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.

Reachability of the synchronous state in a mutually connected PLL network

Second-order phase locked loops (PLLs) are devices that are able to provide synchronization between the nodes in a network even under severe quality restrictions in the signal propagation. Consequently, they are widely used in telecommunication and control. Conventional master-slave (M-S) clock-distribution systems are being, replaced by mutually connected (MC) ones due to their good potential to be used in new types of application such as wireless sensor networks, distributed computation and communication systems. Here, by using an analytical reasoning, a nonlinear algebraic system of equations is proposed to establish the existence conditions for the synchronous state in an MC PLL network. Numerical experiments confirm the analytical results and provide ideas about how the network parameters affect the reachability of the synchronous state. The phase-difference oscillation amplitudes are related to the node parameters helping to design PLL neural networks. Furthermore, estimation of the acquisition time depending on the node parameters allows the performance evaluation of time distribution systems and neural networks based on phase-locked techniques. (c) 2008 Elsevier GmbH. All rights reserved.

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.

Postural control during kneeling

Postural control was studied when the subject was kneeling with erect trunk in a quiet posture and compared to that obtained during quiet standing. The analysis was based on the center of pressure motion in the sagittal plane (CPx), both in the time and in the frequency domains. One could assume that postural control during kneeling would be poorer than in standing because it is a less natural posture. This could cause a higher CPx variability. The power spectral density (PSD) of the CPx obtained from the experimental data in the kneeling position (KN) showed a significant decrease at frequencies below 0.3 Hz compared to upright (UP) (P < 0.01), which indicates less sway in KN. Conversely, there was an increase in fast postural oscillations (above 0.7 Hz) during KN compared to UP (P < 0.05). The root mean square (RMS) of the CPx was higher for UP (P < 0.01) while the mean velocity (MV) was higher during KN (P < 0.05). Lack of vision had a significant effect on the PSD and the parameters estimated from the CPx in both positions. We also sought to verify whether the changes in the PSD of the CPx found between the UP and KN positions were exclusively due to biomechanical factors (e.g., lowered center of gravity), or also reflected changes in the neural processes involved in the control of balance. To reach this goal, besides the experimental approach, a simple feedback model (a PID neural system, with added neural noise and controlling an inverted pendulum) was used to simulate postural sway in both conditions (in KN the pendulum was shortened, the mass and the moment of inertia were decreased). A parameter optimization method was used to fit the CPx power spectrum given by the model to that obtained experimentally. The results indicated that the changed anthropometric parameters in KN would indeed cause a large decrease in the power spectrum at low frequencies. However, the model fitting also showed that there were considerable changes also in the neural subsystem when the subject went from standing to kneeling. There was a lowering of the proportional and derivative gains and an increase in the neural noise power. Additional increases in the neural noise power were found also when the subject closed his eyes.

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.

Singular Perturbation for the Discounted Continuous Control of Piecewise Deterministic Markov Processes

This paper deals with the expected discounted continuous control of piecewise deterministic Markov processes (PDMP`s) using a singular perturbation approach for dealing with rapidly oscillating parameters. The state space of the PDMP is written as the product of a finite set and a subset of the Euclidean space a""e (n) . The discrete part of the state, called the regime, characterizes the mode of operation of the physical system under consideration, and is supposed to have a fast (associated to a small parameter epsilon > 0) and a slow behavior. By using a similar approach as developed in Yin and Zhang (Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach, Applications of Mathematics, vol. 37, Springer, New York, 1998, Chaps. 1 and 3) the idea in this paper is to reduce the number of regimes by considering an averaged model in which the regimes within the same class are aggregated through the quasi-stationary distribution so that the different states in this class are replaced by a single one. The main goal is to show that the value function of the control problem for the system driven by the perturbed Markov chain converges to the value function of this limit control problem as epsilon goes to zero. This convergence is obtained by, roughly speaking, showing that the infimum and supremum limits of the value functions satisfy two optimality inequalities as epsilon goes to zero. This enables us to show the result by invoking a uniqueness argument, without needing any kind of Lipschitz continuity condition.

Hardware/firmware implementation of a soft sensor using an improved version of a fuzzy identification algorithm

This paper presents the design and implementation of an embedded soft sensor, i. e., a generic and autonomous hardware module, which can be applied to many complex plants, wherein a certain variable cannot be directly measured. It is implemented based on a fuzzy identification algorithm called ""Limited Rules"", employed to model continuous nonlinear processes. The fuzzy model has a Takagi-Sugeno-Kang structure and the premise parameters are defined based on the Fuzzy C-Means (FCM) clustering algorithm. The firmware contains the soft sensor and it runs online, estimating the target variable from other available variables. Tests have been performed using a simulated pH neutralization plant. The results of the embedded soft sensor have been considered satisfactory. A complete embedded inferential control system is also presented, including a soft sensor and a PID controller. (c) 2007, ISA. Published by Elsevier Ltd. All rights reserved.

Single Axis Controlled Hybrid Magnetic Bearing for Left Ventricular Assist Device: Hybrid Core and Closed Magnetic Circuit

In previous studies, we presented main strategies for suspending the rotor of a mixed-flow type (centrifugal and axial) ventricular assist device (VAD), originally presented by the Institute Dante Pazzanese of Cardiology (IDPC), Brazil. Magnetic suspension is achieved by the use of a magnetic bearing architecture in which the active control is executed in only one degree of freedom, in the axial direction of the rotor. Remaining degrees of freedom, excepting the rotation, are restricted only by the attraction force between pairs of permanent magnets. This study is part of a joint project in development by IDPC and Escola Politecnica of Sao Paulo University, Brazil. This article shows advances in that project, presenting two promising solutions for magnetic bearings. One solution uses hybrid cores as electromagnetic actuators, that is, cores that combine iron and permanent magnets. The other solution uses actuators, also of hybrid type, but with the magnetic circuit closed by an iron core. After preliminary analysis, a pump prototype has been developed for each solution and has been tested. For each prototype, a brushless DC motor has been developed as the rotor driver. Each solution was evaluated by in vitro experiments and guidelines are extracted for future improvements. Tests have shown good results and demonstrated that one solution is not isolated from the other. One complements the other for the development of a single-axis-controlled, hybrid-type magnetic bearing for a mixed-flow type VAD.

