Continuous-time norm-constrained Kalman filtering

This paper considers continuous-time state estimation when part of the state estimate or the entire state estimate is norm-constrained. In the former case continuous-time state estimation is considered by posing a constrained optimization problem. The optimization problem can be broken up into two separate optimization problems, one which solves for the optimal observer gain associated with the unconstrained state estimates, while the other solves for the optimal observer gain associated with the constrained state estimates. The optimal constrained state estimate is found by projecting the time derivative of an unconstrained estimate onto the tangent space associated with the norm constraint. The special case where the entire state estimate is norm-constrained is briefly discussed. The utility of the filtering results developed are highlighted through a spacecraft attitude estimation example. Numerical simulation results are included.     

Implicit Bayesian Inference Using Option Prices

Abstract. A Bayesian approach to option pricing is presented in which posterior inference about the underlying returns process is conducted implicitly via observed option prices. A range of models allowing for conditional leptokurtosis, skewness and time‐varying volatility in returns are considered, with posterior parameter distributions and model probabilities backed out from the option prices. Models are ranked according to several criteria, including out‐of‐sample predictive and hedging performance. The methodology accommodates heteroscedasticity and autocorrelation in the option pricing errors, as well as regime shifts across contract groups. The method is applied to intraday option price data on the S&P500 stock index for 1995. While the results provide support for models that accommodate leptokurtosis and skewness, no one model dominates when all criteria are considered.     

Dual approaches to strictly positive real controller synthesis with a performance using linear matrix inequalities

The synthesis of controllers that minimize a performance index subject to a strictly positive real (SPR) constraint is considered. Two controller synthesis methods are presented that are then combined into an iterative algorithm. Each method synthesizes optimal SPR controllers by posing a convex optimization problem where constraints are enforced via linear matrix inequalities. Additionally, each method fixes the controller state‐feedback gain matrix and finds an observer gain matrix such that an upper bound on the closed‐loop ‐norm is minimized and the controller is SPR. The first method retools the standard ‐optimal control problem by using a common Lyapunov matrix variable to satisfy both the criteria and the SPR constraint. The second method overcomes bilinear matrix inequality issues associated with the performance and the SPR constraint by employing a completing the square method and an overbounding technique. Both synthesis methods are used within an iterative scheme to find optimal SPR controllers in a sequential manner. Comparison of our synthesis methods to existing methods in the literature is presented. Copyright © 2012 John Wiley & Sons, Ltd.     

Effect of polyaluminium chloride on phosphorus removal in constructed wetlands treated with swine wastewater

Total phosphorus (TP) removal in aged constructed wetlands poses a challenge, especially when treated with swine wastewater with high concentrations of phosphorus (P). Our earlier studies with anaerobic lagoon swine wastewater treatment in constructed wetlands showed a decline in P removal (45-22%) with increased years of operation. These particular wetlands have been treated with swine wastewater every year since the first application in 1997. Preliminary lab-scale studies were conducted to evaluate the efficiency of polyaluminium chloride (PAC) in the removal of phosphate-P (PO4-P) from swine wastewater. The experimental objective was to increase the phosphorus treatment efficiency in constructed wetland by adding PAC as a precipitating agent. PAC was added by continuous injection to each wetland system at a rate of 3 L day(-1) (1:5 dilution of concentrated PAC). Swine wastewater was added from an anaerobic lagoon to four constructed wetland cells (11m wide x 40m long) at TP loads of 5.4-6.1 kg ha(-1) day(-1) in two experimental periods, September to November of 2008 and 2009. Treatment efficiency of two wetland systems: marsh-pond-marsh (M-P-M) and continuous marsh (CM) was compared. The wetlands were planted with cattails (Typha latifolia L.) and bulrushes (Scirpus americanus). In 2008, PAC treatment showed an increase of 27.5 and 40.8% of TP removal over control in M-P-M and CM respectively. Similar trend was also observed in the following year. PAC as a flocculant and precipitating agent showed potential to enhance TP removal in constructed wetlands treated with swine wastewater.     

Mechanical distraction for treatment of severe knee flexion contractures

Ten patients (14 knees) with severe knee flexion contractures were treated by gradual mechanical distraction using either the Ilizarov or Orthofix external fixator. Range of motion improved from an average flexion contracture of 60 degrees before surgery to 16 degrees at the follow-up evaluation. Range of motion results were graded good or excellent in five knees, fair in two knees, and poor in three knees. Average total arc of motion remained essentially unchanged when comparing the preoperative (59 degrees) with the follow-up results (63 degrees). However, the functional position of this arc improved significantly. Problems encountered included a "rebound" phenomena after frame removal, with loss of the temporarily increased total arc of motion. The role of hamstring tenotomy and radical posterior knee release remains unclear.     

