Adaptive Markov chain Monte Carlo and Bayesian filtering for state space models

This thesis is concerned with the state and parameter estimation in state space models. The estimation of states and parameters is an important task when mathematical modeling is applied to many different application areas such as the global positioning systems, target tracking, navigation, brain imaging, spread of infectious diseases, biological processes, telecommunications, audio signal processing, stochastic optimal control, machine learning, and physical systems. In Bayesian settings, the estimation of states or parameters amounts to computation of the posterior probability density function. Except for a very restricted number of models, it is impossible to compute this density function in a closed form. Hence, we need approximation methods. A state estimation problem involves estimating the states (latent variables) that are not directly observed in the output of the system. In this thesis, we use the Kalman filter, extended Kalman filter, Gauss–Hermite filters, and particle filters to estimate the states based on available measurements. Among these filters, particle filters are numerical methods for approximating the filtering distributions of non-linear non-Gaussian state space models via Monte Carlo. The performance of a particle filter heavily depends on the chosen importance distribution. For instance, inappropriate choice of the importance distribution can lead to the failure of convergence of the particle filter algorithm. In this thesis, we analyze the theoretical Lᵖ particle filter convergence with general importance distributions, where p ≥2 is an integer. A parameter estimation problem is considered with inferring the model parameters from measurements. For high-dimensional complex models, estimation of parameters can be done by Markov chain Monte Carlo (MCMC) methods. In its operation, the MCMC method requires the unnormalized posterior distribution of the parameters and a proposal distribution. In this thesis, we show how the posterior density function of the parameters of a state space model can be computed by filtering based methods, where the states are integrated out. This type of computation is then applied to estimate parameters of stochastic differential equations. Furthermore, we compute the partial derivatives of the log-posterior density function and use the hybrid Monte Carlo and scaled conjugate gradient methods to infer the parameters of stochastic differential equations. The computational efficiency of MCMC methods is highly depend on the chosen proposal distribution. A commonly used proposal distribution is Gaussian. In this kind of proposal, the covariance matrix must be well tuned. To tune it, adaptive MCMC methods can be used. In this thesis, we propose a new way of updating the covariance matrix using the variational Bayesian adaptive Kalman filter algorithm.

Reflex control of arterial pressure and heart rate in short-term streptozotocin diabetic rats

Impaired baroreflex sensitivity in diabetes is well described and has been attributed to autonomic diabetic neuropathy. In the present study conducted on acute (10-20 days) streptozotocin (STZ)-induced diabetic rats we examined: 1) cardiac baroreflex sensitivity, assessed by the slope of the linear regression between phenylephrine- or sodium nitroprusside-induced changes in arterial pressure and reflex changes in heart rate (HR) in conscious rats; 2) aortic baroreceptor function by means of the relationship between systolic arterial pressure and aortic depressor nerve (ADN) activity, in anesthetized rats, and 3) bradycardia produced by electrical stimulation of the vagus nerve or by the iv injection of methacholine in anesthetized animals. Reflex bradycardia (-1.4 ± 0.1 vs -1.7 ± 0.1 bpm/mmHg) and tachycardia (-2.1 ± 0.3 vs -3.0 ± 0.2 bpm/mmHg) were reduced in the diabetic group. The gain of the ADN activity relationship was similar in control (1.7 ± 0.1% max/mmHg) and diabetic (1.5 ± 0.1% max/mmHg) animals. The HR response to vagal nerve stimulation with 16, 32 and 64 Hz was 13, 16 and 14% higher, respectively, than the response of STZ-treated rats. The HR response to increasing doses of methacholine was also higher in the diabetic group compared to control animals. Our results confirm the baroreflex dysfunction detected in previous studies on short-term diabetic rats. Moreover, the normal baroreceptor function and the altered HR responses to vagal stimulation or methacholine injection suggest that the efferent limb of the baroreflex is mainly responsible for baroreflex dysfunction in this model of diabetes.

