A stochastic controller for a scalar linear system with additive Cauchy noise

A stochastic control scheme is developed for scalar, discrete-time, and linear-dynamic systems driven by Cauchy distributed process and measurement noises. When addressing the optimal control problem for such systems, the standard quadratic cost criteria cannot be used. In this study we introduce a new objective function that is functionally similar to the Cauchy probability density function. The performance index, defined as the expectation of this objective function with respect to the Cauchy densities, exists. The dynamic programming solution to the fixed and finite horizon optimal control problem that uses this performance index appears to be intractable. Therefore, a moving horizon optimal model predictive control problem is implemented, for which the conditional expected value of the objective function and its gradients can be computed in closed   form and without assumptions such as certainty equivalence. Numerical results are shown for this m$m$-step model predictive optimal controller and compared to a similar, Linear-Exponential-Gaussian model predictive controller. An essential difference between the Cauchy and Gaussian controllers when applied to a system with Cauchy noises is that, while the Gaussian controller is linear and reacts strongly to all noise pulses, the Cauchy controller can differentiate between measurement and process noise pulses by ignoring the former while responding to the latter. This property of the Cauchy controller occurs when an impulsive measurement noise is more likely than an impulsive process noise. The Cauchy and Gaussian controllers react similarly when applied to a system with Gaussian noises, demonstrating the robustness of the proposed control scheme.     

BiOSS: A system for biomedical ontology selection

In biomedical informatics, ontologies are considered a key technology for annotating, retrieving and sharing the huge volume of publicly available data. Due to the increasing amount, complexity and variety of existing biomedical ontologies, choosing the ones to be used in a semantic annotation problem or to design a specific application is a difficult task. As a consequence, the design of approaches and tools addressed to facilitate the selection of biomedical ontologies is becoming a priority. In this paper we present BiOSS, a novel system for the selection of biomedical ontologies. BiOSS evaluates the adequacy of an ontology to a given domain according to three different criteria: (1) the extent to which the ontology covers the domain; (2) the semantic richness of the ontology in the domain; (3) the popularity of the ontology in the biomedical community. BiOSS has been applied to 5 representative problems of ontology selection. It also has been compared to existing methods and tools. Results are promising and show the usefulness of BiOSS to solve real-world ontology selection problems. BiOSS is openly available both as a web tool and a web service.     

Event-driven,pattern-based methodology for cost-effective development of standardized personal health devices

Experiences applying standards in personal health devices (PHDs) show an inherent trade-off between interoperability and costs (in terms of processing load and development time). Therefore, reducing hardware and software costs as well as time-to-market is crucial for standards adoption. The ISO/IEEE11073 PHD family of standards (also referred to as X73PHD) provides interoperable communication between PHDs and aggregators. Nevertheless, the responsibility of achieving inexpensive implementations of X73PHD in limited resource microcontrollers falls directly on the developer. Hence, the authors previously presented a methodology based on patterns to implement X73-compliant PHDs into devices with low-voltage low-power constraints. That version was based on multitasking, which required additional features and resources. This paper therefore presents an event-driven evolution of the patterns-based methodology for cost-effective development of standardized PHDs. The results of comparing between the two versions showed that the mean values of decrease in memory consumption and cycles of latency are 11.59% and 45.95%, respectively. In addition, several enhancements in terms of cost-effectiveness and development time can be derived from the new version of the methodology. Therefore, the new approach could help in producing cost-effective X73-compliant PHDs, which in turn could foster the adoption of standards.     

Holistic schedulability analysis for multipacket messages in AFDX networks

The ARINC-664, Part 7 (AFDX) standard defines a communication network based on Ethernet and the UDP/IP protocols. Contrary to general-purpose Ethernet, the timing behavior in AFDX is deterministic due to the use of special network switches and end systems with static routing tables and traffic policing at the sending end through mechanisms called virtual links. Even though the latencies in this network are bounded, there are scheduling and contention effects that need to be analyzed. In this paper we develop a response-time analysis for multipacket messages transmitted through an AFDX network including the scheduling of the virtual links and sub-virtual links, and also the contention in the end systems and in the switches. This analysis allows us to obtain worst-case latencies and output jitter for the network messages with a precise modeling of the sending and receiving ends. These results can be integrated in a holistic approach with the response time analysis of the threads in the processing nodes to obtain end-to-end response times in heterogeneous distributed systems.     

