A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters

In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

Evaluation of plaque composition by intravascular ultrasound ""virtual histology"": the impact of dense calcium on the measurement of necrotic tissue

Aims: We aimed to evaluate if the co-localisation of calcium and necrosis in intravascular ultrasound virtual histology (IVUS-VH) is due to artefact, and whether this effect can be mathematically estimated. Methods and results: We hypothesised that, in case calcium induces an artefactual coding of necrosis, any addition in calcium content would generate an artificial increment in the necrotic tissue. Stent struts were used to simulate the ""added calcium"". The change in the amount and in the spatial localisation of necrotic tissue was evaluated before and after stenting (n=17 coronary lesions) by means of a especially developed imaging software. The area of ""calcium"" increased from a median of 0.04 mm(2) at baseline to 0.76 mm(2) after stenting (p<0.01). In parallel the median necrotic content increased from 0.19 mm(2) to 0.59 mm(2) (p<0.01). The ""added"" calcium strongly predicted a proportional increase in necrosis-coded tissue in the areas surrounding the calcium-like spots (model R(2)=0.70; p<0.001). Conclusions: Artificial addition of calcium-like elements to the atherosclerotic plaque led to an increase in necrotic tissue in virtual histology that is probably artefactual. The overestimation of necrotic tissue by calcium strictly followed a linear pattern, indicating that it may be amenable to mathematical correction.

Mutually connected phase-locked loop networks: dynamical models and design parameters

Distribution of timing signals is an essential factor for the development of digital systems for telecommunication networks, integrated circuits and manufacturing automation. Originally, this distribution was implemented by using the master-slave architecture with a precise master clock generator sending signals to phase-locked loops (PLL) working as slave oscillators. Nowadays, wireless networks with dynamical connectivity and the increase in size and operation frequency of the integrated circuits suggest that the distribution of clock signals could be more efficient if mutually connected architectures were used. Here, mutually connected PLL networks are studied and conditions for synchronous states existence are analytically derived, depending on individual node parameters and network connectivity, considering that the nodes are nonlinear oscillators with nonlinear coupling conditions. An expression for the network synchronisation frequency is obtained. The lock-in range and the transmission error bounds are analysed providing hints to the design of this kind of clock distribution system.

Experimental Measurement of Water Diffusion through Fine Aggregate Mixtures

The water diffusion attributable to concentration gradients is among the main mechanisms of water transport into the asphalt mixture. The transport of small molecules through polymeric materials is a very complex process, and no single model provides a complete explanation because of the small molecule`s complex internal structure. The objective of this study was to experimentally determine the diffusion of water in different fine aggregate mixtures (FAM) using simple gravimetric sorption measurements. For the purposes of measuring the diffusivity of water, FAMs were regarded as a representative homogenous volume of the hot-mix asphalt (HMA). Fick`s second law is generally used to model diffusion driven by concentration gradients in different materials. The concept of the dual mode diffusion was investigated for FAM cylindrical samples. Although FAM samples have three components (asphalt binder, aggregates, and air voids), the dual mode was an attempt to represent the diffusion process by only two stages that occur simultaneously: (1) the water molecules are completely mobile, and (2) the water molecules are partially mobile. The combination of three asphalt binders and two aggregates selected from the Strategic Highway Research Program`s (SHRP) Materials Reference Library (MRL) were evaluated at room temperature [23.9 degrees C (75 degrees F)] and at 37.8 degrees C (100 degrees F). The results show that moisture uptake and diffusivity of water through FAM is dependent on the type of aggregate and asphalt binder. At room temperature, the rank order of diffusivity and moisture uptake for the three binders was the same regardless of the type of aggregate. However, this rank order changed at higher temperatures, suggesting that at elevated temperatures different binders may be undergoing a different level of change in the free volume. DOI: 10.1061/(ASCE)MT.1943-5533.0000190. (C) 2011 American Society of Civil Engineers.

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.

