Recursive linear estimation for general discrete-time descriptor systems

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.

Sampling, WLS, and Mixed Models

Mixed models may be defined with or without reference to sampling, and can be used to predict realized random effects, as when estimating the latent values of study subjects measured with response error. When the model is specified without reference to sampling, a simple mixed model includes two random variables, one stemming from an exchangeable distribution of latent values of study subjects and the other, from the study subjects` response error distributions. Positive probabilities are assigned to both potentially realizable responses and artificial responses that are not potentially realizable, resulting in artificial latent values. In contrast, finite population mixed models represent the two-stage process of sampling subjects and measuring their responses, where positive probabilities are only assigned to potentially realizable responses. A comparison of the estimators over the same potentially realizable responses indicates that the optimal linear mixed model estimator (the usual best linear unbiased predictor, BLUP) is often (but not always) more accurate than the comparable finite population mixed model estimator (the FPMM BLUP). We examine a simple example and provide the basis for a broader discussion of the role of conditioning, sampling, and model assumptions in developing inference.

Some classes of semisimple group (and loop) algebras over finite fields

We determine the structure of the semisimple group algebra of certain groups over the rationals and over those finite fields where the Wedderburn decompositions have the least number of simple components We apply our work to obtain similar information about the loop algebras of mdecomposable RA loops and to produce negative answers to the isomorphism problem over various fields (C) 2010 Elsevier Inc All rights reserved

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

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.

An approach of optimal sensitivity applied in the tertiary loop of the automatic generation control

This paper proposes an approach of optimal sensitivity applied in the tertiary loop of the automatic generation control. The approach is based on the theorem of non-linear perturbation. From an optimal operation point obtained by an optimal power flow a new optimal operation point is directly determined after a perturbation, i.e., without the necessity of an iterative process. This new optimal operation point satisfies the constraints of the problem for small perturbation in the loads. The participation factors and the voltage set point of the automatic voltage regulators (AVR) of the generators are determined by the technique of optimal sensitivity, considering the effects of the active power losses minimization and the network constraints. The participation factors and voltage set point of the generators are supplied directly to a computational program of dynamic simulation of the automatic generation control, named by power sensitivity mode. Test results are presented to show the good performance of this approach. (C) 2008 Elsevier B.V. All rights reserved.

One-time signature scheme from syndrome decoding over generic error-correcting codes

We describe a one-time signature scheme based on the hardness of the syndrome decoding problem, and prove it secure in the random oracle model. Our proposal can be instantiated on general linear error correcting codes, rather than restricted families like alternant codes for which a decoding trapdoor is known to exist. (C) 2010 Elsevier Inc. All rights reserved,

Toward Optimal Design of Piezoelectric Transducers Based on Multifunctional and Smoothly Graded Hybrid Material Systems

This work explores the design of piezoelectric transducers based on functional material gradation, here named functionally graded piezoelectric transducer (FGPT). Depending on the applications, FGPTs must achieve several goals, which are essentially related to the transducer resonance frequency, vibration modes, and excitation strength at specific resonance frequencies. Several approaches can be used to achieve these goals; however, this work focuses on finding the optimal material gradation of FGPTs by means of topology optimization. Three objective functions are proposed: (i) to obtain the FGPT optimal material gradation for maximizing specified resonance frequencies; (ii) to design piezoelectric resonators, thus, the optimal material gradation is found for achieving desirable eigenvalues and eigenmodes; and (iii) to find the optimal material distribution of FGPTs, which maximizes specified excitation strength. To track the desirable vibration mode, a mode-tracking method utilizing the `modal assurance criterion` is applied. The continuous change of piezoelectric, dielectric, and elastic properties is achieved by using the graded finite element concept. The optimization algorithm is constructed based on sequential linear programming, and the concept of continuum approximation of material distribution. To illustrate the method, 2D FGPTs are designed for each objective function. In addition, the FGPT performance is compared with the non-FGPT one.

Optimal synthesis of anaerobic digester networks

The objective of this paper is to develop a mathematical model for the synthesis of anaerobic digester networks based on the optimization of a superstructure that relies on a non-linear programming formulation. The proposed model contains the kinetic and hydraulic equations developed by Pontes and Pinto [Chemical Engineering journal 122 (2006) 65-80] for two types of digesters, namely UASB (Upflow Anaerobic Sludge Blanket) and EGSB (Expanded Granular Sludge Bed) reactors. The objective function minimizes the overall sum of the reactor volumes. The optimization results show that a recycle stream is only effective in case of a reactor with short-circuit, such as the UASB reactor. Sensitivity analysis was performed in the one and two-digester network superstructures, for the following parameters: UASB reactor short-circuit fraction and the EGSB reactor maximum organic load, and the corresponding results vary considerably in terms of digester volumes. Scenarios for three and four-digester network superstructures were optimized and compared with the results from fewer digesters. (C) 2009 Elsevier B.V. All rights reserved.

