A stall-regulated wind turbine with fixed-speed operation provides a configuration which is one of the cheapest and simplest forms of wind generation and configurations. This type of turbine, however, is non-optimal at low winds, stresses the component structure and gives rise to significant power peaks during early stall conditions at high wind speeds. These problems can be overcome by having a properly designed generator speed control. Therefore, to track the maximum power locus curve at low winds, suppress the power peaks at medium winds, limit the power at a rated level at high winds and obtain a satisfactory power-wind speed curve performance (that closely resembles the ideal power-wind speed curve) with minimum stress torque simultaneously over the whole range of the wind speed variations, the availability of active control is vital. The main purpose of this study is to develop an internal model control (IMC) design for the squirrel-cage induction generator (SCIG), coupled with a full-rated power converter of a small (25 kW), stall-regulated, variable-speed wind-turbine (SRVSWT) system, which is subject to variations in the generator speed, electromagnetic torque and rotor flux. The study was done using simulations only. The objective of the controller was to optimise the generator speed to maximise the active power generated during the partial load region and maintain or restrict the generator speed to reduce/control the torque stress and the power-peaking between the partial and full load regions, before power was limited at the rated value of 25 kW at the full load region. The considered investigation involved estimating the proportional-integral (PI) and integral-proportional (IP) controllers parameter values used to track the stator-current producing torque, the rotor flux and the angular mechanical generator speed, before being used in the indirect vector control (IVC) and the sensorless indirect vector control (SLIVC) model algorithms of the SCIG system. The design of the PI and IP controllers was based on the fourth-order model of the SCIG, which is directly coupled to the full-rated power converter through the machine stator, whereas the machine rotor is connected to the turbine rotor via a gearbox. Both step and realistic wind speed profiles were considered. The IMC-based PI and IP controllers (IMC-PI-IP) tuning rule was proven to have smoothened the power curve and shown to give better estimation results compared to the IMC-based PI controllers (IMC-PI), Ziegler-Nichols (ZN) and Tyreus-Luyben (ZN) tuning rules. The findings also showed that for the SRVSWT system that employed the IVC model algorithm with the IMC-PI-IP tuning rule, considering the application of a maintained/constant speed (CS) strategy at the intermediate load region is more profitable than utilizing SRVSWT with the modified power tracking (MoPT) strategy. Besides that, the finding also suggested that, for the IMC-PI-IP approach, the IVC does provide better power tracking performance than the SLIVC model algorithm.

Title: Technical reserves of non-life insurance in the internal solvency model Author: Bc. Jiří Thomayer Department: Department of Propability and Mathematical Statistics Supervisor: Mgr. Ing. Jakub Mertl Abstract: In this work we study and describe calculation of solvency capital using the standard formula contained in the Directive of the European Union (Solvency II), which should be put into practice in Europe on 1 January 2013. This calcu- lation is described in quantitative impact study 5. We describe a general approach to risk measurement and we show some particular practical measures used to risk measurement. We explain under what conditions the standard formula or its parts can be replaced by internal model. Next, we show disadvantages of using the stan- dard formula and we propose possible internal model to calculate risk premiums and risk reserves in non-life insurance. Finally we apply the proposed model for calculation risk reverses in non-life insurance in practice. Keywords: Standard formula, Risk measurement, Solvency II, Internal model;

