3&&

6,67(0$635(',$,6,

6LVWHPDV3UHGLDLVGH&RPEDWHD
,QFrQGLRV +LGUDQWHV
 6LVWHPDV3UHGLDLVGH&RPEDWHD,QFrQGLRV
+LGUDQWHV
ÈJXDFRPRDJHQWHH[WLQWRU
? (OHYDGRFDORUHVSHFtILFRHODWHQWH
? %DL[RFXVWR
0pWRGRVGHH[WLQomRXVDQGRiJXD
‡ UHVIULDPHQWR
‡ MDWRVyOLGRQDEDVHGRIRJR FKRTXHSUHVVmRHYD]mR
DGHTXDGDV
‡ MDWRHPSHTXHQDVJRWtFXODV UHWLUDFDORUGRDPELHQWH
‡ HQFKDUFDPHQWR
‡ DEDIDPHQWRHVXIRFDomR
‡ iJXDSDUDYDSRU YROXPHDXPHQWDYH]HV
‡ H[SXOVmRGRDUGRDPELHQWH
‡ DJHQWHVXIRFDGRUOtTXLGRVSHVDGRV
‡ GLOXLomRRXHPXOVLILFDomR
‡ iJXDGLOXtGDHPOtTXLGRLQIODPiYHO

3&& 6LVWHPDV3UHGLDLV, 2
 6LVWHPDV3UHGLDLVGH&RPEDWHD,QFrQGLRV
+LGUDQWHV
ÈJXDFRPRDJHQWHH[WLQWRUFRQW

(YLWDUiJXDFRPRDJHQWH

‡ HTXLSDPHQWRVHOpWULFRV
‡ FHUWRVPDWHULDLV FDUERQHWRVSHUy[LGRV VyGLR
PHWiOLFR
‡ PDWHULDLVHPSLOKDGRV WHQVmRVXSHUILFLDO
‡ REMHWRVIUiJHLV MDWRVyOLGR

3&& 6LVWHPDV3UHGLDLV, 3
 6LVWHPDV3UHGLDLVGH&RPEDWHD,QFrQGLRV
+LGUDQWHV
(OHPHQWRVGRVLVWHPDGHKLGUDWHV

5(6(59$7Ï5,2

6,67(0$'( &$1$/,=$d­2 (6*8,&+2

35(6685,=$d­2
-$72
)2*2
6,67(0$'(
&20$1'2

3&& 6LVWHPDV3UHGLDLV, 4
 6LVWHPDV3UHGLDLVGH&RPEDWHD,QFrQGLRV
+LGUDQWHV
6LVWHPDVGH+LGUDQWHV

5HGH3~EOLFDGH+LGUDQWHV

‡ UHGHS~EOLFDGHDEDVWHFLPHQWRGHiJXD
‡ SRXFDFRQILDELOLGDGHGHDEDVWHFLPHQWR

5HGH3ULYDGDGH+LGUDQWHV

‡ UHGHLQWHUQDHH[WHUQDDRVHGLItFLRV
‡ UHVHUYDomR SUHVVXUL]DomRUHGHGHGLVWULEXLomR
SRQWRVWHUPLQDLV

3&& 6LVWHPDV3UHGLDLV, 5
 6LVWHPDV3UHGLDLVGH&RPEDWHD,QFrQGLRV
+LGUDQWHV
6LVWHPDVGH+LGUDQWHV
7LSRVGH6LVWHPDVGH5HVHUYDomR
6LVWHPDVFRP5HVHUYDGHiJXDSDUDLQFrQGLRHPUHVHUYDWyULRLQIHULRU

‡ ERPEDGHLQFrQGLRWDQTXHGHSUHVVmR
‡ ERPEDGHLQFrQGLRERPED³MRFNH\´
8WLOL]DomR
‡ FRQMXQWRGHHGLILFDo}HV
‡ HGLILFDo}HVKRUL]RQWDLVLQGXVWULDLVHWF
6LVWHPDVFRP5HVHUYDGHiJXDSDUDLQFrQGLRHPUHVHUYDWyULRVXSHULRU

