CHARACTERIZATION OF EXPONENTIAL DIVERGENCE OF THE KALMAN FILTER FOR TIME-VARYING SYSTEMS

This paper studies semistability of the recursive Kalman filter in the context of linear time-varying (LTV), possibly nondetectable systems with incorrect noise information. Semistability is a key property, as it ensures that the actual estimation error does not diverge exponentially. We explore structural properties of the filter to obtain a necessary and sufficient condition for the filter to be semistable. The condition does not involve limiting gains nor the solution of Riccati equations, as they can be difficult to obtain numerically and may not exist. We also compare semistability with the notions of stability and stability w.r.t. the initial error covariance, and we show that semistability in a sense makes no distinction between persistent and nonpersistent incorrect noise models, as opposed to stability. In the linear time invariant scenario we obtain algebraic, easy to test conditions for semistability and stability, which complement results available in the context of detectable systems. Illustrative examples are included.

Some remarks on static-feedback linearization for time-varying systems

This work summarizes some results about static state feedback linearization for time-varying systems. Three different necessary and sufficient conditions are stated in this paper. The first condition is the one by [Sluis, W. M. (1993). A necessary condition for dynamic feedback linearization. Systems & Control Letters, 21, 277-283]. The second and the third are the generalizations of known results due respectively to [Aranda-Bricaire, E., Moog, C. H., Pomet, J. B. (1995). A linear algebraic framework for dynamic feedback linearization. IEEE Transactions on Automatic Control, 40, 127-132] and to [Jakubczyk, B., Respondek, W. (1980). On linearization of control systems. Bulletin del` Academie Polonaise des Sciences. Serie des Sciences Mathematiques, 28, 517-522]. The proofs of the second and third conditions are established by showing the equivalence between these three conditions. The results are re-stated in the infinite dimensional geometric approach of [Fliess, M., Levine J., Martin, P., Rouchon, P. (1999). A Lie-Backlund approach to equivalence and flatness of nonlinear systems. IEEE Transactions on Automatic Control, 44(5), 922-937]. (C) 2008 Elsevier Ltd. All rights reserved.

On state representations of time-varying nonlinear systems

This work considers a nonlinear time-varying system described by a state representation, with input u and state x. A given set of functions v, which is not necessarily the original input u of the system, is the (new) input candidate. The main result provides necessary and sufficient conditions for the existence of a local classical state space representation with input v. These conditions rely on integrability tests that are based on a derived flag. As a byproduct, one obtains a sufficient condition of differential flatness of nonlinear systems. (C) 2009 Elsevier Ltd. All rights reserved.

Bose systems in spatially random or time-varying potentials

Bose systems, subject to the action of external random potentials, are considered. For describing the system properties, under the action of spatially random potentials of arbitrary strength, the stochastic mean-field approximation is employed. When the strength of disorder increases, the extended Bose-Einstein condensate fragments into spatially disconnected regions, forming a granular condensate. Increasing the strength of disorder even more transforms the granular condensate into the normal glass. The influence of time-dependent external potentials is also discussed. Fastly varying temporal potentials, to some extent, imitate the action of spatially random potentials. In particular, strong time-alternating potential can induce the appearance of a nonequilibrium granular condensate.

Comparing time-varying autoregressive structures of locally stationary processes

In this paper, a novel statistical test is introduced to compare two locally stationary time series. The proposed approach is a Wald test considering time-varying autoregressive modeling and function projections in adequate spaces. The covariance structure of the innovations may be also time- varying. In order to obtain function estimators for the time- varying autoregressive parameters, we consider function expansions in splines and wavelet bases. Simulation studies provide evidence that the proposed test has a good performance. We also assess its usefulness when applied to a financial time series.

A fuzzy reed-frost model for epidemic spreading

In this paper, we present a fuzzy approach to the Reed-Frost model for epidemic spreading taking into account uncertainties in the diagnostic of the infection. The heterogeneities in the infected group is based on the clinical signals of the individuals (symptoms, laboratorial exams, medical findings, etc.), which are incorporated into the dynamic of the epidemic. The infectivity level is time-varying and the classification of the individuals is performed through fuzzy relations. Simulations considering a real problem with data of the viral epidemic in a children daycare are performed and the results are compared with a stochastic Reed-Frost generalization

