235 resultados para Model Output Statistics
Resumo:
This paper considers two aspects of the nonlinear H(infinity) control problem: the use of weighting functions for performance and robustness improvement, as in the linear case, and the development of a successive Galerkin approximation method for the solution of the Hamilton-Jacobi-Isaacs equation that arises in the output-feedback case. Design of nonlinear H(infinity) controllers obtained by the well-established Taylor approximation and by the proposed Galerkin approximation method applied to a magnetic levitation system are presented for comparison purposes.
Resumo:
Although the formulation of the nonlinear theory of H(infinity) control has been well developed, solving the Hamilton-Jacobi-Isaacs equation remains a challenge and is the major bottleneck for practical application of the theory. Several numerical methods have been proposed for its solution. In this paper, results on convergence and stability for a successive Galerkin approximation approach for nonlinear H(infinity) control via output feedback are presented. An example is presented illustrating the application of the algorithm.
Resumo:
A new excitation model for the numerical solution of field integral equation (EFIE) applied to arbitrarily shaped monopole antennas fed by coaxial lines is presented. This model yields a stable solution for the input impedance of such antennas with very low numerical complexity and without the convergence and high parasitic capacitance problems associated with the usual delta gap excitation.
Resumo:
In order to model the synchronization of brain signals, a three-node fully-connected network is presented. The nodes are considered to be voltage control oscillator neurons (VCON) allowing to conjecture about how the whole process depends on synaptic gains, free-running frequencies and delays. The VCON, represented by phase-locked loops (PLL), are fully-connected and, as a consequence, an asymptotically stable synchronous state appears. Here, an expression for the synchronous state frequency is derived and the parameter dependence of its stability is discussed. Numerical simulations are performed providing conditions for the use of the derived formulae. Model differential equations are hard to be analytically treated, but some simplifying assumptions combined with simulations provide an alternative formulation for the long-term behavior of the fully-connected VCON network. Regarding this kind of network as models for brain frequency signal processing, with each PLL representing a neuron (VCON), conditions for their synchronization are proposed, considering the different bands of brain activity signals and relating them to synaptic gains, delays and free-running frequencies. For the delta waves, the synchronous state depends strongly on the delays. However, for alpha, beta and theta waves, the free-running individual frequencies determine the synchronous state. (C) 2011 Elsevier B.V. All rights reserved.
Resumo:
Lightning-induced overvoltages have a considerable impact on the power quality of overhead distribution and telecommunications systems, and various models have been developed for the computation of the electromagnetic transients caused by indirect strokes. The most adequate has been shown to be the one proposed by Agrawal et al.; the Rusck model can be visualized as a particular case, as both models are equivalent when the lightning channel is perpendicular to the ground plane. In this paper, an extension of the Rusck model that enables the calculation of lightning-induced transients considering flashes to nearby elevated structures and realistic line configurations is tested against data obtained from both natural lightning and scale model experiments. The latter, performed under controlled conditions, can be used also to verify the validity of other coupling models and relevant codes. The so-called Extended Rusck Model, which is shown to be sufficiently accurate, is applied to the analysis of lightning-induced voltages on lines with a shield wire and/or surge arresters. The investigation conducted indicates that the ratio between the peak values of the voltages induced by typical first and subsequent strokes can be either greater or smaller than the unity, depending on the line configuration.
Resumo:
In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.
Resumo:
This work considers the open-loop control problem of steering a two-level quantum system from any initial to any final condition. The model of this system evolves on the state space X = SU(2), having two inputs that correspond to the complex amplitude of a resonant laser field. A symmetry preserving flat output is constructed using a fully geometric construction and quaternion computations. Simulation results of this flatness-based open-loop control are provided.
Model for facilities or vendors location in a global scale considering several echelons in the Chain
Resumo:
The facilities location problem for companies with global operations is very complex and not well explored in the literature. This work proposes a MILP model that solves the problem through minimization of the total logistic cost. Main contributions of the model are the pioneer carrying cost calculation, the treatment given to the take-or-pay costs and to the international tax benefits such as drawback and added value taxes in Brazil. The model was successfully applied to a real case of a chemical industry with industrial plants and sales all over the world. The model application recommended a totally new sourcing model for the company.
Resumo:
Accurate price forecasting for agricultural commodities can have significant decision-making implications for suppliers, especially those of biofuels, where the agriculture and energy sectors intersect. Environmental pressures and high oil prices affect demand for biofuels and have reignited the discussion about effects on food prices. Suppliers in the sugar-alcohol sector need to decide the ideal proportion of ethanol and sugar to optimise their financial strategy. Prices can be affected by exogenous factors, such as exchange rates and interest rates, as well as non-observable variables like the convenience yield, which is related to supply shortages. The literature generally uses two approaches: artificial neural networks (ANNs), which are recognised as being in the forefront of exogenous-variable analysis, and stochastic models such as the Kalman filter, which is able to account for non-observable variables. This article proposes a hybrid model for forecasting the prices of agricultural commodities that is built upon both approaches and is applied to forecast the price of sugar. The Kalman filter considers the structure of the stochastic process that describes the evolution of prices. Neural networks allow variables that can impact asset prices in an indirect, nonlinear way, what cannot be incorporated easily into traditional econometric models.
Resumo:
In this paper we proposed a new two-parameters lifetime distribution with increasing failure rate. The new distribution arises on a latent complementary risk problem base. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulae for its reliability and failure rate functions, quantiles and moments, including the mean and variance. A simple EM-type algorithm for iteratively computing maximum likelihood estimates is presented. The Fisher information matrix is derived analytically in order to obtaining the asymptotic covariance matrix. The methodology is illustrated on a real data set. (C) 2010 Elsevier B.V. All rights reserved.