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.

Control charts for individual observations of a bivariate Poisson process

In this paper, three single-control charts are proposed to monitor individual observations of a bivariate Poisson process. The specified false-alarm risk, their control limits, and ARLs were determined to compare their performances for different types and sizes of shifts. In most of the cases, the single charts presented better performance rather than two separate control charts ( one for each quality characteristic). A numerical example illustrates the proposed control charts.

Diagnostic errors and repetitive sequential classifications in on-line process control by attributes

The procedure of on-line process control by attributes, known as Taguchi`s on-line process control, consists of inspecting the mth item (a single item) at every m produced items and deciding, at each inspection, whether the fraction of conforming items was reduced or not. If the inspected item is nonconforming, the production is stopped for adjustment. As the inspection system can be subject to diagnosis errors, one develops a probabilistic model that classifies repeatedly the examined item until a conforming or b non-conforming classification is observed. The first event that occurs (a conforming classifications or b non-conforming classifications) determines the final classification of the examined item. Proprieties of an ergodic Markov chain were used to get the expression of average cost of the system of control, which can be optimized by three parameters: the sampling interval of the inspections (m); the number of repeated conforming classifications (a); and the number of repeated non-conforming classifications (b). The optimum design is compared with two alternative approaches: the first one consists of a simple preventive policy. The production system is adjusted at every n produced items (no inspection is performed). The second classifies the examined item repeatedly r (fixed) times and considers it conforming if most classification results are conforming. Results indicate that the current proposal performs better than the procedure that fixes the number of repeated classifications and classifies the examined item as conforming if most classifications were conforming. On the other hand, the preventive policy can be averagely the most economical alternative rather than those ones that require inspection depending on the degree of errors and costs. A numerical example illustrates the proposed procedure. (C) 2009 Elsevier B. V. All rights reserved.

Effects of the preventive and corrective adjustments in economical designs for online process control for attributes with misclassification errors

The procedure for online process control by attributes consists of inspecting a single item at every m produced items. It is decided on the basis of the inspection result whether the process is in-control (the conforming fraction is stable) or out-of-control (the conforming fraction is decreased, for example). Most articles about online process control have cited the stoppage of the production process for an adjustment when the inspected item is non-conforming (then the production is restarted in-control, here denominated as corrective adjustment). Moreover, the articles related to this subject do not present semi-economical designs (which may yield high quantities of non-conforming items), as they do not include a policy of preventive adjustments (in such case no item is inspected), which can be more economical, mainly if the inspected item can be misclassified. In this article, the possibility of preventive or corrective adjustments in the process is decided at every m produced item. If a preventive adjustment is decided upon, then no item is inspected. On the contrary, the m-th item is inspected; if it conforms, the production goes on, otherwise, an adjustment takes place and the process restarts in-control. This approach is economically feasible for some practical situations and the parameters of the proposed procedure are determined minimizing an average cost function subject to some statistical restrictions (for example, to assure a minimal levelfixed in advanceof conforming items in the production process). Numerical examples illustrate the proposal.

Electro-optically sensitive diamond-like carbon thin films deposited by reactive magnetron sputtering for electronic device applications

The goal of this work is to study and relate electrical and optical properties of diamond-like carbon (DLC) thin films for applications in electronic devices. DLC films were deposited in a reactive RF magnetron sputtering system on p-type silicon and glass substrates. The target was a 99.9999% pure, 6 in. diameter graphite plate and methane was used as processing gas. Eight DLC films were produced for each substrate, varying deposition time, the reactor pressure between 5 mTorr and 10 mTorr while the RF power was applied at 13.56 MHz and varied between 100, 150, 200 and 250W. After deposition, the films were analyzed by I-V and C-V measurements (Cheng et al. (2004) [1]) in order to determine the electric resistivity, photo-current response and dielectric constant, optical transmittance, used to find the optical gap by the Tauc method; and by photoluminescence analysis to determine the photoemission and confirm the optical band gap. These characteristics are compared and the influence of the deposition parameters is discussed. (C) 2011 Published by Elsevier B.V.

Study of reactive sputtering titanium oxide for metal-oxide-semiconductor capacitors

Metal oxide semiconductor (MOS) capacitors with titanium oxide (TiO(x)) dielectric layer, deposited with different oxygen partial pressure (30,35 and 40%) and annealed at 550, 750 and 1000 degrees C, were fabricated and characterized. Capacitance-voltage and current-voltage measurements were utilized to obtain, the effective dielectric constant, effective oxide thickness, leakage current density and interface quality. The obtained TiO(x) films present a dielectric constant varying from 40 to 170 and a leakage current density, for a gate voltage of - 1 V, as low as 1 nA/cm(2) for some of the structures, acceptable for MOS fabrication, indicating that this material is a viable high dielectric constant substitute for current ultra thin dielectric layers. (C) 2009 Elsevier B.V. All rights reserved.

