Exact Search Directions for Optimization of Linear and Nonlinear Models Based on Generalized Orthonormal Functions

A novel technique for selecting the poles of orthonormal basis functions (OBF) in Volterra models of any order is presented. It is well-known that the usual large number of parameters required to describe the Volterra kernels can be significantly reduced by representing each kernel using an appropriate basis of orthonormal functions. Such a representation results in the so-called OBF Volterra model, which has a Wiener structure consisting of a linear dynamic generated by the orthonormal basis followed by a nonlinear static mapping given by the Volterra polynomial series. Aiming at optimizing the poles that fully parameterize the orthonormal bases, the exact gradients of the outputs of the orthonormal filters with respect to their poles are computed analytically by using a back-propagation-through-time technique. The expressions relative to the Kautz basis and to generalized orthonormal bases of functions (GOBF) are addressed; the ones related to the Laguerre basis follow straightforwardly as a particular case. The main innovation here is that the dynamic nature of the OBF filters is fully considered in the gradient computations. These gradients provide exact search directions for optimizing the poles of a given orthonormal basis. Such search directions can, in turn, be used as part of an optimization procedure to locate the minimum of a cost-function that takes into account the error of estimation of the system output. The Levenberg-Marquardt algorithm is adopted here as the optimization procedure. Unlike previous related work, the proposed approach relies solely on input-output data measured from the system to be modeled, i.e., no information about the Volterra kernels is required. Examples are presented to illustrate the application of this approach to the modeling of dynamic systems, including a real magnetic levitation system with nonlinear oscillatory behavior.

Permanence of stability for a class of system of differential equations with two delays

The paper studies a class of a system of linear retarded differential difference equations with several parameters. It presents some sufficient conditions under which no stability changes for an equilibrium point occurs. Application of these results is given. (c) 2007 Elsevier Ltd. All rights reserved.

Genetic Algorithm for the Determination of Linear Viscoelastic Relaxation Spectrum from Experimental Data

Conventional procedures employed in the modeling of viscoelastic properties of polymer rely on the determination of the polymer`s discrete relaxation spectrum from experimentally obtained data. In the past decades, several analytical regression techniques have been proposed to determine an explicit equation which describes the measured spectra. With a diverse approach, the procedure herein introduced constitutes a simulation-based computational optimization technique based on non-deterministic search method arisen from the field of evolutionary computation. Instead of comparing numerical results, this purpose of this paper is to highlight some Subtle differences between both strategies and focus on what properties of the exploited technique emerge as new possibilities for the field, In oder to illustrate this, essayed cases show how the employed technique can outperform conventional approaches in terms of fitting quality. Moreover, in some instances, it produces equivalent results With much fewer fitting parameters, which is convenient for computational simulation applications. I-lie problem formulation and the rationale of the highlighted method are herein discussed and constitute the main intended contribution. (C) 2009 Wiley Periodicals, Inc. J Appl Polym Sci 113: 122-135, 2009

Surface modification and crystallization of the BaO-B2O3-SiO2 glassy system using CO2 laser irradiation

The surface modification and crystallization process of BaO-B2O3-SiO2 glass compositions when exposed to CO2 laser irradiation was evaluated as a function of the laser power, irradiation time and surface condition. The glass surface was modified by the application of laser power exceeding 0.40 W and an irradiation time of more than 300 s. Micro-Raman and X-ray diffraction measurements revealed at high laser power the formation of beta-BaB2O4 (beta-BBO) crystalline phase. The crystallization of the irradiated region was enhanced when beta-BBO micrometer sized particles were dispersed on the surface of the glass sample. The intensity of the second harmonic generation observed in the crystallized region was found to depend mainly on the condition of the glassy surface prior to glass irradiation. (C) 2007 Elsevier B.V. All rights reserved.

