Transient and Steady-State Analysis of the Affine Combination of Two Adaptive Filters

In this paper, we propose an approach to the transient and steady-state analysis of the affine combination of one fast and one slow adaptive filters. The theoretical models are based on expressions for the excess mean-square error (EMSE) and cross-EMSE of the component filters, which allows their application to different combinations of algorithms, such as least mean-squares (LMS), normalized LMS (NLMS), and constant modulus algorithm (CMA), considering white or colored inputs and stationary or nonstationary environments. Since the desired universal behavior of the combination depends on the correct estimation of the mixing parameter at every instant, its adaptation is also taken into account in the transient analysis. Furthermore, we propose normalized algorithms for the adaptation of the mixing parameter that exhibit good performance. Good agreement between analysis and simulation results is always observed.

Information theoretic interpretation of frequency domain connectivity measures

In order to provide adequate multivariate measures of information flow between neural structures, modified expressions of partial directed coherence (PDC) and directed transfer function (DTF), two popular multivariate connectivity measures employed in neuroscience, are introduced and their formal relationship to mutual information rates are proved.

Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market

In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.

Spectral properties of chaotic signals generated by the skew tent map

Chaotic signals have been considered potentially attractive in many signal processing applications ranging from wideband communication systems to cryptography and watermarking. Besides, some devices as nonlinear adaptive filters and phase-locked loops can present chaotic behavior. In this paper, we derive analytical expressions for the autocorrelation sequence, power spectral density and essential bandwidth of chaotic signals generated by the skew tent map. From these results, we suggest possible applications in communication systems. (C) 2009 Elsevier B.V. All rights reserved.

Thermodynamic information system for diagnosis and prognosis of power plant operation condition

A thermodynamic information system for diagnosis and prognosis of an existing power plant was developed. The system is based on an analytic approach that informs the current thermodynamic condition of all cycle components, as well as the improvement that can be obtained in the cycle performance by the elimination of the discovered anomalies. The effects induced by components anomalies and repairs in other components efficiency, which have proven to be one of the main drawbacks in the diagnosis and prognosis analyses, are taken into consideration owing to the use of performance curves and corrected performance curves together with the thermodynamic data collected from the distributed control system. The approach used to develop the system is explained, the system implementation in a real gas turbine cogeneration combined cycle is described and the results are discussed. (C) 2011 Elsevier Ltd. All rights reserved.

The generalized inverse Weibull distribution

The inverse Weibull distribution has the ability to model failure rates which are quite common in reliability and biological studies. A three-parameter generalized inverse Weibull distribution with decreasing and unimodal failure rate is introduced and studied. We provide a comprehensive treatment of the mathematical properties of the new distribution including expressions for the moment generating function and the rth generalized moment. The mixture model of two generalized inverse Weibull distributions is investigated. The identifiability property of the mixture model is demonstrated. For the first time, we propose a location-scale regression model based on the log-generalized inverse Weibull distribution for modeling lifetime data. In addition, we develop some diagnostic tools for sensitivity analysis. Two applications of real data are given to illustrate the potentiality of the proposed regression model.

The Kumaraswamy Weibull distribution with application to failure data

For the first time, we introduce and study some mathematical properties of the Kumaraswamy Weibull distribution that is a quite flexible model in analyzing positive data. It contains as special sub-models the exponentiated Weibull, exponentiated Rayleigh, exponentiated exponential, Weibull and also the new Kumaraswamy exponential distribution. We provide explicit expressions for the moments and moment generating function. We examine the asymptotic distributions of the extreme values. Explicit expressions are derived for the mean deviations, Bonferroni and Lorenz curves, reliability and Renyi entropy. The moments of the order statistics are calculated. We also discuss the estimation of the parameters by maximum likelihood. We obtain the expected information matrix. We provide applications involving two real data sets on failure times. Finally, some multivariate generalizations of the Kumaraswamy Weibull distribution are discussed. (C) 2010 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

General results for the beta-modified Weibull distribution

We study in detail the so-called beta-modified Weibull distribution, motivated by the wide use of the Weibull distribution in practice, and also for the fact that the generalization provides a continuous crossover towards cases with different shapes. The new distribution is important since it contains as special sub-models some widely-known distributions, such as the generalized modified Weibull, beta Weibull, exponentiated Weibull, beta exponential, modified Weibull and Weibull distributions, among several others. It also provides more flexibility to analyse complex real data. Various mathematical properties of this distribution are derived, including its moments and moment generating function. We examine the asymptotic distributions of the extreme values. Explicit expressions are also derived for the chf, mean deviations, Bonferroni and Lorenz curves, reliability and entropies. The estimation of parameters is approached by two methods: moments and maximum likelihood. We compare by simulation the performances of the estimates from these methods. We obtain the expected information matrix. Two applications are presented to illustrate the proposed distribution.

