INFERENCE FOR EIGENVALUES AND EIGENVECTORS OF GAUSSIAN SYMMETRIC MATRICES

This article presents maximum likelihood estimators (MLEs) and log-likelihood ratio (LLR) tests for the eigenvalues and eigenvectors of Gaussian random symmetric matrices of arbitrary dimension, where the observations are independent repeated samples from one or two populations. These inference problems are relevant in the analysis of diffusion tensor imaging data and polarized cosmic background radiation data, where the observations are, respectively, 3 x 3 and 2 x 2 symmetric positive definite matrices. The parameter sets involved in the inference problems for eigenvalues and eigenvectors are subsets of Euclidean space that are either affine subspaces, embedded submanifolds that are invariant under orthogonal transformations or polyhedral convex cones. We show that for a class of sets that includes the ones considered in this paper, the MLEs of the mean parameter do not depend on the covariance parameters if and only if the covariance structure is orthogonally invariant. Closed-form expressions for the MLEs and the associated LLRs are derived for this covariance structure.

Exceptional times for the dynamical discrete web

The dynamical discrete web (DyDW), introduced in the recent work of Howitt and Warren, is a system of coalescing simple symmetric one-dimensional random walks which evolve in an extra continuous dynamical time parameter tau. The evolution is by independent updating of the underlying Bernoulli variables indexed by discrete space-time that define the discrete web at any fixed tau. In this paper, we study the existence of exceptional (random) values of tau where the paths of the web do not behave like usual random walks and the Hausdorff dimension of the set of such exceptional tau. Our results are motivated by those about exceptional times for dynamical percolation in high dimension by Haggstrom, Peres and Steif, and in dimension two by Schramm and Steif. The exceptional behavior of the walks in the DyDW is rather different from the situation for the dynamical random walks of Benjamini, Haggstrom, Peres and Steif. For example, we prove that the walk from the origin S(0)(tau) violates the law of the iterated logarithm (LIL) on a set of tau of Hausdorff dimension one. We also discuss how these and other results should extend to the dynamical Brownian web, the natural scaling limit of the DyDW. (C) 2009 Elsevier B.V. All rights reserved.

TESTING STATISTICAL HYPOTHESIS ON RANDOM TREES AND APPLICATIONS TO THE PROTEIN CLASSIFICATION PROBLEM

Efficient automatic protein classification is of central importance in genomic annotation. As an independent way to check the reliability of the classification, we propose a statistical approach to test if two sets of protein domain sequences coming from two families of the Pfam database are significantly different. We model protein sequences as realizations of Variable Length Markov Chains (VLMC) and we use the context trees as a signature of each protein family. Our approach is based on a Kolmogorov-Smirnov-type goodness-of-fit test proposed by Balding et at. [Limit theorems for sequences of random trees (2008), DOI: 10.1007/s11749-008-0092-z]. The test statistic is a supremum over the space of trees of a function of the two samples; its computation grows, in principle, exponentially fast with the maximal number of nodes of the potential trees. We show how to transform this problem into a max-flow over a related graph which can be solved using a Ford-Fulkerson algorithm in polynomial time on that number. We apply the test to 10 randomly chosen protein domain families from the seed of Pfam-A database (high quality, manually curated families). The test shows that the distributions of context trees coming from different families are significantly different. We emphasize that this is a novel mathematical approach to validate the automatic clustering of sequences in any context. We also study the performance of the test via simulations on Galton-Watson related processes.

Multifractality in the random parameter model for multivariate time series

The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.

Offline Detection, Identification, and Correction of Branch Parameter Errors Based on Several Measurement Snapshots

This paper proposes a three-stage offline approach to detect, identify, and correct series and shunt branch parameter errors. In Stage 1 the branches suspected of having parameter errors are identified through an Identification Index (II). The II of a branch is the ratio between the number of measurements adjacent to that branch, whose normalized residuals are higher than a specified threshold value, and the total number of measurements adjacent to that branch. Using several measurement snapshots, in Stage 2 the suspicious parameters are estimated, in a simultaneous multiple-state-and-parameter estimation, via an augmented state and parameter estimator which increases the V - theta state vector for the inclusion of suspicious parameters. Stage 3 enables the validation of the estimation obtained in Stage 2, and is performed via a conventional weighted least squares estimator. Several simulation results (with IEEE bus systems) have demonstrated the reliability of the proposed approach to deal with single and multiple parameter errors in adjacent and non-adjacent branches, as well as in parallel transmission lines with series compensation. Finally the proposed approach is confirmed on tests performed on the Hydro-Quebec TransEnergie network.

