Anisotropy-based performance analysis of linear discrete time invariant control systems

The anisotropic norm of a linear discrete-time-invariant system measures system output sensitivity to stationary Gaussian input disturbances of bounded mean anisotropy. Mean anisotropy characterizes the degree of predictability (or colouredness) and spatial non-roundness of the noise. The anisotropic norm falls between the H-2 and H-infinity norms and accommodates their loss of performance when the probability structure of input disturbances is not exactly known. This paper develops a method for numerical computation of the anisotropic norm which involves linked Riccati and Lyapunov equations and an associated special type equation.

Relational time for systems of oscillators

Using an elementary example based on two simple harmonic oscillators, we show how a relational time may be defined that leads to an approximate Schrodinger dynamics for subsystems, with corrections leading to an intrinsic decoherence in the energy eigenstates of the subsystem.

Anisotropy-based robust performance analysis of finite horizon linear discrete time varying systems

We consider a problem of robust performance analysis of linear discrete time varying systems on a bounded time interval. The system is represented in the state-space form. It is driven by a random input disturbance with imprecisely known probability distribution; this distributional uncertainty is described in terms of entropy. The worst-case performance of the system is quantified by its a-anisotropic norm. Computing the anisotropic norm is reduced to solving a set of difference Riccati and Lyapunov equations and a special form equation.

Functional analysis of a real-time protocol for networked control systems

Traditional real-time control systems are tightly integrated into the industrial processes they govern. Now, however, there is increasing interest in networked control systems. These provide greater flexibility and cost savings by allowing real-time controllers to interact with industrial processes over existing communications networks. New data packet queuing protocols are currently being developed to enable precise real-time control over a network with variable propagation delays. We show how one such protocol was formally modelled using timed automata, and how model checking was used to reveal subtle aspects of the control system's dynamic behaviour.

Towards platform-independent real-time systems

Real-time software systems are rarely developed once and left to run. They are subject to changes of requirements as the applications they support expand, and they commonly outlive the platforms they were designed to run on. A successful real-time system is duplicated and adapted to a variety of applications - it becomes a product line. Current methods for real-time software development are commonly based on low-level programming languages and involve considerable duplication of effort when a similar system is to be developed or the hardware platform changes. To provide more dependable, flexible and maintainable real-time systems at a lower cost what is needed is a platform-independent approach to real-time systems development. The development process is composed of two phases: a platform-independent phase, that defines the desired system behaviour and develops a platform-independent design and implementation, and a platform-dependent phase that maps the implementation onto the target platform. The last phase should be highly automated. For critical systems, assessing dependability is crucial. The partitioning into platform dependent and independent phases has to support verification of system properties through both phases.

Short-term electricity price forecasting using wavelet and SVM techniques

In deregulated electricity market, modeling and forecasting the spot price present a number of challenges. By applying wavelet and support vector machine techniques, a new time series model for short term electricity price forecasting has been developed in this paper. The model employs both historical price and other important information, such as load capacity and weather (temperature), to forecast the price of one or more time steps ahead. The developed model has been evaluated with the actual data from Australian National Electricity Market. The simulation results demonstrated that the forecast model is capable of forecasting the electricity price with a reasonable forecasting accuracy.

Ladder operator for the one-dimensional Hubbard model

The one-dimensional Hubbard model is integrable in the sense that it has an infinite family of conserved currents. We explicitly construct a ladder operator which can be used to iteratively generate all of the conserved current operators. This construction is different from that used for Lorentz invariant systems such as the Heisenberg model. The Hubbard model is not Lorentz invariant, due to the separation of spin and charge excitations. The ladder operator is obtained by a very general formalism which is applicable to any model that can be derived from a solution of the Yang-Baxter equation.

Depositional environments for strata cored in CRP-3 (Cape Roberts Project), Victoria Land Basin, Antarctica: palaeoglaciological and palaeoclimatological inferences

