Real time optimization (RTO) with model predictive control (MPC)

This paper studies a simplified methodology to integrate the real time optimization (RTO) of a continuous system into the model predictive controller in the one layer strategy. The gradient of the economic objective function is included in the cost function of the controller. Optimal conditions of the process at steady state are searched through the use of a rigorous non-linear process model, while the trajectory to be followed is predicted with the use of a linear dynamic model, obtained through a plant step test. The main advantage of the proposed strategy is that the resulting control/optimization problem can still be solved with a quadratic programming routine at each sampling step. Simulation results show that the approach proposed may be comparable to the strategy that solves the full economic optimization problem inside the MPC controller where the resulting control problem becomes a non-linear programming problem with a much higher computer load. (C) 2010 Elsevier Ltd. All rights reserved.

Experimental and numerical investigation of dynamic heat transfer parameters in packed bed

Dynamic experiments in a nonadiabatic packed bed were carried out to evaluate the response to disturbances in wall temperature and inlet airflow rate and temperature. A two-dimensional, pseudo-homogeneous, axially dispersed plug-flow model was numerically solved and used to interpret the results. The model parameters were fitted in distinct stages: effective radial thermal conductivity (K (r)) and wall heat transfer coefficient (h (w)) were estimated from steady-state data and the characteristic packed bed time constant (tau) from transient data. A new correlation for the K (r) in packed beds of cylindrical particles was proposed. It was experimentally proved that temperature measurements using radially inserted thermocouples and a ring-shaped sensor were not distorted by heat conduction across the thermocouple or by the thermal inertia effect of the temperature sensors.

A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters

In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain

We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

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.

Some remarks on static-feedback linearization for time-varying systems

This work summarizes some results about static state feedback linearization for time-varying systems. Three different necessary and sufficient conditions are stated in this paper. The first condition is the one by [Sluis, W. M. (1993). A necessary condition for dynamic feedback linearization. Systems & Control Letters, 21, 277-283]. The second and the third are the generalizations of known results due respectively to [Aranda-Bricaire, E., Moog, C. H., Pomet, J. B. (1995). A linear algebraic framework for dynamic feedback linearization. IEEE Transactions on Automatic Control, 40, 127-132] and to [Jakubczyk, B., Respondek, W. (1980). On linearization of control systems. Bulletin del` Academie Polonaise des Sciences. Serie des Sciences Mathematiques, 28, 517-522]. The proofs of the second and third conditions are established by showing the equivalence between these three conditions. The results are re-stated in the infinite dimensional geometric approach of [Fliess, M., Levine J., Martin, P., Rouchon, P. (1999). A Lie-Backlund approach to equivalence and flatness of nonlinear systems. IEEE Transactions on Automatic Control, 44(5), 922-937]. (C) 2008 Elsevier Ltd. All rights reserved.

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.

Leaf area index estimation with MODIS reflectance time series and model inversion during full rotations of Eucalyptus plantations

The leaf area index (LAI) of fast-growing Eucalyptus plantations is highly dynamic both seasonally and interannually, and is spatially variable depending on pedo-climatic conditions. LAI is very important in determining the carbon and water balance of a stand, but is difficult to measure during a complete stand rotation and at large scales. Remote-sensing methods allowing the retrieval of LAI time series with accuracy and precision are therefore necessary. Here, we tested two methods for LAI estimation from MODIS 250m resolution red and near-infrared (NIR) reflectance time series. The first method involved the inversion of a coupled model of leaf reflectance and transmittance (PROSPECT4), soil reflectance (SOILSPECT) and canopy radiative transfer (4SAIL2). Model parameters other than the LAI were either fixed to measured constant values, or allowed to vary seasonally and/or with stand age according to trends observed in field measurements. The LAI was assumed to vary throughout the rotation following a series of alternately increasing and decreasing sigmoid curves. The parameters of each sigmoid curve that allowed the best fit of simulated canopy reflectance to MODIS red and NIR reflectance data were obtained by minimization techniques. The second method was based on a linear relationship between the LAI and values of the GEneralized Soil Adjusted Vegetation Index (GESAVI), which was calibrated using destructive LAI measurements made at two seasons, on Eucalyptus stands of different ages and productivity levels. The ability of each approach to reproduce field-measured LAI values was assessed, and uncertainty on results and parameter sensitivities were examined. Both methods offered a good fit between measured and estimated LAI (R(2) = 0.80 and R(2) = 0.62 for model inversion and GESAVI-based methods, respectively), but the GESAVI-based method overestimated the LAI at young ages. (C) 2010 Elsevier Inc. All rights reserved.

Evaluation of the role of environmental factors in the human gastrointestinal tract on the behaviour of probiotic cultures of Lactobacillus casei Shirota and Lactobacillus casei LC01 by the use of a semi-dynamic in vitro model

This study evaluated the influence of gastrointestinal environmental factors (pH, digestive enzymes, food components, medicaments) on the survival of Lactobacillus casei Shirota and Lactobacillus casei LC01, using a semi-dynamic in vitro model that simulates the transit of microorganisms through the human GIT. The strains were first exposed to different simulated gastric juices for different periods of time (0, 30, 60 and 120 min), and then to simulated intestinal fluids for zero, 120, 180 and 240 min, in a step-wise format. The number of viable cells was determined after each step. The influence of food residues (skim milk) in the fluids and resistance to medicaments commonly used for varied therapeutic purposes (analgesics, antiarrhythmics, antibiotics, antihistaminics, proton pump inhibitors, etc.) were also evaluated. Results indicated that survival of both cultures was pH and time dependent, and digestive enzymes had little influence. Milk components presented a protective effect, and medicaments, especially anti-inflammatory drugs, influenced markedly the viability of the probiotic cultures, indicating that the beneficial effects of the two probiotic cultures to health are dependent of environmental factors encountered in the human gastrointestinal tract.

