Search results for: nonlinear model predictive control
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 10731

Search results for: nonlinear model predictive control

9381 An Algorithm for Estimating the Stable Operation Conditions of the Synchronous Motor of the Ore Mill Electric Drive

Authors: M. Baghdasaryan, A. Sukiasyan

Abstract:

An algorithm for estimating the stable operation conditions of the synchronous motor of the ore mill electric drive is proposed. The stable operation conditions of the synchronous motor are revealed, taking into account the estimation of the q angle change and the technological factors. The stability condition obtained allows to ensure the stable operation of the motor in the synchronous mode, taking into account the nonlinear character of the mill loading. The developed algorithm gives an opportunity to present the undesirable phenomena, arising in the electric drive system. The obtained stability condition can be successfully applied for the optimal control of the electromechanical system of the mill.

Keywords: Electric drive, synchronous motor, ore mill, stability, technological factors.

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9380 Self-Organizing Control Systems for Unstable and Deterministic Chaotic Processes

Authors: M. A. Beisenbi, N. M. Kissikova, S. E. Beisembina, S. T. Suleimenova, S. A. Kaliyeva

Abstract:

The paper proposes a method for constructing a self-organizing control system for unstable and deterministic chaotic processes in the class of catastrophe “hyperbolic umbilic” for objects with m-inputs and n-outputs. The self-organizing control system is investigated by the universal gradient-velocity method of Lyapunov vector-functions. The conditions for self-organization of the control system in the class of catastrophes “hyperbolic umbilic” are shown in the form of a system of algebraic inequalities that characterize the aperiodic robust stability in the stationary states of the system.

Keywords: Gradient-velocity method of Lyapunov vector-functions, hyperbolic umbilic, self-organizing control system, stability.

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9379 Development of a RAM Simulation Model for Acid Gas Removal System

Authors: Ainul Akmar Mokhtar, Masdi Muhammad, Hilmi Hussin, Mohd Amin Abdul Majid

Abstract:

A reliability, availability and maintainability (RAM) model has been built for acid gas removal plant for system analysis that will play an important role in any process modifications, if required, for achieving its optimum performance. Due to the complexity of the plant, the model was based on a Reliability Block Diagram (RBD) with a Monte Carlo simulation engine. The model has been validated against actual plant data as well as local expert opinions, resulting in an acceptable simulation model. The results from the model showed that the operation and maintenance can be further improved, resulting in reduction of the annual production loss.

Keywords: Acid gas removal plant, RAM model, Reliabilityblock diagram

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9378 Sliding Mode Control for Active Suspension System with Actuator Delay

Authors: Aziz Sezgin, Yuksel Hacioglu, Nurkan Yagiz

Abstract:

Sliding mode controller for a vehicle active suspension system is designed in this study. The widely used quarter car model is preferred and it is aimed to improve the ride comfort of the passengers. The effect of the actuator time delay, which may arise due to the information processing, sensors or actuator dynamics, is also taken into account during the design of the controller. A sliding mode controller was designed that has taken into account the actuator time delay by using Smith predictor. The successful performance of the designed controller is confirmed via numerical results.

Keywords: Sliding mode control, active suspension system, actuator time delay.

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9377 A Neural Network Control for Voltage Balancing in Three-Phase Electric Power System

Authors: Dana M. Ragab, Jasim A. Ghaeb

Abstract:

The three-phase power system suffers from different challenging problems, e.g. voltage unbalance conditions at the load side. The voltage unbalance usually degrades the power quality of the electric power system. Several techniques can be considered for load balancing including load reconfiguration, static synchronous compensator and static reactive power compensator. In this work an efficient neural network is designed to control the unbalanced condition in the Aqaba-Qatrana-South Amman (AQSA) electric power system. It is designed for highly enhanced response time of the reactive compensator for voltage balancing. The neural network is developed to determine the appropriate set of firing angles required for the thyristor-controlled reactor to balance the three load voltages accurately and quickly. The parameters of AQSA power system are considered in the laboratory model, and several test cases have been conducted to test and validate the proposed technique capabilities. The results have shown a high performance of the proposed Neural Network Control (NNC) technique for correcting the voltage unbalance conditions at three-phase load based on accuracy and response time.

Keywords: Three-phase power system, reactive power control, voltage unbalance factor, neural network, power quality.

