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.

Periodic or Bounded Solutions of Carathéodory Systems of Ordinary Differential Equations

In this paper we extend the guiding function approach to show that there are periodic or bounded solutions for first order systems of ordinary differential equations of the form x1 =f(t,x), a.e. epsilon[a,b], where f satisfies the Caratheodory conditions. Our results generalize recent ones of Mawhin and Ward.

Approximate controllability of second-order distributed implicit functional systems

In this paper we study the approximate controllability of control systems with states and controls in Hilbert spaces, and described by a second-order semilinear abstract functional differential equation with infinite delay. Initially we establish a characterization for the approximate controllability of a second-order abstract linear system and, in the last section, we compare the approximate controllability of a semilinear abstract functional system with the approximate controllability of the associated linear system. (C) 2008 Elsevier Ltd. All rights reserved.

Global solutions for abstract impulsive neutral differential equations

We study the existence of mild solutions for a class of impulsive neutral functional differential equation defined on the whole real axis. Some concrete applications to ordinary and partial neutral differential equations with impulses are considered. (C) 2010 Elsevier Ltd. All rights reserved.

Assessment of the differential linear coherent scattering coefficient of biological samples

New differential linear coherent scattering coefficient, mu(CS), data for four biological tissue types (fat pork, tendon chicken, adipose and fibroglandular human breast tissues) covering a large momentum transfer interval (0.07 <= q <= 70.5 nm(-1)), resulted from combining WAXS and SAXS data, are presented in order to emphasize the need to update the default data-base by including the molecular interference and the large-scale arrangements effect. The results showed that the differential linear coherent scattering coefficient demonstrates influence of the large-scale arrangement, mainly due to collagen fibrils for tendon chicken and fibroglandular breast samples, and triacylglycerides for fat pork and adipose breast samples at low momentum transfer region. While, at high momentum transfer, the mu(CS) reflects effects of molecular interference related to water for tendon chicken and fibroglandular samples and, fatty acids for fat pork and adipose samples. (C) 2009 Elsevier B.V. All rights reserved.

Applying linear time-varying constraints to econometric models: With an application to demand systems

When linear equality constraints are invariant through time they can be incorporated into estimation by restricted least squares. If, however, the constraints are time-varying, this standard methodology cannot be applied. In this paper we show how to incorporate linear time-varying constraints into the estimation of econometric models. The method involves the augmentation of the observation equation of a state-space model prior to estimation by the Kalman filter. Numerical optimisation routines are used for the estimation. A simple example drawn from demand analysis is used to illustrate the method and its application.

Anisotropy-based performance analysis of linear discrete time invariant control systems

The anisotropic norm of a linear discrete-time-invariant system measures system output sensitivity to stationary Gaussian input disturbances of bounded mean anisotropy. Mean anisotropy characterizes the degree of predictability (or colouredness) and spatial non-roundness of the noise. The anisotropic norm falls between the H-2 and H-infinity norms and accommodates their loss of performance when the probability structure of input disturbances is not exactly known. This paper develops a method for numerical computation of the anisotropic norm which involves linked Riccati and Lyapunov equations and an associated special type equation.

Differential perturbation of neuronal and glial glutamate transport systems in retinal ischaemia

Glutamate is the major excitatory neurotransmitter in the retina and is removed from the extracellular space by an energy-dependent process involving neuronal and glial cell transporters. The radial glial Muller cells express the glutamate transporter, GLAST, and preferentially accumulate glutamate. However, during an ischaemic episode, extracellular glutamate concentrations may rise to excitotoxic levels. Is this catastrophic rise in extracellular glutamate due to a failure of GLAST? Using immunocytochemistry, we monitored the transport of the glutamate transporter substrate, D-aspartate, in the retina under normal and ischaemic conditions. Two models of compromised retinal perfusion were compared: (1) Anaesthetised rats had their carotid arteries occluded for 7 days to produce a chronic reduction in retinal blood flow. Retinal function was assessed by electroretinography. D-aspartate was injected into the eye for 45 min, Following euthanasia, the retina was processed for D-aspartate. GLAST and glutamate immunocytochemistry. Although reduced retinal perfusion suppresses the electroretinogram b-wave, neither retinal histology, GLAST expression, nor the ability of Muller cells to uptake D-aspartate is affected. As this insult does not appear to cause excitotoxic neuronal damage, these data suggest that GLAST function and glutamate clearance are maintained during periods of reduced retinal perfusion. (2) Occlusion of the central retinal artery for 60 min abolishes retinal perfusion, inducing histological damage and electroretinogram suppression. Although GLAST expression appears to be normal. its ability to transport D-aspartate into Muller cells is greatly reduced. Interestingly, D-aspartate is transported into neuronal cells, i.e. photoreceptors, bipolar and ganglion cells. This suggests that while GLAST is vitally important for the clearance of excess extracellular glutamate, its capability to sustain inward transport is particularly susceptible to an acute ischaemic attack. Manipulation of GLAST function could alleviate the degeneration and blindness that result from ischaemic retinal disease. (C) 2001 Elsevier Science Ltd, All rights reserved.