Optimal synthesis of Fenton reactor networks for phenol degradation

There is an increasing need to treat effluents contaminated with phenol with advanced oxidation processes (AOPs) to minimize their impact on the environment as well as on bacteriological populations of other wastewater treatment systems. One of the most promising AOPs is the Fenton process that relies on the Fenton reaction. Nevertheless, there are no systematic studies on Fenton reactor networks. The objective of this paper is to develop a strategy for the optimal synthesis of Fenton reactor networks. The strategy is based on a superstructure optimization approach that is represented as a mixed integer non-linear programming (MINLP) model. Network superstructures with multiple Fenton reactors are optimized with the objective of minimizing the sum of capital, operation and depreciation costs of the effluent treatment system. The optimal solutions obtained provide the reactor volumes and network configuration, as well as the quantities of the reactants used in the Fenton process. Examples based on a case study show that multi-reactor networks yield decrease of up to 45% in overall costs for the treatment plant. (C) 2010 The Institution of Chemical Engineers. Published by Elsevier B.V. All rights reserved.

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.

A decision support system to facilitate management of patients with acute gastrointestinal bleeding

Objective: To develop a model to predict the bleeding source and identify the cohort amongst patients with acute gastrointestinal bleeding (GIB) who require urgent intervention, including endoscopy. Patients with acute GIB, an unpredictable event, are most commonly evaluated and managed by non-gastroenterologists. Rapid and consistently reliable risk stratification of patients with acute GIB for urgent endoscopy may potentially improve outcomes amongst such patients by targeting scarce health-care resources to those who need it the most. Design and methods: Using ICD-9 codes for acute GIB, 189 patients with acute GIB and all. available data variables required to develop and test models were identified from a hospital medical records database. Data on 122 patients was utilized for development of the model and on 67 patients utilized to perform comparative analysis of the models. Clinical data such as presenting signs and symptoms, demographic data, presence of co-morbidities, laboratory data and corresponding endoscopic diagnosis and outcomes were collected. Clinical data and endoscopic diagnosis collected for each patient was utilized to retrospectively ascertain optimal management for each patient. Clinical presentations and corresponding treatment was utilized as training examples. Eight mathematical models including artificial neural network (ANN), support vector machine (SVM), k-nearest neighbor, linear discriminant analysis (LDA), shrunken centroid (SC), random forest (RF), logistic regression, and boosting were trained and tested. The performance of these models was compared using standard statistical analysis and ROC curves. Results: Overall the random forest model best predicted the source, need for resuscitation, and disposition with accuracies of approximately 80% or higher (accuracy for endoscopy was greater than 75%). The area under ROC curve for RF was greater than 0.85, indicating excellent performance by the random forest model Conclusion: While most mathematical models are effective as a decision support system for evaluation and management of patients with acute GIB, in our testing, the RF model consistently demonstrated the best performance. Amongst patients presenting with acute GIB, mathematical models may facilitate the identification of the source of GIB, need for intervention and allow optimization of care and healthcare resource allocation; these however require further validation. (c) 2007 Elsevier B.V. All rights reserved.

Exact Search Directions for Optimization of Linear and Nonlinear Models Based on Generalized Orthonormal Functions

A novel technique for selecting the poles of orthonormal basis functions (OBF) in Volterra models of any order is presented. It is well-known that the usual large number of parameters required to describe the Volterra kernels can be significantly reduced by representing each kernel using an appropriate basis of orthonormal functions. Such a representation results in the so-called OBF Volterra model, which has a Wiener structure consisting of a linear dynamic generated by the orthonormal basis followed by a nonlinear static mapping given by the Volterra polynomial series. Aiming at optimizing the poles that fully parameterize the orthonormal bases, the exact gradients of the outputs of the orthonormal filters with respect to their poles are computed analytically by using a back-propagation-through-time technique. The expressions relative to the Kautz basis and to generalized orthonormal bases of functions (GOBF) are addressed; the ones related to the Laguerre basis follow straightforwardly as a particular case. The main innovation here is that the dynamic nature of the OBF filters is fully considered in the gradient computations. These gradients provide exact search directions for optimizing the poles of a given orthonormal basis. Such search directions can, in turn, be used as part of an optimization procedure to locate the minimum of a cost-function that takes into account the error of estimation of the system output. The Levenberg-Marquardt algorithm is adopted here as the optimization procedure. Unlike previous related work, the proposed approach relies solely on input-output data measured from the system to be modeled, i.e., no information about the Volterra kernels is required. Examples are presented to illustrate the application of this approach to the modeling of dynamic systems, including a real magnetic levitation system with nonlinear oscillatory behavior.

