Stochastic output feedback model predictive control

This paper addresses the issue of output feedback model predictive control for linear systems with input constraints and stochastic disturbances. We show that the optimal policy uses the Kalman filter for state estimation, but the resultant state estimates are not utilized in a certainty equivalence control law

The impact of spatial scales and spatial smoothing on the outcome of Bayesian spatial model

Discretization of a geographical region is quite common in spatial analysis. There have been few studies into the impact of different geographical scales on the outcome of spatial models for different spatial patterns. This study aims to investigate the impact of spatial scales and spatial smoothing on the outcomes of modelling spatial point-based data. Given a spatial point-based dataset (such as occurrence of a disease), we study the geographical variation of residual disease risk using regular grid cells. The individual disease risk is modelled using a logistic model with the inclusion of spatially unstructured and/or spatially structured random effects. Three spatial smoothness priors for the spatially structured component are employed in modelling, namely an intrinsic Gaussian Markov random field, a second-order random walk on a lattice, and a Gaussian field with Matern correlation function. We investigate how changes in grid cell size affect model outcomes under different spatial structures and different smoothness priors for the spatial component. A realistic example (the Humberside data) is analyzed and a simulation study is described. Bayesian computation is carried out using an integrated nested Laplace approximation. The results suggest that the performance and predictive capacity of the spatial models improve as the grid cell size decreases for certain spatial structures. It also appears that different spatial smoothness priors should be applied for different patterns of point data.

Optimizing search strategies for invasive pests: Learn before you leap

Strategic searching for invasive pests presents a formidable challenge for conservation managers. Limited funding can necessitate choosing between surveying many sites cursorily, or focussing intensively on fewer sites. While existing knowledge may help to target more likely sites, e.g. with species distribution models (maps), this knowledge is not flawless and improving it also requires management investment. 2.In a rare example of trading-off action against knowledge gain, we combine search coverage and accuracy, and its future improvement, within a single optimisation framework. More specifically we examine under which circumstances managers should adopt one of two search-and-control strategies (cursory or focussed), and when they should divert funding to improving knowledge, making better predictive maps that benefit future searches. 3.We use a family of Receiver Operating Characteristic curves to reflect the quality of maps that direct search efforts. We demonstrate our framework by linking these to a logistic model of invasive spread such as that for the red imported fire ant Solenopsis invicta in south-east Queensland, Australia. 4.Cursory widespread searching is only optimal if the pest is already widespread or knowledge is poor, otherwise focussed searching exploiting the map is preferable. For longer management timeframes, eradication is more likely if funds are initially devoted to improving knowledge, even if this results in a short-term explosion of the pest population. 5.Synthesis and applications. By combining trade-offs between knowledge acquisition and utilization, managers can better focus - and justify - their spending to achieve optimal results in invasive control efforts. This framework can improve the efficiency of any ecological management that relies on predicting occurrence. © 2010 The Authors. Journal of Applied Ecology © 2010 British Ecological Society.

Characterization of alluvial formation by stochastic modelling of paleo-fluvial processes: The concept and method

Modelling fluvial processes is an effective way to reproduce basin evolution and to recreate riverbed morphology. However, due to the complexity of alluvial environments, deterministic modelling of fluvial processes is often impossible. To address the related uncertainties, we derive a stochastic fluvial process model on the basis of the convective Exner equation that uses the statistics (mean and variance) of river velocity as input parameters. These statistics allow for quantifying the uncertainty in riverbed topography, river discharge and position of the river channel. In order to couple the velocity statistics and the fluvial process model, the perturbation method is employed with a non-stationary spectral approach to develop the Exner equation as two separate equations: the first one is the mean equation, which yields the mean sediment thickness, and the second one is the perturbation equation, which yields the variance of sediment thickness. The resulting solutions offer an effective tool to characterize alluvial aquifers resulting from fluvial processes, which allows incorporating the stochasticity of the paleoflow velocity.

