System identification of linear vibrating structures

Methods of dynamic modelling and analysis of structures, for example the finite element method, are well developed. However, it is generally agreed that accurate modelling of complex structures is difficult and for critical applications it is necessary to validate or update the theoretical models using data measured from actual structures. The techniques of identifying the parameters of linear dynamic models using Vibration test data have attracted considerable interest recently. However, no method has received a general acceptance due to a number of difficulties. These difficulties are mainly due to (i) Incomplete number of Vibration modes that can be excited and measured, (ii) Incomplete number of coordinates that can be measured, (iii) Inaccuracy in the experimental data (iv) Inaccuracy in the model structure. This thesis reports on a new approach to update the parameters of a finite element model as well as a lumped parameter model with a diagonal mass matrix. The structure and its theoretical model are equally perturbed by adding mass or stiffness and the incomplete number of eigen-data is measured. The parameters are then identified by an iterative updating of the initial estimates, by sensitivity analysis, using eigenvalues or both eigenvalues and eigenvectors of the structure before and after perturbation. It is shown that with a suitable choice of the perturbing coordinates exact parameters can be identified if the data and the model structure are exact. The theoretical basis of the technique is presented. To cope with measurement errors and possible inaccuracies in the model structure, a well known Bayesian approach is used to minimize the least squares difference between the updated and the initial parameters. The eigen-data of the structure with added mass or stiffness is also determined using the frequency response data of the unmodified structure by a structural modification technique. Thus, mass or stiffness do not have to be added physically. The mass-stiffness addition technique is demonstrated by simulation examples and Laboratory experiments on beams and an H-frame.

Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis

This paper applies the vector AR-DCC-FIAPARCH model to eight national stock market indices' daily returns from 1988 to 2010, taking into account the structural breaks of each time series linked to the Asian and the recent Global financial crisis. We find significant cross effects, as well as long range volatility dependence, asymmetric volatility response to positive and negative shocks, and the power of returns that best fits the volatility pattern. One of the main findings of the model analysis is the higher dynamic correlations of the stock markets after a crisis event, which means increased contagion effects between the markets. The fact that during the crisis the conditional correlations remain on a high level indicates a continuous herding behaviour during these periods of increased market volatility. Finally, during the recent Global financial crisis the correlations remain on a much higher level than during the Asian financial crisis.

Thermal modelling for dynamic transformer rating in low carbon distribution network operation

Dynamic asset rating is one of a number of techniques that could be used to facilitate low carbon electricity network operation. This paper focusses on distribution level transformer dynamic rating under this context. The models available for use with dynamic asset rating are discussed and compared using measured load and weather conditions from a trial Network area within Milton Keynes. The paper then uses the most appropriate model to investigate, through simulation, the potential gains in dynamic rating compared to static rating under two transformer cooling methods to understand the potential gain to the Network Operator.

Modelling financial time series with switching state space models

The deficiencies of stationary models applied to financial time series are well documented. A special form of non-stationarity, where the underlying generator switches between (approximately) stationary regimes, seems particularly appropriate for financial markets. We use a dynamic switching (modelled by a hidden Markov model) combined with a linear dynamical system in a hybrid switching state space model (SSSM) and discuss the practical details of training such models with a variational EM algorithm due to [Ghahramani and Hilton,1998]. The performance of the SSSM is evaluated on several financial data sets and it is shown to improve on a number of existing benchmark methods.

Probability distribution modelling to improve stability in nonlinear MIMO control

We consider the direct adaptive inverse control of nonlinear multivariable systems with different delays between every input-output pair. In direct adaptive inverse control, the inverse mapping is learned from examples of input-output pairs. This makes the obtained controller sub optimal, since the network may have to learn the response of the plant over a larger operational range than necessary. Moreover, in certain applications, the control problem can be redundant, implying that the inverse problem is ill posed. In this paper we propose a new algorithm which allows estimating and exploiting uncertainty in nonlinear multivariable control systems. This approach allows us to model strongly non-Gaussian distribution of control signals as well as processes with hysteresis. The proposed algorithm circumvents the dynamic programming problem by using the predicted neural network uncertainty to localise the possible control solutions to consider.

