Esta dissertação aborda o problema de redução do consumo de combustível para veículos. Com esse objetivo, realiza-se o levantamento de um modelo estocástico e de seus parâmetros, o desenvolvimento de um controlador para o veículo, e análise dos resultados. O problema considera a interação com o trânsito de outros veículos, que limita a aplicação de resultados antes disponíveis. Para isto, propõe-se modelar a dinâmica do problema de maneira aproximada, usando sistemas com saltos markovianos, e levantar as probabilidades de transição dos estados da cadeia através de um modelo mais completo para o trânsito no percurso. / This dissertation deals with control of vehicles aiming at the fuel consumption optimization, taking into account the interference of traffic. Stochastic interferences like this and other real world phenomena prevents us from directly applying available results. We propose to employ a relatively simple system with Markov jumping parameters as a model for the vehicle subject to traffic interference, and to obtain the transition probabilities from a separate model for the traffic. This dissertation presents the model identification, the solution of the new problem using dynamic programming, and simulation of the obtained control.

Le syndrome d'apnée du sommeil (SAS) est une maladie multifactorielle caractérisée par des épisodes récurrents de pauses respiratoires ou des réductions significatives de l'amplitude respiratoire pendant le sommeil. Ces épisodes peuvent provoquer des réactions cardiorespiratoires aiguës; délétères à long terme. Plusieurs thérapies ont été proposées, étant la pression positive continue des voies respiratoires (CPAP) le traitement de référence. Malgré ces excellents résultats chez les patients symptomatiques, le taux de refus initial est de 15% et une adhésion à long terme est difficile à atteindre. Par conséquent, le développement de méthodes de traitement non invasives, avec une meilleure acceptabilité, reste d’une importance majeure. Dans ce contexte, l’hypothèse qui sous-tend ce travail est qu’une stimulation kinesthésique contrôlée, délivrée au cours de la phase précoce de l’apnée, peut réduire la durée des événements respiratoires et, par la suite, limiter les désaturations d’oxygène associées, par une activation contrôlée du réflexe de sursaut. La première partie de ce manuscrit est consacrée à la description d'un nouveau système (PASITHEA) de surveillance en temps réel et de neuromodulation thérapeutique, qui fonctionne comme un dispositif polyvalent de diagnostic et de traitement de SAS par stimulation kinesthésique. Les principales contributions de cette thèse se concentrent sur les aspects du traitement du signal et du contrôle de ce système, ainsi que sur l'électronique associée. Une autre contribution est liée à l'évaluation de ces méthodes et dispositifs par des protocoles cliniques spécifiques. Dans une deuxième partie, nous proposons une première méthode de contrôle On/Off optimale pour délivrer la stimulation, en utilisant comme variable de contrôle la sortie d'un détecteur d'événements respiratoires en temps réel. Lors de la détection d'un événement, une stratégie de stimulation unique avec amplitude de stimulation constante est appliquée, cette dernière a été mise en œuvre dans le cadre d'un premier protocole clinique dédié à l'évaluation de la réponse du patient au traitement. Les résultats ont montré que 75% des patients répondaient correctement au traitement en termes de durées des épisodes respiratoires. De plus, des diminutions significatives de la variabilité du SaO2 ont également été constatées lors de la mise en œuvre d'une nouvelle méthode d'analyse aiguë. Puisque nous avons supposé qu'une sélection inappropriée des patients pourrait expliquer l'absence de réponse observée chez 25% des patients. Nous avons proposé une méthode pour différencier les patients qui pourraient bénéficier de cette thérapie, basée sur l'estimation d'indices de variabilité cardiaque. Les résultats de ces analyses ont montré que l'efficacité de cette thérapie semble corrélée à un système nerveux autonome fonctionnel. Enfin, une méthode améliorée de contrôle en boucle fermée, intégrant des correcteurs proportionnels-dérivés (PD) couplés et simultanés a été proposée afin de modifier de façon adaptative l’amplitude de stimulation kinesthésique délivrée au patient par le système thérapeutique, en utilisant comme variables de contrôle des signaux physiologiques enregistrés en temps réel. Un deuxième protocole clinique visant à valider l'algorithme de contrôle de la