Clássicos versus Keynes: a abordagem formal de David Champernowne

Este texto tem por objetivo ressaltar um aspecto que não tem sido tratado com a devida profundidade na literatura que estuda a formalização da Teoria Geral do Emprego, dos Juros e da Moeda de John Maynard Keynes (1936). Mais precisamente, o texto destaca a estratégia de formalização adotada por David G. Champernowne em seu artigo intitulado Unemployment, Basic and Monetary: the classical analysis and the keynesian, publicado em 1935-36 na Review of Economic Studies. Chamamos a atenção para o fato dele distinguir a teoria clássica da teoria de Keynes não apenas pelos pressupostos adotados por cada teoria, mas principalmente pela construção de subsistemas a partir de um sistema geral, com características recursivas (relações de causalidade) distintas. As explicações em prosa, a descrição algébrica das funções comportamentais e condições de equilíbrio e a ilustração por meio de diagramas, além da escolha de conjuntos específicos de variáveis para representar cada uma das teorias e suas diferentes versões são aspectos deste artigo de Champernowne que merecem uma análise mais minuciosa.

An Ensemble Kushner-Stratonovich-Poisson Filter for Recursive Estimation in Nonlinear Dynamical Systems

We propose a Monte Carlo filter for recursive estimation of diffusive processes that modulate the instantaneous rates of Poisson measurements. A key aspect is the additive update, through a gain-like correction term, empirically approximated from the innovation integral in the time-discretized Kushner-Stratonovich equation. The additive filter-update scheme eliminates the problem of particle collapse encountered in many conventional particle filters. Through a few numerical demonstrations, the versatility of the proposed filter is brought forth.

Dynamic State Estimation of Power Systems with Quantization Eects: A Recursive Filter Approach

In this paper, a recursive filter algorithm is developed to deal with the state estimation problem for power systems with quantized nonlinear measurements. The measurements from both the remote terminal units and the phasor measurement unit are subject to quantizations described by a logarithmic quantizer. Attention is focused on the design of a recursive filter such that, in the simultaneous presence of nonlinear measurements and quantization effects, an upper bound for the estimation error covariance is guaranteed and subsequently minimized. Instead of using the traditional approximation methods in nonlinear estimation that simply ignore the linearization errors, we treat both the linearization and quantization errors as norm-bounded uncertainties in the algorithm development so as to improve the performance of the estimator. For the power system with such kind of introduced uncertainties, a filter is designed in the framework of robust recursive estimation, and the developed filter algorithm is tested on the IEEE benchmark power system to demonstrate its effectiveness.

Sustainability of irrigated farming systems in a Tunisian region: A recursive stochastic programming analysis

The aim of this study was to evaluate the sustainability of farm irrigation systems in the Cébalat district in northern Tunisia. It addressed the challenging topic of sustainable agriculture through a bio-economic approach linking a biophysical model to an economic optimisation model. A crop growth simulation model (CropSyst) was used to build a database to determine the relationships between agricultural practices, crop yields and environmental effects (salt accumulation in soil and leaching of nitrates) in a context of high climatic variability. The database was then fed into a recursive stochastic model set for a 10-year plan that allowed analysing the effects of cropping patterns on farm income, salt accumulation and nitrate leaching. We assumed that the long-term sustainability of soil productivity might be in conflict with farm profitability in the short-term. Assuming a discount rate of 10% (for the base scenario), the model closely reproduced the current system and allowed to predict the degradation of soil quality due to long-term salt accumulation. The results showed that there was more accumulation of salt in the soil for the base scenario than for the alternative scenario (discount rate of 0%). This result was induced by applying a higher quantity of water per hectare for the alternative as compared to a base scenario. The results also showed that nitrogen leaching is very low for the two discount rates and all climate scenarios. In conclusion, the results show that the difference in farm income between the alternative and base scenarios increases over time to attain 45% after 10 years.

Dynamical Systems in Description of Nonlinear Recursive Regression Transformers

The task of approximation-forecasting for a function, represented by empirical data was investigated. Certain class of the functions as forecasting tools: so called RFT-transformers, – was proposed. Least Square Method and superposition are the principal composing means for the function generating. Besides, the special classes of beam dynamics with delay were introduced and investigated to get classical results regarding gradients. These results were applied to optimize the RFT-transformers. The effectiveness of the forecast was demonstrated on the empirical data from the Forex market.

Monotonous trend estimation using recursive prony analysis

This paper presents a solution to the problem of estimating the monotonous tendency of a slow-varying oscillating system. A recursive Prony Analysis (PA) scheme is developed which involves obtaining a dynamic model with parameters identified by implementing the forgetting factor recursive least square (FFRLS) method. A box threshold principle is proposed to separate the dominant components, which results in an accurate estimation of the trend of oscillating systems. Performance of the proposed PA is evaluated using real-time measurements when random noise and vibration effects are present. Moreover, the proposed method is used to estimate monotonous tendency of deck displacement to assist in a safe landing of an unmanned aerial vehicle (UAV). It is shown that the proposed method can estimate instantaneous mean deck satisfactorily, making it well suited for integration into ship-UAV approach and landing guidance systems.

Linear adaptive channel equalization for multiuser MIMO-OFDM systems

Linear adaptive channel equalization using the least mean square (LMS) algorithm and the recursive least-squares(RLS) algorithm for an innovative multi-user (MU) MIMOOFDM wireless broadband communications system is proposed. The proposed equalization method adaptively compensates the channel impairments caused by frequency selectivity in the propagation environment. Simulations for the proposed adaptive equalizer are conducted using a training sequence method to determine optimal performance through a comparative analysis. Results show an improvement of 0.15 in BER (at a SNR of 16 dB) when using Adaptive Equalization and RLS algorithm compared to the case in which no equalization is employed. In general, adaptive equalization using LMS and RLS algorithms showed to be significantly beneficial for MU-MIMO-OFDM systems.

