Search results for: nonlinear model predictive control

Authors: V.V. Lyahov, V.M. Neshchadim

Abstract:

The structural stability of the model of a nonelectroneutral current sheath is investigated. The stationary model of a current sheath represents the system of four connected nonlinear differential first-order equations and thus they should manifest structural instability property, i.e. sensitivity to the infinitesimal changes of parameters and starting conditions. Domains of existence of the solutions of current sheath type are found. Those solutions of the current sheath type are realized only in some regions of sevendimensional space of parameters of the problem. The phase volume of those regions is small in comparison with the whole phase volume of the definition range of those parameters. It is shown that the offered model of a nonelectroneutral current sheath is applicable for theoretical interpretation of the bifurcational current sheaths observed in the magnetosphere.

Keywords: Distribution function, electromagnetic field, magnetoactive plasma, nonelectroneutral current sheath, structural instability, bifurcational current sheath.

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Authors: Truong Nguyen Luan Vu, Moonyong Lee

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The interactions between input/output variables are a very common phenomenon encountered in the design of multi-loop controllers for interacting multivariable processes, which can be a serious obstacle for achieving a good overall performance of multiloop control system. To overcome this impediment, the decomposed dynamic interaction analysis is proposed by decomposing the multiloop control system into a set of n independent SISO systems with the corresponding effective open-loop transfer function (EOTF) within the dynamic interactions embedded explicitly. For each EOTF, the reduced model is independently formulated by using the proposed reduction design strategy, and then the paired multi-loop proportional-integral-derivative (PID) controller is derived quite simply and straightforwardly by using internal model control (IMC) theory. This design method can easily be implemented for various industrial processes because of its effectiveness. Several case studies are considered to demonstrate the superior of the proposed method.

Keywords: Multi-loop PID controller, internal model control(IMC), effective open-loop transfer function (EOTF)

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Authors: Ibrahim Abu-Alshaikh

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In this study, a new root-finding method for solving nonlinear equations is proposed. This method requires two starting values that do not necessarily bracketing a root. However, when the starting values are selected to be close to a root, the proposed method converges to the root quicker than the secant method. Another advantage over all iterative methods is that; the proposed method usually converges to two distinct roots when the given function has more than one root, that is, the odd iterations of this new technique converge to a root and the even iterations converge to another root. Some numerical examples, including a sine-polynomial equation, are solved by using the proposed method and compared with results obtained by the secant method; perfect agreements are found.

Keywords: Iterative method, root-finding method, sine-polynomial equations, nonlinear equations.

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Authors: Şakir Görmüş, Ali Kabasakal

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The main purpose of this study is to provide a detailed statistical overview of the time and regional distribution, relative timing occurrence of economic crises and government changes in 51 economies over the 1990–2007 periods. At the same time, the predictive power of the economic crises on set government changes will be examined using “signal approach". The result showed that the percentage of government changes is highest in transition economies (86 percent of observations) and lowest in Latin American economies (39 percent of observations). The percentages of government changes are same in both developed and developing countries (43 percent of observations). However, average crises per year (frequency of crises) are higher (lower) in developing (developed) countries than developed (developing) countries. Also, the predictive power of economic crises about the onset of a government change is highest in Transition economies (81 percent) and lowest in Latin American countries (30 percent). The predictive power of economic crises in developing countries (43 percent) is lower than developed countries (55 percent).

Keywords: Economic crises, Government Changes, PoliticalEconomy, Signal Approach.

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Authors: Manoj Kumar, A.K. Verma, A. Srividya

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Time varying network induced delays in networked control systems (NCS) are known for degrading control system-s quality of performance (QoP) and causing stability problems. In literature, a control method employing modeling of communication delays as probability distribution, proves to be a better method. This paper focuses on modeling of network induced delays as probability distribution. CAN and MIL-STD-1553B are extensively used to carry periodic control and monitoring data in networked control systems. In literature, methods to estimate only the worst-case delays for these networks are available. In this paper probabilistic network delay model for CAN and MIL-STD-1553B networks are given. A systematic method to estimate values to model parameters from network parameters is given. A method to predict network delay in next cycle based on the present network delay is presented. Effect of active network redundancy and redundancy at node level on network delay and system response-time is also analyzed.

