Asymptotic equivalence between the unconditional maximum likelihood and the square-law nonlinearity symbol timing estimation

This paper provides a systematic approach to theproblem of nondata aided symbol-timing estimation for linearmodulations. The study is performed under the unconditionalmaximum likelihood framework where the carrier-frequencyerror is included as a nuisance parameter in the mathematicalderivation. The second-order moments of the received signal arefound to be the sufficient statistics for the problem at hand and theyallow the provision of a robust performance in the presence of acarrier-frequency error uncertainty. We particularly focus on theexploitation of the cyclostationary property of linear modulations.This enables us to derive simple and closed-form symbol-timingestimators which are found to be based on the well-known squaretiming recovery method by Oerder and Meyr. Finally, we generalizethe OM method to the case of linear modulations withoffset formats. In this case, the square-law nonlinearity is foundto provide not only the symbol-timing but also the carrier-phaseerror.

Motion estimation using higher-order statistics

The objective of this paper is to introduce a fourth-order cost function of the displaced frame difference (DFD) capable of estimatingmotion even for small regions or blocks. Using higher than second-orderstatistics is appropriate in case the image sequence is severely corruptedby additive Gaussian noise. Some results are presented and compared to those obtained from the mean kurtosis and the mean square error of the DFD.

Second-order parameter estimation

This work provides a general framework for the design of second-order blind estimators without adopting anyapproximation about the observation statistics or the a prioridistribution of the parameters. The proposed solution is obtainedminimizing the estimator variance subject to some constraints onthe estimator bias. The resulting optimal estimator is found todepend on the observation fourth-order moments that can be calculatedanalytically from the known signal model. Unfortunately,in most cases, the performance of this estimator is severely limitedby the residual bias inherent to nonlinear estimation problems.To overcome this limitation, the second-order minimum varianceunbiased estimator is deduced from the general solution by assumingaccurate prior information on the vector of parameters.This small-error approximation is adopted to design iterativeestimators or trackers. It is shown that the associated varianceconstitutes the lower bound for the variance of any unbiasedestimator based on the sample covariance matrix.The paper formulation is then applied to track the angle-of-arrival(AoA) of multiple digitally-modulated sources by means ofa uniform linear array. The optimal second-order tracker is comparedwith the classical maximum likelihood (ML) blind methodsthat are shown to be quadratic in the observed data as well. Simulationshave confirmed that the discrete nature of the transmittedsymbols can be exploited to improve considerably the discriminationof near sources in medium-to-high SNR scenarios.

ML estimator and hybrid beamformer for multipath and interference mitigation in GNSS receivers

This paper addresses the estimation of the code-phase(pseudorange) and the carrier-phase of the direct signal received from a direct-sequence spread-spectrum satellite transmitter. Thesignal is received by an antenna array in a scenario with interferenceand multipath propagation. These two effects are generallythe limiting error sources in most high-precision positioning applications.A new estimator of the code- and carrier-phases is derivedby using a simplified signal model and the maximum likelihood(ML) principle. The simplified model consists essentially ofgathering all signals, except for the direct one, in a component withunknown spatial correlation. The estimator exploits the knowledgeof the direction-of-arrival of the direct signal and is much simplerthan other estimators derived under more detailed signal models.Moreover, we present an iterative algorithm, that is adequate for apractical implementation and explores an interesting link betweenthe ML estimator and a hybrid beamformer. The mean squarederror and bias of the new estimator are computed for a numberof scenarios and compared with those of other methods. The presentedestimator and the hybrid beamforming outperform the existingtechniques of comparable complexity and attains, in manysituations, the Cramér–Rao lower bound of the problem at hand.

Computational and Experimental Analysis of Flow Field in the Diffusers of Centrifugal Compressors

Centrifugal compressors are widely used for example in process industry, oil and gas industry, in small gas turbines and turbochargers. In order to achieve lower consumption of energy and operation costs the efficiency of the compressor needs to be improve. In the present work different pinches and low solidity vaned diffusers were utilized in order to improve the efficiency of a medium size centrifugal compressor. In this study, pinch means the decrement of the diffuser flow passage height. First different geometries were analyzed using computational fluid dynamics. The flow solver Finflo was used to solve the flow field. Finflo is a Navier-Stokes solver. The solver is capable to solve compressible, incompressible, steady and unsteady flow fields. Chien's k-e turbulence model was used. One of the numerically investigated pinched diffuser and one low solidity vaned diffuser were studied experimentally. The overall performance of the compressor and the static pressure distribution before and after the diffuser were measured. The flow entering and leaving the diffuser was measured using a three-hole Cobra-probe and Kiel-probes. The pinch and the low solidity vaned diffuser increased the efficiency of the compressor. Highest isentropic efficiency increment obtained was 3\% of the design isentropic efficiency of the original geometry. It was noticed in the numerical results that the pinch made to the hub and the shroud wall was most beneficial to the operation of the compressor. Also the pinch made to the hub was better than the pinchmade to the shroud. The pinch did not affect the operation range of the compressor, but the low solidity vaned diffuser slightly decreased the operation range.The unsteady phenomena in the vaneless diffuser were studied experimentally andnumerically. The unsteady static pressure was measured at the diffuser inlet and outlet, and time-accurate numerical simulation was conducted. The unsteady static pressure showed that most of the pressure variations lay at the passing frequency of every second blade. The pressure variations did not vanish in the diffuser and were visible at the diffuser outlet. However, the amplitude of the pressure variations decreased in the diffuser. The time-accurate calculations showed quite a good agreement with the measured data. Agreement was very good at the design operation point, even though the computational grid was not dense enough inthe volute and in the exit cone. The time-accurate calculation over-predicted the amplitude of the pressure variations at high flow.

