CHARACTERIZATION OF EXPONENTIAL DIVERGENCE OF THE KALMAN FILTER FOR TIME-VARYING SYSTEMS

This paper studies semistability of the recursive Kalman filter in the context of linear time-varying (LTV), possibly nondetectable systems with incorrect noise information. Semistability is a key property, as it ensures that the actual estimation error does not diverge exponentially. We explore structural properties of the filter to obtain a necessary and sufficient condition for the filter to be semistable. The condition does not involve limiting gains nor the solution of Riccati equations, as they can be difficult to obtain numerically and may not exist. We also compare semistability with the notions of stability and stability w.r.t. the initial error covariance, and we show that semistability in a sense makes no distinction between persistent and nonpersistent incorrect noise models, as opposed to stability. In the linear time invariant scenario we obtain algebraic, easy to test conditions for semistability and stability, which complement results available in the context of detectable systems. Illustrative examples are included.

Estimation of Mass Transfer Velocity Based on Measured Turbulence Parameters

The aim of this study is to quantify the mass transfer velocity using turbulence parameters from simultaneous measurements of oxygen concentration fields and velocity fields. The surface divergence model was considered in more detail, using data obtained for the lower range of beta (surface divergence). It is shown that the existing models that use the divergence concept furnish good predictions for the transfer velocity also for low values of beta, in the range of this study. Additionally, traditional conceptual models, such as the film model, the penetration-renewal model, and the large eddy model, were tested using the simultaneous information of concentration and velocity fields. It is shown that the film and the surface divergence models predicted the mass transfer velocity for all the range of the equipment Reynolds number used here. The velocity measurements showed viscosity effects close to the surface, which indicates that the surface was contaminated with some surfactant. Considering the results, this contamination can be considered slight for the mass transfer predictions. (C) 2009 American Institute of Chemical Engineers AIChE J, 56: 2005-2017; 2010

Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: Estimation and case influence diagnostics

The purpose of this paper is to develop a Bayesian analysis for nonlinear regression models under scale mixtures of skew-normal distributions. This novel class of models provides a useful generalization of the symmetrical nonlinear regression models since the error distributions cover both skewness and heavy-tailed distributions such as the skew-t, skew-slash and the skew-contaminated normal distributions. The main advantage of these class of distributions is that they have a nice hierarchical representation that allows the implementation of Markov chain Monte Carlo (MCMC) methods to simulate samples from the joint posterior distribution. In order to examine the robust aspects of this flexible class, against outlying and influential observations, we present a Bayesian case deletion influence diagnostics based on the Kullback-Leibler divergence. Further, some discussions on the model selection criteria are given. The newly developed procedures are illustrated considering two simulations study, and a real data previously analyzed under normal and skew-normal nonlinear regression models. (C) 2010 Elsevier B.V. All rights reserved.

On estimation and influence diagnostics for log-Birnbaum-Saunders Student-t regression models: Full Bayesian analysis

The purpose of this paper is to develop a Bayesian approach for log-Birnbaum-Saunders Student-t regression models under right-censored survival data. Markov chain Monte Carlo (MCMC) methods are used to develop a Bayesian procedure for the considered model. In order to attenuate the influence of the outlying observations on the parameter estimates, we present in this paper Birnbaum-Saunders models in which a Student-t distribution is assumed to explain the cumulative damage. Also, some discussions on the model selection to compare the fitted models are given and case deletion influence diagnostics are developed for the joint posterior distribution based on the Kullback-Leibler divergence. The developed procedures are illustrated with a real data set. (C) 2010 Elsevier B.V. All rights reserved.

PENCALC: a program for penetrance estimation in autosomal dominant diseases

We present a computer program developed for estimating penetrance rates in autosomal dominant diseases by means of family kinship and phenotype information contained within the pedigrees. The program also determines the exact 95% credibility interval for the penetrance estimate. Both executable (PenCalc for Windows) and web versions (PenCalcWeb) of the software are available. The web version enables further calculations, such as heterozygosity probabilities and assessment of offspring risks for all individuals in the pedigrees. Both programs can be accessed and down-loaded freely at the home-page address http://www.ib.usp.br/~otto/software.htm.