stimulation kinesthésique adaptative spécifique au patient a été initié. Plusieurs améliorations ont été effectuées à la première version du système afin de permettre l'intégration du contrôleur proposé. Les résultats préliminaires de cette étude ont validé le fonctionnement de notre contrôleur et ont montré que notre système était capable de fournir une stimulation kinesthésique adaptative en fonction des réponses propres au patient. Une autre phase de cette étude, mettant en œuvre le contrôleur avec un ensemble des paramètres de contrôle présélectionnés, est actuellement en cours. / Sleep apnea syndrome (SAS) is a multifactorial disease characterized by recurrent episodes of breathing pauses or significant reductions in respiratory amplitude during sleep. These episodes may provoke acute cardiorespiratory responses along with alterations of the sleep structure, which may be deleterious in the long term. Several therapies have been proposed for the treatment of SAS, being continuous positive airway pressure the gold standard treatment. Despite its excellent results in symptomatic patients, there is a 15% initial refusal rate and long term adherence is difficult to achieve in minimally symptomatic patients. Therefore, the development of non-invasive SAS treatment methods, with improved acceptability, is of major importance. The objective of this PhD thesis is to propose new signal processing and control methods of non-invasive neuromodulation for the treatment of SAS. The hypothesis underlying this work is that bursts of kinesthetic stimulation delivered during the early phase of apneas or hypopneas may elicit a controlled startle response that can activate sub-cortical centers controlling upper airways muscles and the autonomic nervous system, stopping respiratory events without generating a cortical arousal. In this context, the first part of this manuscript is dedicated to the description of a novel real-time monitoring and therapeutic neuromodulation system, which functions as a multi-purpose device for SAS diagnosis and treatment through kinesthetic stimulation. This system has been developed in the framework of an ANR TecSan project led by our laboratory, with the participation of Sorin CRM SAS. The main contributions in this thesis are focused on the signal processing and control aspects of this system, as well as the electronics associated. Another contribution is related to the evaluation of these methods and devices through specific clinical protocols. In a second part, we propose a first optimal On/Off control method for delivering kinesthetic stimulation, using as control variable the output of a real-time respiratory event detector. A unique stimulation strategy where a constant stimulation amplitude is applied upon event detention was implemented in a first clinical protocol, dedicated to assessing the patient response to therapy. Results showed that 75% of the patients responded correctly to therapy, showing statistically significant reductions in respiratory event durations. Also, significant decreases in the SaO2 variability were also found when implementing a novel acute analysis method. Since we hypothesized that inappropriate patient selection could explain the observed lack of response in 25% of patients, we proposed a method to differentiate patients who could benefit from this therapy based on the estimation of complexity-based indexes of heart rate variability. Results of these analyses showed that the effectiveness of this therapy seems correlated to a functional autonomic nervous system. Finally, an improved closed-loop control method integrating concurrent, coupled proportional-derivative (PD) controllers in order to adaptively change the kinesthetic stimulation was proposed. It uses as control variables three physiological signals recorded in real-time: Nasal pressure, oxygen saturation and the electrocardiogram signal. A second clinical protocol with the main objective of validating the control algorithm for patient-specific adaptive kinesthetic stimulation was launched. Several improvements to the first version of the system were developed to allow the integration of the proposed controller. Preliminary results from the first phase of this study validated the proposed controller operation and showed that the controller was able to provide adaptive kinesthetic stimulation in function of the patient-specific responses. A second phase of this study implementing the proposed controller and the set of the selected control parameters from the first phase is currently ongoing.

