Optimal controllers with complex order derivatives

This paper studies the optimization of complex-order algorithms for the discrete-time control of linear and nonlinear systems. The fundamentals of fractional systems and genetic algorithms are introduced. Based on these concepts, complexorder control schemes and their implementation are evaluated in the perspective of evolutionary optimization. The results demonstrate not only that complex-order derivatives constitute a valuable alternative for deriving control algorithms, but also the feasibility of the adopted optimization strategy.

Analysis of financial indices by means of the windowed Fourier transform

The goal of this study is to analyze the dynamical properties of financial data series from nineteen worldwide stock market indices (SMI) during the period 1995–2009. SMI reveal a complex behavior that can be explored since it is available a considerable volume of data. In this paper is applied the window Fourier transform and methods of fractional calculus. The results reveal classification patterns typical of fractional order systems.

Identifying economic periods and crisis with the multidimensional scaling

This paper applied MDS and Fourier transform to analyze different periods of the business cycle. With such purpose, four important stock market indexes (Dow Jones, Nasdaq, NYSE, S&P500) were studied over time. The analysis under the lens of the Fourier transform showed that the indexes have characteristics similar to those of fractional noise. By the other side, the analysis under the MDS lens identified patterns in the stock markets specific to each economic expansion period. Although the identification of patterns characteristic to each expansion period is interesting to practitioners (even if only in a posteriori fashion), further research should explore the meaning of such regularities and target to find a method to estimate future crisis.

Dynamics of the Dow Jones and the NASDAQ stock indexes

The goal of this study is the analysis of the dynamical properties of financial data series from worldwide stock market indices. We analyze the Dow Jones Industrial Average ( ∧ DJI) and the NASDAQ Composite ( ∧ IXIC) indexes at a daily time horizon. The methods and algorithms that have been explored for description of physical phenomena become an effective background, and even inspiration, for very productive methods used in the analysis of economical data. We start by applying the classical concepts of signal analysis, Fourier transform, and methods of fractional calculus. In a second phase we adopt a pseudo phase plane approach.

A theoretical study on modelling the respiratory tract with ladder networks by means of intrinsic fractal geometry

Fractional order modeling of biological systems has received significant interest in the research community. Since the fractal geometry is characterized by a recurrent structure, the self-similar branching arrangement of the airways makes the respiratory system an ideal candidate for the application of fractional calculus theory. To demonstrate the link between the recurrence of the respiratory tree and the appearance of a fractional-order model, we develop an anatomically consistent representation of the respiratory system. This model is capable of simulating the mechanical properties of the lungs and we compare the model output with in vivo measurements of the respiratory input impedance collected in 20 healthy subjects. This paper provides further proof of the underlying fractal geometry of the human lungs, and the consequent appearance of constant-phase behavior in the total respiratory impedance.

Describing function of two masses with backlash

This paper analyzes the dynamical properties of systems with backlash and impact phenomena based on the describing function method. It is shown that this type of nonlinearity can be analyzed in the perspective of the fractional calculus theory. The fractional dynamics is compared with that of standard models.

Complex-order dynamics in hexapod locomotion

This paper studies the dynamics of foot–ground interaction in hexapod locomotion systems. For that objective the robot motion is characterized in terms of several locomotion variables and the ground is modelled through a non-linear spring-dashpot system, with parameters based on the studies of soil mechanics. Moreover, it is adopted an algorithm with foot-force feedback to control the robot locomotion. A set of model-based experiments reveals the influence of the locomotion velocity on the foot–ground transfer function, which presents complex-order dynamics.

On the numerical computation of the Mittag-Leffler function

Recently simple limiting functions establishing upper and lower bounds on the Mittag-Leffler function were found. This paper follows those expressions to design an efficient algorithm for the approximate calculation of expressions usual in fractional-order control systems. The numerical experiments demonstrate the superior efficiency of the proposed method.

On the numerical computation of the Mittag-Leffler function

Recently simple limiting functions establishing upper and lower bounds on the Mittag-Leffler function were found. This paper follows those expressions to design an efficient algorithm for the approximate calculation of expressions usual in fractional-order control systems. The numerical experiments demonstrate the superior efficiency of the proposed method.

