Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.

Real-time computer-based visual feedback improves visual acuity in downbeat nystagmus - a pilot study.

BACKGROUND Patients with downbeat nystagmus syndrome suffer from oscillopsia, which leads to an unstable visual perception and therefore impaired visual acuity. The aim of this study was to use real-time computer-based visual feedback to compensate for the destabilizing slow phase eye movements. METHODS The patients were sitting in front of a computer screen with the head fixed on a chin rest. The eye movements were recorded by an eye tracking system (EyeSeeCam®). We tested the visual acuity with a fixed Landolt C (static) and during real-time feedback driven condition (dynamic) in gaze straight ahead and (20°) sideward gaze. In the dynamic condition, the Landolt C moved according to the slow phase eye velocity of the downbeat nystagmus. The Shapiro-Wilk test was used to test for normal distribution and one-way ANOVA for comparison. RESULTS Ten patients with downbeat nystagmus were included in the study. Median age was 76 years and the median duration of symptoms was 6.3 years (SD +/- 3.1y). The mean slow phase velocity was moderate during gaze straight ahead (1.44°/s, SD +/- 1.18°/s) and increased significantly in sideward gaze (mean left 3.36°/s; right 3.58°/s). In gaze straight ahead, we found no difference between the static and feedback driven condition. In sideward gaze, visual acuity improved in five out of ten subjects during the feedback-driven condition (p = 0.043). CONCLUSIONS This study provides proof of concept that non-invasive real-time computer-based visual feedback compensates for the SPV in DBN. Therefore, real-time visual feedback may be a promising aid for patients suffering from oscillopsia and impaired text reading on screen. Recent technological advances in the area of virtual reality displays might soon render this approach feasible in fully mobile settings.

A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems

n this work, a mathematical unifying framework for designing new fault detection schemes in nonlinear stochastic continuous-time dynamical systems is developed. These schemes are based on a stochastic process, called the residual, which reflects the system behavior and whose changes are to be detected. A quickest detection scheme for the residual is proposed, which is based on the computed likelihood ratios for time-varying statistical changes in the Ornstein–Uhlenbeck process. Several expressions are provided, depending on a priori knowledge of the fault, which can be employed in a proposed CUSUM-type approximated scheme. This general setting gathers different existing fault detection schemes within a unifying framework, and allows for the definition of new ones. A comparative simulation example illustrates the behavior of the proposed schemes.

Benchmarking for stability evaluation of computer systems

In this paper we propose a new benchmark to drive making decisions in maintenance of computer systems. This benchmark is made from load average sample data. The main goal is to improve reliability and performance of a set of devices or components. In particular, the stability of the system is measured in terms of variability of the load. A forecast of the behavior of this stability is also proposal as part of the reporting benchmark. At the final stage, a more stable system is obtained and its global reliability and performance can be then evaluated by means of appropriate specifications.

Short-time stability in linear time-varying systems.

"SFOSR 748."

Proceedings of the Conference on Experimental Research in Computer Systems /

"NSF workshop."--Cover.

Automaticity in L2 learning: Correlation between vocabulary proficiency and response time in word recognition

Automaticity (in this essay defined as short response time) and fluency in language use are closely connected to each other and some research has been conducted regarding some of the aspects involved. In fact, the notion of automaticity is still debated and many definitions and opinions on what automaticity is have been suggested (Andersson,1987, 1992, 1993, Logan, 1988, Segalowitz, 2010). One aspect that still needs more research is the correlation between vocabulary proficiency (a person’s knowledge about words and ability to use them correctly) and response time in word recognition. Therefore, the aim of this study has been to investigate this correlation using two different tests; one vocabulary size test (Paul Nation) and one lexical decision task (SuperLab) that measures both response time and accuracy. 23 Swedish students partaking in the English 7 course in upper secondary Swedish school were tested. The data were analyzed using a quantitative method where the average values and correlations from the test were used to compare the results. The correlations were calculated using Pearson’s Coefficient Correlations Calculator. The empirical study indicates that vocabulary proficiency is not strongly correlated with shorter response times in word recognition. Rather, the data indicate that L2 learners instead are sensitive to the frequency levels of the vocabulary. The accuracy (number of correct recognized words) and response times correlate with the frequency level of the tested words. This indicates that factors other than vocabulary proficiency are important for the ability to recognize words quickly.

Anisotropy-based robust performance analysis of finite horizon linear discrete time varying systems

We consider a problem of robust performance analysis of linear discrete time varying systems on a bounded time interval. The system is represented in the state-space form. It is driven by a random input disturbance with imprecisely known probability distribution; this distributional uncertainty is described in terms of entropy. The worst-case performance of the system is quantified by its a-anisotropic norm. Computing the anisotropic norm is reduced to solving a set of difference Riccati and Lyapunov equations and a special form equation.