An on-line algorithm of uncertain time delay estimation in a continuous system

In this paper, we present an on-line estimation algorithm for an uncertain time delay in a continuous system based on the observational input-output data, subject to observational noise. The first order Pade approximation is used to approximate the time delay. At each time step, the algorithm combines the well known Kalman filter algorithm and the recursive instrumental variable least squares (RIVLS) algorithm in cascade form. The instrumental variable least squares algorithm is used in order to achieve the consistency of the delay parameter estimate, since an error-in-the-variable model is involved. An illustrative example is utilized to demonstrate the efficacy of the proposed approach.

An improved algorithm for generating global window brightness temperatures from multiple satellite infrared imagery

An improved algorithm for the generation of gridded window brightness temperatures is presented. The primary data source is the International Satellite Cloud Climatology Project, level B3 data, covering the period from July 1983 to the present. The algorithm rakes window brightness, temperatures from multiple satellites, both geostationary and polar orbiting, which have already been navigated and normalized radiometrically to the National Oceanic and Atmospheric Administration's Advanced Very High Resolution Radiometer, and generates 3-hourly global images on a 0.5 degrees by 0.5 degrees latitude-longitude grid. The gridding uses a hierarchical scheme based on spherical kernel estimators. As part of the gridding procedure, the geostationary data are corrected for limb effects using a simple empirical correction to the radiances, from which the corrected temperatures are computed. This is in addition to the application of satellite zenith angle weighting to downweight limb pixels in preference to nearer-nadir pixels. The polar orbiter data are windowed on the target time with temporal weighting to account for the noncontemporaneous nature of the data. Large regions of missing data are interpolated from adjacent processed images using a form of motion compensated interpolation based on the estimation of motion vectors using an hierarchical block matching scheme. Examples are shown of the various stages in the process. Also shown are examples of the usefulness of this type of data in GCM validation.

Validation of improved TAMANN neural network for operational satellite-derived rainfall estimation in Africa

Real-time rainfall monitoring in Africa is of great practical importance for operational applications in hydrology and agriculture. Satellite data have been used in this context for many years because of the lack of surface observations. This paper describes an improved artificial neural network algorithm for operational applications. The algorithm combines numerical weather model information with the satellite data. Using this algorithm, daily rainfall estimates were derived for 4 yr of the Ethiopian and Zambian main rainy seasons and were compared with two other algorithms-a multiple linear regression making use of the same information as that of the neural network and a satellite-only method. All algorithms were validated against rain gauge data. Overall, the neural network performs best, but the extent to which it does so depends on the calibration/validation protocol. The advantages of the neural network are most evident when calibration data are numerous and close in space and time to the validation data. This result emphasizes the importance of a real-time calibration system.

Estimation following selection of the largest of two normal means

This paper considers the problem of estimation when one of a number of populations, assumed normal with known common variance, is selected on the basis of it having the largest observed mean. Conditional on selection of the population, the observed mean is a biased estimate of the true mean. This problem arises in the analysis of clinical trials in which selection is made between a number of experimental treatments that are compared with each other either with or without an additional control treatment. Attempts to obtain approximately unbiased estimates in this setting have been proposed by Shen [2001. An improved method of evaluating drug effect in a multiple dose clinical trial. Statist. Medicine 20, 1913–1929] and Stallard and Todd [2005. Point estimates and confidence regions for sequential trials involving selection. J. Statist. Plann. Inference 135, 402–419]. This paper explores the problem in the simple setting in which two experimental treatments are compared in a single analysis. It is shown that in this case the estimate of Stallard and Todd is the maximum-likelihood estimate (m.l.e.), and this is compared with the estimate proposed by Shen. In particular, it is shown that the m.l.e. has infinite expectation whatever the true value of the mean being estimated. We show that there is no conditionally unbiased estimator, and propose a new family of approximately conditionally unbiased estimators, comparing these with the estimators suggested by Shen.

