910 resultados para Discrete time pricing model
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A simple method for designing a digital state-derivative feedback gain and a feedforward gain such that the control law is equivalent to a known and adequate state feedback and feedforward control law of a digital redesigned system is presented. It is assumed that the plant is a linear controllable, time-invariant, Single-Input (SI) or Multiple-Input (MI) system. This procedure allows the use of well-known continuous-time state feedback design methods to directly design discrete-time state-derivative feedback control systems. The state-derivative feedback can be useful, for instance, in the vibration control of mechanical systems, where the main sensors are accelerometers. One example considering the digital redesign with state-derivative feedback of a helicopter illustrates the proposed method. © 2009 IEEE.
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This paper presents a control method that is effective to reduce the degenerative effects of delay time caused by a treacherous network. In present application a controlled DC motor is part of an inverted pendulum and provides the equilibrium of this system. The control of DC motor is accomplished at the distance through a treacherous network, which causes delay time in the control signal. A predictive technique is used so that it turns the system free of delay. A robust digital sliding mode controller is proposed to control the free-delay system. Due to the random conditions of the network operation, a delay time detection and accommodation strategy is also proposed. A computer simulation is shown to illustrate the design procedures and the effectiveness of the proposed method. © 2011 IEEE.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Este trabalho apresenta o desenvolvimento e resultados de testes de campo de um estabilizador de sistemas de potência (ESP) digital, destinado ao amortecimento de oscilações eletromecânicas em sistemas interligados. Os testes experimentais foram efetuados em uma das unidades hidrogeradoras, de 350 MVA, da UHE de Tucuruí. A lei de controle amortecedor do ESP digital foi embarcada em um sistema de hardware baseado em um controlador digital de sinais (DSPIC 30f5011). A estrutura da lei de controle é na forma canónica RST, de tempo discreto, sendo os parâmetros do controlador calculados através da técnica de deslocamento radial de pólos. Para fins de projeto, a dinâmica da planta, no ponto de operação considerado, foi representada por um modelo paramétrico, o qual foi estimado a partir de dados medidos em campo. Os resultados experimentais mostraram um excelente desempenho do ESP digital no amortecimento de um dos modos eletromecânicos observável na UHE de Tucuruí.
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Pós-graduação em Biometria - IBB
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Synchronization in nonlinear dynamical systems, especially in chaotic systems, is field of research in several areas of knowledge, such as Mechanical Engineering and Electrical Engineering, Biology, Physics, among others. In simple terms, two systems are synchronized if after a certain time, they have similar behavior or occurring at the same time. The sound and image in a film is an example of this phenomenon in our daily lives. The studies of synchronization include studies of continuous dynamic systems, governed by differential equations or studies of discrete time dynamical systems, also called maps. Maps correspond, in general, discretizations of differential equations and are widely used to model physical systems, mainly due to its ease of computational. It is enough to make iterations from given initial conditions for knowing the trajectories of system. This completion of course work based on the study of the map called ”Zaslavksy Web Map”. The Zaslavksy Web Map is a result of the combination of the movements of a particle in a constant magnetic field and a wave electrostatic propagating perpendicular to the magnetic field. Apart from interest in the particularities of this map, there was objective the deepening of concepts of nonlinear dynamics, as equilibrium points, linear stability, stability non-linear, bifurcation and chaos
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Cost-effectiveness and budget impact of saxagliptine as additional therapy to metformin for the treatment of diabetes mellitus type 2 in the Brazilian private health system Objectives: To compare costs and clinical benefits of three additional therapies to metformin (MF) for patients with diabetes mellitus type 2 (DM2). Methods: A discrete event simulation model seas built to estimate the cost-utility ratio (cost per quality-adjusted life years [QALY)) of saxagliptine as an additional therapy to MF when compared to rosiglitazone or pioglitazone. A budget impact model (BIM) was built to simulate the economic impact of saxagliptine use in the context of the Brazilian private health system. Results: The acquiring medication costs for the hypothetical patient group analyzed in a time frame of three years, were R$ 10,850,185, R$ 14,836,265 and R$ 14,679,099 for saxagliptine, pioglitazone and rosiglitazone, respectively. Saxagliptine showed lower costs and greater effectiveness in both comparisons, with projected savings for the first three years of R$ 3,874 and R$ 3,996, respectively. The BIM estimated cumulative savings of R$ 417,958 with the repayment of saxagliptine in three years from the perspective of a health plan with 1,000,000 covered individuals. Conclusion: From the perspective of private paying source, the projection is that adding saxagliptine with MF save costs when compared with the addition of rosiglitazone or pioglitazone in patients with DM2 that have not reached the HbA1c goal with metformin monotherapy. The BIM of including saxagliptine in the reimbursement lists of health plans indicated significant savings on the three-year horizon.
