Search results for: Nonlinear optimal control
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5768

Search results for: Nonlinear optimal control

5528 Internal Surface Measurement of Nanoparticle with Polarization-interferometric Nonlinear Confocal Microscope

Authors: Chikara Egami, Kazuhiro Kuwahara

Abstract:

Polarization-interferometric nonlinear confocal microscopy is proposed for measuring a nano-sized particle with optical anisotropy. The anisotropy in the particle was spectroscopically imaged through a three-dimensional distribution of third-order nonlinear dielectric polarization photoinduced.

Keywords: nanoparticle, optical storage, microscope

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5527 Parameter Estimation using Maximum Likelihood Method from Flight Data at High Angles of Attack

Authors: Rakesh Kumar, A. K. Ghosh

Abstract:

The paper presents the modeling of nonlinear longitudinal aerodynamics using flight data of Hansa-3 aircraft at high angles of attack near stall. The Kirchhoff-s quasi-steady stall model has been used to incorporate nonlinear aerodynamic effects in the aerodynamic model used to estimate the parameters, thereby, making the aerodynamic model nonlinear. The Maximum Likelihood method has been applied to the flight data (at high angles of attack) for the estimation of parameters (aerodynamic and stall characteristics) using the nonlinear aerodynamic model. To improve the accuracy level of the estimates, an approach of fixing the strong parameters has also been presented.

Keywords: Maximum Likelihood, nonlinear, parameters, stall.

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5526 Radiation Effect on MHD Casson Fluid Flow over a Power-Law Stretching Sheet with Chemical Reaction

Authors: Motahar Reza, Rajni Chahal, Neha Sharma

Abstract:

This article addresses the boundary layer flow and heat transfer of Casson fluid over a nonlinearly permeable stretching surface with chemical reaction in the presence of variable magnetic field. The effect of thermal radiation is considered to control the rate of heat transfer at the surface. Using similarity transformations, the governing partial differential equations of this problem are reduced into a set of non-linear ordinary differential equations which are solved by finite difference method. It is observed that the velocity at fixed point decreases with increasing the nonlinear stretching parameter but the temperature increases with nonlinear stretching parameter.

Keywords: Boundary layer flow, nonlinear stretching, Casson fluid, heat transfer, radiation.

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5525 Robust Nonlinear Control of a Miniature Autonomous Helicopter using Sliding Mode Control Structure

Authors: H. Ifassiouen, M. Guisser, H.Medromi

Abstract:

This paper presents an investigation into the design of a flight control system, using a robust sliding mode control structure, designed using the exact feedback linearization procedure of the dynamic of a small-size autonomous helicopter in hover. The robustness of the controller in the context of stabilization and trajectory tracking with respect to small body forces and air resistance on the main and tail rotor, is analytically proved using Lyapunov approach. Some simulation results are presented to illustrate the performance and robustness of such controller in the presence of small body forces and air resistance.

Keywords: Robust control, sliding mode, stability, Lyapunovapproach.

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5524 Stabilization of Rotational Motion of Spacecrafts Using Quantized Two Torque Inputs Based on Random Dither

Authors: Yusuke Kuramitsu, Tomoaki Hashimoto, Hirokazu Tahara

Abstract:

The control problem of underactuated spacecrafts has attracted a considerable amount of interest. The control method for a spacecraft equipped with less than three control torques is useful when one of the three control torques had failed. On the other hand, the quantized control of systems is one of the important research topics in recent years. The random dither quantization method that transforms a given continuous signal to a discrete signal by adding artificial random noise to the continuous signal before quantization has also attracted a considerable amount of interest. The objective of this study is to develop the control method based on random dither quantization method for stabilizing the rotational motion of a rigid spacecraft with two control inputs. In this paper, the effectiveness of random dither quantization control method for the stabilization of rotational motion of spacecrafts with two torque inputs is verified by numerical simulations.

Keywords: Spacecraft control, quantized control, nonlinear control, random dither method.

