Wavelets and the generalization of the variogram

The experimental variogram computed in the usual way by the method of moments and the Haar wavelet transform are similar in that they filter data and yield informative summaries that may be interpreted. The variogram filters out constant values; wavelets can filter variation at several spatial scales and thereby provide a richer repertoire for analysis and demand no assumptions other than that of finite variance. This paper compares the two functions, identifying that part of the Haar wavelet transform that gives it its advantages. It goes on to show that the generalized variogram of order k=1, 2, and 3 filters linear, quadratic, and cubic polynomials from the data, respectively, which correspond with more complex wavelets in Daubechies's family. The additional filter coefficients of the latter can reveal features of the data that are not evident in its usual form. Three examples in which data recorded at regular intervals on transects are analyzed illustrate the extended form of the variogram. The apparent periodicity of gilgais in Australia seems to be accentuated as filter coefficients are added, but otherwise the analysis provides no new insight. Analysis of hyerpsectral data with a strong linear trend showed that the wavelet-based variograms filtered it out. Adding filter coefficients in the analysis of the topsoil across the Jurassic scarplands of England changed the upper bound of the variogram; it then resembled the within-class variogram computed by the method of moments. To elucidate these results, we simulated several series of data to represent a random process with values fluctuating about a mean, data with long-range linear trend, data with local trend, and data with stepped transitions. The results suggest that the wavelet variogram can filter out the effects of long-range trend, but not local trend, and of transitions from one class to another, as across boundaries.

Cumulant-based deconvolution and identification: several new families of linear equations

This paper presents several new families of cumulant-based linear equations with respect to the inverse filter coefficients for deconvolution (equalisation) and identification of nonminimum phase systems. Based on noncausal autoregressive (AR) modeling of the output signals and three theorems, these equations are derived for the cases of 2nd-, 3rd and 4th-order cumulants, respectively, and can be expressed as identical or similar forms. The algorithms constructed from these equations are simpler in form, but can offer more accurate results than the existing methods. Since the inverse filter coefficients are simply the solution of a set of linear equations, their uniqueness can normally be guaranteed. Simulations are presented for the cases of skewed series, unskewed continuous series and unskewed discrete series. The results of these simulations confirm the feasibility and efficiency of the algorithms.

Background-noise reduction

Interference by siren background-noise with speech transmitted from radio equipment (3) of an emergency-service vehicle, is reduced by apparatus (1) that subtracts (43) an estimate nk of the correlated siren-noise component from the contaminated signal yk supplied by the cab-microphone (2). The estimate nk is computed by FIR (finite impulse response) filtering of a siren-reference signal xk supplied by a unit (4) from one or more microphones located on or near the siren, or from the electric waveform driving the siren. The filter-coefficients wk are adjusted according to an LMS (least mean square) adaptive algorithm that is applied to the correlated-noise component ek of the fed-back noise-reduced signal, so as to bring about iterative cancellation with close frequency-tracking, of the siren noise.

Identification and minimization of IIR tap coefficients for the cancellation of complex multipath in terrestrial television

By using a deterministic approach, an exact form for the synchronous detected video signal under a ghosted condition is presented. Information regarding the phase quadrature-induced ghost component derived from the quadrature forming nature of the vestigial sideband (VSB) filter is obtained by crosscorrelating the detected video with the ghost cancel reference (GCR) signal. As a result, the minimum number of taps required to correctly remove all the ghost components is subsequently presented. The results are applied to both National Television System Committee (NTSC) and phase alternate line (PAL) television.

Determination of the embedded thermo-optical expansion coefficients of PbTe and ZnSe thin film infrared multilayers

This paper reports the first derived thermo-optical properties for vacuum deposited infrared thin films embedded in multilayers. These properties were extracted from the temperature-dependence of manufactured narrow bandpass filters across the 4-17 µm mid-infrared wavelength region. Using a repository of spaceflight multi-cavity bandpass filters, the thermo-optical expansion coefficients of PbTe and ZnSe were determined across an elevated temperature range 20-160 ºC. Embedded ZnSe films showed thermo-optical properties similar to reported bulk values, whilst the embedded PbTe films of lower optical density, deviate from reference literature sources. Detailed knowledge of derived coefficients is essential to the multilayer design of temperature-invariant narrow bandpass filters for use in non-cooled infrared detection systems. We further present manufacture of the first reported temperature-invariant multi-cavity narrow bandpass filter utilizing PbS chalcogenide layer material.