Bayesian estimation of recent migration rates after a spatial expansion

Approximate Bayesian computation (ABC) is a highly flexible technique that allows the estimation of parameters under demographic models that are too complex to be handled by full-likelihood methods. We assess the utility of this method to estimate the parameters of range expansion in a two-dimensional stepping-stone model, using samples from either a single deme or multiple demes. A minor modification to the ABC procedure is introduced, which leads to an improvement in the accuracy of estimation. The method is then used to estimate the expansion time and migration rates for five natural common vole populations in Switzerland typed for a sex-linked marker and a nuclear marker. Estimates based on both markers suggest that expansion occurred < 10,000 years ago, after the most recent glaciation, and that migration rates are strongly male biased.

Blind channel estimation for multi-rate multicarrier DS/CDMA communications

Multi-rate multicarrier DS/CDMA is a potentially attractive multiple access method for future wireless communications networks that must support multimedia, and thus multi-rate, traffic. Several receiver structures exist for single-rate multicarrier systems, but little has been reported on multi-rate multicarrier systems. Considering that high-performance detection such as coherent demodulation needs the explicit knowledge of the channel, based on the finite-length chip waveform truncation, this paper proposes a subspace-based scheme for timing and channel estimation in multi-rate multicarrier DS/CDMA systems, which is applicable to both multicode and variable spreading factor systems. The performance of the proposed scheme for these two multi-rate systems is validated via numerical simulations. The effects of the finite-length chip waveform truncation on the performance of the proposed scheme is also analyzed theoretically.

Blind channel estimation in multi-rate multicarrier DS-CDMA systems

Multi-rate multicarrier DS-CDMA is a potentially attractive multiple access method for future broadband wireless multimedia networks that must support integrated voice/data traffic. This paper proposes a subspace based channel estimation scheme for multi-rate multicarrier DS-CDMA, which is applicable to both multicode and variable spreading factor systems. The performance of the proposed scheme for these two multi-rate systems is compared via numerical simulations.

Blind channel acquisition and channel estimation for multi-rate multicarrier DS-CDMA communications

Multi-rate multicarrier DS-CDMA is a potentially attractive multiple access method for future wireless networks that must support multimedia, and thus multi-rate, traffic. Considering that high performance detection such as coherent demodulation needs the explicit knowledge of the channel, this paper proposes a subspace-based blind adaptive algorithm for timing acquisition and channel estimation in asynchronous multirate multicarrier DS-CDMA systems, which is applicable to both multicode and variable spreading factor systems.

Performance analysis of near-far resistant CDMA detectors-influence of system parameter estimation errors

Little has been reported on the performance of near-far resistant CDMA detectors in the presence of system parameter estimation errors (SPEEs). Starting with the general mathematical model of matched filters, the paper examines the effects of three classes of SPEEs, i.e., time-delay, carrier phase, and carrier frequency errors, on the performance (BER) of an emerging type of near-far resistant coherent DS/SSMA detector, i.e., the linear decorrelating detector. For comparison, the corresponding results for the conventional detector are also presented. It is shown that the linear decorrelating detector can still maintain a considerable performance advantage over the conventional detector even when some SPEEs exist.

Multiple PID mapping using neural networks in a MIMO steam generator system

A neural network was used to map three PID operating regions for a two-input two-output steam generator system. The network was used in stand alone feedforward operation to control the whole operating range of the process, after being trained from the PID controllers corresponding to each control region. The network inputs are the plant error signals, their integral, their derivative and a 4-error delay train.

Constrained principal component analysis reveals functionally connected load-dependent networks involved in multiple stages of working memory

Constrained principal component analysis (CPCA) with a finite impulse response (FIR) basis set was used to reveal functionally connected networks and their temporal progression over a multistage verbal working memory trial in which memory load was varied. Four components were extracted, and all showed statistically significant sensitivity to the memory load manipulation. Additionally, two of the four components sustained this peak activity, both for approximately 3 s (Components 1 and 4). The functional networks that showed sustained activity were characterized by increased activations in the dorsal anterior cingulate cortex, right dorsolateral prefrontal cortex, and left supramarginal gyrus, and decreased activations in the primary auditory cortex and "default network" regions. The functional networks that did not show sustained activity were instead dominated by increased activation in occipital cortex, dorsal anterior cingulate cortex, sensori-motor cortical regions, and superior parietal cortex. The response shapes suggest that although all four components appear to be invoked at encoding, the two sustained-peak components are likely to be additionally involved in the delay period. Our investigation provides a unique view of the contributions made by a network of brain regions over the course of a multiple-stage working memory trial.