Submitted by PPG Engenharia El?trica (engenharia.pg.eletrica@pucrs.br) on 2018-03-26T18:49:00Z No. of bitstreams: 1 MATHEUS_SENNA_OLIVEIRA_DIS.pdf: 2367932 bytes, checksum: 927039b4746ebdc5d7da25318435b24a (MD5) / Approved for entry into archive by Tatiana Lopes (tatiana.lopes@pucrs.br) on 2018-04-06T17:26:05Z (GMT) No. of bitstreams: 1 MATHEUS_SENNA_OLIVEIRA_DIS.pdf: 2367932 bytes, checksum: 927039b4746ebdc5d7da25318435b24a (MD5) / Made available in DSpace on 2018-04-06T17:38:56Z (GMT). No. of bitstreams: 1 MATHEUS_SENNA_OLIVEIRA_DIS.pdf: 2367932 bytes, checksum: 927039b4746ebdc5d7da25318435b24a (MD5) Previous issue date: 2018-01-31 / Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior - CAPES / Este documento apresenta um trabalho de disserta??o sobre o estudo de estrat?gias de controle para o seguimento eficiente de padr?es espirais. Estes padr?es podem ser aplicados em muitas ?reas, como por exemplo, a Microscopia de For?a At?mica, onde padr?es de referenciais r?pidos e suaves s?o requeridos. Para realizar com sucesso o seguimento destas refer?ncias, que s?o compostas de sinais senoidais de amplitude e frequ?ncia vari?vel, estrat?gias de controle avan?adas foram investigadas. O Princ?pio do Modelo Interno ? uma abordagem tradicional para o seguimento de sinais, mas ele n?o pode ser aplicado diretamente em sinais com frequ?ncia variante. Logo, o presente trabalho prop?s uma estrat?gia de controle robusto onde o Princ?pio do Modelo Interno foi aplicado como um Controlador Ressonante em uma estrutura aumentada e variante no tempo. O sistema aumentado e os valores da frequ?ncia foram organizados usando uma representa??o polit?pica e estruturados como um problema de otimiza??o sujeito a restri??es na forma de Desigualdades Matriciais Lineares. Esta s?ntese foi avaliada atrav?s de um conjunto de simula??es, usando um modelo num?rico de um Microsc?pio de For?a At?mica e um novo padr?o de refer?ncia para escaneamento apropriado. Al?m disso, usando a premissa que estes sinais de refer?ncia s?o aplicados m?ltiplas vezes, um Controle por Aprendizagem Iterativa tamb?m foi projetado para melhorar o desempenho do seguimento da estrat?gia principal proposta. Resultados num?ricos demonstraram que o controlador projetado atingiu resultados satisfat?rios, em compara??o com o controlador tradicional dispon?vel na ?rea. / This document presents a dissertation work regarding the study of control strategies for the efficient tracking of spiral patterns. Such patterns arise in many areas, as for example the Atomic Force Microscopy, where fast and smooth reference signals are required. In order to successfully track the above mentioned references, which are composed of amplitude and frequency-varying sinusoidal signals, advanced control strategies were investigated. The Internal Model Principle is a traditional approach to track reference signals, but it cannot be directly applied in frequency-varying signals. Therefore, the present work proposed a robust control strategy where the Internal Model Principle was applied as a Resonant Control in an augmented time-varying structure. The augmented system and the reference frequency values were organized using a polytopic representation and structured as an optimization problem subject to constraints in the form of Linear Matrix Inequalities. This synthesis was evaluated through a set of simulations, using a numerical model of an Atomic Force Microscope and a new suitable scanning reference pattern. Moreover, using the premise that the same reference signals are tracked multiple times, an Iterative Learning Controller was also designed in order to improve the tracking performance of the proposed main strategy. Numerical results demonstrated that the designed controller achieved satisfactory results, in comparison to the traditional controller available in the area.

Gun and gun turret systems are the primary units of the weapon systems of an aircraft. They are required to hit targets accurately during operations. That is why a complete, high precision control of weapon systems is required. This function is provided by accurate modeling of the system and the design of a suitable controller. This study presents the modeling of and controller design for the gun and turret system for an aircraft. For the controller design purpose, first the mathematical model of the system is constructed. Then the controller is designed to position the turret system as the target comes into sight. The reference input to the controller will either be obtained from a FLIR (Forward Looking Infrared) unit or from a HCU (Hand Control Unit). The basic specification for the controller is to hold theerror signal within the 5.5&deg / positioning envelope. This specification is satisfied by designing Linear Quadratic Gaussian and Internal Model Control type controllers. The performance of the overall system has been examined both by simulation studies and on the real physical system. Results have shown that the designed system is well over being sufficient.

