894 resultados para Discrete-continuous optimal control problems


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We consider a dense, ad hoc wireless network confined to a small region, such that direct communication is possible between any pair of nodes. The physical communication model is that a receiver decodes the signal from a single transmitter, while treating all other signals as interference. Data packets are sent between source-destination pairs by multihop relaying. We assume that nodes self-organise into a multihop network such that all hops are of length d meters, where d is a design parameter. There is a contention based multiaccess scheme, and it is assumed that every node always has data to send, either originated from it or a transit packet (saturation assumption). In this scenario, we seek to maximize a measure of the transport capacity of the network (measured in bit-meters per second) over power controls (in a fading environment) and over the hop distance d, subject to an average power constraint. We first argue that for a dense collection of nodes confined to a small region, single cell operation is efficient for single user decoding transceivers. Then, operating the dense ad hoc network (described above) as a single cell, we study the optimal hop length and power control that maximizes the transport capacity for a given network power constraint. More specifically, for a fading channel and for a fixed transmission time strategy (akin to the IEEE 802.11 TXOP), we find that there exists an intrinsic aggregate bit rate (Thetaopt bits per second, depending on the contention mechanism and the channel fading characteristics) carried by the network, when operating at the optimal hop length and power control. The optimal transport capacity is of the form dopt(Pmacrt) x Thetaopt with dopt scaling as Pmacrt 1 /eta, where Pmacrt is the available time average transmit power and eta is the path loss exponent. Under certain conditions on the fading distribution, we then pro- - vide a simple characterisation of the optimal operating point.

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A class of model reference adaptive control system which make use of an augmented error signal has been introduced by Monopoli. Convergence problems in this attractive class of systems have been investigated in this paper using concepts from hyperstability theory. It is shown that the condition on the linear part of the system has to be stronger than the one given earlier. A boundedness condition on the input to the linear part of the system has been taken into account in the analysis - this condition appears to have been missed in the previous applications of hyperstability theory. Sufficient conditions for the convergence of the adaptive gain to the desired value are also given.

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The specific objective of this paper is to develop direct digital control strategies for an ammonia reactor using quadratic regulator theory and compare the performance of the resultant control system with that under conventional PID regulators. The controller design studies are based on a ninth order state-space model obtained from the exact nonlinear distributed model using linearization and lumping approximations. The evaluation of these controllers with reference to their disturbance rejection capabilities and transient response characteristics, is carried out using hybrid computer simulation.

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Stirred tank bioreactors, employed in the production of a variety of biologically active chemicals, are often operated in batch, fed-batch, and continuous modes of operation. The optimal design of bioreactor is dependent on the kinetics of the biological process, as well as the performance criteria (yield, productivity, etc.) under consideration. In this paper, a general framework is proposed for addressing the two key issues related to the optimal design of a bioreactor, namely, (i) choice of the best operating mode and (ii) the corresponding flow rate trajectories. The optimal bioreactor design problem is formulated with initial conditions and inlet and outlet flow rate trajectories as decision variables to maximize more than one performance criteria (yield, productivity, etc.) as objective functions. A computational methodology based on genetic algorithm approach is developed to solve this challenging multiobjective optimization problem with multiple decision variables. The applicability of the algorithm is illustrated by solving two challenging problems from the bioreactor optimization literature.

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We consider a dense, ad hoc wireless network, confined to a small region. The wireless network is operated as a single cell, i.e., only one successful transmission is supported at a time. Data packets are sent between source-destination pairs by multihop relaying. We assume that nodes self-organize into a multihop network such that all hops are of length d meters, where d is a design parameter. There is a contention-based multiaccess scheme, and it is assumed that every node always has data to send, either originated from it or a transit packet (saturation assumption). In this scenario, we seek to maximize a measure of the transport capacity of the network (measured in bit-meters per second) over power controls (in a fading environment) and over the hop distance d, subject to an average power constraint. We first motivate that for a dense collection of nodes confined to a small region, single cell operation is efficient for single user decoding transceivers. Then, operating the dense ad hoc wireless network (described above) as a single cell, we study the hop length and power control that maximizes the transport capacity for a given network power constraint. More specifically, for a fading channel and for a fixed transmission time strategy (akin to the IEEE 802.11 TXOP), we find that there exists an intrinsic aggregate bit rate (Theta(opt) bits per second, depending on the contention mechanism and the channel fading characteristics) carried by the network, when operating at the optimal hop length and power control. The optimal transport capacity is of the form d(opt)((P) over bar (t)) x Theta(opt) with d(opt) scaling as (P) over bar (t) (1/eta), where (P) over bar (t) is the available time average transmit power and eta is the path loss exponent. Under certain conditions on the fading distribution, we then provide a simple characterization of the optimal operating point. Simulation results are provided comparing the performance of the optimal strategy derived here with some simple strategies for operating the network.

