A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters

In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

Jointly multi-user detection and channel estimation with genetic algorithm

This work aims at proposing the use of the evolutionary computation methodology in order to jointly solve the multiuser channel estimation (MuChE) and detection problems at its maximum-likelihood, both related to the direct sequence code division multiple access (DS/CDMA). The effectiveness of the proposed heuristic approach is proven by comparing performance and complexity merit figures with that obtained by traditional methods found in literature. Simulation results considering genetic algorithm (GA) applied to multipath, DS/CDMA and MuChE and multi-user detection (MuD) show that the proposed genetic algorithm multi-user channel estimation (GAMuChE) yields a normalized mean square error estimation (nMSE) inferior to 11%, under slowly varying multipath fading channels, large range of Doppler frequencies and medium system load, it exhibits lower complexity when compared to both maximum likelihood multi-user channel estimation (MLMuChE) and gradient descent method (GrdDsc). A near-optimum multi-user detector (MuD) based on the genetic algorithm (GAMuD), also proposed in this work, provides a significant reduction in the computational complexity when compared to the optimum multi-user detector (OMuD). In addition, the complexity of the GAMuChE and GAMuD algorithms were (jointly) analyzed in terms of number of operations necessary to reach the convergence, and compared to other jointly MuChE and MuD strategies. The joint GAMuChE-GAMuD scheme can be regarded as a promising alternative for implementing third-generation (3G) and fourth-generation (4G) wireless systems in the near future. Copyright (C) 2010 John Wiley & Sons, Ltd.

Investigation of Normal Force and Moment Coefficients for an AUV at Nonlinear Angle of Attack and Sideslip Range

This paper presents a comparative study of computational fluid dynamics (CFD) and analytical and semiempirical (ASE) methods applied to the prediction of the normal force and moment coefficients of an autonomous underwater vehicle (AUV). Both methods are applied to the. bare hull of the vehicle and to the body-hydroplane combination. The results are validated through experiments in a towing tank. It is shown that the CFD approach allows for a good prediction of the coefficients over the range of angles of attack considered. In contrast with the traditional ASE formulations used in naval and aircraft fields, an improved methodology is introduced that takes advantage of the qualitative information obtained from CFD flow visualizations.

A hybrid commodity price-forecasting model applied to the sugar-alcohol sector

Accurate price forecasting for agricultural commodities can have significant decision-making implications for suppliers, especially those of biofuels, where the agriculture and energy sectors intersect. Environmental pressures and high oil prices affect demand for biofuels and have reignited the discussion about effects on food prices. Suppliers in the sugar-alcohol sector need to decide the ideal proportion of ethanol and sugar to optimise their financial strategy. Prices can be affected by exogenous factors, such as exchange rates and interest rates, as well as non-observable variables like the convenience yield, which is related to supply shortages. The literature generally uses two approaches: artificial neural networks (ANNs), which are recognised as being in the forefront of exogenous-variable analysis, and stochastic models such as the Kalman filter, which is able to account for non-observable variables. This article proposes a hybrid model for forecasting the prices of agricultural commodities that is built upon both approaches and is applied to forecast the price of sugar. The Kalman filter considers the structure of the stochastic process that describes the evolution of prices. Neural networks allow variables that can impact asset prices in an indirect, nonlinear way, what cannot be incorporated easily into traditional econometric models.

Measuring the eco-efficiency of cement use

At present, the cement industry generates approximately 5% of the world`s anthropogenic CO(2) emissions. This share is expected to increase since demand for cement based products is forecast to multiply by a factor of 2.5 within the next 40 years and the traditional strategies to mitigate emissions, focused on the production of cement, will not be capable of compensating such growth. Therefore, additional mitigation strategies are needed, including an increase in the efficiency of cement use. This paper proposes indicators for measuring cement use efficiency, presents a benchmark based on literature data and discusses potential gains in efficiency. The binder intensity (bi) index measures the amount of binder (kg m(-3)) necessary to deliver 1 MPa of mechanical strength, and consequently express the efficiency of using binder materials. The CO(2) intensity index (ci) allows estimating the global warming potential of concrete formulations. Research benchmarks show that bi similar to 5 kg m(-3) MPa(-1) are feasible and have already been achieved for concretes >50 MPa. However, concretes with lower compressive strengths have binder intensities varying between 10 and 20 kg m(-3) MPa(-1). These values can be a result of the minimum cement content established in many standards and reveal a significant potential for performance gains. In addition, combinations of low bi and ci are shown to be feasible. (c) 2010 Elsevier Ltd. All rights reserved.

