Dynamic programming for a Markov-switching jump–diffusion

We consider an optimal control problem with a deterministic finite horizon and state variable dynamics given by a Markov-switching jump–diffusion stochastic differential equation. Our main results extend the dynamic programming technique to this larger family of stochastic optimal control problems. More specifically, we provide a detailed proof of Bellman’s optimality principle (or dynamic programming principle) and obtain the corresponding Hamilton–Jacobi–Belman equation, which turns out to be a partial integro-differential equation due to the extra terms arising from the Lévy process and the Markov process. As an application of our results, we study a finite horizon consumption– investment problem for a jump–diffusion financial market consisting of one risk-free asset and one risky asset whose coefficients are assumed to depend on the state of a continuous time finite state Markov process. We provide a detailed study of the optimal strategies for this problem, for the economically relevant families of power utilities and logarithmic utilities.

Adapted Control Methods for Cerebral Palsy Users of an Intelligent Wheelchair

The development of an intelligent wheelchair (IW) platform that may be easily adapted to any commercial electric powered wheelchair and aid any person with special mobility needs is the main objective of this project. To be able to achieve this main objective, three distinct control methods were implemented in the IW: manual, shared and automatic. Several algorithms were developed for each of these control methods. This paper presents three of the most significant of those algorithms with emphasis on the shared control method. Experiments were performed by users suffering from cerebral palsy, using a realistic simulator, in order to validate the approach. The experiments revealed the importance of using shared (aided) controls for users with severe disabilities. The patients still felt having complete control over the wheelchair movement when using a shared control at a 50% level and thus this control type was very well accepted. Thus it may be used in intelligent wheelchairs since it is able to correct the direction in case of involuntary movements of the user but still gives him a sense of complete control over the IW movement.

Dynamic cluster scheduling for cluster-tree WSNs

While Cluster-Tree network topologies look promising for WSN applications with timeliness and energy-efficiency requirements, we are yet to witness its adoption in commercial and academic solutions. One of the arguments that hinder the use of these topologies concerns the lack of flexibility in adapting to changes in the network, such as in traffic flows. This paper presents a solution to enable these networks with the ability to self-adapt their clusters’ duty-cycle and scheduling, to provide increased quality of service to multiple traffic flows. Importantly, our approach enables a network to change its cluster scheduling without requiring long inaccessibility times or the re-association of the nodes. We show how to apply our methodology to the case of IEEE 802.15.4/ZigBee cluster-tree WSNs without significant changes to the protocol. Finally, we analyze and demonstrate the validity of our methodology through a comprehensive simulation and experimental validation using commercially available technology on a Structural Health Monitoring application scenario.

Analysis of Forest Fires by means of Pseudo Phase Plane and Multidimensional Scaling Methods

Forest fires dynamics is often characterized by the absence of a characteristic length-scale, long range correlations in space and time, and long memory, which are features also associated with fractional order systems. In this paper a public domain forest fires catalogue, containing information of events for Portugal, covering the period from 1980 up to 2012, is tackled. The events are modelled as time series of Dirac impulses with amplitude proportional to the burnt area. The time series are viewed as the system output and are interpreted as a manifestation of the system dynamics. In the first phase we use the pseudo phase plane (PPP) technique to describe forest fires dynamics. In the second phase we use multidimensional scaling (MDS) visualization tools. The PPP allows the representation of forest fires dynamics in two-dimensional space, by taking time series representative of the phenomena. The MDS approach generates maps where objects that are perceived to be similar to each other are placed on the map forming clusters. The results are analysed in order to extract relationships among the data and to better understand forest fires behaviour.

