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.

Some remarks on static-feedback linearization for time-varying systems

This work summarizes some results about static state feedback linearization for time-varying systems. Three different necessary and sufficient conditions are stated in this paper. The first condition is the one by [Sluis, W. M. (1993). A necessary condition for dynamic feedback linearization. Systems & Control Letters, 21, 277-283]. The second and the third are the generalizations of known results due respectively to [Aranda-Bricaire, E., Moog, C. H., Pomet, J. B. (1995). A linear algebraic framework for dynamic feedback linearization. IEEE Transactions on Automatic Control, 40, 127-132] and to [Jakubczyk, B., Respondek, W. (1980). On linearization of control systems. Bulletin del` Academie Polonaise des Sciences. Serie des Sciences Mathematiques, 28, 517-522]. The proofs of the second and third conditions are established by showing the equivalence between these three conditions. The results are re-stated in the infinite dimensional geometric approach of [Fliess, M., Levine J., Martin, P., Rouchon, P. (1999). A Lie-Backlund approach to equivalence and flatness of nonlinear systems. IEEE Transactions on Automatic Control, 44(5), 922-937]. (C) 2008 Elsevier Ltd. All rights reserved.

Adequacy of Cold Rolling Models to Upgrade Set-up Generation Systems

This paper presents two strategies for the upgrade of set-up generation systems for tandem cold mills. Even though these mills have been modernized mainly due to quality requests, their upgrades may be made intending to replace pre-calculated reference tables. In this case, Bryant and Osborn mill model without adaptive technique is proposed. As a more demanding modernization, Bland and Ford model including adaptation is recommended, although it requires a more complex computational hardware. Advantages and disadvantages of these two systems are compared and discussed and experimental results obtained from an industrial cold mill are shown.

Chaotic Synchronization in Discrete-Time Systems Connected by Bandlimited Channels

Due to the broadband characteristic of chaotic signals, many of the methods that have been proposed for synchronizing chaotic systems do not usually present a satisfactory performance when applied to bandlimited communication channels. Here, the effects of bandwidth limitations imposed by the channel on the synchronous solution of a discrete-time chaotic master-slave network are investigated. The discrete-time system considered in this study is the Henon map. It is analytically shown that synchronism can be achieved in such a network by introducing a digital filter in the feedback loop responsible for generating the chaotic signal that will be sent to the slave node. Numerical simulations relating the filter parameters, such as its order and cut-off frequency, to the maximum Lyapunov exponent of the master node, which determines if the transmitted signal is chaotic or not, are also presented. These results can be useful for practical communication schemes based on chaos.

Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

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.

Numerical study of tensile tests conducted on systems with elastic-plastic films deposited onto elastic-plastic substrates

In this work, a series of two-dimensional plane-strain finite element analyses was conducted to further understand the stress distribution during tensile tests on coated systems. Besides the film and the substrate, the finite element model also considered a number of cracks perpendicular to the film/substrate interface. Different from analyses commonly found in the literature, the mechanical behavior of both film and substrate was considered elastic-perfectly plastic in part of the analyses. Together with the film yield stress and the number of film cracks, other variables that were considered were crack tip geometry, the distance between two consecutive cracks and the presence of an interlayer. The analysis was based on the normal stresses parallel to the loading axis (sigma(xx)), which are responsible for cohesive failures that are observed in the film during this type of test. Results indicated that some configurations studied in this work have significantly reduced the value of sigma(xx) at the film/substrate interface and close to the pre-defined crack tips. Furthermore, in all the cases studied the values of sigma(xx) were systematically larger at the film/substrate interface than at the film surface. (C) 2010 Elsevier B.V. All rights reserved.

Dynamic positioning systems: An experimental analysis of sliding mode control

Vessel dynamic positioning (DP) systems are based on conventional PID-type controllers and an extended Kalman filter. However, they present a difficult tuning procedure, and the closed-loop performance varies with environmental or loading conditions since the dynamics of the vessel are eminently nonlinear. Gain scheduling is normally used to address the nonlinearity of the system. To overcome these problems, a sliding mode control was evaluated. This controller is robust to variations in environmental and loading conditions, it maintains performance and stability for a large range of conditions, and presents an easy tuning methodology. The performance of the controller was evaluated numerically and experimentally in order to address its effectiveness. The results are compared with those obtained from conventional PID controller. (c) 2010 Elsevier Ltd. All rights reserved.

Water Treatment Plant Sludge Discharge to Wastewater Treatment Works: Effects on the Operation of Upflow Anaerobic Sludge Blanket Reactor and Activated Sludge Systems

This experiment examined the effects of the discharge of water treatment plant (WTP) sludge into the following three types of wastewater treatment systems: a pilot-scale upflow anaerobic sludge blanket (UASB) reactor, a pilot-scale activated sludge system, and a full-scale activated sludge sequencing batch reactor (SBR). The UASB reactor received 50 mg of suspended solids ( SS) of WTP sludge per liter of wastewater in the first phase, and, in the second phase, it received 75 mg SS/L. The pilot-scale activated sludge system received 25 and 50 mg SS/L in the first and second phases, respectively. The full-scale WWTP ( SBR) received approximately 74 mg SS/L. The results of the experiments showed that, despite some negative effects on nitrification, there were positive effects on phosphorus removal, and, furthermore, there was the addition of solids in all systems. Water Environ. Res., 82, 392 ( 2010).

