859 resultados para robust hedging


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A rapid method for classification of mineral waters is proposed. The discrimination power was evaluated by a novel combination of chemometric data analysis and qualitative multi-elemental fingerprints of mineral water samples acquired from different regions of the Brazilian territory. The classification of mineral waters was assessed using only the wavelength emission intensities obtained by inductively coupled plasma optical emission spectrometry (ICP OES), monitoring different lines of Al, B, Ba, Ca, Cl, Cu, Co, Cr, Fe, K, Mg, Mn, Na, Ni, P, Pb, S, Sb, Si, Sr, Ti, V, and Zn, and Be, Dy, Gd, In, La, Sc and Y as internal standards. Data acquisition was done under robust (RC) and non-robust (NRC) conditions. Also, the combination of signal intensities of two or more emission lines for each element were evaluated instead of the individual lines. The performance of two classification-k-nearest neighbor (kNN) and soft independent modeling of class analogy (SIMCA)-and preprocessing algorithms, autoscaling and Pareto scaling, were evaluated for the ability to differentiate between the various samples in each approach tested (combination of robust or non-robust conditions with use of individual lines or sum of the intensities of emission lines). It was shown that qualitative ICP OES fingerprinting in combination with multivariate analysis is a promising analytical tool that has potential to become a recognized procedure for rapid authenticity and adulteration testing of mineral water samples or other material whose physicochemical properties (or origin) are directly related to mineral content.

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The behavior of stability regions of nonlinear autonomous dynamical systems subjected to parameter variation is studied in this paper. In particular, the behavior of stability regions and stability boundaries when the system undergoes a type-zero sadle-node bifurcation on the stability boundary is investigated in this paper. It is shown that the stability regions suffer drastic changes with parameter variation if type-zero saddle-node bifurcations occur on the stability boundary. A complete characterization of these changes in the neighborhood of a type-zero saddle-node bifurcation value is presented in this paper. Copyright (C) 2010 John Wiley & Sons, Ltd.

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This paper presents a controller design method for fuzzy dynamic systems based on piecewise Lyapunov functions with constraints on the closed-loop pole location. The main idea is to use switched controllers to locate the poles of the system to obtain a satisfactory transient response. It is shown that the global fuzzy system satisfies the requirements for the design and that the control law can be obtained by solving a set of linear matrix inequalities, which can be efficiently solved with commercially available softwares. An example is given to illustrate the application of the proposed method. Copyright (C) 2009 John Wiley & Sons, Ltd.

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The design of supplementary damping controllers to mitigate the effects of electromechanical oscillations in power systems is a highly complex and time-consuming process, which requires a significant amount of knowledge from the part of the designer. In this study, the authors propose an automatic technique that takes the burden of tuning the controller parameters away from the power engineer and places it on the computer. Unlike other approaches that do the same based on robust control theories or evolutionary computing techniques, our proposed procedure uses an optimisation algorithm that works over a formulation of the classical tuning problem in terms of bilinear matrix inequalities. Using this formulation, it is possible to apply linear matrix inequality solvers to find a solution to the tuning problem via an iterative process, with the advantage that these solvers are widely available and have well-known convergence properties. The proposed algorithm is applied to tune the parameters of supplementary controllers for thyristor controlled series capacitors placed in the New England/New York benchmark test system, aiming at the improvement of the damping factor of inter-area modes, under several different operating conditions. The results of the linear analysis are validated by non-linear simulation and demonstrate the effectiveness of the proposed procedure.

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A secure communication system based on the error-feedback synchronization of the electronic model of the particle-in-a-box system is proposed. This circuit allows a robust and simple electronic emulation of the mechanical behavior of the collisions of a particle inside a box, exhibiting rich chaotic behavior. The required nonlinearity to emulate the box walls is implemented in a simple way when compared with other analog electronic chaotic circuits. A master/slave synchronization of two circuits exhibiting a rich chaotic behavior demonstrates the potentiality of this system to secure communication. In this system, binary data stream information modulates the bifurcation parameter of the particle-in-a-box electronic circuit in the transmitter. In the receiver circuit, this parameter is estimated using Pecora-Carroll synchronization and error-feedback synchronization. The performance of the demodulation process is verified through the eye pattern technique applied on the recovered bit stream. During the demodulation process, the error-feedback synchronization presented better performance compared with the Pecora-Carroll synchronization. The application of the particle-in-a-box electronic circuit in a secure communication system is demonstrated.

