A novel approach for Modeling the steady-state VSC-based multiline FACTS controllers and their operational constraints

A new, simple approach for modeling and assessing the operation and response of the multiline voltage-source controller (VSC)-based flexible ac transmission system controllers, namely the generalized interline power-flow controller (GIPFC) and the interline power-flow controller (IPFC), is presented in this paper. The model and the analysis developed are based on the converters` power balance method which makes use of the d-q orthogonal coordinates to thereafter present a direct solution for these controllers through a quadratic equation. The main constraints and limitations that such devices present while controlling the two independent ac systems considered, will also be evaluated. In order to examine and validate the steady-state model initially proposed, a phase-shift VSC-based GIPFC was also built in the Alternate Transients Program program whose results are also included in this paper. Where applicable, a comparative evaluation between the GIPFC and the IPFC is also presented.

Identification and control of occupational risks in a Sao Paulo metropolitan region quarry

Crushed stone mining is the third largest mining economy in Brazil, where almost half is produced in the Sao Paulo metropolitan region. The segment registers the highest number of accidents among the extractive industries, which justifies the concern with workers` health and safety, and the importance of controlling occupational hazards. Since 2002, the NR-22 Standard (NR-22: Occupational Health and Safety in Mining) makes compulsory the elaboration of a Risk Management Program that identifies risks and establishes control measures. Considering the crushed stone mining industry importance to the state, this paper evaluates and discusses the risks identified in unit operations during the production process of crushed stone in an open pit mine in order to propose control measures for the development of the Risk Management Program. Although this study refers to a specific quarry, it can be applied to other mines from the same sector since some considerations are made regarding differences in manufacturing processes. The research was based on the identification of the main risks associated with drilling, blasting, load & haulage, crushing and screening through field measurements of some hazardous agents, together with company reports. The results contributed to the choice of the appropriate control measures for the improvement Of workers` health and safety conditions.

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.

Real time optimization (RTO) with model predictive control (MPC)

This paper studies a simplified methodology to integrate the real time optimization (RTO) of a continuous system into the model predictive controller in the one layer strategy. The gradient of the economic objective function is included in the cost function of the controller. Optimal conditions of the process at steady state are searched through the use of a rigorous non-linear process model, while the trajectory to be followed is predicted with the use of a linear dynamic model, obtained through a plant step test. The main advantage of the proposed strategy is that the resulting control/optimization problem can still be solved with a quadratic programming routine at each sampling step. Simulation results show that the approach proposed may be comparable to the strategy that solves the full economic optimization problem inside the MPC controller where the resulting control problem becomes a non-linear programming problem with a much higher computer load. (C) 2010 Elsevier Ltd. All rights reserved.

Stable Model Predictive Control for Integrating Systems with Optimizing Targets

This paper concern the development of a stable model predictive controller (MPC) to be integrated with real time optimization (RTO) in the control structure of a process system with stable and integrating outputs. The real time process optimizer produces Optimal targets for the system inputs and for Outputs that Should be dynamically implemented by the MPC controller. This paper is based oil a previous work (Comput. Chem. Eng. 2005, 29, 1089) where a nominally stable MPC was proposed for systems with the conventional control approach where only the outputs have set points. This work is also based oil the work of Gonzalez et at. (J. Process Control 2009, 19, 110) where the zone control of stable systems is studied. The new control for is obtained by defining ail extended control objective that includes input targets and zone controller the outputs. Additional decision variables are also defined to increase the set of feasible solutions to the control problem. The hard constraints resulting from the cancellation of the integrating modes Lit the end of the control horizon are softened,, and the resulting control problem is made feasible to a large class of unknown disturbances and changes of the optimizing targets. The methods are illustrated with the simulated application of the proposed,approaches to a distillation column of the oil refining industry.

Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market

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.

THE VANISHING DISCOUNT APPROACH FOR THE AVERAGE CONTINUOUS CONTROL OF PIECEWISE DETERMINISTIC MARKOV PROCESSES

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.

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.

Reachability of the synchronous state in a mutually connected PLL network

Second-order phase locked loops (PLLs) are devices that are able to provide synchronization between the nodes in a network even under severe quality restrictions in the signal propagation. Consequently, they are widely used in telecommunication and control. Conventional master-slave (M-S) clock-distribution systems are being, replaced by mutually connected (MC) ones due to their good potential to be used in new types of application such as wireless sensor networks, distributed computation and communication systems. Here, by using an analytical reasoning, a nonlinear algebraic system of equations is proposed to establish the existence conditions for the synchronous state in an MC PLL network. Numerical experiments confirm the analytical results and provide ideas about how the network parameters affect the reachability of the synchronous state. The phase-difference oscillation amplitudes are related to the node parameters helping to design PLL neural networks. Furthermore, estimation of the acquisition time depending on the node parameters allows the performance evaluation of time distribution systems and neural networks based on phase-locked techniques. (c) 2008 Elsevier GmbH. All rights reserved.

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.

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

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.

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.

The effectiveness of Eucalyptus barrier in containing the edge effect on a subtropical forest fragment in the state of Sao Paulo, Brazil

Edge effects resulting from isolation and subsequent microclimatic changes are one of the most important threats to the forest fragments conservation. The efficiency of maintaining a barrier formed by three rows of Eucalyptus along the edge of a subtropical seasonal semi deciduous forest fragment, surrounded by Eucalyptus monoculture, was evaluated as a way of softening the microclimatic changes (light intensity, temperature and relative humidity) and the impacts of eucalypt mechanized harvesting on the native vegetation along the contact zone between the forest fragment and the plantation. The Eucalyptus barrier was effective in softening the microclimate. Light intensity was 35% lower in the presence of the barrier. The barrier also provided a reduction of 1 C in air temperature and increased in 3.4% in relative humidity throughout the year. The barrier was also effective in preventing the impact on native vegetation, avoiding damage to adult trees and preserving the regenerating forest stratum near the border, which was reduced to less than 20% in density and 50% in richness, with no such barrier. The barrier of Eucalyptus may, therefore, be recommended as an effective method to minimize the impacts of mechanized forest harvesting operations and mitigate the microclimatic conditions along the edge of forest fragments.

In Vitro Sun Protection Factor Evaluation of Sunscreens Containing Rutin and its Derivative

This research aimed at determining spectrophotometrically (290 to 320nm) the in vitro Sun Protection Factor (SPF) of sunscreens developed with rutin (R) or succinate rutin (SR), in association or not with UVB filter. Formulations were developed based on phosphate-base O/W emulsions, with (B) or not (A) the presence of polyacrylamide/C13-14 isoparaffin/laureth-7 (PIL), in accordance with the following associations: (a) control; (b) 1.0 % SR; (c) 0.1 % R; (d) 7.5 % ethylhexyl methoxycinnamate (EHMC); (e) 7.5 % EHMC + 0.1 % RS; (0 7.5 % EHMC + 0.1 % R. It was verified a statistical significative elevation of the SPF from 13.93 +/- 0.02 (Af) to 16.63 +/- 0.27 (Bf) and also in relation to 15.53 +/- 0.14 (Bd). According to the results, the EHMC had distinct behavior depending on the presence of bioactive substance and viscosity agent, thus, rutin obtained better profile as a SPF booster in these experimental conditions with the presence of PIL.