Neste trabalho procuramos determinar o controle ótimo para problemas de custo médio a longo prazo (CMLP) de sistemas lineares com saltos markovianos (SLSMs) com observação parcial dos estados da cadeia de Markov, e, para isso, implementamos métodos computacionais heurísticos como algoritmos evolutivos de primeira geração - algoritmo genético (AG) básico - e os algoritmos UMDA(Univariate Marginal Distribution Algorithm) e BOA(Bayesian Optimization Algorithm), de segunda geração. Utilizamos um algoritmo variacional para comparar com os métodos implementados e medir a qualidade de suas soluções. Desenvolvemos uma abordagem de transição de níveis de observação (ATNO), partindo de um problema de observação completa e migrando através de problemas parcialmente observados. Cada um dos métodos mencionados acima foi implementado também no contexto da ATNO. Para realizar uma análise estatística sobre o desempenho dos métodos computacionais, utilizamos um gerador de SLSMs com importantes características da teoria de controle como: estabilidade, estabilizabilidade, observabilidade, controlabilidade e detetabilidade. Por fim, apresentamos alguns resultados sobre o CMLP com controles estabilizantes e resultados parciais a respeito da unicidade de solução / In this work we are interested in the optimal control for the long run average cost (LRAC) problem for linear systems with Markov jump parameters (LSMJP), using heuristic methods like first generation evolutionary algorithms - genetic algorithm (GA) - and second generation algorithms including UMDA (Univariate Marginal Distribution Algorithm) and BOA (Bayesian Optimization Algorithm). We have developed a scheme that employs different problems with intermediate levels of observation of the Markov chain, starting with complete observation and shifting to the partial observation problem. The aforementioned methods have been implemented using this scheme. Moreover, in order to compare the methods, we use an algorithm for generating a number of LSMJP and we present a basic statistical analysis of the results. Finally, we present some results on the LRAC with stabilizing control and some partial results on the uniqueness of the solution

Made available in DSpace on 2014-06-12T17:35:03Z (GMT). No. of bitstreams: 2 arquivo3630_1.pdf: 2374215 bytes, checksum: 64f9cdc75ffa8167dff3140c0b1e48a2 (MD5) license.txt: 1748 bytes, checksum: 8a4605be74aa9ea9d79846c1fba20a33 (MD5) Previous issue date: 2009 / Petróleo Brasileiro S/A / Processos semi-Markovianos (SMP) contínuos no tempo são importantes ferramentas estocásticas para modelagem de métricas de confiabilidade ao longo do tempo para sistemas para os quais o comportamento futuro depende dos estados presente e seguinte assim como do tempo de residência. O método clássico para resolver as probabilidades intervalares de transição de SMP consiste em aplicar diretamente um método geral de quadratura às equações integrais. Entretanto, esta técnica possui um esforço computacional considerável, isto é, N2 equações integrais conjugadas devem ser resolvidas, onde N é o número de estados. Portanto, esta tese propõe tratamentos matemáticos e numéricos mais eficientes para SMP. O primeiro método, o qual é denominado 2N-, é baseado em densidades de frequência de transição e métodos gerais de quadratura. Basicamente, o método 2N consiste em resolver N equações integrais conjugadas e N integrais diretas. Outro método proposto, chamado Lap-, é baseado na aplicação de transformadas de Laplace as quais são invertidas por um método de quadratura Gaussiana, chamado Gauss Legendre, para obter as probabilidades de estado no domínio do tempo. Formulação matemática destes métodos assim como descrições de seus tratamentos numéricos, incluindo questões de exatidão e tempo para convergência, são desenvolvidas e fornecidas com detalhes. A efetividade dos novos desenvolvimentos 2N- e Lap- serão comparados contra os resultados fornecidos pelo método clássico por meio de exemplos no contexto de engenharia de confiabilidade. A partir destes exemplos, é mostrado que os métodos 2N- e Lap- são significantemente menos custosos e têm acurácia comparável ao método clássico

Made available in DSpace on 2014-10-09T12:42:57Z (GMT). No. of bitstreams: 0 / Made available in DSpace on 2014-10-09T14:08:02Z (GMT). No. of bitstreams: 1 05358.pdf: 6193324 bytes, checksum: c9b68865b6cec7bb9c83ee65a4e97865 (MD5) / Dissertacao (Mestrado) / IPEN/D / Instituto de Pesquisas Energeticas e Nucleares - IPEN/CNEN-SP

