A proposal to estimate the motion of an underwater vehicle through visual mosaicking

This thesis proposes a solution to the problem of estimating the motion of an Unmanned Underwater Vehicle (UUV). Our approach is based on the integration of the incremental measurements which are provided by a vision system. When the vehicle is close to the underwater terrain, it constructs a visual map (so called "mosaic") of the area where the mission takes place while, at the same time, it localizes itself on this map, following the Concurrent Mapping and Localization strategy. The proposed methodology to achieve this goal is based on a feature-based mosaicking algorithm. A down-looking camera is attached to the underwater vehicle. As the vehicle moves, a sequence of images of the sea-floor is acquired by the camera. For every image of the sequence, a set of characteristic features is detected by means of a corner detector. Then, their correspondences are found in the next image of the sequence. Solving the correspondence problem in an accurate and reliable way is a difficult task in computer vision. We consider different alternatives to solve this problem by introducing a detailed analysis of the textural characteristics of the image. This is done in two phases: first comparing different texture operators individually, and next selecting those that best characterize the point/matching pair and using them together to obtain a more robust characterization. Various alternatives are also studied to merge the information provided by the individual texture operators. Finally, the best approach in terms of robustness and efficiency is proposed. After the correspondences have been solved, for every pair of consecutive images we obtain a list of image features in the first image and their matchings in the next frame. Our aim is now to recover the apparent motion of the camera from these features. Although an accurate texture analysis is devoted to the matching pro-cedure, some false matches (known as outliers) could still appear among the right correspon-dences. For this reason, a robust estimation technique is used to estimate the planar transformation (homography) which explains the dominant motion of the image. Next, this homography is used to warp the processed image to the common mosaic frame, constructing a composite image formed by every frame of the sequence. With the aim of estimating the position of the vehicle as the mosaic is being constructed, the 3D motion of the vehicle can be computed from the measurements obtained by a sonar altimeter and the incremental motion computed from the homography. Unfortunately, as the mosaic increases in size, image local alignment errors increase the inaccuracies associated to the position of the vehicle. Occasionally, the trajectory described by the vehicle may cross over itself. In this situation new information is available, and the system can readjust the position estimates. Our proposal consists not only in localizing the vehicle, but also in readjusting the trajectory described by the vehicle when crossover information is obtained. This is achieved by implementing an Augmented State Kalman Filter (ASKF). Kalman filtering appears as an adequate framework to deal with position estimates and their associated covariances. Finally, some experimental results are shown. A laboratory setup has been used to analyze and evaluate the accuracy of the mosaicking system. This setup enables a quantitative measurement of the accumulated errors of the mosaics created in the lab. Then, the results obtained from real sea trials using the URIS underwater vehicle are shown.