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5523 State Feedback Speed Controller for Turbocharged Diesel Engine and Its Robustness

Authors: Dileep Malkhede, Bhartendu Seth

Abstract:

In this paper, the full state feedback controllers capable of regulating and tracking the speed trajectory are presented. A fourth order nonlinear mean value model of a 448 kW turbocharged diesel engine published earlier is used for the purpose. For designing controllers, the nonlinear model is linearized and represented in state-space form. Full state feedback controllers capable of meeting varying speed demands of drivers are presented. Main focus here is to investigate sensitivity of the controller to the perturbations in the parameters of the original nonlinear model. Suggested controller is shown to be highly insensitive to the parameter variations. This indicates that the controller is likely perform with same accuracy even after significant wear and tear of engine due to its use for years.

Keywords: Diesel engine model, Engine speed control, State feedback controller, Controller robustness.

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5522 Sliding Mode Control with Fuzzy Boundary Layer to Air-Air Interception Problem

Authors: Mustafa Resa Becan

Abstract:

The performance of a type of fuzzy sliding mode control is researched by considering the nonlinear characteristic of a missile-target interception problem to obtain a robust interception process. The variable boundary layer by using fuzzy logic is proposed to reduce the chattering around the switching surface then is applied to the interception model which was derived. The performances of the sliding mode control with constant and fuzzy boundary layer are compared at the end of the study and the results are evaluated.

Keywords: Sliding mode control, fuzzy, boundary layer, interception problem.

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5521 An Optimal Bayesian Maintenance Policy for a Partially Observable System Subject to Two Failure Modes

Authors: Akram Khaleghei Ghosheh Balagh, Viliam Makis, Leila Jafari

Abstract:

In this paper, we present a new maintenance model for a partially observable system subject to two failure modes, namely a catastrophic failure and a failure due to the system degradation. The system is subject to condition monitoring and the degradation process is described by a hidden Markov model. A cost-optimal Bayesian control policy is developed for maintaining the system. The control problem is formulated in the semi-Markov decision process framework. An effective computational algorithm is developed, illustrated by a numerical example.

Keywords: Partially observable system, hidden Markov model, competing risks, multivariate Bayesian control.

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5520 Improved Fuzzy Neural Modeling for Underwater Vehicles

Authors: O. Hassanein, Sreenatha G. Anavatti, Tapabrata Ray

Abstract:

The dynamics of the Autonomous Underwater Vehicles (AUVs) are highly nonlinear and time varying and the hydrodynamic coefficients of vehicles are difficult to estimate accurately because of the variations of these coefficients with different navigation conditions and external disturbances. This study presents the on-line system identification of AUV dynamics to obtain the coupled nonlinear dynamic model of AUV as a black box. This black box has an input-output relationship based upon on-line adaptive fuzzy model and adaptive neural fuzzy network (ANFN) model techniques to overcome the uncertain external disturbance and the difficulties of modelling the hydrodynamic forces of the AUVs instead of using the mathematical model with hydrodynamic parameters estimation. The models- parameters are adapted according to the back propagation algorithm based upon the error between the identified model and the actual output of the plant. The proposed ANFN model adopts a functional link neural network (FLNN) as the consequent part of the fuzzy rules. Thus, the consequent part of the ANFN model is a nonlinear combination of input variables. Fuzzy control system is applied to guide and control the AUV using both adaptive models and mathematical model. Simulation results show the superiority of the proposed adaptive neural fuzzy network (ANFN) model in tracking of the behavior of the AUV accurately even in the presence of noise and disturbance.

Keywords: AUV, AUV dynamic model, fuzzy control, fuzzy modelling, adaptive fuzzy control, back propagation, system identification, neural fuzzy model, FLNN.

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5519 On The Comparison of Fuzzy Logic and State Space Averaging based Sliding Control Methods Applied onan Arc Welding Machine

Authors: İres İskender, Ahmet Karaarslan

Abstract:

In this study, the performance of a high-frequency arc welding machine including a two-switch inverter is analyzed. The control of the system is achieved using two different control techniques i- fuzzy logic control (FLC) ii- state space averaging based sliding control. Fuzzy logic control does not need accurate mathematical model of a plant and can be used in nonlinear applications. The second method needs the mathematical model of the system. In this method the state space equations of the system are derived for two different “on" and “off" states of the switches. The derived state equations are combined with the sliding control rule considering the duty-cycle of the converter. The performance of the system is analyzed by simulating the system using SIMULINK tool box of MATLAB. The simulation results show that fuzzy logic controller is more robust and less sensitive to parameter variations.

