In our case the valuable asset is a military naval vessel or fleet that requires protection ... Security by Obfuscation and Deception for Electronic Computer Networks Warfare ..... presented at NATO SET 136 Specialist·s Meeting on Software Defined Radar. ..... San Carlos Bay, 21st May 1982: A Long Day for the British Navy.
+PXGTUG5[PVJGVKE#RGTVWTG4CFCT5KOWNCVQTUCU5QHVYCTGFGſPGF%QWPVGTOGCUWTG5[UVGOU 5GEWTKV[D[1DHWUECVKQPCPF&GEGRVKQPHQT'NGEVTQPKE%QORWVGT0GVYQTMU9CTHCTG
:
+PXGTUG5[PVJGVKE#RGTVWTG4CFCT5KOWNCVQTUCU 5QHVYCTGFGHKPGF%QWPVGTOGCUWTG5[UVGOU 5GEWTKV[D[1DHWUECVKQPCPF&GEGRVKQPHQT 'NGEVTQPKE%QORWVGT0GVYQTMU9CTHCTG
7KHRGRURV*.RVWLV
'HSWRI,QIRUPDWLRQ &RPPXQLFDWLRQ6\VWHPV(QJLQHHULQJ 8QLYHUVLW\RIWKH$HJHDQ +(//$6
+PVTQFWEVKQP ,Q WKH HLJKWK HSLVRGH RI VHDVRQ ILYH RI WKH VHULHV RI ´0LVVLRQ ,PSRVVLEOHµ KHDG RSHUDWLYH 3HWHU *UDYHV LQIODWHV D OLIHVL]HG SODVWLF GHFR\ GHWDLOLQJ KLPVHOI VR WR FRQIXVH LQ RUGHU WR HVFDSH KLV RSSRVLQJ FRXQWHUSDUWV ,W FRPHV DV QR VXUSULVH WKDW WKLV HSLVRGH LV GLVWLQFWLYHO\ WLWOHG ´'HFR\µ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
/QFGNNKPI5KOWNCVKQPCPF1RVKOK\CVKQP
WKHKXPDQHOHPHQW7KHH[HFXWLYHVXPPDU\RIWKLVSURMHFWLVVKRZQLQ)LJXUHLQDYLVXDO IRUP
)LJ9LVXDOH[HFXWLYHVXPPDU\RIWKHSURMHFW
+PXGTUG5[PVJGVKE#RGTVWTG4CFCT5KOWNCVQTUCU5QHVYCTGFGſPGF%QWPVGTOGCUWTG5[UVGOU 5GEWTKV[D[1DHWUECVKQPCPF&GEGRVKQPHQT'NGEVTQPKE%QORWVGT0GVYQTMU9CTHCTG
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
%QJGTGPV%QWPVGTOGCUWTGUHQT#KT&GHGPEGCV5GC+5#45KOWNCVQTU 'LVWDQFH LV DQ LQWHJUDO IDFWRU LQ FRXQWHUPHDVXUH DFWLYLWLHV :KHQ WKH GHFR\ VLJQDO LV SURGXFHGRQERDUGWKHIULHQGO\DVVHWLWLVFDOOHGVHOISURWHFWLRQDQGZKHQLWLVSURGXFHGRII ERDUG LW LV FDOOHG VWDQGRII SURWHFWLRQ >+LOO @ 7KH ODUJH YROXPH DQG ZHLJKW RI WKH FRXQWHUPHDVXUH WHFKQRORJ\ XS WR WKH ·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
/QFGNNKPI5KOWNCVKQPCPF1RVKOK\CVKQP
PLVVLOHSODWIRUPLVHTXLSSHGZLWKDPLQLDWXUL]HGKLJKUDQJHUHVROXWLRQVHQVRU,6$5PRGH 7KHUHIRUH WKH SUREOHP RI DLU GHIHQFH DW VHD QHHGV WR EH UHLQYHQWHG IRU WKHUH LV D QHHG IRU GLUHFW,6$5FRXQWHUPHDVXUHVWKDWZRXOGRSSRVHDPLQLDWXUL]HGKLJKUDQJHUHVROXWLRQUDGDU VHQVRU
