Robust integration of real time optimization with linear model predictive control

Here, we study the stable integration of real time optimization (RTO) with model predictive control (MPC) in a three layer structure. The intermediate layer is a quadratic programming whose objective is to compute reachable targets to the MPC layer that lie at the minimum distance to the optimum set points that are produced by the RTO layer. The lower layer is an infinite horizon MPC with guaranteed stability with additional constraints that force the feasibility and convergence of the target calculation layer. It is also considered the case in which there is polytopic uncertainty in the steady state model considered in the target calculation. The dynamic part of the MPC model is also considered unknown but it is assumed to be represented by one of the models of a discrete set of models. The efficiency of the methods presented here is illustrated with the simulation of a low order system. (C) 2010 Elsevier Ltd. All rights reserved.

Generation of self-similar Gaussian time series by means of the DWT and DWPT variance maps

Due to the several kinds of services that use the Internet and data networks infra-structures, the present networks are characterized by the diversity of types of traffic that have statistical properties as complex temporal correlation and non-gaussian distribution. The networks complex temporal correlation may be characterized by the Short Range Dependence (SRD) and the Long Range Dependence - (LRD). Models as the fGN (Fractional Gaussian Noise) may capture the LRD but not the SRD. This work presents two methods for traffic generation that synthesize approximate realizations of the self-similar fGN with SRD random process. The first one employs the IDWT (Inverse Discrete Wavelet Transform) and the second the IDWPT (Inverse Discrete Wavelet Packet Transform). It has been developed the variance map concept that allows to associate the LRD and SRD behaviors directly to the wavelet transform coefficients. The developed methods are extremely flexible and allow the generation of Gaussian time series with complex statistical behaviors.

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.

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.

An agent-based approach to modelling driver route choice behaviour under the influence of real-time information

This paper presents an agent-based approach to modelling individual driver behaviour under the influence of real-time traffic information. The driver behaviour models developed in this study are based on a behavioural survey of drivers which was conducted on a congested commuting corridor in Brisbane, Australia. Commuters' responses to travel information were analysed and a number of discrete choice models were developed to determine the factors influencing drivers' behaviour and their propensity to change route and adjust travel patterns. Based on the results obtained from the behavioural survey, the agent behaviour parameters which define driver characteristics, knowledge and preferences were identified and their values determined. A case study implementing a simple agent-based route choice decision model within a microscopic traffic simulation tool is also presented. Driver-vehicle units (DVUs) were modelled as autonomous software components that can each be assigned a set of goals to achieve and a database of knowledge comprising certain beliefs, intentions and preferences concerning the driving task. Each DVU provided route choice decision-making capabilities, based on perception of its environment, that were similar to the described intentions of the driver it represented. The case study clearly demonstrated the feasibility of the approach and the potential to develop more complex driver behavioural dynamics based on the belief-desire-intention agent architecture. (C) 2002 Elsevier Science Ltd. All rights reserved.

Asymptotic behaviour of two-dimensional time-delayed Navier-Stokes equations

We consider the two-dimensional Navier-Stokes equations with a time-delayed convective term and a forcing term which contains some hereditary features. Some results on existence and uniqueness of solutions are established. We discuss the asymptotic behaviour of solutions and we also show the exponential stability of stationary solutions.

Applying linear time-varying constraints to econometric models: With an application to demand systems

When linear equality constraints are invariant through time they can be incorporated into estimation by restricted least squares. If, however, the constraints are time-varying, this standard methodology cannot be applied. In this paper we show how to incorporate linear time-varying constraints into the estimation of econometric models. The method involves the augmentation of the observation equation of a state-space model prior to estimation by the Kalman filter. Numerical optimisation routines are used for the estimation. A simple example drawn from demand analysis is used to illustrate the method and its application.

Heat Release, Time Required, and Cleaning Ability of Mtwo R and ProTaper Universal Retreatment Systems in the Removal of Filling Material

Introduction: This ex vivo study evaluated the heat release, time required, and cleaning efficacy of MTwo (VDW, Munich, Germany) and ProTaper Universal Retreatment systems (Dentsply/Maillefer, Ballaigues, Switzerland) and hand instrumentation in the removal of filling material. Methods: Sixty single-rooted human teeth with a single straight canal were obturated with gutta-percha and zinc oxide and eugenol-based cement and randomly allocated to 3 groups (n = 20). After 30-day storage at 37 degrees C and 100% humidity, the root fillings were removed using ProTaper UR, MTwo R, or hand files. Heat release, time required, and cleaning efficacy data were analyzed statistically (analysis of variance and the Tukey test, alpha = 0.05). Results: None of the techniques removed the root fillings completely. Filling material removal with ProTaper UR was faster but caused more heat release. Mtwo R produced less heat release than the other techniques but was the least efficient in removing gutta-percha/sealer. Conclusions: ProTaper UR and MTwo R caused the greatest and lowest temperature increase on root surface, respectively; regardless of the type of instrument, more heat was released in the cervical third. Pro Taper UR needed less time to remove fillings than MTwo R. All techniques left filling debris in the root canals. (I Endod 2010;36:1870-1873)

