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.

Fuzzy pole placement based on piecewise Lyapunov functions

This paper presents a controller design method for fuzzy dynamic systems based on piecewise Lyapunov functions with constraints on the closed-loop pole location. The main idea is to use switched controllers to locate the poles of the system to obtain a satisfactory transient response. It is shown that the global fuzzy system satisfies the requirements for the design and that the control law can be obtained by solving a set of linear matrix inequalities, which can be efficiently solved with commercially available softwares. An example is given to illustrate the application of the proposed method. Copyright (C) 2009 John Wiley & Sons, Ltd.

An algorithm for computerized automatic tuning of power system stabilizers

The main objective of this paper is to relieve the power system engineers from the burden of the complex and time-consuming process of power system stabilizer (PSS) tuning. To achieve this goal, the paper proposes an automatic process for computerized tuning of PSSs, which is based on an iterative process that uses a linear matrix inequality (LMI) solver to find the PSS parameters. It is shown in the paper that PSS tuning can be written as a search problem over a non-convex feasible set. The proposed algorithm solves this feasibility problem using an iterative LMI approach and a suitable initial condition, corresponding to a PSS designed for nominal operating conditions only (which is a quite simple task, since the required phase compensation is uniquely defined). Some knowledge about the PSS tuning is also incorporated in the algorithm through the specification of bounds defining the allowable PSS parameters. The application of the proposed algorithm to a benchmark test system and the nonlinear simulation of the resulting closed-loop models demonstrate the efficiency of this algorithm. (C) 2009 Elsevier Ltd. All rights reserved.

Experimental results on the nonlinear H(infinity) control via quasi-LPV representation and game theory for wheeled mobile robots

In this paper, nonlinear dynamic equations of a wheeled mobile robot are described in the state-space form where the parameters are part of the state (angular velocities of the wheels). This representation, known as quasi-linear parameter varying, is useful for control designs based on nonlinear H(infinity) approaches. Two nonlinear H(infinity) controllers that guarantee induced L(2)-norm, between input (disturbances) and output signals, bounded by an attenuation level gamma, are used to control a wheeled mobile robot. These controllers are solved via linear matrix inequalities and algebraic Riccati equation. Experimental results are presented, with a comparative study among these robust control strategies and the standard computed torque, plus proportional-derivative, controller.

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.

Automatic tuning method for the design of supplementary damping controllers for flexible alternating current transmission system devices

The design of supplementary damping controllers to mitigate the effects of electromechanical oscillations in power systems is a highly complex and time-consuming process, which requires a significant amount of knowledge from the part of the designer. In this study, the authors propose an automatic technique that takes the burden of tuning the controller parameters away from the power engineer and places it on the computer. Unlike other approaches that do the same based on robust control theories or evolutionary computing techniques, our proposed procedure uses an optimisation algorithm that works over a formulation of the classical tuning problem in terms of bilinear matrix inequalities. Using this formulation, it is possible to apply linear matrix inequality solvers to find a solution to the tuning problem via an iterative process, with the advantage that these solvers are widely available and have well-known convergence properties. The proposed algorithm is applied to tune the parameters of supplementary controllers for thyristor controlled series capacitors placed in the New England/New York benchmark test system, aiming at the improvement of the damping factor of inter-area modes, under several different operating conditions. The results of the linear analysis are validated by non-linear simulation and demonstrate the effectiveness of the proposed procedure.

Gender and schooling inequalities in risk and protective factors for chronic diseases among Brazilian adults, through telephone survey

OBJECTIVES: To assess risk and protective factors for chronic noncommunicable diseases (CNCD) and to identify social inequalities in their distribution among Brazilian adults. METHODS: The data used were collected in 2007 through VIGITEL, an ongoing population-based telephone survey. This surveillance system was implemented in all of the Brazilian State capitals, over 54,000 interviews were analyzed. Age-adjusted prevalence ratios for trends at different schooling levels were calculated using Poisson regression with linear models. RESULTS: These analyses have shown differences in the prevalence of risk and protective factors for CNCD by gender and schooling. Among men, the prevalence ratios of overweight, consumption of meat with visible fat, and dyslipidemia were higher among men with more schooling, while tobacco use, sedentary lifestyle, and high-blood pressure were lower. Among women, tobacco use, overweight, obesity, high-blood pressure and diabetes were lower among men with more schooling, and consumption of meat with visible fat and sedentary lifestyles were higher. As for protective factors, fruit and vegetables intake and physical activity were higher in both men and women with more schooling. CONCLUSION: Gender and schooling influence on risk and protective factors for CNCD, being the values less favorable for men. vigitel is a useful tool for monitoring these factors amongst the Brazilian population.

