On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain

We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

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.

A new technique to control brushless motor for blood pump application

This article presents a back-electromotive force (BEMF)-based technique of detection for sensorless brushless direct current motor (BLDCM) drivers. The BLDCM has been chosen as the energy converter in rotary or pulsatile blood pumps that use electrical motors for pumping. However, in order to operate properly, the BLDCM driver needs to know the shaft position. Usually, that information is obtained through a set of Hall sensors assembled close to the rotor and connected to the electronic controller by wires. Sometimes, a large distance between the motor and controller makes the system susceptible to interference on the sensor signal because of winding current switching. Thus, the goal of the sensorless technique presented in this study is to avoid this problem. First, the operation of BLDCM was evaluated on the electronic simulator PSpice. Then, a BEMF detector circuitry was assembled in our laboratories. For the tests, a sensor-dependent system was assembled where the direct comparison between the Hall sensors signals and the detected signals was performed. The obtained results showed that the output sensorless detector signals are very similar to the Hall signals at speeds of more than 2500 rpm. Therefore, the sensorless technique is recommended as a responsible or redundant system to be used in rotary blood pumps.

The effect of host plants on Tetranychus evansi, Tetranychus urticae (Acari: Tetranychidae) and on their fungal pathogen Neozygites floridana (Entomophthorales: Neozygitaceae)

In a series of tritrophic-level interaction experiments, the effect of selected host plants of the spider mites, Tetranychus evansi and Tetranychus urticae, on Neozygites floridana was studied by evaluating the attachment of capilliconidia, presence of hyphal bodies in the infected mites, mortality from fungal infection, mummification and sporulation from fungus-killed mite cadavers. Host plants tested for T. evansi were tomato, cherry tomato, eggplant, nightshade, and pepper while host plants tested for T. urticae were strawberry, jack bean, cotton and Gerbera. Oviposition rate of the mites on each plant was determined to infer host plant suitability while host-switching determined antibiosis effect on fungal activity. T. evansi had a high oviposition on eggplant, tomato and nightshade but not on cherry tomato and pepper. T. urticae on jack bean resulted in a higher oviposition than on strawberry, cotton and Gerbera. Attachment of capilliconidia to the T. evansi body, presence of hyphal bodies in infected T. evansi and mortality from fungal infection were significantly higher on pepper, nightshade and tomato. The highest level of T. evansi mummification was observed on tomato. T. evansi cadavers from tomato and eggplant produced more primary conidia than those from cherry tomato, nightshade and pepper. Switching N. floridana infected T. evansi from one of five Solanaceous host plants to tomato had no prominent effect on N. floridana performance. For T. urticae, strawberry and jack bean provided the best N. floridana performance when considering all measured parameters. Strawberry also had the highest primary conidia production. This study shows that performance of N. floridana can vary with host plants and may be an important factor for the development of N. floridana epizootics. (C) 2011 Elsevier Inc. All rights reserved.

Simultaneous determination of multibenzodiazepines by HPLC/UV: Investigation of liquid-liquid and solid-phase extractions in human plasma

A method for simultaneous determination of seven benzodiazepines (BZPs) (flunitrazepam, clonazepam, oxazepam, lorazepam, chlordiazepoxide, nordiazepam and diazepam using N-desalkylflurazepam as internal standard) in human plasma using liquid-liquid and solid-phase extractions followed by high-performance liquid chromatography (HPLC) is described. The analytes were separated employing a LC-18 DB column (250 mm x 4.6 mm, 5 mu m) at 35 degrees C under isocratic conditions using 5 mM KH(2)PO(4) buffer solution pH 6.0: methanol: diethyl ether (55:40:5, v/v/v) as mobile phase at a flow rate of 0.8 mL min(-1). UV detection was carried out at 245 nm. Employing LLE, the best conditions were achieved with double extraction of 0.5 mL, plasma using ethyl acetate and Na(2)HPO(4) pH 9.5 for pH adjusting. Employing SPE, the best conditions were achieved with 0.5 mL plasma plus 3 mL 0.1 M borate buffer pH 9.5, which were then passed through a C18 cartridge previously conditioned, washed for 3 times with these solvents: 3 mL 0.1 M borate buffer pH 9.5,4 mL Milli-Q water and 1 mL acetonitrile 5%, finally the BZPs elution was carried with diethyl ether: n-hexane: methanol (50:30:20). In both methods the solvent was evaporated at 40 degrees C under nitrogen flow. The validation parameters obtained in LLE were linearity range of 50-1200 ng mL(-1) plasma (r >= 0.9927), limits of quantification of 50 ng mL(-1) plasma, within-day and between-day CV% and E% for precision and accuracy lower than 15%, and recovery above 65% for all BZPs. In SPE, the parameter obtained were linearity range of 30-1200 ng mL(-1) plasma (r >= 0.9900), limits of quantification of 30 ng mL(-1) plasma, within-day and between-day CV% and E% for precision and accuracy lower than 15% and recovery above 55% for all BZPs. These extracting procedures followed by HPLC analysis showed their suitable applicability in order to examine one or more BZPs in human plasma. Moreover, it could be suggested that these procedures might be employed in various analytical applications, in special for toxicological/forensic analysis. (c) 2008 Elsevier B.V. All rights reserved.

