An Array Recursive Least-Squares Algorithm With Generic Nonfading Regularization Matrix

We present a novel array RLS algorithm with forgetting factor that circumvents the problem of fading regularization, inherent to the standard exponentially-weighted RLS, by allowing for time-varying regularization matrices with generic structure. Simulations in finite precision show the algorithm`s superiority as compared to alternative algorithms in the context of adaptive beamforming.

A Levinson algorithm based on an isometric transformation of Durbin`s

Starting from the Durbin algorithm in polynomial space with an inner product defined by the signal autocorrelation matrix, an isometric transformation is defined that maps this vector space into another one where the Levinson algorithm is performed. Alternatively, for iterative algorithms such as discrete all-pole (DAP), an efficient implementation of a Gohberg-Semencul (GS) relation is developed for the inversion of the autocorrelation matrix which considers its centrosymmetry. In the solution of the autocorrelation equations, the Levinson algorithm is found to be less complex operationally than the procedures based on GS inversion for up to a minimum of five iterations at various linear prediction (LP) orders.

The Policy Iteration Algorithm for Average Continuous Control of Piecewise Deterministic Markov Processes

The main goal of this paper is to apply the so-called policy iteration algorithm (PIA) for the long run average continuous control problem of piecewise deterministic Markov processes (PDMP`s) taking values in a general Borel space and with compact action space depending on the state variable. In order to do that we first derive some important properties for a pseudo-Poisson equation associated to the problem. In the sequence it is shown that the convergence of the PIA to a solution satisfying the optimality equation holds under some classical hypotheses and that this optimal solution yields to an optimal control strategy for the average control problem for the continuous-time PDMP in a feedback form.

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.

An equivalent algorithm for simulating thermal effects of magma intrusion problems in porous rocks

An equivalent algorithm is proposed to simulate thermal effects of the magma intrusion in geological systems, which are composed of porous rocks. Based on the physical and mathematical equivalence, the original magma solidification problem with a moving boundary between the rock and intruded magma is transformed into a new problem without the moving boundary but with a physically equivalent heat source. From the analysis of an ideal solidification model, the physically equivalent heat source has been determined in this paper. The major advantage in using the proposed equivalent algorithm is that the fixed finite element mesh with a variable integration time step can be employed to simulate the thermal effect of the intruded magma solidification using the conventional finite element method. The related numerical results have demonstrated the correctness and usefulness of the proposed equivalent algorithm for simulating the thermal effect of the intruded magma solidification in geological systems. (C) 2003 Elsevier B.V. All rights reserved.

A spectral clustering algorithm for manufacturing cell formation

A graph clustering algorithm constructs groups of closely related parts and machines separately. After they are matched for the least intercell moves, a refining process runs on the initial cell formation to decrease the number of intercell moves. A simple modification of this main approach can deal with some practical constraints, such as the popular constraint of bounding the maximum number of machines in a cell. Our approach makes a big improvement in the computational time. More importantly, improvement is seen in the number of intercell moves when the computational results were compared with best known solutions from the literature. (C) 2009 Elsevier Ltd. All rights reserved.

Modelling the Distribution of Ischaemic Stroke-Specific Survival Time Using an EM-based Mixture Approach with Random Effects Adjustment

A two-component survival mixture model is proposed to analyse a set of ischaemic stroke-specific mortality data. The survival experience of stroke patients after index stroke may be described by a subpopulation of patients in the acute condition and another subpopulation of patients in the chronic phase. To adjust for the inherent correlation of observations due to random hospital effects, a mixture model of two survival functions with random effects is formulated. Assuming a Weibull hazard in both components, an EM algorithm is developed for the estimation of fixed effect parameters and variance components. A simulation study is conducted to assess the performance of the two-component survival mixture model estimators. Simulation results confirm the applicability of the proposed model in a small sample setting. Copyright (C) 2004 John Wiley Sons, Ltd.

Real-time detection of pneumothorax using electrical impedance tomogyaphy

Objectives: Pneumothorax is a frequent complication during mechanical ventilation. Electrical impedance tomography (EIT) is a noninvasive tool that allows real-time imaging of regional ventilation. The purpose of this study was to 1) identify characteristic changes in the EIT signals associated with pneumothoraces; 2) develop and fine-tune an algorithm for their automatic detection; and 3) prospectively evaluate this algorithm for its sensitivity and specificity in detecting pneumothoraces in real time. Design: Prospective controlled laboratory animal investigation. Setting: Experimental Pulmonology Laboratory of the University of Sao Paulo. Subjects: Thirty-nine anesthetized mechanically ventilated supine pigs (31.0 +/- 3.2 kg, mean +/- SD). Interventions. In a first group of 18 animals monitored by EIT, we either injected progressive amounts of air (from 20 to 500 mL) through chest tubes or applied large positive end-expiratory pressure (PEEP) increments to simulate extreme lung overdistension. This first data set was used to calibrate an EIT-based pneumothorax detection algorithm. Subsequently, we evaluated the real-time performance of the detection algorithm in 21 additional animals (with normal or preinjured lungs), submitted to multiple ventilatory interventions or traumatic punctures of the lung. Measurements and Main Results: Primary EIT relative images were acquired online (50 images/sec) and processed according to a few imaging-analysis routines running automatically and in parallel. Pneumothoraces as small as 20 mL could be detected with a sensitivity of 100% and specificity 95% and could be easily distinguished from parenchymal overdistension induced by PEEP or recruiting maneuvers, Their location was correctly identified in all cases, with a total delay of only three respiratory cycles. Conclusions. We created an EIT-based algorithm capable of detecting early signs of pneumothoraces in high-risk situations, which also identifies its location. It requires that the pneumothorax occurs or enlarges at least minimally during the monitoring period. Such detection was operator-free and in quasi real-time, opening opportunities for improving patient safety during mechanical ventilation.