A game theoretical approach to the evolution of structured communication codes

Structured meaning-signal mappings, i.e., mappings that preserve neighborhood relationships by associating similar signals with similar meanings, are advantageous in an environment where signals are corrupted by noise and sub-optimal meaning inferences are rewarded as well. The evolution of these mappings, however, cannot be explained within a traditional language evolutionary game scenario in which individuals meet randomly because the evolutionary dynamics is trapped in local maxima that do not reflect the structure of the meaning and signal spaces. Here we use a simple game theoretical model to show analytically that when individuals adopting the same communication code meet more frequently than individuals using different codes-a result of the spatial organization of the population-then advantageous linguistic innovations can spread and take over the population. In addition, we report results of simulations in which an individual can communicate only with its K nearest neighbors and show that the probability that the lineage of a mutant that uses a more efficient communication code becomes fixed decreases exponentially with increasing K. These findings support the mother tongue hypothesis that human language evolved as a communication system used among kin, especially between mothers and offspring.

Linear dimensional changes in plaster die models using different elastomeric materials

Dental impression is an important step in the preparation of prostheses since it provides the reproduction of anatomic and surface details of teeth and adjacent structures. The objective of this study was to evaluate the linear dimensional alterations in gypsum dies obtained with different elastomeric materials, using a resin coping impression technique with individual shells. A master cast made of stainless steel with fixed prosthesis characteristics with two prepared abutment teeth was used to obtain the impressions. References points (A, B, C, D, E and F) were recorded on the occlusal and buccal surfaces of abutments to register the distances. The impressions were obtained using the following materials: polyether, mercaptan-polysulfide, addition silicone, and condensation silicone. The transfer impressions were made with custom trays and an irreversible hydrocolloid material and were poured with type IV gypsum. The distances between identified points in gypsum dies were measured using an optical microscope and the results were statistically analyzed by ANOVA (p < 0.05) and Tukey's test. The mean of the distances were registered as follows: addition silicone (AB = 13.6 µm, CD=15.0 µm, EF = 14.6 µm, GH=15.2 µm), mercaptan-polysulfide (AB = 36.0 µm, CD = 36.0 µm, EF = 39.6 µm, GH = 40.6 µm), polyether (AB = 35.2 µm, CD = 35.6 µm, EF = 39.4 µm, GH = 41.4 µm) and condensation silicone (AB = 69.2 µm, CD = 71.0 µm, EF = 80.6 µm, GH = 81.2 µm). All of the measurements found in gypsum dies were compared to those of a master cast. The results demonstrated that the addition silicone provides the best stability of the compounds tested, followed by polyether, polysulfide and condensation silicone. No statistical differences were obtained between polyether and mercaptan-polysulfide materials.

Correlation between metal-ceramic bond strength and coefficient of linear thermal expansion difference

The purpose of this study was to evaluate the metal-ceramic bond strength (MCBS) of 6 metal-ceramic pairs (2 Ni-Cr alloys and 1 Pd-Ag alloy with 2 dental ceramics) and correlate the MCBS values with the differences between the coefficients of linear thermal expansion (CTEs) of the metals and ceramics. Verabond (VB) Ni-Cr-Be alloy, Verabond II (VB2), Ni-Cr alloy, Pors-on 4 (P), Pd-Ag alloy, and IPS (I) and Duceram (D) ceramics were used for the MCBS test and dilatometric test. Forty-eight ceramic rings were built around metallic rods (3.0 mm in diameter and 70.0 mm in length) made from the evaluated alloys. The rods were subsequently embedded in gypsum cast in order to perform a tensile load test, which enabled calculating the CMBS. Five specimens (2.0 mm in diameter and 12.0 mm in length) of each material were made for the dilatometric test. The chromel-alumel thermocouple required for the test was welded into the metal test specimens and inserted into the ceramics. ANOVA and Tukey's test revealed significant differences (p=0.01) for the MCBS test results (MPa), with PI showing higher MCBS (67.72) than the other pairs, which did not present any significant differences. The CTE (10-6 oC-1) differences were: VBI (0.54), VBD (1.33), VB2I (-0.14), VB2D (0.63), PI (1.84) and PD (2.62). Pearson's correlation test (r=0.17) was performed to evaluate of correlation between MCBS and CTE differences. Within the limitations of this study and based on the obtained results, there was no correlation between MCBS and CTE differences for the evaluated metal-ceramic pairs.