S’inscrivant dans le cadre de la gestion de l’énergie dans l’habitat du programme SESAME du pôle de compétitivité S2E2, l’objectif de cette thèse est d’étudier et de proposer une structure d’interrupteur commandable à l’ouverture et à la fermeture, bidirectionnel en tension et en courant et à faible perte énergétique, destiné à connecter tout type de charges sur le réseau alternatif 230V/50Hz. Il n’existe pas à l’heure actuelle de composants interrupteurs monolithiques de ce type. La première partie du mémoire présente les interrupteurs électroniques existants. La deuxième partie, traite des interrupteurs électroniques à base de transistors MOS et des limites de cette technologie unipolaire en termes de compromis de minimisation de surface de puces et de minimisation de la dissipation de puissance. Nous montrons ensuite que l’on peut repousser ces limites en adoptant des solutions à base de transistors bipolaires de puissances et notamment avec des bases fines autoprotégées (Transistors GAT). Le quatrième chapitre présente les résultats d’une étude des caractéristiques à l’état passant et à l’état bloqué de transistors GAT et valide leur aptitude à fonctionner sur le réseau alternatif. Nous montrons plusieurs voies possibles d’amélioration des caractéristiques de ces transistors avant d’étudier leur comportement dans une fonction interrupteur. Nous terminons ce travail en démontrant l’intérêt de la commande des transistors GAT en mode de conduction inverse, intérêt qui nous conduit ensuite à proposer une structure d’interrupteur totalement novatrice, avec la réduction par deux du nombre de composants et donc une réduction accrue de la puissance dissipée dans l’interrupteur. / As part of the energy management for household appliances of the S2E2 competitive pole SESAME program, the objective of this thesis is to propose a bidirectional switch in current and voltage with full turn-off control and low energy loss, ensuring the control of all loads types connected to the mains. The first part of this thesis presents the advantages and disadvantages of discrete or monolithic switches. In the second part, we were interested in electronic switches composed of MOS transistors. Different associations strategies and controls will be tested to reduce the power dissipation of the switch on the one hand, and facilitate control of the device on the other hand. Then we turned to solutions based on power bipolar transistors. The last one, called GAT distinguished itself by its high current gain and its low voltage drop in the on state. By implementing around the active base heavily doped caissons which create a shielding effect, one can increase the structure performances. After the design of this component in our laboratory, the characteristics of the on state and the off state were improved to validate its functionality in AC mains. The study will then focus on different technologies to confirm its performances. Using low metallization resistance and assembly strategy intelligently defined, it has been demonstrated that the performance of this component can be increased. Finally, we proposed a new switch structure using only two transistors GAT. We show that the interesting GAT reverse mode characteristics permit to deflect the load current flowing in the diodes and delete them. So we reduced the important source of power dissipation in the switch.

Este estudo considera o modelo de controle ótimo estocástico sob um critério de média-variância para sistemas lineares a tempo discreto sujeitos a saltos Markovianos e ruídos multiplicativos sob dois critérios. Inicialmente, consideramos como critério de desempenho a minimização multiperíodo de uma combinação entre a média e a variância da saída do sistema sem restrições. Em seguida, consideramos o critério de minimização multiperíodo da variância da saída do sistema ao longo do tempo com restrições sobre o valor esperado mínimo. Condições necessárias e suficientes explícitas para a existência de um controle ótimo são determinadas generalizando resultados anteriores existentes na literatura. O controle ótimo é escrito como uma realimentação de estado adicionado de um termo constante. Esta solução é obtida através de um conjunto de equações generalizadas a diferenças de Riccati interconectadas com um conjunto de equações lineares recursivas. Como aplicação, apresentamos alguns exemplos numéricos práticos para um problema de seleção de portfólio multiperíodo com mudança de regime, incluindo uma estratégia de ALM (Asset and Liability Management). Neste problema, deseja-se obter a melhor alocação de portfólio de forma a otimizar seu desempenho entre risco e retorno em cada passo de tempo até o nal do horizonte de investimento e sob um dos dois critérios citados acima. / In this work we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under two criterions. First, we consider an unconstrained multiperiod mean-variance trade-off performance criterion. In the sequence, we consider a multiperiod minimum variance criterion subject to constraints on the minimum expected output along the time. We present explicit necessary and sufficient conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. The optimal control law is written as a state feedback added with a deterministic sequence. This solution is derived from a set of coupled generalized Riccati difference equations interconnected with a set of coupled linear recursive equations. As an application, we present some practical numerical examples on a multiperiod portfolio selection problem with regime switching, including an Asset and Liability Management strategy. In this problem it is desired to nd the best portfolio allocation in order to optimize its risk-return performance in every time step along the investment horizon, under one of the two criterions stated above.In this work we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under two criterions. First, we consider an unconstrained multiperiod mean-variance trade-off performance criterion. In the sequence, we consider a multiperiod minimum variance criterion subject to constraints on the minimum expected output along the time. We present explicit necessary and sufficient conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. The optimal control law is written as a state feedback added with a deterministic sequence. This solution is derived from a set of coupled generalized Riccati difference equations interconnected with a set of coupled linear recursive equations. As an application, we present some practical numerical examples on a multiperiod portfolio selection problem with regime switching, including an Asset and Liability Management strategy. In this problem it is desired to nd the best portfolio allocation in order to optimize its risk-return performance in every time step along the investment horizon, under one of the two criterions stated above.

