Formal security analysis of the DNP3-secure authentication protocol

This thesis evaluates the security of Supervisory Control and Data Acquisition (SCADA) systems, which are one of the key foundations of many critical infrastructures. Specifically, it examines one of the standardised SCADA protocols called the Distributed Network Protocol Version 3, which attempts to provide a security mechanism to ensure that messages transmitted between devices, are adequately secured from rogue applications. To achieve this, the thesis applies formal methods from theoretical computer science to formally analyse the correctness of the protocol.

Conceptual and statistical modelling of environmental effects in population dynamics

Population dynamics are generally viewed as the result of intrinsic (purely density dependent) and extrinsic (environmental) processes. Both components, and potential interactions between those two, have to be modelled in order to understand and predict dynamics of natural populations; a topic that is of great importance in population management and conservation. This thesis focuses on modelling environmental effects in population dynamics and how effects of potentially relevant environmental variables can be statistically identified and quantified from time series data. Chapter I presents some useful models of multiplicative environmental effects for unstructured density dependent populations. The presented models can be written as standard multiple regression models that are easy to fit to data. Chapters II IV constitute empirical studies that statistically model environmental effects on population dynamics of several migratory bird species with different life history characteristics and migration strategies. In Chapter II, spruce cone crops are found to have a strong positive effect on the population growth of the great spotted woodpecker (Dendrocopos major), while cone crops of pine another important food resource for the species do not effectively explain population growth. The study compares rate- and ratio-dependent effects of cone availability, using state-space models that distinguish between process and observation error in the time series data. Chapter III shows how drought, in combination with settling behaviour during migration, produces asymmetric spatially synchronous patterns of population dynamics in North American ducks (genus Anas). Chapter IV investigates the dynamics of a Finnish population of skylark (Alauda arvensis), and point out effects of rainfall and habitat quality on population growth. Because the skylark time series and some of the environmental variables included show strong positive autocorrelation, the statistical significances are calculated using a Monte Carlo method, where random autocorrelated time series are generated. Chapter V is a simulation-based study, showing that ignoring observation error in analyses of population time series data can bias the estimated effects and measures of uncertainty, if the environmental variables are autocorrelated. It is concluded that the use of state-space models is an effective way to reach more accurate results. In summary, there are several biological assumptions and methodological issues that can affect the inferential outcome when estimating environmental effects from time series data, and that therefore need special attention. The functional form of the environmental effects and potential interactions between environment and population density are important to deal with. Other issues that should be considered are assumptions about density dependent regulation, modelling potential observation error, and when needed, accounting for spatial and/or temporal autocorrelation.

A multistep transversal linearization (MTL) method in non-linear dynamics through a Magnus characterization

A new form of a multi-step transversal linearization (MTL) method is developed and numerically explored in this study for a numeric-analytical integration of non-linear dynamical systems under deterministic excitations. As with other transversal linearization methods, the present version also requires that the linearized solution manifold transversally intersects the non-linear solution manifold at a chosen set of points or cross-section in the state space. However, a major point of departure of the present method is that it has the flexibility of treating non-linear damping and stiffness terms of the original system as damping and stiffness terms in the transversally linearized system, even though these linearized terms become explicit functions of time. From this perspective, the present development is closely related to the popular practice of tangent-space linearization adopted in finite element (FE) based solutions of non-linear problems in structural dynamics. The only difference is that the MTL method would require construction of transversal system matrices in lieu of the tangent system matrices needed within an FE framework. The resulting time-varying linearized system matrix is then treated as a Lie element using Magnus’ characterization [W. Magnus, On the exponential solution of differential equations for a linear operator, Commun. Pure Appl. Math., VII (1954) 649–673] and the associated fundamental solution matrix (FSM) is obtained through repeated Lie-bracket operations (or nested commutators). An advantage of this approach is that the underlying exponential transformation could preserve certain intrinsic structural properties of the solution of the non-linear problem. Yet another advantage of the transversal linearization lies in the non-unique representation of the linearized vector field – an aspect that has been specifically exploited in this study to enhance the spectral stability of the proposed family of methods and thus contain the temporal propagation of local errors. A simple analysis of the formal orders of accuracy is provided within a finite dimensional framework. Only a limited numerical exploration of the method is presently provided for a couple of popularly known non-linear oscillators, viz. a hardening Duffing oscillator, which has a non-linear stiffness term, and the van der Pol oscillator, which is self-excited and has a non-linear damping term.

