Distributed power control algorithm for multiple access systems based on Verhulst model

In this paper the continuous Verhulst dynamic model is used to synthesize a new distributed power control algorithm (DPCA) for use in direct sequence code division multiple access (DS-CDMA) systems. The Verhulst model was initially designed to describe the population growth of biological species under food and physical space restrictions. The discretization of the corresponding differential equation is accomplished via the Euler numeric integration (ENI) method. Analytical convergence conditions for the proposed DPCA are also established. Several properties of the proposed recursive algorithm, such as Euclidean distance from optimum vector after convergence, convergence speed, normalized mean squared error (NSE), average power consumption per user, performance under dynamics channels, and implementation complexity aspects, are analyzed through simulations. The simulation results are compared with two other DPCAs: the classic algorithm derived by Foschini and Miljanic and the sigmoidal of Uykan and Koivo. Under estimated errors conditions, the proposed DPCA exhibits smaller discrepancy from the optimum power vector solution and better convergence (under fixed and adaptive convergence factor) than the classic and sigmoidal DPCAs. (C) 2010 Elsevier GmbH. All rights reserved.

Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market

In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.

Simple Excitation Model for Coaxial Driven Monopole Antennas

A new excitation model for the numerical solution of field integral equation (EFIE) applied to arbitrarily shaped monopole antennas fed by coaxial lines is presented. This model yields a stable solution for the input impedance of such antennas with very low numerical complexity and without the convergence and high parasitic capacitance problems associated with the usual delta gap excitation.

Network of phase-locking oscillators and a possible model for neural synchronization

In order to model the synchronization of brain signals, a three-node fully-connected network is presented. The nodes are considered to be voltage control oscillator neurons (VCON) allowing to conjecture about how the whole process depends on synaptic gains, free-running frequencies and delays. The VCON, represented by phase-locked loops (PLL), are fully-connected and, as a consequence, an asymptotically stable synchronous state appears. Here, an expression for the synchronous state frequency is derived and the parameter dependence of its stability is discussed. Numerical simulations are performed providing conditions for the use of the derived formulae. Model differential equations are hard to be analytically treated, but some simplifying assumptions combined with simulations provide an alternative formulation for the long-term behavior of the fully-connected VCON network. Regarding this kind of network as models for brain frequency signal processing, with each PLL representing a neuron (VCON), conditions for their synchronization are proposed, considering the different bands of brain activity signals and relating them to synaptic gains, delays and free-running frequencies. For the delta waves, the synchronous state depends strongly on the delays. However, for alpha, beta and theta waves, the free-running individual frequencies determine the synchronous state. (C) 2011 Elsevier B.V. All rights reserved.

Lightning-Induced Voltages on Overhead Lines-Application of the Extended Rusck Model

Lightning-induced overvoltages have a considerable impact on the power quality of overhead distribution and telecommunications systems, and various models have been developed for the computation of the electromagnetic transients caused by indirect strokes. The most adequate has been shown to be the one proposed by Agrawal et al.; the Rusck model can be visualized as a particular case, as both models are equivalent when the lightning channel is perpendicular to the ground plane. In this paper, an extension of the Rusck model that enables the calculation of lightning-induced transients considering flashes to nearby elevated structures and realistic line configurations is tested against data obtained from both natural lightning and scale model experiments. The latter, performed under controlled conditions, can be used also to verify the validity of other coupling models and relevant codes. The so-called Extended Rusck Model, which is shown to be sufficiently accurate, is applied to the analysis of lightning-induced voltages on lines with a shield wire and/or surge arresters. The investigation conducted indicates that the ratio between the peak values of the voltages induced by typical first and subsequent strokes can be either greater or smaller than the unity, depending on the line configuration.

On the basic reproduction number and the topological properties of the contact network: An epidemiological study in mainly locally connected cellular automata

We study the spreading of contagious diseases in a population of constant size using susceptible-infective-recovered (SIR) models described in terms of ordinary differential equations (ODEs) and probabilistic cellular automata (PCA). In the PCA model, each individual (represented by a cell in the lattice) is mainly locally connected to others. We investigate how the topological properties of the random network representing contacts among individuals influence the transient behavior and the permanent regime of the epidemiological system described by ODE and PCA. Our main conclusions are: (1) the basic reproduction number (commonly called R(0)) related to a disease propagation in a population cannot be uniquely determined from some features of transient behavior of the infective group; (2) R(0) cannot be associated to a unique combination of clustering coefficient and average shortest path length characterizing the contact network. We discuss how these results can embarrass the specification of control strategies for combating disease propagations. (C) 2009 Elsevier B.V. All rights reserved.

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.

Model for facilities or vendors location in a global scale considering several echelons in the Chain

The facilities location problem for companies with global operations is very complex and not well explored in the literature. This work proposes a MILP model that solves the problem through minimization of the total logistic cost. Main contributions of the model are the pioneer carrying cost calculation, the treatment given to the take-or-pay costs and to the international tax benefits such as drawback and added value taxes in Brazil. The model was successfully applied to a real case of a chemical industry with industrial plants and sales all over the world. The model application recommended a totally new sourcing model for the company.

Thermodynamic modelling of an Al(2)O(3)-MnO system using the ionic model

The thermodynamic assessment of an Al(2)O(3)-MnO pseudo-binary system has been carried out with the use of an ionic model. The use of the electro-neutrality principles in addition to the constitutive relations, between site fractions of the species on each sub-lattice, the thermodynamics descriptions of each solid phase has been determined to make possible the solubility description. Based on the thermodynamics descriptions of each phase in addition to thermo-chemical data obtained from the literature, the Gibbs energy functions were optimized for each phase of the Al(2)O(3)-MnO system with the support of PARROT(R) module from ThemoCalc(R) package. A thermodynamic database was obtained, in agreement with the thermo-chemical data extracted from the literature, to describe the Al(2)O(3)-MnO system including the solubility description of solid phases. (C) 2009 Elsevier Ltd. All rights reserved.

