Search results for: Linear Quadratic Model
8604 Orthogonal Functions Approach to LQG Control
Authors: B. M. Mohan, Sanjeeb Kumar Kar
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In this paper a unified approach via block-pulse functions (BPFs) or shifted Legendre polynomials (SLPs) is presented to solve the linear-quadratic-Gaussian (LQG) control problem. Also a recursive algorithm is proposed to solve the above problem via BPFs. By using the elegant operational properties of orthogonal functions (BPFs or SLPs) these computationally attractive algorithms are developed. To demonstrate the validity of the proposed approaches a numerical example is included.
Keywords: Linear quadratic Gaussian control, linear quadratic estimator, linear quadratic regulator, time-invariant systems, orthogonal functions, block-pulse functions, shifted legendre polynomials.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18608603 Optimal Control Strategies for Speed Control of Permanent-Magnet Synchronous Motor Drives
Authors: Roozbeh Molavi, Davood A. Khaburi
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The permanent magnet synchronous motor (PMSM) is very useful in many applications. Vector control of PMSM is popular kind of its control. In this paper, at first an optimal vector control for PMSM is designed and then results are compared with conventional vector control. Then, it is assumed that the measurements are noisy and linear quadratic Gaussian (LQG) methodology is used to filter the noises. The results of noisy optimal vector control and filtered optimal vector control are compared to each other. Nonlinearity of PMSM and existence of inverter in its control circuit caused that the system is nonlinear and time-variant. With deriving average model, the system is changed to nonlinear time-invariant and then the nonlinear system is converted to linear system by linearization of model around average values. This model is used to optimize vector control then two optimal vector controls are compared to each other. Simulation results show that the performance and robustness to noise of the control system has been highly improved.Keywords: Kalman filter, Linear quadratic Gaussian (LQG), Linear quadratic regulator (LQR), Permanent-Magnet synchronousmotor (PMSM).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30098602 Quadratic Irrationals, Quadratic Ideals and Indefinite Quadratic Forms II
Authors: Ahmet Tekcan, Arzu Özkoç
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Let D = 1 be a positive non-square integer and let δ = √D or 1+√D 2 be a real quadratic irrational with trace t =δ + δ and norm n = δδ. Let γ = P+δ Q be a quadratic irrational for positive integers P and Q. Given a quadratic irrational γ, there exist a quadratic ideal Iγ = [Q, δ + P] and an indefinite quadratic form Fγ(x, y) = Q(x−γy)(x−γy) of discriminant Δ = t 2−4n. In the first section, we give some preliminaries form binary quadratic forms, quadratic irrationals and quadratic ideals. In the second section, we obtain some results on γ, Iγ and Fγ for some specific values of Q and P.
Keywords: Quadratic irrationals, quadratic ideals, indefinite quadratic forms, extended modular group.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12518601 Ride Control of Passenger Cars with Semi-active Suspension System Using a Linear Quadratic Regulator and Hybrid Optimization Algorithm
Authors: Ali Fellah Jahromi, Wen Fang Xie, Rama B. Bhat
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A semi-active control strategy for suspension systems of passenger cars is presented employing Magnetorheological (MR) dampers. The vehicle is modeled with seven DOFs including the, roll pitch and bounce of car body, and the vertical motion of the four tires. In order to design an optimal controller based on the actuator constraints, a Linear-Quadratic Regulator (LQR) is designed. The design procedure of the LQR consists of selecting two weighting matrices to minimize the energy of the control system. This paper presents a hybrid optimization procedure which is a combination of gradient-based and evolutionary algorithms to choose the weighting matrices with regards to the actuator constraint. The optimization algorithm is defined based on maximum comfort and actuator constraints. It is noted that utilizing the present control algorithm may significantly reduce the vibration response of the passenger car, thus, providing a comfortable ride.Keywords: Full car model, Linear Quadratic Regulator, Sequential Quadratic Programming, Genetic Algorithm
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29418600 LQG Flight Control of VTAV for Enhanced Situational Awareness
Authors: Igor Astrov, Mikhail Pikkov, Rein Paluoja
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This paper focuses on a critical component of the situational awareness (SA), the control of autonomous vertical flight for vectored thrust aerial vehicle (VTAV). With the SA strategy, we proposed a linear-quadratic-Gaussian (LQG) flight control procedure for an unmanned helicopter model with vectored thrust configuration. This LQG control for chosen model of VTAV has been verified by simulation of take-off and landing maneuvers using software package Simulink and demonstrated good performance for fast flight stabilization of model, consequently, fast SA with economy in energy can be asserted during search-and-rescue operations.
