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.

Real time optimization (RTO) with model predictive control (MPC)

This paper studies a simplified methodology to integrate the real time optimization (RTO) of a continuous system into the model predictive controller in the one layer strategy. The gradient of the economic objective function is included in the cost function of the controller. Optimal conditions of the process at steady state are searched through the use of a rigorous non-linear process model, while the trajectory to be followed is predicted with the use of a linear dynamic model, obtained through a plant step test. The main advantage of the proposed strategy is that the resulting control/optimization problem can still be solved with a quadratic programming routine at each sampling step. Simulation results show that the approach proposed may be comparable to the strategy that solves the full economic optimization problem inside the MPC controller where the resulting control problem becomes a non-linear programming problem with a much higher computer load. (C) 2010 Elsevier Ltd. All rights reserved.

A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters

In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

Generation of self-similar Gaussian time series by means of the DWT and DWPT variance maps

Due to the several kinds of services that use the Internet and data networks infra-structures, the present networks are characterized by the diversity of types of traffic that have statistical properties as complex temporal correlation and non-gaussian distribution. The networks complex temporal correlation may be characterized by the Short Range Dependence (SRD) and the Long Range Dependence - (LRD). Models as the fGN (Fractional Gaussian Noise) may capture the LRD but not the SRD. This work presents two methods for traffic generation that synthesize approximate realizations of the self-similar fGN with SRD random process. The first one employs the IDWT (Inverse Discrete Wavelet Transform) and the second the IDWPT (Inverse Discrete Wavelet Packet Transform). It has been developed the variance map concept that allows to associate the LRD and SRD behaviors directly to the wavelet transform coefficients. The developed methods are extremely flexible and allow the generation of Gaussian time series with complex statistical behaviors.

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.

Some remarks on static-feedback linearization for time-varying systems

This work summarizes some results about static state feedback linearization for time-varying systems. Three different necessary and sufficient conditions are stated in this paper. The first condition is the one by [Sluis, W. M. (1993). A necessary condition for dynamic feedback linearization. Systems & Control Letters, 21, 277-283]. The second and the third are the generalizations of known results due respectively to [Aranda-Bricaire, E., Moog, C. H., Pomet, J. B. (1995). A linear algebraic framework for dynamic feedback linearization. IEEE Transactions on Automatic Control, 40, 127-132] and to [Jakubczyk, B., Respondek, W. (1980). On linearization of control systems. Bulletin del` Academie Polonaise des Sciences. Serie des Sciences Mathematiques, 28, 517-522]. The proofs of the second and third conditions are established by showing the equivalence between these three conditions. The results are re-stated in the infinite dimensional geometric approach of [Fliess, M., Levine J., Martin, P., Rouchon, P. (1999). A Lie-Backlund approach to equivalence and flatness of nonlinear systems. IEEE Transactions on Automatic Control, 44(5), 922-937]. (C) 2008 Elsevier Ltd. All rights reserved.

On state representations of time-varying nonlinear systems

This work considers a nonlinear time-varying system described by a state representation, with input u and state x. A given set of functions v, which is not necessarily the original input u of the system, is the (new) input candidate. The main result provides necessary and sufficient conditions for the existence of a local classical state space representation with input v. These conditions rely on integrability tests that are based on a derived flag. As a byproduct, one obtains a sufficient condition of differential flatness of nonlinear systems. (C) 2009 Elsevier Ltd. All rights reserved.

Emerging Threats and Opportunities for Large-Scale Ecological Restoration in the Atlantic Forest of Brazil

Over the past 150 years, Brazil has played a pioneering role in developing environmental policies and pursuing forest conservation and ecological restoration of degraded ecosystems. In particular, the Brazilian Forest Act, first drafted in 1934, has been fundamental in reducing deforestation and engaging private land owners in forest restoration initiatives. At the time of writing (December 2010), however, a proposal for major revision of the Brazilian Forest Act is under intense debate in the National Assembly, and we are deeply concerned about the outcome. On the basis of the analysis of detailed vegetation and hydrographic maps, we estimate that the proposed changes may reduce the total amount of potential areas for restoration in the Atlantic Forest by approximately 6 million hectares. As a radically different policy model, we present the Atlantic Forest Restoration Pact (AFRP), which is a group of more than 160 members that represents one of the most important and ambitious ecological restoration programs in the world. The AFRP aims to restore 15 million hectares of degraded lands in the Brazilian Atlantic Forest biome by 2050 and increase the current forest cover of the biome from 17% to at least 30%. We argue that not only should Brazilian lawmakers refrain from revising the existing Forest Law, but also greatly step up investments in the science, business, and practice of ecological restoration throughout the country, including the Atlantic Forest. The AFRP provides a template that could be adapted to other forest biomes in Brazil and to other megadiversity countries around the world.

