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.

Fractional calculus: application in modelling and control

This contribution introduces the fractional calculus (FC) fundamental mathematical aspects and discuses some of their consequences. Based on the FC concepts, the chapter reviews the main approaches for implementing fractional operators and discusses the adoption of FC in control systems. Finally are presented some applications in the areas of modeling and control, namely fractional PID, heat diffusion systems, electromagnetism, fractional electrical impedances, evolutionary algorithms, robotics, and nonlinear system control.

Some applications of fractional calculus in engineering

Fractional Calculus FC goes back to the beginning of the theory of differential calculus. Nevertheless, the application of FC just emerged in the last two decades, due to the progress in the area of chaos that revealed subtle relationships with the FC concepts. In the field of dynamical systems theory some work has been carried out but the proposed models and algorithms are still in a preliminary stage of establishment. Having these ideas in mind, the paper discusses FC in the study of system dynamics and control. In this perspective, this paper investigates the use of FC in the fields of controller tuning, legged robots, redundant robots, heat diffusion, and digital circuit synthesis.

Application of Fractional Calculus in Mechatronics

Fractional Calculus (FC) goes back to the beginning of the theory of differential calculus. Nevertheless, the application of FC just emerged in the last two decades. In the field of dynamical systems theory some work has been carried out but the proposed models and algorithms are still in a preliminary stage of establishment. Having these ideas in mind, the paper discusses a FC perspective in the study of the dynamics and control of mechanical systems.

System Modeling and Control Through Fractional-Order Algorithms

The theory of fractional calculus goes back to the beginning of thr throry of differential calculus but its inherent complexity postponed the applications of the associated concepts. In the last decade the progress in the areas of chaos and fractals revealed subtle relationships with the fractional calculus leading to an increasing interest in the development of the new paradigm. In the area of automaticcontrol preliminary work has already been carried out but the proposed algorithms are restricted to the frequency domain. The paper discusses the design of fractional-order discrete-time controllers. The algorithms studied adopt the time domein, which makes them suited for z-transform analusis and discrete-time implementation. The performance of discrete-time fractional-order controllers with linear and non-linear systems is also investigated.

Non-linear model reduction and control of molten carbonate fuel cell systems with internal reforming fuel cell systems with internal reforming

Magdeburg, Univ., Diss, 2007

Extent and limitations of density functional theory in describing magnetic systems

The performance of density-functional theory to solve the exact, nonrelativistic, many-electron problem for magnetic systems has been explored in a new implementation imposing space and spin symmetry constraints, as in ab initio wave function theory. Calculations on selected systems representative of organic diradicals, molecular magnets and antiferromagnetic solids carried out with and without these constraints lead to contradictory results, which provide numerical illustration on this usually obviated problem. It is concluded that the present exchange-correlation functionals provide reasonable numerical results although for the wrong physical reasons, thus evidencing the need for continued search for more accurate expressions.

Extent and limitations of density functional theory in describing magnetic systems

The performance of density-functional theory to solve the exact, nonrelativistic, many-electron problem for magnetic systems has been explored in a new implementation imposing space and spin symmetry constraints, as in ab initio wave function theory. Calculations on selected systems representative of organic diradicals, molecular magnets and antiferromagnetic solids carried out with and without these constraints lead to contradictory results, which provide numerical illustration on this usually obviated problem. It is concluded that the present exchange-correlation functionals provide reasonable numerical results although for the wrong physical reasons, thus evidencing the need for continued search for more accurate expressions.

On Modelling, System Identification and Control of Servo-Systems with a Flexible Load

The present study was done with two different servo-systems. In the first system, a servo-hydraulic system was identified and then controlled by a fuzzy gainscheduling controller. The second servo-system, an electro-magnetic linear motor in suppressing the mechanical vibration and position tracking of a reference model are studied by using a neural network and an adaptive backstepping controller respectively. Followings are some descriptions of research methods. Electro Hydraulic Servo Systems (EHSS) are commonly used in industry. These kinds of systems are nonlinearin nature and their dynamic equations have several unknown parameters.System identification is a prerequisite to analysis of a dynamic system. One of the most promising novel evolutionary algorithms is the Differential Evolution (DE) for solving global optimization problems. In the study, the DE algorithm is proposed for handling nonlinear constraint functionswith boundary limits of variables to find the best parameters of a servo-hydraulic system with flexible load. The DE guarantees fast speed convergence and accurate solutions regardless the initial conditions of parameters. The control of hydraulic servo-systems has been the focus ofintense research over the past decades. These kinds of systems are nonlinear in nature and generally difficult to control. Since changing system parameters using the same gains will cause overshoot or even loss of system stability. The highly non-linear behaviour of these devices makes them ideal subjects for applying different types of sophisticated controllers. The study is concerned with a second order model reference to positioning control of a flexible load servo-hydraulic system using fuzzy gainscheduling. In the present research, to compensate the lack of dampingin a hydraulic system, an acceleration feedback was used. To compare the results, a pcontroller with feed-forward acceleration and different gains in extension and retraction is used. The design procedure for the controller and experimental results are discussed. The results suggest that using the fuzzy gain-scheduling controller decrease the error of position reference tracking. The second part of research was done on a PermanentMagnet Linear Synchronous Motor (PMLSM). In this study, a recurrent neural network compensator for suppressing mechanical vibration in PMLSM with a flexible load is studied. The linear motor is controlled by a conventional PI velocity controller, and the vibration of the flexible mechanism is suppressed by using a hybrid recurrent neural network. The differential evolution strategy and Kalman filter method are used to avoid the local minimum problem, and estimate the states of system respectively. The proposed control method is firstly designed by using non-linear simulation model built in Matlab Simulink and then implemented in practical test rig. The proposed method works satisfactorily and suppresses the vibration successfully. In the last part of research, a nonlinear load control method is developed and implemented for a PMLSM with a flexible load. The purpose of the controller is to track a flexible load to the desired position reference as fast as possible and without awkward oscillation. The control method is based on an adaptive backstepping algorithm whose stability is ensured by the Lyapunov stability theorem. The states of the system needed in the controller are estimated by using the Kalman filter. The proposed controller is implemented and tested in a linear motor test drive and responses are presented.