Animated solid model of the lung constructed from unsynchronized MR sequential images

This work discusses a 4D lung reconstruction method from unsynchronized MR sequential images. The lung, differently from the heart, does not have its own muscles, turning impossible to see its real movements. The visualization of the lung in motion is an actual topic of research in medicine. CT (Computerized Tomography) can obtain spatio-temporal images of the heart by synchronizing with electrocardiographic waves. The FOV of the heart is small when compared to the lung`s FOV. The lung`s movement is not periodic and is susceptible to variations in the degree of respiration. Compared to CT, MR (Magnetic Resonance) imaging involves longer acquisition times and it is not possible to obtain instantaneous 3D images of the lung. For each slice, only one temporal sequence of 2D images can be obtained. However, methods using MR are preferable because they do not involve radiation. In this paper, based on unsynchronized MR images of the lung an animated B-Repsolid model of the lung is created. The 3D animation represents the lung`s motion associated to one selected sequence of MR images. The proposed method can be divided in two parts. First, the lung`s silhouettes moving in time are extracted by detecting the presence of a respiratory pattern on 2D spatio-temporal MR images. This approach enables us to determine the lung`s silhouette for every frame, even on frames with obscure edges. The sequence of extracted lung`s silhouettes are unsynchronized sagittal and coronal silhouettes. Using our algorithm it is possible to reconstruct a 3D lung starting from a silhouette of any type (coronal or sagittal) selected from any instant in time. A wire-frame model of the lung is created by composing coronal and sagittal planar silhouettes representing cross-sections. The silhouette composition is severely underconstrained. Many wire-frame models can be created from the observed sequences of silhouettes in time. Finally, a B-Rep solid model is created using a meshing algorithm. Using the B-Rep solid model the volume in time for the right and left lungs were calculated. It was possible to recognize several characteristics of the 3D real right and left lungs in the shaded model. (C) 2007 Elsevier Ltd. All rights reserved.

A modified epidemiological model for computer viruses

Since the computer viruses pose a serious problem to individual and corporative computer systems, a lot of effort has been dedicated to study how to avoid their deleterious actions, trying to create anti-virus programs acting as vaccines in personal computers or in strategic network nodes. Another way to combat viruses propagation is to establish preventive policies based on the whole operation of a system that can be modeled with population models, similar to those that are used in epidemiological studies. Here, a modified version of the SIR (Susceptible-Infected-Removed) model is presented and how its parameters are related to network characteristics is explained. Then, disease-free and endemic equilibrium points are calculated, stability and bifurcation conditions are derived and some numerical simulations are shown. The relations among the model parameters in the several bifurcation conditions allow a network design minimizing viruses risks. (C) 2009 Elsevier Inc. All rights reserved.

Closed-loop model re-identification of processes under MPC with zone control

This work deals with a procedure for model re-identification of a process in closed loop with ail already existing commercial MPC. The controller considered here has a two-layer structure where the upper layer performs a target calculation based on a simplified steady-state optimization of the process. Here, it is proposed a methodology where a test signal is introduced in a tuning parameter of the target calculation layer. When the outputs are controlled by zones instead of at fixed set points, the approach allows the continuous operation of the process without an excessive disruption of the operating objectives as process constraints and product specifications remain satisfied during the identification test. The application of the method is illustrated through the simulation of two processes of the oil refining industry. (c) 2008 Elsevier Ltd. All rights reserved.

A log-extended Weibull regression model

A bathtub-shaped failure rate function is very useful in survival analysis and reliability studies. The well-known lifetime distributions do not have this property. For the first time, we propose a location-scale regression model based on the logarithm of an extended Weibull distribution which has the ability to deal with bathtub-shaped failure rate functions. We use the method of maximum likelihood to estimate the model parameters and some inferential procedures are presented. We reanalyze a real data set under the new model and the log-modified Weibull regression model. We perform a model check based on martingale-type residuals and generated envelopes and the statistics AIC and BIC to select appropriate models. (C) 2009 Elsevier B.V. All rights reserved.

The generalized log-gamma mixture model with covariates: local influence and residual analysis

In a sample of censored survival times, the presence of an immune proportion of individuals who are not subject to death, failure or relapse, may be indicated by a relatively high number of individuals with large censored survival times. In this paper the generalized log-gamma model is modified for the possibility that long-term survivors may be present in the data. The model attempts to separately estimate the effects of covariates on the surviving fraction, that is, the proportion of the population for which the event never occurs. The logistic function is used for the regression model of the surviving fraction. Inference for the model parameters is considered via maximum likelihood. Some influence methods, such as the local influence and total local influence of an individual are derived, analyzed and discussed. Finally, a data set from the medical area is analyzed under the log-gamma generalized mixture model. A residual analysis is performed in order to select an appropriate model.

Double generalized linear model for tissue culture proportion data: a Bayesian perspective

Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will under-represent variation in the data and hence may lead to erroneous inferences. For count and proportion data, such noise factors can generate a so-called overdispersion effect, and the use of binomial and Poisson models underestimates the variability and, consequently, incorrectly indicate significant effects. In this manuscript, we propose a DGLM from a Bayesian perspective, focusing on the case of proportion data, where the overdispersion can be modeled using a random effect that depends on some noise factors. The posterior joint density function was sampled using Monte Carlo Markov Chain algorithms, allowing inferences over the model parameters. An application to a data set on apple tissue culture is presented, for which it is shown that the Bayesian approach is quite feasible, even when limited prior information is available, thereby generating valuable insight for the researcher about its experimental results.