Time stability of soil water storage measured by neutron probe and the effects of calibration procedures in a small watershed

The knowledge of soil water storage (SWS) of soil profiles is crucial for the adoption of vegetation restoration practices. With the aim of identifying representative sites to obtain the mean SWS of a watershed, a time stability analysis of neutron probe evaluations of SWS was performed by the means of relative differences and Spearman rank correlation coefficients. At the same time, the effects of different neutron probe calibration procedures were explored on time stability analysis. mean SWS estimation. and preservation of the spatial variability of SWS. The selected watershed, with deep gullies and undulating slopes which cover an area of 20 ha, is characterized by an Ust-Sandiic Entisol and an Aeolian sandy soil. The dominant vegetation species are bunge needlegrass (Stipa bungeana Trim) and korshinsk peashrub (Carugano Korshinskii kom.). From June 11, 2007 to July 23,2008, SWS of the top1 m soil layer was evaluated for 20 dates, based on neutron probe data of 12 sampling sites. Three calibration procedures were employed: type 1, most complete, with each site having its own linear calibration equation (TrE); type II. with TrE equations extended over the whole field: and type III, with one single linear calibration curve for the whole field (UnE) and also correcting its intercept based on site specific relative difference analysis (RdE) and on linear fitting of data (RcE), both maintaining the same slope. A strong time stability of SWS estimated by TrE equations was identified. Soil particle size and soil organic matter content were recognized as the influencing factors for spatial variability of SWS. Land use influenced neither the spatial variability nor the time stability of SWS. Time stability analysis identified one site to represent the mean SWS of the whole watershed with mean absolute percentage errors of less than 10%, therefore. this site can be used as a predictor for the mean SWS of the watershed. Some equations of type II were found to be unsatisfactory to yield reliable mean SWS values or in preserving the associated soil spatial variability. Hence, it is recommended to be cautious in extending calibration equations to other sites since they might not consider the field variability. For the equations with corrected intercept (type III), which consider the spatial variability of calibration in a different way in relation to TrE, it was found that they can yield satisfactory means and standard deviation of SWS, except for the RdE equations, which largely leveled off the SWS values in the watershed. Correlation analysis showed that the neutron probe calibration was linked to soil bulk density and to organic matter content. Therefore, spatial variability of soil properties should be taken into account during the process of neutron probe calibration. This study provides useful information on the mean SWS observation with a time stable site and on distinct neutron probe calibration procedures, and it should be extended to soil water management studies with neutron probes, e.g., the process of vegetation restoration in wider area and soil types of the Loess Plateau in China. (C) 2009 Elsevier B.V. All rights reserved.

Influence of Phase Inversion on the Formation and Stability of One-Step Multiple Emulsions

A novel method of preparation of water-in-oil-in-micelle-containing water (W/O/W(m)) Multiple emulsions using the one-step emulsification method is reported. These multiple emulsions were normal (not temporary) and stable over a 60 day test period. Previously, reported multiple emulsion by the one-step method were abnormal systems that formed at the inversion point of simple emulsion (where there is an incompatibility in the Ostwald and Bancroft theories, and typically these are O/W/O systems). Pseudoternary phase diagrams and bidimensional process-composition (phase inversion) maps were constructed to assist in process and composition optimization. The surfactants used were PEG40 hydrogenated castor oil and sorbitan oleate, and mineral and vegetables oils were investigated. Physicochemical characterization studies showed experimentally, for the First time, the significance of the ultralow surface tension point oil multiple emulsion formation by one-step via phase inversion processes. Although the significance of ultralow surface tension has been speculated previously, to the best of our knowledge, this is the first experimental confirmation. The multiple emulsion system reported here was dependent not only upon the emulsification temperature, but also upon the component ratios, therefore both the emulsion phase inversion and the phase inversion temperature were considered to fully explain their formation. Accordingly, it is hypothesized that the formation of these normal multiple emulsions is not a result of a temporary incompatibility (at the inversion point) during simple emulsion preparation, as previously reported. Rather, these normal W/O/W(m) emulsions are a result of the simultaneous occurrence of catastrophic and transitional phase inversion processes. The formation of the primary emulsions (W/O) is in accordance with the Ostwald theory and the formation of the multiple emulsions (W/O/W(m)) is in agreement with the Bancroft theory.

A proteomic approach to identifying proteins differentially expressed in conidia and mycelium of the entomopathogenic fungus Metarhizium acridum

