977 resultados para Covariance matrix estimation
Resumo:
In transmission line transient analyses, a single real transformation matrix can obtain exact modes when the analyzed line is transposed. For non-transposed lines, the results are not exact. In this paper, non-symmetrical and non transposed three-phase line samples are analyzed with a single real transformation matrix application (Clarke's matrix). Some interesting characteristics of this matrix application are: single, real, frequency independent, line parameter independent, identical for voltage and current determination. With Clarke's matrix use, mathematical simplifications are obtained and the developed model can be applied directly in programs based on time domain. This model works without convolution procedures to deal with phase-mode transformation. In EMTP programs, Clarke's matrix can be represented by ideal transformers and the frequency dependent line parameters can be represented by modified-circuits. With these representations, the electrical values at any line point can be accessed for phase domain or mode domain using the Clarke matrix or its inverse matrix. For symmetrical and non-transposed lines, the model originates quite small errors. In addition, the application of the proposed model to the non-symmetrical and non-transposed three phase transmission lines is investigated. ©2005 IEEE.
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In this study, genetic parameters for test-day milk, fat, and protein yield were estimated for the first lactation. The data analyzed consisted of 1,433 first lactations of Murrah buffaloes, daughters of 113 sires from 12 herds in the state of São Paulo, Brazil, with calvings from 1985 to 2007. Ten-month classes of lactation days were considered for the test-day yields. The (co)variance components for the 3 traits were estimated using the regression analyses by Bayesian inference applying an animal model by Gibbs sampling. The contemporary groups were defined as herd-year-month of the test day. In the model, the random effects were additive genetic, permanent environment, and residual. The fixed effects were contemporary group and number of milkings (1 or 2), the linear and quadratic effects of the covariable age of the buffalo at calving, as well as the mean lactation curve of the population, which was modeled by orthogonal Legendre polynomials of fourth order. The random effects for the traits studied were modeled by Legendre polynomials of third and fourth order for additive genetic and permanent environment, respectively, the residual variances were modeled considering 4 residual classes. The heritability estimates for the traits were moderate (from 0.21-0.38), with higher estimates in the intermediate lactation phase. The genetic correlation estimates within and among the traits varied from 0.05 to 0.99. The results indicate that the selection for any trait test day will result in an indirect genetic gain for milk, fat, and protein yield in all periods of the lactation curve. The accuracy associated with estimated breeding values obtained using multi-trait random regression was slightly higher (around 8%) compared with single-trait random regression. This difference may be because to the greater amount of information available per animal. © 2013 American Dairy Science Association.
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Throughout the world, biomonitoring has become the standard for assessing exposure of individuals to toxic elements as well as for responding to serious environmental public health problems. However, extensive biomonitoring surveys require rapid and simple analytical methods. Thus, a simple and high-throughput method is proposed for the determination of arsenic (As), cadmium (Cd), copper (Cu), manganese (Mn), nickel (Ni), lead (Pb), and selenium (Se) in blood samples by using inductively coupled plasma–mass spectrometry (ICPMS). Prior to analysis, 200 ml of blood samples was mixed with 500 ml of 10% v/v tetramethylammonium hydroxide (TMAH) solution, incubated for 10 min, and subsequently diluted to 10 ml with a solution containing 0.05% w/v ethylenediamine tetraacetic acid (EDTA) + 0.005% v/v Triton X-100. After that, samples were directly analyzed by ICP-MS (ELAN DRC II). Rhodium was selected as an internal standard with matrix-matching calibration. Method detection limits were 0.08, 0.04, 0.5, 0.09, 0.12, 0.04, and 0.1 mg//L for As, Cd, Cu, Mn, Ni, Pb, and Se, respectively. Validation data are provided based on the analysis of blood samples from the trace elements inter-\comparison program operated by the Institut National de Santé Publique du Quebec, Canada. Additional validation was provided by the analysis of human blood samples by the proposed method and by using electrothermal atomic absorption spectrometry (ETAAS). The method was subsequently applied for the estimation of background metal blood values in the Brazilian population. In general, the mean concentrations of As, Cd, Cu, Mn, Ni, Pb, and Se in blood were 1.1, 0.4, 890, 9.6, 2.1, 65.4, and 89.3 mg/L, respectively, and are in agreement with other global populations. Influences of age, gender, smoking habits, alcohol consumption, and geographical variation on the values were also considered. Smoking habits influenced the levels of Cd in blood. The levels of Cu, Mn, and Pb were significantly correlated with gender, whereas Cu and Pb were significantly correlated with age. There were also interesting differences in Mn and Se levels in the population living in the north of Brazil compared to the south.
