Modelling and forecasting fossil fuels, CO2 and electricity prices and their volatilities

In the current uncertain context that affects both the world economy and the energy sector, with the rapid increase in the prices of oil and gas and the very unstable political situation that affects some of the largest raw materials’ producers, there is a need for developing efficient and powerful quantitative tools that allow to model and forecast fossil fuel prices, CO2 emission allowances prices as well as electricity prices. This will improve decision making for all the agents involved in energy issues. Although there are papers focused on modelling fossil fuel prices, CO2 prices and electricity prices, the literature is scarce on attempts to consider all of them together. This paper focuses on both building a multivariate model for the aforementioned prices and comparing its results with those of univariate ones, in terms of prediction accuracy (univariate and multivariate models are compared for a large span of days, all in the first 4 months in 2011) as well as extracting common features in the volatilities of the prices of all these relevant magnitudes. The common features in volatility are extracted by means of a conditionally heteroskedastic dynamic factor model which allows to solve the curse of dimensionality problem that commonly arises when estimating multivariate GARCH models. Additionally, the common volatility factors obtained are useful for improving the forecasting intervals and have a nice economical interpretation. Besides, the results obtained and methodology proposed can be useful as a starting point for risk management or portfolio optimization under uncertainty in the current context of energy markets.

Optimization of the irrigation time and irrigation frequency by using Hydrus-2D and a capacitance FDR sensor

The evolution of water content on a sandy soil during the sprinkler irrigation campaign, in the summer of 2010, of a field of sugar beet crop located at Valladolid (Spain) is assessed by a capacitive FDR (Frequency Domain Reflectometry) EnviroScan. This field is one of the experimental sites of the Spanish research center for the sugar beet development (AIMCRA). The objective of the work focus on monitoring the soil water content evolution of consecutive irrigations during the second two weeks of July (from the 12th to the 28th). These measurements will be used to simulate water movement by means of Hydrus-2D. The water probe logged water content readings (m3/m3) at 10, 20, 40 and 60 cm depth every 30 minutes. The probe was placed between two rows in one of the typical 12 x 15 m sprinkler irrigation framework. Furthermore, a texture analysis at the soil profile was also conducted. The irrigation frequency in this farm was set by the own personal farmer 0 s criteria that aiming to minimizing electricity pumping costs, used to irrigate at night and during the weekend i.e. longer irrigation frequency than expected. However, the high evapotranspiration rates and the weekly sugar beet water consumption—up to 50mm/week—clearly determined the need for lower this frequency. Moreover, farmer used to irrigate for six or five hours whilst results from the EnviroScan probe showed the soil profile reaching saturation point after the first three hours. It must be noted that AIMCRA provides to his members with a SMS service regarding weekly sugar beet water requirement; from the use of different meteorological stations and evapotranspiration pans, farmers have an idea of the weekly irrigation needs. Nevertheless, it is the farmer 0 s decision to decide how to irrigate. Thus, in order to minimize water stress and pumping costs, a suitable irrigation time and irrigation frequency was modeled with Hydrus-2D. Results for the period above mentioned showed values of water content ranging from 35 and 30 (m3/m3) for the first 10 and 20cm profile depth (two hours after irrigation) to the minimum 14 and 13 (m3/m3) ( two hours before irrigation). For the 40 and 60 cm profile depth, water content moves steadily across the dates: The greater the root activity the greater the water content variation. According to the results in the EnviroScan probe and the modeling in Hydrus-2D, shorter frequencies and irrigation times are suggested.