Interaction between paraventricular nucleus and septal area in the control of physiological responses induced by angiotensin II

We determined the effects of losartan (40 nmol) and PD 123319 (40 nmol) (both non-peptides and selective antagonists of the AT1 and AT2 angiotensin receptors, respectively), and [Sar¹, Ala8] angiotensin II (ANG II) (40 nmol) (a non-selective peptide antagonist of angiotensin receptors) injected into the paraventricular nucleus (PVN) on the water and salt appetite, diuresis and natriuresis and mean arterial pressure (MAP) induced by administration of 10 nmol of ANG II into the medial septal area (MSA) of male Holtzman rats weighing 250-300 g. The volume of drug solution injected was 0.5 µl over a period of 10-15 s. The responses were measured over a period of 120 min. ANG II alone injected into the MSA induced an increase in all the above parameters (8.1 ± 1.2, 1.8 ± 0.3, and 17.1 ± 1.0 ml, 217 ± 25 µEq/120 min, and 24 ± 4 mmHg, respectively, N = 10-12) compared with vehicle-treated rats (1.4 ± 0.2, 0.6 ± 0.1, and 9.3 ± 0.5 ml, 47 ± 5 µEq/120 min, and 4.1 ± 0.8 mmHg, respectively, N = 10-14). Pretreatment with losartan and [Sar¹, Ala8] ANG II completely abolished the water and sodium intake, and the pressor increase (0.5 ± 0.2, 1.1 ± 0.2, 0.5 ± 0.2, and 0.8 ± 0.2 ml, and 1.2 ± 3.9, 31 ± 4.6 mmHg, respectively, N = 9-12), whereas losartan blunted the urinary and sodium excretion induced by ANG II (13.9 ± 1.0 ml and 187 ± 10 µEq/120 min, respectively, N = 9). Pretreatment with PD 123319 and [Sar¹, Ala8] ANG II blocked the urinary and sodium excretion (10.7 ± 0.8, 9.8 ± 0.7 ml, and 67 ± 13 and 57 ± 17 µEq/120 min, respectively, N = 9), whereas pretreatment with PD 123319 partially blocked the water and sodium intake, and the MAP induced by ANG II administration (2.3 ± 0.3, 1.1 ± 0.1 ml, and 12 ± 3 mmHg, respectively, N = 9-10). These results suggest the angiotensinergic effect of the MSA on the AT1 and AT2 receptors of the PVN in terms of water and sodium homeostasis and MAP modulation.

Rigorous development of safety-critical systems

Nowadays, computer-based systems tend to become more complex and control increasingly critical functions affecting different areas of human activities. Failures of such systems might result in loss of human lives as well as significant damage to the environment. Therefore, their safety needs to be ensured. However, the development of safety-critical systems is not a trivial exercise. Hence, to preclude design faults and guarantee the desired behaviour, different industrial standards prescribe the use of rigorous techniques for development and verification of such systems. The more critical the system is, the more rigorous approach should be undertaken. To ensure safety of a critical computer-based system, satisfaction of the safety requirements imposed on this system should be demonstrated. This task involves a number of activities. In particular, a set of the safety requirements is usually derived by conducting various safety analysis techniques. Strong assurance that the system satisfies the safety requirements can be provided by formal methods, i.e., mathematically-based techniques. At the same time, the evidence that the system under consideration meets the imposed safety requirements might be demonstrated by constructing safety cases. However, the overall safety assurance process of critical computerbased systems remains insufficiently defined due to the following reasons. Firstly, there are semantic differences between safety requirements and formal models. Informally represented safety requirements should be translated into the underlying formal language to enable further veri cation. Secondly, the development of formal models of complex systems can be labour-intensive and time consuming. Thirdly, there are only a few well-defined methods for integration of formal verification results into safety cases. This thesis proposes an integrated approach to the rigorous development and verification of safety-critical systems that (1) facilitates elicitation of safety requirements and their incorporation into formal models, (2) simplifies formal modelling and verification by proposing specification and refinement patterns, and (3) assists in the construction of safety cases from the artefacts generated by formal reasoning. Our chosen formal framework is Event-B. It allows us to tackle the complexity of safety-critical systems as well as to structure safety requirements by applying abstraction and stepwise refinement. The Rodin platform, a tool supporting Event-B, assists in automatic model transformations and proof-based verification of the desired system properties. The proposed approach has been validated by several case studies from different application domains.

