A Filter for Visual Tracking Based on a Stochastic Model for Driver Behaviour

A driver controls a car by turning the steering wheel or by pressing on the accelerator or the brake. These actions are modelled by Gaussian processes, leading to a stochastic model for the motion of the car. The stochastic model is the basis of a new filter for tracking and predicting the motion of the car, using measurements obtained by fitting a rigid 3D model to a monocular sequence of video images. Experiments show that the filter easily outperforms traditional filters.

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.

Advances in sequential data assimilation and numerical weather forecasting: an Ensemble Transform Kalman-Bucy Filter, a study on clustering in deterministic Ensemble Square Root Filters, and a test of a new time stepping scheme in an atmospheric model

This dissertation deals with aspects of sequential data assimilation (in particular ensemble Kalman filtering) and numerical weather forecasting. In the first part, the recently formulated Ensemble Kalman-Bucy (EnKBF) filter is revisited. It is shown that the previously used numerical integration scheme fails when the magnitude of the background error covariance grows beyond that of the observational error covariance in the forecast window. Therefore, we present a suitable integration scheme that handles the stiffening of the differential equations involved and doesn’t represent further computational expense. Moreover, a transform-based alternative to the EnKBF is developed: under this scheme, the operations are performed in the ensemble space instead of in the state space. Advantages of this formulation are explained. For the first time, the EnKBF is implemented in an atmospheric model. The second part of this work deals with ensemble clustering, a phenomenon that arises when performing data assimilation using of deterministic ensemble square root filters in highly nonlinear forecast models. Namely, an M-member ensemble detaches into an outlier and a cluster of M-1 members. Previous works may suggest that this issue represents a failure of EnSRFs; this work dispels that notion. It is shown that ensemble clustering can be reverted also due to nonlinear processes, in particular the alternation between nonlinear expansion and compression of the ensemble for different regions of the attractor. Some EnSRFs that use random rotations have been developed to overcome this issue; these formulations are analyzed and their advantages and disadvantages with respect to common EnSRFs are discussed. The third and last part contains the implementation of the Robert-Asselin-Williams (RAW) filter in an atmospheric model. The RAW filter is an improvement to the widely popular Robert-Asselin filter that successfully suppresses spurious computational waves while avoiding any distortion in the mean value of the function. Using statistical significance tests both at the local and field level, it is shown that the climatology of the SPEEDY model is not modified by the changed time stepping scheme; hence, no retuning of the parameterizations is required. It is found the accuracy of the medium-term forecasts is increased by using the RAW filter.

A low-order model investigation of the analysis of gravity waves in the ensemble Kalman filter.

The behavior of the ensemble Kalman filter (EnKF) is examined in the context of a model that exhibits a nonlinear chaotic (slow) vortical mode coupled to a linear (fast) gravity wave of a given amplitude and frequency. It is shown that accurate recovery of both modes is enhanced when covariances between fast and slow normal-mode variables (which reflect the slaving relations inherent in balanced dynamics) are modeled correctly. More ensemble members are needed to recover the fast, linear gravity wave than the slow, vortical motion. Although the EnKF tends to diverge in the analysis of the gravity wave, the filter divergence is stable and does not lead to a great loss of accuracy. Consequently, provided the ensemble is large enough and observations are made that reflect both time scales, the EnKF is able to recover both time scales more accurately than optimal interpolation (OI), which uses a static error covariance matrix. For OI it is also found to be problematic to observe the state at a frequency that is a subharmonic of the gravity wave frequency, a problem that is in part overcome by the EnKF.However, error in themodeled gravity wave parameters can be detrimental to the performance of the EnKF and remove its implied advantages, suggesting that a modified algorithm or a method for accounting for model error is needed.

The effect of the equivalent-weights particle filter on dynamical balance in a primitive equation model

The disadvantage of the majority of data assimilation schemes is the assumption that the conditional probability density function of the state of the system given the observations [posterior probability density function (PDF)] is distributed either locally or globally as a Gaussian. The advantage, however, is that through various different mechanisms they ensure initial conditions that are predominantly in linear balance and therefore spurious gravity wave generation is suppressed. The equivalent-weights particle filter is a data assimilation scheme that allows for a representation of a potentially multimodal posterior PDF. It does this via proposal densities that lead to extra terms being added to the model equations and means the advantage of the traditional data assimilation schemes, in generating predominantly balanced initial conditions, is no longer guaranteed. This paper looks in detail at the impact the equivalent-weights particle filter has on dynamical balance and gravity wave generation in a primitive equation model. The primary conclusions are that (i) provided the model error covariance matrix imposes geostrophic balance, then each additional term required by the equivalent-weights particle filter is also geostrophically balanced; (ii) the relaxation term required to ensure the particles are in the locality of the observations has little effect on gravity waves and actually induces a reduction in gravity wave energy if sufficiently large; and (iii) the equivalent-weights term, which leads to the particles having equivalent significance in the posterior PDF, produces a change in gravity wave energy comparable to the stochastic model error. Thus, the scheme does not produce significant spurious gravity wave energy and so has potential for application in real high-dimensional geophysical applications.

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.

