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.

On state representations of time-varying nonlinear systems

This work considers a nonlinear time-varying system described by a state representation, with input u and state x. A given set of functions v, which is not necessarily the original input u of the system, is the (new) input candidate. The main result provides necessary and sufficient conditions for the existence of a local classical state space representation with input v. These conditions rely on integrability tests that are based on a derived flag. As a byproduct, one obtains a sufficient condition of differential flatness of nonlinear systems. (C) 2009 Elsevier Ltd. All rights reserved.

Dynamic Imaging in Electrical Impedance Tomography of the Human Chest With Online Transition Matrix Identification

One of the electrical impedance tomography objectives is to estimate the electrical resistivity distribution in a domain based only on electrical potential measurements at its boundary generated by an imposed electrical current distribution into the boundary. One of the methods used in dynamic estimation is the Kalman filter. In biomedical applications, the random walk model is frequently used as evolution model and, under this conditions, poor tracking ability of the extended Kalman filter (EKF) is achieved. An analytically developed evolution model is not feasible at this moment. The paper investigates the identification of the evolution model in parallel to the EKF and updating the evolution model with certain periodicity. The evolution model transition matrix is identified using the history of the estimated resistivity distribution obtained by a sensitivity matrix based algorithm and a Newton-Raphson algorithm. To numerically identify the linear evolution model, the Ibrahim time-domain method is used. The investigation is performed by numerical simulations of a domain with time-varying resistivity and by experimental data collected from the boundary of a human chest during normal breathing. The obtained dynamic resistivity values lie within the expected values for the tissues of a human chest. The EKF results suggest that the tracking ability is significantly improved with this approach.

Scatter search for a real-life heterogeneous fleet vehicle routing problem with time windows and split deliveries in Brazil

In this paper, we consider a real-life heterogeneous fleet vehicle routing problem with time windows and split deliveries that occurs in a major Brazilian retail group. A single depot attends 519 stores of the group distributed in 11 Brazilian states. To find good solutions to this problem, we propose heuristics as initial solutions and a scatter search (SS) approach. Next, the produced solutions are compared with the routes actually covered by the company. Our results show that the total distribution cost can be reduced significantly when such methods are used. Experimental testing with benchmark instances is used to assess the merit of our proposed procedure. (C) 2008 Published by Elsevier B.V.

Some remarks on static-feedback linearization for time-varying systems

This work summarizes some results about static state feedback linearization for time-varying systems. Three different necessary and sufficient conditions are stated in this paper. The first condition is the one by [Sluis, W. M. (1993). A necessary condition for dynamic feedback linearization. Systems & Control Letters, 21, 277-283]. The second and the third are the generalizations of known results due respectively to [Aranda-Bricaire, E., Moog, C. H., Pomet, J. B. (1995). A linear algebraic framework for dynamic feedback linearization. IEEE Transactions on Automatic Control, 40, 127-132] and to [Jakubczyk, B., Respondek, W. (1980). On linearization of control systems. Bulletin del` Academie Polonaise des Sciences. Serie des Sciences Mathematiques, 28, 517-522]. The proofs of the second and third conditions are established by showing the equivalence between these three conditions. The results are re-stated in the infinite dimensional geometric approach of [Fliess, M., Levine J., Martin, P., Rouchon, P. (1999). A Lie-Backlund approach to equivalence and flatness of nonlinear systems. IEEE Transactions on Automatic Control, 44(5), 922-937]. (C) 2008 Elsevier Ltd. All rights reserved.

Bose systems in spatially random or time-varying potentials

Bose systems, subject to the action of external random potentials, are considered. For describing the system properties, under the action of spatially random potentials of arbitrary strength, the stochastic mean-field approximation is employed. When the strength of disorder increases, the extended Bose-Einstein condensate fragments into spatially disconnected regions, forming a granular condensate. Increasing the strength of disorder even more transforms the granular condensate into the normal glass. The influence of time-dependent external potentials is also discussed. Fastly varying temporal potentials, to some extent, imitate the action of spatially random potentials. In particular, strong time-alternating potential can induce the appearance of a nonequilibrium granular condensate.

Comparing time-varying autoregressive structures of locally stationary processes

In this paper, a novel statistical test is introduced to compare two locally stationary time series. The proposed approach is a Wald test considering time-varying autoregressive modeling and function projections in adequate spaces. The covariance structure of the innovations may be also time- varying. In order to obtain function estimators for the time- varying autoregressive parameters, we consider function expansions in splines and wavelet bases. Simulation studies provide evidence that the proposed test has a good performance. We also assess its usefulness when applied to a financial time series.

