Minimal unknown-input functional observers for multi-input multi-output LTI systems

Designing minimum possible order (minimal) disturbance-decoupled proper functional observers for multi-input multi-output (MIMO) linear time-invariant (LTI) systems is studied. It is not necessary that a minimum-order unknown-input functional observer (UIFO) exists in our proposed design procedure. If the minimum-order observer cannot be attained, the observer's order is increased sequentially through a recursive algorithm, so that the minimal order UIFO can be obtained. To the best of our knowledge, this is the first time that this specific problem is addressed. It is assumed that the system is unknown-input functional detectable, which is the least requirement for the existence of a stable UIFO. This condition also is a certificate for the convergence of our observer's order-increase algorithm. Two methodologies are demonstrated to solve the observer design equations. The second presented scheme, is a new design method that based on our observations has a better numerical performance than the first conventional one. Numerical examples and simulation results in the MATLAB/Simulink environment describe the overall observer design procedure, and highlight the efficacy of our new methodology to solve the observer equations in comparison to the conventional one.

Minimal multi-functional observers for linear systems using a direct approach

The direct approach in designing functional observers was first presented in [1] for estimating a single function of the states of a Linear Time-Invariant (LTI) system. One of the benefits of the direct scheme is that it does not require solving the interconnected Sylvester equations that appear in the other observer design approaches. In the present paper, the direct approach is extended to reconstruct multiple functions of the states in such a way that the minimum possible order of the observer is achieved. The observer is designed so that an asymptotic functional observer can be obtained with arbitrary convergence rate. In the proposed methodology, it is not necessary that a reduced order observer exists for the desired functions to be estimated. To release this limitation, an algorithm is employed to find some auxiliary functions in the minimum required number to be appended to the desired functions. This method assumes that the system is functional observable. This assumption however is less restrictive than the observability and detectability conditions of the system. A numerical example and simulation results explain the efficacy and the benefits of the proposed algorithm.

The importance of common cyclical features in VAR analysis: a Monte-Carlo study

Despite the commonly held belief that aggregate data display short-run comovement, there has been little discussion about the econometric consequences of this feature of the data. We use exhaustive Monte-Carlo simulations to investigate the importance of restrictions implied by common-cyclical features for estimates and forecasts based on vector autoregressive models. First, we show that the ìbestî empirical model developed without common cycle restrictions need not nest the ìbestî model developed with those restrictions. This is due to possible differences in the lag-lengths chosen by model selection criteria for the two alternative models. Second, we show that the costs of ignoring common cyclical features in vector autoregressive modelling can be high, both in terms of forecast accuracy and efficient estimation of variance decomposition coefficients. Third, we find that the Hannan-Quinn criterion performs best among model selection criteria in simultaneously selecting the lag-length and rank of vector autoregressions.

A Common-feature approach for testing present-value restrictions with financial data

It is well known that cointegration between the level of two variables (labeled Yt and yt in this paper) is a necessary condition to assess the empirical validity of a present-value model (PV and PVM, respectively, hereafter) linking them. The work on cointegration has been so prevalent that it is often overlooked that another necessary condition for the PVM to hold is that the forecast error entailed by the model is orthogonal to the past. The basis of this result is the use of rational expectations in forecasting future values of variables in the PVM. If this condition fails, the present-value equation will not be valid, since it will contain an additional term capturing the (non-zero) conditional expected value of future error terms. Our article has a few novel contributions, but two stand out. First, in testing for PVMs, we advise to split the restrictions implied by PV relationships into orthogonality conditions (or reduced rank restrictions) before additional tests on the value of parameters. We show that PV relationships entail a weak-form common feature relationship as in Hecq, Palm, and Urbain (2006) and in Athanasopoulos, Guillén, Issler and Vahid (2011) and also a polynomial serial-correlation common feature relationship as in Cubadda and Hecq (2001), which represent restrictions on dynamic models which allow several tests for the existence of PV relationships to be used. Because these relationships occur mostly with nancial data, we propose tests based on generalized method of moment (GMM) estimates, where it is straightforward to propose robust tests in the presence of heteroskedasticity. We also propose a robust Wald test developed to investigate the presence of reduced rank models. Their performance is evaluated in a Monte-Carlo exercise. Second, in the context of asset pricing, we propose applying a permanent-transitory (PT) decomposition based on Beveridge and Nelson (1981), which focus on extracting the long-run component of asset prices, a key concept in modern nancial theory as discussed in Alvarez and Jermann (2005), Hansen and Scheinkman (2009), and Nieuwerburgh, Lustig, Verdelhan (2010). Here again we can exploit the results developed in the common cycle literature to easily extract permament and transitory components under both long and also short-run restrictions. The techniques discussed herein are applied to long span annual data on long- and short-term interest rates and on price and dividend for the U.S. economy. In both applications we do not reject the existence of a common cyclical feature vector linking these two series. Extracting the long-run component shows the usefulness of our approach and highlights the presence of asset-pricing bubbles.