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9376 A Genetic Algorithm for Optimum Design of PID Controller in Load Frequency Control

Authors: T. Hussein

Abstract:

In this paper, determining the optimal proportionalintegral- derivative (PID) controller gains of an single-area load frequency control (LFC) system using genetic algorithm (GA) is presented. The LFC is notoriously difficult to control optimally using conventionally tuning a PID controller because the system parameters are constantly changing. It is for this reason the GA as tuning strategy was applied. The simulation has been conducted in MATLAB Simulink package for single area power system. the simulation results shows the effectiveness performance of under various disturbance.

Keywords: Load Frequency Control (LFC), PID controller and Genetic Algorithm (GA).

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9375 Targeting the Life Cycle Stages of the Diamond Back Moth (Plutella xylostella) with Three Different Parasitoid Wasps

Authors: F. O. Faithpraise, J. Idung, C. R. Chatwin, R. C. D. Young, P. Birch

Abstract:

A continuous time model of the interaction between crop insect pests and naturally beneficial pest enemies is created using a set of simultaneous, non-linear, ordinary differential equations incorporating natural death rates based on the Weibull distribution. The crop pest is present in all its life-cycle stages of: egg, larva, pupa and adult. The beneficial insects, parasitoid wasps, may be present in either or all parasitized: eggs, larva and pupa. Population modelling is used to estimate the quantity of the natural pest enemies that should be introduced into the pest infested environment to suppress the pest population density to an economically acceptable level within a prescribed number of days. The results obtained illustrate the effect of different combinations of parasitoid wasps, using the Pascal distribution to estimate their success in parasitizing different pest developmental stages, to deliver pest control to a sustainable level. Effective control, within a prescribed number of days, is established by the deployment of two or all three species of wasps, which partially destroy pest: egg, larvae and pupae stages. The selected scenarios demonstrate effective sustainable control of the pest in less than thirty days.

Keywords: Biological control, Diamondback moth, Parasitoid wasps, Population modeling.

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9374 Validation of Automotive Centrals Using Hardware in the Loop-Body Control Unit and Lights

Authors: Marley Rosa Luciano, Rodney Rezende Saldanha

Abstract:

The race for electrification and the need for innovation to attract customers has led the automotive industry to do something different with vehicles. New emissions control challenges and efficient technological availability are the pillars of creation. The growing demand to upgrade industrial manufacturing systems creates actions that directly impact vehicle production. With this comes the search for new prototyping methods and virtual tools for component testing and validation, and vehicle systems have established themselves. The demand for Electronic Control Units (ECU) is increasing due to the availability of intelligence and safety in today's vehicles, directly affecting their development, performance, and functional testing. In order to keep up with global changes, the automotive industry uses different virtual environments to produce, verify and validate their vehicles and test prototypes used during development. Therefore, in this paper, integration and validation were performed using the Hardware in the Loop (HIL) test platform, focusing on the ECU Body Control Module (BCM). Then, a brief commentary reviews other test medium platforms, such as the Plywood Buck (PWB), and examines the reliability, flexibility, installation time, and cost of the three test platforms, software in the loop (SIL), Model in the loop (MIL), and HIL, to review their benefits, challenges, and issues in use and information to optimize the use of each platform and test medium.

Keywords: Automotive, Electronic Central Unit, xIL, Hardware in the loop.

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9373 Trajectory Tracking of a 2-Link Mobile Manipulator Using Sliding Mode Control Method

Authors: Abolfazl Mohammadijoo

Abstract:

In this paper, we are investigating sliding mode control approach for trajectory tracking of a two-link-manipulator with wheeled mobile robot in its base. The main challenge of this work is dynamic interaction between mobile base and manipulator which makes trajectory tracking more difficult than n-link manipulators with fixed base. Another challenging part of this work is to avoid chattering phenomenon of sliding mode control that makes lots of damages for actuators in real industrial cases. The results show the effectiveness of sliding mode control approach for desired trajectory.

Keywords: Mobile manipulator, sliding mode control, dynamic interaction, mobile robotics.