NDA waveform estimation in the low-SNR regime

This correspondence addresses the problem of nondata-aidedwaveform estimation for digital communications. Based on the unconditionalmaximum likelihood criterion, the main contribution of this correspondenceis the derivation of a closed-form solution to the waveform estimationproblem in the low signal-to-noise ratio regime. The proposed estimationmethod is based on the second-order statistics of the received signaland a clear link is established between maximum likelihood estimation andcorrelation matching techniques. Compression with the signal-subspace isalso proposed to improve the robustness against the noise and to mitigatethe impact of abnormals or outliers.

Maximum likelihood estimation of position in GNSS

In this letter, we obtain the Maximum LikelihoodEstimator of position in the framework of Global NavigationSatellite Systems. This theoretical result is the basis of a completelydifferent approach to the positioning problem, in contrastto the conventional two-steps position estimation, consistingof estimating the synchronization parameters of the in-viewsatellites and then performing a position estimation with thatinformation. To the authors’ knowledge, this is a novel approachwhich copes with signal fading and it mitigates multipath andjamming interferences. Besides, the concept of Position–basedSynchronization is introduced, which states that synchronizationparameters can be recovered from a user position estimation. Weprovide computer simulation results showing the robustness ofthe proposed approach in fading multipath channels. The RootMean Square Error performance of the proposed algorithm iscompared to those achieved with state-of-the-art synchronizationtechniques. A Sequential Monte–Carlo based method is used todeal with the multivariate optimization problem resulting fromthe ML solution in an iterative way.

Computational Approach to the Study of Thermal Spin Crossover Phenomena

The key parameters associated to the thermally induced spin crossover process have been calculated for a series of Fe(II) complexes with mono-, bi-, and tridentate ligands. Combination of density functional theory calculations for the geometries and for normal vibrational modes, and highly correlated wave function methods for the energies, allows us to accurately compute the entropy variation associated to the spin transition and the zero-point corrected energy difference between the low- and high-spin states. From these values, the transition temperature, T 1/2, is estimated for different compounds.

Estimation des crues extrêmes dans les Alpes suisses a l'aide d'un modèle hydrologique distribué

Les modèles hydrologiques développés pour les pluies extrêmes de type PMP sont difficiles à paramétrer en raison du manque de données disponibles pour ces évènements et de la complexité du terrain. Cet article présente les processus et les résultats de l'ajustement des paramètres pour un modèle hydrologique distribué. Ce modèle à une échelle fine a été développé pour l'estimation des crues maximales probables dans le cas d'une PMP. Le calcul effectué pour deux bassins versants test suisses et pour deux épisodes d'orages d'été concerne l'estimation des paramètres du modèle, divisé en deux groupes. La première concerne le calcul des vitesses des écoulements et l'autre la détermination de la capacité d'infiltration initiale et finale pour chaque type de sol. Les résultats validés avec l'équation de Nash montrent une bonne corrélation entre les débits simulés et ceux observés.

Estimation of glomerular filtration rate in hospitalized patients : are we overestimating renal function?

