Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications

This paper addresses the optimal least-squares linear estimation problem for a class of discrete-time stochastic systems with random parameter matrices and correlated additive noises. The system presents the following main features: (1) one-step correlated and cross-correlated random parameter matrices in the observation equation are assumed; (2) the process and measurement noises are one-step autocorrelated and two-step cross-correlated. Using an innovation approach and these correlation assumptions, a recursive algorithm with a simple computational procedure is derived for the optimal linear filter. As a significant application of the proposed results, the optimal recursive filtering problem in multi-sensor systems with missing measurements and random delays can be addressed. Numerical simulation examples are used to demonstrate the feasibility of the proposed filtering algorithm, which is also compared with other filters that have been proposed.     

Coordinating efficiency and equity in disaster relief logistics via information updates

This paper addresses a multi-supplier, multi-affected area, multi-relief, and multi-vehicle relief allocation problem in disaster relief logistics. A multi-objective optimisation model based on disaster scenario information updates is proposed in an attempt to coordinate efficiency and equity through timely and appropriate decisions regarding issues such as vehicle routing and relief allocation. An optimal stopping rule is also proposed to determine the optimum period of delay before responding to disaster, because decision making requires accurate disaster information. The main contribution of this paper is solving relief allocation problem in a novel way by correlating operational research with statistical decision making and Bayesian sequential analysis. Finally, a case is presented based on the post-disaster rescue in Eastern China after supertyphoon Saomai to test the applicability and show the potential advantages of the proposed model.     

Effect of granule size and the placement geometry on the efficiency of urea supergranules for wetland rice grown on a permeable soil

In a laboratory experiment 5 cm depth of water was allowed to percolate daily down through a 15 cm thick soil (Typic Ustipsamment) layer. It was observed that leaching losses of urea supergranules (USG)-N could be decreased by about 20% by the placement of four 0.25 g granules at four points instead of one 1 g granule at one point. In field microplots, the placement of approximately 30 granules of 0.30 g size instead of 9 granules of 1.00 g size resulted in reduced leaching of USG-N and, in turn, increased rice yield. In a follow-up field study, the advantage of more frequently placed USG was confirmed. As compared with 1 g USG placed in the usual manner in the center of four rice hills, increasing the density of placement in soil produced 15% more rice grain. Further increase in rice yield could be obtained by increasing the number of USG placed in the soil and decreasing the size of the granule from 1.00 g to 0.70 or 0.35 g. With USG of 0.35 and 0.70 g yields were equal or sometimes even slightly higher than with split application of prilled urea on a heavily percolating, low-CEC, light-textured soil.     

On constrained infinite-time nonlinear optimal control

In this work, we consider the infinite-time optimal control of input affine nonlinear systems subject to point-wise in time inequality constraints on both the process inputs and outputs. Fundamental to solving this constrained infinite-time nonlinear optimal control (CITNOC) problem is the ability to calculate the value function of it's unconstrained counterpart, the infinite-time nonlinear optimal control (ITNOC) problem. Unfortunately, the traditional ITNOC solution procedure of specifying an objective function and then solving for the optimal control policy and corresponding value function is computationally intractable in all but the simplest of examples. However, in many cases one can easily identify a stabilizing feedback for near operating point regulation. Building from this local policy, the proposed method is to construct a meaningful optimal control objective function as well as its corresponding value function. These functions are then used to analyze the closed-loop stability of the proposed policy. Upon return to the constrained case the constructed objective and value functions are again used to develop a self-consistent constrained finite-time scheme that will, for the first time, provide an exact solution to the CITNOC problem. The mechanics of the proposed method are then illustrated by an example from chemical reactor control.     

Explicit solution of relative entropy weighted control

We consider the minimization over probability measures of the expected value of a random variable, regularized by relative entropy with respect to a given probability distribution. In the general setting we provide a complete characterization of the situations in which a finite optimal value exists and the situations in which a minimizing probability distribution exists. Specializing to the case where the underlying probability distribution is Wiener measure, we characterize finite relative entropy changes of measure in terms of square integrability of the corresponding change of drift. For the optimal change of measure for the relative entropy weighted optimization, an expression involving the Malliavin derivative of the cost random variable is derived. The theory is illustrated by its application to several examples, including the case where the cost variable is the maximum of a standard Brownian motion over a finite time horizon. For this example we obtain an exact optimal drift, as well as an approximation of the optimal drift through a Monte-Carlo algorithm.     

