The Diffusion Kernel Filter

A particle filter method is presented for the discrete-time filtering problem with nonlinear ItA ` stochastic ordinary differential equations (SODE) with additive noise supposed to be analytically integrable as a function of the underlying vector-Wiener process and time. The Diffusion Kernel Filter is arrived at by a parametrization of small noise-driven state fluctuations within branches of prediction and a local use of this parametrization in the Bootstrap Filter. The method applies for small noise and short prediction steps. With explicit numerical integrators, the operations count in the Diffusion Kernel Filter is shown to be smaller than in the Bootstrap Filter whenever the initial state for the prediction step has sufficiently few moments. The established parametrization is a dual-formula for the analysis of sensitivity to gaussian-initial perturbations and the analysis of sensitivity to noise-perturbations, in deterministic models, showing in particular how the stability of a deterministic dynamics is modeled by noise on short times and how the diffusion matrix of an SODE should be modeled (i.e. defined) for a gaussian-initial deterministic problem to be cast into an SODE problem. From it, a novel definition of prediction may be proposed that coincides with the deterministic path within the branch of prediction whose information entropy at the end of the prediction step is closest to the average information entropy over all branches. Tests are made with the Lorenz-63 equations, showing good results both for the filter and the definition of prediction.

A note on Chambers's "long memory and aggregation in macroeconomic time series"

Chambers (1998) explores the interaction between long memory and aggregation. For continuous-time processes, he takes the aliasing effect into account when studying temporal aggregation. For discrete-time processes, however, he seems to fail to do so. This note gives the spectral density function of temporally aggregated long memory discrete-time processes in light of the aliasing effect. The results are different from those in Chambers (1998) and are supported by a small simulation exercise. As a result, the order of aggregation may not be invariant to temporal aggregation, specifically if d is negative and the aggregation is of the stock type.

Sliding mode for detection and accommodation of computation time delay fault

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Integrodifference model for blowfly invasion

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

LMI-based digital redesign of linear time-invariant systems with state-derivative feedback

A simple method for designing a digital state-derivative feedback gain and a feedforward gain such that the control law is equivalent to a known and adequate state feedback and feedforward control law of a digital redesigned system is presented. It is assumed that the plant is a linear controllable, time-invariant, Single-Input (SI) or Multiple-Input (MI) system. This procedure allows the use of well-known continuous-time state feedback design methods to directly design discrete-time state-derivative feedback control systems. The state-derivative feedback can be useful, for instance, in the vibration control of mechanical systems, where the main sensors are accelerometers. One example considering the digital redesign with state-derivative feedback of a helicopter illustrates the proposed method. © 2009 IEEE.

Adaptive filter feature identification for structural health monitoring in aeronautical panel

This paper presents an approach for structural health monitoring (SHM) by using adaptive filters. The experimental signals from different structural conditions provided by piezoelectric actuators/sensors bonded in the test structure are modeled by a discrete-time recursive least square (RLS) filter. The biggest advantage to use a RLS filter is the clear possibility to perform an online SHM procedure since that the identification is also valid for non-stationary linear systems. An online damage-sensitive index feature is computed based on autoregressive (AR) portion of coefficients normalized by the square root of the sum of the square of them. The proposed method is then utilized in a laboratory test involving an aeronautical panel coupled with piezoelectric sensors/actuators (PZTs) in different positions. A hypothesis test employing the t-test is used to obtain the damage decision. The proposed algorithm was able to identify and localize the damages simulated in the structure. The results have shown the applicability and drawbacks the method and the paper concludes with suggestions to improve it. ©2010 Society for Experimental Mechanics Inc.

Delay time detection and accommodation for a networked DC motor control

This paper presents a control method that is effective to reduce the degenerative effects of delay time caused by a treacherous network. In present application a controlled DC motor is part of an inverted pendulum and provides the equilibrium of this system. The control of DC motor is accomplished at the distance through a treacherous network, which causes delay time in the control signal. A predictive technique is used so that it turns the system free of delay. A robust digital sliding mode controller is proposed to control the free-delay system. Due to the random conditions of the network operation, a delay time detection and accommodation strategy is also proposed. A computer simulation is shown to illustrate the design procedures and the effectiveness of the proposed method. © 2011 IEEE.