Alterations in energy properties of eucalyptus wood and bark subjected to torrefaction: The potential of mass loss as a synthetic indicator

Torrefaction is a mild pyrolysis process (usually up to 300 degrees C) that changes the chemical and physical properties of biomass. This process is a possible pre-treatment prior to further processes (transport, grinding, combustion, gasification, etc) to generate energy or biofuels. In this study, three eucalyptus wood species and bark were subjected to different torrefaction conditions to determine the alterations in their structural and energy properties. The most severe treatment (280 degrees C, 5 h) causes mass losses of more than 35%, with severe damage to anatomical structure, and an increase of about 27% in the specific energy content. Bark is more sensitive to heat than wood. Energy yields are always higher than mass yields, thereby demonstrating the benefits of torrefaction in concentrating biomass energy. The overall mass loss is proposed as a relevant parameter to synthesize the effect of torrefaction conditions (temperature and duration). Accordingly, all results are summarised by analytical expressions able to predict the energy properties as a function of the overall mass loss. These expressions are intended to be used in any optimization procedure, from production in the field to the final use. (c) 2010 Elsevier Ltd. All rights reserved.

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.

Modeling of transpiration reduction in van Genuchten-Mualem type soils

We derive an analytic expression for the matric flux potential (M) for van Genuchten-Mualem (VGM) type soils which can also be written in terms of a converging infinite series. Considering the first four terms of this series, the accuracy of the approximation was verified by comparing it to values of M estimated by numerical finite difference integration. Using values of the parameters for three soils from different texture classes, the proposed four-term approximation showed an almost perfect match with the numerical solution, except for effective saturations higher than 0.9. Including more terms reduced the discrepancy but also increased the complexity of the equation. The four-term equation can be used for most applications. Cases with special interest in nearly saturated soils should include more terms from the infinite series. A transpiration reduction function for use with the VGM equations is derived by combining the derived expression for M with a root water extraction model. The shape of the resulting reduction function and its dependency on the derivative of the soil hydraulic diffusivity D with respect to the soil water content theta is discussed. Positive and negative values of dD/d theta yield concave and convex or S-shaped reduction functions, respectively. On the basis of three data sets, the hydraulic properties of virtually all soils yield concave reduction curves. Such curves based solely on soil hydraulic properties do not account for the complex interactions between shoot growth, root growth, and water availability.

Optimization of preservative system in ophthalmic suspension with dexamethasone and polymyxin B

A simplex-lattice statistical project was employed to study an optimization method for a preservative system in an ophthalmic suspension of dexametasone and polymyxin B. The assay matrix generated 17 formulas which were differentiated by the preservatives and EDTA (disodium ethylene diamine-tetraacetate), being the independent variable: X-1 = chlorhexidine digluconate (0.010 % w/v); X-2 = phenylethanol (0.500 % w/v); X-3 = EDTA (0.100 % w/v). The dependent variable was the Dvalue obtained from the microbial challenge of the formulas and calculated when the microbial killing process was modeled by an exponential function. The analysis of the dependent variable, performed using the software Design Expert/W, originated cubic equations with terms derived from stepwise adjustment method for the challenging microorganisms: Pseudomonas aeruginosa, Burkholderia cepacia, Staphylococcus aureus, Candida albicans and Aspergillus niger. Besides the mathematical expressions, the response surfaces and the contour graphics were obtained for each assay. The contour graphs obtained were overlaid in order to permit the identification of a region containing the most adequate formulas (graphic strategy), having as representatives: X-1 = 0.10 ( 0.001 % w/v); X-2 = 0.80 (0.400 % w/v); X-3 = 0.10 (0.010 % w/v). Additionally, in order to minimize responses (Dvalue), a numerical strategy corresponding to the use of the desirability function was used, which resulted in the following independent variables combinations: X-1 = 0.25 (0.0025 % w/v); X-2 = 0.75 (0.375 % w/v); X-3 = 0. These formulas, derived from the two strategies (graphic and numerical), were submitted to microbial challenge, and the experimental Dvalue obtained was compared to the theoretical Dvalue calculated from the cubic equation. Both Dvalues were similar to all the assays except that related to Staphylococcus aureus. This microorganism, as well as Pseudomonas aeruginosa, presented intense susceptibility to the formulas independently from the preservative and EDTA concentrations. Both formulas derived from graphic and numerical strategies attained the recommended criteria adopted by the official method. It was concluded that the model proposed allowed the optimization of the formulas in their preservation aspect.

