Performance analysis of adaptive lattice filters for FM signals and alpha-stable processes

The performance of an adaptive filter may be studied through the behaviour of the optimal and adaptive coefficients in a given environment. This thesis investigates the performance of finite impulse response adaptive lattice filters for two classes of input signals: (a) frequency modulated signals with polynomial phases of order p in complex Gaussian white noise (as nonstationary signals), and (b) the impulsive autoregressive processes with alpha-stable distributions (as non-Gaussian signals). Initially, an overview is given for linear prediction and adaptive filtering. The convergence and tracking properties of the stochastic gradient algorithms are discussed for stationary and nonstationary input signals. It is explained that the stochastic gradient lattice algorithm has many advantages over the least-mean square algorithm. Some of these advantages are having a modular structure, easy-guaranteed stability, less sensitivity to the eigenvalue spread of the input autocorrelation matrix, and easy quantization of filter coefficients (normally called reflection coefficients). We then characterize the performance of the stochastic gradient lattice algorithm for the frequency modulated signals through the optimal and adaptive lattice reflection coefficients. This is a difficult task due to the nonlinear dependence of the adaptive reflection coefficients on the preceding stages and the input signal. To ease the derivations, we assume that reflection coefficients of each stage are independent of the inputs to that stage. Then the optimal lattice filter is derived for the frequency modulated signals. This is performed by computing the optimal values of residual errors, reflection coefficients, and recovery errors. Next, we show the tracking behaviour of adaptive reflection coefficients for frequency modulated signals. This is carried out by computing the tracking model of these coefficients for the stochastic gradient lattice algorithm in average. The second-order convergence of the adaptive coefficients is investigated by modeling the theoretical asymptotic variance of the gradient noise at each stage. The accuracy of the analytical results is verified by computer simulations. Using the previous analytical results, we show a new property, the polynomial order reducing property of adaptive lattice filters. This property may be used to reduce the order of the polynomial phase of input frequency modulated signals. Considering two examples, we show how this property may be used in processing frequency modulated signals. In the first example, a detection procedure in carried out on a frequency modulated signal with a second-order polynomial phase in complex Gaussian white noise. We showed that using this technique a better probability of detection is obtained for the reduced-order phase signals compared to that of the traditional energy detector. Also, it is empirically shown that the distribution of the gradient noise in the first adaptive reflection coefficients approximates the Gaussian law. In the second example, the instantaneous frequency of the same observed signal is estimated. We show that by using this technique a lower mean square error is achieved for the estimated frequencies at high signal-to-noise ratios in comparison to that of the adaptive line enhancer. The performance of adaptive lattice filters is then investigated for the second type of input signals, i.e., impulsive autoregressive processes with alpha-stable distributions . The concept of alpha-stable distributions is first introduced. We discuss that the stochastic gradient algorithm which performs desirable results for finite variance input signals (like frequency modulated signals in noise) does not perform a fast convergence for infinite variance stable processes (due to using the minimum mean-square error criterion). To deal with such problems, the concept of minimum dispersion criterion, fractional lower order moments, and recently-developed algorithms for stable processes are introduced. We then study the possibility of using the lattice structure for impulsive stable processes. Accordingly, two new algorithms including the least-mean P-norm lattice algorithm and its normalized version are proposed for lattice filters based on the fractional lower order moments. Simulation results show that using the proposed algorithms, faster convergence speeds are achieved for parameters estimation of autoregressive stable processes with low to moderate degrees of impulsiveness in comparison to many other algorithms. Also, we discuss the effect of impulsiveness of stable processes on generating some misalignment between the estimated parameters and the true values. Due to the infinite variance of stable processes, the performance of the proposed algorithms is only investigated using extensive computer simulations.