Correcting mean-field approximations for birth-death-movement processes

On the microscale, migration, proliferation and death are crucial in the development, homeostasis and repair of an organism; on the macroscale, such effects are important in the sustainability of a population in its environment. Dependent on the relative rates of migration, proliferation and death, spatial heterogeneity may arise within an initially uniform field; this leads to the formation of spatial correlations and can have a negative impact upon population growth. Usually, such effects are neglected in modeling studies and simple phenomenological descriptions, such as the logistic model, are used to model population growth. In this work we outline some methods for analyzing exclusion processes which include agent proliferation, death and motility in two and three spatial dimensions with spatially homogeneous initial conditions. The mean-field description for these types of processes is of logistic form; we show that, under certain parameter conditions, such systems may display large deviations from the mean field, and suggest computationally tractable methods to correct the logistic-type description.

Sit versus stand : can sitting be accurately identified using MTI accelerometer data?

High levels of sitting have been linked with poor health outcomes. Previously a pragmatic MTI accelerometer data cut-point (100 count/min-1) has been used to estimate sitting. Data on the accuracy of this cut-point is unavailable. PURPOSE: To ascertain whether the 100 count/min-1 cut-point accurately isolates sitting from standing activities. METHODS: Participants fitted with an MTI accelerometer were observed performing a range of sitting, standing, light & moderate activities. 1-min epoch MTI data were matched to observed activities, then re-categorized as either sitting or not using the 100 count/min-1 cut-point. Self-report demographics and current physical activity were collected. Generalized estimating equation for repeated measures with a binary logistic model analyses (GEE), corrected for age, gender and BMI, were conducted to ascertain the odds of the MTI data being misclassified. RESULTS: Data were from 26 healthy subjects (8 men; 50% aged <25 years; mean BMI (SD) 22.7(3.8)m/kg2). MTI sitting and standing data mode was 0 count/min-1, with 46% of sitting activities and 21% of standing activities recording 0 count/min-1. The GEE was unable to accurately isolate sitting from standing activities using the 100 count/min-1 cut-point, since all sitting activities were incorrectly predicted as standing (p=0.05). To further explore the sensitivity of MTI data to delineate sitting from standing, the upper 95% confidence interval of the mean for the sitting activities (46 count/min-1) was used to re-categorise the data; this resulted in the GEE correctly classifying 49% of sitting, and 69% of standing activities. Using the 100 count/min-1 cut-point the data were re-categorised into a combined ‘sit/stand’ category and tested against other light activities: 88% of sit/stand and 87% of light activities were accurately predicted. Using Freedson’s moderate cut-point of 1952 count/min-1 the GEE accurately predicted 97% of light vs. 90% of moderate activities. CONCLUSION: The distributions of MTI recorded sitting and standing data overlap considerably, as such the 100 count/min -1 cut-point did not accurately isolate sitting from other static standing activities. The 100 count/min -1 cut-point more accurately predicted sit/stand vs. other movement orientated activities.

Modelling port water collision risk using traffic conflicts

Navigational collisions are one of the major safety concerns for many seaports. Despite the extent of work recently done on collision risk analysis in port waters, little is known about the influencing factors of the risk. This paper develops a technique for modeling collision risks in port waterways in order to examine the associations between the risks and the geometric, traffic, and regulatory control characteristics of waterways. A binomial logistic model, which accounts for the correlations in the risks of a particular fairway at different time periods, is derived from traffic conflicts and calibrated for the Singapore port fairways. Estimation results show that the fairways attached to shoreline, traffic intersection and international fairway attribute higher risks, whereas those attached to confined water and local fairway possess lower risks. Higher risks are also found in the fairways featuring higher degree of bend, lower depth of water, higher numbers of cardinal and isolated danger marks, higher density of moving ships and lower operating speed. The risks are also found to be higher for night-time conditions.

Severity of driver injury and vehicle damage in traffic crashes at intersections: A Bayesian hierarchical analysis

Most crash severity studies ignored severity correlations between driver-vehicle units involved in the same crashes. Models without accounting for these within-crash correlations will result in biased estimates in the factor effects. This study developed a Bayesian hierarchical binomial logistic model to identify the significant factors affecting the severity level of driver injury and vehicle damage in traffic crashes at signalized intersections. Crash data in Singapore were employed to calibrate the model. Model fitness assessment and comparison using Intra-class Correlation Coefficient (ICC) and Deviance Information Criterion (DIC) ensured the suitability of introducing the crash-level random effects. Crashes occurring in peak time, in good street lighting condition, involving pedestrian injuries are associated with a lower severity, while those in night time, at T/Y type intersections, on right-most lane, and installed with red light camera have larger odds of being severe. Moreover, heavy vehicles have a better resistance on severe crash, while crashes involving two-wheel vehicles, young or aged drivers, and the involvement of offending party are more likely to result in severe injuries.

