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.

Digital frequency relaying based on the modified least mean square method

This research presents a method for frequency estimation in power systems using an adaptive filter based on the Least Mean Square Algorithm (LMS). In order to analyze a power system, three-phase voltages were converted into a complex signal applying the alpha beta-transform and the results were used in an adaptive filtering algorithm. Although the use of the complex LMS algorithm is described in the literature, this paper deals with some practical aspects of the algorithm implementation. In order to reduce computing time, a coefficient generator was implemented. For the algorithm validation, a computing simulation of a power system was carried Out using the ATP software. Many different situations were Simulated for the performance analysis of the proposed methodology. The results were compared to a commercial relay for validation, showing the advantages of the new method. (C) 2009 Elsevier Ltd. All rights reserved.

Mean Motion in Stochastic Plasmas With a Space-Dependent Diffusion Coefficient

Radial transport in the tokamap, which has been proposed as a simple model for the motion in a stochastic plasma, is investigated. A theory for previous numerical findings is presented. The new results are stimulated by the fact that the radial diffusion coefficients is space-dependent. The space-dependence of the transport coefficient has several interesting effects which have not been elucidated so far. Among the new findings are the analytical predictions for the scaling of the mean radial displacement with time and the relation between the Fokker-Planck diffusion coefficient and the diffusion coefficient from the mean square displacement. The applicability to other systems is also discussed. (c) 2009 WILEY-VCH GmbH & Co. KGaA, Weinheim

Stochastic stability analysis for the constant-modulus algorithm

We derive an easy-to-compute approximate bound for the range of step-sizes for which the constant-modulus algorithm (CMA) will remain stable if initialized close to a minimum of the CM cost function. Our model highlights the influence, of the signal constellation used in the transmission system: for smaller variation in the modulus of the transmitted symbols, the algorithm will be more robust, and the steady-state misadjustment will be smaller. The theoretical results are validated through several simulations, for long and short filters and channels.

Neuromuscular activity during bench press exercise performed with and without the preexhaustion method

Brennecke, A, Guimaraees, TM, Leone, R, Cadarci, M, Mochizuki, L, Simao, R, Amadio, AC, and Serrao, J. Neuromuscular activity during bench press exercise performed with and without the preexhaustion method. J Strength Cond Res 23(7): 1933-1940, 2009-The purpose of the present study was to investigate the effects of exercise order on the tonic and phasic characteristics of upper-body muscle activity during bench press exercise in trained subjects. The preexhaustion method involves working a muscle or a muscle group combining a single-joint exercise immediately followed by a multi-joint exercise (e. g., flying exercise followed by bench press exercise). Twelve subjects performed 1 set of bench press exercises with and without the preexhaustion method following 2 protocols (P1-flying before bench press; P2-bench press). Both exercises were performed at a load of 10 repetition maximum (10RM). Electromyography (EMG) sampled at 1 kHz was recorded from the pectoralis major (PM), anterior deltoid (DA), and triceps brachii (TB). Kinematic data (60 Hz) were synchronized to define upward and downward phases of exercise. No significant (p > 0.05) changes were seen in tonic control of PM and DA muscles between P1 and P2. However, TB tonic aspect of neurophysiologic behavior of motor units was significantly higher (p < 0.05) during P1. Moreover, phasic control of PM, DA, and TB muscles were not affected (p > 0.05). The kinematic pattern of movement changed as a result of muscular weakness in P1. Angular velocity of the right shoulder performed during the upward phase of the bench press exercise was significantly slower (p < 0.05) during P1. Our results suggest that the strategies set by the central nervous system to provide the performance required by the exercise are held constant throughout the exercise, but the tonic aspects of the central drive are increased so as to adapt to the progressive occurrence of the neuromuscular fatigue. Changes in tonic control as a result of the muscular weakness and fatigue can cause changes in movement techniques. These changes may be related to limited ability to control mechanical loads and mechanical energy transmission to joints and passive structures.

A method to estimate EMG crosstalk between two muscles based on the silent period following an H-reflex

The crosstalk phenomenon consists in recording the volume-conducted electromyographic activity of muscles other than that under study. This interference may impair the correct interpretation of the results in a variety of experiments. A new protocol is presented here for crosstalk assessment between two muscles based on changes in their electrical activity following a reflex discharge in one of the muscles in response to nerve stimulation. A reflex compound muscle action potential (H-reflex) was used to induce a silent period in the muscle that causes the crosstalk, called here the remote muscle. The rationale is that if the activity recorded in the target muscle is influenced by a distant source (the remote muscle) a silent period observed in the electromyogram (EMG) of the remote muscle would coincide with a decrease in the EMG activity of the target muscle. The new crosstalk index is evaluated based on the root mean square (RMS) values of the EMGs obtained in two distinct periods (background EMG and silent period) of both the remote and the target muscles. In the present work the application focused on the estimation of the degree of crosstalk from the soleus muscle to the tibialis anterior muscle during quiet stance. However, the technique may be extended to other pairs of muscles provided a silent period may be evoked in one of them. (C) 2009 IPEM. Published by Elsevier Ltd. All rights reserved.

