Robust modelling of noisy ARMA signals

In this paper methods are developed for enhancement and analysis of autoregressive moving average (ARMA) signals observed in additive noise which can be represented as mixtures of heavy-tailed non-Gaussian sources and a Gaussian background component. Such models find application in systems such as atmospheric communications channels or early sound recordings which are prone to intermittent impulse noise. Markov Chain Monte Carlo (MCMC) simulation techniques are applied to the joint problem of signal extraction, model parameter estimation and detection of impulses within a fully Bayesian framework. The algorithms require only simple linear iterations for all of the unknowns, including the MA parameters, which is in contrast with existing MCMC methods for analysis of noise-free ARMA models. The methods are illustrated using synthetic data and noise-degraded sound recordings.

A robust position control for induction machines

ICEM 2010

Maximum likelihood estimation of mortality and growth with individual variability from multiple length-frequency data

We consider estimation of mortality rates and growth parameters from length-frequency data of a fish stock and derive the underlying length distribution of the population and the catch when there is individual variability in the von Bertalanffy growth parameter L∞. The model is flexible enough to accommodate 1) any recruitment pattern as a function of both time and length, 2) length-specific selectivity, and 3) varying fishing effort over time. The maximum likelihood method gives consistent estimates, provided the underlying distribution for individual variation in growth is correctly specified. Simulation results indicate that our method is reasonably robust to violations in the assumptions. The method is applied to tiger prawn data (Penaeus semisulcatus) to obtain estimates of natural and fishing mortality.

Factor analysis based VTS and JUD noise estimation and compensation

Model based compensation schemes are a powerful approach for noise robust speech recognition. Recently there have been a number of investigations into adaptive training, and estimating the noise models used for model adaptation. This paper examines the use of EM-based schemes for both canonical models and noise estimation, including discriminative adaptive training. One issue that arises when estimating the noise model is a mismatch between the noise estimation approximation and final model compensation scheme. This paper proposes FA-style compensation where this mismatch is eliminated, though at the expense of a sensitivity to the initial noise estimates. EM-based discriminative adaptive training is evaluated on in-car and Aurora4 tasks. FA-style compensation is then evaluated in an incremental mode on the in-car task. © 2011 IEEE.

Improving reverberant VTS for hands-free robust speech recognition

Model-based approaches to handling additive background noise and channel distortion, such as Vector Taylor Series (VTS), have been intensively studied and extended in a number of ways. In previous work, VTS has been extended to handle both reverberant and background noise, yielding the Reverberant VTS (RVTS) scheme. In this work, rather than assuming the observation vector is generated by the reverberation of a sequence of background noise corrupted speech vectors, as in RVTS, the observation vector is modelled as a superposition of the background noise and the reverberation of clean speech. This yields a new compensation scheme RVTS Joint (RVTSJ), which allows an easy formulation for joint estimation of both additive and reverberation noise parameters. These two compensation schemes were evaluated and compared on a simulated reverberant noise corrupted AURORA4 task. Both yielded large gains over VTS baseline system, with RVTSJ outperforming the previous RVTS scheme. © 2011 IEEE.

Robust network reconstruction in polynomial time

This paper presents an efficient algorithm for robust network reconstruction of Linear Time-Invariant (LTI) systems in the presence of noise, estimation errors and unmodelled nonlinearities. The method here builds on previous work [1] on robust reconstruction to provide a practical implementation with polynomial computational complexity. Following the same experimental protocol, the algorithm obtains a set of structurally-related candidate solutions spanning every level of sparsity. We prove the existence of a magnitude bound on the noise, which if satisfied, guarantees that one of these structures is the correct solution. A problem-specific model-selection procedure then selects a single solution from this set and provides a measure of confidence in that solution. Extensive simulations quantify the expected performance for different levels of noise and show that significantly more noise can be tolerated in comparison to the original method. © 2012 IEEE.

