On the optimality of the Friedman Rule with heterogeneous agents and non-linear income taxation

We study the optimal “inflation tax” in an environment with heterogeneous agents and non-linear income taxes. We first derive the general conditions needed for the optimality of the Friedman rule in this setup. These general conditions are distinct in nature and more easily interpretable than those obtained in the literature with a representative agent and linear taxation. We then study two standard monetary specifications and derive their implications for the optimality of the Friedman rule. For the shopping-time model the Friedman rule is optimal with essentially no restrictions on preferences or transaction technologies. For the cash-credit model the Friedman rule is optimal if preferences are separable between the consumption goods and leisure, or if leisure shifts consumption towards the credit good. We also study a generalized model which nests both models as special cases.

Controle preditivo não linear baseado no modelo de Hammerstein com prova de estabilidade

The Predictive Controller has been receiving plenty attention in the last decades, because the need to understand, to analyze, to predict and to control real systems has been quickly growing with the technological and industrial progress. The objective of this thesis is to present a contribution for the development and implementation of Nonlinear Predictive Controllers based on Hammerstein model, as well as to its make properties evaluation. In this case, in the Nonlinear Predictive Controller development the time-step linearization method is used and a compensation term is introduced in order to improve the controller performance. The main motivation of this thesis is the study and stability guarantee for the Nonlinear Predictive Controller based on Hammerstein model. In this case, was used the concepts of sections and Popov Theorem. Simulation results with literature models shows that the proposed approaches are able to control with good performance and to guarantee the systems stability

Controlador preditivo não linear aplicado ao controle de golfadas em processos de produção de petróleo

Slugging is a well-known slugging phenomenon in multiphase flow, which may cause problems such as vibration in pipeline and high liquid level in the separator. It can be classified according to the place of its occurrence. The most severe, known as slugging in the riser, occurs in the vertical pipe which feeds the platform. Also known as severe slugging, it is capable of causing severe pressure fluctuations in the flow of the process, excessive vibration, flooding in separator tanks, limited production, nonscheduled stop of production, among other negative aspects that motivated the production of this work . A feasible solution to deal with this problem would be to design an effective method for the removal or reduction of the system, a controller. According to the literature, a conventional PID controller did not produce good results due to the high degree of nonlinearity of the process, fueling the development of advanced control techniques. Among these, the model predictive controller (MPC), where the control action results from the solution of an optimization problem, it is robust, can incorporate physical and /or security constraints. The objective of this work is to apply a non-conventional non-linear model predictive control technique to severe slugging, where the amount of liquid mass in the riser is controlled by the production valve and, indirectly, the oscillation of flow and pressure is suppressed, while looking for environmental and economic benefits. The proposed strategy is based on the use of the model linear approximations and repeatedly solving of a quadratic optimization problem, providing solutions that improve at each iteration. In the event where the convergence of this algorithm is satisfied, the predicted values of the process variables are the same as to those obtained by the original nonlinear model, ensuring that the constraints are satisfied for them along the prediction horizon. A mathematical model recently published in the literature, capable of representing characteristics of severe slugging in a real oil well, is used both for simulation and for the project of the proposed controller, whose performance is compared to a linear MPC

Optimal Conditions for Biomass and Recombinant Glycerol Kinase Production Using the Yeast Pichia pastoris

The extracellular glycerol kinase gene from Saccharomyces cerevisiae (GUT]) was cloned into the expression vector pPICZ alpha. A and integrated into the genome of the methylotrophic yeast Pichia pastoris X-33. The presence of the GUT1 insert was confirmed by PCR analysis. Four clones were selected and the functionality of the recombinant enzyme was assayed. Among the tested clones, one exhibited glycerol kinase activity of 0.32 U/mL, with specific activity of 0.025 U/mg of protein. A medium optimized for maximum biomass production by recombinant Pichia pastoris in shaker cultures was initially explored, using 2.31 % (by volume) glycerol as the carbon source. Optimization was carried out by response surface methodology (RSM). In preliminary experiments, following a Plackett-Burman design, glycerol volume fraction (phi(Gly)) and growth time (t) were selected as the most important factors in biomass production. Therefore, subsequent experiments, carried out to optimize biomass production, followed a central composite rotatable design as a function of phi(Gly) and time. Glycerol volume fraction proved to have a significant positive linear effect on biomass production. Also, time was a significant factor (at linear positive and quadratic levels) in biomass production. Experimental data were well fitted by a convex surface representing a second order polynomial model, in which biomass is a function of both factors (R(2)=0.946). Yield and specific activity of glycerol kinase were mainly affected by the additions of glycerol and methanol to the medium. The optimized medium composition for enzyme production was: 1 % yeast extract, 1 % peptone, 100 mM potassium phosphate buffer, pH=6.0, 1.34 % yeast nitrogen base (YNB), 4.10(-5) % biotin, 1 %, methanol and 1 %, glycerol, reaching 0.89 U/mL of glycerol kinase activity and 14.55 g/L of total protein in the medium after 48 h of growth.

