904 resultados para Optimal Linear Control
Resumo:
This work presents a performance analysis of multimodal passive vibration control of a sandwich beam using shear piezoelectric materials, embedded in a sandwich beam core, connected to independent resistive shunt circuits. Shear piezoelectric actuators were recently shown to be more interesting for higher frequencies and stiffer structures. In particular, for shunted damping, it was shown that equivalent material loss factors of up to 31% can be achieved by optimizing the shunt circuit. In the present work, special attention is given to the design of multimodal vibration control through independent shunted shear piezoelectric sensors. In particular, a parametric analysis is performed to evaluate optimal configurations for a set of modes to be damped. Then, a methodology to evaluate the modal damping resulting from each shunted piezoelectric sensor is presented using the modal strain energy method. Results show that modal damping factors of 1%-2% can be obtained for three selected vibration modes.
Resumo:
This work explores the design of piezoelectric transducers based on functional material gradation, here named functionally graded piezoelectric transducer (FGPT). Depending on the applications, FGPTs must achieve several goals, which are essentially related to the transducer resonance frequency, vibration modes, and excitation strength at specific resonance frequencies. Several approaches can be used to achieve these goals; however, this work focuses on finding the optimal material gradation of FGPTs by means of topology optimization. Three objective functions are proposed: (i) to obtain the FGPT optimal material gradation for maximizing specified resonance frequencies; (ii) to design piezoelectric resonators, thus, the optimal material gradation is found for achieving desirable eigenvalues and eigenmodes; and (iii) to find the optimal material distribution of FGPTs, which maximizes specified excitation strength. To track the desirable vibration mode, a mode-tracking method utilizing the `modal assurance criterion` is applied. The continuous change of piezoelectric, dielectric, and elastic properties is achieved by using the graded finite element concept. The optimization algorithm is constructed based on sequential linear programming, and the concept of continuum approximation of material distribution. To illustrate the method, 2D FGPTs are designed for each objective function. In addition, the FGPT performance is compared with the non-FGPT one.
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The objective of this paper is to develop a mathematical model for the synthesis of anaerobic digester networks based on the optimization of a superstructure that relies on a non-linear programming formulation. The proposed model contains the kinetic and hydraulic equations developed by Pontes and Pinto [Chemical Engineering journal 122 (2006) 65-80] for two types of digesters, namely UASB (Upflow Anaerobic Sludge Blanket) and EGSB (Expanded Granular Sludge Bed) reactors. The objective function minimizes the overall sum of the reactor volumes. The optimization results show that a recycle stream is only effective in case of a reactor with short-circuit, such as the UASB reactor. Sensitivity analysis was performed in the one and two-digester network superstructures, for the following parameters: UASB reactor short-circuit fraction and the EGSB reactor maximum organic load, and the corresponding results vary considerably in terms of digester volumes. Scenarios for three and four-digester network superstructures were optimized and compared with the results from fewer digesters. (C) 2009 Elsevier B.V. All rights reserved.
Resumo:
There is an increasing need to treat effluents contaminated with phenol with advanced oxidation processes (AOPs) to minimize their impact on the environment as well as on bacteriological populations of other wastewater treatment systems. One of the most promising AOPs is the Fenton process that relies on the Fenton reaction. Nevertheless, there are no systematic studies on Fenton reactor networks. The objective of this paper is to develop a strategy for the optimal synthesis of Fenton reactor networks. The strategy is based on a superstructure optimization approach that is represented as a mixed integer non-linear programming (MINLP) model. Network superstructures with multiple Fenton reactors are optimized with the objective of minimizing the sum of capital, operation and depreciation costs of the effluent treatment system. The optimal solutions obtained provide the reactor volumes and network configuration, as well as the quantities of the reactants used in the Fenton process. Examples based on a case study show that multi-reactor networks yield decrease of up to 45% in overall costs for the treatment plant. (C) 2010 The Institution of Chemical Engineers. Published by Elsevier B.V. All rights reserved.
Resumo:
In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.
Resumo:
The main goal of this paper is to apply the so-called policy iteration algorithm (PIA) for the long run average continuous control problem of piecewise deterministic Markov processes (PDMP`s) taking values in a general Borel space and with compact action space depending on the state variable. In order to do that we first derive some important properties for a pseudo-Poisson equation associated to the problem. In the sequence it is shown that the convergence of the PIA to a solution satisfying the optimality equation holds under some classical hypotheses and that this optimal solution yields to an optimal control strategy for the average control problem for the continuous-time PDMP in a feedback form.
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This paper considers two aspects of the nonlinear H(infinity) control problem: the use of weighting functions for performance and robustness improvement, as in the linear case, and the development of a successive Galerkin approximation method for the solution of the Hamilton-Jacobi-Isaacs equation that arises in the output-feedback case. Design of nonlinear H(infinity) controllers obtained by the well-established Taylor approximation and by the proposed Galerkin approximation method applied to a magnetic levitation system are presented for comparison purposes.
