Robust model predictive control with zone control

Model predictive control (MPC) is usually implemented as a control strategy where the system outputs are controlled within specified zones, instead of fixed set points. One strategy to implement the zone control is by means of the selection of different weights for the output error in the control cost function. A disadvantage of this approach is that closed-loop stability cannot be guaranteed, as a different linear controller may be activated at each time step. A way to implement a stable zone control is by means of the use of an infinite horizon cost in which the set point is an additional variable of the control problem. In this case, the set point is restricted to remain inside the output zone and an appropriate output slack variable is included in the optimisation problem to assure the recursive feasibility of the control optimisation problem. Following this approach, a robust MPC is developed for the case of multi-model uncertainty of open-loop stable systems. The controller is devoted to maintain the outputs within their corresponding feasible zone, while reaching the desired optimal input target. Simulation of a process of the oil re. ning industry illustrates the performance of the proposed strategy.

A stable MPC with zone control

Several MPC applications implement a control strategy in which some of the system outputs are controlled within specified ranges or zones, rather than at fixed set points [J.M. Maciejowski, Predictive Control with Constraints, Prentice Hall, New Jersey, 2002]. This means that these outputs will be treated as controlled variables only when the predicted future values lie outside the boundary of their corresponding zones. The zone control is usually implemented by selecting an appropriate weighting matrix for the output error in the control cost function. When an output prediction is inside its zone, the corresponding weight is zeroed, so that the controller ignores this output. When the output prediction lies outside the zone, the error weight is made equal to a specified value and the distance between the output prediction and the boundary of the zone is minimized. The main problem of this approach, as long as stability of the closed loop is concerned, is that each time an output is switched from the status of non-controlled to the status of controlled, or vice versa, a different linear controller is activated. Thus, throughout the continuous operation of the process, the control system keeps switching from one controller to another. Even if a stabilizing control law is developed for each of the control configurations, switching among stable controllers not necessarily produces a stable closed loop system. Here, a stable M PC is developed for the zone control of open-loop stable systems. Focusing on the practical application of the proposed controller, it is assumed that in the control structure of the process system there is an upper optimization layer that defines optimal targets to the system inputs. The performance of the proposed strategy is illustrated by simulation of a subsystem of an industrial FCC system. (C) 2008 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.

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.

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.

Postural control during kneeling

Postural control was studied when the subject was kneeling with erect trunk in a quiet posture and compared to that obtained during quiet standing. The analysis was based on the center of pressure motion in the sagittal plane (CPx), both in the time and in the frequency domains. One could assume that postural control during kneeling would be poorer than in standing because it is a less natural posture. This could cause a higher CPx variability. The power spectral density (PSD) of the CPx obtained from the experimental data in the kneeling position (KN) showed a significant decrease at frequencies below 0.3 Hz compared to upright (UP) (P < 0.01), which indicates less sway in KN. Conversely, there was an increase in fast postural oscillations (above 0.7 Hz) during KN compared to UP (P < 0.05). The root mean square (RMS) of the CPx was higher for UP (P < 0.01) while the mean velocity (MV) was higher during KN (P < 0.05). Lack of vision had a significant effect on the PSD and the parameters estimated from the CPx in both positions. We also sought to verify whether the changes in the PSD of the CPx found between the UP and KN positions were exclusively due to biomechanical factors (e.g., lowered center of gravity), or also reflected changes in the neural processes involved in the control of balance. To reach this goal, besides the experimental approach, a simple feedback model (a PID neural system, with added neural noise and controlling an inverted pendulum) was used to simulate postural sway in both conditions (in KN the pendulum was shortened, the mass and the moment of inertia were decreased). A parameter optimization method was used to fit the CPx power spectrum given by the model to that obtained experimentally. The results indicated that the changed anthropometric parameters in KN would indeed cause a large decrease in the power spectrum at low frequencies. However, the model fitting also showed that there were considerable changes also in the neural subsystem when the subject went from standing to kneeling. There was a lowering of the proportional and derivative gains and an increase in the neural noise power. Additional increases in the neural noise power were found also when the subject closed his eyes.

Dynamic positioning systems: An experimental analysis of sliding mode control

Vessel dynamic positioning (DP) systems are based on conventional PID-type controllers and an extended Kalman filter. However, they present a difficult tuning procedure, and the closed-loop performance varies with environmental or loading conditions since the dynamics of the vessel are eminently nonlinear. Gain scheduling is normally used to address the nonlinearity of the system. To overcome these problems, a sliding mode control was evaluated. This controller is robust to variations in environmental and loading conditions, it maintains performance and stability for a large range of conditions, and presents an easy tuning methodology. The performance of the controller was evaluated numerically and experimentally in order to address its effectiveness. The results are compared with those obtained from conventional PID controller. (c) 2010 Elsevier Ltd. All rights reserved.

