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.

A family of implementation-friendly BN elliptic curves

For the last decade, elliptic curve cryptography has gained increasing interest in industry and in the academic community. This is especially due to the high level of security it provides with relatively small keys and to its ability to create very efficient and multifunctional cryptographic schemes by means of bilinear pairings. Pairings require pairing-friendly elliptic curves and among the possible choices, Barreto-Naehrig (BN) curves arguably constitute one of the most versatile families. In this paper, we further expand the potential of the BN curve family. We describe BN curves that are not only computationally very simple to generate, but also specially suitable for efficient implementation on a very broad range of scenarios. We also present implementation results of the optimal ate pairing using such a curve defined over a 254-bit prime field. (C) 2001 Elsevier Inc. All rights reserved.

Adaptive Carrier Tracking for Mars to Earth Communications During Entry, Descent, and Landing

We propose a robust and low complexity scheme to estimate and track carrier frequency from signals traveling under low signal-to-noise ratio (SNR) conditions in highly nonstationary channels. These scenarios arise in planetary exploration missions subject to high dynamics, such as the Mars exploration rover missions. The method comprises a bank of adaptive linear predictors (ALP) supervised by a convex combiner that dynamically aggregates the individual predictors. The adaptive combination is able to outperform the best individual estimator in the set, which leads to a universal scheme for frequency estimation and tracking. A simple technique for bias compensation considerably improves the ALP performance. It is also shown that retrieval of frequency content by a fast Fourier transform (FFT)-search method, instead of only inspecting the angle of a particular root of the error predictor filter, enhances performance, particularly at very low SNR levels. Simple techniques that enforce frequency continuity improve further the overall performance. In summary we illustrate by extensive simulations that adaptive linear prediction methods render a robust and competitive frequency tracking technique.

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.

On estimation and influence diagnostics for zero-inflated negative binomial regression models

The zero-inflated negative binomial model is used to account for overdispersion detected in data that are initially analyzed under the zero-Inflated Poisson model A frequentist analysis a jackknife estimator and a non-parametric bootstrap for parameter estimation of zero-inflated negative binomial regression models are considered In addition an EM-type algorithm is developed for performing maximum likelihood estimation Then the appropriate matrices for assessing local influence on the parameter estimates under different perturbation schemes and some ways to perform global influence analysis are derived In order to study departures from the error assumption as well as the presence of outliers residual analysis based on the standardized Pearson residuals is discussed The relevance of the approach is illustrated with a real data set where It is shown that zero-inflated negative binomial regression models seems to fit the data better than the Poisson counterpart (C) 2010 Elsevier B V All rights reserved

A Log-Linear Regression Model for the Beta-Weibull Distribution

We introduce the log-beta Weibull regression model based on the beta Weibull distribution (Famoye et al., 2005; Lee et al., 2007). We derive expansions for the moment generating function which do not depend on complicated functions. The new regression model represents a parametric family of models that includes as sub-models several widely known regression models that can be applied to censored survival data. We employ a frequentist analysis, a jackknife estimator, and a parametric bootstrap for the parameters of the proposed model. We derive the appropriate matrices for assessing local influences on the parameter estimates under different perturbation schemes and present some ways to assess global influences. Further, for different parameter settings, sample sizes, and censoring percentages, several simulations are performed. In addition, the empirical distribution of some modified residuals are displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be extended to a modified deviance residual in the proposed regression model applied to censored data. We define martingale and deviance residuals to evaluate the model assumptions. The extended regression model is very useful for the analysis of real data and could give more realistic fits than other special regression models.

Direct Zincation of Functionalized Aromatics and Heterocycles by Using a Magnesium Base in the Presence of ZnCl(2)

A wide range of polyfunctional aryl and heteroaryl zinc reagents were efficiently prepared in THF by using (TMP)(2)Mg center dot 2LiCl (TMP = 2,2,6,6-tetramethylpiperamidyl) in the presence of ZnCl(2). The possible pathways of this metalation procedure as well as possible reactive intermediates are discussed. This experimental protocol expands the tolerance of functional groups and allows an efficient zincation of sensitive heterocycles such as quinoxaline or pyrazine. The zincated arenes and heteroarenes react with various electrophiles providing the expected products in 60-95 % yield.

