Synthesis of PID controllers for a class of time delay systems

In this paper we use the Hermite-Biehler theorem to establish results on the design of proportional plus integral plus derivative (PID) controllers for a class of time delay systems. Using the property of interlacing at high frequencies of the class of systems considered and linear programming we obtain the set of all stabilizing PID controllers. As far as we know, previous results on the synthesis of PID controllers rely on the solution of transcendental equations. This paper also extends previous results on the synthesis of proportional controllers for a class of delay systems Of retarded type to a larger class of delay systems. (C) 2009 Elsevier Ltd. All rights reserved.

Synchronization of Discrete-Time Chaotic Systems in Bandlimited Channels

Over the last couple of decades, many methods for synchronizing chaotic systems have been proposed with communications applications in view. Yet their performance has proved disappointing in face of the nonideal character of usual channels linking transmitter and receiver, that is, due to both noise and signal propagation distortion. Here we consider a discrete-time master-slave system that synchronizes despite channel bandwidth limitations and an allied communication system. Synchronization is achieved introducing a digital filter that limits the spectral content of the feedback loop responsible for producing the transmitted signal. Copyright (C) 2009 Marcio Eisencraft et al.

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.

H(infinity) filtering for rectangular discrete-time descriptor systems

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.

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.

Some remarks on static-feedback linearization for time-varying systems

This work summarizes some results about static state feedback linearization for time-varying systems. Three different necessary and sufficient conditions are stated in this paper. The first condition is the one by [Sluis, W. M. (1993). A necessary condition for dynamic feedback linearization. Systems & Control Letters, 21, 277-283]. The second and the third are the generalizations of known results due respectively to [Aranda-Bricaire, E., Moog, C. H., Pomet, J. B. (1995). A linear algebraic framework for dynamic feedback linearization. IEEE Transactions on Automatic Control, 40, 127-132] and to [Jakubczyk, B., Respondek, W. (1980). On linearization of control systems. Bulletin del` Academie Polonaise des Sciences. Serie des Sciences Mathematiques, 28, 517-522]. The proofs of the second and third conditions are established by showing the equivalence between these three conditions. The results are re-stated in the infinite dimensional geometric approach of [Fliess, M., Levine J., Martin, P., Rouchon, P. (1999). A Lie-Backlund approach to equivalence and flatness of nonlinear systems. IEEE Transactions on Automatic Control, 44(5), 922-937]. (C) 2008 Elsevier Ltd. All rights reserved.

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.

Effects of time delay and transportation on isolation of pathogenic fungi from skin biopsies

BACKGROUND - It is not clear how culture media used during transport and the interval between the biopsy procedure and final processing can affect the successful isolation of fungi. OBJECTIVE - The aim of this study was to investigate the effects of late inoculation of skin biopsies, transported in different sterile fluids, on the isolation rate of pathogenic fungi. METHODS -A total of 278 punch biopsy specimens were collected from 47 patients with suspected lesions of invasive mycoses. Each biopsy was transported in vials with Sabouraud medium with chloramphenicol or saline solution and finally inoculated on Sabouraud agar and 2% chloramphenicol after a 48-72-hour (early) or after 72-hour-7-day (late) interval, comprising four groups of study. RESULTS - The medians of isolation rate of the four sporotrichosis groups were 100%. For paracoccidioidomycosis, the medians ranged from 50% to 84%, with no statistically significant difference among the groups (p=0.88). CONCLUSION - It was concluded that skin biopsies can be transported in Sabouraud medium or saline solution within a 7-day interval from specimen collection up to final inoculation, at room temperature, maintaining viability and growth rate of fungus in culture.

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.

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.

Influence of Water Content, Time, and Temperature on the Rheological Behavior of Polyethylene Terephtalate

In this work, the main factors affecting the rheological behavior of polyethylene terephtalate (PET) in the linear viscoelastic regime (water content, time delay before test, duration of experiment, and temperature) were accessed. Small amplitude oscillatory shear tests were performed after different time delays ranging from 300 to 5000 s for samples with water contents ranging from 0.02 to 0.45 wt %. Time sweep tests were carried out for different durations to explain the changes undergone by PET before and during small amplitude oscillatory shear measurements. Immediately after the time sweep tests, the PET samples were removed from the rheometer, analyzed by differential scanning calorimetry and their molar mass was obtained by viscometry analysis. It was shown that for all the samples, the delay before test and residence time within the rheometer (i.e. duration of experiment) result in structural changes of the PET samples, such as increase or decrease of molar mass, broadening of molar mass distribution, and branching phenomena. (C) 2010 Wiley Periodicals, Inc. J Appl Polym Sci 116: 3525-3533, 2010

A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters

In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

A poloxamer/chitosan in situ forming gel with prolonged retention time for ocular delivery

The aim of the present work was to obtain an ophthalmic delivery system with improved mechanical and mucoadhesive properties that could provide prolonged retention time for the treatment of ocular diseases. For this, an in situ forming gel comprised of the combination of a thermosetting polymer, poly (ethylene oxide)-poly (propylene oxide)-poly (ethylene oxide) (PEO-PPO-PEO, poloxamer), with a mucoadhesive agent (chitosan) was developed. Different polymer ratios were evaluated by oscillatory rheology, texture and mucoadhesive profiles. Scintigraphy studies in humans were conduced to verify the retention time of the formulations developed. The results showed that chitosan improves the mechanical strength and texture properties of poloxamer formulations and also confers mucoadhesive properties in a concentration-dependent manner. After a 10-min instillation of the poloxamer/chitosan 16:1 formulation in human eyes, 50-60% of the gel was still in contact with the cornea surface, which represents a fourfold increased retention in comparison with a conventional solution. Therefore, the developed formulation presented adequate mechanical and sensorial properties and remained in contact with the eye surface for a prolonged time. In conclusion, the in situ forming gel comprised of poloxamer/chitosan is a promising tool for the topical treatment of ocular diseases. (C) 2010 Elsevier B.V. All rights reserved.

Existence results for partial neutral functional differential equations with state-dependent delay

In this paper we study the existence of mild solutions for a class of first order abstract partial neutral differential equations with state-dependent delay. (C) 2008 Elsevier Ltd. All rights reserved.

Reachability of the synchronous state in a mutually connected PLL network

Second-order phase locked loops (PLLs) are devices that are able to provide synchronization between the nodes in a network even under severe quality restrictions in the signal propagation. Consequently, they are widely used in telecommunication and control. Conventional master-slave (M-S) clock-distribution systems are being, replaced by mutually connected (MC) ones due to their good potential to be used in new types of application such as wireless sensor networks, distributed computation and communication systems. Here, by using an analytical reasoning, a nonlinear algebraic system of equations is proposed to establish the existence conditions for the synchronous state in an MC PLL network. Numerical experiments confirm the analytical results and provide ideas about how the network parameters affect the reachability of the synchronous state. The phase-difference oscillation amplitudes are related to the node parameters helping to design PLL neural networks. Furthermore, estimation of the acquisition time depending on the node parameters allows the performance evaluation of time distribution systems and neural networks based on phase-locked techniques. (c) 2008 Elsevier GmbH. All rights reserved.