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.

Closed-loop model re-identification of processes under MPC with zone control

This work deals with a procedure for model re-identification of a process in closed loop with ail already existing commercial MPC. The controller considered here has a two-layer structure where the upper layer performs a target calculation based on a simplified steady-state optimization of the process. Here, it is proposed a methodology where a test signal is introduced in a tuning parameter of the target calculation layer. When the outputs are controlled by zones instead of at fixed set points, the approach allows the continuous operation of the process without an excessive disruption of the operating objectives as process constraints and product specifications remain satisfied during the identification test. The application of the method is illustrated through the simulation of two processes of the oil refining industry. (c) 2008 Elsevier Ltd. All rights reserved.

SELF-SIMILARITY AND LAMPERTI CONVERGENCE FOR FAMILIES OF STOCHASTIC PROCESSES

We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to certain important families of processes that are not self-similar in the conventional sense. This includes Hougaard Levy processes such as the Poisson processes, Brownian motions with drift and the inverse Gaussian processes, and some new fractional Hougaard motions defined as moving averages of Hougaard Levy process. Such families have many properties in common with ordinary self-similar processes, including the form of their covariance functions, and the fact that they appear as limits in a Lamperti-type limit theorem for families of stochastic processes.

Double generalized linear model for tissue culture proportion data: a Bayesian perspective

Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will under-represent variation in the data and hence may lead to erroneous inferences. For count and proportion data, such noise factors can generate a so-called overdispersion effect, and the use of binomial and Poisson models underestimates the variability and, consequently, incorrectly indicate significant effects. In this manuscript, we propose a DGLM from a Bayesian perspective, focusing on the case of proportion data, where the overdispersion can be modeled using a random effect that depends on some noise factors. The posterior joint density function was sampled using Monte Carlo Markov Chain algorithms, allowing inferences over the model parameters. An application to a data set on apple tissue culture is presented, for which it is shown that the Bayesian approach is quite feasible, even when limited prior information is available, thereby generating valuable insight for the researcher about its experimental results.

Definition of priority areas for forest conservation through the ordered weighted averaging method

The general objective of this study was to evaluate the ordered weighted averaging (OWA) method, integrated to a geographic information systems (GIS), in the definition of priority areas for forest conservation in a Brazilian river basin, aiming at to increase the regional biodiversity. We demonstrated how one could obtain a range of alternatives by applying OWA, including the one obtained by the weighted linear combination method and, also the use of the analytic hierarchy process (AHP) to structure the decision problem and to assign the importance to each criterion. The criteria considered important to this study were: proximity to forest patches; proximity among forest patches with larger core area; proximity to surface water; distance from roads: distance from urban areas; and vulnerability to erosion. OWA requires two sets of criteria weights: the weights of relative criterion importance and the order weights. Thus, Participatory Technique was used to define the criteria set and the criterion importance (based in AHP). In order to obtain the second set of weights we considered the influence of each criterion, as well as the importance of each one, on this decision-making process. The sensitivity analysis indicated coherence among the criterion importance weights, the order weights, and the solution. According to this analysis, only the proximity to surface water criterion is not important to identify priority areas for forest conservation. Finally, we can highlight that the OWA method is flexible, easy to be implemented and, mainly, it facilitates a better understanding of the alternative land-use suitability patterns. (C) 2008 Elsevier B.V. All rights reserved.

ECONOMICAL OCCUPATION OF AGRICULTURAL AREA OF PIRACICABA (SAO PAULO STATE, BRAZIL), INCLUDING RISK THROUGH LINEAR PROGRAMMING

The economic occupation of an area of 500 ha for Piracicaba was studied with the irrigated cultures of maize, tomato, sugarcane and beans, having used models of deterministic linear programming and linear programming including risk for the Target-Motad model, where two situations had been analyzed. In the deterministic model the area was the restrictive factor and the water was not restrictive for none of the tested situations. For the first situation the gotten maximum income was of R$ 1,883,372.87 and for the second situation it was of R$ 1,821,772.40. In the model including risk a producer that accepts risk can in the first situation get the maximum income of R$ 1,883,372. 87 with a minimum risk of R$ 350 year(-1), and in the second situation R$ 1,821,772.40 with a minimum risk of R$ 40 year(-1). Already a producer averse to the risk can get in the first situation a maximum income of R$ 1,775,974.81 with null risk and for the second situation R$ 1.707.706, 26 with null risk, both without water restriction. These results stand out the importance of the inclusion of the risk in supplying alternative occupations to the producer, allowing to a producer taking of decision considered the risk aversion and the pretension of income.

