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.

Digital frequency relaying based on the modified least mean square method

This research presents a method for frequency estimation in power systems using an adaptive filter based on the Least Mean Square Algorithm (LMS). In order to analyze a power system, three-phase voltages were converted into a complex signal applying the alpha beta-transform and the results were used in an adaptive filtering algorithm. Although the use of the complex LMS algorithm is described in the literature, this paper deals with some practical aspects of the algorithm implementation. In order to reduce computing time, a coefficient generator was implemented. For the algorithm validation, a computing simulation of a power system was carried Out using the ATP software. Many different situations were Simulated for the performance analysis of the proposed methodology. The results were compared to a commercial relay for validation, showing the advantages of the new method. (C) 2009 Elsevier Ltd. All rights reserved.

Previsões climáticas sazonais sobre o Brasil: avaliação do RegCM3 aninhado no modelo global CPTEC/COLA

Este trabalho avalia o desempenho de previsões sazonais do modelo climático regional RegCM3, aninhado ao modelo global CPTEC/COLA. As previsões com o RegCM3 utilizaram 60 km de resolução horizontal num domínio que inclui grande parte da América do Sul. As previsões do RegCM3 e CPTEC/COLA foram avaliadas utilizando as análises de chuva e temperatura do ar do Climate Prediction Center (CPC) e National Centers for Enviromental Prediction (NCEP), respectivamente. Entre maio de 2005 e julho de 2007, 27 previsões sazonais de chuva e temperatura do ar (exceto a temperatura do CPTEC/COLA, que possui 26 previsões) foram avaliadas em três regiões do Brasil: Nordeste (NDE), Sudeste (SDE) e Sul (SUL). As previsões do RegCM3 também foram comparadas com as climatologias das análises. De acordo com os índices estatísticos (bias, coeficiente de correlação, raiz quadrada do erro médio quadrático e coeficiente de eficiência), nas três regiões (NDE, SDE e SUL) a chuva sazonal prevista pelo RegCM3 é mais próxima da observada do que a prevista pelo CPTEC/COLA. Além disto, o RegCM3 também é melhor previsor da chuva sazonal do que da média das observações nas três regiões. Para temperatura, as previsões do RegCM3 são superiores às do CPTEC/COLA nas áreas NDE e SUL, enquanto o CPTEC/COLA é superior no SDE. Finalmente, as previsões de chuva e temperatura do RegCM3 são mais próximas das observações do que a climatologia observada. Estes resultados indicam o potencial de utilização do RegCM3 para previsão sazonal, que futuramente deverá ser explorado através de previsão por conjunto.

Ventilation behavior in trained and untrained men during incremental test: evidence of one metabolic transition point

This study aimed to describe and compare the ventilation behavior during an incremental test utilizing three mathematical models and to compare the feature of ventilation curve fitted by the best mathematical model between aerobically trained (TR) and untrained ( UT) men. Thirty five subjects underwent a treadmill test with 1 km.h(-1) increases every minute until exhaustion. Ventilation averages of 20 seconds were plotted against time and fitted by: bi-segmental regression model (2SRM); three-segmental regression model (3SRM); and growth exponential model (GEM). Residual sum of squares (RSS) and mean square error (MSE) were calculated for each model. The correlations between peak VO2 (VO2PEAK), peak speed (Speed(PEAK)), ventilatory threshold identified by the best model (VT2SRM) and the first derivative calculated for workloads below (moderate intensity) and above (heavy intensity) VT2SRM were calculated. The RSS and MSE for GEM were significantly higher (p < 0.01) than for 2SRM and 3SRM in pooled data and in UT, but no significant difference was observed among the mathematical models in TR. In the pooled data, the first derivative of moderate intensities showed significant negative correlations with VT2SRM (r = -0.58; p < 0.01) and Speed(PEAK) (r = -0.46; p < 0.05) while the first derivative of heavy intensities showed significant negative correlation with VT2SRM (r = -0.43; p < 0.05). In UT group the first derivative of moderate intensities showed significant negative correlations with VT2SRM (r = -0.65; p < 0.05) and Speed(PEAK) (r = -0.61; p < 0.05), while the first derivative of heavy intensities showed significant negative correlation with VT2SRM (r= -0.73; p < 0.01), Speed(PEAK) (r = -0.73; p < 0.01) and VO2PEAK (r = -0.61; p < 0.05) in TR group. The ventilation behavior during incremental treadmill test tends to show only one threshold. UT subjects showed a slower ventilation increase during moderate intensities while TR subjects showed a slower ventilation increase during heavy intensities.