Estimer la filtration glomérulaire chez les personnes âgées, tout en tenant compte de la difficulté supplémentaire d'évaluer leur masse musculaire, est difficile et particulièrement important pour la prescription de médicaments. Le taux plasmatique de la creatinine dépend à la fois de la fraction d'élimination rénale et extra-rénale et de la masse musculaire. Actuellement, pour estimer là filtration glomérulaire différentes formules sont utilisées, qui se fondent principalement sur la valeur de la créatinine. Néanmoins, en raison de la fraction éliminée par les voies tubulaires et intestinales la clairance de la créatinine surestime généralement le taux de filtration glomérulaire (GFR). Le but de cette étude est de vérifier la fiabilité de certains marqueurs et algorithmes de la fonction rénale actuellement utilisés et d'évaluer l'avantage additionnel de prendre en considération la masse musculaire mesurée par la bio-impédance dans une population âgée (> 70 ans) et avec une fonction rénale chronique compromise basée sur MDRD eGFR (CKD stades lll-IV). Dans cette étude, nous comparons 5 équations développées pour estimer la fonction rénale et basées respectivement sur la créatinine sérique (Cockcroft et MDRD), la cystatine C (Larsson), la créatinine combinée à la bêta-trace protéine (White), et la créatinine ajustée à la masse musculaire obtenue par analyse de la bio-impédance (MacDonald). La bio-impédance est une méthode couramment utilisée pour estimer la composition corporelle basée sur l'étude des propriétés électriques passives et de la géométrie des tissus biologiques. Cela permet d'estimer les volumes relatifs des différents tissus ou des fluides dans le corps, comme par exemple l'eau corporelle totale, la masse musculaire (=masse maigre) et la masse grasse corporelle. Nous avons évalué, dans une population âgée d'un service interne, et en utilisant la clairance de l'inuline (single shot) comme le « gold standard », les algorithmes de Cockcroft (GFR CKC), MDRD, Larsson (cystatine C, GFR CYS), White (beta trace protein, GFR BTP) et Macdonald (GFR = ALM, la masse musculaire par bio-impédance. Les résultats ont montré que le GFR (mean ± SD) mesurée avec l'inuline et calculée avec les algorithmes étaient respectivement de : 34.9±20 ml/min pour l'inuline, 46.7±18.5 ml/min pour CKC, 47.2±23 ml/min pour CYS, 54.4±18.2ml/min pour BTP, 49±15.9 ml/min pour MDRD et 32.9±27.2ml/min pour ALM. Les courbes ROC comparant la sensibilité et la spécificité, l'aire sous la courbe (AUC) et l'intervalle de confiance 95% étaient respectivement de : CKC 0 68 (055-0 81) MDRD 0.76 (0.64-0.87), Cystatin C 0.82 (0.72-0.92), BTP 0.75 (0.63-0.87), ALM 0.65 (0.52-0.78). ' En conclusion, les algorithmes comparés dans cette étude surestiment la GFR dans la population agee et hospitalisée, avec des polymorbidités et une classe CKD lll-IV. L'utilisation de l'impédance bioelectrique pour réduire l'erreur de l'estimation du GFR basé sur la créatinine n'a fourni aucune contribution significative, au contraire, elle a montré de moins bons résultats en comparaison aux autres equations. En fait dans cette étude 75% des patients ont changé leur classification CKD avec MacDonald (créatinine et masse musculaire), contre 49% avec CYS (cystatine C), 56% avec MDRD,52% avec Cockcroft et 65% avec BTP. Les meilleurs résultats ont été obtenus avec Larsson (CYS C) et la formule de Cockcroft.

Quantile Estimation in Non-Stationary Streaming Data

We provide an incremental quantile estimator for Non-stationary Streaming Data. We propose a method for simultaneous estimation of multiple quantiles corresponding to the given probability levels from streaming data. Due to the limitations of the memory, it is not feasible to compute the quantiles by storing the data. So estimating the quantiles as the data pass by is the only possibility. This can be effective in network measurement. To provide the minimum of the mean-squared error of the estimation, we use parabolic approximation and for comparison we simulate the results for different number of runs and using both linear and parabolic approximations.

Concentrations of resveratrol and derivatives in foods and estimation of dietary intake in a Spanish population: European Prospective Investigation into Cancer and Nutrition (EPIC)-Spain cohort

Resveratrol has been shown to have beneficial effects on diseases related to oxidant and/or inflammatory processes and extends the lifespan of simple organisms including rodents. The objective of the present study was to estimate the dietary intake of resveratrol and piceid (R&P) present in foods, and to identify the principal dietary sources of these compounds in the Spanish adult population. For this purpose, a food composition database (FCDB) of R&P in Spanish foods was compiled. The study included 40 685 subjects aged 3564 years from northern and southern regions of Spain who were included in the European Prospective Investigation into Cancer and Nutrition (EPIC)-Spain cohort. Usual food intake was assessed by personal interviews using a computerised version of a validated diet history method. An FCDB with 160 items was compiled. The estimated median and mean of R&P intake were 100 and 933 mg/d respectively. Approximately, 32% of the population did not consume RΠ The most abundant of the four stilbenes studied was trans-piceid (53·6 %), followed by trans-resveratrol (20·9 %), cis-piceid (19·3 %) and cis-resveratrol (6·2 %). The most important source of R&P was wines (98·4 %) and grape and grape juices (1·6 %), whereas peanuts, pistachios and berries contributed to less than 0·01 %. For this reason the pattern of intake of R&P was similar to the wine pattern. This is the first time that R&P intake has been estimated in a Mediterranean country.