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Herbicides application success depends, besides product correct choice, the observation of environmental conditions and application quality. The work aimed to quantify the effects of surfactant addition in spraying solution, in natural and artificial targets, associated to different nozzle boom angles in relation to application offset, by using distinct evaluation methods. Two experiments were conducted at NuPAM-FCA/UNESP, Botucatu County, São Paulo State, constituted by ten treatments, in factorial scheme 2 × 5, corresponding to two spraying solutions conditions (absence or presence of Aterbane BRTM (0.25% v/v) adjuvant) and five angles of spray nozzle in relation to offset application (-30°, -15°, 90°, +15° and +30°). In Ipomea grandifolia leaves, the distribution and drops deposition of a tracer solution were evaluated by using scores visual and spectrophotometer process. In hydro sensible papers, volumetric medium diameter (VMD), density (cm2 ) and drops medium diameter, covered area (%) and application fees (L ha-1) were evaluated through e-SprinkleTM software. Aterbane BRTM (0.25% v/v) presence or absence, associated or no, to spray nozzles offset did not provide significant differences in I. grandifolia spray deposition. The use of artificial targets presented applicative technical limitations in relation to the use of natural ones as study matrix. Deposit and distribution variables esteem distinct behaviours, independent of target nature.
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An extension of some standard likelihood based procedures to heteroscedastic nonlinear regression models under scale mixtures of skew-normal (SMSN) distributions is developed. This novel class of models provides a useful generalization of the heteroscedastic symmetrical nonlinear regression models (Cysneiros et al., 2010), since the random term distributions cover both symmetric as well as asymmetric and heavy-tailed distributions such as skew-t, skew-slash, skew-contaminated normal, among others. A simple EM-type algorithm for iteratively computing maximum likelihood estimates of the parameters is presented and the observed information matrix is derived analytically. In order to examine the performance of the proposed methods, some simulation studies are presented to show the robust aspect of this flexible class against outlying and influential observations and that the maximum likelihood estimates based on the EM-type algorithm do provide good asymptotic properties. Furthermore, local influence measures and the one-step approximations of the estimates in the case-deletion model are obtained. Finally, an illustration of the methodology is given considering a data set previously analyzed under the homoscedastic skew-t nonlinear regression model. (C) 2012 Elsevier B.V. All rights reserved.
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Starting from the Fisher matrix for counts in cells, we derive the full Fisher matrix for surveys of multiple tracers of large-scale structure. The key step is the classical approximation, which allows us to write the inverse of the covariance of the galaxy counts in terms of the naive matrix inverse of the covariance in a mixed position-space and Fourier-space basis. We then compute the Fisher matrix for the power spectrum in bins of the 3D wavenumber , the Fisher matrix for functions of position (or redshift z) such as the linear bias of the tracers and/or the growth function and the cross-terms of the Fisher matrix that expresses the correlations between estimations of the power spectrum and estimations of the bias. When the bias and growth function are fully specified, and the Fourier-space bins are large enough that the covariance between them can be neglected, the Fisher matrix for the power spectrum reduces to the widely used result that was first derived by Feldman, Kaiser & Peacock. Assuming isotropy, a fully analytical calculation of the Fisher matrix in the classical approximation can be performed in the case of a constant-density, volume-limited survey.