Mice and larvae tracking using a particle filter with an auto-adjustable observation model

This paper proposes a novel way to combine different observation models in a particle filter framework. This, so called, auto-adjustable observation model, enhance the particle filter accuracy when the tracked objects overlap without infringing a great runtime penalty to the whole tracking system. The approach has been tested under two important real world situations related to animal behavior: mice and larvae tracking. The proposal was compared to some state-of-art approaches and the results show, under the datasets tested, that a good trade-off between accuracy and runtime can be achieved using an auto-adjustable observation model. (C) 2009 Elsevier B.V. All rights reserved.

An Improved Design Procedure for LCC Resonant Filter of Dimmable Electronic Ballasts for Fluorescent Lamps, Based on Lamp Model

This paper presents an improved design methodology for determining the parameters used in the classical Series-Parallel Loaded Resonant (SPLR) filter employed in the switching frequency controlled dimmable electronic ballasts. According to the analysis developed in this paper, it is possible to evaluate some characteristics of the resonant filter during the dimming process, such as: range of switching frequency, phase shift and rms value of the current drained by the resonant filter + fluorescent lamp set.

An improved design procedure for LCC resonant filter of dimmable electronic ballasts for fluorescent lamps, based on lamp model

This paper presents an improved design methodology for the determination of the parameters used in the classical series-resonant parallel-loaded (SRPL) filter employed in the switching frequency controlled dimmable electronic ballasts. According to the analysis developed in this paper, it is possible to evaluate some important characteristics of the resonant filter during the dimming operation, such as: range of switching frequency, phase shift, and rms value of the current drained by the resonant filter + fluorescent lamp set. Experimental results are presented in order to validate the analyses developed in this paper. © 2005 IEEE.

Reducing the spurious oscillations in the lumped parameters model using low-pass filter

Voltages and currents in the transmission line are described by differential equations that are difficult to solve due soil and skin effect that has to be considered for accurate results, but it increases their complexity. Therefore there are some models to study the voltages and currents along in transmission line. The distributed parameters model that transforms the equations in time domain to the frequency domain and once the solutions are obtained, they are converted to time domain using the Inverse Laplace Transform using numerical methods. Another model is named lumped parameters model and it considers the transmission line represented by a pi-circuit cascade and the currents and voltages are described by state equations. In the simulations using the lumped parameters model, it can be observed the presence of spurious oscillations that are independent of the quantity of pi-circuits used and do not represent the real value of the transient. In this work will be projected a passive low-pass filter directly inserted in the lumped parameters model to reduce the spurious oscillations in the simulations, making this model more accurate and reliable for studying the electromagnetic transients in power systems.

Nonlinear three-dimensional noise filter with low-dose CT angiography: effect on the detection of small high-contrast objects in a phantom model

To study the effect of a nonlinear noise filter on the detection of simulated endoleaks in a phantom with 80- and 100-kVp multidetector computed tomographic (CT) angiography.

Filtration and oxidation characteristics of a diesel oxidation catalyst and a catalyzed particulate filter : development of a 1-D 2-layer model