Robust and Efficient 3D Recognition by Alignment

Alignment is a prevalent approach for recognizing 3D objects in 2D images. A major problem with current implementations is how to robustly handle errors that propagate from uncertainties in the locations of image features. This thesis gives a technique for bounding these errors. The technique makes use of a new solution to the problem of recovering 3D pose from three matching point pairs under weak-perspective projection. Furthermore, the error bounds are used to demonstrate that using line segments for features instead of points significantly reduces the false positive rate, to the extent that alignment can remain reliable even in cluttered scenes.

On classical and other methods of discriminant analysis and estimation of log-odds

For two multinormal populations with equal covariance matrices the likelihood ratio discriminant function, an alternative allocation rule to the sample linear discriminant function when n1 ≠ n2 ,is studied analytically. With the assumption of a known covariance matrix its distribution is derived and the expectation of its actual and apparent error rates evaluated and compared with those of the sample linear discriminant function. This comparison indicates that the likelihood ratio allocation rule is robust to unequal sample sizes. The quadratic discriminant function is studied, its distribution reviewed and evaluation of its probabilities of misclassification discussed. For known covariance matrices the distribution of the sample quadratic discriminant function is derived. When the known covariance matrices are proportional exact expressions for the expectation of its actual and apparent error rates are obtained and evaluated. The effectiveness of the sample linear discriminant function for this case is also considered. Estimation of true log-odds for two multinormal populations with equal or unequal covariance matrices is studied. The estimative, Bayesian predictive and a kernel method are compared by evaluating their biases and mean square errors. Some algebraic expressions for these quantities are derived. With equal covariance matrices the predictive method is preferable. Where it derives this superiority is investigated by considering its performance for various levels of fixed true log-odds. It is also shown that the predictive method is sensitive to n1 ≠ n2. For unequal but proportional covariance matrices the unbiased estimative method is preferred. Product Normal kernel density estimates are used to give a kernel estimator of true log-odds. The effect of correlation in the variables with product kernels is considered. With equal covariance matrices the kernel and parametric estimators are compared by simulation. For moderately correlated variables and large dimension sizes the product kernel method is a good estimator of true log-odds.

Human respiration rate estimation using ultra-wideband distributed cognitive radar system

It has been shown that remote monitoring of pulmonary activity can be achieved using ultra-wideband (UWB) systems, which shows promise in home healthcare, rescue, and security applications. In this paper, we first present a multi-ray propagation model for UWB signal, which is traveling through the human thorax and is reflected on the air/dry-skin/fat/muscle interfaces. A geometry-based statistical channel model is then developed for simulating the reception of UWB signals in the indoor propagation environment. This model enables replication of time-varying multipath profiles due to the displacement of a human chest. Subsequently, a UWB distributed cognitive radar system (UWB-DCRS) is developed for the robust detection of chest cavity motion and the accurate estimation of respiration rate. The analytical framework can serve as a basis in the planning and evaluation of future measurement programs. We also provide a case study on how the antenna beamwidth affects the estimation of respiration rate based on the proposed propagation models and system architecture

Epipolar geometry estimation based on evolutionary agents

This paper presents a novel approach based on the use of evolutionary agents for epipolar geometry estimation. In contrast to conventional nonlinear optimization methods, the proposed technique employs each agent to denote a minimal subset to compute the fundamental matrix, and considers the data set of correspondences as a 1D cellular environment, in which the agents inhabit and evolve. The agents execute some evolutionary behavior, and evolve autonomously in a vast solution space to reach the optimal (or near optima) result. Then three different techniques are proposed in order to improve the searching ability and computational efficiency of the original agents. Subset template enables agents to collaborate more efficiently with each other, and inherit accurate information from the whole agent set. Competitive evolutionary agent (CEA) and finite multiple evolutionary agent (FMEA) apply a better evolutionary strategy or decision rule, and focus on different aspects of the evolutionary process. Experimental results with both synthetic data and real images show that the proposed agent-based approaches perform better than other typical methods in terms of accuracy and speed, and are more robust to noise and outliers.