4GXKGYQHVJG5VCVGQHVJG#TV :HZLOOSHUIRUPDOLWHUDWXUHUHYLHZRQFRQYHQWLRQDO,6$5VLPXODWRUVDQGWKHQRQFRKHUHQW GHFHSWLRQWHFKQLTXHVLQRUGHUWREHDEOHWRGUDZFRPSDULVRQVDQGEXLOGWKHIRXQGDWLRQVRI RXUZRUN
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
%QJGTGPV&GEGRVKQP6GEJPKSWGU 8VLQJDVLPXODWRULQWKHFRQWH[WRIDVRIWZDUHGHILQHGUDGDUV\VWHPIDOOVXQGHUWKHFRKHUHQW GHFHSWLRQ HOHFWURQLF DWWDFN WHFKQLTXH ,Q WKLV PDQQHU PXOWLSOH WDUJHWV FDQ EH JHQHUDWHG ZKLFK PXVW KDYH IHDWXUHV QHDUO\ LGHQWLFDO WR WKH UHDO VKLS WDUJHW $QG LQ RUGHU WR HQVXUH FRUUHFWJHRPHWU\DQGUHDOLVWLFIDOVHWDUJHWYHORFLWLHVWKHUHLVDQHHGWRWDNHLQWRDFFRXQWDQ HVWLPDWLRQRIWKHUDQJHYHORFLW\DQGKHDGLQJRIWKHWKUHDWVLJQDODVVWDWHGLQ>%DOGZLQVRQ @ )URP >5RQJELQJ@ZKHUHDJHRPHWU\DQGVLJQDOPRGHOLVSUHVHQWHG)RUDQ$6,&DSSOLFDWLRQ VSHFLILF LQWHJUDWHG FLUFXLW DSSURDFK >)RXWV HW DO @ KDYH LPSOHPHQWHG WKH ILUVW GRFXPHQWHGKDUGZDUHEDVHGFRPSOHWHIDOVHWDUJHWJHQHUDWRUV\VWHP1HYHUWKHOHVVWKHH[DFW FRQWHQWVRIWKHORRNXSWDEOHWKDWV\QWKHVL]HVWKHWDUJHWDUHQRWIXOO\GLVFXVVHG
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
/QFGNNKPI5KOWNCVKQPCPF1RVKOK\CVKQP
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x &RKHUHQFH x 6DPSOLQJ7KHGLJLWLVDWLRQRIFRQWLQXRXVSURFHVVHV7KHV\QWKHWLFDUUD\LVPDGHXSLQD UDGDUGLJLWDOVLJQDOSURFHVVRU 7KH PDMRU DGYDQWDJH RI 6$5 V\VWHPV LV PXFK EHWWHU VODQW DQG FURVV UDQJH UHVROXWLRQV $ QXPHULFDOH[DPSOHZLOOEHXWLOLVHGWRLOOXVWUDWHDOOWKHDERYHLQPDWKHPDWLFDOWHUPV6WDUWLQJ ZLWKDFRQYHQWLRQDO*+]UDGDUZLWKDQDQWHQQDDSHUWXUHRIPHWHUVORRNLQJGRZQWRD WDUJHW.PDZD\WKHFURVVUDQJHUHVROXWLRQLV
'[
O G
5
P
7KLVD]LPXWKUHVROXWLRQLVYHU\ORZEHFDXVHDVLQJOHUHVROXWLRQFHOOLVLOOXPLQDWHGDWDQ\RQH WLPH)RUH[DPSOHWZRVKLSVOHVVWKDQPHWHUVDSDUWDWWKHVDPHUDQJHZRXOGDSSHDUDV RQO\RQHHFKR7KXVWKH\FDQQRWEHUHVROYHGE\WKHUDGDURI)LJXUH
ș
P
NP
)LJ&RQYHQWLRQDO5DGDU$QJXODU5HVROXWLRQRU5HDO$SHUWXUH5DGDU5$5 1RZ DVVXPLQJ VWDWLRQDU\ WDUJHWV DQG HPSOR\LQJ DQ DLUERUQH 6$5 V\VWHP DW WKH VDPH IUHTXHQF\DQGUDQJHWKHD]LPXWKUHVROXWLRQƦǘFDQEHEURXJKWIURPPHWHUVGRZQWR PHWHUVDVVKRZQLQ)LJXUH
+PXGTUG5[PVJGVKE#RGTVWTG4CFCT5KOWNCVQTUCU5QHVYCTGFGſPGF%QWPVGTOGCUWTG5[UVGOU 5GEWTKV[D[1DHWUECVKQPCPF&GEGRVKQPHQT'NGEVTQPKE%QORWVGT0GVYQTMU9CTHCTG
