Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures

We consider risk-averse convex stochastic programs expressed in terms of extended polyhedral risk measures. We derive computable con dence intervals on the optimal value of such stochastic programs using the Robust Stochastic Approximation and the Stochastic Mirror Descent (SMD) algorithms. When the objective functions are uniformly convex, we also propose a multistep extension of the Stochastic Mirror Descent algorithm and obtain con dence intervals on both the optimal values and optimal solutions. Numerical simulations show that our con dence intervals are much less conservative and are quicker to compute than previously obtained con dence intervals for SMD and that the multistep Stochastic Mirror Descent algorithm can obtain a good approximate solution much quicker than its nonmultistep counterpart. Our con dence intervals are also more reliable than asymptotic con dence intervals when the sample size is not much larger than the problem size.

Localization of a mobile robot based on odometry and natural landmarks using extended kalman filter

SANTANA, André M.; SOUZA, Anderson A. S.; BRITTO, Ricardo S.; ALSINA, Pablo J.; MEDEIROS, Adelardo A. D. Localization of a mobile robot based on odometry and natural landmarks using extended Kalman Filter. In: INTERNATIONAL CONFERENCE ON INFORMATICS IN CONTROL, AUTOMATION AND ROBOTICS, 5., 2008, Funchal, Portugal. Proceedings... Funchal, Portugal: ICINCO, 2008.

Investigation of Plasma Immersion Ion Implantation Process in Magnetic Mirror Geometry

Plasma immersion ion implantation (PIII) with low external magnetic field has been investigated both numerically and experimentally. The static magnetic field considered is essentially nonuniform and is generated by two magnetic coils installed outside the vacuum chamber. Experiments have been conducted to investigate the effect of two of the most important PIII parameters: target voltage and gas pressure. In that context, it was found that the current density increased when the external parameters were varied. Later, the PIII process was analyzed numerically using the 2.5-D computer code KARAT. The numerical results show that the system of crossed E x B fields enhances the PIII process. The simulation showed an increase of the plasma density around the target under the operating and design conditions considered. Consequently, an increase of the ion current density on the target was observed. All these results are explained through the mechanism of gas ionization by collisions with electrons drifting in crossed E x B fields.

A Discussion Related to Orbit Determination Using Nonlinear Sigma Point Kalman Filter

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Unscented Kalman Filter Applied to the Spacecraft Attitude Estimation with Euler Angles

The aim of this work is to test an algorithm to estimate, in real time, the attitude of an artificial satellite using real data supplied by attitude sensors that are on board of the CBERS-2 satellite (China Brazil Earth Resources Satellite). The real-time estimator used in this work for attitude determination is the Unscented Kalman Filter. This filter is a new alternative to the extended Kalman filter usually applied to the estimation and control problems of attitude and orbit. This algorithm is capable of carrying out estimation of the states of nonlinear systems, without the necessity of linearization of the nonlinear functions present in the model. This estimation is possible due to a transformation that generates a set of vectors that, suffering a nonlinear transformation, preserves the same mean and covariance of the random variables before the transformation. The performance will be evaluated and analyzed through the comparison between the Unscented Kalman filter and the extended Kalman filter results, by using real onboard data.

Frequency synthesizer using a hybrid analog/digital loop filter: A low complexity approach

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Identification of Mechanical Systems through Kautz Filter

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Adaptive filter feature identification for structural health monitoring in an aeronautical panel

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Endovascular Treatment of Late Aortic Perforation due to Vena Cava Filter

Perforation of inferior vena cava (IVC) by filter struts ranges from 9% to 24%, and clinical sequelae and complications are unpredictable. The aim of this article was to report an unusual case of late complication of IVC filter that caused an IVC wall perforation and penetration of the filter's hooks in the aorta, which was treated by endovascular procedure. Molding strut tip by balloon angioplasty, its accommodation with a bare stent, and its coverage and protection with an endoprosthesis is probably the first technique reported so far in this situation.

Gaussian quadrature rules with simple node-weight relations

In this paper, we consider the symmetric Gaussian and L-Gaussian quadrature rules associated with twin periodic recurrence relations with possible variations in the initial coefficient. We show that the weights of the associated Gaussian quadrature rules can be given as rational functions in terms of the corresponding nodes where the numerators and denominators are polynomials of degree at most 4. We also show that the weights of the associated L-Gaussian quadrature rules can be given as rational functions in terms of the corresponding nodes where the numerators and denominators are polynomials of degree at most 5. Special cases of these quadrature rules are given. Finally, an easy to implement procedure for the evaluation of the nodes is described.