Optimización de la metodología de contratación de carbones térmicos con destino a la generación eléctrica

En los últimos quince años se ha producido una liberalización de los mercados eléctricos en los distintos países de ámbito occidental que ha ido acompañado de un incremento por la preocupación por la incidencia de las distintas tecnologías de generación en el entorno medioambiental. Ello se ha traducido en la aparición de un marco regulatorio más restrictivo sobre las tecnologías de generación fósiles, con mayor incidencia en las derivadas de productos petrolíferos y carbón. A nivel mundial han ido apareciendo cambios normativos relativos a las emisiones de distintos elementos contaminantes (CO2, SO2, NOx…), que hacen que en particular las centrales térmicas de carbón vean muy afectadas su rentabilidad y funcionamiento. Esta situación ha supuesto que la tecnología de generación eléctrica con carbón haya avanzado considerablemente en los últimos años (calderas supercríticas, sistemas de desulfuración, gasificación del carbón…). No obstante, el desarrollo de la generación con energías renovables, la generación con gas mediante centrales de ciclo combinado y la opinión social relativa a la generación con carbón, principalmente en Europa, suponen un serio obstáculo a la generación con carbón. Por consiguiente, se hace necesario buscar vías para optimizar la competitividad de las centrales de carbón y el camino más razonable es mejorar el margen esperado de estas plantas y en particular el coste de adquisición del carbón. Ello se hace aún más importante por el hecho de existir numerosas centrales de carbón y un elevado número de nuevos proyectos constructivos de centrales de carbón en países asiáticos. Por consiguiente, el objeto de la presente tesis doctoral se centra en definir una metodología para optimizar la compra de carbón, desde el punto de vista económico y técnico, con destino a su consumo en una central térmica, con ello reducir el coste del carbón consumido y mejorar su competitividad. También se enfoca a determinar que herramientas pueden ser utilizadas para optimizar la gestión del carbón después de su compra y con ello abrir la posibilidad de obtener márgenes adicionales para dicho carbón. De acuerdo con este objetivo, el autor de la presente Tesis Doctoral realiza tres aportaciones novedosas en el ámbito de la contratación de carbón térmico y su optimización posterior: - Evaluación de carbones para su adquisición considerando el efecto de la calidad del carbón en el coste de generación asociado a cada carbón ofertado. - Creación, desarrollo, implantación y utilización de una potente herramienta de planificación de Combustibles. Esta herramienta, está diseñada con el objeto de determinar la solución económica óptima de aprovisionamientos, consumos y niveles de existencias para un parque de generación con centrales de carbón y fuelóleo. - La extensión de una metodología contractual habitual en el mercado spot de Gas Natural Licuado, a la contratación spot de Carbón de Importación. Esta se basa en el desarrollo de Acuerdos Marcos de Compra/Venta de carbón, que por su flexibilidad permitan obtener resultados económicos adicionales después de la compra de un carbón. Abstract In the last fifteen years, a liberalization of the electrical markets has occurred in the western countries. This process has been accompanied by an increasing concern of the impact of the different generation technologies towards the environment. This has motivated a regulated framework restricting the use of fossil fuels, impacting a great deal in coal and oil based products. Worldwide, new legal changes have been arising related to the emissions of the different pollutants (CO2, SO2, NOx…). These changes have had a deep impact in the feasibility, profit and running of coal fired power plants. This situation has motivated the coal electrical generation technologies to move forward in an important way in the last few years (supercritical furnaces, desulphuration plants, coal gasification…). Nevertheless, the development of the renewable generation, the gas combined cycle generation and the social opinion related to the coal electrical generation, mainly in Europe, have created a serious obstacle to the generation of electricity by coal. Therefore it is necessary to look for new paths in order to optimize the competitiveness of the coal fired power plants and the most reasonable way is to improve the expected margin of these plants and particularly the coal purchase cost. All of the above needs to be taken into context with the large number of existing coal fired power plants and an important number of new projects in Asian countries. Therefore, the goal of the current doctoral dissertation is focused to define a methodology to be considered in order to optimize the coal purchase, from an economical and a technical point of view. This coal, destined for power plant consumption, permits the reduction of consumption coal cost and improves the plant’s competitiveness. This document is also focused to define what tools we can use to optimize the coal management after deal closing and therefore open the possibility to get further margins. According to this goal, the author of this doctoral dissertation provides three important new ideas in the ambit of contracting steam coal and the posterior optimization: - Evaluation of coal purchases, considering the effect of coal quality on the cost of generation associated with each type of coal offered. - The creation, development, deployment and use of a strong planning tool of fuels. This tool is designed for the purpose of determining the optimal economic solution of fuel supply, consumption and stock levels for a power generation portfolio using coal and fuel oil fired power plants. - The application of a common contractual methodology in the spot market of Liquid Natural Gas, for the contracting spot imported coal. This is based on the development of Framework Agreements for the Purchasing / Sale of coal, which because of its flexibility allows for the gain of additional financial results after the purchase of coal.