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9372 MIMCA: A Modelling and Simulation Approach in Support of the Design and Construction of Manufacturing Control Systems Using Modular Petri net

Authors: S. Ariffin, K. Hasnan, R.H. Weston

Abstract:

A new generation of manufacturing machines so-called MIMCA (modular and integrated machine control architecture) capable of handling much increased complexity in manufacturing control-systems is presented. Requirement for more flexible and effective control systems for manufacturing machine systems is investigated and dimensioned-which highlights a need for improved means of coordinating and monitoring production machinery and equipment used to- transport material. The MIMCA supports simulation based on machine modeling, was conceived by the authors to address the issues. Essentially MIMCA comprises an organized unification of selected architectural frameworks and modeling methods, which include: NISTRCS, UMC and Colored Timed Petri nets (CTPN). The unification has been achieved; to support the design and construction of hierarchical and distributed machine control which realized the concurrent operation of reusable and distributed machine control components; ability to handle growing complexity; and support requirements for real- time control systems. Thus MIMCA enables mapping between 'what a machine should do' and 'how the machine does it' in a well-defined but flexible way designed to facilitate reconfiguration of machine systems.

Keywords: Machine control, architectures, Petri nets, modularity, modeling, simulation.

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9371 Reciprocating Equipment Piston Rod Dynamic Elastic-Plastic Deformation Analysis

Authors: Amin Almasi

Abstract:

Analysis of reciprocating equipment piston rod leads to nonlinear elastic-plastic deformation analysis of rod with initial imperfection under axial dynamic load. In this paper a new and effective model and analytical formulations are presented to evaluate dynamic deformation and elastic-plastic stresses of reciprocating machine piston rod. This new method has capability to account for geometric nonlinearity, elastic-plastic deformation and dynamic effects. Proposed method can be used for evaluation of piston rod performance for various reciprocating machines under different operation situations. Rod load curves and maximum allowable rod load are calculated with presented method for a refinery type reciprocating compressor. Useful recommendations and guidelines for rod load, rod load reversal and rod drop monitoring are also addressed.

Keywords: Deformation, Reciprocating Equipment, Rod.

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9370 A Generator from Cascade Markov Model for Packet Loss and Subsequent Bit Error Description

Authors: Jaroslav Polec, Viliam Hirner, Michal Martinovič, Kvetoslava Kotuliaková

Abstract:

In this paper we present a novel error model for packet loss and subsequent error description. The proposed model simulates the error performance of wireless communication link. The model is designed as two independent Markov chains, where the first one is used for packet generation and the second one generates correctly and incorrectly transmitted bits for received packets from the first chain. The statistical analyses of real communication on the wireless link are used for determination of model-s parameters. Using the obtained parameters and the implementation of the generator, we collected generated traffic. The obtained results generated by proposed model are compared with the real data collection.

Keywords: Wireless channel, error model, Markov chain, Elliot model, Gilbert model, generator, IEEE 802.11.

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9369 Intelligent Control of Robotized Workcell by Augmented Reality Application

Authors: L. Novakova-Marcincinova, J. Novak-Marcincin, M. Janak

Abstract:

The computer aided for design, analysis, control, visualization and simulation of robotized workcells is very interesting in this time. Computer Aided Robot Control (CARC) is a subsystem of the system CIM including the computer aided systems of all activities connected with visualization and working of robotized workcells. There are three basic ideas: current CAD/CAM/CAE systems for design and 3D visualization, special PC based control and simulation systems and Augmented Reality Aided Manufacturing (ARAM) systems. This paper describes example of Open Source software application that can to be utilized at planning of the robotized workcells, visualization and off-line programming the automated processes realized by authors.

Keywords: Intelligent control, augmented reality, robot.

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9368 Unbalanced Distribution Optimal Power Flow to Minimize Losses with Distributed Photovoltaic Plants

Authors: Malinwo Estone Ayikpa

Abstract:

Electric power systems are likely to operate with minimum losses and voltage meeting international standards. This is made possible generally by control actions provide by automatic voltage regulators, capacitors and transformers with on-load tap changer (OLTC). With the development of photovoltaic (PV) systems technology, their integration on distribution networks has increased over the last years to the extent of replacing the above mentioned techniques. The conventional analysis and simulation tools used for electrical networks are no longer able to take into account control actions necessary for studying distributed PV generation impact. This paper presents an unbalanced optimal power flow (OPF) model that minimizes losses with association of active power generation and reactive power control of single-phase and three-phase PV systems. Reactive power can be generated or absorbed using the available capacity and the adjustable power factor of the inverter. The unbalance OPF is formulated by current balance equations and solved by primal-dual interior point method. Several simulation cases have been carried out varying the size and location of PV systems and the results show a detailed view of the impact of PV distributed generation on distribution systems.

