An overview of Sequential Monte Carlo methods for parameter estimation in general state-space models

Nonlinear non-Gaussian state-space models arise in numerous applications in control and signal processing. Sequential Monte Carlo (SMC) methods, also known as Particle Filters, provide very good numerical approximations to the associated optimal state estimation problems. However, in many scenarios, the state-space model of interest also depends on unknown static parameters that need to be estimated from the data. In this context, standard SMC methods fail and it is necessary to rely on more sophisticated algorithms. The aim of this paper is to present a comprehensive overview of SMC methods that have been proposed to perform static parameter estimation in general state-space models. We discuss the advantages and limitations of these methods. © 2009 IFAC.

Measurement of Be-10 in air filters using BeF- ions from BaBeF4

IEECAS SKLLQG

Coffee Filters and Creativity: The Value of Multiple Filters in the Creative Process

Creativity is often defined as developing something novel or new, that fits its context, and has value. To achieve this, the creative process itself has gained increasing attention as organizational leaders seek competitive advantages through developing new products, services, process, or business models. In this paper, we explore the notion of the creative process as including a series of “filters” or ways to process information as being a critical component of the creative process. We use the metaphor of coffee making and filters because many of our examples come from Vietnam, which is one of the world’s top coffee exporters and which has created a coffee culture rivaling many other countries. We begin with a brief review of the creative process its connection to information processing, propose a tentative framework for integrating the two ideas, and provide examples of how it might work. We close with implications for further practical and theoretical directions for this idea.

Effectiveness of filters in reducing consolidation time in routine laboratory testing

The research reported here is based on the standard laboratory experiments routinely performed in order to measure various geotechnical parameters. These experiments require consolidation of fine-grained samples in triaxial or stress path apparatus. The time required for the consolidation is dependent on the permeability of the soil and the length of the drainage path. The consolidation time is often of the order of several weeks in large clay-dominated samples. Long testing periods can be problematic, as they can delay decisions on design and construction methods. Acceleration of the consolidation process would require a reduction in effective drainage length and this is usually achieved by placing filter drains around the sample. The purpose of the research reported in this paper is to assess if these filter drains work effectively and, if not, to determine what modifications to the filter drains are needed. The findings have shown that use of a double filter reduces the consolidation time several fold.

Robust Estimation of HDR in fMRI using H∞ Filters

Estimation and detection of the hemodynamic response (HDR) are of great importance in functional MRI (fMRI) data analysis. In this paper, we propose the use of three H 8 adaptive filters (finite memory, exponentially weighted, and time-varying) for accurate estimation and detection of the HDR. The H 8 approach is used because it safeguards against the worst case disturbances and makes no assumptions on the (statistical) nature of the signals [B. Hassibi and T. Kailath, in Proc. ICASSP, 1995, vol. 2, pp. 949-952; T. Ratnarajah and S. Puthusserypady, in Proc. 8th IEEE Workshop DSP, 1998, pp. 1483-1487]. Performances of the proposed techniques are compared to the conventional t-test method as well as the well-known LMSs and recursive least squares algorithms. Extensive numerical simulations show that the proposed methods result in better HDR estimations and activation detections.

Tracking Human Position and Lower Body Parts Using Kalman and Particle Filters Constrained by Human Biomechanics

In this paper, a novel framework for visual tracking of human body parts is introduced. The approach presented demonstrates the feasibility of recovering human poses with data from a single uncalibrated camera by using a limb-tracking system based on a 2-D articulated model and a double-tracking strategy. Its key contribution is that the 2-D model is only constrained by biomechanical knowledge about human bipedal motion, instead of relying on constraints that are linked to a specific activity or camera view. These characteristics make our approach suitable for real visual surveillance applications. Experiments on a set of indoor and outdoor sequences demonstrate the effectiveness of our method on tracking human lower body parts. Moreover, a detail comparison with current tracking methods is presented.

Search filters: mapping the literature using a novel form of content analysis.

Background: Search filters are combinations of words and phrases designed to retrieve an optimal set of records on a particular topic (subject filters) or study design (methodological filters). Information specialists are increasingly turning to reusable filters to focus their searches. However, the extent of the academic literature on search filters is unknown. We provide a broad overview to the academic literature on search filters.
Objectives: To map the academic literature on search filters from 2004 to 2015 using a novel form of content analysis.
Methods: We conducted a comprehensive search for literature between 2004 and 2015 across eight databases using a subjectively derived search strategy. We identified key words from titles, grouped them into categories, and examined their frequency and co-occurrences.
Results: The majority of records were housed in Embase (n = 178) and MEDLINE (n = 154). Over the last decade, both databases appeared to exhibit a bimodal distribution with the number of publications on search filters rising until 2006, before dipping in 2007, and steadily increasing until 2012. Few articles appeared in social science databases over the same time frame (e.g. Social Services Abstracts, n = 3).
Unsurprisingly, the term ‘search’ appeared in most titles, and quite often, was used as a noun adjunct for the word 'filter' and ‘strategy’. Across the papers, the purpose of searches as a means of 'identifying' information and gathering ‘evidence’ from 'databases' emerged quite strongly. Other terms relating to the methodological assessment of search filters, such as precision and validation, also appeared albeit less frequently.
Conclusions: Our findings show surprising commonality across the papers with regard to the literature on search filters. Much of the literature seems to be focused on developing search filters to identify and retrieve information, as opposed to testing or validating such filters. Furthermore, the literature is mostly housed in health-related databases, namely MEDLINE, CINAHL, and Embase, implying that it is medically driven. Relatively few papers focus on the use of search filters in the social sciences.