Approximations for the generalized temperature integral: a method based on quadrature rules

The generalized temperature integral I(m, x) appears in non-isothermal kinetic analysis when the frequency factor depends on the temperature. A procedure based on Gaussian quadrature to obtain analytical approximations for the integral I(m, x) was proposed. The results showed good agreement between the obtained approximation values and those obtained by numerical integration. Unless other approximations found in literature, the methodology presented in this paper can be easily generalized in order to obtain approximations with the maximum of accurate.

Rational approximations of the Arrhenius integral using Jacobi fractions and gaussian quadrature

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Determination of nitrite in meat products and water using dapsone with combined spot test/diffuse reflectance on filter paper

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Blood glucose responses in humans mirror lactate responses for individual anaerobic threshold and for lactate minimum in track tests

The equilibrium point between blood lactate production and removal (La-min(-)) and the individual anaerobic threshold (IAT) protocols have been used to evaluate exercise. During progressive exercise, blood lactate [La-](b), catecholamine and cortisol concentrations, show exponential increases at upper anaerobic threshold intensities. Since these hormones enhance blood glucose concentrations [Glc](b), this study investigated the [Glc] and [La-](b) responses during incremental tests and the possibility of considering the individual glucose threshold (IGT) and glucose minimum;(Glc(min)) in addition to IAT and La-min(-) in evaluating exercise. A group of 15 male endurance runners ran in four tests on the track 3000 m run (v(3km)); IAT and IGT- 8 x 800 m runs at velocities between 84% and 102% of v(3km); La-min(-) and Glc(min) - after lactic acidosis induced by a 500-m sprint, the subjects ran 8 x 800 m at intensities between 87% and 97% of v(3km); endurance test (ET)- 30 min at the velocity of IAT. Capillary blood (25 mu l) was collected for [La-](b) and [Glc](b) measurements. The TAT and IGT were determined by [La-](b) and [Glc](b) kinetics during the second test. The La-min(-) and Glc(min) were determined considering the lowest [La-] and [Glc](b) during the third test. No differences were observed (P < 0.05) and high correlations were obtained between the velocities at IAT [283 (SD 19) and IGT 281 (SD 21)m. min(-1); r = 0.096; P < 0.001] and between La,, [285 (SD 21)] and Glc(min) [287 (SD 20) m. min(-1) = 0.77; P < 0.05]. During ET, the [La-](b) reached 5.0 (SD 1.1) and 5.3 (SD 1.0) mmol 1(-1) at 20 and 30 min, respectively (P > 0.05). We concluded that for these subjects it was possible to evaluate the aerobic capacity by IGT and Glc(min), as well as by IAT and La-min(-).

Long-term histopathologic evaluation of inferior vena cava after modified Greenfield filter implantation - Experimental study in sheep

Aim. The authors assess a modified Greenfield filter (GF) for the long-term patency, filter tilting and histopathologic alterations of the inferior vena cava (IVC).Methods. Adult sheep (n=7) underwent modified GF placement in the IVC. Cavograms were obtained every 3 months and pulmonary angiography at 12 months. Histopathologic and scanning electron microscopy (SEM) analyses were performed on the IVC explanted at 12 months.Results. Cavograms showed that all IVC were patent at the end of the study. Filter tilting occurred in 2/7 animals and extrusion of struts was not observed. Macroscopic examination at explantation showed minimal venous wall thickening. Microscopic examination showed minimal IVC fibrosis and intimal hyperplasia. SEM showed endothelium on the IVC surface at the filter implantation site and a presumed endothelial layer covering partially or totally the struts. The interface filter-IVC was covered by deposits of leucocytes and platelets. No signs of pulmonary embolism were found in all pulmonary angiograms of both groups.Conclusion. The modified filter presented good biocompatibility, stability and absence of thrombogenicity at 12 months. It presented low tendency to tilting and extrusion of struts. The long-term histopathologic alterations in vena caval wall were minimal and the appearance of the studied filters in the IVC was similar to stents placed in the arterial system.