Markov modelling of the IEEE 802.11 DCF for real-time applications with periodic traffic

Popular wireless network standards, such as IEEE 802.11/15/16, are increasingly adopted in real-time control systems. However, they are not designed for real-time applications. Therefore, the performance of such wireless networks needs to be carefully evaluated before the systems are implemented and deployed. While efforts have been made to model general wireless networks with completely random traffic generation, there is a lack of theoretical investigations into the modelling of wireless networks with periodic real-time traffic. Considering the widely used IEEE 802.11 standard, with the focus on its distributed coordination function (DCF), for soft-real-time control applications, this paper develops an analytical Markov model to quantitatively evaluate the network quality-of-service (QoS) performance in periodic real-time traffic environments. Performance indices to be evaluated include throughput capacity, transmission delay and packet loss ratio, which are crucial for real-time QoS guarantee in real-time control applications. They are derived under the critical real-time traffic condition, which is formally defined in this paper to characterize the marginal satisfaction of real-time performance constraints.

Multivariate Markov Process Models for the transmission of methicillin-resistant Staphylococcus Aureus in a hospital ward

Methicillin-resistant Staphylococcus Aureus (MRSA) is a pathogen that continues to be of major concern in hospitals. We develop models and computational schemes based on observed weekly incidence data to estimate MRSA transmission parameters. We extend the deterministic model of McBryde, Pettitt, and McElwain (2007, Journal of Theoretical Biology 245, 470–481) involving an underlying population of MRSA colonized patients and health-care workers that describes, among other processes, transmission between uncolonized patients and colonized health-care workers and vice versa. We develop new bivariate and trivariate Markov models to include incidence so that estimated transmission rates can be based directly on new colonizations rather than indirectly on prevalence. Imperfect sensitivity of pathogen detection is modeled using a hidden Markov process. The advantages of our approach include (i) a discrete valued assumption for the number of colonized health-care workers, (ii) two transmission parameters can be incorporated into the likelihood, (iii) the likelihood depends on the number of new cases to improve precision of inference, (iv) individual patient records are not required, and (v) the possibility of imperfect detection of colonization is incorporated. We compare our approach with that used by McBryde et al. (2007) based on an approximation that eliminates the health-care workers from the model, uses Markov chain Monte Carlo and individual patient data. We apply these models to MRSA colonization data collected in a small intensive care unit at the Princess Alexandra Hospital, Brisbane, Australia.

Optimization of an integrated model for automatic reduction and expansion of long queries

A long query provides more useful hints for searching relevant documents, but it is likely to introduce noise which affects retrieval performance. In order to smooth such adverse effect, it is important to reduce noisy terms, introduce and boost additional relevant terms. This paper presents a comprehensive framework, called Aspect Hidden Markov Model (AHMM), which integrates query reduction and expansion, for retrieval with long queries. It optimizes the probability distribution of query terms by utilizing intra-query term dependencies as well as the relationships between query terms and words observed in relevance feedback documents. Empirical evaluation on three large-scale TREC collections demonstrates that our approach, which is automatic, achieves salient improvements over various strong baselines, and also reaches a comparable performance to a state of the art method based on user’s interactive query term reduction and expansion.

Compressed sensing using hidden Markov models with application to vision based aircraft tracking

This paper investigates compressed sensing using hidden Markov models (HMMs) and hence provides an extension of recent single frame, bounded error sparse decoding problems into a class of sparse estimation problems containing both temporal evolution and stochastic aspects. This paper presents two optimal estimators for compressed HMMs. The impact of measurement compression on HMM filtering performance is experimentally examined in the context of an important image based aircraft target tracking application. Surprisingly, tracking of dim small-sized targets (as small as 5-10 pixels, with local detectability/SNR as low as − 1.05 dB) was only mildly impacted by compressed sensing down to 15% of original image size.

Adaptive estimation of hidden semi-Markov chains with parameterised transition probabilities and exponential decaying states

This paper develops maximum likelihood (ML) estimation schemes for finite-state semi-Markov chains in white Gaussian noise. We assume that the semi-Markov chain is characterised by transition probabilities of known parametric from with unknown parameters. We reformulate this hidden semi-Markov model (HSM) problem in the scalar case as a two-vector homogeneous hidden Markov model (HMM) problem in which the state consist of the signal augmented by the time to last transition. With this reformulation we apply the expectation Maximumisation (EM ) algorithm to obtain ML estimates of the transition probabilities parameters, Markov state levels and noise variance. To demonstrate our proposed schemes, motivated by neuro-biological applications, we use a damped sinusoidal parameterised function for the transition probabilities.

