Probability density estimation with tunable kernels using orthogonal forward regression

A generalized or tunable-kernel model is proposed for probability density function estimation based on an orthogonal forward regression procedure. Each stage of the density estimation process determines a tunable kernel, namely, its center vector and diagonal covariance matrix, by minimizing a leave-one-out test criterion. The kernel mixing weights of the constructed sparse density estimate are finally updated using the multiplicative nonnegative quadratic programming algorithm to ensure the nonnegative and unity constraints, and this weight-updating process additionally has the desired ability to further reduce the model size. The proposed tunable-kernel model has advantages, in terms of model generalization capability and model sparsity, over the standard fixed-kernel model that restricts kernel centers to the training data points and employs a single common kernel variance for every kernel. On the other hand, it does not optimize all the model parameters together and thus avoids the problems of high-dimensional ill-conditioned nonlinear optimization associated with the conventional finite mixture model. Several examples are included to demonstrate the ability of the proposed novel tunable-kernel model to effectively construct a very compact density estimate accurately.

Integrating features for man-made target tracking from FLIR image sequence using particle filter

A new man-made target tracking algorithm integrating features from (Forward Looking InfraRed) image sequence is presented based on particle filter. Firstly, a multiscale fractal feature is used to enhance targets in FLIR images. Secondly, the gray space feature is defined by Bhattacharyya distance between intensity histograms of the reference target and a sample target from MFF (Multi-scale Fractal Feature) image. Thirdly, the motion feature is obtained by differencing between two MFF images. Fourthly, a fusion coefficient can be automatically obtained by online feature selection method for features integrating based on fuzzy logic. Finally, a particle filtering framework is developed to fulfill the target tracking. Experimental results have shown that the proposed algorithm can accurately track weak or small man-made target in FLIR images with complicated background. The algorithm is effective, robust and satisfied to real time tracking.

Minimum neighbour and extended Kalman filter estimator: a practical distributed channel assignment scheme for dense wireless local area networks

Dense deployments of wireless local area networks (WLANs) are becoming a norm in many cities around the world. However, increased interference and traffic demands can severely limit the aggregate throughput achievable unless an effective channel assignment scheme is used. In this work, a simple and effective distributed channel assignment (DCA) scheme is proposed. It is shown that in order to maximise throughput, each access point (AP) simply chooses the channel with the minimum number of active neighbour nodes (i.e. nodes associated with neighbouring APs that have packets to send). However, application of such a scheme to practice depends critically on its ability to estimate the number of neighbour nodes in each channel, for which no practical estimator has been proposed before. In view of this, an extended Kalman filter (EKF) estimator and an estimate of the number of nodes by AP are proposed. These not only provide fast and accurate estimates but can also exploit channel switching information of neighbouring APs. Extensive packet level simulation results show that the proposed minimum neighbour and EKF estimator (MINEK) scheme is highly scalable and can provide significant throughput improvement over other channel assignment schemes.

An ultra-wide passband (5-30µm) filter for FTIR studies of Photosystem II

This paper reports on the design and manufacture of an ultra-wide (5-30µm) infrared edge filter for use in FTIR studies of the low frequency vibrational modes of metallo-proteins. We present details of the spectral design and manufacture of such a filter which meets the demanding bandwidth and transparency requirements of the application, and spectra that present the new data possible with such a filter. A design model of the filter and the materials used in its construction has been developed capable of accurately predicting spectral performance at both 300K and at the reduced operating temperature at 200K. This design model is based on the optical and semiconductor properties of a multilayer filter containing PbTe (IV-VI) layer material in combination with the dielectric dispersion of ZnSe (II-VI) deposited on a CdTe (II-VI) substrate together with the use of BaF2 (II-VII) as an antireflection layer. Comparisons between the computed spectral performance of the model and spectral measurements from manufactured coatings over a wavelength range of 4-30µm and temperature range 300-200K are presented. Finally we present the results of the FTIR measurements of Photosystem II showing the improvement in signal to noise ratio of the measurement due to using the filter, together with a light induced FTIR difference spectrum of Photosystem II.

Novel material combinations for enhanced infrared filter performance

The introduction of non-toxic fluride compounds as direct replacements for Thorium Fluoride (ThF4) has renewed interest in the use of low index fluoride compounds in high performance infrared filters. This paper reports the results of an investigation into the effects of combining these low index materials, particularly Barium Fluoride (BaF2), with the high index material Lead Telluride (PbTe) in bandpass and edge filters. Infrared filter designs using conventional and the new material ombination are compared, and infrared filters using these material combinations have been manufactured and have been shown to suffer problems with residual stress. A possible solution to this problem utilising Zinc Sulphide (ZnS) layers with compensating compressive stress is discussed.