Economic design of an X chart for short-run production

The aim of this paper is to present an economical design of an X chart for a short-run production. The process mean starts equal to mu(0) (in-control, State I) and in a random time it shifts to mu(1) > mu(0) (out-of-control, State II). The monitoring procedure consists of inspecting a single item at every m produced ones. If the measurement of the quality characteristic does not meet the control limits, the process is stopped, adjusted, and additional (r - 1) items are inspected retrospectively. The probabilistic model was developed considering only shifts in the process mean. A direct search technique is applied to find the optimum parameters which minimizes the expected cost function. Numerical examples illustrate the proposed procedure. (C) 2009 Elsevier B.V. All rights reserved.

A generalized multi-period mean-variance portfolio optimization with Markov switching parameters

In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

Identification of microsatellites markers associated with yield components and quality parameters in sugarcane

Marker assisted selection depends on the identification of tightly linked association between marker and the trait of interest. In the present work, functional (EST-SSRs) and genomic (gSSRs) microsatellite markers were used to detect putative QTLs for sugarcane yield components (stalk number, diameter and height) and as well as for quality parameters (Brix, Pol and fibre) in plant cane. The mapping population (200 individuals) was derived from a bi-parental cross (IACSP95-3018 x IACSP93-3046) from the IAC Sugarcane Breeding Program. As the map is under construction, single marker trait association analysis based on the likelihood ratio test was undertaken to detect the QTLs. Of the 215 single dose markers evaluated (1:1 and 3:1), 90 (42%) were associated with putative QTLs involving 43 microsatellite primers (18 gSSRs and 25 EST-SSRs). For the yield components, 41 marker/trait associations were found: 20 for height, 6 for diameter and 15 for stalk number. An EST-SSRs marker with homology to non-phototropic hypocotyls 4 (NPH4) protein was associated with a putative QTL with positive effect for diameter as also with a negative effect for stalk number. In relation to the quality parameters, 18 marker trait associations were found for Brix, 19 for Pol, and 12 for fibre. For fibre, 58% of the QTLs detected showed a negative effect on this trait. Some makers associated with QTLs with a negative effect for fibre showed a positive effect for Pol, reflecting the negative correlation generally observed between these traits.

Dietary Levamisole Influenced Hematological Parameters of Juvenile Pacu, Piaractus mesopotamicus (Holmberg 1887)

Diseases outbreaks are a major concern in intensive fish farming because fish are exposed to stressors which may negatively affect their physiology. This study set out to determine effects of dietary levamisole (Levamisole HCl; SIGMA (R)) on performance and hematology of pacu, Piaractus mesopotamicus, juveniles. Fish (55.94 g) were stocked into 24 plastic aquaria (500 L; 15 fish per aquarium) and fed for 30 d with a commercial diet with 0, 50, 100, 200, 400, and 800 mg/kg levamisole, and for an extra 15 d, with a control diet in a totally randomized design trial (n = 4). Biometrical and hematological data were collected. No significant differences in growth parameters were recorded for either control or supplemented diets. Hematological parameters, such as hemoglobin, plasma glucose, white blood count (WBC), and differential leukocyte count were influenced (P < 0.05) levamisole. WBC, lymphocytes, neutrophils, monocytes, eosinophils, and special granulocytic cell numbers decreased significantly after 15 d. Dietary levamisole at 100 mg/kg diet for 15 d increased leukocyte production in juvenile pacu. However, levamisole administration for more than 15 d presented toxicity to lymphopoietic tissues. Information about long-period administration, mode of action in weight gain, effects on hematology of levamisole in freshwater fish nutrition are scarce and necessary for its safe use in aquaculture.

Random regression models to estimate test-day milk yield genetic parameters Holstein cows in Southeastern Brazil

A total of 152,145 weekly test-day milk yield records from 7317 first lactations of Holstein cows distributed in 93 herds in southeastern Brazil were analyzed. Test-day milk yields were classified into 44 weekly classes of DIM. The contemporary groups were defined as herd-year-week of test-day. The model included direct additive genetic, permanent environmental and residual effects as random and fixed effects of contemporary group and age of cow at calving as covariable, linear and quadratic effects. Mean trends were modeled by a cubic regression on orthogonal polynomials of DIM. Additive genetic and permanent environmental random effects were estimated by random regression on orthogonal Legendre polynomials. Residual variances were modeled using third to seventh-order variance functions or a step function with 1, 6,13,17 and 44 variance classes. Results from Akaike`s and Schwarz`s Bayesian information criterion suggested that a model considering a 7th-order Legendre polynomial for additive effect, a 12th-order polynomial for permanent environment effect and a step function with 6 classes for residual variances, fitted best. However, a parsimonious model, with a 6th-order Legendre polynomial for additive effects and a 7th-order polynomial for permanent environmental effects, yielded very similar genetic parameter estimates. (C) 2008 Elsevier B.V. All rights reserved.