Development of Shape-Optimization Tools for the Aerodynamic Design of Turbomachinery Blades

The aim of this work is to develop an automated tool for the optimization of turbomachinery blades founded on an evolutionary strategy. This optimization scheme will serve to deal with supersonic blades cascades for application to Organic Rankine Cycle (ORC) turbines. The blade geometry is defined using parameterization techniques based on B-Splines curves, that allow to have a local control of the shape. The location in space of the control points of the B-Spline curve define the design variables of the optimization problem. In the present work, the performance of the blade shape is assessed by means of fully-turbulent flow simulations performed with a CFD package, in which a look-up table method is applied to ensure an accurate thermodynamic treatment. The solver is set along with the optimization tool to determine the optimal shape of the blade. As only blade-to-blade effects are of interest in this study, quasi-3D calculations are performed, and a single-objective evolutionary strategy is applied to the optimization. As a result, a non-intrusive tool, with no need for gradients definition, is developed. The computational cost is reduced by the use of surrogate models. A Gaussian interpolation scheme (Kriging model) is applied for the estimated n-dimensional function, and a surrogate-based local optimization strategy is proved to yield an accurate way for optimization. In particular, the present optimization scheme has been applied to the re-design of a supersonic stator cascade of an axial-flow turbine. In this design exercise very strong shock waves are generated in the rear blade suction side and shock-boundary layer interaction mechanisms occur. A significant efficiency improvement as a consequence of a more uniform flow at the blade outlet section of the stator is achieved. This is also expected to provide beneficial effects on the design of a subsequent downstream rotor. The method provides an improvement to gradient-based methods and an optimized blade geometry is easily achieved using the genetic algorithm.

Optimization of the Integrated Guidance and Control for a Dual Aerodynamic Control Missile

Las futuras misiones para misiles aire-aire operando dentro de la atmósfera requieren la interceptación de blancos a mayores velocidades y más maniobrables, incluyendo los esperados vehículos aéreos de combate no tripulados. La intercepción tiene que lograrse desde cualquier ángulo de lanzamiento. Una de las principales discusiones en la tecnología de misiles en la actualidad es cómo satisfacer estos nuevos requisitos incrementando la capacidad de maniobra del misil y en paralelo, a través de mejoras en los métodos de guiado y control modernos. Esta Tesis aborda estos dos objetivos simultáneamente, al proponer un diseño integrando el guiado y el control de vuelo (autopiloto) y aplicarlo a misiles con control aerodinámico simultáneo en canard y cola. Un primer avance de los resultados obtenidos ha sido publicado recientemente en el Journal of Aerospace Engineering, en Abril de 2015, [Ibarrondo y Sanz-Aranguez, 2015]. El valor del diseño integrado obtenido es que permite al misil cumplir con los requisitos operacionales mencionados empleando únicamente control aerodinámico. El diseño propuesto se compara favorablemente con esquemas más tradicionales, consiguiendo menores distancias de paso al blanco y necesitando de menores esfuerzos de control incluso en presencia de ruidos. En esta Tesis se demostrará cómo la introducción del doble mando, donde tanto el canard como las aletas de cola son móviles, puede mejorar las actuaciones de un misil existente. Comparado con un misil con control en cola, el doble control requiere sólo introducir dos servos adicionales para accionar los canards también en guiñada y cabeceo. La sección de cola será responsable de controlar el misil en balanceo mediante deflexiones diferenciales de los controles. En el caso del doble mando, la complicación añadida es que los vórtices desprendidos de los canards se propagan corriente abajo y pueden incidir sobre las superficies de cola, alterando sus características de control. Como un primer aporte, se ha desarrollado un modelo analítico completo para la aerodinámica no lineal de un misil con doble control, incluyendo la caracterización de este efecto de acoplamiento aerodinámico. Hay dos modos de funcionamiento en picado y guiñada para un misil de doble mando: ”desviación” y ”opuesto”. En modo ”desviación”, los controles actúan en la misma dirección, generando un cambio inmediato en la sustentación y produciendo un movimiento de translación en el misil. La respuesta es rápida, pero en el modo ”desviación” los misiles