M N
x y
f x y F u v f x y i
MN

= =

= = +

(13)

Sobel Prewitt Gradient Laplacian
f
x
=
1 0 1
2 0 2
1 0 1

f
y
=
1 2 1
0 0 0
1 2 1

f
x
=
1 0 1
1 0 1
1 0 1

f
y
=
1 1 1
0 0 0
1 1 1

f
x
=
1 1 1
1 2 1
1 1 1

f
y
=
1 1 1
1 2 1
1 1 1

0 1 0
1 4 1
0 1 0

Table 2. Some 3x3 convolution masks g for high-pass differential filters (Bow, 2002).

Fig. 7. High-pass 3x3 filters examples applied to figure 1a. Matlab parameters and functions
used: a) canny, b) sobel, c) prewitt, d) laplacian with log, e) gradient and f) high-boost
filter.
and
{ }
( )
1
1 1
( , ) ( , ) ( , )exp 2 ,
M N
vy
ux
M N
u v
F u v f x y F u v i
= =

= = +

(14)


531
where (u,v), MxN and
-1
are the Fourier space coordinates, the image size, the inverse
Fourier transform operator, respectively. Matlab has fft2 and ifft2 special functions for
equations (13) and (14), respectively, where FFT is the acronyms of Fast Fourier Transform.
Other functions of Fourier transforms are fft, ifft for one dimension, and fftshift for the
shifting of the zero-frequency component to spectra center. An important characteristic
obtained from the Fourier transform is that it gives the frequencies content of the image.
Due to this property, frequency filter design is a very straight forward task. Low frequencies
are located into the matrix around the central coordinates, while frequencies gradually
increase as are spread out from its center in a radial form. This characteristic is ideal for
frequency filtering (low-pass, high-pass, band-pass, and band-stop). The frequency filtering
process consists in the multiplication between image Fourier transform with a binary
circular mask. Figure 8 shows the filtered Fourier spectra and the resulting filtered images
for a high-pass, low-pass, band-pass and band-stop.

Fig. 8. Fourier filtering applied to figure 1a. a) high-pass, b) low-pass, c) band-pass and d)
band-stop. Where, circle and ring are masks of 30 and 60 pixels radii.
2.4.2 Radon transform
Radon transform applied in pattern recognition or digital image processing may be
considered as the images gsl projection over a given angle with respect to x axis. The
mathematical model of the Radon transform is (Bracewell, 1995)
{ } ( ) ( , ) ( , ) cos sin , f x y f x y R x y dxdt

=

(15)
where , , R and are the Radon transform operator, the Dirac delta function, the distance
from the origin to the profile line and the angle of direction of the same line, respectively.
Each of these parameters can be observed in figure 9, Q is the origin of the profile line to be
obtained (thick blue bold line). Equation (15) is implemented in Matlab with the special
function radon.


532

Fig. 9. Radon transform parameters.+
3. Optical metrology fundamentals
Optical metrology is a field of physics that include theoretical and experimental methods to
estimate physical parameters using the light wavelength as fundamental scale.
3.1 Optical interferometry
Optical interferometry is based in the light interference phenomenon to determine different
physical variables. A typical application is in nondestructive optical testing that requires high
accuracy. The interferometer is the optical system used by this technique, which allows by
interfering fringes the estimation of deformation components, shapes, strains or vibrations in
objects with polished or rough surfaces. According to users requirements, different
configurations of interferometers can be selected to measure displacements components.
3.1.1 Interference
Figure 10 shows the schematic of a common optical arrangement used in interferometry
well known as Michelson interferometer. The beam splitter (BS) splits the incident
collimated laser light in two wavefronts that propagate in different directions and are
reflected by the plane mirrors M1 and M2 respectively, and then they are combined with the
same BS to form an interference pattern that can be observed directly on the screen.

