Dynamic programming for a Markov-switching jump–diffusion

We consider an optimal control problem with a deterministic finite horizon and state variable dynamics given by a Markov-switching jump–diffusion stochastic differential equation. Our main results extend the dynamic programming technique to this larger family of stochastic optimal control problems. More specifically, we provide a detailed proof of Bellman’s optimality principle (or dynamic programming principle) and obtain the corresponding Hamilton–Jacobi–Belman equation, which turns out to be a partial integro-differential equation due to the extra terms arising from the Lévy process and the Markov process. As an application of our results, we study a finite horizon consumption– investment problem for a jump–diffusion financial market consisting of one risk-free asset and one risky asset whose coefficients are assumed to depend on the state of a continuous time finite state Markov process. We provide a detailed study of the optimal strategies for this problem, for the economically relevant families of power utilities and logarithmic utilities.

Controlo de conversores de potência genéricos por FPGA

Dissertação para obtenção do grau de Mestre em Engenharia Eletrotécnica Ramo de Automação e Eletrónica Industrial

Reliable and Fast Hand-Offs in Low-Power Wireless Networks

Hand-off (or hand-over), the process where mobile nodes select the best access point available to transfer data, has been well studied in wireless networks. The performance of a hand-off process depends on the specific characteristics of the wireless links. In the case of low-power wireless networks, hand-off decisions must be carefully taken by considering the unique properties of inexpensive low-power radios. This paper addresses the design, implementation and evaluation of smart-HOP, a hand-off mechanism tailored for low-power wireless networks. This work has three main contributions. First, it formulates the hard hand-off process for low-power networks (such as typical wireless sensor networks - WSNs) with a probabilistic model, to investigate the impact of the most relevant channel parameters through an analytical approach. Second, it confirms the probabilistic model through simulation and further elaborates on the impact of several hand-off parameters. Third, it fine-tunes the most relevant hand-off parameters via an extended set of experiments, in a realistic experimental scenario. The evaluation shows that smart-HOP performs well in the transitional region while achieving more than 98 percent relative delivery ratio and hand-off delays in the order of a few tens of a milliseconds.

Otimização estocástica para a exploração de centrais de concentração solar considerando incerteza e risco

Dissertação para obtenção do grau de Mestre em Engenharia Eletrotécnica

A PV panel simulator based on a two quadrant DC/DC power converter with a sliding mode controller

The use of a solar photovoltaic (PV) panel simulator can be a valued tool for the design and evaluation of the several components of a photovoltaic system. This simulator is based on power electronic converter controlled in such a way that will behave as a PV panel. Thus, in this paper a PV panel simulator based on a two quadrant DC/DC power converter is proposed. This topology will allow to achieve fast responses, like suddenly changes in the irradiation and temperature. To control the power converter it will be used a fast and robust sliding mode controller. Therefore, with the proposed system I-V curve simulation of a PV panel is obtained. Experimental results from a laboratory prototype are presented in order to confirm the theoretical operation.

Reversible current power supply for fast-field cycling nuclear magnetic resonance equipment

The Fast Field-Cycling Nuclear Magnetic Resonance (FFC-NMR) is a technique used to study the molecular dynamics of different types of materials. The main elements of this equipment are a magnet and its power supply. The magnet used as reference in this work is basically a ferromagnetic core with two sets of coils and an air-gap where the materials' sample is placed. The power supply should supply the magnet being the magnet current controlled in order to perform cycles. One of the technical issues of this type of solution is the compensation of the non-linearities associated to the magnetic characteristic of the magnet and to parasitic magnetic fields. To overcome this problem, this paper describes and discusses a solution for the FFC-NMR power supply based on a four quadrant DC/DC converter.

