Local dimension and finite time prediction in spatiotemporal chaotic systems

Predictability is related to the uncertainty in the outcome of future events during the evolution of the state of a system. The cluster weighted modeling (CWM) is interpreted as a tool to detect such an uncertainty and used it in spatially distributed systems. As such, the simple prediction algorithm in conjunction with the CWM forms a powerful set of methods to relate predictability and dimension.

Tuning of fuzzy inference systems through unconstrained optimization techniques

This paper presents a new methodology for the adjustment of fuzzy inference systems. A novel approach, which uses unconstrained optimization techniques, is developed in order to adjust the free parameters of the fuzzy inference system, such as its intrinsic parameters of the membership function and the weights of the inference rules. This methodology is interesting, not only for the results presented and obtained through computer simulations, but also for its generality concerning to the kind of fuzzy inference system used. Therefore, this methodology is expandable either to the Mandani architecture or also to that suggested by Takagi-Sugeno. The validation of the presented methodology is accomplished through an estimation of time series. More specifically, the Mackey-Glass chaotic time series estimation is used for the validation of the proposed methodology.

The LQ control problem for Markovian jumps linear systems with horizon defined by stopping times

This paper deals with a stochastic optimal control problem involving discrete-time jump Markov linear systems. The jumps or changes between the system operation modes evolve according to an underlying Markov chain. In the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (TN), or the occurrence of a crucial failure event (τΔ), after which the system is brought to a halt for maintenance. In addition, an intermediary mixed case for which T represents the minimum between TN and τΔ is also considered. These stopping times coincide with some of the jump times of the Markov state and the information available allows the reconfiguration of the control action at each jump time, in the form of a linear feedback gain. The solution for the linear quadratic problem with complete Markov state observation is presented. The solution is given in terms of recursions of a set of algebraic Riccati equations (ARE) or a coupled set of algebraic Riccati equation (CARE).

A constructive heuristic algorithm to Short Term Transmission Network Expansion Planning

In this paper a method for solving the Short Term Transmission Network Expansion Planning (STTNEP) problem is presented. The STTNEP is a very complex mixed integer nonlinear programming problem that presents a combinatorial explosion in the search space. In this work we present a constructive heuristic algorithm to find a solution of the STTNEP of excellent quality. In each step of the algorithm a sensitivity index is used to add a circuit (transmission line or transformer) to the system. This sensitivity index is obtained solving the STTNEP problem considering as a continuous variable the number of circuits to be added (relaxed problem). The relaxed problem is a large and complex nonlinear programming and was solved through an interior points method that uses a combination of the multiple predictor corrector and multiple centrality corrections methods, both belonging to the family of higher order interior points method (HOIPM). Tests were carried out using a modified Carver system and the results presented show the good performance of both the constructive heuristic algorithm to solve the STTNEP problem and the HOIPM used in each step.

Precision of yule-walker methods for the arma spectral model

In this work a new method is proposed of separated estimation for the ARMA spectral model based on the modified Yule-Walker equations and on the least squares method. The proposal of the new method consists of performing an AR filtering in the random process generated obtaining a new random estimate, which will reestimate the ARMA model parameters, given a better spectrum estimate. Some numerical examples will be presented in order to ilustrate the performance of the method proposed, which is evaluated by the relative error and the average variation coefficient.

Local dimension and finite time prediction in coupled map lattices

Forecasting, for obvious reasons, often become the most important goal to be achieved. For spatially extended systems (e.g. atmospheric system) where the local nonlinearities lead to the most unpredictable chaotic evolution, it is highly desirable to have a simple diagnostic tool to identify regions of predictable behaviour. In this paper, we discuss the use of the bred vector (BV) dimension, a recently introduced statistics, to identify the regimes where a finite time forecast is feasible. Using the tools from dynamical systems theory and Bayesian modelling, we show the finite time predictability in two-dimensional coupled map lattices in the regions of low BV dimension. © Indian Academy of Sciences.

A comparative study between two relaxed LMI-based fuzzy control designs

A comparative study, with theoretical analysis and digital simulations, of two conditions based on LMI for the quadratic stability of nonlinear continuous-time dynamic systems, described by Takagi-Sugeno fuzzy models, are presented. This paper shows that the methods proposed by Teixeira et. al. in 2003 provide better or at least the same results of a recent method presented in the literature. © 2005 IEEE.

A procedure to estimate parameters of a line segment taking into account its representation through π circuits: Theoretical development

The objective of this paper is to show an alternative methodology to estimate per unit length parameters of a line segment of a transmission line. With this methodology the line segment parameters can be obtained starting from the phase currents and voltages in receiving and sending end of the line segment. If the line segment is represented as being one or more π circuits whose frequency dependent parameters are considered lumped, its impedance and admittance can be easily expressed as functions of the currents and voltages at the sending and receiving end. Because we are supposing that voltages and currents at the sending and receiving end of the line segment (in frequency domain) are known, it is possible to obtains its impedance and admittance and consequently its per unit length longitudinal and transversal parameters. The procedure will be applied to estimate the longitudinal and transversal parameters of a small segment of a single-phase line that is already built. © 2006 IEEE.