Este estudo considera o problema de controle ótimo multi-período de média-variância para sistemas em tempo discreto com saltos markovianos e ruídos multiplicativos. Inicialmente considera-se um critério de desempenho formado por uma combinação linear da variância nal e valor esperado da saída do sistema. É apresentada uma solução analítica na obtenção da estratégia ótima para este problema. Em seguida são considerados os casos onde os critérios de desempenho são minimizar a variância nal sujeito a uma restrição no valor esperado ou maximizar o valor esperado nal sujeito a uma restrição na variância nal da saída do sistema. As estratégias ótimas de controle são obtidas de um conjunto de equações de diferenças acopladas de Riccati. Os resultados obtidos neste estudo generalizam resultados anteriores da literatura para o problema de controle ótimo com saldos markovianos e ruídos multiplicativos, apresentando condições explícitas e sucientes para a otimalidade da estratégia de controle. São apresentados modelos e simulações numéricas em otimização de carteiras de investimento e estratégias de gestão de ALM (asset liabilities management). / This thesis focuses on the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the nal value of the expectation and variance of the output. In the first problem it is desired to minimize the nal variance of the output subject to a restriction on its nal expectation, in the second one it is desired to maximize the nal expectation of the output subject to a restriction on its nal variance, and in the third one it is considered a performance criterion composed by a linear combination of the nal variance and expectation of the output of the system. The optimal control strategies are obtained from a set of interconnected Riccati dierence equations and explicit sufficient conditions are presented for the existence of an optimal control strategy for these problems, generalizing previous results in the literature. Numerical simulations of investment portfolios and asset liabilities management models for pension funds with regime switching are presented.

Cette thèse se concentre sur la commande optimale des systèmes de complémentarité linéaire (notés LCS). Les LCS sont des systèmes dynamiques définis par des équations différentielles algébriques (ÉDA), où une des variables est définie par un problème de complémentarité linéaire.Ces systèmes se retrouvent dans la modélisation de nombreux phénomènes, tels que les équilibres dynamiques de Nash, les systèmes dynamiques hybrides ou encore la modélisation de circuits électriques. Les propriétés des solutions à ces ÉDA dépendent essentiellement de propriétés que doit vérifier la matrice D présente dans la complémentarité.Ces contraintes de complémentarité posent des problèmes à deux niveaux. Premièrement, l’analyse de ces systèmes dynamiques font souvent appel à des outils pointus, et leurs études laissent encore des questions non résolues. Deuxièmement, la commande optimale pour ces systèmes pose des soucis à cause d’une part de présence éventuelle de l’état dans les contraintes, et d’autre part une violation assurée des qualifications des contraintes qui sont une hypothèse récurrente des problèmes d’optimisation.La recherche de ce manuscrit se concentre sur la commande optimale de ces systèmes. On s’intéresse principalement à la commande quadratique (minimisation d’une fonctionnelle quadratique en l’état et la commande), et à la commande temps minimal. Les résultats se concentrent sur deux pans: d’un côté, on opère une approche analytique du problème afin de trouver des conditions nécessaires d’optimalité (si possible, on démontre qu’elles sont suffisantes) ; dans un deuxième temps, une approche numérique est effectuée, avec le soucis d’obtenir des résultats numériques précis de manière rapide. / This thesis focuses on the optimal control of Linear Complementarity Systems (LCS). LCS are dynamical systems defined through Differential Algebraic Equations (DAE), where one of the variable is defined by a Linear Complementarity Problem.These systems can be found in the modeling of various phenomena, as Nash equilibria, hybrid dynamical systems or modeling of electrical circuits. Properties of the solution to these DAE essentially depend on properties that the matrix D in the complementarity must meet. These complementarity constraints induce two different challenges. First, the analysis of these dynamical systems often use state of the art tools, and their study still has some unansweredquestions. Second, the optimal control of these systems causes troubles due to on one hand the presence of the state in the constraints, on the other hand the violation of Constraint Qualifications, that are a recurring hypothesis for optimisation problems.The research presented in this manuscript focuses on the optimal control of these systems. We mainly focus on the quadratic optimal control problem (minimisation of a quadratic functional involving the state and the control), and the minimal time control. The results present two different aspects: first, we start with an analytical approach in order to find necessary conditions of optimality (if possible, these conditions are proved to be sufficient); secondly, a numerical approach is tackled, with the aim of getting precise results with a reduced computational time.