Keywords: NCS (networked control system), delay analysis, response-time distribution, worst-case delay, CAN, MIL-STD-1553B, redundancy

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Authors: J. P. P. Andrade, V. A. F. Campos

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This work presents an application of Linear Matrix Inequalities (LMI) for the robust control of an F-16 aircraft through an algorithm ensuring the damping factor to the closed loop system. The results show that the zero and gain settings are sufficient to ensure robust performance and stability with respect to various operating points. The technique used is the pole placement, which aims to put the system in closed loop poles in a specific region of the complex plane. Test results using a dynamic model of the F-16 aircraft are presented and discussed.

Keywords: F-16 Aircraft, linear matrix inequalities, pole placement, robust control.

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Authors: Woo-Young Jung, Minho Kwon

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Seismic design criteria based on performance of structures have recently been adopted by practicing engineers in response to destructive earthquakes. A simple but efficient structural-analysis tool capable of predicting both the strength and ductility is needed to analyze reinforced concrete (RC) structures under such event. A three-dimensional lattice model is developed in this study to analyze torsions in high-strength RC members. Optimization techniques for determining optimal variables in each lattice model are introduced. Pure torsion tests of RC members are performed to validate the proposed model. Correlation studies between the numerical and experimental results confirm that the proposed model is well capable of representing salient features of the experimental results.

Keywords: Torsion, non-linear analysis, three-dimensional lattice, high-strength concrete.

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Authors: Karandeep Singh, Baibing Li

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Traffic density, an indicator of traffic conditions, is one of the most critical characteristics to Intelligent Transport Systems (ITS). This paper investigates recursive traffic density estimation using the information provided from inductive loop detectors. On the basis of the phenomenological relationship between speed and density, the existing studies incorporate a state space model and update the density estimate using vehicular speed observations via the extended Kalman filter, where an approximation is made because of the linearization of the nonlinear observation equation. In practice, this may lead to substantial estimation errors. This paper incorporates a suitable transformation to deal with the nonlinear observation equation so that the approximation is avoided when using Kalman filter to estimate the traffic density. A numerical study is conducted. It is shown that the developed method outperforms the existing methods for traffic density estimation.

Keywords: Density estimation, Kalman filter, speed-densityrelationship, Traffic surveillance.

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Authors: Kréhi Serge Agbli, Samuel Portebos, Michaël Salomon

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Here a methodology is considered aiming at evaluating the economic benefit of the provision of a primary frequency control unit using a Battery Energy Storage System (BESS). In this methodology, two control types (basic and hysteresis) are implemented and the corresponding minimum energy storage system power allowing to maintain the frequency drop inside a given threshold under a given contingency is identified and compared using DigSilent’s PowerFactory software. Following this step, the corresponding energy storage capacity (in MWh) is calculated. As PowerFactory is dedicated to dynamic simulation for transient analysis, a first order model related to the IEEE 9 bus grid used for the analysis under PowerFactory is characterized and implemented on MATLAB-Simulink. Primary frequency control is simulated using the two control types over one-month grid's frequency deviation data on this Simulink model. This simulation results in the energy throughput both basic and hysteresis BESSs. It emerges that the 15 minutes operation band of the battery capacity allocated to frequency control is sufficient under the considered disturbances. A sensitivity analysis on the width of the control deadband is then performed for the two control types. The deadband width variation leads to an identical sizing with the hysteresis control showing a better frequency control at the cost of a higher delivered throughput compared to the basic control. An economic analysis comparing the cost of the sized BESS to the potential revenues is then performed.

Keywords: Battery Energy Storage System, electrical network frequency stability, frequency control unit, PowerFactory.