Previsão de preços de ativos usando restrições do modelo de valor presente

Motivados pelo debate envolvendo modelos estruturais e na forma reduzida, propomos nesse artigo uma abordagem empírica com o objetivo de ver se a imposição de restrições estruturais melhoram o poder de previsibilade vis-a-vis modelos irrestritos ou parcialmente restritos. Para respondermos nossa pergunta, realizamos previsões utilizando dados agregados de preços e dividendos de ações dos EUA. Nesse intuito, exploramos as restrições de cointegração, de ciclo comum em sua forma fraca e sobre os parâmetros do VECM impostas pelo modelo de Valor Presente. Utilizamos o teste de igualdade condicional de habilidade de previsão de Giacomini e White (2006) para comparar as previsões feitas por esse modelo com outros menos restritos. No geral, encontramos que os modelos com restrições parciais apresentaram os melhores resultados, enquanto o modelo totalmente restrito de VP não obteve o mesmo sucesso.

Secagem do resíduo industrial da acerola em leito de jorro: estudos fluidodinâmicos e análise do desempenho do secador

In this research, the drying process of acerola waste was investigated by using a spouted bed drier. The process was conducted using high density polyethylene inert particles with the objective of producing an ascorbic acid-rich final product. The fruit waste was ground and used to prepare different water-maltodextrin suspensions. Initially, fluidynamical experiments were conducted in order to evaluate the feeding effect on the spouted bed drier fluidynamics behavior. The experimental planning 23 + 3 was used to investigate the effect of the following variables: solids concentration, drying air temperature, intermittence time, production efficiency, solids retention and product losses by elutriation of fine particles on drier walls. The effect of selected independent variables on the drier stability was also evaluated based on a parameter defined as the ratio between the feed suspension volume and the total inert particles volume. Finally, the powder quality was verified in experiments with fixed feed flow and varying air drying temperature, drying air velocity and intermittence time. It was observed that the suspension interferes in the spouted bed drier fluidynamics behavior, and higher air flow is necessary to stabilize the drier. The suspension also promotes the expansion of the spouted bed diameter, decreases the solid circulation and favors the air distribution at the flush area. All variables interfere in the spouted bed performance, and the solids concentration has a major effect on the material retention and losses. The intermittence time also has great effect on the stability and material retention. When it comes to production efficiency, the main effect observed was the drying air temperature. First order models were well adjusted to retention and losses data. The acerola powder presented ascorbic acid levels around 600 to 700 mg/100g. Similar moisture and ascorbic acid levels were obtained for powders obtained by spouted bed and spray drier. However, the powder production efficiency of the spray drier was lower when compared to spouted bed drier. When it comes to energetic analysis, the spray drier process was superior. The results obtained for spouted bed drier are promising and highly dependent on the operational parameters chosen, but in general, it is inferred that this drying process is adequate for paste and suspension drying

Structural damage identification and location using grammian matrices

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

Generalized soldering of +/- 2 helicity states in D=2+1

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

The fractional and nonlinear magneto-flexible rod

This paper deals with a system involving a flexible rod subjected to magnetic forces that can bend it while simultaneously subjected to external excitations produces complex and nonlinear dynamic behavior, which may present different types of solutions for its different movement-related responses. This fact motivated us to analyze such a mechanical system based on modeling and numerical simulation involving both, integer order calculus (IOC) and fractional order calculus (FOC) approaches. The time responses, pseudo phase portraits and Fourier spectra have been presented. The results obtained can be used as a source for conduct experiments in order to obtain more realistic and more accurate results about fractional-order models when compared to the integer-order models. © Published under licence by IOP Publishing Ltd.