Substructure and Dynamics of the Fornax Cluster

We present the first dynamical analysis of a galaxy cluster to include a large fraction of dwarf galaxies. Our sample of 108 Fornax Cluster members measured with the UK Schmidt Telescope FLAIR-II spectrograph contains 55 dwarf galaxies (15.5 > b(j) > 18.0 or -16 > M-B > -13.5). H alpha emission shows that of the dwarfs are star forming, twice the fraction implied by morphological classifications. The total sample has a mean velocity of 1493 +/- 36 kms s(-1) and a velocity dispersion of 374 +/- 26 km s(-1). The dwarf galaxies form a distinct population: their velocity dispersion (429 +/- 41 km s(-1)) is larger than that of the giants () at the 98% confidence level. This suggests that the dwarf population is dominated by infalling objects whereas the giants are virialized. The Fornax system has two components, the main Fornax Cluster centered on NGC 1399 with cz = 1478 km s(-1) and sigma (cz) = 370 km s(-1) and a subcluster centered 3 degrees to the southwest including NGC 1316 with cz = 1583 km s(-1) and sigma (cz) = 377 km s(-1). This partition is preferred over a single cluster at the 99% confidence level. The subcluster, a site of intense star formation, is bound to Fornax and probably infalling toward the cluster core for the first time. We discuss the implications of this substructure for distance estimates of the Fornax Cluster. We determine the cluster mass profile using the method of Diaferio, which does not assume a virialized sample. The mass within a projected radius of 1.4 Mpc is (7 +/- 2) x 10(13) M-., and the mass-to-light ratio is 300 +/- 100 M-./L-.. The mass is consistent with values derived from the projected mass virial estimator and X-ray measurements at smaller radii.

Likelihood-based estimation of the regression model with scrambled responses

A significant problem in the collection of responses to potentially sensitive questions, such as relating to illegal, immoral or embarrassing activities, is non-sampling error due to refusal to respond or false responses. Eichhorn & Hayre (1983) suggested the use of scrambled responses to reduce this form of bias. This paper considers a linear regression model in which the dependent variable is unobserved but for which the sum or product with a scrambling random variable of known distribution, is known. The performance of two likelihood-based estimators is investigated, namely of a Bayesian estimator achieved through a Markov chain Monte Carlo (MCMC) sampling scheme, and a classical maximum-likelihood estimator. These two estimators and an estimator suggested by Singh, Joarder & King (1996) are compared. Monte Carlo results show that the Bayesian estimator outperforms the classical estimators in almost all cases, and the relative performance of the Bayesian estimator improves as the responses become more scrambled.

Finite element analysis of flow patterns near geological lenses in hydrodynamic and hydrothermal systems

We use theoretical and numerical methods to investigate the general pore-fluid flow patterns near geological lenses in hydrodynamic and hydrothermal systems respectively. Analytical solutions have been rigorously derived for the pore-fluid velocity, stream function and excess pore-fluid pressure near a circular lens in a hydrodynamic system. These analytical solutions provide not only a better understanding of the physics behind the problem, but also a valuable benchmark solution for validating any numerical method. Since a geological lens is surrounded by a medium of large extent in nature and the finite element method is efficient at modelling only media of finite size, the determination of the size of the computational domain of a finite element model, which is often overlooked by numerical analysts, is very important in order to ensure both the efficiency of the method and the accuracy of the numerical solution obtained. To highlight this issue, we use the derived analytical solutions to deduce a rigorous mathematical formula for designing the computational domain size of a finite element model. The proposed mathematical formula has indicated that, no matter how fine the mesh or how high the order of elements, the desired accuracy of a finite element solution for pore-fluid flow near a geological lens cannot be achieved unless the size of the finite element model is determined appropriately. Once the finite element computational model has been appropriately designed and validated in a hydrodynamic system, it is used to examine general pore-fluid flow patterns near geological lenses in hydrothermal systems. Some interesting conclusions on the behaviour of geological lenses in hydrodynamic and hydrothermal systems have been reached through the analytical and numerical analyses carried out in this paper.