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Authors: Ei Ei Moe, Zaw Min Aung, Kyawt Khin

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This paper puts forward one kind of air-fuel ratio control method with PI controller. With the help of MATLAB/SIMULINK software, the mathematical model of air-fuel ratio control system for distributorless CNG engine is constructed. The objective is to maintain cylinder-to-cylinder air-fuel ratio at a prescribed set point, determined primarily by the state of the Three- Way-Catalyst (TWC), so that the pollutants in the exhaust are removed with the highest efficiency. The concurrent control of airfuel under transient conditions could be implemented by Proportional and Integral (PI) controller. The simulation result indicates that the control methods can easily eliminate the air/fuel maldistribution and maintain the air/fuel ratio at the stochiometry within minimum engine events.

Keywords: Distributorless CNG Engine, Mathematical Modelof Air-fuel control, MATLAB/SIMULINK, PI controller

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Authors: T. Yamaguchi, Y. Fujii, A. Takita, T. Kanai

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To compute dynamic characteristics of nonlinear viscoelastic springs with elastic structures having huge degree-of-freedom, Yamaguchi proposed a new fast numerical method using finite element method [1]-[2]. In this method, restoring forces of the springs are expressed using power series of their elongation. In the expression, nonlinear hysteresis damping is introduced. In this expression, nonlinear complex spring constants are introduced. Finite element for the nonlinear spring having complex coefficients is expressed and is connected to the elastic structures modeled by linear solid finite element. Further, to save computational time, the discrete equations in physical coordinate are transformed into the nonlinear ordinary coupled equations using normal coordinate corresponding to linear natural modes. In this report, the proposed method is applied to simulation for impact responses of a viscoelastic shock absorber with an elastic structure (an S-shaped structure) by colliding with a concentrated mass. The concentrated mass has initial velocities and collides with the shock absorber. Accelerations of the elastic structure and the concentrated mass are measured using Levitation Mass Method proposed by Fujii [3]. The calculated accelerations from the proposed FEM, corresponds to the experimental ones. Moreover, using this method, we also investigate dynamic errors of the S-shaped force transducer due to elastic mode in the S-shaped structure.

Keywords: Transient response, Finite Element analysis, Numerical analysis, Viscoelastic shock absorber, Force transducer.

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Authors: Gints Jekabsons

Abstract:

The approach of subset selection in polynomial regression model building assumes that the chosen fixed full set of predefined basis functions contains a subset that is sufficient to describe the target relation sufficiently well. However, in most cases the necessary set of basis functions is not known and needs to be guessed – a potentially non-trivial (and long) trial and error process. In our research we consider a potentially more efficient approach – Adaptive Basis Function Construction (ABFC). It lets the model building method itself construct the basis functions necessary for creating a model of arbitrary complexity with adequate predictive performance. However, there are two issues that to some extent plague the methods of both the subset selection and the ABFC, especially when working with relatively small data samples: the selection bias and the selection instability. We try to correct these issues by model post-evaluation using Cross-Validation and model ensembling. To evaluate the proposed method, we empirically compare it to ABFC methods without ensembling, to a widely used method of subset selection, as well as to some other well-known regression modeling methods, using publicly available data sets.

Keywords: Basis function construction, heuristic search, modelensembles, polynomial regression.

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Authors: J.Zouhair, D.Ellison

Abstract:

This paper includes a review of three physics simulation packages that can be used to provide researchers with a virtual ground for modeling, implementing and simulating complex models, as well as testing their control methods with less cost and time of development. The inverted pendulum model was used as a test bed for comparing ODE, DANCE and Webots, while Linear State Feedback was used to control its behavior. The packages were compared with respect to model creation, solving systems of differential equation, data storage, setting system variables, control the experiment and ease of use. The purpose of this paper is to give an overview about our experience with these environments and to demonstrate some of the benefits and drawbacks involved in practice for each package.

Keywords: DANCE, Inverted Pendulum, ODE, Simulation Packages, Webots.