Modelling foreign direct investment in China

This thesis consists of three empirical and one theoretical studies. While China has received an increasing amount of foreign direct investment (FDI) and become the second largest host country for FDI in recent years, the absence of comprehensive studies on FDI inflows into this country drives this research. In the first study, an econometric model is developed to analyse the economic, political, cultural and geographic determinants of both pledged and realised FDI in China. The results of this study suggest that China's relatively cheaper labour force, high degree of international integration with the outside world (represented by its exports and imports) and bilateral exchange rates are the important economic determinants of both pledged FDI and realised FDI in China. The second study analyses the regional distribution of both pledged and realised FDI within China. The econometric properties of the panel data set are examined using a standardised 't-bar' test. The empirical results indicate that provinces with higher level of international trade, lower wage rates, more R&D manpower, more preferential policies and closer ethnic links with overseas Chinese attract relatively more FDI. The third study constructs a dynamic equilibrium model to study the interactions among FDI, knowledge spillovers and long run economic growth in a developing country. The ideas of endogenous product cycles and trade-related international knowledge spillovers are modified and extended to FDI. The major conclusion is that, in the presence of FDI, economic growth is determined by the stock of human capital, the subjective discount rate and knowledge gap, while unskilled labour can not sustain growth. In the fourth study, the role of FDI in the growth process of the Chinese economy is investigated by using a panel of data for 27 provinces across China between 1986 and 1995. In addition to FDI, domestic R&D expenditure, international trade and human capital are added to the standard convergence regressions to control for different structural characteristics in each province. The empirical results support endogenous innovation growth theory in which regional per capita income can converge given technological diffusion, transfer and imitation.

Simulation process templates for e-business modelling

This paper argues the use of reusable simulation templates as a tool that can help to predict the effect of e-business introduction on business processes. First, a set of requirements for e-business modelling is introduced and modelling options described. Traditional business process mapping techniques are examined as a way of identifying potential changes. Whilst paper-based process mapping may not highlight significant differences between traditional and e-business processes, simulation does allow the real effects of e-business to be identified. Simulation has the advantage of capturing the dynamic characteristics of the process, thus reflecting more accurately the changes in behaviour. This paper shows the value of using generic process maps as a starting point for collecting the data that is needed to build the simulation and proposes the use of reusable templates/components for the speedier building of e-business simulation models.

Modelling and control of a hybrid stepping motor

The integration of a microprocessor and a medium power stepper motor in one control system brings together two quite different disciplines. Various methods of interfacing are examined and the problems involved in both hardware and software manipulation are investigated. Microprocessor open-loop control of the stepper motor is considered. The possible advantages of microprocessor closed-loop control are examined and the development of a system is detailed. The system uses position feedback to initiate each motor step. Results of the dynamic response of the system are presented and its performance discussed. Applications of the static torque characteristic of the stepper motor are considered followed by a review of methods of predicting the characteristic. This shows that accurate results are possible only when the effects of magnetic saturation are avoided or when the machine is available for magnetic circuit tests to be carried out. A new method of predicting the static torque characteristic is explained in detail. The method described uses the machine geometry and the magnetic characteristics of the iron types used in the machine. From this information the permeance of each iron component of the machine is calculated and by using the equivalent magnetic circuit of the machine, the total torque produced is predicted. It is shown how this new method is implemented on a digital computer and how the model may be used to investigate further aspects of the stepper motor in addition to the static torque.

