Introdução à identificação de sistemas utilizando o System Identification Toolbox do MATLAB em conjunto com o Arduino para o laboratório de controle linear

The education designed and planned in a clear and objective manner is of paramount importance for universities to prepare competent professionals for the labor market, and above all can serve the population with an efficient work. Specifically, in relation to engineering, conducting classes in the laboratories it is very important for the application of theory and development of the practical part of the student. The planning and preparation of laboratories, as well as laboratory equipment and activities should be developed in a succinct and clear way, showing to students how to apply in practice what has been learned in theory and often shows them why and where it can be used when they become engineers. This work uses the MATLAB together with the System Identification Toolbox and Arduino for the identification of linear systems in Linear Control Lab. MATLAB is a widely used program in the engineering area for numerical computation, signal processing, graphing, system identification, among other functions. Thus the introduction to MATLAB and consequently the identification of systems using the System Identification Toolbox becomes relevant in the formation of students to thereafter when necessary to identify a system the base and the concept has been seen. For this procedure the open source platform Arduino was used as a data acquisition board being the same also introduced to the student, offering them a range of software and hardware for learning, giving you every day more luggage to their training

Linear matrix inequality-based robust model predictive control for time-delayed systems

This work addresses the solution to the problem of robust model predictive control (MPC) of systems with model uncertainty. The case of zone control of multi-variable stable systems with multiple time delays is considered. The usual approach of dealing with this kind of problem is through the inclusion of non-linear cost constraint in the control problem. The control action is then obtained at each sampling time as the solution to a non-linear programming (NLP) problem that for high-order systems can be computationally expensive. Here, the robust MPC problem is formulated as a linear matrix inequality problem that can be solved in real time with a fraction of the computer effort. The proposed approach is compared with the conventional robust MPC and tested through the simulation of a reactor system of the process industry.

Electrostatic potentials and polarization effects in proton-molecule interactions by means of multipoles from the quantum theory of atoms in molecules

Some atomic multipoles (charges, dipoles and quadrupoles) from the Quantum Theory of Atoms in Molecules (QTAIM) and CHELPG charges are used to investigate interactions between a proton and a molecule (F2, Cl2, BF, AlF, BeO, MgO, LiH, H2CO, NH3, PH3, BF3, and CO2). Calculations were done at the B3LYP/6-311G(3d,3p) level. The main aspect of this work is the investigation of polarization effects over electrostatic potentials and atomic multipoles along a medium to long range of interaction distances. Large electronic charge fluxes and polarization changes are induced by a proton mainly when this positive particle approaches the least electronegative atom of diatomic heteronuclear molecules. The search for simple equations to describe polarization on electrostatic potentials from QTAIM quantities resulted in linear relations with r-4 (r is the interaction distance) for many cases. Moreover, the contribution from atomic dipoles to these potentials is usually the most affected contribution by polarization what reinforces the need for these dipoles to a minimal description of purely electrostatic interactions. Finally, CHELPG charges provide a description of polarization effects on electrostatic potentials that is in disagreement with physical arguments for certain of these molecules. (c) 2012 Wiley Periodicals, Inc.

Ethanol and Water Adsorption on Close-Packed 3d, 4d, and 5d Transition-Metal Surfaces: A Density Functional Theory Investigation with van der Waals Correction