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Authors: Shyam S.N. Perera

Abstract:

An optimal control problem for a mathematical model of efficiency of antiviral therapy in hepatitis B virus infections is considered. The aim of the study is to control the new viral production, block the new infection cells and maintain the number of uninfected cells in the given range. The optimal controls represent the efficiency of antiviral therapy in inhibiting viral production and preventing new infections. Defining the cost functional, the optimal control problem is converted into the constrained optimization problem and the first order optimality system is derived. For the numerical simulation, we propose the steepest descent algorithm based on the adjoint variable method. A computer program in MATLAB is developed for the numerical simulations.

Keywords: Virus infection model, Optimal control, Adjoint system, Steepest descent

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Authors: M. M. M. Salem, Ayman A. Aly

Abstract:

An active suspension system has been proposed to improve the ride comfort. A quarter-car 2 degree-of-freedom (DOF) system is designed and constructed on the basis of the concept of a four-wheel independent suspension to simulate the actions of an active vehicle suspension system. The purpose of a suspension system is to support the vehicle body and increase ride comfort. The aim of the work described in the paper was to illustrate the application of fuzzy logic technique to the control of a continuously damping automotive suspension system. The ride comfort is improved by means of the reduction of the body acceleration caused by the car body when road disturbances from smooth road and real road roughness. The paper describes also the model and controller used in the study and discusses the vehicle response results obtained from a range of road input simulations. In the conclusion, a comparison of active suspension fuzzy control and Proportional Integration derivative (PID) control is shown using MATLAB simulations.

Keywords: Fuzzy logic control, ride comfort, vehicle dynamics, active suspension system, quarter-car model.

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Authors: D. He, Y. Pang, G. Lodewijks

Abstract:

Belt conveyors play an important role in continuous dry bulk material transport, especially at the mining industry. Speed control is expected to reduce the energy consumption of belt conveyors. Transient operation is the operation of increasing or decreasing conveyor speed for speed control. According to literature review, current research rarely takes the conveyor dynamics in transient operation into account. However, in belt conveyor speed control, the conveyor dynamic behaviors are significantly important since the poor dynamics might result in risks. In this paper, the potential risks in transient operation will be analyzed. An existing finite element model will be applied to build a conveyor model, and simulations will be carried out to analyze the conveyor dynamics. In order to realize the soft speed regulation, Harrison’s sinusoid acceleration profile will be applied, and Lodewijks estimator will be built to approximate the required acceleration time. A long inclined belt conveyor will be studied with two major simulations. The conveyor dynamics will be given.

Keywords: Belt conveyor, speed control, transient operation, dynamics

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Authors: Andrés Carrión García, Aura López de Murillo, José Jabaloyes Vivas, Angela Grisales del Río

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Some quality control tools use non metric subjective information coming from experts, who qualify the intensity of relations existing inside processes, but without quantifying them. In this paper we have developed a quality control analytic tool, measuring the impact or strength of the relationship between process operations and product characteristics. The tool includes two models: a qualitative model, allowing relationships description and analysis; and a formal quantitative model, by means of which relationship quantification is achieved. In the first one, concepts from the Graphs Theory were applied to identify those process elements which can be sources of variation, that is, those quality characteristics or operations that have some sort of prelacy over the others and that should become control items. Also the most dependent elements can be identified, that is those elements receiving the effects of elements identified as variation sources. If controls are focused in those dependent elements, efficiency of control is compromised by the fact that we are controlling effects, not causes. The second model applied adapts the multivariate statistical technique of Covariance Structural Analysis. This approach allowed us to quantify the relationships. The computer package LISREL was used to obtain statistics and to validate the model.

Keywords: Characteristics matrix, covariance structure analysis, LISREL.

