141 resultados para multivariate hidden Markov model


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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.

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In this paper conditional hidden Markov model (HMM) filters and conditional Kalman filters (KF) are coupled together to improve demodulation of differential encoded signals in noisy fading channels. We present an indicator matrix representation for differential encoded signals and the optimal HMM filter for demodulation. The filter requires O(N3) calculations per time iteration, where N is the number of message symbols. Decision feedback equalisation is investigated via coupling the optimal HMM filter for estimating the message, conditioned on estimates of the channel parameters, and a KF for estimating the channel states, conditioned on soft information message estimates. The particular differential encoding scheme examined in this paper is differential phase shift keying. However, the techniques developed can be extended to other forms of differential modulation. The channel model we use allows for multiplicative channel distortions and additive white Gaussian noise. Simulation studies are also presented.

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This paper proposes new techniques for aircraft shape estimation, passive ranging, and shape-adaptive hidden Markov model filtering which are suitable for a monocular vision-based non-cooperative collision avoidance system. Vision-based passive ranging is an important missing technology that could play a significant role in resolving the sense-and-avoid problem in un-manned aerial vehicles (UAVs); a barrier hindering the wider adoption of UAVs for civilian applications. The feasibility of the pro- posed shape estimation, passive ranging and shape-adaptive filtering techniques is evaluated on flight test data.

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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.

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Upon infection, Legionella pneumophila uses the Dot/Icm type IV secretion system to translocate effector proteins from the Legionella-containing vacuole (LCV) into the host cell cytoplasm. The effectors target a wide array of host cellular processes that aid LCV biogenesis, including the manipulation of membrane trafficking. In this study, we used a hidden Markov model screen to identify two novel, non-eukaryotic soluble NSF attachment protein receptor (SNARE) homologs: the bacterial Legionella SNARE effector A (LseA) and viral SNARE homolog A proteins. We characterized LseA as a Dot/Icm effector of L. pneumophila, which has close homology to the Qc-SNARE subfamily. The lseA gene was present in multiple sequenced L. pneumophila strains including Corby and was well distributed among L. pneumophila clinical and environmental isolates. Employing a variety of biochemical, cell biological and microbiological techniques, we found that farnesylated LseA localized to membranes associated with the Golgi complex in mammalian cells and LseA interacted with a subset of Qa-, Qb- and R-SNAREs in host cells. Our results suggested that LseA acts as a SNARE protein and has the potential to regulate or mediate membrane fusion events in Golgi-associated pathways.

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In this paper, we propose a novel online hidden Markov model (HMM) parameter estimator based on the new information-theoretic concept of one-step Kerridge inaccuracy (OKI). Under several regulatory conditions, we establish a convergence result (and some limited strong consistency results) for our proposed online OKI-based parameter estimator. In simulation studies, we illustrate the global convergence behaviour of our proposed estimator and provide a counter-example illustrating the local convergence of other popular HMM parameter estimators.

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This research has made contributions to the area of spoken term detection (STD), defined as the process of finding all occurrences of a specified search term in a large collection of speech segments. The use of visual information in the form of lip movements of the speaker in addition to audio and the use of topic of the speech segments, and the expected frequency of words in the target speech domain, are proposed. By using these complementary information, improvement in the performance of STD has been achieved which enables efficient search of key words in large collection of multimedia documents.

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The past several years have seen significant advances in the development of computational methods for the prediction of the structure and interactions of coiled-coil peptides. These methods are generally based on pairwise correlations of amino acids, helical propensity, thermal melts and the energetics of sidechain interactions, as well as statistical patterns based on Hidden Markov Model (HMM) and Support Vector Machine (SVM) techniques. These methods are complemented by a number of public databases that contain sequences, motifs, domains and other details of coiled-coil structures identified by various algorithms. Some of these computational methods have been developed to make predictions of coiled-coil structure on the basis of sequence information; however, structural predictions of the oligomerisation state of these peptides still remains largely an open question due to the dynamic behaviour of these molecules. This review focuses on existing in silico methods for the prediction of coiled-coil peptides of functional importance using sequence and/or three-dimensional structural data.

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Detect and Avoid (DAA) technology is widely acknowledged as a critical enabler for unsegregated Remote Piloted Aircraft (RPA) operations, particularly Beyond Visual Line of Sight (BVLOS). Image-based DAA, in the visible spectrum, is a promising technological option for addressing the challenges DAA presents. Two impediments to progress for this approach are the scarcity of available video footage to train and test algorithms, in conjunction with testing regimes and specifications which facilitate repeatable, statistically valid, performance assessment. This paper includes three key contributions undertaken to address these impediments. In the first instance, we detail our progress towards the creation of a large hybrid collision and near-collision encounter database. Second, we explore the suitability of techniques employed by the biometric research community (Speaker Verification and Language Identification), for DAA performance optimisation and assessment. These techniques include Detection Error Trade-off (DET) curves, Equal Error Rates (EER), and the Detection Cost Function (DCF). Finally, the hybrid database and the speech-based techniques are combined and employed in the assessment of a contemporary, image based DAA system. This system includes stabilisation, morphological filtering and a Hidden Markov Model (HMM) temporal filter.

