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.

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.

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.

Using a New Criterion to Identify Sites for Mean Soil Water Storage Evaluation

Establishing a few sites in which measurements of soil water storage (SWS) are time stable significantly reduces the efforts involved in determining average values of SWS. This study aimed to apply a new criterion the mean absolute bias error (MABE)-to identify temporally stable sites for mean SWS evaluation. The performance of MABE was compared with that of the commonly used criterion, the standard deviation of relative difference (SDRD). From October 2004 to October 2008, SWS of four soil layers (0-1.0, 1.0-2.0,2.0-3.0, and 3.0-4.0 m) was measured, using a neutron probe, at 28 sites on a hillslope of the Loess Plateau, China. A total of 37 SWS data sets taken over time were divided into two subsets, the first consisting of 22 dates collected during the calibration period from October 2004 to September 2006, and the second with 15 dates collected during the validation period from October 2006 to October 2008. The results showed that if a critical value of 5% for MABE was defined, more than half the sites were temporally stable for both periods, and the number of temporally stable sires generally increased with soil depth. Compared with SDRD, MABE was more suitable for the identification of time-stable sites for mean SS prediction. Since the absolute prediction error of drier sites is more sensitive to changes in relative difference in terms of mean SWS prediction, the sites of wet sectors should be preferable for mean SWS prediction for the same changes in relative difference.

Time stability of soil water storage measured by neutron probe and the effects of calibration procedures in a small watershed

The knowledge of soil water storage (SWS) of soil profiles is crucial for the adoption of vegetation restoration practices. With the aim of identifying representative sites to obtain the mean SWS of a watershed, a time stability analysis of neutron probe evaluations of SWS was performed by the means of relative differences and Spearman rank correlation coefficients. At the same time, the effects of different neutron probe calibration procedures were explored on time stability analysis. mean SWS estimation. and preservation of the spatial variability of SWS. The selected watershed, with deep gullies and undulating slopes which cover an area of 20 ha, is characterized by an Ust-Sandiic Entisol and an Aeolian sandy soil. The dominant vegetation species are bunge needlegrass (Stipa bungeana Trim) and korshinsk peashrub (Carugano Korshinskii kom.). From June 11, 2007 to July 23,2008, SWS of the top1 m soil layer was evaluated for 20 dates, based on neutron probe data of 12 sampling sites. Three calibration procedures were employed: type 1, most complete, with each site having its own linear calibration equation (TrE); type II. with TrE equations extended over the whole field: and type III, with one single linear calibration curve for the whole field (UnE) and also correcting its intercept based on site specific relative difference analysis (RdE) and on linear fitting of data (RcE), both maintaining the same slope. A strong time stability of SWS estimated by TrE equations was identified. Soil particle size and soil organic matter content were recognized as the influencing factors for spatial variability of SWS. Land use influenced neither the spatial variability nor the time stability of SWS. Time stability analysis identified one site to represent the mean SWS of the whole watershed with mean absolute percentage errors of less than 10%, therefore. this site can be used as a predictor for the mean SWS of the watershed. Some equations of type II were found to be unsatisfactory to yield reliable mean SWS values or in preserving the associated soil spatial variability. Hence, it is recommended to be cautious in extending calibration equations to other sites since they might not consider the field variability. For the equations with corrected intercept (type III), which consider the spatial variability of calibration in a different way in relation to TrE, it was found that they can yield satisfactory means and standard deviation of SWS, except for the RdE equations, which largely leveled off the SWS values in the watershed. Correlation analysis showed that the neutron probe calibration was linked to soil bulk density and to organic matter content. Therefore, spatial variability of soil properties should be taken into account during the process of neutron probe calibration. This study provides useful information on the mean SWS observation with a time stable site and on distinct neutron probe calibration procedures, and it should be extended to soil water management studies with neutron probes, e.g., the process of vegetation restoration in wider area and soil types of the Loess Plateau in China. (C) 2009 Elsevier B.V. All rights reserved.

What loggers leave behind: Impacts on big-leaf mahogany (Swietenia macrophylla) commercial populations and potential for post-logging recovery in the Brazilian Amazon

