In many industrial control applications the control action updating can be faster than the output measurement, leading to multirate (MR) controllers. In this paper, the controller design is approached based on the characteristics of each available sampling rate. The controller is split into two parts acting at different sampling rates. By the lowest rate sub-controller the main points of the de...

In this paper we develop tools for analyzing the rate at which a reversible Markov chain converges to stationarity. Our techniques are useful when the Markov chain can be decomposed into pieces which are themselves easier to analyze. The main theorems relate the spectral gap of the original Markov chains to the spectral gap of the pieces. In the first case the pieces are restrictions of the Mar...

We compare forecasts of the realized volatility of the exchange rate returns of the Euro against the U.S. Dollar and the Japanese Yen obtained both directly and through decomposition. Decomposing the realized volatility into its continuous sample path and jump components, and modeling and forecasting them separately instead of directly forecasting the realized volatility, is shown to lead to im...

Multivariate Decomposition for Hazard Rate Models We develop a regression decomposition technique for hazard rate models, where the difference in observed rates is decomposed into components attributable to group differences in characteristics and group differences in effects. The baseline hazard is specified using a piecewise constant exponential model, which leads to convenient estimation bas...

Penetrating trauma has been cited as a significant factor in the rate of decomposition. Therefore, penetrating trauma may have an effect on estimations of time-since-death in medicolegal investigations and on research examining decomposition rates and processes when autopsied human bodies are used. The goal of this study was to determine if there are differences in the rate of decomposition bet...