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.

The Cramer-Rao bound for initial conditions estimation of chaotic orbits

We derive the Cramer-Rao Lower Bound (CRLB) for the estimation of initial conditions of noise-embedded orbits produced by general one-dimensional maps. We relate this bound`s asymptotic behavior to the attractor`s Lyapunov number and show numerical examples. These results pave the way for more suitable choices for the chaotic signal generator in some chaotic digital communication systems. (c) 2006 Published by Elsevier Ltd.

Jointly multi-user detection and channel estimation with genetic algorithm

This work aims at proposing the use of the evolutionary computation methodology in order to jointly solve the multiuser channel estimation (MuChE) and detection problems at its maximum-likelihood, both related to the direct sequence code division multiple access (DS/CDMA). The effectiveness of the proposed heuristic approach is proven by comparing performance and complexity merit figures with that obtained by traditional methods found in literature. Simulation results considering genetic algorithm (GA) applied to multipath, DS/CDMA and MuChE and multi-user detection (MuD) show that the proposed genetic algorithm multi-user channel estimation (GAMuChE) yields a normalized mean square error estimation (nMSE) inferior to 11%, under slowly varying multipath fading channels, large range of Doppler frequencies and medium system load, it exhibits lower complexity when compared to both maximum likelihood multi-user channel estimation (MLMuChE) and gradient descent method (GrdDsc). A near-optimum multi-user detector (MuD) based on the genetic algorithm (GAMuD), also proposed in this work, provides a significant reduction in the computational complexity when compared to the optimum multi-user detector (OMuD). In addition, the complexity of the GAMuChE and GAMuD algorithms were (jointly) analyzed in terms of number of operations necessary to reach the convergence, and compared to other jointly MuChE and MuD strategies. The joint GAMuChE-GAMuD scheme can be regarded as a promising alternative for implementing third-generation (3G) and fourth-generation (4G) wireless systems in the near future. Copyright (C) 2010 John Wiley & Sons, Ltd.

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.

Repeated disturbances and canopy disturbance regime in a tropical semi-deciduous forest

The canopy disturbance regime and the influence of gap methods on the interpretation of forest structure and dynamics were evaluated in a tropical semi-deciduous forest in south-eastern Brazil. We encountered a gap density of 11.2 gaps ha(-1) and an average size which varied from 121 to 333 m(2) depending on the gap delimitation method considered (minimum gap size was 10 m(2)). Although average size was slightly higher, the median value obtained (78 m(2)) was comparable to other tropical forest sites and the gap size-class distribution found supported the pattern described for such forest sites. Among 297 gap makers, snapping and uprooting were the most common modes of disturbance. The number and basal area of gap makers were good predictors of gap size. Almost 25% of all gaps suffered from repeated disturbance events that brought about larger gap sizes. Such processes, along with delimitation methods, strongly influenced the estimation of turnover rate and therefore the interpretation of forest dynamics. These results demonstrated the importance of further studies on repeated disturbances, which is often neglected in forest studies.

Extensions of discrete triangular distributions and boundary bias in kernel estimation for discrete functions

Asymmetric discrete triangular distributions are introduced in order to extend the symmetric ones serving for discrete associated kernels in the nonparametric estimation for discrete functions. The extension from one to two orders around the mode provides a large family of discrete distributions having a finite support. Establishing a bridge between Dirac and discrete uniform distributions, some different shapes are also obtained and their properties are investigated. In particular, the mean and variance are pointed out. Applications to discrete kernel estimators are given with a solution to a boundary bias problem. (C) 2010 Elsevier B.V. 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

Regression models for grouped survival data: Estimation and sensitivity analysis

In this study, regression models are evaluated for grouped survival data when the effect of censoring time is considered in the model and the regression structure is modeled through four link functions. The methodology for grouped survival data is based on life tables, and the times are grouped in k intervals so that ties are eliminated. Thus, the data modeling is performed by considering the discrete models of lifetime regression. The model parameters are estimated by using the maximum likelihood and jackknife methods. To detect influential observations in the proposed models, diagnostic measures based on case deletion, which are denominated global influence, and influence measures based on small perturbations in the data or in the model, referred to as local influence, are used. In addition to those measures, the local influence and the total influential estimate are also employed. Various simulation studies are performed and compared to the performance of the four link functions of the regression models for grouped survival data for different parameter settings, sample sizes and numbers of intervals. Finally, a data set is analyzed by using the proposed regression models. (C) 2010 Elsevier B.V. All rights reserved.

