Robust state prediction for descriptor systems

This paper deals with the problem of state prediction for descriptor systems subject to bounded uncertainties. The problem is stated in terms of the optimization of an appropriate quadratic functional. This functional is well suited to derive not only the robust predictor for descriptor systems but also that for usual state-space systems. Numerical examples are included in order to demonstrate the performance of this new filter. (C) 2008 Elsevier Ltd. All rights reserved.

A novel continuous time representation for the scheduling of pipeline systems with pumping yield rate constraints

Pipeline systems play a key role in the petroleum business. These operational systems provide connection between ports and/or oil fields and refineries (upstream), as well as between these and consumer markets (downstream). The purpose of this work is to propose a novel MINLP formulation based on a continuous time representation for the scheduling of multiproduct pipeline systems that must supply multiple consumer markets. Moreover, it also considers that the pipeline operates intermittently and that the pumping costs depend on the booster stations yield rates, which in turn may generate different flow rates. The proposed continuous time representation is compared with a previously developed discrete time representation [Rejowski, R., Jr., & Pinto, J. M. (2004). Efficient MILP formulations and valid cuts for multiproduct pipeline scheduling. Computers and Chemical Engineering, 28, 1511] in terms of solution quality and computational performance. The influence of the number of time intervals that represents the transfer operation is studied and several configurations for the booster stations are tested. Finally, the proposed formulation is applied to a larger case, in which several booster configurations with different numbers of stages are tested. (C) 2007 Elsevier Ltd. All rights reserved.

Stable Model Predictive Control for Integrating Systems with Optimizing Targets

This paper concern the development of a stable model predictive controller (MPC) to be integrated with real time optimization (RTO) in the control structure of a process system with stable and integrating outputs. The real time process optimizer produces Optimal targets for the system inputs and for Outputs that Should be dynamically implemented by the MPC controller. This paper is based oil a previous work (Comput. Chem. Eng. 2005, 29, 1089) where a nominally stable MPC was proposed for systems with the conventional control approach where only the outputs have set points. This work is also based oil the work of Gonzalez et at. (J. Process Control 2009, 19, 110) where the zone control of stable systems is studied. The new control for is obtained by defining ail extended control objective that includes input targets and zone controller the outputs. Additional decision variables are also defined to increase the set of feasible solutions to the control problem. The hard constraints resulting from the cancellation of the integrating modes Lit the end of the control horizon are softened,, and the resulting control problem is made feasible to a large class of unknown disturbances and changes of the optimizing targets. The methods are illustrated with the simulated application of the proposed,approaches to a distillation column of the oil refining industry.

Stability and ergodicity of piecewise deterministic Markov processes

The main goal of this paper is to establish some equivalence results on stability, recurrence, and ergodicity between a piecewise deterministic Markov process ( PDMP) {X( t)} and an embedded discrete-time Markov chain {Theta(n)} generated by a Markov kernel G that can be explicitly characterized in terms of the three local characteristics of the PDMP, leading to tractable criterion results. First we establish some important results characterizing {Theta(n)} as a sampling of the PDMP {X( t)} and deriving a connection between the probability of the first return time to a set for the discrete-time Markov chains generated by G and the resolvent kernel R of the PDMP. From these results we obtain equivalence results regarding irreducibility, existence of sigma-finite invariant measures, and ( positive) recurrence and ( positive) Harris recurrence between {X( t)} and {Theta(n)}, generalizing the results of [ F. Dufour and O. L. V. Costa, SIAM J. Control Optim., 37 ( 1999), pp. 1483-1502] in several directions. Sufficient conditions in terms of a modified Foster-Lyapunov criterion are also presented to ensure positive Harris recurrence and ergodicity of the PDMP. We illustrate the use of these conditions by showing the ergodicity of a capacity expansion model.

AVERAGE CONTINUOUS CONTROL OF PIECEWISE DETERMINISTIC MARKOV PROCESSES

This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMPs) taking values in a general Borel space and with compact action space depending on the state variable. The control variable acts on the jump rate and transition measure of the PDMP, and the running and boundary costs are assumed to be positive but not necessarily bounded. Our first main result is to obtain an optimality equation for the long run average cost in terms of a discrete-time optimality equation related to the embedded Markov chain given by the postjump location of the PDMP. Our second main result guarantees the existence of a feedback measurable selector for the discrete-time optimality equation by establishing a connection between this equation and an integro-differential equation. Our final main result is to obtain some sufficient conditions for the existence of a solution for a discrete-time optimality inequality and an ordinary optimal feedback control for the long run average cost using the so-called vanishing discount approach. Two examples are presented illustrating the possible applications of the results developed in the paper.

