Fuzzy pole placement based on piecewise Lyapunov functions

This paper presents a controller design method for fuzzy dynamic systems based on piecewise Lyapunov functions with constraints on the closed-loop pole location. The main idea is to use switched controllers to locate the poles of the system to obtain a satisfactory transient response. It is shown that the global fuzzy system satisfies the requirements for the design and that the control law can be obtained by solving a set of linear matrix inequalities, which can be efficiently solved with commercially available softwares. An example is given to illustrate the application of the proposed method. Copyright (C) 2009 John Wiley & Sons, Ltd.

An algorithm for computerized automatic tuning of power system stabilizers

The main objective of this paper is to relieve the power system engineers from the burden of the complex and time-consuming process of power system stabilizer (PSS) tuning. To achieve this goal, the paper proposes an automatic process for computerized tuning of PSSs, which is based on an iterative process that uses a linear matrix inequality (LMI) solver to find the PSS parameters. It is shown in the paper that PSS tuning can be written as a search problem over a non-convex feasible set. The proposed algorithm solves this feasibility problem using an iterative LMI approach and a suitable initial condition, corresponding to a PSS designed for nominal operating conditions only (which is a quite simple task, since the required phase compensation is uniquely defined). Some knowledge about the PSS tuning is also incorporated in the algorithm through the specification of bounds defining the allowable PSS parameters. The application of the proposed algorithm to a benchmark test system and the nonlinear simulation of the resulting closed-loop models demonstrate the efficiency of this algorithm. (C) 2009 Elsevier Ltd. All rights reserved.

Using Bayesian networks with rule extraction to infer the risk of weed infestation in a corn-crop

This paper describes the modeling of a weed infestation risk inference system that implements a collaborative inference scheme based on rules extracted from two Bayesian network classifiers. The first Bayesian classifier infers a categorical variable value for the weed-crop competitiveness using as input categorical variables for the total density of weeds and corresponding proportions of narrow and broad-leaved weeds. The inferred categorical variable values for the weed-crop competitiveness along with three other categorical variables extracted from estimated maps for the weed seed production and weed coverage are then used as input for a second Bayesian network classifier to infer categorical variables values for the risk of infestation. Weed biomass and yield loss data samples are used to learn the probability relationship among the nodes of the first and second Bayesian classifiers in a supervised fashion, respectively. For comparison purposes, two types of Bayesian network structures are considered, namely an expert-based Bayesian classifier and a naive Bayes classifier. The inference system focused on the knowledge interpretation by translating a Bayesian classifier into a set of classification rules. The results obtained for the risk inference in a corn-crop field are presented and discussed. (C) 2009 Elsevier Ltd. All rights reserved.

A novel multiobjective optimization algorithm based on bacterial chemotaxis

In this article a novel algorithm based on the chemotaxis process of Echerichia coil is developed to solve multiobjective optimization problems. The algorithm uses fast nondominated sorting procedure, communication between the colony members and a simple chemotactical strategy to change the bacterial positions in order to explore the search space to find several optimal solutions. The proposed algorithm is validated using 11 benchmark problems and implementing three different performance measures to compare its performance with the NSGA-II genetic algorithm and with the particle swarm-based algorithm NSPSO. (C) 2009 Elsevier Ltd. All rights reserved.

Dynamic behavior analysis of drill-threading process when machining AISI Al-Si-Cu(4) alloy

Conventional threading operations involve two distinct machining processes: drilling and threading. Therefore, it is time consuming for the tools must be changed and the workpiece has to be moved to another machine. This paper presents an analysis of the combined process (drilling followed by threading) using a single tool for both operations: the tap-milling tool. Before presenting the methodology used to evaluate this hybrid tool, the ODS (operating deflection shapes) basics is shortly described. ODS and finite element modeling (FEM) were used during this research to optimize the process aiming to achieve higher stable machining conditions and increasing the tool life. Both methods allowed the determination of the natural frequencies and displacements of the machining center and optimize the workpiece fixture system. The results showed that there is an excellent correlation between the dynamic stability of the machining center-tool holder and the tool life, avoiding a tool premature catastrophic failure. Nevertheless, evidence showed that the tool is very sensitive to work conditions. Undoubtedly, the use of ODS and FEM eliminate empiric decisions concerning the optimization of machining conditions and increase drastically the tool life. After the ODS and FEM studies, it was possible to optimize the process and work material fixture system and machine more than 30,000 threaded holes without reaching the tool life limit and catastrophic fail.

An efficient heuristic for total flowtime minimisation in no-wait flowshops

In this paper, we address the problem of scheduling jobs in a no-wait flowshop with the objective of minimising the total completion time. This problem is well-known for being nondeterministic polynomial-time hard, and therefore, most contributions to the topic focus on developing algorithms able to obtain good approximate solutions for the problem in a short CPU time. More specifically, there are various constructive heuristics available for the problem [such as the ones by Rajendran and Chaudhuri (Nav Res Logist 37: 695-705, 1990); Bertolissi (J Mater Process Technol 107: 459-465, 2000), Aldowaisan and Allahverdi (Omega 32: 345-352, 2004) and the Chins heuristic by Fink and Voa (Eur J Operat Res 151: 400-414, 2003)], as well as a successful local search procedure (Pilot-1-Chins). We propose a new constructive heuristic based on an analogy with the two-machine problem in order to select the candidate to be appended in the partial schedule. The myopic behaviour of the heuristic is tempered by exploring the neighbourhood of the so-obtained partial schedules. The computational results indicate that the proposed heuristic outperforms existing ones in terms of quality of the solution obtained and equals the performance of the time-consuming Pilot-1-Chins.

