152 resultados para Instrumental-variable Methods

em University of Queensland eSpace - Australia


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A new approach to identify multivariable Hammerstein systems is proposed in this paper. By using cardinal cubic spline functions to model the static nonlinearities, the proposed method is effective in modelling processes with hard and/or coupled nonlinearities. With an appropriate transformation, the nonlinear models are parameterized such that the nonlinear identification problem is converted into a linear one. The persistently exciting condition for the transformed input is derived to ensure the estimates are consistent with the true system. A simulation study is performed to demonstrate the effectiveness of the proposed method compared with the existing approaches based on polynomials. (C) 2006 Elsevier Ltd. All rights reserved.

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Background: Familial partial epilepsy with variable foci (FPEVF) is an autosomal dominant syndrome characterized by partial seizures originating from different brain regions in different family members in the absence of detectable structural abnormalities. A gene for FPEVF was mapped to chromosome 22q12 in two distantly related French-Canadian families. Methods: We describe the clinical features and performed a linkage analysis in a Spanish kindred and in a third French-Canadian family distantly related to the original pedigrees. Results: Onset of seizures was typically in middle childhood, and attacks were usually easy to control. Seizure semiology varied among family members but was constant for each individual. In some, a pattern of nocturnal frontal lobe seizures led to consideration of the diagnosis of autosomal dominant nocturnal frontal lobe epilepsy (ADNFLE). The Spanish family was mapped to chromosome 22q (multipoint lod score, 3.4), and the new French-Canadian family had a multipoint lod score of 2.97 and shared the haplotype of the original French-Canadian families. Conclusions: Identification of the various forms of familial partial epilepsy is challenging, particularly in small families, in which insufficient individuals exist to identify a specific pattern. We provide clinical guidelines for this task, which will eventually be supplanted by specific molecular diagnosis. We confirmed linkage of FPEVF to chromosome 22q 12 and redefined the region to a 5.2-Mb segment of DNA.

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PHWAT is a new model that couples a geochemical reaction model (PHREEQC-2) with a density-dependent groundwater flow and solute transport model (SEAWAT) using the split-operator approach. PHWAT was developed to simulate multi-component reactive transport in variable density groundwater flow. Fluid density in PHWAT depends not on only the concentration of a single species as in SEAWAT, but also the concentrations of other dissolved chemicals that can be subject to reactive processes. Simulation results of PHWAT and PHREEQC-2 were compared in their predictions of effluent concentration from a column experiment. Both models produced identical results, showing that PHWAT has correctly coupled the sub-packages. PHWAT was then applied to the simulation of a tank experiment in which seawater intrusion was accompanied by cation exchange. The density dependence of the intrusion and the snow-plough effect in the breakthrough curves were reflected in the model simulations, which were in good agreement with the measured breakthrough data. Comparison simulations that, in turn, excluded density effects and reactions allowed us to quantify the marked effect of ignoring these processes. Next, we explored numerical issues involved in the practical application of PHWAT using the example of a dense plume flowing into a tank containing fresh water. It was shown that PHWAT could model physically unstable flow and that numerical instabilities were suppressed. Physical instability developed in the model in accordance with the increase of the modified Rayleigh number for density-dependent flow, in agreement with previous research. (c) 2004 Elsevier Ltd. All rights reserved.

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Stochastic differential equations (SDEs) arise from physical systems where the parameters describing the system can only be estimated or are subject to noise. Much work has been done recently on developing higher order Runge-Kutta methods for solving SDEs numerically. Fixed stepsize implementations of numerical methods have limitations when, for example, the SDE being solved is stiff as this forces the stepsize to be very small. This paper presents a completely general variable stepsize implementation of an embedded Runge Kutta pair for solving SDEs numerically; in this implementation, there is no restriction on the value used for the stepsize, and it is demonstrated that the integration remains on the correct Brownian path.

