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.

Long-term survivor mixture model with random effects: application to a multi-centre clinical trial of carcinoma

A mixture model incorporating long-term survivors has been adopted in the field of biostatistics where some individuals may never experience the failure event under study. The surviving fractions may be considered as cured. In most applications, the survival times are assumed to be independent. However, when the survival data are obtained from a multi-centre clinical trial, it is conceived that the environ mental conditions and facilities shared within clinic affects the proportion cured as well as the failure risk for the uncured individuals. It necessitates a long-term survivor mixture model with random effects. In this paper, the long-term survivor mixture model is extended for the analysis of multivariate failure time data using the generalized linear mixed model (GLMM) approach. The proposed model is applied to analyse a numerical data set from a multi-centre clinical trial of carcinoma as an illustration. Some simulation experiments are performed to assess the applicability of the model based on the average biases of the estimates formed. Copyright (C) 2001 John Wiley & Sons, Ltd.

Step size control for efficient discrete element simulation

The step size determines the accuracy of a discrete element simulation. The position and velocity updating calculation uses a pre-calculated table and hence the control of step size can not use the integration formulas for step size control. A step size control scheme for use with the table driven velocity and position calculation uses the difference between the calculation result from one big step and that from two small steps. This variable time step size method chooses the suitable time step size for each particle at each step automatically according to the conditions. Simulation using fixed time step method is compared with that of using variable time step method. The difference in computation time for the same accuracy using a variable step size (compared to the fixed step) depends on the particular problem. For a simple test case the times are roughly similar. However, the variable step size gives the required accuracy on the first run. A fixed step size may require several runs to check the simulation accuracy or a conservative step size that results in longer run times. (C) 2001 Elsevier Science Ltd. All rights reserved.