Artículos de publicaciones periódicas

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Causality study and numerical response of the magnetic permeability as a function of the frequency of ferrites using Kramers–Kronig relations
(2008) Fano, Walter Gustavo; Boggi, Silvina; Razzitte, Adrián C.
"In this paper, the numerical treatment of magnetic loss of NiZn, MnZn, Ni2Y, and NiZnCu ferrite and their composites, by using Krameres–Kronig relations, is investigated. The complex magnetic permeability spectra for ferromagnetic materials have been studied. Due to the principle of causality and time independence in the relation between magnetic induction B and magnetic field H, the real and the imaginary part of the complex magnetic permeability are mutually dependent, and the correlation is given by the Krameres–Kronig equations. Through them, it is possible to measure the real component of the complex magnetic permeability, assuming the real component is given, and by the Hilbert transform, the imaginary part of the magnetic permeability can be calculated. Magnetic circuit model has been studied theoretically, focusing on the model’s poles in the complex plane to verify the principle of causality and the temporary independence."
Characterization of integral input-to-state stability for nonlinear time-varyng systems of infinite dimension
(2022) Mancilla Aguilar, Jose Luis; Rojas Ruiz, Jose; Haimovich, Hernan
For large classes of infinite-dimensional time-varying control systems, the equivalence between integral input-to-state stability (iISS) and the combination of global uniform asymptotic stability under zero input (0-GUAS) and uniformly bounded-energy input/bounded state (UBEBS) is established under a reasonable assumption of continuity of the trajectories with respect to the input, at the zero input. By particularizing to specific instances of infinite-dimensional systems, such as time-delay, or semilinear over Banach spaces, sufficient conditions are given in terms of the functions defining the dynamics. In addition, it is also shown that for semilinear systems whose nonlinear term satisfies an affine-in-the-state norm bound, it holds that iISS becomes equivalent to just 0-GUAS, a fact known to hold for bilinear systems. An additional important aspect is that the iISS notion considered is more general than the standard one.
A characterization of Integral ISS for switched and time-varying systems
(2018-02) Haimovich, Hernán; Mancilla-Aguilar, J. L.
"Most of the existing characterizations of the integral input-to-state stability (iISS) property are not valid for time-varying or switched systems in cases where converse Lyapunov theorems for stability are not available. This paper provides a characterization that is valid for switched and time-varying systems, and shows that natural extensions of some of the existing characterizations result in only sufficient but not necessary conditions. The results provided also pinpoint suitable iISS gains and relate these to supply functions and bounds on the function defining the system dynamics."
Converging-input convergent-state and related properties of time-varying impulsive systems
(2020-07-03) Mancilla-Aguilar, J. L.; Haimovich, Hernán
"Very recently, it has been shown that the standard notion of stability for impulsive systems, whereby the state is ensured to approach the equilibrium only as continuous time elapses, is too weak to allow for any meaningful type of robustness in a time-varying impulsive system setting. By strengthening the notion of stability so that convergence to the equilibrium occurs not only as time elapses but also as the number of jumps increases, some facts that are well-established for time-invariant nonimpulsive systems can be recovered for impulsive systems. In this context, our contribution is to provide novel results consisting in rather mild conditions under which stability under zero input implies stability under inputs that converge to zero in some appropriate sense."
Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers
(2016) Fernández Bariviera, Aurelio; Zunino, Luciano; Rosso, Osvaldo A.
"This paper analyzes the informational efficiency of oil market during the last three decades, and examines changes in informational efficiency with major geopolitical events, such as terrorist attacks, financial crisis and other important events. The series under study is the daily prices of West Texas Intermediate (WTI) in USD/BBL, commonly used as a benchmark in oil pricing. The analysis is performed using information-theory-derived quantifiers, namely permutation entropy and permutation statistical complexity. These metrics allow capturing the hidden structure in the market dynamics, and allow discriminating different degrees of informational efficiency. We find that some geopolitical events impact on the underlying dynamical structure of the market."
