841 resultados para Continuous-time Markov Process


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An adaptive scheme is shown by the authors of the above paper (ibid. vol. 71, no. 2, pp. 275-276, Feb. 1983) for continuous time model reference adaptive systems (MRAS), where relays replace the usual multipliers in the existing MRAS. The commenter shows an error in the analysis of the hyperstability of the scheme, such that the validity of this configuration becomes an open question.

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The linear quadratic Gaussian control of discrete-time Markov jump linear systems is addressed in this paper, first for state feedback, and also for dynamic output feedback using state estimation. in the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (T N), or the occurrence of a crucial failure event (τ δ), after which the system paralyzed. From the constructive method used here a separation principle holds, and the solutions are given in terms of a Kalman filter and a state feedback sequence of controls. The control gains are obtained by recursions from a set of algebraic Riccati equations for the former case or by a coupled set of algebraic Riccati equation for the latter case. Copyright © 2005 IFAC.

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We introduce the notion of KKT-inverity for nonsmooth continuous-time nonlinear optimization problems and prove that this notion is a necessary and sufficient condition for every KKT solution to be a global optimal solution.

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This paper is concerned with ℋ 2 and ℋ ∞ filter design for discrete-time Markov jump systems. The usual assumption of mode-dependent design, where the current Markov mode is available to the filter at every instant of time is substituted by the case where that availability is subject to another Markov chain. In other words, the mode is transmitted to the filter through a network with given transmission failure probabilities. The problem is solved by modeling a system with N modes as another with 2N modes and cluster availability. We also treat the case where the transition probabilities are not exactly known and demonstrate our conditions for calculating an ℋ ∞ norm bound are less conservative than the available results in the current literature. Numerical examples show the applicability of the proposed results. ©2010 IEEE.

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This paper addresses the H ∞ state-feedback control design problem of discretetime Markov jump linear systems. First, under the assumption that the Markov parameter is measured, the main contribution is on the LMI characterization of all linear feedback controllers such that the closed loop output remains bounded by a given norm level. This results allows the robust controller design to deal with convex bounded parameter uncertainty, probability uncertainty and cluster availability of the Markov mode. For partly unknown transition probabilities, the proposed design problem is proved to be less conservative than one available in the current literature. An example is solved for illustration and comparisons. © 2011 IFAC.

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Experiments of continuous alcoholic fermentation of sugarcane juice with flocculating yeast recycle were conducted in a system of two 0.22-L tower bioreactors in series, operated at a range of dilution rates (D (1) = D (2) = 0.27-0.95 h(-1)), constant recycle ratio (alpha = F (R) /F = 4.0) and a sugar concentration in the feed stream (S (0)) around 150 g/L. The data obtained in these experimental conditions were used to adjust the parameters of a mathematical model previously developed for the single-stage process. This model considers each of the tower bioreactors as a perfectly mixed continuous reactor and the kinetics of cell growth and product formation takes into account the limitation by substrate and the inhibition by ethanol and biomass, as well as the substrate consumption for cellular maintenance. The model predictions agreed satisfactorily with the measurements taken in both stages of the cascade. The major differences with respect to the kinetic parameters previously estimated for a single-stage system were observed for the maximum specific growth rate, for the inhibition constants of cell growth and for the specific rate of substrate consumption for cell maintenance. Mathematical models were validated and used to simulate alternative operating conditions as well as to analyze the performance of the two-stage process against that of the single-stage process.

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The purpose of the first part of the research activity was to develop an aerobic cometabolic process in packed bed reactors (PBR) to treat real groundwater contaminated by trichloroethylene (TCE) and 1,1,2,2-tetrachloroethane (TeCA). In an initial screening conducted in batch bioreactors, different groundwater samples from 5 wells of the contaminated site were fed with 5 growth substrates. The work led to the selection of butane as the best growth substrate, and to the development and characterization from the site’s indigenous biomass of a suspended-cell consortium capable to degrade TCE with a 90 % mineralization of the organic chlorine. A kinetic study conducted in batch and continuous flow PBRs and led to the identification of the best carrier. A kinetic study of butane and TCE biodegradation indicated that the attached-cell consortium is characterized by a lower TCE specific degredation rates and by a lower level of mutual butane-TCE inhibition. A 31 L bioreactor was designed and set up for upscaling the experiment. The second part of the research focused on the biodegradation of 4 polymers, with and with-out chemical pre-treatments: linear low density polyethylene (LLDPE), polyethylene (PP), polystyrene (PS) and polyvinyl chloride (PVC). Initially, the 4 polymers were subjected to different chemical pre-treatments: ozonation and UV/ozonation, in gaseous and aqueous phase. It was found that, for LLDPE and PP, the coupling UV and ozone in gas phase is the most effective way to oxidize the polymers and to generate carbonyl groups on the polymer surface. In further tests, the effect of chemical pretreatment on polyner biodegrability was studied. Gas-phase ozonated and virgin polymers were incubated aerobically with: (a) a pure strain, (b) a mixed culture of bacteria; and (c) a fungal culture, together with saccharose as a co-substrate.

