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.

Local search multiuser detection

In this work, a wide analysis of local search multiuser detection (LS-MUD) for direct sequence/code division multiple access (DS/CDMA) systems under multipath channels is carried out considering the performance-complexity trade-off. It is verified the robustness of the LS-MUD to variations in loading, E(b)/N(0), near-far effect, number of fingers of the Rake receiver and errors in the channel coefficients estimates. A compared analysis of the bit error rate (BER) and complexity trade-off is accomplished among LS, genetic algorithm (GA) and particle swarm optimization (PSO). Based on the deterministic behavior of the LS algorithm, it is also proposed simplifications over the cost function calculation, obtaining more efficient algorithms (simplified and combined LS-MUD versions) and creating new perspectives for the MUD implementation. The computational complexity is expressed in terms of the number of operations in order to converge. Our conclusion pointed out that the simplified LS (s-LS) method is always more efficient, independent of the system conditions, achieving a better performance with a lower complexity than the others heuristics detectors. Associated to this, the deterministic strategy and absence of input parameters made the s-LS algorithm the most appropriate for the MUD problem. (C) 2008 Elsevier GmbH. All rights reserved.

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.

Adequacy of Cold Rolling Models to Upgrade Set-up Generation Systems

This paper presents two strategies for the upgrade of set-up generation systems for tandem cold mills. Even though these mills have been modernized mainly due to quality requests, their upgrades may be made intending to replace pre-calculated reference tables. In this case, Bryant and Osborn mill model without adaptive technique is proposed. As a more demanding modernization, Bland and Ford model including adaptation is recommended, although it requires a more complex computational hardware. Advantages and disadvantages of these two systems are compared and discussed and experimental results obtained from an industrial cold mill are shown.

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.

Numerical study of tensile tests conducted on systems with elastic-plastic films deposited onto elastic-plastic substrates

In this work, a series of two-dimensional plane-strain finite element analyses was conducted to further understand the stress distribution during tensile tests on coated systems. Besides the film and the substrate, the finite element model also considered a number of cracks perpendicular to the film/substrate interface. Different from analyses commonly found in the literature, the mechanical behavior of both film and substrate was considered elastic-perfectly plastic in part of the analyses. Together with the film yield stress and the number of film cracks, other variables that were considered were crack tip geometry, the distance between two consecutive cracks and the presence of an interlayer. The analysis was based on the normal stresses parallel to the loading axis (sigma(xx)), which are responsible for cohesive failures that are observed in the film during this type of test. Results indicated that some configurations studied in this work have significantly reduced the value of sigma(xx) at the film/substrate interface and close to the pre-defined crack tips. Furthermore, in all the cases studied the values of sigma(xx) were systematically larger at the film/substrate interface than at the film surface. (C) 2010 Elsevier B.V. All rights reserved.

Dynamic positioning systems: An experimental analysis of sliding mode control

Vessel dynamic positioning (DP) systems are based on conventional PID-type controllers and an extended Kalman filter. However, they present a difficult tuning procedure, and the closed-loop performance varies with environmental or loading conditions since the dynamics of the vessel are eminently nonlinear. Gain scheduling is normally used to address the nonlinearity of the system. To overcome these problems, a sliding mode control was evaluated. This controller is robust to variations in environmental and loading conditions, it maintains performance and stability for a large range of conditions, and presents an easy tuning methodology. The performance of the controller was evaluated numerically and experimentally in order to address its effectiveness. The results are compared with those obtained from conventional PID controller. (c) 2010 Elsevier Ltd. All rights reserved.

