Asymptotically Optimum Estimation of a Probability in Inverse Binomial Sampling under General Loss Functions

The optimum quality that can be asymptotically achieved in the estimation of a probability p using inverse binomial sampling is addressed. A general definition of quality is used in terms of the risk associated with a loss function that satisfies certain assumptions. It is shown that the limit superior of the risk for p asymptotically small has a minimum over all (possibly randomized) estimators. This minimum is achieved by certain non-randomized estimators. The model includes commonly used quality criteria as particular cases. Applications to the non-asymptotic regime are discussed considering specific loss functions, for which minimax estimators are derived.

Video analysis based vehicle detection and tracking using an MCMC sampling framework

This article presents a probabilistic method for vehicle detection and tracking through the analysis of monocular images obtained from a vehicle-mounted camera. The method is designed to address the main shortcomings of traditional particle filtering approaches, namely Bayesian methods based on importance sampling, for use in traffic environments. These methods do not scale well when the dimensionality of the feature space grows, which creates significant limitations when tracking multiple objects. Alternatively, the proposed method is based on a Markov chain Monte Carlo (MCMC) approach, which allows efficient sampling of the feature space. The method involves important contributions in both the motion and the observation models of the tracker. Indeed, as opposed to particle filter-based tracking methods in the literature, which typically resort to observation models based on appearance or template matching, in this study a likelihood model that combines appearance analysis with information from motion parallax is introduced. Regarding the motion model, a new interaction treatment is defined based on Markov random fields (MRF) that allows for the handling of possible inter-dependencies in vehicle trajectories. As for vehicle detection, the method relies on a supervised classification stage using support vector machines (SVM). The contribution in this field is twofold. First, a new descriptor based on the analysis of gradient orientations in concentric rectangles is dened. This descriptor involves a much smaller feature space compared to traditional descriptors, which are too costly for real-time applications. Second, a new vehicle image database is generated to train the SVM and made public. The proposed vehicle detection and tracking method is proven to outperform existing methods and to successfully handle challenging situations in the test sequences.

Nonparametric Message Passing Methods for Cooperative Localization and Tracking

The objective of this thesis is the development of cooperative localization and tracking algorithms using nonparametric message passing techniques. In contrast to the most well-known techniques, the goal is to estimate the posterior probability density function (PDF) of the position of each sensor. This problem can be solved using Bayesian approach, but it is intractable in general case. Nevertheless, the particle-based approximation (via nonparametric representation), and an appropriate factorization of the joint PDFs (using message passing methods), make Bayesian approach acceptable for inference in sensor networks. The well-known method for this problem, nonparametric belief propagation (NBP), can lead to inaccurate beliefs and possible non-convergence in loopy networks. Therefore, we propose four novel algorithms which alleviate these problems: nonparametric generalized belief propagation (NGBP) based on junction tree (NGBP-JT), NGBP based on pseudo-junction tree (NGBP-PJT), NBP based on spanning trees (NBP-ST), and uniformly-reweighted NBP (URW-NBP). We also extend NBP for cooperative localization in mobile networks. In contrast to the previous methods, we use an optional smoothing, provide a novel communication protocol, and increase the efficiency of the sampling techniques. Moreover, we propose novel algorithms for distributed tracking, in which the goal is to track the passive object which cannot locate itself. In particular, we develop distributed particle filtering (DPF) based on three asynchronous belief consensus (BC) algorithms: standard belief consensus (SBC), broadcast gossip (BG), and belief propagation (BP). Finally, the last part of this thesis includes the experimental analysis of some of the proposed algorithms, in which we found that the results based on real measurements are very similar with the results based on theoretical models.

