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.

A Class of Channels Resulting in Ill-Convergence for CMA in Decision Feedback Equalizers

This paper analyzes the convergence of the constant modulus algorithm (CMA) in a decision feedback equalizer using only a feedback filter. Several works had already observed that the CMA presented a better performance than decision directed algorithm in the adaptation of the decision feedback equalizer, but theoretical analysis always showed to be difficult specially due to the analytical difficulties presented by the constant modulus criterion. In this paper, we surmount such obstacle by using a recent result concerning the CM analysis, first obtained in a linear finite impulse response context with the objective of comparing its solutions to the ones obtained through the Wiener criterion. The theoretical analysis presented here confirms the robustness of the CMA when applied to the adaptation of the decision feedback equalizer and also defines a class of channels for which the algorithm will suffer from ill-convergence when initialized at the origin.

Singular Perturbation for the Discounted Continuous Control of Piecewise Deterministic Markov Processes

This paper deals with the expected discounted continuous control of piecewise deterministic Markov processes (PDMP`s) using a singular perturbation approach for dealing with rapidly oscillating parameters. The state space of the PDMP is written as the product of a finite set and a subset of the Euclidean space a""e (n) . The discrete part of the state, called the regime, characterizes the mode of operation of the physical system under consideration, and is supposed to have a fast (associated to a small parameter epsilon > 0) and a slow behavior. By using a similar approach as developed in Yin and Zhang (Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach, Applications of Mathematics, vol. 37, Springer, New York, 1998, Chaps. 1 and 3) the idea in this paper is to reduce the number of regimes by considering an averaged model in which the regimes within the same class are aggregated through the quasi-stationary distribution so that the different states in this class are replaced by a single one. The main goal is to show that the value function of the control problem for the system driven by the perturbed Markov chain converges to the value function of this limit control problem as epsilon goes to zero. This convergence is obtained by, roughly speaking, showing that the infimum and supremum limits of the value functions satisfy two optimality inequalities as epsilon goes to zero. This enables us to show the result by invoking a uniqueness argument, without needing any kind of Lipschitz continuity condition.

TL and OSL properties of KAlSi(3)O(8):Mn, obtained by sol-gel process

Thermoluminescence (TL) and Optically Stimulated Luminescence (OSL) properties of KAlSi(3)O(8):Mn glasses obtained through the sol gel technique were investigated. Samples were obtained with five different molar concentrations of 0.25, 0.5, 1, 2 and 5 mol% of manganese. Transmission Electronic Microscopy (TEM) indicated the occurrence of nanoparticles composed by glass matrix elements with Mn. Best results for TL response were obtained with 0.5 mol% Mn doped sample, which exhibits a TL peak at 180 degrees C. The TL spectrum of this sample presents a broad emission band from 450 to 700 nm with a peak at 575 nm approximately. The emission band fits very well with the characteristic lines of the Mn(2+) emission features. According to this fact, the band at 410 nm can be ascribed to (6)A(1)(S) -> (4)A(1)(G), (4)E(G) transition, while the 545 nm band can be attributed to the superposition of the transitions (6)A(1)(S) -> (4)T(2)(G) and (6)A(1)(S) -> (4)T(1)(G). The dependence of the TL response with the energy of X-rays (27-41 keV) showed a small decrease of the TL intensity in the high energy region. Excitation with blue LEDs showed OSL in the UV region with a fast decay component. (C) 2011 Elsevier Ltd. All rights reserved.

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 hybrid commodity price-forecasting model applied to the sugar-alcohol sector

Accurate price forecasting for agricultural commodities can have significant decision-making implications for suppliers, especially those of biofuels, where the agriculture and energy sectors intersect. Environmental pressures and high oil prices affect demand for biofuels and have reignited the discussion about effects on food prices. Suppliers in the sugar-alcohol sector need to decide the ideal proportion of ethanol and sugar to optimise their financial strategy. Prices can be affected by exogenous factors, such as exchange rates and interest rates, as well as non-observable variables like the convenience yield, which is related to supply shortages. The literature generally uses two approaches: artificial neural networks (ANNs), which are recognised as being in the forefront of exogenous-variable analysis, and stochastic models such as the Kalman filter, which is able to account for non-observable variables. This article proposes a hybrid model for forecasting the prices of agricultural commodities that is built upon both approaches and is applied to forecast the price of sugar. The Kalman filter considers the structure of the stochastic process that describes the evolution of prices. Neural networks allow variables that can impact asset prices in an indirect, nonlinear way, what cannot be incorporated easily into traditional econometric models.