Methods for the transfer function design of multiple narrow-band bandpass sigma-delta modulators

This paper presents the design analysis of novel tunable narrow-band bandpass sigma-delta modulators, which can achieve concurrent multiple noise-shaping for multi-tone input signals. Four different design methodologies based on the noise transfer functions of comb filters, slink filters, multi-notch filters and fractional delay comb filters are applied for the design of these multiple-band sigma-delta modulators. The latter approach utilises conventional comb filters in conjunction with FIR, or allpass IIR fractional delay filters, to deliver the desired nulls for the quantisation noise transfer function. Detailed simulation results show that FIR fractional delay comb filter-based sigma-delta modulators tune accurately to most centre frequencies, but suffer from degraded resolution at frequencies close to Nyquist. However, superior accuracies are obtained from their allpass IIR fractional delay counterpart at the expense of a slight shift in noise-shaping bands at very high frequencies. The merits and drawbacks of each technique for the various sigma-delta topologies are assessed in terms of in-band signal-to-noise ratios, accuracy of tunability and coefficient complexity for ease of implementation.

Late removal of retrievable caval filters.

The advent of retrievable caval filters was a game changer in the sense, that the previously irreversible act of implanting a medical device into the main venous blood stream of the body requiring careful evaluation of the pros and cons prior to execution suddenly became a "reversible" procedure where potential hazards in the late future of the patient lost most of their weight at the time of decision making. This review was designed to assess the rate of success with late retrieval of so called retrievable caval filters in order to get some indication about reasonable implant duration with respect to relatively "easy" implant removal with conventional means, i.e., catheters, hooks and lassos. A PubMed search (www.pubmed.gov) was performed with the search term "cava filter retrieval after 30 days clinical", and 20 reports between 1994 and 2013 dealing with late retrieval of caval filters were identified, covering approximately 7,000 devices with 600 removed filters. The maximal duration of implant reported is 2,599 days and the maximal implant duration of removed filters is also 2,599 days. The maximal duration reported with standard retrieval techniques, i.e., catheter, hook and/or lasso, is 475 days, whereas for the retrievals after this period more sophisticated techniques including lasers, etc. were required. The maximal implant duration for series with 100% retrieval accounts for 84 days, which is equivalent to 12 weeks or almost 3 months. We conclude that retrievable caval filters often become permanent despite the initial decision of temporary use. However, such "forgotten" retrievable devices can still be removed with a great chance of success up to three months after implantation. Conventional percutaneous removal techniques may be sufficient up to sixteen months after implantation whereas more sophisticated catheter techniques have been shown to be successful up to 83 months or more than seven years of implant duration. Tilting, migrating, or misplaced devices should be removed early on, and replaced if indicated with a device which is both, efficient and retrievable.

Evidence-Based Practice in PubMed: Are Shared Filters Useful to Health Sciences Academic Users?

Objectives In April 2010, the Université de Montréal’s Health Sciences Library has implemented shared filters in its institutional PubMed account. Most of these filters are designed to highlight resources for evidence-based practice, such as Clinical Queries, Systematic Reviews and Evidence-based Synopsis. We now want to measure how those filters are perceived and used by our users. Methods For one month, data was gathered through an online questionnaire proposed to users of Université de Montréal’s PubMed account. A print version was also distributed to participants in information literacy workshops given by the health sciences librarians. Respondents were restricted to users affiliated to Université de Montréal’s faculties of Medicine, Dentistry, Veterinary Sciences, Nursing and Pharmacy. Basic user information such as year/program of study or department affiliation was also collected. The questionnaire allowed users to identify the filters they use, assess the relevance of filters, and also suggest new ones. Results Survey results showed that the shared filters of Université de Montreal’s PubMed account were found useful by the majority of respondents. Filters allowing rapid access to secondary resources ranked among the most relevant (Reviews, Systematic Reviews, Cochrane Database of Systematic Reviews, Practice Guidelines and Clinical Evidence). For Clinical Study Queries, Randomized Controlled Trial (Therapy/Narrow) was considered the most useful. Some new shared filters have been suggested by respondents. Finally, 18% of the respondents indicated that they did not quite understand the relevance of filters. Conclusion Based on the survey results, shared filters considered most useful will be kept, some will be enhanced and others removed so that suggested ones could be added. The fact that some respondents did not understand well the relevance of filters could potentially be addressed through our PubMed workshops, online library guides or by renaming some filters in a more meaningful way.