Dynamic Analysis and Pattern Visualization of Forest Fires

This paper analyses forest fires in the perspective of dynamical systems. Forest fires exhibit complex correlations in size, space and time, revealing features often present in complex systems, such as the absence of a characteristic length-scale, or the emergence of long range correlations and persistent memory. This study addresses a public domain forest fires catalogue, containing information of events for Portugal, during the period from 1980 up to 2012. The data is analysed in an annual basis, modelling the occurrences as sequences of Dirac impulses with amplitude proportional to the burnt area. First, we consider mutual information to correlate annual patterns. We use visualization trees, generated by hierarchical clustering algorithms, in order to compare and to extract relationships among the data. Second, we adopt the Multidimensional Scaling (MDS) visualization tool. MDS generates maps where each object corresponds to a point. Objects that are perceived to be similar to each other are placed on the map forming clusters. The results are analysed in order to extract relationships among the data and to identify forest fire patterns.

Fractional order modelling of dynamic backlash

This paper studies the dynamical properties of systems with backlash and impact phenomena. This type of non-linearity can be tackled in the perspective of the fractional calculus theory. Fractional and integer order models are compared and their influence upon the emerging dynamics is analysed. It is demonstrated that fractional models can memorize dynamical effects due to multiple micro-collisions.

Desenvolvimento de um Controlador de Boundary Scan (Ieee 1149.1)

Mestrado em Engenharia Electrotécnica e de Computadores - Área de Especialização em Automação e Sistemas

A atividade dos estabilizadores da omoplata e movimento compensatório do tronco no gesto de alcance em indivíduos pós AVE

Introdução: Lesões como o AVE interferem com a capacidade de recrutar níveis adequados de atividade muscular, podendo levar ao aparecimento de movimentos compensatórios como a excessiva translação anterior do tronco, associada ao gesto de alcance. Objetivos: Descrever a relação entre a atividade dos estabilizadores da omoplata e o movimento compensatório do tronco no gesto de alcance, em 4 indivíduos pós AVE. Pretendeu-se também analisar o papel dos estabilizadores da omoplata na função do membro superior. Métodos: Quatro indivíduos com diagnóstico de AVE, que apresentavam alterações no nível de actividade dos estabilizadores da omoplata contralesional, foram sujeitos a uma avaliação realizada em três momentos, antes (M0), durante (M1) e após (M2) e a um período de intervenção, segundo os princípios do Conceito de Bobath. Recorreu-se à electromiografia de superfície para avaliar a atividade e o timming dos músculos grande dorsal, trapézio superior e trapézio inferior do hemicorpo contralesional e ao software de Avaliação Postural (SAPO) para analisar o deslocamento do tronco no sentido anterior, associados à realização do gesto de alcance. Foram aplicadas as escalas RPS e MESUPES para avaliar as componentes de movimento do gesto de alcance e a função do membro superior, respetivamente. Recorreu-se ao registo fotográfico para análise dos componentes de movimento na posição de sentado e em pé.Resultados: Os dados eletromiográficos registam atividade dos estabilizadores da omoplata unicamente num indivíduo em M2. A análise do deslocamento anterior do tronco revela melhorias em M1 em todos os indivíduos, sendo que em M2 essa evolução positiva não foi observada em três dos participantes. Entre M0 e M2, na escala RPS registam-se melhorias de 7 a 9 pontos no alvo próximo e de 5 a 10 pontos no alvo distante. Na escala MESUPES verificam-se melhorias entre 5 a 18 pontos na sub-escala braço e entre 5 a 8 pontos na sub-escala mão, em M2. A avaliação do registo fotográfico revela modificações nos componentes de movimento dos quatro indivíduos, nomeadamente na integração dos MI na base de suporte, na atividade do tronco inferior e superior e no alinhamento do MS contralesional. Conclusão: A melhoria do nível da atividade dos estabilizadores dinâmicos da omoplata sugere ter influência na diminuição do movimento compensatório do tronco no gesto de alcance e parece ter um papel na melhoria da eficácia distal do MS do mesmo lado.

