Dynamic Imaging in Electrical Impedance Tomography of the Human Chest With Online Transition Matrix Identification

One of the electrical impedance tomography objectives is to estimate the electrical resistivity distribution in a domain based only on electrical potential measurements at its boundary generated by an imposed electrical current distribution into the boundary. One of the methods used in dynamic estimation is the Kalman filter. In biomedical applications, the random walk model is frequently used as evolution model and, under this conditions, poor tracking ability of the extended Kalman filter (EKF) is achieved. An analytically developed evolution model is not feasible at this moment. The paper investigates the identification of the evolution model in parallel to the EKF and updating the evolution model with certain periodicity. The evolution model transition matrix is identified using the history of the estimated resistivity distribution obtained by a sensitivity matrix based algorithm and a Newton-Raphson algorithm. To numerically identify the linear evolution model, the Ibrahim time-domain method is used. The investigation is performed by numerical simulations of a domain with time-varying resistivity and by experimental data collected from the boundary of a human chest during normal breathing. The obtained dynamic resistivity values lie within the expected values for the tissues of a human chest. The EKF results suggest that the tracking ability is significantly improved with this approach.

Comparison between Two Methods to Calculate the Transition Matrix of Orbit Motion

Two methods to evaluate the state transition matrix are implemented and analyzed to verify the computational cost and the accuracy of both methods. This evaluation represents one of the highest computational costs on the artificial satellite orbit determination task. The first method is an approximation of the Keplerian motion, providing an analytical solution which is then calculated numerically by solving Kepler's equation. The second one is a local numerical approximation that includes the effect of J(2). The analysis is performed comparing these two methods with a reference generated by a numerical integrator. For small intervals of time (1 to 10s) and when one needs more accuracy, it is recommended to use the second method, since the CPU time does not excessively overload the computer during the orbit determination procedure. For larger intervals of time and when one expects more stability on the calculation, it is recommended to use the first method.

Brief note on the variation of constants formula for fuzzy differential equations

This note gives a theory of state transition matrices for linear systems of fuzzy differential equations. This is used to give a fuzzy version of the classical variation of constants formula. A simple example of a time-independent control system is used to illustrate the methods. While similar problems to the crisp case arise for time-dependent systems, in time-independent cases the calculations are elementary solutions of eigenvalue-eigenvector problems. In particular, for nonnegative or nonpositive matrices, the problems at each level set, can easily be solved in MATLAB to give the level sets of the fuzzy solution. (C) 2002 Elsevier Science B.V. All rights reserved.

Simulation of default events in a CDX and estimation of the spread

The portfolio generating the iTraxx EUR index is modeled by coupled Markov chains. Each of the industries of the portfolio evolves according to its own Markov transition matrix. Using a variant of the method of moments, the model parameters are estimated from a data set of Standard and Poor's. Swap spreads are evaluated by Monte-Carlo simulations. Along with an actuarially fair spread, at least squares spread is considered.

Optimal choice between even- and uneven-aged forestry: the case of non-industrial private forest owners

An infinite-horizon discrete time model with multiple size-class structures using a transition matrix is built to assess optimal harvesting schedules in the context of Non-Industrial Private Forest (NIPF) owners. Three model specifications accounting for forest income, financial return on an asset and amenity valuations are considered. Numerical simulations suggest uneven-aged forest management where a rational forest owner adapts her or his forest policy by influencing the regeneration of trees or adjusting consumption dynamics depending on subjective time preference and market return rate dynamics on the financial asset. Moreover she or he does not value significantly non-market benefits captured by amenity valuations relatively to forest income.

Factores determinantes del margen entre la deuda corporativa y la deuda pública en Colombia

Este trabajo hace una estimación explicita de los factores en los cuales está compuesto el margen corporativo, entendido este como la diferencia entre la tasa spot de deuda pública y la tasa spot de deuda corporativa con calificación AAA y AA. La metodología implementada, es la propuesta por Elton et al (2001), y de esta manera se establece el margen corporativo como la suma de tres factores: factor por riesgo de emisor, factor por costos de emisión y factor por riesgo sistémico. La muestra analizada contiene los datos diarios de negociación observados en el Mercado Electrónico Colombiano (MEC) desde enero de 2005 hasta noviembre de 2009, las probabilidades de incumplimiento son estimadas a partir de las matrices de transición calculadas por las dos principales calificadoras de valores del mercado colombiano.

Theoretical rovibrational line intensities in the electronic ground state of ozone

First-principles calculations of absolute line intensities and rovibrational energies of ozone (O-16(3)) are reported using potential energy and electric dipole moment functions calculated by the internally contracted MRCI approach. The rovibrational energies and eigenfunctions (up to about 8500 cm(-1) and J = 64) were obtained variationally with an exact Hamiltonian in internal valence coordinates. More than 4.8 x 10(6) electric dipole transition matrix elements were calculated for the absolute rovibrational line intensities. They are compared with the values of the HITRAN database. The purely rotational absolute line intensities in the (000) state and the rovibrational intensities for the (001)-(000) band agree to within about 0.3 to 1% for the (0 10)-(000) band to within about 3 to 4%. Excellent agreement with experiment is also achieved for low-lying overtone and combination bands. Inconsistencies are found for the (100)-(000) band overlapping with the antisymmetric stretching fundamental and also for the (002)-(000) antisymmetric stretching overtone. The generated dipole moment function can be used for predicting the absorption intensities in any of the heavier isotopomers, hot bands or the rates of spontaneous emission.

