Spectral properties of chaotic signals with applications in communications

This paper investigates the characteristics of the Power Spectral Density (PSD) of chaotic signals generated by skew tent maps. The influence of the Lyapunov exponent on the autocorrelation sequence and on the PSD is evaluated via computational simulations. We conclude that the essential bandwidth of these signals is strongly related to this exponent and they can be low-pass or high-pass depending on the family`s parameter. This way, the PSD of a chaotic signal is a function of the generating map although this is not a one-to-one relationship. (C) 2009 Elsevier Ltd. All rights reserved.

Route to chaos in a third-order phase-locked loop network

Phase-locked loops (PLLs) are widely used in applications related to control systems and telecommunication networks. Here we show that a single-chain master-slave network of third-order PLLs can exhibit stationary, periodic and chaotic behaviors, when the value of a single parameter is varied. Hopf, period-doubling and saddle-saddle bifurcations are found. Chaos appears in dissipative and non-dissipative conditions. Thus, chaotic behaviors with distinct dynamical features can be generated. A way of encoding binary messages using such a chaos-based communication system is suggested. (C) 2009 Elsevier B.V. All rights reserved.

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.

Postural control during kneeling

Postural control was studied when the subject was kneeling with erect trunk in a quiet posture and compared to that obtained during quiet standing. The analysis was based on the center of pressure motion in the sagittal plane (CPx), both in the time and in the frequency domains. One could assume that postural control during kneeling would be poorer than in standing because it is a less natural posture. This could cause a higher CPx variability. The power spectral density (PSD) of the CPx obtained from the experimental data in the kneeling position (KN) showed a significant decrease at frequencies below 0.3 Hz compared to upright (UP) (P < 0.01), which indicates less sway in KN. Conversely, there was an increase in fast postural oscillations (above 0.7 Hz) during KN compared to UP (P < 0.05). The root mean square (RMS) of the CPx was higher for UP (P < 0.01) while the mean velocity (MV) was higher during KN (P < 0.05). Lack of vision had a significant effect on the PSD and the parameters estimated from the CPx in both positions. We also sought to verify whether the changes in the PSD of the CPx found between the UP and KN positions were exclusively due to biomechanical factors (e.g., lowered center of gravity), or also reflected changes in the neural processes involved in the control of balance. To reach this goal, besides the experimental approach, a simple feedback model (a PID neural system, with added neural noise and controlling an inverted pendulum) was used to simulate postural sway in both conditions (in KN the pendulum was shortened, the mass and the moment of inertia were decreased). A parameter optimization method was used to fit the CPx power spectrum given by the model to that obtained experimentally. The results indicated that the changed anthropometric parameters in KN would indeed cause a large decrease in the power spectrum at low frequencies. However, the model fitting also showed that there were considerable changes also in the neural subsystem when the subject went from standing to kneeling. There was a lowering of the proportional and derivative gains and an increase in the neural noise power. Additional increases in the neural noise power were found also when the subject closed his eyes.

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.

Resource use pattern analysis for predicting resource availability in opportunistic grids

This work presents a method for predicting resource availability in opportunistic grids by means of use pattern analysis (UPA), a technique based on non-supervised learning methods. This prediction method is based on the assumption of the existence of several classes of computational resource use patterns, which can be used to predict the resource availability. Trace-driven simulations validate this basic assumptions, which also provide the parameter settings for the accurate learning of resource use patterns. Experiments made with an implementation of the UPA method show the feasibility of its use in the scheduling of grid tasks with very little overhead. The experiments also demonstrate the method`s superiority over other predictive and non-predictive methods. An adaptative prediction method is suggested to deal with the lack of training data at initialization. Further adaptative behaviour is motivated by experiments which show that, in some special environments, reliable resource use patterns may not always be detected. Copyright (C) 2009 John Wiley & Sons, Ltd.

Spectral characteristics of atrial electrograms in sinus rhythm correlates with sites of ganglionated plexuses in patients with paroxysmal atrial fibrillation

Aims To verify whether spectral components of atrial electrograms (AE) during sinus rhythm (SR) correlate with cardiac ganglionated plexus (GP) sites. Methods and results Thirteen patients undergoing atrial fibrillation (AF) ablation were prospectively enrolled. Prior to radio frequency application, endocardial AE were recorded with a sequential point-by-point approach. Electrical stimuli were delivered at 20 Hz, amplitude 100 V, and pulse width of 4 ms. A vagal response was defined as a high-frequency stimulation (HFS) evoked atrioventricular block or a prolongation of RR interval. Spectral analysis was performed on single AE during SR, sampling rate of 1000 Hz, Hanning window. Overall, 1488 SR electrograms were analysed from 186 different left atrium sites, 129 of them corresponding to negative vagal response sites, and 57 to positive response sites. The electrogram duration and the number of deflections were similar in positive and negative response sites. Spectral power density of sites with vagal response was lower between 26 and 83 Hz and higher between 107 and 200 Hz compared with negative response sites. The area between 120 and 170 Hz normalized to the total spectrum area was tested as a diagnostic parameter. Receiver operating characteristic curve analysis demonstrated that an area120-170/area(total) value >0.14 identified vagal sites with 70.9% sensitivity and 72.1% specificity. Conclusion Spectral analysis of AE during SR in sites that correspond to the anatomical location of the GP is feasible and may be a simpler method of mapping the cardiac autonomic nervous system, compared with the HFS technique.

