113 resultados para Controle de volatilidade


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The robustness and performance of the Variable Structure Adaptive Pole Placement Controller are evaluated in this work, where this controller is applied to control a synchronous generator connected to an infinite bus. The evaluation of the robustness of this controller will be accomplished through simulations, where the control algorithm was subjected to adverse conditions, such as: disturbances, parametric variations and unmodeled dynamic. It was also made a comparison of this control strategy with another one, using classic controllers. In the simulations, it is used a coupled model of the synchronous generator which variables have a high degree of coupling, in other words, if there is a change in the input variables of the generator, it will change all outputs simultaneously. The simulation results show which control strategy performs better and is more robust to disturbances, parametric variations and unmodeled dynamics for the control of Synchronous Generator

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The separation methods are reduced applications as a result of the operational costs, the low output and the long time to separate the uids. But, these treatment methods are important because of the need for extraction of unwanted contaminants in the oil production. The water and the concentration of oil in water should be minimal (around 40 to 20 ppm) in order to take it to the sea. Because of the need of primary treatment, the objective of this project is to study and implement algorithms for identification of polynomial NARX (Nonlinear Auto-Regressive with Exogenous Input) models in closed loop, implement a structural identification, and compare strategies using PI control and updated on-line NARX predictive models on a combination of three-phase separator in series with three hydro cyclones batteries. The main goal of this project is to: obtain an optimized process of phase separation that will regulate the system, even in the presence of oil gushes; Show that it is possible to get optimized tunings for controllers analyzing the mesh as a whole, and evaluate and compare the strategies of PI and predictive control applied to the process. To accomplish these goals a simulator was used to represent the three phase separator and hydro cyclones. Algorithms were developed for system identification (NARX) using RLS(Recursive Least Square), along with methods for structure models detection. Predictive Control Algorithms were also implemented with NARX model updated on-line, and optimization algorithms using PSO (Particle Swarm Optimization). This project ends with a comparison of results obtained from the use of PI and predictive controllers (both with optimal state through the algorithm of cloud particles) in the simulated system. Thus, concluding that the performed optimizations make the system less sensitive to external perturbations and when optimized, the two controllers show similar results with the assessment of predictive control somewhat less sensitive to disturbances

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With the technology progess, embedded systems using adaptive techniques are being used frequently. One of these techniques is the Variable Structure Model- Reference Adaptive Control (VS-MRAC). The implementation of this technique in embedded systems, requires consideration of a sampling period which if not taken into consideration, can adversely affect system performance and even takes the system to instability. This work proposes a stability analysis of a discrete-time VS-MRAC accomplished for SISO linear time-invariant plants with relative degree one. The aim is to analyse the in uence of the sampling period in the system performance and the relation of this period with the chattering and system instability

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The on-line processes control for attributes consists of inspecting a single item at every m produced ones. If the examined item is conforming, the production continues; otherwise, the process stops for adjustment. However, in many practical situations, the interest consist of monitoring the number of non-conformities among the examined items. In this case, if the number of non-conformities is higher than an upper control limit, the process needs to be stopped and some adjustment is required. The contribution of this paper is to propose a control system for the number of nonconforming of the inspected item. Employing properties of an ergodic Markov chain, an expression for the expected cost per item of the control system was obtained and it will be minimized by two parameters: the sampling interval and the upper limit control of the non-conformities of the examined item. Numerical examples illustrate the proposed procedure

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In production lines, the entire process is bound to unexpected happenings which may cost losing the production quality. Thus, it means losses to the manufacturer. Identify such causes and remove them is the task of the processing management. The on-line control system consists of periodic inspection of every month produced item. Once any of those items is quali ed as not t, it is admitted that a change in the fraction of the items occurred, and then the process is stopped for adjustments. This work is an extension of Quinino & Ho (2010) and has as objective main to make the monitoramento in a process through the control on-line of quality for the number of non-conformities about the inspected item. The strategy of decision to verify if the process is under control, is directly associated to the limits of the graphic control of non-conformities of the process. A policy of preventive adjustments is incorporated in order to enlarge the conforming fraction of the process. With the help of the R software, a sensibility analysis of the proposed model is done showing in which situations it is most interesting to execute the preventive adjustment

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This paper proposes a new control chart to monitor a process mean employing a combined npx-X control chart. Basically the procedure consists of splitting the sample of size n into two sub-samples n1 and n2 determined by an optimization search. The sampling occur in two-stages. In the first stage the units of the sub-sample n1 are evaluated by attributes and plotted in npx control chart. If this chart signs then units of second sub-sample are measured and the monitored statistic plotted in X control chart (second stage). If both control charts sign then the process is stopped for adjustment. The possibility of non-inspection in all n items may promote a reduction not only in the cost but also the time spent to examine the sampled items. Performances of the current proposal, individual X and npx control charts are compared. In this study the proposed procedure presents many competitive options for the X control chart for a sample size n and a shift from the target mean. The average time to sign (ATS) of the current proposal lower than the values calculated from an individual X control chart points out that the combined control chart is an efficient tool in monitoring process mean.

