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.

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.

Reachability of the synchronous state in a mutually connected PLL network

Second-order phase locked loops (PLLs) are devices that are able to provide synchronization between the nodes in a network even under severe quality restrictions in the signal propagation. Consequently, they are widely used in telecommunication and control. Conventional master-slave (M-S) clock-distribution systems are being, replaced by mutually connected (MC) ones due to their good potential to be used in new types of application such as wireless sensor networks, distributed computation and communication systems. Here, by using an analytical reasoning, a nonlinear algebraic system of equations is proposed to establish the existence conditions for the synchronous state in an MC PLL network. Numerical experiments confirm the analytical results and provide ideas about how the network parameters affect the reachability of the synchronous state. The phase-difference oscillation amplitudes are related to the node parameters helping to design PLL neural networks. Furthermore, estimation of the acquisition time depending on the node parameters allows the performance evaluation of time distribution systems and neural networks based on phase-locked techniques. (c) 2008 Elsevier GmbH. 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.

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.

On state representations of time-varying nonlinear systems

This work considers a nonlinear time-varying system described by a state representation, with input u and state x. A given set of functions v, which is not necessarily the original input u of the system, is the (new) input candidate. The main result provides necessary and sufficient conditions for the existence of a local classical state space representation with input v. These conditions rely on integrability tests that are based on a derived flag. As a byproduct, one obtains a sufficient condition of differential flatness of nonlinear systems. (C) 2009 Elsevier Ltd. All rights reserved.

Floristic composition of seasonal riparian forests in Mato Grosso do Sul State, Brazil

(Floristic composition of seasonal riparian forests in Mato Grosso do Sit] State, Brazil). This Study aimed to characterize the floristic composition in two stretches of seasonal semideciduous forest associated with the Formoso River, Bonito, Mato Grosso do Sul State, and in three stretches of seasonal deciduous and semideciduous forests associated with the Salobra, Salobrinha and Perdido rivers in Bodoquena Plateau National Park (76,481 ha) - the only Federal Conservation unit with Integral Protection in the state of Mato Grosso do Sul. The floristic survey was carried out monthly from October/2004 to March/2006, where flowering and fruiting phanerogams were collected by the method of evaluation time. The floristic survey resulted in 56 families, 184 genera and 307 species. Of the total number of species, 68% were trees, 17% shrubs, 14% lianas and only 1% palms. The Fabaceae family (Leguminosae), represented by 51 (16.6%) species, was the most species-rich. These results increase our knowledge of the Mato Grosso do Sul flora and its geographic distribution, thus emphasizing the need for conservation of these riparian forests and providing subsidies for restoration projects of the degraded areas around the conservation unit and permanent protection areas (APPs) of regional rivers.

Forest restoration in an indigenous land considering a forest remnant influence (Avai, Sao Paulo State, Brazil)

The expansion of agricultural and pasture areas over native forest areas has been broadly documented and represents the main cause of deforestation that has occurred for the last decades. Such reality is not different in indigenous lands, and has been considered as an important obstacle for individuals who directly depend upon the appropriate management of natural resources to maintain their traditions. We investigated the seed rain, seed bank and natural regeneration of native woody species within a degraded pasture land in different distances from an adjacent seasonal semideciduous forest fragment to define methodological procedures based on ecological processes that might subsidize forest restoration in an indigenous land. Most seeds and seedlings picked from the seed rain and seed bank belonged to anemochoric and autochoric dispersing shrubby and herbaceous species originated in the pasture land. The woody species regeneration, on the other hand, reached higher levels, in terms of abundance and richness, as the forest fragment became closer. Zoochoric dispersal was predominant among such species and was mainly detected closer to the forest fragment. Several woody species picked in the forest fragment were also found in the pasture land, thus reinforcing their important role in supplying propagules and easing the successional process. (c) 2007 Elsevier B.V. All rights reserved.

Extension of a Recent Method for Obtaining Exact Solutions of the Bruce and Klute Equation

A method based on a specific power-law relationship between the hydraulic head and the Boltzmann variable was recently presented. We generalized this relationship to a range of powers and extended the solution to include the saturated zone. As a result, the new solution satisfies the Bruce and Klute equation exactly.

The effectiveness of Eucalyptus barrier in containing the edge effect on a subtropical forest fragment in the state of Sao Paulo, Brazil

Edge effects resulting from isolation and subsequent microclimatic changes are one of the most important threats to the forest fragments conservation. The efficiency of maintaining a barrier formed by three rows of Eucalyptus along the edge of a subtropical seasonal semi deciduous forest fragment, surrounded by Eucalyptus monoculture, was evaluated as a way of softening the microclimatic changes (light intensity, temperature and relative humidity) and the impacts of eucalypt mechanized harvesting on the native vegetation along the contact zone between the forest fragment and the plantation. The Eucalyptus barrier was effective in softening the microclimate. Light intensity was 35% lower in the presence of the barrier. The barrier also provided a reduction of 1 C in air temperature and increased in 3.4% in relative humidity throughout the year. The barrier was also effective in preventing the impact on native vegetation, avoiding damage to adult trees and preserving the regenerating forest stratum near the border, which was reduced to less than 20% in density and 50% in richness, with no such barrier. The barrier of Eucalyptus may, therefore, be recommended as an effective method to minimize the impacts of mechanized forest harvesting operations and mitigate the microclimatic conditions along the edge of forest fragments.