Estimation of optimal gravity wave parameters for climate models using data assimilation

There is a current need to constrain the parameters of gravity wave drag (GWD) schemes in climate models using observational information instead of tuning them subjectively. In this work, an inverse technique is developed using data assimilation principles to estimate gravity wave parameters. Because mostGWDschemes assume instantaneous vertical propagation of gravity waves within a column, observations in a single column can be used to formulate a one-dimensional assimilation problem to estimate the unknown parameters. We define a cost function that measures the differences between the unresolved drag inferred from observations (referred to here as the ‘observed’ GWD) and the GWD calculated with a parametrisation scheme. The geometry of the cost function presents some difficulties, including multiple minima and ill-conditioning because of the non-independence of the gravity wave parameters. To overcome these difficulties we propose a genetic algorithm to minimize the cost function, which provides a robust parameter estimation over a broad range of prescribed ‘true’ parameters. When real experiments using an independent estimate of the ‘observed’ GWD are performed, physically unrealistic values of the parameters can result due to the non-independence of the parameters. However, by constraining one of the parameters to lie within a physically realistic range, this degeneracy is broken and the other parameters are also found to lie within physically realistic ranges. This argues for the essential physical self-consistency of the gravity wave scheme. A much better fit to the observed GWD at high latitudes is obtained when the parameters are allowed to vary with latitude. However, a close fit can be obtained either in the upper or the lower part of the profiles, but not in both at the same time. This result is a consequence of assuming an isotropic launch spectrum. The changes of sign in theGWDfound in the tropical lower stratosphere, which are associated with part of the quasi-biennial oscillation forcing, cannot be captured by the parametrisation with optimal parameters.

Polynomial-based noise variance estimation for MIMO-SCBT systems

In this paper, we present a polynomial-based noise variance estimator for multiple-input multiple-output single-carrier block transmission (MIMO-SCBT) systems. It is shown that the optimal pilots for noise variance estimation satisfy the same condition as that for channel estimation. Theoretical analysis indicates that the proposed estimator is statistically more efficient than the conventional sum of squared residuals (SSR) based estimator. Furthermore, we obtain an efficient implementation of the estimator by exploiting its special structure. Numerical results confirm our theoretical analysis.

A critical revision of the estimation of the latent heat flux from two-wavelength scintillometry

Simultaneous scintillometer measurements at multiple wavelengths (pairing visible or infrared with millimetre or radio waves) have the potential to provide estimates of path-averaged surface fluxes of sensible and latent heat. Traditionally, the equations to deduce fluxes from measurements of the refractive index structure parameter at the two wavelengths have been formulated in terms of absolute humidity. Here, it is shown that formulation in terms of specific humidity has several advantages. Specific humidity satisfies the requirement for a conserved variable in similarity theory and inherently accounts for density effects misapportioned through the use of absolute humidity. The validity and interpretation of both formulations are assessed and the analogy with open-path infrared gas analyser density corrections is discussed. Original derivations using absolute humidity to represent the influence of water vapour are shown to misrepresent the latent heat flux. The errors in the flux, which depend on the Bowen ratio (larger for drier conditions), may be of the order of 10%. The sensible heat flux is shown to remain unchanged. It is also verified that use of a single scintillometer at optical wavelengths is essentially unaffected by these new formulations. Where it may not be possible to reprocess two-wavelength results, a density correction to the latent heat flux is proposed for scintillometry, which can be applied retrospectively to reduce the error.

Simple M-factor algorithm for improved estimation of the basic maximum usable frequency of radio waves reflected from the ionospheric F-region

The equations of Milsom are evaluated, giving the ground range and group delay of radio waves propagated via the horizontally stratified model ionosphere proposed by Bradley and Dudeney. Expressions for the ground range which allow for the effects of the underlying E- and F1-regions are used to evaluate the basic maximum usable frequency or M-factors for single F-layer hops. An algorithm for the rapid calculation of the M-factor at a given range is developed, and shown to be accurate to within 5%. The results reveal that the M(3000)F2-factor scaled from vertical-incidence ionograms using the standard URSI procedure can be up to 7.5% in error. A simple addition to the algorithm effects a correction to ionogram values to make these accurate to 0.5%.