Diseño de observadores en modos cuasi-deslizantes vía LMIs
(2008-07) Fraguío, Alberto Javier; Mancilla-Aguilar, J. L.; Zanini, Aníbal
"En este trabajo se presenta un observador robusto por modos cuasi-deslizantes para plantas con modelo nominal lineal e incertidumbres/pertubaciones de cierta clase particular. Las señales utilizadas para la estimación del vector de estados se suponen contaminadas con ruido del que sólo se conocen cotas. El diseño del observador se plantea como un problema de factibilidad LMI (Linear Matrix Inequalities) y se encuentran cotas para el error de estimación que pueden ser calculadas a priori. Posteriormente el diseño del observador se reformula como un problema de optimización GEVP (Generalized Eigen Value Problem) con el objeto de minimizar las cotas del error de estimación. El trabajo incluye un ejemplo numérico y simulaciones de un brazo robótico con un eje manejado por un motor de corriente continua."
An extension of LaSalle’s invariance principle for switched systems
(2006) Mancilla-Aguilar, J. L.; García Galiñanes, Rafael
"This paper addresses invariance principles for a certain class of switched nonlinear systems. We provide an extension of LaSalle’s Invariance Principle for these systems and state asymptotic stability criteria. We also present some related results that deal with the compactness of the trajectories of these switched systems and that are interesting by their own."
Global stability results for switched systems based on weak Lyapunov functions
(2017-06) Mancilla-Aguilar, J. L.; Haimovich, Hernán; García Galiñanes, Rafael
"In this paper we study the stability of nonlinear and time-varying switched systems under restricted switching. We approach the problem by decomposing the system dynamics into a nominal-like part and a perturbationlike one. Most stability results for perturbed systems are based on the use of strong Lyapunov functions, i.e. functions of time and state whose total time derivative along the nominal system trajectories is bounded by a negative definite function of the state. However, switched systems under restricted switching may not admit strong Lyapunov functions, even when asymptotic stability is uniform over the set of switching signals considered. The main contribution of the current paper consists in providing stability results that are based on the stability of the nominal-like part of the system and require only a weak Lyapunov function. These results may have wider applicability than results based on strong Lyapunov functions. The results provided follow two lines. First, we give very general global uniform asymptotic stability results under reasonable boundedness conditions on the functions that define the dynamics of the nominal-like and the perturbation-like parts of the system. Second, we provide input-to-state stability (ISS) results for the case when the nominal-like part is switched linear-timevarying. We provide two types of ISS results: standard ISS that involves the essential supremum norm of the input and a modified ISS that involves a power-type norm."
Incompressible flow modeling using an adaptive stabilized finite element method based on residual minimization
(2021) Kyburg, Felix E.; Rojas, Sergio; Caloa, Victor M.
"We model incompressible Stokes flows with an adaptive stabilized finite element method, which solves a discretely stable saddle-point problem to approximate the velocity-pressure pair. Additionally, this saddle-point problem delivers a robust error estimator to guide mesh adaptivity. We analyze the accuracy of different discrete velocity-pressure pairs of continuous finite element spaces, which do not necessarily satisfy the discrete inf-sup condition. We validate the framework's performance with numerical examples."
(Integral-)ISS of switched and time-varying impulsive systems based on global state weak linearization
(2021) Mancilla-Aguilar, J. L.; Haimovich, Hernán
"It is shown that impulsive systems of nonlinear, time-varying and/or switched form that allow a stable global state weak linearization are jointly input-to-state stable (ISS) under small inputs and integral ISS (iISS). The system is said to allow a global state weak linearization if its flow and jump equations can be written as a (time-varying, switched) linear part plus a (nonlinear) pertubation satisfying a bound of affine form on the state. This bound reduces to a linear form under zero input but does not force the system to be linear under zero input. The given results generalize and extend previously existing ones in many directions: (a) no (dwell-time or other) constraints are placed on the impulse-time sequence, (b) the system need not be linear under zero input, (c) existence of a (common) Lyapunov function is not required, (d) the perturbation bound need not be linear on the input."