Fig. 10. Michelson interferometer.
The superposition of the two wavefrons at a position (x,y) is expressed by the complex sum:


533

1 1 2 2
( , ) ( , )exp[ ( , )] ( , )exp[ ( , )], = + U x y a x y i x y a x y i x y

(16)
where a
1
(x,y) and a
2
(x,y) are the amplitudes and its respective phases
1
(x,y) y
2
(x,y). The
intensity at a point in the interference pattern is determined with the product of
perturbation U multiplied by its complex conjugated U
*
, this is

*
( , ) ( , ) ( , ), I x y U x y U x y =

(17)
then, the resulting intensity is given by

1 2 1 2
( , ) ( , ) ( , ) 2 ( , ) ( , ) cos[ ( , )], = + + I x y I x y I x y I x y I x y x y

(18)
where I
1
(x,y)=a
1
2
(x,y) and I
2
(x,y)=a
1
2
(x,y) are the intensities for each wavefront and (x,y) is
the phase difference between them, since these propagate along to different paths before the
interference.
Due to cosine of equation (18), I(x,y) reaches its maxima when (x,y) corresponds to even
multiples of (constructive interference) and its minima for odd multiples of (destructive
interference) (Gasvik, 2002). In general, optical interferometry is applied to estimate this
phase difference, which can arise due to geometrical variations or deformations in a testing
object. In figure 11 are shown two synthetic interference patterns when is replaced a mirror:
a) with tilt in y and defocus and b) with defocus and coma in the interferometer of figure 10.
The phase difference involving the geometrical variations of the mirrors is given by
(x,y)=4z/, where is the wavelength of the illumination source and z is the shape
phase difference introduced by the mirrors.

Fig. 11. Fringe patterns of mirrors with: a) tilt in y and defocus, YD; and b) defocus and
coma, DC. These wavefronts were generated using nested for loops. For these cases N=128
pixels; C
1
=0.01 and C
2
= 0.00001 are the numerical parameter of each aberration.
Another way to generate fringe patterns is by replacing a mirror of the interferometer for a
testing object with an optically rough surface that experiments a deformation. In this case,
the interference fringe pattern is not observed directly on the screen as in the previous
described case. The superposition of a wavefront reflected by a rough surface (object beam)
with a regular wavefront (reference beam) as the reflected by a plane mirror in the
Michelson interferometer causes that I
1
, I
2
and of equation (18) vary fast and randomly,
normally obtaining a speckle pattern. In speckle pattern interferometry the fringe patterns
are obtained by the correlation of two speckle patterns recorded using a CCD camera placed
at the screen position of the interferometer for the object before and after a deformation
(x,y). Assuming I
i
(x,y), I
f
(x,y) are the intensities of the speckle patterns for the initial no-


534
deformed state and the final deformed state respectively, the fringe patter can be calculated
by (Lehmann, 2001)

( , ) ( , ) ,
f i
I x y I x y
(19)
and the phase difference involving the deformation of the object is given by (x,y)=4z/,
where z is the displacement of the object in z direction (Waldner, 2000).
3.1.2 Phase shifting
In order to determine the phase (x,y) from fringe patterns, is applied a procedure well-
known as phase shifting. For this procedure can be registered several images introducing a
phase difference which experimentally is achieved with a piezoelectric (PZ) that modifies
the optical path length of one of the beams. A widely used algorithm to calculate the phase
employs four consecutive images shifted by /2 (Huntley, 2001)

1
( , ) ( , )
( , ) tan ,
( , ) ( , )

d b
a c
I x y I x y
x y
I x y I x y

(20)
where I
a
(x,y), I
b
(x,y), I
c
(x,y) and I
d
(x,y) are the intensities of the shifted images. Due to the
inverse tangent, in this pattern arise an effect of wrapping in a 2 module; moreover can be
affected by noise of high frequency in the case of speckle interferograms. If the interest of
the user is to explore the reduction of speckle noise and phase unwrapping techniques can
consults references (Sirohi, 1993) and (Ghiglia, 1998).
In figure 12 are shown the wrapped phases calculated with equation (20) using the fringe
patterns presented in the section.
3.2 Image diffraction
The mathematical representation for a collimated wavefront passing through a convergent
optical system until the focal point is given by the Fourier transform, as is observed in figure
13. By setting a diffraction grating in the entrance pupil of a convergent lens, a Fraunhofer
diffraction pattern is obtained in the focal point (Goodman, 2005), given by

( )
( )
2 2
2
exp
( , ) ( , ) exp ,
f
o
f
A j u v
U u v r x y j xu yv dxdy
j f

+

= +

(21)

Fig. 12. Calculated wrapped phases for: a) tilt in y and defocus, wpYD; and b) defocus and
coma, wpDC.


