524 research outputs found

    State estimation for linear stochastic differential equations with uncertain disturbances via BSDE approach

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    A backward stochastic differential equation (BSDE) is an Ito stochastic differential equation (SDE) for which a random terminal condition on the state has been specified. The paper deals with estimation problems for partly observed stochastic processes described by linear SDEs with uncertain disturbances. The disturbances and unknown initial states are supposed to be constrained by the inequality including mathematical expectation of the integral quadratic cost. We consider our equations as BSDEs, and construct at given instant the random information set of all possible states which are compatible with the measurements and the constraints. The center of this set represents the best estimation of the process' state. The evolutionary equations for the random information set and for the best estimation are given. Some examples and applications are considered. © 2012 American Institute of Physics

    Smart Finite State Devices: A Modeling Framework for Demand Response Technologies

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    We introduce and analyze Markov Decision Process (MDP) machines to model individual devices which are expected to participate in future demand-response markets on distribution grids. We differentiate devices into the following four types: (a) optional loads that can be shed, e.g. light dimming; (b) deferrable loads that can be delayed, e.g. dishwashers; (c) controllable loads with inertia, e.g. thermostatically-controlled loads, whose task is to maintain an auxiliary characteristic (temperature) within pre-defined margins; and (d) storage devices that can alternate between charging and generating. Our analysis of the devices seeks to find their optimal price-taking control strategy under a given stochastic model of the distribution market.Comment: 8 pages, 8 figures, submitted IEEE CDC 201

    About control of the guaranteed estimation

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    The control problem by parameters in the course of the guaranteed state estimation of linear non-stationary systems is considered. It is supposed that unknown disturbances in the system and the observation channel are limited by norm in the space of square integrable functions and the initial state of the system is also unknown. The process of guaranteed state estimation includes the solution of a matrix Riccati equation that contains some parameters, which may be chosen at any instant of time by the first player (an observer) and the second player (an opponent of the observer). The purposes of players are diametrically opposite: the observer aims to minimize diameter of information set at the end of observation process, and the second player on the contrary aims to maximize it. This problem is interpreted as a differential game with two players for the Riccati equation. All the choosing parameters are limited to compact sets in appropriate spaces of matrices. The payoff of the game is interpreted through the Euclidean norm of the inverse Riccati matrix at the end of the process. A specific case of the problem with constant matrices is considered. Methods of minimax optimization, the theory of optimum control, and the theory of differential games are used. Examples are also given. © 2018, Institute for Problems in Mechanical Engineering, Russian Academy of Sciences. All rights reserved.Russian Foundation for Basic Research, RFBR: 18-01-00544-aThis paper was supported by the Russian Foundation for Basic Research (RFBR) under Project No. 18-01-00544-a

    207Pb and 17O NMR Study of the Electron Density Distribution in Metal Phase of BaPb_{1-x}Bi_xO_3

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    The 17O and 207Pb NMR spectra were measured in ceramic samples in the metallic phase of BaPb_{1-x}Bi_{x}O_3 oxides (0<x< 0.33). The inhomogeneous magnetic broadening which appears due to a distribution of the Knight shifts was analyzed in detail. It is shown that Bi atoms, which are randomly incorporated in BaPbO_3 parent compound give rise to an increased conduction electron spin density within an area which is delimited by its two first cation shells. According to NMR data the percolative overlap of these areas occurs in superconducting compositions and it is accompanied by a sharp growth of the average Knight shift . The decrease of with temperature revealed for x=0.33 evidences for an opening of the energy gap near E_F near the metal-semiconductor transition (x=0.35).Comment: submitted to Phys. Rev.

    Hydrothermal alteration mapping of Siberian gold-ore fields based on satellite spectroscopy data

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    The mapping of the hydrothermal alterations in Urjahskoe and Fedorov-Kedrov gold-ore fields was conducted by applying channel relationship method (band ratio) based on ASTER spectral-zonal satellite image data. It was determined that the calculated mineral indices in ore-bearing structures are zonal. Outer ore-bearing structures revealed increased ferric mineral index values, while inner - high epidote- chlorite- calcite and muscovite- siderite mineral index values. Detected regularities could be used in identifying potential gold-ore bearing areas within identical fields based on remote sensing survey data

    Desiccation tolerant lichens facilitate in vivo H/D isotope effect measurements in oxygenic photosynthesis

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    © 2018 Elsevier B.V. We have used the desiccation-tolerant lichen Flavoparmelia caperata, containing the green algal photobiont Trebouxia gelatinosa, to examine H/D isotope effects in Photosystem II in vivo. Artifact-free H/D isotope effects on both PSII primary charge separation and water oxidation yields were determined as a function of flash rate from chlorophyll-a variable fluorescence yields. Intact lichens could be reversibly dehydrated/re-hydrated with H2O/D2O repeatedly without loss of O2 evolution, unlike all isolated PSII preparations. Above a threshold flash rate, PSII charge separation decreases sharply in both D2O and H2O, reflecting loss of excitation migration and capture by PSII. Changes in H/D coordinates further slow charge separation in D2O (−23% at 120 Hz), attributed to reoxidation of the primary acceptor QA−. At intermediate flash rates (5–50 Hz) D2O decreases water oxidation efficiency (O2 evolution) by −2–5%. No significant isotopic difference is observed at slow flash rates (\u3c5 \u3eHz) where charge recombination dominates. Slower D2O diffusion, changes in hydrogen bonding networks, and shifts in the pKa\u27s of ionizable residues may all contribute to these systematic variations of H/D isotope effects. Lichens’ reversible desiccation tolerance allows highly reproducible H/D exchange kinetics in PSII reactions to be studied in vivo for the first time

    OUTPUT CONTROLLABILITY OF DELAYED CONTROL SYSTEMS IN A LONG TIME HORIZON

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    In this paper, we consider the output controllability of finite-dimensional control systems governed by a distributed delayed control. For systems with ordinary controls, this problem was investigated earlier. Nevertheless, in many practical and technical problems the control acts with some delay. We give the necessary and sufficient condition for the output controllability. The main goal of our control is to govern the output of the system to some position on a subspace in a given instant, and then keep this output fixed for the remaining times. This property is called the long-time output controllability. For this, sufficient conditions are given. The introduced notions are applied for the investigation of averaged controllability of systems with delayed controls. The general approach for that is to approximate the system by the ordinary ones. Some examples are considered

    AN APPLICATION OF MOTION CORRECTION METHODS TO THE ALIGNMENT PROBLEM IN NAVIGATION

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    In this paper, we apply some motion correction methods to the alignment problem in navigation. This problem consists in matching two coordinate systems having the common origins. As a rule, one of the systems named as basic coordinate system is located at a ship or airplane. The dependent coordinate system belongs to another object (e.g. missile) that starts from the ship. The problem is considered with incomplete information on state coordinates which can be measured with disturbances without statistical description
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