Detection and Isolation of Simultaneous Additive and Parametric Faults in Nonlinear Stochastic Dynamical Systems

This paper presents a new fault detection and isolation scheme for dealing with simultaneous additive and parametric faults. The new design integrates a system for additive fault detection based on Castillo and Zufiria, 2009 and a new parametric fault detection and isolation scheme inspired in Munz and Zufiria, 2008 . It is shown that the so far existing schemes do not behave correctly when both additive and parametric faults occur simultaneously; to solve the problem a new integrated scheme is proposed. Computer simulation results are presented to confirm the theoretical studies.

Gestión óptima de embalses en avenidas incorporando al concepto de incertidumbre : aplicación a embalses con central hidroeléctrica

Esta tesis realiza una contribución metodológica al problema de la gestión óptima de embalses hidroeléctricos durante eventos de avenidas, considerando un enfoque estocástico y multiobjetivo. Para ello se propone una metodología de evaluación de estrategias de laminación en un contexto probabilístico y multiobjetivo. Además se desarrolla un entorno dinámico de laminación en tiempo real con pronósticos que combina un modelo de optimización y algoritmos de simulación. Estas herramientas asisten a los gestores de las presas en la toma de decisión respecto de cuál es la operación más adecuada del embalse. Luego de una detallada revisión de la bibliografía, se observó que los trabajos en el ámbito de la gestión óptima de embalses en avenidas utilizan, en general, un número reducido de series de caudales o hidrogramas para caracterizar los posibles escenarios. Limitando el funcionamiento satisfactorio de un modelo determinado a situaciones hidrológicas similares. Por otra parte, la mayoría de estudios disponibles en este ámbito abordan el problema de la laminación en embalses multipropósito durante la temporada de avenidas, con varios meses de duración. Estas características difieren de la realidad de la gestión de embalses en España. Con los avances computacionales en materia de gestión de información en tiempo real, se observó una tendencia a la implementación de herramientas de operación en tiempo real con pronósticos para determinar la operación a corto plazo (involucrando el control de avenidas). La metodología de evaluación de estrategias propuesta en esta tesis se basa en determinar el comportamiento de éstas frente a un espectro de avenidas características de la solicitación hidrológica. Con ese fin, se combina un sistema de evaluación mediante indicadores y un entorno de generación estocástica de avenidas, obteniéndose un sistema implícitamente estocástico. El sistema de evaluación consta de tres etapas: caracterización, síntesis y comparación, a fin de poder manejar la compleja estructura de datos resultante y realizar la evaluación. En la primera etapa se definen variables de caracterización, vinculadas a los aspectos que se quieren evaluar (seguridad de la presa, control de inundaciones, generación de energía, etc.). Estas variables caracterizan el comportamiento del modelo para un aspecto y evento determinado. En la segunda etapa, la información de estas variables se sintetiza en un conjunto de indicadores, lo más reducido posible. Finalmente, la comparación se lleva a cabo a partir de la comparación de esos indicadores, bien sea mediante la agregación de dichos objetivos en un indicador único, o bien mediante la aplicación del criterio de dominancia de Pareto obteniéndose un conjunto de soluciones aptas. Esta metodología se aplicó para calibrar los parámetros de un modelo de optimización de embalse en laminación y su comparación con otra regla de operación, mediante el enfoque por agregación. Luego se amplió la metodología para evaluar y comparar reglas de operación existentes para el control de avenidas en embalses hidroeléctricos, utilizando el criterio de dominancia. La versatilidad de la metodología permite otras aplicaciones, tales como la determinación de niveles o volúmenes de seguridad, o la selección de las dimensiones del aliviadero entre varias alternativas. Por su parte, el entorno dinámico de laminación al presentar un enfoque combinado de optimización-simulación, permite aprovechar las ventajas de ambos tipos de modelos, facilitando la interacción con los operadores de las presas. Se mejoran los resultados respecto de los obtenidos con una regla de operación reactiva, aun cuando los pronósticos se desvían considerablemente del hidrograma real. Esto contribuye a reducir la tan mencionada brecha entre el desarrollo teórico y la aplicación práctica asociada a los modelos de gestión óptima de embalses. This thesis presents a methodological contribution to address the problem about how to operate a hydropower reservoir during floods in order to achieve an optimal management considering a multiobjective and stochastic approach. A methodology is proposed to assess the flood control strategies in a multiobjective and probabilistic framework. Additionally, a dynamic flood control environ was developed for real-time operation, including forecasts. This dynamic platform combines simulation and optimization models. These tools may assist to dam managers in the decision making process, regarding the most appropriate reservoir operation to be implemented. After a detailed review of the bibliography, it was observed that most of the existing studies in the sphere of flood control reservoir operation consider a reduce number of hydrographs to characterize the reservoir inflows. Consequently, the adequate functioning of a certain strategy may be limited to similar hydrologic scenarios. In the other hand, most of the works in this context tackle the problem of multipurpose flood control operation considering the entire flood season, lasting some months. These considerations differ from the real necessity in the Spanish context. The implementation of real-time reservoir operation is gaining popularity due to computational advances and improvements in real-time data management. The methodology proposed in this thesis for assessing the strategies is based on determining their behavior for a wide range of floods, which are representative of the hydrological forcing of the dam. An evaluation algorithm is combined with a stochastic flood generation system to obtain an implicit stochastic analysis framework. The evaluation system consists in three stages: characterizing, synthesizing and comparing, in order to handle the complex structure of results and, finally, conduct the evaluation process. In the first stage some characterization variables are defined. These variables should be related to the different aspects to be evaluated (such as dam safety, flood protection, hydropower, etc.). Each of these variables characterizes the behavior of a certain operating strategy for a given aspect and event. In the second stage this information is synthesized obtaining a reduced group of indicators or objective functions. Finally, the indicators are compared by means of an aggregated approach or by a dominance criterion approach. In the first case, a single optimum solution may be achieved. However in the second case, a set of good solutions is obtained. This methodology was applied for calibrating the parameters of a flood control model and to compare it with other operating policy, using an aggregated method. After that, the methodology was extent to assess and compared some existing hydropower reservoir flood control operation, considering the Pareto approach. The versatility of the method allows many other applications, such as determining the safety levels, defining the spillways characteristics, among others. The dynamic framework for flood control combines optimization and simulation models, exploiting the advantages of both techniques. This facilitates the interaction between dam operators and the model. Improvements are obtained applying this system when compared with a reactive operating policy, even if the forecasts deviate significantly from the observed hydrograph. This approach contributes to reduce the gap between the theoretical development in the field of reservoir management and its practical applications.

