POSITIVITY PROPERTIES OF THE FOURIER TRANSFORM AND THE STABILITY OF PERIODIC TRAVELLING-WAVE SOLUTIONS

In this paper we establish a method to obtain the stability of periodic travelling-wave solutions for equations of Korteweg-de Vries-type u(t) + u(p)u(x) - Mu(x) = 0, with M being a general pseudodifferential operator and where p >= 1 is an integer. Our approach uses the theory of totally positive operators, the Poisson summation theorem, and the theory of Jacobi elliptic functions. In particular we obtain the stability of a family of periodic travelling waves solutions for the Benjamin Ono equation. The present technique gives a new way to obtain the existence and stability of cnoidal and dnoidal waves solutions associated with the Korteweg-de Vries and modified Korteweg-de Vries equations, respectively. The theory has prospects for the study of periodic travelling-wave solutions of other partial differential equations.

Continuous opinions and discrete actions in opinion dynamics problems

A model where agents show discrete behavior regarding their actions, but have continuous opinions that are updated by interacting with other agents is presented. This new updating rule is applied to both the voter and Sznajd models for interaction between neighbors, and its consequences are discussed. The appearance of extremists is naturally observed and it seems to be a characteristic of this model.

Estimation of hexenuronic acids and kappa number in kraft pulps of Eucalyptus globulus by Fourier transform near infrared spectroscopy and multivariate analysis

Fourier transform near infrared (FT-NIR) spectroscopy was evaluated as an analytical too[ for monitoring residual Lignin, kappa number and hexenuronic acids (HexA) content in kraft pulps of Eucalyptus globulus. Sets of pulp samples were prepared under different cooking conditions to obtain a wide range of compound concentrations that were characterised by conventional wet chemistry analytical methods. The sample group was also analysed using FT-NIR spectroscopy in order to establish prediction models for the pulp characteristics. Several models were applied to correlate chemical composition in samples with the NIR spectral data by means of PCR or PLS algorithms. Calibration curves were built by using all the spectral data or selected regions. Best calibration models for the quantification of lignin, kappa and HexA were proposed presenting R-2 values of 0.99. Calibration models were used to predict pulp titers of 20 external samples in a validation set. The lignin concentration and kappa number in the range of 1.4-18% and 8-62, respectively, were predicted fairly accurately (standard error of prediction, SEP 1.1% for lignin and 2.9 for kappa). The HexA concentration (range of 5-71 mmol kg(-1) pulp) was more difficult to predict and the SEP was 7.0 mmol kg(-1) pulp in a model of HexA quantified by an ultraviolet (UV) technique and 6.1 mmol kg(-1) pulp in a model of HexA quantified by anion-exchange chromatography (AEC). Even in wet chemical procedures used for HexA determination, there is no good agreement between methods as demonstrated by the UV and AEC methods described in the present work. NIR spectroscopy did provide a rapid estimate of HexA content in kraft pulps prepared in routine cooking experiments.

Power Transformer Differential Protection Based on Clarke`s Transform and Fuzzy Systems

The power transformer is a piece of electrical equipment that needs continuous monitoring and fast protection since it is very expensive and an essential element for a power system to perform effectively. The most common protection technique used is the percentage differential logic, which provides discrimination between an internal fault and different operating conditions. Unfortunately, there are some operating conditions of power transformers that can affect the protection behavior and the power system stability. This paper proposes the development of a new algorithm to improve the differential protection performance by using fuzzy logic and Clarke`s transform. An electrical power system was modeled using Alternative Transients Program (ATP) software to obtain the operational conditions and fault situations needed to test the algorithm developed. The results were compared to a commercial relay for validation, showing the advantages of the new method.

H(infinity) filtering for rectangular discrete-time descriptor systems

This paper deals with the H(infinity) recursive estimation problem for general rectangular time-variant descriptor systems in discrete time. Riccati-equation based recursions for filtered and predicted estimates are developed based on a data fitting approach and game theory. In this approach, the nature determines a state sequence seeking to maximize the estimation cost, whereas the estimator tries to find an estimate that brings the estimation cost to a minimum. A solution exists for a specified gamma-level if the resulting cost is positive. In order to present some computational alternatives to the H(infinity) filters developed, they are rewritten in information form along with the respective array algorithms. (C) 2009 Elsevier Ltd. All rights reserved.