Free Phenolic Acids from the Seaweed Halimeda monile with Antioxidant Effect Protecting against Liver Injury

Phenolic compounds are found in seaweed species together with other Substances presenting antioxidant activity. The objective of this work was to evaluate the antioxidant activity of the free phenolic acids (FPA) fraction from the seaweed Halimeda monile, and its activity to protect the expression of hepatic enzymes in rats, under experimental CCI(4) injury. The antioxidant activity was measured by the DPPH method. The FPA fraction (80 mg/kg, p.o.) was administered during 20 consecutive days to rats. The peroxidation was performed by thiobarbituric acid reactive substances (TBARS). The SOD and CAT enzymatic expressions were measured by RT/PCR. The histology technique was used to evaluate liver injuries. The expression of both, CAT and SOD genes, was more preserved by FPA. Only partial injury could be observed by histology in the liver of rats receiving FPA as compared with the control group; and CCI(4) administration induced 60% more peroxidation as compared with the rats receiving FPA. These data suggest that FPA could modulate the antioxidant enzymes and oxidative status in the liver through protection against adverse effects induced by chemical agents.

Chronic hyperhomocysteinemia impairs vascular function in ovariectomized rat carotid arteries

Homocysteine is an independent risk factor for coronary heart disease, as well as for cerebrovascular and peripheral vascular diseases. The purpose of this study was to investigate the effects of hyperhomocysteinemia (HHcy) on vascular reactivity within carotid artery segments isolated from ovariectomized female rats. Treatment with dl-Hcy thiolactone (1 g/kg body weight per day) reduced the phenylephrine-induced contraction of denuded rings. However, the treatment did not alter KCl-induced contractions, or relaxations induced by sodium nitroprusside or acetylcholine. We report elevated expressions of iNOS, eNOS, and nitrotyrosine in homocysteine-treated rat artery sections. Moreover, the inhibition of NOS by l-NAME, 1,400 W, or l-NNA restored phenylephrine-induced vasoconstriction in carotid artery segments from Hcy-treated rats. In conclusion, our findings show that severe HHCy can promote an acute decrease in the endothelium-independent contractile responses of carotid arteries to adrenergic agonists. This effect was restored by nitric oxide synthase inhibitors, which further supports the involvement of nitric oxide in HHcy-derived vascular dysfunction.

Fluoxetine induces preventive and complex effects against colon cancer development in epithelial and stromal areas in rats

Fluoxetine (FIX) is a drug commonly used as antidepressant. However, its effects on tumorigenesis remain controversial. Aiming to evaluate the effects of FIX treatment on early malignant changes, we analyzed serotonin (5-HT) metabolism and recognition, aberrant crypt foci (ACF), proliferative process, microvessels, vascular endothelial growth factor (VEGF), and cyclooxygenase-2 (COX-2) expression in colon tissue. Male Wistar rats received a daily FLX-gavage (30 mg kg(-1)) and, a single dose of 1.2 dimethylhydrazine (DMH; i.p., 125 mg kg(-1)). After 6 weeks of FIX-treatment, our results revealed that FIX and nor-fluoxetine (N-FIX) are present in colon tissue, which was related to significant increase in serotonin (5-HT) levels (P < 0.05) possibly through a blockade in SERT mRNA (serotonin reuptake transporter; P < 0.05) resulting in lower 5-hydroxyindoleacetic acid (5-HIAA) levels (P < 0.01) and, 5-HT2C receptor mRNA expressions. FIX-treatment decreased dysplastic ACF development (P < 0.01) and proliferative process (P < 0.001) in epithelia. We observed a significant decrease in the development of malignant microvessels (P < 0.05), VEGF (P < 0.001), and COX-2 expression (P < 0.01). These findings suggest that FIX may have oncostatic effects on carcinogenic colon tissue, probably due to its modulatory activity on 5-HT metabolism and/or its ability to reduce colonic malignant events. (C) 2011 Elsevier Ireland Ltd. All rights reserved.