A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems

n this work, a mathematical unifying framework for designing new fault detection schemes in nonlinear stochastic continuous-time dynamical systems is developed. These schemes are based on a stochastic process, called the residual, which reflects the system behavior and whose changes are to be detected. A quickest detection scheme for the residual is proposed, which is based on the computed likelihood ratios for time-varying statistical changes in the Ornstein–Uhlenbeck process. Several expressions are provided, depending on a priori knowledge of the fault, which can be employed in a proposed CUSUM-type approximated scheme. This general setting gathers different existing fault detection schemes within a unifying framework, and allows for the definition of new ones. A comparative simulation example illustrates the behavior of the proposed schemes.

Forest Biodiversity Assessment in Peruvian Andean Montane Cloud Forest

Cloud forests are unusual and fragile habitats, being one of the least studied and least understood ecosystems. The tropical Andean dominion is considered one of the most significant places in the world as rega rds biological diversity, with a very high level of endemism. The biodiversity was analysed in an isolated remnant area of a tropical montane cloud forest known as the ?Bosque de Neblina de Cuyas?, in the North of the Peruvian Andean range. Composition, structure and dead wood were measured or estimated. The values obtained were compared with other cloud forests. The study revealed a high level of forest biodiversity, although the level of biodiversity differs from one area to another: in the inner areas, where human pressure is almost inexistent, the biodiversity values increase. The high species richness and the low dominance among species bear testimony to this montane cloud forest as a real enclave of biodiversity.

Relating dominance of dialogue participants with their verbal intelligence scores

In this work we investigated whether there is a relationship between dominant behaviour of dialogue participants and their verbal intelligence. The analysis is based on a corpus containing 56 dialogues and verbal intelligence scores of the test persons. All the dialogues were divided into three groups: H-H is a group of dialogues between higher verbal intelligence participants, L-L is a group of dialogues between lower verbal intelligence participant and L-H is a group of all the other dialogues. The dominance scores of the dialogue partners from each group were analysed. The analysis showed that differences between dominance scores and verbal intelligence coefficients for L-L were positively correlated. Verbal intelligence scores of the test persons were compared to other features that may reflect dominant behaviour. The analysis showed that number of interruptions, long utterances, times grabbed the floor, influence diffusion model, number of agreements and several acoustic features may be related to verbal intelligence. These features were used for the automatic classification of the dialogue partners into two groups (lower and higher verbal intelligence participants); the achieved accuracy was 89.36%.