A methodology for analysis and control of discrete event dynamic systems

The rapid developments in computer technology have resulted in a widespread use of discrete event dynamic systems (DEDSs). This type of system is complex because it exhibits properties such as concurrency, conflict and non-determinism. It is therefore important to model and analyse such systems before implementation to ensure safe, deadlock free and optimal operation. This thesis investigates current modelling techniques and describes Petri net theory in more detail. It reviews top down, bottom up and hybrid Petri net synthesis techniques that are used to model large systems and introduces on object oriented methodology to enable modelling of larger and more complex systems. Designs obtained by this methodology are modular, easy to understand and allow re-use of designs. Control is the next logical step in the design process. This thesis reviews recent developments in control DEDSs and investigates the use of Petri nets in the design of supervisory controllers. The scheduling of exclusive use of resources is investigated and an efficient Petri net based scheduling algorithm is designed and a re-configurable controller is proposed. To enable the analysis and control of large and complex DEDSs, an object oriented C++ software tool kit was developed and used to implement a Petri net analysis tool, Petri net scheduling and control algorithms. Finally, the methodology was applied to two industrial DEDSs: a prototype can sorting machine developed by Eurotherm Controls Ltd., and a semiconductor testing plant belonging to SGS Thomson Microelectronics Ltd.

Mathematical modelling and control of agitated extraction columns

Liquid-liquid extraction has long been known as a unit operation that plays an important role in industry. This process is well known for its complexity and sensitivity to operation conditions. This thesis presents an attempt to explore the dynamics and control of this process using a systematic approach and state of the art control system design techniques. The process was studied first experimentally under carefully selected. operation conditions, which resembles the ranges employed practically under stable and efficient conditions. Data were collected at steady state conditions using adequate sampling techniques for the dispersed and continuous phases as well as during the transients of the column with the aid of a computer-based online data logging system and online concentration analysis. A stagewise single stage backflow model was improved to mimic the dynamic operation of the column. The developed model accounts for the variation in hydrodynamics, mass transfer, and physical properties throughout the length of the column. End effects were treated by addition of stages at the column entrances. Two parameters were incorporated in the model namely; mass transfer weight factor to correct for the assumption of no mass transfer in the. settling zones at each stage and the backmixing coefficients to handle the axial dispersion phenomena encountered in the course of column operation. The parameters were estimated by minimizing the differences between the experimental and the model predicted concentration profiles at steady state conditions using non-linear optimisation technique. The estimated values were then correlated as functions of operating parameters and were incorporated in·the model equations. The model equations comprise a stiff differential~algebraic system. This system was solved using the GEAR ODE solver. The calculated concentration profiles were compared to those experimentally measured. A very good agreement of the two profiles was achieved within a percent relative error of ±2.S%. The developed rigorous dynamic model of the extraction column was used to derive linear time-invariant reduced-order models that relate the input variables (agitator speed, solvent feed flowrate and concentration, feed concentration and flowrate) to the output variables (raffinate concentration and extract concentration) using the asymptotic method of system identification. The reduced-order models were shown to be accurate in capturing the dynamic behaviour of the process with a maximum modelling prediction error of I %. The simplicity and accuracy of the derived reduced-order models allow for control system design and analysis of such complicated processes. The extraction column is a typical multivariable process with agitator speed and solvent feed flowrate considered as manipulative variables; raffinate concentration and extract concentration as controlled variables and the feeds concentration and feed flowrate as disturbance variables. The control system design of the extraction process was tackled as multi-loop decentralised SISO (Single Input Single Output) as well as centralised MIMO (Multi-Input Multi-Output) system using both conventional and model-based control techniques such as IMC (Internal Model Control) and MPC (Model Predictive Control). Control performance of each control scheme was. studied in terms of stability, speed of response, sensitivity to modelling errors (robustness), setpoint tracking capabilities and load rejection. For decentralised control, multiple loops were assigned to pair.each manipulated variable with each controlled variable according to the interaction analysis and other pairing criteria such as relative gain array (RGA), singular value analysis (SVD). Loops namely Rotor speed-Raffinate concentration and Solvent flowrate Extract concentration showed weak interaction. Multivariable MPC has shown more effective performance compared to other conventional techniques since it accounts for loops interaction, time delays, and input-output variables constraints.