con doble control pueden tener dificultades para alcanzar grandes ángulos de ataque y altas aceleraciones laterales. Cuando los controles actúan en direcciones opuestas, el misil rota y el ángulo de ataque del fuselaje se incrementa para generar mayores aceleraciones en estado estacionario, aunque el tiempo de respuesta es mayor. Con el modelo aerodinámico completo, es posible obtener una parametrización dependiente de los estados de la dinámica de corto periodo del misil. Debido al efecto de acoplamiento entre los controles, la respuesta en bucle abierto no depende linealmente de los controles. El autopiloto se optimiza para obtener la maniobra requerida por la ley de guiado sin exceder ninguno de los límites aerodinámicos o mecánicos del misil. Una segunda contribución de la tesis es el desarrollo de un autopiloto con múltiples entradas de control y que integra la aerodinámica no lineal, controlando los tres canales de picado, guiñada y cabeceo de forma simultánea. Las ganancias del autopiloto dependen de los estados del misil y se calculan a cada paso de integración mediante la resolución de una ecuación de Riccati de orden 21x21. Las ganancias obtenidas son sub-óptimas, debido a que una solución completa de la ecuación de Hamilton-Jacobi-Bellman no puede obtenerse de manera práctica, y se asumen ciertas simplificaciones. Se incorpora asimismo un mecanismo que permite acelerar la respuesta en caso necesario. Como parte del autopiloto, se define una estrategia para repartir el esfuerzo de control entre el canard y la cola. Esto se consigue mediante un controlador aumentado situado antes del bucle de optimización, que minimiza el esfuerzo total de control para maniobrar. Esta ley de alimentación directa mantiene al misil cerca de sus condiciones de equilibrio, garantizando una respuesta transitoria adecuada. El controlador no lineal elimina la respuesta de fase no-mínima característica de la cola. En esta Tesis se consideran dos diseños para el guiado y control, el control en Doble-Lazo y el control Integrado. En la aproximación de Doble-Lazo, el autopiloto se sitúa dentro de un bucle interior y se diseña independientemente del guiado, que conforma el bucle más exterior del control. Esta estructura asume que existe separación espectral entre los dos, esto es, que los tiempos de respuesta del autopiloto son mucho mayores que los tiempos característicos del guiado. En el estudio se combina el autopiloto desarrollado con una ley de guiado óptimo. Los resultados obtenidos demuestran que se consiguen aumentos muy importantes en las actuaciones frente a misiles con control canard o control en cola, y que la interceptación, cuando se lanza cerca del curso de colisión, se consigue desde cualquier ángulo alrededor del blanco. Para el misil de doble mando, la estrategia óptima resulta en utilizar el modo de control opuesto en la aproximación al blanco y utilizar el modo de desviación justo antes del impacto. Sin embargo la lógica de doble bucle no consigue el impacto cuando hay desviaciones importantes con respecto al curso de colisión. Una de las razones es que parte de la demanda de guiado se pierde, ya que el misil solo es capaz de modificar su aceleración lateral, y no tiene control sobre su aceleración axial, a no ser que incorpore un motor de empuje regulable. La hipótesis de separación mencionada, y que constituye la base del Doble-Bucle, puede no ser aplicable cuando la dinámica del misil es muy alta en las proximidades del blanco. Si se combinan el guiado y el autopiloto en un único bucle, la información de los estados del misil está disponible para el cálculo de la ley de guiado, y puede calcularse la estrategia optima de guiado considerando las capacidades y la actitud del misil. Una tercera contribución de la Tesis es la resolución de este segundo diseño, la integración no lineal del guiado y del autopiloto (IGA) para el misil de doble control. Aproximaciones anteriores en la literatura han planteado este sistema en ejes cuerpo, resultando en un sistema muy inestable debido al bajo amortiguamiento del misil en cabeceo y guiñada. Las simplificaciones que se tomaron también causan que el misil se deslice alrededor del blanco y no consiga la intercepción. En nuestra aproximación el problema se plantea en ejes inerciales y se recurre a la dinámica de los cuaterniones, eliminado estos inconvenientes. No se limita a la dinámica de corto periodo del misil, porque se construye incluyendo de modo explícito la velocidad dentro del bucle de optimización. La formulación resultante en el IGA es independiente de la maniobra del blanco, que sin embargo se ha de incluir en el cálculo del modelo en Doble-bucle. Un típico inconveniente de los sistemas integrados con controlador proporcional, es el