Keywords: Distribution system, losses, photovoltaic generation, primal-dual interior point method, reactive power control.

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9367 Speed Control of Permanent Magnet Synchronous Motor Using Evolutionary Fuzzy PID Controller

Authors: M. Umabharathi, S. Vijayabaskar

Abstract:

Evolutionary Fuzzy PID Speed Controller for Permanent Magnet Synchronous Motor (PMSM) is developed to achieve the Speed control of PMSM in Closed Loop operation and to deal with the existence of transients. Consider a Fuzzy PID control design problem, based on common control Engineering Knowledge. If the transient error is big, that Good transient performance can be obtained by increasing the P and I gains and decreasing the D gains. To autotune the control parameters of the Fuzzy PID controller, the Evolutionary Algorithms (EA) are developed. EA based Fuzzy PID controller provides better speed control and guarantees the closed loop stability. The Evolutionary Fuzzy PID controller can be implemented in real time Applications without any concern about instabilities that leads to system failure or damage.

Keywords: Evolutionary Algorithm (EA), Fuzzy system, Genetic Algorithm (GA), Membership, Permanent Magnet Synchronous Motor (PMSM).

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9366 A Formulation of the Latent Class Vector Model for Pairwise Data

Authors: Tomoya Okubo, Kuninori Nakamura, Shin-ichi Mayekawa

Abstract:

In this research, a latent class vector model for pairwise data is formulated. As compared to the basic vector model, this model yields consistent estimates of the parameters since the number of parameters to be estimated does not increase with the number of subjects. The result of the analysis reveals that the model was stable and could classify each subject to the latent classes representing the typical scales used by these subjects.

Keywords: finite mixture models, latent class analysis, Thrustone's paired comparison method, vector model

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9365 Data-driven Multiscale Tsallis Complexity: Application to EEG Analysis

Authors: Young-Seok Choi

Abstract:

This work proposes a data-driven multiscale based quantitative measures to reveal the underlying complexity of electroencephalogram (EEG), applying to a rodent model of hypoxic-ischemic brain injury and recovery. Motivated by that real EEG recording is nonlinear and non-stationary over different frequencies or scales, there is a need of more suitable approach over the conventional single scale based tools for analyzing the EEG data. Here, we present a new framework of complexity measures considering changing dynamics over multiple oscillatory scales. The proposed multiscale complexity is obtained by calculating entropies of the probability distributions of the intrinsic mode functions extracted by the empirical mode decomposition (EMD) of EEG. To quantify EEG recording of a rat model of hypoxic-ischemic brain injury following cardiac arrest, the multiscale version of Tsallis entropy is examined. To validate the proposed complexity measure, actual EEG recordings from rats (n=9) experiencing 7 min cardiac arrest followed by resuscitation were analyzed. Experimental results demonstrate that the use of the multiscale Tsallis entropy leads to better discrimination of the injury levels and improved correlations with the neurological deficit evaluation after 72 hours after cardiac arrest, thus suggesting an effective metric as a prognostic tool.

Keywords: Electroencephalogram (EEG), multiscale complexity, empirical mode decomposition, Tsallis entropy.

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9364 A Constitutive Model for Time-Dependent Behavior of Clay

Authors: T. N. Mac, B. Shahbodaghkhan, N. Khalili

Abstract:

A new elastic-viscoplastic (EVP) constitutive model is proposed for the analysis of time-dependent behavior of clay. The proposed model is based on the bounding surface plasticity and the concept of viscoplastic consistency framework to establish continuous transition from plasticity to rate dependent viscoplasticity. Unlike the overstress based models, this model will meet the consistency condition in formulating the constitutive equation for EVP model. The procedure of deriving the constitutive relationship is also presented. Simulation results and comparisons with experimental data are then presented to demonstrate the performance of the model.

Keywords: Bounding surface, consistency theory, constitutive model, viscosity.

