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.

Recycling Krylov subspaces for efficient large-scale electrical impedance tomography

Electrical impedance tomography (EIT) captures images of internal features of a body. Electrodes are attached to the boundary of the body, low intensity alternating currents are applied, and the resulting electric potentials are measured. Then, based on the measurements, an estimation algorithm obtains the three-dimensional internal admittivity distribution that corresponds to the image. One of the main goals of medical EIT is to achieve high resolution and an accurate result at low computational cost. However, when the finite element method (FEM) is employed and the corresponding mesh is refined to increase resolution and accuracy, the computational cost increases substantially, especially in the estimation of absolute admittivity distributions. Therefore, we consider in this work a fast iterative solver for the forward problem, which was previously reported in the context of structural optimization. We propose several improvements to this solver to increase its performance in the EIT context. The solver is based on the recycling of approximate invariant subspaces, and it is applied to reduce the EIT computation time for a constant and high resolution finite element mesh. In addition, we consider a powerful preconditioner and provide a detailed pseudocode for the improved iterative solver. The numerical results show the effectiveness of our approach: the proposed algorithm is faster than the preconditioned conjugate gradient (CG) algorithm. The results also show that even on a standard PC without parallelization, a high mesh resolution (more than 150,000 degrees of freedom) can be used for image estimation at a relatively low computational cost. (C) 2010 Elsevier B.V. All rights reserved.

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

Linear viscoelasticity of styrenic block copolymers-clay nanocomposites

In this work, the rheological behavior of block copolymers with different morphologies (lamellar, cylindrical, spherical, and disordered) and their clay-containing nanocomposites was studied using small amplitude oscillatory shear. The copolymers studied were one asymmetric starblock styrene-butadiene-styrene copolymer and four styrene-ethylene/butylenes-styrene copolymers with different molecular architectures, one of them being modified with maleic anhydride. The nanocomposites of those copolymers were prepared by adding organophilic clay using three different preparation techniques: melt mixing, solution casting, and a hybrid melt mixing-solution technique. The nanocomposites were characterized by X-ray diffraction and transmission electron microscopy, and their viscoelastic properties were evaluated and compared to the ones of the pure copolymers. The influence of copolymer morphology and presence of clay on the storage modulus (G`) curves was studied by the evaluation of the changes in the low frequency slope of log G` x log omega (omega: frequency) curves upon variation of temperature and clay addition. This slope may be related to the degree of liquid- or solid-like behavior of a material. It was observed that at temperatures corresponding to the ordered state, the rheological behavior of the nanocomposites depended mainly on the viscoelasticity of each type of ordered phase and the variation of the slope due to the addition of clay was small. For temperatures corresponding to the disordered state, however, the rheological behavior of the copolymer nanocomposites was dictated mostly by the degree of clay dispersion: When the clay was well dispersed, a strong solid-like behavior corresponding to large G` slope variations was observed.

Robust integration of real time optimization with linear model predictive control

Here, we study the stable integration of real time optimization (RTO) with model predictive control (MPC) in a three layer structure. The intermediate layer is a quadratic programming whose objective is to compute reachable targets to the MPC layer that lie at the minimum distance to the optimum set points that are produced by the RTO layer. The lower layer is an infinite horizon MPC with guaranteed stability with additional constraints that force the feasibility and convergence of the target calculation layer. It is also considered the case in which there is polytopic uncertainty in the steady state model considered in the target calculation. The dynamic part of the MPC model is also considered unknown but it is assumed to be represented by one of the models of a discrete set of models. The efficiency of the methods presented here is illustrated with the simulation of a low order system. (C) 2010 Elsevier Ltd. All rights reserved.