Filter for Car Tracking Based on Acceleration and Steering Angle

The motion of a car is described using a stochastic model in which the driving processes are the steering angle and the tangential acceleration. The model incorporates exactly the kinematic constraint that the wheels do not slip sideways. Two filters based on this model have been implemented, namely the standard EKF, and a new filter (the CUF) in which the expectation and the covariance of the system state are propagated accurately. Experiments show that i) the CUF is better than the EKF at predicting future positions of the car; and ii) the filter outputs can be used to control the measurement process, leading to improved ability to recover from errors in predictive tracking.

A Filter for Visual Tracking Based on a Stochastic Model for Driver Behaviour

A driver controls a car by turning the steering wheel or by pressing on the accelerator or the brake. These actions are modelled by Gaussian processes, leading to a stochastic model for the motion of the car. The stochastic model is the basis of a new filter for tracking and predicting the motion of the car, using measurements obtained by fitting a rigid 3D model to a monocular sequence of video images. Experiments show that the filter easily outperforms traditional filters.

Estimating surface CO2 fluxes from space-borne dry air mole fraction observations using an Ensemble Kalman filter

We have developed an ensemble Kalman Filter (EnKF) to estimate 8-day regional surface fluxes of CO2 from space-borne CO2 dry-air mole fraction observations (XCO2) and evaluate the approach using a series of synthetic experiments, in preparation for data from the NASA Orbiting Carbon Observatory (OCO). The 32-day duty cycle of OCO alternates every 16 days between nadir and glint measurements of backscattered solar radiation at short-wave infrared wavelengths. The EnKF uses an ensemble of states to represent the error covariances to estimate 8-day CO2 surface fluxes over 144 geographical regions. We use a 12×8-day lag window, recognising that XCO2 measurements include surface flux information from prior time windows. The observation operator that relates surface CO2 fluxes to atmospheric distributions of XCO2 includes: a) the GEOS-Chem transport model that relates surface fluxes to global 3-D distributions of CO2 concentrations, which are sampled at the time and location of OCO measurements that are cloud-free and have aerosol optical depths <0.3; and b) scene-dependent averaging kernels that relate the CO2 profiles to XCO2, accounting for differences between nadir and glint measurements, and the associated scene-dependent observation errors. We show that OCO XCO2 measurements significantly reduce the uncertainties of surface CO2 flux estimates. Glint measurements are generally better at constraining ocean CO2 flux estimates. Nadir XCO2 measurements over the terrestrial tropics are sparse throughout the year because of either clouds or smoke. Glint measurements provide the most effective constraint for estimating tropical terrestrial CO2 fluxes by accurately sampling fresh continental outflow over neighbouring oceans. We also present results from sensitivity experiments that investigate how flux estimates change with 1) bias and unbiased errors, 2) alternative duty cycles, 3) measurement density and correlations, 4) the spatial resolution of estimated flux estimates, and 5) reducing the length of the lag window and the size of the ensemble. At the revision stage of this manuscript, the OCO instrument failed to reach its orbit after it was launched on 24 February 2009. The EnKF formulation presented here is also applicable to GOSAT measurements of CO2 and CH4.

A Proposed Modification to the Robert–Asselin Time Filter

The Robert–Asselin time filter is widely used in numerical models of weather and climate. It successfully suppresses the spurious computational mode associated with the leapfrog time-stepping scheme. Unfortunately, it also weakly suppresses the physical mode and severely degrades the numerical accuracy. These two concomitant problems are shown to occur because the filter does not conserve the mean state, averaged over the three time slices on which it operates. The author proposes a simple modification to the Robert–Asselin filter, which does conserve the three-time-level mean state. When used in conjunction with the leapfrog scheme, the modification vastly reduces the impacts on the physical mode and increases the numerical accuracy for amplitude errors by two orders, yielding third-order accuracy. The modified filter could easily be incorporated into existing general circulation models of the atmosphere and ocean. In principle, it should deliver more faithful simulations at almost no additional computational expense. Alternatively, it may permit the use of longer time steps with no loss of accuracy, reducing the computational expense of a given simulation.