Mechanistic approach to predict real machining time for milling free-form geometries applying high feed rate

An accurate estimate of machining time is very important for predicting delivery time, manufacturing costs, and also to help production process planning. Most commercial CAM software systems estimate the machining time in milling operations simply by dividing the entire tool path length by the programmed feed rate. This time estimate differs drastically from the real process time because the feed rate is not always constant due to machine and computer numerical controlled (CNC) limitations. This study presents a practical mechanistic method for milling time estimation when machining free-form geometries. The method considers a variable called machine response time (MRT) which characterizes the real CNC machine`s capacity to move in high feed rates in free-form geometries. MRT is a global performance feature which can be obtained for any type of CNC machine configuration by carrying out a simple test. For validating the methodology, a workpiece was used to generate NC programs for five different types of CNC machines. A practical industrial case study was also carried out to validate the method. The results indicated that MRT, and consequently, the real machining time, depends on the CNC machine`s potential: furthermore, the greater MRT, the larger the difference between predicted milling time and real milling time. The proposed method achieved an error range from 0.3% to 12% of the real machining time, whereas the CAM estimation achieved from 211% to 1244% error. The MRT-based process is also suggested as an instrument for helping in machine tool benchmarking.

Stable MPC for tracking with maximal domain of attraction

In this work, a stable MPC that maximizes the domain of attraction of the closed-loop system is proposed. The proposed approach is suitable to real applications in the sense that it accounts for the case of output tracking, it is offset free if the output target is reachable and minimizes the offset if some of the constraints are active at steady state. The new approach is based on the definition of a Minkowski functional related to the input and terminal constraints of the stable infinite horizon MPC. It is also shown that the domain of attraction is defined by the system model and the constraints, and it does not depend on the controller tuning parameters. The proposed controller is illustrated with small order examples of the control literature. (C) 2011 Elsevier Ltd. All rights reserved.

MPC for tracking zone regions

This paper deals with the problem of tracking target sets using a model predictive control (MPC) law. Some MPC applications require a control strategy in which some system outputs are controlled within specified ranges or zones (zone control), while some other variables - possibly including input variables - are steered to fixed target or set-point. In real applications, this problem is often overcome by including and excluding an appropriate penalization for the output errors in the control cost function. In this way, throughout the continuous operation of the process, the control system keeps switching from one controller to another, and even if a stabilizing control law is developed for each of the control configurations, switching among stable controllers not necessarily produces a stable closed loop system. From a theoretical point of view, the control objective of this kind of problem can be seen as a target set (in the output space) instead of a target point, since inside the zones there are no preferences between one point or another. In this work, a stable MPC formulation for constrained linear systems, with several practical properties is developed for this scenario. The concept of distance from a point to a set is exploited to propose an additional cost term, which ensures both, recursive feasibility and local optimality. The performance of the proposed strategy is illustrated by simulation of an ill-conditioned distillation column. (C) 2010 Elsevier Ltd. All rights reserved.

Enlarging the domain of attraction of stable MPC controllers, maintaining the output performance

This work presents an alternative way to formulate the stable Model Predictive Control (MPC) optimization problem that allows the enlargement of the domain of attraction, while preserving the controller performance. Based on the dual MPC that uses the null local controller, it proposed the inclusion of an appropriate set of slacked terminal constraints into the control problem. As a result, the domain of attraction is unlimited for the stable modes of the system, and the largest possible for the non-stable modes. Although this controller does not achieve local optimality, simulations show that the input and output performances may be comparable to the ones obtained with the dual MPC that uses the LQR as a local controller. (C) 2009 Elsevier Ltd. All rights reserved.

Infinite horizon MPC with non-minimal state space feedback

In the MPC literature, stability is usually assured under the assumption that the state is measured. Since the closed-loop system may be nonlinear because of the constraints, it is not possible to apply the separation principle to prove global stability for the Output feedback case. It is well known that, a nonlinear closed-loop system with the state estimated via an exponentially converging observer combined with a state feedback controller can be unstable even when the controller is stable. One alternative to overcome the state estimation problem is to adopt a non-minimal state space model, in which the states are represented by measured past inputs and outputs [P.C. Young, M.A. Behzadi, C.L. Wang, A. Chotai, Direct digital and adaptative control by input-output, state variable feedback pole assignment, International journal of Control 46 (1987) 1867-1881; C. Wang, P.C. Young, Direct digital control by input-output, state variable feedback: theoretical background, International journal of Control 47 (1988) 97-109]. In this case, no observer is needed since the state variables can be directly measured. However, an important disadvantage of this approach is that the realigned model is not of minimal order, which makes the infinite horizon approach to obtain nominal stability difficult to apply. Here, we propose a method to properly formulate an infinite horizon MPC based on the output-realigned model, which avoids the use of an observer and guarantees the closed loop stability. The simulation results show that, besides providing closed-loop stability for systems with integrating and stable modes, the proposed controller may have a better performance than those MPC controllers that make use of an observer to estimate the current states. (C) 2008 Elsevier Ltd. All rights reserved.

A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters

In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market

In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.

Fixed-point DSP implementation of nonlinear H(infinity) controller for large gap electromagnetic suspension system

Electromagnetic suspension systems are inherently nonlinear and often face hardware limitation when digitally controlled. The main contributions of this paper are: the design of a nonlinear H(infinity) controller. including dynamic weighting functions, applied to a large gap electromagnetic suspension system and the presentation of a procedure to implement this controller on a fixed-point DSP, through a methodology able to translate a floating-point algorithm into a fixed-point algorithm by using l(infinity) norm minimization due to conversion error. Experimental results are also presented, in which the performance of the nonlinear controller is evaluated specifically in the initial suspension phase. (C) 2009 Elsevier Ltd. All rights reserved.

A generalized multi-period mean-variance portfolio optimization with Markov switching parameters

In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.