Design of SPR systems with dynamic compensators and output variable structure control

This paper presents necessary and sufficient conditions for the following problem: given a linear time invariant plant G(s) = N(s)D(s)-1 = C(sI - A]-1B, with m inputs, p outputs, p > m, rank(C) = p, rank(B) = rank(CB) = m, £nd a tandem dynamic controller Gc(s) = D c(s)-1Nc(s) = Cc(sI - A c)-1Bc + Dc, with p inputs and m outputs and a constant output feedback matrix Ko ε ℝm×p such that the feedback system is Strictly Positive Real (SPR). It is shown that this problem has solution if and only if all transmission zeros of the plant have negative real parts. When there exists solution, the proposed method firstly obtains Gc(s) in order to all transmission zeros of Gc(s)G(s) present negative real parts and then Ko is found as the solution of some Linear Matrix Inequalities (LMIs). Then, taking into account this result, a new LMI based design for output Variable Structure Control (VSC) of uncertain dynamic plants is presented. The method can consider the following design specifications: matched disturbances or nonlinearities of the plant, output constraints, decay rate and matched and nonmatched plant uncertainties. © 2006 IEEE.

Comparative study of LMI-based output feedback spr synthesis for plants with different numbers of inputs and outputs

New Linear Matrix Inequalities (LMI) conditions are proposed for the following problem, called Strictly Positive Real (SPR) synthesis: given a linear time-invariant plant, find a constant output feedback matrix Ko and a constant output tandem matrix F for the controlled system to be SPR. It is assumed that the plant has the number of outputs greater than the number of inputs. Some sufficient conditions for the solution of the problem are presented and compared. These results can be directly applied in the LMI-based design of Variable Structure Control (VSC) of uncertain plants. ©2008 IEEE.

Perturbations on the antidiagonals of Hankel matrices

Given a strongly regular Hankel matrix, and its associated sequence of moments which defines a quasi-definite moment linear functional, we study the perturbation of a fixed moment, i.e., a perturbation of one antidiagonal of the Hankel matrix. We define a linear functional whose action results in such a perturbation and establish necessary and sufficient conditions in order to preserve the quasi-definite character. A relation between the corresponding sequences of orthogonal polynomials is obtained, as well as the asymptotic behavior of their zeros. We also study the invariance of the Laguerre-Hahn class of linear functionals under such perturbation, and determine its relation with the so-called canonical linear spectral transformations. © 2013 Elsevier Ltd. All rights reserved.

Ordered phases in the extended Hubbard model

A novel method to probe the diverse phases for the extended Hubbard model (EHM), including the correlated hopping term, is presented. We extend an effective medium approach [1] to a bipartite lattice, allowing for charge- and/or spin-ordered phases. We calculate the necessary correlation functions to build the EHM phase diagram.

REDUCTION OF TODA LATTICE HIERARCHY TO GENERALIZED KDV HIERARCHIES AND THE 2-MATRIX MODEL

Toda lattice hierarchy and the associated matrix formulation of the 2M-boson KP hierarchies provide a framework for the Drinfeld-Sokolov reduction scheme realized through Hamiltonian action within the second KP Poisson bracket. By working with free currents, which Abelianize the second KP Hamiltonian structure, we are able to obtain a unified formalism for the reduced SL(M + 1, M - k) KdV hierarchies interpolating between the ordinary KP and KdV hierarchies. The corresponding Lax operators are given as superdeterminants of graded SL(M + 1, M - k) matrices in the diagonal gauge and we describe their bracket structure and field content. In particular, we provide explicit free field representations of the associated W(M, M - k) Poisson bracket algebras generalising the familiar nonlinear W-M+1 algebra. Discrete Backlund transformations for SL(M + 1, M - k) KdV are generated naturally from lattice translations in the underlying Toda-like hierarchy. As an application we demonstrate the equivalence of the two-matrix string model to the SL(M + 1, 1) KdV hierarchy.

Two-matrix string model as constrained (2+1)-dimensional integrable system

We show that the 2-matrix string model corresponds to a coupled system of 2 + 1-dimensional KP and modified KP ((m)KP2+1) integrable equations subject to a specific symmetry constraint. The latter together with the Miura-Konopelchenko map for (m)KP2+1 are the continuum incarnation of the matrix string equation. The (m)KP2+1 Miura and Backhand transformations are natural consequences of the underlying lattice structure. The constrained (m)KP2+1 system is equivalent to a 1 + 1-dimensional generalized KP-KdV hierarchy related to graded SL(3,1). We provide an explicit representation of this hierarchy, including the associated W(2,1)-algebra of the second Hamiltonian structure, in terms of free currents.

Constrained KP models as integrable matrix hierarchies

We formulate the constrained KP hierarchy (denoted by cKP K+1,M) as an affine sl(M + K+ 1) matrix integrable hierarchy generalizing the Drinfeld-Sokolov hierarchy. Using an algebraic approach, including the graded structure of the generalized Drinfeld-Sokolov hierarchy, we are able to find several new universal results valid for the cKP hierarchy. In particular, our method yields a closed expression for the second bracket obtained through Dirac reduction of any untwisted affine Kac-Moody current algebra. An explicit example is given for the case sl(M + K + 1), for which a closed expression for the general recursion operator is also obtained. We show how isospectral flows are characterized and grouped according to the semisimple non-regular element E of sl(M + K+ 1) and the content of the center of the kernel of E. © 1997 American Institute of Physics.