A generalized multi-period mean-variance portfolio optimization with Markov switching parameters

In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

Can intensive management accelerate the restoration of Brazil`s Atlantic forests?

Only 7% of the once extensive forest along the eastern coast of Brazil remains, and much of that is degraded and threatened by agricultural expansion and urbanization. We wondered if methods similar to those developed to establish fast-growing Eucalyptus plantations might also work to enhance survival and growth of rainforest species on degraded pastures composed of highly competitive C(4) grasses. An 8-factor experiment was laid out to contrast the value of different intensities of cultivation, application of fertilizer and weed control on the growth and survival of a mixture of 20 rainforest species planted at two densities: 3 m x 1 m, and 3 m x 2 m. Intensive management increased seedling survival from 90% to 98%, stemwood production and leaf area index (LAI) by similar to 4-fold, and stemwood production per unit of light absorbed by 30%. Annual growth in stem biomass was closely related to LAI alone (r(2) = 0.93, p < 0.0001), and the regression improved further in combination with canopy nitrogen content (r(2) =0.99, p < 0.0001). Intensive management resulted in a nearly closed forest canopy in less than 4 years, and offers a practical means to establish functional forests on abandoned agricultural land. (C) 2009 Elsevier B.V. All rights reserved.

Atmospheric Absorption of Fluoride by Cultivated Species. Leaf Structural Changes and Plant Growth

Fluoride (F) is an air pollutant that causes phytotoxicity. Besides the importance of this, losses of agricultural crops in the vicinity of F polluting industries in Brazil have been recently reported. Injuries caused to plant leaf cell structures by excess F are not well characterized. However, this may contribute to understanding the ways in which plant physiological and biochemical processes are altered. A study evaluated the effects of the atmospheric F on leaf characteristics and growth of young trees of sweet orange and coffee exposed to low (0.04 mol L(-1)) or high (0.16 mol L(-1)) doses of HF nebulized in closed chamber for 28 days plus a control treatment not exposed. Gladiolus and ryegrass were used as bioindicators in the experiment to monitor F exposure levels. Fluoride concentration and dry mass of leaves were evaluated. Leaf anatomy was observed under light and electron microscopy. High F concentrations (similar to 180 mg kg(-1)) were found in leaves of plants exposed at the highest dose of HF. Visual symptoms of F toxicity in leaves of citrus and coffee were observed. Analyses of plant tissue provided evidence that F caused degeneration of cell wall and cytoplasm and disorganization of bundle sheath, which were more evident in Gladiolus and coffee. Minor changes were observed for sweet orange and ryegrass. Increase on individual stomatal area was also marked for the Gladiolus and coffee, and which were characterized by occurrence of opened ostioles. The increased F absorption by leaves and changes at the structural and ultrastructural level of leaf tissues correlated with reduced plant growth.

Particle size and concentration of poly(epsilon-caprolactone) and adipate modified starch blend on mineralization in soils with differing textures

The objective of this study was to evaluate the effect of particle size and concentration of poly(F.-caprolactone) and adipate modified starch blend on mineralization in soils with differing textures, comparing it with polyethylene under the same experimental conditions. Two soil types were used: a Kandiudalfic Eutrudox with a clayey texture and an Arenic Hapludult with a sandy texture. The two different plastic specimens were incorporated in the form of plastic films with three increasing particle sizes and six doses, from 0 to 2.5 mg C g(-1) soil. Each plastic dose was incorporated into 200 g of soil placed in a hermetically closed jar at 28 degrees C, and incubated for a 120-day period to determine CO(2) evolution. Once again it was confirmed that polyethylene is almost non-biodegradable, in contrast to PCL/S, which can be defined as a biodegradable material. Soil texture affected the mineralization kinetics of the plastic specimens, with higher values for the clayey soil. No changes in soil microbial biomass-C or -N were observed by adding polyethylene and PCL/S to the soil. Also, no significant differences were observed on seed emergence and development of rice seedlings (Oryza sativa L.) in plastic modified soil. (C) 2009 Elsevier Ltd. All rights reserved.

Can native vegetation recover after slash pine cultivation in the Brazilian Savanna?