Use of 3D visualisation to enhance groundwater stable isotope data and its interpretation, Lockyer Valley, southeast Queensland

The use of stable isotope ratios δ18O and δ2H are well established in assessment of groundwater systems and their hydrology. The conventional approach is based on x/y plots and relation to various MWL’s, and plots of either ratio against parameters such as Clor EC. An extension of interpretation is the use of 2D maps and contour plots, and 2D hydrogeological vertical sections. An enhancement of presentation and interpretation is the production of “isoscapes”, usually as 2.5D surface projections. We have applied groundwater isotopic data to a 3D visualisation, using the alluvial aquifer system of the Lockyer Valley. The 3D framework is produced in GVS (Groundwater Visualisation System). This format enables enhanced presentation by displaying the spatial relationships and allowing interpolation between “data points” i.e. borehole screened zones where groundwater enters. The relative variations in the δ18O and δ2H values are similar in these ambient temperature systems. However, δ2H better reflects hydrological processes, whereas δ18O also reflects aquifer/groundwater exchange reactions. The 3D model has the advantage that it displays borehole relations to spatial features, enabling isotopic ratios and their values to be associated with, for example, bedrock groundwater mixing, interaction between aquifers, relation to stream recharge, and to near-surface and return irrigation water evaporation. Some specific features are also shown, such as zones of leakage of deeper groundwater (in this case with a GAB signature). Variations in source of recharging water at a catchment scale can be displayed. Interpolation between bores is not always possible depending on numbers and spacing, and by elongate configuration of the alluvium. In these cases, the visualisation uses discs around the screens that can be manually expanded to test extent or intersections. Separate displays are used for each of δ18O and δ2H and colour coding for isotope values.

Measurement of total body water (TBW) and total energy expenditure (TEE) using stable isotopes

Understanding the relationship between diet, physical activity and health in humans requires accurate measurement of body composition and daily energy expenditure. Stable isotopes provide a means of measuring total body water and daily energy expenditure under free-living conditions. While the use of isotope ratio mass spectrometry (IRMS) for the analysis of 2H (Deuterium) and 18O (Oxygen-18) is well established in the field of human energy metabolism research, numerous questions remain regarding the factors which influence analytical and measurement error using this methodology. This thesis was comprised of four studies with the following emphases. The aim of Study 1 was to determine the analytical and measurement error of the IRMS with regard to sample handling under certain conditions. Study 2 involved the comparison of TEE (Total daily energy expenditure) using two commonly employed equations. Further, saliva and urine samples, collected at different times, were used to determine if clinically significant differences would occur. Study 3 was undertaken to determine the appropriate collection times for TBW estimates and derived body composition values. Finally, Study 4, a single case study to investigate if TEE measures are affected when the human condition changes due to altered exercise and water intake. The aim of Study 1 was to validate laboratory approaches to measure isotopic enrichment to ensure accurate (to international standards), precise (reproducibility of three replicate samples) and linear (isotope ratio was constant over the expected concentration range) results. This established the machine variability for the IRMS equipment in use at Queensland University for both TBW and TEE. Using either 0.4mL or 0.5mL sample volumes for both oxygen-18 and deuterium were statistically acceptable (p>0.05) and showed a within analytical variance of 5.8 Delta VSOW units for deuterium, 0.41 Delta VSOW units for oxygen-18. This variance was used as “within analytical noise” to determine sample deviations. It was also found that there was no influence of equilibration time on oxygen-18 or deuterium values when comparing the minimum (oxygen-18: 24hr; deuterium: 3 days) and maximum (oxygen-18: and deuterium: 14 days) equilibration times. With regard to preparation using the vacuum line, any order of preparation is suitable as the TEE values fall within 8% of each other regardless of preparation order. An 8% variation is acceptable for the TEE values due to biological and technical errors (Schoeller, 1988). However, for the automated line, deuterium must be assessed first followed by oxygen-18 as the automated machine line does not evacuate tubes but merely refills them with an injection of gas for a predetermined time. Any fractionation (which may occur for both isotopes), would cause a slight elevation in the values and hence a lower TEE. The purpose of the second and third study was to investigate the use of IRMS to measure the TEE and TBW of and to validate the current IRMS practices in use with regard to sample collection times of urine and saliva, the use of two TEE equations from different research centers and the body composition values derived from these TEE and TBW values. Following the collection of a fasting baseline urine and saliva sample, 10 people (8 women, 2 men) were dosed with a doubly labeled water does comprised of 1.25g 10% oxygen-18 and 0.1 g 100% deuterium/kg body weight. The samples were collected hourly for 12 hrs on the first day and then morning, midday, and evening samples were collected for the next 14 days. The samples were analyzed using an isotope ratio mass spectrometer. For the TBW, time to equilibration was determined using three commonly employed data analysis approaches. Isotopic equilibration was reached in 90% of the sample by hour 6, and in 100% of the sample by hour 7. With regard to the TBW estimations, the optimal time for urine collection was found to be between hours 4 and 10 as to where there was no significant difference between values. In contrast, statistically significant differences in TBW estimations were found between hours 1-3 and from 11-12 when compared with hours 4-10. Most of the individuals in this study were in equilibrium after 7 hours. The TEE equations of Prof Dale Scholler (Chicago, USA, IAEA) and Prof K.Westerterp were compared with that of Prof. Andrew Coward (Dunn Nutrition Centre). When comparing values derived from samples collected in the morning and evening there was no effect of time or equation on resulting TEE values. The fourth study was a pilot study (n=1) to test the variability in TEE as a result of manipulations in fluid consumption and level of physical activity; the magnitude of change which may be expected in a sedentary adult. Physical activity levels were manipulated by increasing the number of steps per day to mimic the increases that may result when a sedentary individual commences an activity program. The study was comprised of three sub-studies completed on the same individual over a period of 8 months. There were no significant changes in TBW across all studies, even though the elimination rates changed with the supplemented water intake and additional physical activity. The extra activity may not have sufficiently strenuous enough and the water intake high enough to cause a significant change in the TBW and hence the CO2 production and TEE values. The TEE values measured show good agreement based on the estimated values calculated on an RMR of 1455 kcal/day, a DIT of 10% of TEE and activity based on measured steps. The covariance values tracked when plotting the residuals were found to be representative of “well-behaved” data and are indicative of the analytical accuracy. The ratio and product plots were found to reflect the water turnover and CO2 production and thus could, with further investigation, be employed to identify the changes in physical activity.