Feeding Dietary Mannan Oligosaccharides to Juvenile Nile Tilapis, Oreochromis niloticus, Has No Effect on Hematological Parameters and Showed Decreased Feed Consumption

Impaired immune system by environmental stressors can lead fishes to be more susceptible to diseases that limit the economic development of aquaculture systems. This study was set out to determine the effect of six levels of mannan oligosaccharides (MOS; ActiveMOS((R)); Biorigin, Lencois Paulista, Sao Paulo, Brazil) on the performance index and hematology of Nile tilapia, Oreochromis niloticus juveniles. Fish (13.62 g) were randomly distributed into 18 plastic aquaria (300 L; 20 fishes per aquarium) and fed during 45 d with a commercial diet supplemented with 0, 0.2, 0.4, 0.6, 0.8, and 1% dietary MOS, in a totally randomized design trial (n = 3); biometrical and hematological data were collected and analyzed. There were no significant differences in hematological parameters between fish fed control and MOS supplementation diets, and daily feed consumption (FC) decreased (P < 0.05) with increasing levels of dietary MOS. Dietary MOS did not increase leukocyte count and presented negative effects on FC of Nile tilapia. At 0.4% MOS supplementation, the individual weight gain was higher in absolute values but not different (P > 0.05) compared to control diet.

Parameterization and Evaluation of Predictions of DSSAT/CANEGRO for Brazilian Sugarcane

The DSSAT/CANEGRO model was parameterized and its predictions evaluated using data from five sugarcane (Sacchetrum spp.) experiments conducted in southern Brazil. The data used are from two of the most important Brazilian cultivars. Some parameters whose values were either directly measured or considered to be well known were not adjusted. Ten of the 20 parameters were optimized using a Generalized Likelihood Uncertainty Estimation (GLUE) algorithm using the leave-one-out cross-validation technique. Model predictions were evaluated using measured data of leaf area index (LA!), stalk and aerial dry mass, sucrose content, and soil water content, using bias, root mean squared error (RMSE), modeling efficiency (Eff), correlation coefficient, and agreement index. The Decision Support System for Agrotechnology Transfer (DSSAT)/CANEGRO model simulated the sugarcane crop in southern Brazil well, using the parameterization reported here. The soil water content predictions were better for rainfed (mean RMSE = 0.122mm) than for irrigated treatment (mean RMSE = 0.214mm). Predictions were best for aerial dry mass (Eff = 0.850), followed by stalk dry mass (Eff = 0.765) and then sucrose mass (Eff = 0.170). Number of green leaves showed the worst fit (Eff = -2.300). The cross-validation technique permits using multiple datasets that would have limited use if used independently because of the heterogeneity of measures and measurement strategies.

Effects of isoflavone-supplemented soy yogurt on lipid parameters and atherosclerosis development in hypercholesterolemic rabbits: a randomized double-blind study