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.

Basiléia II e exigência de capital para risco de crédito dos bancos no Brasil

Com a implementação do Acordo de Basiléia II no Brasil, os grandes conglomerados bancários poderão utilizar o chamado modelo IRB (Internal Ratings Based) para cômputo da parcela de risco de crédito da exigência de capital. O objetivo deste trabalho é mensurar a diferença entre o capital mínimo exigido (e, conseqüentemente, do Índice de Basiléia) calculado pela abordagem IRB em relação à regulamentação atual. Para isso, foram estimadas probabilidades de inadimplência (PD) utilizando matrizes de transição construídas a partir dos dados da Central de Risco de Crédito (SCR) do Banco Central do Brasil. Os resultados indicam aumento da exigência de capital, ao contrário do ocorrido nos países do G-10

A time-varying markov-switching model for economic growth

This paper investigates economic growth’s pattern of variation across and within countries using a Time-Varying Transition Matrix Markov-Switching Approach. The model developed follows the approach of Pritchett (2003) and explains the dynamics of growth based on a collection of different states, each of which has a sub-model and a growth pattern, by which countries oscillate over time. The transition matrix among the different states varies over time, depending on the conditioning variables of each country, with a linear dynamic for each state. We develop a generalization of the Diebold’s EM Algorithm and estimate an example model in a panel with a transition matrix conditioned on the quality of the institutions and the level of investment. We found three states of growth: stable growth, miraculous growth, and stagnation. The results show that the quality of the institutions is an important determinant of long-term growth, whereas the level of investment has varying roles in that it contributes positively in countries with high-quality institutions but is of little relevance in countries with medium- or poor-quality institutions.

Three-body model of the final state interaction in heavy meson decay

We develop a relativistic three-body model for the final state interaction in D(+) -> K(-) pi(+) pi(+) decay based on the ladder approximation of the Bethe-Salpeter equation. The decay amplitude has the standard two-meson resonant transition matrix modulated by a spectator amplitude that carries a fully interacting three-body contribution and a smooth background term from the partonic amplitude. Our calculations are compared with D decay data.

Renormalization of the ladder light-front Bethe-Salpeter equation in the Yukawa model

The reduction of the two-fermion Bethe-Salpeter equation in the framework of light-front dynamics is studied for the Yukawa model. It yields auxiliary three-dimensional quantities for the transition matrix and the bound state. The arising effective interaction can be perturbatively expanded in powers of the coupling constant gs allowing a defined number of boson exchanges; it is divergent and needs renormalization; it also includes the instantaneous term of the Dirac propagator. One possible solution of the renormalization problem of the boson exchanges is shown to be provided by expanding the effective interaction beyond single boson exchange. The effective interaction in ladder approximation up to order g4 s is discussed in detail. It is shown that the effective interaction naturally yields the box counterterm required to be introduced ad hoc previously. The covariant results of the Bethe-Salpeter equation can be recovered from the corresponding auxiliary three-dimensional quantities.

Variational calculation of positronium-helium-atom scattering length

A basis-set calculation scheme for S-waves Ps-He elastic scattering below the lowest inelastic threshold was formulated using a variational expression for the transition matrix. The scheme was illustrated numerically by calculating the scattering length in the electronic doublet state: a=1.0±0.1 a.u.

Análise da estabilidade de sistemas dinâmicos periódicos usando Teoria de Sinha

Pós-graduação em Matemática - IBILCE

Condicionantes socioeconômicos e ambientais dos clubes de convergência da renda na Amazônia Legal 1985 a 2007

Este trabalho analisa a formação de clubes de convergência na Amazônia legal no período de 1985 a 2007, condicionados por variáveis socioeconômicas, institucionais e ambientais. O caráter inovador deste trabalho está em testar pela primeira vez a importância do desmatamento como condicionante ambiental da formação dos clubes de convergência na Amazônia. Foi utilizada uma metodologia não paramétrica através da estimação de densidades de núcleo, matriz de transição e estimação de núcleos estocásticos para testar as evidências de convergência entre os municípios. Os resultados confirmaram a hipótese de convergência, grande dinâmica intrasseccional da renda e a formação de três clubes de convergência entre os municípios da Amazônia legal. O capital humano aparece como importante condicionante e o rebanho bovino e área de pecuária tem fraca significância no condicionamento da renda relativa municipal. O desmatamento e as variáveis institucionais não se mostraram significantes para o crescimento econômico dos municípios da Amazônia legal.