Structure adaptation of linear MMSE adaptive filters

The tap-length, or the number of the taps, is an important structural parameter of the linear MMSE adaptive filter. Although the optimum tap-length that balances performance and complexity varies with scenarios, most current adaptive filters fix the tap-length at some compromise value, making them inefficient to implement especially in time-varying scenarios. A novel gradient search based variable tap-length algorithm is proposed, using the concept of the pseudo-fractional tap-length, and it is shown that the new algorithm can converge to the optimum tap-length in the mean. Results of computer simulations are also provided to verify the analysis.

On approximate electromagnetic cloaking by transformation media

We give a comprehensive study on regularized approximate electromagnetic cloaking in the spherical geometry via the transformation optics approach. The following aspects are investigated: (i) near-invisibility cloaking of passive media as well as active/radiating sources; (ii) the existence of cloak-busting inclusions without lossy medium lining; (iii) overcoming the cloaking-busts by employing a lossy layer outside the cloaked region; and (iv) the frequency dependence of the cloaking performances. We address these issues and connect the obtained asymptotic results to singular ideal cloaking. Numerical verifications and demonstrations are provided to show the sharpness of our analytical study.

Electromagnetic atmosphere-plasma coupling: the global atmospheric electric circuit

A description is given of the global atmospheric electric circuit operating between the Earth’s surface and the ionosphere. Attention is drawn to the huge range of horizontal and vertical spatial scales, ranging from 10−9 m to 1012 m, concerned with the many important processes at work. A similarly enormous range of time scales is involved from 10−6 s to 109 s, in the physical effects and different phenomena that need to be considered. The current flowing in the global circuit is generated by disturbed weather such as thunderstorms and electrified rain/shower clouds, mostly occurring over the Earth’s land surface. The profile of electrical conductivity up through the atmosphere, determined mainly by galactic cosmic ray ionization, is a crucial parameter of the circuit. Model simulation results on the variation of the ionospheric potential, ∼250 kV positive with respect to the Earth’s potential, following lightning discharges and sprites are summarized. Experimental results comparing global circuit variations with the neutron rate recorded at Climax, Colorado, are then discussed. Within the return (load) part of the circuit in the fair weather regions remote from the generators, charge layers exist on the upper and lower edges of extensive layer clouds; new experimental evidence for these charge layers is also reviewed. Finally, some directions for future research in the subject are suggested.

Advances in sequential data assimilation and numerical weather forecasting: an Ensemble Transform Kalman-Bucy Filter, a study on clustering in deterministic Ensemble Square Root Filters, and a test of a new time stepping scheme in an atmospheric model

This dissertation deals with aspects of sequential data assimilation (in particular ensemble Kalman filtering) and numerical weather forecasting. In the first part, the recently formulated Ensemble Kalman-Bucy (EnKBF) filter is revisited. It is shown that the previously used numerical integration scheme fails when the magnitude of the background error covariance grows beyond that of the observational error covariance in the forecast window. Therefore, we present a suitable integration scheme that handles the stiffening of the differential equations involved and doesn’t represent further computational expense. Moreover, a transform-based alternative to the EnKBF is developed: under this scheme, the operations are performed in the ensemble space instead of in the state space. Advantages of this formulation are explained. For the first time, the EnKBF is implemented in an atmospheric model. The second part of this work deals with ensemble clustering, a phenomenon that arises when performing data assimilation using of deterministic ensemble square root filters in highly nonlinear forecast models. Namely, an M-member ensemble detaches into an outlier and a cluster of M-1 members. Previous works may suggest that this issue represents a failure of EnSRFs; this work dispels that notion. It is shown that ensemble clustering can be reverted also due to nonlinear processes, in particular the alternation between nonlinear expansion and compression of the ensemble for different regions of the attractor. Some EnSRFs that use random rotations have been developed to overcome this issue; these formulations are analyzed and their advantages and disadvantages with respect to common EnSRFs are discussed. The third and last part contains the implementation of the Robert-Asselin-Williams (RAW) filter in an atmospheric model. The RAW filter is an improvement to the widely popular Robert-Asselin filter that successfully suppresses spurious computational waves while avoiding any distortion in the mean value of the function. Using statistical significance tests both at the local and field level, it is shown that the climatology of the SPEEDY model is not modified by the changed time stepping scheme; hence, no retuning of the parameterizations is required. It is found the accuracy of the medium-term forecasts is increased by using the RAW filter.