This thesis focuses on the challenges that arise from the scheduling of heat exchanger network maintenance problems which undergo fouling and run continuously over time. The original contributions of the current research consist of the development of novel optimisation methodologies for the scheduling of cleaning actions in heat exchanger network problems, the application of the novel solution methodology developed to other general maintenance scheduling problems, the development of a stochastic programming formulation using this optimisation technique and its application to these scheduling problems with parametric uncertainty. The work presented in this thesis can be divided into three areas. To efficiently solve this non-convex heat exchanger network maintenance scheduling problem, new optimisation strategies are developed. The resulting contributions are outlined below. In the first area, a novel methodology is developed for the solution of the heat exchanger network maintenance scheduling problems, which is attributed towards a key discovery in which it is observed that these problems exhibit bang-bang behaviour. This indicates that when integrality on the binary decision variables is relaxed, the solution will tend to either the lower or the upper bound specified, obviating the need for integer programming solution techniques. Therefore, these problems are in ac- tuality optimal control problems. To suitably solve these problems, a feasible path sequential mixed integer optimal control approach is proposed. This methodology is coupled with a simple heuristic approach and applied to a range of heat exchanger network case studies from crude oil refinery preheat trains. The demonstrated meth- odology is shown to be robust, reliable and efficient. In the second area of this thesis, the aforementioned novel technique is applied to the scheduling of the regeneration of membranes in reverse osmosis networks which undergo fouling and are located in desalination plants. The results show that the developed solution methodology can be generalised to other maintenance scheduling problems with decaying performance characteristics. In the third and final area of this thesis, a stochastic programming version of the feasible path mixed integer optimal control problem technique is established. This is based upon a multiple scenario approach and is applied to two heat exchanger network case studies of varying size and complexity. Results show that this methodology runs automatically with ease without any failures in convergence. More importantly due to the significant impact on economics, it is vital that uncertainty in data is taken into account in the heat exchanger network maintenance scheduling problem, as well as other general maintenance scheduling problems when there is a level of uncertainty in parameter values.

In this thesis, we present some contributions to the Markov jump linear systems theory in a context of partial information on the Markov chain. We consider that the state of the Markov chain cannot be measured, but instead there is only an observed variable that could model an asynchronous phenomenon between the application and the plant, or a simple fault detection and isolation device. In this formulation, we investigate the problem of designing controllers and filters depending only on the observed variable in the context of H2, H?, and mixed H2/H? control theory. Numerical examples and academic applications are presented for active-fault tolerant control systems and networked control systems. / Nesta tese, apresentamos algumas contribuições para a teoria de sistemas lineares com saltos markovianos em um contexto de observação parcial da cadeia de Markov. Consideramos que o estado da cadeia de Markov não pode ser medido, porém existe uma variável observada que pode modelar um fenômeno assíncrono entre a aplicação e a planta, ou ainda um dispositivo de detecção de falhas simples. Através desse modelo, investigamos o problema da síntese de controladores e filtros que dependem somente da variável observada no contexto das teorias de controle H2, H?, e misto H2/H?. Exemplos numéricos e aplicações acadêmicas são apresentadas no âmbito dos sistemas de controle tolerantes a falhas e dos sistemas de controle através da rede.

Esta dissertação visa a modelagem, simulação e controle de um veículo aéreo não tripulado (VANT) do tipo quadricóptero, utilizando-se as técnicas de controle ótimo e controle robusto no espaço de estados. O quadricóptero deve realizar as funções de decolagem, voo em cruzeiro e pouso de maneira autônoma. A dissertação inclui a síntese e análise comparativa entre um observador de estados de ordem plena de Luenberger e um filtro de Kalman. Além disso, um controlador linear quadrático gaussiano e um controlador robusto serão sintetizados e avaliados, procurando-se avaliar qual tem o melhor desempenho nas diversas tarefas do VANT. / This dissertation includes the modeling, simulation and control of a quadrotor unmanned aerial vehicle by using optimum control and robust control techniques on the space state. The quadrotor must perform the takeoff, cruise flight and landing in an autonomous way. This report also presents the synthesis and comparative analysis between a Luenberger full order state observer and a Kalman filter. A linear quadratic gaussian controller and a robust controller will be also synthetized and analyzed, to compare which one exhibits the best performance on the UAV tasks.