Comparison of full-field electroretinogram in diabetic and non diabetic dogs with cataracts

Being the commonest ocular disorder, dense cataracts disable fundoscopic examination and the diagnosis of retinal disorders, which dogs may be predisposed. The aim of this study was to compare the electroretinographic responses recorded according to the International Society for Clinical Electrophysiology of Vision human protocol to evaluate retinal function of diabetic and non diabetic dogs, both presenting mature or hypermature cataracts. Full-field electroretinogram was recorded from 66 dogs, with ages varying from 6 to 15 years old allocated into two groups: (1) CG, non diabetic cataractous dogs, and (2) DG, diabetic cataractous dogs. Mean peak-to-peak amplitude (microvolts) and b-wave implicit time (milliseconds) were determined for each of the five standard full-field ERG responses (rod response, maximal response, oscillatory potentials, single-flash cone response and 30 Hz flicker). Comparing CG to DG, ERGs recorded from diabetic dogs presented lower amplitude and prolonged b-wave implicit time in all ERG responses. Prolonged b-wave implicit time was statistically significant (p< 0.05) at 30 Hz flicker (24.0 ms versus 22.4 ms). These data suggests full-field ERG is capable to record sensible alterations, such as flicker's implicit time, being useful to investigate retinal dysfunction in diabetic dogs.

Extended Fault-Location Formulation for Power Distribution Systems

In this paper, an extended impedance-based fault-location formulation for generalized distribution systems is presented. The majority of distribution feeders are characterized by having several laterals, nonsymmetrical lines, highly unbalanced operation, and time-varying loads. These characteristics compromise traditional fault-location methods performance. The proposed method uses only local voltages and currents as input data. The current load profile is obtained through these measurements. The formulation considers load variation effects and different fault types. Results are obtained from numerical simulations by using a real distribution system from the Electrical Energy Distribution State Company of Rio Grande do Sul (CEEE-D), Southern Brazil. Comparative results show the technique robustness with respect to fault type and traditional fault-location problems, such as fault distance, resistance, inception angle, and load variation. The formulation was implemented as embedded software and is currently used at CEEE-D`s distribution operation center.

An Array Recursive Least-Squares Algorithm With Generic Nonfading Regularization Matrix

We present a novel array RLS algorithm with forgetting factor that circumvents the problem of fading regularization, inherent to the standard exponentially-weighted RLS, by allowing for time-varying regularization matrices with generic structure. Simulations in finite precision show the algorithm`s superiority as compared to alternative algorithms in the context of adaptive beamforming.

Bispectral monitoring in dogs subjected to ovariohysterectomy and anesthetized with halothane, isoflurane or sevoflurane

Objective To assess the effect of halothane (H), isoflurane (I) or sevoflurane (S) on the bispectral index (BIS), and the effect of the addition of meperidine in dogs subjected to ovariohysterectomy. Study design Prospective, randomized, blinded, clinical trial. Animals Forty-eight female mixed-breed dogs, with weights varying from 10 to 25 kg. Methods All dogs were premedicated with acepromazine (A) (0.1 mg kg(-1) IM) or A and meperidine (M) (3 mg kg(-1) IM) and they were divided into six groups of eight animals (AH, AMH, AI, AMI, AS, and AMS). Fifteen minutes after premedication they were anesthetized with propofol (5 mg kg(-1) IV) and then orotracheally intubated. Anesthesia was maintained with halothane, isoflurane or sevoflurane, respectively. The BIS, E`(anest) variables were recorded at 15 minutes after administering pre-anesthetic medication (T0); 10 minutes of anesthesia maintenance (T1); right ovarian pedicle ligation (T2); muscle suturing (T3); skin suture (T4) and 10 minutes after terminating the inhalant anesthetic (T5), respectively. Results BIS values were decreased at all times when compared to the baseline values in all groups (p < 0.05). In the comparative assessment between groups, the values obtained at T0 and T1 were similar for all groups. At T2, the values in AMH were lower than those obtained in AI, AMI and AS (p < 0.05). At the same time significantly higher values were found for AI when compared to AMS (p < 0.01). There was a correlation between the bispectral index and the expired anesthetic fraction in all groups. Conclusions and clinical relevance Within groups given the same inhalant anesthetic the bispectral index was a good indicator for the degree of hypnosis in dogs, indicating a good correlation with the amount of anesthetic and the nociceptive stimulation. BIS was a less reliable indicator of relative anesthetic depth when comparing equipotent end-tidal concentrations between the three inhalants.