Nowadays, there is a great interest in the economic success of direct ethanol fuel cells; however, our atomistic understanding of the designing of stable and low-cost catalysts for the steam reforming of ethanol is still far from satisfactory, in particular due to the large number of undesirable intermediates. In this study, we will report a first-principles investigation of the adsorption properties of ethanol and water at low coverage on close-packed transition-metal (TM) surfaces, namely, Fe(110), Co(0001), Ni(111), Cu(111), Ru(0001), Rh(111), Pd(111), Ag(111), Os(0001), Ir(111), Pt(111), and Au(111), employing density functional theory (DFT) calculations. We employed the generalized gradient approximation with the formulation proposed by Perdew, Burke, and Erzenholf (PBE) to the exchange correlation functional and the empirical correction proposed by S. Grimme (DFT+D3) for the van der Waals correction. We found that both adsorbates binds preferentially near or on the on top sites of the TM surfaces through the 0 atoms. The PBE adsorption energies of ethanol and water decreases almost linearly with the increased occupation of the 4d and 5d d-band, while there is a deviation for the 3d systems. The van der Waals correction affects the linear behavior and increases the adsorption energy for both adsorbates, which is expected as the van der Waals energy due to the correlation effects is strongly underestimated by DFT-PBE for weak interacting systems. The geometric parameters for water/TM are not affected by the van der Waals correction, i.e., both DFT and DFT+D3 yield an almost parallel orientation for water on the TM surfaces; however, DFT+D3 changes drastically the ethanol orientation. For example, DFT yields an almost perpendicular orientation of the C-C bond to the TM surface, while the C-C bond is almost parallel to the surface using DFT +D3 for all systems, except for ethanol/Fe(110). Thus, the van der Waals correction decreases the distance of the C atoms to the TM surfaces, which might contribute to break the C-C bond. The work function decreases upon the adsorption of ethanol and water, and both follow the same trends, however, with different magnitude (larger for ethanol/TM) due to the weak binding of water to the surface. The electron density increases mainly in the region between the topmost layer and the adsorbates, which explains the reduction of the substrate work function.

On Wald Residuals in Generalized Linear Models

A rigorous asymptotic theory for Wald residuals in generalized linear models is not yet available. The authors provide matrix formulae of order O(n(-1)), where n is the sample size, for the first two moments of these residuals. The formulae can be applied to many regression models widely used in practice. The authors suggest adjusted Wald residuals to these models with approximately zero mean and unit variance. The expressions were used to analyze a real dataset. Some simulation results indicate that the adjusted Wald residuals are better approximated by the standard normal distribution than the Wald residuals.

The concept of quasi-integrability for modified non-linear Schrodinger models

We consider modifications of the nonlinear Schrodinger model (NLS) to look at the recently introduced concept of quasi-integrability. We show that such models possess an in finite number of quasi-conserved charges which present intriguing properties in relation to very specific space-time parity transformations. For the case of two-soliton solutions where the fields are eigenstates of this parity, those charges are asymptotically conserved in the scattering process of the solitons. Even though the charges vary in time their values in the far past and the far future are the same. Such results are obtained through analytical and numerical methods, and employ adaptations of algebraic techniques used in integrable field theories. Our findings may have important consequences on the applications of these models in several areas of non-linear science. We make a detailed numerical study of the modified NLS potential of the form V similar to (vertical bar psi vertical bar(2))(2+epsilon), with epsilon being a perturbation parameter. We perform numerical simulations of the scattering of solitons for this model and find a good agreement with the results predicted by the analytical considerations. Our paper shows that the quasi-integrability concepts recently proposed in the context of modifications of the sine-Gordon model remain valid for perturbations of the NLS model.

Bayesian Analysis of Linear Inverse Problems with Applications in Economics and Finance

In my PhD thesis I propose a Bayesian nonparametric estimation method for structural econometric models where the functional parameter of interest describes the economic agent's behavior. The structural parameter is characterized as the solution of a functional equation, or by using more technical words, as the solution of an inverse problem that can be either ill-posed or well-posed. From a Bayesian point of view, the parameter of interest is a random function and the solution to the inference problem is the posterior distribution of this parameter. A regular version of the posterior distribution in functional spaces is characterized. However, the infinite dimension of the considered spaces causes a problem of non continuity of the solution and then a problem of inconsistency, from a frequentist point of view, of the posterior distribution (i.e. problem of ill-posedness). The contribution of this essay is to propose new methods to deal with this problem of ill-posedness. The first one consists in adopting a Tikhonov regularization scheme in the construction of the posterior distribution so that I end up with a new object that I call regularized posterior distribution and that I guess it is solution of the inverse problem. The second approach consists in specifying a prior distribution on the parameter of interest of the g-prior type. Then, I detect a class of models for which the prior distribution is able to correct for the ill-posedness also in infinite dimensional problems. I study asymptotic properties of these proposed solutions and I prove that, under some regularity condition satisfied by the true value of the parameter of interest, they are consistent in a "frequentist" sense. Once I have set the general theory, I apply my bayesian nonparametric methodology to different estimation problems. First, I apply this estimator to deconvolution and to hazard rate, density and regression estimation. Then, I consider the estimation of an Instrumental Regression that is useful in micro-econometrics when we have to deal with problems of endogeneity. Finally, I develop an application in finance: I get the bayesian estimator for the equilibrium asset pricing functional by using the Euler equation defined in the Lucas'(1978) tree-type models.