Risk optimization of a steel frame communications tower subject to tornado winds

The structural engineering community in Brazil faces new challenges with the recent occurrence of high intensity tornados. Satellite surveillance data shows that the area covering the south-east of Brazil, Uruguay and some of Argentina is one of the world most tornado-prone areas, second only to the infamous tornado alley in central United States. The design of structures subject to tornado winds is a typical example of decision making in the presence of uncertainty. Structural design involves finding a good balance between the competing goals of safety and economy. This paper presents a methodology to find the optimum balance between these goals in the presence of uncertainty. In this paper, reliability-based risk optimization is used to find the optimal safety coefficient that minimizes the total expected cost of a steel frame communications tower, subject to extreme storm and tornado wind loads. The technique is not new, but it is applied to a practical problem of increasing interest to Brazilian structural engineers. The problem is formulated in the partial safety factor format used in current design codes, with all additional partial factor introduced to serve as optimization variable. The expected cost of failure (or risk) is defined as the product of a. limit state exceedance probability by a limit state exceedance cost. These costs include costs of repairing, rebuilding, and paying compensation for injury and loss of life. The total expected failure cost is the sum of individual expected costs over all failure modes. The steel frame communications, tower subject of this study has become very common in Brazil due to increasing mobile phone coverage. The study shows that optimum reliability is strongly dependent on the cost (or consequences) of failure. Since failure consequences depend oil actual tower location, it turn,,; out that different optimum designs should be used in different locations. Failure consequences are also different for the different parties involved in the design, construction and operation of the tower. Hence, it is important that risk is well understood by the parties involved, so that proper contracts call be made. The investigation shows that when non-structural terms dominate design costs (e.g, in residential or office buildings) it is not too costly to over-design; this observation is in agreement with the observed practice for non-optimized structural systems. In this situation, is much easier to loose money by under-design. When by under-design. When structural material cost is a significant part of design cost (e.g. concrete dam or bridge), one is likely to lose significantmoney by over-design. In this situation, a cost-risk-benefit optimization analysis is highly recommended. Finally, the study also shows that under time-varying loads like tornados, the optimum reliability is strongly dependent on the selected design life.

System Identification and Prediction of Dengue Fever Incidence in Rio de Janeiro

Identification, prediction, and control of a system are engineering subjects, regardless of the nature of the system. Here, the temporal evolution of the number of individuals with dengue fever weekly recorded in the city of Rio de Janeiro, Brazil, during 2007, is used to identify SIS (susceptible-infective-susceptible) and SIR (susceptible-infective-removed) models formulated in terms of cellular automaton (CA). In the identification process, a genetic algorithm (GA) is utilized to find the probabilities of the state transition S -> I able of reproducing in the CA lattice the historical series of 2007. These probabilities depend on the number of infective neighbors. Time-varying and non-time-varying probabilities, three different sizes of lattices, and two kinds of coupling topology among the cells are taken into consideration. Then, these epidemiological models built by combining CA and GA are employed for predicting the cases of sick persons in 2008. Such models can be useful for forecasting and controlling the spreading of this infectious disease.

Spectroscopic variabilities in lambda Pavonis

Aims. We investigate the time-varying patterns in line profiles, V/R, and radial velocity of the Be star HD 173948 (lambda Pavonis). Methods. Time series analyses of radial velocity, V/R, and line profiles of He I, Fe II, and Si II were performed with the Cleanest algorithm. An estimate of the stellar rotation frequency was derived from the stellar mass and radius in the Roche limit by adopting an aspect angle i derived from the fittings of non-LTE model spectra affected by rotation. The projected rotation velocity, necessary as input for the spectral synthesis procedure, was evaluated from the Fourier transform of the rotation profiles of all neutral helium lines in the optical range. Results. Emission episodes in Balmer and He i lines, as well as V/R cyclic variations, are reported for spectra observed in year 1999, followed by a relatively quiescent phase (2000) and then again a new active epoch (2001). From time series analyses of line profiles, radial velocities, and V/R ratios, four signals with high confidence levels are detected: nu(1) = 0.17 +/- 0.02, nu(2) = 0.49 +/- 0.05, nu(3) = 0.82 +/- 0.03, and nu(4) = 1.63 +/- 0.04 c/d. We interpret nu 4 as a non-radial pulsation g-mode, nu 3 as a signal related to the orbital timescale of ejected material, which is near the theoretical rotation frequency 0.81 c/d inferred from the fitting of the models taken into account for gravity darkening. The signals nu(1) and nu(2) are viewed as aliases of nu(3) and nu(4).

Extended Fault-Location Formulation for Power Distribution Systems

In this paper, an extended impedance-based fault-location formulation for generalized distribution systems is presented. The majority of distribution feeders are characterized by having several laterals, nonsymmetrical lines, highly unbalanced operation, and time-varying loads. These characteristics compromise traditional fault-location methods performance. The proposed method uses only local voltages and currents as input data. The current load profile is obtained through these measurements. The formulation considers load variation effects and different fault types. Results are obtained from numerical simulations by using a real distribution system from the Electrical Energy Distribution State Company of Rio Grande do Sul (CEEE-D), Southern Brazil. Comparative results show the technique robustness with respect to fault type and traditional fault-location problems, such as fault distance, resistance, inception angle, and load variation. The formulation was implemented as embedded software and is currently used at CEEE-D`s distribution operation center.

