Saddlepoint Approximations to the Probability of Ruin in Finite Time for the Compound Poisson Risk Process Perturbed by Diffusion

A large deviations type approximation to the probability of ruin within a finite time for the compound Poisson risk process perturbed by diffusion is derived. This approximation is based on the saddlepoint method and generalizes the approximation for the non-perturbed risk process by Barndorff-Nielsen and Schmidli (Scand Actuar J 1995(2):169–186, 1995). An importance sampling approximation to this probability of ruin is also provided. Numerical illustrations assess the accuracy of the saddlepoint approximation using importance sampling as a benchmark. The relative deviations between saddlepoint approximation and importance sampling are very small, even for extremely small probabilities of ruin. The saddlepoint approximation is however substantially faster to compute.

A hierarchical strategy for real-time tracking on-board UAVs

In this paper, we present a real-time tracking strategy based on direct methods for tracking tasks on-board UAVs, that is able to overcome problems posed by the challenging conditions of the task: e.g. constant vibrations, fast 3D changes, and limited capacity on-board. The vast majority of approaches make use of feature-based methods to track objects. Nonetheless, in this paper we show that although some of these feature-based solutions are faster, direct methods can be more robust under fast 3D motions (fast changes in position), some changes in appearance, constant vibrations (without requiring any specific hardware or software for video stabilization), and situations where part of the object to track is out the field of view of the camera. The performance of the proposed strategy is evaluated with images from real-flight tests using different evaluation mechanisms (e.g. accurate position estimation using a Vicon sytem). Results show that our tracking strategy performs better than well known feature-based algorithms and well known configurations of direct methods, and that the recovered data is robust enough for vision-in-the-loop tasks.

Real-time tracking system using C80 DSPs and a binocular robotic head

[EN]An active vision system to perform tracking of moving objects in real time is described. The main goal is to obtain a system integrating off-the-self components. These components includes a stereoscopic robotic-head, as active perception hardware; a DSP based board SDB C80, as massive data processor and image acquisition board; and finally, a Pentium PC running Windows NT that interconnects and manages the whole system. Real-time is achieved taking advantage of the special architecture of DSP. An evaluation of the performance is included.

A C80 DSP-based active vision system for real-time tracking

[EN]Active Vision Systems can be considered as dynamical systems which close the loop around artificial visual perception, controlling camera parameters, motion and also controlling processing to simplify, accelerate and do more robust visual perception. Research and Development in Active Vision Systems [Aloi87], [Bajc88] is a main area of interest in Computer Vision, mainly by its potential application in different scenarios where real-time performance is needed such as robot navigation, surveillance, visual inspection, among many others. Several systems have been developed during last years using robotic-heads for this purpose...

Finite time extinction for nonlinear fractional evolution equations and related properties

The finite time extinction phenomenon (the solution reaches an equilibrium after a finite time) is peculiar to certain nonlinear problems whose solutions exhibit an asymptotic behavior entirely different from the typical behavior of solutions associated to linear problems. The main goal of this work is twofold. Firstly, we extend some of the results known in the literature to the case in which the ordinary time derivative is considered jointly with a fractional time differentiation. Secondly, we consider the limit case when only the fractional derivative remains. The latter is the most extraordinary case, since we prove that the finite time extinction phenomenon still appears, even with a non-smooth profile near the extinction time. Some concrete examples of quasi-linear partial differential operators are proposed. Our results can also be applied in the framework of suitable nonlinear Volterra integro-differential equations.

Finite time extinction for nonlinear fractional evolution equations and related properties.

The finite time extinction phenomenon (the solution reaches an equilibrium after a finite time) is peculiar to certain nonlinear problems whose solutions exhibit an asymptotic behavior entirely different from the typical behavior of solutions associated to linear problems. The main goal of this work is twofold. Firstly, we extend some of the results known in the literature to the case in which the ordinary time derivative is considered jointly with a fractional time differentiation. Secondly, we consider the limit case when only the fractional derivative remains. The latter is the most extraordinary case, since we prove that the finite time extinction phenomenon still appears, even with a non-smooth profile near the extinction time. Some concrete examples of quasi-linear partial differential operators are proposed. Our results can also be applied in the framework of suitable nonlinear Volterra integro-differential equations.

A Real-Time intelligent system for tracking patient condition

Hospitals have multiple data sources, such as embedded systems, monitors and sensors. The number of data available is increasing and the information are used not only to care the patient but also to assist the decision processes. The introduction of intelligent environments in health care institutions has been adopted due their ability to provide useful information for health professionals, either in helping to identify prognosis or also to understand patient condition. Behind of this concept arises this Intelligent System to track patient condition (e.g. critic events) in health care. This system has the great advantage of being adaptable to the environment and user needs. The system is focused in identifying critic events from data streaming (e.g. vital signs and ventilation) which is particularly valuable for understanding the patient’s condition. This work aims to demonstrate the process of creating an intelligent system capable of operating in a real environment using streaming data provided by ventilators and vital signs monitors. Its development is important to the physician because becomes possible crossing multiple variables in real-time by analyzing if a value is critic or not and if their variation has or not clinical importance.

