Robust integration of real time optimization with linear model predictive control

Here, we study the stable integration of real time optimization (RTO) with model predictive control (MPC) in a three layer structure. The intermediate layer is a quadratic programming whose objective is to compute reachable targets to the MPC layer that lie at the minimum distance to the optimum set points that are produced by the RTO layer. The lower layer is an infinite horizon MPC with guaranteed stability with additional constraints that force the feasibility and convergence of the target calculation layer. It is also considered the case in which there is polytopic uncertainty in the steady state model considered in the target calculation. The dynamic part of the MPC model is also considered unknown but it is assumed to be represented by one of the models of a discrete set of models. The efficiency of the methods presented here is illustrated with the simulation of a low order system. (C) 2010 Elsevier Ltd. All rights reserved.

On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain

We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

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.

A calibration approach based on Takagi-Sugeno fuzzy inference system for digital electronic compasses

Recently, the development of industrial processes brought on the outbreak of technologically complex systems. This development generated the necessity of research relative to the mathematical techniques that have the capacity to deal with project complexities and validation. Fuzzy models have been receiving particular attention in the area of nonlinear systems identification and analysis due to it is capacity to approximate nonlinear behavior and deal with uncertainty. A fuzzy rule-based model suitable for the approximation of many systems and functions is the Takagi-Sugeno (TS) fuzzy model. IS fuzzy models are nonlinear systems described by a set of if then rules which gives local linear representations of an underlying system. Such models can approximate a wide class of nonlinear systems. In this paper a performance analysis of a system based on IS fuzzy inference system for the calibration of electronic compass devices is considered. The contribution of the evaluated IS fuzzy inference system is to reduce the error obtained in data acquisition from a digital electronic compass. For the reliable operation of the TS fuzzy inference system, adequate error measurements must be taken. The error noise must be filtered before the application of the IS fuzzy inference system. The proposed method demonstrated an effectiveness of 57% at reducing the total error based on considered tests. (C) 2011 Elsevier Ltd. All rights reserved.

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

A decision support system to facilitate management of patients with acute gastrointestinal bleeding

Objective: To develop a model to predict the bleeding source and identify the cohort amongst patients with acute gastrointestinal bleeding (GIB) who require urgent intervention, including endoscopy. Patients with acute GIB, an unpredictable event, are most commonly evaluated and managed by non-gastroenterologists. Rapid and consistently reliable risk stratification of patients with acute GIB for urgent endoscopy may potentially improve outcomes amongst such patients by targeting scarce health-care resources to those who need it the most. Design and methods: Using ICD-9 codes for acute GIB, 189 patients with acute GIB and all. available data variables required to develop and test models were identified from a hospital medical records database. Data on 122 patients was utilized for development of the model and on 67 patients utilized to perform comparative analysis of the models. Clinical data such as presenting signs and symptoms, demographic data, presence of co-morbidities, laboratory data and corresponding endoscopic diagnosis and outcomes were collected. Clinical data and endoscopic diagnosis collected for each patient was utilized to retrospectively ascertain optimal management for each patient. Clinical presentations and corresponding treatment was utilized as training examples. Eight mathematical models including artificial neural network (ANN), support vector machine (SVM), k-nearest neighbor, linear discriminant analysis (LDA), shrunken centroid (SC), random forest (RF), logistic regression, and boosting were trained and tested. The performance of these models was compared using standard statistical analysis and ROC curves. Results: Overall the random forest model best predicted the source, need for resuscitation, and disposition with accuracies of approximately 80% or higher (accuracy for endoscopy was greater than 75%). The area under ROC curve for RF was greater than 0.85, indicating excellent performance by the random forest model Conclusion: While most mathematical models are effective as a decision support system for evaluation and management of patients with acute GIB, in our testing, the RF model consistently demonstrated the best performance. Amongst patients presenting with acute GIB, mathematical models may facilitate the identification of the source of GIB, need for intervention and allow optimization of care and healthcare resource allocation; these however require further validation. (c) 2007 Elsevier B.V. All rights reserved.