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This doctoral thesis focuses on ground-based measurements of stratospheric nitric acid (HNO3)concentrations obtained by means of the Ground-Based Millimeter-wave Spectrometer (GBMS). Pressure broadened HNO3 emission spectra are analyzed using a new inversion algorithm developed as part of this thesis work and the retrieved vertical profiles are extensively compared to satellite-based data. This comparison effort I carried out has a key role in establishing a long-term (1991-2010), global data record of stratospheric HNO3, with an expected impact on studies concerning ozone decline and recovery. The first part of this work is focused on the development of an ad hoc version of the Optimal Estimation Method (Rodgers, 2000) in order to retrieve HNO3 spectra observed by means of GBMS. I also performed a comparison between HNO3 vertical profiles retrieved with the OEM and those obtained with the old iterative Matrix Inversion method. Results show no significant differences in retrieved profiles and error estimates, with the OEM providing however additional information needed to better characterize the retrievals. A final section of this first part of the work is dedicated to a brief review on the application of the OEM to other trace gases observed by GBMS, namely O3 and N2O. The second part of this study deals with the validation of HNO3 profiles obtained with the new inversion method. The first step has been the validation of GBMS measurements of tropospheric opacity, which is a necessary tool in the calibration of any GBMS spectra. This was achieved by means of comparisons among correlative measurements of water vapor column content (or Precipitable Water Vapor, PWV) since, in the spectral region observed by GBMS, the tropospheric opacity is almost entirely due to water vapor absorption. In particular, I compared GBMS PWV measurements collected during the primary field campaign of the ECOWAR project (Bhawar et al., 2008) with simultaneous PWV observations obtained with Vaisala RS92k radiosondes, a Raman lidar, and an IR Fourier transform spectrometer. I found that GBMS PWV measurements are in good agreement with the other three data sets exhibiting a mean difference between observations of ~9%. After this initial validation, GBMS HNO3 retrievals have been compared to two sets of satellite data produced by the two NASA/JPL Microwave Limb Sounder (MLS) experiments (aboard the Upper Atmosphere Research Satellite (UARS) from 1991 to 1999, and on the Earth Observing System (EOS) Aura mission from 2004 to date). This part of my thesis is inserted in GOZCARDS (Global Ozone Chemistry and Related Trace gas Data Records for the Stratosphere), a multi-year project, aimed at developing a long-term data record of stratospheric constituents relevant to the issues of ozone decline and expected recovery. This data record will be based mainly on satellite-derived measurements but ground-based observations will be pivotal for assessing offsets between satellite data sets. Since the GBMS has been operated for more than 15 years, its nitric acid data record offers a unique opportunity for cross-calibrating HNO3 measurements from the two MLS experiments. I compare GBMS HNO3 measurements obtained from the Italian Alpine station of Testa Grigia (45.9° N, 7.7° E, elev. 3500 m), during the period February 2004 - March 2007, and from Thule Air Base, Greenland (76.5°N 68.8°W), during polar winter 2008/09, and Aura MLS observations. A similar intercomparison is made between UARS MLS HNO3 measurements with those carried out from the GBMS at South Pole, Antarctica (90°S), during the most part of 1993 and 1995. I assess systematic differences between GBMS and both UARS and Aura HNO3 data sets at seven potential temperature levels. Results show that, except for measurements carried out at Thule, ground based and satellite data sets are consistent within the errors, at all potential temperature levels.