Ciratefi: An RST-invariant template matching with extension to color images

Template matching is a technique widely used for finding patterns in digital images. A good template matching should be able to detect template instances that have undergone geometric transformations. In this paper, we proposed a grayscale template matching algorithm named Ciratefi, invariant to rotation, scale, translation, brightness and contrast and its extension to color images. We introduce CSSIM (color structural similarity) for comparing the similarity of two color image patches and use it in our algorithm. We also describe a scheme to determine automatically the appropriate parameters of our algorithm and use pyramidal structure to improve the scale invariance. We conducted several experiments to compare grayscale and color Ciratefis with SIFT, C-color-SIFT and EasyMatch algorithms in many different situations. The results attest that grayscale and color Ciratefis are more accurate than the compared algorithms and that color-Ciratefi outperforms grayscale Ciratefi most of the time. However, Ciratefi is slower than the other algorithms.

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.

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.

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.

Double generalized linear model for tissue culture proportion data: a Bayesian perspective

Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will under-represent variation in the data and hence may lead to erroneous inferences. For count and proportion data, such noise factors can generate a so-called overdispersion effect, and the use of binomial and Poisson models underestimates the variability and, consequently, incorrectly indicate significant effects. In this manuscript, we propose a DGLM from a Bayesian perspective, focusing on the case of proportion data, where the overdispersion can be modeled using a random effect that depends on some noise factors. The posterior joint density function was sampled using Monte Carlo Markov Chain algorithms, allowing inferences over the model parameters. An application to a data set on apple tissue culture is presented, for which it is shown that the Bayesian approach is quite feasible, even when limited prior information is available, thereby generating valuable insight for the researcher about its experimental results.

Spatial portability of numerical models of leaf wetness duration based on empirical approaches

Leaf wetness duration (LWD) models based on empirical approaches offer practical advantages over physically based models in agricultural applications, but their spatial portability is questionable because they may be biased to the climatic conditions under which they were developed. In our study, spatial portability of three LWD models with empirical characteristics - a RH threshold model, a decision tree model with wind speed correction, and a fuzzy logic model - was evaluated using weather data collected in Brazil, Canada, Costa Rica, Italy and the USA. The fuzzy logic model was more accurate than the other models in estimating LWD measured by painted leaf wetness sensors. The fraction of correct estimates for the fuzzy logic model was greater (0.87) than for the other models (0.85-0.86) across 28 sites where painted sensors were installed, and the degree of agreement k statistic between the model and painted sensors was greater for the fuzzy logic model (0.71) than that for the other models (0.64-0.66). Values of the k statistic for the fuzzy logic model were also less variable across sites than those of the other models. When model estimates were compared with measurements from unpainted leaf wetness sensors, the fuzzy logic model had less mean absolute error (2.5 h day(-1)) than other models (2.6-2.7 h day(-1)) after the model was calibrated for the unpainted sensors. The results suggest that the fuzzy logic model has greater spatial portability than the other models evaluated and merits further validation in comparison with physical models under a wider range of climate conditions. (C) 2010 Elsevier B.V. All rights reserved.

Suitability of relative humidity as an estimator of leaf wetness duration

Leaf wetness duration (LWD) is a key parameter in agricultural meteorology since it is related to epidemiology of many important crops, controlling pathogen infection and development rates. Because LWD is not widely measured, several methods have been developed to estimate it from weather data. Among the models used to estimate LWD, those that use physical principles of dew formation and dew and/or rain evaporation have shown good portability and sufficiently accurate results, but their complexity is a disadvantage for operational use. Alternatively, empirical models have been used despite their limitations. The simplest empirical models use only relative humidity data. The objective of this study was to evaluate the performance of three RH-based empirical models to estimate LWD in four regions around the world that have different climate conditions. Hourly LWD, air temperature, and relative humidity data were obtained from Ames, IA (USA), Elora, Ontario (Canada), Florence, Toscany (Italy), and Piracicaba, Sao Paulo State (Brazil). These data were used to evaluate the performance of the following empirical LWD estimation models: constant RH threshold (RH >= 90%); dew point depression (DPD); and extended RH threshold (EXT_RH). Different performance of the models was observed in the four locations. In Ames, Elora and Piracicaba, the RH >= 90% and DPD models underestimated LWD, whereas in Florence these methods overestimated LWD, especially for shorter wet periods. When the EXT_RH model was used, LWD was overestimated for all locations, with a significant increase in the errors. In general, the RH >= 90% model performed best, presenting the highest general fraction of correct estimates (F(C)), between 0.87 and 0.92, and the lowest false alarm ratio (F(AR)), between 0.02 and 0.31. The use of specific thresholds for each location improved accuracy of the RH model substantially, even when independent data were used; MAE ranged from 1.23 to 1.89 h, which is very similar to errors obtained with published physical models for LWD estimation. Based on these results, we concluded that, if calibrated locally, LWD can be estimated with acceptable accuracy by RH above a specific threshold, and that the EXT_RH method was unsuitable for estimating LWD at the locations used in this study. (C) 2007 Elsevier B.V. All rights reserved.