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This study presents the Environmental Sensibility Mapping to oil spillings on the Potengi estuary - RN and neighboring coastline through remote sensing data, collecting, treatment and integration of the geomorphologic, oceanographic (temperature, salinity, density, direction and intensity), meteorological (wind speed and direction) and high resolution seismic (bathymetry and sonography) data. The Potengi river estuary is located on the eastern coastline of the Rio Grande do Norte State, being inserted in the geological context for the coastal Pernambuco-Paraíba basin and spreading over 18 km; it shelters the Natal harbor zone and an oil terminal, centralizing, therefore, important oil transport operations that can cause accidental spillings. Under the oceanographic point of view, the Potengi estuary is characterized by the absence of any expressive thermic stratification, being classified as partially mixed, B type according to Pritchard (1955), and 2 type in conformity to the stratification-circulation diagram by Hansen & Rattray (1966). Two main wind systems are responsable for the formation of wave sets that occur in the area. The dynamic tide presents, in the Natal Harbor, mean amplitude in spring and quadrature tides, with around 2.8 and 2m, respectively. The mechanism of saline tide mixing was defined through the salinity which is the main parameter for the identification of this mechanism. Important variations of the salinity mean values (36.32 psu), temperature (28.11ºC) and density (22.96 kg/m3) in the estuarine waters presented features belonging to low latitude regions. The water temperature follows the air temperature variations, in the region, with expressive daily amplitudes. In this study, the identification of the estuarine bed morphology through bathymetric and sonographic analysis, had the purpose to evaluate the influence of the superficial and bottom currents for the bottom shaping. In this way, the use of the side scan sonar showed, to be very useful in the identification of the bottom morphology and its relationship with the predominant action of the tidal currents in the Potengi estuary. Besides, it showed how the sonograms can be a support to the comparison of the several patterns derived from the local hydrodynamic variations. The holocene sediments, which fill the estuarine channel, are predominantly sandy, varying from selected, sometimes silty. The sedimentation is controlled by the environmental hydrodynamic conditions, being recognized two important textural facies: Muddy Facies and Sandy Facies. The distribution of these textural facies apparently oscillates owing to the tidal cycle and flow intensity. Each one of the above mentioned data was integrated in a Geographic Information System (GIS), from which was produced the Environmental Sensibility Map to oil spillings with Coastal Sensibility Index (CSI) to the Potengi estuary. The integrated analysis of these data is essential to oil spilling contingency plans, in order to reduce the spilling environmental consequences and to make efficient the endeavours of contention and cleaning up/removal on the Natal Harbor. This study has the aim to collaborate for the increase of informations about the estuarine environment and contribute to a better management of the question: environment/polluting loads

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Because the penetration depth of Ground Penetrating Radar (GPR) signals is very limited in high conductive soils, the usefullness of this method in tropical regions is not yet completly known. The main objective of this researh is to test the usefullness of the method in Brazil. Two typical problems where GPR has been used in Europe and North American were choosed for this test: the first one is to characterize the internal structures of a sand body and the second problem is the localization of old buried pipes lines. The first test was done near the city of São Bento do Norte, in the northern coast of Rio Grande do Norte state, NE Brazil. In this region, there is a sand dune that is migrating very fast in the direction of adjacent settling areas. To characterize the internal structure of the dune and its relationship to the prevailing wind direction, as a preliminary step to understand the dune migration, GPR profiles using the 400 MHz frequency were performed in E-W, N-S, NE-SW, and SE-NW directions over the sand dune intersecting at the top of the dune. The practical resolution of the GPR data is around 30 cm; this was sufficient to distinguish individual foresets inside the dune. After applying the elevation correction to the data, we identified that dips of bedding structures are smallest for the N-S profile, which is perpendicular to the dominant wind direction, largest for the E-W profile, and intermediate for the SW-NE and SE-NW profiles. Foresets in the E-W profile dip with angles varying from 2 to 6 degrees. In the E-W profile, the water table and a horizontal truncation interface separating two generations of dunes were identified, as well as an abrupt directional change in the foreset patterns associated to a lateral contact between two dune generations, the older one extending to the west. The used high frequency of 400 Mhz does not allow a penetration deep enough to map completely these internal contacts. The second test was done near Estreito, a small town near Carnaúbais city, also in Rio Grande do Norte state. In this locality, there are several old pipe lines buried in area covered by plantations where digging should be minimized. Several GPR profiles using the 400 and 200 MHz frequency were performed trying to intercept perpendicularly the possible pipe lines. Because of the high conductivity of the soil, the raw original data can hardly be use to identify the pipe lines. However, after an adequate processing over the 200 MHz profiles, six pipe lines were identified. As a global result of the tests, GPR can be very usefull if the conductivity of the ground is low or, in the case of medium conductivities of the soils, if adequate processing is performed