Closed-loop model re-identification of processes under MPC with zone control

This work deals with a procedure for model re-identification of a process in closed loop with ail already existing commercial MPC. The controller considered here has a two-layer structure where the upper layer performs a target calculation based on a simplified steady-state optimization of the process. Here, it is proposed a methodology where a test signal is introduced in a tuning parameter of the target calculation layer. When the outputs are controlled by zones instead of at fixed set points, the approach allows the continuous operation of the process without an excessive disruption of the operating objectives as process constraints and product specifications remain satisfied during the identification test. The application of the method is illustrated through the simulation of two processes of the oil refining industry. (c) 2008 Elsevier Ltd. All rights reserved.

Adsorbent new materials and composites produced in a single step

The aim of this work is the production and preliminary characterization of adsorbent new materials useful for sensor development. A new plasma chamber was simulated and designed in order to obtain multiple layers and/or composites in a single step. Plasma deposited organic fluorocompound and hexamethyldisilazane (HMDS) thin films were produced and tested as adsorbent layers. Chemical characterization used ellipsometry, Raman. infrared and X-ray photoelectron spectroscopy. Hydrophobic and oleophobic character were determined by contact angle measurements. Adsorption characteristics were evaluated using quartz crystal microbalance. Not only HMDS but also the fluorocompound can polymerize but intermixing and a double layer are only obtained in very narrow conditions. The films are adsorbent and mildly hydrophobic. Films deposited on a microchromatographic column can be used on sample pretreatment to remove and/or preconcentrate volatile organic Compounds. Therefore, with this approach it is possible to obtain films with different monomers on double layer or composites, with organic/inorganic materials or particles and use them on sample pretreatment for chemical analysis. (C) 2008 Elsevier B.V. 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.

Residuals for log-Burr XII regression models in survival analysis

In this paper, we compare three residuals to assess departures from the error assumptions as well as to detect outlying observations in log-Burr XII regression models with censored observations. These residuals can also be used for the log-logistic regression model, which is a special case of the log-Burr XII regression model. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and the empirical distribution of each residual is displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended to the modified martingale-type residual in log-Burr XII regression models with censored data.

The beta modified Weibull distribution

A five-parameter distribution so-called the beta modified Weibull distribution is defined and studied. The new distribution contains, as special submodels, several important distributions discussed in the literature, such as the generalized modified Weibull, beta Weibull, exponentiated Weibull, beta exponential, modified Weibull and Weibull distributions, among others. The new distribution can be used effectively in the analysis of survival data since it accommodates monotone, unimodal and bathtub-shaped hazard functions. We derive the moments and examine the order statistics and their moments. We propose the method of maximum likelihood for estimating the model parameters and obtain the observed information matrix. A real data set is used to illustrate the importance and flexibility of the new distribution.

SELF-SIMILARITY AND LAMPERTI CONVERGENCE FOR FAMILIES OF STOCHASTIC PROCESSES

We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to certain important families of processes that are not self-similar in the conventional sense. This includes Hougaard Levy processes such as the Poisson processes, Brownian motions with drift and the inverse Gaussian processes, and some new fractional Hougaard motions defined as moving averages of Hougaard Levy process. Such families have many properties in common with ordinary self-similar processes, including the form of their covariance functions, and the fact that they appear as limits in a Lamperti-type limit theorem for families of stochastic processes.

A Brazilian registry of juvenile dermatomyositis: onset features and classification of 189 cases

Objective To describe onset features, classification and treatment of juvenile dermatomyositis (JDM) and juvenile polymyositis (JPM) from a multicentre registry. Methods Inclusion criteria were onset age lower than 18 years and a diagnosis of any idiopathic inflammatory myopathy (IIM) by attending physician. Bohan & Peter (1975) criteria categorisation was established by a scoring algorithm to define JDM and JPM based oil clinical protocol data. Results Of the 189 cases included, 178 were classified as JDM, 9 as JPM (19.8: 1) and 2 did not fit the criteria; 6.9% had features of chronic arthritis and connective tissue disease overlap. Diagnosis classification agreement occurred in 66.1%. Medial? onset age was 7 years, median follow-up duration was 3.6 years. Malignancy was described in 2 (1.1%) cases. Muscle weakness occurred in 95.8%; heliotrope rash 83.5%; Gottron plaques 83.1%; 92% had at least one abnormal muscle enzyme result. Muscle biopsy performed in 74.6% was abnormal in 91.5% and electromyogram performed in 39.2% resulted abnormal in 93.2%. Logistic regression analysis was done in 66 cases with all parameters assessed and only aldolase resulted significant, as independent variable for definite JDM (OR=5.4, 95%CI 1.2-24.4, p=0.03). Regarding treatment, 97.9% received steroids; 72% had in addition at least one: methotrexate (75.7%), hydroxychloroquine (64.7%), cyclosporine A (20.6%), IV immunoglobulin (20.6%), azathioprine (10.3%) or cyclophosphamide (9.6%). In this series 24.3% developed calcinosis and mortality rate was 4.2%. Conclusion Evaluation of predefined criteria set for a valid diagnosis indicated aldolase as the most important parameter associated with de, methotrexate combination, was the most indicated treatment.

A generalized modified Weibull distribution for lifetime modeling

A four parameter generalization of the Weibull distribution capable of modeling a bathtub-shaped hazard rate function is defined and studied. The beauty and importance of this distribution lies in its ability to model monotone as well as non-monotone failure rates, which are quite common in lifetime problems and reliability. The new distribution has a number of well-known lifetime special sub-models, such as the Weibull, extreme value, exponentiated Weibull, generalized Rayleigh and modified Weibull distributions, among others. We derive two infinite sum representations for its moments. The density of the order statistics is obtained. The method of maximum likelihood is used for estimating the model parameters. Also, the observed information matrix is obtained. Two applications are presented to illustrate the proposed distribution. (C) 2008 Elsevier B.V. All rights reserved.