An approach to coded structured light to obtain three dimensional information

The human visual ability to perceive depth looks like a puzzle. We perceive three-dimensional spatial information quickly and efficiently by using the binocular stereopsis of our eyes and, what is mote important the learning of the most common objects which we achieved through living. Nowadays, modelling the behaviour of our brain is a fiction, that is why the huge problem of 3D perception and further, interpretation is split into a sequence of easier problems. A lot of research is involved in robot vision in order to obtain 3D information of the surrounded scene. Most of this research is based on modelling the stereopsis of humans by using two cameras as if they were two eyes. This method is known as stereo vision and has been widely studied in the past and is being studied at present, and a lot of work will be surely done in the future. This fact allows us to affirm that this topic is one of the most interesting ones in computer vision. The stereo vision principle is based on obtaining the three dimensional position of an object point from the position of its projective points in both camera image planes. However, before inferring 3D information, the mathematical models of both cameras have to be known. This step is known as camera calibration and is broadly describes in the thesis. Perhaps the most important problem in stereo vision is the determination of the pair of homologue points in the two images, known as the correspondence problem, and it is also one of the most difficult problems to be solved which is currently investigated by a lot of researchers. The epipolar geometry allows us to reduce the correspondence problem. An approach to the epipolar geometry is describes in the thesis. Nevertheless, it does not solve it at all as a lot of considerations have to be taken into account. As an example we have to consider points without correspondence due to a surface occlusion or simply due to a projection out of the camera scope. The interest of the thesis is focused on structured light which has been considered as one of the most frequently used techniques in order to reduce the problems related lo stereo vision. Structured light is based on the relationship between a projected light pattern its projection and an image sensor. The deformations between the pattern projected into the scene and the one captured by the camera, permits to obtain three dimensional information of the illuminated scene. This technique has been widely used in such applications as: 3D object reconstruction, robot navigation, quality control, and so on. Although the projection of regular patterns solve the problem of points without match, it does not solve the problem of multiple matching, which leads us to use hard computing algorithms in order to search the correct matches. In recent years, another structured light technique has increased in importance. This technique is based on the codification of the light projected on the scene in order to be used as a tool to obtain an unique match. Each token of light is imaged by the camera, we have to read the label (decode the pattern) in order to solve the correspondence problem. The advantages and disadvantages of stereo vision against structured light and a survey on coded structured light are related and discussed. The work carried out in the frame of this thesis has permitted to present a new coded structured light pattern which solves the correspondence problem uniquely and robust. Unique, as each token of light is coded by a different word which removes the problem of multiple matching. Robust, since the pattern has been coded using the position of each token of light with respect to both co-ordinate axis. Algorithms and experimental results are included in the thesis. The reader can see examples 3D measurement of static objects, and the more complicated measurement of moving objects. The technique can be used in both cases as the pattern is coded by a single projection shot. Then it can be used in several applications of robot vision. Our interest is focused on the mathematical study of the camera and pattern projector models. We are also interested in how these models can be obtained by calibration, and how they can be used to obtained three dimensional information from two correspondence points. Furthermore, we have studied structured light and coded structured light, and we have presented a new coded structured light pattern. However, in this thesis we started from the assumption that the correspondence points could be well-segmented from the captured image. Computer vision constitutes a huge problem and a lot of work is being done at all levels of human vision modelling, starting from a)image acquisition; b) further image enhancement, filtering and processing, c) image segmentation which involves thresholding, thinning, contour detection, texture and colour analysis, and so on. The interest of this thesis starts in the next step, usually known as depth perception or 3D measurement.

Collaborative recommender agents based on case-based reasoning and trust

La comunitat científica que treballa en Intel·ligència Artificial (IA) ha dut a terme una gran quantitat de treball en com la IA pot ajudar a les persones a trobar el que volen dins d'Internet. La idea dels sistemes recomanadors ha estat extensament acceptada pels usuaris. La tasca principal d'un sistema recomanador és localitzar ítems, fonts d'informació i persones relacionades amb els interessos i preferències d'una persona o d'un grup de persones. Això comporta la construcció de models d'usuari i l'habilitat d'anticipar i predir les preferències de l'usuari. Aquesta tesi està focalitzada en l'estudi de tècniques d'IA que millorin el rendiment dels sistemes recomanadors. Inicialment, s'ha dut a terme un anàlisis detallat de l'actual estat de l'art en aquest camp. Aquest treball ha estat organitzat en forma de taxonomia on els sistemes recomanadors existents a Internet es classifiquen en 8 dimensions generals. Aquesta taxonomia ens aporta una base de coneixement indispensable pel disseny de la nostra proposta. El raonament basat en casos (CBR) és un paradigma per aprendre i raonar a partir de la experiència adequat per sistemes recomanadors degut als seus fonaments en el raonament humà. Aquesta tesi planteja una nova proposta de CBR aplicat al camp de la recomanació i un mecanisme d'oblit per perfils basats en casos que controla la rellevància i edat de les experiències passades. Els resultats experimentals demostren que aquesta proposta adapta millor els perfils als usuaris i soluciona el problema de la utilitat que pateixen el sistemes basats en CBR. Els sistemes recomanadors milloren espectacularment la qualitat dels resultats quan informació sobre els altres usuaris és utilitzada quan es recomana a un usuari concret. Aquesta tesi proposa l'agentificació dels sistemes recomanadors per tal de treure profit de propietats interessants dels agents com ara la proactivitat, la encapsulació o l'habilitat social. La col·laboració entre agents es realitza a partir del mètode de filtratge basat en la opinió i del mètode col·laboratiu de filtratge a partir de confiança. Els dos mètodes es basen en un model social de confiança que fa que els agents siguin menys vulnerables als altres quan col·laboren. Els resultats experimentals demostren que els agents recomanadors col·laboratius proposats milloren el rendiment del sistema mentre que preserven la privacitat de les dades personals de l'usuari. Finalment, aquesta tesi també proposa un procediment per avaluar sistemes recomanadors que permet la discussió científica dels resultats. Aquesta proposta simula el comportament dels usuaris al llarg del temps basat en perfils d'usuari reals. Esperem que aquesta metodologia d'avaluació contribueixi al progrés d'aquesta àrea de recerca.