Sugar and ethanol production as a rural development strategy in Brazil: Evidence from the state of Sao Paulo

Sugar and ethanol production are key components of Brazil`s rural development and energy strategies, yet in recent years sugar production has been widely criticized for its environmental and labor practices. This study examines the relationship between rural development and sugarcane, ethanol, and cattle production in the state of Sao Paulo. Our results suggest that the value added components of sugarcane production, which include sugar refining and ethanol production, may have a strong positive affect on local human development in comparison to primary agricultural production activities and other land uses. These results imply that sugar production, when accompanied by a local processing industry can stimulate rural development. However, this paper also highlights the significant environmental and social harms generated by the sugar industry at large, which may undermine its development benefits if not addressed. (C) 2011 Elsevier Ltd. All rights reserved.

New species of Anastrepha Schiner (Diptera, Tephritidae) from remnant area of the Atlantic Rain Forest and surroundings in the state of Espirito Santo, Brazil

Four new species of Anastrepha Schiner were collected in McPhail-type traps hung in trees in a natural reserve and in commercial papaya orchards in Linhares, Espirito Santo state, Brazil. They are described and named herein as follows: Anastrepha atlantica n. sp., Anastrepha glochin n. sp., Anastrepha linharensis n. sp. and Anastrepha martinsi n. sp. Only the latter was collected in traps hung in papaya orchards. The classification of these species in species groups of Anastrepha is also discussed.

Diet-dependent life history, feeding preference and thermal requirements of the predatory mite Neoseiulus baraki (Acari: Phytoseiidae)

Neoseiulus baraki Athias-Henriot (Acari: Phytoseiidae) has been reported from the Americas, Africa and Asia, often in association with Aceria guerreronis Keifer (Acari: Eriophyidae), one of the most important pests of coconut (Cocos nucifera L.) in diVerent parts of the world. That phytoseiid has been considered one of the most common predators associated with A. guerreronis in Brazil. The objective of this study was to evaluate the feeding preference and the eVect of food items commonly present on coconut fruits and several temperature regimes on the life history of a Brazilian population of N. baraki. Completion of immature development was possible when N. baraki was fed A. guerreronis, Steneotarsonemus concavuscutum Lofego and Gondim Jr., and Tyrophagus putrescentiae (Schrank). Fecundity was highest on T. putrescentiae (39.4 eggs), followed by A. guerreronis (24.8 eggs). In choice tests, irrespective of the food on which N. baraki was reared, a larger number of adults of this predator chose leaf discs containing A. guerreronis than discs containing other food items, demonstrating a preference of the former for the latter as food. Egg to adult thermal developmental time was calculated as 84.2 degree-days, above a threshold of 15.8 degrees C. This lower developmental threshold is higher than previously published for phytoseiid species from higher latitudes. Neoseiulus baraki was shown to have higher biotic potential at 30 degrees C (r(m) 0.29). The results suggest N. baraki to be a promising biological control agent of A. guerreronis, well adapted to survive and develop in areas with relatively high temperatures, where that pest prevails.

Rhodacaridae mites (Acari: Mesostigmata: Rhodacaroidea) from the state of Sao Paulo, Brazil, with descriptions of a new genus and three new species

- This paper reports the occurrence of five species of Rhodacaridae mites collected in the State of Sao Paulo, Brazil. One of these corresponds to a new genus and a new species, Binodacarus brasiliensis n. gen. n. sp.; two correspond to new species of kno

Fruit flies (Diptera, Tephritidae) and their associations with native host plants in a remnant area of the highly endangered Atlantic Rain Forest in the State of Espirito Santo, Brazil

The results presented in this paper refer to a host survey, lasting approximately three and a half years (February 2003-july 2006), undertaken in the Vale do Rio Doce Natural Reserve, a remnant area of the highly endangered Atlantic Rain Forest located in Linhares County, State of Espirito Santo, Brazil. A total of 330 fruit samples were collected from native plants, representing 248 species and 51 plant families. Myrtaceae was the most diverse family with 54 sampled species. Twenty-eight plant species, from ten families, are hosts of ten Anastrepha species and of Ceratitis capitata (Wiedemann). Among 33 associations between host plants and fruit flies, 20 constitute new records, including the records of host plants for A. fumipennis Lima and A. nascimentoi Zucchi. The findings were discussed in the light of their implications for rain forest conservation efforts and the study of evolutionary relationships between fruit flies and their hosts.