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.

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.

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.

New Analytic Solution of Boltzmann Transform for Horizontal Water Infiltration into Sand

The use of the Boltzmann transform function, lambda(theta), to solve the Richards equation when the diffusivity, D, is a function of only soil water content,., is now commonplace in the literature. Nevertheless, a new analytic solution of the Boltzmann transform lambda(h) as a function of matric potential for horizontal water infiltration into a sand was derived without invoking the concept or use of D(theta). The derivation assumes that a similarity exists between the soil water retention function and the Boltzmann transform lambda(theta). The solution successfully described soil water content profiles experimentally measured for different infiltration times into a homogeneous sand and agrees with those presented by Philip in 1955 and 1957. The applicability of this solution for all soils remains open, but it is anticipated to hold for soils whose air-filled pore-size distribution before wetting is sufficiently narrow to yield a sharp increase of water content at the wetting front during infiltration. It also improves and provides a versatile alternative to the well-known analysis pioneered by Green and Ampt in 1911.

The pareto-stability concept is a natural solution concept for discrete matching markets with indifferences

In a decentralized setting the game-theoretical predictions are that only strong blockings are allowed to rupture the structure of a matching. This paper argues that, under indifferences, also weak blockings should be considered when these blockings come from the grand coalition. This solution concept requires stability plus Pareto optimality. A characterization of the set of Pareto-stable matchings for the roommate and the marriage models is provided in terms of individually rational matchings whose blocking pairs, if any, are formed with unmatched agents. These matchings always exist and give an economic intuition on how blocking can be done by non-trading agents, so that the transactions need not be undone as agents reach the set of stable matchings. Some properties of the Pareto-stable matchings shared by the Marriage and Roommate models are obtained.

Discrete dimorphism among castes of the bald-faced hornet Dolichovespula maculata (Hymenoptera: Vespidae) in different phases of the colony cycle

Morphological and physiological caste differences were compared from colonies of Dolichovespula maculata in middle and late phases of the colony cycle. The females showed three patterns of ovarian development and only females classified as queens were inseminated. In both phases, queens were larger than workers for most measures. Discriminant analyses showed high distinction of caste in both phases. We also found highly pronounced qualitative differences: workers had hairs covering the entire body whereas queens had no hair and also some colour differences in the gaster. These results indicate that D. maculata presents pre-imaginal differentiation as seen in other Vespinae, and that size variation occurs from colony to colony such that queens of one colony may be comparable to workers of a different colony although the castes are always distinguishable within colonies.

VELOCITY FIELD OF COMPRESSIBLE MAGNETOHYDRODYNAMIC TURBULENCE: WAVELET DECOMPOSITION AND MODE SCALINGS

We study compressible magnetohydrodynamic turbulence, which holds the key to many astrophysical processes, including star formation and cosmic-ray propagation. To account for the variations of the magnetic field in the strongly turbulent fluid, we use wavelet decomposition of the turbulent velocity field into Alfven, slow, and fast modes, which presents an extension of the Cho & Lazarian decomposition approach based on Fourier transforms. The wavelets allow us to follow the variations of the local direction of the magnetic field and therefore improve the quality of the decomposition compared to the Fourier transforms, which are done in the mean field reference frame. For each resulting component, we calculate the spectra and two-point statistics such as longitudinal and transverse structure functions as well as higher order intermittency statistics. In addition, we perform a Helmholtz-Hodge decomposition of the velocity field into incompressible and compressible parts and analyze these components. We find that the turbulence intermittency is different for different components, and we show that the intermittency statistics depend on whether the phenomenon was studied in the global reference frame related to the mean magnetic field or in the frame defined by the local magnetic field. The dependencies of the measures we obtained are different for different components of the velocity; for instance, we show that while the Alfven mode intermittency changes marginally with the Mach number, the intermittency of the fast mode is substantially affected by the change.

Hypo- and hyperthyroidism affect NEI concentration in discrete brain areas of adult male rats

To date, there has been only one in vitro study of the relationship between neuropeptide EI (NEI) and the hypothalamic-pituitary-thyroid (HPT) axis. To investigate the possible relationship between NEI and the HPT axis, we developed a rat model of hypothyroidism and hyperthyroidism that allows us to determine whether NEI content is altered in selected brain areas after treatment, as well as whether such alterations are related to the time of day. Hypothyroidism and hyperthyroidism, induced in male rats, with 6-propyl-1-thiouracil and L-thyroxine, respectively, were confirmed by determination of triiodothyronine, total thyroxine, and thyrotropin levels. All groups were studied at the morning and the afternoon. In rats with hypothyroidism, NEI concentration, evaluated on postinduction days 7 and 24, was unchanged or slightly elevated on day 7 but was decreased on day 24. In rats with hyperthyroidism, NEI content, which was evaluated after 4 days of L-thyroxine administration, was slightly elevated, principally in the preoptic area in the morning and in the median eminence-arcuate nucleus and pineal gland in the afternoon, the morning and afternoon NEI contents being similar in the controls. These results provide the bases to pursue the study of the interaction between NEI and the HPT axis. (C) 2011 Elsevier Inc. All rights reserved.

Discrete retinal input to the parabrachial complex of a new-world primate, the common marmoset (Callithrix jacchus)

Traditional retinal projections target three functionally complementary systems it) the brain of mammals: the primary visual system, the visuomotor integration systems and the circadian timing system. In recent years, studies in several animals have been conducted to investigate the retinal projections to these three systems, despite some evidence of additional targets. The aim of this study was to disclose a previously unknown connection between the retina and the parabrachial complex of the common marmoset, by means of the intraocular injection of cholera toxin Subunit b. A few labeled retinal fibers/terminals that are detected in the medial parabrachial portion of the marmoset brain show clear varicosities, Suggesting terminal fields. Although the possible role of these projections remains unknown, they may provide a modulation of the cholinergic parabrachial neurons which project to the thalamic dorsal lateral geniculate nucleus. (c) 2008 Elsevier Ireland Ltd. All rights reserved.

UNIFORM DISSIPATIVENESS, ROBUST SYNCHRONIZATION AND LOCATION OF THE ATTRACTOR OF PARAMETRIZED NONAUTONOMOUS DISCRETE SYSTEMS

In this series of papers, we study issues related to the synchronization of two coupled chaotic discrete systems arising from secured communication. The first part deals with uniform dissipativeness with respect to parameter variation via the Liapunov direct method. We obtain uniform estimates of the global attractor for a general discrete nonautonomous system, that yields a uniform invariance principle in the autonomous case. The Liapunov function is allowed to have positive derivative along solutions of the system inside a bounded set, and this reduces substantially the difficulty of constructing a Liapunov function for a given system. In particular, we develop an approach that incorporates the classical Lagrange multiplier into the Liapunov function method to naturally extend those Liapunov functions from continuous dynamical system to their discretizations, so that the corresponding uniform dispativeness results are valid when the step size of the discretization is small. Applications to the discretized Lorenz system and the discretization of a time-periodic chaotic system are given to illustrate the general results. We also show how to obtain uniform estimation of attractors for parametrized linear stable systems with nonlinear perturbation.