[pt] O risco operacional, que é definido como a possibilidade de ocorrência de perdas resultantes de falha, deficiência ou inadequação de processos internos, pessoas e sistemas, ou de eventos externos, está presente em qualquer atividade de uma instituição, seja ela financeira ou não. Essas características tornam a gestão e a mensuração desse risco desafiadoras e completamente diferentes dos demais tipos de risco. Apesar de Basileia II, em 2004, ter proposto diretrizes para os modelos internos de risco operacional, que visam determinar a quantia de capital que deve ser reservada para fazer frente a esse risco, os modelos internos de risco operacional ainda não se desenvolveram como os modelos de risco de crédito e mercado. Esse fato levou o Comitê de Basileia a sinalizar a intenção de eliminar os modelos internos para mensuração do risco operacional recentemente, substituindo todas as abordagens atuais, inclusive os modelos internos por uma abordagem padronizada única, que considera as perdas internas das instituições financeiras. A ausência de bases de dados internas abrangentes e que contemplem todos os riscos operacionais aos quais uma instituição financeira está exposta criou a necessidade de utilizar outros elementos, como os dados de perdas externas e os cenários. No entanto, esses elementos são criticados pela subjetividade. Esta tese teve como objetivo demonstrar a utilização do elemento análise de cenários na metodologia Loss Distribution Approach (LDA) para cálculo do capital regulamentar referente ao risco operacional tendo como referência a experiência do Banco Nacional de Desenvolvimento Econômico e Social (BNDES) na integração da gestão do risco operacional com a mensuração do capital. A metodologia proposta possibilitou, dentre outros: (i) a mensuração do capital regulamentar considerando cenários factíveis; (ii) a identificação de cenários de cauda e de corpo da distribuição agregada de perdas, que não estão refletidos na base de dados internas de perdas; (iii) a identificação e mensuração dos riscos operacionais do BNDES de forma abrangente; (iv) a obtenção de informações que podem direcionar a gestão do risco no que se refere à identificação de riscos que devem ter o tratamento priorizado; (v) o desenvolvimento de uma cultura de riscos, tendo em vista o envolvimento de especialistas de diversas unidades; (vi) a utilização de uma metodologia compreensível a todos os especialistas de negócios, que são os que conhecem os riscos de suas atividades. / [en] Operational risk, which is defined as the possibility of losses resulting from failure, deficiency or inadequacy of internal processes, people and systems or from external events, is present in any activity of an institution, be it financial or not. These features make the management and measurement of this risk challenging and completely different from other types of risk. Although Basel II in 2004 has proposed guidelines for the internal models for operational risk, which aim to determine the amount of capital that must be set aside to cover this risk, operational risk internal models have not yet developed as credit risk and Market models. This has led the Basel Committee to signal the intention to eliminate internal models for measuring operational risk recently, replacing all current approaches, including internal models by a single standardized approach, which considers the internal losses of financial institutions. The absence of comprehensive internal databases that include all operational risks to which a financial institution is exposed has created the need to use other elements such as external data loss and scenarios. However, these elements are criticized for its subjectivity. This thesis aimed to demonstrate the use of the element scenario analysis in Loss Distribution Approach (LDA) methodology for calculating regulatory capital for operational risk with reference to the experience of the Brazilian Development Bank (BNDES) in the integration of operational risk management with the measurement of capital. The proposed methodology allowed, among others: (i) the measurement of regulatory capital considering feasible scenarios; (ii) identification of tail and body scenarios of the aggregate losses distributions, which are not reflected in the internal loss database; (iii) the identification and measurement of BNDES s operational risk in a comprehensive manner; (iv) obtaining information that can target the risk management as regards the identification of risks that should be prioritized treatment; (V) developing a risk culture in view of the involvement of experts from various units; (Vi) use a comprehensive approach to all business experts, who are the ones who know the risks of their activities.

No description available.