A characterisation of passive and active interactions and their influence on student's achievement using Moodle LMS Logs

During the last years, there has been much concern about learning management systems' (LMS) effectiveness when compared to traditional learning and about how to assess students' participation during the course. The tracking and monitoring capabilities of most recent LMS have made it possible to analyse every interaction in the system. The issues addressed on this study are: a) Is LMS student's interaction an indicator of academic performance?; b) Are different results in performance expected between distance and in-class LMS-supported education?; c) How can LMS interactions from logs be categorised?; d) May this categorisation detect 'learning witnesses'? To answer these questions, a set of interaction types from Moodle LMS activity record logs has been analysed during two years in online and in-class Master's degrees at the UPM. The results show partial or no evidence of influence between interaction indicators and academic performance, although the proposed categorisation may help detect learning witnesses.

A matrix pencil approach to the existence of compactly supported reconstruction functions in average sampling

The aim of this work is to solve a question raised for average sampling in shift-invariant spaces by using the well-known matrix pencil theory. In many common situations in sampling theory, the available data are samples of some convolution operator acting on the function itself: this leads to the problem of average sampling, also known as generalized sampling. In this paper we deal with the existence of a sampling formula involving these samples and having reconstruction functions with compact support. Thus, low computational complexity is involved and truncation errors are avoided. In practice, it is accomplished by means of a FIR filter bank. An answer is given in the light of the generalized sampling theory by using the oversampling technique: more samples than strictly necessary are used. The original problem reduces to finding a polynomial left inverse of a polynomial matrix intimately related to the sampling problem which, for a suitable choice of the sampling period, becomes a matrix pencil. This matrix pencil approach allows us to obtain a practical method for computing the compactly supported reconstruction functions for the important case where the oversampling rate is minimum. Moreover, the optimality of the obtained solution is established.

Sampling strategies using the "accumulation chamber" for monitoring geological

Fundación Ciudad de la Energía (CIUDEN) is carrying out a project of geological storage of CO2, where CO2 injection tests are planned in saline aquifers at a depth of 1500 m for scientific objectives and project demonstration. Before any CO2 is stored, it is necessary to determine the baseline flux of CO2 in order to detect potential leakage during injection and post-injection monitoring. In November 2009 diffuse flux measurements of CO2 using an accumulationchamber were made in the area selected by CIUDEN for geological storage, located in Hontomin province of Burgos (Spain). This paper presents the tests carried out in order to establish the optimum sampling methodology and the geostatistical analyses performed to determine the range, with which future field campaigns will be planned.

Simultaneous 3D object tracking and camera parameter estimation by Bayesian methods and transdimensional MCMC sampling

Multi-camera 3D tracking systems with overlapping cameras represent a powerful mean for scene analysis, as they potentially allow greater robustness than monocular systems and provide useful 3D information about object location and movement. However, their performance relies on accurately calibrated camera networks, which is not a realistic assumption in real surveillance environments. Here, we introduce a multi-camera system for tracking the 3D position of a varying number of objects and simultaneously refin-ing the calibration of the network of overlapping cameras. Therefore, we introduce a Bayesian framework that combines Particle Filtering for tracking with recursive Bayesian estimation methods by means of adapted transdimensional MCMC sampling. Addi-tionally, the system has been designed to work on simple motion detection masks, making it suitable for camera networks with low transmission capabilities. Tests show that our approach allows a successful performance even when starting from clearly inaccurate camera calibrations, which would ruin conventional approaches.