Developing targeted countermeasures to improve motorcycle safety

The fatality and injury rate of motorcyclists per registered vehicle are higher than those of other motor vehicles by 13 and 7 times respectively. The crash involvement rate of motorcyclists as a victim party is 58% at intersections and as an offending party is 67% at expressways. Previous research efforts showed that the motorcycle safety programs are not very effective in improving motorcycle safety. This is perhaps due to inefficient design of safety program as specific causal factors may not be well explored. The objective of this study is to propose more sophisticated countermeasures and awareness programs for improving motorcycle safety after analyzing specific causal factors for motorcycle crashes at intersections and expressways. Methodologically this study applies the binary logistic model to explore the at-fault or not-at-fault crash involvement of motorcyclists at those locations. A number of explanatory variables representing roadway characteristics, environmental factors, motorcycle descriptions, and rider demographics have been evaluated. Results shows that the night time crash occurrence, presence of red light camera, lane position, rider age, licence class, and multivehicle collision significantly affect the fault of motorcyclists involved in crashes at intersections. On the other hand, the night time crash occurrence, lane position, speed limit, rider age, licence class, engine capacity, riding with pillion passenger, foreign registered motorcycles, and multivehicle collision has been found to be significant at expressways. Legislate to wear reflective clothes and using reflective markings on the motorcycles and helmets are suggested as an effective countermeasure for reducing their vulnerability. The red light cameras at intersections reduce the vulnerability of motorcycles and hence motorcycle flow and motorcycle crashes should be considered during installation of red light cameras. At signalized intersections, motorcyclists may be taught to follow correct movement and queuing rather than weaving through the traffic as it leads them to become victims of other motorists. The riding simulators in the training centers can be useful to demonstrate the proper movement and queuing at junctions. Riding with pillion passenger and excess speed at expressways are found to significantly influence the at at-fault crash involvement of the motorcyclists. Hence the motorcyclists should be advised to concentrate more on riding while riding with pillion passenger and encouraged to avoid excess speed at expressways. Very young and very older group of riders are found to be at-fault than middle aged groups. Hence this group of riders should be targeted for safety improvement. This can be done by arranging safety talks and programs in motorcycling clubs in colleges and universities as well as community riding clubs with high proportion of elderly riders. It is recommended that the driving centers may use the findings of this study to include in licensure program to make motorcyclists more aware of the different factors which expose the motorcyclists to crash risks so that more defensive riding may be needed.

Economic growth and inequality patterns in the presence of costly technology adoption and uncertainty

We develop a stochastic endogenous growth model to explain the diversity in growth and inequality patterns and the non-convergence of incomes in transitional economies where an underdeveloped financial sector imposes an implicit, fixed cost on the diversification of idiosyncratic risk. In the model endogenous growth occurs through physical and human capital deepening, with the latter being the more dominant element. We interpret the fixed cost as a ‘learning by doing’ cost for entrepreneurs who undertake risk in the absence of well developed financial markets and institutions that help diversify such risk. As such, this cost may be interpreted as the implicit returns foregone due to the lack of diversification opportunities that would otherwise have been available, had such institutions been present. The analytical and numerical results of the model suggest three growth outcomes depending on the productivity differences between the projects and the fixed cost associated with the more productive project. We label these outcomes as poverty trap, dual economy and balanced growth. Further analysis of these three outcomes highlights the existence of a diversity within diversity. Specifically, within the ‘poverty trap’ and ‘dual economy’ scenarios growth and inequality patterns differ, depending on the initial conditions. This additional diversity allows the model to capture a richer range of outcomes that are consistent with the empirical experience of several transitional economies.

How similar are two-unit bicycle and motorcycle crashes?

