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 the classification of mixed construction and demolition waste aggregate by porosity and its impact on the mechanical performance of concrete

The properties of recycled aggregate produced from mixed (masonry and concrete) construction and demolition (C&D) waste are highly variable, and this restricts the use of such aggregate in structural concrete production. The development of classification techniques capable of reducing this variability is instrumental for quality control purposes and the production of high quality C&D aggregate. This paper investigates how the classification of C&D mixed coarse aggregate according to porosity influences the mechanical performance of concrete. Concretes using a variety of C&D aggregate porosity classes and different water/cement ratios were produced and the mechanical properties measured. For concretes produced with constant volume fractions of water, cement, natural sand and coarse aggregate from recycled mixed C&D waste, the compressive strength and Young modulus are direct exponential functions of the aggregate porosity. Sink and float technique is a simple laboratory density separation tool that facilitates the separation of cement particles with lower porosity, a difficult task when done only by visual sorting. For this experiment, separation using a 2.2 kg/dmA(3) suspension produced recycled aggregate (porosity less than 17%) which yielded good performance in concrete production. Industrial gravity separators may lead to the production of high quality recycled aggregate from mixed C&D waste for structural concrete applications.

The Poisson-exponential lifetime distribution

In this paper we proposed a new two-parameters lifetime distribution with increasing failure rate. The new distribution arises on a latent complementary risk problem base. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulae for its reliability and failure rate functions, quantiles and moments, including the mean and variance. A simple EM-type algorithm for iteratively computing maximum likelihood estimates is presented. The Fisher information matrix is derived analytically in order to obtaining the asymptotic covariance matrix. The methodology is illustrated on a real data set. (C) 2010 Elsevier B.V. All rights reserved.

Exponential Rates of Convergence in the Ergodic Theorem: A Constructive Approach

We prove that, once an algorithm of perfect simulation for a stationary and ergodic random field F taking values in S(Zd), S a bounded subset of R(n), is provided, the speed of convergence in the mean ergodic theorem occurs exponentially fast for F. Applications from (non-equilibrium) statistical mechanics and interacting particle systems are presented.

Executive dysfunction in children and adolescents with temporal lobe epilepsy: Is the Wisconsin Card Sorting Test enough?

The Wisconsin Card Sorting Test (WCST) is the gold standard in the evaluation of executive dysfunction (ED) in patients with temporal lobe epilepsy (TLE). We evaluated 35 children with TLE and 25 healthy controls with the WCST and with a more comprehensive battery. Among the children with TLE, 77.14% showed impairment on the WCST. On other tests (Wechsler Intelligence Scale for Children-Digit Forward, Matching Familiar Figures Test, Trail Making Test, Word Fluency, Finger Windows, and Number-Letter Memory), impairment was demonstrated in 94.29%. The authors concluded that the WCST is a good paradigm to measure executive impairment in children with TLE: however, it may be not enough. Evaluation performed only with the WCST not only underestimated the number of patients with ED, but also missed relevant information regarding the type of ED. (C) 2009 Elsevier Inc. All rights reserved.

INDEFINITE QUASILINEAR ELLIPTIC EQUATIONS IN EXTERIOR DOMAINS WITH EXPONENTIAL CRITICAL GROWTH

This paper is concerned with the existence of solutions for the quasilinear problem {-div(vertical bar del u vertical bar(N-2) del u) + vertical bar u vertical bar(N-2) u = a(x)g(u) in Omega u = 0 on partial derivative Omega, where Omega subset of R(N) (N >= 2) is an exterior domain; that is, Omega = R(N)\omega, where omega subset of R(N) is a bounded domain, the nonlinearity g(u) has an exponential critical growth at infinity and a(x) is a continuous function and changes sign in Omega. A variational method is applied to establish the existence of a nontrivial solution for the above problem.

The complementary exponential power lifetime model

In this paper we propose a new lifetime distribution which can handle bathtub-shaped unimodal increasing and decreasing hazard rate functions The model has three parameters and generalizes the exponential power distribution proposed by Smith and Bain (1975) with the inclusion of an additional shape parameter The maximum likelihood estimation procedure is discussed A small-scale simulation study examines the performance of the likelihood ratio statistics under small and moderate sized samples Three real datasets Illustrate the methodology (C) 2010 Elsevier B V All rights reserved

The complementary exponential geometric distribution: Model, properties, and a comparison with its counterpart

In this paper, we proposed a new two-parameter lifetime distribution with increasing failure rate, the complementary exponential geometric distribution, which is complementary to the exponential geometric model proposed by Adamidis and Loukas (1998). The new distribution arises on a latent complementary risks scenario, in which the lifetime associated with a particular risk is not observable; rather, we observe only the maximum lifetime value among all risks. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulas for its reliability and failure rate functions, moments, including the mean and variance, variation coefficient, and modal value. The parameter estimation is based on the usual maximum likelihood approach. We report the results of a misspecification simulation study performed in order to assess the extent of misspecification errors when testing the exponential geometric distribution against our complementary one in the presence of different sample size and censoring percentage. The methodology is illustrated on four real datasets; we also make a comparison between both modeling approaches. (C) 2011 Elsevier B.V. All rights reserved.

Asymptotic Skewness in Exponential Family Nonlinear Models

In this article, we give an asymptotic formula of order n(-1/2), where n is the sample size, for the skewness of the distributions of the maximum likelihood estimates of the parameters in exponencial family nonlinear models. We generalize the result by Cordeiro and Cordeiro ( 2001). The formula is given in matrix notation and is very suitable for computer implementation and to obtain closed form expressions for a great variety of models. Some special cases and two applications are discussed.

