Recursive linear estimation for general discrete-time descriptor systems

This paper considers the optimal linear estimates recursion problem for discrete-time linear systems in its more general formulation. The system is allowed to be in descriptor form, rectangular, time-variant, and with the dynamical and measurement noises correlated. We propose a new expression for the filter recursive equations which presents an interesting simple and symmetric structure. Convergence of the associated Riccati recursion and stability properties of the steady-state filter are provided. (C) 2010 Elsevier Ltd. All rights reserved.

Information Filtering and Array Algorithms for Discrete-Time Markovian Jump Linear Systems

This technical note develops information filter and array algorithms for a linear minimum mean square error estimator of discrete-time Markovian jump linear systems. A numerical example for a two-mode Markovian jump linear system, to show the advantage of using array algorithms to filter this class of systems, is provided.

Discrete approximation to the global spectrum of the tangent operator for flow past a circular cylinder

This paper deals with the calculation of the discrete approximation to the full spectrum for the tangent operator for the stability problem of the symmetric flow past a circular cylinder. It is also concerned with the localization of the Hopf bifurcation in laminar flow past a cylinder, when the stationary solution loses stability and often becomes periodic in time. The main problem is to determine the critical Reynolds number for which a pair of eigenvalues crosses the imaginary axis. We thus present a divergence-free method, based on a decoupling of the vector of velocities in the saddle-point system from the vector of pressures, allowing the computation of eigenvalues, from which we can deduce the fundamental frequency of the time-periodic solution. The calculation showed that stability is lost through a symmetry-breaking Hopf bifurcation and that the critical Reynolds number is in agreement with the value presented in reported computations. (c) 2007 IMACS. Published by Elsevier B.V. All rights reserved.

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

Chaotic Synchronization in Discrete-Time Systems Connected by Bandlimited Channels

Due to the broadband characteristic of chaotic signals, many of the methods that have been proposed for synchronizing chaotic systems do not usually present a satisfactory performance when applied to bandlimited communication channels. Here, the effects of bandwidth limitations imposed by the channel on the synchronous solution of a discrete-time chaotic master-slave network are investigated. The discrete-time system considered in this study is the Henon map. It is analytically shown that synchronism can be achieved in such a network by introducing a digital filter in the feedback loop responsible for generating the chaotic signal that will be sent to the slave node. Numerical simulations relating the filter parameters, such as its order and cut-off frequency, to the maximum Lyapunov exponent of the master node, which determines if the transmitted signal is chaotic or not, are also presented. These results can be useful for practical communication schemes based on chaos.

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.

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

Extensions of discrete triangular distributions and boundary bias in kernel estimation for discrete functions

Asymmetric discrete triangular distributions are introduced in order to extend the symmetric ones serving for discrete associated kernels in the nonparametric estimation for discrete functions. The extension from one to two orders around the mode provides a large family of discrete distributions having a finite support. Establishing a bridge between Dirac and discrete uniform distributions, some different shapes are also obtained and their properties are investigated. In particular, the mean and variance are pointed out. Applications to discrete kernel estimators are given with a solution to a boundary bias problem. (C) 2010 Elsevier B.V. All rights reserved.

Use of diamond-like carbon with tungsten (W-DLC) films as biocompatible material

Diamond-like carbon (DLC), also known as amorphous hydrogenated carbon (a-C:H), are a class of materials with excellent mechanical, tribological and biological properties. When the DLC films are enhanced with other elements, all of these properties can be changed within a certain range. In this work, reactive magnetron sputtering was used to deposit W-DLC (hydrogenated tungsten carbide) films on Ti6A14V (implant material). Many films were made using pure tungsten (99.99%) target and different plasmas processes, with different ratio among argon and methane. It was possible to change the films composition (from pure amorphous carbon to carbon enhanced with tungsten) according to ratio of argon and methane plasma. Between all films processed, the carbon films enhanced with tungsten showed good results in the ""in vitro"" cytotoxicity testing. Raman spectroscopy was used to analyze the chemical bonds kinds and the chemical bonds quantities. The Rutherford Back Scattering (RBS) was used to analyze the films compositions. The chemical inertness was analyzed by scanning voltametry. W-DLC thin films obtained in these processes have low roughness, high chemical resistance, good adhesion and show a high biocompatibility, when compared with common DLC thin films. Hence we have concluded that the tungsten concentrations in the DLC films make an important role to improve the properties of the DLC layers. (C) 2007 Elsevier B.V. All rights reserved.

Quercetin in w/o microemulsion: In vitro and in vivo skin penetration and efficacy against UVB-induced skin damages evaluated in vivo

The present study evaluated the potential of a w/o microemulsion as a topical carrier system for delivery of the antioxidant quercetin. Topical and transdermal delivery of quercetin were evaluated in vitro Using porcine car skin mounted on a Franz diffusion cell and in vivo on hairless-skin mice. Skin irritation by topical application of the microemulsion containing quercetin, and the protective effect of the formulation on UVB-induced decrease of endogenous reduced glutathione levels and increase of cutaneous proteinase secretion/activity were also investigated. The w/o microemulsion increased the penetration of quercetin into the stratum corneum and epidermis plus dermis at 3, 6. 9 and 12 h post-application in vitro and in vivo at 6 h post-application. No transdermal delivery of quercetin Occurred. By evaluating established endpoints of skin irritation (erythema formation, epidermis thickening and infiltration of inflammatory cells), the Study demonstrated that the daily application of the w/o microemulsion for up to 2 days did not cause skin irritation. W/o microemulsion containing quercetin significantly prevented the UVB irradiation-induced GSH depletion and secretion/activity of metalloproteinases. (C) 2008 Elsevier B.V. All rights reserved.

