A backward particle interpretation of Feynman-Kac formulae

We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to traditional genealogical tree based models, these new particle algorithms can be used to compute normalized additive functionals "on-the-fly" as well as their limiting occupation measures with a given precision degree that does not depend on the final time horizon. We provide uniform convergence results with respect to the time horizon parameter as well as functional central limit theorems and exponential concentration estimates. Our results have important consequences for online parameter estimation for non-linear non-Gaussian state-space models. We show how the forward filtering backward smoothing estimates of additive functionals can be computed using a forward only recursion.

The influence of repeated loading, residual stresses and shakedown on the behaviour of tribological contacts

Most tribological pairs carry their service load not just once but for a very large number of repeated cycles. During the early stages of this life, protective residual stresses may be developed in the near surface layers which enable loads which are of sufficient magnitude to cause initial plastic deformation to be accommodated purely elastically in the longer term. This is an example of the phenomenon of 'shakedown' and when its effects are incorporated into the design and operation schedule of machine components this process can lead to significant increases in specific loading duties or improvements in material utilization. Although the underlying principles can be demonstrated by reference to relatively simple stress systems, when a moving Hertzian pressure distribution in considered, which is the form of loading applicable to many contact problems, the situation is more complex. In the absence of exact solutions, bounding theorems, adopted from the theory of plasticity, can be used to generate appropriate load or shakedown limits so that shakedown maps can be drawn which delineate the boundaries between potentially safe and unsafe operating conditions. When the operating point of the contact lies outside the shakedown limit there will be an increment of plastic strain with each application of the load - these can accumulate leading eventually to either component failure or the loss of material by wear. © 2005 Elsevier Ltd. All rights reserved.

Lyapunov's stability and operational margin of grid-connected photovoltaic modules

Analyses of photovoltaic power generation based on Lyapunov's theorems are presented. The characteristics of the photovoltaic module and the power conditioning unit are analyzed in order to establish energy functions that assess the stability of solutions and define safe regions of operation. Furthermore, it is shown that grid-connected photovoltaic modules driven at maximum power may become unstable under normal grid transients. In such cases, stability can be maintained by allowing an operational margin defined as the energy difference between the stable and the unstable solutions of the system. Simulations show that modules cope well with grid transients when a sufficiently large margin is used.

What is the weakest topology in which feedback stability is robust?

Mathematical theorems in control theory are only of interest in so far as their assumptions relate to practical situations. The space of systems with transfer functions in ℋ∞, for example, has many advantages mathematically, but includes large classes of non-physical systems, and one must be careful in drawing inferences from results in that setting. Similarly, the graph topology has long been known to be the weakest, or coarsest, topology in which (1) feedback stability is a robust property (i.e. preserved in small neighbourhoods) and (2) the map from open-to-closed-loop transfer functions is continuous. However, it is not known whether continuity is a necessary part of this statement, or only required for the existing proofs. It is entirely possible that the answer depends on the underlying classes of systems used. The class of systems we concern ourselves with here is the set of systems that can be approximated, in the graph topology, by real rational transfer function matrices. That is, lumped parameter models, or those distributed systems for which it makes sense to use finite element methods. This is precisely the set of systems that have continuous frequency responses in the extended complex plane. For this class, we show that there is indeed a weaker topology; in which feedback stability is robust but for which the maps from open-to-closed-loop transfer functions are not necessarily continuous. © 2013 Copyright Taylor and Francis Group, LLC.