The attentional demands of preferred and non-preferred gait patterns

The purpose of this study was to determine the attentional demands of natural and imposed gait, as well as the attentional costs of transitions between the walking and running co-ordination patterns. Seven healthy young men and four healthy young women undertook an auditory probe reaction time task concurrently with self-selected gait (Experiment 1) and imposed walking and running (Experiment 2) at different speeds on a motor-driven treadmill. In Experiment 1, where participants were free to choose their own movement pattern to match the speed of travel of the treadmill, normal gait control was shown to have a significant attentional cost, and hence not be automatic in the classical sense. However, this attentional cost did not differ between the two gait modes or at the transition point. In Experiment 2, where participants were required to maintain specific gait modes regardless of the treadmill speed, the maintenance of walking at speeds normally associated with running was found to have an attentional cost whereas this was not the case for running at normal walking speeds. Collectively the findings support a model of gait control in which the normal switching between gait modes is determined with minimal attention demand and in which it is possible to sustain non-preferred gait modes although, in the case of walking, only at a significant attentional/cognitive cost. © 2002 Elsevier Science B.V. All rights reserved.

Quantum noise in optical fibers. I. Stochastic equations

We analyze the quantum dynamics of radiation propagating in a single-mode optical fiber with dispersion, nonlinearity, and Raman coupling to thermal phonons. We start from a fundamental Hamiltonian that includes the principal known nonlinear effects and quantum-noise sources, including linear gain and loss. Both Markovian and frequency-dependent, non-Markovian reservoirs are treated. This treatment allows quantum Langevin equations, which have a classical form except for additional quantum-noise terms, to be calculated. In practical calculations, it is more useful to transform to Wigner or 1P quasi-probability operator representations. These transformations result in stochastic equations that can be analyzed by use of perturbation theory or exact numerical techniques. The results have applications to fiber-optics communications, networking, and sensor technology.

Diagnostics of A Range of Highly Superorbital Carbon Dioxide Flows

Expansion tubes are impulse facilities capable of generating highly energetic hyper-sonic flows. This work surveys a broad range of flow conditions produced in the facility X1 with carbon dioxide test gas, for simulation of spacecraft entry into the Martian atmosphere. Conditions with nominal flow speeds of 7, 9, 11 and 13 km/s were tested. The freestream conditions were calibrated using static/Pitot pressure measurements and advanced optical diagnostics. An extensive set of holographic interferometry experiments was performed on flows over wedges for quantitative study of freestream and post-shock densities, and post-shock ionisation. A one-dimensional code with frozen and equilibrium chemistry capabilities was used to estimate the freestream conditions. An equilibrium chemistry model produced a good match to measured freestream quantities at the high enthalpy conditions which are a major aim of this facility's operation. The freestream in the lower enthalpy conditions was found to be heavily influenced by chemical non-equilibrium. Non-equilibrium in the final unsteady expansion process of flow generation was accounted for by switching from equilibrium to frozen chemistry at a predetermined point. Comparison between the freestream density results of holographic interferometry, pressure measurements and computations shows good agreement.

Should the health community promote smokeless tobacco (snus) as a harm reduction measure?

Background to the debate: The tobacco control community is divided on whether or not to inform the public that using oral, smokeless tobacco (Swedish snus) is less hazardous to health than smoking tobacco. Proponents of 'harm reduction' point to the Swedish experience. Snus seems to be widely used as an alternative to cigarettes in Sweden, say these proponents, contributing to the low overall prevalence of smoking and smoking-related disease. Harm reduction proponents thus argue that the health community should actively inform inveterate cigarette smokers of the benefits of switching to snus. However, critics of harm reduction say that snus has its own risks, that no form of tobacco should ever be promoted, and that Sweden’s experience is likely to be specific to that culture and not transferable to other settings. Critics also remain deeply suspicious that the tobacco industry will use snus marketing as a 'gateway' to promote cigarettes. In the interests of promoting debate, the authors (who are collaborators on a research project on the future of tobacco control) have agreed to outline the strongest arguments for and against promoting Swedish snus as a form of harm reduction.

Dependence of transient dynamics in a class-C laser upon variation of inversion with time

The transient statistics of a gain-switched coherently pumped class-C laser displays a linear correlation between the first passage time and subsequent peak intensity. Measurements are reported showing a positive or negative sign of this linear correlation, controlled through the switching time and the laser detuning. Further measurements of the small-signal laser gain combined with calculations involving a three-level laser model indicate that this sign fundamentally depends upon the way the laser inversion varies during the gain switching, despite the added dynamics of the laser polarization in the class-C laser. [S1050-2947(97)07112-6].