Non-Linear Pricing in Imperfectly Competitive Markets

This thesis is dedicated to the analysis of non-linear pricing in oligopoly. Non-linear pricing is a fairly predominant practice in most real markets, mostly characterized by some amount of competition. The sophistication of pricing practices has increased in the latest decades due to the technological advances that have allowed companies to gather more and more data on consumers preferences. The first essay of the thesis highlights the main characteristics of oligopolistic non-linear pricing. Non-linear pricing is a special case of price discrimination. The theory of price discrimination has to be modified in presence of oligopoly: in particular, a crucial role is played by the competitive externality that implies that product differentiation is closely related to the possibility of discriminating. The essay reviews the theory of competitive non-linear pricing by starting from its foundations, mechanism design under common agency. The different approaches to model non-linear pricing are then reviewed. In particular, the difference between price and quantity competition is highlighted. Finally, the close link between non-linear pricing and the recent developments in the theory of vertical differentiation is explored. The second essay shows how the effects of non-linear pricing are determined by the relationship between the demand and the technological structure of the market. The chapter focuses on a model in which firms supply a homogeneous product in two different sizes. Information about consumers' reservation prices is incomplete and the production technology is characterized by size economies. The model provides insights on the size of the products that one finds in the market. Four equilibrium regions are identified depending on the relative intensity of size economies with respect to consumers' evaluation of the good. Regions for which the product is supplied in a single unit or in several different sizes or in only a very large one. Both the private and social desirability of non-linear pricing varies across different equilibrium regions. The third essay considers the broadband internet market. Non discriminatory issues seem the core of the recent debate on the opportunity or not of regulating the internet. One of the main questions posed is whether the telecom companies, owning the networks constituting the internet, should be allowed to offer quality-contingent contracts to content providers. The aim of this essay is to analyze the issue through a stylized two-sided market model of the web that highlights the effects of such a discrimination over quality, prices and participation to the internet of providers and final users. An overall welfare comparison is proposed, concluding that the final effects of regulation crucially depend on both the technology and preferences of agents.

Jarrow-Yildirim model for inflation: theory and applications

This thesis deals with inflation theory, focussing on the model of Jarrow & Yildirim, which is nowadays used when pricing inflation derivatives. After recalling main results about short and forward interest rate models, the dynamics of the main components of the market are derived. Then the most important inflation-indexed derivatives are explained (zero coupon swap, year-on-year, cap and floor), and their pricing proceeding is shown step by step. Calibration is explained and performed with a common method and an heuristic and non standard one. The model is enriched with credit risk, too, which allows to take into account the possibility of bankrupt of the counterparty of a contract. In this context, the general method of pricing is derived, with the introduction of defaultable zero-coupon bonds, and the Monte Carlo method is treated in detailed and used to price a concrete example of contract. Appendixes: A: martingale measures, Girsanov's theorem and the change of numeraire. B: some aspects of the theory of Stochastic Differential Equations; in particular, the solution for linear EDSs, and the Feynman-Kac Theorem, which shows the connection between EDSs and Partial Differential Equations. C: some useful results about normal distribution.

A Unitary Approach to Information and Estimation Theory in Digital Communication Systems

This thesis presents the outcomes of a Ph.D. course in telecommunications engineering. It is focused on the optimization of the physical layer of digital communication systems and it provides innovations for both multi- and single-carrier systems. For the former type we have first addressed the problem of the capacity in presence of several nuisances. Moreover, we have extended the concept of Single Frequency Network to the satellite scenario, and then we have introduced a novel concept in subcarrier data mapping, resulting in a very low PAPR of the OFDM signal. For single carrier systems we have proposed a method to optimize constellation design in presence of a strong distortion, such as the non linear distortion provided by satellites' on board high power amplifier, then we developed a method to calculate the bit/symbol error rate related to a given constellation, achieving an improved accuracy with respect to the traditional Union Bound with no additional complexity. Finally we have designed a low complexity SNR estimator, which saves one-half of multiplication with respect to the ML estimator, and it has similar estimation accuracy.