P )O\LQJ 'LVWDQFH
5HVROXWLRQ &HOO
NP
)LJ6\QWKHWLF$SHUWXUH5DGDU6$5 7KHIO\WLPHVKRXOGHTXDOWKHGLVWDQFHRI
'[
P
O G
55
G
O
P
7KHUHIRUHZKHQWKHDLUERUQHV\QWKHWLFDSHUWXUHV\VWHPIOLHVIRUPHWHUVDURXQGRUDFURVV WKHWDUJHWWKHD]LPXWKUHVROXWLRQEHFRPHVPXFKILQHUDWRQO\PHWHUVORQJ :KHQWKHUDGDUEHDPLVIRFXVHGRQRQHSRLQWLQVSDFHWKHFRQFHSWLVFDOO6SRWOLJKW6\QWKHWLF $SHUWXUH5DGDUDVVKRZQLQ)LJXUH
)LJ6SRWOLJKW6\QWKHWLF$SHUWXUH5DGDU 6SRWOLJKW6$5LVWKHGXDORIWKH,QYHUVH6\QWKHWLF$SHUWXUH5DGDUFRQFHSWWKDWZLOOEHXVHG WRLPDJHWKHQDYDOWDUJHW7KHGXDOLW\LVWKDWLQ6SRWOLJKW6$5WKHUDGDULVPRYLQJZKHUHWKH WDUJHWUHPDLQVVWLOO,Q,6$5LPDJLQJWKHUDGDULVVWLOOZKHUHWKHWDUJHWSURYLGHVWKHPRWLRQ WKDWV\QWKHVL]HVWKHH[WHQGHGDQWHQQDDSHUWXUHWKDWOHDGVWRWKHKLJKHUUHVROXWLRQLPDJH
/QFGNNKPI5KOWNCVKQPCPF1RVKOK\CVKQP
,QRUGHUWRFUHDWHIDOVHWDUJHWVDQLQWURGXFWRU\SURFHGXUHLVVKRZQLQ)LJXUH>.RVWLVHWDO ,23067@
)LJ7KHSRVLWLRQRIWKH)DOVH7DUJHW*HQHUDWRU6XEV\VWHP &DUHPXVWEHJLYHQWRWKH)DOVH7DUJHW*HQHUDWRUVXEV\VWHP,WVRXWFRPHPXVWUHVHPEOHD VLJQDOWKDWKDVDOOWKHQHFHVVDU\FKDUDFWHULVWLFVRIDQLQYHUVHVFDWWHULQJFRPLQJIURPDWUXH WDUJHW)RUH[DPSOHWKHVLJQDOPXVWFRQWDLQPLOGRUVHYHUHHOHPHQWVRIDQJXODUJOLQWQRLVH ,Q RWKHU ZRUGV WKH UHDOLW\ IDFWRU LV GHFLGHG E\ WKH DELOLW\ RI WKH IDOVH WDUJHW JHQHUDWRU VXEV\VWHP
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
+PXGTUG5[PVJGVKE#RGTVWTG4CFCT5KOWNCVQTUCU5QHVYCTGFGſPGF%QWPVGTOGCUWTG5[UVGOU 5GEWTKV[D[1DHWUECVKQPCPF&GEGRVKQPHQT'NGEVTQPKE%QORWVGT0GVYQTMU9CTHCTG
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·VWKLUGKHLJKW UDQJH GLPHQVLRQDO FRRUGLQDWHV ' 3URYLGHLQIRUPDWLRQWR ,QVWUXPHQWDWLRQ²RSHUDWLRQDOLQIRUPDWLRQ WKH,6$53URFHVVRU DERXWWKHUDGDU·V RSHUDWLRQDO SDUDPHWHUV ( $VSHFWDQJOHYDULDWLRQ &DXVHGE\FKDQJHVLQWDUJHWUDGDUORFDWLRQ ) *OLQW(IIHFWV,QMHFWLRQ 'LJLWDO6LJQDOSURFHVVLQJ&RQGLWLRQLQJ0DVNLQJ * )URP3DFH(QJLQHWR &DXVHGE\FKDQJHVLQWLPH URWDWHGSRLQWV GDWDEDVH + )URP3DFH(QJLQH 5HFRUGLQJ3URFHVV²SURFHVVHVKLVWRU\RIWDUJHWLQ 'DWDEDVHWR,6$5 FRPSXWHUPHPRU\ 3URFHVVRU , )URPSRLQWVGDWDEDVH &RPSXWHUSURFHVV²5DQJH'RSSOHU3URFHVVLQJ WR,6$5SURFHVVRU WUDQVODWHVUHDOLW\WRFRPSXWHUPHPRU\ 7DEOH3URFHVVHV
/QFGNNKPI5KOWNCVKQPCPF1RVKOK\CVKQP