On the Kalman-Bucy filter with specified input

In a recent paper, Vathsal suggested that a new configuration had been obtained for linear filtering problems, which was distinctly different from the Kalman-Bucy filter. It is shown that this in fact is merely a special case of the filter with a specified input.

Tschebyshev optical filter design

A method of designing multi-cavity infrared narrowband filters for bandwidth between 10% and 20% is presended: The method is based on a Tschebyshev prototype. The theoretical indices from these are simulated by Herpin equivalent layers, the outer layers may be also simulated by Herrmann's asymetrical tri-layer. The new algorithm of filter design can easily be implemented in any microcomputer.

Simple nonpolarizing high pass filter

Nonpolarizing edge filters have recently becmoe important to separate those IR gas bands used in atmospheric sensing into their P and R branches, namely, the v2 of C02 at a 15µm wavelength. Whereas Thelen has developed all necessary principles for the entire class of nonpolarizing filters it remains difficult to subsittute ither refractive indices (such as infrared) into a visible-region design or assess the effect on consequent performance.

Digital signal processing of optical monitoring by means of a Kalman filter

A Kalman filter algorithm has been applied to interpret the optical reflectance excursions during vacuum deposition of infrared coatings and multilayer thin-film filters. The application has been described in detail elsewhere and this paper now reports on-line experience for estimating deposition rate and thickness. The estimation proved sufficiently reliable to firstly 'navigate' regular manufacture (as controlled by a skilled operator) and to subsequently reproduce the skill without interpretation or intervention whilst maintaining exemplary product quality. Optical control by means of this Kalman filter application is therefore considered suitable as a basis for the automated manufacture of infrared coatings and multilayer thin-film filters.

An adaptive linear equalizer with optimum filter length and decision delay

The power of an adaptive equalizer is maximized when the structural parameters including the tap-length and decision delay can be optimally chosen. Although the method for adjusting either the tap-length or decision delay has been proposed, adjusting both simultaneously becomes much more involved as they interact with each other. In this paper, this problem is solved by putting a linear prewhitener before the equalizer, with which the equivalent channel becomes maximum-phase. This implies that the optimum decision delay can be simply ¯xed at the tap-length minus one, while the tap-length can then be chosen using a similar approach as that proposed in our previous work.

Applying the extended Kalman filter to systems described by nonlinear differential-algebraic equations

This paper describes a method for the state estimation of nonlinear systems described by a class of differential-algebraic equation models using the extended Kalman filter. The method involves the use of a time-varying linearisation of a semi-explicit index one differential-algebraic equation. The estimation technique consists of a simplified extended Kalman filter that is integrated with the differential-algebraic equation model. The paper describes a simulation study using a model of a batch chemical reactor. It also reports a study based on experimental data obtained from a mixing process, where the model of the system is solved using the sequential modular method and the estimation involves a bank of extended Kalman filters.

Adaptive modelling with tunable RBF network using multi-innovation RLS algorithm assisted by swarm intelligence

In this paper, we propose a new on-line learning algorithm for the non-linear system identification: the swarm intelligence aided multi-innovation recursive least squares (SI-MRLS) algorithm. The SI-MRLS algorithm applies the particle swarm optimization (PSO) to construct a flexible radial basis function (RBF) model so that both the model structure and output weights can be adapted. By replacing an insignificant RBF node with a new one based on the increment of error variance criterion at every iteration, the model remains at a limited size. The multi-innovation RLS algorithm is used to update the RBF output weights which are known to have better accuracy than the classic RLS. The proposed method can produces a parsimonious model with good performance. Simulation result are also shown to verify the SI-MRLS algorithm.

The effects of the RAW filter on the climatology and forecast skill of the SPEEDY model

In a recent study, Williams introduced a simple modification to the widely used Robert–Asselin (RA) filter for numerical integration. The main purpose of the Robert–Asselin–Williams (RAW) filter is to avoid the undesired numerical damping of the RA filter and to increase the accuracy. In the present paper, the effects of the modification are comprehensively evaluated in the Simplified Parameterizations, Primitive Equation Dynamics (SPEEDY) atmospheric general circulation model. First, the authors search for significant changes in the monthly climatology due to the introduction of the new filter. After testing both at the local level and at the field level, no significant changes are found, which is advantageous in the sense that the new scheme does not require a retuning of the parameterized model physics. Second, the authors examine whether the new filter improves the skill of short- and medium-term forecasts. January 1982 data from the NCEP–NCAR reanalysis are used to evaluate the forecast skill. Improvements are found in all the model variables (except the relative humidity, which is hardly changed). The improvements increase with lead time and are especially evident in medium-range forecasts (96–144 h). For example, in tropical surface pressure predictions, 5-day forecasts made using the RAW filter have approximately the same skill as 4-day forecasts made using the RA filter. The results of this work are encouraging for the implementation of the RAW filter in other models currently using the RA filter.