Node-Depth Encoding and Multiobjective Evolutionary Algorithm Applied to Large-Scale Distribution System Reconfiguration

The power loss reduction in distribution systems (DSs) is a nonlinear and multiobjective problem. Service restoration in DSs is even computationally hard since it additionally requires a solution in real-time. Both DS problems are computationally complex. For large-scale networks, the usual problem formulation has thousands of constraint equations. The node-depth encoding (NDE) enables a modeling of DSs problems that eliminates several constraint equations from the usual formulation, making the problem solution simpler. On the other hand, a multiobjective evolutionary algorithm (EA) based on subpopulation tables adequately models several objectives and constraints, enabling a better exploration of the search space. The combination of the multiobjective EA with NDE (MEAN) results in the proposed approach for solving DSs problems for large-scale networks. Simulation results have shown the MEAN is able to find adequate restoration plans for a real DS with 3860 buses and 632 switches in a running time of 0.68 s. Moreover, the MEAN has shown a sublinear running time in function of the system size. Tests with networks ranging from 632 to 5166 switches indicate that the MEAN can find network configurations corresponding to a power loss reduction of 27.64% for very large networks requiring relatively low running time.

Experimental results on the nonlinear H(infinity) control via quasi-LPV representation and game theory for wheeled mobile robots

In this paper, nonlinear dynamic equations of a wheeled mobile robot are described in the state-space form where the parameters are part of the state (angular velocities of the wheels). This representation, known as quasi-linear parameter varying, is useful for control designs based on nonlinear H(infinity) approaches. Two nonlinear H(infinity) controllers that guarantee induced L(2)-norm, between input (disturbances) and output signals, bounded by an attenuation level gamma, are used to control a wheeled mobile robot. These controllers are solved via linear matrix inequalities and algebraic Riccati equation. Experimental results are presented, with a comparative study among these robust control strategies and the standard computed torque, plus proportional-derivative, controller.

A state-space modeling approach for active structural acoustic control

The demands for improvement in sound quality and reduction of noise generated by vehicles are constantly increasing, as well as the penalties for space and weight of the control solutions. A promising approach to cope with this challenge is the use of active structural-acoustic control. Usually, the low frequency noise is transmitted into the vehicle`s cabin through structural paths, which raises the necessity of dealing with vibro-acoustic models. This kind of models should allow the inclusion of sensors and actuators models, if accurate performance indexes are to be accessed. The challenge thus resides in deriving reasonable sized models that integrate structural, acoustic, electrical components and the controller algorithm. The advantages of adequate active control simulation strategies relies on the cost and time reduction in the development phase. Therefore, the aim of this paper is to present a methodology for simulating vibro-acoustic systems including this coupled model in a closed loop control simulation framework that also takes into account the interaction between the system and the control sensors/actuators. It is shown that neglecting the sensor/actuator dynamics can lead to inaccurate performance predictions.

Experimental investigation on adaptive robust controller designs applied to a free-floating space manipulator

This paper aims to formulate and investigate the application of various nonlinear H(infinity) control methods to a fiee-floating space manipulator subject to parametric uncertainties and external disturbances. From a tutorial perspective, a model-based approach and adaptive procedures based on linear parametrization, neural networks and fuzzy systems are covered by this work. A comparative study is conducted based on experimental implementations performed with an actual underactuated fixed-base planar manipulator which is, following the DEM concept, dynamically equivalent to a free-floating space manipulator. (C) 2011 Elsevier Ltd. All rights reserved.

Parallel Dynamic Optimization of Steel Risers

This paper addresses the use of optimization techniques in the design of a steel riser. Two methods are used: the genetic algorithm, which imitates the process of natural selection, and the simulated annealing, which is based on the process of annealing of a metal. Both of them are capable of searching a given solution space for the best feasible riser configuration according to predefined criteria. Optimization issues are discussed, such as problem codification, parameter selection, definition of objective function, and restrictions. A comparison between the results obtained for economic and structural objective functions is made for a case study. Optimization method parallelization is also addressed. [DOI: 10.1115/1.4001955]

Galerkin finite element method for incompressible thermofluid flows framed within the bond graph theory