535
where U
o
(u, v), r(x, y), A and are the complex amplitude distribution of the field in the
back focal plane of the lens, the grating function, the amplitude of the monochromatic plane
wave and the illumination wavelength, respectively. The result of equation (21) varies
depending on the function of the grating. For our purposes, those functions are binary and
sinusoidal.

Fig. 13. Diagram for performing the Fourier transform of a grating with a positive lens.
3.2.1 Binary grating
A binary grating can be mathematically represented by a Fourier series expansion of a step
function (fstep) bounded in the [0,T] interval, see figure 14a. The function is defined by:

2
2
, 0
( , ) ,
0,
T
step
T
a y
f x y
y T
< <

(22)
and its Fourier series expansion is given by (Tolstov, 1962)

0
2
,
[( 1) 1]
( , ) exp[ ( )],
(2 )
n
bin
m n
a
r x y i mx ny
mn

=

= +

(23)
where T and a are the grating period and the amplitude, respectively. Then the intensity
profile at the focal plane is calculated from equations (17) and (21), with r(x,y) as vertical
binary grating of equation (23), giving (Mora-Gonzlez et al., 2009)

( )
( )
0
2
2 2
0
2
sin
( , ) , ,
k
bin
K
k
k
I u v h Ku K v
k
=

=

(24)
here
2
2
0
Aa
f
h

= is the zero diffraction order amplitude,

2
f
K

= is the scale factor at the focal

plane and
2
0
T
= is the angular frequency. The binary grating intensity profile presents an

infinite number of diffraction orders (harmonics) modulated by a sinc function (see figure
14b).
3.2.2 Sinusoidal grating
In order to observe the sinusoidal grating profile, it must be above x axis because negative
gsl cannot be observed. The equation proposed for the vertical sinusoidal grating is given by
(see figure 14c)


536
( )
1 1
sin 0
2 2
( , ) sin . r x y a y = +

(25)
The intensity profile at the focal plane from equation (21) with r(x,y) as vertical sinusoidal
grating of equation (25), giving (Mora-Gonzlez et al., 2009)

( )
[ ]
( )
0 0 2 2 2
sin 1 0 1
( , ) , , , ,
K K
I u v h Ku K v h Ku Kv h Ku K v

= + + +

(26)
where
2
1
Aa
f
h

= is the 1 sinusoidal diffraction orders amplitude. The sinusoidal grating

intensity profile only presents three diffraction orders (see figure 14d), those harmonics are
characteristic of the Fourier transform of sinusoidal functions.

Fig. 14. Functions of a) binary and c) sinusoidal gratings. Fourier spectra of b) binary and d)
sinusoidal gratings.
4. Aplications
As shown in previous sections, Digital Image Processing is a useful tool to obtain improved
results in Optical Metrology. Applications details are presented in following subsections.
4.1 Fringe analysis
Fringe analysis refers to the process of finding the phase associated to physical variables that
are being estimated. A typical case consists in the interpretation of the fringe patterns that
can be achieved with phase shifting techniques, when the object under study remains static
while three or more frames are acquired when the experiment conditions are free of
environmental perturbations. Another case is when the environmental conditions are not
met, and then the analysis of a single interferogram is more convenient. In both cases a
wrapped phase is obtained before the related continuous phase is assessed.
Phase unwrapping is a numerical technique for retrieving a continuous phase from the
calculated phase by using the arctangent (atan2) of the sine and cosine functions of the
phase. In its simplest form, phase unwrapping consists in the addition or subtraction of a 2
multiple when a discontinuity bigger than is found between adjacent pixels (Robinson,
1993). This approach however is very sensitive to noise, and is said to be path dependent. It
means that any error may propagate along the path followed to phase unwrapping. In this
study we will review the least square method (Ghiglia, 1998). Basically, it consists in the
integration of the phase gradient by solving a linear equation system employing a numerical
technique. Lets assume
x
(x,y) and
y
(x,y) as the phase differences in the horizontal and
vertical directions, respectively. These phases are calculated from the wrapped phase
w
(x,y)
as follows:


537

1
sin ( , ) ( 1, )
( , ) tan ( , ) ( 1, ),
cos ( , ) ( 1, )

=

w w
x
w w
x y x y
x y p x y p x y
x y x y

(27)
and

1
sin ( , ) ( , 1)
( , ) tan ( , ) ( , 1),
cos ( , ) ( , 1)

=

w w
y
w w
x y x y
x y p x y p x y
x y x y

(28)

In the above equations p(x,y) is a pupil function equal to one inside of an interferogram field
and zero otherwise. A discretized Laplacian equation is then obtained from the phase
differences:

( , ) ( 1, ) ( , ) ( , 1) ( , )
4 ( , ) ( 1, ) ( 1, ) ( , 1) ( , 1)
= + + +
= + + + + + +
y y x x
L x y x y x y x y x y
x y x y x y x y x y

.

(29)
This equation represents a linear equations system that can be solved with iterative
algorithms. In particular, is employed an overrelaxation method (SOR) due to it may be
easily programmed. The following equation is then iterated until the solution converges:

1
( , ) ( , )
( , ) ( 1, ) ( 1, ) ( , 1) ( , 1) ( , )
,
+
= +

+ + +

+
k k
k
x y x y
d x y x y x y x y x y L x y r
d

(30)
where, d=p(x+1,y)+p(x-1,y)+p(x,y+1)+p(x,y-1), and r is a parameter of the SOR method that
must be set between the [1,2] range. Figure 15 shows the wrapped phase
w
obtained from
the sine and cosine of the phase and the unwrapped phase . A simple iterative algorithm
that unwraps the phase from the discretized Laplacian is given as:

Algoritm 1. % Unwraps phase.
while (q<max)%q is the number of iterations (500 for this case)
q=q+1;
for i=1:n
for j=1:m
if p(i,j)==1
t=p(i+1,j)+p(i-1,j)+p(i,j+1)+p(i,j-1);
g(i,j)=g(i,j)-((t*g(i,j)-g(i+1,j)-g(i-1,j)-g(i,j+1)-g(i,j-1)+L(i,j))*1.95/t);%iterated equation
else
g(i,j)=0;
end,end,end,end

A single interferogram with open fringes may also be analyzed for phase recovering (Creath
& Wyant, 1992). Experimentally an open fringe interferogram can be achieved if a tilt term is
added to the phase, usually by tilting the reference beam in an interferometer. Equation (18)
can be modified in order to include a tilt term in the x direction, this is as follows:


538

Fig. 15. a) wrapped and b) unwrapped phase.
[ ] ( , ) ( , ) ( , )cos ( , ) 2 = + + I x y a x y b x y x y tx

(31)
where a(x,y)=I
1
(x,y)+I
2
(x,y) is known as the background intensity and b(x,y)=2[I
1
(x,y)I
2
(x,y)]

is the modulation or visibility term. The Fourier transform of the expression below can be
written as:
( , ) ( , ) ( , ) * ( , ). I u v a u v C u t v C u t v = + + +

(32)
Then the Fourier spectra of an open fringe interferogram contains three terms, (u,v) is a
narrow peak at the center of the Fourier spectra and C(u+t,v) and C*(u-t,v) are shifted
complex conjugate intensities symmetrically located respect to the origin of the Fourier

Fig. 16. Process of phase recovery from a single interferogram with closed fringes, as shown
in algorithm 2. a) Interferogram, b) Fourier spectrum, c) filtered Fourier spectrum,
d) wrapped phase with tilt, e) wrapped phase without tilt, and f) unwrapped continuous
phase.


539
domain (Takeda, 1982). The Fourier procedure to recover the phase consist in isolating
either C(u,v) or C*(u,v). Then the inverse transform is taken in order to retrieve the wrapped
phase from the imaginary and real parts of the filtered spectra. The last step, as done with
phase shifting procedures, is to apply a phase unwrapping procedure to recover the
continuous phase. The complete process of phase recovery from an open fringe
interferogram is observed in figure 16.