Dynamic simulation of chemical processes

This thesis describes the design and implementation of an interactive dynamic simulator called DASPRII. The starting point of this research has been an existing dynamic simulation package, DASP. DASPII is written in standard FORTRAN 77 and is implemented on universally available IBM-PC or compatible machines. It provides a means for the analysis and design of chemical processes. Industrial interest in dynamic simulation has increased due to the recent increase in concern over plant operability, resiliency and safety. DASPII is an equation oriented simulation package which allows solution of dynamic and steady state equations. The steady state can be used to initialise the dynamic simulation. A robust non linear algebraic equation solver has been implemented for steady state solution. This has increased the general robustness of DASPII, compared to DASP. A graphical front end is used to generate the process flowsheet topology from a user constructed diagram of the process. A conversational interface is used to interrogate the user with the aid of a database, to complete the topological information. An original modelling strategy implemented in DASPII provides a simple mechanism for parameter switching which creates a more flexible simulation environment. The problem description generated is by a further conversational procedure using a data-base. The model format used allows the same model equations to be used for dynamic and steady state solution. All the useful features of DASPI are retained in DASPII. The program has been demonstrated and verified using a number of example problems, Significant improvements using the new NLAE solver have been shown. Topics requiring further research are described. The benefits of variable switching in models has been demonstrated with a literature problem.

The application of computerised modelling techniques in manufacturing system design

The absence of a definitive approach to the design of manufacturing systems signifies the importance of a control mechanism to ensure the timely application of relevant design techniques. To provide effective control, design development needs to be continually assessed in relation to the required system performance, which can only be achieved analytically through computer simulation. The technique providing the only method of accurately replicating the highly complex and dynamic interrelationships inherent within manufacturing facilities and realistically predicting system behaviour. Owing to the unique capabilities of computer simulation, its application should support and encourage a thorough investigation of all alternative designs. Allowing attention to focus specifically on critical design areas and enabling continuous assessment of system evolution. To achieve this system analysis needs to efficient, in terms of data requirements and both speed and accuracy of evaluation. To provide an effective control mechanism a hierarchical or multi-level modelling procedure has therefore been developed, specifying the appropriate degree of evaluation support necessary at each phase of design. An underlying assumption of the proposal being that evaluation is quick, easy and allows models to expand in line with design developments. However, current approaches to computer simulation are totally inappropriate to support the hierarchical evaluation. Implementation of computer simulation through traditional approaches is typically characterized by a requirement for very specialist expertise, a lengthy model development phase, and a correspondingly high expenditure. Resulting in very little and rather inappropriate use of the technique. Simulation, when used, is generally only applied to check or verify a final design proposal. Rarely is the full potential of computer simulation utilized to aid, support or complement the manufacturing system design procedure. To implement the proposed modelling procedure therefore the concept of a generic simulator was adopted, as such systems require no specialist expertise, instead facilitating quick and easy model creation, execution and modification, through simple data inputs. Previously generic simulators have tended to be too restricted, lacking the necessary flexibility to be generally applicable to manufacturing systems. Development of the ATOMS manufacturing simulator, however, has proven that such systems can be relevant to a wide range of applications, besides verifying the benefits of multi-level modelling.