Synthesis and characterization of 3-[(thiourea)-propyl]-functionalized silica gel and its application in adsorption and catalysis

The objective of this research was the preparation of a silica gel functionalized successively with 3-chloropropyltrimethoxysilane (SG-PrCl) and thiourea (SG-Pr-THIO), and its application in adsorption and catalysis. The materials were characterized by 13C and 29Si NMR, FTIR, scanning electron micrographs (SEM), analysis of nitrogen and elemental analysis. Aiming at its application in adsorption, the [3-(thiourea)-propyl] silica gel (SG-Pr-THIO) was tested as an adsorbent for transition-metal ions using a batchwise process. The organofunctionalized surface showed the ability to adsorb the metal ions Cd(ii), Cu(ii), Ni(ii), Pb(ii) and Co(ii) from water, ethanol and acetone. The adsorption isotherms were fitted by Langmuir, Freundlich, Temkin and Dubinin-Radushkevich (D-R) models. The kinetics of adsorption of metals were performed using three models such as pseudo-first order, pseudo-second order and Elovich. The Langmuir and pseudo-first order models were the most appropriate to describe the adsorption and kinetic data, respectively. With the purpose of application in catalysis, the SG-Pr-THIO was reacted with a Mo(ii) organometallic complex, forming the new material SG-Pr-THIO-Mo. Only a few works in the literature have reported this type of reaction, and none dealt with thiourea and Mo(ii) complexes. The new Mo-silica gel organometallic material was tested as catalyst in the epoxidation of cyclooctene and styrene. © 2013 The Royal Society of Chemistry and the Centre National de la Recherche Scientifique.

Gestão do desempenho organizacional em empresas do setor de construção civil: uma aplicação do Balanced Scorecard

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Síntese e caracterização de híbridos inorgânico-orgânicos funcionalizados com tiouréia e 2,2’-dipiridilamina: aplicação em adsorção de íons metálicos, pré-concentração e catálise

Pós-graduação em Ciência dos Materiais - FEIS

Parâmetros genéticos para produção de leite e persistência de lactações múltiplas na raça Gir

Pós-graduação em Genética e Melhoramento Animal - FCAV

Estratégias de identificação paramétrica aplicadas à modelagem dinâmica de um servidor web Apache

Este artigo apresenta um estudo experimental de técnicas de identificação paramétrica aplicadas à modelagem dinâmica de um servidor web Apache. Foi desenvolvido um arranjo experimental para simular variações de carga no servidor. O arranjo é composto por dois computadores PC, sendo um deles utilizado para executar o servidor Apache e o outro utilizado como um gerador de carga, solicitando requisições de serviço ao servidor Apache. Foram estimados modelos paramétricos auto-regressivos (AR) para diferentes pontos de operação e de condição de carga. Cada ponto de operação foi definido em termos dos valores médios para o parâmetro de entrada MaxClients (parâmetro utilizado para definir o número máximo de processos ativos) e a saída percentual de consumo de CPU (Central Processing Unit) do servidor Apache. Para cada ponto de operação foram coletadas 600 amostras, com um intervalo de amostragem de 5 segundos. Metade do conjunto de amostras coletadas em cada ponto de operação foi utilizada para estimação do modelo, enquanto que a outra metade foi utilizada para validação. Um estudo da ordem mais adequada do modelo mostrou que, para um ponto de operação com valor reduzido de MaxClients, um modelo AR de 7a ordem pode ser satisfatório. Para valores mais elevados de MaxClients, os resultados mostraram que são necessários modelos de ordem mais elevada, devido às não-linearidades inerentes ao sistema.

Efeitos do manto de intemperismo sobre anomalias eletromagnéticas provocadas por corpos tabulares inclinados: um estudo através de modelamento reduzido

Electromagnetic methods have been extensively applied in the prospecting of sulphide bodies and other conducting materials. The interpretation of e. m. data is based on the results obtained either with reduced scale or analytical modelling. In most models, the host rocks, the overburden as well as the halo of disseminated sulphides are considered highly resistive although in nature they are often weakly conductive. Presence of a well-developed conducting overburden in tropical and sub-tropical regions and a saline rich crustal layer in semi-arid regions have been found to modify significantly the e. m. anomalies in practice. Therefore, the parameters of the target, determined on the basis of simple models where the presence of the conducting environment is neglected, are found to be in considerable error. The effects of the overburden on the e. m. anomalies of a dipping tabular ore body were studied with reduced scale models for varying response parameters of both the overburden and the orebody, and also for different depths and dips of the target. The overburden and the orebody were represented by metallic sheets of varying thickness in the scale model developed in accordance with the law of electromagnetic similitude. The results of these investigations show that the overburden affects the anomaly by causing: a) phase rotation; b) amplitude reduction; c) base level displacement; d) reversion of the quadrature; and e) appearance of an extra peak in the quadrature in the case of low dipping models. The last two effects complicate the quantification of the anomalies but, on the other hand, provide a qualitative indication of the response parameters of both the ore body and the overburden. The results were assembled in the form of Argand diagrams and, finally, an interpretation scheme is suggested for the e. m. field data on the basis of these diagrams.