Novel virtual environment and real-time simulation based methods for improving life-cycle efficiency of non-road mobile machinery

Virtual environments and real-time simulators (VERS) are becoming more and more important tools in research and development (R&D) process of non-road mobile machinery (NRMM). The virtual prototyping techniques enable faster and more cost-efficient development of machines compared to use of real life prototypes. High energy efficiency has become an important topic in the world of NRMM because of environmental and economic demands. The objective of this thesis is to develop VERS based methods for research and development of NRMM. A process using VERS for assessing effects of human operators on the life-cycle efficiency of NRMM was developed. Human in the loop simulations are ran using an underground mining loader to study the developed process. The simulations were ran in the virtual environment of the Laboratory of Intelligent Machines of Lappeenranta University of Technology. A physically adequate real-time simulation model of NRMM was shown to be reliable and cost effective in testing of hardware components by the means of hardware-in-the-loop (HIL) simulations. A control interface connecting integrated electro-hydraulic energy converter (IEHEC) with virtual simulation model of log crane was developed. IEHEC consists of a hydraulic pump-motor and an integrated electrical permanent magnet synchronous motorgenerator. The results show that state of the art real-time NRMM simulators are capable to solve factors related to energy consumption and productivity of the NRMM. A significant variation between the test drivers is found. The results show that VERS can be used for assessing human effects on the life-cycle efficiency of NRMM. HIL simulation responses compared to that achieved with conventional simulation method demonstrate the advances and drawbacks of various possible interfaces between the simulator and hardware part of the system under study. Novel ideas for arranging the interface are successfully tested and compared with the more traditional one. The proposed process for assessing the effects of operators on the life-cycle efficiency will be applied for wider group of operators in the future. Driving styles of the operators can be analysed statistically from sufficient large result data. The statistical analysis can find the most life-cycle efficient driving style for the specific environment and machinery. The proposed control interface for HIL simulation need to be further studied. The robustness and the adaptation of the interface in different situations must be verified. The future work will also include studying the suitability of the IEHEC for different working machines using the proposed HIL simulation method.

Synergistic control of forearm based on accelerometer data and artificial neural networks

In the present study, we modeled a reaching task as a two-link mechanism. The upper arm and forearm motion trajectories during vertical arm movements were estimated from the measured angular accelerations with dual-axis accelerometers. A data set of reaching synergies from able-bodied individuals was used to train a radial basis function artificial neural network with upper arm/forearm tangential angular accelerations. The trained radial basis function artificial neural network for the specific movements predicted forearm motion from new upper arm trajectories with high correlation (mean, 0.9149-0.941). For all other movements, prediction was low (range, 0.0316-0.8302). Results suggest that the proposed algorithm is successful in generalization over similar motions and subjects. Such networks may be used as a high-level controller that could predict forearm kinematics from voluntary movements of the upper arm. This methodology is suitable for restoring the upper limb functions of individuals with motor disabilities of the forearm, but not of the upper arm. The developed control paradigm is applicable to upper-limb orthotic systems employing functional electrical stimulation. The proposed approach is of great significance particularly for humans with spinal cord injuries in a free-living environment. The implication of a measurement system with dual-axis accelerometers, developed for this study, is further seen in the evaluation of movement during the course of rehabilitation. For this purpose, training-related changes in synergies apparent from movement kinematics during rehabilitation would characterize the extent and the course of recovery. As such, a simple system using this methodology is of particular importance for stroke patients. The results underlie the important issue of upper-limb coordination.

