A new adaptive multiple modelling approach for non-linear and non-stationary systems

This paper proposes a novel adaptive multiple modelling algorithm for non-linear and non-stationary systems. This simple modelling paradigm comprises K candidate sub-models which are all linear. With data available in an online fashion, the performance of all candidate sub-models are monitored based on the most recent data window, and M best sub-models are selected from the K candidates. The weight coefficients of the selected sub-model are adapted via the recursive least square (RLS) algorithm, while the coefficients of the remaining sub-models are unchanged. These M model predictions are then optimally combined to produce the multi-model output. We propose to minimise the mean square error based on a recent data window, and apply the sum to one constraint to the combination parameters, leading to a closed-form solution, so that maximal computational efficiency can be achieved. In addition, at each time step, the model prediction is chosen from either the resultant multiple model or the best sub-model, whichever is the best. Simulation results are given in comparison with some typical alternatives, including the linear RLS algorithm and a number of online non-linear approaches, in terms of modelling performance and time consumption.

Using non-homogeneous Poisson models with multiple change-points to estimate the number of ozone exceedances in Mexico City

In this paper, we consider some non-homogeneous Poisson models to estimate the probability that an air quality standard is exceeded a given number of times in a time interval of interest. We assume that the number of exceedances occurs according to a non-homogeneous Poisson process (NHPP). This Poisson process has rate function lambda(t), t >= 0, which depends on some parameters that must be estimated. We take into account two cases of rate functions: the Weibull and the Goel-Okumoto. We consider models with and without change-points. When the presence of change-points is assumed, we may have the presence of either one, two or three change-points, depending of the data set. The parameters of the rate functions are estimated using a Gibbs sampling algorithm. Results are applied to ozone data provided by the Mexico City monitoring network. In a first instance, we assume that there are no change-points present. Depending on the adjustment of the model, we assume the presence of either one, two or three change-points. Copyright (C) 2009 John Wiley & Sons, Ltd.

Estimating the number of ozone peaks in Mexico City using a non-homogeneous Poisson model

In this paper, we consider the problem of estimating the number of times an air quality standard is exceeded in a given period of time. A non-homogeneous Poisson model is proposed to analyse this issue. The rate at which the Poisson events occur is given by a rate function lambda(t), t >= 0. This rate function also depends on some parameters that need to be estimated. Two forms of lambda(t), t >= 0 are considered. One of them is of the Weibull form and the other is of the exponentiated-Weibull form. The parameters estimation is made using a Bayesian formulation based on the Gibbs sampling algorithm. The assignation of the prior distributions for the parameters is made in two stages. In the first stage, non-informative prior distributions are considered. Using the information provided by the first stage, more informative prior distributions are used in the second one. The theoretical development is applied to data provided by the monitoring network of Mexico City. The rate function that best fit the data varies according to the region of the city and/or threshold that is considered. In some cases the best fit is the Weibull form and in other cases the best option is the exponentiated-Weibull. Copyright (C) 2007 John Wiley & Sons, Ltd.

Poisson stability for impulsive semidynamical systems

In this paper, the concept of Poisson stability is investigated for impulsive semidynamical systems. Recursive properties are also investigated. (C) 2009 Elsevier Ltd. All rights reserved.

Modelling the Provenance of Data in Autonomous Systems

Determining the provenance of data, i.e. the process that led to that data, is vital in many disciplines. For example, in science, the process that produced a given result must be demonstrably rigorous for the result to be deemed reliable. A provenance system supports applications in recording adequate documentation about process executions to answer queries regarding provenance, and provides functionality to perform those queries. Several provenance systems are being developed, but all focus on systems in which the components are textitreactive, for example Web Services that act on the basis of a request, job submission system, etc. This limitation means that questions regarding the motives of autonomous actors, or textitagents, in such systems remain unanswerable in the general case. Such questions include: who was ultimately responsible for a given effect, what was their reason for initiating the process and does the effect of a process match what was intended to occur by those initiating the process? In this paper, we address this limitation by integrating two solutions: a generic, re-usable framework for representing the provenance of data in service-oriented architectures and a model for describing the goal-oriented delegation and engagement of agents in multi-agent systems. Using these solutions, we present algorithms to answer common questions regarding responsibility and success of a process and evaluate the approach with a simulated healthcare example.

Towards a Monitoring Framework for Agent-Based Contract Systems

The behaviours of autonomous agents may deviate from those deemed to be for the good of the societal systems of which they are a part. Norms have therefore been proposed as a means to regulate agent behaviours in open and dynamic systems, and may be encoded in electronic contracts in order to specify the obliged, permitted and prohibited behaviours of agents that are signatories to such contracts. Enactment and management of electronic contracts thus enables the use of regulatory mechanisms to ensure that agent behaviours comply with the encoded norms. To facilitate such mechanisms requires monitoring in order to detect and explain violation of norms. In this paper we propose a framework for monitoring that is to be implemented and integrated into a suite of contract enactment and management tools. The framework adopts a non-intrusive approach to monitoring, whereby the states of a contract with respect to its contained norms can be inferred on the basis of messages exchanged. Specifically, the framework deploys agents that observe messages sent between contract signatories, where these messages correspond to agent behaviours and therefore indicate whether norms are, or are in danger of, being violated.

