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.

Optimization and Complexity Reduction of Switch-Reconfigured Antennas Using Graph Models

This letter addresses the optimization and complexity reduction of switch-reconfigured antennas. A new optimization technique based on graph models is investigated. This technique is used to minimize the redundancy in a reconfigurable antenna structure and reduce its complexity. A graph modeling rule for switch-reconfigured antennas is proposed, and examples are presented.

Investigation of Normal Force and Moment Coefficients for an AUV at Nonlinear Angle of Attack and Sideslip Range

This paper presents a comparative study of computational fluid dynamics (CFD) and analytical and semiempirical (ASE) methods applied to the prediction of the normal force and moment coefficients of an autonomous underwater vehicle (AUV). Both methods are applied to the. bare hull of the vehicle and to the body-hydroplane combination. The results are validated through experiments in a towing tank. It is shown that the CFD approach allows for a good prediction of the coefficients over the range of angles of attack considered. In contrast with the traditional ASE formulations used in naval and aircraft fields, an improved methodology is introduced that takes advantage of the qualitative information obtained from CFD flow visualizations.

Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

Dynamic positioning systems: An experimental analysis of sliding mode control

Vessel dynamic positioning (DP) systems are based on conventional PID-type controllers and an extended Kalman filter. However, they present a difficult tuning procedure, and the closed-loop performance varies with environmental or loading conditions since the dynamics of the vessel are eminently nonlinear. Gain scheduling is normally used to address the nonlinearity of the system. To overcome these problems, a sliding mode control was evaluated. This controller is robust to variations in environmental and loading conditions, it maintains performance and stability for a large range of conditions, and presents an easy tuning methodology. The performance of the controller was evaluated numerically and experimentally in order to address its effectiveness. The results are compared with those obtained from conventional PID controller. (c) 2010 Elsevier Ltd. All rights reserved.

S/MIMO MC-CDMA Heuristic Multiuser Detectors Based on Single-Objective Optimization

This paper analyzes the complexity-performance trade-off of several heuristic near-optimum multiuser detection (MuD) approaches applied to the uplink of synchronous single/multiple-input multiple-output multicarrier code division multiple access (S/MIMO MC-CDMA) systems. Genetic algorithm (GA), short term tabu search (STTS) and reactive tabu search (RTS), simulated annealing (SA), particle swarm optimization (PSO), and 1-opt local search (1-LS) heuristic multiuser detection algorithms (Heur-MuDs) are analyzed in details, using a single-objective antenna-diversity-aided optimization approach. Monte- Carlo simulations show that, after convergence, the performances reached by all near-optimum Heur-MuDs are similar. However, the computational complexities may differ substantially, depending on the system operation conditions. Their complexities are carefully analyzed in order to obtain a general complexity-performance framework comparison and to show that unitary Hamming distance search MuD (uH-ds) approaches (1-LS, SA, RTS and STTS) reach the best convergence rates, and among them, the 1-LS-MuD provides the best trade-off between implementation complexity and bit error rate (BER) performance.

OPTIMIZATION OF THE TREATMENT PROCESS FOR RESIDUAL WATER FROM A BEER INDUSTRY

The optimization of the treatment process for residual waters from a brewery operating under the modality of an anaerobic reactor and activated sludge combination was studied in two phases. In the first stage, lasting for six months, the characteristics and parameters of the plant operation were analyzed, wherein a diversion rate of more than 50% to aerobic treatment, the use of two aeration tanks and a high sludge production prevailed. The second stage comprised four months during which the system worked under the proposed operational model, with the aim of improving the treatment: reduction of the diversion rate to 30% and use of only one aeration tank At each stage, TSS, VSS and COD were measured at the entrance and exit of the anaerobic reactor mid the aeration tanks. The results were compared with the corresponding design specifications and the needed conditions were applied to reduce the diversion rate towards the aerobic process through monitoring the volume and concentration of the affluent, while applying the strategic changes in reactor parameters needed to increase its efficiency. A diversion reduction from 53 to 34% was achieved, reducing the sludge discharge generated in the aerobic system from 3670mg TSS/l. with two aeration tanks down to 2947mf TSS/l using one tank keeping the same relation VSS:TSS (0.55) and an efficiency of total removal of 98% in terms of COD.