Low-temperature deposition of silicon oxide and silicon nitride by reactive magnetron sputtering

In this study, oxide and nitride films were deposited at room temperature through the reaction of silicon Sputtered by argon and oxygen ions or argon and nitrogen ions at 250 and 350 W with 0.67 Pa pressure. It was observed that for both thin films the deposition rates increase with the applied RF power and decrease with the increase of the gas concentration. The Si/O and Si/N ratio were obtained through RBS analyses and for silicon oxide the values changed from 0.42 to 0.57 and for silicon nitride the Values changed from 0.4 to 1.03. The dielectric constants were calculated through capacitance-voltage curves with the silicon oxide values varying from 2.4 to 5.5, and silicon nitride values varying from 6.2 to 6.7, which are good options for microelectronic dielectrics. (c) 2008 Elsevier Ltd. All rights reserved.

Development and fabrication of an optimized thermo-electro-optic device using a Mach-Zehnder interferometer

The development and fabrication of a thermo-electro-optic sensor using a Mach-Zehnder interferometer and a resistive micro-heater placed in one of the device`s arms is presented. The Mach-Zehnder structure was fabricated on a single crystal silicon substrate using silicon oxynitride and amorphous hydrogenated silicon carbide films to form an anti-resonant reflective optical waveguide. The materials were deposited by Plasma enhanced chemical vapor deposition technique at low temperatures (similar to 320 degrees C). To optimize the heat transfer and increase the device response with current variation, part of the Mach-Zehnder sensor arm was suspended through front-side bulk micromachining of the silicon substrate in a KOH solution. With the temperature variation caused by the micro-heater, the refractive index of the core layer of the optical waveguide changes due to the thermo-optic effect. Since this variation occurs only in one of the Mach-Zehnder`s arm, a phase difference between the arms is produced, leading to electromagnetic interference. In this way, the current applied to the micro-resistor can control the device output optical power. Further, reactive ion etching technique was used in this work to define the device`s geometry, and a study of SF6 based etching rates on different composition of silicon oxynitride films is also presented. (C) 2007 Elsevier B.V. All rights reserved.

Distributed power control algorithm for multiple access systems based on Verhulst model

In this paper the continuous Verhulst dynamic model is used to synthesize a new distributed power control algorithm (DPCA) for use in direct sequence code division multiple access (DS-CDMA) systems. The Verhulst model was initially designed to describe the population growth of biological species under food and physical space restrictions. The discretization of the corresponding differential equation is accomplished via the Euler numeric integration (ENI) method. Analytical convergence conditions for the proposed DPCA are also established. Several properties of the proposed recursive algorithm, such as Euclidean distance from optimum vector after convergence, convergence speed, normalized mean squared error (NSE), average power consumption per user, performance under dynamics channels, and implementation complexity aspects, are analyzed through simulations. The simulation results are compared with two other DPCAs: the classic algorithm derived by Foschini and Miljanic and the sigmoidal of Uykan and Koivo. Under estimated errors conditions, the proposed DPCA exhibits smaller discrepancy from the optimum power vector solution and better convergence (under fixed and adaptive convergence factor) than the classic and sigmoidal DPCAs. (C) 2010 Elsevier GmbH. All rights reserved.

The Policy Iteration Algorithm for Average Continuous Control of Piecewise Deterministic Markov Processes

The main goal of this paper is to apply the so-called policy iteration algorithm (PIA) for the long run average continuous control problem of piecewise deterministic Markov processes (PDMP`s) taking values in a general Borel space and with compact action space depending on the state variable. In order to do that we first derive some important properties for a pseudo-Poisson equation associated to the problem. In the sequence it is shown that the convergence of the PIA to a solution satisfying the optimality equation holds under some classical hypotheses and that this optimal solution yields to an optimal control strategy for the average control problem for the continuous-time PDMP in a feedback form.

Galerkin Method and Weighting Functions Applied to Nonlinear H(infinity) Control with Output Feedback

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.

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 convergence of successive Galerkin approximation for nonlinear output feedback H(infinity) control

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.

THE VANISHING DISCOUNT APPROACH FOR THE AVERAGE CONTINUOUS CONTROL OF PIECEWISE DETERMINISTIC MARKOV PROCESSES

This work is concerned with the existence of an optimal control strategy for the long-run average continuous control problem of piecewise-deterministic Markov processes (PDMPs). In Costa and Dufour (2008), sufficient conditions were derived to ensure the existence of an optimal control by using the vanishing discount approach. These conditions were mainly expressed in terms of the relative difference of the alpha-discount value functions. The main goal of this paper is to derive tractable conditions directly related to the primitive data of the PDMP to ensure the existence of an optimal control. The present work can be seen as a continuation of the results derived in Costa and Dufour (2008). Our main assumptions are written in terms of some integro-differential inequalities related to the so-called expected growth condition, and geometric convergence of the post-jump location kernel associated to the PDMP. An example based on the capacity expansion problem is presented, illustrating the possible applications of the results developed in the paper.

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.