Tenth anniversary of chapter Falcon's: notes for the history of the Venezuelan Association for the Advancement of Science (AsoVAC)]

Chapter Falcón of the Venezuelan Association for the Advancement of Science (AsoVAC) was chartered in 1984. In this essay we outline and analyze the circumstances and elements that made possible the establishment of this chapter. The key factors probably were a tight relation with Universidad Nacional Experimental Francisco de Miranda (UNEFM), which allowed to advance several common projects; the selection of realistic projects that could be "read" as organizational muscle; setting of goals that could be achieved with the resources at hand; and taking advantage of some of the psychological traits of Falcón State inhabitants. This chapter's future is pondered under the light of the unusual responsibilities that it will face during this year: mainly the organization of the AsoVAC annual convention, which will be held in Falcón for the first time.     

The Benchmarking Effort for Networking Children's Hospitals (BENCHmark)

BACKGROUND: In 1992, 12 large children's hospitals established the Benchmarking Effort for Networking Children's Hospitals (BENCHmark). The goal was for the BENCHmark effort to supplement the hospitals' continuous quality improvement (CQI) programs and to speed adoption of best practices from peer institutions. For three years, the hospitals have been comparing data on cost, quality, and speed indicators. Also, "best practice" groups have met to share information on how processes can be improved. RESULTS: The BENCHmark hospitals have experienced significant process improvement in areas such as emergency department waiting time and admitting process time. EXAMPLE: The BENCHmark hospitals selected admitting as one of the first best practice groups to meet. Interdisciplinary staff from all BENCHmark hospitals met three times over the course of a year to define their indicator and share information on best practices. St Louis Children's Hospital, as a result, instituted a pre-arrival team and cross-trained staff, with the result being a reduction of admitting processing time from 58 minutes to 19 minutes. Same-day surgery patients now bypass the admitting department and go directly to the surgical floor. Patient and surgeon satisfaction has increased greatly. CONCLUSIONS: Hospitals that are planning to benchmark are encouraged to reach consensus on project goals and to focus on indicators that provide a clear business advantage. Physician involvement is key to improving performance and physicians will only be engaged if the hospitals against whom they are benchmarked are considered peers. Being willing to share initial data openly seems to be a key factor in determining successful integration of the BENCHmark process into hospital CQI efforts. The BENCHmark project has been so successful that a second group of 12 comparable pediatric institutions, known as the Network II, has been established.     

Duration of treatment with progesterone and regression of persistent ovarian follicles in cattle

The objective of the present study was to determine the duration of elevated concentrations of progesterone necessary to induce atresia of persistent ovarian follicles. Heifers were administered 25 mg of PGF2alpha on d 6 and 7 (d 0 = d of synchronized estrus) and a norgestomet implant from d 6 to 14. Ovaries were monitored by ultrasonography, and blood samples were collected on d 3, 5, 7, 9, 11, and 12 and daily from d 14 until ovulation. On d 12, heifers received either two progesterone-releasing intravaginal devices (PRID) for 6 h (6-h; n = 5), two PRID for 24 h (24-h; n = 5), or no treatment (CON; n = 5). Blood samples were collected at 15-min intervals from h -6 to 30 (PRID insertion = h 0) and analyzed for concentrations of LH. Characteristics of LH secretion were determined for consecutive 6-h periods (Period 0 to 5). Hourly blood samples, collected from h 0 to 29, were analyzed for concentrations of 17beta-estradiol (estradiol) and progesterone. The dominant ovarian follicles present on d 7 increased in size to 15.4+/-.3 mm on d 12 ("persistent follicle"). Following removal of the PRID and norgestomet implants, atresia of persistent follicles and ovulation of new follicles were induced in one of five and in four of five heifers in the 6-h and 24-h treatments, respectively. Persistent follicles ovulated after withdrawal of norgestomet in all other heifers. Concentrations of progesterone were increased from h 1 to 7 in the 6-h and h 1 to 26 in the 24-h treatment. Frequency of LH pulses was reduced (P < .05) during Periods 1 to 2 in the 6-h and Periods 1 to 5 in the 24-h treatment relative to the CON treatment. By h 10, concentrations of estradiol in the 6-h and 24-h treatments were lower (P < . 05) than in the CON treatment. This suppression continued through h 29 in the 24-h treatment (P < .05), whereas concentrations in the 6-h treatment were intermediate to those of the CON and 24-h treatments after h 14. Suppression of pulsatile LH release and estradiol secretion was evident with 6 and 24 h of treatment with progesterone, but only the 24-h treatment induced atresia of persistent follicles in a majority of the heifers.     

An approach to integrating intelligentdiagnostics and supervision of machine tools

Arguments are presented for the necessity of integrating diagnostics and supervision in technological machines. An example of integrated diagnostics and supervision of the machine tool main drive, based on an expert system and neural network, is shown. Problems of intelligent thermal displacement supervision and questions related to practical supervision of machining centres are presented.