Response threshold models and stochastic learning automata for self-coordination of heterogeneous multi-task distribution in multi-robot systems.

This paper focuses on the general problem of coordinating multiple robots. More specifically, it addresses the self-selection of heterogeneous specialized tasks by autonomous robots. In this paper we focus on a specifically distributed or decentralized approach as we are particularly interested in a decentralized solution where the robots themselves autonomously and in an individual manner, are responsible for selecting a particular task so that all the existing tasks are optimally distributed and executed. In this regard, we have established an experimental scenario to solve the corresponding multi-task distribution problem and we propose a solution using two different approaches by applying Response Threshold Models as well as Learning Automata-based probabilistic algorithms. We have evaluated the robustness of the algorithms, perturbing the number of pending loads to simulate the robot’s error in estimating the real number of pending tasks and also the dynamic generation of loads through time. The paper ends with a critical discussion of experimental results.

EMBT haciendo (casi) nada en Mercaders = EMBT doing (almost) nothing in Mercaders

Cualquier indagación sobre proyectos representativos en la historia contemporánea de la vivienda, nos lleva inevitablemente a darnos cuenta como predomina en gran parte de ellos una actitud que tiene que ver con producir indiscriminadamente nuevos productos arquitectónicos. EMBT construyen su propia casa en la calle Mercaders de Barcelona, e inciden en entender la arquitectura no como la creación de nuevos productos sino como una capa más dentro de un sustrato ya informado(materia no prima), una característica puramente postproductiva. Como ellos apuntan su nueva capa de información se ‘instala’, añade sólo información precisa de su tiempo, pero no intenta volver hacia atrás ni rehabilitar o restaurar el edificio existente. Esta comunicación persigue poner de manifiesto la existencia velada de esta otra actitud dentro del campo de la vivienda, una actitud no opuesta y si complementaria, que opera desde una voluntad de no ser, de hacer con (casi) nada. ABSTRACT: Any inquiry about representative projects in the contemporary history of housing, lead us to inevitably understand how in lots of them dominates an attitude related to the indiscriminate production of new architectural products. EMBT build their own house on Mercaders street of Barcelona, and promote the understanding of architecture not as the creation of new products but as a new layer within a substrate already full of information (not a raw material), a feature purely postproductive. As they point, the new information layer is ‘installed’, adds only precise information of its time, but does not try to get back or restore the existing building. This paper aims to demonstrate the veiled existence of this different attitude within the housing field, an attitude not opposed but complementary, that works from a desire of not to do, a desire to do with (almost) nothing.

Dinámica vegetal desde el tardiglaciar en la cuenca del Duero: interacciones con clima, fuego e impacto humano

