26
4 4 X X D D Q Q W W X X P P & & R R P P S S X X W W L L Q Q J J .HLWK- K- 6\PLQJ QJWRQ RQ 06 FF2SWRH RHOHF HFWU WURQ RQLFV VDQG/D DQG/DVHU U’HYLFH FHV 5HJLVWUDWLRQQXPEHU ’DWH WK 1RYHPEHU

44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

  • Upload
    others

  • View
    11

  • Download
    0

Embed Size (px)

Citation preview

Page 1: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4444XXXXDDDDQQQQWWWWXXXXPPPP &&&&RRRRPPPPSSSSXXXXWWWWLLLLQQQQJJJJ

..HHLLWWK�-K�-����66\\PPLLQJQJWWRQRQ0066F�F�22SSWWRHRHOOHFHFWUWURQRQLLFFV�V�DQG�/DDQG�/DVVHHU�U�''HHYYLLFHFHVV

5HJLVWUDWLRQ�QXPEHU���������������'DWH����WK 1RYHPEHU�����

Page 2: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

$�FRPSXWHU�ZLWK�PHPRU\�WKDW�LV�H[SRQHQWLDOO\�ODUJHU�WKDQ�LWV�VL]H�PD\�VRXQG�ULGLFXORXV�EXW�LW LV�LQ�IDFW�DOPRVW�D�UHDOLW\���7KLV�UHSRUW�LQWURGXFHV�WKH�UHDGHU�WR�WKH�WKHRU\�RI�TXDQWXP�FRPSXWLQJ DQG�SURFHHGV�WR�RXWOLQH�IRXU�LPSOHPHQWDWLRQ�WKHRULHV�� TXDQWXP� GRWV�� LRQ� WUDSV�� TXDQWXP� RSWLFDO DQG� QXFOHDU� PDJQHWLF�UHVRQDQFH��105��� �%XW�ZKLFK�TXDQWXP�WHFKQRORJ\�LV� WKH�PRVW�SURPLVLQJ�IRU�WKH�IXWXUH"

���� $$$$EEEEVVVVWWWWUUUUDDDDFFFFWWWW

Page 3: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

� $EVWUDFW �������������������������������� �������������������������������� �������������������� �� &RQWHQWV �������������������������������� �������������������������������� ������������������� �� ,QWURGXFWLRQ�������������������������������� �������������������������������� ��������������� ���� 7KH�,QIRUPDWLRQ�5HYROXWLRQ ���������������������������������������������������������������������� 2EMHFWLYHV ������������������������������������������������������������������������������������������������ 5HSRUW�2XWOLQH ���������������������������������������������������������������������������������������� 4XDQWXP�7KHRU\ �������������������������������� �������������������������������� ���������� 7KH�&RQFHSW�RI�6XSHUSRVLWLRQ�������������������������������������������������������������������� 7KH�4XELW�������������������������������� �������������������������������� �������������������������������� �������������� ������ 5HYHUVLELOLW\ �������������������������������� �������������������������������� �������������������������������� ���������� ������ 'HFRKHUHQFH �������������������������������� �������������������������������� �������������������������������� �������� ���� 7KH�$GYDQWDJH�RI�4XDQWXP�&RPSXWLQJ���������������������������������������������������� 3ULPH�)DFWRULVDWLRQ�RI�1XPEHUV �������������������������������� �������������������������������� ��������� ������� 6KRUV�$OJRULWKP �������������������������������� �������������������������������� �������������������������������� � ������� $�)LQDO�:RUG�RQ�6KRUV�$OJRULWKP �������������������������������� �������������������������������� ������ ������� (UURU�&RUUHFWLRQ�LQ�6KRUV �������������������������������� �������������������������������� ������������������� ����� *DWH�7\SHV������������������������������������������������������������������������������������������������ 7KH�&RQWUROOHG�1RW�*DWH �������������������������������� �������������������������������� �������������������� ������� &1�,PSOHPHQWDWLRQ �������������������������������� �������������������������������� ����������������������������� ������� 7KH�7RIIROL�*DWH �������������������������������� �������������������������������� �������������������������������� �� ������� 7KH�)UHGNLQ�*DWH �������������������������������� �������������������������������� ������������������������������� ��� ,PSOHPHQWDWLRQV �������������������������������� �������������������������������� ���������� 4XDQWXP�'RW�6\VWHPV ���������������������������������������������������������������������������� 7UDSSHG�,RQ�6\VWHPV ������������������������������������������������������������������������������ 4XDQWXP�2SWLFDO ������������������������������������������������������������������������������������� 105�4XDQWXP�&RPSXWLQJ ���������������������������������������������������������������������� )XUWKHU�5HDGLQJ ������������������������������������������������������������������������������������ &RQFOXVLRQ�������������������������������� �������������������������������� �������������� ��

���� &&&&RRRRQQQQWWWWHHHHQQQQWWWWVVVV

Page 4: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

��� )XWXUH�:RUN������������������������������������������������������������������������������������������� %LEOLRJUDSK\�������������������������������� �������������������������������� ������������ ��

Page 5: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

������ 77KKHH ,,QQIIRRUUPPDDWWLLRRQQ 55HHYYRROOXXWWLLRRQQ7KH�VL]H�RI�FRPSXWHUV�LV�FRQVWDQWO\�EHLQJ�UHGXFHG�DV�OLWKRJUDSKLF�SURFHVVHV�SURFHHG�WR�PLQLDWXULVH�WKH�WUDQVLVWRU�HYHQ�IXUWKHU���+RZHYHU�WKLV�WUHQG�FDQQRW�FRQWLQXH� LQGHILQLWHO\� EHFDXVH� RI� WKH� DWRPLVWLF� QDWXUH� RI� PDWWHU�� D� SUREOHP�UHFRJQLVHG� E\� /DQGDXHU� �>��@�� >��@�� LQ� ������ +LV� VWXGLHV� VXJJHVWHG� WKDW� D�PLQLPDO� OLPLW� RI� RQH� KXQGUHG� SDUWLFOHV� LV� UHTXLUHG� WR� UHSUHVHQW� LQIRUPDWLRQ�UHOLDEO\�6LQFH� WKLV� WLPH�� VHPLFRQGXFWRU� WHFKQRORJ\�KDV�GUDVWLFDOO\� LPSURYHG�ZLWK� WKH�VL]H�RI�WUDQVLVWRUV FRQWLQXDOO\�VKULQNLQJ���$V�WKH�VL]H�RI�D�WUDQVLVWRU�LV�GLUHFWO\�UHODWHG�WR�WKH�QXPEHU�RI�SDUWLFOHV�UHTXLUHG�WR�VWRUH�LQIRUPDWLRQ�ZH�FDQ�JDXJH�IURP�WKLV�KRZ�ORQJ�LW�ZLOO�EH�EHIRUH�ZH� VWDUW� UHDFKLQJ� WKH� TXDQWXP�UHJLPH���%\�H[DPLQLQJ�WKH�QXPEHU�RI� GRSDQW� LPSXULWLHV� UHTXLUHG� WR�FUHDWH� D� ELSRODU� WUDQVLVWRU�� .H\HV�>��@ LOOXVWUDWHG��DV�VKRZQ�LQ�ILJXUH���� WKDW� EDVHG� RQ� WKH� SDVW� UDWH� RI�GHYHORSPHQW� ZH� VKRXOG� EH�UHDFKLQJ� WKLV� OLPLW� ZLWKLQ� WKH� QH[W����\HDUV�+RZHYHU�� ZKHQ� OLWKRJUDSKLF�SURFHVVHV� UHDFK� WKLV� TXDQWXP�OHYHO��TXDQWXP�HIIHFWV�ZLOO�SUHYHQW�FODVVLFDO�V\VWHPV�IURP�IXQFWLRQLQJ�FRUUHFWO\� � D�PDMRU�SUREOHP�DV� IDU�DV� WKH� HOHFWURQLFV� LQGXVWU\� LV�FRQFHUQHG���7KH�RQO\�ZD\�IRUZDUG�WKHQ� LV� WR�VWDUW�PDNLQJ�XVH�RI� WKHVH�HIIHFWV�� WR� UHSUHVHQW�LQIRUPDWLRQ�RQ� WKH�TXDQWXP�VFDOH�>��@�%XW�ZLWK�VL]H�UHGXFHG�WR�TXDQWXP�OHYHOV��D�QHZ�DGYDQWDJH�EHFRPHV�DSSDUHQW��H[SRQHQWLDO�SDUDOOHOLVP��DV� WKHRUHWLFDOO\�SURSRVHG�E\�'HXWVFK�>��@�� � ,W� LV�QRW��KRZHYHU��DQ�LQFUHGLEOH�VROXWLRQ�IRU�V\VWHP�VSHHG�LQFUHDVHV��VLPSO\�D�SK\VLFDO�SURSHUW\� RI� WKH� V\VWHP� H[SORLWHG� LQ� VXFK� D� ZD\� WKDW� WKH� TXDQWXP� ODZV� RI�VXSHUSRVLWLRQ� DUH� WDNHQ� IXOO� DGYDQWDJH� RI�� � 3UHYLRXVO\� XQVROYDEOH� SUREOHPV��EHFDXVH�RI�WKHLU�FRPSOH[LW\�LQ�D�FODVVLFDO�V\VWHP��VXGGHQO\�EHFRPH�VROYDEOH�ZLWK� TXDQWXP� FRPSXWDWLRQ�� � $� JRRG� H[DPSOH� ZDV� JLYHQ� E\� 6KRU� >��@ ZKR�SURSRVHG� DQ� DOJRULWKP� IRU� WKH� IDFWRULVDWLRQ� RI� QXPEHUV� XVLQJ� TXDQWXP�WHFKQLTXHV��H[SODLQHG�LQ�PRUH�GHSWK�LQ�>��@ DQG�VHFWLRQ��������7R� DFWXDOO\� PDNH� IXOO� XVH� RI� WKLV� SURSHUW\�� QHZ� ZD\V� RI� DOJRULWKPLF�SURJUDPPLQJ�PXVW� EH� FRQVLGHUHG�� � 7KHUHIRUH� DQ\� 4XDQWXP�5HYROXWLRQ� >�@PD\�DIIHFW�WKH�VRIWZDUH�LQGXVWU\�PRUH�WKDQ�DQ\�RWKHU�LQGXVWU\�

���� ,,,,QQQQWWWWUUUURRRRGGGGXXXXFFFFWWWWLLLLRRRRQQQQ

)LJXUH��'HFUHDVLQJ�QXPEHU�RI�GRSDQW�LPSXULWLHV�LQ�EDVH�RI�ELSRODU�WUDQVLVWRUV�IRU�ORJLF�

���� ���� ���� �������� ���� ����

���������������������

<HDU

1XPEHU�R

I�'RSDQW�,P

SXULWLHV

Page 6: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

+RZHYHU��ZH�KDYH�QRW�\HW�PDQDJHG�WR�VXFFHVVIXOO\�EXLOG�D�TXDQWXP�FRPSXWHU�VROXWLRQ� \HW�� ZH� DUH� FXUUHQWO\� RQO\� FDSDEOH� RI� WKH� PRVW� UXGLPHQWDU\� RI�LPSOHPHQWDWLRQV���$�IXOO\�VXFFHVVIXO�LPSOHPHQWDWLRQ�RI�DQ\�TXDQWXP�FRPSXWHU�ZRXOG�EH�D� WZRIROG�YLFWRU\� IRU�PRGHUQ� WHFKQRORJ\�EHFDXVH�QRW�RQO\�ZRXOG� LW�YHULI\� DOO� RXU� FXUUHQW� TXDQWXP� WKHRU\� EXW� LW� ZRXOG� DOVR� SXW� D� SRZHUIXO� QHZ�FRPSXWDWLRQDO�WRRO�DW�RXU�ILQJHUWLSV������� 22EEMMHHFFWWLLYYHHVV7KLV� /LWHUDWXUH� 6HDUFK� ZLOO� EULHIO\� H[DPLQH� WKH� FRQFHSW� RI� TXDQWXP�FRPSXWDWLRQ� DQG� WKHQ� SURFHHG� WR� FRQVLGHU� SRVVLEOH� LPSOHPHQWDWLRQV�� � 7KH�DGYDQWDJHV� DQG� GLVDGYDQWDJHV� RI� HDFK� RI� IRXU� FXUUHQWO\� WKHRULVHG�LPSOHPHQWDWLRQV� ZLOO� EH� DVVHVVHG� DQG� ILQDOO\� RQH� UHFRPPHQGHG� EDVHG� RQ�FXUUHQW�WKHRU\�7KLV�LV D�/LWHUDWXUH�VHDUFK���,W� LV�QRW�PHDQW�DV�D�FRPSOHWH�H[SODQDWLRQ�RI�WKH�ILHOG��EXW�VLPSO\�DV�DQ�LQWURGXFWLRQ�WR�LW�ZLWK�D�ODUJH�DPRXQW�RI�UHIHUHQFHV�IURP�ZKLFK�WKH�UHDGHU�FDQ�IROORZ�XS�DQ\�LGHDV�RU�DUHDV�RI�LQWHUHVW�7KLV� VHDUFK� ZDV� GHVLJQHG� WR� WU\� DQG� FRYHU� WKH� ODWHVW� UHVHDUFK� DQG� KDV�DFWXDOO\� IRFXVVHG� LWVHOI� RQ�SDSHUV�SXEOLVKHG�EHWZHHQ������DQG�������DSDUW�IURP�WKH�IHZ�REYLRXV�H[FHSWLRQV�ZKLFK�DUH�FRQVLGHUHG�WR�EH�WKH�SDSHUV�WKDW�IRXQGHG�WKLV�ILHOG��>��@ DQG�>��@�������� 55HHSSRRUUWW 22XXWWOOLLQQHH7KLV�UHSRUW�LV�GLYLGHG�LQWR�ILYH�PDMRU�VHFWLRQV�x ,QWURGXFWLRQ�� 7KLV� VHFWLRQ� LV� GHVLJQHG� WR� JLYH� DQ� LGHD� RI� ZK\� TXDQWXP�FRPSXWLQJ� LV� D� GHVLUDEOH� RU� SHUKDSV� HYHQ� QHFHVVDU\� HYROXWLRQ� LQ�FRPSXWLQJ�x 4XDQWXP 7KHRU\�� ([DPLQHV� D� IHZ� RI� WKH� EDVLF� FRQFHSWV� UHTXLUHG� WR�XQGHUVWDQG�KRZ�TXDQWXP�FRPSXWLQJ�LV�VXSSRVHG�WR�ZRUN�x ,PSOHPHQWDWLRQV�� 7KLV� VHFWLRQ� SURFHHGV� WR� ORRN� LQ� GHWDLO� DW� SURSRVHG�LPSOHPHQWDWLRQV�IRU�TXDQWXP�FRPSXWHU�V\VWHPV�x &RQFOXVLRQ�� 6XPPDULVHV� WKH� /LWHUDWXUH� 6HDUFK� DQG� ZHLJKV� XS� WKH�DGYDQWDJHV�DQG�GLVDGYDQWDJHV�RI�HDFK�LPSOHPHQWDWLRQ�x %LEOLRJUDSK\��&RQWDLQV�D�IXOO�OLVWLQJ�RI�DOO�WKH�UHIHUHQFHV�XVHG�WKURXJKRXW�WKH� UHSRUW� LQ� UHYHUVH� FKURQRORJLFDO� RUGHU� RI� SXEOLFDWLRQ�� � 6LQFH� WKLV� LV� D�/LWHUDWXUH�6HDUFK�D�FRS\�RI�WKH�DEVWUDFWV�LV�SURYLGHG�LQ�VPDOO�W\SH�QH[W�WR�HDFK� UHIHUHQFH�� � 7KLV�DOORZV� WKH� UHDGHU� WR� JHW� D�EHWWHU� LGHD�RI�ZKDW� WKH�SDSHU�LV�DERXW�ZLWKRXW�KDYLQJ�WR�UHWULHYH�LW�ILUVW�

Page 7: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

�7KLV� TXDQWXP� EXVLQHVV� LV� VR� LQFUHGLEO\� GLIILFXOW� DQG�LPSRUWDQW�WKDW�HYHU\RQH�VKRXOG�EXV\�KLPVHOI�ZLWK�LW��(LQVWHLQ�LQ�D�OHWWHU�WR�KLV�IULHQG�/DXE������������ 77KKHH &&RRQQFFHHSSWW RRII 66XXSSHHUUSSRRVVLLWWLLRRQQ:KDW�PDNHV�TXDQWXP�FRPSXWLQJ�VR�GLIIHUHQW�IURP�FODVVLFDO�FRPSXWLQJ"��/HWV�WDNH�LW�EDFN�WR�WKH�LGHD�RI�ELWV���DQG���,Q�FXUUHQW�FRPSXWLQJ�V\VWHPV�WKLV�ELW� RI� LQIRUPDWLRQ� LV� UHSUHVHQWHG�E\�WKH�YROWDJH�GLIIHUHQFH�EHWZHHQ�WZR�HOHFWULFDO�SODWHV����LI�D�FKDUJH�LV�SUHVHQW����RWKHUZLVH�7R� UHSUHVHQW� LQIRUPDWLRQ� LQ� D�TXDQWXP� V\VWHP� ZH� ZRXOG�FKRRVH�� IRU� H[DPSOH�� DQ� DWRP� WR�UHSUHVHQW� RXU� ELW� RI� LQIRUPDWLRQ��DV� VKRZQ� LQ� ILJXUH� ��� +HUH� ZH�FRXOG� XVH� WKH� JURXQG� VWDWH� WR�UHSUHVHQW�D����WKH�H[FLWHG�VWDWH�WR�UHSUHVHQW�D�����7KLV�IRUP�RI�ELW�ZLOO�EH� UHIHUUHG� WR� IURP�QRZ� RQ� DV� D��TXDQWXP�ELW��RU�TXELW�+RZHYHU�� TXDQWXP� WKHRU\� DOVR�VWDWHV� WKDW� LQ� DGGLWLRQ� WR� WKH� WZR�GLVWLQFW�HOHFWURQLF�VWDWHV��DQ�DWRP�FDQ� DOVR� EH� LQ� D� FRKHUHQW�VXSHUSRVLWLRQ�RI� WKHVH� WZR�VWDWHV�L�H�� ERWK� �� DQG� �� DW� WKH� VDPH�WLPH�7R�KHOS�H[SODLQ� WKH�DEVWUDFW�FRQFHSW�RI�FRKHUHQW�VXSHUSRVLWLRQ��FRQVLGHU�WKH�H[SHULPHQW�VKRZQ�LQ�ILJXUH���RYHUOHDI���$�SKRWRQ�HQWHUV�WKH�V\VWHP�DQG�KLWV�WKH�KDOI�VLOYHUHG�PLUURU DW�SRLQW�$���7KLV�PLUURU�KDV�D�����FKDQFH�WKDW�DQ\�OLJKW�KLWWLQJ�LW�LV�UHIOHFWHG�DQG�LQGHHG�LI�ZH�PHDVXUH�WKLV�SUREDELOLW\�WKH�GLVWULEXWLRQ�LV� ���� IRU� HDFK�EHDP�� �+RZHYHU� WKLV�GRHV�QRW�PHDQ� WKDW� WKH�SKRWRQ�VLPSO\�WUDYHOV�LQ�HLWKHU�UHIOHFWHG�RU�WUDQVPLWWHG EHDPV��WKH�SKRWRQ�GRHV�LQ�IDFW�WUDYHO�ERWK�SDWKV�DW�RQFH���7KLV�FDQ�EH�GHPRQVWUDWHG�E\�UH�FRPELQLQJ�WKH�EHDPV�DW�SRLQW�%��DW�ZKLFK�D�YHU\�LQWHUHVWLQJ�SKHQRPHQRQ�RI�TXDQWXP�LQWHUIHUHQFH�FDQ�EH�REVHUYHG�$V�VKRZQ�LQ�WKH�GLDJUDP��ZH�ZRXOG�H[SHFW�WKDW�WKHUH�LV�DQ�HTXDO�SUREDELOLW\�RI�WKH�SKRWRQ�DSSHDULQJ�DW�HLWKHU�GHWHFWRU���RU�����$JDLQ��WKLV�LV�QRW�WKH�FDVH��LI�WKH�SDWK�OHQJWKV�DUH�HTXDO�WKH�SKRWRQ�DOZD\V�DSSHDUV�DW�GHWHFWRU���

���� 4444XXXXDDDDQQQQWWWWXXXXPPPP 7777KKKKHHHHRRRRUUUU\\\\

6WDWH��1XFOHXV*URXQG�VWDWH([FLWHG�VWDWH

6WDWH��

&RKHUHQWVXSHUSRVLWLRQRI���DQG��

(OHFWURQ

)LJXUH��$WRP�EHLQJ�XVHG�WR�VWRUH�D�ELW�RI�LQIRUPDWLRQ���$FFRUGLQJ�WR�TXDQWXP�PHFKDQLFV�KRZHYHU��WKHUH�LV�RQH�RWKHU�VWDWH�WKDW�LV�FDQ�EH�LQ��D�FRKHUHQW�VXSHUSRVLWLRQ�RI�ERWK�VWDWHV���DQG���

Page 8: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

,W� VHHPV� WKDW� WKH� SKRWRQ� PXVW� KDYH� H[DPLQHG� ERWK� URXWHV� LQ� VRPH� VHQVH�EHFDXVH�LI DQ�DEVRUELQJ�VFUHHQ�LV�SODFHG�DW�SRLQW�& WKHUH�LV�DQ�HTXDO�FKDQFH�WKDW�HLWKHU�GHWHFWRU���RU���LV�KLW�� WKH�SKRWRQ�GRHV�QRW�FRQVLGHU�WUDYHOOLQJ�GRZQ�WKH� SDWK�ZKLFK� LV� EORFNHG� E\� WKH� DEVRUEHU�� �:H� FDQ� WKHUHIRUH� VD\� WKDW� WKH�SKRWRQ� WRRN� ERWK� WKH� WUDQVPLWWHG� DQG� UHIOHFWHG� SDWKV� L�H�� LV� LQ� D� FRKHUHQW�VXSHUSRVLWLRQ�RI�EHLQJ�LQ�ERWK�WUDQVPLWWHG�DQG�UHIOHFWHG�SDWKV�

,W�LV�WKHUHIRUH�SRVVLEOH�IRU�D�TXELW�WR�KDYH�D�WKLUG�VWDWH�ZKHUH�LW�LV�ERWK���DQG���DW�WKH�VDPH�WLPH���5HIHUHQFH�>��@ GHDOV�ZLWK�WKLV�FRQFHSW�LQ�VRPH�GHWDLO�DQG�LV�UHFRPPHQGHG�UHDGLQJ����������� 77KKHH 44XXEELLWW7R� UHSUHVHQW� D� ELQDU\� YDOXH� ZH� QHHG� WR� FRQVLGHU� DQ� HOHPHQWDU\� VSLQ�ò�SDUWLFOH� �VXFK� DV� DQ� HOHFWURQ� RU� SURWRQ�� ZKLFK� ZLOO� KDYH�D� VSLQ� GRZQ� VWDWH�ZULWWHQ� _p² DQG� D� VSLQ� XS� VWDWH� ZULWWHQ� _n²�� � 7KHVH� FDQ� EH� FRQVLGHUHG� WR� EH�ELQDU\� _�² DQG� _�² UHVSHFWLYHO\���:H�FDQ�WKHUHIRUH�ZULWH�LWV�ZDYH�IXQFWLRQ�GRZQ�DV�EHLQJ�ZKHUH� WKH� VTXDUHV� RI� DOSKD� DQG� EHWD� UHSUHVHQW� WKH� SUREDELOLW\� WKDW� WKH�FRUUHVSRQGLQJ�SDUWLFOH�LV�LQ�WKDW�VWDWH�7R� HQKDQFH� WKH� GLVWLQJXLVKDELOLW\� RI� WKHVH� SUREDELOLWLHV�� +LOEHUW� VSDFH� LV�QRUPDOO\� XVHG�� � ,I�� KRZHYHU��ZH� XVH� D� VHW� RI�N VSLQ�ò� SDUWLFOHV� �N �� LQ� WKH�H[DPSOH�LQ�HTXDWLRQ����,W� EHFRPHV�DSSDUHQW� WKDW� WKH�GLPHQVLRQDOLW\�RI� WKLV�+LOEHUW�VSDFH LV�JURZLQJ�SURSRUWLRQDOO\� WR� �N � DQG� WKHUHIRUH� DOVR� WKH� QXPEHU� RI� YDOXHV� WKDW�PD\� EH�UHSUHVHQWHG�E\�FRKHUHQW�VXSHUSRVLWLRQ�

'HWHFWRU��

'HWHFWRU��+DOI�VLOYHUHG�PLUURU 0LUURU

3KRWRQHQWU\SRLQW$

%&

)LJXUH��'LDJUDP�RI�EHDP�VSOLWWHU�H[SHULPHQW��1RWH�WKDW�DOO�SRVVLEOH�SDWKV�DUH�VKRZQ�LQ�WKLV�GLDJUDP�

�� ED\ � (TXDWLRQ��

npn ���� (TXDWLRQ��

Page 9: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

���������� 55HHYYHHUUVVLLEELLOOLLWW\\$� SUREOHP� LQ� FRPSXWLQJ� ZLWK� PLQLDWXULVDWLRQ� LV� GLVVLSDWLRQ� RI� KHDW�� � 7KLV�SUREOHP� ZDV� UHDOLVHG� E\� /DQGDXHU� >��@ LQ� ������ � 7R� FRPEDW� WKLV� SUREOHP��FRPSXWDWLRQ� QHHGV� WR� EH� SHUIRUPHG� LQ� VXFK� D� ZD\� WKDW� WKH� LQSXW� FDQ� EH�UHWULHYHG�IURP�WKH�RXWSXW��L�H��WKH�V\VWHP�LV�ORJLFDOO\�UHYHUVLEOH���,I�ZH�KDYH�D�ORJLFDOO\�UHYHUVLEOH�V\VWHP�ZH�VKRXOG�EH�LQ�D SRVLWLRQ�WR�FUHDWH�D�JDWH�WKDW�LV�DOVR� SK\VLFDOO\� UHYHUVLEOH�� � 7KH� VHFRQG� ODZ� RI� WKHUPRG\QDPLFV� WKHQ� VWDWHV�WKDW� LI�DQ�RSHUDWLRQ�LV�SK\VLFDOO\�UHYHUVLEOH�LW�ZLOO�GLVVLSDWH�QR�KHDW�� DOPRVW�D�QHFHVVLW\�ZKHQ�ZH�DUH�ZRUNLQJ�DW�WKH�TXDQWXP�OHYHO����������� ''HHFFRRKKHHUUHHQQFFHH7KHRUHWLFDOO\�� TXDQWXP� FRPSXWLQJ� VKRXOG� ZRUN� ZLWKRXW� PDQ\� SUREOHPV���+RZHYHU�� WKHUH� DUH� VWLOO� D� IHZ� SUDFWLFDO� SUREOHPV� WR� EH� RYHUFRPH� EHIRUH� D�VROXWLRQ�FDQ�EH�LPSOHPHQWHG�DQG�RQH�RI�WKHVH�LV�GHFRKHUHQFH�>��@ >��@ >��@���7KHUH�KDYH�DOUHDG\�WKRXJK�EHHQ�D�IHZ�VROXWLRQV�WR�WKLV�SUREOHP�SURSRVHG�>�@�4XDQWXP� V\VWHPV� QHHG� WR� EH� SHUIHFWO\� LVRODWHG� IURP� WKHLU� HQYLURQPHQW�� � ,I�WKH\�DUH�QRW�WKHQ�WKH�TXDQWXP�G\QDPLFV�RI�WKH�VXUURXQGLQJ�HQYLURQPHQW�FRXOG�LQIOXHQFH� D� FDOFXODWLRQV� HYROXWLRQ� LQ� WKH� V\VWHP�� � 6LQFH� WKH� FRPSXWDWLRQ�SDWKZD\V�DUH� VHSDUDWHG� DW� WKH� EHJLQQLQJ� DQG�RQO\� UH�FRPELQHG�DW� WKH� HQG��DQ\�LQWHUIHUHQFH�ZLOO�VSRLO�WKH�FRQVWUXFWLYH�DQG�GHVWUXFWLYH�HIIHFWV�HVVHQWLDO�LQ�TXDQWXP�FRPSXWLQJ�� � ,W� LV� WKHUHIRUH�QHFHVVDU\� WKDW�DQ\�GHFRKHUHQFH� WLPH� WI�VHFRQGV�� QHHGV� WR� EH� IDU� ORQJHU� WKDQ� WKH� WLPH� UHTXLUHG� WR� FRPSOHWH�FRPSXWDWLRQ��JLYHQ�VZLWFKLQJ� WLPH� WVZLWFK �VHFRQGV���8QUXK�>��@ H[DPLQHV�WKLV�SUREOHP�DQG�FRQFOXGHV�WKDW�PRVW�SUHVHQW�GD\�TXELWV�DUH�LQDGHTXDWHO\�SKDVH�FRKHUHQW� WR�SHUIRUP�IDFWRULVDWLRQ�RI�D���� ELW�QXPEHU�XVLQJ�6KRUV�DOJRULWKP���4XELW�WHFKQRORJ\�LV��KRZHYHU��FRQWLQXDOO\�LPSURYLQJ�4XDQWXP�6\VWHP WVZLWFK �V� WII �V� 5DWLR0|VVEDXHU�QXFOHXV ����� ����� ���(OHFWURQV��*D$V ����� ����� ���(OHFWURQV��$X ����� ���� ���7UDSSHG�LRQV��,Q ����� ���� ����2SWLFDO�PLFURFDYLW\ ����� ���� ���(OHFWURQ�VSLQ ���� ���� ���(OHFWURQ�TXDQWXP�GRW ���� ���� ���1XFOHDU�VSLQ ���� ��� ���)LJXUH��,PSRUWDQW�WLPHV�IRU�YDULRXV�WZR�OHYHO�V\VWHPV�LQ�TXDQWXP�PHFKDQLFV�WKDW�PLJKW�EH�XVHG�DV�TXDQWXP�ELWV�)LJXUH���VKRZV�YDOXHV�WKDW�DUH�XQIRUWXQDWHO\�QRW� WKH�QHZHVW�� WKH\�GDWH�IURP������

Page 10: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

��

������ 77KKHH $$GGYYDDQQWWDDJJHH RRII 44XXDDQQWWXXPP &&RRPPSSXXWWLLQQJJ4XDQWXP�FRPSXWHUV�DUH�WKH�VDPH�DV�FODVVLFDO�FRPSXWHUV�H[FHSW�LQ�RQH�PDMRU�VHQVH�� WR�GR WKH�VDPH�DV�D�TXDQWXP�FRPSXWHU��D�FODVVLFDO�FRPSXWHU�QHHGV�H[SRQHQWLDOO\�PRUH�WLPH�DQG�UHVRXUFHV���)RU�H[DPSOH��LI�ZH�KDYH�D�TXDQWXP�UHJLVWHU� RI� VL]H� N�� LW� FDQ� EH� VHHQ� WR� UHSUHVHQW� �N QXPEHUV� VLPXOWDQHRXVO\���8QIRUWXQDWHO\�� LI�ZH�ZHUH� WR�PHDVXUH�ZKDW� YDOXH� WKLV�TXDQWXP� UHJLVWHU�KHOG�ZKHQ�LW�ZDV� LQ�D�VXSHUSRVLWLRQ��ZH�FDXVH�WKH�ZDYH�IXQFWLRQ�LQ�HTXDWLRQ���WR�FROODSVH�DQG�VXGGHQO\�ZH�KDYH�D�VSHFLILF�YDOXH�� �7KLV SUREOHP� LV�NQRZQ�DV�REVHUYHU�SDUWLFLSDWLRQ�>��@���+RZHYHU�LI�ZH�GR�QRW�REVHUYH�WKLV�UHJLVWHU�GLUHFWO\�ZH�FDQ�XVH�LW�WR�VROYH�SUHYLRXVO\�XQVROYDEOH�SUREOHPV«���������� 33UULLPPHH ))DDFFWWRRUULLVVDDWWLLRRQQ RRII 11XXPPEEHHUUVV7KH�56$�SXEOLF� NH\� FU\SWRV\VWHP� UHOLHV�RQ� WKH� IDFW� WKDW� ODUJH�QXPEHUV�DUH�GLIILFXOW�WR�IDFWRULVH���,Q�IDFW�WKH�EHVW�NQRZQ�DOJRULWKP�RQ�D FODVVLFDO�FRPSXWHU�IRU�SULPH�IDFWRULVDWLRQ�RI�D�QXPEHU�1 UHTXLUHV�WKH�QXPEHU�RI�VWHSV�VKRZQ�LQ�HTXDWLRQ���WKH�DOJRULWKP�VFDOLQJ�H[SRQHQWLDOO\�ZLWK�UHVSHFW WR�ORJ�1���2Q� WKH� RWKHU� KDQG�� WKH� TXDQWXP� LPSOHPHQWDWLRQ� LQ�6KRUV�>��@ UHTXLUHV� WKH�QXPEHU�RI�VWHSV�VKRZQ�LQ�HTXDWLRQ���ZKHUH�H LV�D�YHU\�VPDOO�QXPEHU�7R�LOOXVWUDWH�WKH�GLIIHUHQFH��OHW�XV�FRQVLGHU�D�UHFHQW�DWWHPSW�DW�IDFWRULQJ�D����GLJLW�QXPEHU�� �������ZRUNVWDWLRQV�WKURXJKRXW�WKH�ZRUOG�UHTXLUHG���PRQWKV�WR�IDFWRU� WKLV� QXPEHU�� � 6FDOLQJ� WKLV� XS� WR� D� ������ ELW� QXPEHU�� LW� ZRXOG� WDNH�FODVVLFDO� FRPSXWLQJ� PHWKRGV� ���� \HDUV� WR� IDFWRU� VXFK� D� QXPEHU�� � 2Q� WKH�RWKHU�KDQG��D�TXDQWXP FRPSXWHU�XVLQJ�6KRUV�DOJRULWKP�ZRXOG�UHTXLUH�RQO\�D�IHZ�PLOOLRQ�VWHSV�WR�IDFWRU�D�������ELW�QXPEHU����������� 66KKRRUUVV $$OOJJRRUULLWWKKPP&ODVVLFDO� FRPSXWDWLRQ� IROORZV� D� VLQJOH�� GHILQLWH�� SDWKZD\� IURP� EHJLQQLQJ� WR�HQG�� � +RZHYHU�� TXDQWXP� FRPSXWDWLRQ� FDQ� IROORZ� VHYHUDO� SDWKZD\V� ZKLFK�HYROYH�LQ�WLPH�LQ�SDUDOOHO�EHFDXVH�RI�WKH�SULQFLSOH�RI�VXSHUSRVLWLRQ���&RQVLGHU�ILJXUH���� (DFK�SODQH�LQ�WKLV�GLDJUDP�UHSUHVHQWV�WKH�+LOEHUW�VSDFH�IRU�ERWK�LQSXW�DQG�RXWSXW�UHJLVWHUV�ZKHUH�N �����ELWV���7KH�VKDGHG�DUHDV�LQGLFDWH�WKH� LQVWDQWDQHRXV� VWDWH� YHFWRUV� WKURXJKRXW� WKH� �� PDLQ� SKDVHV� RI� 6KRUV�DOJRULWKP�

� � � � »»¼º««¬

ª ¹̧·©̈§ ������ OQOQOQ���H[S 11 (TXDWLRQ��

� � H��ORJ1 (TXDWLRQ��

Page 11: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

��

6WDUW� 7KH�VWDUWLQJ�VWDWH�LV�ILUVW�VHW�VR� WKDW� DOO� WKH� SDUWLFOHV� DUH� VSLQ�GRZQ� L�H�� HTXDO� WR� ]HUR�� � 7KH�QXPEHU�1 WR�EH�IDFWRUHG�LV�QRW�\HW�QHHGHG�6WDJH� �� 7KH� FRPSXWDWLRQ� LV� QRZ�VSOLW�XS�LQWR������ SDWKZD\V��:KLFK�WXUQV� WKH� ZDYH� IXQFWLRQ� LQWR� D�VXSHUSRVLWLRQ�RI�DOO�SRVVLEOH�VWDWHV�RI�LQSXW�UHJLVWHU�[�6WDJH� �� )LUVW� WKH� IXQFWLRQ� LQ�HTXDWLRQ� �� VKRXOG� EH� HYDOXDWHG�ZLWK� WKH� UHVXOW� EHLQJ� SXW� LQ� WKH�RXWSXW�UHJLVWHU�\�+HUH�[ LV�WKH�YDOXH�EHLQJ FRQVLGHUHG�DV�D�IDFWRU��1 LV�WKH�YDOXH�WR�EH�IDFWRUHG�DQG�F LV�DQ\� LQWHJHU� WKDW�GRHV�QRW�KDYH�DQ\� IDFWRUV� LQ�FRPPRQ�ZLWK�1�� �:H�XVH� PRG� KHUH� WR� UHSUHVHQW� PRGXODU� DULWKPHWLF� ZKHUH� WKH� UHVXOW� LV� WKH�UHPDLQGHU� DIWHU� GLYLVLRQ� E\� 1�� � %HFDXVH� RI� WKH� VXSHUSRVLWLRQ� SULQFLSOH��HYDOXDWLQJ� HTXDWLRQ� �� REWDLQV� HYHU\� YDOXH� RI� WKH� RXWSXW� SUHVXPLQJ� WKDW� WKH�LQSXW� LV�D� VXSHUSRVLWLRQ�RI� DOO� SRVVLEOH�YDOXHV�� �7KH� ,PSRUWDQFH�RI� I�[� LV� LWV�SHULRGLFLW\�LQ�UHODWLRQ�WR�[���,I�1 LV�D�SULPH�QXPEHU�WKHQ�WKH�SHULRG�RI�I�[� LV�1�����+RZHYHU��LI�1 LV�FRPSRVLWH�I�[� KDV�D�VKRUWHU�SHULRG�DQG�DIWHU�D�OLWWOH�FODVVLFDO�FRPSXWDWLRQ�ZH�FDQ�H[WUDFW�RQH�RI�WKH�SULPH�IDFWRUV�IURP�WKLV�SHULRG�0RUH�LQIRUPDWLRQ�RQ�ZKDW�I�[� LV�XVHIXO�IRU�WKH�IDFWRULVDWLRQ�RI�SULPH�QXPEHUV�LV�JLYH�LQ�>��@ �RULJLQDO��DQG�>��@ �UHFHQW�UHYLHZ��6WDJH� �� 4XDQWXP� FRPSXWHUV� DUH� DOVR� YHU\� ZHOO� VXLWHG� WR� ILQGLQJ� WKH�SHULRGLFLW\� RI� I�[��� � 7KLV� FDQ� EH� GRQH� E\� WDNLQJ� D� ')7� �'LVFUHWH� )RXULHU�7UDQVIRUP��RI�WKH�LQSXW�UHJLVWHU�[���7KH�ZDYH�IXQFWLRQ�LQ�HTXDWLRQ��LV�WKHUHIRUH�HYROYHG�LQWR�WKDW�LQ�HTXDWLRQ���DIWHU�WKH�')7�7KLV�SURYHV� WR� EH� D� YHU\� HIILFLHQW�PHWKRG�RI� REWDLQLQJ� WKH�SHULRGLFLW\� RI� I�[�ZKLFK� LV� WKHQ� DYDLODEOH� LQ� WKH�[ UHJLVWHU�� � 7KLV�PHDVXUH� LV� XQIRUWXQDWHO\ DQ�XQNQRZQ�PXOWLSOH�RI� WKH�IXQGDPHQWDO�SHULRG�RI�I�[���KRZHYHU�WKHUH�DUH�VRPH�VWUDLJKW�IRUZDUG�QXPEHU�WKHRU\�FRQVLGHUDWLRQV�WKDW�FDQ�EH�XVHG�WR�UHOLDEO\�ILQG�WKH�IXQGDPHQWDO�SHULRG����������� $$ ))LLQQDDOO ::RRUUGG RRQQ 66KKRRUUVV $$OOJJRRUULLWWKKPP7KH�DERYH�GHVFULSWLRQ�GRHV�QRW�GR�WKLV�FRPSOLFDWHG�DOJRULWKP�DQ\�MXVWLFH���)RU�IXUWKHU�LQIRUPDWLRQ�SOHDVH�UHIHU�WR�>��@�

)LJXUH��$�VFKHPDWLF�GHSLFWLRQ�RI�WKH�WLPH�HYROXWLRQ�SDWKZD\V�WDNHQ�LQ 6KRUV�SULPH�IDFWRULQJ�SURFHGXUH�� �7KH�WRS�OD\HU�LV�WKH�VWDUW�WLPH�DQG�WKH�ERWWRP�OD\HU���WKH�HQG�WLPH���$�ILOOHG�UHFWDQJOH�LQGLFDWHV�D�FRPSXWDWLRQDO�VWDWH�DSSHDULQJ�LQ�WKH�ZDYH� IXQFWLRQ�ZLWK�D� IHZ�RI�WKH�SDWKZD\V�EHWZHHQ�VNHWFKHG�RXW���0RVW�SDWKZD\V�LQ�WKH�ILQDO�VWDJH�LQWHUIHUH�GHVWUXFWLYHO\��GRWWHG�OLQH��KRZHYHU�VRPH�LQWHUIHUH�FRQVWUXFWLYHO\��VROLG�OLQHV����7DNHQ�IURP�>��@�� � � �1F[I [ PRG (TXDWLRQ��

¦ ������������[ [W [F\ (TXDWLRQ��

[FH[ [ [I N[L[N¦ ¦ c c ¹̧·©̈§ c�������������

������������

����� S\ (TXDWLRQ��

Page 12: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

��

���������� ((UUUURRUU &&RRUUUUHHFFWWLLRRQQ LLQQ 66KKRRUUVV(UURU� GHWHFWLRQ� DQG� FRUUHFWLRQ� LV� DFWXDOO\� QRW� PXFK� RI� D� SUREOHP� LQ� 6KRUV�DOJRULWKP���7KLV�LV�EHFDXVH�VLPSOH�PXOWLSOLFDWLRQ�RI�WKH�IDFWRUV�VKRXOG�JLYH�WKH�QXPEHU� EDFN� ZKLFK� ZDV� EHLQJ� IDFWRUHG� LQ� WKH� ILUVW� SODFH�� � 7KLV� DOORZV�GHWHFWLRQ�RI�WKH�HUURU��DQG�FRUUHFWLRQ�HQVXHV�E\�VLPSO\�UXQQLQJ�WKH�DOJRULWKP�DJDLQ������� **DDWWHH 77\\SSHHVV:H�QRZ�KDYH�D�GHILQLWLRQ� IRU�TXDQWXP� UHJLVWHUV�DQG�D�XVHIXO�DOJRULWKP��EXW�KRZ�LV�LW�SRVVLEOH�SHUIRUP�D�ORJLFDO�RSHUDWLRQ�RQ�VRPHWKLQJ�ZKLFK�HVVHQWLDOO\�FDQQRW�EH�REVHUYHG"� �:LWKRXW� WKHVH�RSHUDWLRQV� LW� LV�QRW�SRVVLEOH� WR�DFWXDOO\�PDQLSXODWH�DQ\�GDWD� LQ�WKH�IDVKLRQ�ZH�GHVLUH�� �7KHUH�DUH�IRUWXQDWHO\�YDULRXV�LPSOHPHQWDWLRQV�DOO�ZLWK�D� FRPPRQ� WUDLW�� WKH\�DUH�DOO� UHYHUVLEOH� �VHH�VHFWLRQ������������������ 77KKHH &&RRQQWWUURROOOOHHGG��11RRWW **DDWWHH7KLV� JDWH� LV� WKH� EXLOGLQJ� EORFN� RI�PRVW� TXDQWXP� FRPSXWHU� VROXWLRQV� DQG� LV�FRPPRQO\�NQRZQ�DV�WKH�&1�RU�&127�JDWH���&RQVLGHULQJ�LW�HOHPHQWDULO\��LI�ZH�KDYH�WZR�TXELWV� _$² DQG _%² ZH�KDYH�,I��_$²� ����WKHQ�_%²� ��127�_%²�7KLV�JDWH�V\VWHP�LV�DOVR�DQDORJRXV�WR�D�;25�JDWH���)LJXUH���VKRZV�D�GLDJUDP�RI�WKH�JDWH�ZLWK�LWV�DVVRFLDWHG�WUXWK�WDEOH�__$²² LQ __%²² LQ __$²² RXW��__$²²� __%²² RXW��__$��%²²�� � � �� � � �� � � �� � � �7R�JLYH�DQ�H[DPSOH�RI�KRZ�XVHIXO�WKLV�JDWH�FDQ�EH�SOHDVH�H[DPLQH�ILJXUH�����7KLV� ILJXUH�VKRZV�D� VDPSOH� LPSOHPHQWDWLRQ��ZKLFK� LV� UHYHUVLEOH�� WKDW� VZDSV�ERWK�LQSXW�ELWV�

���������� &&11 ,,PPSSOOHHPPHHQQWWDDWWLLRRQQ%XW�KRZ�FDQ�ZH�DFWXDOO\�SHUIRUP�D�ORJLFDO�127�RQ�WKH�TXDQWXP OHYHO"5HODWLQJ�EDFN�WR�RXU�DWRPLF�PRGHO�LQ������WR�UHYHUVH�WKH�FXUUHQW�VWDWH�DW�HLWKHU�RI�WKH�HQHUJ\�OHYHOV�ZH�QHHG�WR�VKLQH�D�SXOVH�RI�WKH�DSSURSULDWH�OLJKW�LQWHQVLW\��GXUDWLRQ� DQG� ZDYHOHQJWK� RQWR� WKH� DWRP�� � ,I� WKH� ZDYHOHQJWK� PDWFKHV� WKH�

__%²²__$²² __$²²

__$ �� %²²

)LJXUH��&127�JDWH�GLDJUDP�DQG�ORJLF�

__%²²__$²² __%²²

__$²² )LJXUH��6DPSOH�DSSOLFDWLRQ�IRU�&1�JDWH�ZKLFK�UHYHUVHV�WKH�LQSXWV�

Page 13: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

��

HQHUJ\� GLIIHUHQFH� OHYHO� EHWZHHQ� ERWK� JURXQG� DQG� H[FLWHG� VWDWHV� WKHQ� WKH�HOHFWURQ�ZLOO�FKDQJH�HQHUJ\�OHYHO��,I�LW�LV�LQ�WKH�JURXQG�VWDWH�LW�ZLOO�MXPS�WR�WKH�H[FLWHG�VWDWH�DQG�YLFH�YHUVD�7KLV�LPSOHPHQWDWLRQ�KDV�DFWXDOO\�EHHQ�SHUIRUPHG�RQ�DWRPV RI�UXELGLXP��(16�H[SHULPHQWV��DQG�EHU\OOLXP��1,67�H[SHULPHQWV����������� 77KKHH 77RRIIIIRROOLL **DDWWHH7KH�PDMRU�SUREOHP� LQ�TXDQWXP�FRPSXWLQJ� LV� UHYHUVLELOLW\�� �7KLV�SUREOHP�ZDV�RYHUFRPH�E\�7RIIROL�ZKHQ�KH�FUHDWHG�D�JDWH�ZLWK�WKH�DELOLW\�WR�SHUIRUP�DOO�WKH�ORJLF�IXQFWLRQV�WKDW�D�FRPSXWHU�PD\�UHTXLUH���,W�DOVR�KDV�WKH�PDMRU�DGYDQWDJH�WKDW� D� VHFRQG� DSSOLFDWLRQ� RI� LWVHOI� ZLOO� UHWULHYH� WKH� RULJLQDO� LQSXW�� � )LJXUH� ��VKRZV�D�EORFN�GLDJUDP�DQG�EULHI�H[SODQDWLRQ�RI�HDFK�RI�WKH�IXQFWLRQV�

$�PDMRU�SUREOHP�WKRXJK�LV�WKDW�ZH�JHW�D�ORW�RI�MXQN�ELWV�IURP�WKH�7RIIROL�JDWH���$W� WKLV�SRLQW�ZH�QHHG�WR�FRQVLGHU�FUHDWLQJ�DQ�HUDVH�JDWH� WR�UHPRYH�VRPH�RI�WKH�LQFRQVHTXHQWLDO�LQIRUPDWLRQ���7R�HUDVH�LQIRUPDWLRQ�DERXW�D�SDUWLFOHV�VWDWH�ZH� PXVW� LUUHYHUVLEO\� FRPSUHVV� SKDVH� VSDFH� E\� D� IDFWRU� RI� ��� � /DQGDXHU�FRQFOXGHG�>��@ WKDW�WR�HUDVH�D�ELW�RI�LQIRUPDWLRQ�DW�WHPSHUDWXUH�7 UHTXLUHV�WKH�GLVVLSDWLRQ�RI�DW�OHDVW�WKH�DPRXQW�RI�KHDW�VKRZQ�LQ�HTXDWLRQ��ZKHUH�N% LV�%ROW]PDQQV�FRQVWDQW����������� 77KKHH ))UUHHGGNNLLQQ **DDWWHH7KH� )UHGNLQ� JDWH� ZLOO� QRW� EH� H[DPLQHG� LQ� GHSWK� KHUH�� EXW� IRU� WKH� VDNH� RI�FRPSOHWHQHVV�LWV�WUXWK�WDEOH�LV�DV�VKRZQ�RYHUOHDI�LQ�ILJXUH���

__&²²

__$²²__%²²

__&²²

__$²²__%���$�&�²²�S8 �S8 ���S8 ���S8

)LJXUH��7RIIROL�JDWH�DQG�WKH�ORJLF�RSHUDWLRQV�LW�FDQ�SHUIRUP�

� �°°̄°°®­

� �

)$1287&%IRU$ 127&$IRU% ;25&IRU%$ $1'%IRU&$&$%

��� �����

�OQ7N% (TXDWLRQ��/DQGDXHUV�SULQFLSOH

Page 14: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

��

,QSXW 2XWSXWFL D, EL FR ER DR� � � � � �� � � � � �� � � � � �� � � � � �� � � � � �� � � � � �� � � � � �� � � � � �)LJXUH��)RU�PRUH�LQIRUPDWLRQ�RQ�WKH�)UHGNLQ�JDWH�VHH�SDSHU�>��@�

Page 15: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

��

7KLV� VHFWLRQ� H[DPLQHV� FXUUHQW� LPSOHPHQWDWLRQV� RI� TXDQWXP� V\VWHPV� SD\LQJ�SDUWLFXODU�DWWHQWLRQ�WR�TXDQWXP�GRW�DQG�WUDSSHG�LRQ�V\VWHPV�7KHUH� DUH� VWLOO� D� ORW� RI� SUREOHPV� LQ� WKLV� ILHOG� VLQFH� REWDLQLQJ� WKH� FRUUHFW�FRQGLWLRQV�IRU�D�ZRUNLQJ�TXDQWXP�FRPSXWLQJ�V\VWHP�LV�H[WUHPHO\�GHPDQGLQJ��)LUVWO\�� SUHFLVH� FRQWURO� RI� +DPLOWRQLDQ� RSHUDWRUV� RQ� D�ZHOO� GHILQHG� TXDQWXP�V\VWHP� LV� QRW� WKDW� VLPSOH� DQG� VHFRQGO\� ZH� VWLOO� KDYH� WKH�PDMRU� SUREOHP� RI�GHFRKHUHQFH��VHH�VHFWLRQ��������7KHUH� DUH� �� LPSRUWDQW� UXOHV� ODLG� GRZQ� >�@ ZKLFK� FDQ� EH� XVHG� WR� GHILQH� D�TXDQWXP�FRPSXWHUV�RSHUDWLRQ��� :HOO�GHILQHG�TXELWV�VKRXOG�EH�LGHQWLILHG��� 5HOLDEOH�VWDWH�SUHSDUDWLRQ�VKRXOG�EH�SRVVLEOH��� 7KH�V\VWHP�VKRXOG�KDYH�ORZ�GHFRKHUHQFH��� $FFXUDWH�TXDQWXP�JDWH�RSHUDWLRQV�PXVW�EH�SRVVLEOH��� 7KHUH�PXVW�EH�VWURQJ�TXDQWXP�PHDVXUHPHQWV�7KHVH�SRLQWV�QHHG�WR�EH�DGKHUHG�WR�LI�D�VDWLVIDFWRU\�TXDQWXP�FRPSXWHU�LV�WR�EH�GHVLJQHG������� 44XXDDQQWWXXPP ''RRWW 66\\VVWWHHPPVV4XDQWXP� GRWV� KDYH� RQH� ELJ� DGYDQWDJH� RYHU� RWKHU� TXDQWXP� FRPSXWLQJ�PHWKRGV��HDVH�RI� LPSOHPHQWDWLRQ���8QOLNH�DOO�RWKHU�V\VWHPV�PHQWLRQHG�KHUH��

���� ,,,,PPPPSSSSOOOOHHHHPPPPHHHHQQQQWWWWDDDDWWWWLLLLRRRRQQQQVVVV

)LJXUH���6DPSOH�TXDQWXP�GRW�LPSOHPHQWDWLRQ���3OHDVH�UHIHU�WR�WH[W�IRU�GHWDLOV���7DNHQ�IURP�>�@�

Page 16: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

��

WKH�TXDQWXP�GRW�GRHV�QRW�DFWXDOO\�ZRUN�ZLWK�TXDQWXP VL]HG�SDUWLFOHV���,QVWHDG�LW� LV�D�PDJQHWLF�QDQR�V\VWHP�ZLWKLQ�ZKLFK�WKH�QRQ�HTXLOLEULXP�VSLQ�G\QDPLFV�FDQ�EH�FRQWUROOHG���7KH�VKHHU�IDFW�WKDW�LW�LV�D�QDQR�V\VWHP�SXWV�XV�LQ�D�SRVLWLRQ�WR�IDEULFDWH�LW�IDU�HDVLHU�WKDQ�DQ\�RI�WKH�RWKHU�FKRLFHV�7KH�PRGHO�TXELW�LQ�D�TXDQWXP�GRW�V\VWHP�LV�UHDOLVHG�DV�WKH�VSLQ�RI�WKH�H[FHVV�HOHFWURQ� RQ� D� VLQJOH� HOHFWURQ� TXDQWXP� GRW�� � ,QWHUDFWLRQ� EHWZHHQ� TXELWV� LV�SHUIRUPHG� XVLQJ� FRQWUROOHG� JDWLQJ� RI� WKH� WXQQHOOLQJ� EDUULHU� EHWZHHQ�QHLJKERXULQJ�TXDQWXP�HOHFWURQ�GRWV�� �:KHQ�WKH�GRWV�DUH�VHW� WR� LQWHUDFW�� WKH�VSLQV� LQ� D� TXDQWXP� GRW� V\VWHP� EHFRPH� VXEMHFW� WR� D� WUDQVLHQW� +\VHQEHUJ�FRXSOLQJ���3OHDVH�H[DPLQH�ILJXUH����FDUHIXOO\�6HFWLRQ��D�� LQ� ILJXUH����VKRZV�WZR�TXDQWXP�GRWV� ODEHOOHG���DQG���HDFK�ZLWK�RQH� H[FHVV� HOHFWURQ� H ZLWK� VSLQ�ò�� � 7KH� WXQQHO� EDUULHU� FDQ� EH� UDLVHG� RU�ORZHUHG� E\� VHWWLQJ� D� JDWH� YROWDJH� KLJK� �VROLG� HTXLSRWHQWLDO� FRQWRXU�� RU� ORZ��GDVKHG� HTXLSRWHQWLDO� FRQWRXU��� � ,I� WKH� WXQQHO� EDUULHU� LV� ORZHUHG� WKHQ� YLUWXDO�WXQQHOOLQJ�ZLOO�SURGXFH�D�+HLVHQEHUJ�H[FKDQJH�-�W� ZLWK�UHVSHFW�WR WLPH���2QH�PHWKRG� RI� SHUIRUPLQJ� VLQJOH� TXELW� RSHUDWLRQV� LV� E\� KRSSLQJ� WR� DQ� DX[LOLDU\�IHUURPDJQHWLF� GRW� )0�� � $QRWKHU�PHWKRG� LV� WXQQHOOLQJ� �7�� WR� D� SDUDPDJQHWLF��30��GRW�ZKLFK�PD\�EH�XVHG�DV�D�SRVLWLYH�RSHUDWRU�YDOXHG��329��>��@ UHDGRXW�ZLWK� ���� UHOLDELOLW\�� � 7KH� ILQDO�PHWKRG� LV� VSLQ� GHSHQGHQW� WXQQHOOLQJ� WKURXJK�VSLQ�YDOYH�69�LQWR�GRW���ZKLFK�DOORZV�VSLQ�PHDVXUHPHQW�YLD�DQ�HOHFWURPHWHU�6HFWLRQ��E��LQ�ILJXUH����GHVFULEHV�D�SURSRVHG�H[SHULPHQWDO�VHWXS�IRU�LQLWLDO�WHVW�RI�VZDS�JDWH�RSHUDWLRQ�LQ�DQ�DUUD\�RI�QRQ�LQWHUDFWLQJ�TXDQWXP�GRW�SDLUV���7KH�OHIW�FROXPQ�KHUH�LV�XQSRODULVHG�ZKLOH�WKH�ULJKW�RQH�LV�SRODULVHG�

)LJXUH����D��VKRZV�D�SLFWXUH�RI�WKH�IDEULFDWHG�DUUD\�ZKLOH��E��VKRZV�D�VFKHPDWLF�OD\RXW�RI�WKH�DUUD\��FRQWURO�GHYLFH�DQG�RKPLF�FRQWDFWV���7DNHQ IURP�>��@�

Page 17: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

��

6WDWH� SUHSDUDWLRQ� LV� SRVVLEOH� E\� FRROLQJ� WKH� V\VWHP� VXIILFLHQWO\� LQ� D� XQLIRUP�PDJQHWLF� ILHOG�� DFFHSWDEOH� VSLQ� SRODULVDWLRQ� ZLOO� HYHQWXDOO\� EH� UHDFKHG� DW�FU\RJHQLF�WHPSHUDWXUHV���$Q�H[DPSOH�RI�WKLV�LV�VKRZQ�LQ��E��LQ�ILJXUH����$� QRUPDO� TXDQWXP� GRW� V\VWHP� FDQ� EH� PDGH� XVLQJ� WRGD\V� OLWKRJUDSKLF�WHFKQLTXHV� >��@�� �)LJXUH����VKRZV�DQ�HOHFWURQ�PLFURJUDSK�RI�VXFK�D�V\VWHP�PDGH�IURP�VWDQGDUG�PRGXODWLRQ�GRSHG�*D$O�$O����*D����$V�2QH� PHWKRG� RI� QRQ�LQYDVLYH� PHDVXUHPHQW� RI� WKH� TXDQWXP� GRW� LV� FDOOHG�EDOOLVWLF� SRLQW� FRQWDFW� PHDVXUHPHQW� >�@�� KRZHYHU� GHFRKHUHQFH� IURP� SRLQW�FRQWDFW� ZDV� UHFHQWO\� REVHUYHG� E\� %XNV� >�@�� )RU� IXUWKHU� GLVFXVVLRQ� RQ�FRKHUHQFH�LQ�TXDQWXP�GRWV�SOHDVH�UHIHU�WR�>��@�2I�DOO� WKH�LPSOHPHQWDWLRQV�RI�TXDQWXP�FRPSXWHUV��TXDQWXP�GRWV�VHHP�WR�EH�RQH� RI� WKH� IDVWHVW� JURZLQJ�� �:KHWKHU� RU� QRW� LW�ZLOO� EHFRPH� WKH� ILUVW�ZRUNLQJ�LPSOHPHQWDWLRQ�RI�TXDQWXP�FRPSXWLQJ�UHPDLQV�WR�EH�VHHQ������� 77UUDDSSSSHHGG ,,RRQQ 66\\VVWWHHPPVV7UDSSHG� ,RQ� V\VWHPV� >��@ DUH� UHDOLVHG� E\� WUDSSLQJ� D� VLQJOH� LRQ� LQ�D� FKRVHQ�TXDQWXP� VWDWH� RI� WKH� FHQWUH�RI�PDVV� YLEUDWLRQDO� PRWLRQ� �IRU� D� FRPSOHWH�DQDO\WLFDO�GHVFULSWLRQ�RI�WKH�PRWLRQ�RI�D�WUDSSHG�LRQ�LQ�HLWKHU�DQ�HYHQ�RU�RGG�VWDWH��SOHDVH�UHIHU�WR�>��@����7KH�WZR�VWDWHV�RI�WKH�Q�WK�TXELW�DUH�FKDUDFWHULVHG�E\�WKH�WZR�LQWHUQDO�VWDWHV�RI�WKH�FRUUHVSRQGLQJ�LRQ���,I�ZH�FRQVLGHU�WKH�JURXQG�VWDWH�WR�KDYH�DQ�DSSUR[LPDWH�YDOXH�RI���DQG�WKH�H[FLWHG�VWDWH�D�YDOXH�RI���ZH�FDQ� GHILQH� D� VWDWH� RI� WKH� TXDQWXP� FRPSXWHU� WR� EH� D� PDFURVFRSLF�VXSHUSRVLWLRQ��DV�VKRZQ�LQ�HTXDWLRQ����RI�TXDQWXP�UHJLVWHUV�_[²� _[1��²1��«_[�²�

ZKHUH�[ HTXDOV�HTXDWLRQ�����WKH�ELQDU\�GHFRPSRVLWLRQ�RI�[�,W�LV�SRVVLEOH�WR�WUDS�D�VHW�RI�1 FROG�LRQV�LQ�D�OLQHDU�WUDS�>��@ >��@ DQG�XVH�ODVHU�OLJKW� DV� D� PHDQV� RI� LQWHUDFWLRQ� � DV� VKRZQ� LQ� ILJXUH� ���� 7KLV� V\VWHP� LV�FKDUDFWHULVHG�E\�x ,W� DOORZV� WKH� LPSOHPHQWDWLRQ�RI� Q�ELW� TXDQWXP� JDWHV�EHWZHHQ� DQ\� VHW� RI� �QRW�QHFHVVDULO\� QHLJKERXULQJ��LRQV�x 'HFRKHUHQFH� FDQ� EH� PDGH�QHJOLJLEOH� GXULQJ� WKH� ZKROH�FRPSXWDWLRQ�x 7KH� ILQDO� UHDGRXW� FDQ� EH�SHUIRUPHG�ZLWK�XQLW�HIILFLHQF\� )LJXUH����D��1�LRQV�LQ�D�OLQHDU�WUDS�LQWHUDFWLQJ�ZLWK�1�GLIIHUHQW�ODVHU�EHDPV���E��DWRPLF�OHYHO�VFKHPH���7DNHQ�IURP�UHIHUHQFH�>��@�

^ `¦ ¦� { ��� ���

11[ [ [[ [F[F\

(TXDWLRQ���¦� �� �1

QQQ[[

(TXDWLRQ��

Page 18: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

��

,QGLYLGXDO� PDQLSXODWLRQ� RI� D� TXELW� FDQ� EH� HDVLO\� SHUIRUPHG� E\� GLUHFWLQJ�GLIIHUHQW�ODVHU�EHDPV�RQWR�HDFK�RI�WKH�LRQV�+RZHYHU�� GHFRKHUHQFH� LQ� WKH�V\VWHP� LV� VWLOO� D� SUREOHP� DQG� LV�FDXVHG�E\�VSRQWDQHRXV GHFD\�RI�WKH� LQWHUQDO� DWRPLF� VWDWHV� DQG�GDPSLQJ�RI�WKH�PRWLRQ�RI�WKH�LRQ�>��@�� � $QRWKHU� PRUH� REVFXUH�VRXUFH� LV� GHFRKHUHQFH� GXH� WR�LQWHQVLW\� DQG� SKDVH� IOXFWXDWLRQV�LQ� WKH� H[FLWLQJ� ODVHU� SXOVHV� >�@��%RWK� RI� WKHVH� OLPLW� WKH� VL]H� RI�FRPSXWDWLRQ� LRQ� WUDS� V\VWHPV�FDQ�SHUIRUP�� IRU�H[DPSOH�� ILJXUH����VKRZV�WKH�VL]H�RI�QXPEHU�WKDW�FDQ� EH� IDFWRULVHG� GHSHQGDQW� RQ�KRZ�TXLFNO\�DQ�LRQ�W\SH�EHFRPHV�GHFRKHUHQW�7KH�SUREOHP�RI�VSRQWDQHRXV�HPLVVLRQV�FDQ�IRUWXQDWHO\�EH�VXSSUHVVHG�E\�WKH�XVH� RI� PHWDVWDEOH� WUDQVLWLRQV� DV� GHVFULEHG� LQ� >��@�� � ,Q� DGGLWLRQ�� JLYHQ�VXIILFLHQWO\� ORZ� SUHVVXUHV�� WKH� FKDQFH� RI� FROOLVLRQV� ZLWK� EDFNJURXQG� DWRPV��DQG� WKHLU� FRXSOLQJV� WKDW� DIIHFW� WKH�PRYLQJ� FKDUJHV�� FDQ�EH UHGXFHG� WR� JLYH�VWDELOLW\�IRU�YHU\�ORQJ�WLPHV�>��@�)LQDOO\��WKH�UHDGRXW�RI�WKH�TXDQWXP�UHJLVWHU�DW�WKH�HQG�RI�D�FDOFXODWLRQ�FDQ�EH�DFFRPSOLVKHG� XVLQJ� WKH� TXDQWXP� MXPSV� WHFKQLTXH� >��@ >��@ ZLWK� XQLW�HIILFLHQF\�/LQHDU�LRQ�WUDSV�DUH�ZHOO�VXLWHG�WR�LPSOHPHQW�D�TXDQWXP�FRPSXWHU��KRZHYHU��VFDOLQJ� WKHP� XS� WR� GR� ODUJH� VFDOH� TXDQWXP� FRPSXWLQJ� LV� D� SUREOHP�� � 7KH�UHDVRQ�WKH\�DUH�VR�VXLWHG�LV�EHFDXVH�RI�QHJOLJLEOH�GHFRKHUHQFH�LQ�WKH�V\VWHP�>��@ DQG�XQLW�HIILFLHQW�UHDGRXW�WHFKQLTXHV�

)LJXUH���3RVVLEOH�GHVLJQ�IRU�DQ�,RQ�WUDS�TXDQWXP�FRPSXWLQJ�V\VWHP���,QWHUQHW�VRXUFH�XQNQRZQ�

)LJXUH���7KH� YDULDWLRQ� RI� WKH� QXPEHU� RI�ELWV� O LQ� WKH� ODUJHVW� LQWHJHU� WKDW�PD\� EH� IDFWRUHG�GHSHQGLQJ� RQ� LRQ� W\SH�� � 0D[LPXP� YDOXHV� DUH� GHWHUPLQHG� E\� VSRQWDQHRXV�HPLVVLRQ���)LJXUH�WDNHQ�IURP�>��@�

Page 19: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

��

������ 44XXDDQQWWXXPP 22SSWWLLFFDDOO4XDQWXP�2SWLFDO�V\VWHPV�PDNH�XVH�RI�WKH�VXSHUSRVLWLRQ�RI�VLQJOH�SKRWRQV�WR�SHUIRUP� RSWLFDO� FRPSXWDWLRQV�� � 7KH� PDMRU� DGYDQWDJH� RI� XVLQJ� RSWLFDO�IUHTXHQFLHV LV� WKDW� WKH\�DUH�HVVHQWLDOO\� LVRODWHG�IURP�WKHUPDO�QRLVH�DQG�WKXV�LGHDO� IRU� DQDO\VLQJ� WKH� XOWLPDWH� TXDQWXP� OLPLWV� WR� UHYHUVLEOH� TXDQWXP�FRPSXWDWLRQ�+RZHYHU�WKLV�YHU\�DGYDQWDJH�LV�DOVR�LWV�GUDZEDFN���7KHUH�LV�QR�VXFK�WKLQJ�DV�D� ORVVOHVV� V\PPHWULF� EHDP� VSOLWWHU�� SRODULVLQJ� PHGLD� RU� .HUU� PHGLD�� � 7KLV�PHDQV� WKDW� UHJDUGOHVV� RI� ZKDW� KDSSHQV� WKHUH� LV� DOZD\V� D� FKDQFH� WKDW� D�SKRWRQ� LQ� WKH� PLGGOH� RI� D� FRPSXWDWLRQ� ZLOO� EH� ORVW� ZLWK� GLVDVWURXV� HIIHFWV���:LWKRXW�HUURU�GHWHFWLRQ�RU�FRUUHFWLRQ�WKHUH�LV�QR�ZD\�RI�NQRZLQJ ZKHWKHU�WKH�FRPSXWDWLRQ�ZDV�FRUUHFWO\�SHUIRUPHG�RU�QRW�$Q� LPSRUWDQW� GHYHORSPHQW� LQ� TXDQWXP� RSWLFV� ZDV� WKH� GHYHORSPHQW� RI� WKH�TXDQWXP� RSWLFDO� )UHGNLQ� JDWH� �VHH� VHFWLRQ� ����� IRU� PRUH� LQIRUPDWLRQ�� E\�0LOEXUQ� >��@ LQ� ������ � $V� WLPH� SURJUHVVHG�� VR� GLG� WKH� WKHRU\� DQG� LQ� ������&KXDQJ� DQG� <DPDPRWR� >��@ SURSRVHG� D� IXOO� LPSOHPHQWDWLRQ� IRU� D� VLPSOH�TXDQWXP� FRPSXWHU� � ZLWK� RQO\� RQH� SUREOHP�� ZH� VWLOO� GR� QRW� KDYH� WKH�WHFKQRORJ\�WR� LPSOHPHQW� LW�� �6LQFH�WKLV�SRLQW�� WHFKQRORJ\�KDV�QRW�SURJUHVVHG�SDUWLFXODUO\�IDU��EXW�WKH�UHTXLUHPHQWV�IURP�LW�KDYH�FKDQJHG�,Q�-XQH�RI�������&HUI��$GDPL�DQG�.ZLDW�>�@ SXEOLVKHG�D�SDSHU�WKDW�RXWOLQHG�D�V\VWHP� ZKLFK� WKH\� EHOLHYH� FDQ� EH� LPSOHPHQWHG� XVLQJ� SUHVHQW� WHFKQRORJ\���2QH�PDMRU� DGYDQWDJH� LQ� WKHLU� V\VWHP� ZDV� WKDW� LW� XVHV� SXUHO\� OLQHDU� RSWLFDO�FRPSRQHQWV�� LQ� RWKHU�ZRUGV� DYRLGLQJ� UHFRXUVH� WR� QRQ�OLQHDU� .HUU�PHGLD�� � ,W�GRHV� XQIRUWXQDWHO\� DOVR� KDYH� LWV� GLVDGYDQWDJHV�� WKH� V\VWHP� KDV� DQ�H[SRQHQWLDO� QHHG� IRU� UHVRXUFHV� DV� LW� LV� VFDOHG� XS�� � 7KH\� WKHUHIRUH�UHFRPPHQGHG�WKDW�WKH�V\VWHP�LV�RQO\�XVHIXO�IRU�FUHDWLQJ�VPDOO�VFDOH�TXDQWXP�FLUFXLWV�4XDQWXP�RSWLF�FRPSXWLQJ�ZDV�RQH�RI�WKH�IRXQGDWLRQV�RI�TXDQWXP�FRPSXWLQJ�EXW� LW� LV� DOVR� SUREDEO\� WKH�PRVW� SUREOHPDWLF� WR� LPSOHPHQW�� �:H� VKRXOG� QRW�KRZHYHU�ZULWH�LW�RII�DV�SKRWRQLF�V\VWHPV�DUH�RQH�RI�WKH�PRVW�UHVLOLHQW�WR�QRLVH������� 110055 44XXDDQQWWXXPP &&RRPPSSXXWWLLQQJJ105� �1XFOHDU�0DJQHWLF� 5HVRQDQFH�� V\VWHPV� >�@ �ZKHQ�ZRUNLQJ� LQ� D� OLTXLG�VWDWH��SHUIRUP�FRPSXWDWLRQ�RQ�D�ODUJH�QXPEHU�RI�LGHQWLFDO�TXDQWXP�V\VWHPV���(DFK�TXDQWXP�V\VWHP�FRQVLVWV�RI�WKH�LQWHUDFWLQJ�QXFOHDU�VSLQV�RI�D�PROHFXOH�LQ�D�KLJK�PDJQHWLF�ILHOG���7KHUH�DUH�WKUHH�VWDJHV�WR�105�FRPSXWDWLRQ�x 3UHSDUDWLRQ�� 3HUIRUPHG� E\� DOORZLQJ� WKH� V\VWHP� WR� UHOD[� WR� WKHUPDO�HTXLOLEULXP�x &RPSXWDWLRQ�� 7KH� QXFOHDU� VSLQV� ZLWKLQ� WKH� V\VWHP� DUH� PDQLSXODWHG� E\�DSSO\LQJ� UDGLR� IUHTXHQF\� �5)�� SXOVHV� WXQHG� WR� WKH� /DUPRU� IUHTXHQFLHV���6SLQV� FDQ� EH� VHOHFWLYHO\� H[FLWHG� E\� H[SORLWLQJ� GLIIHUHQFHV� LQ� WKHVH�IUHTXHQFLHV�x 5HDGRXW�� 3HUIRUPHG� E\� REVHUYLQJ� WKH� VLJQDO� LQGXFHG� LQ� 5)� FRLOV� E\� WKH�SUHFHVVLRQ�RI�WKH�QXFOHDU�VSLQV�

Page 20: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

��

)LJXUH����VKRZQV�DQ�H[DPSOH�RI�D�WULFKORURHWK\OHQH�PROHFXOH�UHSUHVHQWLQJ�D���TXELW�V\VWHP�7KH�PDLQ�SUREOHP�ZLWK�105�LV�XVLQJ� LW� IRU� WKH�REVHUYDWLRQ RI�PXOWL�SDUWLFOH�HQWDQJOHPHQWV�DQG�TXDQWXP� FRPSXWDWLRQ� LV� WKDW� WKH� VDPSOH� LV�LQLWLDOO\� LQ� D� KLJKO\� PL[HG� VWDWH�� � 7KLV� FDQ�IRUWXQDWHO\� EH� RYHUFRPH� ZLWKRXW� FRROLQJ� E\�WUDQVIRUPLQJ� WKH� LQLWLDO� PL[HG� VWDWH� VR� WKDW� ZH�KDYH�D�SVXHGR�SXUH�VWDWH�5RRP�WHPSHUDWXUH�105�SURYHV�WR�EH�XVHIXO�IRU�FRPSXWDWLRQV� LQYROYLQJ� VPDOO� QXPEHUV� RI�TXELWV�� � 7KHUH� LV� RQH� LQWHUHVWLQJ�SRLQW� WKRXJK��105� LV� WKH� RQO\� WHFKQRORJ\� ZKHUH� ZH� FDQ�V\VWHPDWLFDOO\�HQWDQJOH�PRUH�WKDQ�WZR�TXELWV������� ))XXUUWWKKHHUU 55HHDDGGLLQQJJ7KHUH�DUH�D�QXPEHU�RI�SDSHUV�ZKLFK�UHODWH�WR�WKH�TXDQWXP�FRPSXWLQJ�ILHOG�EXW�GLG�QRW� ILW�QLFHO\�XQGHU�DQ\�RI� WKH�KHDGLQJV� LQ� WKH�UHSRUW�� �7KHVH�SDSHUV�DUH�GHWDLOHG� LQ� WKH� UHIHUHQFHV�VHFWLRQ�DQG�KDYH� WKH� IROORZLQJ�QXPEHUV��>�@�� >��@��>��@��>��@ DQG�>��@�

)LJXUH���7ULFKORURHWK\OHQH� PROHFXOH� EHLQJ� XVHG� IRU� 105�� ��TXELWV� DUH� +\GURJHQ� DQG� ERWK� &KORULQH� PROHFXOHV���'LDJUDP�WDNHQ�IURP�>�@�

Page 21: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

��

7KH�PDLQ�SUREOHP�IRU�DQ\�SUDFWLFDO�UHDOLVDWLRQ�LV�WKH�H[LVWHQFH�RI�GHFRKHUHQFH�SURFHVVHV�GXH�WR�WKH�LQWHUDFWLRQ�RI�WKH�V\VWHP�ZLWK�WKH�HQYLURQPHQW���7KHVH�SUREOHPV� DUH� EHJLQQLQJ� WR� GZLQGOH� DV� DUH� QRW� RQO\� EHWWHU� WHFKQRORJLHV�EHFRPLQJ� DYDLODEOH�� EXW� VR� DUH� EHWWHU� WKHRUHWLFDO� YHUVLRQV� RI� D� TXDQWXP�FRPSXWHU�)URP�WKH�LQIRUPDWLRQ�DYDLODEOH�� LW�VHHPV�WKDW� LQ�WKH�VKRUW�WHUP�TXDQWXP�GRWV�VHHP�WR�EH�WKH�PRVW�SURPLVLQJ�WHFKQRORJ\�IRU�TXDQWXP�FRPSXWHUV���7KH\�DUH�QDQR�VFDOH�V\VWHPV�ZKLFK�PDNHV�WKHP�HDVLHU�WR�EXLOG�WKDQ�TXDQWXP�V\VWHPV��EXW� \HW� WKH\� UHSUHVHQW� D� TXDQWXP�V\VWHP�� �6FDODELOLW\� WR� ODUJH�TXDQWXP�GRW�V\VWHPV� LV� DOVR� QRW� VR�PXFK� RI� D� SUREOHP�ZKHQ� FRPSDUHG� WR� VFDOLQJ� XS� DTXDQWXP�RSWLFDO�RU�WUDSSHG�LRQ�V\VWHP���7KLV�LV�QRW�WR�VD\�WKDW�WKH�RWKHU�WZR�GRQW� KDYH� WKHLU� DGYDQWDJHV�� � ,Q� WKH� ORQJ� WHUP� LW� VHHPV� WKDW� WUDSSHG� LRQ�TXDQWXP�FRPSXWHUV�ZLOO� EHFRPH�PRUH�DQG�PRUH� LQWHUHVWLQJ�GXH� WR� WKH� ORQJ�WLPH LW�WDNHV�IRU�WKHP�WR�EHFRPH�GHFRKHUHQW�:KHQ�D�ZRUNLQJ�TXDQWXP�FRPSXWHU�LV�FUHDWHG�LW�ZLOO�EH�D JUHDW�EUHDNWKURXJK�DQG� ,� EHOLHYH� WKDW� WKLV� GD\� LV� QRW� IDU� RII�� � 4XDQWXP� FRPSXWLQJ� LV� VWLOO� LQ� LWV�LQIDQF\��EXW�LWV�JURZLQJ�XS�YHU\�IDVW������� ))XXWWXXUUHH ::RRUUNN7KLV�H[DPLQDWLRQ�ZDV�YHU\�PXFK�KLJK�OHYHO��WKH�KDUG�FRUH�PDWKV�EHLQJ�OHIW�WR�WKH�UHIHUHQFHG�SDSHUV�$Q�LQWHUHVWLQJ�H[WHQVLRQ�WR�WKLV�UHSRUW�ZRXOG�EH�WKH�FRQVLGHUDWLRQ�RI�PHWKRG�RI�LPSOHPHQWDWLRQ�IRU�D�TXDQWXP�GRW�V\VWHP�DV�WKLV�DUHD�RI�UHVHDUFK�VHHPV�YHU\�SURPLVLQJ�

���� &&&&RRRRQQQQFFFFOOOOXXXXVVVVLLLLRRRRQQQQ

Page 22: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

��

7KLV� VHFWLRQ� KDV� EHHQ� SXW� LQ� UHYHUVH� FKURQRORJLFDO� RUGHU�� � 6RPH� RI� WKH�IROORZLQJ�UHIHUHQFHV�DOVR�KDYH�D�FRS\�RI�WKHLU�DEVWUDFW�DFFRPSDQ\LQJ�WKHP�LQ�VPDOO�W\SH�� WKLV�LV�WR�JLYH�WKH�UHDGHU�D�JRRG�LGHD�RI�ZKDW�WKH�SDSHUV�DUH�DERXW�LQ�DGYDQFH�>�@ $�� &KL�&KLK� <DR�� �4XDQWXP� &LUFXLW� &RPSOH[LW\��� 'HSDUWPHQW� RI�&RPSXWHU�6FLHQFH��3ULQFHWRQ�8QLYHUVLW\��QRW�NQRZQ�WR�EH�SXEOLVKHG�:H�VWXG\�D�FRPSOH[LW\�PRGHO�RI�TXDQWXP�FLUFXLWV�DQDORJRXV�WR�WKH�VWDQGDUG��DF\FOLF��%RROHDQ�FLUFXLW�PRGHO��,W� LV�VKRZQ�WKDW�DQ\�IXQFWLRQ�FRPSXWDEOH�LQ�SRO\QRPLDO�WLPH�E\�D�TXDQWXP�7XULQJ�PDFKLQH�KDV�D�SRO\QRPLDO�VL]H�TXDQWXP�FLUFXLW��7KLV�UHVXOW�DOVR�HQDEOHV�XV�WR�FRQVWUXFW�D� XQLYHUVDO� TXDQWXP�FRPSXWHU�ZKLFK� FDQ� VLPXODWH��ZLWK� D� SRO\QRPLDO� IDFWRU� VORZGRZQ�� D� EURDGHU� FODVV� RI� TXDQWXP PDFKLQHV� WKDQ� WKDW�FRQVLGHUHG� E\� %HUQVWHLQ� DQG� 9D]LUDQL� >��@�� WKXV� DQVZHULQJ� DQ� RSHQ� TXHVWLRQ� UDLVHG� LQ� >��@�� :H� DOVR� GHYHORS� D� WKHRU\� RI� TXDQWXP�FRPPXQLFDWLRQ�FRPSOH[LW\��DQG�XVH�LW�DV�D�WRRO�WR�SURYH�WKDW�WKH�PDMRULW\�IXQFWLRQ�GRHV�QRW�KDYH�D�OLQHDU�VL]H�TXDQWXP�IRUPXOD�>�@ (�� %XNV�� 5�� 6KXVWHU�� 0�� +HLEOXP�� '�� 0DKDOX�� 9�� 8PDQVN\� DQG� +��6KWULNPDQ�� %XOOHWLQ� RI� WKH� $PHULFDQ� 3K\VLFDO� 6RFLHW\�� YROXPH� ����QXPEHU����������SDJH�����>�@ 6�� $�� *XUYLW]�� �0HDVXUHPHQWV� ZLWK� D� QRQLQYDVLYH� GHWHFWRU� DQG�GHSKDVLQJ�PHFKDQLVP���/RV�$ODPRV�DUFKLYHV�FRQG�PDW���������Y���2FWREHU������:H� VWXG\� G\QDPLFV� RI� WKH� PHDVXUHPHQW� SURFHVV� LQ� TXDQWXP� GRW� V\VWHPV�� ZKHUH� D� SDUWLFXODU� VWDWH� RXW� RI� FRKHUHQW� VXSHUSRVLWLRQ� LV�REVHUYHG��7KH�EDOOLVWLF�SRLQW�FRQWDFW�SODFHG�QHDU�RQH�RI�WKH�GRWV�LV�WDNHQ�DV�D�QRQLQYDVLYH�GHWHFWRU��:H�GHPRQVWUDWH�WKDW�WKH�PHDVXUHPHQW�SURFHVV�LV�IXOO\�GHVFULEHG�E\�WKH�%ORFK�W\SH�HTXDWLRQV�DSSOLHG�WR�WKH�ZKROH�V\VWHP��7KHVH�HTXDWLRQV�FOHDUO\�UHSURGXFH�WKH�FROODSVH�RI�WKH�GHQVLW\�PDWUL[�LQWR�WKH�VWDWLVWLFDO�PL[WXUH�LQ�WKH�FRXUVH�RI�WKH�PHDVXUHPHQW�SURFHVV��7KH�FRUUHVSRQGLQJ�GHSKDVLQJ�ZLGWK�LV�XQLTXHO\�GHILQHG��:H� VKRZ� WKDW� WKH� FRQWLQXRXV� REVHUYDWLRQ� RI� RQH� RI� WKH� VWDWHV� LQ� D� FRKHUHQW� VXSHUSRVLWLRQ� PD\� DFFHOHUDWH� GHFD\� IURP� WKLV� VWDWH� � LQ�FRQWUDGLFWLRQ�ZLWK�UDSLGO\�UHSHDWHG�REVHUYDWLRQV��ZKLFK�VORZ�GRZQ�WKH�WUDQVLWLRQV�EHWZHHQ�TXDQWXP�VWDWHV��WKH�TXDQWXP�=HQR�HIIHFW��>�@ 6�� 6FKQHLGHU� DQG� *�� -�� 0LOEXUQ�� �'HFRKHUHQFH� LQ� LRQ� WUDSV� GXH� WR�ODVHU� LQWHQVLW\� DQG� SKDVH� IOXFWXDWLRQV�� /RV� $ODPRV� DUFKLYHV� TXDQW�SK����������2FWREHU������:H�FRQVLGHU�RQH�VRXUFH�RI�GHFRKHUHQFH�IRU�D�VLQJOH� WUDSSHG�LRQ�GXH�WR�LQWHQVLW\�DQG�SKDVH�IOXFWXDWLRQV�LQ�WKH�H[FLWLQJ� ODVHU�SXOVHV��)RU�VLPSOLFLW\�ZH�DVVXPH�WKDW�WKH�VWRFKDVWLF�SURFHVVHV�LQYROYHG�DUH�ZKLWH�QRLVH�SURFHVVHV��ZKLFK�HQDEOHV�XV�WR�JLYH�D�VLPSOH�PDVWHU�HTXDWLRQ�GHVFULSWLRQ� RI� WKLV� VRXUFH� RI� GHFRKHUHQFH��7KLV�PDVWHU� HTXDWLRQ� LV� DYHUDJHG�RYHU� WKH� QRLVH��DQG� LV� VXIILFLHQW� WR�GHVFULEH� WKH� UHVXOWV�RI�H[SHULPHQWV�WKDW�SUREH�WKH�RVFLOODWLRQV�LQ�WKH�HOHFWURQLF�SRSXODWLRQV�DV�HQHUJ\�LV�H[FKDQJHG�EHWZHHQ�WKH�LQWHUQDO�DQG�HOHFWURQLF�PRWLRQ��2XU�UHVXOWV�DUH�LQ�JRRG�TXDOLWDWLYH�DJUHHPHQW�ZLWK�UHFHQW�H[SHULPHQWV�DQG�SUHGLFW�WKDW�WKH�GHFRKHUHQFH�UDWH�ZLOO�GHSHQG�RQ�YLEUDWLRQDO�TXDQWXP�QXPEHU�LQ�GLIIHUHQW�ZD\V GHSHQGLQJ�RQ�ZKLFK�YLEUDWLRQDO�H[FLWDWLRQ�VLGHEDQG�LV�XVHG�>�@ /X�0LQJ� 'XDQ� DQG� *XDQJ�&DQ� *XR�� �3UHVHUYLQJ� &RKHUHQFH� LQ�4XDQWXP� &RPSXWDWLRQ� E\� 3DLULQJ� 4XDQWXP� %LWV��� 3K\V�� 5HY�� /HWW���YROXPH�����QXPEHU�����6HSWHPEHU�������SDJH�����$�VFKHPH�IRU�SURWHFWLQJ�TXDQWXP�VWDWHV�IURP�ERWK�LQGHSHQGHQW�DQG�FRRSHUDWLYH�GHFRKHUHQFH�LV�SURSRVHG��7KH�VFKHPH�RSHUDWHV�E\�SDLULQJ�HDFK� TXELW� �WZR�VWDWH� TXDQWXP� V\VWHP�� ZLWK� DQ� DQFLOOD� TXELW� DQG� E\� HQFRGLQJ� WKH� VWDWHV� RI� WKH� TXELWV� LQWR� FRUUHVSRQGLQJ� FRKHUHQFH�SUHVHUYLQJ�VWDWHV�RI�TXELW�SDLUV��,Q�WKLV�VFKHPH��DPSOLWXGH�GDPSLQJ��ORVV�RI�HQHUJ\��DV�ZHOO�DV�SKDVH�GDPSLQJ��GHSKDVLQJ��LV�SUHYHQWHG�E\�D�VWUDWHJ\�FDOOHG� �IUHH�+DPLOWRQLDQ�HOLPLQDWLRQ���:H�IXUWKHU�H[WHQG�WKH�VFKHPH�WR�LQFOXGH�TXDQWXP�JDWH�RSHUDWLRQV�DQG�VKRZ�WKDW� ORVV�DQG�GHFRKHUHQFH�GXULQJ�VXFK�RSHUDWLRQV�FDQ�DOVR�EH�SUHYHQWHG�>�@ 5��/DIODPPH��(��.QLOO��:��+��=XUHN��3��&DWDVWL�DQG�6��9��6��0DULSSDQ���105�*+=���/RV�$ODPRV�DUFKLYHV�TXDQW�SK���������Y���6HSWHPEHU������:H�GHVFULEH�WKH�FUHDWLRQ�RI�D�*UHHQKHUJHU�+RUQH�=HLKQJHU��*+=��VWDWH�RI�WKH�IRUP��_���² �� _���²������WKUHH�PD[LPDOO\�HQWDQJOHG�TXDQWXP�ELWV��XVLQJ�1XFOHDU�0DJQHWLF�5HVRQDQFH��105���:H�KDYH�VXFFHVVIXOO\�FDUULHG�RXW� WKH�H[SHULPHQW�XVLQJ� WKH�SURWRQ�DQG�FDUERQ�VSLQV�RI�WULFKORURHWK\OHQH��DQG�FRQILUPHG�WKH�UHVXOW�XVLQJ�VWDWH�WRPRJUDSK\��:H�KDYH�WKXV�H[WHQGHG�WKH�VSDFH�RI�HQWDQJOHG�TXDQWXP�VWDWHV�H[SORUHG�V\VWHPDWLFDOO\�WR�WKUHH�TXDQWXP�ELWV��DQ�HVVHQWLDO�VWHS�IRU�TXDQWXP�FRPSXWDWLRQ�>�@ $�� =HLOLQJHU�� �*HW� VHW� IRU� WKH� TXDQWXP� UHYROXWLRQ��� 3K\VLFV� :RUOG��6HSWHPEHU�������SDJH����>�@ '�� /RVV� DQG� 3�� 'L9LQFHQ]R�� �4XDQWXP� &RPSXWDWLRQ� ZLWK� 4XDQWXP�'RWV���/RV�$ODPRV�DUFKLYHV�FRQG�PDW���������Y���-XO\������$�FRPSOHWHO\�DQDO\WLF�GHVFULSWLRQ�LV�JLYHQ�RI�WKH�PRWLRQ�RI�D�WUDSSHG�LRQ�ZKLFK�LV�LQ�HLWKHU�DQ�HYHQ�RU�DQ�RGG�FRKHUHQW�VWDWH��&RPSDULVRQ�WR�UHFHQW�WKHRUHWLFDO�DQG�H[SHULPHQWDO�ZRUN�LV�PDGH�

���� %%%%LLLLEEEEOOOOLLLLRRRRJJJJUUUUDDDDSSSSKKKK\\\\

Page 23: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

��

>�@ 1��-��&HUI��&��$GDPL�DQG�3��*��.ZLDW���2SWLFDO�6LPXODWLRQ�RI�4XDQWXP�/RJLF���/RV�$ODPRV�DUFKLYHV�TXDQW�SK����������-XQH������$�V\VWHPDWLF�PHWKRG�IRU�VLPXODWLQJ�VPDOO�VFDOH�TXDQWXP�FLUFXLWV�E\�XVH�RI�OLQHDU�RSWLFDO�GHYLFHV�LV�SUHVHQWHG��,W�UHOLHV�RQ�WKH�UHSUHVHQWDWLRQ�RI�VHYHUDO�TXDQWXP�ELWV�E\�D�VLQJOH�SKRWRQ��DQG�RQ�WKH�LPSOHPHQWDWLRQ�RI�XQLYHUVDO�TXDQWXP�JDWHV�XVLQJ�VLPSOH�RSWLFDO�FRPSRQHQWV��EHDP�VSOLWWHUV�� SKDVH� VKLIWHUV�� HWF���� 7KLV� VXJJHVWV� WKDW� WKH� RSWLFDO� UHDOL]DWLRQ� RI� VPDOO� TXDQWXP� QHWZRUNV� LV� UHDVRQDEOH� JLYHQ� WKH� SUHVHQW�WHFKQRORJ\� LQ� TXDQWXP�RSWLFV�� DQG� FRXOG� EH� D� XVHIXO� WHFKQLTXH� IRU� WHVWLQJ� VLPSOH�TXDQWXP�DOJRULWKPV�RU�HUURU�FRUUHFWLRQ� VFKHPHV��7KH�RSWLFDO�FLUFXLW�IRU�TXDQWXP�WHOHSRUWDWLRQ�LV�SUHVHQWHG�DV�DQ�LOOXVWUDWLRQ�>��@ 0��0��1LHWR���$QDO\WLFDO�'HVFULSWLRQ�RI�WKH�0RWLRQ�RI�D�7UDSSHG�,RQ�LQ�DQ� (YHQ� RU� 2GG� &RKHUHQW� 6WDWH��� /RV� $ODPRV� DUFKLYHV� TXDQW�SK���������Y���)HEUXDU\������$�FRPSOHWHO\�DQDO\WLF�GHVFULSWLRQ�LV�JLYHQ�RI�WKH�PRWLRQ�RI D�WUDSSHG�LRQ�ZKLFK�LV�LQ�HLWKHU�DQ�HYHQ�RU�DQ�RGG�FRKHUHQW�VWDWH��&RPSDULVRQ�WR�UHFHQW�WKHRUHWLFDO�DQG�H[SHULPHQWDO�ZRUN�LV�PDGH�>��@ 1��$��*HUVKHQIHOG�DQG�,��/��&KXDQJ���%XON�6SLQ�5HVRQDQFH�4XDQWXP�&RPSXWLQJ��� &DPEULGJH� 0$� DQG� 6DQWD� %DUEDUD� &$� UHVSHFWLYHO\�'HFHPEHU������4XDQWXP�FRPSXWDWLRQ�UHPDLQV�DQ�HQRUPRXVO\�DSSHDOLQJ�EXW�HOXVLYH�JRDO��DSSHDOLQJ�EHFDXVH�RI�WKH�DELOLW\�WR�SHUIRUP�VXSHUIDVW�DOJRULWKPV�VXFK�DV�ILQGLQJ�SULPH�IDFWRUV� LQ�SRO\QRPLDO�WLPH��EXW�HOXVLYH�EHFDXVH�RI�WKH�GLIILFXOW\�RI�VLPXOWDQHRXVO\ PDQLSXODWLQJ�TXDQWXP�GHJUHHV�RI�IUHHGRP�ZKLOH� SUHYHQWLQJ� HQYLURQPHQWDOO\� LQGXFHG� GHFRKHUHQFH��:H� LQWURGXFH�D� QHZ�DSSURDFK� WR� TXDQWXP� FRPSXWLQJ� EDVHG�RQ� XVLQJ�PXOWLSOH�SKDVH�UHVRQDQFH�WHFKQLTXHV�WR�PDQLSXODWH�WKH�VPDOO�GHYLDWLRQ�IURP�HTXLOLEULXP�RI�WKH�GHQVLW\�PDWUL[�RI�D�PDFURVFRSLF�HQVHPEOH�VR�WKDW�LW�DSSHDUV�WR�EH�WKH�GHQVLW\�PDWUL[�RI�D�PXFK�ORZHU�GLPHQVLRQDO�SXUH�VWDWH��$�FRPSOHWH�SUHVFULSWLRQ�IRU�TXDQWXP�FRPSXWLQJ�LV�JLYHQ�IRU�VXFK�D�V\VWHP�>��@ $�� %DUHQFR�� $�� (NHUW�� $�� 6DQSHUD� DQG� &�� 0DFKLDYHOOR�� �$� VKRUW�LQWURGXFWLRQ�WR�TXDQWXP�FRPSXWDWLRQ� IURP��8Q�VDXW�GHFKHOOH�SRXU�OHV�FDOFXODWHXUV���/D�5HFKHUFKH��1RYHPEHU�����>��@ -��)��3R\DWRV��-��,��&LUDF�DQG�3��=ROOHU���&RPSOHWH�&KDUDFWHULVDWLRQ�RI�D� 4XDQWXP� 3URFHVV�� WKH� 7ZR�%LW� 4XDQWXP� *DWH��� /RV� $ODPRV�DUFKLYHV�TXDQW�SK����������1RYHPEHU������:H�VKRZ�KRZ�WR�IXOO\�FKDUDFWHUL]H�D�TXDQWXP�SURFHVV�LQ�DQ�RSHQ�TXDQWXP�V\VWHP��:H�SDUWLFXODUL]H�WKH�SURFHGXUH�WR�WKH�FDVH�RI�D�XQLYHUVDO�WZR�TXELW� JDWH� LQ�D�TXDQWXP�FRPSXWHU��:H� LOOXVWUDWH� WKH�PHWKRG�ZLWK�D�QXPHULFDO� VLPXODWLRQ�RI�D�TXDQWXP�JDWH� LQ� WKH� LRQ� WUDS�TXDQWXP�FRPSXWHU�>��@ ,��/��&KXDQJ�DQG�<��<DPDPRWR���$�6LPSOH�4XDQWXP�&RPSXWHU���/RV�$ODPRV�DUFKLYHV�TXDQW�SK����������2FWREHU������:H�SURSRVH�D�LPSOHPHQWDWLRQ�RI�D�TXDQWXP�FRPSXWHU�WR�VROYH�'HXWVFKV�SUREOHP��ZKLFK�UHTXLUHV�H[SRQHQWLDO�WLPH�RQ�D�FODVVLFDO�FRPSXWHU�EXW�RQO\�OLQHDU�WLPH�ZLWK�TXDQWXP�SDUDOOHOLVP��%\�XVLQJ�D�GXDO�UDLO�TXELW�UHSUHVHQWDWLRQ�DV�D�VLPSOH�IRUP�RI�HUURU�FRUUHFWLRQ��RXU�PDFKLQH�FDQ�WROHUDWH�VRPH�DPRXQW�RI�GHFRKHUHQFH�DQG�VWLOO�JLYH�WKH�FRUUHFW�UHVXOW�ZLWK�KLJK�SUREDELOLW\��7KH�GHVLJQ�ZKLFK�ZH�HPSOR\�DOVR�GHPRQVWUDWHV�D�VLJQDWXUH� IRU� TXDQWXP� SDUDOOHOLVP� ZKLFK� XQDPELJXRXVO\� GHOLQHDWHV� WKH� GHVLUHG� TXDQWXP� EHKDYLRXU� IURP� WKH� PHUHO\� FODVVLFDO�� 7KH�H[SHULPHQWDO� GHPRQVWUDWLRQ� RI� RXU� SURSRVDO� XVLQJ� TXDQWXP� RSWLFDO� FRPSRQHQWV� FDOOV� IRU� WKH� GHYHORSPHQW� RI� VHYHUDO� NH\� WHFKQRORJLHV�FRPPRQ�WR�VLQJOH�SKRWRQLFV�>��@ 5�� -�� +XJKHV�� '�� )�� 9�� -DPHV�� (�� +�� .QLOO�� 5�� /DIODPPH� DQG� $��*��3HWVFKHN�� �'HFRKHUHQFH� %RXQGV� RQ� 4XDQWXP� &RPSXWDWLRQ� ZLWK�7UDSSHG� ,RQV��� 3K\V�� 5HY�� /HWW��� YROXPH� ���� QXPEHU� ���� 2FWREHU������8VLQJ�VLPSOH�SK\VLFDO�DUJXPHQWV�ZH�LQYHVWLJDWH�WKH�FDSDELOLWLHV�RI�D�TXDQWXP�FRPSXWHU�EDVHG�RQ�FROG� WUDSSHG�LRQV��)URP�WKH�OLPLWDWLRQV�LPSRVHG� RQ� VXFK�D� GHYLFH� E\� VSRQWDQHRXV�GHFD\�� ODVHU�SKDVH� FRKHUHQFH�� LRQ� KHDWLQJ�� DQG�RWKHU� VRXUFHV� RI� HUURU��ZH�GHULYH� D� ERXQG�EHWZHHQ�WKH�QXPEHU� RI� ODVHU� LQWHUDFWLRQV�DQG� WKH�QXPEHU� RI� LRQV�WKDW�PD\�EH�XVHG��7KH� ODUJHVW�QXPEHU�ZKLFK�PD\�EH� IDFWRUHG�XVLQJ�D�YDULHW\�RI�VSHFLHV�RI�LRQ�LV�GHWHUPLQHG�>��@ 6�� $�� *DUGLQHU�� -�� ,�� &LUDF� DQG� 3�� =ROOHU� �0HDVXUHPHQW� RI� $UELWDU\�2EVHUYDEOHV� RI� D� 7UDSSHG� ,RQ��� /RV� $ODPRV� DUFKLYHV� TXDQW�SK����������-XQH������:H�GHVFULEH�D�PHWKRG�WR�SHUIRUP�D�VLQJOH�TXDQWXP�PHDVXUHPHQW�RI�DQ�DUELWUDU\�REVHUYDEOH�RI�D�VLQJOH�LRQ�PRYLQJ�LQ�D�KDUPRQLF�SRWHQWLDO���:H�LOOXVWUDWH WKH�PHDVXUHPHQW�SURFHGXUH�ZLWK�H[SOLFLW�H[DPSOHV�QDPHO\�WKH�SRVLWLRQ�DQG�SKDVH�REVHUYDEOHV�>��@ $�� (NHUW� DQG� 5�� -R]VD� �6KRUV� 4XDQWXP� $OJRULWKP� IRU� )DFWRULVLQJ�1XPEHUV���5HY��0RG��3K\V���������LVVXH�XQNQRZQ�7KHUH�LV�QR�NQRZQ�HIILFLHQW�PHWKRG�IRU�IDFWRULVLQJ ODUJH�ZKROH�QXPEHUV�RQ�D�FODVVLFDO�FRPSXWHU���5HFHQWO\�3HWHU�6KRU�GLVFRYHUHG�DQ�HIILFLHQW�DOJRULWKP�IRU�IDFWRULQJ�ZKLFK�XVHV�FKDUDFWHULVWLFDOO\�TXDQWXP�HIIHFWV���:H�JLYH�DQ�H[SRVLWLRQ�RI�6KRUV�DOJRULWKP�IRU�IDFWRULQJ�RQ�D�TXDQWXP�FRPSXWHU��WRJHWKHU�ZLWK�VRPH�UHOHYDQW�EDFNJURXQG�LQ�QXPEHU�WKHRU\��FRPSXWDWLRQDO�FRPSOH[LW\�WKHRU\�DQG�TXDQWXP�FRPSXWDWLRQ�LQFOXGLQJ�UHPDUNV�DERXW�SRVVLEOH�H[SHULPHQWDO�UHDOLVDWLRQV�>��@ :��*��8QUXK��3K\V��5HY��$��YROXPH�����������SDJH�����>��@ $�� )ULW]H� �4XDQWXP� &U\SWRJUDSK\� � 4XDQWXP� &RPSXWLQJ��� +HULRW�:DWW�8QLYHUVLW\��'HFHPEHU������

Page 24: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

��

$�UHYLHZ�RI�WKH�EDVLF�WKHRUHWLFDO�FRQFHSWV�RI�TXDQWXP�FU\SWRJUDSK\�DQG�TXDQWXP�FRPSXWLQJ�LV�JLYHQ��'LIIHUHQW�LPSOHPHQWDWLRQV�RI�TXDQWXP�FU\SWRJUDSKLF�V\VWHPV�DUH�GLVFXVVHG�>��@ 6DPXHO� $�� %UDXQVWHLQ�� �4XDQWXP� &RPSXWDWLRQ�� $� 7XWRULDO��� 1RW�NQRZQ�WR�EH�SXEOLVKHG��1RYHPEHU������,PDJLQH�D�FRPSXWHU�ZKRVH�PHPRU\� LV�H[SRQHQWLDOO\�ODUJHU�WKDQ�LWV�DSSDUHQW�SK\VLFDO�VL]H��D�FRPSXWHU�WKDW�FDQ�PDQLSXODWH�DQ�H[SRQHQWLDO�VHW�RI�LQSXWV�VLPXOWDQHRXVO\��D�FRPSXWHU�WKDW�FRPSXWHV�LQ�WKH�WZLOLJKW�]RQH�RI�+LOEHUW�VSDFH��<RX�ZRXOG�EH�WKLQNLQJ�RI�D�TXDQWXP�FRPSXWHU��5HODWLYHO\�IHZ�DQG�VLPSOH�FRQFHSWV�IURP�TXDQWXP�PHFKDQLFV�DUH�QHHGHG�WR�PDNH�TXDQWXP�FRPSXWHUV�D�SRVVLELOLW\��7KH�VXEWOHW\�KDV�EHHQ�LQ�OHDUQLQJ�WR�PDQLSXODWH�WKHVH�FRQFHSWV��,V�VXFK�D�FRPSXWHU�DQ�LQHYLWDELOLW\�RU�ZLOO�LW�EH�WRR�GLIILFXOW�WR�EXLOG">��@ '��3��'L9LQFHQ]R���4XDQWXP�&RPSXWDWLRQ���6FLHQFH��YROXPH���������2FWREHU�������SDJH�����,I�WKH�ELWV�RI�FRPSXWHUV�DUH�VRPHGD\�VFDOHG�GRZQ�WR�WKH�VL]H�RI�LQGLYLGXDO�DWRPV��TXDQWXP�PHFKDQLFDO�HIIHFWV�PD\�SURIRXQGO\�FKDQJH�WKH�QDWXUH�RI�FRPSXWDWLRQ�LWVHOI���7KH�ZDYH�IXQFWLRQ�RI�VXFK�D�TXDQWXP�FRPSXWHU�FRXOG�FRQVLVW�RI�D�VXSHUSRVLWLRQ�RI�PDQ\�FRPSXWDWLRQV�FDUULHG�RXW�VLPXOWDQHRXVO\��WKLV�NLQG�RI�SDUDOOHOLVP�FRXOG�EH�H[SORLWHG�WR�PDNH�VRPH�LPSRUWDQW�FRPSXWDWLRQDO�SUREOHPV��OLNH�WKH�SULPH�IDFWRULQJ�RI�ODUJH�LQWHJHUV��WUDFWDEOH���+RZHYHU��EXLOGLQJ�VXFK�D�TXDQWXP�FRPSXWHU�ZRXOG�SODFH�XQGUHDPHG�RI�GHPDQGV�RQ�WKH�H[SHULPHQWDO�UHDOL]DWLRQ�RI� KLJKO\� TXDQWXP�FRKHUHQW� V\VWHPV�� SUHVHQW�GD\� H[SHULPHQWDO� FDSDELOLWLHV� LQ� DWRPLF� SK\VLFV� DQG� RWKHU� ILHOGV� SHUPLW� RQO\� WKH� PRVW�UXGLPHQWDU\�LPSOHPHQWDWLRQ�RI��TXDQWXP�FRPSXWDWLRQ�>��@ -�� ,�� &LUDF� DQG�3�� =ROOHU�� �4XDQWXP�&RPSXWDWLRQ�ZLWK�&ROG�7UDSSHG�,RQV���3K\V��5HY��/HWW���YROXPH�����QXPEHU�����0D\�������SDJH������$�TXDQWXP�FRPSXWHU�FDQ�KH�LPSOHPHQWHG�ZLWK�FROG�LRQV�FRQILQHG�LQ�D�OLQHDU�WUDS�DQG�LQWHUDFWLQJ�ZLWK�ODVHU�EHDPV��4XDQWXP�JDWHV�LQYROYLQJ�DQ\�SDLU��WULSOHW��RU�VXEVHW�RI�LRQV�FDQ�EH�UHDOL]HG�E\�FRXSOLQJ�WKH�LRQV�WKURXJK�WKH�FROOHFWLYH�TXDQWL]HG�PRWLRQ�� ,Q�WKLV�V\VWHP�GHFRKHUHQFH�LV�QHJOLJLEOH��DQG�WKH�PHDVXUHPHQW��UHDGRXW�RI�WKH�TXDQWXP�UHJLVWHU��FDQ�EH�FDUULHG�RXW�ZLWK�D�KLJK�HIILFLHQF\�>��@ $�� %DUHQFR�� '�� 'HXWVFK�� $�� (NHUW�� 5�� -R]VD�� �&RQGLWLRQDO� 4XDQWXP�'\QDPLFV�DQG�/RJLF�*DWHV���3K\V��5HY��/HWW���YROXPH ����QXPEHU�����0D\�������SDJH������4XDQWXP� ORJLF� JDWHV� SURYLGH� IXQGDPHQWDO� H[DPSOHV� RI� FRQGLWLRQDO� TXDQWXP� G\QDPLFV�� 7KH\� FRXOG� IRUP� WKH� EXLOGLQJ� EORFNV� RI� JHQHUDO�TXDQWXP�LQIRUPDWLRQ�SURFHVVLQJ�V\VWHPV�ZKLFK�KDYH�UHFHQWO\�EHHQ�VKRZQ�WR�KDYH�PDQ\�LQWHUHVWLQJ�QRQ�FODVVLFDO�SURSHUWLHV���:H�GHVFULEH�D�VLPSOH�TXDQWXP�ORJLF�JDWH�WKH�TXDQWXP�FRQWUROOHG�127��DQG�DQDO\]H�VRPH�RI�LWV�DSSOLFDWLRQV��:H�GLVFXVV�WZR�SRVVLEOH�SK\VLFDO�UHDOL]DWLRQV�RI� WKH�JDWH��RQH�EDVHG�RQ�5DPVH\�DWRPLF� LQWHUIHURPHWU\�DQG� WKH�RWKHU�RQ�WKH�VHOHFWLYH�GULYLQJ�RI�RSWLFDO�UHVRQDQFHV�RI�WZR�VXEV\VWHPV�XQGHUJRLQJ�D�GLSROH�GLSROH�LQWHUDFWLRQ�>��@ *��0��3DOPD��.��$��6XRPLQHQ�DQG�$��.��(NHUW���4XDQWXP�&RPSXWHUV�DQG� 'LVVLSDWLRQ��� &ODUHQGRQ� /DERUDWRU\�� 8QLYHUVLW\� RI� 2[IRUG�� 0D\������:H� DQDO\VH� GLVVLSDWLRQ� LQ� TXDQWXP� FRPSXWDWLRQ� DQG� LWV� GHVWUXFWLYH� LPSDFW� RQ� HIILFLHQF\� RI� TXDQWXP� DOJRULWKPV��:H� GLVFXVV� UHODWLRQV�EHWZHHQ� GHFRKHUHQFH� DQG� FRPSXWDWLRQDO� FRPSOH[LW\� DQG� VKRZ� WKDW� TXDQWXP� IDFWRULVDWLRQ� DOJRULWKP� PXVW� EH� PRGLILHG� LQ� RUGHU� WR� EH�UHJDUGHG�DV�HIILFLHQW�DQG�UHDOLVWLF��2XU�PRGHO�RI�GHFRKHUHQFH�LV�TXLWH�JHQHUDO�DQG�LQFRUSRUDWHV�UHVHUYRLUV�ZLWK�D�ODUJH�FRKHUHQFH�OHQJWK�>��@ 7�� 6OHDWRU� DQG� +�� :HLQIXUWHU�� �5HDOL]DEOH� 4XDQWXP� /RJLF� *DWHV���3K\V��5HY��/HWW���YROXPH�����QXPEHU�����0D\�������SDJH������:H� LGHQWLI\� D� ��ELW� TXDQWXP� JDWH� WKDW� LV� VXIILFLHQW� WR� EXLOG� DQ\� TXDQWXP� ORJLF� QHWZRUN�� 7KH� H[LVWHQFH� RI� VXFK� D� ��ELW� XQLYHUVDO� JDWH�FRQVLGHUDEO\�VLPSOLILHV�WKH�VHDUFK�IRU�SK\VLFDO�UHDOL]DWLRQV�RI�TXDQWXP�FRPSXWDWLRQDO�QHWZRUNV��:H�SURSRVH�DQ�H[SOLFLW�FRQVWUXFWLRQ�RI�WKLV�JDWH��ZKLFK�LV�EDVHG�RQ�FDYLW\�4('�WHFKQLTXHV�DQG�PD\�EH�UHDOL]DEOH�ZLWK�FXUUHQW�WHFKQRORJ\�>��@ $��<DFRE\��0��+HLEOXP��'��0DKDOX�DQG�+��6KWULNPDQ���&RKHUHQFH�DQG�3KDVH�6HQVLWLYH�0HDVXUHPHQWV� LQ�4XDQWXP�'RWV���3K\V��5HY��/HWW���YROXPH�����QXPEHU�����0D\�������SDJH������9LD�D�QRYHO� LQWHUIHUHQFH�H[SHULPHQW��ZKLFK�PHDVXUHV�PDJQLWXGH�DQG�SKDVH�RI� WKH� WUDQVPLVVLRQ�FRHIILFLHQW� WKURXJK�D�TXDQWXP�GRW� LQ� WKH�&RXORPE�UHJLPH��ZH�SURYH�GLUHFWO\��IRU�WKH�ILUVW�WLPH��WKDW�WUDQVSRUW�WKURXJK�WKH�GRW�KDV�D�FRKHUHQW�FRPSRQHQW���:H�ILQG�WKH�VDPH�SKDVH�RI�WKH� WUDQVPLVVLRQ�FRHIILFLHQW�DW�VXFFHVVLYH�&RXORPE�SHDNV��HDFK�UHSUHVHQWLQJ�D�GLIIHUHQW�QXPEHU�RI�HOHFWURQV� LQ� WKH�GRW��KRZHYHU��DV�ZH�VFDQ�WKURXJK�D�VLQJOH�&RXORPE�SHDN�ZH�ILQG�DQ�DEUXSW�SKDVH�FKDQJH�RI�S��7KH�REVHUYHG�EHKDYLRXU�RI�WKH�SKDVH�FDQQRW�EH�XQGHUVWRRG�LQ�WKH�VLQJOH�SDUWLFOH�IUDPHZRUN�>��@ &�� ,�� 'XUX|]�� 5�� 0�� &ODUNH�� &�� 0�� 0DUFXV� DQG� -�� 6�� +DUULV� -U����&RQGXFWLRQ� 7KUHVKROG�� 6ZLWFKLQJ� DQG� +\VWHUHVLV� LQ� 4XDQWXP� 'RW�$UUD\V��� 3K\V�� 5HY�� /HWW��� YROXPH� ���� QXPEHU� ���� $SULO� ������ SDJH������:H�LQYHVWLJDWH�ORZ�WHPSHUDWXUH�WUDQVSRUW�LQ�����[�����DUUD\V�RI�*D$V�TXDQWXP�GRWV�LQ�ZKLFK�FRXSOLQJ�EHWZHHQ�GRWV�DQG�HOHFWURQ�GHQVLW\�LV�FRQWUROOHG�E\�D�VLQJOH�JDWH��&XUUHQW�YROWDJH�FXUYHV�REH\�D�SRZHU�ODZ�DERYH�D�WKUHVKROG�YROWDJH�ZLWK�H[SRQHQW�a�����DQG�VKRZ�GLVFRQWLQXRXV�DQG�K\VWHUHWLF�MXPSV�LQ�WKH�FXUUHQW��RU��VZLWFKLQJ�HYHQWV���0XOWLSOH�VZLWFKLQJ�HYHQWV�UHVXOW�LQ�D�KLHUDUFK\�RI�K\VWHUHVLV�ORRSV��6ZLWFKLQJ�DQG�K\VWHUHVLV�GHFUHDVH�ZLWK� LQFUHDVLQJ� WHPSHUDWXUH�DQG�GLVDSSHDU�DERYH��.��$�SRVVLEOH�PHFKDQLVP�IRU�WKH�K\VWHUHVLV� LQYROYLQJ�JDWH�WR�GRW�WXQQHOOLQJ�LV�GLVFXVVHG�>��@ 5��%ODWW��3URFHHGLQJV�,&$3�������>��@ 3��:��6KRU� LQ�3URF�� ��WK $QQXDO� 6\PSRVLXP� RQ� WKH�)RXQGDWLRQV� RI�&RPSXWHU�6FLHQFH��,(((�SUHVV��86$�������>��@ +��:DOWKHU��$GY��$W��0RO��2SW��3K\V���YROXPH�����������SDJH�����

Page 25: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

��

>��@ '��-��:LQHODQG�HW�DO���3K\V��5HY��$��YROXPH�����������SDJH����>��@ (�� %HUQVWHLQ� DQG� 8�� 9D]LUDQL�� �4XDQWXP� &RPSOH[LW\� 7KHRU\���3URFHHGLQJV�RI� WKH������$&0�6\PSRVLXP�RQ�7KHRU\�RI�&RPSXWLQJ�������>��@ $�� .�� (NHUW�� �4XDQWXP� &RPSXWDWLRQ��� &ODUHQGRQ� /DERUDWRU\��8QLYHUVLW\�RI�2[IRUG�������$V�FRPSXWHUV�EHFRPH�IDVWHU�WKH\�PXVW�EHFRPH�VPDOOHU�EHFDXVH�RI�WKH�ILQLWHQHVV�RI�WKH�VSHHG�RI�OLJKW��7KH�KLVWRU\�RI�FRPSXWHU�WHFKQRORJ\�KDV� LQYROYHG� D� VHTXHQFH� RI� FKDQJHV� IURP� RQH� W\SH� RI� SK\VLFDO� UHDOLVDWLRQ� WR� DQRWKHU� � IURP�JHDUV� WR� UHOD\V� WR� YDOYHV� WR� WUDQVLVWRUV� WR�LQWHJUDWHG� FLUFXLWV� DQG� VR� RQ�� 4XDQWXP� PHFKDQLFV� LV� DOUHDG\� LPSRUWDQW� LQ� WKH� GHVLJQ� RI� PLFURHOHFWURQLF� FRPSRQHQWV�� 6RRQ� LW� ZLOO� EH�QHFHVVDU\�WR�KDUQHVV�TXDQWXP�PHFKDQLFV�UDWKHU�WKDQ�VLPSO\�WDNH�LW�LQWR�DFFRXQW��DQG�DW�WKDW�SRLQW�LW�ZLOO�KH�SRVVLEOH�WR�JLYH�GDWD�SURFHVVLQJ�GHYLFHV�QHZ�IXQFWLRQDOLW\�>��@ $�� 3HUHV�� �4XDQWXP� 7KHRU\�� &RQFHSWV� DQG� 0HWKRGV��� .OXZHU� DQG�'RUGUHFKW�������>��@ 0��*��5DL]HQ�HW�DO���3K\V��5HY��$��YROXPH�����������SDJH������>��@ *�� -�� 0LOEXUQ�� �4XDQWXP� 2SWLFDO� )UHGNLQ� *DWH��� 3K\V�� 5HY�� /HWW���YROXPH�����QXPEHU�����0D\�������SDJH������$�VLPSOH�RSWLFDO�PRGHO�WR�UHDOL]H�D�UHYHUVLEOH��SRWHQWLDOO\�HUURU�IUHH�ORJLF�JDWH��D�)UHGNLQ�JDWH�� LV�GLVFXVVHG��7KH�GHYLFH�GLVVLSDWHV�QR�HQHUJ\�DQG�PDNHV�XVH�RI�WKH�.HUU�QRQOLQHDULW\�WR�SURGXFH�LQWHQVLW\�GHSHQGHQW�SKDVH�VKLIWV��7KH�DQDO\VLV�VKRZV�WKDW�TXDQWXP�PHFKDQLFV�SHUPLWV�WKH�RSHUDWLRQ�RI�HUURU�IUHH�ORJLF�JDWHV�ZKLFK�GLVVLSDWH�QR�HQHUJ\��+RZHYHU��HYHQ�WKRXJK�WKH�GHYLFH�LV�QRQGLVVLSDWLYH��HUURU�IUHH SHUIRUPDQFH�RQO\�RFFXUV�XQGHU�SDUWLFXODU�RSHUDWLQJ�FRQGLWLRQV�>��@ -�� $�� :KHHOHU�� �:RUOG� DV� V\VWHP� VHOI�V\QWKHVLVHG� E\� TXDQWXP�QHWZRUNLQJ���,%0�-��5HV��'HYHORS���YROXPH�����-DQXDU\�������SDJH���7KH�TXDQWXP��VWUDQJHVW�IHDWXUH�RI�WKLV�VWUDQJH�XQLYHUVH��FUDFNV�WKH�DUPRXU�WKDW�FRQFHDOV�WKH�VHFUHW�RI�H[LVWHQFH��,Q�FRQWUDVW�WR�WKH�YLHZ�WKDW�WKH� XQLYHUVH� LV� D�PDFKLQH� JRYHUQHG�E\� VRPH�PDJLF� HTXDWLRQ��ZH�H[SORUH� KHUH� WKH� YLHZ� WKDW� WKH�ZRUOG� LV�D�VHOI�V\QWKHVL]LQJ� V\VWHP�RI�H[LVWHQFHV��EXLOW�RQ�REVHUYHU�SDUWLFLSDQF\�YLD�D�QHWZRUN�RI�HOHPHQWDU\�TXDQWXP�SKHQRPHQD��7KH�HOHPHQWDU\�TXDQWXP�SKHQRPHQRQ�LQ�WKH�VHQVH�RI�%RKU��WKH�HOHPHQWDU\�DFW�RI�REVHUYHU�SDUWLFLSDQF\��GHYHORSV�GHILQLWHQHVV�RXW�RI� LQGHWHUPLQLVP��VHFXUHV�D�FRPPXQLFDEOH�UHSO\�LQ�UHVSRQVH� WR� D� ZHOO�GHILQHG� TXHVWLRQ�� 7KH� UDWH� RI� FDUU\LQJ� RXW� VXFK� \HV�QR� GHWHUPLQDWLRQV�� DQG� WKHLU� DFFXPXODWHG� QXPEHU�� DUH� ERWK�PLQXVFXOH�WRGD\�ZKHQ�FRPSDUHG�WR�WKH�UDWH�DQG�QXPEHU�WR�EH�DQWLFLSDWHG�LQ�WKH�ELOOLRQV�RI�\HDUV�\HW�WR�FRPH��7KH�FRPLQJ�H[SORVLRQ�RI�OLIH�RSHQV�WKH�GRRU��KRZHYHU��WR�DQ�DOO�HQFRPSDVVLQJ�UROH�IRU�REVHUYHU�SDUWLFLSDQF\��WR�EXLOG��LQ�WLPH�WR�FRPH��QR�PLQRU�SDUW�RI�ZKDW�ZH�FDOO�LWV�SDVW�RXU�SDVW��SUHVHQW��DQG�IXWXUH�EXW�WKLV�ZKROH�YDVW�ZRUOG�>��@ &��+��%HQQHW���1RWHV�RQ�WKH�KLVWRU\�RI�UHYHUVLEOH�FRPSXWDWLRQ���,%0�-��5HV��'HYHORS���YROXPH�����-DQXDU\�������SDJH����:H�UHYLHZ�WKH�KLVWRU\�RI�WKH�WKHUPRG\QDPLFV�RI�LQIRUPDWLRQ�SURFHVVLQJ��EHJLQQLQJ�ZLWK�WKH�SDUDGR[�RI�0D[ZHOOV�GHPRQ��FRQWLQXLQJ�WKURXJK�WKH�HIIRUWV�RI�6]LODUG��%ULOORXP��DQG�RWKHUV�WR�GHPRQVWUDWH�D�WKHUPRG\QDPLF FRVW�RI�LQIRUPDWLRQ�DFTXLVLWLRQ��WKH�GLVFRYHU\�E\�/DQGDXHU�RI�WKH�WKHUPRG\QDPLF�FRVW�RI�LQIRUPDWLRQ�GHVWUXFWLRQ��WKH�GHYHORSPHQW�RI�WKH�WKHRU\�RI�DQG�FODVVLFDO�PRGHOV�IRU�UHYHUVLEOH�FRPSXWDWLRQ��DQG�HQGLQJ�ZLWK�D�EULHI�VXUYH\�RI�UHFHQW�ZRUN�RQ�TXDQWXP�UHYHUVLEOH�FRPSXWDWLRQ�>��@ 5��:��.H\HV���0LQLDWXULVDWLRQ�RI�HOHFWURQLFV�DQG�LWV�OLPLWV���,%0�-��5HV��'HYHORS���YROXPH�����-DQXDU\�������SDJH����$EVWUDFW�� 7KH� ORQJ�FRQWLQXHG�DGYDQFH�RI� WKH� SHUIRUPDQFH�RI� LQIRUPDWLRQ� SURFHVVLQJ� WHFKQRORJLHV� KDV� EHHQ�EDVHG�RQ�PLQLDWXULVDWLRQ�RI�FRPSRQHQWV��7KH�KLVWRU\�RI�PLQLDWXULVDWLRQ�LV�SUHVHQWHG�WKURXJK�H[DPSOHV��7KH\�VXJJHVW�WKDW�OLPLWV�SURSRVHG�E\�/DQGDXHU�LQ�WKH�����V�ZLOO�EH�UHDFKHG�LQ�WZR�RU�WKUHH�GHFDGHV�>��@ :��1DJRXUQH\�HW�DO���3K\V��5HY��/HWW���YROXPH�����������SDJH������>��@ '�� 'HXWVFK�� �4XDQWXP� WKHRU\�� WKH� &KXUFK�7XULQJ� SULQFLSOH� DQG� WKH�XQLYHUVDO�TXDQWXP�FRPSXWHU���3URF��5��6RF��/RQG���$������������SDJH����,W�LV�DUJXHG�WKDW�XQGHUO\LQJ�WKH�&KXUFK�7XULQJ�K\SRWKHVLV�WKHUH�LV�DQ�LPSOLFLW�SK\VLFDO�DVVHUWLRQ���+HUH��WKLV�DVVHUWLRQ�LV�SUHVHQWHG�H[SOLFLWO\�DV� D� SK\VLFDO� SULQFLSOH�� HYHU\� ILQLWHO\� UHDOLVDEOH� SK\VLFDO� V\VWHP� FDQ� EH� SHUIHFWO\� VLPXODWHG� E\� D� XQLYHUVDO� PRGHO� FRPSXWLQJ� PDFKLQH�RSHUDWLQJ�E\�ILQLWH�PHDQV���&ODVVLFDO�SK\VLFV�DQG�WKH�XQLYHUVDO�7XULQJ�PDFKLQH��EHFDXVH�WKH�IRUPHU�LV�FRQWLQXRXV�DQG�WKH�ODWWHU�GLVFUHWH��GR�QRW�REH\�WKH�SULQFLSOH��DW� OHDVW�LQ�WKH�VWURQJ�IRUP�DERYH���$�FODVV�RI�PRGHO�FRPSXWLQJ�PDFKLQHV�WKDW�LV�WKH�TXDQWXP�JHQHUDOL]DWLRQ�RI�WKH�FODVV�RI�7XULQJ�PDFKLQHV�LV�GHVFULEHG��DQG�LW�LV�VKRZQ�WKDW�TXDQWXP�WKHRU\�DQG�WKH�XQLYHUVDO�TXDQWXP�FRPSXWHU�DUH�FRPSDWLEOH�ZLWK�WKH�SULQFLSOH���&RPSXWLQJ�PDFKLQHV�UHVHPEOLQJ�WKH�XQLYHUVDO�TXDQWXP�FRPSXWHU�FRXOG��LQ�SULQFLSOH��EH�EXLOW�DQG�ZRXOG�KDYH�PDQ\�UHPDUNDEOH�SURSHUWLHV�QRW�UHSURGXFLEOH�E\�DQ\�7XULQJ�PDFKLQH��7KHVH�GR�QRW�LQFOXGH�WKH�FRPSXWDWLRQ�RI�QRQ�UHFXUVLYH�IXQFWLRQV��EXW�WKH\�GR�LQFOXGH�TXDQWXP�SDUDOOHOLVP��D�PHWKRG�E\�ZKLFK�FHUWDLQ�SUREDELOLVWLF�WDVNV�FDQ�EH�SHUIRUPHG�IDVWHU�E\�D�XQLYHUVDO�TXDQWXP�FRPSXWHU�WKDQ�E\�DQ\�FODVVLFDO�UHVWULFWLRQ�RI�LW���7KH�LQWXLWLYH�H[SODQDWLRQ�RI�WKHVH�SURSHUWLHV�SODFHV�DQ�LQWROHUDEOH�VWUDLQ�RQ�DOO�LQWHUSUHWDWLRQV�RI�TXDQWXP�WKHRU\�RWKHU�WKDQ�(YHUHWWV���6RPH�RI�WKH�QXPHURXV�FRQQHFWLRQV�EHWZHHQ�WKH�TXDQWXP�WKHRU\�RI�FRPSXWDWLRQ�DQG�WKH�UHVW�RI�SK\VLFV�DUH�H[SORUHG���4XDQWXP�FRPSOH[LW\�WKHRU\�DOORZV�D�SK\VLFDOO\�PRUH�UHDVRQDEOH�GHILQLWLRQ�RI�WKH�FRPSOH[LW\�RU�NQRZOHGJH�LQ�D�SK\VLFDO�V\VWHP�WKDQ�GRHV�FODVVLFDO�FRPSOH[LW\�WKHRU\�>��@ 5��/DQGDXHU���)OXFWXDWLRQV�LQ�%LVWDEOH�7XQQHO�'LRGH�&LUFXLWV���-��$SSO��3K\V���YROXPH�����������SDJH������,Q�D�VHULHV�RI�SUHFHGLQJ�SDSHUV�FRQQHFWLRQ�KDV�EHHQ�PDGH�EHWZHHQ�WKH�SK\VLFV�RI� WKH�DFWLYDWHG�MXPS�RYHU�D�VWDWLF�SRWHQWLDO�EDUULHU�DQG�UHODWHG�FRPSXWLQJ�GHYLFHV���7KLV�SDSHU�WUHDWV�D�PRUH�FRPSOLFDWHG�V\VWHP��QDPHO\��WKH�WXQQHO�GLRGH��ZKLFK�VWRUHV�LQIRUPDWLRQ�LQ�RQH�RI�WZR�SRVVLEOH�GLVVLSDWLYH�VWDWHV���7KH�DFWLYDWHG�MXPS�EHWZHHQ�GLVVLSDWLYH�VWDWHV�LV�DQDO\]HG���$Q�LGHDOLVHG�SK\VLFDO�PRGHO�LV�XVHG�WR�ILQG�ZKLFK�RI�WKH� WZR�VWDWHV� LV� WKH� UHDOO\� SUHIHUUHG� RQH�� DQG� WR� DOVR� HYDOXDWH� WKH� UDWH�DW�ZKLFK� IOXFWXDWLRQV�EULQJ�DERXW�DQ�DSSURDFK� WR� WKLV� SUHIHUUHG�GLVWULEXWLRQ���7R�VLPSOLI\�WKH�DQDO\VLV��WKH�FDVH�ZKHUH�WKH�WXQQHO�GLRGH�LV�LQ�VHULHV�ZLWK�D�YDFXXP�GLRGH��UDWKHU�WKDQ�D�UHVLVWRU��LV�HPSKDVLVHG���)RU�W\SLFDO�JHUPDQLXP�(VDNL�GLRGHV��DFWLYDWHG�MXPSV�DUH�LPSUREDEOH�LI�WKH�MXQFWLRQ�FURVV�VHFWLRQ�H[FHHGV������ FP��

Page 26: 44 XX DD QQ WW XX PP && RR PP SS XX WW LL QQ JJoic.eps.hw.ac.uk/Projects/misc/KJSQC/KJSQC.pdf · 44 xx dd qq ww xx pp && rr pp ss xx ww ll qq jj..hhllww k- 66\\ppllqjqjwrq 00 66f

4XDQWXP�&RPSXWLQJ

��

>��@ 5�� /DQGDXHU�� 7KH� VHPLQDO� SDSHU� LQ� UHYHUVLEOH� FRPSXWDWLRQ�� ,%0� -��5HV��'HYHORS���YROXPH����������SDJH�����>��@ 5�� /DQGDXHU�� �,UUHYHUVLELOLW\� DQG� +HDW� *HQHUDWLRQ� LQ� WKH� &RPSXWLQJ�3URFHVV���,%0�-��5HV��'HYHORS���YROXPH����������SDJH�����>��@ 5�� /DQGDXHU�� 3URFHHGLQJV� RI� WKH�'UH[HO���6\PSRVLXP� RQ�4XDQWXP�QRQLWHJUDELOLW\�� 4XDQWXP�&ODVVLFDO�&RUUHVSRQGHQFH��'��+��)HQJ�DQG�%��/��+X�(GV���,QWHUQDWLRQDO�3UHVV��LQ�SUHVV�>��@ 5��/DQGDXHU��3KLORV��7UDQV��5��6RF��/RQGRQ�6HU��$���LQ�SUHVV