Fully electrochemical hyphenated flow system for preconcentration, cleanup, stripping, capillary electrophoresis with stacking and contactless conductivity detection of trace heavy metals

Successful coupling of electrochemical preconcentration (EPC) to capillary electrophoresis (CE) with contactless conductivity detection (C(4)D) is reported for the first time. The EPC-CE interface comprises a dual glassy carbon electrode (GCE) block, a spacer and an upper block with flow inlet and outlet, pseudo-reference electrode and a fitting for the CE silica column, consisting of an orifice perpendicular to the surface of a glassy carbon electrode with a bushing inside to ensure a tight press fit. The end of the capillary in contact with the GCE is slant polished, thus defining a reproducible distance from the electrode surface to the column bore. First results with EPC-CE-C(4)D are very promising, as revealed by enrichment factors of two orders of magnitude for Tl, Cu, Pb and Cd ion peak area signals. Detection limits for 10 min deposition time fall around 20 nmol L(-1) with linear calibration curves over a wide range. Besides preconcentration, easy matrix exchange between accumulation and stripping/injection favors procedures like sample cleanup and optimization of pH, ionic strength and complexing power. This was demonstrated for highly saline samples by using a low conductivity buffer for stripping/injection to improve separation and promote field-enhanced sample stacking during electromigration along the capillary. (C) 2010 Elsevier B.V. All rights reserved.

Peat as a natural solid-phase for copper preconcentration and determination in a multicommuted flow system coupled to flame atomic absorption spectrometry

The physical and chemical characteristics of peat were assessed through measurement of pH, percentage of organic matter, cationic exchange capacity (CEC), elemental analysis, infrared spectroscopy and quantitative analysis of metals by ICP OES. Despite the material showed to be very acid in view of the percentage of organic matter, its CEC was significant, showing potential for retention of metal ions. This characteristic was exploited by coupling a peat mini-column to a flow system based on the multicommutation approach for the in-line copper concentration prior to flame atomic absorption spectrometric determination. Cu(II) ions were adsorbed at pH 4.5 and eluted with 0.50 mol L(-1) HNO(3). The influence of chemical and hydrodynamic parameters, such as sample pH, buffer concentration, eluent type and concentration, sample flow-rate and preconcentration time were investigated. Under the optimized conditions, a linear response was observed between 16 and 100 mu g L(-1), with a detection limit estimated as 3 mu g L(-1) at the 99.7% confidence level and an enrichment factor of 16. The relative standard deviation was estimated as 3.3% (n = 20). The mini-column was used for at least 100 sampling cycles without significant variation in the analytical response. Recoveries from copper spiked to lake water or groundwater as well as concentrates used in hemodialysis were in the 97.3-111 % range. The results obtained for copper determination in these samples agreed with those achieved by graphite furnace atomic absorption spectrometry (GFAAS) at the 95% confidence level. (C) 2009 Elsevier B.V. All rights reserved.

A multicommuted flow-system for spectrophotometric determination of tannin exploiting the Cu(I)/BCA complex formation

A flow system exploiting the multicommutation approach is proposed for spectrophotometric determination of tannin in beverages. The procedure is based on the reduction of Cu(II) in the presence of 4,4`-dicarboxy-2,2`-biquinoline, yielding a complex with maximum absorption at 558 nm. Calibration graph was linear (r=0.999) for tannic acid concentrations up to 5.00 mu mol L-1. The detection limit and coefficient of variation were estimated as 10 nmol L-1 (99.7% confidence level) and 1% (1.78 mu mol L-1 tannic acid, n=10), respectively. The sampling rate was 50 determinations per hour. The proposed procedure is more sensitive and selective than the official Folin-Denis method, also minimizing drastically waste generation. Recoveries within 91.8 and 115% were estimated for total tannin determination in tea and wine samples. (C) 2007 Elsevier B.V. All rights reserved.