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The numerical solution of the incompressible Navier-Stokes Equations offers an effective alternative to the experimental analysis of Fluid-Structure interaction i.e. dynamical coupling between a fluid and a solid which otherwise is very complex, time consuming and very expensive. To have a method which can accurately model these types of mechanical systems by numerical solutions becomes a great option, since these advantages are even more obvious when considering huge structures like bridges, high rise buildings, or even wind turbine blades with diameters as large as 200 meters. The modeling of such processes, however, involves complex multiphysics problems along with complex geometries. This thesis focuses on a novel vorticity-velocity formulation called the KLE to solve the incompressible Navier-stokes equations for such FSI problems. This scheme allows for the implementation of robust adaptive ODE time integration schemes and thus allows us to tackle the various multiphysics problems as separate modules. The current algorithm for KLE employs a structured or unstructured mesh for spatial discretization and it allows the use of a self-adaptive or fixed time step ODE solver while dealing with unsteady problems. This research deals with the analysis of the effects of the Courant-Friedrichs-Lewy (CFL) condition for KLE when applied to unsteady Stoke’s problem. The objective is to conduct a numerical analysis for stability and, hence, for convergence. Our results confirmthat the time step ∆t is constrained by the CFL-like condition ∆t ≤ const. hα, where h denotes the variable that represents spatial discretization.

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In the context of expensive numerical experiments, a promising solution for alleviating the computational costs consists of using partially converged simulations instead of exact solutions. The gain in computational time is at the price of precision in the response. This work addresses the issue of fitting a Gaussian process model to partially converged simulation data for further use in prediction. The main challenge consists of the adequate approximation of the error due to partial convergence, which is correlated in both design variables and time directions. Here, we propose fitting a Gaussian process in the joint space of design parameters and computational time. The model is constructed by building a nonstationary covariance kernel that reflects accurately the actual structure of the error. Practical solutions are proposed for solving parameter estimation issues associated with the proposed model. The method is applied to a computational fluid dynamics test case and shows significant improvement in prediction compared to a classical kriging model.

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Remote sensing instruments are key players to map land surface temperature (LST) at large temporal and spatial scales. In this paper, we present how we combine passive microwave and thermal infrared data to estimate LST during summer snow-free periods over northern high latitudes. The methodology is based on the SSM/I-SSMIS 37 GHz measurements at both vertical and horizontal polarizations on a 25 km × 25 km grid size. LST is retrieved from brightness temperatures introducing an empirical linear relationship between emissivities at both polarizations as described in Royer and Poirier (2010). This relationship is calibrated at pixel scale, using cloud-free independent LST data from MODIS instruments. The SSM/I-SSMIS and MODIS data are synchronized by fitting a diurnal cycle model built on skin temperature reanalysis provided by the European Centre for Medium-Range Weather Forecasts (ECMWF). The resulting temperature dataset is provided at 25 km scale and at an hourly time step during the ten-year analysis period (2000-2011). This new product was locally evaluated at five experimental sites of the EU-PAGE21 project against air temperature measurements and meteorological model reanalysis, and compared to the MODIS LST product at both local and circumpolar scale. The results giving a mean RMSE of the order of 2.2 K demonstrate the usefulness of the microwave product, which is unaffected by clouds as opposed to thermal infrared products and offers a better resolution compared to model reanalysis.

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In this paper a new method for fault isolation in a class of continuous-time stochastic dynamical systems is proposed. The method is framed in the context of model-based analytical redundancy, consisting in the generation of a residual signal by means of a diagnostic observer, for its posterior analysis. Once a fault has been detected, and assuming some basic a priori knowledge about the set of possible failures in the plant, the isolation task is then formulated as a type of on-line statistical classification problem. The proposed isolation scheme employs in parallel different hypotheses tests on a statistic of the residual signal, one test for each possible fault. This isolation method is characterized by deriving for the unidimensional case, a sufficient isolability condition as well as an upperbound of the probability of missed isolation. Simulation examples illustrate the applicability of the proposed scheme.

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A new structure with the special property that instantaneous resurrection and mass disaster are imposed on an ordinary birth-death process is considered. Under the condition that the underlying birth-death process is exit or bilateral, we are able to give easily checked existence criteria for such Markov processes. A very simple uniqueness criterion is also established. All honest processes are explicitly constructed. Ergodicity properties for these processes are investigated. Surprisingly, it can be proved that all the honest processes are not only recurrent but also ergodic without imposing any extra conditions. Equilibrium distributions are then established. Symmetry and reversibility of such processes are also investigated. Several examples are provided to illustrate our results.