Inequalities in mortality of men by oral and pharyngeal cancer in Barcelona, Spain and Sao Paulo, Brazil, 1995-2003

Background: Large inequalities of mortality by most cancers in general, by mouth and pharynx cancer in particular, have been associated to behaviour and geopolitical factors. The assessment of socioeconomic covariates of cancer mortality may be relevant to a full comprehension of distal determinants of the disease, and to appraise opportune interventions. The objective of this study was to compare socioeconomic inequalities in male mortality by oral and pharyngeal cancer in two major cities of Europe and South America. Methods: The official system of information on mortality provided data on deaths in each city; general censuses informed population data. Age-adjusted death rates by oral and pharyngeal cancer for men were independently assessed for neighbourhoods of Barcelona, Spain, and Sao Paulo, Brazil, from 1995 to 2003. Uniform methodological criteria instructed the comparative assessment of magnitude, trends and spatial distribution of mortality. General linear models assessed ecologic correlations between death rates and socioeconomic indices (unemployment, schooling levels and the human development index) at the inner-city area level. Results obtained for each city were subsequently compared. Results: Mortality of men by oral and pharyngeal cancer ranked higher in Barcelona (9.45 yearly deaths per 100,000 male inhabitants) than in Spain and Europe as a whole; rates were on decrease. Sao Paulo presented a poorer profile, with higher magnitude (11.86) and stationary trend. The appraisal of ecologic correlations indicated an unequal and inequitably distributed burden of disease in both cities, with poorer areas tending to present higher mortality. Barcelona had a larger gradient of mortality than Sao Paulo, indicating a higher inequality of cancer deaths across its neighbourhoods. Conclusion: The quantitative monitoring of inequalities in health may contribute to the formulation of redistributive policies aimed at the concurrent promotion of wellbeing and social justice. The assessment of groups experiencing a higher burden of disease can instruct health services to provide additional resources for expanding preventive actions and facilities aimed at early diagnosis, standardized treatments and rehabilitation.

A simple method for non-linear analysis of steel fiber reinforced concrete

This paper proposes a physical non-linear formulation to deal with steel fiber reinforced concrete by the finite element method. The proposed formulation allows the consideration of short or long fibers placed arbitrarily inside a continuum domain (matrix). The most important feature of the formulation is that no additional degree of freedom is introduced in the pre-existent finite element numerical system to consider any distribution or quantity of fiber inclusions. In other words, the size of the system of equations used to solve a non-reinforced medium is the same as the one used to solve the reinforced counterpart. Another important characteristic of the formulation is the reduced work required by the user to introduce reinforcements, avoiding ""rebar"" elements, node by node geometrical definitions or even complex mesh generation. Bounded connection between long fibers and continuum is considered, for short fibers a simplified approach is proposed to consider splitting. Non-associative plasticity is adopted for the continuum and one dimensional plasticity is adopted to model fibers. Examples are presented in order to show the capabilities of the formulation.

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.

Matrix metalloproteinase 9 gene haplotypes affect left ventricular hypertrophy in hypertensive patients

