891 resultados para Lanczos, Linear systems, Generalized cross validation
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BACKGROUND/OBJECTIVES: (1) To cross-validate tetra- (4-BIA) and octopolar (8-BIA) bioelectrical impedance analysis vs dual-energy X-ray absorptiometry (DXA) for the assessment of total and appendicular body composition and (2) to evaluate the accuracy of external 4-BIA algorithms for the prediction of total body composition, in a representative sample of Swiss children. SUBJECTS/METHODS: A representative sample of 333 Swiss children aged 6-13 years from the Kinder-Sportstudie (KISS) (ISRCTN15360785). Whole-body fat-free mass (FFM) and appendicular lean tissue mass were measured with DXA. Body resistance (R) was measured at 50 kHz with 4-BIA and segmental body resistance at 5, 50, 250 and 500 kHz with 8-BIA. The resistance index (RI) was calculated as height(2)/R. Selection of predictors (gender, age, weight, RI4 and RI8) for BIA algorithms was performed using bootstrapped stepwise linear regression on 1000 samples. We calculated 95% confidence intervals (CI) of regression coefficients and measures of model fit using bootstrap analysis. Limits of agreement were used as measures of interchangeability of BIA with DXA. RESULTS: 8-BIA was more accurate than 4-BIA for the assessment of FFM (root mean square error (RMSE)=0.90 (95% CI 0.82-0.98) vs 1.12 kg (1.01-1.24); limits of agreement 1.80 to -1.80 kg vs 2.24 to -2.24 kg). 8-BIA also gave accurate estimates of appendicular body composition, with RMSE < or = 0.10 kg for arms and < or = 0.24 kg for legs. All external 4-BIA algorithms performed poorly with substantial negative proportional bias (r> or = 0.48, P<0.001). CONCLUSIONS: In a representative sample of young Swiss children (1) 8-BIA was superior to 4-BIA for the prediction of FFM, (2) external 4-BIA algorithms gave biased predictions of FFM and (3) 8-BIA was an accurate predictor of segmental body composition.
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Nowadays problem of solving sparse linear systems over the field GF(2) remain as a challenge. The popular approach is to improve existing methods such as the block Lanczos method (the Montgomery method) and the Wiedemann-Coppersmith method. Both these methods are considered in the thesis in details: there are their modifications and computational estimation for each process. It demonstrates the most complicated parts of these methods and gives the idea how to improve computations in software point of view. The research provides the implementation of accelerated binary matrix operations computer library which helps to make the progress steps in the Montgomery and in the Wiedemann-Coppersmith methods faster.
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This paper deals with exponential stability of discrete-time singular systems with Markov jump parameters. We propose a set of coupled generalized Lyapunov equations (CGLE) that provides sufficient conditions to check this property for this class of systems. A method for solving the obtained CGLE is also presented, based on iterations of standard singular Lyapunov equations. We present also a numerical example to illustrate the effectiveness of the approach we are proposing.
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Strategies are compared for the development of a linear regression model with stochastic (multivariate normal) regressor variables and the subsequent assessment of its predictive ability. Bias and mean squared error of four estimators of predictive performance are evaluated in simulated samples of 32 population correlation matrices. Models including all of the available predictors are compared with those obtained using selected subsets. The subset selection procedures investigated include two stopping rules, C$\sb{\rm p}$ and S$\sb{\rm p}$, each combined with an 'all possible subsets' or 'forward selection' of variables. The estimators of performance utilized include parametric (MSEP$\sb{\rm m}$) and non-parametric (PRESS) assessments in the entire sample, and two data splitting estimates restricted to a random or balanced (Snee's DUPLEX) 'validation' half sample. The simulations were performed as a designed experiment, with population correlation matrices representing a broad range of data structures.^ The techniques examined for subset selection do not generally result in improved predictions relative to the full model. Approaches using 'forward selection' result in slightly smaller prediction errors and less biased estimators of predictive accuracy than 'all possible subsets' approaches but no differences are detected between the performances of C$\sb{\rm p}$ and S$\sb{\rm p}$. In every case, prediction errors of models obtained by subset selection in either of the half splits exceed those obtained using all predictors and the entire sample.^ Only the random split estimator is conditionally (on $\\beta$) unbiased, however MSEP$\sb{\rm m}$ is unbiased on average and PRESS is nearly so in unselected (fixed form) models. When subset selection techniques are used, MSEP$\sb{\rm m}$ and PRESS always underestimate prediction errors, by as much as 27 percent (on average) in small samples. Despite their bias, the mean squared errors (MSE) of these estimators are at least 30 percent less than that of the unbiased random split estimator. The DUPLEX split estimator suffers from large MSE as well as bias, and seems of little value within the context of stochastic regressor variables.^ To maximize predictive accuracy while retaining a reliable estimate of that accuracy, it is recommended that the entire sample be used for model development, and a leave-one-out statistic (e.g. PRESS) be used for assessment. ^
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We investigate two numerical procedures for the Cauchy problem in linear elasticity, involving the relaxation of either the given boundary displacements (Dirichlet data) or the prescribed boundary tractions (Neumann data) on the over-specified boundary, in the alternating iterative algorithm of Kozlov et al. (1991). The two mixed direct (well-posed) problems associated with each iteration are solved using the method of fundamental solutions (MFS), in conjunction with the Tikhonov regularization method, while the optimal value of the regularization parameter is chosen via the generalized cross-validation (GCV) criterion. An efficient regularizing stopping criterion which ceases the iterative procedure at the point where the accumulation of noise becomes dominant and the errors in predicting the exact solutions increase, is also presented. The MFS-based iterative algorithms with relaxation are tested for Cauchy problems for isotropic linear elastic materials in various geometries to confirm the numerical convergence, stability, accuracy and computational efficiency of the proposed method.