Indizar, clasificar y organizar las colecciones de las bibliotecas escolares: herramientas en lengua española y portuguesa

La biblioteca escolar es un servicio de información básico para todos los miembros de una comunidad educativa, que forma parte de los espacios docentes de los centros y de los procesos pedagógicos que tienen lugar en ellos. Las bibliotecas escolares funcionan como centros de recursos para las actividades de enseñanza-aprendizaje, están constituidas por un conjunto sistematizado y dinámico de servicios y fondos documentales que permiten a los usuarios desarrollar hábitos lectores y buscar y valorar las fuentes de información, entre otras relevantes funciones. Los recursos de información que albergan son uno de sus principales activos, pero si colección documental no está organizada, las tareas de búsqueda y localización de la información resultarán complicadas y la calidad de los recursos obtenidos, cuestionable. Los bibliotecarios deben conocer en profundidad las características específicas del fondo documental y las fuentes disponibles; las técnicas y herramientas adecuadas para procesar y tratar el fondo bibliográfico, así como los métodos de recuperación de la información más convenientes. En este contexto, el objetivo de este trabajo es analizar de forma pormenorizada los procesos de indización y clasificación que se realizan en las bibliotecas escolares para procesar y recuperar la información que albergan su colecciones, así como describir las características más relevantes de las herramientas específicas que se usan en las bibliotecas escolares españolas, brasileñas y portuguesas, adaptadas a las características de los usuarios que utilizan sus servicios y acuden a ellas para resolver necesidades de información. Para lograr este propósito, se analiza el concepto de biblioteca escolar de forma crítica, se estudian sus funciones y se examinan las técnicas y los instrumentos que permiten organizar la información. Entre otras herramientas, se estudian listas de encabezamientos de materia como los Encabezamientos de materia para libros infantiles y juveniles y la Lista de Encabezamientos de materia para las bibliotecas públicas; sistemas de clasificación, como la Clasificación Decimal Universal (edición de bolsillo) o la clasificación por centros de interés y tesauros especializados como el Tesauro de la Educación UNESCO-OIE y el Tesauro Europeo de la Educación, entre otros.

Using Baseline Methods to Identify Non-technical Losses in the Context of Smart Grids

Demand response has gained increasing importance in the context of competitive electricity markets and smart grid environments. In addition to the importance that has been given to the development of business models for integrating demand response, several methods have been developed to evaluate the consumers’ performance after the participation in a demand response event. The present paper uses those performance evaluation methods, namely customer baseline load calculation methods, to determine the expected consumption in each period of the consumer historic data. In the cases in which there is a certain difference between the actual consumption and the estimated consumption, the consumer is identified as a potential cause of non-technical losses. A case study demonstrates the application of the proposed method to real consumption data.

Consumers Performance Evaluation of the Participation in Demand Response Programs Using Baseline Methods

Demand response has gain increasing importance in the context of competitive electricity markets environment. The use of demand resources is also advantageous in the context of smart grid operation. In addition to the need of new business models for integrating demand response, adequate methods are necessary for an accurate determination of the consumers’ performance evaluation after the participation in a demand response event. The present paper makes a comparison between some of the existing baseline methods related to the consumers’ performance evaluation, comparing the results obtained with these methods and also with a method proposed by the authors of the paper. A case study demonstrates the application of the referred methods to real consumption data belonging to a consumer connected to a distribution network.

Metalearner based on Dynamic Neural Network for Strategic Bidding in electricity Markets

The restructuring of electricity markets, conducted to increase the competition in this sector, and decrease the electricity prices, brought with it an enormous increase in the complexity of the considered mechanisms. The electricity market became a complex and unpredictable environment, involving a large number of different entities, playing in a dynamic scene to obtain the best advantages and profits. Software tools became, therefore, essential to provide simulation and decision support capabilities, in order to potentiate the involved players’ actions. This paper presents the development of a metalearner, applied to the decision support of electricity markets’ negotiation entities. The proposed metalearner executes a dynamic artificial neural network to create its own output, taking advantage on several learning algorithms implemented in ALBidS, an adaptive learning system that provides decision support to electricity markets’ players. The proposed metalearner considers different weights for each strategy, depending on its individual quality of performance. The results of the proposed method are studied and analyzed in scenarios based on real electricity markets’ data, using MASCEM - a multi-agent electricity market simulator that simulates market players’ operation in the market.