Information sources selection methodology for recommender systems based on intrinsic characteristics and trust measure

El treball desenvolupat en aquesta tesi presenta un profund estudi i proveïx solucions innovadores en el camp dels sistemes recomanadors. Els mètodes que usen aquests sistemes per a realitzar les recomanacions, mètodes com el Filtrat Basat en Continguts (FBC), el Filtrat Col·laboratiu (FC) i el Filtrat Basat en Coneixement (FBC), requereixen informació dels usuaris per a predir les preferències per certs productes. Aquesta informació pot ser demogràfica (Gènere, edat, adreça, etc), o avaluacions donades sobre algun producte que van comprar en el passat o informació sobre els seus interessos. Existeixen dues formes d'obtenir aquesta informació: els usuaris ofereixen explícitament aquesta informació o el sistema pot adquirir la informació implícita disponible en les transaccions o historial de recerca dels usuaris. Per exemple, el sistema recomanador de pel·lícules MovieLens (http://movielens.umn.edu/login) demana als usuaris que avaluïn almenys 15 pel·lícules dintre d'una escala de * a * * * * * (horrible, ...., ha de ser vista). El sistema genera recomanacions sobre la base d'aquestes avaluacions. Quan els usuaris no estan registrat en el sistema i aquest no té informació d'ells, alguns sistemes realitzen les recomanacions tenint en compte l'historial de navegació. Amazon.com (http://www.amazon.com) realitza les recomanacions tenint en compte les recerques que un usuari a fet o recomana el producte més venut. No obstant això, aquests sistemes pateixen de certa falta d'informació. Aquest problema és generalment resolt amb l'adquisició d'informació addicional, se li pregunta als usuaris sobre els seus interessos o es cerca aquesta informació en fonts addicionals. La solució proposada en aquesta tesi és buscar aquesta informació en diverses fonts, específicament aquelles que contenen informació implícita sobre les preferències dels usuaris. Aquestes fonts poden ser estructurades com les bases de dades amb informació de compres o poden ser no estructurades com les pàgines web on els usuaris deixen la seva opinió sobre algun producte que van comprar o posseïxen. Nosaltres trobem tres problemes fonamentals per a aconseguir aquest objectiu: 1 . La identificació de fonts amb informació idònia per als sistemes recomanadors. 2 . La definició de criteris que permetin la comparança i selecció de les fonts més idònies. 3 . La recuperació d'informació de fonts no estructurades. En aquest sentit, en la tesi proposada s'ha desenvolupat: 1 . Una metodologia que permet la identificació i selecció de les fonts més idònies. Criteris basats en les característiques de les fonts i una mesura de confiança han estat utilitzats per a resoldre el problema de la identificació i selecció de les fonts. 2 . Un mecanisme per a recuperar la informació no estructurada dels usuaris disponible en la web. Tècniques de Text Mining i ontologies s'han utilitzat per a extreure informació i estructurar-la apropiadament perquè la utilitzin els recomanadors. Les contribucions del treball desenvolupat en aquesta tesi doctoral són: 1. Definició d'un conjunt de característiques per a classificar fonts rellevants per als sistemes recomanadors 2. Desenvolupament d'una mesura de rellevància de les fonts calculada sobre la base de les característiques definides 3. Aplicació d'una mesura de confiança per a obtenir les fonts més fiables. La confiança es definida des de la perspectiva de millora de la recomanació, una font fiable és aquella que permet millorar les recomanacions. 4. Desenvolupament d'un algorisme per a seleccionar, des d'un conjunt de fonts possibles, les més rellevants i fiable utilitzant les mitjanes esmentades en els punts previs. 5. Definició d'una ontologia per a estructurar la informació sobre les preferències dels usuaris que estan disponibles en Internet. 6. Creació d'un procés de mapatge que extreu automàticament informació de les preferències dels usuaris disponibles en la web i posa aquesta informació dintre de l'ontologia. Aquestes contribucions permeten aconseguir dos objectius importants: 1 . Millorament de les recomanacions usant fonts d'informació alternatives que sigui rellevants i fiables. 2 . Obtenir informació implícita dels usuaris disponible en Internet.