Algoritm 2. % Phase recovery from a single interferogram
for i=1:256
for j=1:256
if sqrt((i-128)^2+(j-128)^2)<126 %creates a function pupil
pupil(i,j)=1;
else
pupil(i,j)=0;
end
x=(i-128)/128;
y=(j-128)/128;
phase(i,j)=2*pi*(4*(x^2+y^2)+16*x);
g(i,j)=2*pi*16*x;
back(i,j)=128*exp(-1*(x^2+y^2));
mod(i,j)=127*exp(-1*(x^2+y^2));
I(i,j)=(back(i,j)+mod(i,j)*cos(phase(i,j)))*pupil(i,j); % Interferogram with closed fringes
H(i,j)=exp(-180*((x-0.25)^2+y^2));%Band-Pass filter
G(i,j)=1-exp(-1000*(x^2+y^2));%High pass filter
end,end
IF=fftshift(fft2(I));%Fourier transform of the interferogram
IFH=IF.*H.*G; %Filtered Fourier transform
Ih=ifft2(fftshift(IFH)); %Inverse Filtered Fourier transform
fw=atan2(imag(Ih),real(Ih)).*pupil;%Wrapped phase with tilt
fw1=atan2(sin(fw-g),cos(fw-g)).*pupil; %Wrapped phase without tilt
phase1=(phase-g).*pupil; %Unwrapped phase
4.2 Wavefront deformation analysis
Optical metrology applied for the determination of different physical variables has greatly
contributed with the constant advance of technology at a point that it is becoming a
powerful measurement alternative for the solution of problems in engineering and sciences.
4.2.1 Deformation analysis using speckle interferometry
In this section, is presented a deformation analysis for the estimation of out-of-plane
displacement components in a simulated model of a cantilever made of aluminum with a
load applied at its free end. The example corresponds to a typical problem in structural
mechanics where the Youngs modulus can be determined from the displacement of the
loaded bar made of an isotropic material. The suggested arrangement for the testing in
electronic speckle pattern interferometry (ESPI) is shown in figure 17. The laser light beam is
divided by the beam splitter BS1. One beam is reflected by a mirror attached to a
piezoelectric PZ (PC controlled), and then is expanded to uniformly illuminate at a small


540
angle respect to the normal of the object surface, and the other beam is coupled into an
optical fiber to obtain the reference illumination. The light reflected by the object and the
reference beam introduced with BS2 interfere on the CCD.

Fig. 17. Electronic speckle pattern interferometer.
The object was simulated by considering the following dimensions: 15 cm length and 3 cm
height with a thickness of 0.5 cm. Using the two intensities I
i
(x,y), I
f
(x,y) of the speckle
patterns generated by ESPI arrangement seen in the CCD image plane before and after
applying a force of 0.1 N, the correlation fringes using equation (19) is shown in figure 18a
and in figure 18b is shown the wrapped phase calculated by equation (20). In figure 18c is
shown the filtered and unwrapped phase using a conventional spatial average filter of 3 x 3
pixels and an iterative least-squares algorithm.

Fig. 18. Deformation analysis of a cantilever with ESPI. a) interference fringe pattern; b)
wrapped phase and c) unwrapped phase.
4.3 Wavefront detection
Optical testing using diffraction gratings as wavefront modulators is another alternative to
detect wavefront aberrations.
4.3.1 Grating diffraction
Diffraction gratings are optical devices commonly used on physics. There are several
gratings types, but as shown in 3.2 section, sinusoidal gratings only diffracts three harmonic


541
modes, due to this property, sinusoidal gratings have been developed by different
techniques. According to the method reported by (Mora-Gonzlez et al., 2009), is possible to
generate these gratings by laser printing on acetates. In figure 19, are shown different
increment sizes (y) of three sine profiles and the corresponding spectra of equations (25)
and (26), respectively. It must be pointed that for larger y values, the resolution diminishes
and more diffraction orders emerge.

