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.

Expokit: A software package for computing matrix exponentials

Expokit provides a set of routines aimed at computing matrix exponentials. More precisely, it computes either a small matrix exponential in full, the action of a large sparse matrix exponential on an operand vector, or the solution of a system of linear ODEs with constant inhomogeneity. The backbone of the sparse routines consists of matrix-free Krylov subspace projection methods (Arnoldi and Lanczos processes), and that is why the toolkit is capable of coping with sparse matrices of large dimension. The software handles real and complex matrices and provides specific routines for symmetric and Hermitian matrices. The computation of matrix exponentials is a numerical issue of critical importance in the area of Markov chains and furthermore, the computed solution is subject to probabilistic constraints. In addition to addressing general matrix exponentials, a distinct attention is assigned to the computation of transient states of Markov chains.

Transfer matrix eigenvalues of the anisotropic multiparametric U model

A multiparametric extension of the anisotropic U model is discussed which maintains integrability. The R-matrix solving the Yang-Baxter equation is obtained through a twisting construction applied to the underlying U-q(sl (2/1)) superalgebraic structure which introduces the additional free parameters that arise in the model. Three forms of Bethe ansatz solution for the transfer matrix eigenvalues are given which we show to be equivalent.

High-breakdown linear discriminant analysis

The classification rules of linear discriminant analysis are defined by the true mean vectors and the common covariance matrix of the populations from which the data come. Because these true parameters are generally unknown, they are commonly estimated by the sample mean vector and covariance matrix of the data in a training sample randomly drawn from each population. However, these sample statistics are notoriously susceptible to contamination by outliers, a problem compounded by the fact that the outliers may be invisible to conventional diagnostics. High-breakdown estimation is a procedure designed to remove this cause for concern by producing estimates that are immune to serious distortion by a minority of outliers, regardless of their severity. In this article we motivate and develop a high-breakdown criterion for linear discriminant analysis and give an algorithm for its implementation. The procedure is intended to supplement rather than replace the usual sample-moment methodology of discriminant analysis either by providing indications that the dataset is not seriously affected by outliers (supporting the usual analysis) or by identifying apparently aberrant points and giving resistant estimators that are not affected by them.

Matrix metalloproteinase 9 gene haplotypes affect left ventricular hypertrophy in hypertensive patients

Background: Matrix metalloproteinases (MMPs) are involved in cardiac remodeling and are encoded by genes showing genetic polymorphisms that have functional implications. We examined whether MMP-9 genetic polymorphisms are associated with hypertension and with left ventricular (LV) remodeling in hypertensive patients. Methods: We studied 173 hypertensive patients and 137 age, race and gender matched healthy controls. Heart echocardiography was performed in all patients and the following MMP-9 genetic polymorphisms were analyzed: C-(1562)T (rs3918242). -90 (CA)(14-24) (rs2234681) and Q279R (rs17576). Haplo.stats analysis was used to assess whether MMP-9 haplotypes are associated with hypertension. Linear regression analysis was performed to assess whether MMP-9 haplotypes affect LV mass index (LVMI) and other echocardiography parameters. Results: MMP-9 90 (CA)14-24 ""HH"" genotype (H allele defined by number of CA repeats >= 21) was associated with hypertension (P = 0.0085; OR = 2.321, 95% confidence interval = 1.250 to 4.309). While one MMP-9 haplotype (""C. H, Q"") protects against LVMI and end-diastolic diameter increases due to remodeling (P = 0.0490 and P = 0.0367), another MMP-9 haplotype apparently has detrimental effects over both parameters in hypertensive patients (""T, H. Q"", P = 0.0015 and P = 0.0057. respectively). Conclusion: Genetic polymorphisms in MMP-9 gene may modify the susceptibility of hypertensive patients to LV remodeling. Further studies are necessary to examine whether these polymorphisms affect clinical events in hypertensive patients. (C) 2010 Elsevier B.V. All rights reserved.

Stability of linear difference and differential inclusions

Any given n X n matrix A is shown to be a restriction, to the A-invariant subspace, of a nonnegative N x N matrix B of spectral radius p(B) arbitrarily close to p(A). A difference inclusion x(k+1) is an element of Ax(k), where A is a compact set of matrices, is asymptotically stable if and only if A can be extended to a set B of nonnegative matrices B with \ \B \ \ (1) < 1 or \ \B \ \ (infinity) < 1. Similar results are derived for differential inclusions.