Nitrogen transformations during hydrolysis and nitrification of urea

Nitrogen transformations occurring in ten soils fertilized with urea were determined during incubation in the laboratory for four weeks. Urea was applied at one rate, but with different placement methods. Urea was applied in solution, as prills with a 1 cm grid spacing and as prills with no spacing. Unfertilized soils and soils amended with KNO₃ solution were included as controls.Nitrite accumulated in the majority of soils treated with urea, and the maximum nitrite concentration measured was directly related to initial soil pH. Cumulative gaseous N losses as percentages of applied N were: NH₃, 0-59.6; N₂, 0-4.9; N₂O, 0-9.9; KMnO₄-N, 0-1.3; CH₃ONO, 0-<0.1. No gaseous N evolution was detected in control treatments. Gaseous N losses were correlated with soil pH (NH₃) maximum NO ₂ ^- concentration (N₂, N₂O, KMnO₄-N) and organic C content (N₂, N₂O). Fertilizer placement effects were generally not significant and were small in comparison with differences between soils.

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Resumo Foram determinadas, durante incubação em laboratório por quatro semanas, as transformações do nitrogênio ocorridas em dez solos fertilizados com uréia. A uréia foi aplicada a um só nivel, mas com diferentes métodos de aplicação: em solução e em grânulos com 1 cm de espaçamento de grade e em grânulos sem espaçamento. Solos não fertilizados e solos corrigidos com solução de KNO₃ foram incluidos como controles.O nitrito acumulado na maioria dos solos tratados com uréia e a concentração máxima de nitrito medido foram diretamente relacionados ao pH inicial do solo. As perdas cumulativas de N gasoso tomadas em percentagens de N aplicado foram: NH₃, 0-59.6; N₂, 0-4.9; N₂O; 0-9.9; KMnO₄-N, 0-1.3; CH₃ONO, 0-<0.1. Não foi detectada liberação de N gasoso nos tratamentos de controle. As perdas de N gasoso foram relacionadas com o pH do solo (NH₃), concentração máxima de NO ₂ ^- (N₂, N₂O, KMnO₄-N) e teor de C orgânico (N₂, N₂O). Efeitos da aplicação de fertilizante não foram de um modo geral significativos e foram pequenos em comparação com as diferenças entre os solos.

     

ZW多产品间歇过程调度及在线调整

针对多产品间歇过程调度提出了分层递阶的Petri网建模方法，利用赋时Petri和Petri网的简化技术描述不同层次的生产问题，具有很强的模型描述能力。另外，在调度决策层可以方便地集成优化策略和在线调整算法，使问题求解更加灵活。     

大规模水电系统优化调度降维方法研究I:理论分析

中国水电系统规模持续扩张,使得已有方法在求解大规模水电调度问题时,存在严重维数灾及早熟收敛等不同程度局限,亟需分析已有方法以便发现其瓶颈所在,为探寻能均衡求解效率与计算精度的实用化方法提供有益参考。为此,首先深入研究了线性规划、二次规划和动态规划等多种方法的计算复杂度,然后定量对比分析了各方法在不同情景下的适用性,最后提出“四维一体可拓降维”总体思想,并给出具体的降维方法与策略,建议从空间维、时间维、状态维和组合维等4个方面开展综合研究,以切实服务于大规模水电系统优化调度的高效优质求解。     

太阳能供热系统优化设计的相关问题研究

随着我国建筑总量和建筑能耗的快速增长,传统的供热方式已难以满足建筑供热的需求,而利用太阳能为建筑物供热,则可获得良好的节能和环保效益。就太阳能供热系统优化设计的相关问题进行了分析和研究,以期能为太阳能供热技术的推广和应用提供一定的理论依据。     

THE ESTIMATION AND PREDICTION OF SUBSET BILINEAR TIME SERIES MODELS WITH APPLICATIONS

Abstract. In this paper we define subset bilinear time series models, and then describe an algorithm for the estimation of these models. It is also pointed out that for this class of non-linear time series models, it is possible to obtain optimal several step predictors. The estimation technique of these models is illustrated with respect to three time series, and the optimal several steps ahead forecasts of these time series models are calculated. A comparison of these forecasts is made with the forecasts obtained by the best linear autoregressive and threshold autoregressive models. The residuals obtained from the models are tested for independence and Gaussianity using higher order moments.