There is a widespread view that forest plantations with exotic species are green deserts, unable to sustain biodiversity. Few studies have demonstrated, however, that planted stands of exotic trees have a greater negative effect on the plant diversity of savanna vegetation. We compared the native woody flora under four stands of slash pine of about 45 years old with four stands where the previously existing native Cerrado vegetation was preserved and protected from disturbances for the same period, has changed into dense vegetation - the ""cerradao"", at Assis municipality, Sao Paulo State, Brazil. Aiming at understanding the potential ecological filters driving these communities, we assessed air and soil humidity, light availability and classified the native species on the basis of shade tolerance, dispersal syndrome and biomes in which they occur (Atlantic Forest or Cerrado). We recorded an average of 70 (+/- 13) species under pine stands and 54 (+/- 16) species in cerradao. Of the total of 136 species recorded, 78 occurred in both habitats, eight were exclusive to the ""cerradao"" (shade tolerant and also occurring in forest ecosystems) and 18 were recorded only under pine stands (82% heliophytic, exclusive to the Cerrado biome). Among the functional attributes and abiotic variables analyzed, only light availability explained the floristic differences found. Since richness was higher under pine, we refuted the hypothesis that exotic species constrain the establishment of the native species richness in the understory. On the other hand, the dark environment under the closed-canopy of the ""cerradao"" acts as a filter inhibiting the establishment of typical Cerrado species. Since pine stands, if managed in long cycle, maintain a reasonable pool of Cerrado endemic species in the understory pine plantations may be a good starting point for savanna restoration. (C) 2011 Elsevier B.V. All rights reserved.

Cyclophosphamide levels in sites of preparation and administration of antineoplastic drugs

The extensive use of antineoplastic agents in chemotherapy may be at risk to health care workers involved in the preparation and administration of these drugs. In this study cyclophosphamide, a drug classified as a human carcinogen, was quantified by adapting a previous analytical method using gas chromatography coupled to mass spectrometry (GC-MS) after solid phase extraction with diatomaceous earth. The drug was measured by analysis in surfaces (wipe samples) and gloves, collected from four different hospitals, before and after the practice of cleaning procedures, and the use of a closed-system device for the preparation and administration. Validation results were satisfactory and cyclophosphamide levels ranging from below the quantification limit to 141000 ng. Our findings demonstrated that surfaces and materials contamination was found in all hospitals during the traditional open technique for preparation and administration of cyclophosphamide and a significant reduction in contamination when a closed-system device was used. However, some values were considered unexpected, especially those obtained from samples collected after the cleaning surfaces.

Mercury speciation in whole blood by gas chromatography coupled to ICP-MS with a fast microwave-assisted sample preparation procedure

A simple and fast method is described for simultaneous determination of methylmercury (MeHg), ethylmercury (Et-Hg) and inorganic mercury (Ino-Hg) in blood samples by using capillary gas chromatography-inductively coupled plasma mass spectrometry (GC-ICP-MS) after derivatization and alkaline digestion. Closed-vessel microwave assisted digestion conditions with tetramethylammonium hydroxide (TMAH) have been optimized. Derivatization by using ethylation and propylation procedures have also been evaluated and compared. The absolute detection limits (using a 1 mu L injection) obtained by GC-ICP-MS with ethylation were 40 fg for MeHg and Ino-Hg, respectively, and with propylation were 50, 20 and 50 fg for MeHg, Et-Hg and Ino-Hg, respectively. Method accuracy is traceable to Standard Reference Material (SRM) 966 Toxic Metals in Bovine Blood from the National Institute of Standards and Technology (NIST). Additional validation is provided based on the comparison of results obtained for mercury speciation in blood samples with the proposed procedure and with a previously reported LC-ICP-MS method. With the new proposed procedure no tedious clean-up steps are required and a considerable improvement of the time of analysis was achieved compared to other methods using GC separation.

Stability of vitamin A during storage of enteral feeding formulas

Vitamin A (13-cis-retinol, all-trans-retinol and total carotenes) content was evaluated in 15 samples of enteral feeding formulas during 3-6,9 and 12 months of storage in closed containers, protected from light and at room temperature (22-30 degrees C). All formulas were nutritionally complete and/or recommended for different diseases. Equivalent batches were also evaluated after preparation and refrigerated storage for 24 h. Nutrient content did not decrease during both storage scenarios. Stability of vitamin A in the enteral feeding formulas, as determined in this study, is probably due to production and storage conditions, e.g. absence of oxygen in contact with the packaged product, the technological process used in the microencapsulation of vitamins, and protected storage in the absence of light and at a temperature maximum of 30 degrees C. (C) 2010 Elsevier Ltd. All rights reserved.