Surface modification of bovine bone ash prepared by milling and acid washing process

Bovine bone ash is the main raw material for fabrication of bone china, a special kind of porcelain that has visual and mechanical advantages when compared to usual porcelains. The properties of bone china are highly dependent on the characteristics of the bone ash. However, despite a relatively common product, the science behind formulations and accepted fabrication procedures for bone china is not completely understood and deserves attention for future processing optimizations. In this paper, the influence of the preparation steps (firing, milling, and washing of the bones) on the physicochemical properties of bone ash particles was investigated. Bone powders heat-treated at temperatures varying from 700 to 1000 degrees C were washed and milled. The obtained materials were analyzed in terms of particle size distribution, chemical composition, density, specific surface area, FTIR spectroscopy, dynamic electrophoretic mobility, crystalline phases and scanning electron microscopy. The results indicated that bone ash does not significantly change in terms of chemistry and physical features at calcination temperatures above 700 degrees C. After washing in special conditions, one could only observe hydroxyapatite in the diffraction pattern. By FTIR it was observed that carbonate seems to be mainly concentrated on the surface of the powders. Since this compound can influence in the dispersion stability, and consequently in the quality of the final bone china product, and considering optimal washing parameters based on the dynamic electrophoretic mobility results, we describe a procedure for surface cleaning. (c) 2009 Elsevier Ltd and Techna Group S.r.l. All rights reserved.

OPTIMIZATION OF THE TREATMENT PROCESS FOR RESIDUAL WATER FROM A BEER INDUSTRY

The optimization of the treatment process for residual waters from a brewery operating under the modality of an anaerobic reactor and activated sludge combination was studied in two phases. In the first stage, lasting for six months, the characteristics and parameters of the plant operation were analyzed, wherein a diversion rate of more than 50% to aerobic treatment, the use of two aeration tanks and a high sludge production prevailed. The second stage comprised four months during which the system worked under the proposed operational model, with the aim of improving the treatment: reduction of the diversion rate to 30% and use of only one aeration tank At each stage, TSS, VSS and COD were measured at the entrance and exit of the anaerobic reactor mid the aeration tanks. The results were compared with the corresponding design specifications and the needed conditions were applied to reduce the diversion rate towards the aerobic process through monitoring the volume and concentration of the affluent, while applying the strategic changes in reactor parameters needed to increase its efficiency. A diversion reduction from 53 to 34% was achieved, reducing the sludge discharge generated in the aerobic system from 3670mg TSS/l. with two aeration tanks down to 2947mf TSS/l using one tank keeping the same relation VSS:TSS (0.55) and an efficiency of total removal of 98% in terms of COD.

Economic design of an X chart for short-run production

The aim of this paper is to present an economical design of an X chart for a short-run production. The process mean starts equal to mu(0) (in-control, State I) and in a random time it shifts to mu(1) > mu(0) (out-of-control, State II). The monitoring procedure consists of inspecting a single item at every m produced ones. If the measurement of the quality characteristic does not meet the control limits, the process is stopped, adjusted, and additional (r - 1) items are inspected retrospectively. The probabilistic model was developed considering only shifts in the process mean. A direct search technique is applied to find the optimum parameters which minimizes the expected cost function. Numerical examples illustrate the proposed procedure. (C) 2009 Elsevier B.V. All rights reserved.

A generalized multi-period mean-variance portfolio optimization with Markov switching parameters

In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

Association between decay fungi and subterranean termites in the wood biodeterioration process of Tipuana tipu (Benth.) O. Kuntze trees of Sao Paulo city, SP

In the present paper the process of wood biodeterioration of tipuana trees planted in 7 regions of the city of Sao Paulo, SP was evaluated. On the sidewalks, 1109 trees were analyzed taking into consideration the occurrence and association of the xylophagous organisms (decay fungi and subterranean termites), the wood deterioration and the BHD (breast height diameter). The percentage of wood internal deterioration (%) was obtained by non destructive analysis, using a penetrometer. The results had shown that 75% of the tipuana trees presented BHD superior to 50 cm, characterizing them as adult. Decay fungi in the roots and/or trunk had been observed in 338 trees (30.5%). Subterranean termites of Heterotermes sp. and Coptotermes gestroi species had occurred in 307 trees (27.7%), the latter in high infestation level. The association between the fungi and termites was observed, as well as its relation with the BHD, where a greater value of BHD meant higher wood biodeterioration intensity. For tipuana trees, the BHD was considered an indicative attribute of the internal deterioration intensity, caused by these xylophagous organisms.