Recycling Krylov subspaces for efficient large-scale electrical impedance tomography

Electrical impedance tomography (EIT) captures images of internal features of a body. Electrodes are attached to the boundary of the body, low intensity alternating currents are applied, and the resulting electric potentials are measured. Then, based on the measurements, an estimation algorithm obtains the three-dimensional internal admittivity distribution that corresponds to the image. One of the main goals of medical EIT is to achieve high resolution and an accurate result at low computational cost. However, when the finite element method (FEM) is employed and the corresponding mesh is refined to increase resolution and accuracy, the computational cost increases substantially, especially in the estimation of absolute admittivity distributions. Therefore, we consider in this work a fast iterative solver for the forward problem, which was previously reported in the context of structural optimization. We propose several improvements to this solver to increase its performance in the EIT context. The solver is based on the recycling of approximate invariant subspaces, and it is applied to reduce the EIT computation time for a constant and high resolution finite element mesh. In addition, we consider a powerful preconditioner and provide a detailed pseudocode for the improved iterative solver. The numerical results show the effectiveness of our approach: the proposed algorithm is faster than the preconditioned conjugate gradient (CG) algorithm. The results also show that even on a standard PC without parallelization, a high mesh resolution (more than 150,000 degrees of freedom) can be used for image estimation at a relatively low computational cost. (C) 2010 Elsevier B.V. All rights reserved.

Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market

In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.

Synaptic compensation on Hopfield network: implications for memory rehabilitation

The discrete-time neural network proposed by Hopfield can be used for storing and recognizing binary patterns. Here, we investigate how the performance of this network on pattern recognition task is altered when neurons are removed and the weights of the synapses corresponding to these deleted neurons are divided among the remaining synapses. Five distinct ways of distributing such weights are evaluated. We speculate how this numerical work about synaptic compensation may help to guide experimental studies on memory rehabilitation interventions.

A poloxamer/chitosan in situ forming gel with prolonged retention time for ocular delivery

The aim of the present work was to obtain an ophthalmic delivery system with improved mechanical and mucoadhesive properties that could provide prolonged retention time for the treatment of ocular diseases. For this, an in situ forming gel comprised of the combination of a thermosetting polymer, poly (ethylene oxide)-poly (propylene oxide)-poly (ethylene oxide) (PEO-PPO-PEO, poloxamer), with a mucoadhesive agent (chitosan) was developed. Different polymer ratios were evaluated by oscillatory rheology, texture and mucoadhesive profiles. Scintigraphy studies in humans were conduced to verify the retention time of the formulations developed. The results showed that chitosan improves the mechanical strength and texture properties of poloxamer formulations and also confers mucoadhesive properties in a concentration-dependent manner. After a 10-min instillation of the poloxamer/chitosan 16:1 formulation in human eyes, 50-60% of the gel was still in contact with the cornea surface, which represents a fourfold increased retention in comparison with a conventional solution. Therefore, the developed formulation presented adequate mechanical and sensorial properties and remained in contact with the eye surface for a prolonged time. In conclusion, the in situ forming gel comprised of poloxamer/chitosan is a promising tool for the topical treatment of ocular diseases. (C) 2010 Elsevier B.V. All rights reserved.

Influence of memory in deterministic walks in random media: Analytical calculation within a mean-field approximation

Consider a random medium consisting of N points randomly distributed so that there is no correlation among the distances separating them. This is the random link model, which is the high dimensionality limit (mean-field approximation) for the Euclidean random point structure. In the random link model, at discrete time steps, a walker moves to the nearest point, which has not been visited in the last mu steps (memory), producing a deterministic partially self-avoiding walk (the tourist walk). We have analytically obtained the distribution of the number n of points explored by the walker with memory mu=2, as well as the transient and period joint distribution. This result enables us to explain the abrupt change in the exploratory behavior between the cases mu=1 (memoryless walker, driven by extreme value statistics) and mu=2 (walker with memory, driven by combinatorial statistics). In the mu=1 case, the mean newly visited points in the thermodynamic limit (N >> 1) is just < n >=e=2.72... while in the mu=2 case, the mean number < n > of visited points grows proportionally to N(1/2). Also, this result allows us to establish an equivalence between the random link model with mu=2 and random map (uncorrelated back and forth distances) with mu=0 and the abrupt change between the probabilities for null transient time and subsequent ones.

