Robust Kalman filtering for discrete time-varying uncertain systems with multiplicative noises

Copyright [2002] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.In this paper, a robust finite-horizon Kalman filter is designed for discrete time-varying uncertain systems with both additive and multiplicative noises. The system under consideration is subject to both deterministic and stochastic uncertainties. Sufficient conditions for the filter to guarantee an optimized upper bound on the state estimation error variance for admissible uncertainties are established in terms of two discrete Riccati difference equations. A numerical example is given to show the applicability of the presented method

Characterisation of real GPRS traffic with analytical tools

With GPRS and UMTS networks lunched, wireless multimedia services are commercially becoming the most attractive applications next to voice. Because of the nature of bursty, packet-switched schemes and multiple data rates, the traditional Erlang approach and Poisson models for characterising voice-centric services traffic are not suitable for studying wireless multimedia services traffic. Therefore, research on the characterisation of wireless multimedia services traffic is very challenging. The typical reference for the study of wireless multimedia services traffic is wired Internet services traffic. However, because of the differences in network protocol, bandwidth, and QoS requirements between wired and wireless services, their traffic characterisations may not be similar. Wired network Internet traffic shows self-similarity, long-range dependence and its file sizes exhibit heavy-tailedness. This paper reports the use of existing tools to analyse real GPRS traffic data to establish whether wireless multimedia services traffic have similar properties as wired Internet services traffic

Efecto del estrés producido por la mezcla de sales en la concentración de aldehído malónico, proteínas y enzimas antioxidantes de Leymus chinensis de tres colores foliares diferentes

The mixed salt stress is common in nature. Salt stressalways affects plant growth. Different plant species have different adaptive capacity to salty soil. Leymus chinensis is an herbaceous plant with different leaf colors. However, little research was conducted to explore the different tolerance mechanisms to salt stress among the three different leaf colour genotypes of Leymus chinensis (grey green, transitional color, yellow green). Pot experiments for Leymus chinensis in three leaf colors were conducted under mixed salt treatments in 2010. Malondialdehyde (MDA) and protein concentrations, and the activity of various antioxidant enzymes [i.e., superoxide dismutase (SOD), catalase (CAT), ascorbate peroxidase (APX), glutathione reductase (GR), dehydroascorbate reductase (DHAR) and monodehydroascorbate reductase (MDHAR)] were determined and compared among the three leaf color genotypes of Leymus chinensis. The concentrations of MDA and protein, and the activity of antioxidant enzymes showed an increasing trend with increasing pHs in almost all three leaf colors, and all of them became highest when salt stress and pH values were also highest. Moreover, antioxidant enzymes were the highest in the grey-green leaf color, and the lowest in the yellow green leaf color after exposure to the same pH treatment. The results suggested that all three leaf colors of Leymus chinensis were tolerant to salt stress, and the salt-tolerance declined according to the order of grey green > transitional color > yellow green of Leymus chinensis. This study can give us a better understanding of the intra-species adaptation to mixed salt soils.El estrés causado por mezcla de sales en el suelo es común en la naturaleza. El estrés salino siempre afecta el crecimiento de las plantas. Plantas de especies diferentes difieren en su capacidad de adaptación al estrés por sales en el suelo. Leymus chinensis es una planta herbácea con diferentes colores foliares. Sin embargo, se han conducido pocos estudios tendientes a determinar los diferentes mecanismos de tolerancia al estrés salino entre los tres genotipos de color foliar diferente de L. chinensis (grisáceo verdoso, color intermedio, amarillo verdoso). En 2010, se condujeron experimentos en macetas usando genotipos de L. chinensis de tres colores diferentes de hoja expuestos o no a tratamientos conteniendo una mezcla de sales. Las concentraciones de aldehído malónico (MDA) y proteínas, y la actividad de varias enzimas antioxidantes [es decir, la superóxido dismutasa (SOD), catalasa (CAT), ascórbico peroxidasa (APX), glutatión reductasa (GR), dehidroascórbico reductasa (DHAR) y monodehidroascórbico reductasa (MDHAR)] se determinaron y compararon entre los tres genotipos de color foliar diferente de L. chinensis. Las concentraciones de MDA y proteínas, y la actividad de enzimas antioxidantes mostraron una tendencia a incrementarse a mayores pHs en casi todos los colores foliares, y las tendencias en los tres colores foliares alcanzaron su punto máximo cuando el estrés salino y los valores de pH fueron máximos. Más aún, las concentraciones de las enzimas antioxidantes fueron las más altas en el color grisáceo verdoso, intermedias en el color intermedio, y las más bajas en el color amarillo verdoso después de la exposición al mismo tratamiento de pH. Los resultados sugirieron que los genotipos de los tres colores foliares de L. chinensis fueros tolerantes al estrés salino, y la tolerancia a la sal declinó de acuerdo al orden grisáceo verdoso > color intermedio > amarillo verdoso de L. chinensis. Este estudio puede proveer un mejor entendimiento de la adaptación intraespecífica de L. chinensis a suelos salinos.Fil: Zhou, C.. Chinese Academy of Science; China. Liaoning University; ChinaFil: Busso, Carlos Alberto. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Bahía Blanca. Centro de Recursos Naturales Renovables de la Zona Semiárida. Universidad Nacional del Sur. Centro de Recursos Naturales Renovables de la Zona Semiárida; Argentina. Universidad Nacional del Sur. Departamento de Agronomía; ArgentinaFil: Yang, Y. G.. Liaoning University; ChinaFil: Zhang, Z.. Shenyang University; ChinaFil: Wang, Z. W.. Chinese Academy of Science; ChinaFil: Yang, Y. F.. Northeast Normal University; ChinaFil: Han, X. G.. Chinese Academy of Science; Chin

Tests of Functional Form and Heteroscedasticity

This paper considers tests of misspecification in a heteroscedastic transformation model. We derive Lagrange multiplier (LM) statistics for (i) testing functional form and heteroscedasticity jointly, (ii) testing functional form in the presence of heteroscedasticity, and (iii) testing heteroscedasticity in the presence of data transformation. We present LM statistics based on the expected information matrix. For cases (i) and (ii), this is done assuming the Box-Cox transformation. For case (iii), the test does not depend on whether the functional form is estimated or pre-specified. Small-sample properties of the tests are assessed by Monte Carlo simulation, and comparisons are made with the likelihood ratio test and other versions of LM test. The results show that the expected-information based LM test has the most appropriate finite-sample empirical sizeFunctional Form, Heterscedasticity, Lagrange Multiplier Test

Tests of Functional Form and Heteroscedasticity

This paper considers tests of misspecification in a heteroscedastic transformation model. We derive Lagrange multiplier (LM) statistics for (i) testing functional form and heteroscedasticity jointly, (ii) testing functional form in the presence of heteroscedasticity, and (iii) testing heteroscedasticity in the presence of data transformation. We present LM statistics based on the expected information matrix. For cases (i) and (ii), this is done assuming the Box-Cox transformation. For case (iii), the test does not depend on whether the functional form is estimated or pre-specified. Small-sample properties of the tests are assessed by Monte Carlo simulation, and comparisons are made with the likelihood ratio test and other versions of LM test. The results show that the expected-information based LM test has the most appropriate finite-sample empirical siFunctional Form, Hetersocedasticity, Lagrange Multiplier Test