Determination of coastal ground and surface water processes and character by use of hydrochemistry and stable isotopes, Fraser Coast, Queensland

This study was part of an integrated project developed in response to concerns regarding current and future land practices affecting water quality within coastal catchments and adjacent marine environments. Two forested coastal catchments on the Fraser Coast, Australia, were chosen as examples of low-modification areas with similar geomorphological and land-use characteristics to many other coastal zones in southeast Queensland. For this component of the overall project, organic , physico-chemical (Eh, pH and DO), ionic (Fe2+, Fe3+), and isotopic (ä13CDIC, ä15NDIN ä34SSO4) data were used to characterise waters and identify sources and processes contributing to concentrations and form of dissolved Fe, C, N and S within the ground and surface waters of these coastal catchments. Three sites with elevated Fe concentrations are discussed in detail. These included a shallow pool with intermittent interaction with the surface water drainage system, a monitoring well within a semi-confined alluvial aquifer, and a monitoring well within the fresh/saline water mixing zone adjacent to an estuary. Conceptual models of processes occurring in these environments are presented. The primary factors influencing Fe transport were; microbial reduction of Fe3+ oxyhydroxides in groundwaters and in the hyporheic zone of surface drainage systems, organic input available for microbial reduction and Fe3+ complexation, bacterial activity for reduction and oxidation, iron curtain effects where saline/fresh water mixing occurs, and variation in redox conditions with depth in ground and surface water columns. Data indicated that groundwater seepage appears a more likely source of Fe to coastal waters (during periods of low rainfall) via tidal flux. The drainage system is ephemeral and contributes little discharge to marine waters. However, data collected during a high rainfall event indicated considerable Fe loads can be transported to the estuary mouth from the catchment.