Comparing lock-in ranges and transient responses of second- and third-order phase-locked loops in master-slave clock distribution networks

The distribution of clock signals throughout the nodes of a network is essential for several applications. in control and communication with the phase-locked loop (PLL) being the component for electronic synchronization process. In systems with master-slave (MS) strategies, the PLLs are the slave nodes responsible for providing reliable clocks in all nodes of the network. As PLLs have nonlinear phase detection, double-frequency terms appear and filtering becomes necessary. Imperfections in filtering process cause oscillations around the synchronous state worsening the performance of the clock distribution process. The behavior of one-way master-slave (OWMS) clock distribution networks is studied and performances of first- and second-order filter processes are compared, concerning lock-in ranges and responses to perturbations of the synchronous state. (c) 2007 Elsevier GmbH. All rights reserved.

Cardiovascular Simulator Improvement: Pressure Versus Volume Loop Assessment

This article presents improvement on a physical cardiovascular simulator (PCS) system. Intraventricular pressure versus intraventricular volume (PxV) loop was obtained to evaluate performance of a pulsatile chamber mimicking the human left ventricle. PxV loop shows heart contractility and is normally used to evaluate heart performance. In many heart diseases, the stroke volume decreases because of low heart contractility. This pathological situation must be simulated by the PCS in order to evaluate the assistance provided by a ventricular assist device (VAD). The PCS system is automatically controlled by a computer and is an auxiliary tool for VAD control strategies development. This PCS system is according to a Windkessel model where lumped parameters are used for cardiovascular system analysis. Peripheral resistance, arteries compliance, and fluid inertance are simulated. The simulator has an actuator with a roller screw and brushless direct current motor, and the stroke volume is regulated by the actuator displacement. Internal pressure and volume measurements are monitored to obtain the PxV loop. Left chamber internal pressure is directly obtained by pressure transducer; however, internal volume has been obtained indirectly by using a linear variable differential transformer, which senses the diaphragm displacement. Correlations between the internal volume and diaphragm position are made. LabVIEW integrates these signals and shows the pressure versus internal volume loop. The results that have been obtained from the PCS system show PxV loops at different ventricle elastances, making possible the simulation of pathological situations. A preliminary test with a pulsatile VAD attached to PCS system was made.

A new approach to heart valve tissue engineering: mimicking the heart ventricle with a ventricular assist device in a novel bioreactor

The `biomimetic` approach to tissue engineering usually involves the use of a bioreactor mimicking physiological parameters whilst supplying nutrients to the developing tissue. Here we present a new heart valve bioreactor, having as its centrepiece a ventricular assist device (VAD), which exposes the cell-scaffold constructs to a wider array of mechanical forces. The pump of the VAD has two chambers: a blood and a pneumatic chamber, separated by an elastic membrane. Pulsatile air-pressure is generated by a piston-type actuator and delivered to the pneumatic chamber, ejecting the fluid in the blood chamber. Subsequently, applied vacuum to the pneumatic chamber causes the blood chamber to fill. A mechanical heart valve was placed in the VAD`s inflow position. The tissue engineered (TE) valve was placed in the outflow position. The VAD was coupled in series with a Windkessel compliance chamber, variable throttle and reservoir, connected by silicone tubings. The reservoir sat on an elevated platform, allowing adjustment of ventricular preload between 0 and 11 mmHg. To allow for sterile gaseous exchange between the circuit interior and exterior, a 0.2 mu m filter was placed at the reservoir. Pressure and flow were registered downstream of the TE valve. The circuit was filled with culture medium and fitted in a standard 5% CO(2) incubator set at 37 degrees C. Pressure and flow waveforms were similar to those obtained under physiological conditions for the pulmonary circulation. The `cardiomimetic` approach presented here represents a new perspective to conventional biomimetic approaches in TE, with potential advantages. Copyright (C) 2010 John Wiley & Sons, Ltd.

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.

Economic design of an X chart for short-run production

The aim of this paper is to present an economical design of an X chart for a short-run production. The process mean starts equal to mu(0) (in-control, State I) and in a random time it shifts to mu(1) > mu(0) (out-of-control, State II). The monitoring procedure consists of inspecting a single item at every m produced ones. If the measurement of the quality characteristic does not meet the control limits, the process is stopped, adjusted, and additional (r - 1) items are inspected retrospectively. The probabilistic model was developed considering only shifts in the process mean. A direct search technique is applied to find the optimum parameters which minimizes the expected cost function. Numerical examples illustrate the proposed procedure. (C) 2009 Elsevier B.V. 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.

Anodic porous alumina structural characteristics study based on SEM image processing and analysis

The present work reports the porous alumina structures fabrication and their quantitative structural characteristics study based on mathematical morphology analysis by using the SEM images. The algorithm used in this work was implemented in 6.2 MATLAB software. Using the algorithm it was possible to obtain the distribution of maximum, minimum and average radius of the pores in porous alumina structures. Additionally, with the calculus of the area occupied by the pores, it was possible to obtain the porosity of the structures. The quantitative results could be obtained and related to the process fabrication characteristics, showing to be reliable and promising to be used to control the pores formation process. Then, this technique could provide a more accurate determination of pore sizes and pores distribution. (C) 2008 Elsevier Ltd. All rights reserved.