Palynological and physicochemical characterization of Apis mellifera L. bee pollen in the Southern region of Brazil

Bee pollen has been used for many years in both traditional medicine and supplementary nutrition, as well as in alternative diets, mainly due to its nutritional properties and health benefits. Bee pollen production is a recent activity in Brazil, having begun in the late 1980s. However, the country has the potential of being a large world producer of high quality pollen, particularly because of the great diversity of tropical flora and the resistance of the Brazilian Apis mellifera bee races. Thirty-six samples of bee pollen from the Southern region of Brazil were analyzed regarding pollen types and physicochemical and nutritional composition. Only one sample was considered monofloral, which was exclusively composed by pollen from the Asteraceae family). The State of Parana showed a greater variety of pollen types, 18 in total, representing 82% of the total number identified in this study. The bee pollen in the States of Rio Grande do Sul and Parana showed a higher number of samples with humidity content above the standard permitted by the Brazilian legislation, i.e. over 4%. The bee pollen was characterized by its high protein content with average values of 20.47%. The analysis regarding humidity, lipids and sugar showed no statistical differences among the samples (p<0.05). The pollen samples had a high concentration of reducible sugars (48%). The predominant minerals in the samples PR, SC and RS were phosphorus (7102.29, 6873.40, 6661.73 mg/kg of pollen), followed by potassium (5383.73, 4997.77, 4773.26 mg/kg of pollen), calcium (1179.05, 961.93, 848.36 mg/kg of pollen) and magnesium (818.02, 679.01, 725.89 mg/kg of pollen). Statistical analysis (Tukey test) demonstrated no significant difference between the contents of calcium, copper, iron, phosphorus and sodium in the pollen samples of the South of Brazil. However, the samples from the State of Parana contained the highest contents of potassium and differed statistically from the samples of the State of Rio Grande do Sul.

Can Eucalyptus invade native forest fragments close to commercial stands?

Some Eucalyptus species are widely used as a plantation crop in tropical and subtropical regions. One reason for this is the diversity of end uses, but the main reason is the high level of wood production obtained from commercial plantings. With the advancement of biotechnology it will be possible to expand the geographical area in which eucalypts can be used as commercial plantation crops, especially in regions with current climatic restrictions. Despite the popularity of eucalypts and their increasing range, questions still exist, in both traditional planting areas and in the new regions: Can eucalypts invade areas of native vegetation, causing damage to natural ecosystems biodiversity? The objective of this study it was to assess whether eucalypts can invade native vegetation fragments in proximity to commercial stands, and what factors promote this invasive growth. Thus, three experiments were established in forest fragments located in three different regions of Brazil. Each experiment was composed of 40 plots (1 m(2) each one), 20 plots located at the border between the forest fragment and eucalypts plantation, and 20 plots in the interior of the forest fragments. In each experimental site, the plots were paired by two soil exposure conditions, 10 plots in natural conditions and 10 plots with soil exposure (no plant and no litter). During the rainy season, 2 g of eucalypts seeds were sown in each plot, including Eucalyptus grandis or a hybrid of E. urophylla x E. grandis, the most common commercial eucalypt species planted in the three region. At 15, 30, 45, 90, 180, 270 and 360 days after sowing, we assessed the number of seedlings of eucalypts and the number of seedlings of native species resulting from natural regeneration. Fifteen days after sowing, the greatest number of eucalypts seedlings (37 m(-2)) was observed in the plots with lower luminosity and exposed soil. Also, for native species, it was observed that exposed soil improved natural germination reaching the highest number of 163 seedlings per square meter. Site and soil exposure were the factors that have the greatest influence on seed germination of both eucalypt and native species. However, 270 days after sowing, eucalypt seedlings were not observed at any of the three experimental sites. The result shows the inability of eucalypts to adapt to condition outside of their natural range. However, native species demonstrated their strong capacity for natural regeneration in forest fragments under the same conditions where eucalypts were seeded. (C) 2011 Elsevier B.V. All rights reserved.

Assessing the effects of early silvicultural management on long-term site productivity of fast-growing eucalypt plantations: the Brazilian experience

Eucalyptus is the dominant and most productive planted forest in Brazil, covering around 3.4 million ha for the production of charcoal, pulp, sawtimber, timber plates, wood foils, plywood and for building purposes. At the early establishment of the forest plantations, during the second half of the 1960s, the eucalypt yield was 10 m(3) ha(-1) y(-1). Now, as a result of investments in research and technology, the average productivity is 38 m3 ha(-1) y(-1). The productivity restrictions are related to the following environmental factors, in order of importance: water deficits > nutrient deficiency > soil depth and strength. The clonal forests have been fundamental in sites with larger water and nutrient restrictions, where they out-perform those established from traditional seed-based planting stock. When the environmental limitations are small the productivities of plantations based on clones or seeds appear to be similar. In the long term there are risks to sustainability, because of the low fertility and low reserves of primary minerals in the soils, which are, commonly, loamy and clayey oxisols and ultisols. Usually, a decline of soil quality is caused by management that does not conserve soil and site resources, damages soil physical and chemical characteristics, and insufficient or unbalanced fertiliser management. The problem is more serious when fast-growing genotypes are planted, which have a high nutrient demand and uptake capacity, and therefore high nutrient output through harvesting. The need to mobilise less soil by providing more cover and protection, reduce the nutrient and organic matter losses, preserve crucial physical properties as permeability ( root growth, infiltration and aeration), improve weed control and reduce costs has led to a progressive increase in the use of minimum cultivation practices during the last 20 years, which has been accepted as a good alternative to keep or increase site quality in the long term. In this paper we provide a synthesis and critical appraisal of the research results and practical implications of early silvicultural management on long-term site productivity of fast-growing eucalypt plantations arising from the Brazilian context.

