888 resultados para Particle filtering


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This paper studies the rate of convergence of an appropriatediscretization scheme of the solution of the Mc Kean-Vlasovequation introduced by Bossy and Talay. More specifically,we consider approximations of the distribution and of thedensity of the solution of the stochastic differentialequation associated to the Mc Kean - Vlasov equation. Thescheme adopted here is a mixed one: Euler/weakly interactingparticle system. If $n$ is the number of weakly interactingparticles and $h$ is the uniform step in the timediscretization, we prove that the rate of convergence of thedistribution functions of the approximating sequence in the $L^1(\Omega\times \Bbb R)$ norm and in the sup norm is of theorder of $\frac 1{\sqrt n} + h $, while for the densities is ofthe order $ h +\frac 1 {\sqrt {nh}}$. This result is obtainedby carefully employing techniques of Malliavin Calculus.

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We propose a method to estimate time invariant cyclical DSGE models using the informationprovided by a variety of filters. We treat data filtered with alternative procedures as contaminated proxies of the relevant model-based quantities and estimate structural and non-structuralparameters jointly using a signal extraction approach. We employ simulated data to illustratethe properties of the procedure and compare our conclusions with those obtained when just onefilter is used. We revisit the role of money in the transmission of monetary business cycles.

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Analiza el método de conteo de particulas usado para determinar las distribución de particulas suspendidas en un rango de 2 -102 um

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Detecting local differences between groups of connectomes is a great challenge in neuroimaging, because the large number of tests that have to be performed and the impact on multiplicity correction. Any available information should be exploited to increase the power of detecting true between-group effects. We present an adaptive strategy that exploits the data structure and the prior information concerning positive dependence between nodes and connections, without relying on strong assumptions. As a first step, we decompose the brain network, i.e., the connectome, into subnetworks and we apply a screening at the subnetwork level. The subnetworks are defined either according to prior knowledge or by applying a data driven algorithm. Given the results of the screening step, a filtering is performed to seek real differences at the node/connection level. The proposed strategy could be used to strongly control either the family-wise error rate or the false discovery rate. We show by means of different simulations the benefit of the proposed strategy, and we present a real application of comparing connectomes of preschool children and adolescents.

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A common problem in video surveys in very shallow waters is the presence of strong light fluctuations, due to sun light refraction. Refracted sunlight casts fast moving patterns, which can significantly degrade the quality of the acquired data. Motivated by the growing need to improve the quality of shallow water imagery, we propose a method to remove sunlight patterns in video sequences. The method exploits the fact that video sequences allow several observations of the same area of the sea floor, over time. It is based on computing the image difference between a given reference frame and the temporal median of a registered set of neighboring images. A key observation is that this difference will have two components with separable spectral content. One is related to the illumination field (lower spatial frequencies) and the other to the registration error (higher frequencies). The illumination field, recovered by lowpass filtering, is used to correct the reference image. In addition to removing the sunflickering patterns, an important advantage of the approach is the ability to preserve the sharpness in corrected image, even in the presence of registration inaccuracies. The effectiveness of the method is illustrated in image sets acquired under strong camera motion containing non-rigid benthic structures. The results testify the good performance and generality of the approach

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The aim of this work was to determine whether the filters used in microirrigation systems can remove potentially emitter-clogging particles. The particle size and volume distributions of different effluents and their filtrates were established, and the efficiency of the removal of these particles and total suspended solids by screen, disc and sand filters determined. In most of the effluents and filtrates, the number of particles with a diameter > 20 μm was minimal. By analysing the particle volume distribution it was found that particles larger than the disc and screen filter pores appeared in the filtrates. However, the sand filter was able to retain particles larger than the pore size. The filtration efficiency depended more on the type of effluent than on the filter. It was also found that the particle size distribution followed a potential law. Analysis of the β exponents showed that the filters did not significantly modify the particle size distribution of the effluents

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We have developed a processing methodology that allows crosshole ERT (electrical resistivity tomography) monitoring data to be used to derive temporal fluctuations of groundwater electrical resistivity and thereby characterize the dynamics of groundwater in a gravel aquifer as it is infiltrated by river water. Temporal variations of the raw ERT apparent-resistivity data were mainly sensitive to the resistivity (salinity), temperature and height of the groundwater, with the relative contributions of these effects depending on the time and the electrode configuration. To resolve the changes in groundwater resistivity, we first expressed fluctuations of temperature-detrended apparent-resistivity data as linear superpositions of (i) time series of riverwater-resistivity variations convolved with suitable filter functions and (ii) linear and quadratic representations of river-water-height variations multiplied by appropriate sensitivity factors; river-water height was determined to be a reliable proxy for groundwater height. Individual filter functions and sensitivity factors were obtained for each electrode configuration via deconvolution using a one month calibration period and then the predicted contributions related to changes in water height were removed prior to inversion of the temperature-detrended apparent-resistivity data. Applications of the filter functions and sensitivity factors accurately predicted the apparent-resistivity variations (the correlation coefficient was 0.98). Furthermore, the filtered ERT monitoring data and resultant time-lapse resistivity models correlated closely with independently measured groundwater electrical resistivity monitoring data and only weakly with the groundwater-height fluctuations. The inversion results based on the filtered ERT data also showed significantly less inversion artefacts than the raw data inversions. We observed resistivity increases of up to 10% and the arrival time peaks in the time-lapse resistivity models matched those in the groundwater resistivity monitoring data.

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Multiexponential decays may contain time-constants differing in several orders of magnitudes. In such cases, uniform sampling results in very long records featuring a high degree of oversampling at the final part of the transient. Here, we analyze a nonlinear time scale transformation to reduce the total number of samples with minimum signal distortion, achieving an important reduction of the computational cost of subsequent analyses. We propose a time-varying filter whose length is optimized for minimum mean square error

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Eucalyptus grandis and other clonal plantations cover about 3.5 million ha in Brazil. The impacts of intensively-managed short-rotation forestry on soil aggregate structure and Carbon (C) dynamics are largely undocumented in tropical ecosystems. Long-term sustainability of these systems is probably in part linked to maintenance of soil organic matter and good soil structure and aggregation, especially in areas with low-fertility soils. This study investigated soil aggregate dynamics on a clay soil and a sandy soil, each with a Eucalyptus plantation and an adjacent primary forest. Silvicultural management did not reduce total C stocks, and did not change soil bulk density. Aggregates of the managed soils did not decrease in mass as hypothesized, which indicates that soil cultivation in 6 year cycles did not cause large decreases in soil aggregation in either soil texture. Silt, clay, and C of the sandy plantation soil shifted to greater aggregate protection, which may represent a decrease in C availability. The organic matter in the clay plantation soil increased in the fractions considered less protected while this shift from C to structural forms considered more protected was not observed.