Covariance Matrix Estimation and Mean-Variance Optimization in application to International Diversification

Tutkimus keskittyy kansainväliseen hajauttamiseen suomalaisen sijoittajan näkökulmasta. Tutkimuksen toinen tavoite on selvittää tehostavatko uudet kovarianssimatriisiestimaattorit minimivarianssiportfolion optimointiprosessia. Tavallisen otoskovarianssimatriisin lisäksi optimoinnissa käytetään kahta kutistusestimaattoria ja joustavaa monimuuttuja-GARCH(1,1)-mallia. Tutkimusaineisto koostuu Dow Jonesin toimialaindekseistä ja OMX-H:n portfolioindeksistä. Kansainvälinen hajautusstrategia on toteutettu käyttäen toimialalähestymistapaa ja portfoliota optimoidaan käyttäen kahtatoista komponenttia. Tutkimusaieisto kattaa vuodet 1996-2005 eli 120 kuukausittaista havaintoa. Muodostettujen portfolioiden suorituskykyä mitataan Sharpen indeksillä. Tutkimustulosten mukaan kansainvälisesti hajautettujen investointien ja kotimaisen portfolion riskikorjattujen tuottojen välillä ei ole tilastollisesti merkitsevää eroa. Myöskään uusien kovarianssimatriisiestimaattoreiden käytöstä ei synnytilastollisesti merkitsevää lisäarvoa verrattuna otoskovarianssimatrisiin perustuvaan portfolion optimointiin.

Unifying Time to Contact Estimation and Collision Avoidance across Species

The -function and the -function are phenomenological models that are widely used in the context of timing interceptive actions and collision avoidance, respectively. Both models were previously considered to be unrelated to each other: is a decreasing function that provides an estimation of time-to-contact (ttc) in the early phase of an object approach; in contrast, has a maximum before ttc. Furthermore, it is not clear how both functions could be implemented at the neuronal level in a biophysically plausible fashion. Here we propose a new framework the corrected modified Tau function capable of predicting both -type ("") and -type ("") responses. The outstanding property of our new framework is its resilience to noise. We show that can be derived from a firing rate equation, and, as , serves to describe the response curves of collision sensitive neurons. Furthermore, we show that predicts the psychophysical performance of subjects determining ttc. Our new framework is thus validated successfully against published and novel experimental data. Within the framework, links between -type and -type neurons are established. Therefore, it could possibly serve as a model for explaining the co-occurrence of such neurons in the brain.

The micro-architecture estimation by TBS discriminate women with and without osteoporotic fracture independently of age, BMI and BMD: The Osteo-Mobile Vaud cohort study.

Introduction: « Osteo-Mobile Vaud » is a mobile osteoporosis (OP) screening program. The women > 60 years living in the region Vaud will be offered OP screening with new equipment installed in a bus. The main goal is to evaluate the fracture risk with the combination of clinical risk factors (CRF) and informations extracted by a single DXA: bone mineral density (BMD), vertebral fracture assessment (VFA), and micro-architecture (MA) evaluation. MA is yet evaluable in daily practice by the Trabecular Bone Score (TBS) measure. TBS is a novel grey-level texture measurement reflecting bone MA based on the use of experimental variograms of 2D projection images. TBS is very simple to obtain, by reanalyzing a lumbar DXA-scan. TBS has proven to have diagnosis and prognosis value, partially independent of CRF and BMD. A 55-years follow- up is planned. Method: The Osteo-Mobile Vaud cohort (1500 women, > 60 years, living in the region Vaud) started in July 2010. CRF for OP, lumbar spine and hip BMD, VFA by DXA and MA evaluation by TBS are recorded. Preliminary results are reported. Results: In July 31th, we evaluated 510 women: mean age 67 years, BMI 26 kg/m². 72 women had one or more fragility fractures, 39 had vertebral fracture (VFx) grade 2/3. TBS decreases with age (-0.005 / year, p<0.001), and with BMI (-0.011 per kg/m², p<0.001). Correlation between BMD and site matched TBS is low (r=0.4, p<0.001). For the lowest T-score BMD, odds ratio (OR, 95% CI) for VFx grade 2/3 and clinical OP Fx are 1.8 (1.1-2.9) and 2.3 (1.5-3.4). For TBS, age-, BMI- and BMD adjusted ORs (per SD decrease) for VFx grade 2/3 and clinical OP Fx are 1.9 (1.2-3.0) and 1.8 (1.2-2.7). The TBS added value was independent of lumbar spine BMD or the lowest T-score (femoral neck, total hip or lumbar spine). Conclusion: As in the already published studies, these preliminary results confirm the partial independence between BMD and TBS. More importantly, a combination of TBS and BMD may increase significantly the identification of women with prevalent OP Fx. For the first time we are able to have complementary information about fracture (VFA), density (BMD), and micro-architecture (TBS) from a simple, low ionizing radiation and cheap device: DXA. The value of such informations in a screening program will be evaluated.