Control charts for individual observations of a bivariate Poisson process

In this paper, three single-control charts are proposed to monitor individual observations of a bivariate Poisson process. The specified false-alarm risk, their control limits, and ARLs were determined to compare their performances for different types and sizes of shifts. In most of the cases, the single charts presented better performance rather than two separate control charts ( one for each quality characteristic). A numerical example illustrates the proposed control charts.

Minimizing total tardiness in a stochastic single machine scheduling problem using approximate dynamic programming

This paper addresses the non-preemptive single machine scheduling problem to minimize total tardiness. We are interested in the online version of this problem, where orders arrive at the system at random times. Jobs have to be scheduled without knowledge of what jobs will come afterwards. The processing times and the due dates become known when the order is placed. The order release date occurs only at the beginning of periodic intervals. A customized approximate dynamic programming method is introduced for this problem. The authors also present numerical experiments that assess the reliability of the new approach and show that it performs better than a myopic policy.

Diagnostic errors and repetitive sequential classifications in on-line process control by attributes

The procedure of on-line process control by attributes, known as Taguchi`s on-line process control, consists of inspecting the mth item (a single item) at every m produced items and deciding, at each inspection, whether the fraction of conforming items was reduced or not. If the inspected item is nonconforming, the production is stopped for adjustment. As the inspection system can be subject to diagnosis errors, one develops a probabilistic model that classifies repeatedly the examined item until a conforming or b non-conforming classification is observed. The first event that occurs (a conforming classifications or b non-conforming classifications) determines the final classification of the examined item. Proprieties of an ergodic Markov chain were used to get the expression of average cost of the system of control, which can be optimized by three parameters: the sampling interval of the inspections (m); the number of repeated conforming classifications (a); and the number of repeated non-conforming classifications (b). The optimum design is compared with two alternative approaches: the first one consists of a simple preventive policy. The production system is adjusted at every n produced items (no inspection is performed). The second classifies the examined item repeatedly r (fixed) times and considers it conforming if most classification results are conforming. Results indicate that the current proposal performs better than the procedure that fixes the number of repeated classifications and classifies the examined item as conforming if most classifications were conforming. On the other hand, the preventive policy can be averagely the most economical alternative rather than those ones that require inspection depending on the degree of errors and costs. A numerical example illustrates the proposed procedure. (C) 2009 Elsevier B. V. All rights reserved.

Effects of the preventive and corrective adjustments in economical designs for online process control for attributes with misclassification errors

The procedure for online process control by attributes consists of inspecting a single item at every m produced items. It is decided on the basis of the inspection result whether the process is in-control (the conforming fraction is stable) or out-of-control (the conforming fraction is decreased, for example). Most articles about online process control have cited the stoppage of the production process for an adjustment when the inspected item is non-conforming (then the production is restarted in-control, here denominated as corrective adjustment). Moreover, the articles related to this subject do not present semi-economical designs (which may yield high quantities of non-conforming items), as they do not include a policy of preventive adjustments (in such case no item is inspected), which can be more economical, mainly if the inspected item can be misclassified. In this article, the possibility of preventive or corrective adjustments in the process is decided at every m produced item. If a preventive adjustment is decided upon, then no item is inspected. On the contrary, the m-th item is inspected; if it conforms, the production goes on, otherwise, an adjustment takes place and the process restarts in-control. This approach is economically feasible for some practical situations and the parameters of the proposed procedure are determined minimizing an average cost function subject to some statistical restrictions (for example, to assure a minimal levelfixed in advanceof conforming items in the production process). Numerical examples illustrate the proposal.

On the convergence of successive Galerkin approximation for nonlinear output feedback H(infinity) control

Although the formulation of the nonlinear theory of H(infinity) control has been well developed, solving the Hamilton-Jacobi-Isaacs equation remains a challenge and is the major bottleneck for practical application of the theory. Several numerical methods have been proposed for its solution. In this paper, results on convergence and stability for a successive Galerkin approximation approach for nonlinear H(infinity) control via output feedback are presented. An example is presented illustrating the application of the algorithm.

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

Modifying insect population age structure to control vector-borne disease

Age is a critical determinant of the ability of most arthropod vectors to transmit a range of human pathogens. This is due to the fact that most pathogens require a period of extrinsic incubation in the arthropod host before pathogen transmission can occur. This developmental period for the pathogen often comprises a significant proportion of the expected lifespan of the vector. As such, only a small proportion of the population that is oldest contributes to pathogen transmission. Given this, strategies that target vector age would be expected to obtain the most significant reductions in the capacity of a vector population to transmit disease. The recent identification of biological agents that shorten vector lifespan, such as Wolbachia, entomopathogenic fungi and densoviruses, offer new tools for the control of vector-borne diseases. Evaluation of the efficacy of these strategies under field conditions will be possible due to recent advances in insect age-grading techniques. Implementation of all of these strategies will require extensive field evaluation and consideration of the selective pressures that reductions in vector longevity may induce on both vector and pathogen.

