Gaussian quadrature 4D-VAR

A new incremental four-dimensional variational (4D-Var) data assimilation algorithm is introduced. The algorithm does not require the computationally expensive integrations with the nonlinear model in the outer loops. Nonlinearity is accounted for by modifying the linearization trajectory of the observation operator based on integrations with the tangent linear (TL) model. This allows us to update the linearization trajectory of the observation operator in the inner loops at negligible computational cost. As a result the distinction between inner and outer loops is no longer necessary. The key idea on which the proposed 4D-Var method is based is that by using Gaussian quadrature it is possible to get an exact correspondence between the nonlinear time evolution of perturbations and the time evolution in the TL model. It is shown that J-point Gaussian quadrature can be used to derive the exact adjoint-based observation impact equations and furthermore that it is straightforward to account for the effect of multiple outer loops in these equations if the proposed 4D-Var method is used. The method is illustrated using a three-level quasi-geostrophic model and the Lorenz (1996) model.

The representation of conditional expectations of non-Gaussian noise

For Wiener spaces conditional expectations and $L^{2}$-martingales w.r.t. the natural filtration have a natural representation in terms of chaos expansion. In this note an extension to larger classes of processes is discussed. In particular, it is pointed out that orthogonality of the chaos expansion is not required.

Time-multiplexed Laguerre-Gaussian holographic optical tweezers for biological applications

A ferroelectric liquid crystal spatial light modulator is used to generate up to 24 independently controllable traps in a holographic optical tweezers system using time-multiplexed Fresnel zone plates. For use in biological applications, helical zone plates are used to generate Laguerre-Gaussian laser modes. The high speed switching of the ferroelectric device together with recent advances in computer technology enable fast, smooth movement of traps that can be independently controlled in real time. This is demonstrated by the trapping and manipulation of yeast cells and fungal spores. (c) 2006 Optical Society of America.

Bayesian analysis of an inverse Gaussian correlated frailty model

In survival analysis frailty is often used to model heterogeneity between individuals or correlation within clusters. Typically frailty is taken to be a continuous random effect, yielding a continuous mixture distribution for survival times. A Bayesian analysis of a correlated frailty model is discussed in the context of inverse Gaussian frailty. An MCMC approach is adopted and the deviance information criterion is used to compare models. As an illustration of the approach a bivariate data set of corneal graft survival times is analysed. (C) 2006 Elsevier B.V. All rights reserved.

Effects of probiotic or prebiotic supplemented milk formulas on fecal microbiota composition of infants

The aim of the study was to evaluate whether supplementation of milk-formulas with prebiotic fructooligosaccharides or a probiotic, Lactobacillus johnsonii La1 (La1), could modulate the composition of the fecal microbiota of formula-fed infants, compared to breastfed (BF) infants. Ninety infants close to 4 months of age were randomized into one of three groups to be blindly assigned to receive for 13 weeks: a) an infant formula (Control), b) the same formula with fructo-oligosaccharides (Prebio), or c) with La1 (Probio). At the end of this period, all infants received the control formula for 2 additional weeks. Twenty-six infants, breastfed throughout the study, were recruited to form group BF. Fecal samples were obtained upon enrolment and after 7 and 15 weeks. Bacterial populations were assessed with classical culture techniques and fluorescent in situ hybridisation (FISH). Seventy-six infants completed the study. On enrolment, higher counts of Bifidobacterium and Lactobacillus and lower counts of enterobacteria were observed in BF compared to the formula-fed infants; these differences tended to disappear at weeks 7 and 15. No major differences for Clostridium, Bacteroides or Enterococcus were observed between the groups or along the follow up. Probio increased fecal Lactobacillus counts (P<0.001); 88% of the infants in this group excreted live La1 in their stools at week 7 but only 17% at week 15. Increased Bifidobacterium counts were observed at week 7 in the 3 formula groups, similar to BF infants. These results confirm the presence of higher counts of bifidobacteria and lactobacilli in the microbiota of BF infants compared to formula-fed infants before dietary diversification, and that La1 survives in the infant digestive tract.

A minimum approximate-BER beamforming approach for PSK modulated wireless systems

A beamforming algorithm is introduced based on the general objective function that approximates the bit error rate for the wireless systems with binary phase shift keying and quadrature phase shift keying modulation schemes. The proposed minimum approximate bit error rate (ABER) beamforming approach does not rely on the Gaussian assumption of the channel noise. Therefore, this approach is also applicable when the channel noise is non-Gaussian. The simulation results show that the proposed minimum ABER solution improves the standard minimum mean squares error beamforming solution, in terms of a smaller achievable system's bit error rate.

Application of Gaussian multi-scale representation to feature tracking in meteorological satellite imagery

Gaussian multi-scale representation is a mathematical framework that allows to analyse images at different scales in a consistent manner, and to handle derivatives in a way deeply connected to scale. This paper uses Gaussian multi-scale representation to investigate several aspects of the derivation of atmospheric motion vectors (AMVs) from water vapour imagery. The contribution of different spatial frequencies to the tracking is studied, for a range of tracer sizes, and a number of tracer selection methods are presented and compared, using WV 6.2 images from the geostationary satellite MSG-2.

Robust initialisation of Gaussian radial basis function networks using partitioned k-means clustering

Radial basis function networks can be trained quickly using linear optimisation once centres and other associated parameters have been initialised. The authors propose a small adjustment to a well accepted initialisation algorithm which improves the network accuracy over a range of problems. The algorithm is described and results are presented.

Extension of explicit formulas in Poissonian white noise analysis using harmonic analysis on configuration spaces

Harmonic analysis on configuration spaces is used in order to extend explicit expressions for the images of creation, annihilation, and second quantization operators in L2-spaces with respect to Poisson point processes to a set of functions larger than the space obtained by directly using chaos expansion. This permits, in particular, to derive an explicit expression for the generator of the second quantization of a sub-Markovian contraction semigroup on a set of functions which forms a core of the generator.

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.

On the power amplifier nonlinearity in MIMO transmit beamforming systems

In this paper, single-carrier multiple-input multiple-output (MIMO) transmit beamforming (TB) systems in the presence of high-power amplifier (HPA) nonlinearity are investigated. Specifically, due to the suboptimality of the conventional maximal ratio transmission/maximal ratio combining (MRT/MRC) under HPA nonlinearity, we propose the optimal TB scheme with the optimal beamforming weight vector and combining vector, for MIMO systems with nonlinear HPAs. Moreover, an alternative suboptimal but much simpler TB scheme, namely, quantized equal gain transmission (QEGT), is proposed. The latter profits from the property that the elements of the beamforming weight vector have the same constant modulus. The performance of the proposed optimal TB scheme and QEGT/MRC technique in the presence of the HPA nonlinearity is evaluated in terms of the average symbol error probability and mutual information with the Gaussian input, considering the transmission over uncorrelated quasi-static frequency-flat Rayleigh fading channels. Numerical results are provided and show the effects on the performance of several system parameters, namely, the HPA parameters, numbers of antennas, quadrature amplitude modulation modulation order, number of pilot symbols, and cardinality of the beamforming weight vector codebook for QEGT.