Ensemble clustering in deterministic ensemble Kalman filters

Ensemble clustering (EC) can arise in data assimilation with ensemble square root filters (EnSRFs) using non-linear models: an M-member ensemble splits into a single outlier and a cluster of M−1 members. The stochastic Ensemble Kalman Filter does not present this problem. Modifications to the EnSRFs by a periodic resampling of the ensemble through random rotations have been proposed to address it. We introduce a metric to quantify the presence of EC and present evidence to dispel the notion that EC leads to filter failure. Starting from a univariate model, we show that EC is not a permanent but transient phenomenon; it occurs intermittently in non-linear models. We perform a series of data assimilation experiments using a standard EnSRF and a modified EnSRF by a resampling though random rotations. The modified EnSRF thus alleviates issues associated with EC at the cost of traceability of individual ensemble trajectories and cannot use some of algorithms that enhance performance of standard EnSRF. In the non-linear regimes of low-dimensional models, the analysis root mean square error of the standard EnSRF slowly grows with ensemble size if the size is larger than the dimension of the model state. However, we do not observe this problem in a more complex model that uses an ensemble size much smaller than the dimension of the model state, along with inflation and localisation. Overall, we find that transient EC does not handicap the performance of the standard EnSRF.

Cooled infrared filters and dichroics for the sea and land surface temperature radiometer (SLSTR)

The Sea and Land Surface Temperature Radiometer (SLSTR) is a nine channel visible and infrared high precision radiometer designed to provide climate data of global sea and land surface temperatures. The SLSTR payload is destined to fly on the Ocean and Medium-Resolution Land Mission for the ESA/EU Global Monitoring for Environment and Security (GMES) Programme Sentinel-3 mission to measure the sea and land temperature and topography for near real-time environmental and atmospheric climate monitoring of the Earth. In this paper we describe the optical layout of infrared optics in the instrument, spectral thin-film multilayer design, and system channel throughput analysis for the combined interference filter and dichroic beamsplitter coatings to discriminate wavelengths at 3.74, 10.85 & 12.0 μm. The rationale for selection of thin-film materials, deposition technique, and environmental testing, inclusive of humidity, thermal cycling and ionizing radiation testing are also described.

Scattering of electromagnetic waves by rough interfaces and inhomogeneous layers

We consider a two-dimensional problem of scattering of a time-harmonic electromagnetic plane wave by an infinite inhomogeneous conducting or dielectric layer at the interface between semi-infinite homogeneous dielectric half-spaces. The magnetic permeability is assumed to be a fixed positive constant. The material properties of the media are characterized completely by an index of refraction, which is a bounded measurable function in the layer and takes positive constant values above and below the layer, corresponding to the homogeneous dielectric media. In this paper, we examine only the transverse magnetic (TM) polarization case. A radiation condition appropriate for scattering by infinite rough surfaces is introduced, a generalization of the Rayleigh expansion condition for diffraction gratings. With the help of the radiation condition the problem is reformulated as an equivalent mixed system of boundary and domain integral equations, consisting of second-kind integral equations over the layer and interfaces within the layer. Assumptions on the variation of the index of refraction in the layer are then imposed which prove to be sufficient, together with the radiation condition, to prove uniqueness of solution and nonexistence of guided wave modes. Recent, general results on the solvability of systems of second kind integral equations on unbounded domains establish existence of solution and continuous dependence in a weighted norm of the solution on the given data. The results obtained apply to the case of scattering by a rough interface between two dielectric media and to many other practical configurations.