Analysis of source-follower buffers implemented with graded-channel SOI nMOSFETs operating at cryogenic temperatures

This work studies the operation of source-follower buffers implemented with standard and graded-channel (GC) fully depleted (FD) SCI nMOSFETs at low temperatures. The analysis is performed by comparing the voltage gain of buffers implemented with GC and standard SOI nMOS transistors considering devices with the same mask channel length and same effective channel length. It is shown that the use of GC devices allows for achieving improved gain in all inversion levels in a wide range of temperatures. In addition, this improvement increases as temperature is reduced. It is shown that GC transistors can provide virtually constant gain, while for standard devices, the gain departs from the maximum value depending on the temperature and inversion level imposed by the bias current and input voltage. Two-dimensional numerical simulations were performed in order to study the reasons for the enhanced gain of GC MOSFETs at low temperatures. (C) 2009 Elsevier Ltd. All rights reserved.

Spectral characteristics of atrial electrograms in sinus rhythm correlates with sites of ganglionated plexuses in patients with paroxysmal atrial fibrillation

Aims To verify whether spectral components of atrial electrograms (AE) during sinus rhythm (SR) correlate with cardiac ganglionated plexus (GP) sites. Methods and results Thirteen patients undergoing atrial fibrillation (AF) ablation were prospectively enrolled. Prior to radio frequency application, endocardial AE were recorded with a sequential point-by-point approach. Electrical stimuli were delivered at 20 Hz, amplitude 100 V, and pulse width of 4 ms. A vagal response was defined as a high-frequency stimulation (HFS) evoked atrioventricular block or a prolongation of RR interval. Spectral analysis was performed on single AE during SR, sampling rate of 1000 Hz, Hanning window. Overall, 1488 SR electrograms were analysed from 186 different left atrium sites, 129 of them corresponding to negative vagal response sites, and 57 to positive response sites. The electrogram duration and the number of deflections were similar in positive and negative response sites. Spectral power density of sites with vagal response was lower between 26 and 83 Hz and higher between 107 and 200 Hz compared with negative response sites. The area between 120 and 170 Hz normalized to the total spectrum area was tested as a diagnostic parameter. Receiver operating characteristic curve analysis demonstrated that an area120-170/area(total) value >0.14 identified vagal sites with 70.9% sensitivity and 72.1% specificity. Conclusion Spectral analysis of AE during SR in sites that correspond to the anatomical location of the GP is feasible and may be a simpler method of mapping the cardiac autonomic nervous system, compared with the HFS technique.

A modified epidemiological model for computer viruses

Since the computer viruses pose a serious problem to individual and corporative computer systems, a lot of effort has been dedicated to study how to avoid their deleterious actions, trying to create anti-virus programs acting as vaccines in personal computers or in strategic network nodes. Another way to combat viruses propagation is to establish preventive policies based on the whole operation of a system that can be modeled with population models, similar to those that are used in epidemiological studies. Here, a modified version of the SIR (Susceptible-Infected-Removed) model is presented and how its parameters are related to network characteristics is explained. Then, disease-free and endemic equilibrium points are calculated, stability and bifurcation conditions are derived and some numerical simulations are shown. The relations among the model parameters in the several bifurcation conditions allow a network design minimizing viruses risks. (C) 2009 Elsevier Inc. All rights reserved.

On state representations of time-varying nonlinear systems

This work considers a nonlinear time-varying system described by a state representation, with input u and state x. A given set of functions v, which is not necessarily the original input u of the system, is the (new) input candidate. The main result provides necessary and sufficient conditions for the existence of a local classical state space representation with input v. These conditions rely on integrability tests that are based on a derived flag. As a byproduct, one obtains a sufficient condition of differential flatness of nonlinear systems. (C) 2009 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.

Harmonic distortion analysis of double gate graded-channel MOSFETs operating in saturation

In this work we present an analysis of harmonic distortion (HD) in graded-channel (GC) gate-all-a round (GAA) devices operating in saturation region for analog applications. The study has been performed through device characterization and two-dimensional process and device simulations. The overall study has been done on the total and third order HDs. When applied in the saturation regime as an amplifier, the GC outperforms conventional GAA transistors presenting simultaneously higher transconductance, lower drain output conductance and more than 15 dB improved linearity. The influence of channel length reduction on the H D is also analyzed. Although slight linearity degradation is observed in both the conventional and the GC devices when reducing the channel length, the HD presented by the GC transistor is significantly lower than the one showed by conventional device for any Studied channel length. This allows AC input signal amplitude up to 20 times higher than the conventional GAA for a same specified distortion level. (C) 2008 Elsevier Ltd. All rights reserved.