Este trabalho apresenta uma proposta para o controle da suspensão veicular utilizando o amortecedor magneto-reológico, sendo o controle proposto composto pela associação de duas estratégias de controle, o controle ótimo e o controle fuzzy. O Controle ótimo é utilizado para determinar a força a ser utilizada pelo amortecedor magneto-reológico, e o controle fuzzy é utilizado para determinar a corrente elétrica, a ser utilizada no amortecedor magento-reológico e é obtido considerando o modelo de Mandani. Para o controle fuzzy, são consideradas duas entradas, a velocidade de deslocamento do pistão do amortecedor e a força prevista pelo controle ótimo, e uma saída, a corrente elétrica [A]. Para demonstrar a eficiência do controle proposto são consideradas simulações computacionais, utilizando um modelo matemático não-linear de um quarto de veículo. A análise do desempenho do controle é realizada, considerando excitações provocadas por irregularidades na pista, as irregularidades são representadas por entradas tipo degrau, impulso e senoidal. As simulações computacionais são realizadas, utilizando o Matlab® e o Simulink. Os resultados das simulações demonstram que o controle proposto aumenta a segurança do veículo e melhora sua dirigibilidade, reduzindo o deslocamento vertical do conjunto eixo e roda e o espaço de trabalho do amortecedor, quando comparado como o sistema passivo. Também contribui com o conforto dos passageiros, reduzindo as oscilações da carroceria, mantendo os níveis de aceleração abaixo dos considerados desconfortáveis pela norma BS 6841, 1987. Para verificar o comportamento do controle proposto, diante de incertezas, são realizadas simulações computacionais, considerando a possibilidade de erros paramétricos. As simulações, considerando os erros paramétricos, demonstram que o controle ótimo, mesmo quando sujeito a incertezas, permanece sendo estável e ótimo. / This work presents a proposal for control of vehicular suspension using the magneto-rheological damper, the proposed control is composed by association of two control strategy, the optimal control and the fuzzy control. The optimal control is used to determine the power to be applied by the magneto-rheological damper, and the fuzzy control is used to determine the electric current to be used in the magneto-rheological damper and is obtained considering the Mandani's model. For the fuzzy control two inputs are considered, the velocity of the piston's damper and the force provided by the optimal control, and one output, the electric current [A]. To demonstrate the efficiency of the proposed control, computational simulations are considered using a nonlinear mathematical model for a quarter-car. The performance of the control is analyzed considering excitements provoked by irregularities in the track, the irregularities are represented by entrances step type, pulse and sinusoidal. The computational simulations are performed using the Matlab® and the Simulink. The results of simulations show that the proposed control increases the vehicle security and improves the drive ability by reducing the vertical wheel displacement and the workspace to be used by the damper when compared to the passive system. It also helps with the comfort of passengers, reducing the bodywork oscillations, maintaining levels of accelerating below considered uncomfortable by standard BS 6841, 1987. To verify the behavior of the proposed control, in the face of uncertainty, computational simulations are carried out, considering the possibility of parametric errors. The simulations, show that the Optimal Control, even when subject to uncertainties, remains stable and optimal.

Esta dissertação tem por objetivo a implementação de um código para simular problemas hidrodinâmicos, bem como a possibilidade de controlar as elevações de onda resultantes numa determinada região por meio de uma vazão ótima controlada dentro do sistema estudado. O algoritmo implementado é baseado nas equações de águas rasas, as quais são aplicáveis em situações onde a altura d’água é de ordem muito menor do que as dimensões do sistema, que é discretizado espacial e temporalmente pelo Método dos Elementos Finitos e pelo método CBS (Characteristic Based-Split), respectivamente. O método de controle consiste na busca de uma curva de vazão de controle ótima que minimize a função objetivo, a qual compara os valores de altura d’água que se deseja encontrar em uma região especificada com os calculados pela simulação numérica. Para isso, utiliza-se um algoritmo evolutivo SCE-UA (Shuffled Complex Evolution – University of Arizona), que busca otimizar parâmetros de geração das curvas de vazão de controle, podendo estas serem modeladas por NURBS (Non- Uniform Rational B-Splines), que são capazes de encontrar a solução ótima, ou modeladas com curvas de forma triangular (linear) ou parabólica (quadrática) que apresentam uma solução aproximada de fácil implementação. Por fim, várias aplicações são realizadas, tanto para a simples simulação, quanto para o controle de problemas hidrodinâmicos, a fim de validar os algoritmos desenvolvidos e os resultados obtidos mostraram que os objetivos foram alcançados, encontrando uma forma eficiente de se fazer o controle de enchentes. / Implementation of a computational code for the numerical simulation of hydrodynamic problems as well as the ability to control the resulting wave elevations in a specific area, using an optimal flow controlled within the studied system are the aims of this work. The implemented algorithm is based on the shallow waters equations, which are applicable in situations where the water height is much smaller than the system dimensions, and are spatial and temporally discretized by the Finite Element Method and the CBS method (Caractheristic Based-Split), respectively. The control method consists in finding an optimal control flow curve that minimizes the objective function, which compares the objective value of water elevations in a specified region with those calculated by numerical simulation. An evolutionary algorithm called SCE-UA (Shuffled Complex Evolution - University of Arizona), which looks for optimize parameters of control flow curves generation, is used. These curves may be modeled by NURBS (Non-Uniform Rational B-Splines) which are able to find the optimal solution, or by curves of triangular (linear) or parabolic quadratic forms, which are an approximate solution easy to implement. Finally, several applications are performed for both simulation and control of hydrodynamic problems in order to validate the developed algorithms, and the results showed that the aims of this work were reached, finding an efficient way to control floods.

