The LQ control problem for Markovian jumps linear systems with horizon defined by stopping times

This paper deals with a stochastic optimal control problem involving discrete-time jump Markov linear systems. The jumps or changes between the system operation modes evolve according to an underlying Markov chain. In the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (TN), or the occurrence of a crucial failure event (τΔ), after which the system is brought to a halt for maintenance. In addition, an intermediary mixed case for which T represents the minimum between TN and τΔ is also considered. These stopping times coincide with some of the jump times of the Markov state and the information available allows the reconfiguration of the control action at each jump time, in the form of a linear feedback gain. The solution for the linear quadratic problem with complete Markov state observation is presented. The solution is given in terms of recursions of a set of algebraic Riccati equations (ARE) or a coupled set of algebraic Riccati equation (CARE).

Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times

The linear quadratic Gaussian control of discrete-time Markov jump linear systems is addressed in this paper, first for state feedback, and also for dynamic output feedback using state estimation. in the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (T N), or the occurrence of a crucial failure event (τ δ), after which the system paralyzed. From the constructive method used here a separation principle holds, and the solutions are given in terms of a Kalman filter and a state feedback sequence of controls. The control gains are obtained by recursions from a set of algebraic Riccati equations for the former case or by a coupled set of algebraic Riccati equation for the latter case. Copyright © 2005 IFAC.

Substitution-newton-Raphson method for the solution of electric network equations

The power flow problem, in transmission networks, has been well solved, for most cases, using Newton-Raphson method (NR) and its decoupled versions. Generally speaking, the solution of a non-linear system of equations refers to two methods: NR and Successive Substitution. The proposal of this paper is to evaluate the potential of the Substitution-Newton-Raphson Method (SNR), which combines both methods, on the solution of the power flow problem. Simulations were performed using a two-bus test network in order to observe the characteristics of these methods. It was verified that the NR is faster than SNR, in terms of convergence, considering non-stressed scenarios. For those cases where the power flow in the network is closed to the limits (stressed system), the SNR converges faster. This paper presents the power flow formulation of the SNR and describes its potential for its application in special cases such as stressed scenarios. © 2006 IEEE.

Uso de regressão linear para estimar parâmetros físico-químicos relacionados à qualidade do jerked beef

Jerked beef is officially defined as salted, cured and dried beef. Water activity (Aw), moisture, ash and residual nitrite are the physicochemical parameters that define this product identity and quality standards. In this work, the behavior of these parameters during jerked beef processing was evaluated and a significant correlation among them was revealed. These results allowed the establishment of statistical equations that enable the estimation of all the physicochemical parameters from the results obtained in the measurement of just one of them.

Detecção de bordas em imagens digitais através de um processo de difusão anisotrópica não linear

The edges detection model by a non-linear anisotropic diffusion, consists in a mathematical model of smoothing based in Partial Differential Equation (PDE), alternative to the conventional low-pass filters. The smoothing model consists in a selective process, where homogeneous areas of the image are smoothed intensely in agreement with the temporal evolution applied to the model. The level of smoothing is related with the amount of undesired information contained in the image, i.e., the model is directly related with the optimal level of smoothing, eliminating the undesired information and keeping selectively the interest features for Cartography area. The model is primordial for cartographic applications, its function is to realize the image preprocessing without losing edges and other important details on the image, mainly airports tracks and paved roads. Experiments carried out with digital images showed that the methodology allows to obtain the features, e.g. airports tracks, with efficiency.

On the analytical solution for the slewing flexible beam-like system: analysis of the linear part of the perturbed problem

The dynamical system investigated in this work is a nonlinear flexible beam-like structure in slewing motion. Non-dimensional and perturbed governing equations of motion are presented. The analytical solution for the linear part of these perturbed equations for ideal and for non-ideal cases are obtained. This solution is necessary for the investigation of the complete weak nonlinear problem where all nonlinearities are small perturbations around a linear known solution. This investigation shall help the analyst in the modelling of dynamical systems with structure- actuator interactions.

Charged Brownian particles: Kramers and Smoluchowski equations and the hydrothermodynamical picture

We consider a charged Brownian gas under the influence of external and non-uniform electric, magnetic and mechanical fields, immersed in a non-uniform bath temperature. With the collision time as an expansion parameter, we study the solution to the associated Kramers equation, including a linear reactive term. To the first order we obtain the asymptotic (overdamped) regime, governed by transport equations, namely: for the particle density, a Smoluchowski- reactive like equation; for the particle's momentum density, a generalized Ohm's-like equation; and for the particle's energy density, a MaxwellCattaneo-like equation. Defining a nonequilibrium temperature as the mean kinetic energy density, and introducing Boltzmann's entropy density via the one particle distribution function, we present a complete thermohydrodynamical picture for a charged Brownian gas. We probe the validity of the local equilibrium approximation, Onsager relations, variational principles associated to the entropy production, and apply our results to: carrier transport in semiconductors, hot carriers and Brownian motors. Finally, we outline a method to incorporate non-linear reactive kinetics and a mean field approach to interacting Brownian particles. © 2011 Elsevier B.V. All rights reserved.

Stochastic exponential stability of singular linear systems with Markov jump parameters

This paper deals with exponential stability of discrete-time singular systems with Markov jump parameters. We propose a set of coupled generalized Lyapunov equations (CGLE) that provides sufficient conditions to check this property for this class of systems. A method for solving the obtained CGLE is also presented, based on iterations of standard singular Lyapunov equations. We present also a numerical example to illustrate the effectiveness of the approach we are proposing.

Comportamento dinâmico não linear e controle de sistemas eletromecânicos em macro e micro escalas

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Estudo de uma equação de onda não-linear

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Dinâmica não linear de m Pêndula eletromecânico com excitação vertical

Pós-graduação em Matemática - IBILCE

Dinâmica não-linear de um sistema mono-pendular invertido, excitado por um vibrador eletrodinâmico de potência controlada

Pós-graduação em Engenharia Mecânica - FEB

Finite approximate controllability for semilinear heat equations in noncylindrical domains

Este artigo é dedicado ao estudo da controlabilidade finito-aproximada para a equação não linear de transferência de calor em domínios com fronteira móvel. A demonstração do resultado principal baseia-se no princípio de continuação única de Carolina Fabre 1996 e em argumentos de ponto fixo do tipo Leray-Schauder.

Measure Functional Differential Equations in the Space of Functions of Bounded Variation

We establish general conditions for the unique solvability of nonlinear measure functional differential equations in terms of properties of suitable linear majorants.

Bifurcations Leading to Nonlinear Oscillations in a 3D Piecewise Linear Memristor Oscillator

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)