Dynamic Imaging in Electrical Impedance Tomography of the Human Chest With Online Transition Matrix Identification

One of the electrical impedance tomography objectives is to estimate the electrical resistivity distribution in a domain based only on electrical potential measurements at its boundary generated by an imposed electrical current distribution into the boundary. One of the methods used in dynamic estimation is the Kalman filter. In biomedical applications, the random walk model is frequently used as evolution model and, under this conditions, poor tracking ability of the extended Kalman filter (EKF) is achieved. An analytically developed evolution model is not feasible at this moment. The paper investigates the identification of the evolution model in parallel to the EKF and updating the evolution model with certain periodicity. The evolution model transition matrix is identified using the history of the estimated resistivity distribution obtained by a sensitivity matrix based algorithm and a Newton-Raphson algorithm. To numerically identify the linear evolution model, the Ibrahim time-domain method is used. The investigation is performed by numerical simulations of a domain with time-varying resistivity and by experimental data collected from the boundary of a human chest during normal breathing. The obtained dynamic resistivity values lie within the expected values for the tissues of a human chest. The EKF results suggest that the tracking ability is significantly improved with this approach.

A numerical investigation on the visco-plastic response of structures to different pulse loading shapes

The time varying intensity character of a load applied to a structure poses many difficulties in analysis. A remedy to this situation is to substitute a complex pulse shape by a rectangular equivalent one. It has been shown by others that this procedure works well for perfectly plastic elementary structures. This paper applies the concept of equivalent pulse to more complex structures. Special attention is given to the material behavior, which is allowed to be strain rate and strain hardening sensitive. Thanks to the explicit finite element solution, it is shown in this article that blast loads applied to complex structures made of real materials can be substituted by equivalent rectangular loads with both responses being practically the same. (c) 2007 Elsevier Ltd. All rights reserved.

An Array Recursive Least-Squares Algorithm With Generic Nonfading Regularization Matrix

We present a novel array RLS algorithm with forgetting factor that circumvents the problem of fading regularization, inherent to the standard exponentially-weighted RLS, by allowing for time-varying regularization matrices with generic structure. Simulations in finite precision show the algorithm`s superiority as compared to alternative algorithms in the context of adaptive beamforming.

Viral Load Predicts New World Health Organization Stage 3 and 4 Events in HIV-Infected Children Receiving Highly Active Antiretroviral Therapy, Independent of CD4 T Lymphocyte Value

Background. Many resource-limited countries rely on clinical and immunological monitoring without routine virological monitoring for human immunodeficiency virus (HIV)-infected children receiving highly active antiretroviral therapy (HAART). We assessed whether HIV load had independent predictive value in the presence of immunological and clinical data for the occurrence of new World Health Organization (WHO) stage 3 or 4 events (hereafter, WHO events) among HIV-infected children receiving HAART in Latin America. Methods. The NISDI (Eunice Kennedy Shriver National Institute of Child Health and Human Development International Site Development Initiative) Pediatric Protocol is an observational cohort study designed to describe HIV-related outcomes among infected children. Eligibility criteria for this analysis included perinatal infection, age ! 15 years, and continuous HAART for >= 6 months. Cox proportional hazards modeling was used to assess time to new WHO events as a function of immunological status, viral load, hemoglobin level, and potential confounding variables; laboratory tests repeated during the study were treated as time-varying predictors. Results. The mean duration of follow-up was 2.5 years; new WHO events occurred in 92 (15.8%) of 584 children. In proportional hazards modeling, most recent viral load 15000 copies/mL was associated with a nearly doubled risk of developing a WHO event (adjusted hazard ratio, 1.81; 95% confidence interval, 1.05-3.11; P = 033), even after adjustment for immunological status defined on the basis of CD4 T lymphocyte value, hemoglobin level, age, and body mass index. Conclusions. Routine virological monitoring using the WHO virological failure threshold of 5000 copies/mL adds independent predictive value to immunological and clinical assessments for identification of children receiving HAART who are at risk for significant HIV-related illness. To provide optimal care, periodic virological monitoring should be considered for all settings that provide HAART to children.

A fuzzy Reed-Frost model for epidemic spreading

In this paper, we present a fuzzy approach to the Reed-Frost model for epidemic spreading taking into account uncertainties in the diagnostic of the infection. The heterogeneities in the infected group is based on the clinical signals of the individuals (symptoms, laboratorial exams, medical findings, etc.), which are incorporated into the dynamic of the epidemic. The infectivity level is time-varying and the classification of the individuals is performed through fuzzy relations. Simulations considering a real problem with data of the viral epidemic in a children daycare are performed and the results are compared with a stochastic Reed-Frost generalization.