Evaluation of FAO Penman-Monteith and alternative methods for estimating reference evapotranspiration with missing data in Southern Ontario, Canada

Grass reference evapotranspiration (ETo) is an important agrometeorological parameter for climatological and hydrological studies, as well as for irrigation planning and management. There are several methods to estimate ETo, but their performance in different environments is diverse, since all of them have some empirical background. The FAO Penman-Monteith (FAD PM) method has been considered as a universal standard to estimate ETo for more than a decade. This method considers many parameters related to the evapotranspiration process: net radiation (Rn), air temperature (7), vapor pressure deficit (Delta e), and wind speed (U); and has presented very good results when compared to data from lysimeters Populated with short grass or alfalfa. In some conditions, the use of the FAO PM method is restricted by the lack of input variables. In these cases, when data are missing, the option is to calculate ETo by the FAD PM method using estimated input variables, as recommended by FAD Irrigation and Drainage Paper 56. Based on that, the objective of this study was to evaluate the performance of the FAO PM method to estimate ETo when Rn, Delta e, and U data are missing, in Southern Ontario, Canada. Other alternative methods were also tested for the region: Priestley-Taylor, Hargreaves, and Thornthwaite. Data from 12 locations across Southern Ontario, Canada, were used to compare ETo estimated by the FAD PM method with a complete data set and with missing data. The alternative ETo equations were also tested and calibrated for each location. When relative humidity (RH) and U data were missing, the FAD PM method was still a very good option for estimating ETo for Southern Ontario, with RMSE smaller than 0.53 mm day(-1). For these cases, U data were replaced by the normal values for the region and Delta e was estimated from temperature data. The Priestley-Taylor method was also a good option for estimating ETo when U and Delta e data were missing, mainly when calibrated locally (RMSE = 0.40 mm day(-1)). When Rn was missing, the FAD PM method was not good enough for estimating ETo, with RMSE increasing to 0.79 mm day(-1). When only T data were available, adjusted Hargreaves and modified Thornthwaite methods were better options to estimate ETo than the FAO) PM method, since RMSEs from these methods, respectively 0.79 and 0.83 mm day(-1), were significantly smaller than that obtained by FAO PM (RMSE = 1.12 mm day(-1). (C) 2009 Elsevier B.V. All rights reserved.

Crop rotation in center-pivot for phytonematode control: density variation, pathogenicity and crop loss estimation

Crop rotation in center-pivot for phytonematode control: density variation, pathogenicity and crop loss estimation A field study conducted over three consecutive years, on a farm using crop rotation system under center-pivot and infested with the nematodes Pratylenchus brachyurus, P. zeae, Meloidogyne incognita, Paratrichodorus minor, Helicotylenchus dihystera, Mesocriconema ornata and M. onoense, demonstrated that intensive crop systems provide conditions for the maintenance of high densities of polyphagous phytonematodes. Of the crops established on the farm (cotton, maize, soybean and cowpea), cotton and soybean suffered the most severe crop losses, caused respectively by M. incognita and P. brachyurus. Since maize is a good host for both nematodes, but tolerant of M. incognita, its exclusion from cropping system would be favorable to the performance of cotton, soybean and cowpea. Results from experiments carried out in controlled conditions confirmed the pathogenicity of P. brachyurus on cotton. Additional management with genetic resistance was useful in fields infested with M. incognita, although the soybean performance was affected by low resistance of the cultivars used for P. brachyurus. In conclusion, crop rotation must be carefully planned in areas infested with polyphagous nematodes, specifically in the case of occurrence of two or more major pathogenic nematodes.

