386 resultados para Bivariate Gaussian distribution
Resumo:
This paper presents an efficient noniterative method for distribution state estimation using conditional multivariate complex Gaussian distribution (CMCGD). In the proposed method, the mean and standard deviation (SD) of the state variables is obtained in one step considering load uncertainties, measurement errors, and load correlations. In this method, first the bus voltages, branch currents, and injection currents are represented by MCGD using direct load flow and a linear transformation. Then, the mean and SD of bus voltages, or other states, are calculated using CMCGD and estimation of variance method. The mean and SD of pseudo measurements, as well as spatial correlations between pseudo measurements, are modeled based on the historical data for different levels of load duration curve. The proposed method can handle load uncertainties without using time-consuming approaches such as Monte Carlo. Simulation results of two case studies, six-bus, and a realistic 747-bus distribution network show the effectiveness of the proposed method in terms of speed, accuracy, and quality against the conventional approach.
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The main goal of this research is to design an efficient compression al~ gorithm for fingerprint images. The wavelet transform technique is the principal tool used to reduce interpixel redundancies and to obtain a parsimonious representation for these images. A specific fixed decomposition structure is designed to be used by the wavelet packet in order to save on the computation, transmission, and storage costs. This decomposition structure is based on analysis of information packing performance of several decompositions, two-dimensional power spectral density, effect of each frequency band on the reconstructed image, and the human visual sensitivities. This fixed structure is found to provide the "most" suitable representation for fingerprints, according to the chosen criteria. Different compression techniques are used for different subbands, based on their observed statistics. The decision is based on the effect of each subband on the reconstructed image according to the mean square criteria as well as the sensitivities in human vision. To design an efficient quantization algorithm, a precise model for distribution of the wavelet coefficients is developed. The model is based on the generalized Gaussian distribution. A least squares algorithm on a nonlinear function of the distribution model shape parameter is formulated to estimate the model parameters. A noise shaping bit allocation procedure is then used to assign the bit rate among subbands. To obtain high compression ratios, vector quantization is used. In this work, the lattice vector quantization (LVQ) is chosen because of its superior performance over other types of vector quantizers. The structure of a lattice quantizer is determined by its parameters known as truncation level and scaling factor. In lattice-based compression algorithms reported in the literature the lattice structure is commonly predetermined leading to a nonoptimized quantization approach. In this research, a new technique for determining the lattice parameters is proposed. In the lattice structure design, no assumption about the lattice parameters is made and no training and multi-quantizing is required. The design is based on minimizing the quantization distortion by adapting to the statistical characteristics of the source in each subimage. 11 Abstract Abstract Since LVQ is a multidimensional generalization of uniform quantizers, it produces minimum distortion for inputs with uniform distributions. In order to take advantage of the properties of LVQ and its fast implementation, while considering the i.i.d. nonuniform distribution of wavelet coefficients, the piecewise-uniform pyramid LVQ algorithm is proposed. The proposed algorithm quantizes almost all of source vectors without the need to project these on the lattice outermost shell, while it properly maintains a small codebook size. It also resolves the wedge region problem commonly encountered with sharply distributed random sources. These represent some of the drawbacks of the algorithm proposed by Barlaud [26). The proposed algorithm handles all types of lattices, not only the cubic lattices, as opposed to the algorithms developed by Fischer [29) and Jeong [42). Furthermore, no training and multiquantizing (to determine lattice parameters) is required, as opposed to Powell's algorithm [78). For coefficients with high-frequency content, the positive-negative mean algorithm is proposed to improve the resolution of reconstructed images. For coefficients with low-frequency content, a lossless predictive compression scheme is used to preserve the quality of reconstructed images. A method to reduce bit requirements of necessary side information is also introduced. Lossless entropy coding techniques are subsequently used to remove coding redundancy. The algorithms result in high quality reconstructed images with better compression ratios than other available algorithms. To evaluate the proposed algorithms their objective and subjective performance comparisons with other available techniques are presented. The quality of the reconstructed images is important for a reliable identification. Enhancement and feature extraction on the reconstructed images are also investigated in this research. A structural-based feature extraction algorithm is proposed in which the unique properties of fingerprint textures are used to enhance the images and improve the fidelity of their characteristic features. The ridges are extracted from enhanced grey-level foreground areas based on the local ridge dominant directions. The proposed ridge extraction algorithm, properly preserves the natural shape of grey-level ridges as well as precise locations of the features, as opposed to the ridge extraction algorithm in [81). Furthermore, it is fast and operates only on foreground regions, as opposed to the adaptive floating average thresholding process in [68). Spurious features are subsequently eliminated using the proposed post-processing scheme.