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.

Modeling and measuring double-frequency jitter in one-way master-slave networks

The double-frequency jitter is one of the main problems in clock distribution networks. In previous works, sonic analytical and numerical aspects of this phenomenon were studied and results were obtained for one-way master-slave (OWMS) architectures. Here, an experimental apparatus is implemented, allowing to measure the power of the double-frequency signal and to confirm the theoretical conjectures. (C) 2008 Elsevier B.V. All rights reserved.

Nonlinear Interactions in a Piezoceramic Bar Transducer Powered by a Vacuum Tube Generated by a Nonideal Source

Interactions between the oscillations of piezoceramic transducer and the mechanism of as excitation-the generator of the electric current of limited power-supply-are analyzed in this paper In practical situations, the dynamics of the forcing function on a vibrating system cannot be considered as given a priori, and it must be taken as a consequence of the dynamics of the whole system. In other words, the forcing source has limited power as that provided by a dc motor for an example, and thus its own dynamics is influenced by that of the vibrating system being forced. This increases the number of degrees of freedom of the problem, and it is called a nonideal problem. In this work, we present certain phenomena as Sommerfeld effect, jump, saturation, and stability, through the influences of the parameters of the governing equations motion. [DOI: 10.1115/1.3007909]

Inverse aerodynamic design applications using the MGM hybrid formulation

The well-known modified Garabedian-Mcfadden (MGM) method is an attractive alternative for aerodynamic inverse design, for its simplicity and effectiveness (P. Garabedian and G. Mcfadden, Design of supercritical swept wings, AIAA J. 20(3) (1982), 289-291; J.B. Malone, J. Vadyak, and L.N. Sankar, Inverse aerodynamic design method for aircraft components, J. Aircraft 24(2) (1987), 8-9; Santos, A hybrid optimization method for aerodynamic design of lifting surfaces, PhD Thesis, Georgia Institute of Technology, 1993). Owing to these characteristics, the method has been the subject of several authors over the years (G.S. Dulikravich and D.P. Baker, Aerodynamic shape inverse design using a Fourier series method, in AIAA paper 99-0185, AIAA Aerospace Sciences Meeting, Reno, NV, January 1999; D.H. Silva and L.N. Sankar, An inverse method for the design of transonic wings, in 1992 Aerospace Design Conference, No. 92-1025 in proceedings, AIAA, Irvine, CA, February 1992, 1-11; W. Bartelheimer, An Improved Integral Equation Method for the Design of Transonic Airfoils and Wings, AIAA Inc., 1995). More recently, a hybrid formulation and a multi-point algorithm were developed on the basis of the original MGM. This article discusses applications of those latest developments for airfoil and wing design. The test cases focus on wing-body aerodynamic interference and shock wave removal applications. The DLR-F6 geometry is picked as the baseline for the analysis.

MULTIVARIATE STATISTICAL METHOD IN OPTIMIZATION OF PROTEIN EXTRACTION FROM SOYBEAN FLOUR WITH DAIRY WHEY

The aim objective of this project was to evaluate the protein extraction of soybean flour in dairy whey, by the multivariate statistical method with 2(3) experiments. Influence of three variables were considered: temperature, pH and percentage of sodium chloride against the process specific variable ( percentage of protein extraction). It was observed that, during the protein extraction against time and temperature, the treatments at 80 degrees C for 2h presented great values of total protein (5.99%). The increasing for the percentage of protein extraction was major according to the heating time. Therefore, the maximum point from the function that represents the protein extraction was analysed by factorial experiment 2(3). By the results, it was noted that all the variables were important to extraction. After the statistical analyses, was observed that the parameters as pH, temperature, and percentage of sodium chloride, did not sufficient for the extraction process, since did not possible to obtain the inflection point from mathematical function, however, by the other hand, the mathematical model was significant, as well as, predictive.