An integrated molecular map of yellow passion fruit based on simultaneous maximum-likelihood estimation of linkage and linkage phases

The development of genetic maps for auto-incompatible species, such as the yellow passion fruit (Passiflora edulis Sims f.flavicarpa Deg.) is restricted due to the unfeasibility of obtaining traditional mapping populations based on inbred lines. For this reason, yellow passion fruit linkage maps were generally constructed using a strategy known as two-way pseudo-testeross, based on monoparental dominant markers segregating in a 1:1 fashion. Due to the lack of information from these markers in one of the parents, two individual (parental) maps were obtained. However, integration of these maps is essential, and biparental markers can be used for such an operation. The objective of our study was to construct an integrated molecular map for a full-sib population of yellow passion fruit combining different loci configuration generated from amplified fragment length polymorphisms (AFLPs) and microsatellite markers and using a novel approach based on simultaneous maximum-likelihood estimation of linkage and linkage phases, specially designed for outcrossing species. Of the total number of loci, approximate to 76%, 21%, 0.7%, and 2.3% did segregate in 1:1, 3:1, 1:2:1, and 1:1:1:1 ratios, respectively. Ten linkage groups (LGs) were established with a logarithm of the odds (LOD) score >= 5.0 assuming a recombination fraction : <= 0.35. On average, 24 markers were assigned per LG, representing a total map length of 1687 cM, with a marker density of 6.9 cM. No markers were placed as accessories on the map as was done with previously constructed individual maps.

Sweet Basil (Ocimum basilicum) Extracts Obtained by Supercritical Fluid Extraction (SFE): Global Yields, Chemical Composition, Antioxidant Activity, and Estimation of the Cost of Manufacturing

In this work, supercritical technology was used to obtain extracts from Ocimum basilicum (sweet basil) with CO(2) and the cosolvent H(2)O at 1, 10, and 20% (w/w). The raw material was obtained from hydroponic cultivation. The extract`s global yield isotherms, chemical compositions, antioxidant activity, and cost of manufacturing were determined. The extraction assays were done for pressures of 10 to 30 MPa at 303 to 323 K. The identification of the compounds present in the extracts was made by GC-MS and ESI-MS. The antioxidant activity of extracts was determined using the coupled reaction of beta-carotene and linolenic acid. At 1% of cosolvent, the largest global yield was obtained at 10 MPa and 303 K (2%, dry basis-d.b.); at 10% of cosolvent the largest global yield was obtained at 10 and 15 MPa (11%, d.b.), and at 20% of cosolvent the largest global yield was detected at 30 MPa and 303 K (24%, d.b.). The main components identified in the extracts were eugenol, germacrene-D, epi-alpha-cadinol, malic acid, tartaric acid, ramnose, caffeic acid, quinic acid, kaempferol, caffeoylquinic acid, and kaempferol 3-O-glucoside. Sweet basil extracts exhibited high antioxidant activity compared to beta-carotene. Three types of SFE extracts from sweet basil were produced, for which the estimated cost of manufacturing (class 5 type) varied from US$ 47.96 to US$ 1,049.58 per kilogram of dry extract.

Leaf area index estimation with MODIS reflectance time series and model inversion during full rotations of Eucalyptus plantations