This paper explores the similarities and differences between bicycle and motorcycle crashes with other motor vehicles. If similar treatments can be effective for both bicycle and motorcycle crashes, then greater benefits in terms crash costs saved may be possible for the same investment in treatments. To reduce the biases associated with under-reporting of these crashes to police, property damage and minor injury crashes were excluded. The most common crash type for both bicycles (31.1%) and motorcycles (24.5%) was intersection from adjacent approaches. Drivers of other vehicles were coded most at fault in the majority of two-unit bicycle (57.0%) and motorcycle crashes (62.7%). The crash types, patterns of fault and factors affecting fault were generally similar for bicycle and motorcycle crashes. This confirms the need to combat the factors contributing to failure of other drivers to yield right of way to two-wheelers, and suggest that some of these actions should prove beneficial to the safety of both motorized and non-motorized two-wheelers. In contrast, child bicyclists were more often at fault, particularly in crashes involving a vehicle leaving the driveway or footpath. The greater reporting of violations by riders and drivers in motorcycle crashes also deserves further investigation.

Simplified method for including spatial correlations in mean-field approximations

Biological systems involving proliferation, migration and death are observed across all scales. For example, they govern cellular processes such as wound-healing, as well as the population dynamics of groups of organisms. In this paper, we provide a simplified method for correcting mean-field approximations of volume-excluding birth-death-movement processes on a regular lattice. An initially uniform distribution of agents on the lattice may give rise to spatial heterogeneity, depending on the relative rates of proliferation, migration and death. Many frameworks chosen to model these systems neglect spatial correlations, which can lead to inaccurate predictions of their behaviour. For example, the logistic model is frequently chosen, which is the mean-field approximation in this case. This mean-field description can be corrected by including a system of ordinary differential equations for pair-wise correlations between lattice site occupancies at various lattice distances. In this work we discuss difficulties with this method and provide a simplication, in the form of a partial differential equation description for the evolution of pair-wise spatial correlations over time. We test our simplified model against the more complex corrected mean-field model, finding excellent agreement. We show how our model successfully predicts system behaviour in regions where the mean-field approximation shows large discrepancies. Additionally, we investigate regions of parameter space where migration is reduced relative to proliferation, which has not been examined in detail before, and our method is successful at correcting the deviations observed in the mean-field model in these parameter regimes.

Estimating present day extreme water level exceedance probabilities around the coastline of Australia : tropical cyclone-induced storm surges

The incidence of major storm surges in the last decade have dramatically emphasized the immense destructive capabilities of extreme water level events, particularly when driven by severe tropical cyclones. Given this risk, it is vitally important that the exceedance probabilities of extreme water levels are accurately evaluated to inform risk-based flood and erosion management, engineering and for future land-use planning and to ensure the risk of catastrophic structural failures due to under-design or expensive wastes due to over-design are minimised. Australia has a long history of coastal flooding from tropical cyclones. Using a novel integration of two modeling techniques, this paper provides the first estimates of present day extreme water level exceedance probabilities around the whole coastline of Australia, and the first estimates that combine the influence of astronomical tides, storm surges generated by both extra-tropical and tropical cyclones, and seasonal and inter-annual variations in mean sea level. Initially, an analysis of tide gauge records has been used to assess the characteristics of tropical cyclone-induced surges around Australia. However, given the dearth (temporal and spatial) of information around much of the coastline, and therefore the inability of these gauge records to adequately describe the regional climatology, an observationally based stochastic tropical cyclone model has been developed to synthetically extend the tropical cyclone record to 10,000 years. Wind and pressure fields derived for these synthetically generated events have then been used to drive a hydrodynamic model of the Australian continental shelf region with annual maximum water levels extracted to estimate exceedance probabilities around the coastline. To validate this methodology, selected historic storm surge events have been simulated and resultant storm surges compared with gauge records. Tropical cyclone induced exceedance probabilities have been combined with estimates derived from a 61-year water level hindcast described in a companion paper to give a single estimate of present day extreme water level probabilities around the whole coastline of Australia. Results of this work are freely available to coastal engineers, managers and researchers via a web-based tool (www.sealevelrise.info). The described methodology could be applied to other regions of the world, like the US east coast, that are subject to both extra-tropical and tropical cyclones.