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This thesis develops high performance real-time signal processing modules for direction of arrival (DOA) estimation for localization systems. It proposes highly parallel algorithms for performing subspace decomposition and polynomial rooting, which are otherwise traditionally implemented using sequential algorithms. The proposed algorithms address the emerging need for real-time localization for a wide range of applications. As the antenna array size increases, the complexity of signal processing algorithms increases, making it increasingly difficult to satisfy the real-time constraints. This thesis addresses real-time implementation by proposing parallel algorithms, that maintain considerable improvement over traditional algorithms, especially for systems with larger number of antenna array elements. Singular value decomposition (SVD) and polynomial rooting are two computationally complex steps and act as the bottleneck to achieving real-time performance. The proposed algorithms are suitable for implementation on field programmable gated arrays (FPGAs), single instruction multiple data (SIMD) hardware or application specific integrated chips (ASICs), which offer large number of processing elements that can be exploited for parallel processing. The designs proposed in this thesis are modular, easily expandable and easy to implement. Firstly, this thesis proposes a fast converging SVD algorithm. The proposed method reduces the number of iterations it takes to converge to correct singular values, thus achieving closer to real-time performance. A general algorithm and a modular system design are provided making it easy for designers to replicate and extend the design to larger matrix sizes. Moreover, the method is highly parallel, which can be exploited in various hardware platforms mentioned earlier. A fixed point implementation of proposed SVD algorithm is presented. The FPGA design is pipelined to the maximum extent to increase the maximum achievable frequency of operation. The system was developed with the objective of achieving high throughput. Various modern cores available in FPGAs were used to maximize the performance and details of these modules are presented in detail. Finally, a parallel polynomial rooting technique based on Newton’s method applicable exclusively to root-MUSIC polynomials is proposed. Unique characteristics of root-MUSIC polynomial’s complex dynamics were exploited to derive this polynomial rooting method. The technique exhibits parallelism and converges to the desired root within fixed number of iterations, making this suitable for polynomial rooting of large degree polynomials. We believe this is the first time that complex dynamics of root-MUSIC polynomial were analyzed to propose an algorithm. In all, the thesis addresses two major bottlenecks in a direction of arrival estimation system, by providing simple, high throughput, parallel algorithms.
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Data assimilation methods used for transient atmospheric state estimations in paleoclimatology such as covariance-based approaches, analogue techniques and nudging are briefly introduced. With applications differing widely, a plurality of approaches appears to be the logical way forward.
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This survey provides a self-contained account of M-estimation of multivariate scatter. In particular, we present new proofs for existence of the underlying M-functionals and discuss their weak continuity and differentiability. This is done in a rather general framework with matrix-valued random variables. By doing so we reveal a connection between Tyler's (1987) M-functional of scatter and the estimation of proportional covariance matrices. Moreover, this general framework allows us to treat a new class of scatter estimators, based on symmetrizations of arbitrary order. Finally these results are applied to M-estimation of multivariate location and scatter via multivariate t-distributions.
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The chemical and isotopic characterization of porewater residing in the inter- and intragranular pore space of the low-permeability rock matrix is an important component with respect to the site characterization and safety assessment of potential host rocks for a radioactive waste disposal. The chemical and isotopic composition of porewater in such low permeability rocks has to be derived by indirect extraction techniques applied to naturally saturated rock material. In most of such indirect extraction techniques – especially in case of rocks of a porosity below about 2 vol.% – the original porewater concentrations are diluted and need to be back-calculated to in-situ concentrations. This requires a well-defined value for the connected porosity – accessible to different solutes under in-situ conditions. The derivation of such porosity values, as well as solute concentrations, is subject to various perturbations during drilling, core sampling, storage and experiments in the laboratory. The present study aims to demonstrate the feasibility of a variety of these techniques to charac-terize porewater and solute transport in crystalline rocks. The methods, which have been de-veloped during multiple porewater studies in crystalline environments, were applied on four core samples from the deep borehole DH-GAP04, drilled in the Kangerlussuaq area, Southwest Greenland, as part of the joint NWMO–Posiva–SKB Greenland Analogue Project (GAP). Potential artefacts that can influence the estimation of in situ porewater chemistry and isotopes, as well as their controls, are described in detail in this report, using specific examples from borehole DH-GAP04