problema de las escalas. Los errores de guiado dominan sobre los errores de posición del misil y saturan el controlador, provocando la pérdida del misil. Este problema se ha tratado aquí con un controlador aumentado previo al bucle de optimización, que define un estado de equilibrio local para el sistema integrado, que pasa a actuar como un regulador. Los criterios de actuaciones para el IGA son los mismos que para el sistema de Doble-Bucle. Sin embargo el problema matemático resultante es muy complejo. El problema óptimo para tiempo finito resulta en una ecuación diferencial de Riccati con condiciones terminales, que no puede resolverse. Mediante un cambio de variable y la introducción de una matriz de transición, este problema se transforma en una ecuación diferencial de Lyapunov que puede resolverse mediante métodos numéricos. La solución resultante solo es aplicable en un entorno cercano del blanco. Cuando la distancia entre misil y blanco es mayor, se desarrolla una solución aproximada basada en la solución de una ecuación algebraica de Riccati para cada paso de integración. Los resultados que se han obtenido demuestran, a través de análisis numéricos en distintos escenarios, que la solución integrada es mejor que el sistema de Doble-Bucle. Las trayectorias resultantes son muy distintas. El IGA preserva el guiado del misil y consigue maximizar el uso de la propulsión, consiguiendo la interceptación del blanco en menores tiempos de vuelo. El sistema es capaz de lograr el impacto donde el Doble-Bucle falla, y además requiere un orden menos de magnitud en la cantidad de cálculos necesarios. El efecto de los ruidos radar, datos discretos y errores del radomo se investigan. El IGA es más robusto, resultando menos afectado por perturbaciones que el Doble- Bucle, especialmente porque el núcleo de optimización en el IGA es independiente de la maniobra del blanco. La estimación de la maniobra del blanco es siempre imprecisa y contaminada por ruido, y degrada la precisión de la solución de Doble-Bucle. Finalmente, como una cuarta contribución, se demuestra que el misil con guiado IGA es capaz de realizar una maniobra de defensa contra un blanco que ataque por su cola, sólo con control aerodinámico. Las trayectorias estudiadas consideran una fase pre-programada de alta velocidad de giro, manteniendo siempre el misil dentro de su envuelta de vuelo. Este procedimiento no necesita recurrir a soluciones técnicamente más complejas como el control vectorial del empuje o control por chorro para ejecutar esta maniobra. En todas las demostraciones matemáticas se utiliza el producto de Kronecker como una herramienta practica para manejar las parametrizaciones dependientes de variables, que resultan en matrices de grandes dimensiones. ABSTRACT Future missions for air to air endo-atmospheric missiles require the interception of targets with higher speeds and more maneuverable, including forthcoming unmanned supersonic combat vehicles. The interception will need to be achieved from any angle and off-boresight launch conditions. One of the most significant discussions in missile technology today is how to satisfy these new operational requirements by increasing missile maneuvering capabilities and in parallel, through the development of more advanced guidance and control methods. This Thesis addresses these two objectives by proposing a novel optimal integrated guidance and autopilot design scheme, applicable to more maneuverable missiles with forward and rearward aerodynamic controls. A first insight of these results have been recently published in the Journal of Aerospace Engineering in April 2015, [Ibarrondo and Sanz-Aránguez, 2015]. The value of this integrated solution is that it allows the missile to comply with the aforementioned requirements only by applying aerodynamic control. The proposed design is compared against more traditional guidance and control approaches with positive results, achieving reduced control efforts and lower miss distances with the integrated logic even in the presence of noises. In this Thesis it will be demonstrated how the dual control missile, where canard and tail fins are both movable, can enhance the capabilities of an existing missile airframe. Compared to a tail missile, dual control only requires two additional servos to actuate the canards in pitch and yaw. The tail section will be responsible to maintain the missile stabilized in roll, like in a classic tail missile. The additional complexity is that the vortices shed from the canard propagate downstream where they interact with the tail surfaces, altering the tail expected control characteristics. These aerodynamic phenomena must be properly described, as a preliminary step, with high enough precision for advanced