Adaptive liquid-crystal phase-only passive devices

This PhD work is focused on liquid crystal based tunable phase devices with special emphasis on their design and manufacturing. In the course of the work a number of new manufacturing technologies have been implemented in the UPM clean room facilities, leading to an important improvement in the range of devices being manufactured in the laboratory. Furthermore, a number of novel phase devices have been developed, all of them including novel electrodes, and/or alignment layers. The most important manufacturing progress has been the introduction of reactive ion etching as a tool for achieving high resolution photolithography on indium-tin-oxide (ITO) coated glass and quartz substrates. Another important manufacturing result is the successful elaboration of a binding protocol of anisotropic conduction adhesives. These have been employed in high density interconnections between ITO-glass and flexible printed circuits. Regarding material characterization, the comparative study of nonstoichiometric silicon oxide (SiOx) and silica (SiO2) inorganic alignment layers, as well as the relationship between surface layer deposition, layer morphology and liquid crystal electrooptical response must be highlighted, together with the characterization of the degradation of liquid crystal devices in simulated space mission environment. A wide variety of phase devices have been developed, with special emphasis on beam steerers. One of these was developed within the framework of an ESA project, and consisted of a high density reconfigurable 1D blaze grating, with a spatial separation of the controlling microelectronics and the active, radiation exposed, area. The developed devices confirmed the assumption that liquid crystal devices with such a separation of components, are radiation hard, and can be designed to be both vibration and temperature sturdy. In parallel to the above, an evenly variable analog beam steering device was designed, manufactured and characterized, providing a narrow cone diffraction free beam steering. This steering device is characterized by a very limited number of electrodes necessary for the redirection of a light beam. As few as 4 different voltage levels were needed in order to redirect a light beam. Finally at the Wojskowa Akademia Techniczna (Military University of Technology) in Warsaw, Poland, a wedged analog tunable beam steering device was designed, manufactured and characterized. This beam steerer, like the former one, was designed to resist the harsh conditions both in space and in the context of the shuttle launch. Apart from the beam steering devices, reconfigurable vortices and modal lens devices have been manufactured and characterized. In summary, during this work a large number of liquid crystal devices and liquid crystal device manufacturing technologies have been developed. Besides their relevance in scientific publications and technical achievements, most of these new devices have demonstrated their usefulness in the actual work of the research group where this PhD has been completed. El presente trabajo de Tesis se ha centrado en el diseño, fabricación y caracterización de nuevos dispositivos de fase basados en cristal líquido. Actualmente se están desarrollando dispositivos basados en cristal líquido para aplicaciones diferentes a su uso habitual como displays. Poseen la ventaja de que los dispositivos pueden ser controlados por bajas tensiones y no necesitan elementos mecánicos para su funcionamiento. La fabricación de todos los dispositivos del presente trabajo se ha realizado en la cámara limpia del grupo. La cámara limpia ha sido diseñada por el grupo de investigación, es de dimensiones reducidas pero muy versátil. Está dividida en distintas áreas de trabajo dependiendo del tipo de proceso que se lleva a cabo. La cámara limpia está completamente cubierta de un material libre de polvo. Todas las entradas de suministro de gas y agua están selladas. El aire filtrado es constantemente bombeado dentro de la zona limpia, a fin de crear una sobrepresión evitando así la entrada de aire sin filtrar. Las personas que trabajan en esta zona siempre deben de estar protegidas con un traje especial. Se utilizan trajes especiales que constan de: mono, máscara, guantes de látex, gorro, patucos y gafas de protección UV, cuando sea necesario. Para introducir material dentro de la cámara limpia se debe limpiar con alcohol y paños especiales y posteriormente secarlos con nitrógeno a presión. La fabricación debe seguir estrictamente unos pasos determinados, que pueden cambiar dependiendo de los requerimientos de cada dispositivo. Por ello, la fabricación de dispositivos requiere la formulación de varios protocolos de fabricación. Estos protocolos deben ser estrictamente respetados a fin de obtener repetitividad en los experimentos, lo que lleva siempre asociado un proceso de fabricación fiable. Una célula de cristal líquido está compuesta (de forma general) por dos vidrios ensamblados (sándwich) y colocados a una distancia determinada. Los vidrios se han sometido a una serie de procesos para acondicionar las superficies internas. La célula se llena con cristal líquido. De forma resumida, el proceso de fabricación general es el siguiente: inicialmente, se cortan los vidrios (cuya cara interna es conductora) y se limpian. Después se imprimen las pistas sobre el vidrio formando los píxeles. Estas pistas conductoras provienen del vidrio con la capa conductora de ITO (óxido de indio y estaño). Esto se hace a través de un proceso de fotolitografía con una resina fotosensible, y un desarrollo y ataque posterior del ITO sin protección. Más tarde, las caras internas de los vidrios se acondicionan depositando una capa, que puede ser orgánica o inorgánica (un polímero o un óxido). Esta etapa es crucial para el funcionamiento del dispositivo: induce la orientación de las moléculas de cristal líquido. Una vez que las superficies están acondicionadas, se depositan espaciadores en las mismas: son pequeñas esferas o cilindros de tamaño calibrado (pocos micrómetros) para garantizar un espesor homogéneo del dispositivo. Después en uno de los sustratos se deposita un adhesivo (gasket). A continuación, los sustratos se ensamblan teniendo en cuenta que el gasket debe dejar una boca libre para que el cristal líquido se introduzca posteriormente dentro de la célula. El llenado de la célula se realiza en una cámara de vacío y después la boca se sella. Por último, la conexión de los cables a la célula y el montaje de los polarizadores se realizan fuera de la sala limpia (Figura 1). Dependiendo de la aplicación, el cristal líquido empleado y los demás componentes de la célula tendrán unas características particulares. Para el diseño de los dispositivos de este trabajo se ha realizado un estudio de superficies inorgánicas de alineamiento del cristal líquido, que será de gran importancia para la preparación de los dispositivos de fase, dependiendo de las condiciones ambientales en las que vayan a trabajar. Los materiales inorgánicos que se han estudiado han sido en este caso SiOx y SiO2. El estudio ha comprendido tanto los factores de preparación influyentes en el alineamiento, el comportamiento del cristal líquido al variar estos factores y un estudio de la morfología de las superficies obtenidas.

