Robust model predictive control with zone control

Model predictive control (MPC) is usually implemented as a control strategy where the system outputs are controlled within specified zones, instead of fixed set points. One strategy to implement the zone control is by means of the selection of different weights for the output error in the control cost function. A disadvantage of this approach is that closed-loop stability cannot be guaranteed, as a different linear controller may be activated at each time step. A way to implement a stable zone control is by means of the use of an infinite horizon cost in which the set point is an additional variable of the control problem. In this case, the set point is restricted to remain inside the output zone and an appropriate output slack variable is included in the optimisation problem to assure the recursive feasibility of the control optimisation problem. Following this approach, a robust MPC is developed for the case of multi-model uncertainty of open-loop stable systems. The controller is devoted to maintain the outputs within their corresponding feasible zone, while reaching the desired optimal input target. Simulation of a process of the oil re. ning industry illustrates the performance of the proposed strategy.

A Functional Verification Methodology Based on Parameter Domains for Efficient Input Stimuli Generation and Coverage Modeling

Modern Integrated Circuit (IC) design is characterized by a strong trend of Intellectual Property (IP) core integration into complex system-on-chip (SOC) architectures. These cores require thorough verification of their functionality to avoid erroneous behavior in the final device. Formal verification methods are capable of detecting any design bug. However, due to state explosion, their use remains limited to small circuits. Alternatively, simulation-based verification can explore hardware descriptions of any size, although the corresponding stimulus generation, as well as functional coverage definition, must be carefully planned to guarantee its efficacy. In general, static input space optimization methodologies have shown better efficiency and results than, for instance, Coverage Directed Verification (CDV) techniques, although they act on different facets of the monitored system and are not exclusive. This work presents a constrained-random simulation-based functional verification methodology where, on the basis of the Parameter Domains (PD) formalism, irrelevant and invalid test case scenarios are removed from the input space. To this purpose, a tool to automatically generate PD-based stimuli sources was developed. Additionally, we have developed a second tool to generate functional coverage models that fit exactly to the PD-based input space. Both the input stimuli and coverage model enhancements, resulted in a notable testbench efficiency increase, if compared to testbenches with traditional stimulation and coverage scenarios: 22% simulation time reduction when generating stimuli with our PD-based stimuli sources (still with a conventional coverage model), and 56% simulation time reduction when combining our stimuli sources with their corresponding, automatically generated, coverage models.

Improved generation lifetime model for the electrical characterization of single- and double-gate SOI nMOSFETs

This work proposes a refined technique for the extraction of the generation lifetime in single- and double-gate partially depleted SOI nMOSFETs. The model presented in this paper, based on the drain current switch-off transients, takes into account the influence of the laterally non-uniform channel doping, caused by the presence of the halo implanted region, and the amount of charge controlled by the drain and source junctions on the floating body effect when the channel length is reduced. The obtained results for single- gate (SG) devices are compared with two-dimensional numerical simulations and experimental data, extracted for devices fabricated in a 0.1 mu m SOI CMOS technology, showing excellent agreement. The improved model to determine the generation lifetime in double-gate (DG) devices beyond the considerations previously presented also consider the influence of the silicon layer thickness on the drain current transient. The extracted data through the improved model for DG devices were compared with measurements and two-dimensional numerical simulations of the SG devices also presenting a good adjustment with the channel length reduction and the same tendency with the silicon layer thickness variation.

Coarse-grid higher order finite-difference time-domain algorithm with low dispersion errors

Higher order (2,4) FDTD schemes used for numerical solutions of Maxwell`s equations are focused on diminishing the truncation errors caused by the Taylor series expansion of the spatial derivatives. These schemes use a larger computational stencil, which generally makes use of the two constant coefficients, C-1 and C-2, for the four-point central-difference operators. In this paper we propose a novel way to diminish these truncation errors, in order to obtain more accurate numerical solutions of Maxwell`s equations. For such purpose, we present a method to individually optimize the pair of coefficients, C-1 and C-2, based on any desired grid size resolution and size of time step. Particularly, we are interested in using coarser grid discretizations to be able to simulate electrically large domains. The results of our optimization algorithm show a significant reduction in dispersion error and numerical anisotropy for all modeled grid size resolutions. Numerical simulations of free-space propagation verifies the very promising theoretical results. The model is also shown to perform well in more complex, realistic scenarios.

Title Model for Computer Networks Optimization

The TCP/IP architecture was consolidated as a standard to the distributed systems. However, there are several researches and discussions about alternatives to the evolution of this architecture and, in this study area, this work presents the Title Model to contribute with the application needs support by the cross layer ontology use and the horizontal addressing, in a next generation Internet. For a practical viewpoint, is showed the network cost reduction for the distributed programming example, in networks with layer 2 connectivity. To prove the title model enhancement, it is presented the network analysis performed for the message passing interface, sending a vector of integers and returning its sum. By this analysis, it is confirmed that the current proposal allows, in this environment, a reduction of 15,23% over the total network traffic, in bytes.

Valve friction and nonlinear process model closed-loop identification

Among several process variability sources, valve friction and inadequate controller tuning are supposed to be two of the most prevalent. Friction quantification methods can be applied to the development of model-based compensators or to diagnose valves that need repair, whereas accurate process models can be used in controller retuning. This paper extends existing methods that jointly estimate the friction and process parameters, so that a nonlinear structure is adopted to represent the process model. The developed estimation algorithm is tested with three different data sources: a simulated first order plus dead time process, a hybrid setup (composed of a real valve and a simulated pH neutralization process) and from three industrial datasets corresponding to real control loops. The results demonstrate that the friction is accurately quantified, as well as ""good"" process models are estimated in several situations. Furthermore, when a nonlinear process model is considered, the proposed extension presents significant advantages: (i) greater accuracy for friction quantification and (ii) reasonable estimates of the nonlinear steady-state characteristics of the process. (C) 2010 Elsevier Ltd. All rights reserved.