Particle-Image Velocimetry Study of a Pediatric Ventricular Assist Device

Particle-image velocimetry (PIV) was used to visualize the flow within an optically transparent pediatric ventricular assist device (PVAD) under development in our laboratory The device studied is a diaphragm type pulsatile pump with an ejection volume of 30 ml per beating cycle intended for temporary cardiac assistance as a bridge to transplantation or recovery in children. Of particular interest was the identification of flow patterns, including regions of stagnation and/or strong turbulence that often promote thrombus formation and hemolysis, which can degrade the usefulness of such devices. For this purpose, phase-locked PIV measurements were performed in planes parallel to the diaphram that drives the flow in the device. The test fluid was seeded with 10 Am polystyrene spheres, and the motion of these particles was used to determine the instantaneous flow velocity distribution in the illumination plane. These measurements revealed that flow velocities up to 1.0 m/s can occur within the PVAD. Phase-averaged velocity fields revealed the fixed vortices that drive the bulk flow within the device, though significant cycle-to-cycle variability was also quite apparent in the instantaneous velocity distributions, most notably during the filling phase. This cycle-to-cycle variability can generate strong turbulence that may contribute to greater hemolysis. Stagnation regions have also been observed between the input and output branches of the prototype, which can increase the likelihood of thrombus formation. [DOI: 10.1115/1.4001252]

Comparative physical-chemical characterization of encapsulated lipid-based isotretinoin products assessed by particle size distribution and thermal behavior analyses

Isotretinoin is the drug of choice for the management of severe recalcitrant nodular acne. Nevertheless, some of its physical-chemical properties are still poorly known. Hence, the aim of our study consisted to comparatively evaluate the particle size distribution (PSD) and characterize the thermal behavior of the three encapsulated isotretinoin products in oil suspension (one reference and two generics) commercialized in Brazil. Here, we show that the PSD, estimated by laser diffraction and by polarized light microscopy, differed between the generics and the reference product. However, the thermal behavior of the three products, determined by thermogravimetry (TGA), differential thermal (DTA) analyses and differential scanning calorimetry (DSC), displayed no significant changes and were more thermostable than the isotretinoin standard used as internal control. Thus, our study suggests that PSD analyses in isotretinoin lipid-based formulations should be routinely performed in order to improve their quality and bioavailability. (C) 2010 Elsevier B.V. All rights reserved.

S/MIMO MC-CDMA Heuristic Multiuser Detectors Based on Single-Objective Optimization

This paper analyzes the complexity-performance trade-off of several heuristic near-optimum multiuser detection (MuD) approaches applied to the uplink of synchronous single/multiple-input multiple-output multicarrier code division multiple access (S/MIMO MC-CDMA) systems. Genetic algorithm (GA), short term tabu search (STTS) and reactive tabu search (RTS), simulated annealing (SA), particle swarm optimization (PSO), and 1-opt local search (1-LS) heuristic multiuser detection algorithms (Heur-MuDs) are analyzed in details, using a single-objective antenna-diversity-aided optimization approach. Monte- Carlo simulations show that, after convergence, the performances reached by all near-optimum Heur-MuDs are similar. However, the computational complexities may differ substantially, depending on the system operation conditions. Their complexities are carefully analyzed in order to obtain a general complexity-performance framework comparison and to show that unitary Hamming distance search MuD (uH-ds) approaches (1-LS, SA, RTS and STTS) reach the best convergence rates, and among them, the 1-LS-MuD provides the best trade-off between implementation complexity and bit error rate (BER) performance.

Water Treatment Plant Sludge Discharge to Wastewater Treatment Works: Effects on the Operation of Upflow Anaerobic Sludge Blanket Reactor and Activated Sludge Systems

This experiment examined the effects of the discharge of water treatment plant (WTP) sludge into the following three types of wastewater treatment systems: a pilot-scale upflow anaerobic sludge blanket (UASB) reactor, a pilot-scale activated sludge system, and a full-scale activated sludge sequencing batch reactor (SBR). The UASB reactor received 50 mg of suspended solids ( SS) of WTP sludge per liter of wastewater in the first phase, and, in the second phase, it received 75 mg SS/L. The pilot-scale activated sludge system received 25 and 50 mg SS/L in the first and second phases, respectively. The full-scale WWTP ( SBR) received approximately 74 mg SS/L. The results of the experiments showed that, despite some negative effects on nitrification, there were positive effects on phosphorus removal, and, furthermore, there was the addition of solids in all systems. Water Environ. Res., 82, 392 ( 2010).

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.