Postural control during kneeling

Postural control was studied when the subject was kneeling with erect trunk in a quiet posture and compared to that obtained during quiet standing. The analysis was based on the center of pressure motion in the sagittal plane (CPx), both in the time and in the frequency domains. One could assume that postural control during kneeling would be poorer than in standing because it is a less natural posture. This could cause a higher CPx variability. The power spectral density (PSD) of the CPx obtained from the experimental data in the kneeling position (KN) showed a significant decrease at frequencies below 0.3 Hz compared to upright (UP) (P < 0.01), which indicates less sway in KN. Conversely, there was an increase in fast postural oscillations (above 0.7 Hz) during KN compared to UP (P < 0.05). The root mean square (RMS) of the CPx was higher for UP (P < 0.01) while the mean velocity (MV) was higher during KN (P < 0.05). Lack of vision had a significant effect on the PSD and the parameters estimated from the CPx in both positions. We also sought to verify whether the changes in the PSD of the CPx found between the UP and KN positions were exclusively due to biomechanical factors (e.g., lowered center of gravity), or also reflected changes in the neural processes involved in the control of balance. To reach this goal, besides the experimental approach, a simple feedback model (a PID neural system, with added neural noise and controlling an inverted pendulum) was used to simulate postural sway in both conditions (in KN the pendulum was shortened, the mass and the moment of inertia were decreased). A parameter optimization method was used to fit the CPx power spectrum given by the model to that obtained experimentally. The results indicated that the changed anthropometric parameters in KN would indeed cause a large decrease in the power spectrum at low frequencies. However, the model fitting also showed that there were considerable changes also in the neural subsystem when the subject went from standing to kneeling. There was a lowering of the proportional and derivative gains and an increase in the neural noise power. Additional increases in the neural noise power were found also when the subject closed his eyes.

Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

Muscle Activation During Four Pilates Core Stability Exercises in Quadruped Position

Queiroz BC, Cagliari MF, Amorim CF, Sacco IC. Muscle activation during four Pilates core stability exercises in quadruped position. Arch Phys Med Rehabil 2010;91: 86-92. Objective: To compare the activity of stabilizing trunk and hip muscles in 4 variations of Pilates stabilizing exercises in the quadruped position. Design: Repeated-measures descriptive study. Setting: A biomechanics laboratory at a university school of medicine. Participants: Healthy subjects (N=19; mean age +/- SD, 31 +/- 5y; mean weight +/- SD, 60 +/- 11 kg; mean height +/- SD, 166 +/- 9cm) experienced in Pilates routines. Interventions: Surface electromyographic signals of iliocostalis, multifidus, gluteus maximus, rectus abdominis, and external and internal oblique muscles were recorded in 4 knee stretch exercises: retroverted pelvis with flexed trunk; anteverted pelvis with extended trunk; neutral pelvis with inclined trunk; and neutral pelvis with trunk parallel to the ground. Main Outcome Measures: Root mean square values of each muscle and exercise in both phases of hip extension and flexion, normalized by the maximal voluntary isometric contraction. Results: The retroverted pelvis with flexed trunk position led to significantly increased external oblique and gluteus maximus muscle activation. The anteverted pelvis with trunk extension significantly increased multifidus muscle activity. The neutral pelvis position led to significantly lower activity of all muscles. Rectus abdominis muscle activation to maintain body posture was similar in all exercises and was not influenced by position of the pelvis and trunk. Conclusions: Variations in the pelvic and trunk positions in the knee stretch exercises change the activation pattern of the multifidus, gluteus maximus, rectus abdominis, and oblique muscles. The lower level of activation of the rectus abdominis muscle suggests that pelvic stability is maintained in the 4 exercise positions.

