We consider an SDE with piece-wise linear drift driven by a spectrally onesided Lévy process. We show this SDE has some connections with queueing and storage models and apply this to obtain the invariant distribution.

Many applications in chemical engineering exhibit a switching character due to discrete and continuous aspects in their dynamic behavior. While first principles models of such systems can be constructed with process simulators, they are usually too complex for use in on line applications such as in model based control. The available methods for modeling of such systems mostly use linear models,...

This paper proposes a new approach based on augmented Lagrangian relaxation for short term generation scheduling problem with transmission and environmental constraints. In this method, the system constraints, e.g. load demand, spinning reserve, transmission capacity and environmental constraints, are relaxed by using Lagrangian multipliers, and quadratic penalty terms associated with system lo...

We develop an efficient numerical method for the probabilistic quantification of the response statistics of nonlinear multi-degree-of-freedom structural systems under extreme forcing events, emphasizing accurate heavy-tail statistics. The response is decomposed to a statistically stationary part and an intermittent component. The stationary part is quantified using a statistical linearization m...

This paper considers the identification of multiple-mode systems, and introduces a new method to estimate the subsystem parameters of piece-wise affine systems. First, the notion of multiplemode linear regression model and the way to reduce its identification problem to an optimization one are introduced. Second, since the introduced optimization problem is inherently ill-conditioned and noncon...

We investigate the economic performance of a generalised Order-Up-To policy in response to an Auto Regressive stochastic demand process. We focus on the case where the physical production/distribution lead-time is one period and where we forecast demand with simple exponential smoothing. We consider two sets of convex piece-wise linear costs. The first set is the traditional inventory holding a...

We present the design, fabrication and testing of the piece-wise stepped-chirp fiber Bragg gratings (FBGs) with arbitrary group delay responses using a uniform phase mask under pre-stretched condition. The method involves writing a series of sub-gratings on a prestretched fiber whose length is varied during the UV exposure process. Two motorized stages are employed to control the length of the ...

A new algorithm for the estimation of probability density functions has been considered in the paper. This founds a large number of applications in the context of statistical signal processing problems, such as detection, estimation, filtering or pattern recognition and classification. The proposed approach relies on the QQ-plot technique. The estimates of the first and second order statistics ...

We present a framework for estimating 3D relative structure (shape) and motion given objects undergoing nonrigid deformation as observed from a fixed camera, under perspective projection. Deforming surfaces are approximated as piece-wise planar, and piece-wise rigid. Robust registration methods allow tracking of corresponding image patches from view to view and recovery of 3D shape despite occl...