Cooperative framework for open real-time systems

Actualmente, os sistemas embebidos estão presentes em toda a parte. Embora grande parte da população que os utiliza não tenha a noção da sua presença, na realidade, se repentinamente estes sistemas deixassem de existir, a sociedade iria sentir a sua falta. A sua utilização massiva deve-se ao facto de estarem practicamente incorporados em quase os todos dispositivos electrónicos de consumo, telecomunicações, automação industrial e automóvel. Influenciada por este crescimento, a comunidade científica foi confrontada com novos problemas distribuídos por vários domínios científicos, dos quais são destacados a gestão da qualidade de serviço e gestão de recursos - domínio encarregue de resolver problemas relacionados com a alocação óptima de recursos físicos, tais como rede, memória e CPU. Existe na literatura um vasto conjunto de modelos que propõem soluções para vários problemas apresentados no contexto destes domínios científicos. No entanto, não é possível encontrar modelos que lidem com a gestão de recursos em ambientes de execução cooperativos e abertos com restrições temporais utilizando coligações entre diferentes nós, de forma a satisfazer os requisitos não funcionais das aplicações. Devido ao facto de estes sistemas serem dinâmicos por natureza, apresentam a característica de não ser possível conhecer, a priori, a quantidade de recursos necessários que uma aplicação irá requerer do sistema no qual irá ser executada. Este conhecimento só é adquirido aquando da execução da aplicação. De modo a garantir uma gestão eficiente dos recursos disponíveis, em sistemas que apresentam um grande dinamismo na execução de tarefas com e sem restrições temporais, é necessário garantir dois aspectos fundamentais. O primeiro está relacionado com a obtenção de garantias na execução de tarefas de tempo-real. Estas devem sempre ser executadas dentro da janela temporal requirida. O segundo aspecto refere a necessidade de garantir que todos os recursos necessários à execução das tarefas são fornecidos, com o objectivo de manter os níveis de performance quer das aplicações, quer do próprio sistema. Tendo em conta os dois aspectos acima mencionados, o projecto CooperatES foi especificado com o objectivo de permitir a dispositivos com poucos recursos uma execução colectiva de serviços com os seus vizinhos, de modo a cumprir com as complexas restrições de qualidade de serviço impostas pelos utilizadores ou pelas aplicações. Decorrendo no contexto do projecto CooperatES, o trabalho resultante desta tese tem como principal objectivo avaliar a practicabilidade dos conceitos principais propostos no âmbito do projecto. O trabalho em causa implicou a escolha e análise de uma plataforma, a análise de requisitos, a implementação e avaliação de uma framework que permite a execução cooperativa de aplicações e serviços que apresentem requisitos de qualidade de serviço. Do trabalho desenvolvido resultaram as seguintes contribuições: Análise das plataformas de código aberto que possam ser utilizadas na implementação dos conceitos relacionados com o projecto CooperatES; Critérios que influenciaram a escolha da plataforma Android e um estudo focado na análise da plataforma sob uma perspectiva de sistemas de tempo-real; Experiências na implementação dos conceitos do projecto na plataforma Android; Avaliação da practicabilidade dos conceitos propostos no projecto CooperatES; Proposta de extensões que permitam incorporar características de sistemas de tempo real abertos na plataforma Android.

A class of singular first order differential equations with applications in reaction-diffusion

Agências Financiadoras: FCT e MIUR

Capacity sharing and stealing in serverbased real-time systems

A dynamic scheduler that supports the coexistence of guaranteed and non-guaranteed bandwidth servers is proposed. Overloads are handled by an efficient reclaiming of residual capacities originated by early completions as well as by allowing reserved capacity stealing of non-guaranteed bandwidth servers. The proposed dynamic budget accounting mechanism ensures that at a particular time the currently executing server is using a residual capacity, its own capacity or is stealing some reserved capacity, eliminating the need of additional server states or unbounded queues. The server to which the budget accounting is going to be performed is dynamically determined at the time instant when a capacity is needed. This paper describes and evaluates the proposed scheduling algorithm, showing that it can efficiently reduce the mean tardiness of periodic jobs. The achieved results become even more significant when tasks’ computation times have a large variance.

Stability of fractional order systems

The theory and applications of fractional calculus (FC) had a considerable progress during the last years. Dynamical systems and control are one of the most active areas, and several authors focused on the stability of fractional order systems. Nevertheless, due to the multitude of efforts in a short period of time, contributions are scattered along the literature, and it becomes difficult for researchers to have a complete and systematic picture of the present day knowledge. This paper is an attempt to overcome this situation by reviewing the state of the art and putting this topic in a systematic form. While the problem is formulated with rigour, from the mathematical point of view, the exposition intends to be easy to read by the applied researchers. Different types of systems are considered, namely, linear/nonlinear, positive, with delay, distributed, and continuous/discrete. Several possible routes of future progress that emerge are also tackled.

From simulation to statistical analysis: timeliness assessment of ethernet/IP-based distributed systems

A number of characteristics are boosting the eagerness of extending Ethernet to also cover factory-floor distributed real-time applications. Full-duplex links, non-blocking and priority-based switching, bandwidth availability, just to mention a few, are characteristics upon which that eagerness is building up. But, will Ethernet technologies really manage to replace traditional Fieldbus networks? Ethernet technology, by itself, does not include features above the lower layers of the OSI communication model. In the past few years, it is particularly significant the considerable amount of work that has been devoted to the timing analysis of Ethernet-based technologies. It happens, however, that the majority of those works are restricted to the analysis of sub-sets of the overall computing and communication system, thus without addressing timeliness at a holistic level. To this end, we are addressing a few inter-linked research topics with the purpose of setting a framework for the development of tools suitable to extract temporal properties of Commercial-Off-The-Shelf (COTS) Ethernet-based factory-floor distributed systems. This framework is being applied to a specific COTS technology, Ethernet/IP. In this paper, we reason about the modelling and simulation of Ethernet/IP-based systems, and on the use of statistical analysis techniques to provide usable results. Discrete event simulation models of a distributed system can be a powerful tool for the timeliness evaluation of the overall system, but particular care must be taken with the results provided by traditional statistical analysis techniques.