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Drivers' ability to react to unpredictable events deteriorates when exposed to highly predictable and uneventful driving tasks. Particularly, highway design reduces the driving task mainly to a lane-keeping one. It contributes to hypovigilance and road crashes as drivers are often not aware that their driving behaviour is impaired. Monotony increases fatigue, however, the fatigue community has mainly focused on endogenous factors leading to fatigue such as sleep deprivation. This paper focuses on the exogenous factor monotony which contributes to hypovigilance. Objective measurements of the effects of monotonous driving conditions on the driver and the vehicle's dynamics is systematically reviewed with the aim of justifying the relevance of the need for a mathematical framework that could predict hypovigilance in real-time. Although electroencephalography (EEG) is one of the most reliable measures of vigilance, it is obtrusive. This suggests to predict from observable variables the time when the driver is hypovigilant. Outlined is a vision for future research in the modelling of driver vigilance decrement due to monotonous driving conditions. A mathematical model for predicting drivers’ hypovigilance using information like lane positioning, steering wheel movements and eye blinks is provided. Such a modelling of driver vigilance should enable the future development of an in-vehicle device that detects driver hypovigilance in advance, thus offering the potential to enhance road safety and prevent road crashes.

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Background: Reducing rates of healthcare acquired infection has been identified by the Australian Commission on Safety and Quality in Health Care as a national priority. One of the goals is the prevention of central venous catheter-related bloodstream infection (CR-BSI). At least 3,500 cases of CR-BSI occur annually in Australian hospitals, resulting in unnecessary deaths and costs to the healthcare system between $25.7 and $95.3 million. Two approaches to preventing these infections have been proposed: use of antimicrobial catheters (A-CVCs); or a catheter care and management ‘bundle’. Given finite healthcare budgets, decisions about the optimal infection control policy require consideration of the effectiveness and value for money of each approach. Objectives: The aim of this research is to use a rational economic framework to inform efficient infection control policy relating to the prevention of CR-BSI in the intensive care unit. It addresses three questions relating to decision-making in this area: 1. Is additional investment in activities aimed at preventing CR-BSI an efficient use of healthcare resources? 2. What is the optimal infection control strategy from amongst the two major approaches that have been proposed to prevent CR-BSI? 3. What uncertainty is there in this decision and can a research agenda to improve decision-making in this area be identified? Methods: A decision analytic model-based economic evaluation was undertaken to identify an efficient approach to preventing CR-BSI in Queensland Health intensive care units. A Markov model was developed in conjunction with a panel of clinical experts which described the epidemiology and prognosis of CR-BSI. The model was parameterised using data systematically identified from the published literature and extracted from routine databases. The quality of data used in the model and its validity to clinical experts and sensitivity to modelling assumptions was assessed. Two separate economic evaluations were conducted. The first evaluation compared all commercially available A-CVCs alongside uncoated catheters to identify which was cost-effective for routine use. The uncertainty in this decision was estimated along with the value of collecting further information to inform the decision. The second evaluation compared the use of A-CVCs to a catheter care bundle. We were unable to estimate the cost of the bundle because it is unclear what the full resource requirements are for its implementation, and what the value of these would be in an Australian context. As such we undertook a threshold analysis to identify the cost and effectiveness thresholds at which a hypothetical bundle would dominate the use of A-CVCs under various clinical scenarios. Results: In the first evaluation of A-CVCs, the findings from the baseline analysis, in which uncertainty is not considered, show that the use of any of the four A-CVCs will result in health gains accompanied by cost-savings. The MR catheters dominate the baseline analysis generating 1.64 QALYs and cost-savings of $130,289 per 1.000 catheters. With uncertainty, and based on current information, the MR catheters remain the optimal decision and return the highest average net monetary benefits ($948 per catheter) relative to all other catheter types. This conclusion was robust to all scenarios tested, however, the probability of error in this conclusion is high, 62% in the baseline scenario. Using a value of $40,000 per QALY, the expected value of perfect information associated with this decision is $7.3 million. An analysis of the expected value of perfect information for individual parameters suggests that it may be worthwhile for future research to focus on providing better estimates of the mortality attributable to CR-BSI and the effectiveness of both SPC and CH/SSD (int/ext) catheters. In the second evaluation of the catheter care bundle relative to A-CVCs, the results which do not consider uncertainty indicate that a bundle must achieve a relative risk of CR-BSI of at least 0.45 to be cost-effective relative to MR catheters. If the bundle can reduce rates of infection from 2.5% to effectively zero, it is cost-effective relative to MR catheters if national implementation costs are less than $2.6 million ($56,610 per ICU). If the bundle can achieve a relative risk of 0.34 (comparable to that reported in the literature) it is cost-effective, relative to MR catheters, if costs over an 18 month period are below $613,795 nationally ($13,343 per ICU). Once uncertainty in the decision is considered, the cost threshold for the bundle increases to $2.2 million. Therefore, if each of the 46 Level III ICUs could implement an 18 month catheter care bundle for less than $47,826 each, this approach would be cost effective relative to A-CVCs. However, the uncertainty is substantial and the probability of error in concluding that the bundle is the cost-effective approach at a cost of $2.2 million is 89%. Conclusions: This work highlights that infection control to prevent CR-BSI is an efficient use of healthcare resources in the Australian context. If there is no further investment in infection control, an opportunity cost is incurred, which is the potential for a more efficient healthcare system. Minocycline/rifampicin catheters are the optimal choice of antimicrobial catheter for routine use in Australian Level III ICUs, however, if a catheter care bundle implemented in Australia was as effective as those used in the large studies in the United States it would be preferred over the catheters if it was able to be implemented for less than $47,826 per Level III ICU. Uncertainty is very high in this decision and arises from multiple sources. There are likely greater costs to this uncertainty for A-CVCs, which may carry hidden costs, than there are for a catheter care bundle, which is more likely to provide indirect benefits to clinical practice and patient safety. Research into the mortality attributable to CR-BSI, the effectiveness of SPC and CH/SSD (int/ext) catheters and the cost and effectiveness of a catheter care bundle in Australia should be prioritised to reduce uncertainty in this decision. This thesis provides the economic evidence to inform one area of infection control, but there are many other infection control decisions for which information about the cost-effectiveness of competing interventions does not exist. This work highlights some of the challenges and benefits to generating and using economic evidence for infection control decision-making and provides support for commissioning more research into the cost-effectiveness of infection control.