Optimized harvest scheduling in eucalyptus plantations under operational, spatial and climatic constraints

The representation of sustainability concerns in industrial forests management plans, in relation to environmental, social and economic aspects, involve a great amount of details when analyzing and understanding the interaction among these aspects to reduce possible future impacts. At the tactical and operational planning levels, methods based on generic assumptions usually provide non-realistic solutions, impairing the decision making process. This study is aimed at improving current operational harvesting planning techniques, through the development of a mixed integer goal programming model. This allows the evaluation of different scenarios, subject to environmental and supply constraints, increase of operational capacity, and the spatial consequences of dispatching harvest crews to certain distances over the evaluation period. As a result, a set of performance indicators was selected to evaluate all optimal solutions provided to different possible scenarios and combinations of these scenarios, and to compare these outcomes with the real results observed by the mill in the study case area. Results showed that it is possible to elaborate a linear programming model that adequately represents harvesting limitations, production aspects and environmental and supply constraints. The comparison involving the evaluated scenarios and the real observed results showed the advantage of using more holistic approaches and that it is possible to improve the quality of the planning recommendations using linear programming techniques.

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.

Podzolization as a deferralitization process: dynamics and chemistry of ground and surface waters in an Acrisol-Podzol sequence of the upper Amazon Basin

Hydrochemical processes involved in the development of hydromorphic Podzols are a major concern for the upper Amazon Basin because of the extent of the areas affected by such processes and the large amounts of organic carbon and associated metals exported to the rivers. The dynamics and chemical composition of ground and surface waters were studied along an Acrisol-Podzol sequence lying in an open depression of a plateau. Water levels were monitored along the sequence over a period of 2 years by means of piezometers. Water was sampled in zero-tension lysimeters for groundwater and for surface water in the drainage network of the depression. The pH and concentrations of organic carbon and major elements (Si, Fe and Al) were determined. The contrasted changes reported for concentrations of Si, organic carbon and metals (Fe, Al) mainly reflect the dynamics of the groundwater and the weathering conditions that prevail in the soils. Iron is released by the reductive dissolution of Fe oxides, mostly in the Bg horizons of the upslope Acrisols. It moves laterally under the control of hydraulic gradients and migrates through the iron-depleted Podzols where it is exported to the river network. Aluminium is released from the dissolution of Al-bearing minerals (gibbsite and kaolinite) at the margin of the podzolic area but is immobilized as organo-Al complexes in spodic horizons. In downslope positions, the quick recharge of the groundwater and large release of organic compounds lead to acidification and a loss of metals (mainly Al), previously stored in the Podzols.

Development and Characterization of L-Alanyl-L-Glutamine Containing Pellets employing Extrusion-Spheronization Method and Drying Process in Fluidized Bad Equipment.

Development and Characterization of L-Alanyl-L-Glutamine Containing Pellets employing Extrusion-Spheronization Method and Drying Process in Fluidized Bad Equipment"". In this work, five formulations of L-alanyl-L-glutamine (glutamine dipeptide) containing pellets with different drug concentration were developed and evaluated: F1 (9.07%); F2 (17.70%); F3 (27.98%); F4 (37.74%) e F5 (47.53%). Pellets were prepared by extrusion-spheronization method and, further, dried in fluidized bad equipment. The following assays were carried out with the batches obtained: granulometry, friability, true density and morphologic analysis. Between the five formulations evaluated, pellets obtained from F3 present best yield (75.80%), most uniform particle size distribution (89.67% of pellets with size in the range of 0.80 to 1.18), most high true density (2.1634 g/ml) and best aspect (1.0795 +/- 0.0410). Due to these features, pellets obtained from F3 were considered adequate to further polymeric coating process in order to produce a multiparticulate system to prolong L-alanyl-L-glutamine release.