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.

Mutually connected phase-locked loop networks: dynamical models and design parameters

Distribution of timing signals is an essential factor for the development of digital systems for telecommunication networks, integrated circuits and manufacturing automation. Originally, this distribution was implemented by using the master-slave architecture with a precise master clock generator sending signals to phase-locked loops (PLL) working as slave oscillators. Nowadays, wireless networks with dynamical connectivity and the increase in size and operation frequency of the integrated circuits suggest that the distribution of clock signals could be more efficient if mutually connected architectures were used. Here, mutually connected PLL networks are studied and conditions for synchronous states existence are analytically derived, depending on individual node parameters and network connectivity, considering that the nodes are nonlinear oscillators with nonlinear coupling conditions. An expression for the network synchronisation frequency is obtained. The lock-in range and the transmission error bounds are analysed providing hints to the design of this kind of clock distribution system.

Flatness-based control of a single qubit gate

This work considers the open-loop control problem of steering a two-level quantum system from any initial to any final condition. The model of this system evolves on the state space X = SU(2), having two inputs that correspond to the complex amplitude of a resonant laser field. A symmetry preserving flat output is constructed using a fully geometric construction and quaternion computations. Simulation results of this flatness-based open-loop control are provided.

Mock circulatory system for the evaluation of left ventricular assist devices, endoluminal prostheses, and vascular diseases

A new digital computer mock circulatory system has been developed in order to replicate the physiologic and pathophysiologic characteristics of the human cardiovascular system. The computer performs the acquisition of pressure, flow, and temperature in an open loop system. A computer program has been developed in Labview programing environment to evaluate all these physical parameters. The acquisition system was composed of pressure, flow, and temperature sensors and also signal conditioning modules. In this study, some results of flow, cardiac frequencies, pressures, and temperature were evaluated according to physiologic ventricular states. The results were compared with literature data. In further works, performance investigations will be conducted on a ventricular assist device and endoprosthesis. Also, this device should allow for evaluation of several kinds of vascular diseases.

SKAN: Skin Scanner - System for Skin Cancer Detection Using Adaptive Techniques

SKAN: Skin Scanner - System for Skin Cancer Detection Using Adaptive Techniques - combines computer engineering concepts with areas like dermatology and oncology. Its objective is to discern images of skin cancer, specifically melanoma, from others that show only common spots or other types of skin diseases, using image recognition. This work makes use of the ABCDE visual rule, which is often used by dermatologists for melanoma identification, to define which characteristics are analyzed by the software. It then applies various algorithms and techniques, including an ellipse-fitting algorithm, to extract and measure these characteristics and decide whether the spot is a melanoma or not. The achieved results are presented with special focus on the adaptive decision-making and its effect on the diagnosis. Finally, other applications of the software and its algorithms are presented.

A calibration approach based on Takagi-Sugeno fuzzy inference system for digital electronic compasses

Recently, the development of industrial processes brought on the outbreak of technologically complex systems. This development generated the necessity of research relative to the mathematical techniques that have the capacity to deal with project complexities and validation. Fuzzy models have been receiving particular attention in the area of nonlinear systems identification and analysis due to it is capacity to approximate nonlinear behavior and deal with uncertainty. A fuzzy rule-based model suitable for the approximation of many systems and functions is the Takagi-Sugeno (TS) fuzzy model. IS fuzzy models are nonlinear systems described by a set of if then rules which gives local linear representations of an underlying system. Such models can approximate a wide class of nonlinear systems. In this paper a performance analysis of a system based on IS fuzzy inference system for the calibration of electronic compass devices is considered. The contribution of the evaluated IS fuzzy inference system is to reduce the error obtained in data acquisition from a digital electronic compass. For the reliable operation of the TS fuzzy inference system, adequate error measurements must be taken. The error noise must be filtered before the application of the IS fuzzy inference system. The proposed method demonstrated an effectiveness of 57% at reducing the total error based on considered tests. (C) 2011 Elsevier Ltd. All rights reserved.

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

Dynamic positioning systems: An experimental analysis of sliding mode control

Vessel dynamic positioning (DP) systems are based on conventional PID-type controllers and an extended Kalman filter. However, they present a difficult tuning procedure, and the closed-loop performance varies with environmental or loading conditions since the dynamics of the vessel are eminently nonlinear. Gain scheduling is normally used to address the nonlinearity of the system. To overcome these problems, a sliding mode control was evaluated. This controller is robust to variations in environmental and loading conditions, it maintains performance and stability for a large range of conditions, and presents an easy tuning methodology. The performance of the controller was evaluated numerically and experimentally in order to address its effectiveness. The results are compared with those obtained from conventional PID controller. (c) 2010 Elsevier Ltd. All rights reserved.

Thermodynamic Assessment of the Aluminum Corner of the Al-Fe-Mn-Si System

A new assessment of the aluminum corner of the quaternary Al-Fe-Mn-Si system has been made that extends beyond the COST-507 database. This assessment makes use of a recent, improved description of the ternary Al-Fe-Si system. In the present work, modeling of the Al-rich corner of the quaternary Al-Fe-Mn-Si system has been carried out by introducing Fe solubility into the so-called alpha-AlMnSi and beta-AlMnSi phases of the Al-Mn-Si system. A critical review of the data available on the quaternary system is presented and used for the extension of the description of these ternary phases into the quaternary Al-Fe-Mn-Si.