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.

Simple Excitation Model for Coaxial Driven Monopole Antennas

A new excitation model for the numerical solution of field integral equation (EFIE) applied to arbitrarily shaped monopole antennas fed by coaxial lines is presented. This model yields a stable solution for the input impedance of such antennas with very low numerical complexity and without the convergence and high parasitic capacitance problems associated with the usual delta gap excitation.

Network of phase-locking oscillators and a possible model for neural synchronization

In order to model the synchronization of brain signals, a three-node fully-connected network is presented. The nodes are considered to be voltage control oscillator neurons (VCON) allowing to conjecture about how the whole process depends on synaptic gains, free-running frequencies and delays. The VCON, represented by phase-locked loops (PLL), are fully-connected and, as a consequence, an asymptotically stable synchronous state appears. Here, an expression for the synchronous state frequency is derived and the parameter dependence of its stability is discussed. Numerical simulations are performed providing conditions for the use of the derived formulae. Model differential equations are hard to be analytically treated, but some simplifying assumptions combined with simulations provide an alternative formulation for the long-term behavior of the fully-connected VCON network. Regarding this kind of network as models for brain frequency signal processing, with each PLL representing a neuron (VCON), conditions for their synchronization are proposed, considering the different bands of brain activity signals and relating them to synaptic gains, delays and free-running frequencies. For the delta waves, the synchronous state depends strongly on the delays. However, for alpha, beta and theta waves, the free-running individual frequencies determine the synchronous state. (C) 2011 Elsevier B.V. All rights reserved.

Lightning-Induced Voltages on Overhead Lines-Application of the Extended Rusck Model

Lightning-induced overvoltages have a considerable impact on the power quality of overhead distribution and telecommunications systems, and various models have been developed for the computation of the electromagnetic transients caused by indirect strokes. The most adequate has been shown to be the one proposed by Agrawal et al.; the Rusck model can be visualized as a particular case, as both models are equivalent when the lightning channel is perpendicular to the ground plane. In this paper, an extension of the Rusck model that enables the calculation of lightning-induced transients considering flashes to nearby elevated structures and realistic line configurations is tested against data obtained from both natural lightning and scale model experiments. The latter, performed under controlled conditions, can be used also to verify the validity of other coupling models and relevant codes. The so-called Extended Rusck Model, which is shown to be sufficiently accurate, is applied to the analysis of lightning-induced voltages on lines with a shield wire and/or surge arresters. The investigation conducted indicates that the ratio between the peak values of the voltages induced by typical first and subsequent strokes can be either greater or smaller than the unity, depending on the line configuration.

Flatness-based control of a single qubit gate

This work considers the open-loop control problem of steering a two-level quantum system from any initial to any final condition. The model of this system evolves on the state space X = SU(2), having two inputs that correspond to the complex amplitude of a resonant laser field. A symmetry preserving flat output is constructed using a fully geometric construction and quaternion computations. Simulation results of this flatness-based open-loop control are provided.

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.

Model for facilities or vendors location in a global scale considering several echelons in the Chain

The facilities location problem for companies with global operations is very complex and not well explored in the literature. This work proposes a MILP model that solves the problem through minimization of the total logistic cost. Main contributions of the model are the pioneer carrying cost calculation, the treatment given to the take-or-pay costs and to the international tax benefits such as drawback and added value taxes in Brazil. The model was successfully applied to a real case of a chemical industry with industrial plants and sales all over the world. The model application recommended a totally new sourcing model for the company.

A hybrid commodity price-forecasting model applied to the sugar-alcohol sector

Accurate price forecasting for agricultural commodities can have significant decision-making implications for suppliers, especially those of biofuels, where the agriculture and energy sectors intersect. Environmental pressures and high oil prices affect demand for biofuels and have reignited the discussion about effects on food prices. Suppliers in the sugar-alcohol sector need to decide the ideal proportion of ethanol and sugar to optimise their financial strategy. Prices can be affected by exogenous factors, such as exchange rates and interest rates, as well as non-observable variables like the convenience yield, which is related to supply shortages. The literature generally uses two approaches: artificial neural networks (ANNs), which are recognised as being in the forefront of exogenous-variable analysis, and stochastic models such as the Kalman filter, which is able to account for non-observable variables. This article proposes a hybrid model for forecasting the prices of agricultural commodities that is built upon both approaches and is applied to forecast the price of sugar. The Kalman filter considers the structure of the stochastic process that describes the evolution of prices. Neural networks allow variables that can impact asset prices in an indirect, nonlinear way, what cannot be incorporated easily into traditional econometric models.

Thermodynamic modelling of an Al(2)O(3)-MnO system using the ionic model

The thermodynamic assessment of an Al(2)O(3)-MnO pseudo-binary system has been carried out with the use of an ionic model. The use of the electro-neutrality principles in addition to the constitutive relations, between site fractions of the species on each sub-lattice, the thermodynamics descriptions of each solid phase has been determined to make possible the solubility description. Based on the thermodynamics descriptions of each phase in addition to thermo-chemical data obtained from the literature, the Gibbs energy functions were optimized for each phase of the Al(2)O(3)-MnO system with the support of PARROT(R) module from ThemoCalc(R) package. A thermodynamic database was obtained, in agreement with the thermo-chemical data extracted from the literature, to describe the Al(2)O(3)-MnO system including the solubility description of solid phases. (C) 2009 Elsevier Ltd. All rights reserved.