On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain

We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

Chaotic Synchronization in Discrete-Time Systems Connected by Bandlimited Channels

Due to the broadband characteristic of chaotic signals, many of the methods that have been proposed for synchronizing chaotic systems do not usually present a satisfactory performance when applied to bandlimited communication channels. Here, the effects of bandwidth limitations imposed by the channel on the synchronous solution of a discrete-time chaotic master-slave network are investigated. The discrete-time system considered in this study is the Henon map. It is analytically shown that synchronism can be achieved in such a network by introducing a digital filter in the feedback loop responsible for generating the chaotic signal that will be sent to the slave node. Numerical simulations relating the filter parameters, such as its order and cut-off frequency, to the maximum Lyapunov exponent of the master node, which determines if the transmitted signal is chaotic or not, are also presented. These results can be useful for practical communication schemes based on chaos.

Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

Production and characterization of RF-sputtered PbO-GeO(2) amorphous thin films containing silver and gold nanoparticles

In the present work we report the characterization of PbO-GeO(2) films containing silver nanoparticles (NPs). Radio Frequency (RF) co-sputtering was used for deposition of amorphous films on glass substrates. Targets of 60PbO-40GeO(2) (in wt%) and bulk silver with purity of 99.99% were RF-sputtered using 3.5 m Torr of argon. The concentration of silver and gold NPs in the films was controlled varying the RF-power applied to the targets (40-50W for the PbO-GeO(2) target; 6-8 W for the metallic target). The films obtained were annealed in air at different temperatures and various periods of time. Absorption measurements have shown strong NPs surface plasmon bands. Different widths and peak wavelengths were observed, indicating that size, shape and distribution of the silver NPs are dependent on the deposition process parameters and on the annealing of the samples. X-Ray Fluorescence and Transmission Electron Microscopy were also used to characterize the samples. (C) 2010 Elsevier B.V. All rights reserved.

Montmorillonite/carbon nanocomposites prepared from sucrose for catalytic applications

Sucrose was used to prepare montmorillonite/carbon nanocomposites by calcination in a reduced atmosphere. The aim was to investigate the changes derived from varying the clay and sucrose content in the resulting material and to change the adsorption properties to evaluate its potential to be used in catalytic applications. X-ray diffraction patterns revealed the formation of an intercalated nanostructure composed of carbon-filled clay mineral layers, which was confirmed by the Fourier transform infrared spectra and thermogravimetry curves. Differences in composition and texture surface were detected by scanning electron microscopy images and were supported by viscosity measurements. These measurements were helpful in understanding why the sample prepared with the highest sucrose content presented the lowest gasoline and methylene blue adsorption results and why the highest adsorption properties were attributed to the sample with the highest clay content. Moreover, BET and BJH studies allowed understanding oleic acid catalytic conversion. Finally, a water flux simulation test was performed to determine the mechanical resistance in comparison to an activated carbon. It was found that the nanocomposites were more resistant, supporting their use in catalytic applications for a longer period of time. (C) 2011 Elsevier B.V. All rights reserved.

Penetration of hydrolysed soy protein-added brine and its effect on yield and pH of beef steaks from the biceps femoris muscle

This study was aimed to evaluate the penetration behaviour of different brines with tumbled beef steaks from the biceps femoris muscle, specifically their interactions with pH and effects on yield. Six muscles from different animals, divided into origin (OP) and insertion (IP) portions, were cut into 60 steaks of 2.5 cm thickness and tumbled for 30 or 60 min. The steaks were tumbled with two brines, with (WTB/HSP) or without (WTB) hydrolysed soy protein (HSP), and steaks that were not tumbled with brine or water were used as controls. Brine penetration was verified by measuring the amount of dye-containing brine (absorbance at 627 nm) recovered from homogenates of four thin (2 mm) slices from the surface of the beef steaks after tumbling. The WTB/HSP steaks exhibited greater (P < 0.05) brine penetration when tumbled for 60 min than for 30 min. The OP steaks showed greater yield and lower pH (P < 0.05) than IP steaks. HSP-added brine increased the water absorption and retention in the first slices of the steaks, and its efficiency was increased with a longer tumbling time. The portion of the biceps femoris muscle used influenced brine absorption and retention, impacting meat yield. (C) 2010 Elsevier Ltd. All rights reserved.

