State-space approach to nonlinear predictive generalized minimum variance control

A Nonlinear Predictive Generalized Minimum Variance (NPGMV) control algorithm is introduced for the control of nonlinear discrete-time multivariable systems. The plant model is represented by the combination of a very general nonlinear operator and also a linear subsystem which can be open-loop unstable and is represented in state-space model form. The multi-step predictive control cost index to be minimised involves both weighted error and control signal costing terms. The solution for the control law is derived in the time-domain using a general operator representation of the process. The controller includes an internal model of the nonlinear process but because of the assumed structure of the system the state observer is only required to be linear. In the asymptotic case, where the plant is linear, the controller reduces to a state-space version of the well known GPC controller

A Review of the Travel Behavior Analysis: Its Basis and Application for Developing Cities

Travel, most often viewed in theory as derived from the demand for activity participation, has almost always been modeled on the trip-based basis, i.e., the trip is treated as the unit of analysis. Attributes of a trip (e.g., its origin and destination, mode, length) have been the subjects of analysis, but not the types of activities engaged in, their durations, sequences, and timing. This paper offers a brief review of the travel behavior analysis in order to provide a better understanding and forecasting of travel behavior. The article further offers discussions on its possible applications in urban areas of developing countries where historical accumulations of transportation and communications technologies are being introduced within a short span of time, creating the environment for travel which may not be properly accounted for using the conventional trip-based models of travel demand. In addition, the dataset from Malaysia was employed as a case of study

The threat of 'currency wars': a European perspective

This Policy Contribution was prepared as a briefing paper for the European Parliament Economic and Monetary Affairs Committee's Monetary Dialogue, entitled The threat of currency wars: global imbalances and their effect on currencies, held on 30 November 2010. Bruegel Fellows Jean Pisani-Ferry and Zsolt Darvas argue the so-called currency war is manifested in three ways: 1) the inflexible pegs of undervalued currencies; 2) attempts by floating exchange-rate countries to resist currency appreciation; 3) quantitative easing. Europe should primarily be concerned about the first issue, which relates to the renewed debate about the international monetary system. The attempts of floating exchange-rate countries to resist currency appreciation are generally justified while China retains a peg. Quantitative easing cannot be deemed a "beggar-thy-neighbour" policy as long as the Fed's policy is geared towards price stability. Central banks should come to an agreement about the definition of price stability at a time of deflationary pressures, as current US inflationary expectations are at historically low levels. Finally, the exchange rate of the Euro has not been greatly impacted by the recent currency war; the euro continues to be overvalued, but less than before.

Essays on farm household credit constraint, productivity and consumption inequality in Malawi

Credit has proven to be a necessary tool for economic development affecting positively the welfare of households and individuals. However, one major area in which rural households lack is access to financial markets including credit. The studies included in this thesis contribute to the access to credit literature and the credit constraint/unconstraint impact on some welfare outcomes. The first empirical study examined farm households' access to credit in rural Malawi. Unlike previous empirical studies, particular attention is given to discouraged borrowers who are mostly ignored in such studies. Using the 2010/2011 household survey data from Malawi the study determines the demographic and socio-economic characteristics that distinguish farm households who need credit, who are the discouraged borrowers and who are rejected applicants. A three-step sequential estimation model following a trivariate probit model with double sample selection was adopted. The findings revealed that there were over 7 times more discouraged borrowers than denied applicants. Women were more likely to be discouraged from applying for credit but, if they applied, they were more likely to be successful in obtaining credit than males. This shows that when examining farm households' access to credit discouraged borrowers should be given special consideration. Capturing discouraged borrowers as also credit constrained, the second empirical study employed a switching model to estimate the impact of credit constraint status on farm productivity for each credit constraint regime. The study further compared the expected production under actual and counterfactual conditions for a household being credit constrained or unconstrained. The findings suggest that a household that is constrained is less productive than a randomly selected household from the sample would but that for the unconstrained household is inconclusive, however, the counterfactual arguments as seen from the analysis shows that being credit unconstrained was beneficial to the increase in productivity. Studies have shown that undeveloped financial markets have been a major contributing factor increasing inequality, especially in developing countries. The third empirical study examined the impact of household credit constraint on the consumption inequality of rural households in Malawi. Factors that explain the within and between credit constrained and unconstrained status of consumption inequality were examined. The General Entropy (GE) Index and the Regression-Based Inequality Decomposition Methods, Field's (2003) and Blinder-Oaxaca Decomposition were employed. The findings show that inequality was more prominent within the groups than between them. Also, the size of households and the value of assets were the major contributors to the within-group inequalities for credit constrained and unconstrained households. Further, only the endowment component was important in explaining the consumption inequality gap between the credit constrained and unconstrained households. Adjusting the level of endowments of constrained households to that of the unconstrained households increased their welfare by 15.7 percent

The Quadratic Assignment Problem : Some New Result and Generalization

The Quadratic assignment problem is a combinatorial problem ofdeciding the placement of facilities in specified locations in such a wayas to minimize an function expressed in terms of distances betweenlocations and flows between facilities. The approach presented in thispaper is to treat is as a large quadratic programming problem withinteger resfictions on the variables. The integer requirements areinitially relaxed, and the nearest feasible solutions in then sought.schemes for accomplishing this are described, and their applicability tomore general problems is discussed

On the numerical classification of the singularities of robot manipulators

This paper is concerned with the task to obtain a complete description of the singularity set of any given non-redundant manipulator, including the identification and the precise computation of each constituent singularity class. Configurations belonging to the same class are equivalent in terms of the various types of kinematic and static degeneracy that characterize mechanism singularity. The proposed approach is an extension of recent work on computing singularities using a numerical method based on linear relaxations. Classification is sought by means of a hierarchy of singularity tests, each formulated as a system of quadratic or linear equations, which yields sets of classes to which an identified singularity cannot belong. A planar manipulator exemplifies the process of classification, and illustrates how, while most singularities get completely classified, for some lower-dimensional subsets one can only identify a restricted list of possible singularity classes.Postprint (published version

On the comparison of predictive control and command governor approaches for operational management of drinking water networks: a case study

This paper evaluates the application of command governor (CG) strategy for the operational control of drinking water networks (DWN) given their large-scale and complex nature, the permanent and relevant effect of the disturbances (water demands) and their marginal stability feature. Moreover, the performance improvement offered by CG is compared with the application of model predictive control for the same management purposes and in the same context. The paper also discusses the effectiveness of both strategies and highlights the advantages of each approach. The Barcelona DWN is considered as case study for the undertaken assessment analysis.Peer ReviewedPostprint (author’s final draft

Minimization of the eigenvalues of the dirichlet-laplacian with a diameter constraint

In this paper we look for the domains minimizing the hth eigenvalue of the Dirichlet-Laplacian λh with a constraint on the diameter. Existence of an optimal domain is easily obtained and is attained at a constant width body. In the case of a simple eigenvalue, we provide nonstandard (i.e., nonlocal) optimality conditions. Then we address the question of whether the disk is an optimal domain in the plane, and we give the precise list of the 17 eigenvalues for which the disk is a local minimum. We conclude by some numerical simulations showing the 20 first optimal domains in the plane