Simultaneous analysis of five antidepressant drugs using direct injection of biofluids in a capillary restricted-access media-liquid chromatography-tandem mass spectrometry system

Direct analysis, with minimal sample pretreatment, of antidepressant drugs, fluoxetine, imipramine, desipramine, amitriptyline, and nortriptyline in biofluids was developed with a total run time of 8 min. The setup consists of two HPLC pumps, injection valve, capillary RAM-ADS-C18 pre-column and a capillary analytical C 18 column connected by means of a six-port valve in backflush mode. Detection was performed with ESI-MS/MS and only 1 mu m of sample was injected. Validation was adequately carried out using FLU-d(5) as internal standard. Calibration curves were constructed under a linear range of 1-250 ng mL(-1) in plasma, being the limit of quantification (LOQ), determined as 1 ng mL(-1), for all the analytes. With the described approach it was possible to reach a quantified mass sensitivity of 0.3 pg for each analyte (equivalent to 1.1-1.3 fmol), translating to a lower sample consumption (in the order of 103 less sample than using conventional methods). (C) 2008 Elsevier B.V. All rights reserved.

Determination of Minoxidil by Bleaching the Permanganate Carrier Solution in a Flow-Based Spectrophotometric System

The determination of minoxidil (MX) with potassium permanganate as a carrier in a flow injection method is described. The detection at 550nm was linear from 1.0x10-5 to 5.0x10-4mol L-1. The limit of detection (3 sigma/slope) was 8.92x10-6mol L-1, with an analytical frequency of 32h-1. The proposed method was applied to commercial samples, with recoveries from 104.7 to 106.4%. Comparison with the HPLC procedure reveled relative errors from 0.48 to 1.4%, and the results agreed within a 95% confidence level.

Analytical Assessment of a Home Made Capillary Electrophoresis Equipment with Linear Charge Coupled Device for Visible Light Absorption Detection in the Determination of Food Dyes

The performance of modular home made capillary electrophoresis equipment with spectrophotometric detection, at a visible region by means of a miniaturized linear charge coupled device, was evaluated for the determination of four food dyes. This system presents a simple but efficient home made cell detection scheme. A computer program that converts the spectral data after each run into the electropherograms was developed to evaluate the analytical parameters. The dyes selected for analytical evaluation of the system were Brilliant Blue FCF, Fast Green FCF, Sunset Yellow FCF, and Amaranth. Separation was carried out in a 29cm length and 75 mu m I.D fused silica capillary, using 10mmolL-1 borate buffer at pH 9, with separation voltage of 7.5kV. The detection limits for the dyes were between 0.3 and 1.5mgL-1 and the method presented adequate linearity over the ranges studied, with correlation coefficients greater than 0.99. The method was applied for determination and quantification of these dyes in fruit juices and candies.

Testing linear cointegration against smooth-transition cointegration

This paper studies a smooth-transition (ST) type cointegration. The proposed ST cointegration allows for regime switching structure in a cointegrated system. It nests the linear cointegration developed by Engle and Granger (1987) and the threshold cointegration studied by Balke and Fomby (1997). We develop F-type tests to examine linear cointegration against ST cointegration in ST-type cointegrating regression models with or without time trends. The null asymptotic distributions of the tests are derived with stationary transition variables in ST cointegrating regression models. And it is shown that our tests have nonstandard limiting distributions expressed in terms of standard Brownian motion when regressors are pure random walks, while have standard asymptotic distributions when regressors contain random walks with nonzero drift. Finite-sample distributions of those tests are studied by Monto Carlo simulations. The small-sample performance of the tests states that our F-type tests have a better power when the system contains ST cointegration than when the system is linearly cointegrated. An empirical example for the purchasing power parity (PPP) data (monthly US dollar, Italy lira and dollar-lira exchange rate from 1973:01 to 1989:10) is illustrated by applying the testing procedures in this paper. It is found that there is no linear cointegration in the system, but there exits the ST-type cointegration in the PPP data.

