A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters

In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

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.

Formulating Mixed Models for Experiments, Including Longitudinal Experiments

Mixed models have become important in analyzing the results of experiments, particularly those that require more complicated models (e.g., those that involve longitudinal data). This article describes a method for deriving the terms in a mixed model. Our approach extends an earlier method by Brien and Bailey to explicitly identify terms for which autocorrelation and smooth trend arising from longitudinal observations need to be incorporated in the model. At the same time we retain the principle that the model used should include, at least, all the terms that are justified by the randomization. This is done by dividing the factors into sets, called tiers, based on the randomization and determining the crossing and nesting relationships between factors. The method is applied to formulate mixed models for a wide range of examples. We also describe the mixed model analysis of data from a three-phase experiment to investigate the effect of time of refinement on Eucalyptus pulp from four different sources. Cubic smoothing splines are used to describe differences in the trend over time and unstructured covariance matrices between times are found to be necessary.

Log-modified Weibull regression models with censored data: Sensitivity and residual analysis

This paper proposes a regression model considering the modified Weibull distribution. This distribution can be used to model bathtub-shaped failure rate functions. Assuming censored data, we consider maximum likelihood and Jackknife estimators for the parameters of the model. We derive the appropriate matrices for assessing local influence on the parameter estimates under different perturbation schemes and we also present some ways to perform global influence. Besides, for different parameter settings, sample sizes and censoring percentages, various simulations are performed and the empirical distribution of the modified deviance residual is displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended for a martingale-type residual in log-modified Weibull regression models with censored data. Finally, we analyze a real data set under log-modified Weibull regression models. A diagnostic analysis and a model checking based on the modified deviance residual are performed to select appropriate models. (c) 2008 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

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.

Development and In Vitro Evaluation of Propranolol Hydrochloride Controlled Release Tablets Using HPMC as Matrix Former

The purpose of this paper was to produce controlled-release matrices with 120 mg of propranolol hydrochloride (PHCl) employing hydroxypropyl methylcellulose (HPMC, Methocel (R) K100) as the gel forming barrier. Although this class of polymers has been commonly used for direct compression, with the intent of use reduced polymer concentrations to achieve controlled drug release, in this study tablets were produced by the wet granulation process. HPMC percentages ranged from 15-34 % and both soluble and non soluble diluents were tested in the 10 proposed tablet compositions. Dissolution testing of matrices was performed over a 12 h period in 1.2 pH medium (the first 2 h) and in pH 6.8 (10 h). Dissolution kinetic analysis was performed by applying Zero-order, First-order and Higuchi models with the aim of elucidating the drug release mechanism. All physical-chemical characteristics such as average weight, friability, hardness, diameter, height, and drug content were in accordance to the pharmacopeial specifications. Taking into account that PHCl is a very soluble drug, low concentrations (15 %) of HPMC were sufficient to reduce the drug release and to promote controlled release of PHCl, presenting good dissolution efficiencies, between 50 % and 63 %. The Higuchi model has presented the best fit to the 15 % HPMC formulations, indicating that the main release mechanism was diffusion. It could be concluded that the application of the wet granulation method reduced matrices erosion and promoted controlled release of the drug at low HPMC percentages.

Enantioselective Analysis of Fluoxetine and Norfluoxetine by LC in Culture Medium for Application in Biotransformation Studies Employing Fungi

A liquid chromatography method is described for the analysis of fluoxetine and norfluoxetine enantiomers in fungi cultures. The analytes were separated simultaneously by LC employing a serial system. The resolution was performed using a mobile phase of ethanol: 15 mM ammonium acetate buffer solution, pH 5.9: acetonitrile (77.5:17.5:5, v/v/v). UV detection was at 227 nm. Hexane: isoamyl alcohol (98:2, v/v) was used as extractor solvent. The calibration curves were linear over the concentration range of 12.5-3,750 ng mL(-1) (r a parts per thousand yen 0.996). The values for intra- and inter-day precision and accuracy were a parts per thousand currency sign10% for all analytes. The validated method was used to evaluate fluoxetine biotransformation to its mammalian metabolite, norfluoxetine, by selected endophytic fungi. Although the desired biotransformation was not observed in the conditions used here, the method could be used to evaluate the biotransformation of fluoxetine by other fungi or to be extended to other matrices with adequate procedures for sample preparation.