La cuenca del Duero constituye un vasto territorio ibérico cuyo paisaje se encuentra actualmente muy alterado por la mano del hombre y es prácticamente imposible localizar alguna manifestación de su cubierta vegetal natural. Aunque la historia de la vegetación en los sectores central y oriental es relativamente bien conocida, en su mitad occidental los registros paleoecológicos estudiados hasta la fecha son prácticamente inexistentes. Esto hace que se desconozca la respuesta de la vegetación a las diferentes oscilaciones climáticas que se han producido desde el Último Máximo Glaciar, cuál fue el impacto de las diferentes culturas sobre el medio, cuándo se produjo una alteración profunda de la vegetación natural y cuál ha sido la historia de los incendios. Este último aspecto, el papel e importancia de los incendios, reviste un especial interés en la península Ibérica dada su situación geográfica y climática dentro de la cuenca Mediterránea, donde el fuego es un factor ecológico de primer nivel. Las distintas técnicas paleoecológicas son las más adecuadas para abordar todas estas preguntas. De este modo, los avatares de la vegetación a través del tiempo se han reconstruido mediante el análisis polínico y de macrofósiles, el impacto humano se ha trazado utilizando indicadores polínicos ligados a actividades antrópicas y esporas de hongos coprófilos, estudiándose los incendios a partir del registro de partículas microscópicas de carbón. La alta resolución temporal y taxonómica alcanzada en estos análisis, así como la amplia superficie abarcada con los yacimientos estudiados, hacen que la información obtenida sea altamente detallada y complete el conocimiento que se tiene sobre la cuenca del Duero. El Tardiglaciar se registra por primera vez en la Meseta Norte Ibérica en la secuencia de Ayoó de Vidriales, donde una vegetación esteparia prácticamente desarbolada domina durante los periodos fríos. Durante el interestadial Bølling/Allerød la expansión forestal (pinos, abedules) fue muy leve y tardía y fue interrumpida bruscamente por el Dryas Reciente. Al final del Dryas Reciente o al inicio del Holoceno se produjo una acusada y rápida expansión de los bosques. Esta dinámica sugiere que no hubo refugios glaciares importantes en esta zona de la Meseta durante el “Mystery Interval”, aparentemente el periodo más frío y seco. Los incendios fueron muy escasos, aumentando de forma muy brusca al inicio del Holoceno por el aumento de biomasa y las condiciones relativamente cálidas y secas. A partir de los registros de Ayoó y El Maíllo se consolida la importancia del gradiente oceanicidad-continentalidad en el Sistema Central y la Meseta Norte, que se manifiesta principalmente en la dominancia más prolongada de los pinares hacia el interior. Además, otra de las principales contribuciones de la presente tesis es proporcionar evidencia sobre la sucesión de distintos tipos de bosques en el noroeste de la Meseta, precisando el marco temporal en el que suceden. Así, se ha constatado que hubo un máximo desarrollo del bosque caducifolio durante el Holoceno medio en Ayoó de Vidriales y una baja incidencia del fuego que sugieren que el clima fue más húmedo que en el Holoceno inicial. El estudio de macrofósiles leñosos ha permitido detectar procesos que con el análisis polínico habrían pasado desapercibidos, como la persistencia hasta el Holoceno final de Pinus sylvestris en la sierra del Teleno y la sustitución de P. sylvestris por P. pinaster en la sierra de Francia durante el Holoceno inicial. También el estudio de los carbones procedentes de los arenales de Tierra de Pinares han proporcionado la prueba definitiva de la naturalidad de los pinares de P. pinaster. El impacto humano se detecta temprano en las secuencias del oeste de la cuenca del Duero, durante el Neolítico, aunque ha sido mucho más acusado desde la Edad del Hierro (ca 2700-2500 años cal BP). Para la detección del impacto humano temprano ha sido clave el análisis de esporas de hongos coprófilos, cuyo análisis fue incorporado en la secuencia de Ayoó de Vidriales. Una de sus principales consecuencias fue el establecimiento de comunidades de matorral (brezales, piornales) sobre amplias extensiones del occidente de la cuenca del Duero, vinculado al recrudecimiento de los regímenes de incendios. A pesar de que los incendios han sido ecológicamente importantes desde el inicio del Holoceno, los cambios introducidos por el hombre en sus regímenes sobrepasaron la resiliencia de los bosques originales, lo cual condujo a su sustitución sostenida por matorrales. ABSTRACT The Duero Basin constitutes a vast Iberian territory which is currently strongly disturbed due to human activities, so it is very difficult to find any remnant of the natural vegetation. Vegetation history for the eastern and western sectors of the Basin is relatively well-known but, in contrast, there is an almost complete lack of palaeoecological record in the western area. Consequently, there exists a profound ignorance about vegetation responses to the climatic oscillations occurred since the Last Glacial Maximum, the environmental impact of the different cultures, when a severe disturbance of the natural vegetation took place and fire history. The last question, the role and importance of fire, has a special interest in the Iberian Peninsula due to its geographic and climatic framework, the Mediterranean Basin, where fire is a major ecological factor. The diverse palaeoecological techmiques are the most suitable tools to address all these questions. Thus, vegetation shifts through time have been reconstructed using pollen and macrofossil analyses, human impact has been tracked by means of anthropogenic pollen indicators and dung fungal spores, while fire history has been studied from the quantification of microscopic charcoal particles. The high taxonomic and time resolution attained along with the extensive surface covered by the studied sites provide detailed information very useful to complete the knowledge on landscape dynamics in the Duero Basin. The Lateglacial is recorded for the first time in the Northern Iberian Plateau in the sequence from Ayoó de Vidriales, showing that almost treeless steppic vegetation dominated during the cold periods. Tree expansion (pines, birches) was late and slight during the Bølling/Allerød interstadial and was sharply interrupted by the Younger Dryas (YD) climatic reversal. By the end of the YD or the onset of the Holocene, a rapid forest expansion occurred. This forest dynamics suggests an absence of important glacial refugia for trees in this area of the Plateau during the Mystery Interval, apparently the coldest and driest period. Fires were fairly rare, increasing abruptly at the beginning of the Holocene due to the relatively warm and dry climate and the accumulation of biomass. The records from Ayoó and El Maíllo reinforce the role of the oceanicity-continentality gradient in the vegetation history of the Iberian Central Range and the Iberian Northern Plateau, reflected mainly in the longer dominance of pine forests towards inland areas. Further, another important contribution of this PhD Thesis is providing evidence on the succession of different forest types in the northestern fringe of the Plateau, specifying the chronological framework. A maximum of deciduous forest development and low fire activity have been detected in Ayoó de Vidriales during the mid-Holocene, suggesting that climate was wetter than in the early Holocene. The study of woody macrofossils has allowed detecting processes which would have remained unnoticed using pollen analysis alone, such as the persistence of Pinus sylvestris until the late Holocene in the Teleno Mountains and the early Holocene replacement of P. sylvestris with P. pinaster in the sierra de Francia range. The study of macroscopic charcoal fragments from palaeosols of the Tierra de Pinares has also provided the definitive proof of naturalness for the P. pinaster stands gorwing over this area at present. Early human impact, during the Neolithic, has been detected in the sequences from the western sector of the Duero Basin, although human disturbance has been more severe from the Iron Age onwards (ca 2700-2500 cal yr BP). The analysis of coprophilous fungi incorporated in the sequence of Ayoó de Vidriales has played a key role in recognizing that early human impact. One of the main consequences of human disturbance was the establishment of shrubland communities (heaths, brooms) over huge areas of the western Duero Basin, linked to severe and/or frequent fires. Despite fires has been ecologically important since the onset of the Holocene, human-induced changes in fire regimes have exceeded the resilience of original forests leading to a sustained replacement with shrublands.