Recursive linear estimation for general discrete-time descriptor systems

This paper considers the optimal linear estimates recursion problem for discrete-time linear systems in its more general formulation. The system is allowed to be in descriptor form, rectangular, time-variant, and with the dynamical and measurement noises correlated. We propose a new expression for the filter recursive equations which presents an interesting simple and symmetric structure. Convergence of the associated Riccati recursion and stability properties of the steady-state filter are provided. (C) 2010 Elsevier Ltd. All rights reserved.

Information Filtering and Array Algorithms for Discrete-Time Markovian Jump Linear Systems

This technical note develops information filter and array algorithms for a linear minimum mean square error estimator of discrete-time Markovian jump linear systems. A numerical example for a two-mode Markovian jump linear system, to show the advantage of using array algorithms to filter this class of systems, is provided.

Discrete approximation to the global spectrum of the tangent operator for flow past a circular cylinder

This paper deals with the calculation of the discrete approximation to the full spectrum for the tangent operator for the stability problem of the symmetric flow past a circular cylinder. It is also concerned with the localization of the Hopf bifurcation in laminar flow past a cylinder, when the stationary solution loses stability and often becomes periodic in time. The main problem is to determine the critical Reynolds number for which a pair of eigenvalues crosses the imaginary axis. We thus present a divergence-free method, based on a decoupling of the vector of velocities in the saddle-point system from the vector of pressures, allowing the computation of eigenvalues, from which we can deduce the fundamental frequency of the time-periodic solution. The calculation showed that stability is lost through a symmetry-breaking Hopf bifurcation and that the critical Reynolds number is in agreement with the value presented in reported computations. (c) 2007 IMACS. Published by Elsevier B.V. All rights reserved.

A Levinson algorithm based on an isometric transformation of Durbin`s

Starting from the Durbin algorithm in polynomial space with an inner product defined by the signal autocorrelation matrix, an isometric transformation is defined that maps this vector space into another one where the Levinson algorithm is performed. Alternatively, for iterative algorithms such as discrete all-pole (DAP), an efficient implementation of a Gohberg-Semencul (GS) relation is developed for the inversion of the autocorrelation matrix which considers its centrosymmetry. In the solution of the autocorrelation equations, the Levinson algorithm is found to be less complex operationally than the procedures based on GS inversion for up to a minimum of five iterations at various linear prediction (LP) orders.

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.

Identification of protein coding regions using the modified Gabor-wavelet transform

An important topic in genomic sequence analysis is the identification of protein coding regions. In this context, several coding DNA model-independent methods based on the occurrence of specific patterns of nucleotides at coding regions have been proposed. Nonetheless, these methods have not been completely suitable due to their dependence on an empirically predefined window length required for a local analysis of a DNA region. We introduce a method based on a modified Gabor-wavelet transform (MGWT) for the identification of protein coding regions. This novel transform is tuned to analyze periodic signal components and presents the advantage of being independent of the window length. We compared the performance of the MGWT with other methods by using eukaryote data sets. The results show that MGWT outperforms all assessed model-independent methods with respect to identification accuracy. These results indicate that the source of at least part of the identification errors produced by the previous methods is the fixed working scale. The new method not only avoids this source of errors but also makes a tool available for detailed exploration of the nucleotide occurrence.

Extensions of discrete triangular distributions and boundary bias in kernel estimation for discrete functions

Asymmetric discrete triangular distributions are introduced in order to extend the symmetric ones serving for discrete associated kernels in the nonparametric estimation for discrete functions. The extension from one to two orders around the mode provides a large family of discrete distributions having a finite support. Establishing a bridge between Dirac and discrete uniform distributions, some different shapes are also obtained and their properties are investigated. In particular, the mean and variance are pointed out. Applications to discrete kernel estimators are given with a solution to a boundary bias problem. (C) 2010 Elsevier B.V. All rights reserved.