Online estimation of Allan variance parameters

A new online method is presented for estimation of the angular randomwalk and rate randomwalk coefficients of inertial measurement unit gyros and accelerometers. In the online method, a state-space model is proposed, and recursive parameter estimators are proposed for quantities previously measured from offline data techniques such as the Allan variance method. The Allan variance method has large offline computational effort and data storage requirements. The technique proposed here requires no data storage and computational effort of approximately 100 calculations per data sample.

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.

Adaptive estimation of hidden semi-Markov chains with parameterised transition probabilities and exponential decaying states

This paper develops maximum likelihood (ML) estimation schemes for finite-state semi-Markov chains in white Gaussian noise. We assume that the semi-Markov chain is characterised by transition probabilities of known parametric from with unknown parameters. We reformulate this hidden semi-Markov model (HSM) problem in the scalar case as a two-vector homogeneous hidden Markov model (HMM) problem in which the state consist of the signal augmented by the time to last transition. With this reformulation we apply the expectation Maximumisation (EM ) algorithm to obtain ML estimates of the transition probabilities parameters, Markov state levels and noise variance. To demonstrate our proposed schemes, motivated by neuro-biological applications, we use a damped sinusoidal parameterised function for the transition probabilities.

Reduced complexity on-line estimation of hidden Markov model parameters

In this paper we propose and study low complexity algorithms for on-line estimation of hidden Markov model (HMM) parameters. The estimates approach the true model parameters as the measurement noise approaches zero, but otherwise give improved estimates, albeit with bias. On a nite data set in the high noise case, the bias may not be signi cantly more severe than for a higher complexity asymptotically optimal scheme. Our algorithms require O(N3) calculations per time instant, where N is the number of states. Previous algorithms based on earlier hidden Markov model signal processing methods, including the expectation-maximumisation (EM) algorithm require O(N4) calculations per time instant.

Faster parameter estimation using risk-sensitive filters

In this paper, we propose a risk-sensitive approach to parameter estimation for hidden Markov models (HMMs). The parameter estimation approach considered exploits estimation of various functions of the state, based on model estimates. We propose certain practical suboptimal risk-sensitive filters to estimate the various functions of the state during transients, rather than optimal risk-neutral filters as in earlier studies. The estimates are asymptotically optimal, if asymptotically risk neutral, and can give significantly improved transient performance, which is a very desirable objective for certain engineering applications. To demonstrate the improvement in estimation simulation studies are presented that compare parameter estimation based on risk-sensitive filters with estimation based on risk-neutral filters.

On-line estimation of Allan variance parameters

A new online method is presented for estimation of the angular random walk and rate random walk coefficients of IMU (inertial measurement unit) gyros and accelerometers. The online method proposes a state space model and proposes parameter estimators for quantities previously measured from off-line data techniques such as the Allan variance graph. Allan variance graphs have large off-line computational effort and data storage requirements. The technique proposed here requires no data storage and computational effort of O(100) calculations per data sample.

Short-data recursive HMM parameter estimation for rapid vision-based aircraft heading estimation

Rapid recursive estimation of hidden Markov Model (HMM) parameters is important in applications that place an emphasis on the early availability of reasonable estimates (e.g. for change detection) rather than the provision of longer-term asymptotic properties (such as convergence, convergence rate, and consistency). In the context of vision- based aircraft (image-plane) heading estimation, this paper suggests and evaluates the short-data estimation properties of 3 recursive HMM parameter estimation techniques (a recursive maximum likelihood estimator, an online EM HMM estimator, and a relative entropy based estimator). On both simulated and real data, our studies illustrate the feasibility of rapid recursive heading estimation, but also demonstrate the need for careful step-size design of HMM recursive estimation techniques when these techniques are intended for use in applications where short-data behaviour is paramount.

Development of realistic design fire time-temperature curves for the testing of cold-formed steel wall system

Fire resistance rating of light gauge steel frame (LSF) wall systems is obtained from fire tests based on the standard fire time-temperature curve. However, fire severity has increased in modern buildings due to higher fuel loads as a result of modern furniture and light weight constructions that make use of thermoplastics materials, synthetic foams and fabrics. Some of these materials are high in calorific values and increase both the spread of fire growth and heat release rate, thus increasing the fire severity beyond that of the standard fire curve. Further, the standard fire curve does not include a decay phase that is present in natural fires. Despite the increasing usage of LSF walls, their behaviour in real building fires is not fully understood. This paper presents the details of a research study aimed at developing realistic design fire curves for use in the fire tests of LSF walls. It includes a review of the characteristics of building fires, previously developed fire time-temperature curves, computer models and available parametric equations. The paper highlights that real building fire time-temperature curves depend on the fuel load representing the combustible building contents, ventilation openings and thermal properties of wall lining materials, and provides suitable values of many required parameters including fuel loads in residential buildings. Finally, realistic design fire time-temperature curves simulating the fire conditions in modern residential buildings are proposed for the testing of LSF walls.