Testing the retention of attachments for implant overdentures - validation of an original force measurement system

P>The aim of this study was to validate an original portable device to measure attachment retention of implant overdentures both in the lab and in clinical settings. The device was built with a digital force measurement gauge (Imada) secured to a vertical wheel stand associated with a customized support to hold and position the denture in adjustable angulations. Sixteen matrix and patrix cylindrical stud attachments (Locator (R)) were randomly assigned as in vitro test specimens. Attachment abutments were secured in an implant analogue hung to the digital force gauge or to the load cell of a traction machine used as the gold standard (Instron Universal Testing Machine). Matrices were secured in a denture duplicate attached to the customized support, permitting reproducibility of their position on both pulling devices. Attachment retention in the axial direction was evaluated by measuring maximum dislodging force or peak load during five consecutive linear dislodgments of each attachment on both devices. After a wear simulation, retention was measured again at several time periods. The peak load measurements with the customized Imada device were similar to those obtained with the gold standard Instron machine. These findings suggest that the proposed portable device can provide accurate information on the retentive properties of attachment systems for removable dental prostheses.

Exact Search Directions for Optimization of Linear and Nonlinear Models Based on Generalized Orthonormal Functions

A novel technique for selecting the poles of orthonormal basis functions (OBF) in Volterra models of any order is presented. It is well-known that the usual large number of parameters required to describe the Volterra kernels can be significantly reduced by representing each kernel using an appropriate basis of orthonormal functions. Such a representation results in the so-called OBF Volterra model, which has a Wiener structure consisting of a linear dynamic generated by the orthonormal basis followed by a nonlinear static mapping given by the Volterra polynomial series. Aiming at optimizing the poles that fully parameterize the orthonormal bases, the exact gradients of the outputs of the orthonormal filters with respect to their poles are computed analytically by using a back-propagation-through-time technique. The expressions relative to the Kautz basis and to generalized orthonormal bases of functions (GOBF) are addressed; the ones related to the Laguerre basis follow straightforwardly as a particular case. The main innovation here is that the dynamic nature of the OBF filters is fully considered in the gradient computations. These gradients provide exact search directions for optimizing the poles of a given orthonormal basis. Such search directions can, in turn, be used as part of an optimization procedure to locate the minimum of a cost-function that takes into account the error of estimation of the system output. The Levenberg-Marquardt algorithm is adopted here as the optimization procedure. Unlike previous related work, the proposed approach relies solely on input-output data measured from the system to be modeled, i.e., no information about the Volterra kernels is required. Examples are presented to illustrate the application of this approach to the modeling of dynamic systems, including a real magnetic levitation system with nonlinear oscillatory behavior.

Permanence of stability for a class of system of differential equations with two delays

The paper studies a class of a system of linear retarded differential difference equations with several parameters. It presents some sufficient conditions under which no stability changes for an equilibrium point occurs. Application of these results is given. (c) 2007 Elsevier Ltd. All rights reserved.

Iterative strong coupling of dimensionally heterogeneous models

In this article we address decomposition strategies especially tailored to perform strong coupling of dimensionally heterogeneous models, under the hypothesis that one wants to solve each submodel separately and implement the interaction between subdomains by boundary conditions alone. The novel methodology takes full advantage of the small number of interface unknowns in this kind of problems. Existing algorithms can be viewed as variants of the `natural` staggered algorithm in which each domain transfers function values to the other, and receives fluxes (or forces), and vice versa. This natural algorithm is known as Dirichlet-to-Neumann in the Domain Decomposition literature. Essentially, we propose a framework in which this algorithm is equivalent to applying Gauss-Seidel iterations to a suitably defined (linear or nonlinear) system of equations. It is then immediate to switch to other iterative solvers such as GMRES or other Krylov-based method. which we assess through numerical experiments showing the significant gain that can be achieved. indeed. the benefit is that an extremely flexible, automatic coupling strategy can be developed, which in addition leads to iterative procedures that are parameter-free and rapidly converging. Further, in linear problems they have the finite termination property. Copyright (C) 2009 John Wiley & Sons, Ltd.

