Adaptive estimation of HMM transition probabilities

This paper presents new schemes for recursive estimation of the state transition probabilities for hidden Markov models (HMM's) via extended least squares (ELS) and recursive state prediction error (RSPE) methods. Local convergence analysis for the proposed RSPE algorithm is shown using the ordinary differential equation (ODE) approach developed for the more familiar recursive output prediction error (RPE) methods. The presented scheme converges and is relatively well conditioned compared with the ...

On adaptive HMM state estimation

In this paper new online adaptive hidden Markov model (HMM) state estimation schemes are developed, based on extended least squares (ELS) concepts and recursive prediction error (RPE) methods. The best of the new schemes exploit the idempotent nature of Markov chains and work with a least squares prediction error index, using a posterior estimates, more suited to Markov models then traditionally used in identification of linear systems.

Frequency-motivated observer design for the prediction of parametric roll resonance control applications in marine systems

This work deals with estimators for predicting when parametric roll resonance is going to occur in surface vessels. The roll angle of the vessel is modeled as a second-order linear oscillatory system with unknown parameters. Several algorithms are used to estimate the parameters and eigenvalues of the system based on data gathered experimentally on a 1:45 scale model of a tanker. Based on the estimated eigenvalues, the system predicts whether or not parametric roll occurred. A prediction accuracy of 100% is achieved for regular waves, and up to 87.5% for irregular waves.

A new ambiguity acceptance test threshold determination method with controllable failure rate

The ambiguity acceptance test is an important quality control procedure in high precision GNSS data processing. Although the ambiguity acceptance test methods have been extensively investigated, its threshold determine method is still not well understood. Currently, the threshold is determined with the empirical approach or the fixed failure rate (FF-) approach. The empirical approach is simple but lacking in theoretical basis, while the FF-approach is theoretical rigorous but computationally demanding. Hence, the key of the threshold determination problem is how to efficiently determine the threshold in a reasonable way. In this study, a new threshold determination method named threshold function method is proposed to reduce the complexity of the FF-approach. The threshold function method simplifies the FF-approach by a modeling procedure and an approximation procedure. The modeling procedure uses a rational function model to describe the relationship between the FF-difference test threshold and the integer least-squares (ILS) success rate. The approximation procedure replaces the ILS success rate with the easy-to-calculate integer bootstrapping (IB) success rate. Corresponding modeling error and approximation error are analysed with simulation data to avoid nuisance biases and unrealistic stochastic model impact. The results indicate the proposed method can greatly simplify the FF-approach without introducing significant modeling error. The threshold function method makes the fixed failure rate threshold determination method feasible for real-time applications.

A novel ambiguity acceptance test threshold determination method with controllable failure rate

Ambiguity validation as an important procedure of integer ambiguity resolution is to test the correctness of the fixed integer ambiguity of phase measurements before being used for positioning computation. Most existing investigations on ambiguity validation focus on test statistic. How to determine the threshold more reasonably is less understood, although it is one of the most important topics in ambiguity validation. Currently, there are two threshold determination methods in the ambiguity validation procedure: the empirical approach and the fixed failure rate (FF-) approach. The empirical approach is simple but lacks of theoretical basis. The fixed failure rate approach has a rigorous probability theory basis, but it employs a more complicated procedure. This paper focuses on how to determine the threshold easily and reasonably. Both FF-ratio test and FF-difference test are investigated in this research and the extensive simulation results show that the FF-difference test can achieve comparable or even better performance than the well-known FF-ratio test. Another benefit of adopting the FF-difference test is that its threshold can be expressed as a function of integer least-squares (ILS) success rate with specified failure rate tolerance. Thus, a new threshold determination method named threshold function for the FF-difference test is proposed. The threshold function method preserves the fixed failure rate characteristic and is also easy-to-apply. The performance of the threshold function is validated with simulated data. The validation results show that with the threshold function method, the impact of the modelling error on the failure rate is less than 0.08%. Overall, the threshold function for the FF-difference test is a very promising threshold validation method and it makes the FF-approach applicable for the real-time GNSS positioning applications.

