Linear-wavelet models applied to the identification of a two-link manipulator

This paper shows that a wavelet network and a linear term can be advantageously combined for the purpose of non linear system identification. The theoretical foundation of this approach is laid by proving that radial wavelets are orthogonal to linear functions. A constructive procedure for building such nonlinear regression structures, termed linear-wavelet models, is described. For illustration, sim ulation data are used to identify a model for a two-link robotic manipulator. The results show that the introduction of wavelets does improve the prediction ability of a linear model.

Climate model calculations of the impact of aerosols from road transport and shipping

Road transport and shipping are copious sources of aerosols, which exert a 9 significant radiative forcing, compared to, for example, the CO2 emitted by these sectors. An 10 advanced atmospheric general circulation model, coupled to a mixed-layer ocean, is used to 11 calculate the climate response to the direct radiative forcing from such aerosols. The cases 12 considered include imposed distributions of black carbon and sulphate aerosols from road 13 transport, and sulphate aerosols from shipping; these are compared to the climate response 14 due to CO2 increases. The difficulties in calculating the climate response due to small 15 forcings are discussed, as the actual forcings have to be scaled by large amounts to enable a 16 climate response to be easily detected. Despite the much greater geographical inhomogeneity 17 in the sulphate forcing, the patterns of zonal and annual-mean surface temperature response 18 (although opposite in sign) closely resembles that resulting from homogeneous changes in 19 CO2. The surface temperature response to black carbon aerosols from road transport is shown 20 to be notably non-linear in scaling applied, probably due to the semi-direct response of clouds 21 to these aerosols. For the aerosol forcings considered here, the most widespread method of 22 calculating radiative forcing significantly overestimates their effect, relative to CO2, 23 compared to surface temperature changes calculated using the climate model.

Minimum norm regularization of descriptor systems by mixed output feedback

We study the regularization problem for linear, constant coefficient descriptor systems Ex' = Ax+Bu, y1 = Cx, y2 = Γx' by proportional and derivative mixed output feedback. Necessary and sufficient conditions are given, which guarantee that there exist output feedbacks such that the closed-loop system is regular, has index at most one and E+BGΓ has a desired rank, i.e., there is a desired number of differential and algebraic equations. To resolve the freedom in the choice of the feedback matrices we then discuss how to obtain the desired regularizing feedback of minimum norm and show that this approach leads to useful results in the sense of robustness only if the rank of E is decreased. Numerical procedures are derived to construct the desired feedback gains. These numerical procedures are based on orthogonal matrix transformations which can be implemented in a numerically stable way.

Measures of observation impact in non-Gaussian data assimilation

ABSTRACT Non-Gaussian/non-linear data assimilation is becoming an increasingly important area of research in the Geosciences as the resolution and non-linearity of models are increased and more and more non-linear observation operators are being used. In this study, we look at the effect of relaxing the assumption of a Gaussian prior on the impact of observations within the data assimilation system. Three different measures of observation impact are studied: the sensitivity of the posterior mean to the observations, mutual information and relative entropy. The sensitivity of the posterior mean is derived analytically when the prior is modelled by a simplified Gaussian mixture and the observation errors are Gaussian. It is found that the sensitivity is a strong function of the value of the observation and proportional to the posterior variance. Similarly, relative entropy is found to be a strong function of the value of the observation. However, the errors in estimating these two measures using a Gaussian approximation to the prior can differ significantly. This hampers conclusions about the effect of the non-Gaussian prior on observation impact. Mutual information does not depend on the value of the observation and is seen to be close to its Gaussian approximation. These findings are illustrated with the particle filter applied to the Lorenz ’63 system. This article is concluded with a discussion of the appropriateness of these measures of observation impact for different situations.

Tests of non-linearity using LIFFE futures transactions price data

This paper presents and implements a number of tests for non-linear dependence and a test for chaos using transactions prices on three LIFFE futures contracts: the Short Sterling interest rate contract, the Long Gilt government bond contract, and the FTSE 100 stock index futures contract. While previous studies of high frequency futures market data use only those transactions which involve a price change, we use all of the transaction prices on these contracts whether they involve a price change or not. Our results indicate irrefutable evidence of non-linearity in two of the three contracts, although we find no evidence of a chaotic process in any of the series. We are also able to provide some indications of the effect of the duration of the trading day on the degree of non-linearity of the underlying contract. The trading day for the Long Gilt contract was extended in August 1994, and prior to this date there is no evidence of any structure in the return series. However, after the extension of the trading day we do find evidence of a non-linear return structure.

Testing for non-linearity in daily sterling exchange rates

A number of tests for non-linear dependence in time series are presented and implemented on a set of 10 daily sterling exchange rates covering the entire post Bretton-Woods era until the present day. Irrefutable evidence of non-linearity is shown in many of the series, but most of this dependence can apparently be explained by reference to the GARCH family of models. It is suggested that the literature in this area has reached an impasse, with the presence of ARCH effects clearly demonstrated in a large number of papers, but with the tests for non-linearity which are currently available being unable to classify any additional non-linear structure.

On the observability of turbulent transport rates by Argo: supporting evidence from an inversion experiment

Although estimation of turbulent transport parameters using inverse methods is not new, there is little evaluation of the method in the literature. Here, it is shown that extended observation of the broad scale hydrography by Argo provides a path to improved estimates of regional turbulent transport rates. Results from a 20 year ocean state estimate produced with the ECCO v4 non-linear inverse modeling framework provide supporting evidence. Turbulent transport parameter maps are estimated under the constraints of fitting the extensive collection of Argo profiles collected through 2011. The adjusted parameters dramatically reduce misfits to in situ profiles as compared with earlier ECCO solutions. They also yield a clear reduction in the model drift away from observations over multi-century long simulations, both for assimilated variables (temperature and salinity) and independent variables (bio-geochemical tracers). Despite the minimal constraints imposed specifically on the estimated parameters, their geography is physically plausible and exhibits close connections with the upper ocean ocean stratification as observed by Argo. The estimated parameter adjustments furthermore have first order impacts on upper-ocean stratification and mixed layer depths over 20 years. These results identify the constraint of fitting Argo profiles as an effective observational basis for regional turbulent transport rates. Uncertainties and further improvements of the method are discussed.