Autonomic control of cardiorespiratory interactions in fish, amphibians and reptiles

Control of the heart rate and cardiorespiratory interactions (CRI) is predominantly parasympathetic in all jawed vertebrates, with the sympathetic nervous system having some influence in tetrapods. Respiratory sinus arrhythmia (RSA) has been described as a solely mammalian phenomenon but respiration-related beat-to-beat control of the heart has been described in fish and reptiles. Though they are both important, the relative roles of feed-forward central control and peripheral reflexes in generating CRI vary between groups of fishes and probably between other vertebrates. CRI may relate to two locations for the vagal preganglionic neurons (VPN) and in particular cardiac VPN in the brainstem. This has been described in representatives from all vertebrate groups, though the proportion in each location is variable. Air-breathing fishes, amphibians and reptiles breathe discontinuously and the onset of a bout of breathing is characteristically accompanied by an immediate increase in heart rate plus, in the latter two groups, a left-right shunting of blood through the pulmonary circuit. Both the increase in heart rate and opening of a sphincter on the pulmonary artery are due to withdrawal of vagal tone. An increase in heart rate following a meal in snakes is related to withdrawal of vagal tone plus a non-adrenergic-non-cholinergic effect that may be due to humoral factors released by the gut. Histamine is one candidate for this role.

Alternative chromatographic system for the quality control of lipophilic technetium-99m radiopharmaceuticals such as [99mTc(MIBI)6]+

Knowledge of the radiochemical purity of radiopharmaceuticals is mandatory and can be evaluated by several methods and techniques. Planar chromatography is the technique normally employed in nuclear medicine since it is simple, rapid and usually of low cost. There is no standard system for the chromatographic technique, but price, separation efficiency and short time for execution must be considered. We have studied an alternative system using common chromatographic stationary phase and alcohol or alcohol:chloroform mixtures as the mobile phase, using the lipophilic radiopharmaceutical [99mTc(MIBI)6]+ as a model. Whatman 1 modified phase paper and absolute ethanol, Whatman 1 paper and methanol:chloroform (25:75), Whatman 3MM paper and ethanol:chloroform (25:75), and the more expensive ITLC-SG and 1-propanol:chloroform (10:90) were suitable systems for the direct determination of radiochemical purity of [99mTc(MIBI)6]+ since impurities such as99mTc-reduced-hydrolyzed (RH),99mTcO4- and [99mTc(cysteine)2]-complex were completely separated from the radiopharmaceutical, which moved toward the front of chromatographic systems while impurities were retained at the origin. The time required for analysis was 4 to 15 min, which is appropriate for nuclear medicine routines.

Effect of Leuconostoc mesenteroides 11 bacteriocin in the multiplication control of Listeria monocytogenes 4b

The activity of a crude preparation of bacteriocin produced by the chicken meat isolate Leuconostoc mesenteroides 11, was evaluated at 8ºC and 15ºC against Listeria monocytogenes. The pathogen was inoculated in a crude preparation of the bacteriocin and its population was enumerated after 0.5 and 10 days. The title of the bacteriocin in the preparation was determined immediately before inoculation and after 10 days of incubation at both temperatures. As a negative control, a non-bacteriocin producing strain, Leuconostoc mesenteroides A13, was used. Bacteriocin of L. mesenteroides 11 partially inhibited L. monocytogenes at 8ºC, but at 15ºC it was unable to prevent growth of the pathogen. Our findings suggest that the use of the semi-purified bacteriocin of L. mesenteroides 11 probably will not be suitable as a single hurdle to prevent L. monocytogenes growth in foods.