Time stability of soil water storage measured by neutron probe and the effects of calibration procedures in a small watershed

The knowledge of soil water storage (SWS) of soil profiles is crucial for the adoption of vegetation restoration practices. With the aim of identifying representative sites to obtain the mean SWS of a watershed, a time stability analysis of neutron probe evaluations of SWS was performed by the means of relative differences and Spearman rank correlation coefficients. At the same time, the effects of different neutron probe calibration procedures were explored on time stability analysis. mean SWS estimation. and preservation of the spatial variability of SWS. The selected watershed, with deep gullies and undulating slopes which cover an area of 20 ha, is characterized by an Ust-Sandiic Entisol and an Aeolian sandy soil. The dominant vegetation species are bunge needlegrass (Stipa bungeana Trim) and korshinsk peashrub (Carugano Korshinskii kom.). From June 11, 2007 to July 23,2008, SWS of the top1 m soil layer was evaluated for 20 dates, based on neutron probe data of 12 sampling sites. Three calibration procedures were employed: type 1, most complete, with each site having its own linear calibration equation (TrE); type II. with TrE equations extended over the whole field: and type III, with one single linear calibration curve for the whole field (UnE) and also correcting its intercept based on site specific relative difference analysis (RdE) and on linear fitting of data (RcE), both maintaining the same slope. A strong time stability of SWS estimated by TrE equations was identified. Soil particle size and soil organic matter content were recognized as the influencing factors for spatial variability of SWS. Land use influenced neither the spatial variability nor the time stability of SWS. Time stability analysis identified one site to represent the mean SWS of the whole watershed with mean absolute percentage errors of less than 10%, therefore. this site can be used as a predictor for the mean SWS of the watershed. Some equations of type II were found to be unsatisfactory to yield reliable mean SWS values or in preserving the associated soil spatial variability. Hence, it is recommended to be cautious in extending calibration equations to other sites since they might not consider the field variability. For the equations with corrected intercept (type III), which consider the spatial variability of calibration in a different way in relation to TrE, it was found that they can yield satisfactory means and standard deviation of SWS, except for the RdE equations, which largely leveled off the SWS values in the watershed. Correlation analysis showed that the neutron probe calibration was linked to soil bulk density and to organic matter content. Therefore, spatial variability of soil properties should be taken into account during the process of neutron probe calibration. This study provides useful information on the mean SWS observation with a time stable site and on distinct neutron probe calibration procedures, and it should be extended to soil water management studies with neutron probes, e.g., the process of vegetation restoration in wider area and soil types of the Loess Plateau in China. (C) 2009 Elsevier B.V. All rights reserved.

Biological characteristics and thermal requirements of a Brazilian strain of the parasitoid Trichogramma pretiosum reared on eggs of Pseudoplusia includens and Anticarsia gemmatalis

A new strain of the parasitoid Trichogramma pretiosum, was collected in Rio Verde County, State of Goias, Central Brazil, and designated as T. pretiosum RV. This strain was then found to be the most effective one among several different strains of T. pretiosum tested in a parasitoid selection assay. Therefore, its biological characteristics and thermal requirements were studied, aiming at allowing its multiplication under controlled environmental conditions in the laboratory. The parasitoid was reared on eggs of Pseudoplusia includens and Anticarsia gemmatalis at different constant temperatures within an 18-32 degrees C temperature range. The number of annual generations of the parasitoid was also estimated at those temperatures. Results have shown that T. pretiosum RV developmental time, from egg to adult, was influenced by all temperatures tested within the range, varying from 6.8 to 20.3 days and 6.0 to 17.0 days on eggs of P. includens and A. gemmatalis, respectively. The emergence of T. pretiosum RV from eggs of A. gemmatalis was higher than 94% at all temperatures tested. When this variable was evaluated on eggs of P. includens, however, the figures were higher than that within the 18-30 degrees C range (more than 98%), and were also statistically higher than the emergence observed at 32 degrees C (90.2%). The sex ratio of the parasitoids emerged from eggs of A. gemmatalis decreased from 0.55 to 0.29 at 18-32 degrees C, respectively. However, for those emerged from eggs of P. includens, the sex ratio was similar (0.73, 0.72 and 0.71) at 20, 28 and 32 degrees C, respectively. The lower temperature threshold (Tb) and thermal constant (K) were 10.65 degrees C and 151.25 degree-days when the parasitoid was reared on eggs of P. includens; and 11.64 degrees C and 127.60 degree-days when reared on eggs of A. gemmatalis. The number of generations per month increased from 1.45 to 4.23 and from 1.49 to 4.79 when the parasitoid was reared on eggs of P. includens and A. gemmatalis, respectively, following the increases in the temperature. (C) 2009 Elsevier Inc. All rights reserved.

