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.

Comparison of friction models applied to a control valve

Eight different models to represent the effect of friction in control valves are presented: four models based on physical principles and four empirical ones. The physical models, both static and dynamic, have the same structure. The models are implemented in Simulink/Matlab (R) and compared, using different friction coefficients and input signals. Three of the models were able to reproduce the stick-slip phenomenon and passed all the tests, which were applied following ISA standards. (C) 2008 Elsevier Ltd. All rights reserved.

Postural control during kneeling

Postural control was studied when the subject was kneeling with erect trunk in a quiet posture and compared to that obtained during quiet standing. The analysis was based on the center of pressure motion in the sagittal plane (CPx), both in the time and in the frequency domains. One could assume that postural control during kneeling would be poorer than in standing because it is a less natural posture. This could cause a higher CPx variability. The power spectral density (PSD) of the CPx obtained from the experimental data in the kneeling position (KN) showed a significant decrease at frequencies below 0.3 Hz compared to upright (UP) (P < 0.01), which indicates less sway in KN. Conversely, there was an increase in fast postural oscillations (above 0.7 Hz) during KN compared to UP (P < 0.05). The root mean square (RMS) of the CPx was higher for UP (P < 0.01) while the mean velocity (MV) was higher during KN (P < 0.05). Lack of vision had a significant effect on the PSD and the parameters estimated from the CPx in both positions. We also sought to verify whether the changes in the PSD of the CPx found between the UP and KN positions were exclusively due to biomechanical factors (e.g., lowered center of gravity), or also reflected changes in the neural processes involved in the control of balance. To reach this goal, besides the experimental approach, a simple feedback model (a PID neural system, with added neural noise and controlling an inverted pendulum) was used to simulate postural sway in both conditions (in KN the pendulum was shortened, the mass and the moment of inertia were decreased). A parameter optimization method was used to fit the CPx power spectrum given by the model to that obtained experimentally. The results indicated that the changed anthropometric parameters in KN would indeed cause a large decrease in the power spectrum at low frequencies. However, the model fitting also showed that there were considerable changes also in the neural subsystem when the subject went from standing to kneeling. There was a lowering of the proportional and derivative gains and an increase in the neural noise power. Additional increases in the neural noise power were found also when the subject closed his eyes.

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.

Singular Perturbation for the Discounted Continuous Control of Piecewise Deterministic Markov Processes

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.

A new technique to control brushless motor for blood pump application

This article presents a back-electromotive force (BEMF)-based technique of detection for sensorless brushless direct current motor (BLDCM) drivers. The BLDCM has been chosen as the energy converter in rotary or pulsatile blood pumps that use electrical motors for pumping. However, in order to operate properly, the BLDCM driver needs to know the shaft position. Usually, that information is obtained through a set of Hall sensors assembled close to the rotor and connected to the electronic controller by wires. Sometimes, a large distance between the motor and controller makes the system susceptible to interference on the sensor signal because of winding current switching. Thus, the goal of the sensorless technique presented in this study is to avoid this problem. First, the operation of BLDCM was evaluated on the electronic simulator PSpice. Then, a BEMF detector circuitry was assembled in our laboratories. For the tests, a sensor-dependent system was assembled where the direct comparison between the Hall sensors signals and the detected signals was performed. The obtained results showed that the output sensorless detector signals are very similar to the Hall signals at speeds of more than 2500 rpm. Therefore, the sensorless technique is recommended as a responsible or redundant system to be used in rotary blood pumps.

Modeling technique for honeycomb FRP deck bridges via finite elements

Honeycomb structures have been used in different engineering fields. In civil engineering, honeycomb fiber-reinforced polymer (FRP) structures have been used as bridge decks to rehabilitate highway bridges in the United States. In this work, a simplified finite-element modeling technique for honeycomb FRP bridge decks is presented. The motivation is the combination of the complex geometry of honeycomb FRP decks and computational limits, which may prevent modeling of these decks in detail. The results from static and modal analyses indicate that the proposed modeling technique provides a viable tool for modeling the complex geometry of honeycomb FRP bridge decks. The modeling of other bridge components (e.g., steel girders, steel guardrails, deck-to-girder connections, and pier supports) is also presented in this work.