Competitive interactions of anti-carcinogens with serum albumin: A spectroscopic study of bendamustine and dexamethasone with the aid of chemometrics

Interactions between the anti-carcinogens, bendamustine (BDM) and dexamethasone (DXM), with bovine serum albumin (BSA) were investigated with the use of fluorescence and UV–vis spectroscopies under pseudo-physiological conditions (Tris–HCl buffer, pH 7.4). The static mechanism was responsible for the fluorescence quenching during the interactions; the binding formation constant of the BSA–BDM complex and the binding number were 5.14 × 105 L mol−1 and 1.0, respectively. Spectroscopic studies for the formation of BDM–BSA complex were interpreted with the use of multivariate curve resolution – alternating least squares (MCR–ALS), which supported the complex formation. The BSA samples treated with site markers (warfarin – site I and ibuprofen – site II) were reacted separately with BDM and DXM; while both anti-carcinogens bound to site I, the binding constants suggested that DXM formed a more stable complex. Relative concentration profiles and the fluorescence spectra associated with BDM, DXM and BSA, were recovered simultaneously from the full fluorescence excitation–emission data with the use of the parallel factor analysis (PARAFAC) method. The results confirmed that on addition of DXM to the BDM–BSA complex, the BDM was replaced and the DXM–BSA complex formed; free BDM was released. This finding may have consequences for the transport of these drugs during any anti-cancer treatment.

A high performance liquid chromatography and electrospray ionization mass spectrometry method for the analysis of the natural medicine, Forsythia suspensa

Samples of Forsythia suspensa from raw (Laoqiao) and ripe (Qingqiao) fruit were analyzed with the use of HPLC-DAD and the EIS-MS techniques. Seventeen peaks were detected, and of these, twelve were identified. Most were related to the glucopyranoside molecular fragment. Samples collected from three geographical areas (Shanxi, Henan and Shandong Provinces), were discriminated with the use of hierarchical clustering analysis (HCA), discriminant analysis (DA), and principal component analysis (PCA) models, but only PCA was able to provide further information about the relationships between objects and loadings; eight peaks were related to the provinces of sample origin. The supervised classification models-K-nearest neighbor (KNN), least squares support vector machines (LS-SVM), and counter propagation artificial neural network (CP-ANN) methods, indicated successful classification but KNN produced 100% classification rate. Thus, the fruit were discriminated on the basis of their places of origin.

Analysis of complex molecular systems: The impact of multivariate analysis for resolving the interactions of small molecules with biopolymers - a review

This review is focused on the impact of chemometrics for resolving data sets collected from investigations of the interactions of small molecules with biopolymers. These samples have been analyzed with various instrumental techniques, such as fluorescence, ultraviolet–visible spectroscopy, and voltammetry. The impact of two powerful and demonstrably useful multivariate methods for resolution of complex data—multivariate curve resolution–alternating least squares (MCR–ALS) and parallel factor analysis (PARAFAC)—is highlighted through analysis of applications involving the interactions of small molecules with the biopolymers, serum albumin, and deoxyribonucleic acid. The outcomes illustrated that significant information extracted by the chemometric methods was unattainable by simple, univariate data analysis. In addition, although the techniques used to collect data were confined to ultraviolet–visible spectroscopy, fluorescence spectroscopy, circular dichroism, and voltammetry, data profiles produced by other techniques may also be processed. Topics considered including binding sites and modes, cooperative and competitive small molecule binding, kinetics, and thermodynamics of ligand binding, and the folding and unfolding of biopolymers. Applications of the MCR–ALS and PARAFAC methods reviewed were primarily published between 2008 and 2013.