Robust fuzzy Gustafson-Kessel clustering for nonlinear system identification

This paper deals with Takagi-Sugeno (TS) fuzzy model identification of nonlinear systems using fuzzy clustering. In particular, an extended fuzzy Gustafson-Kessel (EGK) clustering algorithm, using robust competitive agglomeration (RCA), is developed for automatically constructing a TS fuzzy model from system input-output data. The EGK algorithm can automatically determine the 'optimal' number of clusters from the training data set. It is shown that the EGK approach is relatively insensitive to initialization and is less susceptible to local minima, a benefit derived from its agglomerate property. This issue is often overlooked in the current literature on nonlinear identification using conventional fuzzy clustering. Furthermore, the robust statistical concepts underlying the EGK algorithm help to alleviate the difficulty of cluster identification in the construction of a TS fuzzy model from noisy training data. A new hybrid identification strategy is then formulated, which combines the EGK algorithm with a locally weighted, least-squares method for the estimation of local sub-model parameters. The efficacy of this new approach is demonstrated through function approximation examples and also by application to the identification of an automatic voltage regulation (AVR) loop for a simulated 3 kVA laboratory micro-machine system.

Estimation of survival rate and extinction probability for stage-structured populations with overlapping life stages

The development of methods providing reliable estimates of demographic parameters (e. g., survival rates, fecundity) for wild populations is essential to better understand the ecology and conservation requirements of individual species. A number of methods exist for estimating the demographics of stage-structured populations, but inherent mathematical complexity often limits their uptake by conservation practitioners. Estimating survival rates for pond-breeding amphibians is further complicated by their complex migratory and reproductive behaviours, often resulting in nonobservable states and successive cohorts of eggs and tadpoles. Here we used comprehensive data on 11 distinct breeding toad populations (Bufo calamita) to clarify and assess the suitability of a relatively simple method [the Kiritani-Nakasuji-Manly (KNM) method] to estimate the survival rates of stage-structured populations with overlapping life stages. The study shows that the KNM method is robust and provides realistic estimates of amphibian egg and larval survival rates for species in which breeding can occur as a single pulse or over a period of several weeks. The study also provides estimates of fecundity for seven distinct toad populations and indicates that it is essential to use reliable estimates of fecundity to limit the risk of under- or overestimating the survival rates when using the KNM method. Survival and fecundity rates for B. calamita populations were then used to define population matrices and make a limited exploration of their growth and viability. The findings of the study recently led to the implementation of practical conservation measures at the sites where populations were most vulnerable to extinction. © 2010 The Society of Population Ecology and Springer.

Molecular pedigree reconstruction and estimation of evolutionary parameters in a wild Atlantic salmon river system with incomplete sampling: a power analysis

Background: Pedigree reconstruction using genetic analysis provides a useful means to estimate fundamental population biology parameters relating to population demography, trait heritability and individual fitness when combined with other sources of data. However, there remain limitations to pedigree reconstruction in wild populations, particularly in systems where parent-offspring relationships cannot be directly observed, there is incomplete sampling of individuals, or molecular parentage inference relies on low quality DNA from archived material. While much can still be inferred from incomplete or sparse pedigrees, it is crucial to evaluate the quality and power of available genetic information a priori to testing specific biological hypotheses. Here, we used microsatellite markers to reconstruct a multi-generation pedigree of wild Atlantic salmon (Salmo salar L.) using archived scale samples collected with a total trapping system within a river over a 10 year period. Using a simulation-based approach, we determined the optimal microsatellite marker number for accurate parentage assignment, and evaluated the power of the resulting partial pedigree to investigate important evolutionary and quantitative genetic characteristics of salmon in the system.

Results: We show that at least 20 microsatellites (ave. 12 alleles/locus) are required to maximise parentage assignment and to improve the power to estimate reproductive success and heritability in this study system. We also show that 1.5 fold differences can be detected between groups simulated to have differing reproductive success, and that it is possible to detect moderate heritability values for continuous traits (h(2) similar to 0.40) with more than 80% power when using 28 moderately to highly polymorphic markers.