A stochastic model updating method for parameter variability quantification based on response surface models and Monte Carlo simulation

Stochastic model updating must be considered for quantifying uncertainties inherently existing in real-world engineering structures. By this means the statistical properties,instead of deterministic values, of structural parameters can be sought indicating the parameter variability. However, the implementation of stochastic model updating is much more complicated than that of deterministic methods particularly in the aspects of theoretical complexity and low computational efficiency. This study attempts to propose a simple and cost-efficient method by decomposing a stochastic updating process into a series of deterministic ones with the aid of response surface models and Monte Carlo simulation. The response surface models are used as surrogates for original FE models in the interest of programming simplification, fast response computation and easy inverse optimization. Monte Carlo simulation is adopted for generating samples from the assumed or measured probability distributions of responses. Each sample corresponds to an individual deterministic inverse process predicting the deterministic values of parameters. Then the parameter means and variances can be statistically estimated based on all the parameter predictions by running all the samples. Meanwhile, the analysis of variance approach is employed for the evaluation of parameter variability significance. The proposed method has been demonstrated firstly on a numerical beam and then a set of nominally identical steel plates tested in the laboratory. It is found that compared with the existing stochastic model updating methods, the proposed method presents similar accuracy while its primary merits consist in its simple implementation and cost efficiency in response computation and inverse optimization.

Almost rejectionless sampling from Nakagami-m distributions (m ≥ 1)

The Nakagami-m distribution is widely used for the simulation of fading channels in wireless communications. A novel, simple and extremely efficient acceptance-rejection algorithm is introduced for the generation of independent Nakagami-m random variables. The proposed method uses another Nakagami density with a half-integer value of the fading parameter, mp ¼ n/2 ≤ m, as proposal function, from which samples can be drawn exactly and easily. This novel rejection technique is able to work with arbitrary values of m ≥ 1, average path energy, V, and provides a higher acceptance rate than all currently available methods. RESUMEN. Método extremadamente eficiente para generar variables aleatorias de Nakagami (utilizadas para modelar el desvanecimiento en canales de comunicaciones móviles) basado en "rejection sampling".

Comparison of particle dispersion obtained with simple stochastic models and les in pipe flow

A hybrid Eulerian-Lagrangian approach is employed to simulate heavy particle dispersion in turbulent pipe flow. The mean flow is provided by the Eulerian simulations developed by mean of JetCode, whereas the fluid fluctuations seen by particles are prescribed by a stochastic differential equation based on normalized Langevin. The statistics of particle velocity are compared to LES data which contain detailed statistics of velocity for particles with diameter equal to 20.4 µm. The model is in good agreement with the LES data for axial mean velocity whereas rms of axial and radial velocities should be adjusted.