In this paper a bond graph methodology is used to model incompressible fluid flows with viscous and thermal effects. The distinctive characteristic of these flows is the role of pressure, which does not behave as a state variable but as a function that must act in such a way that the resulting velocity field has divergence zero. Velocity and entropy per unit volume are used as independent variables for a single-phase, single-component flow. Time-dependent nodal values and interpolation functions are introduced to represent the flow field, from which nodal vectors of velocity and entropy are defined as state variables. The system for momentum and continuity equations is coincident with the one obtained by using the Galerkin method for the weak formulation of the problem in finite elements. The integral incompressibility constraint is derived based on the integral conservation of mechanical energy. The weak formulation for thermal energy equation is modeled with true bond graph elements in terms of nodal vectors of temperature and entropy rates, resulting a Petrov-Galerkin method. The resulting bond graph shows the coupling between mechanical and thermal energy domains through the viscous dissipation term. All kind of boundary conditions are handled consistently and can be represented as generalized effort or flow sources. A procedure for causality assignment is derived for the resulting graph, satisfying the Second principle of Thermodynamics. (C) 2007 Elsevier B.V. All rights reserved.

Placement over containers with fixed dimensions solved with adaptive neighborhood simulated annealing

This work deals with the problem of minimizing the waste of space that occurs on a rotational placement of a set of irregular bi-dimensional items inside a bi-dimensional container. This problem is approached with a heuristic based on Simulated Annealing (SA) with adaptive neighborhood. The objective function is evaluated in a constructive approach, where the items are placed sequentially. The placement is governed by three different types of parameters: sequence of placement, the rotation angle and the translation. The rotation applied and the translation of the polygon are cyclic continuous parameters, and the sequence of placement defines a combinatorial problem. This way, it is necessary to control cyclic continuous and discrete parameters. The approaches described in the literature deal with only type of parameter (sequence of placement or translation). In the proposed SA algorithm, the sensibility of each continuous parameter is evaluated at each iteration increasing the number of accepted solutions. The sensibility of each parameter is associated to its probability distribution in the definition of the next candidate.

A ductile damage criterion at various stress triaxialities

The paper discusses the effect of stress triaxiality on the onset and evolution of damage in ductile metals. A series of tests including shear tests and experiments oil smooth and pre-notched tension specimens wits carried Out for it wide range of stress triaxialities. The underlying continuum damage model is based oil kinematic definition of damage tensors. The modular structure of the approach is accomplished by the decomposition of strain rates into elastic, plastic and damage parts. Free energy functions with respect to fictitious undamaged configurations as well as damaged ones are introduced separately leading to elastic material laws which are affected by increasing damage. In addition, a macroscopic yield condition and a flow rule are used to adequately describe the plastic behavior. Numerical simulations of the experiments are performed and good correlation of tests and numerical results is achieved. Based oil experimental and numerical data the damage criterion formulated in stress space is quantified. Different branches of this function are taken into account corresponding to different damage modes depending oil stress triaxiality and Lode parameter. In addition, identification of material parameters is discussed ill detail. (C) 2007 Elsevier Ltd. All rights reserved.

Infinite horizon MPC with non-minimal state space feedback

In the MPC literature, stability is usually assured under the assumption that the state is measured. Since the closed-loop system may be nonlinear because of the constraints, it is not possible to apply the separation principle to prove global stability for the Output feedback case. It is well known that, a nonlinear closed-loop system with the state estimated via an exponentially converging observer combined with a state feedback controller can be unstable even when the controller is stable. One alternative to overcome the state estimation problem is to adopt a non-minimal state space model, in which the states are represented by measured past inputs and outputs [P.C. Young, M.A. Behzadi, C.L. Wang, A. Chotai, Direct digital and adaptative control by input-output, state variable feedback pole assignment, International journal of Control 46 (1987) 1867-1881; C. Wang, P.C. Young, Direct digital control by input-output, state variable feedback: theoretical background, International journal of Control 47 (1988) 97-109]. In this case, no observer is needed since the state variables can be directly measured. However, an important disadvantage of this approach is that the realigned model is not of minimal order, which makes the infinite horizon approach to obtain nominal stability difficult to apply. Here, we propose a method to properly formulate an infinite horizon MPC based on the output-realigned model, which avoids the use of an observer and guarantees the closed loop stability. The simulation results show that, besides providing closed-loop stability for systems with integrating and stable modes, the proposed controller may have a better performance than those MPC controllers that make use of an observer to estimate the current states. (C) 2008 Elsevier Ltd. All rights reserved.

Optimization and Complexity Reduction of Switch-Reconfigured Antennas Using Graph Models

This letter addresses the optimization and complexity reduction of switch-reconfigured antennas. A new optimization technique based on graph models is investigated. This technique is used to minimize the redundancy in a reconfigurable antenna structure and reduce its complexity. A graph modeling rule for switch-reconfigured antennas is proposed, and examples are presented.