Fig. 19. Sinusoidal gratings generated in Matlab. With a) grating r
sin
=255*[.5+.5*sin(y)] and
b) Fourier spectra I
sin
=fftshift(fft2(r
sin
)).
4.3.2 Ronchi test
The Ronchi test is one of the most non invasive optical tests used in optical workshops, due
to the simplicity for observing aberrations over the optical surface. The test only needs to
propagate a convergent aberrated wavefront through a diffraction grating to obtain a
modulated fringe pattern (ronchigram) (Mora-Gonzlez et al., 2001, 2003, 2011). In figure 20
is shown the typical diagram of the Ronchi test using a collimated illumination system.
In figure 21 are shown the ronchigram before and after circular low-pass filtering and their
corresponding wrapped phase calculated with equation (20).

Fig. 20. Collimated light Ronchi test diagram. Where f is the focus of lenses and r is the
distance between lens under test and Ronchi grating.


542

Fig. 21. Ronchi test results. a) ronchigram a: ra(x,y); b) frequency filtered ronchigram a and
applied pupil: raf(x,y); and c) wrapped phase of ronchigrams a, b, c and d: wp(x,y).
4.4 Bio-metrology
In the present subsection several functions of Matlab and their applications as blood flow
measurement and pattern recognition in fingerprint are shown.
4.4.1 Blood flow measurement
Laser speckle effect is an interference phenomena that is produced when an optical rough
surface is illuminated by a laser source that can be observed directly or imaged by using an
optical system. The resulting intensity well known as speckle pattern is the result of
multiple interferences produced by the roughness of the object under test. The speckle
pattern consists in a distribution of brilliant points and dark points.
By assuming ideal conditions like high coherent light source, unique frequency and perfect
diffusing surface. It can be proved that the standard deviation of the intensity fluctuations
from a speckle pattern is equal to the same that the average of the intensity. Speckle pattern
contrast is defined by the relationship between standard deviation () and the averaged
intensity (I) (Goodman, 2005):
. specklecontrast
I
=

(33)
If the illuminated surface is static, the contrast observed in the speckle pattern is maximum,
however, if the surface is moving, the speckle patterns changes completely. This
phenomenon is known as decorrelation and can be observed when light is dispersed by a
great number of moving dispersers, i. e. moving particles into a fluid. The decorrelation is
used for fluid velocity quantification considering that a speckle pattern photography taken
at a finite time is blurred (contrast losing) in flowing areas. Contrast changes depend on
fluid velocity and photography exposure time (T). By assuming a Lorentzian velocity
distribution, speckle contrast (/<I>) is defined as correlation and exposure time function
(
c
/T).

1
2
2
1 exp .
2
c
c
T
I T

=

(34)
Correlation time
c
is inversely proportional to local velocity of the dispersing particles. The
following code calculates a contrast image from a speckle image. Local blood flow velocity


543
can be found from image contrast information and equation (34). Figure 22 shown speckle
images before and after processing.

Algoritm 3. % Calculation of speckle contrast.
Im2 = imread('speckle_img.bmp'); % load the bmp image file into the memory.
Im2 = im2double(Im2);
windowSize = 5; %define the window size for the filter.
avgFilter = fspecial('average',windowSize); % generate an averaging filter.
stdSpeckle = stdfilt(I,ones(windowSize)); %caculates the local standar deviation of image.
avgSpeckle = imfilter(I,avgFilter,'symmetric'); %calculates the average of each pixel
ctrSpeckle = stdSpeckle./avgSpeckle; %caculates the speckle contrast image

Fig. 22. Blood flow measurement results. a) speckle image of a rat cortex. b) speckle image of
contrast after processing with the code of algoritm 3.
4.4.2 Fingerprint measurement
Several applications in pattern recognition are also utilized in optical metrology, finger print
parameters measurements is an example. The present subsection shows a new form for
fingerprint core determination based in the Radon transform of a fingerprint image, applied
in x and y axes directions. The core is located by the interception of the extremes (local
minimum and maximum) of the Radon transforms (Mora-Gonzlez et al., 2010).

Fig. 23. Images for fingerprint core point detection. a) original fingerprint im(x,y), b)
gradient of original fingerprint im_gradient(x,y), and c) binarized gradient im_binary(x,y)
and its 0 - 90 Radon transforms.