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Authors: Bakari M. M. Mwinyiwiwa, Mighanda J. Manyahi, Nicodemu Gregory, Alex L. Kyaruzi

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Microgrids are increasingly being considered to provide electricity for the expanding energy demand in the grid distribution network and grid isolated areas. However, the technical challenges associated with the operation and controls are immense. Management of dynamic power balances, power flow, and network voltage profiles imposes unique challenges in the context of microgrids. Stability of the microgrid during both grid-connected and islanded mode is considered as the major challenge during its operation. Traditional control methods have been employed are based on the assumption of linear loads. For instance the concept of PQ, voltage and frequency control through decoupled PQ are some of very useful when considering linear loads, but they fall short when considering nonlinear loads. The deficiency of traditional control methods of microgrid suggests that more research in the control of microgrids should be done. This research aims at introducing the dq technique concept into decoupled PQ for dynamic load demand control in inverter interfaced DG system operating as isolated LV microgrid. Decoupled PQ in exact mathematical formulation in dq frame is expected to accommodate all variations of the line parameters (resistance and inductance) and to relinquish forced relationship between the DG variables such as power, voltage and frequency in LV microgrids and allow for individual parameter control (frequency and line voltages). This concept is expected to address and achieve accurate control, improve microgrid stability and power quality at all load conditions.

Keywords: Decoupled PQ, microgrid, multisource, renewable energy, dq control.

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Authors: Dong Sang Yoo

Abstract:

The problem of finding control laws for underactuated systems has attracted growing attention since these systems are characterized by the fact that they have fewer actuators than the degrees of freedom to be controlled. The acrobot, which is a planar two-link robotic arm in the vertical plane with an actuator at the elbow but no actuator at the shoulder, is a representative in underactuated systems. In this paper, the dynamic model of the acrobot is implemented using Mathworks’ Simscape. And the sliding mode control is constructed using MATLAB and Simulink.

Keywords: Acrobot, MATLAB and Simulink, sliding mode control, underactuated systems.

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Authors: Ahmad Forouzantabar

Abstract:

this paper presents a novel neural network controller with composite adaptation low to improve the trajectory tracking problems of biped robots comparing with classical controller. The biped model has 5_link and 6 degrees of freedom and actuated by Plated Pneumatic Artificial Muscle, which have a very high power to weight ratio and it has large stoke compared to similar actuators. The proposed controller employ a stable neural network in to approximate unknown nonlinear functions in the robot dynamics, thereby overcoming some limitation of conventional controllers such as PD or adaptive controllers and guarantee good performance. This NN controller significantly improve the accuracy requirements by retraining the basic PD/PID loop, but adding an inner adaptive loop that allows the controller to learn unknown parameters such as friction coefficient, therefore improving tracking accuracy. Simulation results plus graphical simulation in virtual reality show that NN controller tracking performance is considerably better than PD controller tracking performance.

Keywords: Biped robot, Neural network, Plated Pneumatic Artificial Muscle, Composite adaptation

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Authors: Oday Al-Mamoori, J. Enrique Martinez-Rueda

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'C' shape yielding devices (C-devices) are effective tools for introducing supplemental sources of energy dissipation by hysteresis. Studies have shown that C-devices made of mild steel can be successfully applied as integral parts of seismic retrofitting schemes. However, explicit modelling of these devices can become cumbersome, expensive and time consuming. The device under study in this article has been previously used in non-invasive dissipative bracing for seismic retrofitting. The device is cut from a mild steel plate and has an overall shape that resembles that of a rectangular portal frame with circular interior corner transitions to avoid stress concentration and to control the extension of the dissipative region of the device. A number of inelastic finite element (FE) analyses using either inelastic 2D plane stress elements or inelastic fibre frame elements are reported and used to calibrate a 1D equivalent inelastic spring model that effectively reproduces the cyclic response of the device. The more elaborate FE model accounts for the frictional forces developed between the steel plate and the bolts used to connect the C-device to structural members. FE results also allow the visualization of the inelastic regions of the device where energy dissipation is expected to occur. FE analysis results are in a good agreement with experimental observations.

Keywords: C-device, equivalent nonlinear spring, FE analyses, reversed cyclic tests.

