Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

Mutually connected phase-locked loop networks: dynamical models and design parameters

Distribution of timing signals is an essential factor for the development of digital systems for telecommunication networks, integrated circuits and manufacturing automation. Originally, this distribution was implemented by using the master-slave architecture with a precise master clock generator sending signals to phase-locked loops (PLL) working as slave oscillators. Nowadays, wireless networks with dynamical connectivity and the increase in size and operation frequency of the integrated circuits suggest that the distribution of clock signals could be more efficient if mutually connected architectures were used. Here, mutually connected PLL networks are studied and conditions for synchronous states existence are analytically derived, depending on individual node parameters and network connectivity, considering that the nodes are nonlinear oscillators with nonlinear coupling conditions. An expression for the network synchronisation frequency is obtained. The lock-in range and the transmission error bounds are analysed providing hints to the design of this kind of clock distribution system.

Chaotic Synchronization in Discrete-Time Systems Connected by Bandlimited Channels

Due to the broadband characteristic of chaotic signals, many of the methods that have been proposed for synchronizing chaotic systems do not usually present a satisfactory performance when applied to bandlimited communication channels. Here, the effects of bandwidth limitations imposed by the channel on the synchronous solution of a discrete-time chaotic master-slave network are investigated. The discrete-time system considered in this study is the Henon map. It is analytically shown that synchronism can be achieved in such a network by introducing a digital filter in the feedback loop responsible for generating the chaotic signal that will be sent to the slave node. Numerical simulations relating the filter parameters, such as its order and cut-off frequency, to the maximum Lyapunov exponent of the master node, which determines if the transmitted signal is chaotic or not, are also presented. These results can be useful for practical communication schemes based on chaos.

Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

Comparing lock-in ranges and transient responses of second- and third-order phase-locked loops in master-slave clock distribution networks

The distribution of clock signals throughout the nodes of a network is essential for several applications. in control and communication with the phase-locked loop (PLL) being the component for electronic synchronization process. In systems with master-slave (MS) strategies, the PLLs are the slave nodes responsible for providing reliable clocks in all nodes of the network. As PLLs have nonlinear phase detection, double-frequency terms appear and filtering becomes necessary. Imperfections in filtering process cause oscillations around the synchronous state worsening the performance of the clock distribution process. The behavior of one-way master-slave (OWMS) clock distribution networks is studied and performances of first- and second-order filter processes are compared, concerning lock-in ranges and responses to perturbations of the synchronous state. (c) 2007 Elsevier GmbH. 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.

Effect of Charge Asymmetry on Adsorption and Phase Separation of Polyampholytes on Silica and Cellulose Surfaces

The relation between the properties of polyampholytes in aqueous solution and their adsorption behaviors on silica and cellulose surfaces was investigated. Four polyampholytes carrying different charge densities but with the same nominal ratio of positive to negative segments and two structurally similar polyelectrolytes (a polyacid and a polybase) were investigated by using quartz crystal microgravimetry using silica-coated and cellulose-coated quartz resonators. Time-resolved mass and rigidity (or viscoelasticity) of the adsorbed layer was determined from the shifts in frequency (Delta f) and energy dissipation (Delta D) of the respective resonator. Therefore, elucidation of the dynamics and extent of adsorption, as well as the conformational changes of the adsorbed macromolecules, were possible. The charge properties of the solid Surface played a crucial role in the adsorption of the studied polyampholytes, which was explained by the capability of the surface to polarize the polyampholyte at the interface. Under the same experimental conditions, the polyampholytes had a higher nominal charge density phase-separated near the interface, producing a soft, dissipative, and loosely bound layer. In the case of cellulose substrates, where adsorption was limited, electrostatic and polarization effects were concluded to be less significant.

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.

