State-space model identification of a wireless THz network

We model the large scale fading of wireless THz communications links deployed in a metropolitan area taking into account reception through direct line of sight, ground or wall reflection and diffraction. The movement of the receiver in the three dimensions is modelled by an autonomous dynamic linear system in state-space whereas the geometric relations involved in the attenuation and multi-path propagation of the electric field are described by a static non-linear mapping. A subspace algorithm in conjunction with polynomial regression is used to identify a Wiener model from time-domain measurements of the field intensity.

The cleft ion fountain: a two-dimensional kinetic model

The transport of ionospheric ions from a source in the polar cleft ionosphere through the polar magnetosphere is investigated using a two-dimensional, kinetic, trajectory-based code. The transport model includes the effects of gravitation, longitudinal magnetic gradient force, convection electric fields, and parallel electric fields. Individual ion trajectories as well as distribution functions and resulting bulk parameters of density, parallel average energy, and parallel flux for a presumed cleft ionosphere source distribution are presented for various conditions to illustrate parametrically the dependences on source energies, convection electric field strengths, ion masses, and parallel electric field strengths. The essential features of the model are consistent with the concept of a cleft-based ion fountain supplying ionospheric ions to the polar magnetosphere, and the resulting plasma distributions and parameters are in general agreement with recent low-energy ion measurements from the DE 1 satellite.

Energy consistent discontinuous Galerkin methods for a quasi-incompressible diffuse two phase flow model

We design consistent discontinuous Galerkin finite element schemes for the approximation of a quasi-incompressible two phase flow model of Allen–Cahn/Cahn–Hilliard/Navier–Stokes–Korteweg type which allows for phase transitions. We show that the scheme is mass conservative and monotonically energy dissipative. In this case the dissipation is isolated to discrete equivalents of those effects already causing dissipation on the continuous level, that is, there is no artificial numerical dissipation added into the scheme. In this sense the methods are consistent with the energy dissipation of the continuous PDE system.

State estimation using model order reduction for unstable systems

The problem of state estimation occurs in many applications of fluid flow. For example, to produce a reliable weather forecast it is essential to find the best possible estimate of the true state of the atmosphere. To find this best estimate a nonlinear least squares problem has to be solved subject to dynamical system constraints. Usually this is solved iteratively by an approximate Gauss–Newton method where the underlying discrete linear system is in general unstable. In this paper we propose a new method for deriving low order approximations to the problem based on a recently developed model reduction method for unstable systems. To illustrate the theoretical results, numerical experiments are performed using a two-dimensional Eady model – a simple model of baroclinic instability, which is the dominant mechanism for the growth of storms at mid-latitudes. It is a suitable test model to show the benefit that may be obtained by using model reduction techniques to approximate unstable systems within the state estimation problem.

An integrative model of amino acid metabolism in the liver of the lactating dairy cow

The objective of this work was to construct a dynamic model of hepatic amino acid metabolism in the lactating dairy cow that could be parameterized using net flow data from in vivo experiments. The model considers 22 amino acids, ammonia, urea, and 13 energetic metabolites, and was parameterized using a steady-state balance model and two in vivo, net flow experiments conducted with mid-lactation dairy cows. Extracellular flows were derived directly from the observed data. An optimization routine was used to derive nine intracellular flows. The resulting dynamic model was found to be stable across a range of inputs suggesting that it can be perturbed and applied to other physiological states. Although nitrogen was generally in balance, leucine was in slight deficit compared to predicted needs for export protein synthesis, suggesting that an alternative source of leucine (e.g. peptides) was utilized. Simulations of varying glucagon concentrations indicated that an additional 5 mol/d of glucose could be synthesized at the reference substrate concentrations and blood flows. The increased glucose production was supported by increased removal from blood of lactate, glutamate, aspartate, alanine, asparagine, and glutamine. As glucose Output increased, ketone body and acetate release increased while CO2 release declined. The pattern of amino acids appearing in hepatic vein blood was affected by changes in amino acid concentration in portal vein blood, portal blood flow rate and glucagon concentration, with methionine and phenylalanine being the most affected of essential amino acids. Experimental evidence is insufficient to determine whether essential amino acids are affected by varying gluconeogenic demands. (C) 2004 Published by Elsevier Ltd.

