Search results for "pulse"
showing 10 items of 1508 documents
Portfolio optimisation with strictly positive transaction costs and impulse control
1998
One crucial assumption in modern portfolio theory of continuous-time models is the no transaction cost assumption. This assumption normally leads to trading strategies with infinite variation. However, following such a strategy in the presence of transaction costs will lead to immediate ruin. We present an impulse control approach where the investor can change his portfolio only finitely often in finite time intervals. Further, we consider transaction costs including a fixed and a proportional cost component. For the solution of the resulting control problems we present a formal optimal stopping approach and an approach using quasi-variational inequalities. As an application we derive a non…
A novel digital control for DC/DC converters to improve steady-state performances
2006
This paper describes an innovative digital PWM control implementation for low voltage, high current DC-DC converters. The proposed technique, based on the use of a low resolution DAC, improves steady-state performances, minimizing limit cycle effects. The novel technique is tested on a FPGA-based single phase buck converter operating at 250 kHz. A detailed description of the proposed architecture is given and test results, simulation and experimental ones, are shown
Hybrid Modelling and Control of a Class of Power Converters With Triangular-Carrier PWM Inputs
2021
In this paper, a new control design procedure for a class of power converters based on hybrid dynamical systems theory is presented. The continuous-time dynamics, as voltage and current signals, and discretetime dynamics, as the on-off state of the switches, are captured with a hybrid model. This model avoids the use of averaged and approximated models and includes the PWM as well as the sample-and-hold mechanism, commonly used in the industry. Then, another simplified hybrid system, whose trajectories match with the original one, is selected to design the controller and to analyse stability properties. Finally, an estimation of the chattering in steady state of the voltage and current sign…
Steady-state and tracking analysis of a robust adaptive filter with low computational cost
2007
This paper analyses a new adaptive algorithm that is robust to impulse noise and has a low computational load [E. Soria, J.D. Martin, A.J. Serrano, J. Calpe, and J. Chambers, A new robust adaptive algorithm with low computacional cost, Electron. Lett. 42 (1) (2006) 60-62]. The algorithm is based on two premises: the use of the cost function often used in independent component analysis and a fuzzy modelling of the hyperbolic tangent function. The steady-state error and tracking capability of the algorithm are analysed using conservation methods [A. Sayed, Fundamentals of Adaptive Filtering, Wiley, New York, 2003], thus verifying the correspondence between theory and experimental results.
Current and New Insights in the Sustainable and Green Recovery of Nutritionally Valuable Compounds from Stevia rebaudiana Bertoni.
2015
International audience; The South American plant Stevia rebaudiana Bertoni is a great source of noncaloric sweeteners (steviol glycosides), mainly concentrated in its leaves, but also has important antioxidant compounds (vitamin C, polyphenols, chlorophylls, and carotenoids) and other important macro- and micronutrients such as folic acid and all of the essential amino acids except tryptophan. Traditionally, conventional methods have been used to recover nutritionally valuable compounds from plant food matrices. However, nowadays, the need for obtaining greener, sustainable, and viable processes has led both food industries and food scientists to develop new processes in full correspondence…
Sticking Probability on Zeolites
2006
The sticking coefficient, i.e., the probability that, on hitting the surface of a nanoporous particle (zeolite), a molecule shall be able to enter the intracrystalline space, is a key quantity for the application of such materials in heterogeneous catalysis and molecular sieving. On the basis of pulsed field gradient NMR diffusion measurements and molecular dynamics simulations, typical values of this probability are found to be close to one. They exceed previous estimates on the basis of IR uptake measurements by many orders of magnitude.
A non-homogeneous Poisson based model for daily rainfall data
2007
In this paper we report some results of the application of a new stochastic model applied to rainfall daily data. The Poisson models, characterized only by the expected rate of events (impulse occurrences, that is the mean number of impulses per unit time) and the assigned probability distribution of the phenomenon magnitude, do not take into consideration the datum regarding the duration of the occurrences, that is fundamental from a hydrological point of view. In order to describe the phenomenon in a way more adherent to its physical nature, we propose a new model simple and manageable. This model takes into account another random variable, representing the duration of the rainfall due to…
A Unified Approach to Portfolio Optimization with Linear Transaction Costs
2004
In this paper we study the continuous time optimal portfolio selection problem for an investor with a finite horizon who maximizes expected utility of terminal wealth and faces transaction costs in the capital market. It is well known that, depending on a particular structure of transaction costs, such a problem is formulated and solved within either stochastic singular control or stochastic impulse control framework. In this paper we propose a unified framework, which generalizes the contemporary approaches and is capable to deal with any problem where transaction costs are a linear/piecewise-linear function of the volume of trade. We also discuss some methods for solving numerically the p…
Recommended practice for out-of-hospital emergency anaesthesia in adults: Statement from the Out-of-Hospital Emergency Anaesthesia Working Group of t…
2016
Emergency anaesthesia is an important therapeutic measure in out-of-hospital emergency medicine. The associated risks are considerably higher than those of in-hospital anaesthesia. The primary objectives of emergency anaesthesia are hypnosis, analgesia, oxygenation and ventilation through airway management. The secondary objectives of emergency anaesthesia are amnesia, anxiolysis, the reduction of oxygen consumption and respiratory work, the protection of vital organs and the avoidance of secondary myocardial and cerebral damage. A critical evaluation of the indications for outof- hospital emergency anaesthesia must take into consideration patient, case and provider-related factors. Rapid s…
Preparation and characterization of (Hg0.7Mo0.3)Sr2(Ca0.7Y0.3)Cu2Ox and (Hg0.9Re0.1)Ba2CaCu2Oy superconducting films by laser ablation
2000
Abstract Oriented (Hg 0.7 Mo 0.3 )Sr 2 (Ca 0.7 Y 0.3 )Cu 2 O x and (Hg 0.9 Re 0.1 )Ba 2 CaCu 2 O y superconducting films were prepared on SrTiO 3 substrates using laser ablation and post-Hg-vapor annealing. Due to the stability of Mo 0.3 Sr 2 (Ca 0.7 Y 0.3 )Cu 2 O x and Re 0.1 Ba 2 CaCu 2 O y in air, no special handling was needed during the grinding, mixing and pressing of the precursor targets. The superconductivity of the films was characterized with the temperature dependence of the ac susceptibility ( χ - T ) and the resistance ( R - T ) while the crystallography was probed with x-ray diffraction (XRD) and scanning electron microscopy (SEM).