A linear optimization approach to the combined production planning model

Two fundamental processes usually arise in the production planning of many industries. The first one consists of deciding how many final products of each type have to be produced in each period of a planning horizon, the well-known lot sizing problem. The other process consists of cutting raw materials in stock in order to produce smaller parts used in the assembly of final products, the well-studied cutting stock problem. In this paper the decision variables of these two problems are dependent of each other in order to obtain a global optimum solution. Setups that are typically present in lot sizing problems are relaxed together with integer frequencies of cutting patterns in the cutting problem. Therefore, a large scale linear optimizations problem arises, which is exactly solved by a column generated technique. It is worth noting that this new combined problem still takes the trade-off between storage costs (for final products and the parts) and trim losses (in the cutting process). We present some sets of computational tests, analyzed over three different scenarios. These results show that, by combining the problems and using an exact method, it is possible to obtain significant gains when compared to the usual industrial practice, which solve them in sequence. (C) 2010 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

Genetic Algorithm for the Determination of Linear Viscoelastic Relaxation Spectrum from Experimental Data

Conventional procedures employed in the modeling of viscoelastic properties of polymer rely on the determination of the polymer`s discrete relaxation spectrum from experimentally obtained data. In the past decades, several analytical regression techniques have been proposed to determine an explicit equation which describes the measured spectra. With a diverse approach, the procedure herein introduced constitutes a simulation-based computational optimization technique based on non-deterministic search method arisen from the field of evolutionary computation. Instead of comparing numerical results, this purpose of this paper is to highlight some Subtle differences between both strategies and focus on what properties of the exploited technique emerge as new possibilities for the field, In oder to illustrate this, essayed cases show how the employed technique can outperform conventional approaches in terms of fitting quality. Moreover, in some instances, it produces equivalent results With much fewer fitting parameters, which is convenient for computational simulation applications. I-lie problem formulation and the rationale of the highlighted method are herein discussed and constitute the main intended contribution. (C) 2009 Wiley Periodicals, Inc. J Appl Polym Sci 113: 122-135, 2009

A Direct Numerov Sixth-order Numerical Scheme to Accurately Solve the Unidimensional Poisson Equation with Dirichlet Boundary Conditions

In this article, we present an analytical direct method, based on a Numerov three-point scheme, which is sixth order accurate and has a linear execution time on the grid dimension, to solve the discrete one-dimensional Poisson equation with Dirichlet boundary conditions. Our results should improve numerical codes used mainly in self-consistent calculations in solid state physics.

Surface modification and crystallization of the BaO-B2O3-SiO2 glassy system using CO2 laser irradiation

The surface modification and crystallization process of BaO-B2O3-SiO2 glass compositions when exposed to CO2 laser irradiation was evaluated as a function of the laser power, irradiation time and surface condition. The glass surface was modified by the application of laser power exceeding 0.40 W and an irradiation time of more than 300 s. Micro-Raman and X-ray diffraction measurements revealed at high laser power the formation of beta-BaB2O4 (beta-BBO) crystalline phase. The crystallization of the irradiated region was enhanced when beta-BBO micrometer sized particles were dispersed on the surface of the glass sample. The intensity of the second harmonic generation observed in the crystallized region was found to depend mainly on the condition of the glassy surface prior to glass irradiation. (C) 2007 Elsevier B.V. All rights reserved.

Fully electrochemical hyphenated flow system for preconcentration, cleanup, stripping, capillary electrophoresis with stacking and contactless conductivity detection of trace heavy metals

Successful coupling of electrochemical preconcentration (EPC) to capillary electrophoresis (CE) with contactless conductivity detection (C(4)D) is reported for the first time. The EPC-CE interface comprises a dual glassy carbon electrode (GCE) block, a spacer and an upper block with flow inlet and outlet, pseudo-reference electrode and a fitting for the CE silica column, consisting of an orifice perpendicular to the surface of a glassy carbon electrode with a bushing inside to ensure a tight press fit. The end of the capillary in contact with the GCE is slant polished, thus defining a reproducible distance from the electrode surface to the column bore. First results with EPC-CE-C(4)D are very promising, as revealed by enrichment factors of two orders of magnitude for Tl, Cu, Pb and Cd ion peak area signals. Detection limits for 10 min deposition time fall around 20 nmol L(-1) with linear calibration curves over a wide range. Besides preconcentration, easy matrix exchange between accumulation and stripping/injection favors procedures like sample cleanup and optimization of pH, ionic strength and complexing power. This was demonstrated for highly saline samples by using a low conductivity buffer for stripping/injection to improve separation and promote field-enhanced sample stacking during electromigration along the capillary. (C) 2010 Elsevier B.V. All rights reserved.