Photoproduktion neutraler Pionen am Proton mit linear polarisierten Photonen im Bereich der Schwelle

Diese Arbeit beschreibt ein Experiment zur Photoproduktionneutraler Pionen am Proton im Schwellenbereich. DurchVerwendung linear polarisierter Photonen konnte neben dentotalen und differentiellen Wirkungsquerschnitten zum erstenMal die Photonasymmetrie nahe der Schwelle gemessen werden.Besonderes Interesse galt dem aus diesen physikalischenObservablen bestimmbaren s-Wellen-Multipol E0+ sowie der erstmaligen Bestimmung aller drei p-Wellen-KombinationenP1, P2 und P3 im Bereich der Schwelle.Das Experiment wurde 1995/1996 am ElektronenbeschleunigerMAMI (Mainzer Mikrotron) der Universität Mainz durchgeführt.Durch Verwendung eines Diamanten als Bremsstrahltarget fürdie Elektronen wurden über den Prozeß der kohärentenBremsstrahlung linear polarisierte Photonen erzeugt. DieEnergie der Photonen wurde über die Messung der Energie der gestreuten Elektronen in der MainzerPhotonenmarkierungsanlage bestimmt. Der Detektor TAPS, eineAnordnung aus 504 BaF2-Modulen, war um einFlüssigwasserstofftarget aufgebaut. In den Modulen wurdendie im Target produzierten neutralen Pionen über ihrenZerfall in zwei Photonen nachgewiesen.Die totalen und differentiellen Wirkungsquerschnitte wurdenim Energiebereich zwischen der Schwelle von 144.7 MeV und168 MeV gemessen. Die erstmals gemessene Photonasymmetriefür 159.5 MeV ist positiv und hat einen Wert von+0.217+/-0.046 für einen Polarwinkel von 90 Grad. Der Multipol E0+ und die drei p-Wellen-Kombinationen wurden andie physikalischen Observablen über zwei unterschiedlicheMethoden angepaßt, die übereinstimmende Ergebnisselieferten. Die Vorhersagen der Niederenergietheoreme derchiralen Störungstheorie für P1 und P2 stimmen beiEinbeziehung der statistischen und systematischen Fehler mitden experimentellen Werten überein.

Quantum Correlations in Field Theory and Integrable Systems

In this thesis we will investigate some properties of one-dimensional quantum systems. From a theoretical point of view quantum models in one dimension are particularly interesting because they are strongly interacting, since particles cannot avoid each other in their motion, and you we can never ignore collisions. Yet, integrable models often generate new and non-trivial solutions, which could not be found perturbatively. In this dissertation we shall focus on two important aspects of integrable one- dimensional models: Their entanglement properties at equilibrium and their dynamical correlators after a quantum quench. The first part of the thesis will be therefore devoted to the study of the entanglement entropy in one- dimensional integrable systems, with a special focus on the XYZ spin-1/2 chain, which, in addition to being integrable, is also an interacting model. We will derive its Renyi entropies in the thermodynamic limit and its behaviour in different phases and for different values of the mass-gap will be analysed. In the second part of the thesis we will instead study the dynamics of correlators after a quantum quench , which represent a powerful tool to measure how perturbations and signals propagate through a quantum chain. The emphasis will be on the Transverse Field Ising Chain and the O(3) non-linear sigma model, which will be both studied by means of a semi-classical approach. Moreover in the last chapter we will demonstrate a general result about the dynamics of correlation functions of local observables after a quantum quench in integrable systems. In particular we will show that if there are not long-range interactions in the final Hamiltonian, then the dynamics of the model (non equal- time correlations) is described by the same statistical ensemble that describes its statical properties (equal-time correlations).

The collapse of linear polyelectrolyte chains in a poor solvent: When does a collapsing polyelectrolyte collect its counter ions?