Modelling European winter wind storm losses in current and future climate

Severe wind storms are one of the major natural hazards in the extratropics and inflict substantial economic damages and even casualties. Insured storm-related losses depend on (i) the frequency, nature and dynamics of storms, (ii) the vulnerability of the values at risk, (iii) the geographical distribution of these values, and (iv) the particular conditions of the risk transfer. It is thus of great importance to assess the impact of climate change on future storm losses. To this end, the current study employs—to our knowledge for the first time—a coupled approach, using output from high-resolution regional climate model scenarios for the European sector to drive an operational insurance loss model. An ensemble of coupled climate-damage scenarios is used to provide an estimate of the inherent uncertainties. Output of two state-of-the-art global climate models (HadAM3, ECHAM5) is used for present (1961–1990) and future climates (2071–2100, SRES A2 scenario). These serve as boundary data for two nested regional climate models with a sophisticated gust parametrizations (CLM, CHRM). For validation and calibration purposes, an additional simulation is undertaken with the CHRM driven by the ERA40 reanalysis. The operational insurance model (Swiss Re) uses a European-wide damage function, an average vulnerability curve for all risk types, and contains the actual value distribution of a complete European market portfolio. The coupling between climate and damage models is based on daily maxima of 10 m gust winds, and the strategy adopted consists of three main steps: (i) development and application of a pragmatic selection criterion to retrieve significant storm events, (ii) generation of a probabilistic event set using a Monte-Carlo approach in the hazard module of the insurance model, and (iii) calibration of the simulated annual expected losses with a historic loss data base. The climate models considered agree regarding an increase in the intensity of extreme storms in a band across central Europe (stretching from southern UK and northern France to Denmark, northern Germany into eastern Europe). This effect increases with event strength, and rare storms show the largest climate change sensitivity, but are also beset with the largest uncertainties. Wind gusts decrease over northern Scandinavia and Southern Europe. Highest intra-ensemble variability is simulated for Ireland, the UK, the Mediterranean, and parts of Eastern Europe. The resulting changes on European-wide losses over the 110-year period are positive for all layers and all model runs considered and amount to 44% (annual expected loss), 23% (10 years loss), 50% (30 years loss), and 104% (100 years loss). There is a disproportionate increase in losses for rare high-impact events. The changes result from increases in both severity and frequency of wind gusts. Considerable geographical variability of the expected losses exists, with Denmark and Germany experiencing the largest loss increases (116% and 114%, respectively). All countries considered except for Ireland (−22%) experience some loss increases. Some ramifications of these results for the socio-economic sector are discussed, and future avenues for research are highlighted. The technique introduced in this study and its application to realistic market portfolios offer exciting prospects for future research on the impact of climate change that is relevant for policy makers, scientists and economists.

A comparison of diatom phosphorus transfer functions and export coefficient models as tools for reconstructing lake nutrient histories

1. We compared the baseline phosphorus (P) concentrations inferred by diatom-P transfer functions and export coefficient models at 62 lakes in Great Britain to assess whether the techniques produce similar estimates of historical nutrient status. 2. There was a strong linear relationship between the two sets of values over the whole total P (TP) gradient (2-200 mu g TP L-1). However, a systematic bias was observed with the diatom model producing the higher values in 46 lakes (of which values differed by more than 10 mu g TP L-1 in 21). The export coefficient model gave the higher values in 10 lakes (of which the values differed by more than 10 mu g TP L-1 in only 4). 3. The difference between baseline and present-day TP concentrations was calculated to compare the extent of eutrophication inferred by the two sets of model output. There was generally poor agreement between the amounts of change estimated by the two approaches. The discrepancy in both the baseline values and the degree of change inferred by the models was greatest in the shallow and more productive sites. 4. Both approaches were applied to two lakes in the English Lake District where long-term P data exist, to assess how well the models track measured P concentrations since approximately 1850. There was good agreement between the pre-enrichment TP concentrations generated by the models. The diatom model paralleled the steeper rise in maximum soluble reactive P (SRP) more closely than the gradual increase in annual mean TP in both lakes. The export coefficient model produced a closer fit to observed annual mean TP concentrations for both sites, tracking the changes in total external nutrient loading. 5. A combined approach is recommended, with the diatom model employed to reflect the nature and timing of the in-lake response to changes in nutrient loading, and the export coefficient model used to establish the origins and extent of changes in the external load and to assess potential reduction in loading under different management scenarios. 6. However, caution must be exercised when applying these models to shallow lakes where the export coefficient model TP estimate will not include internal P loading from lake sediments and where the diatom TP inferences may over-estimate TP concentrations because of the high abundance of benthic taxa, many of which are poor indicators of trophic state.