Thermodynamic modelling of an Al(2)O(3)-MnO system using the ionic model

The thermodynamic assessment of an Al(2)O(3)-MnO pseudo-binary system has been carried out with the use of an ionic model. The use of the electro-neutrality principles in addition to the constitutive relations, between site fractions of the species on each sub-lattice, the thermodynamics descriptions of each solid phase has been determined to make possible the solubility description. Based on the thermodynamics descriptions of each phase in addition to thermo-chemical data obtained from the literature, the Gibbs energy functions were optimized for each phase of the Al(2)O(3)-MnO system with the support of PARROT(R) module from ThemoCalc(R) package. A thermodynamic database was obtained, in agreement with the thermo-chemical data extracted from the literature, to describe the Al(2)O(3)-MnO system including the solubility description of solid phases. (C) 2009 Elsevier Ltd. All rights reserved.

On state representations of time-varying nonlinear systems

This work considers a nonlinear time-varying system described by a state representation, with input u and state x. A given set of functions v, which is not necessarily the original input u of the system, is the (new) input candidate. The main result provides necessary and sufficient conditions for the existence of a local classical state space representation with input v. These conditions rely on integrability tests that are based on a derived flag. As a byproduct, one obtains a sufficient condition of differential flatness of nonlinear systems. (C) 2009 Elsevier Ltd. All rights reserved.

Thermodynamic information system for diagnosis and prognosis of power plant operation condition

A thermodynamic information system for diagnosis and prognosis of an existing power plant was developed. The system is based on an analytic approach that informs the current thermodynamic condition of all cycle components, as well as the improvement that can be obtained in the cycle performance by the elimination of the discovered anomalies. The effects induced by components anomalies and repairs in other components efficiency, which have proven to be one of the main drawbacks in the diagnosis and prognosis analyses, are taken into consideration owing to the use of performance curves and corrected performance curves together with the thermodynamic data collected from the distributed control system. The approach used to develop the system is explained, the system implementation in a real gas turbine cogeneration combined cycle is described and the results are discussed. (C) 2011 Elsevier Ltd. All rights reserved.

Traceability system in cod fishing

The objective of this research was to examine how various factors in Icelandic cod fishing can influence the quality of the raw material, using traceability systems to link these factors, and how transfer that knowledge and techniques to the Brazilian seafood industry. Data were collected in 2007 and analysed, to find a functional relationship between various quality factors. The analysis, showed, that there is a correlation between the number of parasites in the fillets and location of the fishing ground. It also showed that fishing ground and volume in haul can influence gaping, and that fillet yield differs between fishing grounds. These conclusions could only be drawn because of the ability to trace the fish from catch and all the way through processing. Recommendations drawn from this research to the Brazilian Competent Authority are to revise the countries fisheries legislation in order to enable the implementation of a traceability system that could be used as a tool to improve the quality of the raw material. (C) 2010 Elsevier Ltd. All rights reserved.

PROPOSAL OF A PERFORMANCE MEASURING SYSTEM APPLIED TO AGRICULTURAL MECHANIZATION

The leaders` organizations of several different sectors have as characteristic to measure their own performance in a systematic way. However, this concept is still unusual in agricultural enterprises, including the mechanization sector. Mechanization has an important role on the production costs and to know its performance is a key factor for the agricultural enterprise success. This work was generated by the importance that measurement of performance has for the management and the mechanization impact on the production costs. Its aim is to propose an integrated performance measurement system to give support to agricultural management. The methodology was divided in two steps: adjustment of a conceptual model based on Balanced Score Card - BSC; application of the model in a study case at sugar cane mill. The adjustment and the application of the conceptual model allowed to obtain the performance index in a systematic way, that are associated to: costs and deadline ( traditionally used); control and improvement on the quality of operations and support process; environmental preservation; safety; health; employees satisfaction; development of information systems. The adjusted model helped the development of the performance measurement system for the mechanized management systems and the index allows an integrated view of the enterprise, related to its strategic objectives.

Performance of a multi-level TDR system exposed to tropical field conditions - A time-space comparison with tensiometry

Time-domain reflectometry (TDR) is an important technique to obtain series of soil water content measurements in the field. Diode-segmented probes represent an improvement in TDR applicability, allowing measurements of the soil water content profile with a single probe. In this paper we explore an extensive soil water content dataset obtained by tensiometry and TDR from internal drainage experiments in two consecutive years in a tropical soil in Brazil. Comparisons between the variation patterns of the water content estimated by both methods exhibited evidences of deterioration of the TDR system during this two year period at field conditions. The results showed consistency in the variation pattern for the tensiometry data, whereas TDR estimates were inconsistent, with sensitivity decreasing over time. This suggests that difficulties may arise for the long-term use of this TDR system under tropical field conditions. (c) 2008 Elsevier B.V. All rights reserved.