Applying linear time-varying constraints to econometric models: With an application to demand systems

When linear equality constraints are invariant through time they can be incorporated into estimation by restricted least squares. If, however, the constraints are time-varying, this standard methodology cannot be applied. In this paper we show how to incorporate linear time-varying constraints into the estimation of econometric models. The method involves the augmentation of the observation equation of a state-space model prior to estimation by the Kalman filter. Numerical optimisation routines are used for the estimation. A simple example drawn from demand analysis is used to illustrate the method and its application.

Anisotropy-based performance analysis of linear discrete time invariant control systems

The anisotropic norm of a linear discrete-time-invariant system measures system output sensitivity to stationary Gaussian input disturbances of bounded mean anisotropy. Mean anisotropy characterizes the degree of predictability (or colouredness) and spatial non-roundness of the noise. The anisotropic norm falls between the H-2 and H-infinity norms and accommodates their loss of performance when the probability structure of input disturbances is not exactly known. This paper develops a method for numerical computation of the anisotropic norm which involves linked Riccati and Lyapunov equations and an associated special type equation.

A flux ratio theorem for multicomponent linear diffusion equations

Ussing [1] considered the steady flux of a single chemical component diffusing through a membrane under the influence of chemical potentials and derived from his linear model, an expression for the ratio of this flux and that of the complementary experiment in which the boundary conditions were interchanged. Here, an extension of Ussing's flux ratio theorem is obtained for n chemically interacting components governed by a linear system of diffusion-migration equations that may also incorporate linear temporary trapping reactions. The determinants of the output flux matrices for complementary experiments are shown to satisfy an Ussing flux ratio formula for steady state conditions of the same form as for the well-known one-component case. (C) 2000 Elsevier Science Ltd. All rights reserved.

Stability of linear difference and differential inclusions

Any given n X n matrix A is shown to be a restriction, to the A-invariant subspace, of a nonnegative N x N matrix B of spectral radius p(B) arbitrarily close to p(A). A difference inclusion x(k+1) is an element of Ax(k), where A is a compact set of matrices, is asymptotically stable if and only if A can be extended to a set B of nonnegative matrices B with \ \B \ \ (1) < 1 or \ \B \ \ (infinity) < 1. Similar results are derived for differential inclusions.

Estimates of the real structured radius of stability of linear dynamic systems

A question is examined as to estimates of the norms of perturbations of a linear stable dynamic system, under which the perturbed system remains stable in a situation R:here a perturbation has a fixed structure.

Noise-free scattering of the quantized electromagnetic field from a dispersive linear dielectric

We study the scattering of the quantized electromagnetic field from a linear, dispersive dielectric using the scattering formalism for quantum fields. The medium is modeled as a collection of harmonic oscillators with a number of distinct resonance frequencies. This model corresponds to the Sellmeir expansion, which is widely used to describe experimental data for real dispersive media. The integral equation for the interpolating field in terms of the in field is solved and the solution used to find the out field. The relation between the ill and out creation and annihilation operators is found that allows one to calculate the S matrix for this system. In this model, we find that there are absorption bands, but the input-output relations are completely unitary. No additional quantum-noise terms are required.

Linear models of simple cells: Correspondence to real cell responses and space spanning properties

Despite their limitations, linear filter models continue to be used to simulate the receptive field properties of cortical simple cells. For theoreticians interested in large scale models of visual cortex, a family of self-similar filters represents a convenient way in which to characterise simple cells in one basic model. This paper reviews research on the suitability of such models, and goes on to advance biologically motivated reasons for adopting a particular group of models in preference to all others. In particular, the paper describes why the Gabor model, so often used in network simulations, should be dropped in favour of a Cauchy model, both on the grounds of frequency response and mutual filter orthogonality.

Determination of breeding strategies for beef cattle bull breeders selling bulls into two competing markets on a non-linear price grid

Computer simulation was used to suggest potential selection strategies for beef cattle breeders with different mixes of clients between two potential markets. The traditional market paid on the basis of carcass weight (CWT), while a new market considered marbling grade in addition to CWT as a basis for payment. Both markets instituted discounts for CWT in excess of 340 kg and light carcasses below 300 kg. Herds were simulated for each price category on the carcass weight grid for the new market. This enabled the establishment of phenotypic relationships among the traits examined [CWT, percent intramuscular fat (IMF), carcass value in the traditional market, carcass value in the new market, and the expected proportion of progeny in elite price cells in the new market pricing grid]. The appropriateness of breeding goals was assessed on the basis of client satisfaction. Satisfaction was determined by the equitable distribution of available stock between markets combined with the assessment of the utility of the animal within the market to which it was assigned. The best goal for breeders with predominantly traditional clients was a CWT in excess of 330 kg, while that for breeders with predominantly new market clients was a CWT of between 310 and 329 kg and with a marbling grade of AAA in the Ontario carcass pricing system. For breeders who wished to satisfy both new and traditional clients, the optimal CWT was 310-329 kg and the optimal marbling grade was AA-AAA. This combination resulted in satisfaction levels of greater than 75% among clients, regardless of the distribution of the clients between the traditional and new marketplaces.