Analysis Scheme in the Ensemble Kalman Filter

This paper discusses an important issue related to the implementation and interpretation of the analysis scheme in the ensemble Kalman filter . I t i s shown that the obser vations must be treated as random variables at the analysis steps. That is, one should add random perturbations with the correct statistics to the obser vations and generate an ensemble of obser vations that then is used in updating the ensemble of model states. T raditionally , this has not been done in previous applications of the ensemble Kalman filter and, as will be shown, this has resulted in an updated ensemble with a variance that is too low . This simple modification of the analysis scheme results in a completely consistent approach if the covariance of the ensemble of model states is interpreted as the prediction error covariance, and there are no further requirements on the ensemble Kalman filter method, except for the use of an ensemble of sufficient size. Thus, there is a unique correspondence between the error statistics from the ensemble Kalman filter and the standard Kalman filter approach

Assimilation of Geosat Altimeter Data for the Agulhas Current Using the Ensemble Kalman Filter with a Quasigeostrophic Model

The ring-shedding process in the Agulhas Current is studied using the ensemble Kalman filter to assimilate geosat altimeter data into a two-layer quasigeostrophic ocean model. The properties of the ensemble Kalman filter are further explored with focus on the analysis scheme and the use of gridded data. The Geosat data consist of 10 fields of gridded sea-surface height anomalies separated 10 days apart that are added to a climatic mean field. This corresponds to a huge number of data values, and a data reduction scheme must be applied to increase the efficiency of the analysis procedure. Further, it is illustrated how one can resolve the rank problem occurring when a too large dataset or a small ensemble is used.

Implicit equal-weights particle filter

Filter degeneracy is the main obstacle for the implementation of particle filter in non-linear high-dimensional models. A new scheme, the implicit equal-weights particle filter (IEWPF), is introduced. In this scheme samples are drawn implicitly from proposal densities with a different covariance for each particle, such that all particle weights are equal by construction. We test and explore the properties of the new scheme using a 1,000-dimensional simple linear model, and the 1,000-dimensional non-linear Lorenz96 model, and compare the performance of the scheme to a Local Ensemble Kalman Filter. The experiments show that the new scheme can easily be implemented in high-dimensional systems and is never degenerate, with good convergence properties in both systems.

THE GEMINI NICI PLANET-FINDING CAMPAIGN: DISCOVERY OF A SUBSTELLAR L DWARF COMPANION TO THE NEARBY YOUNG M DWARF CD-35 2722

We present the discovery of a wide (67 AU) substellar companion to the nearby (21 pc) young solar-metallicity M1 dwarf CD-35 2722, a member of the approximate to 100 Myr AB Doradus association. Two epochs of astrometry from the NICI Planet-Finding Campaign confirm that CD-35 2722 B is physically associated with the primary star. Near-IR spectra indicate a spectral type of L4 +/- 1 with a moderately low surface gravity, making it one of the coolest young companions found to date. The absorption lines and near-IR continuum shape of CD-35 2722 B agree especially well the dusty field L4.5 dwarf 2MASS J22244381-0158521, while the near-IR colors and absolute magnitudes match those of the 5 Myr old L4 planetary-mass companion, 1RXS J160929.1-210524 b. Overall, CD-35 2722 B appears to be an intermediate-age benchmark for L dwarfs, with a less peaked H-band continuum than the youngest objects and near-IR absorption lines comparable to field objects. We fit Ames-Dusty model atmospheres to the near-IR spectra and find T(eff) = 1700-1900 K and log(g) = 4.5 +/- 0.5. The spectra also show that the radial velocities of components A and B agree to within +/- 10 km s(-1), further confirming their physical association. Using the age and bolometric luminosity of CD-35 2722 B, we derive a mass of 31 +/- 8 M(Jup) from the Lyon/Dusty evolutionary models. Altogether, young late-M to mid-L type companions appear to be overluminous for their near-IR spectral type compared with field objects, in contrast to the underluminosity of young late-L and early-T dwarfs.