Conclusion: The methodologies and work flow described provide a robust approach for evaluating archived samples for pedigree-based research, even where only a proportion of the total population is sampled. The results demonstrate the feasibility of pedigree-based studies to address challenging ecological and evolutionary questions in free-living populations, where genealogies can be traced only using molecular tools, and that significant increases in pedigree assignment power can be achieved by using higher numbers of markers.

Dynamic State Estimation of Power Systems with Quantization Eects: A Recursive Filter Approach

In this paper, a recursive filter algorithm is developed to deal with the state estimation problem for power systems with quantized nonlinear measurements. The measurements from both the remote terminal units and the phasor measurement unit are subject to quantizations described by a logarithmic quantizer. Attention is focused on the design of a recursive filter such that, in the simultaneous presence of nonlinear measurements and quantization effects, an upper bound for the estimation error covariance is guaranteed and subsequently minimized. Instead of using the traditional approximation methods in nonlinear estimation that simply ignore the linearization errors, we treat both the linearization and quantization errors as norm-bounded uncertainties in the algorithm development so as to improve the performance of the estimator. For the power system with such kind of introduced uncertainties, a filter is designed in the framework of robust recursive estimation, and the developed filter algorithm is tested on the IEEE benchmark power system to demonstrate its effectiveness.

Contributions to the theory of maximum entropy estimation for ill-posed models

As técnicas estatísticas são fundamentais em ciência e a análise de regressão linear é, quiçá, uma das metodologias mais usadas. É bem conhecido da literatura que, sob determinadas condições, a regressão linear é uma ferramenta estatística poderosíssima. Infelizmente, na prática, algumas dessas condições raramente são satisfeitas e os modelos de regressão tornam-se mal-postos, inviabilizando, assim, a aplicação dos tradicionais métodos de estimação. Este trabalho apresenta algumas contribuições para a teoria de máxima entropia na estimação de modelos mal-postos, em particular na estimação de modelos de regressão linear com pequenas amostras, afetados por colinearidade e outliers. A investigação é desenvolvida em três vertentes, nomeadamente na estimação de eficiência técnica com fronteiras de produção condicionadas a estados contingentes, na estimação do parâmetro ridge em regressão ridge e, por último, em novos desenvolvimentos na estimação com máxima entropia. Na estimação de eficiência técnica com fronteiras de produção condicionadas a estados contingentes, o trabalho desenvolvido evidencia um melhor desempenho dos estimadores de máxima entropia em relação ao estimador de máxima verosimilhança. Este bom desempenho é notório em modelos com poucas observações por estado e em modelos com um grande número de estados, os quais são comummente afetados por colinearidade. Espera-se que a utilização de estimadores de máxima entropia contribua para o tão desejado aumento de trabalho empírico com estas fronteiras de produção. Em regressão ridge o maior desafio é a estimação do parâmetro ridge. Embora existam inúmeros procedimentos disponíveis na literatura, a verdade é que não existe nenhum que supere todos os outros. Neste trabalho é proposto um novo estimador do parâmetro ridge, que combina a análise do traço ridge e a estimação com máxima entropia. Os resultados obtidos nos estudos de simulação sugerem que este novo estimador é um dos melhores procedimentos existentes na literatura para a estimação do parâmetro ridge. O estimador de máxima entropia de Leuven é baseado no método dos mínimos quadrados, na entropia de Shannon e em conceitos da eletrodinâmica quântica. Este estimador suplanta a principal crítica apontada ao estimador de máxima entropia generalizada, uma vez que prescinde dos suportes para os parâmetros e erros do modelo de regressão. Neste trabalho são apresentadas novas contribuições para a teoria de máxima entropia na estimação de modelos mal-postos, tendo por base o estimador de máxima entropia de Leuven, a teoria da informação e a regressão robusta. Os estimadores desenvolvidos revelam um bom desempenho em modelos de regressão linear com pequenas amostras, afetados por colinearidade e outliers. Por último, são apresentados alguns códigos computacionais para estimação com máxima entropia, contribuindo, deste modo, para um aumento dos escassos recursos computacionais atualmente disponíveis.