Aplicação das FPAA na realização de sistemas de ordem fraccionária

Esta tese de dissertação tem como principal objetivo a implementação de controladores fracionários utilizando diapositivos analógicos FPAA (Field Programable Analog Array). Embora estes dispositivos já não sejam um tecnologia recente, não tiveram grande aceitação comercial, daí não ter sido grande a sua evolução nesta última década. Mas para a elaboração de alguns circuitos analógicos, nomeadamente filtros, amplificadores e mesmo controladores PID (Proporcional-Integrativo-Derivativo) analógicos torna-se numa ferramenta que pode facilitar o projeto e implementação. Para a realização deste estudo, utilizou-se a placa de desenvolvimento da Anadigm AN231K04-DVLP3 juntamente com o software disponibilizado pela mesma empresa, o AnadigmDesigner2. Para a simulação e observação dos resultados foi utilizada a DAQ (Data Acquisition) Hilink da Zelton juntamente com o software Matlab. De forma a testar a implementação dos controladores fracionários nas FPAA foram realizados alguns circuitos no software e enviados para a FPAA comparando os resultados obtidos na simulação com os visualizados no osciloscópio. Por último foi projetado um controlador PIlDm recorrendo aos métodos de aproximação inteira descritos neste documento implementados na FPAA recorrendo ao uso de filtros de primeira e segunda ordem.

Fractional model for malaria transmission under control strategies

We study a fractional model for malaria transmission under control strategies.Weconsider the integer order model proposed by Chiyaka et al. (2008) in [15] and modify it to become a fractional order model. We study numerically the model for variation of the values of the fractional derivative and of the parameter that models personal protection, b. From observation of the figures we conclude that as b is increased from 0 to 1 there is a corresponding decrease in the number of infectious humans and infectious mosquitoes, for all values of α. This means that this result is invariant for variation of fractional derivative, in the values tested. These results are in agreement with those obtained in Chiyaka et al.(2008) [15] for α = 1.0 and suggest that our fractional model is epidemiologically wellposed.

On a generalized Laguerre operational matrix of fractional integration

A new operationalmatrix of fractional integration of arbitrary order for generalized Laguerre polynomials is derived.The fractional integration is described in the Riemann-Liouville sense.This operational matrix is applied together with generalized Laguerre tau method for solving general linearmultitermfractional differential equations (FDEs).Themethod has the advantage of obtaining the solution in terms of the generalized Laguerre parameter. In addition, only a small dimension of generalized Laguerre operational matrix is needed to obtain a satisfactory result. Illustrative examples reveal that the proposedmethod is very effective and convenient for linear multiterm FDEs on a semi-infinite interval.

Fractional order modelling of zero length column desorption response for adsorbents with variable particle sizes

This manuscript analyses the data generated by a Zero Length Column (ZLC) diffusion experimental set-up, for 1,3 Di-isopropyl benzene in a 100% alumina matrix with variable particle size. The time evolution of the phenomena resembles those of fractional order systems, namely those with a fast initial transient followed by long and slow tails. The experimental measurements are best fitted with the Harris model revealing a power law behavior.

Application of continuous wavelet transform to the analysis of the modulus of the fractional Fourier transform bands for resolving two component mixture

In this paper, the fractional Fourier transform (FrFT) is applied to the spectral bands of two component mixture containing oxfendazole and oxyclozanide to provide the multicomponent quantitative prediction of the related substances. With this aim in mind, the modulus of FrFT spectral bands are processed by the continuous Mexican Hat family of wavelets, being denoted by MEXH-CWT-MOFrFT. Four modulus sets are obtained for the parameter a of the FrFT going from 0.6 up to 0.9 in order to compare their effects upon the spectral and quantitative resolutions. Four linear regression plots for each substance were obtained by measuring the MEXH-CWT-MOFrFT amplitudes in the application of the MEXH family to the modulus of the FrFT. This new combined powerful tool is validated by analyzing the artificial samples of the related drugs, and it is applied to the quality control of the commercial veterinary samples.

Fractional-order impulse response of the respiratory system

This paper presents the measurement, frequency-response modeling and identification, and the corresponding impulse time response of the human respiratory impedance and admittance. The investigated adult patient groups were healthy, diagnosed with chronic obstructive pulmonary disease and kyphoscoliosis, respectively. The investigated children patient groups were healthy, diagnosed with asthma and cystic fibrosis, respectively. Fractional order (FO) models are identified on the measured impedance to quantify the respiratory mechanical properties. Two methods are presented for obtaining and simulating the time-domain impulse response from FO models of the respiratory admittance: (i) the classical pole-zero interpolation proposed by Oustaloup in the early 90s, and (ii) the inverse discrete Fourier Transform (DFT). The results of the identified FO models for the respiratory admittance are presented by means of their average values for each group of patients. Consequently, the impulse time response calculated from the frequency response of the averaged FO models is given by means of the two methods mentioned above. Our results indicate that both methods provide similar impulse response data. However, we suggest that the inverse DFT is a more suitable alternative to the high order transfer functions obtained using the classical Oustaloup filter. Additionally, a power law model is fitted on the impulse response data, emphasizing the intrinsic fractal dynamics of the respiratory system.