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The estimation of the carbon dioxide (CO2) fluxes above the open ocean plays an important role for the determination of the global carbon cycle. A frequently used method therefore is the eddy-covariance technique, which is based on the theory of the Prandl-layer with height-constant fluxes in the atmospheric boundary layer. To test the assumption of the constant flux layer, in 2008 measurements of turbulent heat and CO2 fluxes were started within the project Surface Ocean Processes in the Anthropocene (SOPRAN) at the research platform FINO2. The FINO2 platform is situated in the South-west of the Baltic Sea, in the tri-border region between Germany, Denmark, and Sweden. In the frame of the Research project SOPRAN, the platform was equipped with additional sensors in June 2008. A combination of 3-component sonic anemometers (USA-1) and open-path infrared gas analyzers for absolute humidity (H2O) and CO2 (LICOR 7500) were installed at a 9m long boom directed southward of the platform in two heights, at 6.8 and 13.8m above sea surface. Additionally slow temperature and humidity sensors were installed at each height. The gas analyzer systems were calibrated before the installation and worked permanently without any calibration during the first measurement period of one and a half years. The comparison with the measurements of the slow sensors showed for both instruments no significant long-term drift in H2O and CO2. Drifts on smaller time scales (in the order of days) due to the contamination with sea salt, were cleaned naturally by rain. The drift of both quantities had no influence on the fluctuation, which, in contrast to the mean values, are important for the flux estimation. All data were filtered due to spikes, rain, and the influence of the mast. The data set includes the measurements of all sensors as average over 30 minutes each for one and a half years, June 2008 to December 2009, and 10 month from November 2011 to August 2012. Additionally derived quantities for 30 minutes intervals each, like the variances for the fast-sensor variables, as well as the momentum, sensible and latent heat, and CO2 flux are presented.
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Triple-Play (3P) and Quadruple-Play (4P) services are being widely offered by telecommunication services providers. Such services must be able to offer equal or higher quality levels than those obtained with traditional systems, especially for the most demanding services such as broadcast IPTV. This paper presents a matrix-based model, defined in terms of service components, user perceptions, agent capabilities, performance indicators and evaluation functions, which allows to estimate the overall quality of a set of convergent services, as perceived by the users, from a set of performance and/or Quality of Service (QoS) parameters of the convergent IP transport network
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Here, a novel and efficient moving object detection strategy by non-parametric modeling is presented. Whereas the foreground is modeled by combining color and spatial information, the background model is constructed exclusively with color information, thus resulting in a great reduction of the computational and memory requirements. The estimation of the background and foreground covariance matrices, allows us to obtain compact moving regions while the number of false detections is reduced. Additionally, the application of a tracking strategy provides a priori knowledge about the spatial position of the moving objects, which improves the performance of the Bayesian classifier
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Whole brain resting state connectivity is a promising biomarker that might help to obtain an early diagnosis in many neurological diseases, such as dementia. Inferring resting-state connectivity is often based on correlations, which are sensitive to indirect connections, leading to an inaccurate representation of the real backbone of the network. The precision matrix is a better representation for whole brain connectivity, as it considers only direct connections. The network structure can be estimated using the graphical lasso (GL), which achieves sparsity through l1-regularization on the precision matrix. In this paper, we propose a structural connectivity adaptive version of the GL, where weaker anatomical connections are represented as stronger penalties on the corre- sponding functional connections. We applied beamformer source reconstruction to the resting state MEG record- ings of 81 subjects, where 29 were healthy controls, 22 were single-domain amnestic Mild Cognitive Impaired (MCI), and 30 were multiple-domain amnestic MCI. An atlas-based anatomical parcellation of 66 regions was ob- tained for each subject, and time series were assigned to each of the regions. The fiber densities between the re- gions, obtained with deterministic tractography from diffusion-weighted MRI, were used to define the anatomical connectivity. Precision matrices were obtained with the region specific time series in five different frequency bands. We compared our method with the traditional GL and a functional adaptive version of the GL, in terms of log-likelihood and classification accuracies between the three groups. We conclude that introduc- ing an anatomical prior improves the expressivity of the model and, in most cases, leads to a better classification between groups.