Effect of hydrodynamics on modelling, monitoring and control of crystallization

Crystallization is a purification method used to obtain crystalline product of a certain crystal size. It is one of the oldest industrial unit processes and commonly used in modern industry due to its good purification capability from rather impure solutions with reasonably low energy consumption. However, the process is extremely challenging to model and control because it involves inhomogeneous mixing and many simultaneous phenomena such as nucleation, crystal growth and agglomeration. All these phenomena are dependent on supersaturation, i.e. the difference between actual liquid phase concentration and solubility. Homogeneous mass and heat transfer in the crystallizer would greatly simplify modelling and control of crystallization processes, such conditions are, however, not the reality, especially in industrial scale processes. Consequently, the hydrodynamics of crystallizers, i.e. the combination of mixing, feed and product removal flows, and recycling of the suspension, needs to be thoroughly investigated. Understanding of hydrodynamics is important in crystallization, especially inlargerscale equipment where uniform flow conditions are difficult to attain. It is also important to understand different size scales of mixing; micro-, meso- and macromixing. Fast processes, like nucleation and chemical reactions, are typically highly dependent on micro- and mesomixing but macromixing, which equalizes the concentrations of all the species within the entire crystallizer, cannot be disregarded. This study investigates the influence of hydrodynamics on crystallization processes. Modelling of crystallizers with the mixed suspension mixed product removal (MSMPR) theory (ideal mixing), computational fluid dynamics (CFD), and a compartmental multiblock model is compared. The importance of proper verification of CFD and multiblock models is demonstrated. In addition, the influence of different hydrodynamic conditions on reactive crystallization process control is studied. Finally, the effect of extreme local supersaturation is studied using power ultrasound to initiate nucleation. The present work shows that mixing and chemical feeding conditions clearly affect induction time and cluster formation, nucleation, growth kinetics, and agglomeration. Consequently, the properties of crystalline end products, e.g. crystal size and crystal habit, can be influenced by management of mixing and feeding conditions. Impurities may have varying impacts on crystallization processes. As an example, manganese ions were shown to replace magnesium ions in the crystal lattice of magnesium sulphate heptahydrate, increasing the crystal growth rate significantly, whereas sodium ions showed no interaction at all. Modelling of continuous crystallization based on MSMPR theory showed that the model is feasible in a small laboratoryscale crystallizer, whereas in larger pilot- and industrial-scale crystallizers hydrodynamic effects should be taken into account. For that reason, CFD and multiblock modelling are shown to be effective tools for modelling crystallization with inhomogeneous mixing. The present work shows also that selection of the measurement point, or points in the case of multiprobe systems, is crucial when process analytical technology (PAT) is used to control larger scale crystallization. The thesis concludes by describing how control of local supersaturation by highly localized ultrasound was successfully applied to induce nucleation and to control polymorphism in reactive crystallization of L-glutamic acid.

Nonlinear dynamics and control of multibody systems

The dynamics of flexible systems, such as robot manipulators , mechanical chains or multibody systems in general, is becoming increasingly important in engineering. This article deals with some nonlinearities that arise in the study of dynamics and control of multibody systems in connection to large rotations. Specifically, a numerical scheme that adresses the conservation of fundamental constants is presented in order to analyse the control-structure interaction problems.

Extent and limitations of density functional theory in describing magnetic systems

The performance of density-functional theory to solve the exact, nonrelativistic, many-electron problem for magnetic systems has been explored in a new implementation imposing space and spin symmetry constraints, as in ab initio wave function theory. Calculations on selected systems representative of organic diradicals, molecular magnets and antiferromagnetic solids carried out with and without these constraints lead to contradictory results, which provide numerical illustration on this usually obviated problem. It is concluded that the present exchange-correlation functionals provide reasonable numerical results although for the wrong physical reasons, thus evidencing the need for continued search for more accurate expressions.