Stable strong order 1.0 schemes for solving stochastic ordinary differential equations

The Balanced method was introduced as a class of quasi-implicit methods, based upon the Euler-Maruyama scheme, for solving stiff stochastic differential equations. We extend the Balanced method to introduce a class of stable strong order 1. 0 numerical schemes for solving stochastic ordinary differential equations. We derive convergence results for this class of numerical schemes. We illustrate the asymptotic stability of this class of schemes is illustrated and is compared with contemporary schemes of strong order 1. 0. We present some evidence on parametric selection with respect to minimising the error convergence terms. Furthermore we provide a convergence result for general Balanced style schemes of higher orders.

Coexistence of stable spots and fronts in a three-component FitzHugh-Nagumo system

We investigate regions of bistability between different travelling and stationary structures in a planar singularly-perturbed three-component reaction-diffusion system that arises in the context of gas discharge systems. In previous work, we delineated the existence and stabil-ity regions of stationary localized spots in this system. Here, we complement this analysis by establishing the stability regions of planar travelling fronts and stationary stripes. Taken together, these results imply that stable fronts and spots can coexist in three-component systems. Numerical simulations indicate that the stable fronts never move towards stable spots but instead move away from them.

Preparation and thermal energy storage properties of paraffin/calcined diatomite composites as form-stable phase change materials

A composite paraffin-based phase change material (PCM) was prepared by blending composite paraffin and calcined diatomite through the fusion adsorption method. In this study, raw diatomite was purified by thermal treatment in order to improve the adsorption capacity of diatomite, which acted as a carrier material to prepare shape-stabilized PCMs. Two forms of paraffin (paraffin waxes and liquid paraffin) with different melting points were blended together by the fusion method, and the optimum mixed proportion with a suitable phase-transition temperature was obtained through differential scanning calorimetry (DSC) analysis. Then the prepared composite paraffin was adsorbed in calcined diatomite. The prepared paraffin/calcined diatomite composites were characterized by the scanning electron microscope (SEM) and Fourier transformation infrared (FT-IR) analysis techniques. Thermal energy storage properties of the composite PCMs were determined by DSC method. DSC results showed that there was an optimum adsorption ratio between composite paraffin and calcined diatomite and the phase-transition temperature and the latent heat of the composite PCMs were 33.04 ◦C and 89.54 J/g, respectively. Thermal cycling test of composite PCMs showed that the prepared material is thermally reliable and chemically stable. The obtained paraffin/calcined diatomite composites have proper latent heat and melting temperatures, and show practical significance and good potential application value.

A novel T-DNA vector design for selection of transgenic lines with simple transgene integration and stable transgene expression

Plants transformed with Agrobacterium frequently contain T-DNA concatamers with direct-repeat (d/r) or inverted-repeat (i/r) transgene integrations, and these repetitive T-DNA insertions are often associated with transgene silencing. To facilitate the selection of transgenic lines with simple T-DNA insertions, we constructed a binary vector (pSIV) based on the principle of hairpin RNA (hpRNA)-induced gene silencing. The vector is designed so that any transformed cells that contain more than one insertion per locus should generate hpRNA against the selective marker gene, leading to its silencing. These cells should, therefore, be sensitive to the selective agent and less likely to regenerate. Results from Arabidopsis and tobacco transformation showed that pSIV gave considerably fewer transgenic lines with repetitive insertions than did a conventional T-DNA vector (pCON). Furthermore, the transgene was more stably expressed in the pSIV plants than in the pCON plants. Rescue of plant DNA flanking sequences from pSIV plants was significantly more frequent than from pCON plants, suggesting that pSIV is potentially useful for T-DNA tagging. Our results revealed a perfect correlation between the presence of tail-to-tail inverted repeats and transgene silencing, supporting the view that read-through hpRNA transcript derived from i/r T-DNA insertions is a primary inducer of transgene silencing in plants. © CSIRO 2005.