Matrix-product codes over Fq

Codes C-1,...,C-M of length it over F-q and an M x N matrix A over F-q define a matrix-product code C = [C-1 (...) C-M] (.) A consisting of all matrix products [c(1) (...) c(M)] (.) A. This generalizes the (u/u + v)-, (u + v + w/2u + v/u)-, (a + x/b + x/a + b + x)-, (u + v/u - v)- etc. constructions. We study matrix-product codes using Linear Algebra. This provides a basis for a unified analysis of /C/, d(C), the minimum Hamming distance of C, and C-perpendicular to. It also reveals an interesting connection with MDS codes. We determine /C/ when A is non-singular. To underbound d(C), we need A to be 'non-singular by columns (NSC)'. We investigate NSC matrices. We show that Generalized Reed-Muller codes are iterative NSC matrix-product codes, generalizing the construction of Reed-Muller codes, as are the ternary 'Main Sequence codes'. We obtain a simpler proof of the minimum Hamming distance of such families of codes. If A is square and NSC, C-perpendicular to can be described using C-1(perpendicular to),...,C-M(perpendicular to) and a transformation of A. This yields d(C-perpendicular to). Finally we show that an NSC matrix-product code is a generalized concatenated code.

Noise-free scattering of the quantized electromagnetic field from a dispersive linear dielectric

We study the scattering of the quantized electromagnetic field from a linear, dispersive dielectric using the scattering formalism for quantum fields. The medium is modeled as a collection of harmonic oscillators with a number of distinct resonance frequencies. This model corresponds to the Sellmeir expansion, which is widely used to describe experimental data for real dispersive media. The integral equation for the interpolating field in terms of the in field is solved and the solution used to find the out field. The relation between the ill and out creation and annihilation operators is found that allows one to calculate the S matrix for this system. In this model, we find that there are absorption bands, but the input-output relations are completely unitary. No additional quantum-noise terms are required.

Linear ketenimines. Variable structures of C,C-dicyanoketenimines and C,C-bis-sulfonylketenimines

C,C-Dicyanoketenimines 10a-c were generated by flash vacuum thermolysis of ketene NS-acetals 9a-c or by thermal or photochemical decomposition of alpha-azido-,beta-cyanocinnamonitrile 11. In the latter reaction, 3,3-dicyano-2-phenyl-1-azirine 12 is also formed. IR spectroscopy of the keteniminines isolated in Ar matrixes or as neat films, NMR spectroscopy of 10c, and theoretical calculations (B3LYP/6-31G*) demonstrate that these ketenimines have variable geometry, being essentially linear along the CCN-R framework in polar media (neat films and solution), but in the gas phase or Ar matrix they are bent, as is usual for ketenimines. Experiments and calculations agree that a single CN substituent as in 13 is not enough to enforce linearity, and sulfonyl groups are less effective that cyano groups in causing linearity. C,C-Bis(methylsulfonyl)ketenimines 4-5 and a C-cyano-C-(methylsulfonyl)ketenimine 15 are not linear. The compound p-O2NC6H4N=C= C(COOMe)2 previously reported in the literature is probably somewhat linearized along the CCNR moiety. A computational survey (B3LYP/6-31G*) of the inversion barrier at nitrogen indicates that electronegative C-substituents dramatically lower the barrier; this is also true of N-acyl substituents. Increasing polarity causes lower barriers. Although N-alkylbis(methylsulfonyl)ketenimines are not calculated to be linear, the barriers are so low that crystal lattice forces can induce planarity in N-methylbis(methylsulfonyl)ketenimine 3.

Mean anisotropy of homogeneous Gaussian random fields and anisotropic norms of linear translation-invariant operators on multidimensional integer lattices

Sensitivity of output of a linear operator to its input can be quantified in various ways. In Control Theory, the input is usually interpreted as disturbance and the output is to be minimized in some sense. In stochastic worst-case design settings, the disturbance is considered random with imprecisely known probability distribution. The prior set of probability measures can be chosen so as to quantify how far the disturbance deviates from the white-noise hypothesis of Linear Quadratic Gaussian control. Such deviation can be measured by the minimal Kullback-Leibler informational divergence from the Gaussian distributions with zero mean and scalar covariance matrices. The resulting anisotropy functional is defined for finite power random vectors. Originally, anisotropy was introduced for directionally generic random vectors as the relative entropy of the normalized vector with respect to the uniform distribution on the unit sphere. The associated a-anisotropic norm of a matrix is then its maximum root mean square or average energy gain with respect to finite power or directionally generic inputs whose anisotropy is bounded above by a≥0. We give a systematic comparison of the anisotropy functionals and the associated norms. These are considered for unboundedly growing fragments of homogeneous Gaussian random fields on multidimensional integer lattice to yield mean anisotropy. Correspondingly, the anisotropic norms of finite matrices are extended to bounded linear translation invariant operators over such fields.