Keywords: Fuzzy logic, arc welding, sliding state space control, PWM, current control.

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5518 Nonlinear Acoustic Echo Cancellation Using Volterra Filtering with a Variable Step-Size GS-PAP Algorithm

Authors: J. B. Seo, K. J. Kim, S. W. Nam

Abstract:

In this paper, a nonlinear acoustic echo cancellation (AEC) system is proposed, whereby 3rd order Volterra filtering is utilized along with a variable step-size Gauss-Seidel pseudo affine projection (VSSGS-PAP) algorithm. In particular, the proposed nonlinear AEC system is developed by considering a double-talk situation with near-end signal variation. Simulation results demonstrate that the proposed approach yields better nonlinear AEC performance than conventional approaches.

Keywords: Acoustic echo cancellation (AEC), Volterra filtering, variable step-size, GS-PAP.

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5517 Analysis of EEG Signals Using Wavelet Entropy and Approximate Entropy: A Case Study on Depression Patients

Authors: Subha D. Puthankattil, Paul K. Joseph

Abstract:

Analyzing brain signals of the patients suffering from the state of depression may lead to interesting observations in the signal parameters that is quite different from a normal control. The present study adopts two different methods: Time frequency domain and nonlinear method for the analysis of EEG signals acquired from depression patients and age and sex matched normal controls. The time frequency domain analysis is realized using wavelet entropy and approximate entropy is employed for the nonlinear method of analysis. The ability of the signal processing technique and the nonlinear method in differentiating the physiological aspects of the brain state are revealed using Wavelet entropy and Approximate entropy.

Keywords: EEG, Depression, Wavelet entropy, Approximate entropy, Relative Wavelet energy, Multiresolution decomposition.

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5516 Geometric and Material Nonlinear Analysis of Reinforced Concrete Structure Considering Soil-Structure Interaction

Authors: Mohamed M. El-Gendy, Ibrahim A. El-Arabi, Rafik W. Abdel-Missih, Omar A. Kandil

Abstract:

In the present research, a finite element model is presented to study the geometrical and material nonlinear behavior of reinforced concrete plane frames considering soil-structure interaction. The nonlinear behaviors of concrete and reinforcing steel are considered both in compression and tension up to failure. The model takes account also for the number, diameter, and distribution of rebar along every cross section. Soil behavior is taken into consideration using four different models; namely: linear-, nonlinear Winkler's model, and linear-, nonlinear continuum model. A computer program (NARC) is specially developed in order to perform the analysis. The results achieved by the present model show good agreement with both theoretical and experimental published literature. The nonlinear behavior of a rectangular frame resting on soft soil up to failure using the proposed model is introduced for demonstration.

Keywords: Nonlinear analysis, Geometric nonlinearity, Material nonlinearity, Reinforced concrete, Finite element method, Soilstructure interaction, Winkler's soil model, Continuum soil model

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5515 PSO Based Optimal Design of Fractional Order Controller for Industrial Application

Authors: Rohit Gupta, Ruchika

Abstract:

In this paper, a PSO based fractional order PID (FOPID) controller is proposed for concentration control of an isothermal Continuous Stirred Tank Reactor (CSTR) problem. CSTR is used to carry out chemical reactions in industries, which possesses complex nonlinear dynamic characteristics. Particle Swarm Optimization algorithm technique, which is an evolutionary optimization technique based on the movement and intelligence of swarm is proposed for tuning of the controller for this system. Comparisons of proposed controller with conventional and fuzzy based controller illustrate the superiority of proposed PSO-FOPID controller.

Keywords: CSTR, Fractional Order PID Controller, Partical Swarm Optimization.