Unbiased estimating equations from working correlation models for irregularly timed repeated measures

The method of generalized estimating equation-, (GEEs) has been criticized recently for a failure to protect against misspecification of working correlation models, which in some cases leads to loss of efficiency or infeasibility of solutions. However, the feasibility and efficiency of GEE methods can be enhanced considerably by using flexible families of working correlation models. We propose two ways of constructing unbiased estimating equations from general correlation models for irregularly timed repeated measures to supplement and enhance GEE. The supplementary estimating equations are obtained by differentiation of the Cholesky decomposition of the working correlation, or as score equations for decoupled Gaussian pseudolikelihood. The estimating equations are solved with computational effort equivalent to that required for a first-order GEE. Full details and analytic expressions are developed for a generalized Markovian model that was evaluated through simulation. Large-sample ".sandwich" standard errors for working correlation parameter estimates are derived and shown to have good performance. The proposed estimating functions are further illustrated in an analysis of repeated measures of pulmonary function in children.

Estimating equations for parameters in stochastic growth models from tag-recapture data

James (1991, Biometrics 47, 1519-1530) constructed unbiased estimating functions for estimating the two parameters in the von Bertalanffy growth curve from tag-recapture data. This paper provides unbiased estimating functions for a class of growth models that incorporate stochastic components and explanatory variables. a simulation study using seasonal growth models indicates that the proposed method works well while the least-squares methods that are commonly used in the literature may produce substantially biased estimates. The proposed model and method are also applied to real data from tagged rack lobsters to assess the possible seasonal effect on growth.

An improved Fabens method for estimation of growth parameters in the vonBertalanffy model with individual asymptotes

In the analysis of tagging data, it has been found that the least-squares method, based on the increment function known as the Fabens method, produces biased estimates because individual variability in growth is not allowed for. This paper modifies the Fabens method to account for individual variability in the length asymptote. Significance tests using t-statistics or log-likelihood ratio statistics may be applied to show the level of individual variability. Simulation results indicate that the modified method reduces the biases in the estimates to negligible proportions. Tagging data from tiger prawns (Penaeus esculentus and Penaeus semisulcatus) and rock lobster (Panulirus ornatus) are analysed as an illustration.

Factors influencing kinetic and equilibrium behaviour of sodium ion exchange with strong acid cation resin

This study reports an investigation of the ion exchange treatment of sodium chloride solutions in relation to use of resin technology for applications such as desalination of brackish water. In particular, a strong acid cation (SAC) resin (DOW Marathon C) was studied to determine its capacity for sodium uptake and to evaluate the fundamentals of the ion exchange process involved. Key questions to answer included: impact of resin identity; best models to simulate the kinetics and equilibrium exchange behaviour of sodium ions; difference between using linear least squares (LLS) and non-linear least squares (NLLS) methods for data interpretation; and, effect of changing the type of anion in solution which accompanied the sodium species. Kinetic studies suggested that the exchange process was best described by a pseudo first order rate expression based upon non-linear least squares analysis of the test data. Application of the Langmuir Vageler isotherm model was recommended as it allowed confirmation that experimental conditions were sufficient for maximum loading of sodium ions to occur. The Freundlich expression best fitted the equilibrium data when analysing the information by a NLLS approach. In contrast, LLS methods suggested that the Langmuir model was optimal for describing the equilibrium process. The Competitive Langmuir model which considered the stoichiometric nature of ion exchange process, estimated the maximum loading of sodium ions to be 64.7 g Na/kg resin. This latter value was comparable to sodium ion capacities for SAC resin published previously. Inherent discrepancies involved when using linearized versions of kinetic and isotherm equations were illustrated, and despite their widespread use, the value of this latter approach was questionable. The equilibrium behaviour of sodium ions form sodium fluoride solution revealed that the sodium ions were now more preferred by the resin compared to the situation with sodium chloride. The solution chemistry of hydrofluoric acid was suggested as promoting the affinity of the sodium ions to the resin.