Keywords: Linear-Quadratic-Gaussian (LQG) controller, situational awareness, vectored thrust aerial vehicle.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18338599 Active Linear Quadratic Gaussian Secondary Suspension Control of Flexible Bodied Railway Vehicle
Authors: Kaushalendra K. Khadanga, Lee Hee Hyol
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Passenger comfort has been paramount in the design of suspension systems of high speed cars. To analyze the effect of vibration on vehicle ride quality, a vertical model of a six degree of freedom railway passenger vehicle, with front and rear suspension, is built. It includes car body flexible effects and vertical rigid modes. A second order linear shaping filter is constructed to model Gaussian white noise into random rail excitation. The temporal correlation between the front and rear wheels is given by a second order Pade approximation. The complete track and the vehicle model are then designed. An active secondary suspension system based on a Linear Quadratic Gaussian (LQG) optimal control method is designed. The results show that the LQG control method reduces the vertical acceleration, pitching acceleration and vertical bending vibration of the car body as compared to the passive system.
Keywords: Active suspension, bending vibration, railway vehicle, vibration control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7198598 Optimal Linear Quadratic Digital Tracker for the Discrete-Time Proper System with an Unknown Disturbance
Authors: Jason Sheng-Hong Tsai, Faezeh Ebrahimzadeh, Min-Ching Chung, Shu-Mei Guo, Leang-San Shieh, Tzong-Jiy Tsai, Li Wang
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In this paper, we first construct a new state and disturbance estimator using discrete-time proportional plus integral observer to estimate the system state and the unknown external disturbance for the discrete-time system with an input-to-output direct-feedthrough term. Then, the generalized optimal linear quadratic digital tracker design is applied to construct a proportional plus integral observer-based tracker for the system with an unknown external disturbance to have a desired tracking performance. Finally, a numerical simulation is given to demonstrate the effectiveness of the new application of our proposed approach.
Keywords: Optimal linear quadratic tracker, proportional plus integral observer, state estimator, disturbance estimator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12938597 A Dual Method for Solving General Convex Quadratic Programs
Authors: Belkacem Brahmi, Mohand Ouamer Bibi
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In this paper, we present a new method for solving quadratic programming problems, not strictly convex. Constraints of the problem are linear equalities and inequalities, with bounded variables. The suggested method combines the active-set strategies and support methods. The algorithm of the method and numerical experiments are presented, while comparing our approach with the active set method on randomly generated problems.
Keywords: Convex quadratic programming, dual support methods, active set methods.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18958596 Stochastic Estimation of Cavity Flowfield
Authors: Yin Yin Pey, Leok Poh Chua, Wei Long Siauw
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Linear stochastic estimation and quadratic stochastic estimation techniques were applied to estimate the entire velocity flow-field of an open cavity with a length to depth ratio of 2. The estimations were done through the use of instantaneous velocity magnitude as estimators. These measurements were obtained by Particle Image Velocimetry. The predicted flow was compared against the original flow-field in terms of the Reynolds stresses and turbulent kinetic energy. Quadratic stochastic estimation proved to be more superior than linear stochastic estimation in resolving the shear layer flow. When the velocity fluctuations were scaled up in the quadratic estimate, both the time-averaged quantities and the instantaneous cavity flow can be predicted to a rather accurate extent.Keywords: Open cavity, Particle Image Velocimetry, Stochastic estimation, Turbulent kinetic energy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17158595 Lagrange and Multilevel Wavelet-Galerkin with Polynomial Time Basis for Heat Equation
Authors: Watcharakorn Thongchuay, Puntip Toghaw, Montri Maleewong
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The Wavelet-Galerkin finite element method for solving the one-dimensional heat equation is presented in this work. Two types of basis functions which are the Lagrange and multi-level wavelet bases are employed to derive the full form of matrix system. We consider both linear and quadratic bases in the Galerkin method. Time derivative is approximated by polynomial time basis that provides easily extend the order of approximation in time space. Our numerical results show that the rate of convergences for the linear Lagrange and the linear wavelet bases are the same and in order 2 while the rate of convergences for the quadratic Lagrange and the quadratic wavelet bases are approximately in order 4. It also reveals that the wavelet basis provides an easy treatment to improve numerical resolutions that can be done by increasing just its desired levels in the multilevel construction process.Keywords: Galerkin finite element method, Heat equation , Lagrange basis function, Wavelet basis function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17298594 State Feedback Controller Design via Takagi- Sugeno Fuzzy Model: LMI Approach