Two elementary proofs of the Wigner theorem on symmetry in quantum mechanics

In quantum theory, symmetry has to be defined necessarily in terms of the family of unit rays, the state space. The theorem of Wigner asserts that a symmetry so defined at the level of rays can always be lifted into a linear unitary or an antilinear antiunitary operator acting on the underlying Hilbert space. We present two proofs of this theorem which are both elementary and economical. Central to our proofs is the recognition that a given Wigner symmetry can, by post-multiplication by a unitary symmetry, be taken into either the identity or complex conjugation. Our analysis often focuses on the behaviour of certain two-dimensional subspaces of the Hilbert space under the action of a given Wigner symmetry, but the relevance of this behaviour to the larger picture of the whole Hilbert space is made transparent at every stage.

Solution of MDPS using simulation-based value iteration

This article proposes a three-timescale simulation based algorithm for solution of infinite horizon Markov Decision Processes (MDPs). We assume a finite state space and discounted cost criterion and adopt the value iteration approach. An approximation of the Dynamic Programming operator T is applied to the value function iterates. This 'approximate' operator is implemented using three timescales, the slowest of which updates the value function iterates. On the middle timescale we perform a gradient search over the feasible action set of each state using Simultaneous Perturbation Stochastic Approximation (SPSA) gradient estimates, thus finding the minimizing action in T. On the fastest timescale, the 'critic' estimates, over which the gradient search is performed, are obtained. A sketch of convergence explaining the dynamics of the algorithm using associated ODEs is also presented. Numerical experiments on rate based flow control on a bottleneck node using a continuous-time queueing model are performed using the proposed algorithm. The results obtained are verified against classical value iteration where the feasible set is suitably discretized. Over such a discretized setting, a variant of the algorithm of [12] is compared and the proposed algorithm is found to converge faster.

A unified model for auxiliary switch commutated DC-DC converters

A novel ZVS auxiliary switch commutated variation for all DGDC converter topologies has been proposed in 2006. With proper designation of the circuit variables (throw current I and the pole voltage V), all these converters are seen to be governed by an identical set of equations. With idealized switches, the steady-state performance is obtainable in an analytical form. The conversion ratio of the converter topologies is obtained. A generalized equivalent circuit emerges for all these converters from the steady-state conversion ratio. It also provides a dynamic model as well. With these generalized steady-state equivalent circuits, small signal analysis of these converters may be carried out readily. It enables one to use the familiar state space averaged results of the standard PWM DGDC converters for the resonant counterparts. Th dc and ac models reveals that dc and low frequency behaviour of the proposed family of converters is similiar to that of its PWM parent

Robust multivariable controllers for a tublar ammonia reactor

The specific objective of this paper is to develop multivariable controllers that would achieve asymptotic regulation in the presence of parameter variations and disturbance inputs for a tubular reactor used in ammonia synthesis. A ninth order state space model with three control inputs and two disturbance inputs is generated from the nonlinear distributed model using linearization and lumping approximations. Using this model, an approach for control system design is developed keeping in view the imperfections of the model and the measurability of the state variables. Specifically, the design of feedforward and robust integral controllers using state and output feedback is considered. Also, the design of robust multiloop proportional integral controllers is presented. Finally the performance of these controllers is evaluated through simulation.

Analysis Of The Hvdc Turbine Generator Torsional Interactions

In the recent past it has been found that HVDC transmission systems and turbine-generator shaft torsional dynamics can interact in an unfavourable manner. This paper presents a detailed linearised state space model of AC/DC system to study this torsional interaction. The model developed is used to study the effect of various system parameters, such as, dc line loading, converter firing angle, the firing scheme employed. The results obtained are compared with those given in[3].

Multicriterion differential games with applications to combat problems

In this paper a theory for two-person zero sum multicriterion differential games is presented. Various solution concepts based upon the notions of Pareto optimality (efficiency), security and equilibrium are defined. These are shown to have interesting applications in the formulation and analysis of two target or combat differential games. The methods for obtaining outcome regions in the state space, feedback strategies for the players and the mode of play has been discussed in the framework of bicriterion zero sum differential games. The treatment is conceptual rather than rigorous.

Free vibration of circular plates of arbitrary thickness

Free vibration of circular plates of arbitrary thickness is investigated using the method of initial functions. State-space approach is used to derive the governing equations of the above method. The formulation is such that theories of any desired order can be obtained by deleting higher terms in the infinite-order differential equations. Numerical results are obtained for flexural and extensional vibration of circular plates. Results are also computed using Mindlin's theory and they are in agreement with the present analysis.

