Necessary conditions of optimality for state constrained infinite horizon differential inclusions

This article presents and discusses necessary conditions of optimality for infinite horizon dynamic optimization problems with inequality state constraints and set inclusion constraints at both endpoints of the trajectory. The cost functional depends on the state variable at the final time, and the dynamics are given by a differential inclusion. Moreover, the optimization is carried out over asymptotically convergent state trajectories. The novelty of the proposed optimality conditions for this class of problems is that the boundary condition of the adjoint variable is given as a weak directional inclusion at infinity. This improves on the currently available necessary conditions of optimality for infinite horizon problems. © 2011 IEEE.

NONLINEAR TIME SERIES/SYSTEM ANALYSIS (STATE-SPACE, DYNAMICS, INTERVENTION, RESILIENCE, KALMAN)

A discussion of nonlinear dynamics, demonstrated by the familiar automobile, is followed by the development of a systematic method of analysis of a possibly nonlinear time series using difference equations in the general state-space format. This format allows recursive state-dependent parameter estimation after each observation thereby revealing the dynamics inherent in the system in combination with random external perturbations.^ The one-step ahead prediction errors at each time period, transformed to have constant variance, and the estimated parametric sequences provide the information to (1) formally test whether time series observations y(,t) are some linear function of random errors (ELEM)(,s), for some t and s, or whether the series would more appropriately be described by a nonlinear model such as bilinear, exponential, threshold, etc., (2) formally test whether a statistically significant change has occurred in structure/level either historically or as it occurs, (3) forecast nonlinear system with a new and innovative (but very old numerical) technique utilizing rational functions to extrapolate individual parameters as smooth functions of time which are then combined to obtain the forecast of y and (4) suggest a measure of resilience, i.e. how much perturbation a structure/level can tolerate, whether internal or external to the system, and remain statistically unchanged. Although similar to one-step control, this provides a less rigid way to think about changes affecting social systems.^ Applications consisting of the analysis of some familiar and some simulated series demonstrate the procedure. Empirical results suggest that this state-space or modified augmented Kalman filter may provide interesting ways to identify particular kinds of nonlinearities as they occur in structural change via the state trajectory.^ A computational flow-chart detailing computations and software input and output is provided in the body of the text. IBM Advanced BASIC program listings to accomplish most of the analysis are provided in the appendix. ^

Robust Adaptive Control with Applications to Multi-Agent Systems and Mobile Robotics

This thesis deals with robust adaptive control and its applications, and it is divided into three main parts. The first part is about the design of robust estimation algorithms based on recursive least squares. First, we present an estimator for the frequencies of biased multi-harmonic signals, and then an algorithm for distributed estimation of an unknown parameter over a network of adaptive agents. In the second part of this thesis, we consider a cooperative control problem over uncertain networks of linear systems and Kuramoto systems, in which the agents have to track the reference generated by a leader exosystem. Since the reference signal is not available to each network node, novel distributed observers are designed so as to reconstruct the reference signal locally for each agent, and therefore decentralizing the problem. In the third and final part of this thesis, we consider robust estimation tasks for mobile robotics applications. In particular, we first consider the problem of slip estimation for agricultural tracked vehicles. Then, we consider a search and rescue application in which we need to drive an unmanned aerial vehicle as close as possible to the unknown (and to be estimated) position of a victim, who is buried under the snow after an avalanche event. In this thesis, robustness is intended as an input-to-state stability property of the proposed identifiers (sometimes referred to as adaptive laws), with respect to additive disturbances, and relative to a steady-state trajectory that is associated with a correct estimation of the unknown parameter to be found.

Trajectory of neutron-neutron-C-18 excited three-body state

The trajectory of the first excited Efimov state is investigated by using a renormalized zero-range three-body model for a system with two bound and one virtual two-body subsystems. The approach is applied to n-n-C-18, where the n-n virtual energy and the three-body ground state are kept fixed. It is shown that such three-body excited state goes from a bound to a virtual state when the n-C-18 binding energy is increased. Results obtained for the n-C-19 elastic cross-section at low energies also show dominance of an S-matrix pole corresponding to a bound or virtual Efimov state. It is also presented a brief discussion of these findings in the context of ultracold atom physics with tunable scattering lengths. (C) 2008 Elsevier B.V. All rights reserved.