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5514 Nonlinear Analysis of Shear Wall Using Finite Element Model

Authors: M. A. Ghorbani, M. Pasbani Khiavi, F. Rezaie Moghaddam

Abstract:

In the analysis of structures, the nonlinear effects due to large displacement, large rotation and materially-nonlinear are very important and must be considered for the reliable analysis. The non-linear fmite element analysis has potential as usable and reliable means for analyzing of civil structures with the availability of computer technology. In this research the large displacements and materially nonlinear behavior of shear wall is presented with developing of fmite element code using the standard Galerkin weighted residual formulation. Two-dimensional plane stress model was carried out to present the shear wall response. Total Lagangian formulation, which is computationally more effective, is used in the formulation of stiffness matrices and the Newton-Raphson method is applied for the solution of nonlinear transient equations. The details of the program formulation are highlighted and the results of the analyses are presented, along with a comparison of the response of the structure with Ansys software results. The presented model in this paper can be developed for nonlinear analysis of civil engineering structures with different material behavior and complicated geometry.

Keywords: Finite element, large displacements, materially nonlinear, shear wall.

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5513 Speeding up Nonlinear Time History Analysis of Base-Isolated Structures Using a Nonlinear Exponential Model

Authors: Nicolò Vaiana, Giorgio Serino

Abstract:

The nonlinear time history analysis of seismically base-isolated structures can require a significant computational effort when the behavior of each seismic isolator is predicted by adopting the widely used differential equation Bouc-Wen model. In this paper, a nonlinear exponential model, able to simulate the response of seismic isolation bearings within a relatively large displacements range, is described and adopted in order to reduce the numerical computations and speed up the nonlinear dynamic analysis. Compared to the Bouc-Wen model, the proposed one does not require the numerical solution of a nonlinear differential equation for each time step of the analysis. The seismic response of a 3d base-isolated structure with a lead rubber bearing system subjected to harmonic earthquake excitation is simulated by modeling each isolator using the proposed analytical model. The comparison of the numerical results and computational time with those obtained by modeling the lead rubber bearings using the Bouc-Wen model demonstrates the good accuracy of the proposed model and its capability to reduce significantly the computational effort of the analysis.

Keywords: Base isolation, computational efficiency, nonlinear exponential model, nonlinear time history analysis.

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5512 A PSO-Based Optimum Design of PID Controller for a Linear Brushless DC Motor

Authors: Mehdi Nasri, Hossein Nezamabadi-pour, Malihe Maghfoori

Abstract:

This Paper presents a particle swarm optimization (PSO) method for determining the optimal proportional-integral-derivative (PID) controller parameters, for speed control of a linear brushless DC motor. The proposed approach has superior features, including easy implementation, stable convergence characteristic and good computational efficiency. The brushless DC motor is modelled in Simulink and the PSO algorithm is implemented in MATLAB. Comparing with Genetic Algorithm (GA) and Linear quadratic regulator (LQR) method, the proposed method was more efficient in improving the step response characteristics such as, reducing the steady-states error; rise time, settling time and maximum overshoot in speed control of a linear brushless DC motor.

Keywords: Brushless DC motor, Particle swarm optimization, PID Controller, Optimal control.

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5511 Controlled Synchronization of an Array of Nonlinear System with Time Delays

Authors: S.M. Lee, J.H. Koo, J.H. Park, S.C. Won

Abstract:

In this paper, we propose synchronization of an array of nonlinear systems with time delays. The array of systems is decomposed into isolated systems to establish appropriate Lyapunov¬Krasovskii functional. Using the Lyapunov-Krasovskii functional, a sufficient condition for the synchronization is derived in terms of LMIs(Linear Matrix Inequalities). Delayed feedback control gains are obtained by solving the sufficient condition. Numerical examples are given to show the validity the proposed method.

Keywords: Synchronization, Delay, Lyapunov method, LMI.

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5510 Sampled-Data Control for Fuel Cell Systems

Authors: H. Y. Jung, Ju H. Park, S. M. Lee

Abstract:

Sampled-data controller is presented for solid oxide fuel cell systems which is expressed by a sector bounded nonlinear model. The proposed control law is obtained by solving a convex problem satisfying several linear matrix inequalities. Simulation results are given to show the effectiveness of the proposed design method.