Background: Matrix metalloproteinases (MMPs) are involved in cardiac remodeling and are encoded by genes showing genetic polymorphisms that have functional implications. We examined whether MMP-9 genetic polymorphisms are associated with hypertension and with left ventricular (LV) remodeling in hypertensive patients. Methods: We studied 173 hypertensive patients and 137 age, race and gender matched healthy controls. Heart echocardiography was performed in all patients and the following MMP-9 genetic polymorphisms were analyzed: C-(1562)T (rs3918242). -90 (CA)(14-24) (rs2234681) and Q279R (rs17576). Haplo.stats analysis was used to assess whether MMP-9 haplotypes are associated with hypertension. Linear regression analysis was performed to assess whether MMP-9 haplotypes affect LV mass index (LVMI) and other echocardiography parameters. Results: MMP-9 90 (CA)14-24 ""HH"" genotype (H allele defined by number of CA repeats >= 21) was associated with hypertension (P = 0.0085; OR = 2.321, 95% confidence interval = 1.250 to 4.309). While one MMP-9 haplotype (""C. H, Q"") protects against LVMI and end-diastolic diameter increases due to remodeling (P = 0.0490 and P = 0.0367), another MMP-9 haplotype apparently has detrimental effects over both parameters in hypertensive patients (""T, H. Q"", P = 0.0015 and P = 0.0057. respectively). Conclusion: Genetic polymorphisms in MMP-9 gene may modify the susceptibility of hypertensive patients to LV remodeling. Further studies are necessary to examine whether these polymorphisms affect clinical events in hypertensive patients. (C) 2010 Elsevier B.V. All rights reserved.

Acellular dermal matrix as a barrier in guided bone regeneration: a clinical, radiographic and histomorphometric study in dogs

Objectives The purpose of this study was to evaluate the effectiveness of the acellular dermal matrix (ADM) as a membrane for guided bone regeneration (GBR), in comparison with a bioabsorbable membrane. Material and methods In seven dogs, the mandibular pre-molars were extracted. After 8 weeks, one bone defect was surgically created bilaterally and the GBR was performed. Each side was randomly assigned to the control group (CG: bioabsorbable membrane made of glycolide and lactide copolymer) or the test group (TG: ADM as a membrane). Immediately following GBR, standardized digital X-ray radiographs were taken, and were repeated at 8 and 16 weeks post-operatively. Before the GBR and euthanasia, clinical measurements of the width and thickness of the keratinized tissue (WKT and TKT, respectively) were performed. One animal was excluded from the study due to complications in the TG during wound healing; therefore, six dogs remained in the sample. The dogs were sacrificed 16 weeks following GBR, and a histomorphometric analysis was performed. Area measurements of new tissue and new bone, and linear measurements of bone height were performed. Results Post-operative healing of the CG was uneventful. In the TG membrane was exposed in two animals, and one of them was excluded from the sample. There were no statistically significant differences between the groups for any histomorphometric measurement. Clinically, both groups showed an increase in the TKT and a reduction in the WKT. Radiographically, an image suggestive of new bone formation could be observed in both groups at 8 and 16 weeks following GBR. Conclusion ADM acted as a barrier in GBR, with clinical, radiographic and histomorphometric results similar to those obtained with the bioabsorbable membrane. To cite this article:Borges GJ, Novaes AB Jr, de Moraes Grisi MF, Palioto DB, Taba M Jr, de Souza SLS. Acellular dermal matrix as a barrier in guided bone regeneration: a clinical, radiographic and histomorphometric study in dogs.Clin. Oral Impl. Res. 20, 2009; 1105-1115.

On S-matrix factorization of the Landau-Lifshitz model

We consider the three-particle scattering S-matrix for the Landau-Lifshitz model by directly computing the set of the Feynman diagrams up to the second order. We show, following the analogous computations for the non-linear Schrdinger model [1, 2], that the three-particle S-matrix is factorizable in the first non-trivial order.

Hyperfine and magnetic properties of Fe-Cu clusters and Fe precipitates embedded in a Cu matrix

Using the first-principles real-space linear muffin-tin orbital method within the atomic sphere approximation (RS-LMTO-ASA) we study hyperfine and local magnetic properties of substituted pure Fe and Fe-Cu clusters in an fcc Cu matrix. Spin and orbital contributions to magnetic moments, hyperfine fields and the Mossbauer isomer shifts at the Fe sites in Fe precipitates and Fe-Cu alloy clusters of sizes up to 60 Fe atoms embedded in the Cu matrix are calculated and the influence of the local environment on these properties is discussed.

Augmented Lagrangian methods under the constant positive linear dependence constraint qualification

Two Augmented Lagrangian algorithms for solving KKT systems are introduced. The algorithms differ in the way in which penalty parameters are updated. Possibly infeasible accumulation points are characterized. It is proved that feasible limit points that satisfy the Constant Positive Linear Dependence constraint qualification are KKT solutions. Boundedness of the penalty parameters is proved under suitable assumptions. Numerical experiments are presented.