Low-cost sensor to detect overtaking based on optical flow

The automotive industry invests substantial amounts of money in driver-security and driver-assistance systems. We propose an overtaking detection system based on visual motion cues that combines feature extraction, optical flow, solid-objects segmentation and geometry filtering, working with a low-cost compact architecture based on one focal plane and an on-chip embedded processor. The processing is divided into two stages: firstly analog processing on the focal plane processor dedicated to image conditioning and relevant image-structure selection, and secondly, vehicle tracking and warning-signal generation by optical flow, using a simple digital microcontroller. Our model can detect an approaching vehicle (multiple-lane overtaking scenarios) and warn the driver about the risk of changing lanes. Thanks to the use of tightly coupled analog and digital processors, the system is able to perform this complex task in real time with very constrained computing resources. The proposed method has been validated with a sequence of more than 15,000 frames (90 overtaking maneuvers) and is effective under different traffic situations, as well as weather and illumination conditions.     

Background subtraction model based on color and depth cues

Background subtraction consists of segmenting objects in movement in a video captured by a static camera. This is typically performed using color information, but it leads to wrong estimations due to perspective and illumination issues. We show that multimodal approaches based on the integrated use of color and depth cues produce more accurate and robust results than using either data source independently. Depth is less affected by issues such as shadows or foreground objects similar to background. However, objects close to the background may not be detected when using only range information, being color information complementary in those cases. We propose an extension of a well-known background subtraction technique which fuses range and color information, as well as a post-processing mask fusion stage to get the best of each feature. We have evaluated the method proposed using a well-defined dataset and different disparity estimation algorithms, showing the benefits of our method for fusion color and depth cues.     

Late season nitrogen fertilization of soybeans: effects on leaf senescence, yield and environment

Nitrogen demand from soybean seeds during seed filling is very high and has been proposed as the cause of nitrogen remobilization and leaf senescence. Previous research has not shown consistent effects of late season fertilization on seed yield, while its effects on leaf senescence have not been evaluated. Two field experiments were performed to determine the effects of a late season N fertilization on leaf senescence and fall, seed yield and its components, and residual soil nitrate, and to evaluate the potential risk of groundwater contamination. Two rates of nitrogen (50 and 100 kg N ha^–1) were applied at the R3 and R5 development stages. Nitrogen fertilization, either at R3 or R5, increased soil nitrate availability during the seed-filling period. Seed yield, seed number and protein content were not affected by N fertilization. The addition of 100 kg N ha^–1 produced a small delay of 1–2 days in the leaf fall, and slightly increased seed size (3.6%). Our results suggest that increasing soil N availability during the seed-filling period is not an effective way to delay leaf senescence or to increase seed growth and yield of soybean. Nitrogen fertilization increased the level of residual nitrate in the top soil at one site (the one with lowest seed yield), increasing the risk of nitrate leaching during subsequent fallow.     

A New Nonlinear Controller for Trajectory Tracking of the Longitudinal Dynamics of a Small Scale Helicopter

A nonlinear control scheme is proposed for the trajectory tracking problem of a small scale helicopter’s longitudinal dynamics. The control scheme is based on a control design procedure that constructs static feedback regulators for nonlinear systems which are linearizable by dynamic feedback. Besides, the flatness characteristics of the helicopter’s longitudinal dynamics are used to design the desired trajectory. The controller proposed is based on the longitudinal model of the small scale helicopter including the main rotor and stabilizer bar dynamics. Sufficient conditions are given to guarantee asymptotic convergence to zero of the tracking error and to keep the main rotor thrust always negative assuming that all the helicopter’s parameters are known and that all helicopter’s states are measured. Numerical simulations are given to show the performance of the controller in the presence of the main rotor and stabilizer bar dynamics.     

The effectiveness of the combined use of VIX and Support Vector Machines on the prediction of S&P 500

The aim of this research is to analyse the effectiveness of the Chicago Board Options Exchange Market Volatility Index (VIX) when used with Support Vector Machines (SVMs) in order to forecast the weekly change in the S&P 500 index. The data provided cover the period between 3 January 2000 and 30 December 2011. A trading simulation is implemented so that statistical efficiency is complemented by measures of economic performance. The inputs retained are traditional technical trading rules commonly used in the analysis of equity markets such as Relative Strength Index, Moving Average Convergence Divergence, VIX and the daily return of the S&P 500. The SVM identifies the best situations in which to buy or sell in the market. The two outputs of the SVM are the movement of the market and the degree of set membership. The obtained results show that SVM using VIX produce better results than the Buy and Hold strategy or SVM without VIX. The influence of VIX in the trading system is particularly significant when bearish periods appear. Moreover, the SVM allows the reduction in the Maximum Drawdown and the annualised standard deviation.