Keywords: Sampled-data control, Sector bound, Solid oxide fuel cell, Time-delay.

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5509 Revealing Nonlinear Couplings between Oscillators from Time Series

Authors: B.P. Bezruchko, D.A. Smirnov

Abstract:

Quantitative characterization of nonlinear directional couplings between stochastic oscillators from data is considered. We suggest coupling characteristics readily interpreted from a physical viewpoint and their estimators. An expression for a statistical significance level is derived analytically that allows reliable coupling detection from a relatively short time series. Performance of the technique is demonstrated in numerical experiments.

Keywords: Nonlinear time series analysis, directional couplings, coupled oscillators.

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5508 Power Control of DFIG in WECS Using Backstipping and Sliding Mode Controller

Authors: A. Boualouch, A. Essadki, T. Nasser, A. Boukhriss, A. Frigui

Abstract:

This paper presents a power control for a Doubly Fed Induction Generator (DFIG) using in Wind Energy Conversion System (WECS) connected to the grid. The proposed control strategy employs two nonlinear controllers, Backstipping (BSC) and slidingmode controller (SMC) scheme to directly calculate the required rotor control voltage so as to eliminate the instantaneous errors of active and reactive powers. In this paper the advantages of BSC and SMC are presented, the performance and robustness of this two controller’s strategy are compared between them. First, we present a model of wind turbine and DFIG machine, then a synthesis of the controllers and their application in the DFIG power control. Simulation results on a 1.5MW grid-connected DFIG system are provided by MATLAB/Simulink.

Keywords: Backstipping, DFIG, power control, sliding-mode, WESC.

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5507 RBF Modelling and Optimization Control for Semi-Batch Reactors

Authors: Magdi M. Nabi, Ding-Li Yu

Abstract:

This paper presents a neural network based model predictive control (MPC) strategy to control a strongly exothermic reaction with complicated nonlinear kinetics given by Chylla-Haase polymerization reactor that requires a very precise temperature control to maintain product uniformity. In the benchmark scenario, the operation of the reactor must be guaranteed under various disturbing influences, e.g., changing ambient temperatures or impurity of the monomer. Such a process usually controlled by conventional cascade control, it provides a robust operation, but often lacks accuracy concerning the required strict temperature tolerances. The predictive control strategy based on the RBF neural model is applied to solve this problem to achieve set-point tracking of the reactor temperature against disturbances. The result shows that the RBF based model predictive control gives reliable result in the presence of some disturbances and keeps the reactor temperature within a tight tolerance range around the desired reaction temperature.

Keywords: Chylla-Haase reactor, RBF neural network modelling, model predictive control.

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5506 Mean-Variance Optimization of Portfolios with Return of Premium Clauses in a DC Pension Plan with Multiple Contributors under Constant Elasticity of Variance Model

Authors: Bright O. Osu, Edikan E. Akpanibah, Chidinma Olunkwa

Abstract:

In this paper, mean-variance optimization of portfolios with the return of premium clauses in a defined contribution (DC) pension plan with multiple contributors under constant elasticity of variance (CEV) model is studied. The return clauses which permit death members to claim their accumulated wealth are considered, the remaining wealth is not equally distributed by the remaining members as in literature. We assume that before investment, the surplus which includes funds of members who died after retirement adds to the total wealth. Next, we consider investments in a risk-free asset and a risky asset to meet up the expected returns of the remaining members and obtain an optimized problem with the help of extended Hamilton Jacobi Bellman equation. We obtained the optimal investment strategies for the two assets and the efficient frontier of the members by using a stochastic optimal control technique. Furthermore, we studied the effect of the various parameters of the optimal investment strategies and the effect of the risk-averse level on the efficient frontier. We observed that the optimal investment strategy is the same as in literature, secondly, we observed that the surplus decreases the proportion of the wealth invested in the risky asset.

Keywords: DC pension fund, Hamilton Jacobi Bellman equation, optimal investment strategies, stochastic optimal control technique, return of premiums clauses, mean-variance utility.