Cape Roberts Project drill core 3 (CRP-3) was obtained from Roberts ridge, a sea-floor high located at 77°S, 12 km offshore from Cape Roberts in western McMurdo Sound, Antarctica. The recovered core is about 939 m long and comprises strata dated as being early Oligocene (possibly latest Eocene) in age, resting unconformably on ∼ 116 m of basement rocks consisting of Palaeozoic Beacon Supergroup sediments. The core includes ten facies commonly occuring in five major associations that are repeated in particular sequences throughout the core and which are interpreted as representing different depositional environments through time. Depositional systems inferred to be represented in the succession include: outer shelf, inner shelf, nearshore to shoreface each under iceberg influence, deltaic and/or grounding-line fan, and ice proximal-ice marginal-subglacial (mass flow/rainout diamictite/subglacial till) singly or in combination. The record is taken to represent the initial talus/alluvial fan setting of a glaciated rift margin adjacent to the block-uplifted Transantarctic Mountains. Development of a deltaic succession upcore was probably associated with the formation of palaeo-Mackay valley with temperate glaciers in its headwaters. At that stage glaciation was intense enough to support glaciers ending in the sea elsewhere along the coast, but a local glacier was fluctuating down to the sea by the time the youngest part of CRP-3 was being deposited. Changes in palaeoenvironmental interpretations in this youngest part of the core are used to estimate relative glacial proximity to the drillsite through time. These inferred glacial fluctuations are compared with the global δ18O and Mg/Ca curves to evaluate the potential of glacial fluctuations on Antarctica for influencing these records of global change. Although the comparisons are tentative at present, the records do have similarities, but there are also some differences that require further evaluation.

Brief note on the variation of constants formula for fuzzy differential equations

This note gives a theory of state transition matrices for linear systems of fuzzy differential equations. This is used to give a fuzzy version of the classical variation of constants formula. A simple example of a time-independent control system is used to illustrate the methods. While similar problems to the crisp case arise for time-dependent systems, in time-independent cases the calculations are elementary solutions of eigenvalue-eigenvector problems. In particular, for nonnegative or nonpositive matrices, the problems at each level set, can easily be solved in MATLAB to give the level sets of the fuzzy solution. (C) 2002 Elsevier Science B.V. All rights reserved.

A Bayesian approach to imposing curvature on distance functions

The estimated parameters of output distance functions frequently violate the monotonicity, quasi-convexity and convexity constraints implied by economic theory, leading to estimated elasticities and shadow prices that are incorrectly signed, and ultimately to perverse conclusions concerning the effects of input and output changes on productivity growth and relative efficiency levels. We show how a Bayesian approach can be used to impose these constraints on the parameters of a translog output distance function. Implementing the approach involves the use of a Gibbs sampler with data augmentation. A Metropolis-Hastings algorithm is also used within the Gibbs to simulate observations from truncated pdfs. Our methods are developed for the case where panel data is available and technical inefficiency effects are assumed to be time-invariant. Two models-a fixed effects model and a random effects model-are developed and applied to panel data on 17 European railways. We observe significant changes in estimated elasticities and shadow price ratios when regularity restrictions are imposed. (c) 2004 Elsevier B.V. All rights reserved.

Control of structured populations by harvest

It has long been recognized that demographic structure within a population can significantly affect the likely outcomes of harvest. Many studies have focussed on equilibrium dynamics and maximization of the value of the harvest taken. However, in some cases the management objective is to maintain the population at a abundance that is significantly below the carrying capacity. Achieving such an objective by harvest can be complicated by the presence of significant structure (age or stage) in the target population. in such cases, optimal harvest strategies must account for differences among age- or stage-classes of individuals in their relative contribution to the demography of the population. In addition, structured populations are also characterized by transient non-linear dynamics following perturbation, such that even under an equilibrium harvest, the population may exhibit significant momentum, increasing or decreasing before cessation of growth. Using simple linear time-invariant models, we show that if harvest levels are set dynamically (e.g., annually) then transient effects can be as or more important than equilibrium outcomes. We show that appropriate harvest rates can be complicated by uncertainty about the demographic structure of the population, or limited control over the structure of the harvest taken. (c) 2006 Elsevier B.V. All rights reserved.

Applying linear time-varying constraints to econometric models: With an application to demand systems

When linear equality constraints are invariant through time they can be incorporated into estimation by restricted least squares. If, however, the constraints are time-varying, this standard methodology cannot be applied. In this paper we show how to incorporate linear time-varying constraints into the estimation of econometric models. The method involves the augmentation of the observation equation of a state-space model prior to estimation by the Kalman filter. Numerical optimisation routines are used for the estimation. A simple example drawn from demand analysis is used to illustrate the method and its application.

Further results on the relationship between mu-invariant measures and quasi-stationary distributions for absorbing continuous-time Markov chains

This note considers continuous-time Markov chains whose state space consists of an irreducible class, C, and an absorbing state which is accessible from C. The purpose is to provide results on mu-invariant and mu-subinvariant measures where absorption occurs with probability less than one. In particular, the well-known premise that the mu-invariant measure, m, for the transition rates be finite is replaced by the more natural premise that m be finite with respect to the absorption probabilities. The relationship between mu-invariant measures and quasi-stationary distributions is discussed. (C) 2000 Elsevier Science Ltd. All rights reserved.