Preslaughter mortality of broilers in relation to lairage and season in a subtropical climate

The preslaughter handling and transport of broilers are stressful operations that might affect welfare and meat quality and could increase numbers of deaths before slaughter. However, the influence of thermal factors during transportation and lairage at slaughterhouses is complex in subtropical regions, where increasing temperature and high RH are the major concerns regarding animal survival before slaughter. In this study we assessed the influence of a controlled lairage environment on preslaughter mortality rates of broiler chickens that were transported during different seasons of the year and had varying lairage times in the subtropical climate. Preslaughter data from 13,937 broiler flocks were recorded daily during 2006 in a commercial slaughterhouse in southeastern Brazil. The main factors that influenced daily mortality rate were mean dry bulb temperature and RH, lairage time, daily periods, density of broilers per crate, season of the year, stocking density per lorry, transport time, and distance between farms and slaughterhouse. A holding area at the slaughterhouse with environmental control was assessed. Using a double GLM for mean and dispersion modeling, the seasons were found to have significant effects (P < 0.05) on average mortality rates. The highest incidence was observed in summer (0.42%), followed by spring (0.39%), winter (0.28%), and autumn (0.23%). A decrease of preslaughter mortality of broilers during summer (P < 0.05) was observed when the lairage time was increased, mainly after 1 h of exposure to a controlled environment. Thus, lairage for 3 to 4 h in a controlled lairage environment during the summer and spring is necessary to reduce the thermal load of broiler chickens.

Performance of a multi-level TDR system exposed to tropical field conditions - A time-space comparison with tensiometry

Time-domain reflectometry (TDR) is an important technique to obtain series of soil water content measurements in the field. Diode-segmented probes represent an improvement in TDR applicability, allowing measurements of the soil water content profile with a single probe. In this paper we explore an extensive soil water content dataset obtained by tensiometry and TDR from internal drainage experiments in two consecutive years in a tropical soil in Brazil. Comparisons between the variation patterns of the water content estimated by both methods exhibited evidences of deterioration of the TDR system during this two year period at field conditions. The results showed consistency in the variation pattern for the tensiometry data, whereas TDR estimates were inconsistent, with sensitivity decreasing over time. This suggests that difficulties may arise for the long-term use of this TDR system under tropical field conditions. (c) 2008 Elsevier B.V. All rights reserved.

Forecasting fuel ethanol consumption in Brazil by time series models: 2006-2012

This article analysed scenarios for Brazilian consumption of ethanol for the period 2006 to 2012. The results show that if the country`s GDP sustains a 4.6% a year growth, domestic consumption of fuel ethanol could increase to 25.16 billion liters in this period, which is a volume relatively close to the forecasted gasoline consumption of 31 billion liters. At a lower GDP growth of 1.22% a year, gasoline consumption would be reduced and domestic ethanol consumption in Brazil would be no higher than 18.32 billion liters. Contrary to the current situation, forecasts indicated that hydrated ethanol consumption could become much higher than anhydrous consumption in Brazil. The former is being consumed in cars moved exclusively by ethanol and flex-fuel cars, successfully introduced in the country at 2003. Flex cars allow Brazilian consumers to choose between gasoline and hydrated ethanol and immediately switch to whichever fuel presents the most favourable relative price.