'PVKV[#DUVTCEVKQP&GITGG 7KHUHSUHVHQWDWLRQDODEVWUDFWLRQRIWKHLQYROYHGHQWLWLHVLVILQDOL]HGLQWKLVVWHS7KHOHYHORI DFFXUDF\SUHFLVLRQUHVROXWLRQDQGILGHOLW\RIWKHHQWLWLHVDQGSURFHVVHVLVGHWHUPLQHG7KH PDLQHOHPHQWWKDWFDQKDYHYDULRXVOHYHOVRIGHWDLOLVWKHWDUJHW·VLQLWLDOUHIOHFWLYLW\VROXWLRQ DW DQ DVSHFW DQJOH RI IRUW\ILYH GHJUHHV )LUVW WKH H[WHQGHG QDYDO WDUJHW LV PRGHOOHG DV DQ LVRWURSLFRUGLUHFWLYHSRLQWVFDWWHUHUVPRGHODVVKRZQLQ)LJXUH>.RVWLVHWDO,-6667@
)LJ6LQJOH/D\HU0RGHO 7KHQ WKH IDOVH WDUJHW LV V\QWKHVLVHG E\ WDNLQJ WKH UHIOHFWLYLW\ JURXSLQJ RI PXOWLSOH OD\HUV DFURVV WKH VKLS VXSHUVWUXFWXUH $Q H[DPSOH LV VKRZQ LQ )LJXUH ZKHUH DQRWKHU OD\HU LV LQFOXGHGLQWKHFDOFXODWLRQV
+PXGTUG5[PVJGVKE#RGTVWTG4CFCT5KOWNCVQTUCU5QHVYCTGFGſPGF%QWPVGTOGCUWTG5[UVGOU 5GEWTKV[D[1DHWUECVKQPCPF&GEGRVKQPHQT'NGEVTQPKE%QORWVGT0GVYQTMU9CTHCTG
)LJ0LGGOHOD\HUUHIOHFWLYLW\JHQHUDWLRQ 1RZWKHLQYHUVHVFDWWHULQJPRGHOOLQJLVDIIHFWHGE\WKHSDFHHQJLQH7KH3DFHHQJLQHLVWKH FRPSXWLQJPRYLQJIRUFHWKDWSURFHHGVWKHSRLQWVRQWKHVKLSLQWLPHWRQHZORFDWLRQVIURP WKHLULQLWLDOYDOXHVGHSHQGLQJRQWKHPRWLRQRIWKHVKLS7KHPRYHPHQWLVSHUIRUPHGE\DQ DIILQHWUDQVIRUPDWLRQVPRGXOHWKDWSURYLGHVUROO\DZSLWFKDQGWUDQVODWLRQVIXQFWLRQV$OO WLPH SURFHVVLRQV DFWLRQV DUH SODFHG LQWR WKH FRQWH[W RI D WKUHHGLPHQVLRQDO HQYLURQPHQW ZKLFKLVGHSLFWHGLQ)LJXUH
)LJ6\QWKHWLF(QYLURQPHQW0RGHOOLQJ
/QFGNNKPI5KOWNCVKQPCPF1RVKOK\CVKQP
$QGWKHJUDSKLFDOUHSUHVHQWDWLRQRIWKHLQYHUVHVFDWWHULQJLVVKRZQLQ)LJXUH
)LJ7KHRUHWLFDOLPSOHPHQWDWLRQ3RODU)RUPDW$SSUR[LPDWLRQ
'PVKV[4GNCVKQPUJKR+FGPVKHKECVKQP 7KHUHODWLRQVKLSVDPRQJWKHHQWLWLHVDUHLGHQWLILHGLQWKLVGHVLJQSKDVH,WLVHQVXUHGWKDWDOO FRQVWUDLQWV DQG ERXQGDU\ FRQGLWLRQV DUH SURSHUO\ LPSRVHG E\ WKH VLPXODWLRQ FRQWH[W $OO RSHUDWLRQDODQGIXQFWLRQDOUHTXLUHPHQWVDUHWDNHQLQWRFRQVLGHUDWLRQDVVKRZQLQ)LJXUH
+PXGTUG5[PVJGVKE#RGTVWTG4CFCT5KOWNCVQTUCU5QHVYCTGFGſPGF%QWPVGTOGCUWTG5[UVGOU 5GEWTKV[D[1DHWUECVKQPCPF&GEGRVKQPHQT'NGEVTQPKE%QORWVGT0GVYQTMU9CTHCTG
)LJ(QWLW\5HODWLRQVKLS(5 LGHQWLILFDWLRQ