Authors: F. Khaber, K. Zehar, A. Hamzaoui
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In this paper, we introduce a robust state feedback controller design using Linear Matrix Inequalities (LMIs) and guaranteed cost approach for Takagi-Sugeno fuzzy systems. The purpose on this work is to establish a systematic method to design controllers for a class of uncertain linear and non linear systems. Our approach utilizes a certain type of fuzzy systems that are based on Takagi-Sugeno (T-S) fuzzy models to approximate nonlinear systems. We use a robust control methodology to design controllers. This method not only guarantees stability, but also minimizes an upper bound on a linear quadratic performance measure. A simulation example is presented to show the effectiveness of this method.
Keywords: Takagi-Sugeno fuzzy model, state feedback, linear matrix inequalities, robust stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25018593 Self-Tuning Power System Stabilizer Based on Recursive Least Square Identification and Linear Quadratic Regulator
Authors: J. Ritonja
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Available commercial applications of power system stabilizers assure optimal damping of synchronous generator’s oscillations only in a small part of operating range. Parameters of the power system stabilizer are usually tuned for the selected operating point. Extensive variations of the synchronous generator’s operation result in changed dynamic characteristics. This is the reason that the power system stabilizer tuned for the nominal operating point does not satisfy preferred damping in the overall operation area. The small-signal stability and the transient stability of the synchronous generators have represented an attractive problem for testing different concepts of the modern control theory. Of all the methods, the adaptive control has proved to be the most suitable for the design of the power system stabilizers. The adaptive control has been used in order to assure the optimal damping through the entire synchronous generator’s operating range. The use of the adaptive control is possible because the loading variations and consequently the variations of the synchronous generator’s dynamic characteristics are, in most cases, essentially slower than the adaptation mechanism. The paper shows the development and the application of the self-tuning power system stabilizer based on recursive least square identification method and linear quadratic regulator. Identification method is used to calculate the parameters of the Heffron-Phillips model of the synchronous generator. On the basis of the calculated parameters of the synchronous generator’s mathematical model, the synthesis of the linear quadratic regulator is carried-out. The identification and the synthesis are implemented on-line. In this way, the self-tuning power system stabilizer adapts to the different operating conditions. A purpose of this paper is to contribute to development of the more effective power system stabilizers, which would replace currently used linear stabilizers. The presented self-tuning power system stabilizer makes the tuning of the controller parameters easier and assures damping improvement in the complete operating range. The results of simulations and experiments show essential improvement of the synchronous generator’s damping and power system stability.
Keywords: Adaptive control, linear quadratic regulator, power system stabilizer, recursive least square identification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11238592 Order Penetration Point Location using Fuzzy Quadratic Programming
Authors: Hamed Rafiei, Masoud Rabbani
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This paper addresses one of the most important issues have been considered in hybrid MTS/MTO production environments. To cope with the problem, a mathematical programming model is applied from a tactical point of view. The model is converted to a fuzzy goal programming model, because a degree of uncertainty is involved in hybrid MTS/MTO context. Finally, application of the proposed model in an industrial center is reported and the results prove the validity of the model.Keywords: Fuzzy sets theory, Hybrid MTS/MTO, Order penetration point, Quadratic programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16018591 A Deterministic Dynamic Programming Approach for Optimization Problem with Quadratic Objective Function and Linear Constraints
Authors: S. Kavitha, Nirmala P. Ratchagar
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This paper presents the novel deterministic dynamic programming approach for solving optimization problem with quadratic objective function with linear equality and inequality constraints. The proposed method employs backward recursion in which computations proceeds from last stage to first stage in a multi-stage decision problem. A generalized recursive equation which gives the exact solution of an optimization problem is derived in this paper. The method is purely analytical and avoids the usage of initial solution. The feasibility of the proposed method is demonstrated with a practical example. The numerical results show that the proposed method provides global optimum solution with negligible computation time.
