43 resultados para Lanczos, Linear systems, Generalized cross validation

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)


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Soils are an important component in the biogeochemical cycle of carbon, storing about four times more carbon than biomass plants and nearly three times more than the atmosphere. Moreover, the carbon content is directly related on the capacity of water retention, fertility. among other properties. Thus, soil carbon quantification in field conditions is an important challenge related to carbon cycle and global climatic changes. Nowadays. Laser Induced Breakdown Spectroscopy (LIBS) can be used for qualitative elemental analyses without previous treatment of samples and the results are obtained quickly. New optical technologies made possible the portable LIBS systems and now, the great expectation is the development of methods that make possible quantitative measurements with LIBS. The goal of this work is to calibrate a portable LIBS system to carry out quantitative measures of carbon in whole tropical soil sample. For this, six samples from the Brazilian Cerrado region (Argisoil) were used. Tropical soils have large amounts of iron in their compositions, so the carbon line at 247.86 nm presents strong interference of this element (iron lines at 247.86 and 247.95). For this reason, in this work the carbon line at 193.03 nm was used. Using methods of statistical analysis as a simple linear regression, multivariate linear regression and cross-validation were possible to obtain correlation coefficients higher than 0.91. These results show the great potential of using portable LIBS systems for quantitative carbon measurements in tropical soils. (C) 2008 Elsevier B.V. All rights reserved.

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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.

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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.

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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.

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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.

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Objective: Several limitations of published bioelectrical impedance analysis (BIA) equations have been reported. The aims were to develop in a multiethnic, elderly population a new prediction equation and cross-validate it along with some published BIA equations for estimating fat-free mass using deuterium oxide dilution as the reference method. Design and setting: Cross-sectional study of elderly from five developing countries. Methods: Total body water (TBW) measured by deuterium dilution was used to determine fat-free mass (FFM) in 383 subjects. Anthropometric and BIA variables were also measured. Only 377 subjects were included for the analysis, randomly divided into development and cross-validation groups after stratified by gender. Stepwise model selection was used to generate the model and Bland Altman analysis was used to test agreement. Results: FFM = 2.95 - 3.89 (Gender) + 0.514 (Ht(2)/Z) + 0.090 (Waist) + 0.156 (Body weight). The model fit parameters were an R(2), total F-Ratio, and the SEE of 0.88, 314.3, and 3.3, respectively. None of the published BIA equations met the criteria for agreement. The new BIA equation underestimated FFM by just 0.3 kg in the cross-validation sample. The mean of the difference between FFM by TBW and the new BIA equation were not significantly different; 95% of the differences were between the limits of agreement of -6.3 to 6.9 kg of FFM. There was no significant association between the mean of the differences and their averages (r = 0.008 and p = 0.2). Conclusions: This new BIA equation offers a valid option compared with some of the current published BIA equations to estimate FFM in elderly subjects from five developing countries.

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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.

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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.

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The estimation of data transformation is very useful to yield response variables satisfying closely a normal linear model, Generalized linear models enable the fitting of models to a wide range of data types. These models are based on exponential dispersion models. We propose a new class of transformed generalized linear models to extend the Box and Cox models and the generalized linear models. We use the generalized linear model framework to fit these models and discuss maximum likelihood estimation and inference. We give a simple formula to estimate the parameter that index the transformation of the response variable for a subclass of models. We also give a simple formula to estimate the rth moment of the original dependent variable. We explore the possibility of using these models to time series data to extend the generalized autoregressive moving average models discussed by Benjamin er al. [Generalized autoregressive moving average models. J. Amer. Statist. Assoc. 98, 214-223]. The usefulness of these models is illustrated in a Simulation study and in applications to three real data sets. (C) 2009 Elsevier B.V. All rights reserved.

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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.

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This paper studies a nonlinear, discrete-time matrix system arising in the stability analysis of Kalman filters. These systems present an internal coupling between the state components that gives rise to complex dynamic behavior. The problem of partial stability, which requires that a specific component of the state of the system converge exponentially, is studied and solved. The convergent state component is strongly linked with the behavior of Kalman filters, since it can be used to provide bounds for the error covariance matrix under uncertainties in the noise measurements. We exploit the special features of the system-mainly the connections with linear systems-to obtain an algebraic test for partial stability. Finally, motivated by applications in which polynomial divergence of the estimates is acceptable, we study and solve a partial semistability problem.

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This paper deals with the H(infinity) recursive estimation problem for general rectangular time-variant descriptor systems in discrete time. Riccati-equation based recursions for filtered and predicted estimates are developed based on a data fitting approach and game theory. In this approach, the nature determines a state sequence seeking to maximize the estimation cost, whereas the estimator tries to find an estimate that brings the estimation cost to a minimum. A solution exists for a specified gamma-level if the resulting cost is positive. In order to present some computational alternatives to the H(infinity) filters developed, they are rewritten in information form along with the respective array algorithms. (C) 2009 Elsevier Ltd. All rights reserved.

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This paper deals with the problem of state prediction for descriptor systems subject to bounded uncertainties. The problem is stated in terms of the optimization of an appropriate quadratic functional. This functional is well suited to derive not only the robust predictor for descriptor systems but also that for usual state-space systems. Numerical examples are included in order to demonstrate the performance of this new filter. (C) 2008 Elsevier Ltd. All rights reserved.

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This paper concern the development of a stable model predictive controller (MPC) to be integrated with real time optimization (RTO) in the control structure of a process system with stable and integrating outputs. The real time process optimizer produces Optimal targets for the system inputs and for Outputs that Should be dynamically implemented by the MPC controller. This paper is based oil a previous work (Comput. Chem. Eng. 2005, 29, 1089) where a nominally stable MPC was proposed for systems with the conventional control approach where only the outputs have set points. This work is also based oil the work of Gonzalez et at. (J. Process Control 2009, 19, 110) where the zone control of stable systems is studied. The new control for is obtained by defining ail extended control objective that includes input targets and zone controller the outputs. Additional decision variables are also defined to increase the set of feasible solutions to the control problem. The hard constraints resulting from the cancellation of the integrating modes Lit the end of the control horizon are softened,, and the resulting control problem is made feasible to a large class of unknown disturbances and changes of the optimizing targets. The methods are illustrated with the simulated application of the proposed,approaches to a distillation column of the oil refining industry.

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The DSSAT/CANEGRO model was parameterized and its predictions evaluated using data from five sugarcane (Sacchetrum spp.) experiments conducted in southern Brazil. The data used are from two of the most important Brazilian cultivars. Some parameters whose values were either directly measured or considered to be well known were not adjusted. Ten of the 20 parameters were optimized using a Generalized Likelihood Uncertainty Estimation (GLUE) algorithm using the leave-one-out cross-validation technique. Model predictions were evaluated using measured data of leaf area index (LA!), stalk and aerial dry mass, sucrose content, and soil water content, using bias, root mean squared error (RMSE), modeling efficiency (Eff), correlation coefficient, and agreement index. The Decision Support System for Agrotechnology Transfer (DSSAT)/CANEGRO model simulated the sugarcane crop in southern Brazil well, using the parameterization reported here. The soil water content predictions were better for rainfed (mean RMSE = 0.122mm) than for irrigated treatment (mean RMSE = 0.214mm). Predictions were best for aerial dry mass (Eff = 0.850), followed by stalk dry mass (Eff = 0.765) and then sucrose mass (Eff = 0.170). Number of green leaves showed the worst fit (Eff = -2.300). The cross-validation technique permits using multiple datasets that would have limited use if used independently because of the heterogeneity of measures and measurement strategies.