544
The process for core finding is very simple. First, a high-pass filter with a gradient type
convolution mask is applied to a fingerprint image in order to enhance the contrast. Next
the image is skeletonized, and the Radon Transform (RT) is applied in the x and y directions
to obtain RT
90
and RT
0
profiles, respectively. Finally, the noise produced from ridges and
rows in the fingerprint is minimized by a least-squares algorithm. The whole process is
illustrated in figure 23 by using the following algorithm:

Algoritm 4. % Fingerprint analysis.
[im,map]=imread(FileName); %read fingerprint
im=double(im); %change image format
[Nx,Ny]=size(im); %image size
im_gradient=gradient(im); %gradient spatial filter
level = graythresh(im_gradient); %finding the threshold of gradient
for x=1:Nx
for y=1:Ny
if (im_gradient(x,y)>15*level) %fingerprint skeletonization
im_binary(x,y)=1;
else
im_binary(x,y)=0;
end,end,end
[RT,xp] = radon(bg,[0 90]); %Radon transform
leastsq_0=polyfit(xp,RT(:,1),21); %21 polynomial adjustment for 0 Radon transform
leastsq_90=polyfit(xp,RT(:,2),21); %21 polynomial adjustment for 90 Radon transform
y_leastsq0=polyval(leastsq_0,xp); %least square approximation of 0 Radon transform
y_leastsq90=polyval(leastsq_90,xp); %least square approximation of 90 Radon transform
5. Conclusion
Mathematical fundamentals for Digital Image Processing and their implementation by
means of algorithms and Matlab commands were established. It has been demonstrated
according to some Optical Metrology applications, the Matlab algorithms efficiency. This
confirms that Matlab is a computational powerful tool. However, optical metrology
applications are not only limited to the discussed examples in the present chapter.
Applications of all the proposed algorithms can be extended without any problem from
deformation analysis by another interferometric techniques (Speckle photography, Moir,
etc.) or optical tests (Hartmann, Foucault, etc.), until analysis and pattern recognition in
medicine (X-Ray images, tomography, etc.), among other branches of science and
engineering.
6. Acknowledgment
The authors wish to express their gratitude for financial support of this project to
Departamento de Ciencias Exactas y Tecnologa, of Centro Universitario de los Lagos, Universidad
de Guadalajara. The image of figure 22 courtesy of Julio Cesar Ramirez San-Juan, Ph.D
(Instituto Nacional de Astrofsica ptica y Electrnica).


545
7. References
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ISBN 0-8247-0659-5, New York, USA.
Bracewell, R.N. (1995). Two-Dimensional Imaging, Prentice Hall, ISBN 0-13-062621-X, New
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Canny, J. (1986). A Computational Approach to Edge Detection, IEEE Trans. on Pattern
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Interferometry and Related Techniques, Rastogi, P. K., pp. 59-140, John Wiley & Sons,
Ltd., ISBN 0-471-49052-0, Chichester, West Sussex, England.
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Mora Gonzlez, M. & Alcal Ochoa, N. (2001). The Ronchi test with an LCD grating, Opt.
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the Ronchi test, Opt. Eng., Vol.42, No.6, (June 2003), pp. 1725-1729, ISSN 0091-3286.
Mora-Gonzlez, M.; Casillas-Rodrguez, F.J.; Muoz-Maciel, J.; Martnez-Romo, J.C.; Luna-
Rosas, F.J.; de Luna-Ortega, C.A.; Gmez-Rosas, G. & Pea-Lecona, F.G. (2008).
Reduccin de ruido digital en seales ECG utilizando filtraje por convolucin,
Investigacin y Ciencia, Vol.16, No.040, (September 2008), pp. 26-32, ISSN 1665-4412.
Mora-Gonzlez, M.; Prez Ladrn de Guevara, H.; Muoz-Maciel, J.; Chiu-Zarate, R.;
Casillas, F.J.; Gmez-Rosas, G.; Pea-Lecona, F.G. & Vzquez-Flores, Z.M. (2009).
Discretization of quasi-sinusoidal diffraction gratings printed on acetates,
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8194-8067-5, Guadalajara, Mxico, September 2009.
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