Motion control and real-time systems: an approach to trajectory rebuilding in non-deterministic networks

Motion control is a sub-field of automation, in which the position and/or velocity of machines are controlled using some type of device. In motion control the position, velocity, force, pressure, etc., profiles are designed in such a way that the different mechanical parts work as an harmonious whole in which a perfect synchronization must be achieved. The real-time exchange of information in the distributed system that is nowadays an industrial plant plays an important role in order to achieve always better performance, better effectiveness and better safety. The network for connecting field devices such as sensors, actuators, field controllers such as PLCs, regulators, drive controller etc., and man-machine interfaces is commonly called fieldbus. Since the motion transmission is now task of the communication system, and not more of kinematic chains as in the past, the communication protocol must assure that the desired profiles, and their properties, are correctly transmitted to the axes then reproduced or else the synchronization among the different parts is lost with all the resulting consequences. In this thesis, the problem of trajectory reconstruction in the case of an event-triggered communication system is faced. The most important feature that a real-time communication system must have is the preservation of the following temporal and spatial properties: absolute temporal consistency, relative temporal consistency, spatial consistency. Starting from the basic system composed by one master and one slave and passing through systems made up by many slaves and one master or many masters and one slave, the problems in the profile reconstruction and temporal properties preservation, and subsequently the synchronization of different profiles in network adopting an event-triggered communication system, have been shown. These networks are characterized by the fact that a common knowledge of the global time is not available. Therefore they are non-deterministic networks. Each topology is analyzed and the proposed solution based on phase-locked loops adopted for the basic master-slave case has been improved to face with the other configurations.

Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.