The emissions, filtration and oxidation characteristics of a diesel oxidation catalyst (DOC) and a catalyzed particulate filter (CPF) in a Johnson Matthey catalyzed continuously regenerating trap (CCRT ®) were studied by using computational models. Experimental data needed to calibrate the models were obtained by characterization experiments with raw exhaust sampling from a Cummins ISM 2002 engine with variable geometry turbocharging (VGT) and programmed exhaust gas recirculation (EGR). The experiments were performed at 20, 40, 60 and 75% of full load (1120 Nm) at rated speed (2100 rpm), with and without the DOC upstream of the CPF. This was done to study the effect of temperature and CPF-inlet NO2 concentrations on particulate matter oxidation in the CCRT ®. A previously developed computational model was used to determine the kinetic parameters describing the oxidation characteristics of HCs, CO and NO in the DOC and the pressure drop across it. The model was calibrated at five temperatures in the range of 280 – 465° C, and exhaust volumetric flow rates of 0.447 – 0.843 act-m3/sec. The downstream HCs, CO and NO concentrations were predicted by the DOC model to within ±3 ppm. The HCs and CO oxidation kinetics in the temperature range of 280 - 465°C and an exhaust volumetric flow rate of 0.447 - 0.843 act-m3/sec can be represented by one ’apparent’ activation energy and pre-exponential factor. The NO oxidation kinetics in the same temperature and exhaust flow rate range can be represented by ’apparent’ activation energies and pre-exponential factors in two regimes. The DOC pressure drop was always predicted within 0.5 kPa by the model. The MTU 1-D 2-layer CPF model was enhanced in several ways to better model the performance of the CCRT ®. A model to simulate the oxidation of particulate inside the filter wall was developed. A particulate cake layer filtration model which describes particle filtration in terms of more fundamental parameters was developed and coupled to the wall oxidation model. To better model the particulate oxidation kinetics, a model to take into account the NO2 produced in the washcoat of the CPF was developed. The overall 1-D 2-layer model can be used to predict the pressure drop of the exhaust gas across the filter, the evolution of particulate mass inside the filter, the particulate mass oxidized, the filtration efficiency and the particle number distribution downstream of the CPF. The model was used to better understand the internal performance of the CCRT®, by determining the components of the total pressure drop across the filter, by classifying the total particulate matter in layer I, layer II, the filter wall, and by the means of oxidation i.e. by O2, NO2 entering the filter and by NO2 being produced in the filter. The CPF model was calibrated at four temperatures in the range of 280 – 465 °C, and exhaust volumetric flow rates of 0.447 – 0.843 act-m3/sec, in CPF-only and CCRT ® (DOC+CPF) configurations. The clean filter wall permeability was determined to be 2.00E-13 m2, which is in agreement with values in the literature for cordierite filters. The particulate packing density in the filter wall had values between 2.92 kg/m3 - 3.95 kg/m3 for all the loads. The mean pore size of the catalyst loaded filter wall was found to be 11.0 µm. The particulate cake packing densities and permeabilities, ranged from 131 kg/m3 - 134 kg/m3, and 0.42E-14 m2 and 2.00E-14 m2 respectively, and are in agreement with the Peclet number correlations in the literature. Particulate cake layer porosities determined from the particulate cake layer filtration model ranged between 0.841 and 0.814 and decreased with load, which is about 0.1 lower than experimental and more complex discrete particle simulations in the literature. The thickness of layer I was kept constant at 20 µm. The model kinetics in the CPF-only and CCRT ® configurations, showed that no ’catalyst effect’ with O2 was present. The kinetic parameters for the NO2-assisted oxidation of particulate in the CPF were determined from the simulation of transient temperature programmed oxidation data in the literature. It was determined that the thermal and NO2 kinetic parameters do not change with temperature, exhaust flow rate or NO2 concentrations. However, different kinetic parameters are used for particulate oxidation in the wall and on the wall. Model results showed that oxidation of particulate in the pores of the filter wall can cause disproportionate decreases in the filter pressure drop with respect to particulate mass. The wall oxidation model along with the particulate cake filtration model were developed to model the sudden and rapid decreases in pressure drop across the CPF. The particulate cake and wall filtration models result in higher particulate filtration efficiencies than with just the wall filtration model, with overall filtration efficiencies of 98-99% being predicted by the model. The pre-exponential factors for oxidation by NO2 did not change with temperature or NO2 concentrations because of the NO2 wall production model. In both CPF-only and CCRT ® configurations, the model showed NO2 and layer I to be the dominant means and dominant physical location of particulate oxidation respectively. However, at temperatures of 280 °C, NO2 is not a significant oxidizer of particulate matter, which is in agreement with studies in the literature. The model showed that 8.6 and 81.6% of the CPF-inlet particulate matter was oxidized after 5 hours at 20 and 75% load in CCRT® configuration. In CPF-only configuration at the same loads, the model showed that after 5 hours, 4.4 and 64.8% of the inlet particulate matter was oxidized. The increase in NO2 concentrations across the DOC contributes significantly to the oxidation of particulate in the CPF and is supplemented by the oxidation of NO to NO2 by the catalyst in the CPF, which increases the particulate oxidation rates. From the model, it was determined that the catalyst in the CPF modeslty increases the particulate oxidation rates in the range of 4.5 – 8.3% in the CCRT® configuration. Hence, the catalyst loading in the CPF of the CCRT® could possibly be reduced without significantly decreasing particulate oxidation rates leading to catalyst cost savings and better engine performance due to lower exhaust backpressures.

Optional vena cava filter with disengaging centering struts: retrieval in an animal model

An optional inferior vena cava (IVC) filter prototype was evaluated for safety and long-term retrievability as an initial feasibility study in an animal model. This filter has four centering struts that have the ability to disengage from the filtering cone portion, allowing the legs to slide out of endothelial growth. Retrieval of six filters in three animals was successful up to 27 weeks. There was no substantial filter tilt, migration, or IVC damage. In conclusion, this filter design may help overcome some of the shortcomings in currently approved optional IVC filters, including long-term retrieval difficulties, tilting, or migration.

An Ensemble Kalman Filter multi-tracer assimilation: Determining uncertain ocean model parameters for improved climate-carbon cycle projections

An Ensemble Kalman Filter is applied to assimilate observed tracer fields in various combinations in the Bern3D ocean model. Each tracer combination yields a set of optimal transport parameter values that are used in projections with prescribed CO2 stabilization pathways. The assimilation of temperature and salinity fields yields a too vigorous ventilation of the thermocline and the deep ocean, whereas the inclusion of CFC-11 and radiocarbon improves the representation of physical and biogeochemical tracers and of ventilation time scales. Projected peak uptake rates and cumulative uptake of CO2 by the ocean are around 20% lower for the parameters determined with CFC-11 and radiocarbon as additional target compared to those with salinity and temperature only. Higher surface temperature changes are simulated in the Greenland–Norwegian–Iceland Sea and in the Southern Ocean when CFC-11 is included in the Ensemble Kalman model tuning. These findings highlights the importance of ocean transport calibration for the design of near-term and long-term CO2 emission mitigation strategies and for climate projections.