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The goal of this paper is to study and propose a new technique for noise reduction used during the reconstruction of speech signals, particularly for biomedical applications. The proposed method is based on Kalman filtering in the time domain combined with spectral subtraction. Comparison with discrete Kalman filter in the frequency domain shows better performance of the proposed technique. The performance is evaluated by using the segmental signal-to-noise ratio and the Itakura-Saito`s distance. Results have shown that Kalman`s filter in time combined with spectral subtraction is more robust and efficient, improving the Itakura-Saito`s distance by up to four times. (C) 2007 Elsevier Ltd. All rights reserved.

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The crossflow filtration process differs of the conventional filtration by presenting the circulation flow tangentially to the filtration surface. The conventional mathematical models used to represent the process have some limitations in relation to the identification and generalization of the system behaviour. In this paper, a system based on artificial neural networks is developed to overcome the problems usually found in the conventional mathematical models. More specifically, the developed system uses an artificial neural network that simulates the behaviour of the crossflow filtration process in a robust way. Imprecisions and uncertainties associated with the measurements made on the system are automatically incorporated in the neural approach. Simulation results are presented to justify the validity of the proposed approach. (C) 2007 Elsevier B.V. All rights reserved.

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In this paper, nonlinear dynamic equations of a wheeled mobile robot are described in the state-space form where the parameters are part of the state (angular velocities of the wheels). This representation, known as quasi-linear parameter varying, is useful for control designs based on nonlinear H(infinity) approaches. Two nonlinear H(infinity) controllers that guarantee induced L(2)-norm, between input (disturbances) and output signals, bounded by an attenuation level gamma, are used to control a wheeled mobile robot. These controllers are solved via linear matrix inequalities and algebraic Riccati equation. Experimental results are presented, with a comparative study among these robust control strategies and the standard computed torque, plus proportional-derivative, controller.

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This paper develops H(infinity) control designs based on neural networks for fully actuated and underactuated cooperative manipulators. The neural networks proposed in this paper only adapt the uncertain dynamics of the robot manipulators. They work as a complement of the nominal model. The H(infinity) performance index includes the position errors as well the squeeze force errors between the manipulator end-effectors and the object, which represents a complete disturbance rejection scenario. For the underactuated case, the squeeze force control problem is more difficult to solve due to the loss of some degrees of manipulator actuation. Results obtained from an actual cooperative manipulator, which is able to work as a fully actuated and an underactuated manipulator, are presented. (C) 2008 Elsevier Ltd. All rights reserved.

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This work presents a non-linear boundary element formulation applied to analysis of contact problems. The boundary element method (BEM) is known as a robust and accurate numerical technique to handle this type of problem, because the contact among the solids occurs along their boundaries. The proposed non-linear formulation is based on the use of singular or hyper-singular integral equations by BEM, for multi-region contact. When the contact occurs between crack surfaces, the formulation adopted is the dual version of BEM, in which singular and hyper-singular integral equations are defined along the opposite sides of the contact boundaries. The structural non-linear behaviour on the contact is considered using Coulomb`s friction law. The non-linear formulation is based on the tangent operator in which one uses the derivate of the set of algebraic equations to construct the corrections for the non-linear process. This implicit formulation has shown accurate as the classical approach, however, it is faster to compute the solution. Examples of simple and multi-region contact problems are shown to illustrate the applicability of the proposed scheme. (C) 2011 Elsevier Ltd. All rights reserved.

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This paper deals with analysis of multiple random crack propagation in two-dimensional domains using the boundary element method (BEM). BEM is known to be a robust and accurate numerical technique for analysing this type of problem. The formulation adopted in this work is based on the dual BEM, for which singular and hyper-singular integral equations are used. We propose an iterative scheme to predict the crack growth path and the crack length increment at each time step. The proposed scheme able us to simulate localisation and coalescence phenomena, which is the main contribution of this paper. Considering the fracture mechanics analysis, the displacement correlation technique is applied to evaluate the stress intensity factors. The propagation angle and the equivalent stress intensity factor are calculated using the theory of maximum circumferential stress. Examples of simple and multi-fractured domains, loaded up to the rupture, are considered to illustrate the applicability of the proposed scheme. (C) 2010 Elsevier Ltd. All rights reserved.