The sustainability of current harvest practices for high-value Meliaceae can be assessed by quantifying logging intensity and projecting growth and survival by post-logging populations over anticipated intervals between harvests. From 100%-area inventories of big-leaf mahogany (Swietenia macrophylla) covering 204 ha or more at eight logged and unlogged forest sites across southern Brazilian Amazonia, we report generally higher landscape-scale densities and smaller population-level mean diameters in eastern forests compared to western forests, where most commercial stocks survive. Density of trees >= 20 cm diameter varied by two orders of magnitude and peaked at 1.17 ha(-1). Size class frequency distributions appeared unimodal at two high-density sites, but were essentially arnodal or flat elsewhere; diameter increment patterns indicate that populations were multi- or all-aged. At two high-density sites, conventional logging removed 93-95% of commercial trees (>= 45 cm diameter at the time of logging), illegally eliminated 31-47% of sub-merchantable trees, and targeted trees as small as 20 cm diameter. Projected recovery by commercial stems during 30 years after conventional logging represented 9.9-37.5% of initial densities and was highly dependent on initial logging intensity and size class frequency distributions of commercial trees. We simulated post-logging recovery over the same period at all sites according to the 2003 regulatory framework for mahogany in Brazil, which raised the minimum diameter cutting limit to 60 cm and requires retention during the first harvest of 20% of commercial-sized trees. Recovery during 30 years ranged from approximately 0 to 31% over 20% retention densities at seven of eight sites. At only one site where sub-merchantable trees dominated the population did the simulated density of harvestable stems after 30 years exceed initial commercial densities. These results indicate that 80% harvest intensity will not be sustainable over multiple cutting cycles for most populations without silvicultural interventions ensuring establishment and long-term growth of artificial regeneration to augment depleted natural stocks, including repeated tending of outplanted seedlings. Without improved harvest protocols for mahogany in Brazil as explored in this paper, future commercial supplies of this species as well as other high-value tropical timbers are endangered. Rapid changes in the timber industry and land-use in the Amazon are also significant challenges to sustainable management of mahogany. (C) 2007 Elsevier B.V. All rights reserved.

MODIS NDVI time-series allow the monitoring of Eucalyptus plantation biomass

The use of remote sensing is necessary for monitoring forest carbon stocks at large scales. Optical remote sensing, although not the most suitable technique for the direct estimation of stand biomass, offers the advantage of providing large temporal and spatial datasets. In particular, information on canopy structure is encompassed in stand reflectance time series. This study focused on the example of Eucalyptus forest plantations, which have recently attracted much attention as a result of their high expansion rate in many tropical countries. Stand scale time-series of Normalized Difference Vegetation Index (NDVI) were obtained from MODIS satellite data after a procedure involving un-mixing and interpolation, on about 15,000 ha of plantations in southern Brazil. The comparison of the planting date of the current rotation (and therefore the age of the stands) estimated from these time series with real values provided by the company showed that the root mean square error was 35.5 days. Age alone explained more than 82% of stand wood volume variability and 87% of stand dominant height variability. Age variables were combined with other variables derived from the NDVI time series and simple bioclimatic data by means of linear (Stepwise) or nonlinear (Random Forest) regressions. The nonlinear regressions gave r-square values of 0.90 for volume and 0.92 for dominant height, and an accuracy of about 25 m(3)/ha for volume (15% of the volume average value) and about 1.6 m for dominant height (8% of the height average value). The improvement including NDVI and bioclimatic data comes from the fact that the cumulative NDVI since planting date integrates the interannual variability of leaf area index (LAI), light interception by the foliage and growth due for example to variations of seasonal water stress. The accuracy of biomass and height predictions was strongly improved by using the NDVI integrated over the two first years after planting, which are critical for stand establishment. These results open perspectives for cost-effective monitoring of biomass at large scales in intensively-managed plantation forests. (C) 2011 Elsevier Inc. All rights reserved.

Relating MODIS vegetation index time-series with structure, light absorption and stem production of fast-growing Eucalyptus plantations

By allowing the estimation of forest structural and biophysical characteristics at different temporal and spatial scales, remote sensing may contribute to our understanding and monitoring of planted forests. Here, we studied 9-year time-series of the Normalized Difference Vegetation Index (NDVI) from the Moderate Resolution Imaging Spectroradiometer (MODIS) on a network of 16 stands in fast-growing Eucalyptus plantations in Sao Paulo State, Brazil. We aimed to examine the relationships between NDVI time-series spanning entire rotations and stand structural characteristics (volume, dominant height, mean annual increment) in these simple forest ecosystems. Our second objective was to examine spatial and temporal variations of light use efficiency for wood production, by comparing time-series of Absorbed Photosynthetically Active Radiation (APAR) with inventory data. Relationships were calibrated between the NDVI and the fractions of intercepted diffuse and direct radiation, using hemispherical photographs taken on the studied stands at two seasons. APAR was calculated from the NDVI time-series using these relationships. Stem volume and dominant height were strongly correlated with summed NDVI values between planting date and inventory date. Stand productivity was correlated with mean NDVI values. APAR during the first 2 years of growth was variable between stands and was well correlated with stem wood production (r(2) = 0.78). In contrast, APAR during the following years was less variable and not significantly correlated with stem biomass increments. Production of wood per unit of absorbed light varied with stand age and with site index. In our study, a better site index was accompanied both by increased APAR during the first 2 years of growth and by higher light use efficiency for stem wood production during the whole rotation. Implications for simple process-based modelling are discussed. (C) 2009 Elsevier B.V. All rights reserved.