Low cost eye tracking for human-machine interfacing

One of the main challenges for developers of new human-computer interfaces is to provide a more natural way of interacting with computer systems, avoiding excessive use of hand and finger movements. In this way, also a valuable alternative communication pathway is provided to people suffering from motor disabilities. This paper describes the construction of a low cost eye tracker using a fixed head setup. Therefore a webcam, laptop and an infrared lighting source were used together with a simple frame to fix the head of the user. Furthermore, detailed information on the various image processing techniques used for filtering the centre of the pupil and different methods to calculate the point of gaze are discussed. An overall accuracy of 1.5 degrees was obtained while keeping the hardware cost of the device below 100 euros.

Structure of turbulent flow over arrays of cubical roughness

The structure of turbulent flow over large roughness consisting of regular arrays of cubical obstacles is investigated numerically under constant pressure gradient conditions. Results are analysed in terms of first- and second-order statistics, by visualization of instantaneous flow fields and by conditional averaging. The accuracy of the simulations is established by detailed comparisons of first- and second-order statistics with wind-tunnel measurements. Coherent structures in the log region are investigated. Structure angles are computed from two-point correlations, and quadrant analysis is performed to determine the relative importance of Q2 and Q4 events (ejections and sweeps) as a function of height above the roughness. Flow visualization shows the existence of low-momentum regions (LMRs) as well as vortical structures throughout the log layer. Filtering techniques are used to reveal instantaneous examples of the association of the vortices with the LMRs, and linear stochastic estimation and conditional averaging are employed to deduce their statistical properties. The conditional averaging results reveal the presence of LMRs and regions of Q2 and Q4 events that appear to be associated with hairpin-like vortices, but a quantitative correspondence between the sizes of the vortices and those of the LMRs is difficult to establish; a simple estimate of the ratio of the vortex width to the LMR width gives a value that is several times larger than the corresponding ratio over smooth walls. The shape and inclination of the vortices and their spatial organization are compared to recent findings over smooth walls. Characteristic length scales are shown to scale linearly with height in the log region. Whilst there are striking qualitative similarities with smooth walls, there are also important differences in detail regarding: (i) structure angles and sizes and their dependence on distance from the rough surface; (ii) the flow structure close to the roughness; (iii) the roles of inflows into and outflows from cavities within the roughness; (iv) larger vortices on the rough wall compared to the smooth wall; (v) the effect of the different generation mechanism at the wall in setting the scales of structures.

Calculating the ocean's mean dynamic topography from a mean sea surface and a geoid

In principle the global mean geostrophic surface circulation of the ocean can be diagnosed by subtracting a geoid from a mean sea surface (MSS). However, because the resulting mean dynamic topography (MDT) is approximately two orders of magnitude smaller than either of the constituent surfaces, and because the geoid is most naturally expressed as a spectral model while the MSS is a gridded product, in practice complications arise. Two algorithms for combining MSS and satellite-derived geoid data to determine the ocean’s mean dynamic topography (MDT) are considered in this paper: a pointwise approach, whereby the gridded geoid height field is subtracted from the gridded MSS; and a spectral approach, whereby the spherical harmonic coefficients of the geoid are subtracted from an equivalent set of coefficients representing the MSS, from which the gridded MDT is then obtained. The essential difference is that with the latter approach the MSS is truncated, a form of filtering, just as with the geoid. This ensures that errors of omission resulting from the truncation of the geoid, which are small in comparison to the geoid but large in comparison to the MDT, are matched, and therefore negated, by similar errors of omission in the MSS. The MDTs produced by both methods require additional filtering. However, the spectral MDT requires less filtering to remove noise, and therefore it retains more oceanographic information than its pointwise equivalent. The spectral method also results in a more realistic MDT at coastlines. 1. Introduction An important challenge in oceanography is the accurate determination of the ocean’s time-mean dynamic topography (MDT). If this can be achieved with sufficient accuracy for combination with the timedependent component of the dynamic topography, obtainable from altimetric data, then the resulting sum (i.e., the absolute dynamic topography) will give an accurate picture of surface geostrophic currents and ocean transports.

Language processing with dynamic fields

We construct a mapping from complex recursive linguistic data structures to spherical wave functions using Smolensky's filler/role bindings and tensor product representations. Syntactic language processing is then described by the transient evolution of these spherical patterns whose amplitudes are governed by nonlinear order parameter equations. Implications of the model in terms of brain wave dynamics are indicated.