The global response to tropical heating in the Madden-Julian oscillation during the northern winter

A life cycle of the Madden–Julian oscillation (MJO) was constructed, based on 21 years of outgoing long-wave radiation data. Regression maps of NCEP–NCAR reanalysis data for the northern winter show statistically significant upper-tropospheric equatorial wave patterns linked to the tropical convection anomalies, and extratropical wave patterns over the North Pacific, North America, the Atlantic, the Southern Ocean and South America. To assess the cause of the circulation anomalies, a global primitive-equation model was initialized with the observed three-dimensional (3D) winter climatological mean flow and forced with a time-dependent heat source derived from the observed MJO anomalies. A model MJO cycle was constructed from the global response to the heating, and both the tropical and extratropical circulation anomalies generally matched the observations well. The equatorial wave patterns are established in a few days, while it takes approximately two weeks for the extratropical patterns to appear. The model response is robust and insensitive to realistic changes in damping and basic state. The model tropical anomalies are consistent with a forced equatorial Rossby–Kelvin wave response to the tropical MJO heating, although it is shifted westward by approximately 20° longitude relative to observations. This may be due to a lack of damping processes (cumulus friction) in the regions of convective heating. Once this shift is accounted for, the extratropical response is consistent with theories of Rossby wave forcing and dispersion on the climatological flow, and the pattern correlation between the observed and modelled extratropical flow is up to 0.85. The observed tropical and extratropical wave patterns account for a significant fraction of the intraseasonal circulation variance, and this reproducibility as a response to tropical MJO convection has implications for global medium-range weather prediction. Copyright © 2004 Royal Meteorological Society

Flux comparison of Eulerian and Lagrangian estimates of Agulhas leakage: A case study using a numerical model

Estimating the magnitude of Agulhas leakage, the volume flux of water from the Indian to the Atlantic Ocean, is difficult because of the presence of other circulation systems in the Agulhas region. Indian Ocean water in the Atlantic Ocean is vigorously mixed and diluted in the Cape Basin. Eulerian integration methods, where the velocity field perpendicular to a section is integrated to yield a flux, have to be calibrated so that only the flux by Agulhas leakage is sampled. Two Eulerian methods for estimating the magnitude of Agulhas leakage are tested within a high-resolution two-way nested model with the goal to devise a mooring-based measurement strategy. At the GoodHope line, a section halfway through the Cape Basin, the integrated velocity perpendicular to that line is compared to the magnitude of Agulhas leakage as determined from the transport carried by numerical Lagrangian floats. In the first method, integration is limited to the flux of water warmer and more saline than specific threshold values. These threshold values are determined by maximizing the correlation with the float-determined time series. By using the threshold values, approximately half of the leakage can directly be measured. The total amount of Agulhas leakage can be estimated using a linear regression, within a 90% confidence band of 12 Sv. In the second method, a subregion of the GoodHope line is sought so that integration over that subregion yields an Eulerian flux as close to the float-determined leakage as possible. It appears that when integration is limited within the model to the upper 300 m of the water column within 900 km of the African coast the time series have the smallest root-mean-square difference. This method yields a root-mean-square error of only 5.2 Sv but the 90% confidence band of the estimate is 20 Sv. It is concluded that the optimum thermohaline threshold method leads to more accurate estimates even though the directly measured transport is a factor of two lower than the actual magnitude of Agulhas leakage in this model.

Estimating discharge from inundation imagery

Remote sensing from space-borne platforms is often seen as an appealing method of monitoring components of the hydrological cycle, including river discharge, due to its spatial coverage. However, data from these platforms is often less than ideal because the geophysical properties of interest are rarely measured directly and the measurements that are taken can be subject to significant errors. This study assimilated water levels derived from a TerraSAR-X synthetic aperture radar image and digital aerial photography with simulations from a two dimensional hydraulic model to estimate discharge, inundation extent, depths and velocities at the confluence of the rivers Severn and Avon, UK. An ensemble Kalman filter was used to assimilate spot heights water levels derived by intersecting shorelines from the imagery with a digital elevation model. Discharge was estimated from the ensemble of simulations using state augmentation and then compared with gauge data. Assimilating the real data reduced the error between analyzed mean water levels and levels from three gauging stations to less than 0.3 m, which is less than typically found in post event water marks data from the field at these scales. Measurement bias was evident, but the method still provided a means of improving estimates of discharge for high flows where gauge data are unavailable or of poor quality. Posterior estimates of discharge had standard deviations between 63.3 m3s-1 and 52.7 m3s-1, which were below 15% of the gauged flows along the reach. Therefore, assuming a roughness uncertainty of 0.03-0.05 and no model structural errors discharge could be estimated by the EnKF with accuracy similar to that arguably expected from gauging stations during flood events. Quality control prior to assimilation, where measurements were rejected for being in areas of high topographic slope or close to tall vegetation and trees, was found to be essential. The study demonstrates the potential, but also the significant limitations of currently available imagery to reduce discharge uncertainty in un-gauged or poorly gauged basins when combined with model simulations in a data assimilation framework.

