Convergence of the auxiliary particle implementation of the PHD filter

Optimal Bayesian multi-target filtering is in general computationally impractical owing to the high dimensionality of the multi-target state. The Probability Hypothesis Density (PHD) filter propagates the first moment of the multi-target posterior distribution. While this reduces the dimensionality of the problem, the PHD filter still involves intractable integrals in many cases of interest. Several authors have proposed Sequential Monte Carlo (SMC) implementations of the PHD filter. However, these implementations are the equivalent of the Bootstrap Particle Filter, and the latter is well known to be inefficient. Drawing on ideas from the Auxiliary Particle Filter (APF), a SMC implementation of the PHD filter which employs auxiliary variables to enhance its efficiency was proposed by Whiteley et. al. Numerical examples were presented for two scenarios, including a challenging nonlinear observation model, to support the claim. This paper studies the theoretical properties of this auxiliary particle implementation. $\mathbb{L}_p$ error bounds are established from which almost sure convergence follows.

QM/MM simulation of liquid water with an adaptive quantum region.

The simulation of complex chemical systems often requires a multi-level description, in which a region of special interest is treated using a computationally expensive quantum mechanical (QM) model while its environment is described by a faster, simpler molecular mechanical (MM) model. Furthermore, studying dynamic effects in solvated systems or bio-molecules requires a variable definition of the two regions, so that atoms or molecules can be dynamically re-assigned between the QM and MM descriptions during the course of the simulation. Such reassignments pose a problem for traditional QM/MM schemes by exacerbating the errors that stem from switching the model at the boundary. Here we show that stable, long adaptive simulations can be carried out using density functional theory with the BLYP exchange-correlation functional for the QM model and a flexible TIP3P force field for the MM model without requiring adjustments of either. Using a primary benchmark system of pure water, we investigate the convergence of the liquid structure with the size of the QM region, and demonstrate that by using a sufficiently large QM region (with radius 6 Å) it is possible to obtain radial and angular distributions that, in the QM region, match the results of fully quantum mechanical calculations with periodic boundary conditions, and, after a smooth transition, also agree with fully MM calculations in the MM region. The key ingredient is the accurate evaluation of forces in the QM subsystem which we achieve by including an extended buffer region in the QM calculations. We also show that our buffered-force QM/MM scheme is transferable by simulating the solvated Cl(-) ion.

Min-Max Moving Horizon Estimation for a Class of Hybrid Systems

In this paper, a strategy for min-max Moving Horizon Estimation (MHE) of a class of uncertain hybrid systems is proposed. The class of hybrid systems being considered are Piecewise Affine systems (PWA) with both continuous valued and logic components. Furthermore, we consider the case when there is a (possibly structured) norm bounded uncertainty in each subsystem. Sufficient conditions on the time horizon and the penalties on the state at the beginning of the estimation horizon to guarantee convergence of the MHE scheme will be provided. The MHE scheme will be implemented as a mixed integer semidefinite optimisation for which an efficient algorithm was recently introduced.

2D PIV measurements in the near field of grid turbulence using stitched fields from multiple cameras

We present measurements of grid turbulence using 2D particle image velocimetry taken immediately downstream from the grid at a Reynolds number of Re M = 16500 where M is the rod spacing. A long field of view of 14M x 4M in the down- and cross-stream directions was achieved by stitching multiple cameras together. Two uniform biplanar grids were selected to have the same M and pressure drop but different rod diameter D and crosssection. A large data set (10 4 vector fields) was obtained to ensure good convergence of second-order statistics. Estimations of the dissipation rate ε of turbulent kinetic energy (TKE) were found to be sensitive to the number of meansquared velocity gradient terms included and not whether the turbulence was assumed to adhere to isotropy or axisymmetry. The resolution dependency of different turbulence statistics was assessed with a procedure that does not rely on the dissipation scale η. The streamwise evolution of the TKE components and ε was found to collapse across grids when the rod diameter was included in the normalisation. We argue that this should be the case between all regular grids when the other relevant dimensionless quantities are matched and the flow has become homogeneous across the stream. Two-point space correlation functions at x/M = 1 show evidence of complex wake interactions which exhibit a strong Reynolds number dependence. However, these changes in initial conditions disappear indicating rapid cross-stream homogenisation. On the other hand, isotropy was, as expected, not found to be established by x/M = 12 for any case studied. © Springer-Verlag 2012.