Review of Contact and Dynamic Phenomena in Cold Roll Forming

This review reflects the state of the art in study of contact and dynamic phenomena occurring in cold roll forming. The importance of taking these phenomena into account is determined by significant machine time and tooling costs spent on worn out forming rolls replacement and equipment adjustment in cold roll forming. Predictive modelling of the tool wear caused by contact and dynamic phenomena can reduce the production losses in this technological process.

Dynamic Similarity and Scale Effects Affecting Air Bubble Entrainment in Hydraulic Jumps

In an open channel, the transition from super- to sub-critical flow is a flow singularity (the hydraulic jump) characterised by a sharp rise in free-surface elevation, strong turbulence and air entrainment in the roller. A key feature of the hydraulic jump flow is the strong free-surface aeration and air-water flow turbulence. In the present study, similar experiments were conducted with identical inflow Froude numbers Fr1 using a geometric scaling ratio of 2:1. The results of the Froude-similar experiments showed some drastic scale effects in the smaller hydraulic jumps in terms of void fraction, bubble count rate and bubble chord time distributions. Void fraction distributions implied comparatively greater detrainment at low Reynolds numbers yielding some lesser aeration of the jump roller. The dimensionless bubble count rates were significantly lower in the smaller channel, especially in the mixing layer. The bubble chord time distributions were quantitatively close in both channels, and they were not scaled according to a Froude similitude. Simply the hydraulic jump remains a fascinating two-phase flow motion that is still poorly understood.

Two dimensional computational fluid dynamic models for waste stabilisation ponds

Traditional waste stabilisation pond (WSP) models encounter problems predicting pond performance because they cannot account for the influence of pond features, such as inlet structure or pond geometry, on fluid hydrodynamics. In this study, two dimensional (2-D) computational fluid dynamics (CFD) models were compared to experimental residence time distributions (RTD) from literature. In one of the-three geometries simulated, the 2-D CFD model successfully predicted the experimental RTD. However, flow patterns in the other two geometries were not well described due to the difficulty of representing the three dimensional (3-D) experimental inlet in the 2-D CFD model, and the sensitivity of the model results to the assumptions used to characterise the inlet. Neither a velocity similarity nor geometric similarity approach to inlet representation in 2-D gave results correlating with experimental data. However. it was shown that 2-D CFD models were not affected by changes in values of model parameters which are difficult to predict, particularly the turbulent inlet conditions. This work suggests that 2-D CFD models cannot be used a priori to give an adequate description of the hydrodynamic patterns in WSP. (C) 1998 Elsevier Science Ltd. All rights reserved.

Optimal release strategies for biological control agents: an application of stochastic dynamic programming to population management

1. Establishing biological control agents in the field is a major step in any classical biocontrol programme, yet there are few general guidelines to help the practitioner decide what factors might enhance the establishment of such agents. 2. A stochastic dynamic programming (SDP) approach, linked to a metapopulation model, was used to find optimal release strategies (number and size of releases), given constraints on time and the number of biocontrol agents available. By modelling within a decision-making framework we derived rules of thumb that will enable biocontrol workers to choose between management options, depending on the current state of the system. 3. When there are few well-established sites, making a few large releases is the optimal strategy. For other states of the system, the optimal strategy ranges from a few large releases, through a mixed strategy (a variety of release sizes), to many small releases, as the probability of establishment of smaller inocula increases. 4. Given that the probability of establishment is rarely a known entity, we also strongly recommend a mixed strategy in the early stages of a release programme, to accelerate learning and improve the chances of finding the optimal approach.

PMCA1 mRNA expression in rat aortic myocytes: A real-time RT-PCR study

The plasmalemmal Ca2+ adenosine triphosphatase (PMCA) is a key regulator of Ca2+ efflux in vascular smooth muscle. In these studies are developed a realtime reverse transcriptase-polymerase chain reaction (real-time RT-PCR) assay for assessing PMCA1 mRNA levels in rat primary cultured aortic myocytes. This assay detected fetal bovine serum-induced increases in PMCA1 mRNA (relative to 18S rRNA) 4, 8, and 24 h after stimulation. Early fetal bovine serum-induced increases in PMCA1 mRNA were insensitive to the Ca2+ channel blockers nifedipine, flunarizine, and SKF-96365. These studies demonstrate the feasibility of real-time RT-PCR to assess mRNA levels of PMCA1 and illustrate dynamic regulation of this Ca2+ pump isoform in rat primary cultured aortic myocytes, (C) 2000 Academic Press.

Simultaneous steady state and dynamic design of process systems using structural indicators

The simultaneous design of the steady-state and dynamic performance of a process has the ability to satisfy much more demanding dynamic performance criteria than the design of dynamics only by the connection of a control system. A method for designing process dynamics based on the use of a linearised systems' eigenvalues has been developed. The eigenvalues are associated with system states using the unit perturbation spectral resolution (UPSR), characterising the dynamics of each state. The design method uses a homotopy approach to determine a final design which satisfies both steady-state and dynamic performance criteria. A highly interacting single stage forced circulation evaporator system, including control loops, was designed by this method with the goal of reducing the time taken for the liquid composition to reach steady-state. Initially the system was successfully redesigned to speed up the eigenvalue associated with the liquid composition state, but this did not result in an improved startup performance. Further analysis showed that the integral action of the composition controller was the source of the limiting eigenvalue. Design changes made to speed up this eigenvalue did result in an improved startup performance. The proposed approach provides a structured way to address the design-control interface, giving significant insight into the dynamic behaviour of the system such that a systematic design or redesign of an existing system can be undertaken with confidence.