Load Ratio Estimation Through Striation Height and Spacing Analysis of an Aerospace Al Alloy 7475-T7351

It is well known that striation spacing may be related to the crack growth rate, da/dN, through Paris equation, as well as the maximum and minimum loads under service loading conditions. These loads define the load ratio, R, and are considered impossible to be evaluated from the inter-spacing striations analysis. In this way, this study discusses the methodology proposed by Furukawa to evaluate the maximum and minimum loads based on the experimental fact that the relative height of a striation, H, and the striation spacing, s, are strongly influenced by the load ratio, R. Fatigue tests in C(T) specimens were conducted on SAE 7475-T7351 Al alloy plates at room temperature and the results showed a straightforward correlation between the parameters H, s, and R. Measurements of striation height, H, were performed using scanning electron microscopy and field emission gun (FEG) after sectioning the specimen at a large inclined angle to amplify the height of the striations. The results showed that for increasing R the values of H/s tend to increase. Striation height, striation spacing, and load ratio correlations were obtained, which allows one to estimate service loadings from fatigue fracture surface survey.

Estimation and prediction of parameters and breeding values in soybean using REML/BLUP and Least Squares

The aim of this study was to compare REML/BLUP and Least Square procedures in the prediction and estimation of genetic parameters and breeding values in soybean progenies. F(2:3) and F(4:5) progenies were evaluated in the 2005/06 growing season and the F(2:4) and F(4:6) generations derived thereof were evaluated in 2006/07. These progenies were originated from two semi-early, experimental lines that differ in grain yield. The experiments were conducted in a lattice design and plots consisted of a 2 m row, spaced 0.5 m apart. The trait grain yield per plot was evaluated. It was observed that early selection is more efficient for the discrimination of the best lines from the F(4) generation onwards. No practical differences were observed between the least square and REML/BLUP procedures in the case of the models and simplifications for REML/BLUP used here.

Allopatric speciation in ticks: genetic and reproductive divergence between geographic strains of Rhipicephalus (Boophilus) microplus

Background: The cattle tick, Rhipicephalus (Boophilus) microplus, economically impact cattle industry in tropical and subtropical regions of the world. The morphological and genetic differences among R. microplus strains have been documented in the literature, suggesting that biogeographical and ecological separation may have resulted in boophilid ticks from America/Africa and those from Australia being different species. To test the hypothesis of the presence of different boophilid species, herein we performed a series of experiments to characterize the reproductive performance of crosses between R. microplus from Australia, Africa and America and the genetic diversity of strains from Australia, Asia, Africa and America. Results: The results showed that the crosses between Australian and Argentinean or Mozambican strains of boophilid ticks are infertile while crosses between Argentinean and Mozambican strains are fertile. These results showed that tick strains from Africa (Mozambique) and America (Argentina) are the same species, while ticks from Australia may actually represent a separate species. The genetic analysis of mitochondrial 12S and 16S rDNA and microsatellite loci were not conclusive when taken separately, but provided evidence that Australian tick strains were genetically different from Asian, African and American strains. Conclusion: The results reported herein support the hypothesis that at least two different species share the name R. microplus. These species could be redefined as R. microplus (Canestrini, 1887) (for American and African strains) and probably the old R. australis Fuller, 1899 (for Australian strains), which needs to be redescribed. However, experiments with a larger number of tick strains from different geographic locations are needed to corroborate these results.