Continuous quantum measurement of two coupled quantum dots using a point contact: A quantum trajectory approach

We obtain the finite-temperature unconditional master equation of the density matrix for two coupled quantum dots (CQD's) when one dot is subjected to a measurement of its electron occupation number using a point contact (PC). To determine how the CQD system state depends on the actual current through the PC device, we use the so-called quantum trajectory method to derive the zero-temperature conditional master equation. We first treat the electron tunneling through the PC barrier as a classical stochastic point process (a quantum-jump model). Then we show explicitly that our results can be extended to the quantum-diffusive limit when the average electron tunneling rate is very large compared to the extra change of the tunneling rate due to the presence of the electron in the dot closer to the PC. We find that in both quantum-jump and quantum-diffusive cases, the conditional dynamics of the CQD system can be described by the stochastic Schrodinger equations for its conditioned state vector if and only if the information carried away from the CQD system by the PC reservoirs can be recovered by the perfect detection of the measurements.

Non-Markovian homodyne-mediated feedback on a two-level atom: a quantum trajectory treatment

Quantum feedback can stabilize a two-level atom against decoherence (spontaneous emission), putting it into an arbitrary (specified) pure state. This requires perfect homodyne detection of the atomic emission, and instantaneous feedback. Inefficient detection was considered previously by two of us. Here we allow for a non-zero delay time tau in the feedback circuit. Because a two-level atom is a non-linear optical system, an analytical solution is not possible. However, quantum trajectories allow a simple numerical simulation of the resulting non-Markovian process. We find the effect of the time delay to be qualitatively similar to chat of inefficient detection. The solution of the non-Markovian quantum trajectory will not remain fixed, so that the time-averaged state will be mixed, not pure. In the case where one tries to stabilize the atom in the excited state, an approximate analytical solution to the quantum trajectory is possible. The result, that the purity (P = 2Tr[rho (2)] - 1) of the average state is given by P = 1 - 4y tau (where gamma is the spontaneous emission rate) is found to agree very well with the numerical results. (C) 2001 Elsevier Science B.V. All rights reserved.

Test of the fluctuation theorem for stochastic entropy production in a nonequilibrium steady state

We derive a simple closed analytical expression for the total entropy production along a single stochastic trajectory of a Brownian particle diffusing on a periodic potential under an external constant force. By numerical simulations we compute the probability distribution functions of the entropy and satisfactorily test many of the predictions based on Seiferts integral fluctuation theorem. The results presented for this simple model clearly illustrate the practical features and implications derived from such a result of nonequilibrium statistical mechanics.

Augmented state Kalman filtering for AUV navigation

Addresses the problem of estimating the motion of an autonomous underwater vehicle (AUV), while it constructs a visual map ("mosaic" image) of the ocean floor. The vehicle is equipped with a down-looking camera which is used to compute its motion with respect to the seafloor. As the mosaic increases in size, a systematic bias is introduced in the alignment of the images which form the mosaic. Therefore, this accumulative error produces a drift in the estimation of the position of the vehicle. When the arbitrary trajectory of the AUV crosses over itself, it is possible to reduce this propagation of image alignment errors within the mosaic. A Kalman filter with augmented state is proposed to optimally estimate both the visual map and the vehicle position

Nonenhanced arterial spin labeled carotid MR angiography using three-dimensional radial balanced steady-state free precession imaging.