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In this thesis, the issue of incorporating uncertainty for environmental modelling informed by imagery is explored by considering uncertainty in deterministic modelling, measurement uncertainty and uncertainty in image composition. Incorporating uncertainty in deterministic modelling is extended for use with imagery using the Bayesian melding approach. In the application presented, slope steepness is shown to be the main contributor to total uncertainty in the Revised Universal Soil Loss Equation. A spatial sampling procedure is also proposed to assist in implementing Bayesian melding given the increased data size with models informed by imagery. Measurement error models are another approach to incorporating uncertainty when data is informed by imagery. These models for measurement uncertainty, considered in a Bayesian conditional independence framework, are applied to ecological data generated from imagery. The models are shown to be appropriate and useful in certain situations. Measurement uncertainty is also considered in the context of change detection when two images are not co-registered. An approach for detecting change in two successive images is proposed that is not affected by registration. The procedure uses the Kolmogorov-Smirnov test on homogeneous segments of an image to detect change, with the homogeneous segments determined using a Bayesian mixture model of pixel values. Using the mixture model to segment an image also allows for uncertainty in the composition of an image. This thesis concludes by comparing several different Bayesian image segmentation approaches that allow for uncertainty regarding the allocation of pixels to different ground components. Each segmentation approach is applied to a data set of chlorophyll values and shown to have different benefits and drawbacks depending on the aims of the analysis.

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Popular wireless network standards, such as IEEE 802.11/15/16, are increasingly adopted in real-time control systems. However, they are not designed for real-time applications. Therefore, the performance of such wireless networks needs to be carefully evaluated before the systems are implemented and deployed. While efforts have been made to model general wireless networks with completely random traffic generation, there is a lack of theoretical investigations into the modelling of wireless networks with periodic real-time traffic. Considering the widely used IEEE 802.11 standard, with the focus on its distributed coordination function (DCF), for soft-real-time control applications, this paper develops an analytical Markov model to quantitatively evaluate the network quality-of-service (QoS) performance in periodic real-time traffic environments. Performance indices to be evaluated include throughput capacity, transmission delay and packet loss ratio, which are crucial for real-time QoS guarantee in real-time control applications. They are derived under the critical real-time traffic condition, which is formally defined in this paper to characterize the marginal satisfaction of real-time performance constraints.

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We propose an approach to employ eigen light-fields for face recognition across pose on video. Faces of a subject are collected from video frames and combined based on the pose to obtain a set of probe light-fields. These probe data are then projected to the principal subspace of the eigen light-fields within which the classification takes place. We modify the original light-field projection and found that it is more robust in the proposed system. Evaluation on VidTIMIT dataset has demonstrated that the eigen light-fields method is able to take advantage of multiple observations contained in the video.

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To recognize faces in video, face appearances have been widely modeled as piece-wise local linear models which linearly approximate the smooth yet non-linear low dimensional face appearance manifolds. The choice of representations of the local models is crucial. Most of the existing methods learn each local model individually meaning that they only anticipate variations within each class. In this work, we propose to represent local models as Gaussian distributions which are learned simultaneously using the heteroscedastic probabilistic linear discriminant analysis (PLDA). Each gallery video is therefore represented as a collection of such distributions. With the PLDA, not only the within-class variations are estimated during the training, the separability between classes is also maximized leading to an improved discrimination. The heteroscedastic PLDA itself is adapted from the standard PLDA to approximate face appearance manifolds more accurately. Instead of assuming a single global within-class covariance, the heteroscedastic PLDA learns different within-class covariances specific to each local model. In the recognition phase, a probe video is matched against gallery samples through the fusion of point-to-model distances. Experiments on the Honda and MoBo datasets have shown the merit of the proposed method which achieves better performance than the state-of-the-art technique.