Analysis and implementation of a new constant acceleration subcycling algorithm

An algorithm for explicit integration of structural dynamics problems with multiple time steps is proposed that averages accelerations to obtain subcycle states at a nodal interface between regions integrated with different time steps. With integer time step ratios, the resulting subcycle updates at the interface sum to give the same effect as a central difference update over a major cycle. The algorithm is shown to have good accuracy, and stability properties in linear elastic analysis similar to those of constant velocity subcycling algorithms. The implementation of a generalised form of the algorithm with non-integer time step ratios is presented. (C) 1997 by John Wiley & Sons, Ltd.

Time-dependent master equation simulation of complex elementary reactions in combustion: Application to the reaction of (CH2)-C-1 with C2H2 from 300-2000 K

Computational simulations of the title reaction are presented, covering a temperature range from 300 to 2000 K. At lower temperatures we find that initial formation of the cyclopropene complex by addition of methylene to acetylene is irreversible, as is the stabilisation process via collisional energy transfer. Product branching between propargyl and the stable isomers is predicted at 300 K as a function of pressure for the first time. At intermediate temperatures (1200 K), complex temporal evolution involving multiple steady states begins to emerge. At high temperatures (2000 K) the timescale for subsequent unimolecular decay of thermalized intermediates begins to impinge on the timescale for reaction of methylene, such that the rate of formation of propargyl product does not admit a simple analysis in terms of a single time-independent rate constant until the methylene supply becomes depleted. Likewise, at the elevated temperatures the thermalized intermediates cannot be regarded as irreversible product channels. Our solution algorithm involves spectral propagation of a symmetrised version of the discretized master equation matrix, and is implemented in a high precision environment which makes hitherto unachievable low-temperature modelling a reality.

Subspace wavepacket evolution with Newton polynomials

Time-dependent wavepacket evolution techniques demand the action of the propagator, exp(-iHt/(h)over-bar), on a suitable initial wavepacket. When a complex absorbing potential is added to the Hamiltonian for combating unwanted reflection effects, polynomial expansions of the propagator are selected on their ability to cope with non-Hermiticity. An efficient subspace implementation of the Newton polynomial expansion scheme that requires fewer dense matrix-vector multiplications than its grid-based counterpart has been devised. Performance improvements are illustrated with some benchmark one and two-dimensional examples. (C) 2001 Elsevier Science B.V. All rights reserved.

Preprocessing and time-frequency analysis of newborn EEG seizures

Neurological disease or dysfunction in newborn infants is often first manifested by seizures. Prolonged seizures can result in impaired neurodevelopment or even death. In adults, the clinical signs of seizures are well defined and easily recognized. In newborns, however, the clinical signs are subtle and may be absent or easily missed without constant close observation. This article describes the use of adaptive signal processing techniques for removing artifacts from newborn electroencephalogram (EEG) signals. Three adaptive algorithms have been designed in the context of EEG signals. This preprocessing is necessary before attempting a fine time-frequency analysis of EEG rhythmical activities, such as electrical seizures, corrupted by high amplitude signals. After an overview of newborn EEG signals, the authors describe the data acquisition set-up. They then introduce the basic physiological concepts related to normal and abnormal newborn EEGs and discuss the three adaptive algorithms for artifact removal. They also present time-frequency representations (TFRs) of seizure signals and discuss the estimation and modeling of the instantaneous frequency related to the main ridge of the TFR.

A simulated annealing algorithm for finding consensus sequences

Motivation: A consensus sequence for a family of related sequences is, as the name suggests, a sequence that captures the features common to most members of the family. Consensus sequences are important in various DNA sequencing applications and are a convenient way to characterize a family of molecules. Results: This paper describes a new algorithm for finding a consensus sequence, using the popular optimization method known as simulated annealing. Unlike the conventional approach of finding a consensus sequence by first forming a multiple sequence alignment, this algorithm searches for a sequence that minimises the sum of pairwise distances to each of the input sequences. The resulting consensus sequence can then be used to induce a multiple sequence alignment. The time required by the algorithm scales linearly with the number of input sequences and quadratically with the length of the consensus sequence. We present results demonstrating the high quality of the consensus sequences and alignments produced by the new algorithm. For comparison, we also present similar results obtained using ClustalW. The new algorithm outperforms ClustalW in many cases.

A monolithic smoothing-gap algorithm for contact-impact based on the signed distance function

A new algorithm has been developed for smoothing the surfaces in finite element formulations of contact-impact. A key feature of this method is that the smoothing is done implicitly by constructing smooth signed distance functions for the bodies. These functions are then employed for the computation of the gap and other variables needed for implementation of contact-impact. The smoothed signed distance functions are constructed by a moving least-squares approximation with a polynomial basis. Results show that when nodes are placed on a surface, the surface can be reproduced with an error of about one per cent or less with either a quadratic or a linear basis. With a quadratic basis, the method exactly reproduces a circle or a sphere even for coarse meshes. Results are presented for contact problems involving the contact of circular bodies. Copyright (C) 2002 John Wiley Sons, Ltd.