The Diffusion Kernel Filter

A particle filter method is presented for the discrete-time filtering problem with nonlinear ItA ` stochastic ordinary differential equations (SODE) with additive noise supposed to be analytically integrable as a function of the underlying vector-Wiener process and time. The Diffusion Kernel Filter is arrived at by a parametrization of small noise-driven state fluctuations within branches of prediction and a local use of this parametrization in the Bootstrap Filter. The method applies for small noise and short prediction steps. With explicit numerical integrators, the operations count in the Diffusion Kernel Filter is shown to be smaller than in the Bootstrap Filter whenever the initial state for the prediction step has sufficiently few moments. The established parametrization is a dual-formula for the analysis of sensitivity to gaussian-initial perturbations and the analysis of sensitivity to noise-perturbations, in deterministic models, showing in particular how the stability of a deterministic dynamics is modeled by noise on short times and how the diffusion matrix of an SODE should be modeled (i.e. defined) for a gaussian-initial deterministic problem to be cast into an SODE problem. From it, a novel definition of prediction may be proposed that coincides with the deterministic path within the branch of prediction whose information entropy at the end of the prediction step is closest to the average information entropy over all branches. Tests are made with the Lorenz-63 equations, showing good results both for the filter and the definition of prediction.

Towards improving cluster-based feature selection with a simplified silhouette filter

This paper proposes a filter-based algorithm for feature selection. The filter is based on the partitioning of the set of features into clusters. The number of clusters, and consequently the cardinality of the subset of selected features, is automatically estimated from data. The computational complexity of the proposed algorithm is also investigated. A variant of this filter that considers feature-class correlations is also proposed for classification problems. Empirical results involving ten datasets illustrate the performance of the developed algorithm, which in general has obtained competitive results in terms of classification accuracy when compared to state of the art algorithms that find clusters of features. We show that, if computational efficiency is an important issue, then the proposed filter May be preferred over their counterparts, thus becoming eligible to join a pool of feature selection algorithms to be used in practice. As an additional contribution of this work, a theoretical framework is used to formally analyze some properties of feature selection methods that rely on finding clusters of features. (C) 2011 Elsevier Inc. All rights reserved.

On estimation and influence diagnostics for log-Birnbaum-Saunders Student-t regression models: Full Bayesian analysis

The purpose of this paper is to develop a Bayesian approach for log-Birnbaum-Saunders Student-t regression models under right-censored survival data. Markov chain Monte Carlo (MCMC) methods are used to develop a Bayesian procedure for the considered model. In order to attenuate the influence of the outlying observations on the parameter estimates, we present in this paper Birnbaum-Saunders models in which a Student-t distribution is assumed to explain the cumulative damage. Also, some discussions on the model selection to compare the fitted models are given and case deletion influence diagnostics are developed for the joint posterior distribution based on the Kullback-Leibler divergence. The developed procedures are illustrated with a real data set. (C) 2010 Elsevier B.V. All rights reserved.

The log-exponentiated Weibull regression model for interval-censored data

In interval-censored survival data, the event of interest is not observed exactly but is only known to occur within some time interval. Such data appear very frequently. In this paper, we are concerned only with parametric forms, and so a location-scale regression model based on the exponentiated Weibull distribution is proposed for modeling interval-censored data. We show that the proposed log-exponentiated Weibull regression model for interval-censored data represents a parametric family of models that include other regression models that are broadly used in lifetime data analysis. Assuming the use of interval-censored data, we employ a frequentist analysis, a jackknife estimator, a parametric bootstrap and a Bayesian analysis for the parameters of the proposed model. We derive the appropriate matrices for assessing local influences on the parameter estimates under different perturbation schemes and present some ways to assess global influences. Furthermore, for different parameter settings, sample sizes and censoring percentages, various simulations are performed; in addition, the empirical distribution of some modified residuals are displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended to a modified deviance residual in log-exponentiated Weibull regression models for interval-censored data. (C) 2009 Elsevier B.V. All rights reserved.

Generalized log-gamma regression models with cure fraction

In this paper, the generalized log-gamma regression model is modified to allow the possibility that long-term survivors may be present in the data. This modification leads to a generalized log-gamma regression model with a cure rate, encompassing, as special cases, the log-exponential, log-Weibull and log-normal regression models with a cure rate typically used to model such data. The models attempt to simultaneously estimate the effects of explanatory variables on the timing acceleration/deceleration of a given event and the surviving fraction, that is, the proportion of the population for which the event never occurs. The normal curvatures of local influence are derived under some usual perturbation schemes and two martingale-type residuals are proposed to assess departures from the generalized log-gamma error assumption as well as to detect outlying observations. Finally, a data set from the medical area is analyzed.

Log-Burr XII regression models with censored data

In survival analysis applications, the failure rate function may frequently present a unimodal shape. In such case, the log-normal or log-logistic distributions are used. In this paper, we shall be concerned only with parametric forms, so a location-scale regression model based on the Burr XII distribution is proposed for modeling data with a unimodal failure rate function as an alternative to the log-logistic regression model. Assuming censored data, we consider a classic analysis, a Bayesian analysis and a jackknife estimator for the parameters of the proposed model. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and compared to the performance of the log-logistic and log-Burr XII regression models. Besides, we use sensitivity analysis to detect influential or outlying observations, and residual analysis is used to check the assumptions in the model. Finally, we analyze a real data set under log-Buff XII regression models. (C) 2008 Published by Elsevier B.V.

