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.

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.

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.

Efeitos do aparelho Jasper Jumper no tratamento da má oclusão de Classe II

OBJETIVO: o objetivo deste estudo foi avaliar os efeitos esqueléticos e dentoalveolares do tratamento de pacientes com má oclusão de Classe II com o aparelho Jasper Jumper associado ao aparelho ortodôntico fixo, comparados a um grupo controle não-tratado. MÉTODOS: a amostra foi constituída por 47 indivíduos, divididos em dois grupos: Grupo 1, contendo 25 pacientes com idade média de 12,72 anos, tratados com o aparelho Jasper Jumper por um tempo médio de 2,15 anos; Grupo 2 (controle), composto por 22 indivíduos com idade média de 12,67 anos, não-submetidos a tratamento ortodôntico e com má oclusão de Classe II, observados por um período médio de 2,12 anos. Foram avaliadas as telerradiografias ao início e ao final do tratamento ortodôntico para o Grupo 1 e do período de observação para o Grupo 2. As variáveis cefalométricas iniciais, finais e as alterações com o tratamento foram comparadas entre os grupos por meio do teste t independente. RESULTADOS: em comparação ao grupo controle, o grupo Jasper Jumper apresentou maior restrição do deslocamento anterior da maxila e maior retrusão maxilar, melhora da relação maxilomandibular, diminuição da convexidade facial, maior protrusão e intrusão dos incisivos inferiores e maior extrusão dos molares inferiores, além de maior diminuição dos trespasses horizontal e vertical e maior melhora da relação molar. CONCLUSÃO: a correção da Classe II no grupo tratado com o Jasper Jumper e aparelhagem fixa se deu principalmente devido à restrição do crescimento maxilar, protrusão e intrusão dos incisivos inferiores e extrusão dos molares inferiores.

Avaliação dos fatores determinantes da estética do perfil facial

OBJETIVO: avaliar a influência da idade, do sexo, da relação oclusal sagital, do Padrão Facial e de 8 medidas do perfil facial sobre a estética do perfil. MÉTODOS: foram utilizadas tabelas de contingência, o Teste Qui-quadrado e o coeficiente de Cramér para avaliar a possível associação entre a nota dada por 32 avaliadores (14 ortodontistas, 12 leigos e 6 artistas) para a estética do perfil de 100 brasileiros - adultos, leucodermas, portadores de selamento labial passivo - e a idade, o sexo, a relação oclusal sagital, o Padrão Facial e as variáveis da análise facial numérica do perfil. RESULTADOS: não foi observada associação entre a idade, o sexo e a relação oclusal sagital e a estética do perfil facial. A associação foi observada entre a nota recebida para a estética do perfil e o Padrão Facial, o ângulo de convexidade facial e o ângulo do terço inferior da face. CONCLUSÃO: o Padrão Facial, definido na avaliação do perfil pela convexidade do perfil facial, e a projeção anterior do mento foram, entre os fatores avaliados, os determinantes para a estética do perfil facial.

Estudo das características cefalométricas em adolescentes brasileiros portadores de Padrão Face Longa

OBJETIVO: definir valores cefalométricos esqueléticos e dentários para adolescentes brasileiros com Padrão Face Longa. MÉTODOS: a amostra foi constituída de telerradiografias em norma lateral de 30 pacientes com Face Longa, sendo 17 do sexo feminino e 13 do masculino; e 30 pacientes face Padrão I, 15 do sexo masculino e 15 do feminino, no estágio de dentadura permanente durante a adolescência. As características do Padrão Face Longa foram definidas clinicamente, pela análise facial. As seguintes grandezas cefalométricas foram avaliadas: (1) Comportamento sagital das bases apicais (SNA, SNB, ANB, NAP, Co-A, Co-Gn); (2) Comportamento vertical das bases apicais (SN.PP, SN.PM, ângulo goníaco, AFAT, AFAI, AFAM, AFP, AFATperp, AFAIperp); (3) Comportamento dentoalveolar (1-PP, 6-PP, 1-PM, 6-PM, 1.PP, IMPA); e (4) Proporção entre as alturas faciais (AFAIPerp/AFATPerp, AFAI/AFAT, AFAM/AFAI). RESULTADOS E CONCLUSÕES: o erro vertical na Face Longa concentra-se no terço inferior. A maxila apresenta uma maior altura dentoalveolar e a mandíbula, com morfologia mais vertical, mostra maior rotação no sentido horário. Essas características morfológicas e espaciais acarretam alterações sagitais e verticais no esqueleto e alterações verticais dentoalveolares. No sentido sagital, os ângulos de convexidade facial estão aumentados. No sentido vertical, as alturas faciais anteriores total e inferior estão aumentadas. O componente dentoalveolar está mais longo.

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.

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.