Photophysical studies and in vitro skin permeation/retention of Foscan (R)/nanoemulsion (NE) applicable to photodynamic therapy skin cancer treatment.

In this work we evaluated the photophysical and in vitro properties of Foscan (R), a second-generation photosensitizer drug (PS) widely used in systemic clinical protocols for cancer therapy based on Photodynamic Therapy (PDT). We employed biodegradable nanoemulsions (NE) as a colloidal vehicle of the oil/water (o/w) type focusing in topical administration of Foscan (R) and other photosensitizer drugs. This formulation was obtained and stabilized by the methodology described by Tabosa do Egito et al.,(30) based on the mixture of two phases: an aqueous solution and an organic medium consisting of nonionic surfactants and oil. The photodynamic potential of the drug incorporated into the NE was studied by steady-state and time-resolved spectroscopic techniques. We also analyzed the in vitro biological behavior carried out in mimetic biological environment protocols based on the animal model. After topical application in a skin animal model, we evaluated the Foscan (R)/NE diffusion flux into the skin layers (stratum corneum and epidermis + dermis) by classical procedures using Franz Diffusion cells. Our results showed that the photophysical properties of PS were maintained after its incorporation into the NE when compared with homogeneous organic medium. The in vitro assays enabled the determination of an adequate profile for the interaction of this system in the different skin layers, with an ideal time lag of 6 h after topical administration in the skin model. The Foscan (R) diffusion flux (J) was increased when this PS was incorporated into the NE, if compared with its flux in physiological medium. These parameters demonstrated that the NE can be potentially applied as a drug delivery system (DDS) for Foscan (R) in both in vitro and in vivo assays, as well as in future clinical applications involving topical skin cancer PDT.

Tenure, mobility and retention of nurses in Queensland, Australia: 2001 and 2004

Aim. Data were collected on tenure, mobility and retention of the nursing workforce in Queensland to aid strategic planning by the Queensland Nurses Union (QNU). Background. Shortages of nurses negatively affect the health outcomes of patients. Population rise is increasing the demand for nurses in Queensland. The supply of nurses is affected by recruitment of new and returning nurses, retention of the existing workforce and mobility within institutions. Methods. A self-reporting, postal survey was undertaken by the QNU members from the major employment sectors of aged care, public acute and community health and private acute and community health. Results. Only 60% of nurses had been with their current employer more than 5 years. In contrast 90% had been in nursing for 5 years or more and most (80%) expected to remain in nursing for at least another 5 years. Breaks from nursing were common and part-time positions in the private and aged care sectors offered flexibility. Conclusion. The study demonstrated a mobile nursing workforce in Queensland although data on tenure and future time in nursing suggested that retention in the industry was high. Concern is expressed for replacement of an ageing nursing population.

Reproducibility of the cycling time to exhaustion at VO(2)peak in highly trained cyclists

The purpose of the present study was to examine, in highly trained cyclists, the reproducibility of cycling time to exhaustion (T-max) at the power output equal to that attained at peak oxygen uptake ((V) over dot O(2)peak) during a progressive exercise test. Forty-three highly trained male cyclists (M +/- SD; age = 25 +/- 6yrs; weight = 75 +/- 7 kg; (V) over dot(2)peak = 64.8 +/- 5.2 ml.kg(-1) . min(-1)) performed two T-max tests one week apart. While the two measures of T-max were strongly related (r = 0.884; p < 0.001), T-max from the second test (245 +/- 57 s) was significantly higher than that of the first (237 +/- 57 s; p = 0.047; two-tailed). Within-subject variability in the present study was calculated to be 6 +/- 6%, which was lower than that previously reported for Tmax in sub-elite runners (25%). The mean T-max was significantly (p < 0.05) related to both the second ventilatory turnpoint (VT2; r = 0.38) and to (V) over dot O(2)peak (r = 0.34). Despite a relatively low within-subject coefficient of variation, these data demonstrate that the second score in a series of two T-max tests may be significantly greater than the first. Moreover the present data show that T-max in highly trained cyclists is moderately related to VT2 and (V) over dot O(2)peak.

STATIC IMAGES WITH DIFFERENT INDUCED INTENSITIES OF HUMAN BODY MOVEMENTS AFFECT SUBJECTIVE TIME

Modulation of subjective time was examined using static images eliciting perceptions of different intensities of body movement. Undergraduate students were exposed to photographs of dancer sculptures in different dance positions for 36 sec. and asked to estimate the exposure duration. Lower movement intensities were related to shorter estimated durations. Mean durations for images of unmoving dancers were underestimated and for dancers taking a ballet step were overestimated. Temporal estimations were also related to the order of presentation of the stimuli, which suggested that subjective time estimations were influenced by the experimental context. Subjective time is related not only to the visual perception of moving images, but also of elicited perceptions of movement in static images, suggesting an embodiment effect on subjective time estimation.