Efficient solutions to robust, semi-implicit discretizations of the immersed boundary method

The immersed boundary method is a versatile tool for the investigation of flow-structure interaction. In a large number of applications, the immersed boundaries or structures are very stiff and strong tangential forces on these interfaces induce a well-known, severe time-step restriction for explicit discretizations. This excessive stability constraint can be removed with fully implicit or suitable semi-implicit schemes but at a seemingly prohibitive computational cost. While economical alternatives have been proposed recently for some special cases, there is a practical need for a computationally efficient approach that can be applied more broadly. In this context, we revisit a robust semi-implicit discretization introduced by Peskin in the late 1970s which has received renewed attention recently. This discretization, in which the spreading and interpolation operators are lagged. leads to a linear system of equations for the inter-face configuration at the future time, when the interfacial force is linear. However, this linear system is large and dense and thus it is challenging to streamline its solution. Moreover, while the same linear system or one of similar structure could potentially be used in Newton-type iterations, nonlinear and highly stiff immersed structures pose additional challenges to iterative methods. In this work, we address these problems and propose cost-effective computational strategies for solving Peskin`s lagged-operators type of discretization. We do this by first constructing a sufficiently accurate approximation to the system`s matrix and we obtain a rigorous estimate for this approximation. This matrix is expeditiously computed by using a combination of pre-calculated values and interpolation. The availability of a matrix allows for more efficient matrix-vector products and facilitates the design of effective iterative schemes. We propose efficient iterative approaches to deal with both linear and nonlinear interfacial forces and simple or complex immersed structures with tethered or untethered points. One of these iterative approaches employs a splitting in which we first solve a linear problem for the interfacial force and then we use a nonlinear iteration to find the interface configuration corresponding to this force. We demonstrate that the proposed approach is several orders of magnitude more efficient than the standard explicit method. In addition to considering the standard elliptical drop test case, we show both the robustness and efficacy of the proposed methodology with a 2D model of a heart valve. (C) 2009 Elsevier Inc. All rights reserved.

An Eulerian Immersed Boundary Method for flow simulations over stationary and moving rigid bodies

The fluid flow over bodies with complex geometry has been the subject of research of many scientists and widely explored experimentally and numerically. The present study proposes an Eulerian Immersed Boundary Method for flows simulations over stationary or moving rigid bodies. The proposed method allows the use of Cartesians Meshes. Here, two-dimensional simulations of fluid flow over stationary and oscillating circular cylinders were used for verification and validation. Four different cases were explored: the flow over a stationary cylinder, the flow over a cylinder oscillating in the flow direction, the flow over a cylinder oscillating in the normal flow direction, and a cylinder with angular oscillation. The time integration was carried out by a classical 4th order Runge-Kutta scheme, with a time step of the same order of distance between two consecutive points in x direction. High-order compact finite difference schemes were used to calculate spatial derivatives. The drag and lift coefficients, the lock-in phenomenon and vorticity contour plots were used for the verification and validation of the proposed method. The extension of the current method allowing the study of a body with different geometry and three-dimensional simulations is straightforward. The results obtained show a good agreement with both numerical and experimental results, encouraging the use of the proposed method.

Time-frequency and time-scale analysis of Barkhausen noise signals

Carrying out information about the microstructure and stress behaviour of ferromagnetic steels, magnetic Barkhausen noise (MBN) has been used as a basis for effective non-destructive testing methods, opening new areas in industrial applications. One of the factors that determines the quality and reliability of the MBN analysis is the way information is extracted from the signal. Commonly, simple scalar parameters are used to characterize the information content, such as amplitude maxima and signal root mean square. This paper presents a new approach based on the time-frequency analysis. The experimental test case relates the use of MBN signals to characterize hardness gradients in a AISI4140 steel. To that purpose different time-frequency (TFR) and time-scale (TSR) representations such as the spectrogram, the Wigner-Ville distribution, the Capongram, the ARgram obtained from an AutoRegressive model, the scalogram, and the Mellingram obtained from a Mellin transform are assessed. It is shown that, due to nonstationary characteristics of the MBN, TFRs can provide a rich and new panorama of these signals. Extraction techniques of some time-frequency parameters are used to allow a diagnostic process. Comparison with results obtained by the classical method highlights the improvement on the diagnosis provided by the method proposed.

Distributed Estimation Over an Adaptive Incremental Network Based on the Affine Projection Algorithm

We study the problem of distributed estimation based on the affine projection algorithm (APA), which is developed from Newton`s method for minimizing a cost function. The proposed solution is formulated to ameliorate the limited convergence properties of least-mean-square (LMS) type distributed adaptive filters with colored inputs. The analysis of transient and steady-state performances at each individual node within the network is developed by using a weighted spatial-temporal energy conservation relation and confirmed by computer simulations. The simulation results also verify that the proposed algorithm provides not only a faster convergence rate but also an improved steady-state performance as compared to an LMS-based scheme. In addition, the new approach attains an acceptable misadjustment performance with lower computational and memory cost, provided the number of regressor vectors and filter length parameters are appropriately chosen, as compared to a distributed recursive-least-squares (RLS) based method.

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.

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.