Comment on "Performance of different synchronization measures in real data: A case study on electroencephalographic signals"

We agree with Duckrow and Albano [Phys. Rev. E 67, 063901 (2003)] and Quian Quiroga [Phys. Rev. E 67, 063902 (2003)] that mutual information (MI) is a useful measure of dependence for electroencephalogram (EEG) data, but we show that the improvement seen in the performance of MI on extracting dependence trends from EEG is more dependent on the type of MI estimator rather than any embedding technique used. In an independent study we conducted in search for an optimal MI estimator, and in particular for EEG applications, we examined the performance of a number of MI estimators on the data set used by Quian Quiroga in their original study, where the performance of different dependence measures on real data was investigated [Phys. Rev. E 65, 041903 (2002)]. We show that for EEG applications the best performance among the investigated estimators is achieved by k-nearest neighbors, which supports the conjecture by Quian Quiroga in Phys. Rev. E 67, 063902 (2003) that the nearest neighbor estimator is the most precise method for estimating MI.

Classification-based probabilistic modeling of texture transition for fast line search tracking and delineation

We introduce a classification-based approach to finding occluding texture boundaries. The classifier is composed of a set of weak learners, which operate on image intensity discriminative features that are defined on small patches and are fast to compute. A database that is designed to simulate digitized occluding contours of textured objects in natural images is used to train the weak learners. The trained classifier score is then used to obtain a probabilistic model for the presence of texture transitions, which can readily be used for line search texture boundary detection in the direction normal to an initial boundary estimate. This method is fast and therefore suitable for real-time and interactive applications. It works as a robust estimator, which requires a ribbon-like search region and can handle complex texture structures without requiring a large number of observations. We demonstrate results both in the context of interactive 2D delineation and of fast 3D tracking and compare its performance with other existing methods for line search boundary detection.

CAMCR: Computer-Assisted Mixture model analysis for Capture–Recapture count data

Population size estimation with discrete or nonparametric mixture models is considered, and reliable ways of construction of the nonparametric mixture model estimator are reviewed and set into perspective. Construction of the maximum likelihood estimator of the mixing distribution is done for any number of components up to the global nonparametric maximum likelihood bound using the EM algorithm. In addition, the estimators of Chao and Zelterman are considered with some generalisations of Zelterman’s estimator. All computations are done with CAMCR, a special software developed for population size estimation with mixture models. Several examples and data sets are discussed and the estimators illustrated. Problems using the mixture model-based estimators are highlighted.

Sparse kernel density estimation technique based on zero-norm constraint

A sparse kernel density estimator is derived based on the zero-norm constraint, in which the zero-norm of the kernel weights is incorporated to enhance model sparsity. The classical Parzen window estimate is adopted as the desired response for density estimation, and an approximate function of the zero-norm is used for achieving mathemtical tractability and algorithmic efficiency. Under the mild condition of the positive definite design matrix, the kernel weights of the proposed density estimator based on the zero-norm approximation can be obtained using the multiplicative nonnegative quadratic programming algorithm. Using the -optimality based selection algorithm as the preprocessing to select a small significant subset design matrix, the proposed zero-norm based approach offers an effective means for constructing very sparse kernel density estimates with excellent generalisation performance.

Particle swarm optimization aided orthogonal forward regression for unified data modeling

We propose a unified data modeling approach that is equally applicable to supervised regression and classification applications, as well as to unsupervised probability density function estimation. A particle swarm optimization (PSO) aided orthogonal forward regression (OFR) algorithm based on leave-one-out (LOO) criteria is developed to construct parsimonious radial basis function (RBF) networks with tunable nodes. Each stage of the construction process determines the center vector and diagonal covariance matrix of one RBF node by minimizing the LOO statistics. For regression applications, the LOO criterion is chosen to be the LOO mean square error, while the LOO misclassification rate is adopted in two-class classification applications. By adopting the Parzen window estimate as the desired response, the unsupervised density estimation problem is transformed into a constrained regression problem. This PSO aided OFR algorithm for tunable-node RBF networks is capable of constructing very parsimonious RBF models that generalize well, and our analysis and experimental results demonstrate that the algorithm is computationally even simpler than the efficient regularization assisted orthogonal least square algorithm based on LOO criteria for selecting fixed-node RBF models. Another significant advantage of the proposed learning procedure is that it does not have learning hyperparameters that have to be tuned using costly cross validation. The effectiveness of the proposed PSO aided OFR construction procedure is illustrated using several examples taken from regression and classification, as well as density estimation applications.

Probability density estimation with tunable kernels using orthogonal forward regression

A generalized or tunable-kernel model is proposed for probability density function estimation based on an orthogonal forward regression procedure. Each stage of the density estimation process determines a tunable kernel, namely, its center vector and diagonal covariance matrix, by minimizing a leave-one-out test criterion. The kernel mixing weights of the constructed sparse density estimate are finally updated using the multiplicative nonnegative quadratic programming algorithm to ensure the nonnegative and unity constraints, and this weight-updating process additionally has the desired ability to further reduce the model size. The proposed tunable-kernel model has advantages, in terms of model generalization capability and model sparsity, over the standard fixed-kernel model that restricts kernel centers to the training data points and employs a single common kernel variance for every kernel. On the other hand, it does not optimize all the model parameters together and thus avoids the problems of high-dimensional ill-conditioned nonlinear optimization associated with the conventional finite mixture model. Several examples are included to demonstrate the ability of the proposed novel tunable-kernel model to effectively construct a very compact density estimate accurately.