Implementation of a unified userspace time handling library under the Linux OS

An appropriate assessment of end-to-end network performance presumes highly efficient time tracking and measurement with precise time control of the stopping and resuming of program operation. In this paper, a novel approach to solving the problems of highly efficient and precise time measurements on PC-platforms and on ARM-architectures is proposed. A new unified High Performance Timer and a corresponding software library offer a unified interface to the known time counters and automatically identify the fastest and most reliable time source, available in the user space of a computing system. The research is focused on developing an approach of unified time acquisition from the PC hardware and accordingly substituting the common way of getting the time value through Linux system calls. The presented approach provides a much faster means of obtaining the time values with a nanosecond precision than by using conventional means. Moreover, it is capable of handling the sequential time value, precise sleep functions and process resuming. This ability means the reduction of wasting computer resources during the execution of a sleeping process from 100% (busy-wait) to 1-1.5%, whereas the benefits of very accurate process resuming times on long waits are maintained.

Quantitative analysis of accuracy of an inertial/acoustic 6DOF tracking system in motion

An increasing number of neuroscience experiments are using virtual reality to provide a more immersive and less artificial experimental environment. This is particularly useful to navigation and three-dimensional scene perception experiments. Such experiments require accurate real-time tracking of the observer's head in order to render the virtual scene. Here, we present data on the accuracy of a commonly used six degrees of freedom tracker (Intersense IS900) when it is moved in ways typical of virtual reality applications. We compared the reported location of the tracker with its location computed by an optical tracking method. When the tracker was stationary, the root mean square error in spatial accuracy was 0.64 mm. However, we found that errors increased over ten-fold (up to 17 mm) when the tracker moved at speeds common in virtual reality applications. We demonstrate that the errors we report here are predominantly due to inaccuracies of the IS900 system rather than the optical tracking against which it was compared. (c) 2006 Elsevier B.V. All rights reserved.

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.

Back-to-back correlations for finite expanding fireballs

Back-to-back correlations of particle-antiparticle pairs are related to the in-medium mass-modification and squeezing of the quanta involved. They are predicted to appear when hot and dense hadronic matter is formed in high energy nucleus-nucleus collisions. The survival and magnitude of the back-to-back correlations (BBC) of boson-antiboson pairs generated by in-medium mass modifications are studied here in the case of a thermalized, finite-sized, spherically symmetric expanding medium. We show that the BBC signal indeed survives the finite-time emission, as well as the expansion and flow effects, with sufficient intensity to be observed at BNL Relativistic Heavy Ion Collider (RHIC).

Entanglement and entropy operator for strings in pp-wave time dependent background

In this Letter new aspects of string theory propagating in a pp-wave time dependent background with a null singularity are explored. It is shown the appearance of a 2d entanglement entropy dynamically generated by the background. For asymptotically flat observers, the vacuum close to the singularity is unitarily inequivalent to the vacuum at tau = -infinity and it is shown that the 2d entanglement entropy diverges close to this point. As a consequence. The positive time region is inaccessible for observers in tau = -infinity. For a stationary measure, the vacuum at finite time is seen by those observers as a thermal state and the information loss is encoded as a heat bath of string states. (c) 2006 Elsevier B.V. All rights reserved.

Video target tracking by using competitive neural networks

A target tracking algorithm able to identify the position and to pursuit moving targets in video digital sequences is proposed in this paper. The proposed approach aims to track moving targets inside the vision field of a digital camera. The position and trajectory of the target are identified by using a neural network presenting competitive learning technique. The winning neuron is trained to approximate to the target and, then, pursuit it. A digital camera provides a sequence of images and the algorithm process those frames in real time tracking the moving target. The algorithm is performed both with black and white and multi-colored images to simulate real world situations. Results show the effectiveness of the proposed algorithm, since the neurons tracked the moving targets even if there is no pre-processing image analysis. Single and multiple moving targets are followed in real time.

A maximum principle for infinite time asymptotically stable impulsive dynamic control systems

We consider an infinite horizon optimal impulsive control problems for which a given cost function is minimized by choosing control strategies driving the state to a point in a given closed set C ∞. We present necessary conditions of optimality in the form of a maximum principle for which the boundary condition of the adjoint variable is such that non-degeneracy due to the fact that the time horizon is infinite is ensured. These conditions are given for conventional systems in a first instance and then for impulsive control problems. They are proved by considering a family of approximating auxiliary interval conventional (without impulses) optimal control problems defined on an increasing sequence of finite time intervals. As far as we know, results of this kind have not been derived previously. © 2010 IFAC.

Tracking a non-cooperative target using a Doppler radar wireless sensor network

Tracking or target localization is used in a wide range of important tasks from knowing when your flight will arrive to ensuring your mail is received on time. Tracking provides the location of resources enabling solutions to complex logistical problems. Wireless Sensor Networks (WSN) create new opportunities when applied to tracking, such as more flexible deployment and real-time information. When radar is used as the sensing element in a tracking WSN better results can be obtained; because radar has a comparatively larger range both in distance and angle to other sensors commonly used in WSNs. This allows for less nodes deployed covering larger areas, saving money. In this report I implement a tracking WSN platform similar to what was developed by Lim, Wang, and Terzis. This consists of several sensor nodes each with a radar, a sink node connected to a host PC, and a Matlab© program to fuse sensor data. I have re-implemented their experiment with my WSN platform for tracking a non-cooperative target to verify their results and also run simulations to compare. The results of these tests are discussed and some future improvements are proposed.