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We describe remarkable success in controlling dengue vectors, Aedes aegypti (L.) and Aedes albopictus (Skuse), in 6 communes with 11,675 households and 49,647 people in the northern provinces of Haiphong, Hung Yen, and Nam Dinh in Vietnam. The communes were selected for high-frequency use of large outdoor concrete tanks and wells. These were found to be the source of 49.6-98.4% of Ae. aegypti larvae, which were amenable to treatment with local Mesocyclops, mainly M. woutersi Van der Velde, M. aspericornis (Daday) and M. thermocyclopoides Harada. Knowledge, attitude, and practice surveys were performed to determine whether the communities viewed dengue and dengue hemorrhagic fever as a serious health threat; to determine their knowledge of the etiology, attitudes, and practices regarding control methods including Mesocyclops; and to determine their receptivity to various information methods. On the basis of the knowledge, attitude, and practice data, the community-based dengue control program comprised a system of local leaders, health volunteer teachers, and schoolchildren, supported by health professionals. Recycling of discards for economic gain was enhanced, where appropriate, and this, plus 37 clean-up campaigns, removed small containers unsuitable for Mesocyclops treatment. A previously successful eradication at Phan Boi village (Hung Yen province) was extended to 7 other villages forming Di Su commune (1,750 households) in the current study. Complete control was also achieved in Nghia Hiep (Hung Yen province) and in Xuan Phong (Nam Dinh province); control efficacy was greater than or equal to 99.7% in the other 3 communes (Lac Vien in Haiphong, Nghia Dong, and Xuan Kien in Nam Dinh). Although tanks and wells were the key container types of Ae. aegypti productivity, discarded materials were the source of 51% of the standing crop of Ae. albopictus. Aedes albopictus larvae were eliminated from the 3 Nam Dinh communes, and 86-98% control was achieved in the other 3 communes. Variable dengue attack rates made the clinical and serological comparison of control and untreated communes problematic, but these data indicate that clinical surveillance by itself is inadequate to monitor dengue transmission.

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The aim of this study was to compare accumulated oxygen deficit data derived using two different exercise protocols with the aim of producing a less time-consuming test specifically for use with athletes. Six road and four track male endurance cyclists performed two series of cycle ergometer tests. The first series involved five 10 min sub-maximal cycle exercise bouts, a (V) over dotO(2peak) test and a 115% (V) over dotO(2peak) test. Data from these tests were used to estimate the accumulated oxygen deficit according to the calculations of Medbo et al. (1988). In the second series of tests, participants performed a 15 min incremental cycle ergometer test followed, 2 min later, by a 2 min variable resistance test in which they completed as much work as possible while pedalling at a constant rate. Analysis revealed that the accumulated oxygen deficit calculated from the first series of tests was higher (P< 0.02) than that calculated from the second series: 52.3 +/- 11.7 and 43.9 +/- 6.4 ml . kg(-1), respectively (mean +/- s). Other significant differences between the two protocols were observed for (V) over dot O-2peak, total work and maximal heart rate; all were higher during the modified protocol (P

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This paper discusses methods for the optical teleportation of continuous-variable polarization states. We show that using two pairs of entangled beams, generated using four squeezed beams, perfect teleportation of optical polarization states can be performed. Restricting ourselves to three squeezed beams, we demonstrate that polarization state teleportation can still exceed the classical limit. The three-squeezer schemes involve either the use of quantum nondemolition measurement or biased entanglement generated from a single squeezed beam. We analyze the efficacies of these schemes in terms of fidelity, signal transfer coefficients, and quantum correlations.

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The reliability of measurement refers to unsystematic error in observed responses. Investigations of the prevalence of random error in stated estimates of willingness to pay (WTP) are important to an understanding of why tests of validity in CV can fail. However, published reliability studies have tended to adopt empirical methods that have practical and conceptual limitations when applied to WTP responses. This contention is supported in a review of contingent valuation reliability studies that demonstrate important limitations of existing approaches to WTP reliability. It is argued that empirical assessments of the reliability of contingent values may be better dealt with by using multiple indicators to measure the latent WTP distribution. This latent variable approach is demonstrated with data obtained from a WTP study for stormwater pollution abatement. Attitude variables were employed as a way of assessing the reliability of open-ended WTP (with benchmarked payment cards) for stormwater pollution abatement. The results indicated that participants' decisions to pay were reliably measured, but not the magnitude of the WTP bids. This finding highlights the need to better discern what is actually being measured in VVTP studies, (C) 2003 Elsevier B.V. All rights reserved.