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5505 Asymptotic Stability of Input-saturated System with Linear-growth-bound Disturbances via Variable Structure Control: An LMI Approach

Authors: Yun Jong Choi, Nam Woong, PooGyeon Park

Abstract:

Variable Structure Control (VSC) is one of the most useful tools handling the practical system with uncertainties and disturbances. Up to now, unfortunately, not enough studies on the input-saturated system with linear-growth-bound disturbances via VSC have been presented. Therefore, this paper proposes an asymp¬totic stability condition for the system via VSC. The designed VSC controller consists of two control parts. The linear control part plays a role in stabilizing the system, and simultaneously, the nonlinear control part in rejecting the linear-growth-bound disturbances perfectly. All conditions derived in this paper are expressed with Linear Matrices Inequalities (LMIs), which can be easily solved with an LMI toolbox in MATLAB.

Keywords: Input saturation, linear-growth bounded disturbances, linear matrix inequality (LMI), variable structure control

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5504 Stable Robust Adaptive Controller and Observer Design for a Class of SISO Nonlinear Systems with Unknown Dead Zone

Authors: Ibrahim F. Jasim

Abstract:

This paper presents a new stable robust adaptive controller and observer design for a class of nonlinear systems that contain i. Coupling of unmeasured states and unknown parameters ii. Unknown dead zone at the system actuator. The system is firstly cast into a modified form in which the observer and parameter estimation become feasible. Then a stable robust adaptive controller, state observer, parameter update laws are derived that would provide global adaptive system stability and desirable performance. To validate the approach, simulation was performed to a single-link mechanical system with a dynamic friction model and unknown dead zone exists at the system actuation. Then a comparison is presented with the results when there is no dead zone at the system actuation.

Keywords: Dead Zone, Nonlinear Systems, Observer, Robust Adaptive Control.

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5503 Research of Amplitude-Frequency Characteristics of Nonlinear Oscillations of the Interface of Two-Layered Liquid

Authors: Win Ko Ko, A. N. Temnov

Abstract:

The problem of nonlinear oscillations of a two-layer liquid completely filling a limited volume is considered. Using two basic asymmetric harmonics excited in two mutually perpendicular planes, ordinary differential equations of nonlinear oscillations of the interface of a two-layer liquid are investigated. In this paper, hydrodynamic coefficients of linear and nonlinear problems in integral relations were determined. As a result, the instability regions of forced oscillations of a two-layered liquid in a cylindrical tank occurring in the plane of action of the disturbing force are constructed, as well as the dynamic instability regions of the parametric resonance for different ratios of densities of the upper and lower liquids depending on the amplitudes of liquids from the excitations frequencies. Steady-state regimes of fluid motion were found in the regions of dynamic instability of the initial oscillation form. The Bubnov-Galerkin method is used to construct instability regions for approximate solution of nonlinear differential equations.

Keywords: Hydrodynamic coefficients, instability region, nonlinear oscillations, resonance frequency, two-layered liquid.

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5502 Iterative Estimator-Based Nonlinear Backstepping Control of a Robotic Exoskeleton

Authors: Brahmi Brahim, Mohammad Habibur Rahman, Maarouf Saad, Cristóbal Ochoa Luna

Abstract:

A repetitive training movement is an efficient method to improve the ability and movement performance of stroke survivors and help them to recover their lost motor function and acquire new skills. The ETS-MARSE is seven degrees of freedom (DOF) exoskeleton robot developed to be worn on the lateral side of the right upper-extremity to assist and rehabilitate the patients with upper-extremity dysfunction resulting from stroke. Practically, rehabilitation activities are repetitive tasks, which make the assistive/robotic systems to suffer from repetitive/periodic uncertainties and external perturbations induced by the high-order dynamic model (seven DOF) and interaction with human muscle which impact on the tracking performance and even on the stability of the exoskeleton. To ensure the robustness and the stability of the robot, a new nonlinear backstepping control was implemented with designed tests performed by healthy subjects. In order to limit and to reject the periodic/repetitive disturbances, an iterative estimator was integrated into the control of the system. The estimator does not need the precise dynamic model of the exoskeleton. Experimental results confirm the robustness and accuracy of the controller performance to deal with the external perturbation, and the effectiveness of the iterative estimator to reject the repetitive/periodic disturbances.

