A stochastic shift model for economically designed charts constrained by the process stage configuration

An economic model including the labor resource and the process stage configuration is proposed to design g charts allowing for all the design parameters to be varied in an adaptive way. A random shift size is considered during the economic design selection. The results obtained for a benchmark of 64 process stage scenarios show that the activities configuration and some process operating parameters influence the selection of the best control chart strategy: to model the random shift size, its exact distribution can be approximately fitted by a discrete distribution obtained from a relatively small sample of historical data. However, an accurate estimation of the inspection costs associated to the SPC activities is far from being achieved. An illustrative example shows the implementation of the proposed economic model in a real industrial case. (C) 2011 Elsevier B.V. All rights reserved.

Unbalanced Three-Phase Induction Motors Starting and Arc Welding Machines Short-Circuit Modeling

Three-Phase Induction Motors (TIM) and Arc Welding Machines (AWM) are loads of special behavior widely used in industrial and commercial installations, and therefore may contribute significantly to the deterioration of the quality of energy supplied by utilities. This paper proposes a modeling in constant power of the unbalanced TIM starting using Genetic Algorithm (GA) and AWM short-circuit based on their statics characteristics curves. The proposed models are compared with the conventional models in the literature. The results showed the good performance of the proposed models, allowing a more precise analysis of the real requests of these loads.

Stochastic field processes in the mathematical modelling of damped transmission line vibrations

Wind-excited vibrations in the frequency range of 10 to 50 Hz due to vortex shedding often cause fatigue failures in the cables of overhead transmission lines. Damping devices, such as the Stockbridge dampers, have been in use for a long time for supressing these vibrations. The dampers are conveniently modelled by means of their driving point impedance, measured in the lab over the frequency range under consideration. The cables can be modelled as strings with additional small bending stiffness. The main problem in modelling the vibrations does however lay in the aerodynamic forces, which usually are approximated by the forces acting on a rigid cylinder in planar flow. In the present paper, the wind forces are represented by stochastic processes with arbitrary crosscorrelation in space; the case of a Kármán vortex street on a rigid cylinder in planar flow is contained as a limit case in this approach. The authors believe that this new view of the problem may yield useful results, particularly also concerning the reliability of the lines and the probability of fatigue damages. © 1987.

Entropy, information and doubly stochastic transformations

I analyze two inequalities on entropy and information, one due to von Neumann and a recent one to Schiffer, and show that the relevant quantities in these inequalities are related by special doubly stochastic matrices (DSM). I then use generalization of the first inequality to prove algebraically a generalization of Schiffer's inequality to arbitrary DSM. I also give a second interpretation to the latter inequality, determine its domain of applicability, and illustrate it by using Zeeman splitting. This example shows that symmetric (degenerate) systems have less entropy than the corresponding split systems, if compared at the same average energy. This seemingly counter-intuitive result is explained thermodynamically. © 1991.

Synchronous machines parameters identification using load rejection test data

This work shows a computational methodology for the determination of synchronous machines parameters using load rejection test data. The quadrature axis parameters are obtained with a rejection under an arbitrary reference, reducing the present difficulties.

The gradually truncated Lévy flight: Stochastic process for complex systems

Power-law distributions, i.e. Levy flights have been observed in various economical, biological, and physical systems in high-frequency regime. These distributions can be successfully explained via gradually truncated Levy flight (GTLF). In general, these systems converge to a Gaussian distribution in the low-frequency regime. In the present work, we develop a model for the physical basis for the cut-off length in GTLF and its variation with respect to the time interval between successive observations. We observe that GTLF automatically approach a Gaussian distribution in the low-frequency regime. We applied the present method to analyze time series in some physical and financial systems. The agreement between the experimental results and theoretical curves is excellent. The present method can be applied to analyze time series in a variety of fields, which in turn provide a basis for the development of further microscopic models for the system. © 2000 Elsevier Science B.V. All rights reserved.

Economic viability and selection of irrigation systems using simulation and stochastic dominance

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Stochastic Stability for Markovian Jump Linear Systems Subject to a Crucial Failure Event

This paper is concerned with the stability of discrete-time linear systems subject to random jumps in the parameters, described by an underlying finite-state Markov chain. In the model studied, a stopping time τ Δ is associated with the occurrence of a crucial failure after which the system is brought to a halt for maintenance. The usual stochastic stability concepts and associated results are not indicated, since they are tailored to pure infinite horizon problems. Using the concept named stochastic τ-stability, equivalent conditions to ensure the stochastic stability of the system until the occurrence of τ Δ is obtained. In addition, an intermediary and mixed case for which τ represents the minimum between the occurrence of a fix number N of failures and the occurrence of a crucial failure τ Δ is also considered. Necessary and sufficient conditions to ensure the stochastic τ-stability are provided in this setting that are auxiliary to the main result.