Fungal pathogens as classical biological control agents against arthropods

Fungal entomopathogens have been used more frequently than other types of pathogens for classical biological control. Among 136 programs using different groups of arthropod pathogens, 49.3% have introduced fungal pathogens (including both the traditional fungi and microsporidia). The most commonly introduced species was Metarhizium anisopliae (Metschnikoff) Sorokin, with 13 introductions, followed by Entomophaga maimaiga Humber, Shimazu & Soper, which was released seven times. The majority of introduction programs have focused on controlling invasive species of insects or mites (70.7%) rather than on native hosts (29.4%). Almost half of the introductions of traditional fungi targeted species of Hemiptera and 75% of the microsporidia introduced have been introduced against lepidopteran species. The United States was the country where most introductions of fungi took place (n = 24). From 1993 to 2007, no arthropod pathogens were released in the US due to the rigorous regulatory structure, but in 2008 two species of microsporidia were introduced against the gypsy moth, Lymantria dispar (L.). Establishment of entomopathogenic fungi in programs introducing traditional fungi was 32.1% and establishment was 50.0% for programs introducing microsporidia. In some programs, releases have resulted in permanent successful establishment with no non-target effects. In summary, classical biological control using fungal entomopathogens can provide a successful and environmentally friendly avenue for controlling arthropod pests, including the increasing numbers of invasive non-native species.

Spatio-temporal modeling of agricultural yield data with an application to pricing crop insurance contracts

This article presents a statistical model of agricultural yield data based on a set of hierarchical Bayesian models that allows joint modeling of temporal and spatial autocorrelation. This method captures a comprehensive range of the various uncertainties involved in predicting crop insurance premium rates as opposed to the more traditional ad hoc, two-stage methods that are typically based on independent estimation and prediction. A panel data set of county-average yield data was analyzed for 290 counties in the State of Parana (Brazil) for the period of 1990 through 2002. Posterior predictive criteria are used to evaluate different model specifications. This article provides substantial improvements in the statistical and actuarial methods often applied to the calculation of insurance premium rates. These improvements are especially relevant to situations where data are limited.

Occurrence of phytoplasma associated with sugarcane yellow leaf syndrome in three regions of Sao Paulo State, Brazil

Sugarcane yellow leaf syndrome caused serious damage to crops in the Sao Paulo State, Brazil, in the 1990`s. The syndrome was also reported in other countries and investigations into the etiology revealed an association between the disease and virus and/or phytoplasma. The disease is potentially important and occurs endemically in that State, and for this reason the present study was conducted in order to demonstrate the occurrence of phytoplasma in three traditional sugarcane-producing areas, in Sao Paulo State, through molecular detection From naturally infected plants. Symptomatic plants belonging to varieties SP71-6163, SP71-6180 and SP89-1115 were sampled from Piracicaba, Jau and Ribeirao Preto, and total DNA was extracted from foliar tissues. Nested PCR was conducted with primer pairs P1/ Tint-16F2n/R2, and the amplified products were analyzed by electrophoresis on agarose gels. Amplified DNA fragments of 1.2 kb evidenced the presence of phytoplasma in 36% of symptomatic plants and revealed its Occurrence in all sampled regions. The results demonstrated that phytoplasma is associated with the disease and that it is important to keep a safe inspection of nurseries and monitoring plants in the field, as well as to Select Sugarcane genotypes with a good level of resistance in breeding programs.