High blood pressure, also called hypertension is one of the most common worldwide diseases afflicting humans and is a major risk factor for stroke, myocardial infarction, vascular disease, and chronic kidney disease. If blood pressure is controlled and oscillations in the hemodynamic variables are reduced, patients experience fewer complications after surgery. In clinical practice, this is usually achieved using manual drug delivery. Given that different patients have different sensitivity and reaction time to drugs, determining manually the right drug infusion rates may be difficult. This is a problem where automatic drug delivery can provide a solution, especially if it is designed to adapt to variations in the patient’s conditions. This research work presents an investigation into the development of abnormal blood pressure (hypertension) controllers for postoperative patients. Control of the drugs infusion rates is used to simultaneously regulate the hemodynamic variables such as the Mean Arterial Pressure (MAP) and the Cardiac Output (CO) at the desired level. The implementation of optimal control system is very essential to improve the quality of patient care and also to reduce the workload of healthcare staff and costs. Many researchers have conducted studies earlier on modelling and/or control of abnormal blood pressure for postoperative patients. However, there are still many concerns about smooth transition of blood pressure without any side effect. The blood pressure is classified in two categories: high blood pressure (Hypertension) and low blood pressure (Hypotension). The hypertension often occurred after cardiac surgery, and the hypotension occurred during cardiac surgery. To achieve the optimal control solution for these abnormal blood pressures, many methods are proposed, one of the common methods is infusing the drug related to blood pressure to maintain it at the desired level. There are several kinds of vasodilating drugs such as Sodium Nitroprusside (SNP), Dopamine (DPM), Nitro-glycerine (NTG), and so on, which can be used to treat postoperative patients, also used for hypertensive emergencies to keep the blood pressure at safety level. A comparative performance of two types of algorithms has been presented in chapter four. These include the Internal Model Control (IMC), and Proportional-Integral-Derivative (PID) controller. The resulting controllers are implemented, tested and verified for three sensitivity patient response. SNP is used for all three patients’ situation in order to reduce the pressure smoothly and maintain it at the desire level. A Genetic Algorithms (GAs) optimization technique has been implemented to optimise the controllers’ parameters. A set of experiments are presented to demonstrate the merits and capabilities of the control algorithms. The simulation results in chapter four have demonstrated that the performance criteria are satisfied with the IMC, and PID controllers. On the other hand, the settling time for the PID control of all three patients’ response is shorter than the settling time with IMC controller. Using multiple interacting drugs to control both the MAP and CO of patients with different sensitivity to drugs is a challenging task. A Multivariable Model Reference Adaptive Control (MMRAC) algorithm is developed using a two-input, two-output patient model. Because of the difference in patient’s sensitivity to the drug, and in order to cover the wide ranges of patients, Model Reference Adaptive Control (MRAC) has been implemented to obtain the optimal infusion rates of DPM and SNP. This is developed in chapters five and six. Computer simulations were carried out to investigate the performance of this controller. The results show that the proposed adaptive scheme is robust with respect to disturbances and variations in model parameters, the simulation results have demonstrated that this algorithm cannot cover the wide range of patient’s sensitivity to drugs, due to that shortcoming, a PID controller using a Neural Network that tunes the controller parameters was designed and implemented. The parameters of the PID controller were optimised offline using Matlab genetic algorithm. The proposed Neuro-PID controller has been tested and validated to demonstrate its merits and capabilities compared to the existing approaches to cover wide range of patients.

Recently the eld of actuarial mathematics has experienced a large development due to a signi cant increase of demands for insurance and nancial risk quanti cation due to the fact that the implementation of a complex of rules of international reporting standards (IFRS) and solvency reporting (Solvency II) has started. It appears that the key question for solvency measuring is determination of probability distribution of future cash ows of an insurance company. Solvency is then reported through an appropriate risk measure based e.g. on a percentile of this distribution. While as present popular models are based solely on aggregated data (such as total loss development from a certain time period), the main objective of this work is to scrutinize possibilities of modelling of the reserve risk (i.e. roughly said, the distribution of the ultimate incurred value of claims that have already happened in the past) based directly on individual claims. These models have not yet become popular and to the author's knowledge an overview of such models has not been published previously. The assumptions and speci cation of the already published models were compared to the practical experience and some inadequacies were pointed out. Further more a new reserve risk model was constructed which is believed to have practically more suitable assumptions and properties than the existing models. Theoretical aspects of the new model were studied and distribution of the ultimate incurred value (the modelled variable) was derived. An emphasis was put also on practical aspects of the developed model and its applicability in the case of industrial use. Therefore some restrictive assumptions which might be considered realistic in variety of practical cases and which lead to a signi cant simpli cation of the model were identi ed throughout the work. Furthermore, algorithms to reduce the number of the necessary calculations were developed. In the last chapters of the work, an e ort was devoted to the methods of the estimation of the considered parameters respecting practical limitations (such as missing observations at the time of modelling). For this purpose, survival analysis was (amongst other methods) applied.