Keywords: Backward recursion, Dynamic programming, Multi-stage decision problem, Quadratic objective function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 35888590 A Genetic Algorithm Approach for Solving Fuzzy Linear and Quadratic Equations
Authors: M. Hadi Mashinchi, M. Reza Mashinchi, Siti Mariyam H. J. Shamsuddin
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In this paper a genetic algorithms approach for solving the linear and quadratic fuzzy equations Ãx̃=B̃ and Ãx̃2 + B̃x̃=C̃ , where Ã, B̃, C̃ and x̃ are fuzzy numbers is proposed by genetic algorithms. Our genetic based method initially starts with a set of random fuzzy solutions. Then in each generation of genetic algorithms, the solution candidates converge more to better fuzzy solution x̃b . In this proposed method the final reached x̃b is not only restricted to fuzzy triangular and it can be fuzzy number.
Keywords: Fuzzy coefficient, fuzzy equation, genetic algorithms.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21908589 A Comparison of the Sum of Squares in Linear and Partial Linear Regression Models
Authors: Dursun Aydın
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In this paper, estimation of the linear regression model is made by ordinary least squares method and the partially linear regression model is estimated by penalized least squares method using smoothing spline. Then, it is investigated that differences and similarity in the sum of squares related for linear regression and partial linear regression models (semi-parametric regression models). It is denoted that the sum of squares in linear regression is reduced to sum of squares in partial linear regression models. Furthermore, we indicated that various sums of squares in the linear regression are similar to different deviance statements in partial linear regression. In addition to, coefficient of the determination derived in linear regression model is easily generalized to coefficient of the determination of the partial linear regression model. For this aim, it is made two different applications. A simulated and a real data set are considered to prove the claim mentioned here. In this way, this study is supported with a simulation and a real data example.Keywords: Partial Linear Regression Model, Linear RegressionModel, Residuals, Deviance, Smoothing Spline.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18738588 Novel Sinusoidal Pulse Width Modulation with Least Correlated Noise
Authors: Shiang-Hwua Yu, Han-Sheng Tseng
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This paper presents a novel sinusoidal modulation scheme that features least correlated noise and high linearity. The modulation circuit, which is composed of a quantizer, a resonator, and a comparator, is capable of eliminating correlated modulation noise while doing modulation. The proposed modulation scheme combined with the linear quadratic optimal control is applied to a single-phase voltage source inverter and validated with the experiment results. The experiments show that the inverter supplies stable 60Hz 110V AC power with a total harmonic distortion of less than 1%, under the DC input variation from 190 V to 300 V and the output power variation from 0 to 600 W.Keywords: Pulse width modulation, feedback dithering, linear quadratic control, inverter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19978587 Linear Quadratic Gaussian/Loop Transfer Recover Control Flight Control on a Nonlinear Model
Authors: T. Sanches, K. Bousson
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As part of the development of a 4D autopilot system for unmanned aerial vehicles (UAVs), i.e. a time-dependent robust trajectory generation and control algorithm, this work addresses the problem of optimal path control based on the flight sensors data output that may be unreliable due to noise on data acquisition and/or transmission under certain circumstances. Although several filtering methods, such as the Kalman-Bucy filter or the Linear Quadratic Gaussian/Loop Transfer Recover Control (LQG/LTR), are available, the utter complexity of the control system, together with the robustness and reliability required of such a system on a UAV for airworthiness certifiable autonomous flight, required the development of a proper robust filter for a nonlinear system, as a way of further mitigate errors propagation to the control system and improve its ,performance. As such, a nonlinear algorithm based upon the LQG/LTR, is validated through computational simulation testing, is proposed on this paper.
