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.

Effects of mechanical properties, residual stress and indenter tip geometry on instrumented indentation data in thin films

In this work, an axisymmetric two-dimensional finite element model was developed to simulate instrumented indentation testing of thin ceramic films deposited onto hard steel substrates. The level of film residual stress (sigma(r)), the film elastic modulus (E) and the film work hardening exponent (n) were varied to analyze their effects on indentation data. These numerical results were used to analyze experimental data that were obtained with titanium nitride coated specimens, in which the substrate bias applied during deposition was modified to obtain films with different levels of sigma(r). Good qualitative correlation was obtained when numerical and experimental results were compared, as long as all film properties are considered in the analyses, and not only sigma(r). The numerical analyses were also used to further understand the effect of sigma(r) on the mechanical properties calculated based on instrumented indentation data. In this case, the hardness values obtained based on real or calculated contact areas are similar only when sink-in occurs, i.e. with high n or high ratio VIE, where Y is the yield strength of the film. In an additional analysis, four ratios (R/h(max)) between indenter tip radius and maximum penetration depth were simulated to analyze the combined effects of R and sigma(r) on the indentation load-displacement curves. In this case, or did not significantly affect the load curve exponent, which was affected only by the indenter tip radius. On the other hand, the proportional curvature coefficient was significantly affected by sigma(r) and n. (C) 2010 Elsevier B.V. All rights reserved.

EFFECT OF MOLD GEOMETRY IN MICROPARTS ELECTROFORMING BY UV-LIGA

UV-LIGA is a versatile technique which allows the fabrication of metal parts with high aspect ratio (height / width) through the combination of a photolithographic processing of a polymer and the electroforming of a metal inside the cavities engraved in the polymer. This low-cost technique is used in a variety of areas including microfluidic, optics, instrumentation, plastic molding and telecommunications, among others. To approximate Colombia to this modern technologies for materials processing, the Materials Science and Technology Group has started an appropriation process of microfabrication techniques, specifically, this paper presents the results of UV-LIGA technique implementation for the fabrication of Nickel microparts, and examine the effects of mold geometry on the growing speed and integrity of the obtained deposits, important parameters in order to achieve the fabrication of complex micrometric parts that leads to devices with commercial applications.

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.

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.

DSC estimation of structural and textural parameters of SBA-15 silica using water probe

The aim of this study was to use DSC and X-ray diffraction measurements to determine the pore size and pore wall thickness of highly ordered SBA-15 materials. The DSC curves showed two endothermic events during the heating cycle. These events were due to the presence of water inside and outside of mesopores. The results of pore radius, wall thickness and pore volume measurements were in good agreement with the results obtained by nitrogen adsorption measurement, XRD and transmission electron microscopy.

Influence of Plasma Protein Binding on Pharmacodynamics: Estimation of In Vivo Receptor Affinities of beta Blockers Using a New Mechanism-Based PK-PD Modelling Approach

The objective of this investigation was to examine in a systematic manner the influence of plasma protein binding on in vivo pharmacodynamics. Comparative pharmacokinetic-pharmacodynamic studies with four beta blockers were performed in conscious rats, using heart rate under isoprenaline-induced tachycardia as a pharmacodynamic endpoint. A recently proposed mechanism-based agonist-antagonist interaction model was used to obtain in vivo estimates of receptor affinities (K(B),(vivo)). These values were compared with in vitro affinities (K(B),(vitro)) on the basis of both total and free drug concentrations. For the total drug concentrations, the K(B),(vivo) estimates were 26, 13, 6.5 and 0.89 nM for S(-)-atenolol, S(-)-propranolol, S(-)-metoprolol and timolol. The K(B),(vivo) estimates on the basis of the free concentrations were 25, 2.0, 5.2 and 0.56 nM, respectively. The K(B),(vivo)-K(B),(vitro) correlation for total drug concentrations clearly deviated from the line of identity, especially for the most highly bound drug S(-)-propranolol (ratio K(B),(vivo)/K(B),(vitro) similar to 6.8). For the free drug, the correlation approximated the line of identity. Using this model, for beta-blockers the free plasma concentration appears to be the best predictor of in vivo pharmacodynamics. (C) 2008 Wiley-Liss, Inc. and the American Pharmacists Association J Pharm Sci 98:3816-3828, 2009

Evaluation of extractants for estimation of the phytoavailable trace metals in soils

Despite its environmental (and financial) importance, there is no agreement in the literature as to which extractant most accurately estimates the phytoavailability of trace metals in soils. A large dataset was taken from the literature, and the effectiveness of various extractants to predict the phytoavailability of Cd, Zn, Ni, Cu, and Pb examined across a range of soil types and contamination levels. The data suggest that generally, the total soil trace metal content, and trace metal concentrations determined by complexing agents (such as the widely used DTPA and EDTA extractants) or acid extractants (such as 0.1 M HCl and the Mehlich 1 extractant) are only poorly correlated to plant phytoavailability. Whilst there is no consensus, it would appear that neutral salt extractants (such as 0.01 M CaCl2 and 0.1 M NaNO3) provide the most useful indication of metal phytoavailability across a range of metals of interest, although further research is required.