Investigation of the mechanism of agonist and inverse agonist action at D-2 dopamine receptors

This study investigated, for the D-2 dopamine receptor, the relation between the ability of agonists and inverse agonists to stabilise different states of the receptor and their relative efficacies. K-i values for agonists were determined in competition, versus the binding of the antagonist [H-3]spiperone. Competition data were fitted best by a two-binding site model (with the exception of bromocriptine, for which a one-binding site model provided the best fit) and agonist affinities for the higher (K-h) (G protein-coupled) and lower affinity (K-l) (G protein-uncoupled) sites determined. Ki values for agonists were also determined in competition versus the binding of the agonist [H-3]N-propylnorapomorphine (NPA) to provide a second estimate of K-h,. Maximal agonist effects (E-max) and their potencies (EC50) were determined from concentration-response curves for agonist stimulation of guanosine-5'-O-(3-[S-32] thiotriphosphate) ([S-35]GTPgammaS) binding. The ability of agonists to stabilise the G protein-coupled state of the receptor (K-l/K-h, determined from ligand-binding assays) did not correlate with either of two measures of relative efficacy (relative E-max, Kl/EC50) of agonists determined in [S-35]GTPgammaS-binding assays, when the data for all of the compounds tested were analysed For a subset of compounds, however, there was a relation between K-l/K-h and E-max.. Competition-binding data versus [H-3]spiperone and [H-3]NPA for a range of inverse agonists were fitted best by a one-binding site model. K-i values for the inverse agonists tested were slightly lower in competition versus [H-3]NPA compared to [H-3]spiperone. These data do not provide support for the idea that inverse agonists act by binding preferentially to the ground state of the receptor. (C) 2004 Elsevier Inc. All rights reserved.

Subspace system identification framework for the analysis of multimoded propagation of THz-transient signals

We provide a system identification framework for the analysis of THz-transient data. The subspace identification algorithm for both deterministic and stochastic systems is used to model the time-domain responses of structures under broadband excitation. Structures with additional time delays can be modelled within the state-space framework using additional state variables. We compare the numerical stability of the commonly used least-squares ARX models to that of the subspace N4SID algorithm by using examples of fourth-order and eighth-order systems under pulse and chirp excitation conditions. These models correspond to structures having two and four modes simultaneously propagating respectively. We show that chirp excitation combined with the subspace identification algorithm can provide a better identification of the underlying mode dynamics than the ARX model does as the complexity of the system increases. The use of an identified state-space model for mode demixing, upon transformation to a decoupled realization form is illustrated. Applications of state-space models and the N4SID algorithm to THz transient spectroscopy as well as to optical systems are highlighted.

Relationship between åström control and the kalman linear regulator — Caines revisited

The relationship between minimum variance and minimum expected quadratic loss feedback controllers for linear univariate discrete-time stochastic systems is reviewed by taking the approach used by Caines. It is shown how the two methods can be regarded as providing identical control actions as long as a noise-free measurement state-space model is employed.

Neurofuzzy control using Kalman filtering state feedback with coloured noise for unknown non-linear processes

This paper presents a controller design scheme for a priori unknown non-linear dynamical processes that are identified via an operating point neurofuzzy system from process data. Based on a neurofuzzy design and model construction algorithm (NeuDec) for a non-linear dynamical process, a neurofuzzy state-space model of controllable form is initially constructed. The control scheme based on closed-loop pole assignment is then utilized to ensure the time invariance and linearization of the state equations so that the system stability can be guaranteed under some mild assumptions, even in the presence of modelling error. The proposed approach requires a known state vector for the application of pole assignment state feedback. For this purpose, a generalized Kalman filtering algorithm with coloured noise is developed on the basis of the neurofuzzy state-space model to obtain an optimal state vector estimation. The derived controller is applied in typical output tracking problems by minimizing the tracking error. Simulation examples are included to demonstrate the operation and effectiveness of the new approach.