An approach to statistical lip modelling for speaker identification via chromatic feature extraction
Resumo:
This paper presents a novel technique for the tracking of moving lips for the purpose of speaker identification. In our system, a model of the lip contour is formed directly from chromatic information in the lip region. Iterative refinement of contour point estimates is not required. Colour features are extracted from the lips via concatenated profiles taken around the lip contour. Reduction of order in lip features is obtained via principal component analysis (PCA) followed by linear discriminant analysis (LDA). Statistical speaker models are built from the lip features based on the Gaussian mixture model (GMM). Identification experiments performed on the M2VTS1 database, show encouraging results
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This work examines the effect of landmark placement on the efficiency and accuracy of risk-bounded searches over probabilistic costmaps for mobile robot path planning. In previous work, risk-bounded searches were shown to offer in excess of 70% efficiency increases over normal heuristic search methods. The technique relies on precomputing distance estimates to landmarks which are then used to produce probability distributions over exact heuristics for use in heuristic searches such as A* and D*. The location and number of these landmarks therefore influence greatly the efficiency of the search and the quality of the risk bounds. Here four new methods of selecting landmarks for risk based search are evaluated. Results are shown which demonstrate that landmark selection needs to take into account the centrality of the landmark, and that diminishing rewards are obtained from using large numbers of landmarks.
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Purpose. To create a binocular statistical eye model based on previously measured ocular biometric data. Methods. Thirty-nine parameters were determined for a group of 127 healthy subjects (37 male, 90 female; 96.8% Caucasian) with an average age of 39.9 ± 12.2 years and spherical equivalent refraction of −0.98 ± 1.77 D. These parameters described the biometry of both eyes and the subjects' age. Missing parameters were complemented by data from a previously published study. After confirmation of the Gaussian shape of their distributions, these parameters were used to calculate their mean and covariance matrices. These matrices were then used to calculate a multivariate Gaussian distribution. From this, an amount of random biometric data could be generated, which were then randomly selected to create a realistic population of random eyes. Results. All parameters had Gaussian distributions, with the exception of the parameters that describe total refraction (i.e., three parameters per eye). After these non-Gaussian parameters were omitted from the model, the generated data were found to be statistically indistinguishable from the original data for the remaining 33 parameters (TOST [two one-sided t tests]; P < 0.01). Parameters derived from the generated data were also significantly indistinguishable from those calculated with the original data (P > 0.05). The only exception to this was the lens refractive index, for which the generated data had a significantly larger SD. Conclusions. A statistical eye model can describe the biometric variations found in a population and is a useful addition to the classic eye models.
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Exploiting wind-energy is one possible way to ex- tend flight duration for Unmanned Arial Vehicles. Wind-energy can also be used to minimise energy consumption for a planned path. In this paper, we consider uncertain time-varying wind fields and plan a path through them. A Gaussian distribution is used to determine uncertainty in the Time-varying wind fields. We use Markov Decision Process to plan a path based upon the uncertainty of Gaussian distribution. Simulation results that compare the direct line of flight between start and target point and our planned path for energy consumption and time of travel are presented. The result is a robust path using the most visited cell while sampling the Gaussian distribution of the wind field in each cell.
Resumo:
Exploiting wind-energy is one possible way to extend flight duration for Unmanned Arial Vehicles. Wind-energy can also be used to minimise energy consumption for a planned path. In this paper, we consider uncertain time-varying wind fields and plan a path through them. A Gaussian distribution is used to determine uncertainty in the Time-varying wind fields. We use Markov Decision Process to plan a path based upon the uncertainty of Gaussian distribution. Simulation results that compare the direct line of flight between start and target point and our planned path for energy consumption and time of travel are presented. The result is a robust path using the most visited cell while sampling the Gaussian distribution of the wind field in each cell.
Resumo:
Interpolation techniques for spatial data have been applied frequently in various fields of geosciences. Although most conventional interpolation methods assume that it is sufficient to use first- and second-order statistics to characterize random fields, researchers have now realized that these methods cannot always provide reliable interpolation results, since geological and environmental phenomena tend to be very complex, presenting non-Gaussian distribution and/or non-linear inter-variable relationship. This paper proposes a new approach to the interpolation of spatial data, which can be applied with great flexibility. Suitable cross-variable higher-order spatial statistics are developed to measure the spatial relationship between the random variable at an unsampled location and those in its neighbourhood. Given the computed cross-variable higher-order spatial statistics, the conditional probability density function (CPDF) is approximated via polynomial expansions, which is then utilized to determine the interpolated value at the unsampled location as an expectation. In addition, the uncertainty associated with the interpolation is quantified by constructing prediction intervals of interpolated values. The proposed method is applied to a mineral deposit dataset, and the results demonstrate that it outperforms kriging methods in uncertainty quantification. The introduction of the cross-variable higher-order spatial statistics noticeably improves the quality of the interpolation since it enriches the information that can be extracted from the observed data, and this benefit is substantial when working with data that are sparse or have non-trivial dependence structures.