Exploring the random genesis of co-occurrence networks

Using the network random generation models from Gustedt (2009)[23], we simulate and analyze several characteristics (such as the number of components, the degree distribution and the clustering coefficient) of the generated networks. This is done for a variety of distributions (fixed value, Bernoulli, Poisson, binomial) that are used to control the parameters of the generation process. These parameters are in particular the size of newly appearing sets of objects, the number of contexts in which new elements appear initially, the number of objects that are shared with `parent` contexts, and, the time period inside which a context may serve as a parent context (aging). The results show that these models allow to fine-tune the generation process such that the graphs adopt properties as can be found in real world graphs. (C) 2011 Elsevier B.V. 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.

The sorption of toxic elements onto natural zeolite, synthetic goethite and modified powdered block carbon

Inorganic elements analyses of Carapicuiba lake reveal that As, Cr, Pb and Mn are above the recommended drinking water standards. The mean total concentrations of toxic elements in surface water decrease in the order Mn > Cr > Pb > As. At elevated concentrations, toxic elements like Cr can accumulate in soils and enter the food chain, leading to serious health hazards and threatening the long-term sustainability of the local ecosystem. Absorbing materials has often been used to improve water quality. In this investigation three types of material were studied: the natural zeolite (mordenite); synthetic goethite and the powdered block carbon modified. The adsorption of Pb(2+) and Mn(2+) onto natural zeolite as a function of their concentrations was studied at 24 degrees C by varying the metal concentration from 100 to 400 mg L(-1) while keeping all other parameters constant. The low-cost zeolites removed Pb from water without any pretreatment at pH values <6. The maximum adsorption attained was as follows: Pb(2+) 78.7% and Mn(2+) 19.6%. The modified powdered block carbon effectively removed As(V) and Cr(VI) while goethite removed more chromate than arsenate in the pH range 5-6. Results of this study will be used to evaluate the application these materials for the treatment of the Carapicuiba lake`s water.

Closed-loop model re-identification of processes under MPC with zone control

This work deals with a procedure for model re-identification of a process in closed loop with ail already existing commercial MPC. The controller considered here has a two-layer structure where the upper layer performs a target calculation based on a simplified steady-state optimization of the process. Here, it is proposed a methodology where a test signal is introduced in a tuning parameter of the target calculation layer. When the outputs are controlled by zones instead of at fixed set points, the approach allows the continuous operation of the process without an excessive disruption of the operating objectives as process constraints and product specifications remain satisfied during the identification test. The application of the method is illustrated through the simulation of two processes of the oil refining industry. (c) 2008 Elsevier Ltd. All rights reserved.

Biogenic modified silica as a sorbent of cadmium ions: Preparation and characterization

This work describes the preparation and characterization of biogenic modified silica from rice hull ash and its use as a sorbent of cadmium ions. Thus, an agro-industrial residue has been used to produce a new adsorbent product which is able to remove toxic elements. Mesoporous biogenic silica was obtained by alkaline extraction of sodium silicate by hydrolysis with the sol-gel process, and it was modified with salen using 1,2-dichloroethane as a spacer. The surface area of the silica was measured by nitrogen adsorption/desorption analysis. Surface modification was measured by Fourier transform infrared spectroscopy. The degree of functionalization was obtained by elemental analysis. This work showed that biogenic modified silica can be produced in aqueous media from rice hull ash using a simple method, providing an alternative method for adsorbent preparation. Thermogravimetric analysis showed that the salen-modified silica is stable up to 209 C. The modified silica displays appropriate structural characteristics for an adsorbent. The cylindrical pores, open at both ends, allow free diffusion of cadmium ions to the adsorption sites on the silica surface. The surface modification increases cadmium adsorption on the silica surface 100-fold. The salen-modified silica showed specific adsorption for Cd2+ of 44.52 mg/g SiO2 at cadmium concentration of 100 mg/l.

