Optimal simultaneous maximum a posterioriestimation of states, noise statistics and parameters II. Numerical performance

A very general and numerically quite robust algorithm has been proposed by Sastry and Gauvrit (1980) for system identification. The present paper takes it up and examines its performance on a real test example. The example considered is the lateral dynamics of an aircraft. This is used as a vehicle for demonstrating the performance of various aspects of the algorithm in several possible modes.

Maximum likelihood estimation of natural mortality and quantification of temperature effects on catchability of brown tiger prawn (Penaeus esculentus) in Moreton Bay (Australia) using logbook data

It is common to model the dynamics of fisheries using natural and fishing mortality rates estimated independently using two separate analyses. Fishing mortality is routinely estimated from widely available logbook data, whereas natural mortality estimations have often required more specific, less frequently available, data. However, in the case of the fishery for brown tiger prawn (Penaeus esculentus) in Moreton Bay, both fishing and natural mortality rates have been estimated from logbook data. The present work extended the fishing mortality model to incorporate an eco-physiological response of tiger prawn to temperature, and allowed recruitment timing to vary from year to year. These ecological characteristics of the dynamics of this fishery were ignored in the separate model that estimated natural mortality. Therefore, we propose to estimate both natural and fishing mortality rates within a single model using a consistent set of hypotheses. This approach was applied to Moreton Bay brown tiger prawn data collected between 1990 and 2010. Natural mortality was estimated by maximum likelihood to be equal to 0.032 ± 0.002 week−1, approximately 30% lower than the fixed value used in previous models of this fishery (0.045 week−1).

Comments on "Diffuse sound reflection by maximum length sequences"

Some improvements are suggested to Schroeder's scheme [J. Acoust. Soc. Am. 57, 149–150 (1975)] of achieving diffuse sound reflection in concert halls.Subject Classification

Compact AM Signals for Maximum Clutter Rejection

The transmitted signal is assumed to consist of a close succession of rectangular pulses of equal width. A matched filter scheme is employed and a theory is developed for a computer-aided optimization of the envelope of monotone compact signals for maximum rejection of dense clutter of any given distribution in range. Specific results are presented and indeterminate cases are discussed.

Boxicity and maximum degree

A d-dimensional box is a Cartesian product of d closed intervals on the real line. The boxicity of a graph is the minimum dimension d such that it is representable as the intersection graph of d-dimensional boxes. We give a short constructive proof that every graph with maximum degree D has boxicity at most 2D2. We also conjecture that the best upper bound is linear in D.

Maximum compatible classes from compatibility matrices

A fast algorithm for the computation of maximum compatible classes (mcc) among the internal states of an incompletely specified sequential machine is presented in this paper. All the maximum compatible classes are determined by processing compatibility matrices of progressingly diminishing order, whose total number does not exceed (p + m), where p is the largest cardinality among these classes, and m is the number of such classes. Consequently the algorithm is specially suitable for the state minimization of very large sequential machines as encountered in vlsi circuits and systems.

Maximum Loss Calculation using Scenario Analysis, Heavy Tails and Implied Volatility Patterns

The objective of this paper is to improve option risk monitoring by examining the information content of implied volatility and by introducing the calculation of a single-sum expected risk exposure similar to the Value-at-Risk. The figure is calculated in two steps. First, there is a need to estimate the value of a portfolio of options for a number of different market scenarios, while the second step is to summarize the information content of the estimated scenarios into a single-sum risk measure. This involves the use of probability theory and return distributions, which confronts the user with the problems of non-normality in the return distribution of the underlying asset. Here the hyperbolic distribution is used to describe one alternative for dealing with heavy tails. Results indicate that the information content of implied volatility is useful when predicting future large returns in the underlying asset. Further, the hyperbolic distribution provides a good fit to historical returns enabling a more accurate definition of statistical intervals and extreme events.