‡ JUDYLGDGHFHQWUDOUDPLILFDGR
‡ JUDYLGDGHERPEDGHLQFrQGLR
8WLOL]DomR
‡ HGLItFLRVYHUWLFDLV
‡ HGLItFLRVLQGXVWULDLVHWF

3&& 6LVWHPDV3UHGLDLV, 6
 6LVWHPDV3UHGLDLVGH&RPEDWHD,QFrQGLRV
+LGUDQWHV
$OLPHQWDomRSRUERPEDGHLQFrQGLR
UHGHKRUL]RQWDOFHQWUDOL]DGDH
SUHVVXUL]DGD FRPWDQTXHGHSUHVVmR

FRQVXPR

UHVLQFrQGLR
7DQTXHGH
SUHVVmR

%RPEDGH
5HVHUYDWyULRLQIHULRU LQFrQGLR

3&& 6LVWHPDV3UHGLDLV, 7
 6LVWHPDV3UHGLDLVGH&RPEDWHD,QFrQGLRV
+LGUDQWHV

5HVHUYDWyULR
,QIHULRU

%RPEDGH
%RPED LQFrQGLR
³-RFNH\´

3&& 6LVWHPDV3UHGLDLV, 8
 6LVWHPDV3UHGLDLVGH&RPEDWHD,QFrQGLRV
+LGUDQWHV 5HVHUYDWyULR
VXSHULRU
$OLPHQWDomRSRUJUDYLGDGH
FRQVXPR UHGHKRUL]RQWDO
UHVHUYDGHLQFrQGLR

UHFDOTXH

FRQVXPR

5HVHUYDWyULR
LQIHULRU

3&& 6LVWHPDV3UHGLDLV, 9
 6LVWHPDV3UHGLDLVGH&RPEDWHD,QFrQGLRV
+LGUDQWHV
5HVHUYDWyULR
VXSHULRU
$OLPHQWDomRSRU*UDYLGDGH
5HGH9HUWLFDO
FRQVXPR
UHVHUYDGHLQFrQGLR

UHFDOTXH

FRQVXPR

%RPEDVGH 5HVHUYDWyULR
UHFDOTXH LQIHULRU
3&& 6LVWHPDV3UHGLDLV, 10
 6LVWHPDV3UHGLDLVGH&RPEDWHD,QFrQGLRV
+LGUDQWHV UHVHUYDWyULRVXSHULRU

$OLPHQWDomRSRU*UDYLGDGH
HERPEDGHLQFrQGLR FRQVXPR

UHVHUYDGHLQFrQGLR

ERPEDGHLQFrQGLR

FKDYHGHIOX[R

H
X
OT
D
F
H
U

FRQVXPR

ERPEDVGHLQFrQGLR

UHVHUYDWyULRLQIHULRU

3&& 6LVWHPDV3UHGLDLV, 11
 6LVWHPDV3UHGLDLVGH&RPEDWHD,QFrQGLRV
+LGUDQWHV
&RPSRQHQWHVGR6LVWHPDGH+LGUDQWHV

6LVWHPDGH5HVHUYDomR H3UHVVXUL]DomR

‡ 5HVHUYDWyULRHQWHUUDGRHOHYDGR
‡ ERPEDVSULQFLSDOMRFNH\HWDQTXHGHSUHVVmR
‡ FRPDQGRGRVLVWHPD FKDYHGHIOX[RERWRHULDSUHVVRVWDWR
SDLQHO
6LVWHPDGHDOLPHQWDomR
‡ 5HGHGHWXEXODo}HV
‡ FRQH[}HVUHJLVWURVGHIHFKDPHQWRHPDQREUD
‡ KLGUDQWHV
‡ DEULJR
‡ UHJLVWURGHPDQREUDKLGUDQWH
‡ PDQJXHLUDPDQJRWLQKR
‡ HVJXLFKRORFDO
‡ UHTXLQWHIRUPDGRMDWR
3&& 6LVWHPDV3UHGLDLV, 12
 6LVWHPDV3UHGLDLVGH&RPEDWHD,QFrQGLRV
+LGUDQWHV
'LPHQVLRQDPHQWRGDV5HGHVGH+LGUDQWHV