Reactive uptake coefficients for heterogeneous reaction of N2O5 with submicron aerosols of NaCl and natural sea salt

The kinetics of uptake of gaseous N2O5 on submicron aerosols containing NaCl and natural sea salt have been investigated in a flow reactor as a function of relative humidity (RH) in the range 30-80% at 295±2K and a total pressure of 1bar. The measured uptake coefficients, γ, were larger on the aerosols containing sea salt compared to those of pure NaCl, and in both cases increased with increasing RH. These observations are explained in terms of the variation in the size of the salt droplets, which leads to a limitation in the uptake rate into small particles. After correction for this effect the uptake coefficients are independent of relative humidity, and agree with those measured previously on larger droplets. A value of γ=0.025 is recommended for the reactive uptake coefficient for N2O5 on deliquesced sea salt droplets at 298K and RH>40%.

Parameter estimation using a particle method: inferring mixing coefficients from sea level observations

This paper presents a first attempt to estimate mixing parameters from sea level observations using a particle method based on importance sampling. The method is applied to an ensemble of 128 members of model simulations with a global ocean general circulation model of high complexity. Idealized twin experiments demonstrate that the method is able to accurately reconstruct mixing parameters from an observed mean sea level field when mixing is assumed to be spatially homogeneous. An experiment with inhomogeneous eddy coefficients fails because of the limited ensemble size. This is overcome by the introduction of local weighting, which is able to capture spatial variations in mixing qualitatively. As the sensitivity of sea level for variations in mixing is higher for low values of mixing coefficients, the method works relatively well in regions of low eddy activity.

Time-varying coefficients in the almost ideal demand system: An empirical appraisal

This paper provides a generalisation of the structural time series version of the Almost Ideal Demand System (AIDS) that allows for time-varying coefficients (TVC/AIDS) in the presence of cross-equation constraints. An empirical appraisal of the TVC/AIDS is made using a dynamic AIDS with trending intercept as the baseline model with a data set from the Italian Household Budget Survey (1986-2001). The assessment is based on four criteria: adherence to theoretical constraints, statistical diagnostics on residuals, forecasting performance and economic meaningfulness. No clear evidence is found for superior performance of the TVC/AIDS, apart from improved short-term forecasts.

Octanol-water partition coefficients for predicting the effects of tannins in ruminant nutrition

Tannins can cause beneficial or harmful nutritional effects, but their great diversity has until now prevented a rational distinction between tannin structures and their nutritional responses. An attempt has been made to study this problem by examining the octanol-water solubilities of tannins. A relatively simple HPLC method has been developed for screening mixtures of plant tannins for their octanol-water partition coefficients (K-ow coefficients). Tannins were isolated from the fruits and leaves of different Acacia, Calliandra, Dichrostachys, and Piliostigma species, which are known to produce beneficial or harmful effects. The K-ow coefficients of these tannins ranged from 0.061 to 13.9, average coefficients of variation were 9.2% and recoveries were 107%. Acacia nilotica fruits and leaves had the highest K-ow coefficients, that is, 2.0 and 13.9, respectively. These A. nilotica products also have high concentrations of tannins. The combined effects of high octanol solubilities and high tannin concentrations may explain their negative effects on animal nutrition and health. It is known that compounds with high octanol solubilities are more easily absorbed into tissues, and it is, therefore, proposed that such compounds are more likely to cause toxicity problems especially if consumed in large quantities. According to the literature, tannins in human foods tend to have low K-ow coefficients, and this was confirmed for the tannins in Piliostigma thonningii fruits. Therefore, unconventional feeds or browse products should be screened not only for their tannin concentrations but also for low octanol-water partition coefficients in order to identify nutritionally safe feeds and to avoid potentially toxic feeds.