Full-dimensional analytical ab initio potential energy surface of the ground state of HOI

Extensive ab initio calculations using a complete active space second-order perturbation theory wavefunction, including scalar and spin-orbit relativistic effects with a quadruple-zeta quality basis set were used to construct an analytical potential energy surface (PES) of the ground state of the [H, O, I] system. A total of 5344 points were fit to a three-dimensional function of the internuclear distances, with a global root-mean-square error of 1.26 kcal mol(-1). The resulting PES describes accurately the main features of this system: the HOI and HIO isomers, the transition state between them, and all dissociation asymptotes. After a small adjustment, using a scaling factor on the internal coordinates of HOI, the frequencies calculated in this work agree with the experimental data available within 10 cm(-1). (C) 2011 American Institute of Physics. [doi: 10.1063/1.3615545]

Ventilation behavior during upper-body incremental exercise

Pires, FO, Hammond, J, Lima-Silva, AE, Bertuzzi, RCM, and Kiss, MAPDM. Ventilation behavior during upper-body incremental exercise. J Strength Cond Res 25(1): 225-230, 2011-This study tested the ventilation (V(E)) behavior during upper-body incremental exercise by mathematical models that calculate 1 or 2 thresholds and compared the thresholds identified by mathematical models with V-slope, ventilatory equivalent for oxygen uptake (V(E)/(V) over dotO(2)), and ventilatory equivalent for carbon dioxide uptake (V(E)/(V) over dotCO(2)). Fourteen rock climbers underwent an upper-body incremental test on a cycle ergometer with increases of approximately 20 W.min(-1) until exhaustion at a cranking frequency of approximately 90 rpm. The V(E) data were smoothed to 10-second averages for V(E) time plotting. The bisegmental and the 3-segmental linear regression models were calculated from 1 or 2 intercepts that best shared the V(E) curve in 2 or 3 linear segments. The ventilatory threshold(s) was determined mathematically by the intercept(s) obtained by bisegmental and 3-segmental models, by V-slope model, or visually by V(E)/(V) over dotO(2) and V(E)/(V) over dotCO(2). There was no difference between bisegmental (mean square error [MSE] = 35.3 +/- 32.7 l.min(-1)) and 3-segmental (MSE = 44.9 +/- 47.8 l.min(-1)) models in fitted data. There was no difference between ventilatory threshold identified by the bisegmental (28.2 +/- 6.8 ml.kg(-1).min(-1)) and second ventilatory threshold identified by the 3-segmental (30.0 +/- 5.1 ml.kg(-1).min(-1)), V(E)/(V) over dotO(2) (28.8 +/- 5.5 ml.kg(-1).min(-1)), or V-slope (28.5 +/- 5.6 ml.kg(-1).min(-1)). However, the first ventilatory threshold identified by 3-segmental (23.1 +/- 4.9 ml.kg(-1).min(-1)) or by VE/(V) over dotO(2) (24.9 +/- 4.4 ml.kg(-1).min(-1)) was different from these 4. The V(E) behavior during upper-body exercise tends to show only 1 ventilatory threshold. These findings have practical implications because this point is frequently used for aerobic training prescription in healthy subjects, athletes, and in elderly or diseased populations. The ventilatory threshold identified by V(E) curve should be used for aerobic training prescription in healthy subjects and athletes.

Information Filtering and Array Algorithms for Discrete-Time Markovian Jump Linear Systems

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.

Transient and Steady-State Analysis of the Affine Combination of Two Adaptive Filters

In this paper, we propose an approach to the transient and steady-state analysis of the affine combination of one fast and one slow adaptive filters. The theoretical models are based on expressions for the excess mean-square error (EMSE) and cross-EMSE of the component filters, which allows their application to different combinations of algorithms, such as least mean-squares (LMS), normalized LMS (NLMS), and constant modulus algorithm (CMA), considering white or colored inputs and stationary or nonstationary environments. Since the desired universal behavior of the combination depends on the correct estimation of the mixing parameter at every instant, its adaptation is also taken into account in the transient analysis. Furthermore, we propose normalized algorithms for the adaptation of the mixing parameter that exhibit good performance. Good agreement between analysis and simulation results is always observed.