Lineage divergence detected in the malaria vector Anopheles marajoara (Diptera: Culicidae) in Amazonian Brazil

Background: Cryptic species complexes are common among anophelines. Previous phylogenetic analysis based on the complete mtDNA COI gene sequences detected paraphyly in the Neotropical malaria vector Anopheles marajoara. The ""Folmer region"" detects a single taxon using a 3% divergence threshold. Methods: To test the paraphyletic hypothesis and examine the utility of the Folmer region, genealogical trees based on a concatenated (white + 3' COI sequences) dataset and pairwise differentiation of COI fragments were examined. The population structure and demographic history were based on partial COI sequences for 294 individuals from 14 localities in Amazonian Brazil. 109 individuals from 12 localities were sequenced for the nDNA white gene, and 57 individuals from 11 localities were sequenced for the ribosomal DNA (rDNA) internal transcribed spacer 2 (ITS2). Results: Distinct A. marajoara lineages were detected by combined genealogical analysis and were also supported among COI haplotypes using a median joining network and AMOVA, with time since divergence during the Pleistocene (< 100,000 ya). COI sequences at the 3' end were more variable, demonstrating significant pairwise differentiation (3.82%) compared to the more moderate 2.92% detected by the Folmer region. Lineage 1 was present in all localities, whereas lineage 2 was restricted mainly to the west. Mismatch distributions for both lineages were bimodal, likely due to multiple colonization events and spatial expansion (similar to 798 - 81,045 ya). There appears to be gene flow within, not between lineages, and a partial barrier was detected near Rio Jari in Amapa state, separating western and eastern populations. In contrast, both nDNA data sets (white gene sequences with or without the retention of the 4th intron, and ITS2 sequences and length) detected a single A. marajoara lineage. Conclusions: Strong support for combined data with significant differentiation detected in the COI and absent in the nDNA suggest that the divergence is recent, and detectable only by the faster evolving mtDNA. A within subgenus threshold of >2% may be more appropriate among sister taxa in cryptic anopheline complexes than the standard 3%. Differences in demographic history and climatic changes may have contributed to mtDNA lineage divergence in A. marajoara.

Continental passive microwave-based rainfall estimation algorithm: Application to the Amazon Basin

This paper presents a new statistical algorithm to estimate rainfall over the Amazon Basin region using the Tropical Rainfall Measuring Mission (TRMM) Microwave Imager (TMI). The algorithm relies on empirical relationships derived for different raining-type systems between coincident measurements of surface rainfall rate and 85-GHz polarization-corrected brightness temperature as observed by the precipitation radar (PR) and TMI on board the TRMM satellite. The scheme includes rain/no-rain area delineation (screening) and system-type classification routines for rain retrieval. The algorithm is validated against independent measurements of the TRMM-PR and S-band dual-polarization Doppler radar (S-Pol) surface rainfall data for two different periods. Moreover, the performance of this rainfall estimation technique is evaluated against well-known methods, namely, the TRMM-2A12 [ the Goddard profiling algorithm (GPROF)], the Goddard scattering algorithm (GSCAT), and the National Environmental Satellite, Data, and Information Service (NESDIS) algorithms. The proposed algorithm shows a normalized bias of approximately 23% for both PR and S-Pol ground truth datasets and a mean error of 0.244 mm h(-1) ( PR) and -0.157 mm h(-1)(S-Pol). For rain volume estimates using PR as reference, a correlation coefficient of 0.939 and a normalized bias of 0.039 were found. With respect to rainfall distributions and rain area comparisons, the results showed that the formulation proposed is efficient and compatible with the physics and dynamics of the observed systems over the area of interest. The performance of the other algorithms showed that GSCAT presented low normalized bias for rain areas and rain volume [0.346 ( PR) and 0.361 (S-Pol)], and GPROF showed rainfall distribution similar to that of the PR and S-Pol but with a bimodal distribution. Last, the five algorithms were evaluated during the TRMM-Large-Scale Biosphere-Atmosphere Experiment in Amazonia (LBA) 1999 field campaign to verify the precipitation characteristics observed during the easterly and westerly Amazon wind flow regimes. The proposed algorithm presented a cumulative rainfall distribution similar to the observations during the easterly regime, but it underestimated for the westerly period for rainfall rates above 5 mm h(-1). NESDIS(1) overestimated for both wind regimes but presented the best westerly representation. NESDIS(2), GSCAT, and GPROF underestimated in both regimes, but GPROF was closer to the observations during the easterly flow.