 &ODVVLILFDomRGH5HGH7XEXODo}HV

‡ 5HGHDEHUWD 6LVWHPD5DPLILFDGR
‡ 5HGH)HFKDGD 6LVWHPDHPPDOKD
‡ 5HGHPLVWD 5DPLILFDGR0DOKD

 (TXDo}HV%iVLFDVSDUDDDQiOLVHGHUHGH

‡ (TXDo}HVGHEDODQFHDPHQWRGDVMXQo}HV
‡ (TXDo}HVGHSHUGDGHFDUJDGHFRQGXWRV
‡ (TXDo}HVGHEDODQFHDPHQWRGRVDQpLV

3&& 6LVWHPDV3UHGLDLV, 13
 6LVWHPDV3UHGLDLVGH&RPEDWHD,QFrQGLRV
+LGUDQWHV
(TXDo}HVGH%DODQFHDPHQWRGDV-XQo}HV

3ULQFtSLRGD&RQVHUYDomRGHPDVVD
4
4 + 4  + 4  = 4 
4 4
Σ4 = 
4
FRQYHQomRGHVLQDO

(TXDo}HVGHSHUGDGHFDUJDGHFRQGXWRV
/ Y K pRIDWRUGHDWULWRIXQomRGRQ~PHURGH5H\QROGVHGD
K=I → KLM = 5 LM 4LM UXJRVLGDGHUHODWLYD
Y pDYHORFLGDGHPpGLD
' J / pRFRPSULPHQWRWRWDO
' pRGLkPHWUR

UHJLPHVGH
‡ ODPLQDU
HVFRDPHQWR
‡ FUtWLFR ‡ KLGUDXOLFDPHQWHOLVR
I
‡ WXUEXOHQWR ‡ KLGUDXOLFDPHQWHPLVWR
3&& 6LVWHPDV3UHGLDLV, ‡ KLGUDXOLFDPHQWHUXJRVR 14
 6LVWHPDV3UHGLDLVGH&RPEDWHD,QFrQGLRV
+LGUDQWHV
(TXDo}HVGH%DODQFHDPHQWRGH$QpLV

Σ LM
= SHUGDVGHFDUJDQRV
WUHFKRVGRDQHO

&RQYHQomRGHVLQDO

5HVROXomRGRVLVWHPDGHHTXDo}HV
‡ (TXDo}HVQmROLQHDUHV
‡ (TXDo}HVGHMXQo}HVHGHDQpLV

0pWRGRVXWLOL]DGRV
‡ +DUG\ &URVV
‡ 1HZWRQ 5DSKVRQ
‡ 7HRULD/LQHDU
‡ 1HZWRQPRGLILFDGRJDUDQWLUDFRQYHUJrQFLD
‡ (OHPHQWRVILQLWRV
3&& 6LVWHPDV3UHGLDLV, 15
 6LVWHPDV3UHGLDLVGH&RPEDWHD,QFrQGLRV
+LGUDQWHV
5HGHVUDPLILFDGDVFRPYiULRVKLGUDQWHVHPXVRVLPXOWkQHR

)RUPXODomR
5HVHUYDWyULR
VXSHULRU

=% OW
+
+ ’ = N UHT . 452
+ = +
GW +
4 RQGH
=−  = 3G +

NUHT pRFRHILFLHQWHGHSHUGDGHFDUJDQRUHTXLQWH
+ 4
+ + = + ’ + N 5 . 452
+

+
+
4 N 5 = NW + N P
+

+ 4
+
NW = (Σξ W + I W . GO ). Jπ 28.G 4
W

W
W

+pDFDUJDHPPFD OP
OpRFRPSULPHQWR N P = I P . . Jπ 28.G 4
GpRGLkPHWUR GP P
4pDYD]mR RQGH
+D+VmRRVKLGUDQWHV RtQGLFHWUHIHUHVHjWXEXODomR
3&& 6LVWHPDV3UHGLDLV, RtQGLFHPUHIHUHVHjPDQJXHLUD 16
 6LVWHPDV3UHGLDLVGH&RPEDWHD,QFrQGLRV
+LGUDQWHV
5HGHVUDPLILFDGDVFRPYiULRVKLGUDQWHVHPXVRVLPXOWkQHR
3DUDRHVTXHPDDQWHULRUVHJXLUHPRVRURWHLURSURSRVWR7UDWDVH
GHSURFHVVRLWHUDWLYR
5RWHLUR
3DVVR + 4’ = = % + (=1− 2 + = 2−3 + = 3− 4 ) − ∆+