Design, Development and Realization of Quadratic Volterra Filters for Selected Applications

The basic concepts of digital signal processing are taught to the students in engineering and science. The focus of the course is on linear, time invariant systems. The question as to what happens when the system is governed by a quadratic or cubic equation remains unanswered in the vast majority of literature on signal processing. Light has been shed on this problem when John V Mathews and Giovanni L Sicuranza published the book Polynomial Signal Processing. This book opened up an unseen vista of polynomial systems for signal and image processing. The book presented the theory and implementations of both adaptive and non-adaptive FIR and IIR quadratic systems which offer improved performance than conventional linear systems. The theory of quadratic systems presents a pristine and virgin area of research that offers computationally intensive work. Once the area of research is selected, the next issue is the choice of the software tool to carry out the work. Conventional languages like C and C++ are easily eliminated as they are not interpreted and lack good quality plotting libraries. MATLAB is proved to be very slow and so do SCILAB and Octave. The search for a language for scientific computing that was as fast as C, but with a good quality plotting library, ended up in Python, a distant relative of LISP. It proved to be ideal for scientific computing. An account of the use of Python, its scientific computing package scipy and the plotting library pylab is given in the appendix Initially, work is focused on designing predictors that exploit the polynomial nonlinearities inherent in speech generation mechanisms. Soon, the work got diverted into medical image processing which offered more potential to exploit by the use of quadratic methods. The major focus in this area is on quadratic edge detection methods for retinal images and fingerprints as well as de-noising raw MRI signals

Sensitivity of feature-based analysis methods of storm tracks to the form of background field removal

For the tracking of extrema associated with weather systems to be applied to a broad range of fields it is necessary to remove a background field that represents the slowly varying, large spatial scales. The sensitivity of the tracking analysis to the form of background field removed is explored for the Northern Hemisphere winter storm tracks for three contrasting fields from an integration of the U. K. Met Office's (UKMO) Hadley Centre Climate Model (HadAM3). Several methods are explored for the removal of a background field from the simple subtraction of the climatology, to the more sophisticated removal of the planetary scales. Two temporal filters are also considered in the form of a 2-6-day Lanczos filter and a 20-day high-pass Fourier filter. The analysis indicates that the simple subtraction of the climatology tends to change the nature of the systems to the extent that there is a redistribution of the systems relative to the climatological background resulting in very similar statistical distributions for both positive and negative anomalies. The optimal planetary wave filter removes total wavenumbers less than or equal to a number in the range 5-7, resulting in distributions more easily related to particular types of weather system. For the temporal filters the 2-6-day bandpass filter is found to have a detrimental impact on the individual weather systems, resulting in the storm tracks having a weak waveguide type of behavior. The 20-day high-pass temporal filter is less aggressive than the 2-6-day filter and produces results falling between those of the climatological and 2-6-day filters.

Cooled Infrared Dichroic Beamsplitters and Filters for the MIRI Spectrometer and Imager (5-29µm)

The spectral design and fabrication of cooled (7K) mid-infrared dichroic beamsplitters and bandpass filter coatings for the MIRI spectrometer and imager are described. Design methods to achieve the spectral performance and coating materials are discussed.

Interference filters and coatings for mid-infrared astronomy (8-30µm)

The VISIR instrument for the European Southern Observatory (ESO) Very Large Telescope (VLT) is a thermal-infrared imager and spectrometer currently being developed by the French Service d'Astrophysique of CEA Saclay, and Dutch NFRA ASTRON Dwingeloo consortium. This cryogenic instrument will employ precision infrared bandpass filters in the N-( =7.5-14µm) and Q-( =16-28µm) band mid-IR atmospheric windows to study interstellar and circumstellar environments crucial for star and planetary formation theories. As the filters in these mid-IR wavelength ranges are of interest to many astronomical cryogenic instruments, a worldwide astronomical filter consortium was set up with participation from 12 differing institutes, each requiring instrument specific filter operating environments and optical metrology. This paper describes the design and fabrication methods used to manufacture these astronomical consortium filters, including the rationale for the selection of multilayer coating designs, temperature-dependant optical properties of the filter materials and FTIR spectral measurements showing the changes in passband and blocking performance on cooling to <50K. We also describe the development of a 7-14µm broadband antireflection coating deposited on Ge lenses and KRS-5 grisms for cryogenic operation at 40K

Towards the automatic reconstruction of dendritic trees using particle filters

The 3D reconstruction of a Golgi-stained dendritic tree from a serial stack of images captured with a transmitted light bright-field microscope is investigated. Modifications to the bootstrap filter are discussed such that the tree structure may be estimated recursively as a series of connected segments. The tracking performance of the bootstrap particle filter is compared against Differential Evolution, an evolutionary global optimisation method, both in terms of robustness and accuracy. It is found that the particle filtering approach is significantly more robust and accurate for the data considered.