Estimation of a probability in inverse binomial sampling under normalized linear-linear and inverse-linear loss

Sequential estimation of the success probability p in inverse binomial sampling is considered in this paper. For any estimator pˆ , its quality is measured by the risk associated with normalized loss functions of linear-linear or inverse-linear form. These functions are possibly asymmetric, with arbitrary slope parameters a and b for pˆ

p , respectively. Interest in these functions is motivated by their significance and potential uses, which are briefly discussed. Estimators are given for which the risk has an asymptotic value as p→0, and which guarantee that, for any p∈(0,1), the risk is lower than its asymptotic value. This allows selecting the required number of successes, r, to meet a prescribed quality irrespective of the unknown p. In addition, the proposed estimators are shown to be approximately minimax when a/b does not deviate too much from 1, and asymptotically minimax as r→∞ when a=b.

Orbital debris mitigation through deorbiting with passive electrodynamic drag

The increase of orbital debris and the consequent proliferation of smaller objects through fragmentation are driving the need for mitigation strategies. The issue is how to deorbit the satellite with an efficient system that does not impair drastically the propellant budget of the satellite and, consequently, reduces its operating life. We have been investigating, in the framework of a European-Community-funded project, a passive system that makes use of an electrodynamics tether to deorbit a satellite through Lorentz forces. The deorbiting system will be carried by the satellite itself at launch and deployed from the satellite at the end of its life. From that moment onward the system operates passively without requiring any intervention from the satellite itself. The paper summarizes the results of the analysis carried out to show the deorbiting performance of the system starting from different orbital altitudes and inclinations for a reference satellite mass. Results can be easily scaled to other satellite masses. The results have been obtained by using a high-fidelity computer model that uses the latest environmental routines for magnetic field, ionospheric density, atmospheric density and a gravity field model. The tether dynamics is modelled by considering all the main aspects of a real system as the tether flexibility and its temperature-dependent electrical conductivity. Temperature variations are computed by including all the major external and internal input fluxes and the thermal flux emitted from the tether. The results shows that a relatively compact and light system can carry out the complete deorbit of a relatively large satellite in a time ranging from a month to less than a year starting from high LEO with the best performance occurring at low orbital inclinations.