Improving the tracking capability of adaptive filters via convex combination

As is well known, Hessian-based adaptive filters (such as the recursive-least squares algorithm (RLS) for supervised adaptive filtering, or the Shalvi-Weinstein algorithm (SWA) for blind equalization) converge much faster than gradient-based algorithms [such as the least-mean-squares algorithm (LMS) or the constant-modulus algorithm (CMA)]. However, when the problem is tracking a time-variant filter, the issue is not so clear-cut: there are environments for which each family presents better performance. Given this, we propose the use of a convex combination of algorithms of different families to obtain an algorithm with superior tracking capability. We show the potential of this combination and provide a unified theoretical model for the steady-state excess mean-square error for convex combinations of gradient- and Hessian-based algorithms, assuming a random-walk model for the parameter variations. The proposed model is valid for algorithms of the same or different families, and for supervised (LMS and RLS) or blind (CMA and SWA) algorithms.

Jointly multi-user detection and channel estimation with genetic algorithm

This work aims at proposing the use of the evolutionary computation methodology in order to jointly solve the multiuser channel estimation (MuChE) and detection problems at its maximum-likelihood, both related to the direct sequence code division multiple access (DS/CDMA). The effectiveness of the proposed heuristic approach is proven by comparing performance and complexity merit figures with that obtained by traditional methods found in literature. Simulation results considering genetic algorithm (GA) applied to multipath, DS/CDMA and MuChE and multi-user detection (MuD) show that the proposed genetic algorithm multi-user channel estimation (GAMuChE) yields a normalized mean square error estimation (nMSE) inferior to 11%, under slowly varying multipath fading channels, large range of Doppler frequencies and medium system load, it exhibits lower complexity when compared to both maximum likelihood multi-user channel estimation (MLMuChE) and gradient descent method (GrdDsc). A near-optimum multi-user detector (MuD) based on the genetic algorithm (GAMuD), also proposed in this work, provides a significant reduction in the computational complexity when compared to the optimum multi-user detector (OMuD). In addition, the complexity of the GAMuChE and GAMuD algorithms were (jointly) analyzed in terms of number of operations necessary to reach the convergence, and compared to other jointly MuChE and MuD strategies. The joint GAMuChE-GAMuD scheme can be regarded as a promising alternative for implementing third-generation (3G) and fourth-generation (4G) wireless systems in the near future. Copyright (C) 2010 John Wiley & Sons, Ltd.

Macroscopic root water uptake distribution using a matric flux potential approach

Hydrological models featuring root water uptake usually do not include compensation mechanisms such that reductions in uptake from dry layers are compensated by an increase in uptake from wetter layers. We developed a physically based root water uptake model with an implicit compensation mechanism. Based on an expression for the matric flux potential (M) as a function of the distance to the root, and assuming a depth-independent value of M at the root surface, uptake per layer is shown to be a function of layer bulk M, root surface M, and a weighting factor that depends on root length density and root radius. Actual transpiration can be calculated from the sum of layer uptake rates. The proposed reduction function (PRF) was built into the SWAP model, and predictions were compared to those made with the Feddes reduction function (FRF). Simulation results were tested against data from Canada (continuous spring wheat [(Triticum aestivum L.]) and Germany (spring wheat, winter barley [Hordeum vulgare L.], sugarbeet [Beta vulgaris L.], winter wheat rotation). For the Canadian data, the root mean square error of prediction (RMSEP) for water content in the upper soil layers was very similar for FRF and PRF; for the deeper layers, RMSEP was smaller for PRF. For the German data, RMSEP was lower for PRF in the upper layers and was similar for both models in the deeper layers. In conclusion, but dependent on the properties of the data sets available for testing,the incorporation of the new reduction function into SWAP was successful, providing new capabilities for simulating compensated root water uptake without increasing the number of input parameters or degrading model performance.

MODIS NDVI time-series allow the monitoring of Eucalyptus plantation biomass

The use of remote sensing is necessary for monitoring forest carbon stocks at large scales. Optical remote sensing, although not the most suitable technique for the direct estimation of stand biomass, offers the advantage of providing large temporal and spatial datasets. In particular, information on canopy structure is encompassed in stand reflectance time series. This study focused on the example of Eucalyptus forest plantations, which have recently attracted much attention as a result of their high expansion rate in many tropical countries. Stand scale time-series of Normalized Difference Vegetation Index (NDVI) were obtained from MODIS satellite data after a procedure involving un-mixing and interpolation, on about 15,000 ha of plantations in southern Brazil. The comparison of the planting date of the current rotation (and therefore the age of the stands) estimated from these time series with real values provided by the company showed that the root mean square error was 35.5 days. Age alone explained more than 82% of stand wood volume variability and 87% of stand dominant height variability. Age variables were combined with other variables derived from the NDVI time series and simple bioclimatic data by means of linear (Stepwise) or nonlinear (Random Forest) regressions. The nonlinear regressions gave r-square values of 0.90 for volume and 0.92 for dominant height, and an accuracy of about 25 m(3)/ha for volume (15% of the volume average value) and about 1.6 m for dominant height (8% of the height average value). The improvement including NDVI and bioclimatic data comes from the fact that the cumulative NDVI since planting date integrates the interannual variability of leaf area index (LAI), light interception by the foliage and growth due for example to variations of seasonal water stress. The accuracy of biomass and height predictions was strongly improved by using the NDVI integrated over the two first years after planting, which are critical for stand establishment. These results open perspectives for cost-effective monitoring of biomass at large scales in intensively-managed plantation forests. (C) 2011 Elsevier Inc. All rights reserved.