Studies in non-Gaussian analysis

This thesis presents general methods in non-Gaussian analysis in infinite dimensional spaces. As main applications we study Poisson and compound Poisson spaces. Given a probability measure μ on a co-nuclear space, we develop an abstract theory based on the generalized Appell systems which are bi-orthogonal. We study its properties as well as the generated Gelfand triples. As an example we consider the important case of Poisson measures. The product and Wick calculus are developed on this context. We provide formulas for the change of the generalized Appell system under a transformation of the measure. The L² structure for the Poisson measure, compound Poisson and Gamma measures are elaborated. We exhibit the chaos decomposition using the Fock isomorphism. We obtain the representation of the creation, annihilation operators. We construct two types of differential geometry on the configuration space over a differentiable manifold. These two geometries are related through the Dirichlet forms for Poisson measures as well as for its perturbations. Finally, we construct the internal geometry on the compound configurations space. In particular, the intrinsic gradient, the divergence and the Laplace-Beltrami operator. As a result, we may define the Dirichlet forms which are associated to a diffusion process. Consequently, we obtain the representation of the Lie algebra of vector fields with compact support. All these results extends directly for the marked Poisson spaces.

Synchronization and Non-Smooth Dynamical Systems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Regularization and singular perturbation techniques for non-smooth systems

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Non-involutive constrained systems and Hamilton-Jacobi formalism

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Design and management optimization of trickle irrigation systems using non-linear programming

A non-linear model is presented which optimizes the lay-out, as well as the design and management of trickle irrigation systems, to achieve maximum net benefit. The model consists of an objective function that maximizes profit at the farm level, subject to appropriate geometric and hydraulic constraints. It can be applied to rectangular shaped fields, with uniform or zero slope. The software used is the Gams-Minos package. The basic inputs are the crop-water-production function, the cost function and cost of system components, and design variables. The main outputs are the annual net benefit and pipe diameters and lengths. To illustrate the capability of the model, a sensitivity analysis of the annual net benefit for a citrus field is evaluated with respect to irrigated area, ground slope, micro-sprinkler discharge and shape of the field. The sensitivity analysis suggests that the greatest benefit is obtained with the smallest microsprinkler discharge, the greatest area, a square field and zero ground slope. The costs of the investment and energy are the components of the objective function that had the greatest effect in the 120 situations evaluated. (C) 1996 Academic Press Limited

High current-density anodic electro-dissolution in flow-injection systems for the determination of aluminium, copper and zinc in non-ferroalloys by flame atomic absorption spectrometry

An automatic Procedure with a high current-density anodic electrodissolution unit (HDAE) is proposed for the determination of aluminium, copper and zinc in non-ferroalloys by flame atonic absorption spectrometry, based on the direct solid analysis. It consists of solenoid valve-based commutation in a flow-injection system for on-line sample electro-dissolution and calibration with one multi-element standard, an electrolytic cell equipped with two electrodes (a silver needle acts as cathode, and sample as anode), and an intelligent unit. The latter is assembled in a PC-compatible microcomputer for instrument control, and far data acquisition and processing. General management of the process is achieved by use of software written in Pascal. Electrolyte compositions, flow rates, commutation times, applied current and electrolysis time mere investigated. A 0.5 mol l(-1) HNO3 solution was elected as electrolyte and 300 A/cm(2) as the continuous current pulse. The performance of the proposed system was evaluated by analysing aluminium in Al-allay samples, and copper/zinc in brass and bronze samples, respectively. The system handles about 50 samples per hour. Results are precise (R.S.D < 2%) and in agreement with those obtained by ICP-AES and spectrophotometry at a 95% confidence level.

Comparison of simulated periodontal bone defect depth measured in digital radiographs in dedicated and non-dedicated software systems

Objectives: To compare simulated periodontal bone defect depth measured in digital radiographs with dedicated and non-dedicated software systems and to compare the depth measurements from each program with the measurements in dry mandibles.Methods: Forty periodontal bone defects were created at the proximal area of the first premolar in dry pig mandibles. Measurements of the defects were performed with a periodontal probe in the dry mandible. Periapical digital radiographs of the defects were recorded using the Schick sensor in a standardized exposure setting. All images were read using a Schick dedicated software system (CDR DICOM for Windows v.3.5), and three commonly available non-dedicated software systems (Vix Win 2000 v.1.2; Adobe Photoshop 7.0 and Image Tool 3.0). The defects were measured three times in each image and a consensus was reached among three examiners using the four software systems. The difference between the radiographic measurements was analysed using analysis of variance (ANOVA) and by comparing the measurements from each software system with the dry mandibles measurements using Student's t-test.Results: the mean values of the bone defects measured in the radiographs were 5.07 rum, 5.06 rum, 5.01 mm and 5.11 mm for CDR Digital Image and Communication in Medicine (DICOM) for Windows, Vix Win, Adobe Photoshop, and Image Tool, respectively, and 6.67 mm for the dry mandible. The means of the measurements performed in the four software systems were not significantly different, ANOVA (P = 0.958). A significant underestimation of defect depth was obtained when we compared the mean depths from each software system with the dry mandible measurements (t-test; P congruent to 0.000).Conclusions: the periodontal bone defect measurements in dedicated and in three non-dedicated software systems were not significantly different, but they all underestimated the measurements when compared with the measurements obtained in the dry mandibles.

Petri nets and autonomous systems: A case study

This work presents the Petri net-based modeling of an autonomous robot's navigation system used for the application of supplies in agriculture. The model was developed theoretically and implemented through the CPNTools software. It simulates the behavior of the robot, capturing environmental characteristics by means of sensors, making appropriate decisions, and forwarding them to the corresponding actuators. By exciting the model using CPNTools it is possible to simulate situations that the robot might undergo, without the need to expose it to real potentially dangerous situations. ©2009 IEEE.