Numerical modelling of agglomerate degradation

In the processing industries particulate materials are often in the form of powders which themselves are agglomerations of much smaller sized particles. During powder processing operations agglomerate degradation occurs primarily as a result of collisions between agglomerates and between agglomerates and the process equipment. Due to the small size of the agglomerates and the very short duration of the collisions it is currently not possible to obtain sufficiently detailed quantitative information from real experiments to provide a sound theoretically based strategy for designing particles to prevent or guarantee breakage. However, with the aid of computer simulated experiments, the micro-examination of these short duration dynamic events is made possible. This thesis presents the results of computer simulated experiments on a 2D monodisperse agglomerate in which the algorithms used to model the particle-particle interactions have been derived from contact mechanics theories and, necessarily, incorporate contact adhesion. A detailed description of the theoretical background is included in the thesis. The results of the agglomerate impact simulations show three types of behaviour depending on whether the initial impact velocity is high, moderate or low. It is demonstrated that high velocity impacts produce extensive plastic deformation which leads to subsequent shattering of the agglomerate. At moderate impact velocities semi-brittle fracture is observed and there is a threshold velocity below which the agglomerate bounces off the wall with little or no visible damage. The micromechanical processes controlling these different types of behaviour are discussed and illustrated by computer graphics. Further work is reported to demonstrate the effect of impact velocity and bond strength on the damage produced. Empirical relationships between impact velocity, bond strength and damage are presented and their relevance to attrition and comminution is discussed. The particle size distribution curves resulting from the agglomerate impacts are also provided. Computer simulated diametrical compression tests on the same agglomerate have also been carried out. Simulations were performed for different platen velocities and different bond strengths. The results show that high platen velocities produce extensive plastic deformation and crushing. Low platen velocities produce semi-brittle failure in which cracks propagate from the platens inwards towards the centre of the agglomerate. The results are compared with the results of the agglomerate impact tests in terms of work input, applied velocity and damage produced.

The mathematical modelling of the environmental performance of buildings as an aid in the design process

This thesis is a theoretical study of the accuracy and usability of models that attempt to represent the environmental control system of buildings in order to improve environmental design. These models have evolved from crude representations of a building and its environment through to an accurate representation of the dynamic characteristics of the environmental stimuli on buildings. Each generation of models has had its own particular influence on built form. This thesis analyses the theory, structure and data of such models in terms of their accuracy of simulation and therefore their validity in influencing built form. The models are also analysed in terms of their compatability with the design process and hence their ability to aid designers. The conclusions are that such models are unlikely to improve environmental performance since: a the models can only be applied to a limited number of building types, b they can only be applied to a restricted number of the characteristics of a design, c they can only be employed after many major environmental decisions have been made, d the data used in models is inadequate and unrepresentative, e models do not account for occupant interaction in environmental control. It is argued that further improvements in the accuracy of simulation of environmental control will not significantly improve environmental design. This is based on the premise that strategic environmental decisions are made at the conceptual stages of design whereas models influence the detailed stages of design. It is hypothesised that if models are to improve environmental design it must be through the analysis of building typologies which provides a method of feedback between models and the conceptual stages of design. Field studies are presented to describe a method by which typologies can be analysed and a theoretical framework is described which provides a basis for further research into the implications of the morphology of buildings on environmental design.

Dynamic behaviour of rotary mechanical seals

This thesis covers both experimental and computer investigations into the dynamic behaviour of mechanical seals. The literature survey shows no investigations on the effect of vibration on mechanical seals of the type common in the various process industries. Typical seal designs are discussed. A form of Reynolds' equation has been developed that permits the calculation of stiffnesses and damping coefficients for the fluid film. The dynamics of the mechanical seal floating ring have been investigated using approximate formulae, and it has been shown that the floating ring will behave as a rigid body. Some elements, such as the radial damping due to the fluid film, are small and may be neglected. The equations of motion of the floating ring have been developed utilising the significant elements, and a solution technique described. The stiffness and damping coefficients of nitrile rubber o-rings have been obtained. These show a wide variation, with a constant stiffness up to 60 Hz. The importance of the effect of temperature on the properties is discussed. An unsuccessful test rig is described in the appendices. The dynamic behaviour of a mechanical seal has been investigated experimentally, including the effect of changes of speed, sealed pressure and seal geometry. The results, as expected, show that high vibration levels result in both high leakage and seal temperatures. Computer programs have been developed to solve Reynolds' Equation and the equations of motion. Two solution techniques for this latter program were developed, the unsuccesful technique is described in the appendices. Some stability problems were encountered, but despite these the solution shows good agreement with some of the experimental conditions. Possible reasons for the discrepancies are discussed. Various suggestions for future work in this field are given. These include the combining of the programs and more extensive experimental and computer modelling.