+ORNGOGPVCVKQP2TQEGFWTG 7KHLPSOHPHQWDWLRQSURFHGXUHIROORZVWKHUXOHVRIDFRPSOH[V\VWHP,QRWKHUZRUGVPDQ\ LQGLYLGXDOFRPSRQHQWVRUWUDQVIHUIXQFWLRQVRIWKHVLPXODWRUZKHQFRPELQHGJLYHDXQLTXH SURSHUW\RUHPHUJHQFHWRWKHRXWSXW$OVRWKHFXUUHQWLPSOHPHQWDWLRQLVSURFHVVRULHQWHG (YHU\SRLQWRQWKHWDUJHWLVSDVVHGWKURXJKDOOWUDQVIHUIXQFWLRQVRIWKHVLPXODWRULQRUGHUWR SURGXFHLWVFRUUHVSRQGLQJRXWSXW7KHHPHUJHQFHRIWKHV\VWHPEHFRPHVREYLRXVZKHQDOO WKHSRLQWVDUH SXWWRJHWKHULQDJUDSK(DFK LQGLYLGXDOSRLQWFDQQRWWHOOLWVWDOH$OORIWKH SRLQWVSURGXFHWRSYLHZLPDJHVRUVLGHYLHZLPDJHVRIWKHWDUJHW7KLVGHFLVLRQGHSHQGVRQ WKHEXLOGLQJEORFNVRIWKHVLPXODWRU
%QORWVKPI/GVJQFQNQI[ 7KHVHWRIPHWKRGVWKDWGHILQHWKHSURFHVVHVDQGWKHRUGHURIWKLVSURMHFWLVWREHDFKLHYHGLV VKRZQLQ)LJXUH
)LJ&RPSXWLQJ0HWKRGRORJ\
/QFGNNKPI5KOWNCVKQPCPF1RVKOK\CVKQP
5KOWNCVQT+ORNGOGPVCVKQP 7KH VLPXODWRU VRIWZDUH LPSOHPHQWDWLRQ IROORZHG WKH SURFHVV RULHQWHG WHFKQLTXH DV VKRZQ LQ)LJXUH
+PXGTUG5[PVJGVKE#RGTVWTG4CFCT5KOWNCVQTUCU5QHVYCTGFGſPGF%QWPVGTOGCUWTG5[UVGOU 5GEWTKV[D[1DHWUECVKQPCPF&GEGRVKQPHQT'NGEVTQPKE%QORWVGT0GVYQTMU9CTHCTG
*HWWDUJHWSRLQW V[\DQG]FRRUGLQDWHV
,QWURGXFH*OLQW(IIHFWV
3DFH(QJLQH$IILQH7UDQVIRUPDWLRQV
(DFKSRLQWFUHDWHV PRYHPHQWSRLQWV
*HWUDGDUDQWHQQDSRLQW V[\DQG] FRRUGLQDWHV
$
'LVWDQFH&DOFXODWRUGLVWDQFHV
*HWWDUJHWSRLQW VUHIOHFWLYLW\DQGSKDVH LQIRUPDWLRQ
%
6ODQW5DQJH3URILOHV 7LPH'RPDLQ
,6$5,PDJH )UHTXHQF\'RPDLQ
)LJ6LPXODWRU,PSOHPHQWDWLRQRIWKH)%PRGXODUVRIWZDUHV\VWHP 7KH FRQFHSWXDO GHVLJQ DQG VRIWZDUH LPSOHPHQWDWLRQ VWHSV DUH QRZ FRPSOHWH 7KH SURFHVV UHVXOWHG LQ WKH FUHDWLRQ RI WKH )% VRIWZDUH GHILQHG UDGDU V\VWHP 7KH V\VWHP GHVLJQ LV KLJKO\ PRGXODU 7KDW PHDQV WKDW WKH FRQWH[W RI WKH VRIWZDUH GHILQHG UDGDU V\VWHP FDQ EH HDVLO\ YHULILHG YDOLGDWHG UHXVHG DQG H[WHQGHG :H WKHQ PRYH RQ WR DVVHVV WKH UHVXOWV REWDLQHGIURPRXUHIIRUWV
5KOWNCVKQP4GUWNVU 7KH UHVXOWV FRUUHVSRQG WR ,6$5 LPDJHV H[SHFWHG WR EH REWDLQHG E\ WKH UDQJH 'RSSOHU PHWKRG 7KHVH UHVXOWV ZHUH IRUPDOO\ SUHVHQWHG DW WKH ,QWHUQDWLRQDO -RXUQDO RI 6\VWHPV 6FLHQFH 7HFKQRORJ\7KHUHLVDYDOXHDGGHGIXQFWLRQWKDWDGGVJOLQWHIIHFWVWRWKHRXWSXW LQ RUGHU WR LQFUHDVH WKH YDOLGLW\ RI WKH RXWSXW ZKLFK ZDV SUHVHQWHG DW WKH 0HDVXUHPHQW 6FLHQFH 7HFKQRORJ\-RXUQDORIWKH,QVWLWXWHRI3K\VLFV7KHWKLUGVWDJHRIWKLVSURMHFWZDV SUHVHQWHGDW1$726(76SHFLDOLVW·V0HHWLQJRQ6RIWZDUH'HILQHG5DGDU
5KPING.C[GT/WNVK.C[GT/QFGN4GUWNVU ,QYRNLQJ WKH VLQJOH OD\HU PRGHO ZKLFK LQYROYHV RQO\ WKH WRS SRLQWV RI WKH VXSHUVWUXFWXUH WKHRXWSXWRI)LJXUHLVFUHDWHG