Standard Values for Real-Time Transthoracic Three-Dimensional Echocardiographic Dyssynchrony Indexes in a Normal Population

Background: There is a paucity of information describing the real-time 3-dimensional echocardiography (RT3DE) and dyssynchrony indexes (DIs) of a normal population. We evaluate the RT3DE DIs in a population with normal electrocardiograms and 2- and 3-dimensional echocardiographic analyses. This information is relevant for cardiac resynchronization therapy. Methods: We evaluated 131 healthy volunteers (73 were male, aged 46 +/- 14 years) who were referred for routine echocardiography; who presented normal cardiac structure on electrocardiography, 2-dimensional echocardiography, and RT3DE; and who had no history of cardiac diseases. We analyzed 3-dimensional left ventricular ejection fraction, left ventricle end-diastolic volume, left ventricle end-systolic volume, and left ventricular systolic DI% (6-, 12-, and 16-segment models). RT3DE data were analyzed by quantifying the statistical distribution (mean, median, standard deviation [SD], relative SD, coefficient of skewness, coefficient of kurtosis, Kolmogorov-Smirnov test, D`Agostino-Pearson test, percentiles, and 95% confidence interval). Results: Left ventricular ejection fraction ranged from 50% to 80% (66.1% +/- 7.1%); left ventricle end-diastolic volume ranged from 39.8 to 145 mL (79.1 +/- 24.9 mL); left ventricle end-systolic volume ranged from 12.9 to 66 mL (27 +/- 12.1 mL); 6-segment DI% ranged from 0.20% to 3.80% (1.21% +/- 0.66%), median: 1.06, relative SD: 0.5482, coefficient of skewness: 1.2620 (P < .0001), coefficient of Kurtosis: 1.9956 (P = .0039); percentile 2.5%: 0.2900, percentile 97.5%: 2.8300; 12-segment DI% ranged from 0.22% to 4.01% (1.29% +/- 0.71%), median: 1.14, relative SD: 0.95, coefficient of skewness: 1.1089 (P < .0001), coefficient of Kurtosis: 1.6372 (P = .0100), percentile 2.5%: 0.2850, percentile 97.5%: 3.0700; and 16-segment DI% ranged from 0.29% to 4.88% (1.59 +/- 0.99), median: 1.39, relative SD: 0.56, coefficient of skewness: 1.0792 (P < .0001), coefficient of Kurtosis: 0.9248 (P = .07), percentile 2.5%: 0.3750, percentile 97.5%: 3.750. Conclusion: This study allows for the quantification of RT3DE DIs in normal subjects, providing a comparison for patients with heart failure who may be candidates for cardiac resynchronization therapy. (J Am Soc Echocardiogr 2008; 21: 1229-1235)

Real-time detection of pneumothorax using electrical impedance tomogyaphy

Objectives: Pneumothorax is a frequent complication during mechanical ventilation. Electrical impedance tomography (EIT) is a noninvasive tool that allows real-time imaging of regional ventilation. The purpose of this study was to 1) identify characteristic changes in the EIT signals associated with pneumothoraces; 2) develop and fine-tune an algorithm for their automatic detection; and 3) prospectively evaluate this algorithm for its sensitivity and specificity in detecting pneumothoraces in real time. Design: Prospective controlled laboratory animal investigation. Setting: Experimental Pulmonology Laboratory of the University of Sao Paulo. Subjects: Thirty-nine anesthetized mechanically ventilated supine pigs (31.0 +/- 3.2 kg, mean +/- SD). Interventions. In a first group of 18 animals monitored by EIT, we either injected progressive amounts of air (from 20 to 500 mL) through chest tubes or applied large positive end-expiratory pressure (PEEP) increments to simulate extreme lung overdistension. This first data set was used to calibrate an EIT-based pneumothorax detection algorithm. Subsequently, we evaluated the real-time performance of the detection algorithm in 21 additional animals (with normal or preinjured lungs), submitted to multiple ventilatory interventions or traumatic punctures of the lung. Measurements and Main Results: Primary EIT relative images were acquired online (50 images/sec) and processed according to a few imaging-analysis routines running automatically and in parallel. Pneumothoraces as small as 20 mL could be detected with a sensitivity of 100% and specificity 95% and could be easily distinguished from parenchymal overdistension induced by PEEP or recruiting maneuvers, Their location was correctly identified in all cases, with a total delay of only three respiratory cycles. Conclusions. We created an EIT-based algorithm capable of detecting early signs of pneumothoraces in high-risk situations, which also identifies its location. It requires that the pneumothorax occurs or enlarges at least minimally during the monitoring period. Such detection was operator-free and in quasi real-time, opening opportunities for improving patient safety during mechanical ventilation.