guidance and control studies. As a first contribution we have developed a full analytical model of the nonlinear aerodynamics of a missile with dual control, including the characterization of this cross-control coupling effect. This development has been produced from a theoretical model validated with reliable practical data obtained from wind tunnel experiments available in the scientific literature, complement with computer fluid dynamics and semi-experimental methods. There are two modes of operating a missile with forward and rear controls, ”divert” and ”opposite” modes. In divert mode, controls are deflected in the same direction, generating an increment in direct lift and missile translation. Response is fast, but in this mode, dual control missiles may have difficulties in achieving large angles of attack and high level of lateral accelerations. When controls are deflected in opposite directions (opposite mode) the missile airframe rotates and the body angle of attack is increased to generate greater accelerations in steady-state, although the response time is larger. With the aero-model, a state dependent parametrization of the dual control missile short term dynamics can be obtained. Due to the cross-coupling effect, the open loop dynamics for the dual control missile is not linearly dependent of the fin positions. The short term missile dynamics are blended with the servo system to obtain an extended autopilot model, where the response is linear with the control fins turning rates, that will be the control variables. The flight control loop is optimized to achieve the maneuver required by the guidance law without exceeding any of the missile aerodynamic or mechanical limitations. The specific aero-limitations and relevant performance indicators for the dual control are set as part of the analysis. A second contribution of this Thesis is the development of a step-tracking multi-input autopilot that integrates non-linear aerodynamics. The designed dual control missile autopilot is a full three dimensional autopilot, where roll, pitch and yaw are integrated, calculating command inputs simultaneously. The autopilot control gains are state dependent, and calculated at each integration step solving a matrix Riccati equation of order 21x21. The resulting gains are sub-optimal as a full solution for the Hamilton-Jacobi-Bellman equation cannot be resolved in practical terms and some simplifications are taken. Acceleration mechanisms with an λ-shift is incorporated in the design. As part of the autopilot, a strategy is defined for proper allocation of control effort between canard and tail channels. This is achieved with an augmented feed forward controller that minimizes the total control effort of the missile to maneuver. The feedforward law also maintains the missile near trim conditions, obtaining a well manner response of the missile. The nonlinear controller proves to eliminate the non-minimum phase effect of the tail. Two guidance and control designs have been considered in this Thesis: the Two- Loop and the Integrated approaches. In the Two-Loop approach, the autopilot is placed in an inner loop and designed separately from an outer guidance loop. This structure assumes that spectral separation holds, meaning that the autopilot response times are much higher than the guidance command updates. The developed nonlinear autopilot is linked in the study to an optimal guidance law. Simulations are carried on launching close to collision course against supersonic and highly maneuver targets. Results demonstrate a large boost in performance provided by the dual control versus more traditional canard and tail missiles, where interception with the dual control close to collision course is achieved form 365deg all around the target. It is shown that for the dual control missile the optimal flight strategy results in using opposite control in its approach to target and quick corrections with divert just before impact. However the Two-Loop logic fails to achieve target interception when there are large deviations initially from collision course. One of the reasons is that part of the guidance command is not followed, because the missile is not able to control its axial acceleration without a throttleable engine. Also the separation hypothesis may not be applicable for a high dynamic vehicle like a dual control missile approaching a maneuvering target. If the guidance and autopilot are combined into a single loop, the guidance law will have information of the missile states and could calculate the most optimal approach to the target considering the actual capabilities and attitude of the missile. A third contribution of this Thesis is the resolution of the mentioned second design, the