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In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.
Resumo:
This work is concerned with the existence of an optimal control strategy for the long-run average continuous control problem of piecewise-deterministic Markov processes (PDMPs). In Costa and Dufour (2008), sufficient conditions were derived to ensure the existence of an optimal control by using the vanishing discount approach. These conditions were mainly expressed in terms of the relative difference of the alpha-discount value functions. The main goal of this paper is to derive tractable conditions directly related to the primitive data of the PDMP to ensure the existence of an optimal control. The present work can be seen as a continuation of the results derived in Costa and Dufour (2008). Our main assumptions are written in terms of some integro-differential inequalities related to the so-called expected growth condition, and geometric convergence of the post-jump location kernel associated to the PDMP. An example based on the capacity expansion problem is presented, illustrating the possible applications of the results developed in the paper.
Resumo:
This paper deals with the expected discounted continuous control of piecewise deterministic Markov processes (PDMP`s) using a singular perturbation approach for dealing with rapidly oscillating parameters. The state space of the PDMP is written as the product of a finite set and a subset of the Euclidean space a""e (n) . The discrete part of the state, called the regime, characterizes the mode of operation of the physical system under consideration, and is supposed to have a fast (associated to a small parameter epsilon > 0) and a slow behavior. By using a similar approach as developed in Yin and Zhang (Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach, Applications of Mathematics, vol. 37, Springer, New York, 1998, Chaps. 1 and 3) the idea in this paper is to reduce the number of regimes by considering an averaged model in which the regimes within the same class are aggregated through the quasi-stationary distribution so that the different states in this class are replaced by a single one. The main goal is to show that the value function of the control problem for the system driven by the perturbed Markov chain converges to the value function of this limit control problem as epsilon goes to zero. This convergence is obtained by, roughly speaking, showing that the infimum and supremum limits of the value functions satisfy two optimality inequalities as epsilon goes to zero. This enables us to show the result by invoking a uniqueness argument, without needing any kind of Lipschitz continuity condition.
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In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.
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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.
Resumo:
Application of the thermal sum concept was developed to determine the optimal harvesting stage of new banana hybrids to be grown for export. It was tested on two triploid hybrid bananas, FlhorBan 916 (F916) and FlhorBan 918 (F918), created by CIRAD`s banana breeding programme, using two different approaches. The first approach was used with F916 and involved calculating the base temperature of bunches sampled at two sites at the ripening stage, and then determining the thermal sum at which the stage of maturity would be identical to that of the control Cavendish export banana. The second approach was used to assess the harvest stage of F918 and involved calculating the two thermal parameters directly, but using more plants and a longer period. Using the linear regression model, the estimated thermal parameters were a thermal sum of 680 degree-days (dd) at a base temperature of 17.0 degrees C for cv. F916, and 970 dd at 13.9 degrees C for cv. F918. This easy-to-use method provides quick and reliable calculations of the two thermal parameters required at a specific harvesting stage for a given banana variety in tropical climate conditions. Determining these two values is an essential step for gaining insight into the agronomic features of a new variety and its potential for export. (C) 2011 Elsevier B.V. All rights reserved.
Resumo:
A method was optimized for the analysis of omeprazole (OMZ) by ultra-high speed LC with diode array detection using a monolithic Chromolith Fast Gradient RP 18 endcapped column (50 x 2.0 mm id). The analyses were performed at 30 degrees C using a mobile phase consisting of 0.15% (v/v) trifluoroacetic acid (TFA) in water (solvent A) and 0.15% (v/v) TFA in acetonitrile (solvent B) under a linear gradient of 5 to 90% B in 1 min at a flow rate of 1.0 mL/min and detection at 220 nm. Under these conditions, OMZ retention time was approximately 0.74 min. Validation parameters, such as selectivity, linearity, precision, accuracy, and robustness, showed results within the acceptable criteria. The method developed was successfully applied to OMZ enteric-coated pellets, showing that this assay can be used in the pharmaceutical industry for routine QC analysis. Moreover, the analytical conditions established allow for the simultaneous analysis of OMZ metabolites, 5-hydroxyomeprazole and omeprazole sulfone, in the same run, showing that this method can be extended to other matrixes with adequate procedures for sample preparation.
Resumo:
Two basic representations of principal-agent relationships, the 'state-space' and 'parameterized distribution' formulations, have emerged. Although the state-space formulation appears more natural, analytical studies using this formulation have had limited success. This paper develops a state-space formulation of the moral-hazard problem using a general representation of production under uncertainty. A closed-form solution for the agency-cost problem is derived. Comparative-static results are deduced. Next we solve the principal's problem of selecting the optimal output given the agency-cost function. The analysis is applied to the problem of point-source pollution control. (C) 1998 Published by Elsevier Science S.A. All rights reserved.