/QFGNNKPI5KOWNCVKQPCPF1RVKOK\CVKQP
025(02'(/&653$QW
[
025(02'(/&,6$5$QW
[
5HIOHF WDQF H9DOXH
'RSSOHU
5HVROXWLRQ&HOO,'
5HVROXWLRQ&HOO,'
)LJ6LQJOH/D\HU6ODQW5DQJH3URILOHDQGFRUUHVSRQGLQJ,6$5LPDJH 1H[WE\LQYRNLQJWKHPXOWLSOHOD\HUPRGHOZKLFKLQYROYHVWKHWRSDQGPLGGOHSRLQWVRIWKH VXSHUVWUXFWXUHWKHRXWSXWRI)LJXUHLVFUHDWHG (08/7,/$6NROQLN @ DQG GHPRQVWUDWHV WKH JOLQW HIIHFW LQ D WKUHH GLPHQVLRQDO V\QWKHWLF HQYLURQPHQW ZLWK UHVSHFW WR WKH UHDO WDUJHW SRLQWV :H FDOO WKLV FRPSRQHQW*OLQW(IIHFWLQ'DWWKHWDUJHWDQGLVVKRZQLQ)LJXUHD
/QFGNNKPI5KOWNCVKQPCPF1RVKOK\CVKQP
)LJ 7KLVLVWKHJOLQWPDVNWKDWLVDSSOLHGWRWKHIDOVHWDUJHW,QRUGHUWREHWWHUYLVXDOLVHWKLVVWDJH ZKLFKFRUUHVSRQGVWRWKHLQSXWRIWKHSURMHFWDWKUHHGLPHQVLRQDOW\SHRIJUDSKLVVHOHFWHG EHFDXVHWKHGLVWRUWLRQRIWKHRULJLQDOSRLQWVFDQEHEHWWHUVHHQLQWKLVFRQILJXUDWLRQ 7KHVHFRQGPRGXOHLVLQVSLUHGE\>%DUWRQSS@DQGGHSLFWVWKHJOLQWHIIHFWLQDVVHHQ IURPDERYHWKHWDUJHWE\WKHUDGDU7KH*OLQW(IIHFWLQ'LVVKRZQLQ)LJXUHE
+PXGTUG5[PVJGVKE#RGTVWTG4CFCT5KOWNCVQTUCU5QHVYCTGFGſPGF%QWPVGTOGCUWTG5[UVGOU 5GEWTKV[D[1DHWUECVKQPCPF&GEGRVKQPHQT'NGEVTQPKE%QORWVGT0GVYQTMU9CTHCTG
)LJ 7KLVLVWKHJOLQWUHVXOWVDVLWLVUHFHLYHGE\WKHWKUHDWVLJQDO,QRUGHUWREHWWHUYLVXDOLVHWKLV VWDJH ZKLFK FRUUHVSRQGV WR WKH RXWSXW RI WKH SURMHFW D WZR GLPHQVLRQDO W\SH RI JUDSK LV VHOHFWHGEHFDXVHWKHZDYHQXPEHUGLVWRUWLRQFDQEHEHWWHUVHHQLQWKLVFRQILJXUDWLRQ :HXVHWKHILQDOPRGXOHWRLQYHVWLJDWHWKHHIIHFWWKDWWKHDQJXODUHUURUKDVRQWKHYHORFLW\ YHFWRUEDFNDWWKHUHFHLYHGWKUHDWVLJQDO8VLQJWKLVPHWKRGZHWU\WRPHDVXUHWKHIDFWRURI UHDOLVPRIRXUJOLQWIRUPXOD7KLVUHVXOWLVVKRZQLQ)LJXUH
/QFGNNKPI5KOWNCVKQPCPF1RVKOK\CVKQP
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
+PXGTUG5[PVJGVKE#RGTVWTG4CFCT5KOWNCVQTUCU5QHVYCTGFGſPGF%QWPVGTOGCUWTG5[UVGOU 5GEWTKV[D[1DHWUECVKQPCPF&GEGRVKQPHQT'NGEVTQPKE%QORWVGT0GVYQTMU9CTHCTG
)LJ$''IRUWKH&RPSXWHU1HWZRUNV:DUIDUHFDVH $ EULHI FRPSDULVRQ ZLWK WKH HOHFWURQLF ZDUIDUH FDVH EULQJV WKH FRQWHQWV RI 7DEOH IRU WKH HQWLWLHVDQG7DEOHIRUWKHSURFHVVHVIRUWKHFRPSXWHUQHWZRUNVZDUIDUHFDVH
&1: 6LPXODWLRQ(QWLW\
&1: (QWLW\$WWULEXWHV
$
2SHQSRUWVHPXODWLRQ
6HUYHUKDUGZDUHDQG VRIWZDUHFKDUDFWHULVWLFV DQGIXQFWLRQDOLWLHV