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Error analysis for a stable C (0) interior penalty method is derived for general fourth order problems on polygonal domains under minimal regularity assumptions on the exact solution. We prove that this method exhibits quasi-optimal order of convergence in the discrete H (2), H (1) and L (2) norms. L (a) norm error estimates are also discussed. Theoretical results are demonstrated by numerical experiments.

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We study the trade-off between delivery delay and energy consumption in a delay tolerant network in which a message (or a file) has to be delivered to each of several destinations by epidemic relaying. In addition to the destinations, there are several other nodes in the network that can assist in relaying the message. We first assume that, at every instant, all the nodes know the number of relays carrying the packet and the number of destinations that have received the packet. We formulate the problem as a controlled continuous time Markov chain and derive the optimal closed loop control (i.e., forwarding policy). However, in practice, the intermittent connectivity in the network implies that the nodes may not have the required perfect knowledge of the system state. To address this issue, we obtain an ODE (i.e., fluid) approximation for the optimally controlled Markov chain. This fluid approximation also yields an asymptotically optimal open loop policy. Finally, we evaluate the performance of the deterministic policy over finite networks. Numerical results show that this policy performs close to the optimal closed loop policy.

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An opportunistic, rate-adaptive system exploits multi-user diversity by selecting the best node, which has the highest channel power gain, and adapting the data rate to selected node's channel gain. Since channel knowledge is local to a node, we propose using a distributed, low-feedback timer backoff scheme to select the best node. It uses a mapping that maps the channel gain, or, in general, a real-valued metric, to a timer value. The mapping is such that timers of nodes with higher metrics expire earlier. Our goal is to maximize the system throughput when rate adaptation is discrete, as is the case in practice. To improve throughput, we use a pragmatic selection policy, in which even a node other than the best node can be selected. We derive several novel, insightful results about the optimal mapping and develop an algorithm to compute it. These results bring out the inter-relationship between the discrete rate adaptation rule, optimal mapping, and selection policy. We also extensively benchmark the performance of the optimal mapping with several timer and opportunistic multiple access schemes considered in the literature, and demonstrate that the developed scheme is effective in many regimes of interest.

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In this paper we consider a single discrete time queue with infinite buffer. The channel may experience fading. The transmission rate is a linear function of power used for transmission. In this scenario we explicitly obtain power control policies which minimize mean power and/or mean delay. There may also be peak power constraint.

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We consider the problem of characterizing the minimum average delay, or equivalently the minimum average queue length, of message symbols randomly arriving to the transmitter queue of a point-to-point link which dynamically selects a (n, k) block code from a given collection. The system is modeled by a discrete time queue with an IID batch arrival process and batch service. We obtain a lower bound on the minimum average queue length, which is the optimal value for a linear program, using only the mean (λ) and variance (σ2) of the batch arrivals. For a finite collection of (n, k) codes the minimum achievable average queue length is shown to be Θ(1/ε) as ε ↓ 0 where ε is the difference between the maximum code rate and λ. We obtain a sufficient condition for code rate selection policies to achieve this optimal growth rate. A simple family of policies that use only one block code each as well as two other heuristic policies are shown to be weakly optimal in the sense of achieving the 1/ε growth rate. An appropriate selection from the family of policies that use only one block code each is also shown to achieve the optimal coefficient σ2/2 of the 1/ε growth rate. We compare the performance of the heuristic policies with the minimum achievable average queue length and the lower bound numerically. For a countable collection of (n, k) codes, the optimal average queue length is shown to be Ω(1/ε). We illustrate the selectivity among policies of the growth rate optimality criterion for both finite and countable collections of (n, k) block codes.