Estabilizador de sistemas de potência digital aplicado a uma unidade geradora da UHE de Tucuruí

Este trabalho apresenta o desenvolvimento e resultados de testes de campo de um estabilizador de sistemas de potência (ESP) digital, destinado ao amortecimento de oscilações eletromecânicas em sistemas interligados. Os testes experimentais foram efetuados em uma das unidades hidrogeradoras, de 350 MVA, da UHE de Tucuruí. A lei de controle amortecedor do ESP digital foi embarcada em um sistema de hardware baseado em um controlador digital de sinais (DSPIC 30f5011). A estrutura da lei de controle é na forma canónica RST, de tempo discreto, sendo os parâmetros do controlador calculados através da técnica de deslocamento radial de pólos. Para fins de projeto, a dinâmica da planta, no ponto de operação considerado, foi representada por um modelo paramétrico, o qual foi estimado a partir de dados medidos em campo. Os resultados experimentais mostraram um excelente desempenho do ESP digital no amortecimento de um dos modos eletromecânicos observável na UHE de Tucuruí.

A theoretical characterization of scaling properties in a bouncing ball system

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Model updating of the non-linear vibrating structures through Volterra series and proper orthogonal decomposition

Classical procedures for model updating in non-linear mechanical systems based on vibration data can fail because the common linear metrics are not sensitive for non-linear behavior caused by gaps, backlash, bolts, joints, materials, etc. Several strategies were proposed in the literature in order to allow a correct representative model of non-linear structures. The present paper evaluates the performance of two approaches based on different objective functions. The first one is a time domain methodology based on the proper orthogonal decomposition constructed from the output time histories. The second approach uses objective functions with multiples convolutions described by the first and second order discrete-time Volterra kernels. In order to discuss the results, a benchmark of a clamped-clamped beam with an pre-applied static load is simulated and updated using proper orthogonal decomposition and Volterra Series. The comparisons and discussions of the results show the practical applicability and drawbacks of both approaches.

Estudo das propriedades dinâmicas e sincronização no mapa de rede de Zaslavsky

Synchronization in nonlinear dynamical systems, especially in chaotic systems, is field of research in several areas of knowledge, such as Mechanical Engineering and Electrical Engineering, Biology, Physics, among others. In simple terms, two systems are synchronized if after a certain time, they have similar behavior or occurring at the same time. The sound and image in a film is an example of this phenomenon in our daily lives. The studies of synchronization include studies of continuous dynamic systems, governed by differential equations or studies of discrete time dynamical systems, also called maps. Maps correspond, in general, discretizations of differential equations and are widely used to model physical systems, mainly due to its ease of computational. It is enough to make iterations from given initial conditions for knowing the trajectories of system. This completion of course work based on the study of the map called ”Zaslavksy Web Map”. The Zaslavksy Web Map is a result of the combination of the movements of a particle in a constant magnetic field and a wave electrostatic propagating perpendicular to the magnetic field. Apart from interest in the particularities of this map, there was objective the deepening of concepts of nonlinear dynamics, as equilibrium points, linear stability, stability non-linear, bifurcation and chaos

Nonlinear features identified by Volterra series for damage detection in a buckled beam

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Integrodifference model for blowfly invasion

We propose a stage-structured integrodifference model for blowflies' growth and dispersion taking into account the density dependence of fertility and survival rates and the non-overlap of generations. We assume a discrete-time, stage-structured, model. The spatial dynamics is introduced by means of a redistribution kernel. We treat one and two dimensional cases, the latter on the semi-plane, with a reflexive boundary. We analytically show that the upper bound for the invasion front speed is the same as in the one-dimensional case. Using laboratory data for fertility and survival parameters and dispersal data of a single generation from a capture-recapture experiment in South Africa, we obtain an estimate for the velocity of invasion of blowflies of the species Chrysomya albiceps. This model predicts a speed of invasion which was compared to actual observational data for the invasion of the focal species in the Neotropics. Good agreement was found between model and observations.

Three time-based scale formulations for the two-stage lot sizing and scheduling in process industries

In this paper, we propose three novel mathematical models for the two-stage lot-sizing and scheduling problems present in many process industries. The problem shares a continuous or quasi-continuous production feature upstream and a discrete manufacturing feature downstream, which must be synchronized. Different time-based scale representations are discussed. The first formulation encompasses a discrete-time representation. The second one is a hybrid continuous-discrete model. The last formulation is based on a continuous-time model representation. Computational tests with state-of-the-art MIP solver show that the discrete-time representation provides better feasible solutions in short running time. On the other hand, the hybrid model achieves better solutions for longer computational times and was able to prove optimality more often. The continuous-type model is the most flexible of the three for incorporating additional operational requirements, at a cost of having the worst computational performance. Journal of the Operational Research Society (2012) 63, 1613-1630. doi:10.1057/jors.2011.159 published online 7 March 2012