Influence of visual information on optimal obstacle crossing

Human motion seems to be guided by some optimal principles. In general, it is assumed that human walking is generated with minimal energy consumption. However, in the presence of disturbances during gait, there is a trade-off between stability (avoiding a fall) and energy-consumption. This work analyses the obstacle-crossing with the leading foot. It was hypothesized that energy-saving mechanisms during obstacle-crossing are modulated by the requirement to avoid a fall using the available sensory information, particularly, by vision. A total of fourteen subjects, seven with no visual impairment and seven blind, walked along a 5 meter flat pathway with an obstacle of 0.26 m height located at 3 m from the starting point. The seven subjects with normal vision crossed the obstacle successfully 30 times in two conditions: blindfolded and with normal vision. The seven blind subjects did the same 30 times. The motion of the leading limb was recorded by video at 60 Hz. There were markers placed on the subject's hip, knee, ankle, rear foot, and forefoot. The motion data were filtered with a fourth order Butterworth filter with a cut-off frequency of 4 Hz. The following variables were calculated: horizontal distance between the leading foot and the obstacle at toe-off prior to (DHPO) and after (DHOP) crossing, minimal vertical height from the foot to the obstacle (DVPO), average step velocity (VELOm). The segmental energies were also calculated and the work consumed by the leading limb during the crossing obstacle was computed for each trial. A statistical analysis repeated-measures ANOVA was conducted on these dependent variables revealing significant differences between the vision and non-vision conditions in healthy subjects. In addition, there were no significant differences between the blind and people with vision blindfolded. These results indicate that vision is crucial to determine the optimal trade-off between energy consumption and avoiding a trip during obstacle crossing.

Um método eficiente para resolução do problema de Despacho Ótimo de Reativos com controle discreto do TAP dos transformadores

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

Security constrained optimal active power flow via network model and interior point method

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

Performance Comparisons of EWMA Control Chart Schemes

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Mitigation of symmetry condition in positive realness for adaptive control

Feasibility of nonlinear and adaptive control methodologies in multivariable linear time-invariant systems with state-space realization (A, B, C) is apparently limited by the standard strictly positive realness conditions that imply that the product CB must be positive definite symmetric. This paper expands the applicability of the strictly positive realness conditions used for the proofs of stability of adaptive control or control with uncertainty by showing that the not necessarily symmetric CB is only required to have a diagonal Jordan form and positive eigenvalues. The paper also shows that under the new condition any minimum-phase systems can be made strictly positive real via constant output feedback. The paper illustrates the usefulness of these extended properties with an adaptive control example. (C) 2006 Elsevier Ltd. All rights reserved.

Design of fuzzy regulators with optimal initial conditions compensation

In almost all cases, the goal of the design of automatic control systems is to obtain the parameters of the controllers, which are described by differential equations. In general, the controller is artificially built and it is possible to update its initial conditions. In the design of optimal quadratic regulators, the initial conditions of the controller can be changed in an optimal way and they can improve the performance of the controlled system. Following this idea, a LNU-based design procedure to update the initial conditions of PI controllers, considering the nonlinear plant described by Takagi-Sugeno fuzzy models, is presented. The importance of the proposed method is that it also allows other specifications, such as, the decay rate and constraints on control input and output. The application in the control of an inverted pendulum illustrates the effectively of proposed method.

Metodologia para rastreamento com modificação dos zeros e rejeição de distúrbio aplicada a sistemas incertos

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

Controle ótimo H∞ de sistemas não-lineares com modelos fuzzy takagi-sugeno

Neste trabalho é proposta uma metodologia de rastreamento de sinais e rejeição de distúrbios aplicada a sistemas não-lineares. Para o projeto do sistema de rastreamento, projeta-se os controladores fuzzy M(a) e N(a) que minimizam o limitante superior da norma H∞ entre o sinal de referência r(t) e o sinal de erro de rastreamento e(t), sendo e(t) a diferença entre a entrada de referência e a saída do sistema z(t). No método de rejeição de distúrbio utiliza-se a realimentação dinâmica da saída através de um controlador fuzzy Kc(a) que minimiza o limitante superior da norma H∞ entre o sinal de entrada exógena w(t) e o sinal de saída z(t). O procedimento de projeto proposto considera as não-linearidades da planta através dos modelos fuzzy Takagi-Sugeno. Os métodos são equacionados utilizando-se inequações matriciais lineares (LMIs), que quando factíveis, podem ser facilmente solucionados por algoritmos de convergência polinomial. Por fim, um exemplo ilustra a viabilidade da metodologia proposta.

Controle ótimo H2 e H¥ com modificação de zeros para o problema de rastreamento usando LMI

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

Variable-Structure Control Design of Switched Systems With an Application to a DC-DC Power Converter

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

Reactive Control for Transmission Overload Relief Based on Sensitivity Analysis and Cooperative Game Theory

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)