Metarhizium spp. is an important worldwide group of entomopathogenic fungi used as an interesting alternative to chemical insecticides in programs of agricultural pest and disease vector control. Metarhizium conidia are important in fungal propagation and also are responsible for host infection. Despite their importance, several aspects of conidial biology, including their proteome, are still unknown. We have established conidial and mycelial proteome reference maps for Metarhizium acridum using two-dimensional gel electrophoresis (2-DE) and matrix-assisted laser desorption/ionization-time of flight-mass spectrometry (MALDI-TOF MS). In all, 1130 +/- 102 and 1200 +/- 97 protein spots were detected in ungerminated conidia and fast-growing mycelia, respectively. Comparison of the two protein-expression profiles reveled that only 35 % of the protein spots were common to both developmental stages. Out of 94 2-DE protein spots (65 from conidia, 25 from mycelia and two common to both) analyzed using mass spectrometry, seven proteins from conidia, 15 from mycelia and one common to both stages were identified. The identified protein spots exclusive to conidia contained sequences similar to known fungal stress-protector proteins (such as heat shock proteins (HSP) and 6-phosphogluconate dehydrogenase) plus the fungal allergen Alt a 7, actin and the enzyme cobalamin-independent methionine synthase. The identified protein spots exclusive to mycelia included proteins involved in several cell housekeeping biological processes. Three proteins (HSP 90, 6-phosphogluconate dehydrogenase and allergen Alt a 7) were present in spots in conidial and mycelial gels, but they differed in their locations on the two gels. (c) 2010 The British Mycological Society. Published by Elsevier Ltd. All rights reserved.

Customer Perception about Loyalty Programs in Agricultural Market: a case study

This study discusses the use of loyalty programs and Customer perception in, agricultural market. The theoretical review includes relationship marketing, its objectives, dimensions and instruments, and loyalty programs. The method for the empirical part consisted on qualitative research, through a case study conducted at one of the largest crop protection chemical companies in Brazil. The case is representative once this company was pioneer in its segment in adopting the customer relationship management. (CRM) approach to-their clients: It has been a consensus that customer relationship is a tool to amplify the Customer share. This.,is so, due the. increasing competition generated by the entrance of generic products and the retaliation actions adopted by the multinational groups. The case study includes a market overview, a description of the company, its loyalty program, the image of the program from the customer`s perspective, and the main results acquired with the CRM program. The Study also presents some recommendations for-companies that are pursuing strategies to. increase their customer share through loyalty programs.

MULTIDIMENSIONAL SCALING OF MUSICAL TIME ESTIMATIONS

The aim of this study was to identify the psycho-musical factors that govern time evaluation in Western music from baroque, classic, romantic, and modern repertoires. The excerpts were previously found to represent variability in musical properties and to induce four main categories of emotions. 48 participants (musicians and nonmusicians) freely listened to 16 musical excerpts (lasting 20 sec. each) and grouped those that seemed to have the same duration. Then, participants associated each group of excerpts to one of a set of sine wave tones varying in duration from 16 to 24 sec. Multidimensional scaling analysis generated a two-dimensional solution for these time judgments. Musical excerpts with high arousal produced an overestimation of time, and affective valence had little influence on time perception. The duration was also overestimated when tempo and loudness were higher, and to a lesser extent, timbre density. In contrast, musical tension had little influence.

Tonal Modulation and Subjective Time

This work investigated listeners` sense of the temporal expression of tonal modulation. One experiment described the effects on retrospective reproductions of sudden and gradual modulations to close and distant keys. The results showed that modulations elicit time underestimations as an inverse function of interkey distances, with a major impact for sudden modulations. A proposed vectorial model - ""Expected Development Fraction"" (EDF) - describes the development of expectations when an interkey distance is traversed during a certain time interval. This expected development is longer than the perceived duration, leading to underestimation of the time.

Long-Term Prospective, Randomized, Controlled Study Using Repetitive Education at Six-Month Intervals and Monitoring for Adherence in Heart Failure Outpatients The REMADHE Trial

Background-The effectiveness of heart failure disease management proarams in patients under cardiologists` care over long-term follow-up is not established. Methods and Results-We investigated the effects of a disease management program with repetitive education and telephone monitoring on primary (combined death or unplanned first hospitalization and quality-of-life changes) and secondary end points (hospitalization, death, and adherence). The REMADHE [Repetitive Education and Monitoring for ADherence for Heart Failure] trial is a long-term randomized, prospective, parallel trial designed to compare intervention with control. One hundred seventeen patients were randomized to usual care, and 233 to additional intervention. The mean follow-up was 2.47 +/- 1.75 years, with 54% adherence to the program. In the intervention group, the primary end point composite of death or unplanned hospitalization was reduced (hazard ratio, 0.64; confidence interval, 0.43 to 0.88; P=0.008), driven by reduction in hospitalization. The quality-of-life questionnaire score improved only in the intervention group (P<0.003). Mortality was similar in both groups. Number of hospitalizations (1.3 +/- 1.7 versus 0.8 +/- 1.3, P<0.0001), total hospital days during the follow-up (19.9 +/- 51 versus 11.1 +/- 24 days, P<0.0001), and the need for emergency visits (4.5 +/- 10.6 versus 1.6 +/- 2.4, P<0.0001) were lower in the intervention group. Beneficial effects were homogeneous for sex, race, diabetes and no diabetes, age, functional class, and etiology. Conclusions-For a longer follow-up period than in previous studies, this heart failure disease management program model of patients under the supervision of a cardiologist is associated with a reduction in unplanned hospitalization, a reduction of total hospital days, and a reduced need for emergency care, as well as improved quality of life, despite modest program adherence over time. (Circ Heart Fail. 2008;1:115-124.)