Matrix Converter-Based Unified Power-Flow Controllers: Advanced Direct Power Control Method

This paper presents a direct power control (DPC) for three-phase matrix converters operating as unified power flow controllers (UPFCs). Matrix converters (MCs) allow the direct ac/ac power conversion without dc energy storage links; therefore, the MC-based UPFC (MC-UPFC) has reduced volume and cost, reduced capacitor power losses, together with higher reliability. Theoretical principles of direct power control (DPC) based on sliding mode control techniques are established for an MC-UPFC dynamic model including the input filter. As a result, line active and reactive power, together with ac supply reactive power, can be directly controlled by selecting an appropriate matrix converter switching state guaranteeing good steady-state and dynamic responses. Experimental results of DPC controllers for MC-UPFC show decoupled active and reactive power control, zero steady-state tracking error, and fast response times. Compared to an MC-UPFC using active and reactive power linear controllers based on a modified Venturini high-frequency PWM modulator, the experimental results of the advanced DPC-MC guarantee faster responses without overshoot and no steady-state error, presenting no cross-coupling in dynamic and steady-state responses.

Quantification of endocrine disruptors and pesticides in water by gas chromatography–tandem mass spectrometry. Method validation using weighted linear regression schemes

Amulti-residue methodology based on a solid phase extraction followed by gas chromatography–tandem mass spectrometry was developed for trace analysis of 32 compounds in water matrices, including estrogens and several pesticides from different chemical families, some of them with endocrine disrupting properties. Matrix standard calibration solutions were prepared by adding known amounts of the analytes to a residue-free sample to compensate matrix-induced chromatographic response enhancement observed for certain pesticides. Validation was done mainly according to the International Conference on Harmonisation recommendations, as well as some European and American validation guidelines with specifications for pesticides analysis and/or GC–MS methodology. As the assumption of homoscedasticity was not met for analytical data, weighted least squares linear regression procedure was applied as a simple and effective way to counteract the greater influence of the greater concentrations on the fitted regression line, improving accuracy at the lower end of the calibration curve. The method was considered validated for 31 compounds after consistent evaluation of the key analytical parameters: specificity, linearity, limit of detection and quantification, range, precision, accuracy, extraction efficiency, stability and robustness.

On a generalized Laguerre operational matrix of fractional integration

A new operationalmatrix of fractional integration of arbitrary order for generalized Laguerre polynomials is derived.The fractional integration is described in the Riemann-Liouville sense.This operational matrix is applied together with generalized Laguerre tau method for solving general linearmultitermfractional differential equations (FDEs).Themethod has the advantage of obtaining the solution in terms of the generalized Laguerre parameter. In addition, only a small dimension of generalized Laguerre operational matrix is needed to obtain a satisfactory result. Illustrative examples reveal that the proposedmethod is very effective and convenient for linear multiterm FDEs on a semi-infinite interval.

Educational inequality in the occurrence of abdominal obesity:Pró-Saúde Study

OBJECTIVE To estimate the degree of educational inequality in the occurrence of abdominal obesity in a population of non-faculty civil servants at university campi.METHODS In this cross-sectional study, we used data from 3,117 subjects of both genders aged 24 to 65-years old, regarding the baseline ofPró-Saúde Study, 1999-2001. Abdominal obesity was defined according to abdominal circumference thresholds of 88 cm for women and 102 cm for men. A multi-dimensional, self-administered questionnaire was used to evaluate education levels and demographic variables. Slope and relative indices of inequality, and Chi-squared test for linear trend were used in the data analysis. All analyses were stratified by genders, and the indices of inequality were standardized by age.RESULTS Abdominal obesity was the most prevalent among women (43.5%; 95%CI 41.2;45.9), as compared to men (24.3%; 95%CI 22.1;26.7), in all educational strata and age ranges. The association between education levels and abdominal obesity was an inverse one among women (p < 0.001); it was not statistically significant among men (p = 0.436). The educational inequality regarding abdominal obesity in the female population, in absolute terms (slope index of inequality), was 24.0% (95%CI 15.5;32.6). In relative terms (relative index of inequality), it was 2.8 (95%CI 1.9;4.1), after the age adjustment.CONCLUSIONS Gender inequality in the prevalence of abdominal obesity increases with older age and lower education. The slope and relative indices of inequality summarize the strictly monotonous trend between education levels and abdominal obesity, and it described educational inequality regarding abdominal obesity among women. Such indices provide relevant quantitative estimates for monitoring abdominal obesity and dealing with health inequalities.

Matrix converter as unified power flow controller: design and implementation of decoupled direct power controllers

This paper presents the design and implementation of direct power controllers for three-phase matrix converters (MC) operating as Unified Power Flow Controllers (UPFC). Theoretical principles of the decoupled linear power controllers of the MC-UPFC to minimize the cross-coupling between active and reactive power control are established. From the matrix converter based UPFC model with a modified Venturini high frequency PWM modulator, decoupled controllers for the transmission line active (P) and reactive (Q) power direct control are synthesized. Simulation results, obtained from Matlab/Simulink, are presented in order to confirm the proposed approach. Results obtained show decoupled power control, zero error tracking, and fast responses with no overshoot and no steady-state error.