%
&RPSXWHUHQWLW\ HPXODWLRQ2SHUDWLQJ 6\VWHPDWWULEXWH
3LQJWLPHVIURPEODFN KDWWRZKLWHKDW FRPSXWHU²PDLQSRLQW RIH[LVWHQFH
(: 6LPXODWLRQ (QWLW\ 7DUJHW&DUWHVLDQ FRRUGLQDWHVSOXV LQKHUHQW DPSOLWXGH SKDVHDVSRLQW VFDWWHUHUVLQSXW WRDVLPXODWRU V\VWHP 5DGDUVODQW UDQJHDQGFURVV UDQJHFDUWHVLDQ FRRUGLQDWHVZLWK UHVSHFWWRWKH FHQWHURIWKH WDUJHW 6HDOHYHO GLVWDQFHIURP UDGDUWRWDUJHW
(: (QWLW\$WWULEXWHV 7DUJHWSK\VLFDO SURSHUWLHV HOHFWURPDJQHWLF VLJQDWXUH
0RVWSURPLQHQW DSSHDUVWREHWKH PLGGOHRIWKH VKLSIRUWKLV SURMHFW%XWLW FRXOGEHLQWKH VWHUQRUWKHERZ RIWKHVKLS )0KHLJKWILQGHU UDGDUDOWLPHWHU RQDLUERUQH SODWIRUP
/QFGNNKPI5KOWNCVKQPCPF1RVKOK\CVKQP
&
3K\VLFDOURXWHVRI FRPSXWHUDWWDFNYLDD YDULHW\RIQHWZRUNV DQGSODWIRUPV
%([WUDQHWVHUYHU FKDUDFWHULVWLFVWKDWKHOSV WKHKDFNHUWRUHFRJQL]H WDUJHW
7\SHRIYHVVHO
'
3RUWVFDQQLQJ PDSSLQJDELOLWLHV ,QIRUPDWLRQJDWKHULQJ 2SHQSRUWV 269HUVLRQ 6HUYLFH3DFNV
5DGDU RSHUDWLRQDO SDUDPHWHUV
(
5HDOLW\IDFWRUVWKDW DIIHFWWKHEODFNKDW SURIHVVLRQDO·VRSLQLRQ DERXWWKHYDOLGLW\RI WKHWDUJHW
)
'DWDSURSHUWLHV WKURXJKWLPH
3URELQJWDUJHWFRPSXWHU +DFNHU·VSUHDWWDFN DFWLRQV ,QIRUPDWLRQJDWKHULQJ IRUWKHVSHFLILFWDUJHW 3RVVLEOHYXOQHUDELOLWLHV +DFNHU$1$/6DOW@KDVSXEOLVKHGDYHU\LQWHUHVWLQJSDSHUGHWDLOLQJSLWIDOOVLQWKHUHDOLVDWLRQXVDJH DQGH[SHFWDWLRQVRIVLPXODWLRQV\VWHPLPSOHPHQWDWLRQVLQJHQHUDO/HWXVGLVFXVVKRZWKLV LPSOHPHQWDWLRQVWDQGVWRWKHWHVWRIWKHVHYHQKDELWVRIKLJKO\GHIHFWLYHVLPXODWLRQSURMHFWV x 7ULIOH:RUVKLS7KHRYHUDOOGHVLJQRIWKHPRGHOKDVDVDWLVIDFWRU\DPRXQWRIGHWDLO7KH EDODQFHEHWZHHQSUHFLVLRQDQGDFFXUDF\\LHOGVDQRXWSXWWKDWLVVDWLVIDFWRU\ x %HOLHILQ$QVZHUV7KHPDLQDLPRIWKHVLPXODWLRQLVWRSURYHWKDW,6$5LPDJHVFDQEH JHQHUDWHG 2WKHU VHFRQGDU\ DQVZHUV IURP WKLV ZRUN OLNH VLJQDOWRQRLVH UDWLRQ VWXGLHV DUH SRVVLEOH EXW QRW UHOHYDQW WR WKH SULPDU\ SXUSRVH 7KHUHIRUH WKH PRGHOOHUV KDYH XQGHUVWRRGWKHSXUSRVHRIWKHV\VWHPXQGHULQYHVWLJDWLRQ x &RQQHFWLRQLVP7KHUHDUHQRGLIIHUHQWPRGHOVFRQQHFWHGWRHDFKRWKHU7KHUHLVRQO\RQH PRGHOWKDWLVFRQVWUXFWHGLQDKLJKO\PRGXODUPDQQHU x 7KH %ODFN %R[0LVWDNH6XEVWDQWLDO ZRUN KDV EHHQ GRQHLQ RUGHU WR FRQGXFW ZKLWH ER[ WHVWLQJ9HULILFDWLRQDQGYDOLGDWLRQWHVWVKDYHEHHQZLGHO\SXEOLVKHGLQFRQIHUHQFHVDQG UHVHDUFK MRXUQDOV 7KHVH WHVWV