Kalman Filter Algorithm for Rating and Prediction in Basketball

The Thesis presents a state-space model for a basketball league and a Kalman filter algorithm for the estimation of the state of the league. In the state-space model, each of the basketball teams is associated with a rating that represents its strength compared to the other teams. The ratings are assumed to evolve in time following a stochastic process with independent Gaussian increments. The estimation of the team ratings is based on the observed game scores that are assumed to depend linearly on the true strengths of the teams and independent Gaussian noise. The team ratings are estimated using a recursive Kalman filter algorithm that produces least squares optimal estimates for the team strengths and predictions for the scores of the future games. Additionally, if the Gaussianity assumption holds, the predictions given by the Kalman filter maximize the likelihood of the observed scores. The team ratings allow probabilistic inference about the ranking of the teams and their relative strengths as well as about the teams’ winning probabilities in future games. The predictions about the winners of the games are correct 65-70% of the time. The team ratings explain 16% of the random variation observed in the game scores. Furthermore, the winning probabilities given by the model are concurrent with the observed scores. The state-space model includes four independent parameters that involve the variances of noise terms and the home court advantage observed in the scores. The Thesis presents the estimation of these parameters using the maximum likelihood method as well as using other techniques. The Thesis also gives various example analyses related to the American professional basketball league, i.e., National Basketball Association (NBA), and regular seasons played in year 2005 through 2010. Additionally, the season 2009-2010 is discussed in full detail, including the playoffs.

Free vibration of rectangular beams of arbitrary depth

The state space approach is extended to the two dimensional elastodynamic problems. The formulation is in a form particularly amenable to consistent reduction to obtain approximate theories of any desired order. Free vibration of rectangular beams of arbitrary depth is investigated using this approach. The method does not involve the concept of the shear coefficientk. It takes into account the vertical normal stress and the transverse shear stress. The frequency values are calculated using the Timoshenko beam theory and the present analysis for different values of Poisson's ratio and they are in good agreement. Four cases of beams with different end conditions are considered.Die Zustandsraum-Technik wird auf zweidimensionale elastodynamische Probleme ausgedehnt. Die Formulierung ist besonders geeignet für die Aufstellung von Näherungstheorien beliebigen Grades. Freie Schwingungen von Rechteckbalken beliebiger Höhe wurden mit Hilfe dieser Technik untersucht. Das Verfahren umgeht den Begriff des Schubbeiwertsk. Es berücksichtigt die senkrechte Normalbeanspruchung und die Querkraft. Die Frequenzwerte werden mit Hilfe der Balkentheorie von Timoshenko und der vorliegenden Analyse berechnet, und zwar für verschiedene Werte der Querdehnzahl. Die berechneten Werte befinden sich in guter Übereinstimmung. Vier Fälle von Balken mit verschiedenen Endbedingungen werden untersucht.

Analysis of Torsional Interactions with Power System Stabilizer

Torsional interactions can occur due to the speed input Power System Stabilizer (PSS) that are primarily used to damp low frequency oscillations. The solution to this problem can be either in the form of providing a torsional filter or developing an alternate signal for the PSS. This paper deals with the formulation of a linearized state space model of the system and study of the interactions using eigenvalue analysis. The effects of the parameters of PSS and control signals on the damping of torsional modes are investigated.

On the Milito-Cruz adaptive control scheme for Markov chains

Milito and Cruz have introduced a novel adaptive control scheme for finite Markov chains when a finite parametrized family of possible transition matrices is available. The scheme involves the minimization of a composite functional of the observed history of the process incorporating both control and estimation aspects. We prove the a.s. optimality of a similar scheme when the state space is countable and the parameter space a compact subset ofR.

Weighted subspace methods and spatial smoothing: analysis and comparison

The effect of using a spatially smoothed forward-backward covariance matrix on the performance of weighted eigen-based state space methods/ESPRIT, and weighted MUSIC for direction-of-arrival (DOA) estimation is analyzed. Expressions for the mean-squared error in the estimates of the signal zeros and the DOA estimates, along with some general properties of the estimates and optimal weighting matrices, are derived. A key result is that optimally weighted MUSIC and weighted state-space methods/ESPRIT have identical asymptotic performance. Moreover, by properly choosing the number of subarrays, the performance of unweighted state space methods can be significantly improved. It is also shown that the mean-squared error in the DOA estimates is independent of the exact distribution of the source amplitudes. This results in a unified framework for dealing with DOA estimation using a uniformly spaced linear sensor array and the time series frequency estimation problems.