Orientadores: Alim Pedro de Castro Gonçalves, Andre Ricardo Fioravanti / Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Elétrica e de Computação / Made available in DSpace on 2018-08-25T18:06:26Z (GMT). No. of bitstreams: 1 Cardeliquio_CaetanodeBrito_M.pdf: 2321696 bytes, checksum: b97dd016bf239aa4b647ee8c3411f3e1 (MD5) Previous issue date: 2014 / Resumo: Esta dissertação tem como objetivo principal o estudo de problemas de controle H2 e Hoo de sistemas lineares a tempo contínuo sujeitos a saltos markovianos com taxas de transição incertas. São tratados os problemas de realimentação de estado, realimentação de saída e filtragem. Todos os controladores e filtros são expressos em termos de desigualdades matriciais lineares / Abstract: This manuscript addresses the H2 and Hoo control for continuous time systems subjected to markovian jumps with uncertain transition rates. Our purpose is to minimize the H2 and Hoo norms using Linear Matrix Inequalities (LMIs) and find the gains for the state-feedback control when the transition rate between modes has some degree of uncertainty. Output feedback and filtering problems are both also addressed / Mestrado / Automação / Mestre em Engenharia Elétrica

京都大学 / 0048 / 新制・課程博士 / 博士(工学) / 甲第18574号 / 工博第3935号 / 新制||工||1605(附属図書館) / 31474 / 京都大学大学院工学研究科都市社会工学専攻 / (主査)教授 大津 宏康, 教授 河野 広隆, 教授 清野 純史 / 学位規則第4条第1項該当 / Doctor of Philosophy (Engineering) / Kyoto University / DFAM

Yes / Reliability evaluation for ensuring the uninterrupted system operation is an integral part of dependable system development. Model-based safety analysis (MBSA) techniques such as Hierarchically Performed Hazard Origin and Propagation Studies (HiP-HOPS) have made the reliability analysis process less expensive in terms of effort and time required. HiP-HOPS uses an analytical modelling approach for Fault tree analysis to automate the reliability analysis process, where each system component is associated with its failure rate or failure probability. However, such non-state-space analysis models are not capable of modelling more complex failure behaviour of component like failure/repair dependencies, e.g., spares, shared repair, imperfect coverage, etc. State-space based paradigms like Markov chain can model complex failure behaviour, but their use can lead to state-space explosion, thus undermining the overall analysis capacity. Therefore, to maintain the benefits of MBSA while not compromising on modelling capability, in this paper, we propose a conceptual framework to incorporate complex basic events in HiP-HOPS. The idea is demonstrated via an illustrative example. / DEIS H2020 Project under Grant 732242.

No / Reliability evaluation for ensuring the uninterrupted system operation is an integral part of dependable system development. Model-based safety analysis (MBSA) techniques such as Hierarchically Performed Hazard Origin and Propagation Studies (HiP-HOPS) have made the reliability analysis process less expensive in terms of effort and time required. HiP-HOPS uses an analytical modelling approach for Fault tree analysis to automate the reliability analysis process, where each system component is associated with its failure rate or failure probability. However, such non-state-space analysis models are not capable of modelling more complex failure behaviour of component like failure/repair dependencies, e.g., spares, shared repair, imperfect coverage, etc. State-space based paradigms like Markov chain can model complex failure behaviour, but their use can lead to state-space explosion, thus undermining the overall analysis capacity. Therefore, to maintain the benefits of MBSA while not compromising on modelling capability, in this paper, we propose a conceptual framework to incorporate complex basic events in HiP-HOPS. The idea is demonstrated via an illustrative example. / This conference paper is available to view at http://hdl.handle.net/10454/17423.

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Yes / In large industrial systems, alarm management is one of the most important issues to improve the safety and efficiency of systems in practice. Operators of such systems often have to deal with a numerous number of simultaneous alarms. Different kinds of thresholding or filtration are applied to decrease alarm nuisance and improve performance indices, such as Averaged Alarm Delay (ADD), Missed Alarm and False Alarm Rates (MAR and FAR). Among threshold-based approaches, variable thresholding methods are well-known for reducing the alarm nuisance and improving the performance of the alarm system. However, the literature suffers from the lack of an appropriate method to assess performance parameters of Variable Threshold Alarm Systems (VTASs). This study introduces two types of variable thresholding and proposes a novel approach for performance assessment of VTASs using Priority-AND gate and semi-Markov process. Application of semi-Markov process allows the proposed approach to consider industrial measurements with non-Gaussian distributions. In addition, the paper provides a genetic algorithm based optimized design process for optimal parameter setting to improve performance indices. The effectiveness of the proposed approach is illustrated via three numerical examples and through a comparison with previous studies. / Noavaran Electronic Adar Sameh company [Grant NO: IRAM17S1].