Improving Collaborative Filtering Based Recommender Systems Using Pareto Dominance

Los sistemas de recomendación son un tipo de solución al problema de sobrecarga de información que sufren los usuarios de los sitios web en los que se pueden votar ciertos artículos. El sistema de recomendación de filtrado colaborativo es considerado como el método con más éxito debido a que sus recomendaciones se hacen basándose en los votos de usuarios similares a un usuario activo. Sin embargo, el método de filtrado de colaboración tradicional selecciona usuarios insuficientemente representativos como vecinos de cada usuario activo. Esto significa que las recomendaciones hechas a posteriori no son lo suficientemente precisas. El método propuesto en esta tesis realiza un pre-filtrado del proceso, mediante el uso de dominancia de Pareto, que elimina los usuarios menos representativos del proceso de selección k-vecino y mantiene los más prometedores. Los resultados de los experimentos realizados en MovieLens y Netflix muestran una mejora significativa en todas las medidas de calidad estudiadas en la aplicación del método propuesto. ABSTRACTRecommender systems are a type of solution to the information overload problem suffered by users of websites on which they can rate certain items. The Collaborative Filtering Recommender System is considered to be the most successful approach as it make its recommendations based on votes of users similar to an active user. Nevertheless, the traditional collaborative filtering method selects insufficiently representative users as neighbors of each active user. This means that the recommendations made a posteriori are not precise enough. The method proposed in this thesis performs a pre-filtering process, by using Pareto dominance, which eliminates the less representative users from the k-neighbor selection process and keeps the most promising ones. The results from the experiments performed on Movielens and Netflix show a significant improvement in all the quality measures studied on applying the proposed method.

Dominance intensity measure within fuzzy weight oriented MAUT: an application

We introduce a dominance intensity measuring method to derive a ranking of alternatives to deal with incomplete information in multi-criteria decision-making problems on the basis of multi-attribute utility theory (MAUT) and fuzzy sets theory. We consider the situation where there is imprecision concerning decision-makers’ preferences, and imprecise weights are represented by trapezoidal fuzzy weights.The proposed method is based on the dominance values between pairs of alternatives. These values can be computed by linear programming, as an additive multi-attribute utility model is used to rate the alternatives. Dominance values are then transformed into dominance intensity measures, used to rank the alternatives under consideration. Distances between fuzzy numbers based on the generalization of the left and right fuzzy numbers are utilized to account for fuzzy weights. An example concerning the selection of intervention strategies to restore an aquatic ecosystem contaminated by radionuclides illustrates the approach. Monte Carlo simulation techniques have been used to show that the proposed method performs well for different imprecision levels in terms of a hit ratio and a rank-order correlation measure.

Linear Bayes policy for learning in contextual-bandits

Machine and Statistical Learning techniques are used in almost all online advertisement systems. The problem of discovering which content is more demanded (e.g. receive more clicks) can be modeled as a multi-armed bandit problem. Contextual bandits (i.e., bandits with covariates, side information or associative reinforcement learning) associate, to each specific content, several features that define the “context” in which it appears (e.g. user, web page, time, region). This problem can be studied in the stochastic/statistical setting by means of the conditional probability paradigm using the Bayes’ theorem. However, for very large contextual information and/or real-time constraints, the exact calculation of the Bayes’ rule is computationally infeasible. In this article, we present a method that is able to handle large contextual information for learning in contextual-bandits problems. This method was tested in the Challenge on Yahoo! dataset at ICML2012’s Workshop “new Challenges for Exploration & Exploitation 3”, obtaining the second place. Its basic exploration policy is deterministic in the sense that for the same input data (as a time-series) the same results are obtained. We address the deterministic exploration vs. exploitation issue, explaining the way in which the proposed method deterministically finds an effective dynamic trade-off based solely in the input-data, in contrast to other methods that use a random number generator.

Fault isolation schemes for a class of continuous-time stochastic dynamical systems

In this paper a new method for fault isolation in a class of continuous-time stochastic dynamical systems is proposed. The method is framed in the context of model-based analytical redundancy, consisting in the generation of a residual signal by means of a diagnostic observer, for its posterior analysis. Once a fault has been detected, and assuming some basic a priori knowledge about the set of possible failures in the plant, the isolation task is then formulated as a type of on-line statistical classification problem. The proposed isolation scheme employs in parallel different hypotheses tests on a statistic of the residual signal, one test for each possible fault. This isolation method is characterized by deriving for the unidimensional case, a sufficient isolability condition as well as an upperbound of the probability of missed isolation. Simulation examples illustrate the applicability of the proposed scheme.