Carbon and Nitrogen Dynamics in an Oxisol as Affected by Liming and Crop Residues under No-Till

The short-term effects of surface lime application and black oat (Avena strigosa Schreb.) residues, with or without N fertilization, were evaluated in a long-term no-till (NT) system on a sandy clay loam, a kaolinitic, thermic Typic Hapludox from the state of Parana, Brazil. The main plot treatments were: control and dolomitic lime applied on soil surface at 8 Mg ha(-1). Three treatments with crop residues were evaluated on the subplots: (i) fallow, (ii) black oat residues, and (iii) black oat residues aft er N fertilization at 180 kg ha(-1). Black oat dry biomass was not affected by the treatments during 3 yr. Surface liming increased soil pH, microbial biomass, microbial activity, and bacterial/fungal ratio at the soil surface (0-5 cm), resulting in increased amino acid turnover, water-soluble humic substances formation, and N mineralization and nitrification. While the application of black oat did increase the soil pH, overall it had much less effect on soil biological processes and C and N pools than did lime. We concluded that black oat cannot replace the need for lime to optimize crop production in these tropical NT systems. In the long term, however, black oat should aid in the amelioration of acidity and replenishment of soil organic C pools and should help reduce erosion. Overall, this study suggests that overapplication of inorganic fertilizer N may occur in some tropical NT systems. Further experiments are required in NT systems to investigate the use of slow-release N fertilizers in combination with lime and black oat as a mechanism to reduce acidification and promote sustainability.

Evaluating responses of maize (Zea mays L.) to soil physical conditions using a boundary line approach

The functional relation between the decline in the rate of a physiological process and the magnitude of a stress related to soil physical conditions is an important tool for uses as diverse as assessment of the stress-related sensitivity of different plant cultivars and characterization of soil structure. Two of the most pervasive sources of stress are soil resistance to root penetration (SR) and matric potential (psi). However, the assessment of these sources of stress on physiological processes in different soils can be complicated by other sources of stress and by the strong relation between SR and psi in a soil. A multivariate boundary line approach was assessed as a means of reducing these cornplications. The effects of SR and psi stress conditions on plant responses were examined under growth chamber conditions. Maize plants (Zea mays L.) were grown in soils at different water contents and having different structures arising from variation in texture, organic carbon content and soil compaction. Measurements of carbon exchange (CE), leaf transpiration (ILT), plant transpiration (PT), leaf area (LA), leaf + shoot dry weight (LSDW), root total length (RTL), root surface area (RSA) and root dry weight (RDW) were determined after plants reached the 12-leaf stage. The LT, PT and LA were described as a function of SR and psi with a double S-shaped function using the multivariate boundary line approach. The CE and LSDW were described by the combination of an S-shaped function for SR and a linear function for psi. The root parameters were described by a single S-shaped function for SR. The sensitivity to SR and psi depended on the plant parameter. Values of PT, LA and LSDW were most sensitive to SR. Among those parameters exhibiting a significant response to psi, PT was most sensitive. The boundary line approach was found to be a useful tool to describe the functional relation between the decline in the rate of a physiological process and the magnitude of a stress related to soil physical conditions. (C) 2009 Elsevier B.V. All rights reserved.

Deciphering the weathering processes using environmental mineralogy and geochemistry: Towards an integrated model of laterite and podzol genesis in the Upper Amazon Basin

This article reports major results from collaborative research between France and Brazil on soil and water systems, carried out in the Upper Amazon Basin. It reveals the weathering processes acting in the partly inundated, low elevation plateaus of the Basin, mostly covered by evergreen forest. Our findings are based on geochemical data and mineral spectroscopy that probe the crystal chemistry of Fe and Al in mineral phases (mainly kaolinite, Al- and Fe-(hydr)oxides) of tropical soils (laterites). These techniques reveal crystal alterations in mineral populations of different ages and changes of metal speciation associated with mineral or organic phases. These results provide an integrated model of soil formation and changes (from laterites to podzols) in distinct hydrological compartments of the Amazon landscapes and under altered water regimes. (C) 2010 Academie des sciences. Published by Elsevier Masson SAS. All rights reserved.

A Log-Linear Regression Model for the Beta-Weibull Distribution

We introduce the log-beta Weibull regression model based on the beta Weibull distribution (Famoye et al., 2005; Lee et al., 2007). We derive expansions for the moment generating function which do not depend on complicated functions. The new regression model represents a parametric family of models that includes as sub-models several widely known regression models that can be applied to censored survival data. We employ a frequentist analysis, a jackknife estimator, and a parametric bootstrap for the parameters of the proposed model. We derive the appropriate matrices for assessing local influences on the parameter estimates under different perturbation schemes and present some ways to assess global influences. Further, for different parameter settings, sample sizes, and censoring percentages, several simulations are performed. In addition, the empirical distribution of some modified residuals are displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be extended to a modified deviance residual in the proposed regression model applied to censored data. We define martingale and deviance residuals to evaluate the model assumptions. The extended regression model is very useful for the analysis of real data and could give more realistic fits than other special regression models.