Additive genetic relationship of longevity with fertility and production traits in Nellore cattle based on bivariate models

Survival or longevity is an economically important trait in beef cattle. The main inconvenience for its inclusion in selection criteria is delayed recording of phenotypic data and the high computational demand for including survival in proportional hazard models. Thus, identification of a longevity-correlated trait that could be recorded early in life would be very useful for selection purposes. We estimated the genetic relationship of survival with productive and reproductive traits in Nellore cattle, including weaning weight (WW), post-weaning growth (PWG), muscularity (MUSC), scrotal circumference at 18 months (SC18), and heifer pregnancy (HP). Survival was measured in discrete time intervals and modeled through a sequential threshold model. Five independent bivariate Bayesian analyses were performed, accounting for cow survival and the five productive and reproductive traits. Posterior mean estimates for heritability (standard deviation in parentheses) were 0.55 (0.01) for WW, 0.25 (0.01) for PWG, 0.23 (0.01) for MUSC, and 0.48 (0.01) for SC18. The posterior mean estimates (95% confidence interval in parentheses) for the genetic correlation with survival were 0.16 (0.13-0.19), 0.30 (0.25-0.34), 0.31 (0.25-0.36), 0.07 (0.02-0.12), and 0.82 (0.78-0.86) for WW, PWG, MUSC, SC18, and HP, respectively. Based on the high genetic correlation and heritability (0.54) posterior mean estimates for HP, the expected progeny difference for HP can be used to select bulls for longevity, as well as for post-weaning gain and muscle score.

Self-organized distribution of periodicity and chaos in an electrochemical oscillator

We report a detailed numerical investigation of a prototype electrochemical oscillator, in terms of high-resolution phase diagrams for an experimentally relevant section of the control (parameter) space. The prototype model consists of a set of three autonomous ordinary differential equations which captures the general features of electrochemical oscillators characterized by a partially hidden negative differential resistance in an N-shaped current-voltage stationary curve. By computing Lyapunov exponents, we provide a detailed discrimination between chaotic and periodic phases of the electrochemical oscillator. Such phases reveal the existence of an intricate structure of domains of periodicity self-organized into a chaotic background. Shrimp-like periodic regions previously observed in other discrete and continuous systems were also observed here, which corroborate the universal nature of the occurrence of such structures. In addition, we have also found a structured period distribution within the order region. Finally we discuss the possible experimental realization of comparable phase diagrams.

Fuzzy pole placement based on piecewise Lyapunov functions

This paper presents a controller design method for fuzzy dynamic systems based on piecewise Lyapunov functions with constraints on the closed-loop pole location. The main idea is to use switched controllers to locate the poles of the system to obtain a satisfactory transient response. It is shown that the global fuzzy system satisfies the requirements for the design and that the control law can be obtained by solving a set of linear matrix inequalities, which can be efficiently solved with commercially available softwares. An example is given to illustrate the application of the proposed method. Copyright (C) 2009 John Wiley & Sons, Ltd.

A Fault-Tolerant Manipulator Robot Based on H(2), H(infinity), and Mixed H(2)/H(infinity) Markovian Controls

This paper develops a Markovian jump model to describe the fault occurrence in a manipulator robot of three joints. This model includes the changes of operation points and the probability that a fault occurs in an actuator. After a fault, the robot works as a manipulator with free joints. Based on the developed model, a comparative study among three Markovian controllers, H(2), H(infinity), and mixed H(2)/H(infinity) is presented, applied in an actual manipulator robot subject to one and two consecutive faults.

Stable MPC for tracking with maximal domain of attraction

In this work, a stable MPC that maximizes the domain of attraction of the closed-loop system is proposed. The proposed approach is suitable to real applications in the sense that it accounts for the case of output tracking, it is offset free if the output target is reachable and minimizes the offset if some of the constraints are active at steady state. The new approach is based on the definition of a Minkowski functional related to the input and terminal constraints of the stable infinite horizon MPC. It is also shown that the domain of attraction is defined by the system model and the constraints, and it does not depend on the controller tuning parameters. The proposed controller is illustrated with small order examples of the control literature. (C) 2011 Elsevier Ltd. All rights reserved.