Genome-wide SNP genotyping highlights the role of natural selection in Plasmodium falciparum population divergence

Background: The malaria parasite Plasmodium falciparum exhibits abundant genetic diversity, and this diversity is key to its success as a pathogen. Previous efforts to study genetic diversity in P. falciparum have begun to elucidate the demographic history of the species, as well as patterns of population structure and patterns of linkage disequilibrium within its genome. Such studies will be greatly enhanced by new genomic tools and recent large-scale efforts to map genomic variation. To that end, we have developed a high throughput single nucleotide polymorphism (SNP) genotyping platform for P. falciparum. Results: Using an Affymetrix 3,000 SNP assay array, we found roughly half the assays (1,638) yielded high quality, 100% accurate genotyping calls for both major and minor SNP alleles. Genotype data from 76 global isolates confirm significant genetic differentiation among continental populations and varying levels of SNP diversity and linkage disequilibrium according to geographic location and local epidemiological factors. We further discovered that nonsynonymous and silent (synonymous or noncoding) SNPs differ with respect to within-population diversity, interpopulation differentiation, and the degree to which allele frequencies are correlated between populations. Conclusions: The distinct population profile of nonsynonymous variants indicates that natural selection has a significant influence on genomic diversity in P. falciparum, and that many of these changes may reflect functional variants deserving of follow-up study. Our analysis demonstrates the potential for new high-throughput genotyping technologies to enhance studies of population structure, natural selection, and ultimately enable genome-wide association studies in P. falciparum to find genes underlying key phenotypic traits.

Estimation of the thickness and the optical parameters of several stacked thin films using optimization

The reverse engineering problem addressed in the present research consists of estimating the thicknesses and the optical constants of two thin films deposited on a transparent substrate using only transmittance data through the whole stack. No functional dispersion relation assumptions are made on the complex refractive index. Instead, minimal physical constraints are employed, as in previous works of some of the authors where only one film was considered in the retrieval algorithm. To our knowledge this is the first report on the retrieval of the optical constants and the thickness of multiple film structures using only transmittance data that does not make use of dispersion relations. The same methodology may be used if the available data correspond to normal reflectance. The software used in this work is freely available through the PUMA Project web page (http://www.ime.usp.br/similar to egbirgin/puma/). (C) 2008 Optical Society of America

An oracle approach for interaction neighborhood estimation in random fields

We consider the problem of interaction neighborhood estimation from the partial observation of a finite number of realizations of a random field. We introduce a model selection rule to choose estimators of conditional probabilities among natural candidates. Our main result is an oracle inequality satisfied by the resulting estimator. We use then this selection rule in a two-step procedure to evaluate the interacting neighborhoods. The selection rule selects a small prior set of possible interacting points and a cutting step remove from this prior set the irrelevant points. We also prove that the Ising models satisfy the assumptions of the main theorems, without restrictions on the temperature, on the structure of the interacting graph or on the range of the interactions. It provides therefore a large class of applications for our results. We give a computationally efficient procedure in these models. We finally show the practical efficiency of our approach in a simulation study.

Non-exhaustive tests for critical power estimation

Objective. - The aim of this study was to propose a new method that allows for the estimation of critical power (CP) from non-exhaustive tests using ratings of perceived exertion (RPE). Methods. - Twenty-two subjects underwent two practice trials for ergometer and Borg 15-point scale familiarization, and adaptation to severe exhaustive exercise. After then, four exercise bouts were performed on different days for the estimation of CP and anaerobic work capacity (AWC) by linear work-time equation, and CP(15), CP(17), AWC(15) and AWC(17) were estimated using the work and time to attainment of RPE15 and RPE17 based on the Borg 15-point scale. Results. - The CP, CP(15) and CP(17) (170-177W) were not significantly different (P>0.05). However, AWC, AWC(15) and AWC(17) were all different from each other. The correlations between CP(15) and CP(17), with CP were strong (R=0.871 and 0.911, respectively), but the AWC(15) and AWC(17) were not significantly correlated with AWC. Conclusion. - Sub-maximal. RPE responses can be used for the estimation of CP from non-exhaustive exercise protocols. (C) 2009 Elsevier Masson SAS. All rights reserved.

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.