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Safe application of the anaerobic sequencing biofilm batch reactor (ASBBR) still depends on deeper insight into its behavior when faced with common operational problems in wastewater treatments such as tolerance to abrupt variations in influent concentration, so called shock loads. To this end the current work shows the effect of organic shock loads on the performance of an ASBBR, with a useful volume of 5 L, containing 0.5-cm polyurethane cubes and operating at 30 degrees C with mechanical stirring of 500 rpm. In the assays 2 L of two types of synthetic wastewater were treated in 8-h cycles. Synthetic wastewater I was based on sucrose-amide-cellulose with concentration of 500 mg COD/L and synthetic wastewater II was based on volatile acids with concentration ranging from 500 to 2000 mg COD/L. Organic shock loads of 2-4 times the operation concentration were applied during one and two cycles. System efficiency was monitored before and after application of the perturbation. When operating with concentrations from 500 to 1000 mg COD/L and shock loads of 2-4 times the influent concentration during one or two cycles the system was able to regain stability after one cycle and the values of organic matter, total and intermediate volatile acids, bicarbonate alkalinity and pH were similar to those prior to the perturbations. At a concentration of 2000 mg COD/L the reactor appeared to be robust, regaining removal efficiencies similar to those prior to perturbation at shock loads twice the operation concentration lasting one cycle and stability was recovered after two cycles. However, for shock loads twice the operation concentration during two cycles and shock loads four times the operation concentration during one or two cycles filtered sample removal efficiency decreased to levels different from those prior to perturbation, on an average of 90-80%, approximately, yet the system managed to attain stability within two cycles after shock application. Therefore, this investigation envisions the potential of full scale application of this type of bioreactor which showed robustness to organic shock loads, despite discontinuous operation and the short times available for treating total wastewater volume. (c) 2007 Elsevier Ltd. All rights reserved.

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In this paper, a framework for detection of human skin in digital images is proposed. This framework is composed of a training phase and a detection phase. A skin class model is learned during the training phase by processing several training images in a hybrid and incremental fuzzy learning scheme. This scheme combines unsupervised-and supervised-learning: unsupervised, by fuzzy clustering, to obtain clusters of color groups from training images; and supervised to select groups that represent skin color. At the end of the training phase, aggregation operators are used to provide combinations of selected groups into a skin model. In the detection phase, the learned skin model is used to detect human skin in an efficient way. Experimental results show robust and accurate human skin detection performed by the proposed framework.

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Thyristor-based onload tap-changing ac voltage stabilizers are cheap and robust. They have replaced most mechanical tap-changers in low voltage applications from 300 VA to 300 M. Nevertheless, this replacement hardily applies to tap-changers associated to transformers feeding medium-voltage lines (typically 69 kV primary, 34.5 kV line, 10 MVA) which need periodical maintenance of contacts and oil. The Electric Power Research Institute (EPRI) has studied the feasibility of this replacement. It detected economical problems derived from the need for series association of thyristors to manage the high voltages involved, and from the current overload developed under line fault. The paper reviews the configurations used in that field and proposes new solutions, using a compensating transformer in the main circuit and multi-winding coils in the commutating circuit, with reduced overload effect and no series association of thyristors, drastically decreasing their number and rating. The stabilizer can be installed at any point of the line and the electronic circuit can be fixed to ground. Subsequent works study and synthesize several commutating circuits in detail.

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Following the approach developed for rods in Part 1 of this paper (Pimenta et al. in Comput. Mech. 42:715-732, 2008), this work presents a fully conserving algorithm for the integration of the equations of motion in nonlinear shell dynamics. We begin with a re-parameterization of the rotation field in terms of the so-called Rodrigues rotation vector, allowing for an extremely simple update of the rotational variables within the scheme. The weak form is constructed via non-orthogonal projection, the time-collocation of which ensures exact conservation of momentum and total energy in the absence of external forces. Appealing is the fact that general hyperelastic materials (and not only materials with quadratic potentials) are permitted in a totally consistent way. Spatial discretization is performed using the finite element method and the robust performance of the scheme is demonstrated by means of numerical examples.