130 resultados para Particle filters
em CentAUR: Central Archive University of Reading - UK
Resumo:
The 3D reconstruction of a Golgi-stained dendritic tree from a serial stack of images captured with a transmitted light bright-field microscope is investigated. Modifications to the bootstrap filter are discussed such that the tree structure may be estimated recursively as a series of connected segments. The tracking performance of the bootstrap particle filter is compared against Differential Evolution, an evolutionary global optimisation method, both in terms of robustness and accuracy. It is found that the particle filtering approach is significantly more robust and accurate for the data considered.
Resumo:
The application of particle filters in geophysical systems is reviewed. Some background on Bayesian filtering is provided, and the existing methods are discussed. The emphasis is on the methodology, and not so much on the applications themselves. It is shown that direct application of the basic particle filter (i.e., importance sampling using the prior as the importance density) does not work in high-dimensional systems, but several variants are shown to have potential. Approximations to the full problem that try to keep some aspects of the particle filter beyond the Gaussian approximation are also presented and discussed.
Resumo:
Particle filters are fully non-linear data assimilation techniques that aim to represent the probability distribution of the model state given the observations (the posterior) by a number of particles. In high-dimensional geophysical applications the number of particles required by the sequential importance resampling (SIR) particle filter in order to capture the high probability region of the posterior, is too large to make them usable. However particle filters can be formulated using proposal densities, which gives greater freedom in how particles are sampled and allows for a much smaller number of particles. Here a particle filter is presented which uses the proposal density to ensure that all particles end up in the high probability region of the posterior probability density function. This gives rise to the possibility of non-linear data assimilation in large dimensional systems. The particle filter formulation is compared to the optimal proposal density particle filter and the implicit particle filter, both of which also utilise a proposal density. We show that when observations are available every time step, both schemes will be degenerate when the number of independent observations is large, unlike the new scheme. The sensitivity of the new scheme to its parameter values is explored theoretically and demonstrated using the Lorenz (1963) model.
Resumo:
In general, particle filters need large numbers of model runs in order to avoid filter degeneracy in high-dimensional systems. The recently proposed, fully nonlinear equivalent-weights particle filter overcomes this requirement by replacing the standard model transition density with two different proposal transition densities. The first proposal density is used to relax all particles towards the high-probability regions of state space as defined by the observations. The crucial second proposal density is then used to ensure that the majority of particles have equivalent weights at observation time. Here, the performance of the scheme in a high, 65 500 dimensional, simplified ocean model is explored. The success of the equivalent-weights particle filter in matching the true model state is shown using the mean of just 32 particles in twin experiments. It is of particular significance that this remains true even as the number and spatial variability of the observations are changed. The results from rank histograms are less easy to interpret and can be influenced considerably by the parameter values used. This article also explores the sensitivity of the performance of the scheme to the chosen parameter values and the effect of using different model error parameters in the truth compared with the ensemble model runs.
Resumo:
Nonlinear data assimilation is high on the agenda in all fields of the geosciences as with ever increasing model resolution and inclusion of more physical (biological etc.) processes, and more complex observation operators the data-assimilation problem becomes more and more nonlinear. The suitability of particle filters to solve the nonlinear data assimilation problem in high-dimensional geophysical problems will be discussed. Several existing and new schemes will be presented and it is shown that at least one of them, the Equivalent-Weights Particle Filter, does indeed beat the curse of dimensionality and provides a way forward to solve the problem of nonlinear data assimilation in high-dimensional systems.
Resumo:
Rate coefficients for reactions of nitrate radicals (NO3) with the anthropogenic emissions 2-methylpent-2-ene, (Z)-3-methylpent-2-ene.. ethyl vinyl ether, and the stress-induced plant emission ethyl vinyl ketone (pent-1-en-3-one) were determined to be (9.3 +/- 1.1) x 10(-12), (9.3 +/- 3.2) x 10(-12), (1.7 +/- 1.3) x 10(-12) and (9.4 + 2.7) x 10(-17) cm(3) molecule(-1) s(-1). We performed kinetic experiments at room temperature and atmospheric pressure using a relative-rate technique with GC-FID analysis. Experiments with ethyl vinyl ether required a modification of our established procedure that might introduce additional uncertainties, and the errors suggested reflect these difficulties. Rate coefficients are discussed in terms of electronic and steric influences. Atmospheric lifetimes with respect to important oxidants in the troposphere were calculated. NO3-initiated oxidation is found to be the strongly dominating degradation route for 2-methylpent-2-ene, (Z)-3-methylpent-2-ene and ethyl vinyl ether. Atmospheric concentrations of the alkenes and their relative contribution to the total NMHC emissions from trucks can be expected to increase if plans for the introduction of particle filters for diesel engines are implemented on a global scale. Thus more kinetic data are required to better evaluate the impact of these emissions.
Resumo:
A potential problem with Ensemble Kalman Filter is the implicit Gaussian assumption at analysis times. Here we explore the performance of a recently proposed fully nonlinear particle filter on a high-dimensional but simplified ocean model, in which the Gaussian assumption is not made. The model simulates the evolution of the vorticity field in time, described by the barotropic vorticity equation, in a highly nonlinear flow regime. While common knowledge is that particle filters are inefficient and need large numbers of model runs to avoid degeneracy, the newly developed particle filter needs only of the order of 10-100 particles on large scale problems. The crucial new ingredient is that the proposal density cannot only be used to ensure all particles end up in high-probability regions of state space as defined by the observations, but also to ensure that most of the particles have similar weights. Using identical twin experiments we found that the ensemble mean follows the truth reliably, and the difference from the truth is captured by the ensemble spread. A rank histogram is used to show that the truth run is indistinguishable from any of the particles, showing statistical consistency of the method.
Resumo:
Vertically pointing Doppler radar has been used to study the evolution of ice particles as they sediment through a cirrus cloud. The measured Doppler fall speeds, together with radar-derived estimates for the altitude of cloud top, are used to estimate a characteristic fall time tc for the `average' ice particle. The change in radar reflectivity Z is studied as a function of tc, and is found to increase exponentially with fall time. We use the idea of dynamically scaling particle size distributions to show that this behaviour implies exponential growth of the average particle size, and argue that this exponential growth is a signature of ice crystal aggregation.
Resumo:
The spectral design and fabrication of cooled (7K) mid-infrared dichroic beamsplitters and bandpass filter coatings for the MIRI spectrometer and imager are described. Design methods to achieve the spectral performance and coating materials are discussed.
Resumo:
The sources of ordinate error in FTIR spectrometers are reviewed with reference to measuring small out-of-band features in the spectra of bandpass filters. Procedures for identifying instrumental artefacts are described. It is shown that features well below 0.01%T can be measured reliably.