Cross database training of audio-visual hidden Markov models for phone recognition

Speech recognition can be improved by using visual information in the form of lip movements of the speaker in addition to audio information. To date, state-of-the-art techniques for audio-visual speech recognition continue to use audio and visual data of the same database for training their models. In this paper, we present a new approach to make use of one modality of an external dataset in addition to a given audio-visual dataset. By so doing, it is possible to create more powerful models from other extensive audio-only databases and adapt them on our comparatively smaller multi-stream databases. Results show that the presented approach outperforms the widely adopted synchronous hidden Markov models (HMM) trained jointly on audio and visual data of a given audio-visual database for phone recognition by 29% relative. It also outperforms the external audio models trained on extensive external audio datasets and also internal audio models by 5.5% and 46% relative respectively. We also show that the proposed approach is beneficial in noisy environments where the audio source is affected by the environmental noise.

A dynamic navigation model for unmanned aircraft systems and an application to autonomous front-on environmental sensing and photography using low-cost sensor systems

This paper presents an unmanned aircraft system (UAS) that uses a probabilistic model for autonomous front-on environmental sensing or photography of a target. The system is based on low-cost and readily-available sensor systems in dynamic environments and with the general intent of improving the capabilities of dynamic waypoint-based navigation systems for a low-cost UAS. The behavioural dynamics of target movement for the design of a Kalman filter and Markov model-based prediction algorithm are included. Geometrical concepts and the Haversine formula are applied to the maximum likelihood case in order to make a prediction regarding a future state of a target, thus delivering a new waypoint for autonomous navigation. The results of the application to aerial filming with low-cost UAS are presented, achieving the desired goal of maintained front-on perspective without significant constraint to the route or pace of target movement.

Analytical model for congestion control and throughput with TCP CUBIC connections

We develop a Markov model for a TCP CUBIC connection. Next we use it to obtain approximate expressions for throughput when there may be queuing in the network. Finally we provide the throughputs different TCP CUBIC and TCP NewReno connections obtain while sharing a channel when they may have different round trip delays and packet loss probabilities.

A uniform phase representation for the harmonic model in speech synthesis applications

Feature-based vocoders, e.g., STRAIGHT, offer a way to manipulate the perceived characteristics of the speech signal in speech transformation and synthesis. For the harmonic model, which provide excellent perceived quality, features for the amplitude parameters already exist (e.g., Line Spectral Frequencies (LSF), Mel-Frequency Cepstral Coefficients (MFCC)). However, because of the wrapping of the phase parameters, phase features are more difficult to design. To randomize the phase of the harmonic model during synthesis, a voicing feature is commonly used, which distinguishes voiced and unvoiced segments. However, voice production allows smooth transitions between voiced/unvoiced states which makes voicing segmentation sometimes tricky to estimate. In this article, two-phase features are suggested to represent the phase of the harmonic model in a uniform way, without voicing decision. The synthesis quality of the resulting vocoder has been evaluated, using subjective listening tests, in the context of resynthesis, pitch scaling, and Hidden Markov Model (HMM)-based synthesis. The experiments show that the suggested signal model is comparable to STRAIGHT or even better in some scenarios. They also reveal some limitations of the harmonic framework itself in the case of high fundamental frequencies.

Segmentação de nome e endereço por meio de modelos escondidos de Markov e sua aplicação em processos de vinculação de registros

A segmentação dos nomes nas suas partes constitutivas é uma etapa fundamental no processo de integração de bases de dados por meio das técnicas de vinculação de registros. Esta separação dos nomes pode ser realizada de diferentes maneiras. Este estudo teve como objetivo avaliar a utilização do Modelo Escondido de Markov (HMM) na segmentação nomes e endereços de pessoas e a eficiência desta segmentação no processo de vinculação de registros. Foram utilizadas as bases do Sistema de Informações sobre Mortalidade (SIM) e do Subsistema de Informação de Procedimentos de Alta Complexidade (APAC) do estado do Rio de Janeiro no período entre 1999 a 2004. Uma metodologia foi proposta para a segmentação de nome e endereço sendo composta por oito fases, utilizando rotinas implementadas em PL/SQL e a biblioteca JAHMM, implementação na linguagem Java de algoritmos de HMM. Uma amostra aleatória de 100 registros de cada base foi utilizada para verificar a correção do processo de segmentação por meio do modelo HMM.Para verificar o efeito da segmentação do nome por meio do HMM, três processos de vinculação foram aplicados sobre uma amostra das duas bases citadas acima, cada um deles utilizando diferentes estratégias de segmentação, a saber: 1) divisão dos nomes pela primeira parte, última parte e iniciais do nome do meio; 2) divisão do nome em cinco partes; (3) segmentação segundo o HMM. A aplicação do modelo HMM como mecanismo de segmentação obteve boa concordância quando comparado com o observador humano. As diferentes estratégias de segmentação geraram resultados bastante similares na vinculação de registros, tendo a estratégia 1 obtido um desempenho pouco melhor que as demais. Este estudo sugere que a segmentação de nomes brasileiros por meio do modelo escondido de Markov não é mais eficaz do que métodos tradicionais de segmentação.