Morphometric analysis of the urethra of castrated female rats treated with tamoxifen

Objectives: The aim of this study was to evaluate the effects of tamoxifen on the weight and thickness of the urethral epithelium of castrated female rats. Methods: Forty castrated adult female Wistar-Hannover rats were randomly divided into two groups: Group I (n = 20) in which the animals received only the vehicle (propylene glycol) and Group 11 (n = 20) in which the rats received tamoxifen 250 mu g/day by gavage. After 30 days of treatment, all animals were sacrificed and the urethra was immediately removed for weighing. Next, the urethra was divided into the proximal and distal segments, which were fixed in 10% formaldehyde and submitted to routine histological techniques for morphometric study. The data were analyzed using the weighted minimum mean-square error method and Student`s t-test for two independent samples (p < 0.05). Results: There was a significant increase in the mean weight of the urethra in the rats of Group 11 compared to the control group, 32.0 +/- 2.0 mg and 22.0 +/- 1.6 mg, respectively (p < 0.001). The mean thickness of the distal urethral epithelium of the animals treated with tamoxifen was significantly greater than that of the control group, 42.8 +/- 2.0 mu m and 36.6 +/- 1.5 mu m, respectively (p < 0.001). There was no statistically significant difference between the two groups with respect to the epithelial thickness of the proximal urethra (p = 0.514). Conclusion: Treating castrated adult rats with 250 mu g/day of tamoxifen for 30 days may increase the weight of the urethra and the thickness of the distal urethral epithelium. (c) 2008 Elsevier Ireland Ltd. All rights reserved.

Acurácia, precisão e robustez das estimativas da digestibilidade aparente da matéria seca determinada com o uso de indicadores em ovinos

O objetivo foi avaliar a acurácia, precisão e robustez das estimativas da digestibilidade aparente da matéria seca obtidas utilizando-se como indicadores fibra em detergente ácido indigestível (FDAi), fibra em detergente neutro (FDNi) indigestível, lignina em detergente ácido (LDA), LDA indigestível (LDAi) e óxido crômico em comparação ao método de coleta total de fezes. Dezoito ovinos (56,5 ± 4,6 kg PV) foram designados aleatoriamente a dietas compostas de 25, 50 ou 75% de concentrado e feno de Coast cross por 25 dias. As fezes foram coletadas por cinco dias para determinação da digestibilidade aparente da MS. As amostras de alimentos e fezes foram incubadas no rúmen de três bovinos por 144 horas, para obtenção das frações indigestíveis. Óxido crômico foi administrado a 4,0 g/animal/dia. A acurácia foi avaliada pela comparação do viés médio (DAMS predito - DAMS observado) entre os indicadores; a precisão, por meio da raiz quadrada do erro de predição e do erro residual; e a robustez, pelo estudo da regressão entre o viés e o consumo de matéria seca, o nível de concentrado e o peso vivo. A recuperação fecal e a acurácia das estimativas da digestibilidade aparente da MS foram maiores para FDAi, seguida pela FDNi, LDAi, pelo óxido crômico e depois pela lignina em detergente ácido. O viés linear foi significativo apenas para FDAi, FDNi e LDAi. O uso de óxido crômico permitiu estimativas mais precisas da digestibilidade aparente da MS. Todos os indicadores foram robustos quanto à variação no consumo de matéria seca e apenas LDAi e óxido crômico foram robustos quanto aos níveis de concentrado na dieta. O óxido crômico não foi robusto quando houve variação no peso vivo animal. Assim, a FDAi é o indicador mais recomendado na estimativa da digestibilidade aparente da MS em ovinos quando o objetivo é comparar aos dados da literatura, enquanto o óxido crômico é mais recomendado quando o objetivo é comparar tratamentos dentro de um mesmo experimento.

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.