Formal development of resilient distributed systems

Resilience is the property of a system to remain trustworthy despite changes. Changes of a different nature, whether due to failures of system components or varying operational conditions, significantly increase the complexity of system development. Therefore, advanced development technologies are required to build robust and flexible system architectures capable of adapting to such changes. Moreover, powerful quantitative techniques are needed to assess the impact of these changes on various system characteristics. Architectural flexibility is achieved by embedding into the system design the mechanisms for identifying changes and reacting on them. Hence a resilient system should have both advanced monitoring and error detection capabilities to recognise changes as well as sophisticated reconfiguration mechanisms to adapt to them. The aim of such reconfiguration is to ensure that the system stays operational, i.e., remains capable of achieving its goals. Design, verification and assessment of the system reconfiguration mechanisms is a challenging and error prone engineering task. In this thesis, we propose and validate a formal framework for development and assessment of resilient systems. Such a framework provides us with the means to specify and verify complex component interactions, model their cooperative behaviour in achieving system goals, and analyse the chosen reconfiguration strategies. Due to the variety of properties to be analysed, such a framework should have an integrated nature. To ensure the system functional correctness, it should rely on formal modelling and verification, while, to assess the impact of changes on such properties as performance and reliability, it should be combined with quantitative analysis. To ensure scalability of the proposed framework, we choose Event-B as the basis for reasoning about functional correctness. Event-B is a statebased formal approach that promotes the correct-by-construction development paradigm and formal verification by theorem proving. Event-B has a mature industrial-strength tool support { the Rodin platform. Proof-based verification as well as the reliance on abstraction and decomposition adopted in Event-B provides the designers with a powerful support for the development of complex systems. Moreover, the top-down system development by refinement allows the developers to explicitly express and verify critical system-level properties. Besides ensuring functional correctness, to achieve resilience we also need to analyse a number of non-functional characteristics, such as reliability and performance. Therefore, in this thesis we also demonstrate how formal development in Event-B can be combined with quantitative analysis. Namely, we experiment with integration of such techniques as probabilistic model checking in PRISM and discrete-event simulation in SimPy with formal development in Event-B. Such an integration allows us to assess how changes and di erent recon guration strategies a ect the overall system resilience. The approach proposed in this thesis is validated by a number of case studies from such areas as robotics, space, healthcare and cloud domain.

Control of a line robot system with Embedded Linux

Many, if not all, aspects of our everyday lives are related to computers and control. Microprocessors and wireless communications are involved in our lives. Embedded systems are an attracting field because they combine three key factors, small size, low power consumption and high computing capabilities. The aim of this thesis is to study how Linux communicates with the hardware, to answer the question if it is possible to use an operating system like Debian for embedded systems and finally, to build a Mechatronic real time application. In the thesis a presentation of Linux and the Xenomai real time patch is given, the bootloader and communication with the hardware is analyzed. BeagleBone the evaluation board is presented along with the application project consisted of a robot cart with a driver circuit, a line sensor reading a black line and two Xbee antennas. It makes use of Xenomai threads, the real time kernel. According to the obtained results, Linux is able to operate as a real time operating system. The issue of future research is the area of embedded Linux is also discussed.

Control of multi-actuator system by an electrically driven hydraulic pump-motor

The awareness and concern of our environment together with legislation have set more and more tightening demands for energy efficiency of non-road mobile machinery (NRMM). Integrated electro-hydraulic energy converter (IEHEC) has been developed in Lappeenranta University of Technology (LUT). The elimination of resistance flow, and the recuperation of energy makes it very efficient alternative. The difficulties of IEHEC machine to step to the market has been the requirement of one IEHEC machine per one actuator. The idea is to switch IEHEC between two actuators of log crane using fast on/off valves. The control system architecture is introduced. The system has been simulated in co-simulation using two different software. The simulated responses of pump-controlled system is compared to the responses of the conventional valve-controlled system.

Competitive Effects of Non-Controlling Minority Acquisitions – Sufficient to merit further EU merger regulation?