Analysis of Consumption Data to Detect Commercial Losses Using Performance Evaluation Methods in a Smart Grid

Electric power networks, namely distribution networks, have been suffering several changes during the last years due to changes in the power systems operation, towards the implementation of smart grids. Several approaches to the operation of the resources have been introduced, as the case of demand response, making use of the new capabilities of the smart grids. In the initial levels of the smart grids implementation reduced amounts of data are generated, namely consumption data. The methodology proposed in the present paper makes use of demand response consumers’ performance evaluation methods to determine the expected consumption for a given consumer. Then, potential commercial losses are identified using monthly historic consumption data. Real consumption data is used in the case study to demonstrate the application of the proposed method.

Dynamic Approach and Testbed for Small and Medium Players Simulation in Smart Grid Environments

The Smart Grid environment allows the integration of resources of small and medium players through the use of Demand Response programs. Despite the clear advantages for the grid, the integration of consumers must be carefully done. This paper proposes a system which simulates small and medium players. The system is essential to produce tests and studies about the active participation of small and medium players in the Smart Grid environment. When comparing to similar systems, the advantages comprise the capability to deal with three types of loads – virtual, contextual and real. It can have several loads optimization modules and it can run in real time. The use of modules and the dynamic configuration of the player results in a system which can represent different players in an easy and independent way. This paper describes the system and all its capabilities.

Análise de desempenho de algoritmos de otimização para extração de parâmetros em modelos semicondutores de potência

Apresenta-se nesta tese uma revisão da literatura sobre a modelação de semicondutores de potência baseada na física e posterior análise de desempenho de dois métodos estocásticos, Particle Swarm Optimizaton (PSO) e Simulated Annealing (SA), quando utilizado para identificação eficiente de parâmetros de modelos de dispositivos semicondutores de potência, baseado na física. O conhecimento dos valores destes parâmetros, para cada dispositivo, é fundamental para uma simulação precisa do comportamento dinâmico do semicondutor. Os parâmetros são extraídos passo-a-passo durante simulação transiente e desempenham um papel relevante. Uma outra abordagem interessante nesta tese relaciona-se com o facto de que nos últimos anos, os métodos de modelação para dispositivos de potência têm emergido, com alta precisão e baixo tempo de execução baseado na Equação de Difusão Ambipolar (EDA) para díodos de potência e implementação no MATLAB numa estratégia de optimização formal. A equação da EDA é resolvida numericamente sob várias condições de injeções e o modelo é desenvolvido e implementado como um subcircuito no simulador IsSpice. Larguras de camada de depleção, área total do dispositivo, nível de dopagem, entre outras, são alguns dos parâmetros extraídos do modelo. Extração de parâmetros é uma parte importante de desenvolvimento de modelo. O objectivo de extração de parâmetros e otimização é determinar tais valores de parâmetros de modelo de dispositivo que minimiza as diferenças entre um conjunto de características medidas e resultados obtidos pela simulação de modelo de dispositivo. Este processo de minimização é frequentemente chamado de ajuste de características de modelos para dados de medição. O algoritmo implementado, PSO é uma técnica de heurística de otimização promissora, eficiente e recentemente proposta por Kennedy e Eberhart, baseado no comportamento social. As técnicas propostas são encontradas para serem robustas e capazes de alcançar uma solução que é caracterizada para ser precisa e global. Comparada com algoritmo SA já realizada, o desempenho da técnica proposta tem sido testado utilizando dados experimentais para extrair parâmetros de dispositivos reais das características I-V medidas. Para validar o modelo, comparação entre resultados de modelo desenvolvido com um outro modelo já desenvolvido são apresentados.