Estimating soil water fluxes from soil water records obtained using dielectric sensors

Accurate estimation of the soil water balance (SWB) is important for a number of applications (e.g. environmental, meteorological, agronomical and hydrological). The objective of this study was to develop and test techniques for the estimation of soil water fluxes and SWB components (particularly infiltration, evaporation and drainage below the root zone) from soil water records. The work presented here is based on profile soil moisture data measured using dielectric methods, at 30-min resolution, at an experimental site with different vegetation covers (barley, sunflower and bare soil). Estimates of infiltration were derived by assuming that observed gains in the soil profile water content during rainfall were due to infiltration. Inaccuracies related to diurnal fluctuations present in the dielectric-based soil water records are resolved by filtering the data with adequate threshold values. Inconsistencies caused by the redistribution of water after rain events were corrected by allowing for a redistribution period before computing water gains. Estimates of evaporation and drainage were derived from water losses above and below the deepest zero flux plane (ZFP), respectively. The evaporation estimates for the sunflower field were compared to evaporation data obtained with an eddy covariance (EC) system located elsewhere in the field. The EC estimate of total evaporation for the growing season was about 25% larger than that derived from the soil water records. This was consistent with differences in crop growth (based on direct measurements of biomass, and field mapping of vegetation using laser altimetry) between the EC footprint and the area of the field used for soil moisture monitoring. Copyright (c) 2007 John Wiley & Sons, Ltd.

High Resolution Dynamics Limb Sounder measurements of gravity wave activity in the 2006 Arctic stratosphere

Observations from the High Resolution Dynamics Limb Sounder (HIRDLS) instrument on NASA's Aura satellite are used to quantify gravity wave momentum fluxes in the middle atmosphere. The period around the 2006 Arctic sudden stratospheric warming (SSW) is investigated, during which a substantial elevation of the stratopause occurred. Analysis of the HIRDLS results, together with analysis of European Centre for Medium-Range Weather Forecasting zonal winds, provide direct evidence of wind filtering of the gravity wave spectrum during this period. This confirms previous hypotheses from model studies and further contributes to our understanding of the effects of gravity wave driving on the winter polar stratopause.

Primality-testing Mersenne Numbers (II)

Reports the factor-filtering and primality-testing of Mersenne Numbers Mp for p < 100000, the latter using the ICL 'DAP' Distributed Array Processor.

Improving flood models using LiDAR: progress and problems

Airborne scanning laser altimetry (LiDAR) is an important new data source for river flood modelling. LiDAR can give dense and accurate DTMs of floodplains for use as model bathymetry. Spatial resolutions of 0.5m or less are possible, with a height accuracy of 0.15m. LiDAR gives a Digital Surface Model (DSM), so vegetation removal software (e.g. TERRASCAN) must be used to obtain a DTM. An example used to illustrate the current state of the art will be the LiDAR data provided by the EA, which has been processed by their in-house software to convert the raw data to a ground DTM and separate vegetation height map. Their method distinguishes trees from buildings on the basis of object size. EA data products include the DTM with or without buildings removed, a vegetation height map, a DTM with bridges removed, etc. Most vegetation removal software ignores short vegetation less than say 1m high. We have attempted to extend vegetation height measurement to short vegetation using local height texture. Typically most of a floodplain may be covered in such vegetation. The idea is to assign friction coefficients depending on local vegetation height, so that friction is spatially varying. This obviates the need to calibrate a global floodplain friction coefficient. It’s not clear at present if the method is useful, but it’s worth testing further. The LiDAR DTM is usually determined by looking for local minima in the raw data, then interpolating between these to form a space-filling height surface. This is a low pass filtering operation, in which objects of high spatial frequency such as buildings, river embankments and walls may be incorrectly classed as vegetation. The problem is particularly acute in urban areas. A solution may be to apply pattern recognition techniques to LiDAR height data fused with other data types such as LiDAR intensity or multispectral CASI data. We are attempting to use digital map data (Mastermap structured topography data) to help to distinguish buildings from trees, and roads from areas of short vegetation. The problems involved in doing this will be discussed. A related problem of how best to merge historic river cross-section data with a LiDAR DTM will also be considered. LiDAR data may also be used to help generate a finite element mesh. In rural area we have decomposed a floodplain mesh according to taller vegetation features such as hedges and trees, so that e.g. hedge elements can be assigned higher friction coefficients than those in adjacent fields. We are attempting to extend this approach to urban area, so that the mesh is decomposed in the vicinity of buildings, roads, etc as well as trees and hedges. A dominant points algorithm is used to identify points of high curvature on a building or road, which act as initial nodes in the meshing process. A difficulty is that the resulting mesh may contain a very large number of nodes. However, the mesh generated may be useful to allow a high resolution FE model to act as a benchmark for a more practical lower resolution model. A further problem discussed will be how best to exploit data redundancy due to the high resolution of the LiDAR compared to that of a typical flood model. Problems occur if features have dimensions smaller than the model cell size e.g. for a 5m-wide embankment within a raster grid model with 15m cell size, the maximum height of the embankment locally could be assigned to each cell covering the embankment. But how could a 5m-wide ditch be represented? Again, this redundancy has been exploited to improve wetting/drying algorithms using the sub-grid-scale LiDAR heights within finite elements at the waterline.