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9363 Feed-Forward Control in Half-Bridge Resonant DC Link Inverter

Authors: Apinan Aurasopon, Worawat Sa-ngiavibool

Abstract:

This paper proposes a feed-forward control in a halfbridge resonant dc link inverter. The configuration of feed-forward control is based on synchronous sigma-delta modulation and the halfbridge resonant dc link inverter consists of two inductors, one capacitor and two power switches. The simulation results show the proposed technique can reject non-ideal dc bus improving the total harmonic distortion.

Keywords: Feed-forward control, Resonant dc link inverter, Synchronous sigma-delta modulation.

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9362 Path-Tracking Controller for Tracked Mobile Robot on Rough Terrain

Authors: Toshifumi Hiramatsu, Satoshi Morita, Manuel Pencelli, Marta Niccolini, Matteo Ragaglia, Alfredo Argiolas

Abstract:

Automation technologies for agriculture field are needed to promote labor-saving. One of the most relevant problems in automated agriculture is represented by controlling the robot along a predetermined path in presence of rough terrain or incline ground. Unfortunately, disturbances originating from interaction with the ground, such as slipping, make it quite difficult to achieve the required accuracy. In general, it is required to move within 5-10 cm accuracy with respect to the predetermined path. Moreover, lateral velocity caused by gravity on the incline field also affects slipping. In this paper, a path-tracking controller for tracked mobile robots moving on rough terrains of incline field such as vineyard is presented. The controller is composed of a disturbance observer and an adaptive controller based on the kinematic model of the robot. The disturbance observer measures the difference between the measured and the reference yaw rate and linear velocity in order to estimate slip. Then, the adaptive controller adapts “virtual” parameter of the kinematics model: Instantaneous Centers of Rotation (ICRs). Finally, target angular velocity reference is computed according to the adapted parameter. This solution allows estimating the effects of slip without making the model too complex. Finally, the effectiveness of the proposed solution is tested in a simulation environment.

Keywords: Agricultural robot, autonomous control, path-tracking control, tracked mobile robot.

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9361 Optimal Control of a Linear Distributed Parameter System via Shifted Legendre Polynomials

Authors: Sanjeeb Kumar Kar

Abstract:

The optimal control problem of a linear distributed parameter system is studied via shifted Legendre polynomials (SLPs) in this paper. The partial differential equation, representing the linear distributed parameter system, is decomposed into an n - set of ordinary differential equations, the optimal control problem is transformed into a two-point boundary value problem, and the twopoint boundary value problem is reduced to an initial value problem by using SLPs. A recursive algorithm for evaluating optimal control input and output trajectory is developed. The proposed algorithm is computationally simple. An illustrative example is given to show the simplicity of the proposed approach.

Keywords: Optimal control, linear systems, distributed parametersystems, Legendre polynomials.

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9360 Sliding Mode Based Behavior Control

Authors: Selim Yannier, Asif Sabanovic, Ahmet Onat, Muhammet Bastan

Abstract:

In this work, we suggested a new approach for the control of a mobile robot capable of being a building block of an intelligent agent. This approach includes obstacle avoidance and goal tracking implemented as two different sliding mode controllers. A geometry based behavior arbitration is proposed for fusing the two outputs. Proposed structure is tested on simulations and real robot. Results have confirmed the high performance of the method.

Keywords: Autonomous Mobile Robot, Behavior Based Control, Fast Local Obstacle Avoidance, Sliding Mode Control.

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9359 Seismic Behavior Evaluation of Semi-Rigid Steel Frames with Knee Bracing by Modal Pushover Analysis (MPA)

Authors: Farzan Namvari, Panam Zarfam

Abstract:

Nowadays use of a new structural bracing system called 'Knee Bracing System' have taken the specialists attention too much. On the other hand nonlinear static analysis procedures in estimate structures performance in earthquake time have taken attention too much. One of these procedure is modal pushover analysis (MPA) procedure. The accuracy of MPA procedure for simple steel moment resisting frame has been verified and considered in Chintanapakdee and Chopra-s article in 2003. Since the accuracy of MPA procedure has not verified for semi-rigid steel frames with knee bracing, we are going to get through with this matter in this study. For this purpose, the selected structures are four frames with different heights, 5 to 20 stories, will be designed according to AISC criteria. Then MPA procedure is used for the same frames with different rigidity percentiles of connections. The results of seismic responses are compared with dynamic nonlinear response history analysis as exact procedure and accuracy of MPA procedure is evaluated. It seems that MPA procedure accuracy will come down by reduction of the rigidity percentiles of semi-rigid connections.