Modifying the stochastic model to mitigate GPS systematic errors in relative positioning

The GPS observables are subject to several errors. Among them, the systematic ones have great impact, because they degrade the accuracy of the accomplished positioning. These errors are those related, mainly, to GPS satellites orbits, multipath and atmospheric effects. Lately, a method has been suggested to mitigate these errors: the semiparametric model and the penalised least squares technique (PLS). In this method, the errors are modeled as functions varying smoothly in time. It is like to change the stochastic model, in which the errors functions are incorporated, the results obtained are similar to those in which the functional model is changed. As a result, the ambiguities and the station coordinates are estimated with better reliability and accuracy than the conventional least square method (CLS). In general, the solution requires a shorter data interval, minimizing costs. The method performance was analyzed in two experiments, using data from single frequency receivers. The first one was accomplished with a short baseline, where the main error was the multipath. In the second experiment, a baseline of 102 km was used. In this case, the predominant errors were due to the ionosphere and troposphere refraction. In the first experiment, using 5 minutes of data collection, the largest coordinates discrepancies in relation to the ground truth reached 1.6 cm and 3.3 cm in h coordinate for PLS and the CLS, respectively, in the second one, also using 5 minutes of data, the discrepancies were 27 cm in h for the PLS and 175 cm in h for the CLS. In these tests, it was also possible to verify a considerable improvement in the ambiguities resolution using the PLS in relation to the CLS, with a reduced data collection time interval. © Springer-Verlag Berlin Heidelberg 2007.

The application of distributed virtual machines for enterprise computer management: A two-tier network file system for image provisioning and management

In order to simplify computer management, several system administrators are adopting advanced techniques to manage software configuration of enterprise computer networks, but the tight coupling between hardware and software makes every PC an individual managed entity, lowering the scalability and increasing the costs to manage hundreds or thousands of PCs. Virtualization is an established technology, however its use is been more focused on server consolidation and virtual desktop infrastructure, not for managing distributed computers over a network. This paper discusses the feasibility of the Distributed Virtual Machine Environment, a new approach for enterprise computer management that combines virtualization and distributed system architecture as the basis of the management architecture. © 2008 IEEE.

Optimal moment to change pressure regulator and sprayer kit on center pivot irrigation machines: a theoretical proposal

A theoretical model was developed in order to determine the optimal moment for substituting the sprayer and pressure regulator kit on a center pivot irrigation machine. The model is based on the hypothesis that pressure regulator and sprayer deterioration decrease irrigation uniformity. To compensate the deficit that happens at under irrigated areas, an increase on irrigation depth is required. The model considers: additional water consumption and energy costs, maintenance and labor costs, as well as yield losses associated with under or over irrigated areas. The sum of all these components is compared to buying and installing a new spray kit cost, allowing the farmer to decide the best moment to renovate the sprayer and pressure regulator kits on a center pivot irrigation machine based on economic criteria.

Optimal moment to change pressure regulator and sprayer kit on center pivot irrigation machines: application to a study case

A theoretical model developed by the authors for determining the optimal moment to substitute sprayer and pressure regulator kit on a center pivot irrigating potatoes and beans has been applied. The methodology compares the sum of the costs due to additional consumption of water and energy, maintenance and labor, as well as yield losses associated to areas with deficit or over irrigation to the costs due to buy and install a new sprinkling set on the pivot. The results showed that for a reduction of 3.07% of the Hermann and Hein’s Uniformity Coefficient (UCh), the substitution of the sprinkling module on the pivot is justified when potatoes and beans are cultivated.

Stochastic exponential stability of singular linear systems with Markov jump parameters

This paper deals with exponential stability of discrete-time singular systems with Markov jump parameters. We propose a set of coupled generalized Lyapunov equations (CGLE) that provides sufficient conditions to check this property for this class of systems. A method for solving the obtained CGLE is also presented, based on iterations of standard singular Lyapunov equations. We present also a numerical example to illustrate the effectiveness of the approach we are proposing.

Optimal reactive power dispatch using stochastic chance-constrained programming

Deterministic Optimal Reactive Power Dispatch problem has been extensively studied, such that the demand power and the availability of shunt reactive power compensators are known and fixed. Give this background, a two-stage stochastic optimization model is first formulated under the presumption that the load demand can be modeled as specified random parameters. A second stochastic chance-constrained model is presented considering uncertainty on the demand and the equivalent availability of shunt reactive power compensators. Simulations on six-bus and 30-bus test systems are used to illustrate the validity and essential features of the proposed models. This simulations shows that the proposed models can prevent to the power system operator about of the deficit of reactive power in the power system and suggest that shunt reactive sourses must be dispatched against the unavailability of any reactive source. © 2012 IEEE.

The impact of adding SBAS data on GPS data processing in southeast of Brazil: Preliminary result

Nowadays, L1 SBAS signals can be used in a combined GPS+SBAS data processing. However, such situation restricts the studies over short baselines. Besides of increasing the satellite availability, SBAS satellites orbit configuration is different from that of GPS. In order to analyze how these characteristics can impact GPS positioning in the southeast area of Brazil, experiments involving GPS-only and combined GPS+SBAS data were performed. Solutions using single point and relative positioning were computed to show the impact over satellite geometry, positioning accuracy and short baseline ambiguity resolution. Results showed that the inclusion of SBAS satellites can improve the accuracy of positioning. Nevertheless, the bad quality of the data broadcasted by these satellites limits their usage. © Springer-Verlag Berlin Heidelberg 2012.