Keywords: Autonomous flight, LQG/LTR, nonlinear state estimator, robust flight control and stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6958586 Development of Admire Longitudinal Quasi-Linear Model by using State Transformation Approach
Authors: Jianqiao. Yu, Jianbo. Wang, Xinzhen. He
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This paper presents a longitudinal quasi-linear model for the ADMIRE model. The ADMIRE model is a nonlinear model of aircraft flying in the condition of high angle of attack. So it can-t be considered to be a linear system approximately. In this paper, for getting the longitudinal quasi-linear model of the ADMIRE, a state transformation based on differentiable functions of the nonscheduling states and control inputs is performed, with the goal of removing any nonlinear terms not dependent on the scheduling parameter. Since it needn-t linear approximation and can obtain the exact transformations of the nonlinear states, the above-mentioned approach is thought to be appropriate to establish the mathematical model of ADMIRE. To verify this conclusion, simulation experiments are done. And the result shows that this quasi-linear model is accurate enough.
Keywords: quasi-linear model, simulation, state transformation approach, the ADMIRE model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15078585 Optimal Tuning of Linear Quadratic Regulator Controller Using a Particle Swarm Optimization for Two-Rotor Aerodynamical System
Authors: Ayad Al-Mahturi, Herman Wahid
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This paper presents an optimal state feedback controller based on Linear Quadratic Regulator (LQR) for a two-rotor aero-dynamical system (TRAS). TRAS is a highly nonlinear multi-input multi-output (MIMO) system with two degrees of freedom and cross coupling. There are two parameters that define the behavior of LQR controller: state weighting matrix and control weighting matrix. The two parameters influence the performance of LQR. Particle Swarm Optimization (PSO) is proposed to optimally tune weighting matrices of LQR. The major concern of using LQR controller is to stabilize the TRAS by making the beam move quickly and accurately for tracking a trajectory or to reach a desired altitude. The simulation results were carried out in MATLAB/Simulink. The system is decoupled into two single-input single-output (SISO) systems. Comparing the performance of the optimized proportional, integral and derivative (PID) controller provided by INTECO, results depict that LQR controller gives a better performance in terms of both transient and steady state responses when PSO is performed.Keywords: Linear quadratic regulator, LQR controller, optimal control, particle swarm optimization, PSO, two-rotor aero-dynamical system, TRAS.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21398584 A Hybrid Model of ARIMA and Multiple Polynomial Regression for Uncertainties Modeling of a Serial Production Line
Authors: Amir Azizi, Amir Yazid b. Ali, Loh Wei Ping, Mohsen Mohammadzadeh
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Uncertainties of a serial production line affect on the production throughput. The uncertainties cannot be prevented in a real production line. However the uncertain conditions can be controlled by a robust prediction model. Thus, a hybrid model including autoregressive integrated moving average (ARIMA) and multiple polynomial regression, is proposed to model the nonlinear relationship of production uncertainties with throughput. The uncertainties under consideration of this study are demand, breaktime, scrap, and lead-time. The nonlinear relationship of production uncertainties with throughput are examined in the form of quadratic and cubic regression models, where the adjusted R-squared for quadratic and cubic regressions was 98.3% and 98.2%. We optimized the multiple quadratic regression (MQR) by considering the time series trend of the uncertainties using ARIMA model. Finally the hybrid model of ARIMA and MQR is formulated by better adjusted R-squared, which is 98.9%.Keywords: ARIMA, multiple polynomial regression, production throughput, uncertainties
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21998583 Positive Definite Quadratic Forms, Elliptic Curves and Cubic Congruences
Authors: Ahmet Tekcan
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Let F(x, y) = ax2 + bxy + cy2 be a positive definite binary quadratic form with discriminant Δ whose base points lie on the line x = -1/m for an integer m ≥ 2, let p be a prime number and let Fp be a finite field. Let EF : y2 = ax3 + bx2 + cx be an elliptic curve over Fp and let CF : ax3 + bx2 + cx ≡ 0(mod p) be the cubic congruence corresponding to F. In this work we consider some properties of positive definite quadratic forms, elliptic curves and cubic congruences.Keywords: Binary quadratic form, elliptic curves, cubic congruence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15288582 Robust Quadratic Stabilization of Uncertain Impulsive Switched Systems
Authors: Xiu Liu, Shouming Zhong, Xiuyong Ding
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This paper focuses on the quadratic stabilization problem for a class of uncertain impulsive switched systems. The uncertainty is assumed to be norm-bounded and enters both the state and the input matrices. Based on the Lyapunov methods, some results on robust stabilization and quadratic stabilization for the impulsive switched system are obtained. A stabilizing state feedback control law realizing the robust stabilization of the closed-loop system is constructed.
