Multi-objective Active Control Policy Design for Commensurate and Incommensurate Fractional Order Chaotic Financial Systems

This is the author accepted manuscript. The final version is available from Elsevier via the DOI in this record.In this paper, an active control policy design for a fractional order (FO) financial system is attempted, considering multiple conflicting objectives. An active control template as a nonlinear state feedback mechanism is developed and the controller gains are chosen within a multi-objective optimization (MOO) framework to satisfy the conditions of asymptotic stability, derived analytically. The MOO gives a set of solutions on the Pareto optimal front for the multiple conflicting objectives that are considered. It is shown that there is a trade-off between the multiple design objectives and a better performance in one objective can only be obtained at the cost of performance deterioration in the other objectives. The multi-objective controller design has been compared using three different MOO techniques viz. Non Dominated Sorting Genetic Algorithm-II (NSGA-II), epsilon variable Multi-Objective Genetic Algorithm (ev-MOGA), and Multi Objective Evolutionary Algorithm with Decomposition (MOEA/D). The robustness of the same control policy designed with the nominal system settings have been investigated also for gradual decrease in the commensurate and incommensurate fractional orders of the financial system

Opamp-based synthesis of a fractional order switched system

"The analysis, design and circuit synthesis of a fractional order switched system is presented in this paper. That system is capable of showing chaotic oscillations with a fractional order less than three, i.e., 2.4. The dynamical system is called fractional order unstable dissipative system (FOUDS); because it consists of a switching law to display strange attractors. Its dynamical behavior is explored and a circuit synthesis system is realized considering operational amplifiers. SPICE simulations agree with the numerical results.

Effect of Random Parameter Switching on Commensurate Fractional Order Chaotic Systems

This is the author accepted manuscript. The final version is available from Elsevier via the DOI in this record.The paper explores the effect of random parameter switching in a fractional order (FO) unified chaotic system which captures the dynamics of three popular sub-classes of chaotic systems i.e. Lorenz, Lu and Chen's family of attractors. The disappearance of chaos in such systems which rapidly switch from one family to the other has been investigated here for the commensurate FO scenario. Our simulation study show that a noise-like random variation in the key parameter of the unified chaotic system along with a gradual decrease in the commensurate FO is capable of suppressing the chaotic fluctuations much earlier than that with the fixed parameter one. The chaotic time series produced by such random parameter switching in nonlinear dynamical systems have been characterized using the largest Lyapunov exponent (LLE) and Shannon entropy. The effect of choosing different simulation techniques for random parameter FO switched chaotic systems have also been explored through two frequency domain and three time domain methods. Such a noise-like random switching mechanism could be useful for stabilization and control of chaotic oscillation in many real-world applications

Fractional order chaotic systems and their electronic design

"Con el desarrollo del cálculo fraccionario y la teoría del caos, los sistemas caóticos de orden fraccionario se han convertido en una forma útil de evaluar las características de los sistemas dinámicos. En esta dirección, esta tesis es principalmente relacionada, es decir, en el estudio de sistemas caóticos de orden fraccionario, basado en sistemas disipativos de inestables, un sistema disipativo de inestable de orden fraccionario es propuesto. Algunas propiedades dinámicas como puntos de equilibrio, exponentes de Lyapunov, diagramas de bifurcación y comportamientos dinámicos caóticos del sistema caótico de orden fraccionario son estudiados. Los resultados obtenidos muestran claramente que el sistema discutido presenta un comportamiento caótico. Por medio de considerar la teoría del cálculo fraccionario y simulaciones numéricas, se muestra que el comportamiento caótico existe en el sistema de tres ecuaciones diferenciales de orden fraccionario acopladas, con un orden menor a tres. Estos resultados son validados por la existencia de un exponente positivo de Lyapunov, además de algunos diagramas de fase. Por otra parte, la presencia de caos es también verificada obteniendo la herradura topológica. Dicha prueba topológica garantiza la generaci´n de caos en el sistema de orden fraccionario propuesto. En orden de verificar la efectividad del sistema propuesto, un circuito electrónico es diseñado con el fin de sintetizar el sistema caótico de orden fraccionario.""With the development of fractional order calculus and chaos theory, the fractional order chaotic systems have become a useful way to evaluate characteristics of dynamical systems and forecast the trend of complex systems. In this direction, this thesis is primarily concerned with the study of fractional order chaotic systems, based on an unstable dissipative system (UDS), a fractional order unstable dissipative system (FOUDS) is proposed. Dynamical properties, such as equilibrium points, Lyapunov exponents, bifurcation diagrams and phase diagrams of the fractional order chaotic system are studied. The obtained results shown that the fractional order unstable dissipative system has a chaotic behavior. By utilizing the fractional calculus theory and computer simulations, it is found that chaos exists in the fractional order three dimensional system with order less than three. The lowest order to yield chaos in this system is 2.4. The results are validated by the existence of one positive Lyapunov exponent, phase diagrams; Besides, the presence of chaos is also verified obtaining the topological horseshoe. That topological proof guarantees the chaos generation in the proposed fractional order unstable dissipative system. In order to verify the effectiveness of the proposed system, an electronic circuit is designed with the purpose of synthesize the fractional order chaotic system, the fractional order integral is realized with electronic circuit utilizing the synthesis of a fractance circuit. The realization has been done via synthesis as passive RC circuits connected to an operational amplifier. The continuos fractional expansion have been utilized on fractional integration transfer function which has been approximated to integer order rational transfer function considering the Charef Method. The analogue electronics circuits have been simulated using HSPICE.

Fractional Order Fuzzy Control of Hybrid Power System with Renewable Generation Using Chaotic PSO

This is the author accepted manuscript. The final version is available from Elsevier via the DOI in this record.This paper investigates the operation of a hybrid power system through a novel fuzzy control scheme. The hybrid power system employs various autonomous generation systems like wind turbine, solar photovoltaic, diesel engine, fuel-cell, aqua electrolyzer etc. Other energy storage devices like the battery, flywheel and ultra-capacitor are also present in the network. A novel fractional order (FO) fuzzy control scheme is employed and its parameters are tuned with a particle swarm optimization (PSO) algorithm augmented with two chaotic maps for achieving an improved performance. This FO fuzzy controller shows better performance over the classical PID, and the integer order fuzzy PID controller in both linear and nonlinear operating regimes. The FO fuzzy controller also shows stronger robustness properties against system parameter variation and rate constraint nonlinearity, than that with the other controller structures. The robustness is a highly desirable property in such a scenario since many components of the hybrid power system may be switched on/off or may run at lower/higher power output, at different time instants

Frequency Domain Design of Fractional Order PID Controller for AVR System Using Chaotic Multi-objective Optimization

This is the author accepted manuscript. The final version is available from Elsevier via the DOI in this record.A fractional order (FO) PID or FOPID controller is designed for an Automatic Voltage Regulator (AVR) system with the consideration of contradictory performance objectives. An improved evolutionary Non-dominated Sorting Genetic Algorithm (NSGA-II), augmented with a chaotic Henon map is used for the multi-objective optimization based design procedure. The Henon map as the random number generator outperforms the original NSGA-II algorithm and its Logistic map assisted version for obtaining a better design trade-off with an FOPID controller. The Pareto fronts showing the trade-offs between the different design objectives have also been shown for both the FOPID controller and the conventional PID controller to enunciate the relative merits and demerits of each. The design is done in frequency domain and hence stability and robustness of the design is automatically guaranteed unlike the other time domain optimization based controller design methods