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Objective: Laryngeal and tongue function was assessed in 28 patients to evaluate the presence, nature, and resolution of superior recurrent laryngeal and hypoglossal nerve damage resulting from standard open primary carotid endarterectomy (CEA). Methods. The laryngeal and tongue function in 28 patients who underwent CEA were examined prospectively with various physiologic (Aerophone II, laryngograph, tongue transducer), acoustic (Multi-Dimensional Voice Program), and perceptual speech assessments. Measures were obtained from all participants preoperatively, and at 2 weeks and at 3 months postoperatively. Results. The perceptual speech assessment indicated that the vocal quality of roughness was significantly more apparent at the 2-week postoperative assessment than preoperatively. However, by the 3-month postoperative assessment these values had returned to near preoperative levels, with no significant difference detected between preoperative and 3-month postoperative levels or between 2-week and 3-month postoperative levels. Both the instrumental assessments of laryngeal function and the acoustic assessment of vocal quality failed to identify any significant difference on any measure across the three assessment periods. Similarly, no significant impairment in tongue strength, endurance, or rate of repetitive tongue movements was detected at instrumental assessment of tongue function. Conclusions: No permanent changes to vocal or tongue function occurred in this group of participants after primary CEA. The lack of any significant long-term laryngeal or tongue dysfunction in this group suggests that the standard open CEA procedure is not associated with high rates of superior recurrent and hypoglossal nerve dysfunction, as previously believed.

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In this paper we construct implicit stochastic Runge-Kutta (SRK) methods for solving stochastic differential equations of Stratonovich type. Instead of using the increment of a Wiener process, modified random variables are used. We give convergence conditions of the SRK methods with these modified random variables. In particular, the truncated random variable is used. We present a two-stage stiffly accurate diagonal implicit SRK (SADISRK2) method with strong order 1.0 which has better numerical behaviour than extant methods. We also construct a five-stage diagonal implicit SRK method and a six-stage stiffly accurate diagonal implicit SRK method with strong order 1.5. The mean-square and asymptotic stability properties of the trapezoidal method and the SADISRK2 method are analysed and compared with an explicit method and a semi-implicit method. Numerical results are reported for confirming convergence properties and for comparing the numerical behaviour of these methods.

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This paper discusses efficient simulation methods for stochastic chemical kinetics. Based on the tau-leap and midpoint tau-leap methods of Gillespie [D. T. Gillespie, J. Chem. Phys. 115, 1716 (2001)], binomial random variables are used in these leap methods rather than Poisson random variables. The motivation for this approach is to improve the efficiency of the Poisson leap methods by using larger stepsizes. Unlike Poisson random variables whose range of sample values is from zero to infinity, binomial random variables have a finite range of sample values. This probabilistic property has been used to restrict possible reaction numbers and to avoid negative molecular numbers in stochastic simulations when larger stepsize is used. In this approach a binomial random variable is defined for a single reaction channel in order to keep the reaction number of this channel below the numbers of molecules that undergo this reaction channel. A sampling technique is also designed for the total reaction number of a reactant species that undergoes two or more reaction channels. Samples for the total reaction number are not greater than the molecular number of this species. In addition, probability properties of the binomial random variables provide stepsize conditions for restricting reaction numbers in a chosen time interval. These stepsize conditions are important properties of robust leap control strategies. Numerical results indicate that the proposed binomial leap methods can be applied to a wide range of chemical reaction systems with very good accuracy and significant improvement on efficiency over existing approaches. (C) 2004 American Institute of Physics.

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This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.

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Two stochastic production frontier models are formulated within the generalized production function framework popularized by Zellner and Revankar (Rev. Econ. Stud. 36 (1969) 241) and Zellner and Ryu (J. Appl. Econometrics 13 (1998) 101). This framework is convenient for parsimonious modeling of a production function with returns to scale specified as a function of output. Two alternatives for introducing the stochastic inefficiency term and the stochastic error are considered. In the first the errors are added to an equation of the form h(log y, theta) = log f (x, beta) where y denotes output, x is a vector of inputs and (theta, beta) are parameters. In the second the equation h(log y,theta) = log f(x, beta) is solved for log y to yield a solution of the form log y = g[theta, log f(x, beta)] and the errors are added to this equation. The latter alternative is novel, but it is needed to preserve the usual definition of firm efficiency. The two alternative stochastic assumptions are considered in conjunction with two returns to scale functions, making a total of four models that are considered. A Bayesian framework for estimating all four models is described. The techniques are applied to USDA state-level data on agricultural output and four inputs. Posterior distributions for all parameters, for firm efficiencies and for the efficiency rankings of firms are obtained. The sensitivity of the results to the returns to scale specification and to the stochastic specification is examined. (c) 2004 Elsevier B.V. All rights reserved.