Brief note on the variation of constants formula for fuzzy differential equations

This note gives a theory of state transition matrices for linear systems of fuzzy differential equations. This is used to give a fuzzy version of the classical variation of constants formula. A simple example of a time-independent control system is used to illustrate the methods. While similar problems to the crisp case arise for time-dependent systems, in time-independent cases the calculations are elementary solutions of eigenvalue-eigenvector problems. In particular, for nonnegative or nonpositive matrices, the problems at each level set, can easily be solved in MATLAB to give the level sets of the fuzzy solution. (C) 2002 Elsevier Science B.V. All rights reserved.

Detection and description of non-linear interdependence in normal multichannel human EEG data

Objectives: This study examines human scalp electroencephalographic (EEG) data for evidence of non-linear interdependence between posterior channels. The spectral and phase properties of those epochs of EEG exhibiting non-linear interdependence are studied. Methods: Scalp EEG data was collected from 40 healthy subjects. A technique for the detection of non-linear interdependence was applied to 2.048 s segments of posterior bipolar electrode data. Amplitude-adjusted phase-randomized surrogate data was used to statistically determine which EEG epochs exhibited non-linear interdependence. Results: Statistically significant evidence of non-linear interactions were evident in 2.9% (eyes open) to 4.8% (eyes closed) of the epochs. In the eyes-open recordings, these epochs exhibited a peak in the spectral and cross-spectral density functions at about 10 Hz. Two types of EEG epochs are evident in the eyes-closed recordings; one type exhibits a peak in the spectral density and cross-spectrum at 8 Hz. The other type has increased spectral and cross-spectral power across faster frequencies. Epochs identified as exhibiting non-linear interdependence display a tendency towards phase interdependencies across and between a broad range of frequencies. Conclusions: Non-linear interdependence is detectable in a small number of multichannel EEG epochs, and makes a contribution to the alpha rhythm. Non-linear interdependence produces spatially distributed activity that exhibits phase synchronization between oscillations present at different frequencies. The possible physiological significance of these findings are discussed with reference to the dynamical properties of neural systems and the role of synchronous activity in the neocortex. (C) 2002 Elsevier Science Ireland Ltd. All rights reserved.

Boundary value problems for systems of difference equations associated with systems of second-order ordinary differential equations

We study difference equations which arise as discrete approximations to two-point boundary value problems for systems of second-order ordinary differential equations. We formulate conditions which guarantee a priori bounds on first differences of solutions to the discretized problem. We establish existence results for solutions to the discretized boundary value problems subject to nonlinear boundary conditions. We apply our results to show that solutions to the discrete problem converge to solutions of the continuous problem in an aggregate sense. (C) 2002 Elsevier Science Ltd. All rights reserved.

Combined mutation differential evolution to solve systems of nonlinear equations

This paper presents a differential evolution heuristic to compute a solution of a system of nonlinear equations through the global optimization of an appropriate merit function. Three different mutation strategies are combined to generate mutant points. Preliminary numerical results show the effectiveness of the presented heuristic.

An introduction to the fractional continuous-time linear systems

A brief introduction to the fractional continuous-time linear systems is presented. It will be done without needing a deep study of the fractional derivatives. We will show that the computation of the impulse and step responses is very similar to the classic. The main difference lies in the substitution of the exponential by the Mittag-Leffler function. We will present also the main formulae defining the fractional derivatives.

Root locus of fractional linear systems

In this paper an algorithm for the calculation of the root locus of fractional linear systems is presented. The proposed algorithm takes advantage of present day computational resources and processes directly the characteristic equation, avoiding the limitations revealed by standard methods. The results demonstrate the good performance for different types of expressions.

Experimenting through the web a linear variable differential transformer

Aiming for teaching/learning support in sciences and engineering areas, the Remote Experimentation concept (an E-learning subset) has grown in last years with the development of several infrastructures that enable doing practical experiments from anywhere and anytime, using a simple PC connected to the Internet. Nevertheless, given its valuable contribution to the teaching/learning process, the development of more infrastructures should continue, in order to make available more solutions able to improve courseware contents and motivate students for learning. The work presented in this paper contributes for that purpose, in the specific area of industrial automation. After a brief introduction to the Remote Experimentation concept, we describe a remote accessible lab infrastructure that enables users to conduct real experiments with an important and widely used transducer in industrial automation, named Linear Variable Differential Transformer.