Sodicity and salinity in a Brazilian Oxisol cultivated with sugarcane irrigated with wastewater

Changes in soil sodicity-salinity parameters are one of the most characteristic alterations after treated sewage effluent (TSE) irrigation in agro-systems. Considering the importance of these parameters for agricultural management, as well as the economical value of sugarcane for Brazil, the present study aimed at evaluating effects on soil sodicity and salinity under tropical conditions over 16 months of TSE irrigation in a sugarcane plantation at Lins, Sao Paulo State, Brazil. Soil samplings were carried out in February 2005 (before planting), December 2005 (after 8 months of TSE irrigation) and September 2006 (after 16 months of TSE irrigation) following a complete block design with four treatments and four replicates. Treatments consisted of. (i) control, without TSE irrigation; (ii) T100, T150 and T200, with TSE irrigation supplying 100% (0% surplus, total of 2524 mm), 150% (50% surplus, total of 3832 mm) and 200% (100% surplus, total of 5092 mm) of crop water demand, respectively. Compared to initial soil conditions, at the end of the experiment increases of exchangeable sodium (from 2.4 to 5.9 mmol(c) kg(-1)), exchangeable sodium percentage (ESP) (from 8 to 18%), soluble Na (from 1.4 to 4.7 mmol L(-1)) and sodium adsorption ratio (SAR) of soil solution (from 3.6 to 12.6 (mmol were found in the soil profile (0-100 cm) as an average for the irrigated plots due to high SAR of TSE. Associated with the increments were mostly significant increases in clay dispersion rates at depths 0-10, 10-20 and 20-40 cm. Electrical conductivity (EC) of soil solution increased during the TSE irrigation period whereas at the end of the experiment, after short term discontinuation of irrigation and harvest, EC in the topsoil (0-10 and 10-20 cm) decreased compared to the previous samplings. Moreover, despite increasing sodicity over time mainly insignificant differences within the different irrigated treatments were found in December 2005 and September 2006. This suggests that independent of varying irrigation amounts the increasing soil sodicity over time were rather caused by the continuous use of TSE than by its quantity applied. Moreover, also plant productivity showed no significant differences within the TSE irrigated plots. The study indicates that monitoring as well as remediation of soil after TSE irrigation is required for a sustainable TSE use in order to maintain agricultural quality parameters. (C) 2008 Elsevier B.V. All rights reserved.

Plant availability of phosphorus in four superphosphate fertilizers varying in water-insoluble phosphate compounds

There is concern that the use of lower quality phosphate rock can result in elevated amounts of Fe-Al-P water-insoluble compounds in fertilizers and, consequently, low agronomic effectiveness. Therefore, studies were conducted to evaluate the effect of some of these compounds on plant growth. Four commercial superphosphates varying in chemical composition (two single and two triple superphosphates) were selected for the study. Fertilizer impurities were collected as water-insoluble residues by washing each P source with deionized water. A modal analysis, based primarily on elemental chemical analysis and x-ray diffractometry, was used to estimate the chemical composition of each P source. Water-soluble monocalcium phosphate (MCP) and the water-leached fertilizer residues were prepared to give a range of fertilizers in terms of water-soluble phosphorus (WSP) (0-100% of the available P as MCP). The water-leached fractions, MCP, and the mixtures of MCP with water-leached fractions were applied to supply 40 mg available P kg(1) to a thermic Rhodic Kanhapludult with pH values of 5.2 +/- 0.05 (unlimed) and 6.4 +/- 0.08 (limed). Wheat (Triticum aestivum L.) grown in a greenhouse for 101 d served as the test crop. The requirement for WSP was source and pH dependent. At a soil pH of 5.2, the fertilizers required 73 to 95% WSP to reach the maximum dry-matter yield, while they required 60 to 86% WSP at pH 6.4. To reach 90% of the maximum yield, all superphosphate fertilizers required <50% WSP. These results show that it is not always necessary to have high water solubility as required by legislation in many countries.