Matrix converter as unified power flow controller: design and implementation of decoupled direct power controllers

This paper presents the design and implementation of direct power controllers for three-phase matrix converters (MC) operating as Unified Power Flow Controllers (UPFC). Theoretical principles of the decoupled linear power controllers of the MC-UPFC to minimize the cross-coupling between active and reactive power control are established. From the matrix converter based UPFC model with a modified Venturini high frequency PWM modulator, decoupled controllers for the transmission line active (P) and reactive (Q) power direct control are synthesized. Simulation results, obtained from Matlab/Simulink, are presented in order to confirm the proposed approach. Results obtained show decoupled power control, zero error tracking, and fast responses with no overshoot and no steady-state error.

Low power low voltage quadrature RC oscillators for modern RF receivers

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Engenharia Electrotécnica e de Computadores

TRFS: desenvolvimento de um protótipo para simulação microscópica de tráfego

Dissertação para obtenção do grau de Mestre em Engenharia Civil na Área de Especialização de Vias de Comunicação e Transportes

Person Localization Using Sensor Information Fusion

Nowadays the incredible grow of mobile devices market led to the need for location-aware applications. However, sometimes person location is difficult to obtain, since most of these devices only have a GPS (Global Positioning System) chip to retrieve location. In order to suppress this limitation and to provide location everywhere (even where a structured environment doesn’t exist) a wearable inertial navigation system is proposed, which is a convenient way to track people in situations where other localization systems fail. The system combines pedestrian dead reckoning with GPS, using widely available, low-cost and low-power hardware components. The system innovation is the information fusion and the use of probabilistic methods to learn persons gait behavior to correct, in real-time, the drift errors given by the sensors.

O futuro da liderança de topo na administração pública portuguesa. Forças motrizes e cenários possíveis.

Dissertação de mestrado em Administração Pública, orientada pelo Professor Doutor J. A. Oliveira Rocha apresentada na Escola de Economia e Gestão da Universidade do Minho, em 2006.

Simulation of offshore wind system with three-level converters: HVDC power transmission in cloud scope

This paper is on a simulation for offshore wind systems in deep water under cloud scope. The system is equipped with a permanent magnet synchronous generator and a full-power three-level converter, converting the electric energy at variable frequency in one at constant frequency. The control strategies for the three-level are based on proportional integral controllers. The electric energy is injected through a HVDC transmission submarine cable into the grid. The drive train is modeled by a three-mass model taking into account the resistant stiffness torque, structure and tower in the deep water due to the moving surface elevation. Conclusions are taken on the influence of the moving surface on the energy conversion. © IFIP International Federation for Information Processing 2015.

Simulação da Central de Cogeração da Refinaria de Matosinhos (Petrogal)

Mestrado em Engenharia Química – Ramo Optimização Energética na Indústria Química

Teor mineral e capacidade antioxidante em chás e infusões

Mestrado em Engenharia Química – Ramo Optimização Energética na Indústria Química

Comparing wind generation profiles: A circular data approach

The importance of wind power energy for energy and environmental policies has been growing in past recent years. However, because of its random nature over time, the wind generation cannot be reliable dispatched and perfectly forecasted, becoming a challenge when integrating this production in power systems. In addition the wind energy has to cope with the diversity of production resulting from alternative wind power profiles located in different regions. In 2012, Portugal presented a cumulative installed capacity distributed over 223 wind farms [1]. In this work the circular data statistical methods are used to analyze and compare alternative spatial wind generation profiles. Variables indicating extreme situations are analyzed. The hour (s) of the day where the farm production attains its maximum daily production is considered. This variable was converted into circular variable, and the use of circular statistics enables to identify the daily hour distribution for different wind production profiles. This methodology was applied to a real case, considering data from the Portuguese power system regarding the year 2012 with a 15-minutes interval. Six geographical locations were considered, representing different wind generation profiles in the Portuguese system.In this work the circular data statistical methods are used to analyze and compare alternative spatial wind generation profiles. Variables indicating extreme situations are analyzed. The hour (s) of the day where the farm production attains its maximum daily production is considered. This variable was converted into circular variable, and the use of circular statistics enables to identify the daily hour distribution for different wind production profiles. This methodology was applied to a real case, considering data from the Portuguese power system regarding the year 2012 with a 15-minutes interval. Six geographical locations were considered, representing different wind generation profiles in the Portuguese system.