Keywords: Knee Bracing, Modal Pushover Analysis, SeismicBehavior, Semi-Rigid Connections.

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9358 Autonomous Control of a Mobile Manipulator

Authors: Shonal Singh, Bibhya Sharma, Jito Vanualailai

Abstract:

This paper considers the design of a motion planner that will simultaneously accomplish control and motion planning of a n-link nonholonomic mobile manipulator, wherein, a n-link holonomic manipulator is coupled with a nonholonomic mobile platform, within an obstacle-ridden environment. This planner, derived from the Lyapunov-based control scheme, generates collision-free trajectories from an initial configuration to a final configuration in a constrained environment cluttered with stationary solid objects of different shapes and sizes. We demonstrate the efficiency of the control scheme and the resulting acceleration controllers of the mobile manipulator with results through computer simulations of an interesting scenario.

Keywords: Artificial potential fields, Lyapunov-based control scheme, Lyapunov stability, nonholonomic manipulator, minimum distance technique, kinodynamic constraints.

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9357 Combined Effect of Heat Stimulation and Delay Addition of Superplasticizer with Slag on Fresh and Hardened Property of Mortar

Authors: Antoni Wibowo, Harry Pujianto, Dewi Retno Sari Saputro

Abstract:

The stock market can provide huge profits in a relatively short time in financial sector; however, it also has a high risk for investors and traders if they are not careful to look the factors that affect the stock market. Therefore, they should give attention to the dynamic fluctuations and movements of the stock market to optimize profits from their investment. In this paper, we present a nonlinear autoregressive exogenous model (NARX) to predict the movements of stock market; especially, the movements of the closing price index. As case study, we consider to predict the movement of the closing price in Indonesia composite index (IHSG) and choose the best structures of NARX for IHSG’s prediction.

Keywords: NARX, prediction, stock market, time series.

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9356 Compliance Modelling and Optimization of Kerf during WEDM of Al7075/SiCP Metal Matrix Composite

Authors: Thella Babu Rao, A. Gopala Krishna

Abstract:

This investigation presents the formulation of kerf (width of slit) and optimal control parameter settings of wire electrochemical discharge machining which results minimum possible kerf while machining Al7075/SiCp MMCs. WEDM is proved its efficiency and effectiveness to cut the hard ceramic reinforced MMCs within the permissible budget. Among the distinct performance measures of WEDM process, kerf is an important performance characteristic which determines the dimensional accuracy of the machined component while producing high precision components. The lack of available of the machinability information such advanced MMCs result the more experimentation in the manufacturing industries. Therefore, extensive experimental investigations are essential to provide the database of effect of various control parameters on the kerf while machining such advanced MMCs in WEDM. Literature reviled the significance some of the electrical parameters which are prominent on kerf for machining distinct conventional materials. However, the significance of reinforced particulate size and volume fraction on kerf is highlighted in this work while machining MMCs along with the machining parameters of pulse-on time, pulse-off time and wire tension. Usually, the dimensional tolerances of machined components are decided at the design stage and a machinist pay attention to produce the required dimensional tolerances by setting appropriate machining control variables. However, it is highly difficult to determine the optimal machining settings for such advanced materials on the shop floor. Therefore, in the view of precision of cut, kerf (cutting width) is considered as the measure of performance for the model. It was found from the literature that, the machining conditions of higher fractions of large size SiCp resulting less kerf where as high values of pulse-on time result in a high kerf. A response surface model is used to predict the relative significance of various control variables on kerf. Consequently, a powerful artificial intelligence called genetic algorithms (GA) is used to determine the best combination of the control variable settings. In the next step the conformation test was conducted for the optimal parameter settings and found good agreement between the GA kerf and measured kerf. Hence, it is clearly reveal that the effectiveness and accuracy of the developed model and program to analyze the kerf and to determine its optimal process parameters. The results obtained in this work states that, the resulted optimized parameters are capable of machining the Al7075/SiCp MMCs more efficiently and with better dimensional accuracy.

Keywords: Al7075SiCP MMC, kerf, WEDM, optimization.