Keywords: Impulsive systems, switched systems, quadratic stabilization, robust stabilization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15378581 Fuzzy Control of Macroeconomic Models
Authors: Andre A. Keller
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The optimal control is one of the possible controllers for a dynamic system, having a linear quadratic regulator and using the Pontryagin-s principle or the dynamic programming method . Stochastic disturbances may affect the coefficients (multiplicative disturbances) or the equations (additive disturbances), provided that the shocks are not too great . Nevertheless, this approach encounters difficulties when uncertainties are very important or when the probability calculus is of no help with very imprecise data. The fuzzy logic contributes to a pragmatic solution of such a problem since it operates on fuzzy numbers. A fuzzy controller acts as an artificial decision maker that operates in a closed-loop system in real time. This contribution seeks to explore the tracking problem and control of dynamic macroeconomic models using a fuzzy learning algorithm. A two inputs - single output (TISO) fuzzy model is applied to the linear fluctuation model of Phillips and to the nonlinear growth model of Goodwin.Keywords: fuzzy control, macroeconomic model, multiplier - accelerator, nonlinear accelerator, stabilization policy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19948580 Performance Analysis of MATLAB Solvers in the Case of a Quadratic Programming Generation Scheduling Optimization Problem
Authors: Dávid Csercsik, Péter Kádár
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In the case of the proposed method, the problem is parallelized by considering multiple possible mode of operation profiles, which determine the range in which the generators operate in each period. For each of these profiles, the optimization is carried out independently, and the best resulting dispatch is chosen. For each such profile, the resulting problem is a quadratic programming (QP) problem with a potentially negative definite Q quadratic term, and constraints depending on the actual operation profile. In this paper we analyze the performance of available MATLAB optimization methods and solvers for the corresponding QP.Keywords: Economic dispatch, optimization, quadratic programming, MATLAB.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9498579 The Impact of Transaction Costs on Rebalancing an Investment Portfolio in Portfolio Optimization
Authors: B. Marasović, S. Pivac, S. V. Vukasović
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Constructing a portfolio of investments is one of the most significant financial decisions facing individuals and institutions. In accordance with the modern portfolio theory maximization of return at minimal risk should be the investment goal of any successful investor. In addition, the costs incurred when setting up a new portfolio or rebalancing an existing portfolio must be included in any realistic analysis. In this paper rebalancing an investment portfolio in the presence of transaction costs on the Croatian capital market is analyzed. The model applied in the paper is an extension of the standard portfolio mean-variance optimization model in which transaction costs are incurred to rebalance an investment portfolio. This model allows different costs for different securities, and different costs for buying and selling. In order to find efficient portfolio, using this model, first, the solution of quadratic programming problem of similar size to the Markowitz model, and then the solution of a linear programming problem have to be found. Furthermore, in the paper the impact of transaction costs on the efficient frontier is investigated. Moreover, it is shown that global minimum variance portfolio on the efficient frontier always has the same level of the risk regardless of the amount of transaction costs. Although efficient frontier position depends of both transaction costs amount and initial portfolio it can be concluded that extreme right portfolio on the efficient frontier always contains only one stock with the highest expected return and the highest risk.