Potassium Soil Test Calibration for Lowland Rice on an Inceptisol

Potassium (K) plays an important role in many physiological and biochemical processes in plants and its adequate use is an important issue for sustainable economic crop production. Soil test-based K fertilizer recommendations are very limited for lowland rice (Oryza sativa L.) grown on Inceptisols. The objective of this study was to calibrate K soil testing for the response of lowland rice (cv. Ipagri 109) to added K. A field experiment was conducted in the farmers` field in the municipality of Lagoa da Confusao, State of Tocantins, central Brazil. The K rates used were 0, 125, 250, 375, 500, and 625 kg K ha-1 applied as broadcast and incorporated during sowing of the first rice crop. Rice responded significantly to K fertilization during 2 years of experimentation. Maximum grain yield of about 6,000 kg ha-1 was obtained with 57 mg K kg-1 soil in the first year and with 30 mg K kg-1 in the second year. This indicated that at low levels of K in the soil, nonexchangeable K was available for plant growth. Potassium use efficiency designated as agronomic efficiency (kg grain produced/kg K applied) decreased significantly in a quadratic fashion with increasing K level in the soil. Agronomic efficiency had a significantly linear association with grain yield. Hence, improving agronomic efficiency with management practices can improve rice yield.

Thermal Behavior, Microstructure, Polymorphism, and Crystallization Properties of Zero Trans Fats from Soybean Oil and Fully Hydrogenated Soybean Oil

Blends of soybean oil (SO) and fully hydrogenated soybean oil (FHSBO), with 10, 20, 30, 40, and 50% (w/w) FHSBO content were interesterified under the following conditions: 20 min reaction time, 0.4% sodium methoxide catalyst, and 500 rpm stirring speed, at 100 A degrees C. The original and interesterified blends were examined for triacylglycerol composition, thermal behavior, microstructure, crystallization kinetics, and polymorphism. Interesterification produced substantial rearrangement of the triacylglycerol species in all the blends, reduction of trisaturated triacylglycerol content and increase in monounsaturated-disaturated and diunsaturated-monosaturated triacylglycerols. Evaluation of thermal behavior parameters showed linear relations with FHSBO content in the original blends. Blend melting and crystallization thermograms were significantly modified by the randomization. Interesterification caused significant reductions in maximum crystal diameter in all blends, in addition to modifying crystal morphology. Characterization of crystallization kinetics revealed that crystal formation induction period (tau (SFC)) and maximum solid fat content (SFC(max)) were altered according to FHSBO content in the original blends and as a result of the random rearrangement. Changes in Avrami constant (k) and exponent (n) indicated, respectively, that-as compared with the original blends-interesterification decreased crystallization velocities and modified crystallization processes, altering crystalline morphology and nucleation mechanism. X-ray diffraction analyses revealed that interesterification altered crystalline polymorphism. The interesterified blends showed a predominance of the beta` polymorph, which is of more interest for food applications.

Nuclear Quadrupole Resonance: A Technique to Control Hydration Processes in the Pharmaceutical Industry

Pharmaceuticals can exist in many solid forms, which can have different physical and chemical properties. These solid forms include polymorphs, solvates, amorphous, and hydrates. Particularly, hydration process can be quite common since pharmaceutical solids can be in contact with water during manufacturing process and can also be exposed to water during storage. In the present work, it is proved that NQR technique is capable of detecting different hydrated forms not only in the pure raw material but also in the final product (tablets), being in this way a useful technique for quality control. This technique was also used to study the dehydration process from pentahydrate to trihydrate.

Molecular Sieve Silica (MSS) Membranes for Gas Separation and Reaction Processes

Weakly branched silica films formed by the two-step sol-gel process allow for the formation of high selectivity membranes for gas separation. 29Si NMR and gas permeation showed that reduced crosslinking leads to He/CH4 selectivity improvement from 300 to 1000. Applied in membrane reactor for cyclohexane conversion to benzene, conversions were achieved at 14 fold higher than a conventional reactor at 250°C. Hydrothermal stability studies showed that carbon templating of silica is required for hydrothermally stable membranes. From our work it was shown that with correct application of chemistry, practical membrane systems can be built to suit gas separation (e. g. hydrogen fuel) and reactor systems.

On compliance of business processes with business contracts

This paper addresses the problem of ensuring compliance of business processes, implemented within and across organisational boundaries, with the constraints stated in related business contracts. In order to deal with the complexity of this problem we propose two solutions that allow for a systematic and increasingly automated support for addressing two specific compliance issues. One solution provides a set of guidelines for progressively transforming contract conditions into business processes that are consistent with contract conditions thus avoiding violation of the rules in contract. Another solution compares rules in business contracts and rules in business processes to check for possible inconsistencies. Both approaches rely on a computer interpretable representation of contract conditions that embodies contract semantics. This semantics is described in terms of a logic based formalism allowing for the description of obligations, prohibitions, permissions and violations conditions in contracts. This semantics was based on an analysis of typical building blocks of many commercial, financial and government contracts. The study proved that our contract formalism provides a good foundation for describing key types of conditions in contracts, and has also given several insights into valuable transformation techniques and formalisms needed to establish better alignment between these two, traditionally separate areas of research and endeavour. The study also revealed a number of new areas of research, some of which we intend to address in near future.