The leaf area index (LAI) of fast-growing Eucalyptus plantations is highly dynamic both seasonally and interannually, and is spatially variable depending on pedo-climatic conditions. LAI is very important in determining the carbon and water balance of a stand, but is difficult to measure during a complete stand rotation and at large scales. Remote-sensing methods allowing the retrieval of LAI time series with accuracy and precision are therefore necessary. Here, we tested two methods for LAI estimation from MODIS 250m resolution red and near-infrared (NIR) reflectance time series. The first method involved the inversion of a coupled model of leaf reflectance and transmittance (PROSPECT4), soil reflectance (SOILSPECT) and canopy radiative transfer (4SAIL2). Model parameters other than the LAI were either fixed to measured constant values, or allowed to vary seasonally and/or with stand age according to trends observed in field measurements. The LAI was assumed to vary throughout the rotation following a series of alternately increasing and decreasing sigmoid curves. The parameters of each sigmoid curve that allowed the best fit of simulated canopy reflectance to MODIS red and NIR reflectance data were obtained by minimization techniques. The second method was based on a linear relationship between the LAI and values of the GEneralized Soil Adjusted Vegetation Index (GESAVI), which was calibrated using destructive LAI measurements made at two seasons, on Eucalyptus stands of different ages and productivity levels. The ability of each approach to reproduce field-measured LAI values was assessed, and uncertainty on results and parameter sensitivities were examined. Both methods offered a good fit between measured and estimated LAI (R(2) = 0.80 and R(2) = 0.62 for model inversion and GESAVI-based methods, respectively), but the GESAVI-based method overestimated the LAI at young ages. (C) 2010 Elsevier Inc. All rights reserved.

MODIS NDVI time-series allow the monitoring of Eucalyptus plantation biomass

The use of remote sensing is necessary for monitoring forest carbon stocks at large scales. Optical remote sensing, although not the most suitable technique for the direct estimation of stand biomass, offers the advantage of providing large temporal and spatial datasets. In particular, information on canopy structure is encompassed in stand reflectance time series. This study focused on the example of Eucalyptus forest plantations, which have recently attracted much attention as a result of their high expansion rate in many tropical countries. Stand scale time-series of Normalized Difference Vegetation Index (NDVI) were obtained from MODIS satellite data after a procedure involving un-mixing and interpolation, on about 15,000 ha of plantations in southern Brazil. The comparison of the planting date of the current rotation (and therefore the age of the stands) estimated from these time series with real values provided by the company showed that the root mean square error was 35.5 days. Age alone explained more than 82% of stand wood volume variability and 87% of stand dominant height variability. Age variables were combined with other variables derived from the NDVI time series and simple bioclimatic data by means of linear (Stepwise) or nonlinear (Random Forest) regressions. The nonlinear regressions gave r-square values of 0.90 for volume and 0.92 for dominant height, and an accuracy of about 25 m(3)/ha for volume (15% of the volume average value) and about 1.6 m for dominant height (8% of the height average value). The improvement including NDVI and bioclimatic data comes from the fact that the cumulative NDVI since planting date integrates the interannual variability of leaf area index (LAI), light interception by the foliage and growth due for example to variations of seasonal water stress. The accuracy of biomass and height predictions was strongly improved by using the NDVI integrated over the two first years after planting, which are critical for stand establishment. These results open perspectives for cost-effective monitoring of biomass at large scales in intensively-managed plantation forests. (C) 2011 Elsevier Inc. All rights reserved.

Chemical Composition and Nutritional Value of Unripe Banana Flour (Musa acuminata, var. Nanico)

Banana flour obtained from unripe banana (Musa acuminata, var. Nanico) under specific drying conditions was evaluated regarding its chemical composition and nutritional value. Results are expressed in dry weight (dw). The unripe banana flour (UBF) presented a high amount of total dietary fiber (DF) (56.24 g/100 g), which consisted of resistant starch (RS) (48.99 g/100 g), fructans (0.05 g/100 g) and DF without RS or fructans (7.2 g/100 g). The contents of available starch (AS) (27.78 g/100 g) and soluble sugars (1.81 g/100 g) were low. The main phytosterols found were campesterol (4.1 mg/100 g), stigmasterol (2.5 mg/100 g) and beta-sitosterol (6.2 mg/100 g). The total polyphenol content was 50.65 mg GAE/100 g. Antioxidant activity, by the FRAP and ORAC methods, was moderated, being 358.67 and 261.00 mu mol of Trolox equivalent/100 g, respectively. The content of Zn, Ca and Fe and mineral dialyzability were low. The procedure used to obtain UBF resulted in the recovery of undamaged starch granules and in a low-energy product (597 kJ/100 g).