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.

Robust linear mixed models with skew-normal independent distributions from a Bayesian perspective

Linear mixed models were developed to handle clustered data and have been a topic of increasing interest in statistics for the past 50 years. Generally. the normality (or symmetry) of the random effects is a common assumption in linear mixed models but it may, sometimes, be unrealistic, obscuring important features of among-subjects variation. In this article, we utilize skew-normal/independent distributions as a tool for robust modeling of linear mixed models under a Bayesian paradigm. The skew-normal/independent distributions is an attractive class of asymmetric heavy-tailed distributions that includes the skew-normal distribution, skew-t, skew-slash and the skew-contaminated normal distributions as special cases, providing an appealing robust alternative to the routine use of symmetric distributions in this type of models. The methods developed are illustrated using a real data set from Framingham cholesterol study. (C) 2009 Elsevier B.V. All rights reserved.

Evaluation of recycled tiles and OSB ceiling materials in closed broiler house prototypes

This study aimed at evaluating the thermal performance of a modular ceiling system for poultry houses. The reduced- and distorted-scale prototypes used ceiling modules made of reforested wood and were covered with recycled long-life package tiles. The following parameters were measured for 21 days: tile internal surface temperature (ST), globe temperature and humidity index (WBGT), and radiant heat load (RHL). Measurements were made at times of highest heat load (11:00 am, 13:00 pm, and 03:00 pm). Collected data were analyzed by "R" statistics software. Means were compared by multiple comparison test (Tukey) and linear regression was performed, both at 5% significance level. The results showed that the prototype with the ceiling was more efficient to reduce internal tile surface temperature; however, this was not sufficient to provide a comfortable environment for broilers during the growout. Therefore, other techniques to provide proper cooling are required in addition to the ceiling.

Evaluation of Recycled Tiles and OSB Ceiling Materials in Closed Broiler House Prototypes

This study aimed at evaluating the thermal performance of a modular ceiling system for poultry houses. The reduced- and distorted-scale prototypes used ceiling modules made of reforested wood and were covered with recycled long-life package tiles. The following parameters were measured for 21 days: the internal surface temperature (ST), globe temperature and humidity index (WBGT), and radiant heat load (RHL). Measurements were made at times of highest heat load (11:00 am, 13:00 pm, and 03:00 pm). Collected data were analyzed by ""R"" statistics software. Means were compared by multiple comparison test (Tukey) and linear regression was performed, both at 5% significance level. The results showed that the prototype with the ceiling was more efficient to reduce internal tile surface temperature; however, this was not sufficient to provide a comfortable environment for broilers during the growout. Therefore, other techniques to provide proper cooling are required in addition to the ceiling

Resonant Wave Interactions in the Presence of a Diurnally Varying Heat Source

Resonant interactions among equatorial waves in the presence of a diurnally varying heat source are studied in the context of the diabatic version of the equatorial beta-plane primitive equations for a motionless, hydrostatic, horizontally homogeneous and stably stratified background atmosphere. The heat source is assumed to be periodic in time and of small amplitude [i.e., O(epsilon)] and is prescribed to roughly represent the typical heating associated with deep convection in the tropical atmosphere. In this context, using the asymptotic method of multiple time scales, the free linear Rossby, Kelvin, mixed Rossby-gravity, and inertio-gravity waves, as well as their vertical structures, are obtained as leading-order solutions. These waves are shown to interact resonantly in a triad configuration at the O(e) approximation, and the dynamics of these interactions have been studied in the presence of the forcing. It is shown that for the planetary-scale wave resonant triads composed of two first baroclinic equatorially trapped waves and one barotropic Rossby mode, the spectrum of the thermal forcing is such that only one of the triad components is resonant with the heat source. As a result, to illustrate the role of the diurnal forcing in these interactions in a simplified fashion, two kinds of triads have been analyzed. The first one refers to triads composed of a k = 0 first baroclinic geostrophic mode, which is resonant with the stationary component of the diurnal heat source, and two dispersive modes, namely, a mixed Rossby-gravity wave and a barotropic Rossby mode. The other class corresponds to triads composed of two first baroclinic inertio-gravity waves in which the highest-frequency wave resonates with a transient harmonic of the forcing. The integration of the asymptotic reduced equations for these selected resonant triads shows that the stationary component of the diurnal heat source acts as an ""accelerator"" for the energy exchanges between the two dispersive waves through the excitation of the catalyst geostrophic mode. On the other hand, since in the second class of triads the mode that resonates with the forcing is the most energetically active member because of the energy constraints imposed by the triad dynamics, the results show that the convective forcing in this case is responsible for a longer time scale modulation in the resonant interactions, generating a period doubling in the energy exchanges. The results suggest that the diurnal variation of tropical convection might play an important role in generating low-frequency fluctuations in the atmospheric circulation through resonant nonlinear interactions.