Why don`t our stands grow even faster? Control of production and carbon cycling in eucalypt plantations

The growth of Eucalyptus stands varies several fold across sites, under the influence of resource availability, stand age and stand structure. We describe a series of related studies that aim to understand the mechanisms that drive this great range in stand growth rates. In a seven-year study in Hawaii of Eucalyptus saligna at a site that was not water limited, we showed that nutrient availability differences led to a two-fold difference in stand wood production. Increasing nutrient supply in mid-rotation raised productivity to the level attained in continuously fertilised plots. Fertility affected the age-related decline in wood and foliage production; production in the intensive fertility treatments declined more slowly than in the minimal fertility treatments. The decline in stem production was driven largely by a decline in canopy photosynthesis. Over time, the fraction of canopy photosynthesis partitioned to below-ground allocation increased, as did foliar respiration, further reducing wood production. The reason for the decline in photosynthesis was uncertain, but it was not caused by nutrient limitation, a decline in leaf area or in photosynthetic capacity, or by hydraulic limitation. Most of the increase in carbon stored from conversion of the sugarcane plantation to Eucalyptus plantation was in the above-ground woody biomass. Soil carbon showed no net change. This study and other studies on carbon allocation showed that resource availability changes the fraction of annual photosynthesis used below-ground and for wood production. High resources (nutrition or water) decrease the partitioning below-ground and increase partitioning to wood production. Annual foliage and wood respiration and foliage production as a fraction of annual photosynthesis was remarkably constant across a wide range of fertility treatments and forest age. In the Brazil Eucalyptus Productivity Project, stand structure was manipulated by planting clonal Eucalyptus all at once or in three groups at three-monthly intervals, producing a stand where trees did not segregate into dominants and one that had strong dominance. The uneven stand structure reduced production 10-15% throughout the rotation.

Inorganic elements in the fat bodies of Diatraea saccharalis (Lepidoptera: Crambidae) larvae parasitized by Cotesia flavipes (Hymenoptera: Braconidae)

Koinobiont parasitoids use several strategies to regulate the host`s physiological processes during parasitism. Although many aspects of host-parasitoid interactions have been explored, studies that attempted to assess the effects of parasitism on the availability of inorganic elements in the host are virtually nonexistent. Therefore, we aimed to evaluate the effects of parasitism on the concentrations of inorganic elements in the fat bodies of larvae of Diatraea saccharalis (Lepidoptera: Crambidae) during the development of the parasitoid Cotesia flavipes (Hymenoptera: Braconidae), by using total reflection X-ray fluorescence (TXRF). TXRF analysis allowed comparisons of the changes in the availability of the elements P. S. K, Ca, Cr, Fe, Ni, Cu, and Zn in the fat body tissues of D. saccharalis larvae parasitized by C. flavipes. Overall, the concentration of inorganic elements was higher early in parasitoid development (1 and 3 days after parasitism) compared to non-parasitized larvae, but much lower towards the end of parasitoid development (7 and 9 days after parasitism). Ca, K, and S were reduced after the fifth day of parasitism, which affected the total abundance of inorganic elements observed in the fat bodies of the parasitized hosts. The regulatory mechanisms or pathological effects related to the observed variation of the host inorganic elements induced by the parasitoid remain unknown, but there might be a strategy to make these elements available to the parasitoid larvae at the end of their development, when higher metabolic activity of the host fat body is required to sustain parasitoid growth. The observed variation of the host`s inorganic elements could also be related to the known effects of parasitism on the host`s immune response. (C) 2010 Elsevier Inc. All rights reserved.

Fungal pathogens as classical biological control agents against arthropods

Fungal entomopathogens have been used more frequently than other types of pathogens for classical biological control. Among 136 programs using different groups of arthropod pathogens, 49.3% have introduced fungal pathogens (including both the traditional fungi and microsporidia). The most commonly introduced species was Metarhizium anisopliae (Metschnikoff) Sorokin, with 13 introductions, followed by Entomophaga maimaiga Humber, Shimazu & Soper, which was released seven times. The majority of introduction programs have focused on controlling invasive species of insects or mites (70.7%) rather than on native hosts (29.4%). Almost half of the introductions of traditional fungi targeted species of Hemiptera and 75% of the microsporidia introduced have been introduced against lepidopteran species. The United States was the country where most introductions of fungi took place (n = 24). From 1993 to 2007, no arthropod pathogens were released in the US due to the rigorous regulatory structure, but in 2008 two species of microsporidia were introduced against the gypsy moth, Lymantria dispar (L.). Establishment of entomopathogenic fungi in programs introducing traditional fungi was 32.1% and establishment was 50.0% for programs introducing microsporidia. In some programs, releases have resulted in permanent successful establishment with no non-target effects. In summary, classical biological control using fungal entomopathogens can provide a successful and environmentally friendly avenue for controlling arthropod pests, including the increasing numbers of invasive non-native species.