Is retinal shape different in Asians and Caucasians? Estimation from peripheral refraction and peripheral eye length methods

Purpose:Race appears to be associated with myopiogenesis, with East Asians showing high myopia prevalence. Considering structural variations in the eye, it is possible that retinal shapes are different between races. The purpose of this study was to quantify and compare retinal shapes between racial groups using peripheral refraction (PR) and peripheral eye lengths (PEL). Methods:A Shin-Nippon SRW5000 autorefractor and a Haag-Streit Lenstar LS900 biometer measured PR and PEL, respectively, along horizontal (H) and vertical (V) fields out to ±35° in 5° steps in 29 Caucasian (CA), 16 South Asian (SA) and 23 East Asian (EA) young adults (spherical equivalent range +0.75D to –5.00D in all groups). Retinal vertex curvature Rv and asphericity Q were determined from two methods: a) PR (Dunne): The Gullstrand-Emsley eye was modified according to participant’s intraocular lengths and anterior cornea curvature. Ray-tracing was performed at each angle through the stop, altering cornea asphericity until peripheral astigmatism matched experimental measurements. Retinal curvature and hence retinal co-ordinate intersection with the chief ray were altered until sagittal refraction matched its measurement. b) PEL: Ray-tracing was performed at each angle through the anterior corneal centre of curvature of the Gullstrand-Emsley eye. Ignoring lens refraction, retinal co-ordinates relative to the fovea were determined from PEL and trigonometry. From sets of retinal co-ordinates, conic retinal shapes were fitted in terms of Rv and Q. Repeated-measures ANOVA were conducted on Rv and Q, and post hoc t-tests with Bonferroni correction were used to compare races. Results:In all racial groups both methods showed greater Rv for the horizontal than for the vertical meridian and greater Rv for myopes than emmetropes. Rv was greater in EA than in CA (P=0.02), with Rv for SA being intermediate and not significantly different from CA and EA. The PEL method provided larger Rv than the PR method: PEL: EA vs CA 87±13 vs 83±11 m-1 (H), 79±13 vs 72±14 m-1 (V); PR: EA vs CA 79±10 vs 67±10 m-1 (H), 71±17 vs 66±12 m-1 (V). Q did not vary significantly with race. Conclusions:Estimates of Rv, but not of Q, varied significantly with race. The greater Rv found in EA than in CA and the comparatively high prevalence rate of myopia in many Asian countries may be related.

Soil moisture variability in a temperate deciduous forest: insights from electrical resistivity and throughfall data

Hydrogeophysics is a growing discipline that holds significant promise to help elucidate details of dynamic processes in the near surface, built on the ability of geophysical methods to measure properties from which hydrological and geochemical variables can be derived. For example, bulk electrical conductivity is governed by, amongst others, interstitial water content, fluid salinity, and temperature, and can be measured using a range of geophysical methods. In many cases, electrical resistivity tomography (ERT) is well suited to characterize these properties in multiple dimensions and to monitor dynamic processes, such as water infiltration and solute transport. In recent years, ERT has been used increasingly for ecosystem research in a wide range of settings; in particular to characterize vegetation-driven changes in root-zone and near-surface water dynamics. This increased popularity is due to operational factors (e.g., improved equipment, low site impact), data considerations (e.g., excellent repeatability), and the fact that ERT operates at scales significantly larger than traditional point sensors. Current limitations to a more widespread use of the approach include the high equipment costs, and the need for site-specific petrophysical relationships between properties of interest. In this presentation we will discuss recent equipment advances and theoretical and methodological aspects involved in the accurate estimation of soil moisture from ERT results. Examples will be presented from two studies in a temperate climate (Michigan, USA) and one from a humid tropical location (Tapajos, Brazil).

Hydrological consequences of land-cover change: Quantifying the influence of plants on soil moisture with time-lapse electrical resistivity

Electrical resistivity of soils and sediments is strongly influenced by the presence of interstitial water. Taking advantage of this dependency, electrical-resistivity imaging (ERI) can be effectively utilized to estimate subsurface soil-moisture distributions. The ability to obtain spatially extensive data combined with time-lapse measurements provides further opportunities to understand links between land use and climate processes. In natural settings, spatial and temporal changes in temperature and porewater salinity influence the relationship between soil moisture and electrical resistivity. Apart from environmental factors, technical, theoretical, and methodological ambiguities may also interfere with accurate estimation of soil moisture from ERI data. We have examined several of these complicating factors using data from a two-year study at a forest-grassland ecotone, a boundary between neighboring but different plant communities.At this site, temperature variability accounts for approximately 20-45 of resistivity changes from cold winter to warm summer months. Temporal changes in groundwater conductivity (mean=650 S/cm =57.7) and a roughly 100-S/cm spatial difference between the forest and grassland had only a minor influence on the moisture estimates. Significant seasonal fluctuations in temperature and precipitation had negligible influence on the basic measurement errors in data sets. Extracting accurate temporal changes from ERI can be hindered by nonuniqueness of the inversion process and uncertainties related to time-lapse inversion schemes. The accuracy of soil moisture obtained from ERI depends on all of these factors, in addition to empirical parameters that define the petrophysical soil-moisture/resistivity relationship. Many of the complicating factors and modifying variables to accurately quantify soil moisture changes with ERI can be accounted for using field and theoretical principles.