ISS implies iISS even for switched and time-varying systems (if you are careful enough)
(2019-06) Haimovich, Hernán; Mancilla-Aguilar, J. L.
"For time-invariant systems, the property of input-to-state stability (ISS) is known to be strictly stronger than integral-ISS (iISS). Known proofs of the fact that ISS implies iISS employ Lyapunov characterizations of both properties. For time-varying and switched systems, such Lyapunov characterizations may not exist, and hence establishing the exact relationship between ISS and iISS remained an open problem, until now. In this paper, we solve this problem by providing a direct proof, i.e. without requiring Lyapunov characterizations, of the fact that ISS implies iISS, in a very general time-varying and switched-system context. In addition, we show how to construct suitable iISS gains based on the comparison functions that characterize the ISS property, and on bounds on the function f defining the system dynamics. When particularized to time-invariant systems, our assumptions are even weaker than existing ones. Another contribution is to show that for time-varying systems, local Lipschitz continuity of f in all variables is not sufficient to guarantee that ISS implies iISS. We illustrate application of our results on an example that does not admit an iISS-Lyapunov function."
Learning and imitation: transitional dynamics in variants of the BAM
(2004) Heymann, D.; Perazzo, Roberto P. J.; Schuschny, A. R.
"We study the dynamics of self-organized systems when disturbed by shocks. For this purpose, we consider extensions of the “Bar Attendance Model” [1] (BAM), which provides a stylized setting for the analysis of the emergence of coordination in the behavior of a large collection of agents. We represent the learning process of the agents through genetic algorithms, which respond to global (publicly available) information. In addition, we allow the actions of agents to be influenced by local information, as expressed in the behavior and performance of neighboring individuals. In the context of the BAM, we show that, in the event of a shock, the imitation behavior may become widespread and generate a contagion cascade which mimics a collective panic. We use this framework to represent features of the dynamics of an actual bank run."
Nonrobustness of asymptotic stability of impulsive systems with inputs
(2020-12) Haimovich, Hernán; Mancilla-Aguilar, J. L.
"Suitable continuity and boundedness assumptions on the function f defining the dynamics of a time-varying nonimpulsive system with inputs are known to make the system inherit stability properties from the zero-input system. Whether this type of robustness holds or not for impulsive systems was still an open question. By means of suitable (counter)examples, we show that such stability robustness with respect to the inclusion of inputs cannot hold in general, not even for impulsive systems with time-invariant flow and jump maps. In particular, we show that zero-input global uniform asymptotic stability (0-GUAS) does not imply converging input converging state (CICS), and that 0-GUAS and uniform bounded-energy input bounded state (UBEBS) do not imply integral input-to-state stability (iISS). We also comment on available existing results that, however, show that suitable constraints on the allowed impulse–time sequences indeed make some of these robustness properties possible."
On a goodness-of-fit test for normality with unknown parameters and type-II censored data
(2010-07) Castro-Kuriss, Claudia; Kelmansky, Diana M.; Leiva, Víctor; Martínez, Elena J.
"We propose a new goodness-of-fit test for normal and lognormal distributions with unknown parameters and type-II censored data. This test is a generalization of Michael's test for censored samples, which is based on the empirical distribution and a variance stabilizing transformation. We estimate the parameters of the model by using maximum likelihood and Gupta's methods. The quantiles of the distribution of the test statistic under the null hypothesis are obtained through Monte Carlo simulations. The power of the proposed test is estimated and compared to that of the Kolmogorov-Smirnov test also using simulations. The new test is more powerful than the Kolmogorov-Smirnov test in most of the studied cases. Acceptance regions for the PP, QQ and Michael's stabilized probability plots are derived, making it possible to visualize which data contribute to the decision of rejecting the null hypothesis. Finally, an illustrative example is presented."