Background: There is increasing interest in natural treatments to control dyslipidemia and reduce the risk of cardiovascular disease. Previous studies have demonstrated the beneficial effects of soy yogurt fermented with Enterococcus faecium CRL 183 and of dietary isoflavones on the lipid profile. The purpose of the present study was to investigate the effects of isoflavone-supplemented soy yogurt, fermented with E. faecium CRL183, on lipid parameters and atherosclerosis development in rabbits with induced hypercholesterolemia. Methods: Forty-eight rabbits were randomly assigned to eight groups fed on the following diets for 60 days: C - control; IY - isoflavone-supplemented soy yogurt; H - hypercholesterolemic (1.0% cholesterol wt/wt diet); HY - hypercholesterolemic plus soy yogurt; HIY - hypercholesterolemic plus isoflavone-supplemented soy yogurt; HP - hypercholesterolemic plus placebo; HI hypercholesterolemic plus isoflavone and HE - hypercholesterolemic plus pure culture of E. faecium CRL 183. Serum lipids and autoantibodies against oxLDL (oxLDL Ab) were analyzed on days 0, 30 and 60 of the treatment and the atherosclerotic lesions were quantified at the end of the experiment. Results: Soy yogurt, soy yogurt supplemented with isoflavones and placebo promoted significant reductions in total cholesterol level (38.1%, 27.0% and 26.6%, respectively). Significant increases in serum HDL-C concentration relative to group H were detected in animals that ingested soy yogurt, with or without the isoflavone supplement (55.2%), E. faecium culture (43.3%) or placebo (35.8%). Intake of soy yogurt and soy yogurt supplemented with isoflavones prevented the rise of oxLDL Ab during the study period. The extent of atherosclerosis in the thoracic and abdominal aortas was reduced in the HIY, HY and HP groups. However, when the whole aorta was analyzed, animals treated with soy yogurt supplemented with isoflavones exhibited the greatest reduction (51.4%, P < 0.05) in atherosclerotic lesion area, compared to group H. Conclusion: Soy yogurt could be consumed as an alternative means of reducing the risk of cardiovascular disease by improving the lipid profile and inhibiting oxLDL Ab formation. Our findings also suggest that isoflavone supplementation may enhance the antiatherosclerotic effect of soy yogurt.

Dissolution parameters for sodium diclofenac-containing hypromellose matrix tablet

Sodium diclofenac (SD) release from dosage forms has been studied under different conditions. However, no dissolution method that is discriminatory enough to reflect slight changes in formulation or manufacturing process, and which could be effectively correlated with the biological properties of the dosage form, has been reported. This study sought to develop three different formulae of SD-containing matrix tablets and to determine the effect of agitation speed in its dissolution profiles. F1, F2 and F3 formulations were developed using hypromellose (10, 20 and 30%, respectively for F1, F2 and F3) and other conventional excipients. Dissolution tests were carried out in phosphate buffer pH 6.8 at 37 degrees C using apparatus 11 at 50, 75 or 100 rpm. Dissolution efficiency (DE), T(50) and T(90) were determined and plotted as functions of the variables agitation speed and hypromellose concentration. Regarding DE, F2 showed more sensitivity to variations in agitation speed than F1 and F3. Increasing hypromellose concentration reduced DE values, independent of agitation speed. Analysis of T(50) and T(90) suggests that F1 is less sensitive to variations in agitation speed than F2 and F3. Most discriminatory dissolution conditions were observed at 50 rpm. Results suggest that the comparison of dissolution performance of SD matrix tablets should take into account polymer concentration and agitation conditions. (C) 2009 Published by Elsevier B.V.

Bioavailability of dietary sodium copper chlorophyllin and its effect on antioxidant defence parameters of Wistar rats

BACKGROUND: There has been growing interest in sodium copper chlorophyllin (Cu-Chl) as a food colourant and supplement owing to its beneficial biological activities. Studies have revealed that this green pigment inhibits experimental carcinogenesis and interacts with proteins and genotoxic agents. Health-related activities have also been associated with the prevention of lipid peroxidation. However, intestinal absorption of this pigment has been considered insignificant, raising questions of whether eventual biological properties are related to pre- or post-absorptive actions. In this study, intestinal absorption of Cu-Chl and its appearance in serum and organs were estimated by high-performance liquid chromatography analysis in rat feeding experiments. The effect of ingested Cu-Chl on lipid peroxidation was analysed by measuring thiobarbituric acid-reactive substances and antioxidant enzyme activities in hepatic and brain tissues of oxidative stress-induced rats. RESULTS: The two main components of commercial Cu-Chl, namely Cu-chlorin e(6) and Cu-chlorin e(4), showed different digestive behaviours, and only Cu-chlorin e4 was found in serum, liver and kidneys. Antioxidant activity in vivo could be observed in brain and seemed to be related to in situ protection but not to antioxidant enzyme modulation. CONCLUSION: As at least one of the major components of Cu-Chl is effectively absorbed, further pharmacolkinetic studies are encouraged to access absorption rates and the role of ingested copper chlorophyllins in mammals. (C) 2009 Society of Chemical Industry