A power system control scheme based on security visualisation in parameter space

Power system real time security assessment is one of the fundamental modules of the electricity markets. Typically, when a contingency occurs, it is required that security assessment and enhancement module shall be ready for action within about 20 minutes’ time to meet the real time requirement. The recent California black out again highlighted the importance of system security. This paper proposed an approach for power system security assessment and enhancement based on the information provided from the pre-defined system parameter space. The proposed scheme opens up an efficient way for real time security assessment and enhancement in a competitive electricity market for single contingency case

Flush air data system calibration using numerical simulation

The use of computational fluid dynamics simulations for calibrating a flush air data system is described, In particular, the flush air data system of the HYFLEX hypersonic vehicle is used as a case study. The HYFLEX air data system consists of nine pressure ports located flush with the vehicle nose surface, connected to onboard pressure transducers, After appropriate processing, surface pressure measurements can he converted into useful air data parameters. The processing algorithm requires an accurate pressure model, which relates air data parameters to the measured pressures. In the past, such pressure models have been calibrated using combinations of flight data, ground-based experimental results, and numerical simulation. We perform a calibration of the HYFLEX flush air data system using computational fluid dynamics simulations exclusively, The simulations are used to build an empirical pressure model that accurately describes the HYFLEX nose pressure distribution ol cr a range of flight conditions. We believe that computational fluid dynamics provides a quick and inexpensive way to calibrate the air data system and is applicable to a broad range of flight conditions, When tested with HYFLEX flight data, the calibrated system is found to work well. It predicts vehicle angle of attack and angle of sideslip to accuracy levels that generally satisfy flight control requirements. Dynamic pressure is predicted to within the resolution of the onboard inertial measurement unit. We find that wind-tunnel experiments and flight data are not necessary to accurately calibrate the HYFLEX flush air data system for hypersonic flight.

Numerical modelling of single-layer folding: clarification of an issue regarding the possible effect of computer codes and the influence of initial irregularities

The influence of initial perturbation geometry and material propel-ties on final fold geometry has been investigated using finite-difference (FLAC) and finite-element (MARC) numerical models. Previous studies using these two different codes reported very different folding behaviour although the material properties, boundary conditions and initial perturbation geometries were similar. The current results establish that the discrepancy was not due to the different computer codes but due to the different strain rates employed in the two previous studies (i.e. 10(-6) s(-1) in the FLAC models and 10(-14) s(-1) in the MARC models). As a result, different parts of the elasto-viscous rheological field were bring investigated. For the same material properties, strain rate and boundary conditions, the present results using the two different codes are consistent. A transition in Folding behaviour, from a situation where the geometry of initial perturbation determines final fold shape to a situation where material properties control the final geometry, is produced using both models. This transition takes place with increasing strain rate, decreasing elastic moduli or increasing viscosity (reflecting in each case the increasing influence of the elastic component in the Maxwell elastoviscous rheology). The transition described here is mechanically feasible but is associated with very high stresses in the competent layer (on the order of GPa), which is improbable under natural conditions. (C) 2000 Elsevier Science Ltd. All rights reserved.

Anisotropy-based performance analysis of linear discrete time invariant control systems

The anisotropic norm of a linear discrete-time-invariant system measures system output sensitivity to stationary Gaussian input disturbances of bounded mean anisotropy. Mean anisotropy characterizes the degree of predictability (or colouredness) and spatial non-roundness of the noise. The anisotropic norm falls between the H-2 and H-infinity norms and accommodates their loss of performance when the probability structure of input disturbances is not exactly known. This paper develops a method for numerical computation of the anisotropic norm which involves linked Riccati and Lyapunov equations and an associated special type equation.

The application of statistical process control charts to the detection and monitoring of hospital-acquired infections

The monitoring of infection control indicators including hospital-acquired infections is an established part of quality maintenance programmes in many health-care facilities. However, surveillance data use can be frustrated by the infrequent nature of many infections. Traditional methods of analysis often provide delayed identification of increasing infection occurrence, placing patients at preventable risk. The application of Shewhart, Cumulative Sum (CUSUM) and Exponentially Weighted Moving Average (EWMA) statistical process control charts to the monitoring of indicator infections allows continuous real-time assessment. The Shewhart chart will detect large changes, while CUSUM and EWMA methods are more suited to recognition of small to moderate sustained change. When used together, Shewhart and EWMA methods are ideal for monitoring bacteraemia and multiresistant organism rates. Shewhart and CUSUM charts are suitable for surgical infection surveillance.

Set-valued Markov chains and negative semitrajectories of discretized dynamical systems

Computer simulation of dynamical systems involves a phase space which is the finite set of machine arithmetic. Rounding state values of the continuous system to this grid yields a spatially discrete dynamical system, often with different dynamical behaviour. Discretization of an invertible smooth system gives a system with set-valued negative semitrajectories. As the grid is refined, asymptotic behaviour of the semitrajectories follows probabilistic laws which correspond to a set-valued Markov chain, whose transition probabilities can be explicitly calculated. The results are illustrated for two-dimensional dynamical systems obtained by discretization of fractional linear transformations of the unit disc in the complex plane.