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.

Twin experiments with the equivalent weights particle filter and HadCM3

This paper investigates the use of a particle filter for data assimilation with a full scale coupled ocean–atmosphere general circulation model. Synthetic twin experiments are performed to assess the performance of the equivalent weights filter in such a high-dimensional system. Artificial 2-dimensional sea surface temperature fields are used as observational data every day. Results are presented for different values of the free parameters in the method. Measures of the performance of the filter are root mean square errors, trajectories of individual variables in the model and rank histograms. Filter degeneracy is not observed and the performance of the filter is shown to depend on the ability to keep maximum spread in the ensemble.

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

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.

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.

A note on a practical relationship between filter coefficients and scaling and wavelet functions of Discrete Wavelet Transforms

In this paper, the relationship between the filter coefficients and the scaling and wavelet functions of the Discrete Wavelet Transform is presented and exemplified from a practical point-of-view. The explanations complement the wavelet theory, that is well documented in the literature, being important for researchers who work with this tool for time-frequency analysis. (c) 2011 Elsevier Ltd. All rights reserved.

Identification of Mechanical Systems through Kautz Filter

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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.

Comparative analysis of synchronization algorithms based on PLL, RDFT and Kalman Filter

This paper discusses the main characteristics and presents a comparative analysis of three synchronization algorithms based respectively, on a Phase-Locked Loop, a Kalman Filter and a Discrete Fourier Transform. It will be described the single and three-phase models of the first two methods and the single-phase model of the third one. Details on how to modify the filtering properties or dynamic response of each algorithm will be discussed in terms of their design parameters. In order to compare the different algorithms, these parameters will be set for maximum filter capability. Then, the dynamic response, during input amplitude and frequency deviations will be observed, as well as during the initialization procedure. So, advantages and disadvantages of all considered algorithms will be discussed. ©2007 IEEE.

Adaptive filter feature identification for structural health monitoring in aeronautical panel

This paper presents an approach for structural health monitoring (SHM) by using adaptive filters. The experimental signals from different structural conditions provided by piezoelectric actuators/sensors bonded in the test structure are modeled by a discrete-time recursive least square (RLS) filter. The biggest advantage to use a RLS filter is the clear possibility to perform an online SHM procedure since that the identification is also valid for non-stationary linear systems. An online damage-sensitive index feature is computed based on autoregressive (AR) portion of coefficients normalized by the square root of the sum of the square of them. The proposed method is then utilized in a laboratory test involving an aeronautical panel coupled with piezoelectric sensors/actuators (PZTs) in different positions. A hypothesis test employing the t-test is used to obtain the damage decision. The proposed algorithm was able to identify and localize the damages simulated in the structure. The results have shown the applicability and drawbacks the method and the paper concludes with suggestions to improve it. ©2010 Society for Experimental Mechanics Inc.

Preprocessing data for short-term load forecasting with a general regression neural network and a moving average filter

This paper proposes a filter based on a general regression neural network and a moving average filter, for preprocessing half-hourly load data for short-term multinodal load forecasting, discussed in another paper. Tests made with half-hourly load data from nine New Zealand electrical substations demonstrate that this filter is able to handle noise, missing data and abnormal data. © 2011 IEEE.

Robust control applied to power flow control in single-phase inverter with LCL filter, using droop control and D-stability

This paper proposes a new methodology to control the power flow between a distributed generator (DG) and the electrical power distribution grid. It is used the droop voltage control to manage the active and reactive power. Through this control a sinusoidal voltage reference is generated to be tracked by voltage loop and this loop generates the current reference for the current loop. The proposed control introduces feed-forward states improving the control performance in order to obtain high quality for the current injected to the grid. The controllers were obtained through the linear matrix inequalities (LMI) using the D-stability analysis to allocate the closed-loop controller poles. Therefore, the results show quick transient response with low oscillations. Thus, this paper presents the proposed control technique, the main simulation results and a prototype with 1000VA was developed in the laboratory in order to demonstrate the feasibility of the proposed control. © 2012 IEEE.

A Skull-Stripping Filter for ITK

Skull-stripping (or brain extraction) is an important pre-processing step in neuroimage analysis. This document describes a skull-stripping filter implemented using the Insight Toolkit ITK, which we named itk::StripTsImageFilter. It is a composite filter based on existing ITK classes. The filter has been implemented with usability, robustness, speed and versatility in mind, rather than accuracy. This makes it useful for many pre-processing tasks in neuroimage analysis. This paper is accompanied by the source code, input data and a testing environment.

New methods for the estimation of Takagi-Sugeno model based extended Kalman filter and its applications to optimal control for nonlinear systems

This paper describes new approaches to improve the local and global approximation (matching) and modeling capability of Takagi–Sugeno (T-S) fuzzy model. The main aim is obtaining high function approximation accuracy and fast convergence. The main problem encountered is that T-S identification method cannot be applied when the membership functions are overlapped by pairs. This restricts the application of the T-S method because this type of membership function has been widely used during the last 2 decades in the stability, controller design of fuzzy systems and is popular in industrial control applications. The approach developed here can be considered as a generalized version of T-S identification method with optimized performance in approximating nonlinear functions. We propose a noniterative method through weighting of parameters approach and an iterative algorithm by applying the extended Kalman filter, based on the same idea of parameters’ weighting. We show that the Kalman filter is an effective tool in the identification of T-S fuzzy model. A fuzzy controller based linear quadratic regulator is proposed in order to show the effectiveness of the estimation method developed here in control applications. An illustrative example of an inverted pendulum is chosen to evaluate the robustness and remarkable performance of the proposed method locally and globally in comparison with the original T-S model. Simulation results indicate the potential, simplicity, and generality of the algorithm. An illustrative example is chosen to evaluate the robustness. In this paper, we prove that these algorithms converge very fast, thereby making them very practical to use.