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Authors: Monika Chuchro

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This paper presents a preliminary attempt to apply classification of time series using meta-clusters in order to improve the quality of regression models. In this case, clustering was performed as a method to obtain subgroups of time series data with normal distribution from the inflow into wastewater treatment plant data, composed of several groups differing by mean value. Two simple algorithms, K-mean and EM, were chosen as a clustering method. The Rand index was used to measure the similarity. After simple meta-clustering, a regression model was performed for each subgroups. The final model was a sum of the subgroups models. The quality of the obtained model was compared with the regression model made using the same explanatory variables, but with no clustering of data. Results were compared using determination coefficient (R2), measure of prediction accuracy- mean absolute percentage error (MAPE) and comparison on a linear chart. Preliminary results allow us to foresee the potential of the presented technique.

Keywords: Clustering, Data analysis, Data mining, Predictive models.

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Authors: Dae-Hee Son, Soon-Ryul Nam

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The power system frequency falls when disturbance such as rapid increase of system load or loss of a generating unit occurs in power systems. Especially, increase in the number of renewable generating units has a bad influence on the power system because of loss of generating unit depending on the circumstance. Conventional technologies use frequency droop control battery output for the frequency regulation and balance between supply and demand. If power is supplied using the fast output characteristic of the battery, power system stability can be further more improved. To improve the power system stability, we propose battery output control using ROCOF (Rate of Change of Frequency) in this paper. The bigger the power difference between the supply and the demand, the bigger the ROCOF drops. Battery output is controlled proportionally to the magnitude of the ROCOF, allowing for faster response to power imbalances. To simulate the control method of battery output system, we develop the user defined model using PSS/E and confirm that power system stability is improved by comparing with frequency droop control.

Keywords: PSS/E user defined model, power deviation, frequency droop control, ROCOF, rate of change of frequency.

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Authors: Andrei A. Kolyshkin

Abstract:

In the present paper some recommendations for the use of software package “Mathematica" in a basic numerical analysis course are presented. The methods which are covered in the course include solution of systems of linear equations, nonlinear equations and systems of nonlinear equations, numerical integration, interpolation and solution of ordinary differential equations. A set of individual assignments developed for the course covering all the topics is discussed in detail.

Keywords: Numerical methods, "Mathematica", e-learning.

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Authors: Hossein Kabir, Mojtaba Sadeghi

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Finding the linear and nonlinear responses of a typical single-degree-of-freedom system (SDOF) is always being regarded as a time-consuming process. This study attempts to provide modifications in the renowned Newmark method in order to make it more time efficient than it used to be and make it more accurate by modifying the system in its own non-linear state. The efficacy of the presented method is demonstrated by assigning three base excitations such as Tabas 1978, El Centro 1940, and MEXICO CITY/SCT 1985 earthquakes to a SDOF system, that is, SDOF, to compute the strength reduction factor, yield pseudo acceleration, and ductility factor.

Keywords: Single-degree-of-freedom system, linear acceleration method, nonlinear excited system, equivalent displacement method.

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Authors: S. Jursová, P. Pustějovská, S. Brožová, J. Bilík

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The paper deals with possibilities of interpretation of iron ore reducibility tests. It presents a mathematical model developed at Centre ENET, VŠB – Technical University of Ostrava, Czech Republic for an evaluation of metallurgical material of blast furnace feedstock such as iron ore, sinter or pellets. According to the data from the test, the model predicts its usage in blast furnace technology and its effects on production parameters of shaft aggregate. At the beginning, the paper sums up the general concept and experience in mathematical modelling of iron ore reduction. It presents basic equation for the calculation and the main parts of the developed model. In the experimental part, there is an example of usage of the mathematical model. The paper describes the usage of data for some predictive calculation. There are presented material, method of carried test of iron ore reducibility. Then there are graphically interpreted effects of used material on carbon consumption, rate of direct reduction and the whole reduction process.

Keywords: Blast furnace technology, iron ore reduction, mathematical model, prediction of iron ore reduction.