Partial ownership interests are a widespread phenomenon in modern corporate environment. Unless minority shareholding affords the target to exercise control over the target, they do currently not have to be notified to the European Commission under EU merger regime. However, economic research has long suggested that when linking competing or non-horizontally positioned undertakings particularly in industries with few competitors, minority shareholdings even far below the majority of shares or voting rights could lead to higher prices or lower output volumes to the detriment of consumers. The Commission has recognized this issue and proceeded to suggest an extension of the merger regime to catch also certain non-controlling minority acquisitions. Horizontal non-controlling minority shareholdings create a positive correlation between the sales revenues of the partial acquirer and target. Through the equity interest the acquirer will internalise a fraction, proportional to the financial rights attached to the shareholding, of the profit of the target. This will incentivise the acquirer to contribute to increasing the target’s business profits by increasing its own sales price (horizontal unilateral effects). When a minority stake is held in a vertically related or a conglomerate company, the minority acquirer could be allowed to hamper or eliminate the target’s rivals’ access either to inputs (input foreclosure) or customers (customer foreclosure), depending on which level of the supply chain the parties are (vertical unilateral effects). Under certain circumstances minority share acquisitions could also lessen competition because they facilitate collusion between companies active in the market (coordinated effects). Economic theory confirms that non-controlling minority shareholdings may under certain circumstances create anti-competitive effects that are unlikely to be remedies by pro-competitive effects. However, they are likely to be of less significant nature than anticompetitive effects created by full mergers. This derives fore mostly from the fact that a minority share acquirer carries all the costs associated with its unilateral action but will internalise only a fraction of the lost profits. This is likely to limit the acquirer’s incentive to raise price and the profitability of such behavior. Having in mind that the number of potentially problematic cases is expected to be next to negligible, the limited potential competitive effects of non-controlling minority share acquisitions cannot be seen to clearly merit extension of the scope of the EUMR. The system suggested by the Commission is particularly ill-fitted for such purpose given the clear lack of legal certainty and considerable administrative burden associated with it.

Detection of adventitious presence of genetically modified seeds in lots of non transgenic soybean

The difficulty on identifying, lack of segregation systems and absence of suitable standards for coexistence of non trangenic and transgenic soybean are contributing for contaminations that occur during productive system. The objective of this study was to evaluate the efficiency of two methods for detecting mixtures of seeds genetically modified (GM) into samples of non-GM soybean, in a way that seed lots can be assessed within the standards established by seed legislation. Two sizes of soybean samples (200 and 400 seeds), cv. BRSMG 810C (non-GM) and BRSMG 850GRR (GM), were assessed with four contamination levels (addition of GM seeds, for obtaining 0.0%, 0.5%, 1.0%, and 1.5% contamination), and two detection methods: immunoassay of lateral flux (ILF) and bioassay (pre-imbibition into 0.6% herbicide solution; 25 ºC; 16 h). The bioassay is efficient in detecting presence of GM seeds in seed samples of non-GM soybean, even for contamination lower than 1.0%, provided that seeds have high physiological quality. The ILF was positive, detecting the presence of target protein in contaminated samples, indicating test effectiveness. There was significant correlation between the two detection methods (r = 0.82; p < 0.0001). Sample size did not influence efficiency of the two methods in detecting presence of GM seeds.

Solving large sparse linear systems over the field GF(2)

Nowadays problem of solving sparse linear systems over the field GF(2) remain as a challenge. The popular approach is to improve existing methods such as the block Lanczos method (the Montgomery method) and the Wiedemann-Coppersmith method. Both these methods are considered in the thesis in details: there are their modifications and computational estimation for each process. It demonstrates the most complicated parts of these methods and gives the idea how to improve computations in software point of view. The research provides the implementation of accelerated binary matrix operations computer library which helps to make the progress steps in the Montgomery and in the Wiedemann-Coppersmith methods faster.