Keywords: Backstepping control, iterative control, rehabilitation, ETS-MARSE.

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5501 Effect of Supplementary Premium on the Optimal Portfolio Policy in a Defined Contribution Pension Scheme with Refund of Premium Clauses

Authors: Edikan E. Akpanibah Obinichi C. Mandah Imoleayo S. Asiwaju

Abstract:

In this paper, we studied the effect of supplementary premium on the optimal portfolio policy in a defined contribution (DC) pension scheme with refund of premium clauses. This refund clause allows death members’ next of kin to withdraw their relative’s accumulated wealth during the accumulation period. The supplementary premium is to help sustain the scheme and is assumed to be stochastic. We considered cases when the remaining wealth is equally distributed and when it is not equally distributed among the remaining members. Next, we considered investments in cash and equity to help increase the remaining accumulated funds to meet up with the retirement needs of the remaining members and composed the problem as a continuous time mean-variance stochastic optimal control problem using the actuarial symbol and established an optimization problem from the extended Hamilton Jacobi Bellman equations. The optimal portfolio policy, the corresponding optimal fund size for the two assets and also the efficient frontier of the pension members for the two cases was obtained. Furthermore, the numerical simulations of the optimal portfolio policies with time were presented and the effect of the supplementary premium on the optimal portfolio policy was discussed and observed that the supplementary premium decreases the optimal portfolio policy of the risky asset (equity). Secondly we observed a disparity between the optimal policies for the two cases.

Keywords: Defined contribution pension scheme, extended Hamilton Jacobi Bellman equations, optimal portfolio policies, refund of premium clauses, supplementary premium.

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5500 Comparative Dynamic Performance of Load Frequency Control of Nonlinear Interconnected Hydro-Thermal System Using Intelligent Techniques

Authors: Banaja Mohanty, Prakash Kumar Hota

Abstract:

This paper demonstrates dynamic performance evaluation of load frequency control (LFC) with different intelligent techniques. All non-linearities and physical constraints have been considered in simulation studies such as governor dead band (GDB), generation rate constraint (GRC) and boiler dynamics. The conventional integral time absolute error has been considered as objective function. The design problem is formulated as an optimisation problem and particle swarm optimisation (PSO), bacterial foraging optimisation algorithm (BFOA) and differential evolution (DE) are employed to search optimal controller parameters. The superiority of the proposed approach has been shown by comparing the results with published fuzzy logic control (FLC) for the same interconnected power system. The comparison is done using various performance measures like overshoot, undershoot, settling time and standard error criteria of frequency and tie-line power deviation following a step load perturbation (SLP). It is noticed that, the dynamic performance of proposed controller is better than FLC. Further, robustness analysis is carried out by varying the time constants of speed governor, turbine, tie-line power in the range of +40% to -40% to demonstrate the robustness of the proposed DE optimized PID controller.

Keywords: Automatic generation control, governor dead band, generation rate constraint, differential evolution.

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5499 A Method of Effective Planning and Control of Industrial Facility Energy Consumption

Authors: Aleksandra Aleksandrovna Filimonova, Lev Sergeevich Kazarinov, Tatyana Aleksandrovna Barbasova

Abstract:

A method of effective planning and control of industrial facility energy consumption is offered. The method allows optimally arranging the management and full control of complex production facilities in accordance with the criteria of minimal technical and economic losses at the forecasting control. The method is based on the optimal construction of the power efficiency characteristics with the prescribed accuracy. The problem of optimal designing of the forecasting model is solved on the basis of three criteria: maximizing the weighted sum of the points of forecasting with the prescribed accuracy; the solving of the problem by the standard principles at the incomplete statistic data on the basis of minimization of the regularized function; minimizing the technical and economic losses due to the forecasting errors.

Keywords: Energy consumption, energy efficiency, energy management system, forecasting model, power efficiency characteristics.

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