Minimum-Decoding-Complexity, maximum-rate Space-Time Block Codes from Clifford algebras

It is well known that Alamouti code and, in general, Space-Time Block Codes (STBCs) from complex orthogonal designs (CODs) are single-symbol decodable/symbolby-symbol decodable (SSD) and are obtainable from unitary matrix representations of Clifford algebras. However, SSD codes are obtainable from designs that are not CODs. Recently, two such classes of SSD codes have been studied: (i) Coordinate Interleaved Orthogonal Designs (CIODs) and (ii) Minimum-Decoding-Complexity (MDC) STBCs from Quasi-ODs (QODs). In this paper, we obtain SSD codes with unitary weight matrices (but not CON) from matrix representations of Clifford algebras. Moreover, we derive an upper bound on the rate of SSD codes with unitary weight matrices and show that our codes meet this bound. Also, we present conditions on the signal sets which ensure full-diversity and give expressions for the coding gain.

Ions in water: Role of attractive interactions in size dependent diffusivity maximum

A molecular dynamics study of model ions in water is reported. The van der Waals diameter of both the cations and anions is varied. We have carried out two sets of simulations-with and without dispersion interaction-between the ion and water. Self-diffusivity of the ions exhibits an anomalous maximum as a function of the van der Waals diameter for both these sets. This existence of a maximum in self-diffusivity when there is no dispersion interaction between the ion and the water is attributed to the attractive term from electrostatic interactions. Detailed analysis of this effect shows that the solvent shell is more strongly defined in the presence of dispersion interactions. A smaller ion exhibits biexponential decay while a single exponential decay is seen for the ion with maximum diffusivity in the self-part of the intermediate scattering function. The solvent structure around the ion appears to determine much of the dynamics of the ion. Interesting trends are seen in the activation energies and these can be understood in terms of the levitation effect. (C) 2010 American Institute of Physics. doi:10.1063/1.3481656]

Occurrence of maximum Tc at an optimal carrier concentration in superconducting bismuth and thallium cuprates

The superconducting transition temperatures in Bi2Ca1−xLnxSr2Cu2O8+δ, TlCa1−xLnxSr2Cu2O6+δ, and Tl0.8Ca1−xLnxBa2Cu23O6+δ (Ln=Y or rare earth) vary with composition and show a maximum at a specific value of x or δ. This observation suggests that an optimal carrier concentration is required to attain maximum Tc in such cuprates which seem to be two‐band systems

Maximum-entropy calculation of the electron density at 4 A resolution of Pf1 filamentous bacteriophage

A 4 A electron-density map of Pf1 filamentous bacterial virus has been calculated from x-ray fiber diffraction data by using the maximum-entropy method. This method produces a map that is free of features due to noise in the data and enables incomplete isomorphous-derivative phase information to be supplemented by information about the nature of the solution. The map shows gently curved (banana-shaped) rods of density about 70 A long, oriented roughly parallel to the virion axis but slewing by about 1/6th turn while running from a radius of 28 A to one of 13 A. Within these rods, there is a helical periodicity with a pitch of 5 to 6 A. We interpret these rods to be the helical subunits of the virion. The position of strongly diffracted intensity on the x-ray fiber pattern shows that the basic helix of the virion is right handed and that neighboring nearly parallel protein helices cross one another in an unusual negative sense.

Minimum weight design of fiber-reinforced laminated composite structures with maximum stress and Tsai-Wu failure criteria

In this article, a minimum weight design of carbon/epoxy laminates is carried out using genetic algorithms. New failure envelopes have been developed by the combination of two commonly used phenomenological failure criteria, namely Maximum Stress (MS) and Tsai-Wu (TW) are used to obtain the minimum weight of the laminate. These failure envelopes are the most conservative failure envelope (MCFE) and the least conservative failure envelope (LCFE). Uniaxial and biaxial loading conditions are considered for the study and the differences in the optimal weight of the laminate are compared for the MCFE and LCFE. The MCFE can be used for design of critical load-carrying composites, while the LCFE could be used for the design of composite structures where weight reduction is much more important than safety such as unmanned air vehicles.

Learning the global maximum with parameterized learning automata

A feedforward network composed of units of teams of parameterized learning automata is considered as a model of a reinforcement teaming system. The internal state vector of each learning automaton is updated using an algorithm consisting of a gradient following term and a random perturbation term. It is shown that the algorithm weakly converges to a solution of the Langevin equation implying that the algorithm globally maximizes an appropriate function. The algorithm is decentralized, and the units do not have any information exchange during updating. Simulation results on common payoff games and pattern recognition problems show that reasonable rates of convergence can be obtained.