Flood Risk Management In Small Urban River Using A Sustainable Urban Drainage System: Wortley Beck, Leeds, Uk

In the UK, urban river basins are particularly vulnerable to flash floods due to short and intense rainfall. This paper presents potential flood resilience approaches for the highly urbanised Wortley Beck river basin, south west of the Leeds city centre. The reach of Wortley Beck is approximately 6km long with contributing catchment area of 30km2 that drain into the River Aire. Lower Wortley has experienced regular flooding over the last few years from a range of sources, including Wortley Beck and surface and ground water, that affects properties both upstream and downstream of Farnley Lake as well as Wortley Ring Road. This has serious implications for society, the environment and economy activity in the City of Leeds. The first stage of the study involves systematically incorporating Wortley Beck’s land scape features on an Arc-GIS platform to identify existing green features in the region. This process also enables the exploration of potential blue green features: green spaces, green roofs, water retention ponds and swales at appropriate locations and connect them with existing green corridors to maximize their productivity. The next stage is involved in developing a detailed 2D urban flood inundation model for the Wortley Beck region using the CityCat model. CityCat is capable to model the effects of permeable/impermeable ground surfaces and buildings/roofs to generate flood depth and velocity maps at 1m caused by design storm events. The final stage of the study is involved in simulation of range of rainfall and flood event scenarios through CityCat model with different blue green features. Installation of other hard engineering individual property protection measures through water butts and flood walls are also incorporated in the CityCat model. This enables an integrated sustainable flood resilience strategy for this region.

A low cost one-camera optical tracking system for indoor wide-area augmented and virtual reality environments

In the last years the number of industrial applications for Augmented Reality (AR) and Virtual Reality (VR) environments has significantly increased. Optical tracking systems are an important component of AR/VR environments. In this work, a low cost optical tracking system with adequate attributes for professional use is proposed. The system works in infrared spectral region to reduce optical noise. A highspeed camera, equipped with daylight blocking filter and infrared flash strobes, transfers uncompressed grayscale images to a regular PC, where image pre-processing software and the PTrack tracking algorithm recognize a set of retro-reflective markers and extract its 3D position and orientation. Included in this work is a comprehensive research on image pre-processing and tracking algorithms. A testbed was built to perform accuracy and precision tests. Results show that the system reaches accuracy and precision levels slightly worse than but still comparable to professional systems. Due to its modularity, the system can be expanded by using several one-camera tracking modules linked by a sensor fusion algorithm, in order to obtain a larger working range. A setup with two modules was built and tested, resulting in performance similar to the stand-alone configuration.

Sobre o sistema de amortização linear crescente

Aiming to reach a compromise solution to the issues of default risk and the payment capacity of takers of housing loans, Jorge Oscar de Mello Flôres submited to the Banco Nacional de Habitação, which was then in charge of the Brazilian System of Housing Financing, what he named as the Linearly Increasing System of Amortization. (LISA). Following a critical analysis of the LISA, it is proposed the alternative named as the Generalyzed System of Mixed Amortization (GSMA).

Analysis of the four wave mixing effect (FWM) in a dispersion decreasing fiber (DDF) for a WDM system

We did a numerical investigation of the propagation of short light pulses in the region of 1.55 mu m and the conversion efficiency (CE) for the four wave mixing generation (FWM) of ordinary and dispersion decreasing fibers for use in wavelength division multiplexing (WDM) systems, Our simulations studies three different profiles, linear, hyperbolic. and constant, One conclude that for all the profiles there is decrease of the conversion efficiency with the increase in the channel separation. The hyperbolic profile present a higher efficiency of around 1000 above in magnitude compared with the others profiles at 0.2 nm of channel separation. We calculate the conversion efficiency versus the fiber length for the three profiles. The conversion efficiency for the hyperbolic profile is higher when compared to the constant and linear profiles. The other interesting point of the hyperbolic profile is that the increase of the CE in the beginning of the fiber does not show my oscillation in the CE value (log eta), which was observed for the constant and linear profiles. For all the profiles there is an increase of the conversion efficiency with the increase of the pump power. The compression factor C-i for the generated FWM signal at omega(3) was measured along the DDF's and the constant profile fibers. One can conclude that with the use of decreasing dispersion profile (DDF) fibers one can have a control of the (CE) conversion efficiency and the compression factor of the four wave mixing (FWM) generation in WDM systems. (c) 2005 Elsevier B.V. All rights reserved.