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In an estuary, mixing and dispersion result from a combination of large-scale advection and smallscale turbulence, which are complex to estimate. The predictions of scalar transport and mixing are often inferred and rarely accurate, due to inadequate understanding of the contributions of these difference scales to estuarine recirculation. A multi-device field study was conducted in a small sub-tropical estuary under neap tide conditions with near-zero fresh water discharge for about 48 hours. During the study, acoustic Doppler velocimeters (ADV) were sampled at high frequency (50 Hz), while an acoustic Doppler current profiler (ADCP) and global positioning system (GPS) tracked drifters were used to obtain some lower frequency spatial distribution of the flow parameters within the estuary. The velocity measurements were complemented with some continuous measurement of water depth, conductivity, temperature and some other physiochemical parameters. Thorough quality control was carried out by implementation of relevant error removal filters on the individual data set to intercept spurious data. A triple decomposition (TD) technique was introduced to access the contributions of tides, resonance and ‘true’ turbulence in the flow field. The time series of mean flow measurements for both the ADCP and drifter were consistent with those of the mean ADV data when sampled within a similar spatial domain. The tidal scale fluctuation of velocity and water level were used to examine the response of the estuary to tidal inertial current. The channel exhibited a mixed type wave with a typical phase-lag between 0.035π– 0.116π. A striking feature of the ADV velocity data was the slow fluctuations, which exhibited large amplitudes of up to 50% of the tidal amplitude, particularly in slack waters. Such slow fluctuations were simultaneously observed in a number of physiochemical properties of the channel. The ensuing turbulence field showed some degree of anisotropy. For all ADV units, the horizontal turbulence ratio ranged between 0.4 and 0.9, and decreased towards the bed, while the vertical turbulence ratio was on average unity at z = 0.32 m and approximately 0.5 for the upper ADV (z = 0.55 m). The result of the statistical analysis suggested that the ebb phase turbulence field was dominated by eddies that evolved from ejection type process, while that of the flood phase contained mixed eddies with significant amount related to sweep type process. Over 65% of the skewness values fell within the range expected of a finite Gaussian distribution and the bulk of the excess kurtosis values (over 70%) fell within the range of -0.5 and +2. The TD technique described herein allowed the characterisation of a broader temporal scale of fluctuations of the high frequency data sampled within the durations of a few tidal cycles. The study provides characterisation of the ranges of fluctuation required for an accurate modelling of shallow water dispersion and mixing in a sub-tropical estuary.
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State-of-the-art image-set matching techniques typically implicitly model each image-set with a Gaussian distribution. Here, we propose to go beyond these representations and model image-sets as probability distribution functions (PDFs) using kernel density estimators. To compare and match image-sets, we exploit Csiszar´ f-divergences, which bear strong connections to the geodesic distance defined on the space of PDFs, i.e., the statistical manifold. Furthermore, we introduce valid positive definite kernels on the statistical manifold, which let us make use of more powerful classification schemes to match image-sets. Finally, we introduce a supervised dimensionality reduction technique that learns a latent space where f-divergences reflect the class labels of the data. Our experiments on diverse problems, such as video-based face recognition and dynamic texture classification, evidence the benefits of our approach over the state-of-the-art image-set matching methods.
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Optimal design for generalized linear models has primarily focused on univariate data. Often experiments are performed that have multiple dependent responses described by regression type models, and it is of interest and of value to design the experiment for all these responses. This requires a multivariate distribution underlying a pre-chosen model for the data. Here, we consider the design of experiments for bivariate binary data which are dependent. We explore Copula functions which provide a rich and flexible class of structures to derive joint distributions for bivariate binary data. We present methods for deriving optimal experimental designs for dependent bivariate binary data using Copulas, and demonstrate that, by including the dependence between responses in the design process, more efficient parameter estimates are obtained than by the usual practice of simply designing for a single variable only. Further, we investigate the robustness of designs with respect to initial parameter estimates and Copula function, and also show the performance of compound criteria within this bivariate binary setting.
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Our results demonstrate that photorefractive residual amplitude modulation (RAM) noise in electro-optic modulators (EOMs) can be reduced by modifying the incident beam intensity distribution. Here we report an order of magnitude reduction in RAM when beams with uniform intensity (flat-top) profiles, generated with an LCOS-SLM, are used instead of the usual fundamental Gaussian mode (TEM00). RAM arises from the photorefractive amplified scatter noise off the defects and impurities within the crystal. A reduction in RAM is observed with increasing intensity uniformity (flatness), which is attributed to a reduction in space charge field on the beam axis. The level of RAM reduction that can be achieved is physically limited by clipping at EOM apertures, with the observed results agreeing well with a simple model. These results are particularly important in applications where the reduction of residual amplitude modulation to 10^-6 is essential.
Resumo:
Autonomous navigation and picture compilation tasks require robust feature descriptions or models. Given the non Gaussian nature of sensor observations, it will be shown that Gaussian mixture models provide a general probabilistic representation allowing analytical solutions to the update and prediction operations in the general Bayesian filtering problem. Each operation in the Bayesian filter for Gaussian mixture models multiplicatively increases the number of parameters in the representation leading to the need for a re-parameterisation step. A computationally efficient re-parameterisation step will be demonstrated resulting in a compact and accurate estimate of the true distribution.