Exact solution of the A(n-1)((1)) trigonometric vertex model with non-diagonal open boundaries

The A(n-1)((1)) trigonometric vertex model with generic non-diagonal boundaries is studied. The double-row transfer matrix of the model is diagonalized by algebraic Bethe ansatz method in terms of the intertwiner and the corresponding face-vertex relation. The eigenvalues and the corresponding Bethe ansatz equations are obtained.

Matrix elements of U(2n) generators in a multishell spin-orbit basis. II. The two-shell nonzero shift ACCs and U(2n) generator MEs

This is the second in a series of articles whose ultimate goal is the evaluation of the matrix elements (MEs) of the U(2n) generators in a multishell spin-orbit basis. This extends the existing unitary group approach to spin-dependent configuration interaction (CI) and many-body perturbation theory calculations on molecules to systems where there is a natural partitioning of the electronic orbital space. As a necessary preliminary to obtaining the U(2n) generator MEs in a multishell spin-orbit basis, we must obtain a complete set of adjoint coupling coefficients for the two-shell composite Gelfand-Paldus basis. The zero-shift coefficients were obtained in the first article of the series. in this article, we evaluate the nonzero shift adjoint coupling coefficients for the two-shell composite Gelfand-Paldus basis. We then demonstrate that the one-shell versions of these coefficients may be obtained by taking the Gelfand-Tsetlin limit of the two-shell formulas. These coefficients,together with the zero-shift types, then enable us to write down formulas for the U(2n) generator matrix elements in a two-shell spin-orbit basis. Ultimately, the results of the series may be used to determine the many-electron density matrices for a partitioned system. (C) 1998 John Wiley & Sons, Inc.

Integrable multiparametric quantum spin chains

Using Reshetikhin's construction for multiparametric quantum algebras we obtain the associated multiparametric quantum spin chains. We show that under certain restrictions these models can be mapped to quantum spin chains with twisted boundary conditions, We illustrate how this general formalism applier; to construct multiparametric versions of the supersymmetric t-J and Li models.

Integrable eight-state supersymmetric U model with boundary terms and its Bethe ansatz solution

A class of integrable boundary terms for the eight-state supersymmetric U model are presented by solving the graded reflection equations. The boundary model is solved by using the coordinate Bethe ansatz method and the Bethe ansatz equations are obtained. (C) 1998 Elsevier Science B.V.

Integrable open-boundary conditions for the q-deformed supersymmetric U model of strongly correlated electrons

A general graded reflection equation algebra is proposed and the corresponding boundary quantum inverse scattering method is formulated. The formalism is applicable to all boundary lattice systems where an invertible R-matrix exists. As an application, the integrable open-boundary conditions for the q-deformed supersymmetric U model of strongly correlated electrons are investigated. The diagonal boundary K-matrices are found and a class of integrable boundary terms are determined. The boundary system is solved by means of the coordinate space Bethe ansatz technique and the Bethe ansatz equations are derived. As a sideline, it is shown that all R-matrices associated with a quantum affine superalgebra enjoy the crossing-unitarity property. (C) 1998 Elsevier Science B.V.

An open-boundary integrable model of three coupled XY spin chains

The integrable open-boundary conditions for the model of three coupled one-dimensional XY spin chains are considered in the framework of the quantum inverse scattering method. The diagonal boundary K-matrices are found and a class of integrable boundary terms is determined. The boundary model Hamiltonian is solved by using the coordinate space Bethe ansatz technique and Bethe ansatz equations are derived. (C) 1998 Elsevier Science B.V.

On the graded quantum Yang-Baxter and reflection equations

We clarify the extra signs appearing in the graded quantum Yang-Baxter reflection equations, when they are written in a matrix form. We find the boundary K-matrix for the Perk-Schultz six-vertex model, thus give a general solution to the graded reflection equation associated with it.