1/ 2
 1  1/ 2

44 =   .+ 4
’
N 
 UHT 

3DVVR + 4 = + 4’ + N 5 .442
RQGH
3DVVR + 3 = + 4 − = 3− 4 + NF .442 RtQGLFHFUHIHUHVHDRFRQGXWR
1/ 2
 1  RQGH
3DVVR 43 =  ’  . + 3’1/ 2
 N5  N 5’ = N 5 + N UHT
3&& 6LVWHPDV3UHGLDLV, 17
 6LVWHPDV3UHGLDLVGH&RPEDWHD,QFrQGLRV
+LGUDQWHV
5HGHVUDPLILFDGDVFRPYiULRVKLGUDQWHVHPXVRVLPXOWkQHR

3DVVR + 2 = + 3 − = 2 −3 + NF (43 + 44 )
2

1 1/ 2
3DVVR 42 = ( ) . + 1/ 2

N 5’
2

3DVVR +1 = + 2 − =1− 2 + NF .(42 + 43 + 44 ) 2

1/ 2
3DVVR  1 
41 =  ’  . +1
 N5 

3DVVR +1’ = N UHT .412

3&& 6LVWHPDV3UHGLDLV, 18
 6LVWHPDV3UHGLDLVGH&RPEDWHD,QFrQGLRV
+LGUDQWHV
5HGHVUDPLILFDGDVFRPYiULRVKLGUDQWHVHPXVRVLPXOWkQHR

3DVVR
4
4 = ∑ 4L
=% 4 L =1
O% G%
4 +1" = = % − N % .4 2
+
RtQGLFH%UHIHUHVHDREDUULOHWH

3DVVR +1 ≅ +1" → 2.!

+1 ≠ + 1" → UHLQLFLDU R SURFHVVR

REVξ FRHILFLHQWHGHSHUGDGHFDUJDHPVLQJXODULGDGHWDEHODGRV

3&& 6LVWHPDV3UHGLDLV, 19
 6LVWHPDV3UHGLDLVGH&RPEDWHD,QFrQGLRV
+LGUDQWHV
([HPSOR 5HVHUYDWyULR
VXSHULRU
FRQVXPR
'LPHQVLRQDPHQWRGHVLVWHPD UHVHUYDGHLQFrQGLR
GHKLGUDQWHVSRUJUDYLGDGH


  
+

+

+

 
+

+

  

+

+

+
KLGUDQWHGHSDVVHLR


+

3&& 6LVWHPDV3UHGLDLV, 20
 6LVWHPDV3UHGLDLVGH&RPEDWHD,QFrQGLRV
+LGUDQWHV

'DGRRHVTXHPDDQWHULRUYHULILFDUVHXGLPHQVLRQDPHQWRVHJXQGRDV
QRUPDVGR&%GH63
5HVROXomR
$WHQGHUVHiDFRQGLomRGHDEDVWHFLPHQWRSRUJUDYLGDGHDRVKLGU$QWHV
VROLFLWDGRV

GDGRV
GDGRV ‡ ULVFRDSURWHJHU5HVLGHQFLDO
‡ QžWRWDOGHKLGUDQWHV
‡ iUHDGHFRQVWUXomRP

FRQGLo}HV ‡ SUHVVmRQRKLGUDQWHPDLVGHVI≥PFD
‡ YROXPHGHUHVHUYDSDUDFRPEDWHDLQFrQGLRVXILFLHQWHSDUD
WHQGHUDYD]mRSRUPLQ

FRQKHFLGRV ‡ IP ≈ 

‡ IW ≈ 
‡ NUHT VHQGR4HPPVH+HPPFD

3&& 6LVWHPDV3UHGLDLV, 21