Data assimilation for marine monitoring and prediction: The MERCATOR operational assimilation systems and the MERSEA developments

During the past 15 years, a number of initiatives have been undertaken at national level to develop ocean forecasting systems operating at regional and/or global scales. The co-ordination between these efforts has been organized internationally through the Global Ocean Data Assimilation Experiment (GODAE). The French MERCATOR project is one of the leading participants in GODAE. The MERCATOR systems routinely assimilate a variety of observations such as multi-satellite altimeter data, sea-surface temperature and in situ temperature and salinity profiles, focusing on high-resolution scales of the ocean dynamics. The assimilation strategy in MERCATOR is based on a hierarchy of methods of increasing sophistication including optimal interpolation, Kalman filtering and variational methods, which are progressively deployed through the Syst`eme d’Assimilation MERCATOR (SAM) series. SAM-1 is based on a reduced-order optimal interpolation which can be operated using ‘altimetry-only’ or ‘multi-data’ set-ups; it relies on the concept of separability, assuming that the correlations can be separated into a product of horizontal and vertical contributions. The second release, SAM-2, is being developed to include new features from the singular evolutive extended Kalman (SEEK) filter, such as three-dimensional, multivariate error modes and adaptivity schemes. The third one, SAM-3, considers variational methods such as the incremental four-dimensional variational algorithm. Most operational forecasting systems evaluated during GODAE are based on least-squares statistical estimation assuming Gaussian errors. In the framework of the EU MERSEA (Marine EnviRonment and Security for the European Area) project, research is being conducted to prepare the next-generation operational ocean monitoring and forecasting systems. The research effort will explore nonlinear assimilation formulations to overcome limitations of the current systems. This paper provides an overview of the developments conducted in MERSEA with the SEEK filter, the Ensemble Kalman filter and the sequential importance re-sampling filter.

Automated pre-processing strategies for species occurrence data used in biodiversity modelling

To construct Biodiversity richness maps from Environmental Niche Models (ENMs) of thousands of species is time consuming. A separate species occurrence data pre-processing phase enables the experimenter to control test AUC score variance due to species dataset size. Besides, removing duplicate occurrences and points with missing environmental data, we discuss the need for coordinate precision, wide dispersion, temporal and synonymity filters. After species data filtering, the final task of a pre-processing phase should be the automatic generation of species occurrence datasets which can then be directly ’plugged-in’ to the ENM. A software application capable of carrying out all these tasks will be a valuable time-saver particularly for large scale biodiversity studies.

Time patterns in UK demand for alcohol and tobacco: an application of the EM algorithm

Capturing the pattern of structural change is a relevant task in applied demand analysis, as consumer preferences may vary significantly over time. Filtering and smoothing techniques have recently played an increasingly relevant role. A dynamic Almost Ideal Demand System with random walk parameters is estimated in order to detect modifications in consumer habits and preferences, as well as changes in the behavioural response to prices and income. Systemwise estimation, consistent with the underlying constraints from economic theory, is achieved through the EM algorithm. The proposed model is applied to UK aggregate consumption of alcohol and tobacco, using quarterly data from 1963 to 2003. Increased alcohol consumption is explained by a preference shift, addictive behaviour and a lower price elasticity. The dynamic and time-varying specification is consistent with the theoretical requirements imposed at each sample point. (c) 2005 Elsevier B.V. All rights reserved.