Mutagenicity and DNA adduct formation of PAH, nitro-PAH, and oxy-PAH fractions of atmospheric particulate matter from Sao Paulo, Brazil

Urban particulate matter (UPM) contributes to lung cancer incidence. Here, we have studied the mutagenic activity and DNA adduct-forming ability of fractionated UPM extractable organic matter (EOM). UPM was collected with a high-volume sampler in June 2004 at two sites, one at street level adjacent to a roadway and the other inside a park within the urban area of the city of Sao Paulo, Brazil. UPM was extracted using dichloromethane, and the resulting EOM was separated by HPLC to obtain PAH, nitro-PAH, and oxy-PAH fractions which were tested for mutagenicity with the Salmonella strains TA98 and YG1041 with and without S9 metabolic activation. The PAH fraction from both sites showed negligible mutagenic activity in both strains. The highest mutagenic activity was found for the nitro-PAH fraction using YG1041 without metabolic activation; however, results were comparable for both sites. The nitro-PAH and oxy-PAH fractions were incubated with calf thymus DNA under reductive conditions appropriate for the activation of nitro aromatic compounds, then DNA adduct patterns and levels were determined with thin-layer chromatography (TLC) (32)p-postlabeling method using two enrichment procedures-nuclease PI digestion and butanol extraction. Reductively activated fractions from both sites produced diagonal radioactive zones (DRZ) of putative aromatic DNA adducts on thin layer plates with both enrichment procedures. No such DRZ were observed in control experiments using fractions from unexposed filters or from incubations without activating system. Total adduct levels produced by the nitro-PAH fractions were similar for both sites ranging from 30 to 45 adducts per 10(8) normal nucleotides. In contrast, the DNA binding of reductively activated oxy-PAH fractions was three times higher and the adduct pattern consisted of multiple discrete spots along the diagonal line on the thin layer plates. However, DNA adduct levels were not significantly different between the sampling sites. Both samples presented the same levels of mutagenic activity. The response in the Salmonella assay was typical of nitroaromatics. Although, more mutagenic activity was related to the nitro-PAH fraction in the Salmonella assay, the oxy-PAH fractions showed the highest DNA adduct levels. More studies are needed to elucidate the nature of the genotoxicants occurring in Sao Paulo atmospheric samples. (C) 2008 Elsevier B.V. All rights reserved.

Stability of numerical schemes on staggered grids

This paper considers the stability of explicit, implicit and Crank-Nicolson schemes for the one-dimensional heat equation on a staggered grid. Furthemore, we consider the cases when both explicit and implicit approximations of the boundary conditions arc employed. Why we choose to do this is clearly motivated and arises front solving fluid flow equations with free surfaces when the Reynolds number can be very small. in at least parts of the spatial domain. A comprehensive stability analysis is supplied: a novel result is the precise stability restriction on the Crank-Nicolson method when the boundary conditions are approximated explicitly, that is, at t =n delta t rather than t = (n + 1)delta t. The two-dimensional Navier-Stokes equations were then solved by a marker and cell approach for two simple problems that had analytic solutions. It was found that the stability results provided in this paper were qualitatively very similar. thereby providing insight as to why a Crank-Nicolson approximation of the momentum equations is only conditionally, stable. Copyright (C) 2008 John Wiley & Sons, Ltd.

A criterion for unitary similarity of upper triangular matrices in general position

Each square complex matrix is unitarily similar to an upper triangular matrix with diagonal entries in any prescribed order. Let A = [a(ij)] and B = [b(ij)] be upper triangular n x n matrices that are not similar to direct sums of square matrices of smaller sizes, or are in general position and have the same main diagonal. We prove that A and B are unitarily similar if and only if parallel to h(A(k))parallel to = parallel to h(B(k))parallel to for all h is an element of C vertical bar x vertical bar and k = 1, ..., n, where A(k) := [a(ij)](i.j=1)(k) and B(k) := [b(ij)](i.j=1)(k) are the leading principal k x k submatrices of A and B, and parallel to . parallel to is the Frobenius norm. (C) 2011 Elsevier Inc. All rights reserved.

An application of lattice basis reduction to polynomial identities for algebraic structures

The authors` recent classification of trilinear operations includes, among other cases, a fourth family of operations with parameter q epsilon Q boolean OR {infinity}, and weakly commutative and weakly anticommutative operations. These operations satisfy polynomial identities in degree 3 and further identities in degree 5. For each operation, using the row canonical form of the expansion matrix E to find the identities in degree 5 gives extremely complicated results. We use lattice basis reduction to simplify these identities: we compute the Hermite normal form H of E(t), obtain a basis of the nullspace lattice from the last rows of a matrix U for which UE(t) = H, and then use the LLL algorithm to reduce the basis. (C) 2008 Elsevier Inc. All rights reserved.

Polynomial identities for the ternary cyclic sum

We simplify the results of Bremner and Hentzel [J. Algebra 231 (2000) 387-405] on polynomial identities of degree 9 in two variables satisfied by the ternary cyclic sum [a, b, c] abc + bca + cab in every totally associative ternary algebra. We also obtain new identities of degree 9 in three variables which do not follow from the identities in two variables. Our results depend on (i) the LLL algorithm for lattice basis reduction, and (ii) linearization operators in the group algebra of the symmetric group which permit efficient computation of the representation matrices for a non-linear identity. Our computational methods can be applied to polynomial identities for other algebraic structures.

A canonical form for nonderogatory matrices under unitary similarity

A square matrix is nonderogatory if its Jordan blocks have distinct eigenvalues. We give canonical forms for (1) nonderogatory complex matrices up to unitary similarity, and (2) pairs of complex matrices up to similarity, in which one matrix has distinct eigenvalues. The types of these canonical forms are given by undirected and, respectively, directed graphs with no undirected cycles. (C) 2011 Elsevier Inc. All rights reserved.

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.

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.

On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain

We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

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.