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Characterisation and Some Statistical Aspects of Univariate and Multivariate Generalise d Pareto Distributions

Extreme value theory is about the distributions of very large or very small values in a time series or stochastic process. This has numerous applications connected with environmental science, civil engineering, materials science and insurance. A rather recent approach for modelling extreme events is the so called peak over threshold (POT) method. The generalised Pareto distribution (GPD) is a two-

One-way wave operators for nonstationary dielectrics

Propagation of transient electric and magnetic (TEM) pulses in nonstationary, linear, homogeneous, and isotropic dielectric and magnetic materials is investigated using an exact wave splitting. Key intrinsic properties are the index of refraction and the relative admittance, which are both temporal integral operators with kernels that depend on two time variables. In addition, the Sommerfeld forer

Model Predictive Control in a Pendulum System

Model Predictive Control (MPC) is applied to a pendulum system consisting of a pendulum and a cart. The objective of the MPC-controller is to steer the system towards precalculated trajectories that move the system from one operating point to another. The sample time of the controller sets hard limitations on the execution time of the optimization routine in the MPC-controller. The optimization pr

An Operational Definition of Emergency Response Capabilities

Well developed emergency response capabilities are crucial in order to keep the risk in a community at low levels. Analysing these capabilities before an emergency occurs is important since it can identify weaknesses and possibilities for improvements. To start off from an operational definition is a possible point of departure in such an analysis. In this paper, therefore, we develop an operation

Optimal Adaptive Control of an Ash Stabilization Batch Mixing Process using Change Detection

We present an optimal adaptive controller that is used to regulate the chemical process of wood ash stabilization (WAS). The model parameters of the time-varying process dynamics are estimated using recursive least squares (RLS). At each batch an auto-tuning sequence produced with the controller disabled is carried through in order to obtain a good estimate of the process dynamics. After the auto-

A New Formalism for Modeling of Reactive and Hybrid Systems

A new Modelica library is presented that is used to model safe hierarchical state machines in combination with any Modelica model, e.g., controllers, logical blocks, and physical systems described by differential-algebraic equations. It has been designed for simple usage, to guarantee safety properties and to harmonise with the design of the new Modelica_EmbeddedSystems library. Furthermore, new b