The Influence of Calcium Chloride on the Setting Time, Solubility, Disintegration, and pH of Mineral Trioxide Aggregate and White Portland Cement with a Radiopacifier

This study evaluated the influence of addition of 10% calcium chloride (CaCl(2)) on the setting time, solubility, disintegration, and pH of white MTA (WMTA) and white Portland cement (WPC). A test of the setting time was performed following the #57 ADA specifications and a test of the final setting time according to the ASTM. For the solubility tests disintegration and pH, Teflon rings were filled with the cements and weighed after setting. After 24 h in a desiccator, they were once again weighed. Thereafter, they were immersed in MiliQ water for 24 and 72 h and 7, 14, and 28 days, with maintenance in the desiccator and weighing between periods. The pH of water in which the rings were immersed was measured immediately after contact with them and in the other periods. The addition of CaCl(2) provided a significant reduction (50%) in the initial setting time of cements. The final setting time of WMTA was reduced in 35.5% and the final setting time of WPC in 68.5%. The WMTA with CaCl(2) absorbed water and gained weight with time, except for in the 24-h period. The addition of CaCl(2) to the WPC reduced its solubility. The addition of CaCl(2) increased the pH of WMTA in the immediate period and at 24 and 72 h and for WPC in the immediate period and at 24 h. The addition of CaCl(2) to WMTA and WPC reduced the setting times and solubility of both and increased the pH of cements in the initial periods. (J Endod 2009;35:550-554)

Hydrodynamics and suspended sediment transport in the Camboriú estuary - Brazil: pre jetty conditions

Estuarine hydrodynamics is a key factor in the definition of the filtering capacity of an estuary and results from the interaction of the processes that control the inlet morphodynamics and those that are acting in the mixing of the water in the estuary. The hydrodynamics and suspended sediment transport in the Camboriú estuary were assessed by two field campaigns conducted in 1998 that covered both neap and spring tide conditions. The period measured represents the estuarine hydrodynamics and sediment transport prior to the construction of the jetty in 2003 and provides important background information for the Camboriú estuary. Each field campaign covered two complete tidal cycles with hourly measurements of currents, salinity, suspended sediment concentration and water level. Results show that the Camboriú estuary is partially mixed with the vertical structure varying as a function of the tidal range and tidal phase. The dynamic estuarine structure can be balanced between the stabilizing effects generated by the vertical density gradient, which produces buoyancy and stratification flows, and the turbulent effects generated by the vertical velocity gradient that generates vertical mixing. The main sediment source for the water column are the bottom sediments, periodically resuspended by the tidal currents. The advective salt and suspended sediment transport was different between neap and spring tides, being more complex at spring tide. The river discharge term was important under both tidal conditions. The tidal correlation term was also important, being dominant in the suspended sediment transport during the spring tide. The gravitational circulation and Stokes drift played a secondary role in the estuarine transport processes.

A fuzzy reed-frost model for epidemic spreading

In this paper, we present a fuzzy approach to the Reed-Frost model for epidemic spreading taking into account uncertainties in the diagnostic of the infection. The heterogeneities in the infected group is based on the clinical signals of the individuals (symptoms, laboratorial exams, medical findings, etc.), which are incorporated into the dynamic of the epidemic. The infectivity level is time-varying and the classification of the individuals is performed through fuzzy relations. Simulations considering a real problem with data of the viral epidemic in a children daycare are performed and the results are compared with a stochastic Reed-Frost generalization

Risk optimization of a steel frame communications tower subject to tornado winds

The structural engineering community in Brazil faces new challenges with the recent occurrence of high intensity tornados. Satellite surveillance data shows that the area covering the south-east of Brazil, Uruguay and some of Argentina is one of the world most tornado-prone areas, second only to the infamous tornado alley in central United States. The design of structures subject to tornado winds is a typical example of decision making in the presence of uncertainty. Structural design involves finding a good balance between the competing goals of safety and economy. This paper presents a methodology to find the optimum balance between these goals in the presence of uncertainty. In this paper, reliability-based risk optimization is used to find the optimal safety coefficient that minimizes the total expected cost of a steel frame communications tower, subject to extreme storm and tornado wind loads. The technique is not new, but it is applied to a practical problem of increasing interest to Brazilian structural engineers. The problem is formulated in the partial safety factor format used in current design codes, with all additional partial factor introduced to serve as optimization variable. The expected cost of failure (or risk) is defined as the product of a. limit state exceedance probability by a limit state exceedance cost. These costs include costs of repairing, rebuilding, and paying compensation for injury and loss of life. The total expected failure cost is the sum of individual expected costs over all failure modes. The steel frame communications, tower subject of this study has become very common in Brazil due to increasing mobile phone coverage. The study shows that optimum reliability is strongly dependent on the cost (or consequences) of failure. Since failure consequences depend oil actual tower location, it turn,,; out that different optimum designs should be used in different locations. Failure consequences are also different for the different parties involved in the design, construction and operation of the tower. Hence, it is important that risk is well understood by the parties involved, so that proper contracts call be made. The investigation shows that when non-structural terms dominate design costs (e.g, in residential or office buildings) it is not too costly to over-design; this observation is in agreement with the observed practice for non-optimized structural systems. In this situation, is much easier to loose money by under-design. When by under-design. When structural material cost is a significant part of design cost (e.g. concrete dam or bridge), one is likely to lose significantmoney by over-design. In this situation, a cost-risk-benefit optimization analysis is highly recommended. Finally, the study also shows that under time-varying loads like tornados, the optimum reliability is strongly dependent on the selected design life.