A Floating-point Extended Kalman Filter Implementation for Autonomous Mobile Robots

Localization and Mapping are two of the most important capabilities for autonomous mobile robots and have been receiving considerable attention from the scientific computing community over the last 10 years. One of the most efficient methods to address these problems is based on the use of the Extended Kalman Filter (EKF). The EKF simultaneously estimates a model of the environment (map) and the position of the robot based on odometric and exteroceptive sensor information. As this algorithm demands a considerable amount of computation, it is usually executed on high end PCs coupled to the robot. In this work we present an FPGA-based architecture for the EKF algorithm that is capable of processing two-dimensional maps containing up to 1.8 k features at real time (14 Hz), a three-fold improvement over a Pentium M 1.6 GHz, and a 13-fold improvement over an ARM920T 200 MHz. The proposed architecture also consumes only 1.3% of the Pentium and 12.3% of the ARM energy per feature.

Aerosol inorganic composition at a tropical site: Discrepancies between filter-based sampling and a semi-continuous method

The concentrations of the water-soluble inorganic aerosol species, ammonium (NH4+), nitrate (NO3-), chloride (Cl-), and sulfate (SO42-), were measured from September to November 2002 at a pasture site in the Amazon Basin (Rondnia, Brazil) (LBA-SMOCC). Measurements were conducted using a semi-continuous technique (Wet-annular denuder/Steam-Jet Aerosol Collector: WAD/SJAC) and three integrating filter-based methods, namely (1) a denuder-filter pack (DFP: Teflon and impregnated Whatman filters), (2) a stacked-filter unit (SFU: polycarbonate filters), and (3) a High Volume dichotomous sampler (HiVol: quartz fiber filters). Measurements covered the late dry season (biomass burning), a transition period, and the onset of the wet season (clean conditions). Analyses of the particles collected on filters were performed using ion chromatography (IC) and Particle-Induced X-ray Emission spectrometry (PIXE). Season-dependent discrepancies were observed between the WAD/SJAC system and the filter-based samplers. During the dry season, when PM2.5 (D-p <= 2.5 mu m) concentrations were similar to 100 mu g m(-3), aerosol NH4+ and SO42- measured by the filter-based samplers were on average two times higher than those determined by the WAD/SJAC. Concentrations of aerosol NO3- and Cl- measured with the HiVol during daytime, and with the DFP during day- and nighttime also exceeded those of the WAD/SJAC by a factor of two. In contrast, aerosol NO3- and Cl- measured with the SFU during the dry season were nearly two times lower than those measured by the WAD/SJAC. These differences declined markedly during the transition period and towards the cleaner conditions during the onset of the wet season (PM2.5 similar to 5 mu g m(-3)); when filter-based samplers measured on average 40-90% less than the WAD/SJAC. The differences were not due to consistent systematic biases of the analytical techniques, but were apparently a result of prevailing environmental conditions and different sampling procedures. For the transition period and wet season, the significance of our results is reduced by a low number of data points. We argue that the observed differences are mainly attributable to (a) positive and negative filter sampling artifacts, (b) presence of organic compounds and organosulfates on filter substrates, and (c) a SJAC sampling efficiency of less than 100%.

Medical image retrieval based on complexity analysis

Texture is one of the most important visual attributes used in image analysis. It is used in many content-based image retrieval systems, where it allows the identification of a larger number of images from distinct origins. This paper presents a novel approach for image analysis and retrieval based on complexity analysis. The approach consists of a texture segmentation step, performed by complexity analysis through BoxCounting fractal dimension, followed by the estimation of complexity of each computed region by multiscale fractal dimension. Experiments have been performed with MRI database in both pattern recognition and image retrieval contexts. Results show the accuracy of the method and also indicate how the performance changes as the texture segmentation process is altered.

Plant Leaf Identification Using Gabor Wavelets

This article presents a novel method of plant classification using Gabor wavelet filters to extract texture filters in a foliar surface. The aim of this promising method is to add to the results obtained by other leaf attributes (such as shape, contour, color, among others), increasing, therefore, the percentage of classification of plant species. To corroborate the efficiency of the technique, an experiment using 20 species from Brazilian flora was done and discussed. The results are also compared with texture Fourier descriptors and cooccurrence matrices. (C) 2009 Wiley Periodicals, Inc. Int J Imaging Syst Technol, 19, 236-243, 2009; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/ima.20201