Radial basis function classifier construction using particle swarm optimisation aided orthogonal forward regression

We develop a particle swarm optimisation (PSO) aided orthogonal forward regression (OFR) approach for constructing radial basis function (RBF) classifiers with tunable nodes. At each stage of the OFR construction process, the centre vector and diagonal covariance matrix of one RBF node is determined efficiently by minimising the leave-one-out (LOO) misclassification rate (MR) using a PSO algorithm. Compared with the state-of-the-art regularisation assisted orthogonal least square algorithm based on the LOO MR for selecting fixednode RBF classifiers, the proposed PSO aided OFR algorithm for constructing tunable-node RBF classifiers offers significant advantages in terms of better generalisation performance and smaller model size as well as imposes lower computational complexity in classifier construction process. Moreover, the proposed algorithm does not have any hyperparameter that requires costly tuning based on cross validation.

Controls of carbon dioxide concentrations and fluxes above central London

Eddy-covariance measurements of carbon dioxide fluxes were taken semi-continuously between October 2006 and May 2008 at 190 m height in central London (UK) to quantify emissions and study their controls. Inner London, with a population of 8.2 million (~5000 inhabitants per km2) is heavily built up with 8% vegetation cover within the central boroughs. CO2 emissions were found to be mainly controlled by fossil fuel combustion (e.g. traffic, commercial and domestic heating). The measurement period allowed investigation of both diurnal patterns and seasonal trends. Diurnal averages of CO2 fluxes were found to be highly correlated to traffic. However changes in heating-related natural gas consumption and, to a lesser extent, photosynthetic activity that controlled the seasonal variability. Despite measurements being taken at ca. 22 times the mean building height, coupling with street level was adequate, especially during daytime. Night-time saw a higher occurrence of stable or neutral stratification, especially in autumn and winter, which resulted in data loss in post-processing. No significant difference was found between the annual estimate of net exchange of CO2 for the expected measurement footprint and the values derived from the National Atmospheric Emissions Inventory (NAEI), with daytime fluxes differing by only 3%. This agreement with NAEI data also supported the use of the simple flux footprint model which was applied to the London site; this also suggests that individual roughness elements did not significantly affect the measurements due to the large ratio of measurement height to mean building height.

Filtering techniques in self-tuning

In the last few years a state-space formulation has been introduced into self-tuning control. This has not only allowed for a wider choice of possible control actions, but has also provided an insight into the theory underlying—and hidden by—that used in the polynomial description. This paper considers many of the self-tuning algorithms, both state-space and polynomial, presently in use, and by starting from first principles develops the observers which are, effectively, used in each case. At any specific time instant the state estimator can be regarded as taking one of two forms. In the first case the most recently available output measurement is excluded, and here an optimal and conditionally stable observer is obtained. In the second case the present output signal is included, and here it is shown that although the observer is once again conditionally stable, it is no longer optimal. This result is of significance, as many of the popular self-tuning controllers lie in the second, rather than first, category.

Simplified recursive identifier for ARMA processes

Symmetrical behaviour of the covariance matrix and the positive-definite criterion are used to simplify identification of single-input/single-output systems using recursive least squares. Simulation results are obtained and these are compared with ordinary recursive least squares. The adaptive nature of the identifier is verified by varying the system parameters on convergence.

Self-tuning proportional, integral and derivative controller based on genetic algorithm least squares

A self-tuning proportional, integral and derivative control scheme based on genetic algorithms (GAs) is proposed and applied to the control of a real industrial plant. This paper explores the improvement in the parameter estimator, which is an essential part of an adaptive controller, through the hybridization of recursive least-squares algorithms by making use of GAs and the possibility of the application of GAs to the control of industrial processes. Both the simulation results and the experiments on a real plant show that the proposed scheme can be applied effectively.

Neurofuzzy state identification using prefiltering

A new state estimator algorithm is based on a neurofuzzy network and the Kalman filter algorithm. The major contribution of the paper is recognition of a bias problem in the parameter estimation of the state-space model and the introduction of a simple, effective prefiltering method to achieve unbiased parameter estimates in the state-space model, which will then be applied for state estimation using the Kalman filtering algorithm. Fundamental to this method is a simple prefiltering procedure using a nonlinear principal component analysis method based on the neurofuzzy basis set. This prefiltering can be performed without prior system structure knowledge. Numerical examples demonstrate the effectiveness of the new approach.

Time series multistep-ahead predictability estimation and ranking

A predictability index was defined as the ratio of the variance of the optimal prediction to the variance of the original time series by Granger and Anderson (1976) and Bhansali (1989). A new simplified algorithm for estimating the predictability index is introduced and the new estimator is shown to be a simple and effective tool in applications of predictability ranking and as an aid in the preliminary analysis of time series. The relationship between the predictability index and the position of the poles and lag p of a time series which can be modelled as an AR(p) model are also investigated. The effectiveness of the algorithm is demonstrated using numerical examples including an application to stock prices.

A linear CDMA detector based on minimum variance distortionless response (MVDR)

A bit-level processing (BLP) based linear CDMA detector is derived following the principle of minimum variance distortionless response (MVDR). The combining taps for the MVDR detector are determined from (1) the covariance matrix of the matched filter output, and (2) the corresponding row (or column) of the user correlation matrix. Due to the interference suppression capability of MVDR and the fact that no inversion of the user correlation matrix is involved, the influence of the synchronisation errors is greatly reduced. The detector performance is demonstrated via computer simulations (both synchronisation errors and intercell interference are considered).

Detecting the number of signals using antenna array: a single threshold solution

A new approach is presented to identify the number of incoming signals in antenna array processing. The new method exploits the inherent properties existing in the noise eigenvalues of the covariance matrix of the array output. A single threshold has been established concerning information about the signal and noise strength, data length, and array size. When the subspace-based algorithms are adopted the computation cost of the signal number detector can almost be neglected. The performance of the threshold is robust against low SNR and short data length.