Ensemble transform Kalman-Bucy filters

Two recent works have adapted the Kalman–Bucy filter into an ensemble setting. In the first formulation, the ensemble of perturbations is updated by the solution of an ordinary differential equation (ODE) in pseudo-time, while the mean is updated as in the standard Kalman filter. In the second formulation, the full ensemble is updated in the analysis step as the solution of single set of ODEs in pseudo-time. Neither requires matrix inversions except for the frequently diagonal observation error covariance. We analyse the behaviour of the ODEs involved in these formulations. We demonstrate that they stiffen for large magnitudes of the ratio of background error to observational error variance, and that using the integration scheme proposed in both formulations can lead to failure. A numerical integration scheme that is both stable and is not computationally expensive is proposed. We develop transform-based alternatives for these Bucy-type approaches so that the integrations are computed in ensemble space where the variables are weights (of dimension equal to the ensemble size) rather than model variables. Finally, the performance of our ensemble transform Kalman–Bucy implementations is evaluated using three models: the 3-variable Lorenz 1963 model, the 40-variable Lorenz 1996 model, and a medium complexity atmospheric general circulation model known as SPEEDY. The results from all three models are encouraging and warrant further exploration of these assimilation techniques.

The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test

This paper considers the effect of using a GARCH filter on the properties of the BDS test statistic as well as a number of other issues relating to the application of the test. It is found that, for certain values of the user-adjustable parameters, the finite sample distribution of the test is far-removed from asymptotic normality. In particular, when data generated from some completely different model class are filtered through a GARCH model, the frequency of rejection of iid falls, often substantially. The implication of this result is that it might be inappropriate to use non-rejection of iid of the standardised residuals of a GARCH model as evidence that the GARCH model ‘fits’ the data.

Spectral design of temperature-invariant narrow bandpass filters for the mid-infrared

The ability of narrow bandpass filters to discriminate wavelengths between closely-separated gas absorption lines is crucial in many areas of infrared spectroscopy. As improvements to the sensitivity of infrared detectors enables operation in uncontrolled high-temperature environments, this imposes demands on the explicit bandpass design to provide temperature-invariant behavior. The unique negative temperature coefficient (dn/dT<0) of Lead-based (Pb) salts, in combination with dielectric materials enable bandpass filters with exclusive immunity to shifts in wavelength with temperature. This paper presents the results of an investigation into the interdependence between multilayer bandpass design and optical materials together with a review on invariance at elevated temperatures.

Assessment of the CMD Mini-Explorer, a new low-frequency multi-coil electromagnetic device, for archaeological investigations

In this article we assess the abilities of a new electromagnetic (EM) system, the CMD Mini-Explorer, for prospecting of archaeological features in Ireland and the UK. The Mini-Explorer is an EM probe which is primarily aimed at the environmental/geological prospecting market for the detection of pipes and geology. It has long been evident from the use of other EM devices that such an instrument might be suitable for shallow soil studies and applicable for archaeological prospecting. Of particular interest for the archaeological surveyor is the fact that the Mini-Explorer simultaneously obtains both quadrature (‘conductivity’) and in-phase (relative to ‘magnetic susceptibility’) data from three depth levels. As the maximum depth range is probably about 1.5 m, a comprehensive analysis of the subsoil within that range is possible. As with all EM devices the measurements require no contact with the ground, thereby negating the problem of high contact resistance that often besets earth resistance data during dry spells. The use of the CMD Mini-Explorer at a number of sites has demonstrated that it has the potential to detect a range of archaeological features and produces high-quality data that are comparable in quality to those obtained from standard earth resistance and magnetometer techniques. In theory the ability to measure two phenomena at three depths suggests that this type of instrument could reduce the number of poor outcomes that are the result of single measurement surveys. The high success rate reported here in the identification of buried archaeology using a multi-depth device that responds to the two most commonly mapped geophysical phenomena has implications for evaluation style surveys. Copyright © 2013 John Wiley & Sons, Ltd.