The collapse of linear polyelectrolyte chains in a poor solvent: When does a collapsing polyelectrolyte collect its counter ions? The collapse of polyions in a poor solvent is a complex system and is an active research subject in the theoretical polyelectrolyte community. The complexity is due to the subtle interplay between hydrophobic effects, electrostatic interactions, entropy elasticity, intrinsic excluded volume as well as specific counter-ion and co-ion properties. Long range Coulomb forces can obscure single molecule properties. The here presented approach is to use just a small amount of screening salt in combination with a very high sample dilution in order to screen intermolecular interaction whereas keeping intramolecular interaction as much as possible (polyelectrolyte concentration cp ≤ 12 mg/L, salt concentration; Cs = 10^-5 mol/L). This is so far not described in literature. During collapse, the polyion is subject to a drastic change in size along with strong reduction of free counterions in solution. Therefore light scattering was utilized to obtain the size of the polyion whereas a conductivity setup was developed to monitor the proceeding of counterion collection by the polyion. Partially quaternized PVP’s below and above the Manning limit were investigated and compared to the collapse of their uncharged precursor. The collapses were induced by an isorefractive solvent/non-solvent mixture consisting of 1-propanol and 2-pentanone, with nearly constant dielectric constant. The solvent quality for the uncharged polyion could be quantified which, for the first time, allowed the experimental investigation of the effect of electrostatic interaction prior and during polyion collapse. Given that the Manning parameter M for QPVP4.3 is as low as lB / c = 0.6 (lB the Bjerrum length and c the mean contour distance between two charges), no counterion binding should occur. However the Walden product reduces with first addition of non solvent and accelerates when the structural collapse sets in. Since the dielectric constant of the solvent remains virtually constant during the chain collapse, the counterion binding is entirely caused by the reduction in the polyion chain dimension. The collapse is shifted to lower wns with higher degrees of quaternization as the samples QPVP20 and QPVP35 show (M = 2.8 respectively 4.9). The combination of light scattering and conductivity measurement revealed for the first time that polyion chains already collect their counter ions well above the theta-dimension when the dimensions start to shrink. Due to only small amounts of screening salt, strong electrostatic interactions bias dynamic as well as static light scattering measurements. An extended Zimm formula was derived to account for this interaction and to obtain the real chain dimensions. The effective degree of dissociation g could be obtained semi quantitatively using this extrapolated static in combination with conductivity measurements. One can conclude the expansion factor a and the effective degree of ionization of the polyion to be mutually dependent. In the good solvent regime g of QPVP4.3, QPVP20 and QPVP35 exhibited a decreasing value in the order 1 > g4.3 > g20 > g35. The low values of g for QPVP20 and QPVP35 are assumed to be responsible for the prior collapse of the higher quaternized samples. Collapse theory predicts dipole-dipole attraction to increase accordingly and even predicts a collapse in the good solvent regime. This could be exactly observed for the QPVP35 sample. The experimental results were compared to a newly developed theory of uniform spherical collapse induced by concomitant counterion binding developed by M. Muthukumar and A. Kundagrami. The theory agrees qualitatively with the location of the phase boundary as well as the trend of an increasing expansion with an increase of the degree of quaternization. However experimental determined g for the samples QPVP4.3, QPVP20 and QPVP35 decreases linearly with the degree of quaternization whereas this theory predicts an almost constant value.

Quantum Integrability in Non-Linear Sigma Models related to Gauge/String Correspondences

The Thermodynamic Bethe Ansatz analysis is carried out for the extended-CP^N class of integrable 2-dimensional Non-Linear Sigma Models related to the low energy limit of the AdS_4xCP^3 type IIA superstring theory. The principal aim of this program is to obtain further non-perturbative consistency check to the S-matrix proposed to describe the scattering processes between the fundamental excitations of the theory by analyzing the structure of the Renormalization Group flow. As a noteworthy byproduct we eventually obtain a novel class of TBA models which fits in the known classification but with several important differences. The TBA framework allows the evaluation of some exact quantities related to the conformal UV limit of the model: effective central charge, conformal dimension of the perturbing operator and field content of the underlying CFT. The knowledge of this physical quantities has led to the possibility of conjecturing a perturbed CFT realization of the integrable models in terms of coset Kac-Moody CFT. The set of numerical tools and programs developed ad hoc to solve the problem at hand is also discussed in some detail with references to the code.