Este estudo considera o modelo de controle ótimo estocástico sob um critério de média-variância para sistemas lineares a tempo discreto sujeitos a saltos Markovianos e ruídos multiplicativos sob dois critérios. Inicialmente, consideramos como critério de desempenho a minimização multiperíodo de uma combinação entre a média e a variância da saída do sistema sem restrições. Em seguida, consideramos o critério de minimização multiperíodo da variância da saída do sistema ao longo do tempo com restrições sobre o valor esperado mínimo. Condições necessárias e suficientes explícitas para a existência de um controle ótimo são determinadas generalizando resultados anteriores existentes na literatura. O controle ótimo é escrito como uma realimentação de estado adicionado de um termo constante. Esta solução é obtida através de um conjunto de equações generalizadas a diferenças de Riccati interconectadas com um conjunto de equações lineares recursivas. Como aplicação, apresentamos alguns exemplos numéricos práticos para um problema de seleção de portfólio multiperíodo com mudança de regime, incluindo uma estratégia de ALM (Asset and Liability Management). Neste problema, deseja-se obter a melhor alocação de portfólio de forma a otimizar seu desempenho entre risco e retorno em cada passo de tempo até o nal do horizonte de investimento e sob um dos dois critérios citados acima. / In this work we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under two criterions. First, we consider an unconstrained multiperiod mean-variance trade-off performance criterion. In the sequence, we consider a multiperiod minimum variance criterion subject to constraints on the minimum expected output along the time. We present explicit necessary and sufficient conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. The optimal control law is written as a state feedback added with a deterministic sequence. This solution is derived from a set of coupled generalized Riccati difference equations interconnected with a set of coupled linear recursive equations. As an application, we present some practical numerical examples on a multiperiod portfolio selection problem with regime switching, including an Asset and Liability Management strategy. In this problem it is desired to nd the best portfolio allocation in order to optimize its risk-return performance in every time step along the investment horizon, under one of the two criterions stated above.In this work we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under two criterions. First, we consider an unconstrained multiperiod mean-variance trade-off performance criterion. In the sequence, we consider a multiperiod minimum variance criterion subject to constraints on the minimum expected output along the time. We present explicit necessary and sufficient conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. The optimal control law is written as a state feedback added with a deterministic sequence. This solution is derived from a set of coupled generalized Riccati difference equations interconnected with a set of coupled linear recursive equations. As an application, we present some practical numerical examples on a multiperiod portfolio selection problem with regime switching, including an Asset and Liability Management strategy. In this problem it is desired to nd the best portfolio allocation in order to optimize its risk-return performance in every time step along the investment horizon, under one of the two criterions stated above.

Detta arbete har undersökt möjligheten att via styrsystemet för en avloppspump-station optimera energiförbrukningen av pumpar och med styrfunktioner förenkla driftunderhållet av stationen.För att undersöka energiförbrukningen har en teoretisk modell av en pumpstation gjorts där energitester för tre olika reglermetoder simulerats. Två av metoderna var start/stopp-styrning och en P-regulator som vanligen används i pumpstationer. Den tredje metoden var en Fuzzy-regulator som med hänsyn till nivån och nivåför-ändring reglerar varvtalet på pumpen.Resultatet från energitesterna visade att start/stopp-styrning förbrukade mest energi och att Fuzzy-regulatorn påvisade bäst egenskaper för att optimera energi-förbrukningen. Fuzzy-regulatorns energiförbrukning var mindre vid merparten av testerna jämfört med P-regulatorn. Fuzzy-regulatorn påvisade bäst egenskaper då inflödet var lågt relativt pumpens kapacitet och då bottenarean på sumpen var mindre.Vid undersökning av nya styrfunktioner har intervjuer av driftchefer utförts för att få en bild av problematiken som kan uppstå i en pumpstation. De styrfunktioner som utvecklats hade syftet att minska antalet förstoppade pumpar då detta var största problematiken. / This paper has investigated the possibility of optimizing the power consumption of pumps through the control system for a wastewater pumping stations. Further-more, the possibilities of developing new control functions has been investigated, with the purpose to simplify the operation maintenance of the station. To investigate energy consumption, a theoretical model of a pumping station has been made where energy tests for three different control methods have been per-formed. Two of the methods studied were on/off control and a P controller which are commonly used in pump stations. The third method was a Fuzzy controller which, with regard to the level and level change, regulates the speed of the pump.The results from the energy tests showed that on/off control consumed most en-ergy and the Fuzzy controller demonstrated best features to optimize energy con-sumption. The Fuzzy controller’s energy consumption was less in most of the tests compared with the P controller. The Fuzzy controller showed the best properties when the inflow was low relative to the pump’s capacity and the bottom area of the sump was smaller.When investigating new control functions, interviews with management executives has been made to get a picture of the problems that may occur in a pump station. The control functions developed had the purpose of reducing the number of clogged pumps as this was the biggest problem.