Showing papers by "Cédric Join published in 2011"

Nothing is as Practical as a Good Theory: Model-Free Control Rien de plus utile qu'une bonne théorie: la commande sans modèle

Abstract: The experience gained with numerous successful applications permits to revisit some points of model-free control. The numerical differentiation of noisy signals may be replaced by a real time parameter identification which is much simpler. The strange ubiquity of classic PIDs is explained as well as the almost universal utilization of ultra-local models of order 1. We show that even with a partially known model the utilization of an intelligent PI controller remains profitable. Two examples, an inverted pendulum and a heat exchanger, seem to confirm the superiority of model-free control with respect to sliding modes control and techniques stemming from infinite-dimensional systems, such as delays or partial differential equations. Our paper is illustrated by several computer simulations.

An algebraic derivative-based method for R wave detection

Abstract: In this paper, a new robust method for R wave detection in ECG signal is proposed by using algebraic derivative estimation based technique. In fact, this new and efficient method relies on differential algebra, non-commutative algebra together with operational calculus. This technique allows noisy signal to be filtered via iterated time integrals and R wave slope to be emphasized. The ECG signal is then Hilbert transformed to be enhanced and threshold compared. The performance of the algorithm was tested by using the annotated records of MIT-BIH Arrhythmia Database. The robustness of the proposed R wave detector in presence of noise was also tested according to records from MIT-BIH Noise Stress Test Database. The overall performance is quite good even SNR as low as 6 dB.

Volatility made observable at last

Abstract: The Cartier-Perrin theorem, which was published in 1995 and is expressed in the language of nonstandard analysis, permits, for the first time perhaps, a clear-cut mathematical definition of the volatility of a financial asset. It yields as a byproduct a new understanding of the means of returns, of the beta coefficient, and of the Sharpe and Treynor ratios. New estimation techniques from automatic control and signal processing, which were already successfully applied in quantitative finance, lead to several computer experiments with some quite convincing forecasts.

Prolégomènes à une régulation sans modèle du trafic autoroutier

Abstract: The regulation of freeway traffic flow, which is a complex nonlinear system, is achieved via the newly introduced model-free control. Several computer simulations are validating our control strategy, which is easy to implement and shows good robustness properties with respect to perturbations

Is a probabilistic modeling really useful in financial engineering

Abstract: A new standpoint on financial time series, without the use of any mathematical model and of probabilistic tools, yields not only a rigorous approach of trends and volatility, but also efficient calculations which were already successfully applied in automatic control and in signal processing It is based on a theorem due to P Cartier and Y Perrin, which was published in 1995 The above results are employed for sketching a dynamical portfolio and strategy management, without any global optimization technique Numerous computer simulations are presented

A robust algebraic approach to fault diagnosis of uncertain linear systems

Abstract: This article proposes an algebraic method to fault diagnosis for uncertain linear systems. The main advantage of this new approach is to realize fault diagnosis only from knowledge of input and output measurements without identifying explicitly model parameters. Using tools and results of algebraic identification and pseudospectra analysis, the issues of robustness of the proposed approach compared to the model order and noise measurement are examined. Numerical examples are provided and discussed to illustrate the efficiency of the proposed fault diagnosis method.

Vers une caractérisation non linéaire d'un réseau autoroutier

Abstract: Recent techniques, which are of algebraic flavor, allow not only to prove the identifiability of parameters, like the free-flow speed and the critical density, which are of utmost importance for the control and the supervision of freeway traffic, but also to estimate them quite efficiently in real time. The significance of our approach for intelligent transportation systems is confirmed by numerous successful computer simulations.

Diagnostic des systèmes dynamiques linéaires sans modèle explicite

Abstract: Nous proposons une methode de diagnostic des defauts actionneur et capteur modelises au travers de signaux structures sur une classe particuliere de systemes dynamiques lineaires incertains. Le principal atout de cette approche est qu'il est possible, sous certaines hypotheses, de detecter, localiser et identifier les defauts a l'aide des seules mesures de la commande et de la sortie sans avoir a identifier les parametres du modele. La methode est fondee sur la generation et l'analyse de relations de redondance analytique et exploite le fait qu'un signal structure satisfait une equation differentielle. La prise de decision est entierement fondee sur l'evolution temporelle des estimations de certaines caracteristiques des defauts. Un exemple numerique est fourni et commente afin d'illustrer l'approche proposee.

Flatness-based trajectory planning to improve actuator fault-tolerance capability

Abstract: This paper investigates the flatness-based trajec- tory planning/re-planning in the presence of faults. Under fault-tolerance framework, the considered method improves the post-fault management of the faulty systems. Rather than only modifying the controller, this paper highlights how re-planning the trajectory according to the remaining resources in the system allows an efficient fault-tolerance strategy. The trajectory planning problem is formulated as an optimization problem by using flatness and the develo- ped approach is applied to a simplified satellite system for illustration.

Volatility made observable at last

Abstract: The Cartier-Perrin theorem, which was published in 1995 and is expressed in the language of nonstandard analysis, permits, for the first time perhaps, a clear-cut mathematical definition of the volatility of a financial asset. It yields as a byproduct a new understanding of the means of returns, of the beta coefficient, and of the Sharpe and Treynor ratios. New estimation techniques from automatic control and signal processing, which were already successfully applied in quantitative finance, lead to several computer experiments with some quite convincing forecasts.

Is a probabilistic modeling really useful in financial engineering? - A-t-on vraiment besoin d'un modèle probabiliste en ingénierie financière?

Abstract: A new standpoint on financial time series, without the use of any mathematical model and of probabilistic tools, yields not only a rigorous approach of trends and volatility, but also efficient calculations which were already successfully applied in automatic control and in signal processing. It is based on a theorem due to P. Cartier and Y. Perrin, which was published in 1995. The above results are employed for sketching a dynamical portfolio and strategy management, without any global optimization technique. Numerous computer simulations are presented.