An investigation of pretend play, mental state terms and false belief understanding: In search of a metarepresentational link

The aim of this study was to investigate the association between false belief comprehension, the exhibition of pretend play and the use of mental state terms in pre-school children. Ferry children, aged between 36 and 54 months were videotaped engaging in free play with each parent. The exhibit-ion of six distinct acts of pretend play and the expression of 16 mental sr:ate terms were coded during play. Each child was also administered a pantomime task and three standard false belief casks. Reliable associations were also found between false belief performance and the pretence categories of object substitution and role assignment, and the exhibition of imaginary object pantomimes. Moreover, the use of mental state terms was positively correlated with false belief and the pretence categories of object substitution, imaginary play and role assignment, and negatively correlated with the exhibition of body part object pantomimes. These findings indicate that the development of a mental state lexicon and some, bur not all, components of pretend play are dependent on the capacity for metarepresentational cognition.

The HI Parkes All Sky Survey: southern observations, calibration and robust imaging

The acquisition of HI Parkes All Shy Survey (HIPASS) southern sky data commenced at the Australia Telescope National Facility's Parkes 64-m telescope in 1997 February, and was completed in 2000 March. HIPASS is the deepest HI survey yet of the sky south of declination +2 degrees, and is sensitive to emission out to 170 h(75)(-1) Mpc. The characteristic root mean square noise in the survey images is 13.3 mJy. This paper describes the survey observations, which comprise 23 020 eight-degree scans of 9-min duration, and details the techniques used to calibrate and image the data. The processing algorithms are successfully designed to be statistically robust to the presence of interference signals, and are particular to imaging point (or nearly point) sources. Specifically, a major improvement in image quality is obtained by designing a median-gridding algorithm which uses the median estimator in place of the mean estimator.

Magnetization transfer imaging for polymer gel dosimetry

Off-resonance RF pre-saturation was used to obtain contrast in MRI images of polymer gel dosimeters irradiated to doses up to 50 Gy. Two different polymer gel dosimeters composed of 2-hydroxyethyl-acryl ate or methacrylic acid monomers mixed with N, N'-methylene-bisacrylamide (BIS), dispersed in an aqueous gelatin matrix were evaluated. Radiation-induced polymerization of the co-monomers generates a fast-relaxing insoluble polymer. Saturation of the polymer using off-resonance Gaussian RF pulses prior to a spin-echo read-out with a short echo time leads to contrast that is dependent on the absorbed dose. This contrast is attributed to magnetization transfer (MT) between free water and the polymer, and direct saturation of water was found to be negligible under the prevailing experimental conditions. The usefulness of MT imaging was assessed by computing the dose resolution obtained with this technique. We found a low value of dose resolution over a wide range of doses could be obtained with a single experiment. This is an advantage over multiple spin echo (MSE) experiments using a single echo spacing where an optimal dose resolution is achieved over only very limited ranges of doses. The results suggest MT imaging protocols may be developed into a useful tool for polymer gel dosimetry.

Evaluating the efficiency of fractional integration parameter estimators

This article deals with the efficiency of fractional integration parameter estimators. This study was based on Monte Carlo experiments involving simulated stochastic processes with integration orders in the range]-1,1[. The evaluated estimation methods were classified into two groups: heuristics and semiparametric/maximum likelihood (ML). The study revealed that the comparative efficiency of the estimators, measured by the lesser mean squared error, depends on the stationary/non-stationary and persistency/anti-persistency conditions of the series. The ML estimator was shown to be superior for stationary persistent processes; the wavelet spectrum-based estimators were better for non-stationary mean reversible and invertible anti-persistent processes; the weighted periodogram-based estimator was shown to be superior for non-invertible anti-persistent processes.

Petroleum royalties and regional development in Brazil: The economic growth of recipient towns

In 1997, Brazil approved law n(cr) 9478, establishing new rules for sharing petroleum royalties with Brazilian municipalities. The goal of this paper is to evaluate whether royalties distributed under the new law have contributed for the development of benefited municipalities. For that the difference-indifferences estimator (diff-in-diff) is used, which compares the evolution of the economic product into the municipality affected by the new law with the unaffected ones, by exploring the new legislation as an exogenous change. The data refer to the municipal gross domestic product (GDP) growth rate before and after the event. Results are surprising, showing that royalty receivers grew less than municipalities that did not receive such resources. The difference is small but statistically significant. In general, an increase of one real in royalties per capita reduces the growth rate of the municipal product in 0.002 percentile points. (C) 2009 Elsevier Ltd. All rights reserved.