5 resultados para Discrete-time Dynamics
em Universidade Federal do Rio Grande do Norte(UFRN)
Resumo:
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
Resumo:
Complex systems have stimulated much interest in the scientific community in the last twenty years. Examples this area are the Domany-Kinzel cellular automaton and Contact Process that are studied in the first chapter this tesis. We determine the critical behavior of these systems using the spontaneous-search method and short-time dynamics (STD). Ours results confirm that the DKCA e CP belong to universality class of Directed Percolation. In the second chapter, we study the particle difusion in two models of stochastic sandpiles. We characterize the difusion through diffusion constant D, definite through in the relation h(x)2i = 2Dt. The results of our simulations, using finite size scalling and STD, show that the diffusion constant can be used to study critical properties. Both models belong to universality class of Conserved Directed Percolation. We also study that the mean-square particle displacement in time, and characterize its dependence on the initial configuration and particle density. In the third chapter, we introduce a computacional model, called Geographic Percolation, to study watersheds, fractals with aplications in various areas of science. In this model, sites of a network are assigned values between 0 and 1 following a given probability distribution, we order this values, keeping always its localization, and search pk site that percolate network. Once we find this site, we remove it from the network, and search for the next that has the network to percole newly. We repeat these steps until the complete occupation of the network. We study the model in 2 and 3 dimension, and compare the bidimensional case with networks form at start real data (Alps e Himalayas)
Resumo:
In the work reported here we present theoretical and numerical results about a Risk Model with Interest Rate and Proportional Reinsurance based on the article Inequalities for the ruin probability in a controlled discrete-time risk process by Ros ario Romera and Maikol Diasparra (see [5]). Recursive and integral equations as well as upper bounds for the Ruin Probability are given considering three di erent approaches, namely, classical Lundberg inequality, Inductive approach and Martingale approach. Density estimation techniques (non-parametrics) are used to derive upper bounds for the Ruin Probability and the algorithms used in the simulation are presented
Resumo:
This work concerns a refinement of a suboptimal dual controller for discrete time systems with stochastic parameters. The dual property means that the control signal is chosen so that estimation of the model parameters and regulation of the output signals are optimally balanced. The control signal is computed in such a way so as to minimize the variance of output around a reference value one step further, with the addition of terms in the loss function. The idea is add simple terms depending on the covariance matrix of the parameter estimates two steps ahead. An algorithm is used for the adaptive adjustment of the adjustable parameter lambda, for each step of the way. The actual performance of the proposed controller is evaluated through a Monte Carlo simulations method.
Resumo:
This work presents a modelling and identification method for a wheeled mobile robot, including the actuator dynamics. Instead of the classic modelling approach, where the robot position coordinates (x,y) are utilized as state variables (resulting in a non linear model), the proposed discrete model is based on the travelled distance increment Delta_l. Thus, the resulting model is linear and time invariant and it can be identified through classical methods such as Recursive Least Mean Squares. This approach has a problem: Delta_l can not be directly measured. In this paper, this problem is solved using an estimate of Delta_l based on a second order polynomial approximation. Experimental data were colected and the proposed method was used to identify the model of a real robot