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We study the tradeoff between delivery delay and energy consumption in a delay-tolerant network in which a message (or a file) has to be delivered to each of several destinations by epidemic relaying. In addition to the destinations, there are several other nodes in the network that can assist in relaying the message. We first assume that, at every instant, all the nodes know the number of relays carrying the message and the number of destinations that have received the message. We formulate the problem as a controlled continuous-time Markov chain and derive the optimal closed-loop control (i.e., forwarding policy). However, in practice, the intermittent connectivity in the network implies that the nodes may not have the required perfect knowledge of the system state. To address this issue, we obtain an ordinary differential equation (ODE) (i.e., a deterministic fluid) approximation for the optimally controlled Markov chain. This fluid approximation also yields an asymptotically optimal open-loop policy. Finally, we evaluate the performance of the deterministic policy over finite networks. Numerical results show that this policy performs close to the optimal closed-loop policy.

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In this article, we study the problem of determining an appropriate grading of meshes for a system of coupled singularly perturbed reaction-diffusion problems having diffusion parameters with different magnitudes. The central difference scheme is used to discretize the problem on adaptively generated mesh where the mesh equation is derived using an equidistribution principle. An a priori monitor function is obtained from the error estimate. A suitable a posteriori analogue of this monitor function is also derived for the mesh construction which will lead to an optimal second-order parameter uniform convergence. We present the results of numerical experiments for linear and semilinear reaction-diffusion systems to support the effectiveness of our preferred monitor function obtained from theoretical analysis. (C) 2014 Elsevier Inc. All rights reserved.

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Despite significant improvements in their properties as emitters, colloidal quantum dots have not had much success in emerging as suitable materials for laser applications. Gain in most colloidal systems is short lived, and needs to compete with biexcitonic decay. This has necessitated the use of short pulsed lasers to pump quantum dots to thresholds needed for amplified spontaneous emission or lasing. Continuous wave pumping of gain that is possible in some inorganic phosphors has therefore remained a very distant possibility for quantum dots. Here, we demonstrate that trilayer heterostructures could provide optimal conditions for demonstration of continuous wave lasing in colloidal materials. The design considerations for these materials are discussed in terms of a kinetic model. The electronic structure of the proposed dot architectures is modeled within effective mass theory.

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Many problems in control and signal processing can be formulated as sequential decision problems for general state space models. However, except for some simple models one cannot obtain analytical solutions and has to resort to approximation. In this thesis, we have investigated problems where Sequential Monte Carlo (SMC) methods can be combined with a gradient based search to provide solutions to online optimisation problems. We summarise the main contributions of the thesis as follows. Chapter 4 focuses on solving the sensor scheduling problem when cast as a controlled Hidden Markov Model. We consider the case in which the state, observation and action spaces are continuous. This general case is important as it is the natural framework for many applications. In sensor scheduling, our aim is to minimise the variance of the estimation error of the hidden state with respect to the action sequence. We present a novel SMC method that uses a stochastic gradient algorithm to find optimal actions. This is in contrast to existing works in the literature that only solve approximations to the original problem. In Chapter 5 we presented how an SMC can be used to solve a risk sensitive control problem. We adopt the use of the Feynman-Kac representation of a controlled Markov chain flow and exploit the properties of the logarithmic Lyapunov exponent, which lead to a policy gradient solution for the parameterised problem. The resulting SMC algorithm follows a similar structure with the Recursive Maximum Likelihood(RML) algorithm for online parameter estimation. In Chapters 6, 7 and 8, dynamic Graphical models were combined with with state space models for the purpose of online decentralised inference. We have concentrated more on the distributed parameter estimation problem using two Maximum Likelihood techniques, namely Recursive Maximum Likelihood (RML) and Expectation Maximization (EM). The resulting algorithms can be interpreted as an extension of the Belief Propagation (BP) algorithm to compute likelihood gradients. In order to design an SMC algorithm, in Chapter 8 uses a nonparametric approximations for Belief Propagation. The algorithms were successfully applied to solve the sensor localisation problem for sensor networks of small and medium size.