DUH FRQGXFWHG LQ SDUW DQG LQ ZKROH RI WKH VLPXODWLRQ PRGHO x 0HWKRGRODWU\0HWKRGVDQGSURFHVVHVDUHREVHUYHGLQDOODVSHFWVRIWKHLPSOHPHQWDWLRQ RI WKH VLPXODWRU :H GRQ·W FODLP WKDW LW LV D IL[HG GULOO IRU FRQGXFWLQJ WKH GRPDLQ UHXVDELOLW\HQWLWLHVDQGSURFHVVHVVHFWLRQ1HYHUWKHOHVVIROORZLQJDQHVWDEOLVKHGPHWKRG SURYLGHV D VROLG KHDG VWDUW WRZDUGV YHQWXULQJ LQWR WKH LPSOHPHQWDWLRQ RI VLPLODU SDUDOOHODQG\HWLQWHUHVWLQJO\GLYHUVHILHOGVRIHOHFWURQLFZDUIDUH x 7KH 'HDG )LVK )DOODF\ 7KH GHVLJQ RI WKH VLPXODWRU LV KLJKO\ PRGXODU 7KLV DWWULEXWH SURYLGHV WKH LPSOHPHQWHG PRGHO ZLWK JUHDW SRWHQWLDO IRU UHXVDELOLW\ DQG H[WHQGLELOLW\ RSWLRQV 7KHUHIRUH WKH G\QDPLF FRPSOH[LW\ RI WKH SURMHFW KDV UHFHLYHG WKH DWWHQWLRQ UHTXLUHG)RUH[DPSOHWKHGLDJUDPPLQJPHWKRGGHSLFWVLQGLIIHUHQWLQVWDQFHVWKHHQWLW\ UHODWLRQVKLSFODVVGLDJUDPVDQGWKHH[HFXWDEOHUHSUHVHQWDWLRQVRIWKHFRGH x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
/QFGNNKPI5KOWNCVKQPCPF1RVKOK\CVKQP
%QPENWUKQPU 6RIWZDUHGHILQHGUDGDUFRQFHSWVDQGWHFKQLTXHVFDQEHXVHGLQDQHIIHFWLYHDQGDGDSWDEOH PDQQHU LQ RUGHU WR SURYLGH GHFHSWLRQ FRXQWHUPHDVXUHV DJDLQVW FRKHUHQW UDGDU V\VWHPV E\ XWLOL]LQJ D VLPXODWRU EDVH 7KH PDLQ FRQWULEXWLRQ RI WKLV ZRUN LV WKH GHULYDWLRQ RI D FRPSXWLQJ PHWKRGRORJ\ ZKLFK FDQ EH DSSOLHG IRU ERWK HOHFWURQLF ZDUIDUH DQG FRPSXWHU QHWZRUNVZDUIDUHILHOGV$QGWKHPDLQSXUSRVHRIWKLVZRUNLVWRSURYLGHVHFXULW\IXQFWLRQV WKURXJK REIXVFDWLRQ RI WKH UHDO DVVHW LQ DQ HQYLURQPHQW RI RWKHU IDOVH HQWLWLHV WKXV IXUWKHU SURYLQJGHFHSWLRQVHUYLFHVE\OXULQJWKHKRVWLOHSDUWLHVWRHQJDJHIDOVHHQWLWLHVRULQDQ\ZD\ DYRLG WKH UHDO DVVHW ,W LV ZRUWKZKLOH WR SRLQW RXW WKDW WKH GHVLJQ WRROV RI FRKHUHQW FRXQWHUPHDVXUHVEHLQJG\QDPLFDOO\SLFWRULDOLQQDWXUHDUHQRGLIIHUHQWWKDQDSDLQWLQJRUD PRYLHIHDWXUH$VLVDUWIRUJHU\WKHPRUHWKHUHVHPEODQFHWRWKHUHDOSURWRW\SHWKHKLJKHU WKHFKDQFHVDEX\HUZLOOEHSHUVXDGHGWRLQYHVWLQWKHIDOVHFRS\%HFDXVHWKHEX\HUZLOOEH LQIHFWHG DV 7ROVWR\ VR YLYLGO\ H[SODLQHG ZLWK WKH DUWLVWLF SHUVXDVLRQ RI WKH IDOVH PDVWHUSLHFH ,Q D ILQDO QRWH WKH DFW RI LPSOHPHQWLQJ FRKHUHQW FRXQWHUPHDVXUHV XVLQJ D VLPXODWRUEDVHLVDQLQWHJUDOSDUWRIWKHDPD]LQJILHOGRI$UW
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