Made available in DSpace on 2014-12-17T14:55:45Z (GMT). No. of bitstreams: 1 RaphaellMS_DISSERT.pdf: 3087457 bytes, checksum: 184208141b97a58de312de245a6bd3e8 (MD5) Previous issue date: 2011-02-11 / Conselho Nacional de Desenvolvimento Cient?fico e Tecnol?gico / Conventional control strategies used in shunt active power filters (SAPF) employs real-time instantaneous harmonic detection schemes which is usually implements with digital filters. This increase the number of current sensors on the filter structure which results in high costs. Furthermore, these detection schemes introduce time delays which can deteriorate the harmonic compensation performance. Differently from the conventional control schemes, this paper proposes a non-standard control strategy which indirectly regulates the phase currents of the power mains. The reference currents of system are generated by the dc-link voltage controller and is based on the active power balance of SAPF system. The reference currents are aligned to the phase angle of the power mains voltage vector which is obtained by using a dq phase locked loop (PLL) system. The current control strategy is implemented by an adaptive pole placement control strategy integrated to a variable structure control scheme (VS?APPC). In the VS?APPC, the internal model principle (IMP) of reference currents is used for achieving the zero steady state tracking error of the power system currents. This forces the phase current of the system mains to be sinusoidal with low harmonics content. Moreover, the current controllers are implemented on the stationary reference frame to avoid transformations to the mains voltage vector reference coordinates. This proposed current control strategy enhance the performance of SAPF with fast transient response and robustness to parametric uncertainties. Experimental results are showing for determining the effectiveness of SAPF proposed control system / Resumo: As estrat?gias de controle convencionais de filtros ativos de pot?ncia paralelos (FAPP) empregam esquemas de detec??o de harm?nicos em tempo real, usualmente implementados com filtros digitais. Isso aumenta o n?mero de sensores na estrutura do filtro, o que resulta em altos custos. Al?m disso, esses esquemas de detec??o introduzem atrasos que podem deteriorar o desempenho da compensa??o de harm?nicos. Diferentemente dos esquemas de controle convencionais, este artigo prop?e uma nova estrat?gia de controle que regula indiretamente as correntes de fase da rede el?trica. As correntes de refer?ncia do sistema s?o geradas pelo controle de tens?o do barramento CC e s?o baseadas no balan?o de pot?ncia ativa do sistema FAPP. As correntes de refer?ncia s?o alinhadas com o ?ngulo de fase do vetor tens?o da rede, que ? obtido usando um PLL (Phase Locked Loop). O controle de corrente ? implementado por uma estrat?gia de controle adaptativo por aloca??o de p?los, integrada com um esquema de controle com estrutura vari?vel (VS?APPC). No VS?APPC, o princ?pio do modelo interno (IMP) de refer?ncia ? usado para eliminar o erro em regime permanente das correntes do sistema. Isso for?a as correntes de fase do sistema a serem senoidais e com baixo teor de harm?nicos. Al?m disso, os controladores de corrente s?o implementados no referencial estacion?rio para evitar transforma??es nas coordenadas de refer?ncia do vetor tens?o da rede. Esta estrat?gia de controle de corrente melhora a performance do FAPP com uma resposta transit?ria r?pida e robustez a incertezas param?tricas. Resultados experimentais s?o mostrados para demonstrar a efic?cia do sistema de controle proposto para o FAPP

L’efficacité du système visuel est permise par un complexe réseau d’élaboration, qui s’appuie sur des structures corticales, sous-corticales et périphériques. Le but de la présente recherche est de mieux comprendre le processus de perception visuelle du mouvement, et réaliser un modèle computationnel capable de reproduire les fonctionnalités humaines du tracking (suivi) d'un objet en mouvement. Ce travail de thèse comprend une ample recherche bibliographique, ainsi qu’une série d’expérimentations ; la thèse se compose de deux parties :La première partie a pour objet la détermination des performances dans l’inférence « vers le passé », d’un mouvement partiellement visible. Il s’agit de définir l’implication des informations exogènes (les signaux rétiniens) et endogènes (les modèles internes de l’action observée) dans la reconstruction de la cinématique d’une cible en mouvement et partiellement occultée. Nos résultats supportent l’hypothèse que le Système Nerveux Central adopte un mécanisme basé sur le recours aux modèles internes dans la reconstruction du passé de cinématiques biologiques. La deuxième partie complémente la première, et vise à identifier la structure et les caractéristiques fonctionnelles du système de poursuite, ainsi que à comprendre l’origine des erreurs systématiques présentes dans la localisation d’une cible chez l’homme. Nous avons développé un modèle computationnel en langage Matlab, basé sur le mécanisme d’extrapolation du mouvement, qui est capable de reproduire les données expérimentales dans la tâche de localisation / The effectiveness of the visual system is permitted by a complex processing network, which relies on cortical, sub-cortical and peripheral structures. The purpose of this research is to improve the knowledge of the process sustaining the visual perception of motion, and to produce a computational model able to reproduce the features of human visual tracking of a moving object.This work includes an extensive bibliographic research, and a series of experiments. The thesis consists of two parts:The first part pertains to the determination of performance in the "backward" inference of a partially visible movement. It consist of defining the involvement of exogenous information (retinal signals) and endogenous information (internal models of observed action) in the kinematic reconstruction of a partially hidden trajectory of a moving target. Our results support the hypothesis that the CNS adopts a mechanism based on the use of internal models in the reconstruction of past biological kinematics.The second part complements the first one, and aims to identify the structure and the functional characteristics of the tracking system; it also aims to understand the origin of systematic errors present in the location of a target, in humans.We developed a computational model in Matlab, based on the extrapolation mechanism of movement, which is capable of reproducing the experimental data for the localization task