A simple design methodology for elliptical cross-section, transverse, asymmetric, head gradient coils for MRI

A simple design process for the design of elliptical cross-section, transverse gradient coils for use in magnetic resonance imaging (MRI) is presented. This process is based on a flexible stochastic optimization method and results in designs of high linearity and efficiency with low switching times. A design study of a shielded, transverse asymmetric elliptical coil set for use in neural imaging is presented and includes the minimization of the torques experienced by the gradient set.

Spectral linewidth narrowing by a weak squeezed field of an arbitrary bandwidth

We study the spectral and noise properties of the fluorescence field emitted from a two-level atom driven by a beam of squeezed light. For a weak driving field we derive simple analytical formulae for the fluorescence and quadrature-noise spectra which are valid for an arbitrary bandwidth of the squeezed field. We analyse the spectra in the regime where the squeezing bandwidth is smaller or comparable to the atomic linewidth, the area where non-Markovian effects are important. We emphasize that there is a noticable difference between the fluorescence spectra for the thermal and squeezed field excitations. In both cases the spectrum can be narrower than any bandwidth involved in the process. However, as we point out for the squeezed driving field the linewidth narrowing, being much larger than in the thermal-field case, can be attributed to the squeezing of the fluctuations in the driving held. We also calculate the quadrature-noise spectrum of the emitted fluorescence, and find that for a detuned squeezed field the fluorescence spectrum does not reveal the quadrature-noise spectrum. In contrast to the fluorescence spectrum having two peaks, the quadrature-noise spectrum exhibits three peaks. We explain this difference as arising from the competiting three-photon scattering processes. (C) 1998 Elsevier Science B.V. All rights reserved.

Theory of multidimensional parametric band-gap simultons

Multidimensional spatiotemporal parametric simultons (simultaneous solitary waves) are possible in a nonlinear chi((2)) medium with a Bragg grating structure, where large effective dispersion occurs near two resonant band gaps for the carrier and second-harmonic field, respectively. The enhanced dispersion allows much reduced interaction lengths, as compared to bulk medium parametric simultons. The nonlinear parametric band-gap medium permits higher-dimensional stationary waves to form. In addition, solitons can occur with lower input powers than conventional nonlinear Schrodinger equation gap solitons. In this paper, the equations for electromagnetic propagation in a grating structure with a parametric nonlinearity are derived from Maxwell's equation using a coupled mode Hamiltonian analysis in one, two, and three spatial dimensions. Simultaneous solitary wave solutions are proved to exist by reducing the equations to the coupled equations describing a nonlinear parametric waveguide, using the effective-mass approximation (EMA). Exact one-dimensional numerical solutions in agreement with the EMA solutions are also given. Direct numerical simulations show that the solutions have similar types of stability properties to the bulk case, providing the carrier waves are tuned to the two Bragg resonances, and the pulses have a width in frequency space less than the band gap. In summary, these equations describe a physically accessible localized nonlinear wave that is stable in up to 3 + 1 dimensions. Possible applications include photonic logic and switching devices. [S1063-651X(98)06109-1].

Asymmetry and duration dependence in Australian GDP and unemployment

The per iodic structure of business cycles suggests that significant asymmetries are present over different phases of the cycle. This paper uses markov regime-switching models with fixed and duration dependent transition probabilities to directly model expansions, contractions and durations in Australian GDP growth and unemployment growth. Evidence is found of significant asymmetry in growth rates across expansions and contractions for both series. GDP contractions exhibit duration dependence implying that as output recessions age the likelihood of switching into an expansion phase increases. Unemployment growth does not exhibit duration dependence in either phase. Evidence is also presented that non-linearities in unemployment growth are well explained by the asymmetries in the GDP growth cycle. The analysis suggests that recessions are periods of rapid and intense job destruction, that Australian unemployment tends to ratchet up in recessionary periods and, in contrast to US and UK studies, that shocks to Australian unemployment growth are more persistent in recessions than expansions. [E37 C5 C41].

An exploration of varieties of visual attention: ERP findings

A set of five tasks was designed to examine dynamic aspects of visual attention: selective attention to color, selective attention to pattern, dividing and switching attention between color and pattern, and selective attention to pattern with changing target. These varieties of visual attention were examined using the same set of stimuli under different instruction sets; thus differences between tasks cannot be attributed to differences in the perceptual features of the stimuli. ERP data are presented for each of these tasks. A within-task analysis of different stimulus types varying in similarity to the attended target feature revealed that an early frontal selection positivity (FSP) was evident in selective attention tasks, regardless of whether color was the attended feature. The scalp distribution of a later posterior selection negativity (SN) was affected by whether the attended feature was color or pattern. The SN was largely unaffected by dividing attention across color and pattern. A large widespread positivity was evident in most conditions, consisting of at least three subcomponents which were differentially affected by the attention conditions. These findings are discussed in relation to prior research and the time course of visual attention processes in the brain. (C) 1999 Elsevier Science B.V. All rights reserved.