Determination of eight fatty acid ethyl esters in meconium samples by headspace solid-phase microextraction and gas chromatography-mass spectrometry

A number of fatty acid ethyl esters (FAEEs) have recently been detected in meconium samples. Several of these FAEEs have been evaluated as possible biomarkers for in utero ethanol exposure. In the present study, a method was optimized and validated for the simultaneous determination of eight FAEEs (ethyl laurate, ethyl myristate, ethyl palmitate, ethyl palmitoleate, ethyl stearate, ethyl oleate, ethyl linoleate and ethyl arachidonate) in meconium samples. FAEEs were extracted by headspace solid-phase microextraction. Analyte detection and quantification were carried out using GC-MS operated in chemical ionization mode. The corresponding D5-ethyl esters were synthesized and used as internal standards. The LOQ and LOD for each analyte were <150 and <100 ng/g, respectively. The method showed good linearity (r(2)>0.98) in the concentration range studied (LOQ -2000 ng/g). The intra- and interday imprecision, given by the RSD of the method, was lower than 15% for all FAEEs studied. The validated method was applied to 63 authentic specimens. FAEEs could be detected in alcohol-exposed newborns ( >600 ng/g cumulative concentration). Interestingly, FAEEs could also be detected in some non-exposed newborns, although the concentrations were much lower than those measured in exposed cases.

Development and validation of sensitive methods for determination of sibutramine hydrochloride monohydrate and direct enantiomeric separation on a protein-based chiral stationary phase

Sibutramine hydrochloride monohydrate, chemically 1-(4-chlorophenyl)-N,N-dimethyl-alpha-(2-methylpropyl) hydrochloride monohydrate (SB center dot HCl center dot H2O), was approved by the U.S. Food and Drug Administration for the treatment of obesity. The objective of this study was to develop, validate, and compare methods using UV-derivative spectrophotometry (UVDS) and reversed-phase high-performance liquid chromatography (HPLC) for the determination of SB center dot HCl center dot H2O in pharmaceutical drug products. The UVDS and HPLC methods were found to be rapid, precise, and accurate. Statistically, there was no significant difference between the proposed UVDS and HPLC methods. The enantiomeric separation of SB was obtained on an alpha-1 acid glycoprotein column. The R- and S-sibutramine were eluted in < 5 min with baseline separation of the chromatographic peaks (alpha = 1.9 and resolution = 1.9).

Extractive Fermentation of Clavulanic Acid by Streptomyces DAUFPE 3060 Using Aqueous Two-Phase System

The influence of four variables, specifically PEG molar mass (400, 1,000, and 8,000 g/mol), concentrations of PEG and phosphate salts (15, 20, and 25% for both), and agitation intensity (110, 150, and 200 rpm), on clavulanic acid (CA) extraction by extractive fermentation with PEG/phosphate salts aqueous two-phase system was investigated in shaken flasks using a 2(4-1)-fractional factorial design. After selection of the two most significant variables (agitation intensity and PEG molar mass), an optimization study conducted according to a 2(2)-central composite design revealed that 25% PEG 8,000 g/mol and phosphate salts at 240 rpm (run 6) were the best conditions for the extractive fermentation, leading to the best results in terms of partition coefficient (k = 8.2), yield of CA in the PEG-rich phase (eta(T) = 93%) and productivity (P = 5.3 mg/Lh). As a first attempt to make a scale-up of these results, the effectiveness of the extractive fermentation was then checked in a bench-scale bioreactor under conditions as close as possible to the optimum ones determined in flasks. The highest CA concentration obtained in the PEG-rich phase (691 mg/L) was 30% higher than in flasks, thus demonstrating the potential of such a new process, integrating the production and extraction steps, as a promising, low-cost tool to obtain high yields of this and similar products. (C) 2010 American Institute of Chemical Engineers Biotechnol. Prog., 27: 95-103, 2011

LPS Removal from an E. Coli Fermentation Broth Using Aqueous Two-Phase Micellar System

In biotechnology, endotoxin (LPS) removal from recombinant proteins is a critical and challenging step in the preparation of injectable therapeutics, as endotoxin is a natural component of bacterial expression systems widely used to manufacture therapeutic proteins. The viability of large-scale industrial production of recombinant biomolecules of pharmaceutical interest significantly depends on the separation and purification techniques used. The aim of this work was to evaluate the use of aqueous two-phase micellar system (ATPMS) for endotoxin removal from preparations containing recombinant proteins of pharmaceutical interest, such as green fluorescent protein (GFPuv). Partition assays were carried out initially using pure LPS, and afterwards in the presence of E. coli cell lysate. The ATPMS technology proved to be effective in GFPuv recovery, preferentially into the micelle-poor phase (K(GFPuv) < 1.00), and LPS removal into the micelle-rich phase (%REM(LPS) > 98.00%). Therefore, this system can be exploited as the first step for purification in biotechnology processes for removal of higher LPS concentrations. (C) 2010 American Institute of Chemical Engineers Biotechnol. Prog., 26: 1644-1653, 2010

