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.

Avoiding Divergence in the Shalvi-Weinstein Algorithm

The most popular algorithms for blind equalization are the constant-modulus algorithm (CMA) and the Shalvi-Weinstein algorithm (SWA). It is well-known that SWA presents a higher convergence rate than CMA. at the expense of higher computational complexity. If the forgetting factor is not sufficiently close to one, if the initialization is distant from the optimal solution, or if the signal-to-noise ratio is low, SWA can converge to undesirable local minima or even diverge. In this paper, we show that divergence can be caused by an inconsistency in the nonlinear estimate of the transmitted signal. or (when the algorithm is implemented in finite precision) by the loss of positiveness of the estimate of the autocorrelation matrix, or by a combination of both. In order to avoid the first cause of divergence, we propose a dual-mode SWA. In the first mode of operation. the new algorithm works as SWA; in the second mode, it rejects inconsistent estimates of the transmitted signal. Assuming the persistence of excitation condition, we present a deterministic stability analysis of the new algorithm. To avoid the second cause of divergence, we propose a dual-mode lattice SWA, which is stable even in finite-precision arithmetic, and has a computational complexity that increases linearly with the number of adjustable equalizer coefficients. The good performance of the proposed algorithms is confirmed through numerical simulations.

The Cramer-Rao bound for initial conditions estimation of chaotic orbits

We derive the Cramer-Rao Lower Bound (CRLB) for the estimation of initial conditions of noise-embedded orbits produced by general one-dimensional maps. We relate this bound`s asymptotic behavior to the attractor`s Lyapunov number and show numerical examples. These results pave the way for more suitable choices for the chaotic signal generator in some chaotic digital communication systems. (c) 2006 Published by Elsevier Ltd.

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.

A calibration approach based on Takagi-Sugeno fuzzy inference system for digital electronic compasses

Recently, the development of industrial processes brought on the outbreak of technologically complex systems. This development generated the necessity of research relative to the mathematical techniques that have the capacity to deal with project complexities and validation. Fuzzy models have been receiving particular attention in the area of nonlinear systems identification and analysis due to it is capacity to approximate nonlinear behavior and deal with uncertainty. A fuzzy rule-based model suitable for the approximation of many systems and functions is the Takagi-Sugeno (TS) fuzzy model. IS fuzzy models are nonlinear systems described by a set of if then rules which gives local linear representations of an underlying system. Such models can approximate a wide class of nonlinear systems. In this paper a performance analysis of a system based on IS fuzzy inference system for the calibration of electronic compass devices is considered. The contribution of the evaluated IS fuzzy inference system is to reduce the error obtained in data acquisition from a digital electronic compass. For the reliable operation of the TS fuzzy inference system, adequate error measurements must be taken. The error noise must be filtered before the application of the IS fuzzy inference system. The proposed method demonstrated an effectiveness of 57% at reducing the total error based on considered tests. (C) 2011 Elsevier Ltd. All rights reserved.

Experimental and theoretical study of transport properties in uniaxially pressed (Bi, Pb)(2)Sr(2)Ca(2)Cu(3)O(10+delta) ceramic samples

Experimental and theoretical studies on the magnetic field dependence of the electrical resistance R(B(a)) and the transport noise (TN) in polycrystalline high-T(c) superconductors subjected to different uniaxial compacting pressures were conducted. X-ray diffraction rocking curves were performed in different surfaces of the samples in order to investigated the degree of texture The results indicated an improvement of the degree of texture with increasing the uniaxial compacting pressure In theoretical simulations of the data, the polycrystalline superconductors were described as a series-parallel array of Josephson devices The intergranular magnetic field is described within the framework of the intragranular flux-trapping model and the distribution of the grain-boundary angles is assumed to follow the Rayleigh statistical function The proposed model describes well the experimental magnetoresistance R(B(a)) data We have found that the behavior of the R(B(a)) curves changes appreciably when different uniaxially compacting pressures are applied to the sample and such a changes are reproduced by the model when different grain-boundary angles distributions are used In addition, changes in the R(B(a)) dependence have their counterparts in the experimental transport noise signals (C) 2009 Elsevier B.V. All rights reserved