PURPOSE: To optimize and preliminarily evaluate a three-dimensional (3D) radial balanced steady-state free precession (bSSFP) arterial spin labeled (ASL) sequence for nonenhanced MR angiography (MRA) of the extracranial carotid arteries. MATERIALS AND METHODS: The carotid arteries of 13 healthy subjects and 2 patients were imaged on a 1.5 Tesla MRI system using an undersampled 3D radial bSSFP sequence providing a scan time of ∼4 min and 1 mm(3) isotropic resolution. A hybridized scheme that combined pseudocontinuous and pulsed ASL was used to maximize arterial coverage. The impact of a post label delay period, the sequence repetition time, and radiofrequency (RF) energy configuration of pseudocontinuous labeling on the display of the carotid arteries was assessed with contrast-to-noise ratio (CNR) measurements. Faster, higher undersampled 2 and 1 min scans were tested. RESULTS: Using hybridized ASL MRA and a 3D radial bSSFP trajectory, arterial CNR was maximized with a post label delay of 0.2 s, repetition times ≥ 2.5 s (P < 0.05), and by eliminating RF energy during the pseudocontinuous control phase (P < 0.001). With higher levels of undersampling, the carotid arteries were displayed in ≤ 2 min. CONCLUSION: Nonenhanced MRA using hybridized ASL with a 3D radial bSSFP trajectory can display long lengths of the carotid arteries with 1 mm(3) isotropic resolution. J. Magn. Reson. Imaging 2015;41:1150-1156. © 2014 Wiley Periodicals, Inc.

The succession dynamics of a macroalgal community after a flood disturbance in a tropical stream from São Paulo State, southeastern Brazil

The succession dynamics of a macroalgal community in a tropical stream (20º58' S and 49º25' W) was investigated after disturbance by a sequence of intensive rains. High precipitation levels caused almost complete loss of the macroalgal community attached to the substratum and provided a strong pressure against its immediate re-establishment. After this disturbance, a weekly sampling program from May 1999 to January 2000 was established to investigate macroalgal recolonization. The community changed greatly throughout the succession process. The number of species varied from one to seven per sampling. Global abundance of macroalgal community did not reveal a consistent temporal pattern of variation. In early succession stages, the morphological form of tufts dominated, followed by unbranched filaments. Latter succession stages showed the almost exclusive occurrence of gelatinous forms, including filaments and colonies. The succession trajectory was mediated by phosphorus availability in which community composition followed a scheme of changes in growth forms. However, we believe that deterministic and stochastic processes occur in lotic ecosystems, but they are dependent on the length of time considered in the succession analyses.

Finance, development and the Chinese entrepreneurial state: A Schumpeter-Keynes - Minsky approach

ABSTRACTThe paper's central claim is that China's speed and ability to leapfrog its peer-nations in the last three decades stems, largely, from the fact that it is a fully developed Entrepreneurial State (ES). The discussion seeks to dig deeper on ES as a bridging concept that fits well with the Schumpeter-Keynes-Minsky analytical framework and one that is particularly appropriated analyzing contemporary China's development trajectory. Although rooted in a historical perspective and using historical examples, the main purpose of the paper is analytical, not descriptive.

Augmented state Kalman filtering for AUV navigation

Addresses the problem of estimating the motion of an autonomous underwater vehicle (AUV), while it constructs a visual map ("mosaic" image) of the ocean floor. The vehicle is equipped with a down-looking camera which is used to compute its motion with respect to the seafloor. As the mosaic increases in size, a systematic bias is introduced in the alignment of the images which form the mosaic. Therefore, this accumulative error produces a drift in the estimation of the position of the vehicle. When the arbitrary trajectory of the AUV crosses over itself, it is possible to reduce this propagation of image alignment errors within the mosaic. A Kalman filter with augmented state is proposed to optimally estimate both the visual map and the vehicle position

Introduction: the policy trajectory of Fair Trade

This paper provides a selective review of literature on fair trade and introduces contributions to this Policy Arena. It focuses on policy practice as a dynamic process, highlighting the changing configurations of actors, policy spaces, knowledge, practices and commodities that are shaping the policy trajectory of fair trade. It highlights how recent literature has tackled questions of mainstreaming as part of this trajectory, bringing to the fore dimensions of change associated with the market, state and civil society.

Dynamic game soundtrack generation in response to a continously varying emotional trajectory

Dynamic soundtracking presents various practical and aesthetic challenges to composers working with games. This paper presents an implementation of a system addressing some of these challenges with an affectively-driven music generation algorithm based on a second order Markov-model. The system can respond in real-time to emotional trajectories derived from 2-dimensions of affect on the circumplex model (arousal and valence), which are mapped to five musical parameters. A transition matrix is employed to vary the generated output in continuous response to the affective state intended by the gameplay.

The succession dynamics of a macroalgal community after a flood disturbance in a tropical stream from São Paulo State, southeastern Brazil

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)