Dans le cadre du programme de croissance Européen 2020, la commission européenne a mis en place officiellement un chemin à long terme pour une économie à faible émission de carbone, en aspirant une réduction d’au moins 80% des émissions de gaz à effet de serre, d’ici 2050. Répondre à ces exigences ambitieuses, impliquera un changement majeur de paradigme, et notamment en ce qui concerne les infrastructures du réseau électrique. Les percées dans la technologie des semi-conducteurs et les avancées avec les nouvelles topologies d’électronique de puissance et leurs contrôle-commandes, ont contribué à l’impulsion donnée au processus en cours de réaliser un tel SuperGrid. Une percée technologique majeure a eu lieu en 2003, avec le convertisseur modulaire multi-niveaux (MMC ou M2C), présenté par le professeur Marquardt, et qui est actuellement la topologie d’électronique de puissance la plus adaptée pour les stations HVDC. Cependant, cette structure de conversion introduit également un certain nombre de défis relativement complexes tels que les courants “additionnels” qui circulent au sein du convertisseur, entrainant des pertes supplémentaires et un fonctionnement potentiellement instable. Ce projet de thèse vise à concevoir des stratégies de commande “de haut niveau” pour contrôler le MMC adaptées pour les applications à courant continue-haute tension (HVDC), dans des conditions de réseau AC équilibrés et déséquilibrés. La stratégie de commande optimale identifiée est déterminée via une approche pour la conception du type “de haut en bas”, inhérente aux stratégies d’optimisation, où la performance souhaitée du convertisseur MMC donne la stratégie de commande qui lui sera appliquée. Plus précisément, la méthodologie d’optimisation des multiplicateurs de Lagrange est utilisée pour calculer le signal minimal de référence du courant de circulation du MMC dans son repère naturel. / Following Europe’s 2020 growth program, the Energy Roadmap 2050 launched by the European Commission (EC) has officially set a long term path for a low-carbon economy, assuming a reduction of at least 80% of greenhouse gas emissions by the year 2050. Meeting such ambitious requirements will imply a major change in paradigm, including the electricity grid infrastructure as we know it.The breakthroughs in semi-conductor technology and the advances in power electronics topologies and control have added momentum to the on-going process of turning the SuperGrid into a reality. Perhaps the most recent breakthrough occurred in 2003, when Prof. Marquardt introduced the Modular Multilevel Converter (MMC or M2C) which is now the preferred power electronic topology that is starting to be used in VSC-HVDC stations. It does however, introduce a number of rather complex challenges such as “additional” circulating currents within the converter itself, causing extra losses and potentially unstable operation. In addition, the MMC will be required to properly balance the capacitive energy stored within its different arms, while transferring power between the AC and DC grids that it interfaces.The present Thesis project aimed to design adequate “high-level” MMC control strategies suited for HVDC applications, under balanced and unbalanced AC grid conditions. The resulting control strategy is derived with a “top-to-bottom” design approach, inherent to optimization strategies, where the desired performance of the MMC results in the control scheme that will be applied. More precisely, the Lagrange multipliers optimization methodology is used to calculate the minimal MMC circulating current reference signals in phase coordinates, capable of successfully regulating the capacitive arm energies of the converter, while reducing losses and voltage fluctuations, and effectively decoupling any power oscillations that would take place in the AC grid and preventing them from propagating into the DC grid.