Estimating hourly net radiation for leaf wetness duration using the Penman-Monteith equation

Leaf wetness duration (LWD) is related to plant disease occurrence and is therefore a key parameter in agrometeorology. As LWD is seldom measured at standard weather stations, it must be estimated in order to ensure the effectiveness of warning systems and the scheduling of chemical disease control. Among the models used to estimate LWD, those that use physical principles of dew formation and dew and/or rain evaporation have shown good portability and sufficiently accurate results for operational use. However, the requirement of net radiation (Rn) is a disadvantage foroperational physical models, since this variable is usually not measured over crops or even at standard weather stations. With the objective of proposing a solution for this problem, this study has evaluated the ability of four models to estimate hourly Rn and their impact on LWD estimates using a Penman-Monteith approach. A field experiment was carried out in Elora, Ontario, Canada, with measurements of LWD, Rn and other meteorological variables over mowed turfgrass for a 58 day period during the growing season of 2003. Four models for estimating hourly Rn based on different combinations of incoming solar radiation (Rg), airtemperature (T), relative humidity (RH), cloud cover (CC) and cloud height (CH), were evaluated. Measured and estimated hourly Rn values were applied in a Penman-Monteith model to estimate LWD. Correlating measured and estimated Rn, we observed that all models performed well in terms of estimating hourly Rn. However, when cloud data were used the models overestimated positive Rn and underestimated negative Rn. When only Rg and T were used to estimate hourly Rn, the model underestimated positive Rn and no tendency was observed for negative Rn. The best performance was obtained with Model I, which presented, in general, the smallest mean absolute error (MAE) and the highest C-index. When measured LWD was compared to the Penman-Monteith LWD, calculated with measured and estimated Rn, few differences were observed. Both precision and accuracy were high, with the slopes of the relationships ranging from 0.96 to 1.02 and R-2 from 0.85 to 0.92, resulting in C-indices between 0.87 and 0.93. The LWD mean absolute errors associated with Rn estimates were between 1.0 and 1.5h, which is sufficient for use in plant disease management schemes.

ECONOMICAL OCCUPATION OF AGRICULTURAL AREA OF PIRACICABA (SAO PAULO STATE, BRAZIL), INCLUDING RISK THROUGH LINEAR PROGRAMMING

The economic occupation of an area of 500 ha for Piracicaba was studied with the irrigated cultures of maize, tomato, sugarcane and beans, having used models of deterministic linear programming and linear programming including risk for the Target-Motad model, where two situations had been analyzed. In the deterministic model the area was the restrictive factor and the water was not restrictive for none of the tested situations. For the first situation the gotten maximum income was of R$ 1,883,372.87 and for the second situation it was of R$ 1,821,772.40. In the model including risk a producer that accepts risk can in the first situation get the maximum income of R$ 1,883,372. 87 with a minimum risk of R$ 350 year(-1), and in the second situation R$ 1,821,772.40 with a minimum risk of R$ 40 year(-1). Already a producer averse to the risk can get in the first situation a maximum income of R$ 1,775,974.81 with null risk and for the second situation R$ 1.707.706, 26 with null risk, both without water restriction. These results stand out the importance of the inclusion of the risk in supplying alternative occupations to the producer, allowing to a producer taking of decision considered the risk aversion and the pretension of income.