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Authors: Fengxia Zheng, Shouming Zhong

Abstract:

ANNARIMA that combines both autoregressive integrated moving average (ARIMA) model and artificial neural network (ANN) model is a valuable tool for modeling and forecasting nonlinear time series, yet the over-fitting problem is more likely to occur in neural network models. This paper provides a hybrid methodology that combines both radial basis function (RBF) neural network and auto regression (AR) model based on binomial smoothing (BS) technique which is efficient in data processing, which is called BSRBFAR. This method is examined by using the data of Canadian Lynx data. Empirical results indicate that the over-fitting problem can be eased using RBF neural network based on binomial smoothing which is called BS-RBF, and the hybrid model–BS-RBFAR can be an effective way to improve forecasting accuracy achieved by BSRBF used separately.

Keywords: Binomial smoothing (BS), hybrid, Canadian Lynx data, forecasting accuracy.

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Authors: Parkpoom Ch., Narongkorn D.

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This paper presents the system identification by physical-s law method and designs the controller for the Azimuth Angle Control of the Platform of the Multi-Launcher Rocket System (MLRS) by Root Locus technique. The plant mathematical model was approximated using MATLAB for simulation and analyze the system. The controller proposes the implementation of PID Controller using Programmable Logic Control (PLC) for control the plant. PID Controllers are widely applicable in industrial sectors and can be set up easily and operate optimally for enhanced productivity, improved quality and reduce maintenance requirement. The results from simulation and experiments show that the proposed a PID Controller to control the elevation angle that has superior control performance by the setting time less than 12 sec, the rise time less than 1.6 sec., and zero steady state. Furthermore, the system has a high over shoot that will be continue development.

Keywords: Azimuth angle control, PID Controller, The platform of Multi-Launcher Rocket System.

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Authors: T.C. Manjunath, B. Bandyopadhyay

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This paper features the modeling and design of a Robust Decentralized Fast Output Sampling (RDFOS) Feedback control technique for the active vibration control of a smart flexible multimodel Euler-Bernoulli cantilever beams for a multivariable (MIMO) case by retaining the first 6 vibratory modes. The beam structure is modeled in state space form using the concept of piezoelectric theory, the Euler-Bernoulli beam theory and the Finite Element Method (FEM) technique by dividing the beam into 4 finite elements and placing the piezoelectric sensor / actuator at two finite element locations (positions 2 and 4) as collocated pairs, i.e., as surface mounted sensor / actuator, thus giving rise to a multivariable model of the smart structure plant with two inputs and two outputs. Five such multivariable models are obtained by varying the dimensions (aspect ratios) of the aluminium beam. Using model order reduction technique, the reduced order model of the higher order system is obtained based on dominant Eigen value retention and the Davison technique. RDFOS feedback controllers are designed for the above 5 multivariable-multimodel plant. The closed loop responses with the RDFOS feedback gain and the magnitudes of the control input are obtained and the performance of the proposed multimodel smart structure system is evaluated for vibration control.

Keywords: Smart structure, Euler-Bernoulli beam theory, Fastoutput sampling feedback control, Finite Element Method, Statespace model, Vibration control, LMI, Model order Reduction.

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Authors: Stefaan Pauwels, Koen Inghelbrecht, Dries Heyman, Pieter Marius

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Literature reveals that many investors rely on technical trading rules when making investment decisions. If stock markets are efficient, one cannot achieve superior results by using these trading rules. However, if market inefficiencies are present, profitable opportunities may arise. The aim of this study is to investigate the effectiveness of technical trading rules in 34 emerging stock markets. The performance of the rules is evaluated by utilizing White-s Reality Check and the Superior Predictive Ability test of Hansen, along with an adjustment for transaction costs. These tests are able to evaluate whether the best model performs better than a buy-and-hold benchmark. Further, they provide an answer to data snooping problems, which is essential to obtain unbiased outcomes. Based on our results we conclude that technical trading rules are not able to outperform a naïve buy-and-hold benchmark on a consistent basis. However, we do find significant trading rule profits in 4 of the 34 investigated markets. We also present evidence that technical analysis is more profitable in crisis situations. Nevertheless, this result is relatively weak.

Keywords: technical trading rules, Reality Check, Superior Predictive Ability, emerging stock markets, data snooping

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