On zero-input stability inheritance for time-varying systems with decaying-to-zero input power
(2017-06) Mancilla-Aguilar, J. L.; Haimovich, Hernán
"Stability results for time-varying systems with inputs are relatively scarce, as opposed to the abundant literature available for time-invariant systems. This paper extends to time-varying systems existing results that ensure that if the input converges to zero in some specific sense, then the state trajectory will inherit stability properties from the corresponding zero-input system. This extension is non-trivial, in the sense that the proof technique is completely novel, and allows to recover the existing results under weaker assumptions in a unifying way."
Robustness properties of an algorithm for the stabilisation of switched systems with unbounded perturbations
(2017-05) Mancilla-Aguilar, J. L.; García Galiñanes, Rafael
"In this paper, it is shown that an algorithm for the stabilisation of switched systems introduced by the authors is robust with respect to perturbations which are unbounded in the supremum norm, but bounded in a power-like sense. The obtained stability results comprise, among others, both the exponential input-to-state stability and the exponential integral input-to-state stability properties of the closed-loop system and give a better description of the behaviour of the closed-loop system. "
Some results for switched homogeneous systems
(2016) Mancilla Aguilar, Jose Luis; García Galiñanes, Rafael
"In this paper, we prove the equivalence of weak attractivity, attractivity, global uniform asymptotic stability and exponential stability of switched homogeneous systems whose switching signals verify a certain property P. In addition we show that these stability properties imply that the system stability is robust with respect to disturbances in a power-like sense, which comprises both, the exponential ISS and iISS."
A state estimation strategy for a nonlinear switched system with unknown switching signals
(2021) Benítez, Oscar; García Galiñanes, Rafael
"A strategy is presented to estimate the state of a nonlinear autonomous switched system, with no knowledge of the switching signal, except its dwell time. To do so, algorithms to estimate the switching times and the current mode of the system are developed. The estimation of the switching times is based on approximating the second ( generalised) derivative of the output of the system via a convolution of this signal with a suitable function and on detecting the corresponding spikes. To estimate the modes, a scheme based on the use of a bank of observers (one for each mode) and of a bank of subsystems (for each step of the estimation process a suitable subset of the subsystems of the switched system) is developed. The algorithms run regardless of the state observer model, as long as its output error norm decays exponentially with a controlled decay rate."
Strong ISS implies strong iISS for time-varying impulsive systems
(2020-12) Haimovich, Hernán; Mancilla-Aguilar, J. L.
"For time-invariant (nonimpulsive) systems, it is already well-known that the input-to-state stability (ISS) property is strictly stronger than integral input-to-state stability (iISS). Very recently, we have shown that under suitable uniform boundedness and continuity assumptions on the function defining system dynamics, ISS implies iISS also for time-varying systems. In this paper, we show that this implication remains true for impulsive systems, provided that asymptotic stability is understood in a sense stronger than usual for impulsive systems"
A truncated version of the birnbaum-saunders distribution with an application in financial risk
(2010-01) Ahmed, Syed Ejaz; Castro-Kuriss, Claudia; Flores, Esteban; Leiva, Víctor; Sanhueza, Antonio
"In many Solvency and Basel loss data, there are thresholds or deductibles that affect the analysis capability. On the other hand, the Birnbaum-Saunders model has received great attention during the last two decades and it can be used as a loss distribution. In this paper, we propose a solution to the problem of deductibles using a truncated version of the Birnbaum-Saunders distribution. The probability density function, cumulative distribution function, and moments of this distribution are obtained. In addition, properties regularly used in insurance industry, such as multiplication by a constant (inflation effect) and reciprocal transformation, are discussed. Furthermore, a study of the behavior of the risk rate and of risk measures is carried out. Moreover, estimation aspects are also considered in this work. Finally, an application based on real loss data from a commercial bank is conducted."

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