Skovgaard`s adjustment to likelihood ratio tests in exponential family nonlinear models

Likelihood ratio tests can be substantially size distorted in small- and moderate-sized samples. In this paper, we apply Skovgaard`s [Skovgaard, I.M., 2001. Likelihood asymptotics. Scandinavian journal of Statistics 28, 3-321] adjusted likelihood ratio statistic to exponential family nonlinear models. We show that the adjustment term has a simple compact form that can be easily implemented from standard statistical software. The adjusted statistic is approximately distributed as X(2) with high degree of accuracy. It is applicable in wide generality since it allows both the parameter of interest and the nuisance parameter to be vector-valued. Unlike the modified profile likelihood ratio statistic obtained from Cox and Reid [Cox, D.R., Reid, N., 1987. Parameter orthogonality and approximate conditional inference. journal of the Royal Statistical Society B49, 1-39], the adjusted statistic proposed here does not require an orthogonal parameterization. Numerical comparison of likelihood-based tests of varying dispersion favors the test we propose and a Bartlett-corrected version of the modified profile likelihood ratio test recently obtained by Cysneiros and Ferrari [Cysneiros, A.H.M.A., Ferrari, S.L.P., 2006. An improved likelihood ratio test for varying dispersion in exponential family nonlinear models. Statistics and Probability Letters 76 (3), 255-265]. (C) 2008 Elsevier B.V. All rights reserved.

Local power of some tests in exponential family nonlinear models

In this paper we obtain asymptotic expansions up to order n(-1/2) for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in exponential family nonlinear models (Cordeiro and Paula, 1989), under a sequence of Pitman alternatives. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the dispersion parameter, thus generalising the results given in Cordeiro et al. (1994) and Ferrari et al. (1997). We also present Monte Carlo simulations in order to compare the finite-sample performance of these tests. (C) 2010 Elsevier B.V. All rights reserved.

Um modelo estocástico combinado de previsão sazonal para a precipitação no Brasil

Este artigo discute um modelo de previsão combinada para a realização de prognósticos climáticos na escala sazonal. Nele, previsões pontuais de modelos estocásticos são agregadas para obter as melhores projeções no tempo. Utilizam-se modelos estocásticos autoregressivos integrados a médias móveis, de suavização exponencial e previsões por análise de correlações canônicas. O controle de qualidade das previsões é feito através da análise dos resíduos e da avaliação do percentual de redução da variância não-explicada da modelagem combinada em relação às previsões dos modelos individuais. Exemplos da aplicação desses conceitos em modelos desenvolvidos no Instituto Nacional de Meteorologia (INMET) mostram bons resultados e ilustram que as previsões do modelo combinado, superam na maior parte dos casos a de cada modelo componente, quando comparadas aos dados observados.

Categorization skills and recall in brain damaged children: a multiple case study

During development, children become capable of categorically associating stimuli and of using these relationships for memory recall. Brain damage in childhood can interfere with this development. This study investigated categorical association of stimuli and recall in four children with brain damages. The etiology, topography and timing of the lesions were diverse. Tasks included naming and immediate recall of 30 perceptually and semantically related figures, free sorting, delayed recall, and cued recall of the same material. Traditional neuropsychological tests were also employed. Two children with brain damage sustained in middle childhood relied on perceptual rather than on categorical associations in making associations between figures and showed deficits in delayed or cued recall, in contrast to those with perinatal lesions. One child exhibited normal performance in recall despite categorical association deficits. The present results suggest that brain damaged children show deficits in categorization and recall that are not usually identified in traditional neuropsychological tests.

Photo-fenton degradation of poly(Ethyleneglycol)

Polyethyleneglycol (PEG) was photooxidized in a photo-Fenton system and results compared with the dark reaction. The products were analysed using GPC and HPLC. In the absence of light, PEG samples needed 490 min to reduce their w by 50%, whereas under UV irradiation, only 10 min were necessary. The exponential decay of w with a concomitant increase in polydispersity and number of average chain scission, characterized a random chain scission mechanism. The degradation products of PEG in both systems showed the presence of lower molecular weight products, including smaller ethyleneglycols and formic acid. The mechanism involves consecutive processes, were the larger ethyleneglycols give rise, successively, to smaller ones. This suggests that the mechanism involves successive scissions of the polymer chain. Irradiated samples decomposed faster than those kept in the dark This study proves that the foto-Fenton method associated with UV-light is a good reactant for PEG photodegradation.

Time resolved emission spectroscopy of poly(2,5-dicyano-p-phenylene-vinylene) films

Films of poly (2,5-dicyano-p-phenylene vinylene), DCNPPV, were obtained by electrochemical synthesis over gold thin layer (20 nm) transparent electrode deposited on a glass plate. The DCNPPV films of 4 µm thickness were produced by electropolymerization process of α,α,α',α'-tetrabromo-2-5-dicyano-p-xilene at different applied potentials (-0.15, -0.25, -0.40, -0.60, -0.80, and -1.0 V) using 0.1 mol L-1 of tetraethylammonium bromide in acetonitrile as the supporting electrolyte. The emission decays have three exponential components: a fast component in the picosecond range (200-400 ps), and two other of about one and five nanoseconds at 293 K. The fluorescence quenching process seems to occur by exciton trapping in a low-energy site and quenching by residual bromine monomer attached at the end of the polymer chain. However, the electrochemical synthesis generates entrapped bromide or ion pairs during the growth step of the film which also contributes to the deactivation. The change of the electrolyte from bromide to perchlorate reduces significantly this additional quenching effect by allowing ion exchange of formed bromide with the nonquenching perchloride anion.