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9355 A Simulation-Optimization Approach to Control Production, Subcontracting and Maintenance Decisions for a Deteriorating Production System

Authors: Héctor Rivera-Gómez, Eva Selene Hernández-Gress, Oscar Montaño-Arango, Jose Ramon Corona-Armenta

Abstract:

This research studies the joint production, maintenance and subcontracting control policy for an unreliable deteriorating manufacturing system. Production activities are controlled by a derivation of the Hedging Point Policy, and given that the system is subject to deterioration, it reduces progressively its capacity to satisfy product demand. Multiple deterioration effects are considered, reflected mainly in the quality of the parts produced and the reliability of the machine. Subcontracting is available as support to satisfy product demand; also, overhaul maintenance can be conducted to reduce the effects of deterioration. The main objective of the research is to determine simultaneously the production, maintenance and subcontracting rate, which minimize the total, incurred cost. A stochastic dynamic programming model is developed and solved through a simulation-based approach composed of statistical analysis and optimization with the response surface methodology. The obtained results highlight the strong interactions between production, deterioration and quality, which justify the development of an integrated model. A numerical example and a sensitivity analysis are presented to validate our results.

Keywords: Deterioration, simulation, subcontracting, production planning.

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9354 Solutions to Probabilistic Constrained Optimal Control Problems Using Concentration Inequalities

Authors: Tomoaki Hashimoto

Abstract:

Recently, optimal control problems subject to probabilistic constraints have attracted much attention in many research field. Although probabilistic constraints are generally intractable in optimization problems, several methods haven been proposed to deal with probabilistic constraints. In most methods, probabilistic constraints are transformed to deterministic constraints that are tractable in optimization problems. This paper examines a method for transforming probabilistic constraints into deterministic constraints for a class of probabilistic constrained optimal control problems.

Keywords: Optimal control, stochastic systems, discrete-time systems, probabilistic constraints.

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9353 Interfacing Photovoltaic Systems to the Utility Grid: A Comparative Simulation Study to Mitigate the Impact of Unbalanced Voltage Dips

Authors: Badr M. Alshammari, A. Rabeh, A. K. Mohamed

Abstract:

This paper presents the modeling and the control of a grid-connected photovoltaic system (PVS). Firstly, the MPPT control of the PVS and its associated DC/DC converter has been analyzed in order to extract the maximum of available power. Secondly, the control system of the grid side converter (GSC) which is a three-phase voltage source inverter (VSI) has been presented. A special attention has been paid to the control algorithms of the GSC converter during grid voltages imbalances. Especially, three different control objectives are to achieve; the mitigation of the grid imbalance adverse effects, at the point of common coupling (PCC), on the injected currents, the elimination of double frequency oscillations in active power flow, and the elimination of double frequency oscillations in reactive power flow. Simulation results of two control strategies have been performed via MATLAB software in order to demonstrate the particularities of each control strategy according to power quality standards.

Keywords: Renewable energies, photovoltaic systems, DC link, voltage source inverter, space vector SVPWM, unbalanced voltage dips, symmetrical components.

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9352 Modeling Default Probabilities of the Chosen Czech Banks in the Time of the Financial Crisis

Authors: Petr Gurný

Abstract:

One of the most important tasks in the risk management is the correct determination of probability of default (PD) of particular financial subjects. In this paper a possibility of determination of financial institution’s PD according to the creditscoring models is discussed. The paper is divided into the two parts. The first part is devoted to the estimation of the three different models (based on the linear discriminant analysis, logit regression and probit regression) from the sample of almost three hundred US commercial banks. Afterwards these models are compared and verified on the control sample with the view to choose the best one. The second part of the paper is aimed at the application of the chosen model on the portfolio of three key Czech banks to estimate their present financial stability. However, it is not less important to be able to estimate the evolution of PD in the future. For this reason, the second task in this paper is to estimate the probability distribution of the future PD for the Czech banks. So, there are sampled randomly the values of particular indicators and estimated the PDs’ distribution, while it’s assumed that the indicators are distributed according to the multidimensional subordinated Lévy model (Variance Gamma model and Normal Inverse Gaussian model, particularly). Although the obtained results show that all banks are relatively healthy, there is still high chance that “a financial crisis” will occur, at least in terms of probability. This is indicated by estimation of the various quantiles in the estimated distributions. Finally, it should be noted that the applicability of the estimated model (with respect to the used data) is limited to the recessionary phase of the financial market.

Keywords: Credit-scoring Models, Multidimensional Subordinated Lévy Model, Probability of Default.

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