Extraction of Ascorbate Oxidase from Cucurbita maxima by Continuous Process in Perforated Rotating Disc Contactor Using Aqueous Two-Phase Systems

The ascorbate oxidase is the enzyme used to determine the content of ascorbic acid in the pharmaceutical and food industries and clinics analyses. The techniques currently used for the purification of this enzyme raise its production cost. Thus, the development of alternative processes and with the potential to reduce costs is interesting. The application of aqueous two-phase system is proposed as an alternative to purification because it enables good separation of biomolecules. The objective of this study was to determine the conditions to continuously pre-purify the enzyme ascorbate oxidase by an aqueous two-phase system (PEG/citrate) using rotating column provided with perforated discs. Under the best conditions (20,000 g/mol PEG molar mass, 10% PEG concentration, and 25% citrate concentration), the system showed satisfactory results (partition coefficient, 3.35; separation efficiency, 54.98%; and purification factor, 1.46) and proved suitable for the pre-purification of ascorbate oxidase in continuous process.

Continuous extraction of alpha-toxin from a fermented broth of Clostridium perfringens Type A in perforated rotating disc contactor using aqueous two-phase PEG-phosphate system

A 2(3-1) factorial experimental design was used to evaluate the performance of a perforated rotating disc contactor to extract alpha-toxin from the fermented broth of Clostridium perfringens Type A by aqueous two-phase system of polyethylene glycol-phosphate salts. The influence of three independent variables, specifically the dispersed phase flowrate, the continuous phase flowrate and the disc rotational speed, was investigated on the hold up, the mass transfer coefficient, the separation efficiency and the purification factor, taken as the response variables. The optimum dispersed phase flowrate was 3.0 mL/min for all these responses. Besides, maximum values of hold up (0.80), separation efficiency (0. 10) and purification factor (2.4) were obtained at this flowrate using the lowest disc rotational speed (35 rpm), while the optimum mass transfer coefficient (0. 165 h(-1)) was achieved at the highest agitation level (140 rpm). The results of this study demonstrated that the dispersed phase flowrate strongly influenced the performance of PRDC, in that both the mass transfer coefficient and hold up increased with this parameter. (c) 2007 Elsevier B. V. All rights reserved.

Separation and partitioning of Green Fluorescent Protein from Escherichia coli homogenate in poly(ethylene glycol)/sodium-poly(acrylate) aqueous two-phase systems

The partitioning of Green Fluorescent Protein (GFP) in poly(ethylene glycol)/Na-poly(acrylate) aqueous two-phase systems (PEG/NaPA-ATPS) has been investigated. The aqueous two-phase systems are formed by mixing the polymers with a salt and a protein solution. The protein partitioning in the two-phase system was investigated at 25 degrees C. The concentration of the GFP was measured by fluorimetry. It was found that the partitioning of GFP depends on the salt type, pH and concentration of PEG. The data indicates that GFP partitions more strongly to the PEG phase in presence of Na2SO4 relative to NaCl. Furthermore, the GFP partitions more to the PEG phase at higher pH. The partition to the PEG phase is strongly favoured in systems with larger tie-line lengths (i.e. systems with higher polymer concentrations). The molecular weight of PEG is important since the partition coefficient (K) of GFP gradually decreases with increasing PEG size, from K ca. 300-400 for PEG 400 to K equal to 1.19 for PEG 8000. A separation process was developed where GFP was separated from a homogenate in two extraction steps: the GFP is first partitioned to the PEG phase in a PEG 3000/NaPA 8000 system containing 3 wt% Na2SO4, where the K value of GFP was 8. The GFP is then re-extracted to a salt phase formed by mixing the previous top-phase with a Na2SO4 solution. The K-value of GFP in this back-extraction was 0.22. The total recovery based on the start material was 74%. (c) 2008 Elsevier B.V. All rights reserved.