non-linear integrated guidance and autopilot (IGA) problem for the dual control missile. Previous approaches in the literature have posed the problem in body axes, resulting in high unstable behavior due to the low damping of the missile, and have also caused the missile to slide around the target and not actually hitting it. The IGA system is posed here in inertial axes and quaternion dynamics, eliminating these inconveniences. It is not restricted to the missile short term dynamic, and we have explicitly included the missile speed as a state variable. The IGA formulation is also independent of the target maneuver model that is explicitly included in the Two-loop optimal guidance law model. A typical problem of the integrated systems with a proportional control law is the problem of scales. The guidance errors are larger than missile state errors during most of the flight and result in high gains, control saturation and loss of control. It has been addressed here with an integrated feedforward controller that defines a local equilibrium state at each flight point and the controller acts as a regulator to minimize the IGA states excursions versus the defined feedforward state. The performance criteria for the IGA are the same as in the Two-Loop case. However the resulting optimization problem is mathematically very complex. The optimal problem in a finite-time horizon results in an irresoluble state dependent differential Riccati equation with terminal conditions. With a change of variable and the introduction of a transition matrix, the equation is transformed into a time differential Lyapunov equation that can be solved with known numerical methods in real time. This solution results range limited, and applicable when the missile is in a close neighborhood of the target. For larger ranges, an approximate solution is used, obtained from solution of an algebraic matrix Riccati equation at each integration step. The results obtained show, by mean of several comparative numerical tests in diverse homing scenarios, than the integrated approach is a better solution that the Two- Loop scheme. Trajectories obtained are very different in the two cases. The IGA fully preserves the guidance command and it is able to maximize the utilization of the missile propulsion system, achieving interception with lower miss distances and in lower flight times. The IGA can achieve interception against off-boresight targets where the Two- Loop was not able to success. As an additional advantage, the IGA also requires one order of magnitude less calculations than the Two-Loop solution. The effects of radar noises, discrete radar data and radome errors are investigated. IGA solution is robust, and less affected by radar than the Two-Loop, especially because the target maneuvers are not part of the IGA core optimization loop. Estimation of target acceleration is always imprecise and noisy and degrade the performance of the two-Loop solution. The IGA trajectories are such that minimize the impact of radome errors in the guidance loop. Finally, as a fourth contribution, it is demonstrated that the missile with IGA guidance is capable of performing a defense against attacks from its rear hemisphere, as a tail attack, only with aerodynamic control. The studied trajectories have a preprogrammed high rate turn maneuver, maintaining the missile within its controllable envelope. This solution does not recur to more complex features in service today, like vector control of the missile thrust or side thrusters. In all the mathematical treatments and demonstrations, the Kronecker product has been introduced as a practical tool to handle the state dependent parametrizations that have resulted in very high order matrix equations.

Fresnel-based modular solar fields for performance/cost optimization in solar thermal power plants: A comparison with parabolic trough collectors.

Linear Fresnel collectors are identified as a technology that should play a main role in order to reduce cost of Concentrating Solar Power. An optical and thermal analysis of the different blocks of the solar power plant is carried out, where Fresnel arrays are compared with the most extended linear technology: parabolic trough collectors. It is demonstrated that the optical performance of Fresnel array is very close to that of PTC, with similar values of maximum flux intensities. In addition, if the heat carrier fluid flows in series by the tubes of the receiver, relatively high thermal efficiencies are achieved. Thus, an annual solar to electricity efficiency of 19% is expected, which is similar to the state of the art in PTCs; this is done with a reduction of costs, thanks to lighter structures, that drives to an estimation of LCOE of around 6.5 c€/kWh.