Method development and optimization for the determination of selenium in bean and soil samples using hydride generation electrothermal atomic absorption spectrometry

The present investigation is the first part of an initiative to prepare a regional map of the natural abundance of selenium in various areas of Brazil, based on the analysis of bean and soil samples. Continuous-flow hydride generation electrothermal atomic absorption spectrometry (HG-ET AAS) with in situ trapping on an iridium-coated graphite tube has been chosen because of the high sensitivity and relative simplicity. The microwave-assisted acid digestion for bean and soil samples was tested for complete recovery of inorganic and organic selenium compounds (selenomethionine). The reduction of Se(VI) to Se(IV) was optimized in order to guarantee that there is no back-oxidation, which is of importance when digested samples are not analyzed immediately after the reduction step. The limits of detection and quantification of the method were 30 ng L(-1) Se and 101 ng L(-1) Se, respectively, corresponding to about 3 ng g(-1) and 10 ng g(-1), respectively, in the solid samples, considering a typical dilution factor of 100 for the digestion process. The results obtained for two certified food reference materials (CRM), soybean and rice, and for a soil and sediment CRM confirmed the validity of the investigated method. The selenium content found in a number of selected bean samples varied between 5.5 +/- 0.4 ng g(-1) and 1726 +/- 55 ng g(-1), and that in soil samples varied between 113 +/- 6.5 ng g(-1) and 1692 +/- 21 ng g(-1). (C) 2011 Elsevier B.V. All rights reserved.

Physical Stability Assessment and Sensory Optimization of a Dairy-Free Emulsion Using Response Surface Methodology

Desserts made with soy cream, which are oil-in-water emulsions, are widely consumed by lactose-intolerant individuals in Brazil. In this regard, this study aimed at using response surface methodology (RSM) to optimize the sensory attributes of a soy-based emulsion over a range of pink guava juice (GJ: 22% to 32%) and soy protein (SP: 1% to 3%). WHC and backscattering were analyzed after 72 h of storage at 7 degrees C. Furthermore, a rating test was performed to determine the degree of liking of color, taste, creaminess, appearance, and overall acceptability. The data showed that the samples were stable against gravity and storage. The models developed by RSM adequately described the creaminess, taste, and appearance of the emulsions. The response surface of the desirability function was used successfully in the optimization of the sensory properties of dairy-free emulsions, suggesting that a product with 30.35% GJ and 3% SP was the best combination of these components. The optimized sample presented suitable sensory properties, in addition to being a source of dietary fiber, iron, copper, and ascorbic acid.

Optimization of Pothomorphe umbellata (L.) Miquel topical formulations using experimental design

Pothomorphe umbellata is a native plant widely employed in the Brazilian popular medicine. This plant has been shown to exert a potent antioxidant activity on the skin and to delay the onset and reduce the incidence of UVB-induced skin damage and photoaging. The aim of this work was to optimize the appearance, the centrifuge stability and the permeation of emulsions containing R umbellata (0. 1% 4-nerolidylchatecol). Experimental design was used to study ternary mixtures models with constraints and graphical representation by phase diagrams. The constraints reduce the possible experimental domain, and for this reason, this methodology offers the maximum information while requiring the minimum investment. The results showed that the appearance follows a linear model, and that the aqueous phase was the principal factor affecting the appearance; the centrifuge stability parameter followed a mathernatic quadratic model and the interactions between factors produced the most stable emulsions; skin permeation was improved by the oil phase, following a linear model generated by data analysis. We propose as optimized P. umbellata formulation: 68.4% aqueous phase, 26.6% oil phase and 5.0% of self-emulsifying phase. This formulation displayed an acceptable compromise between factors and responses investigated. (c) 2007 Elsevier B.V. All rights reserved.