Analysis and design of multirate synchronous sampling schemes for sparse multiband signals

We consider the problem of developing efficient sampling schemes for multiband sparse signals. Previous results on multicoset sampling implementations that lead to universal sampling patterns (which guarantee perfect reconstruction), are based on a set of appropriate interleaved analog to digital converters, all of them operating at the same sampling frequency. In this paper we propose an alternative multirate synchronous implementation of multicoset codes, that is, all the analog to digital converters in the sampling scheme operate at different sampling frequencies, without need of introducing any delay. The interleaving is achieved through the usage of different rates, whose sum is significantly lower than the Nyquist rate of the multiband signal. To obtain universal patterns the sampling matrix is formulated and analyzed. Appropriate choices of the parameters, that is the block length and the sampling rates, are also proposed.

Design of universal multicoset sampling patterns for compressed sensing of multiband sparse signals

Many problems in digital communications involve wideband radio signals. As the most recent example, the impressive advances in Cognitive Radio systems make even more necessary the development of sampling schemes for wideband radio signals with spectral holes. This is equivalent to considering a sparse multiband signal in the framework of Compressive Sampling theory. Starting from previous results on multicoset sampling and recent advances in compressive sampling, we analyze the matrix involved in the corresponding reconstruction equation and define a new method for the design of universal multicoset codes, that is, codes guaranteeing perfect reconstruction of the sparse multiband signal.

Temperature Sensor Placement Including Routing Overhead and Sampling Inaccuracies

Dynamic thermal management techniques require a collection of on-chip thermal sensors that imply a significant area and power overhead. Finding the optimum number of temperature monitors and their location on the chip surface to optimize accuracy is an NP-hard problem. In this work we improve the modeling of the problem by including area, power and networking constraints along with the consideration of three inaccuracy terms: spatial errors, sampling rate errors and monitor-inherent errors. The problem is solved by the simulated annealing algorithm. We apply the algorithm to a test case employing three different types of monitors to highlight the importance of the different metrics. Finally we present a case study of the Alpha 21364 processor under two different constraint scenarios.

Brief Announcement: Node Sampling Using Centrifugal Random Walks.

We propose distributed algorithms for sampling networks based on a new class of random walks that we call Centrifugal Random Walks (CRW). A CRW is a random walk that starts at a source and always moves away from it. We propose CRW algorithms for connected networks with arbitrary probability distributions, and for grids and networks with regular concentric connectivity with distance based distributions. All CRW sampling algorithms select a node with the exact probability distribution, do not need warm-up, and end in a number of hops bounded by the network diameter.

Node sampling using random centrifugal walks

Sampling a network with a given probability distribution has been identified as a useful operation. In this paper we propose distributed algorithms for sampling networks, so that nodes are selected by a special node, called the source, with a given probability distribution. All these algorithms are based on a new class of random walks, that we call Random Centrifugal Walks (RCW). A RCW is a random walk that starts at the source and always moves away from it. Firstly, an algorithm to sample any connected network using RCW is proposed. The algorithm assumes that each node has a weight, so that the sampling process must select a node with a probability proportional to its weight. This algorithm requires a preprocessing phase before the sampling of nodes. In particular, a minimum diameter spanning tree (MDST) is created in the network, and then nodes weights are efficiently aggregated using the tree. The good news are that the preprocessing is done only once, regardless of the number of sources and the number of samples taken from the network. After that, every sample is done with a RCW whose length is bounded by the network diameter. Secondly, RCW algorithms that do not require preprocessing are proposed for grids and networks with regular concentric connectivity, for the case when the probability of selecting a node is a function of its distance to the source. The key features of the RCW algorithms (unlike previous Markovian approaches) are that (1) they do not need to warm-up (stabilize), (2) the sampling always finishes in a number of hops bounded by the network diameter, and (3) it selects a node with the exact probability distribution.