Keywords: Croatian capital market, Fractional quadratic programming, Markowitz model, Portfolio optimization, Transaction costs.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29478578 A Non-Linear Eddy Viscosity Model for Turbulent Natural Convection in Geophysical Flows
Authors: J. P. Panda, K. Sasmal, H. V. Warrior
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Eddy viscosity models in turbulence modeling can be mainly classified as linear and nonlinear models. Linear formulations are simple and require less computational resources but have the disadvantage that they cannot predict actual flow pattern in complex geophysical flows where streamline curvature and swirling motion are predominant. A constitutive equation of Reynolds stress anisotropy is adopted for the formulation of eddy viscosity including all the possible higher order terms quadratic in the mean velocity gradients, and a simplified model is developed for actual oceanic flows where only the vertical velocity gradients are important. The new model is incorporated into the one dimensional General Ocean Turbulence Model (GOTM). Two realistic oceanic test cases (OWS Papa and FLEX' 76) have been investigated. The new model predictions match well with the observational data and are better in comparison to the predictions of the two equation k-epsilon model. The proposed model can be easily incorporated in the three dimensional Princeton Ocean Model (POM) to simulate a wide range of oceanic processes. Practically, this model can be implemented in the coastal regions where trasverse shear induces higher vorticity, and for prediction of flow in estuaries and lakes, where depth is comparatively less. The model predictions of marine turbulence and other related data (e.g. Sea surface temperature, Surface heat flux and vertical temperature profile) can be utilized in short term ocean and climate forecasting and warning systems.Keywords: Eddy viscosity, turbulence modeling, GOTM, CFD.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9558577 Statistical Optimization of the Enzymatic Saccharification of the Oil Palm Empty Fruit Bunches
Authors: Rashid S. S., Alam M. Z.
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A statistical optimization of the saccharification process of EFB was studied. The statistical analysis was done by applying faced centered central composite design (FCCCD) under response surface methodology (RSM). In this investigation, EFB dose, enzyme dose and saccharification period was examined, and the maximum 53.45% (w/w) yield of reducing sugar was found with 4% (w/v) of EFB, 10% (v/v) of enzyme after 120 hours of incubation. It can be calculated that the conversion rate of cellulose content of the substrate is more than 75% (w/w) which can be considered as a remarkable achievement. All the variables, linear, quadratic and interaction coefficient, were found to be highly significant, other than two coefficients, one quadratic and another interaction coefficient. The coefficient of determination (R2) is 0.9898 that confirms a satisfactory data and indicated that approximately 98.98% of the variability in the dependent variable, saccharification of EFB, could be explained by this model.Keywords: Face centered central composite design (FCCCD), Liquid state bioconversion (LSB), Palm oil mill effluent, Trichoderma reesei RUT C-30.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22518576 Evaluation Performance of PID, LQR, Pole Placement Controllers for Heat Exchanger
Authors: Mohamed Essahafi, Mustapha Ait Lafkih
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In industrial environments, the heat exchanger is a necessary component to any strategy of energy conversion. Much of thermal energy used in industrial processes passes at least one times by a heat exchanger, and methods systems recovering thermal energy. This survey paper tries to presents in a systemic way an sample control of a heat exchanger by comparison between three controllers LQR (linear quadratic regulator), PID (proportional, integrator and derivate) and Pole Placement. All of these controllers are used mainly in industrial sectors (chemicals, petrochemicals, steel, food processing, energy production, etc…) of transportation (automotive, aeronautics), but also in the residential sector and tertiary (heating, air conditioning, etc...) The choice of a heat exchanger, for a given application depends on many parameters: field temperature and pressure of fluids, and physical properties of aggressive fluids, maintenance and space. It is clear that the fact of having an exchanger appropriate, well-sized, well made and well used allows gain efficiency and energy processes.
Keywords: LQR linear-quadratic regulator, PID control, Pole Placement, Heat exchanger.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 43958575 Solving the Quadratic Assignment Problems by a Genetic Algorithm with a New Replacement Strategy
Authors: Yongzhong Wu, Ping Ji
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This paper proposes a genetic algorithm based on a new replacement strategy to solve the quadratic assignment problems, which are NP-hard. The new replacement strategy aims to improve the performance of the genetic algorithm through well balancing the convergence of the searching process and the diversity of the population. In order to test the performance of the algorithm, the instances in QAPLIB, a quadratic assignment problem library, are tried and the results are compared with those reported in the literature. The performance of the genetic algorithm is promising. The significance is that this genetic algorithm is generic. It does not rely on problem-specific genetic operators, and may be easily applied to various types of combinatorial problems.Keywords: Quadratic assignment problem, Genetic algorithm, Replacement strategy, QAPLIB.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2749