An integrated molecular map of yellow passion fruit based on simultaneous maximum-likelihood estimation of linkage and linkage phases

The development of genetic maps for auto-incompatible species, such as the yellow passion fruit (Passiflora edulis Sims f.flavicarpa Deg.) is restricted due to the unfeasibility of obtaining traditional mapping populations based on inbred lines. For this reason, yellow passion fruit linkage maps were generally constructed using a strategy known as two-way pseudo-testeross, based on monoparental dominant markers segregating in a 1:1 fashion. Due to the lack of information from these markers in one of the parents, two individual (parental) maps were obtained. However, integration of these maps is essential, and biparental markers can be used for such an operation. The objective of our study was to construct an integrated molecular map for a full-sib population of yellow passion fruit combining different loci configuration generated from amplified fragment length polymorphisms (AFLPs) and microsatellite markers and using a novel approach based on simultaneous maximum-likelihood estimation of linkage and linkage phases, specially designed for outcrossing species. Of the total number of loci, approximate to 76%, 21%, 0.7%, and 2.3% did segregate in 1:1, 3:1, 1:2:1, and 1:1:1:1 ratios, respectively. Ten linkage groups (LGs) were established with a logarithm of the odds (LOD) score >= 5.0 assuming a recombination fraction : <= 0.35. On average, 24 markers were assigned per LG, representing a total map length of 1687 cM, with a marker density of 6.9 cM. No markers were placed as accessories on the map as was done with previously constructed individual maps.

Runoff and leachate losses of phosphorus in a sandy spodosol amended with biosolids

Florida Spodosols axe sandy, inherently low in Fe- and Al-based minerals, and sorb phosphorus (P) poorly. We evaluated runoff and leachate P losses from a typical Florida Spodosol amended with biosolids and triple superphosphate (TSP). Phosphorus losses were evaluated with traditional indoor rainfall simulations but used a double-deck box arrangement that allowed leaching and runoff to be determined simultaneously. Biosolids (Lakeland, OCUD, Milorganite, and Disney) represented contrasting values of total P, percent water-extractable p (PWEP), and percentage of solids. All P sources were surface applied at 224 kg P ha(-1), representing a soil P rate typical of N-based biosolids application. All biosolids-P sources lost less P than TSp, and leachate-P losses generally dominated. For Lakeland-amended I soil, bioavailable P (BAP) was mainly lost by runoff (81% of total BAP losses). This behavior was due to surface scaling and 1 drying after application of the slurry (31 g kg(-1) solids), material. For all other P sources, BAP losses in leachate were much,greater than in runoff, representing 94% of total BAP losses for TSP, 80% for Milorganite, 72% for Disney, and 69% for OCUD treatments. Phosphorus leaching can be extreme and represents a great concern in many coarse-textured Florida Spodosols, and other coastal plain soils with low P-sorption,capacities. The PWEP values of P sources were significantly correlared with total P and BAP losses in runoff and leachate. The PWEP of a source can serve as a good indicator of potential P loss when amended to sandy soils with low P-retention capacities.

Environmental, land-use and economic implications of Brazilian sugarcane expansion 1996-2006

Governments are promoting biofuels and the resulting changes in land use and crop reallocation to biofuels production have raised concerns about impacts on environment and food security. The promotion of biofuels has also been questioned based on suggested marginal contribution to greenhouse gas emissions reduction, partly due to induced land use change causing greenhouse gas emissions. This study reports how the expansion of sugarcane in Brazil during 1996-2006 affected indicators for environment, land use and economy. The results indicate that sugarcane expansion did not in general contribute to direct deforestation in the traditional agricultural region where most of the expansion took place. The amount of forests on farmland in this area is below the minimum stated in law and the situation did not change over the studied period. Sugarcane expansion resulted in a significant reduction of pastures and cattle heads and higher economic growth than in neighboring areas. It could not be established to what extent the discontinuation of cattle production induced expansion of pastures in other areas, possibly leading to indirect deforestation. However, the results indicate that a possible migration of the cattle production reached further than the neighboring of expansion regions. Occurring at much smaller rates, expansion of sugarcane in regions such as the Amazon and the Northeast region was related to direct deforestation and competition with food crops, and appear not to have induced economic growth. These regions are not expected to experience substantial increases of sugarcane in the near future, but mitigating measures are warranted.

Nutritional Aspects of Second Generation Soy Foods

Samples of 15 second generation soy-based products (n = 3), commercially available, were analyzed for their protein and isoflavone contents and in vitro antioxidant activity, by means of the Folin-Ciocalteu reducing ability, DPPH radical scavenging capacity, and oxygen radical absorbance capacity. Isoflavone identification and quantification were performed by high-performance liquid chromatography. Products containing soy and/or soy-based ingredients represent important sources of protein in addition to the low fat amounts. However, a large variation in isoflavone content and in vitro antioxidant capacity was observed. The isoflavone content varied from 2.4 to 18.1 mg/100 g (FW), and soy kibe and soy sausage presented the highest amounts. Chocolate had the highest antioxidant capacity, but this fact was probably associated with the addition of cocoa liquor, a well-known source of polyphenolics. This study showed that the soy-based foods do not present a significant content of isoflavones when compared with the grain, and their in vitro antioxidant capacity is not related with these compounds but rather to the presence of other phenolics and synthetic antioxidants, such as sodium erythorbate. However, they may represent alternative sources and provide soy protein, isoflavones, and vegetable fat for those who are not ready to eat traditional soy foods.