In Vivo Evaluation of the Photoprotective Efficacy of O-1/W/O-2 Multiple Emulsions with Andiroba Oil (Carapa guianensis)

Stable multiple emulsions containing andiroba oil and sunscreen have been formulated. These were prepared using the two-step procedure. The formulations were characterized and their stability over the time was evaluated by centrifugation, macroscopic, and microscopic analyses, and rheological measurements. The photoprotective efficacy of the O/W and O1/W/O2 containing or not andiroba oil was evaluated by in vivo sun protection factor determination according to the FDA method. The formulations exhibited good stability during 30 days after preparation at different temperatures. These presented pseudoplastic flow behaviour and thixotropy. The increase of in vivo SPF value was not observed when andiroba oil was incorporated into emulsions containing ethylhexyl methoxycinnamate. These multiple emulsions can be utilized as an interesting topical vehicle.

Attainment of O/W emulsions containing liquid crystal from annatto oil (Bixa orellana), coffee oil, and tea tree oil (Melaleuca alternifolia) as oily phase using HLB system and ternary phase diagram

Emulsions containing liquid crystals present interesting properties and advantages such as the skin moisturize increase, active release modulation, and emulsion stabilization. In this work, emulsions containing annatto, coffee and tea tree oils, and nonionic surfactants were developed. The HLB method was used for selection of surfactants. The required HLB value was established (9.0). Liquid crystals were attained when used the surfactant mixture Ceteareth-5 and Steareth-2 and identified as lamellar. The emulsions showed pseudoplastic behavior and tixotropy. The ternary diagram was useful in the selection of the proportion of surfactant and oily phase considering skin compatibility and liquid crystal presence.

W/O/W multiple emulsions obtained by one-step emulsification method and evaluation of the involved variables

The effects of some composition variables on the development of multiple emulsions by one-step method were evaluated and their morphology characterized. The formulations that remained stable during the period of the test were submitted to centrifugation and thermal stress tests. The stability and the morphology of multiple droplets were affected not only by the type and concentration of the surfactants employed, but also by the water/oil ratios used. The results suggest that the formation of multiple droplets could involve a combination of transitional and catastrophic phase inversions. The results provide improved knowledge about the one-step emulsification method, a simplified process to prepare multiple emulsions when compared to the two-steps method.

Relationship between Rheological Properties and One-Step W/O/W Multiple Emulsion Formation

Formation of a normal (not temporary) W/O/W multiple emulsion via the one-step method as a result of the simultaneous occurrence of catastrophic and transitional phase inversion processes has been recently reported. Critical features of this process include the emulsification temperature (corresponding to the ultralow surface tension point), the use of a specific nonionic surfactant blend and the surfactant blend/oil phase ratio, and the addition of the surfactant blend to the oil phase. The purpose of this study was to investigate physicochemical properties in an effort to gain a mechanistic understanding of the formation of these emulsions. Bulk, surface, and interfacial theological properties of adsorbed nonionic surfactant (CremophorRH40 and Span80) films were investigated under conditions known to affect W/O/W emulsion formation. Bulk viscosity results demonstrated that CremophorRH40 has a higher mobility in oil compared than in water, explaining the significance of the solvent phase. In addition, the bulk viscosity profile of aqueous solutions containing CremophorRH40 indicated a phase transition at around 78 +/- 2 degrees C, which is in agreement with cubic phase formation in the Winsor III region. The similarity in the interfacial elasticity values of CremophorRH40 and Span80 indicated that canola oil has a major effect on surface activity, showing the significance of vegetable oil. The highest interfacial shear elasticity and viscosity were observed when both surfactants were added to the oil phase, indicating the importance of the microstructural arrangement. CremophorRH40/Span80 complexes tended to desorb from the solution/solution interface with increasing temperature, indicating surfactant phase formation as is theoretically predicted in the Winsor III region. Together these interfacial and bulk rheology data demonstrate that one-step W/O/W emulsions form as a result of the simultaneous occurrence of phase-transition processes in the Winsor III region and explain the critical formulation and processing parameters necessary to achieve the formation of these normal W/O/W emulsions.

O/W Nanoemulsion After 15 Years of Preparation: A Suitable Vehicle for Pharmaceutical and Cosmetic Applications

The application of nanoemulsions is due to have good stability, uniform spreading and enhance active penetration upon skin. Nanometer emulsions can be obtained by low-energy emulsification method. The required hydrophilic and lipophilic balance indicates the better balance of emulsifier for optimum system emulsification. Emulsion stability is evidently controlled for the properties of the adsorbed layer formed in the surface of its globules, know as potential zeta. The aim of this work was to evaluate the oil/water nanoemulsion of formulation obtained after 15 years of preparation. The results suggested that the nanoemulsion have performed stability for many years.