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Stochastic methods based on time-series modeling combined with geostatistics can be useful tools to describe the variability of water-table levels in time and space and to account for uncertainty. Monitoring water-level networks can give information about the dynamic of the aquifer domain in both dimensions. Time-series modeling is an elegant way to treat monitoring data without the complexity of physical mechanistic models. Time-series model predictions can be interpolated spatially, with the spatial differences in water-table dynamics determined by the spatial variation in the system properties and the temporal variation driven by the dynamics of the inputs into the system. An integration of stochastic methods is presented, based on time-series modeling and geostatistics as a framework to predict water levels for decision making in groundwater management and land-use planning. The methodology is applied in a case study in a Guarani Aquifer System (GAS) outcrop area located in the southeastern part of Brazil. Communication of results in a clear and understandable form, via simulated scenarios, is discussed as an alternative, when translating scientific knowledge into applications of stochastic hydrogeology in large aquifers with limited monitoring network coverage like the GAS.
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The hero's journey is a narrative structure identified by several authors in comparative studies on folklore and mythology. This storytelling template presents the stages of inner metamorphosis undergone by the protagonist after being called to an adventure. In a simplified version, this journey is divided into three acts separated by two crucial moments. Here we propose a discrete-time dynamical system for representing the protagonist's evolution. The suffering along the journey is taken as the control parameter of this system. The bifurcation diagram exhibits stationary, periodic and chaotic behaviors. In this diagram, there are transition from fixed point to chaos and transition from limit cycle to fixed point. We found that the values of the control parameter corresponding to these two transitions are in quantitative agreement with the two critical moments of the three-act hero's journey identified in 10 movies appearing in the list of the 200 worldwide highest-grossing films. (C) 2011 Elsevier B.V. All rights reserved.
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This paper studies the asymptotic optimality of discrete-time Markov decision processes (MDPs) with general state space and action space and having weak and strong interactions. By using a similar approach as developed by Liu, Zhang, and Yin [Appl. Math. Optim., 44 (2001), pp. 105-129], the idea in this paper is to consider an MDP with general state and action spaces and to reduce the dimension of the state space by considering an averaged model. This formulation is often described by introducing a small parameter epsilon > 0 in the definition of the transition kernel, leading to a singularly perturbed Markov model with two time scales. Our objective is twofold. First it is shown that the value function of the control problem for the perturbed system converges to the value function of a limit averaged control problem as epsilon goes to zero. In the second part of the paper, it is proved that a feedback control policy for the original control problem defined by using an optimal feedback policy for the limit problem is asymptotically optimal. Our work extends existing results of the literature in the following two directions: the underlying MDP is defined on general state and action spaces and we do not impose strong conditions on the recurrence structure of the MDP such as Doeblin's condition.
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In this article, we propose a new Bayesian flexible cure rate survival model, which generalises the stochastic model of Klebanov et al. [Klebanov LB, Rachev ST and Yakovlev AY. A stochastic-model of radiation carcinogenesis - latent time distributions and their properties. Math Biosci 1993; 113: 51-75], and has much in common with the destructive model formulated by Rodrigues et al. [Rodrigues J, de Castro M, Balakrishnan N and Cancho VG. Destructive weighted Poisson cure rate models. Technical Report, Universidade Federal de Sao Carlos, Sao Carlos-SP. Brazil, 2009 (accepted in Lifetime Data Analysis)]. In our approach, the accumulated number of lesions or altered cells follows a compound weighted Poisson distribution. This model is more flexible than the promotion time cure model in terms of dispersion. Moreover, it possesses an interesting and realistic interpretation of the biological mechanism of the occurrence of the event of interest as it includes a destructive process of tumour cells after an initial treatment or the capacity of an individual exposed to irradiation to repair altered cells that results in cancer induction. In other words, what is recorded is only the damaged portion of the original number of altered cells not eliminated by the treatment or repaired by the repair system of an individual. Markov Chain Monte Carlo (MCMC) methods are then used to develop Bayesian inference for the proposed model. Also, some discussions on the model selection and an illustration with a cutaneous melanoma data set analysed by Rodrigues et al. [Rodrigues J, de Castro M, Balakrishnan N and Cancho VG. Destructive weighted Poisson cure rate models. Technical Report, Universidade Federal de Sao Carlos, Sao Carlos-SP. Brazil, 2009 (accepted in Lifetime Data Analysis)] are presented.