Roberto Moura Sales

Technical Communique: Doubly coprime factorizations related to any stabilizing controllers in state space

Given a plant and an arbitrary stabilizing controller, we present state space formulas for doubly coprime factorizations related to the given controller. Then, we determine parametrizations of all stabilizing controllers centered on that controller.

Galerkin Method and Weighting Functions Applied to Nonlinear H Control with Output Feedback

This paper considers two aspects of the nonlinear H ∞ control problem: the use of weighting functions for performance and robustness improvement, as in the linear case, and the development of a successive Galerkin approximation method for the solution of the Hamilton—Jacobi—Isaacs equation that arises in the output-feedback case. Design of nonlinear H ∞ controllers obtained by the well-established Taylor approximation and by the proposed Galerkin approximation method applied to a magnetic levitation system are presented for comparison purposes.

Nonlinear H ∞ control and the Hamilton-Jacobi-Isaacs equation

This paper considers two aspects of the nonlinear H∞ control problem: the use of weighting functions for performance and robustness improvement, as in the linear case, and the development of a Galerkin approximation method for the solution of the Hamilton-Jacobi-Isaacs Equation (HJIE) that arises in the output feedback case. Design of nonlinear H∞ controllers obtained by Taylor approximation and by the proposed Galerkin approximation method applied to a magnetic levitation system are presented.

Overreact Analysis in the American Stock Market: A Fuzzy C-means Algorithm Approach

In this paper, empirical tests, based on the fuzzy clustering means algorithm for the analysis of overreaction and underreaction hypothesis in the American stock market are presented. Such methodology is strongly connected with two heuristics of behavioral finance theory: representativeness heuristic and anchoring heuristic. The proposed methodology is used to form portfolios through financial ratios of public companies and the results obtained are consistent with the strong influence of overreaction in the American stock market. The analysis is applied for stocks from oil and gas, textile and, steel and iron sectors, with financial indexes ranging from 1999 to 2007.

Um Modelo Fuzzy Comportamental para análise de sobre-reação e sub-reação no mercado de ações brasileiro

This paper presents empirical tests for investigating the occurrence of over-reaction and under-reaction phenomena in the Brazilian stock market. It is proposed that a model based on the theory of fuzzy sets, which bears a strong relationship to representativeness and anchoring heuristics, as established in the theory of behavioral finance, should be used for these tests. The proposed model is used to form portfolios and uses the financial indicators of publicly-quoted companies. Two lots of shares were used for the analyses; one from the oil and petro-chemical sector and the other from the textile sector; the financial indicators for the period 1994 to 2005 were used.

Analysis of overreaction and underreaction in the American stock market using fuzzy clustering means algorithm

In this paper empirical tests for the analysis of overreaction and underreaction hypothesis in the American stock market are presented. For these tests a new methodology based on the fuzzy clustering means algorithm is proposed. Such methodology is strongly connected with two heuristics of behavioral finance: representativeness and anchoring. The proposed methodology is used to form portfolios through financial ratios of public companies and the results obtained are consistent with the strong influence of overreaction in the American stock market. The analysis is applied for stocks from oil and gas, textile and, steel and iron sectors, with financial indexes ranging from 1999 to 2007.

Fixed-Point DSP Implementation of Nonlinear H∞ Controller for Large Gap Electromagnetic Suspension System

Electromagnetic suspension systems are inherently nonlinear and, when digitally controlled, frequently face hardware limitations. The main contributions of this paper are: the design of a nonlinear H∞ controller, including dynamic weighting functions for such a system and the presentation of a practical procedure to implement this controller on a fixed-point DSP. Experimental results are also presented, in which the performance of the nonlinear controller is evaluated specifically in the initial suspension phase, when the starting gap is too far from the equilibrium working gap.

ADAPTATION FOR TANDEM COLD MILL MODELS

Abstract The ideal conditions for the operation of tandem cold mills are connected to a set of references generated by models and used by dynamic regulators. Aiming the optimization of the friction and yield stress coefficients an adaptation algorithm is proposed in this paper. Experimental results obtained from an industrial cold rolling mill are presented.

A Behavioral Fuzzy Model for Analysis of Overreaction and Underreaction in the Brazilian Stock Market

In this paper empirical tests for the overreaction and underreaction hypothesis in the Brazilian stock market are presented. For these tests, due to the complexity of these phenomena, a new model based on the fuzzy set theory is proposed. It is shown that such model is strongly connected with two heuristics of behavioral finance: representativeness and anchoring. The proposed model is used to form portfolios based on financial indexes of open firms. The analysis is applied for stocks from petrol/petrochemical and textile firms, with financial indexes ranging from 1994 to 2005.

Set-up generation system for a tandem cold mill

In this paper an alternative set-up generation system is developed for a tandem cold mill to be used during emergency operation in case of shut-down of the main operating mode. The system is based on a cost function that evaluates the mill quality and productivity for each set-up. This cost function is minimized using the Nelder and Mead simplex method. Despite to be simpler than the main set-up generation system, it is faster, more accurate and safer than the usual emergency mode, which is based on a set of tables.