Double generalized linear model for tissue culture proportion data: a Bayesian perspective

Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will under-represent variation in the data and hence may lead to erroneous inferences. For count and proportion data, such noise factors can generate a so-called overdispersion effect, and the use of binomial and Poisson models underestimates the variability and, consequently, incorrectly indicate significant effects. In this manuscript, we propose a DGLM from a Bayesian perspective, focusing on the case of proportion data, where the overdispersion can be modeled using a random effect that depends on some noise factors. The posterior joint density function was sampled using Monte Carlo Markov Chain algorithms, allowing inferences over the model parameters. An application to a data set on apple tissue culture is presented, for which it is shown that the Bayesian approach is quite feasible, even when limited prior information is available, thereby generating valuable insight for the researcher about its experimental results.

Root Water Extraction under Combined Water and Osmotic Stress

Using a numerical implicit model for root water extraction by a single root in a symmetric radial flow problem, based on the Richards equation and the combined convection-dispersion equation, we investigated some aspects of the response of root water uptake to combined water and osmotic stress. The model implicitly incorporates the effect of simultaneous pressure head and osmotic head on root water uptake, and does not require additional assumptions (additive or multiplicative) to derive the combined effect of water and salt stress. Simulation results showed that relative transpiration equals relative matric flux potential, which is defined as the matric flux potential calculated with an osmotic pressure head-dependent lower bound of integration, divided by the matric flux potential at the onset of limiting hydraulic conditions. In the falling rate phase, the osmotic head near the root surface was shown to increase in time due to decreasing root water extraction rates, causing a more gradual decline of relative transpiration than with water stress alone. Results furthermore show that osmotic stress effects on uptake depend on pressure head or water content, allowing a refinement of the approach in which fixed reduction factors based on the electrical conductivity of the saturated soil solution extract are used. One of the consequences is that osmotic stress is predicted to occur in situations not predicted by the saturation extract analysis approach. It is also shown that this way of combining salinity and water as stressors yields results that are different from a purely multiplicative approach. An analytical steady state solution is presented to calculate the solute content at the root surface, and compared with the outputs of the numerical model. Using the analytical solution, a method has been developed to estimate relative transpiration as a function of system parameters, which are often already used in vadose zone models: potential transpiration rate, root length density, minimum root surface pressure head, and soil theta-h and K-h functions.

Using Imaging Spectroscopy to study soil properties

Imaging Spectroscopy (IS) is a promising tool for studying soil properties in large spatial domains. Going from point to image spectrometry is not only a journey from micro to macro scales, but also a long stage where problems such as dealing with data having a low signal-to-noise level, contamination of the atmosphere, large data sets, the BRDF effect and more are often encountered. In this paper we provide an up-to-date overview of some of the case studies that have used IS technology for soil science applications. Besides a brief discussion on the advantages and disadvantages of IS for studying soils, the following cases are comprehensively discussed: soil degradation (salinity, erosion, and deposition), soil mapping and classification, soil genesis and formation, soil contamination, soil water content, and soil swelling. We review these case studies and suggest that the 15 data be provided to the end-users as real reflectance and not as raw data and with better signal-to-noise ratios than presently exist. This is because converting the raw data into reflectance is a complicated stage that requires experience, knowledge, and specific infrastructures not available to many users, whereas quantitative spectral models require good quality data. These limitations serve as a barrier that impedes potential end-users, inhibiting researchers from trying this technique for their needs. The paper ends with a general call to the soil science audience to extend the utilization of the IS technique, and it provides some ideas on how to propel this technology forward to enable its widespread adoption in order to achieve a breakthrough in the field of soil science and remote sensing. (C) 2009 Elsevier Inc. All rights reserved.