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Soils are an important component in the biogeochemical cycle of carbon, storing about four times more carbon than biomass plants and nearly three times more than the atmosphere. Moreover, the carbon content is directly related on the capacity of water retention, fertility. among other properties. Thus, soil carbon quantification in field conditions is an important challenge related to carbon cycle and global climatic changes. Nowadays. Laser Induced Breakdown Spectroscopy (LIBS) can be used for qualitative elemental analyses without previous treatment of samples and the results are obtained quickly. New optical technologies made possible the portable LIBS systems and now, the great expectation is the development of methods that make possible quantitative measurements with LIBS. The goal of this work is to calibrate a portable LIBS system to carry out quantitative measures of carbon in whole tropical soil sample. For this, six samples from the Brazilian Cerrado region (Argisoil) were used. Tropical soils have large amounts of iron in their compositions, so the carbon line at 247.86 nm presents strong interference of this element (iron lines at 247.86 and 247.95). For this reason, in this work the carbon line at 193.03 nm was used. Using methods of statistical analysis as a simple linear regression, multivariate linear regression and cross-validation were possible to obtain correlation coefficients higher than 0.91. These results show the great potential of using portable LIBS systems for quantitative carbon measurements in tropical soils. (C) 2008 Elsevier B.V. All rights reserved.
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This technical note develops information filter and array algorithms for a linear minimum mean square error estimator of discrete-time Markovian jump linear systems. A numerical example for a two-mode Markovian jump linear system, to show the advantage of using array algorithms to filter this class of systems, is provided.
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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.
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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.
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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.
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Objective: Several limitations of published bioelectrical impedance analysis (BIA) equations have been reported. The aims were to develop in a multiethnic, elderly population a new prediction equation and cross-validate it along with some published BIA equations for estimating fat-free mass using deuterium oxide dilution as the reference method. Design and setting: Cross-sectional study of elderly from five developing countries. Methods: Total body water (TBW) measured by deuterium dilution was used to determine fat-free mass (FFM) in 383 subjects. Anthropometric and BIA variables were also measured. Only 377 subjects were included for the analysis, randomly divided into development and cross-validation groups after stratified by gender. Stepwise model selection was used to generate the model and Bland Altman analysis was used to test agreement. Results: FFM = 2.95 - 3.89 (Gender) + 0.514 (Ht(2)/Z) + 0.090 (Waist) + 0.156 (Body weight). The model fit parameters were an R(2), total F-Ratio, and the SEE of 0.88, 314.3, and 3.3, respectively. None of the published BIA equations met the criteria for agreement. The new BIA equation underestimated FFM by just 0.3 kg in the cross-validation sample. The mean of the difference between FFM by TBW and the new BIA equation were not significantly different; 95% of the differences were between the limits of agreement of -6.3 to 6.9 kg of FFM. There was no significant association between the mean of the differences and their averages (r = 0.008 and p = 0.2). Conclusions: This new BIA equation offers a valid option compared with some of the current published BIA equations to estimate FFM in elderly subjects from five developing countries.
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A brief introduction to the fractional continuous-time linear systems is presented. It will be done without needing a deep study of the fractional derivatives. We will show that the computation of the impulse and step responses is very similar to the classic. The main difference lies in the substitution of the exponential by the Mittag-Leffler function. We will present also the main formulae defining the fractional derivatives.
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In this paper an algorithm for the calculation of the root locus of fractional linear systems is presented. The proposed algorithm takes advantage of present day computational resources and processes directly the characteristic equation, avoiding the limitations revealed by standard methods. The results demonstrate the good performance for different types of expressions.
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IEEE CIRCUITS AND SYSTEMS MAGAZINE, Third Quarter
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Signal Processing, Vol. 83, nº 11