Recursive actuator fault detection and diagnosis for emergency landing of UASs

This paper presents a practical recursive fault detection and diagnosis (FDD) scheme for online identification of actuator faults for unmanned aerial systems (UASs) based on the unscented Kalman filtering (UKF) method. The proposed FDD algorithm aims to monitor health status of actuators and provide indication of actuator faults with reliability, offering necessary information for the design of fault-tolerant flight control systems to compensate for side-effects and improve fail-safe capability when actuator faults occur. The fault detection is conducted by designing separate UKFs to detect aileron and elevator faults using a nonlinear six degree-of-freedom (DOF) UAS model. The fault diagnosis is achieved by isolating true faults by using the Bayesian Classifier (BC) method together with a decision criterion to avoid false alarms. High-fidelity simulations with and without measurement noise are conducted with practical constraints considered for typical actuator fault scenarios, and the proposed FDD exhibits consistent effectiveness in identifying occurrence of actuator faults, verifying its suitability for integration into the design of fault-tolerant flight control systems for emergency landing of UASs.

Short-data recursive HMM parameter estimation for rapid vision-based aircraft heading estimation

Rapid recursive estimation of hidden Markov Model (HMM) parameters is important in applications that place an emphasis on the early availability of reasonable estimates (e.g. for change detection) rather than the provision of longer-term asymptotic properties (such as convergence, convergence rate, and consistency). In the context of vision- based aircraft (image-plane) heading estimation, this paper suggests and evaluates the short-data estimation properties of 3 recursive HMM parameter estimation techniques (a recursive maximum likelihood estimator, an online EM HMM estimator, and a relative entropy based estimator). On both simulated and real data, our studies illustrate the feasibility of rapid recursive heading estimation, but also demonstrate the need for careful step-size design of HMM recursive estimation techniques when these techniques are intended for use in applications where short-data behaviour is paramount.

On the direct parallel solution of systems of linear equations: New algorithms and systolic structures

The paper presents two new algorithms for the direct parallel solution of systems of linear equations. The algorithms employ a novel recursive doubling technique to obtain solutions to an nth-order system in n steps with no more than 2n(n −1) processors. Comparing their performance with the Gaussian elimination algorithm (GE), we show that they are almost 100% faster than the latter. This speedup is achieved by dispensing with all the computation involved in the back-substitution phase of GE. It is also shown that the new algorithms exhibit error characteristics which are superior to GE. An n(n + 1) systolic array structure is proposed for the implementation of the new algorithms. We show that complete solutions can be obtained, through these single-phase solution methods, in 5n−log2n−4 computational steps, without the need for intermediate I/O operations.

Jet Engine Health Signal Denoising Using Optimally Weighted Recursive Median Filters

The removal of noise and outliers from health signals is an important problem in jet engine health monitoring. Typically, health signals are time series of damage indicators, which can be sensor measurements or features derived from such measurements. Sharp or sudden changes in health signals can represent abrupt faults and long term deterioration in the system is typical of gradual faults. Simple linear filters tend to smooth out the sharp trend shifts in jet engine signals and are also not good for outlier removal. We propose new optimally designed nonlinear weighted recursive median filters for noise removal from typical health signals of jet engines. Signals for abrupt and gradual faults and with transient data are considered. Numerical results are obtained for a jet engine and show that preprocessing of health signals using the proposed filter significantly removes Gaussian noise and outliers and could therefore greatly improve the accuracy of diagnostic systems. [DOI: 10.1115/1.3200907].

AIM-Spice Integration of a Recursive Model for Threshold Voltage Shift in Thin Film Transistors

Non-crystalline semiconductor based thin film transistors are the building blocks of large area electronic systems. These devices experience a threshold voltage shift with time due to prolonged gate bias stress. In this paper we integrate a recursive model for threshold voltage shift with the open source BSIM4V4 model of AIM-Spice. This creates a tool for circuit simulation for TFTs. We demonstrate the integrity of the model using several test cases including display driver circuits.

Joint Approximately Sparse Channel Estimation and Data Detection in OFDM Systems Using Sparse Bayesian Learning

It is well known that the impulse response of a wide-band wireless channel is approximately sparse, in the sense that it has a small number of significant components relative to the channel delay spread. In this paper, we consider the estimation of the unknown channel coefficients and its support in OFDM systems using a sparse Bayesian learning (SBL) framework for exact inference. In a quasi-static, block-fading scenario, we employ the SBL algorithm for channel estimation and propose a joint SBL (J-SBL) and a low-complexity recursive J-SBL algorithm for joint channel estimation and data detection. In a time-varying scenario, we use a first-order autoregressive model for the wireless channel and propose a novel, recursive, low-complexity Kalman filtering-based SBL (KSBL) algorithm for channel estimation. We generalize the KSBL algorithm to obtain the recursive joint KSBL algorithm that performs joint channel estimation and data detection. Our algorithms can efficiently recover a group of approximately sparse vectors even when the measurement matrix is partially unknown due to the presence of unknown data symbols. Moreover, the algorithms can fully exploit the correlation structure in the multiple measurements. Monte Carlo simulations illustrate the efficacy of the proposed techniques in terms of the mean-square error and bit error rate performance.