On the relationship between hidden Markov Models and convex functional transforms for simulating scanning probe Microscopy

Models for simulating Scanning Probe Microscopy (SPM) may serve as a reference point for validating experimental data and practice. Generally, simulations use a microscopic model of the sample-probe interaction based on a first-principles approach, or a geometric model of macroscopic distortions due to the probe geometry. Examples of the latter include use of neural networks, the Legendre Transform, and dilation/erosion transforms from mathematical morphology. Dilation and the Legendre Transform fall within a general family of functional transforms, which distort a function by imposing a convex solution.In earlier work, the authors proposed a generalized approach to modeling SPM using a hidden Markov model, wherein both the sample-probe interaction and probe geometry may be taken into account. We present a discussion of the hidden Markov model and its relationship to these convex functional transforms for simulating and restoring SPM images.©2009 SPIE.

State estimation schemes for independent component coupled hidden Markov models

Conventional Hidden Markov models generally consist of a Markov chain observed through a linear map corrupted by additive noise. This general class of model has enjoyed a huge and diverse range of applications, for example, speech processing, biomedical signal processing and more recently quantitative finance. However, a lesser known extension of this general class of model is the so-called Factorial Hidden Markov Model (FHMM). FHMMs also have diverse applications, notably in machine learning, artificial intelligence and speech recognition [13, 17]. FHMMs extend the usual class of HMMs, by supposing the partially observed state process is a finite collection of distinct Markov chains, either statistically independent or dependent. There is also considerable current activity in applying collections of partially observed Markov chains to complex action recognition problems, see, for example, [6]. In this article we consider the Maximum Likelihood (ML) parameter estimation problem for FHMMs. Much of the extant literature concerning this problem presents parameter estimation schemes based on full data log-likelihood EM algorithms. This approach can be slow to converge and often imposes heavy demands on computer memory. The latter point is particularly relevant for the class of FHMMs where state space dimensions are relatively large. The contribution in this article is to develop new recursive formulae for a filter-based EM algorithm that can be implemented online. Our new formulae are equivalent ML estimators, however, these formulae are purely recursive and so, significantly reduce numerical complexity and memory requirements. A computer simulation is included to demonstrate the performance of our results. © Taylor & Francis Group, LLC.

The Effects of Anti-Hypertensive Drugs Evaluated Using Markov Modelling for Northern Ireland Chronic Kidney Disease Patients

The aim of this paper is to use Markov modelling to
investigate survival for particular types of kidney patients
in relation to their exposure to anti-hypertensive treatment
drugs. In order to monitor kidney function an intuitive three
point assessment is proposed through the collection of blood
samples in relation to Chronic Kidney Disease for Northern
Ireland patients. A five state Markov Model was devised
using specific transition probabilities for males and
females over all age groups. These transition probabilities
were then adjusted appropriately using relative risk scores
for the event death for different subgroups of patients. The
model was built using TreeAge software package in order to
explore the effects of anti-hypertensive drugs on patients.

Predicting market direction with hidden Markov models

This paper develops the model of Bicego, Grosso, and Otranto (2008) and applies Hidden Markov Models to predict market direction. The paper draws an analogy between financial markets and speech recognition, seeking inspiration from the latter to solve common issues in quantitative investing. Whereas previous works focus mostly on very complex modifications of the original hidden markov model algorithm, the current paper provides an innovative methodology by drawing inspiration from thoroughly tested, yet simple, speech recognition methodologies. By grouping returns into sequences, Hidden Markov Models can then predict market direction the same way they are used to identify phonemes in speech recognition. The model proves highly successful in identifying market direction but fails to consistently identify whether a trend is in place. All in all, the current paper seeks to bridge the gap between speech recognition and quantitative finance and, even though the model is not fully successful, several refinements are suggested and the room for improvement is significant.

Modeling sequencing errors by combining Hidden Markov models.

Among the largest resources for biological sequence data is the large amount of expressed sequence tags (ESTs) available in public and proprietary databases. ESTs provide information on transcripts but for technical reasons they often contain sequencing errors. Therefore, when analyzing EST sequences computationally, such errors must be taken into account. Earlier attempts to model error prone coding regions have shown good performance in detecting and predicting these while correcting sequencing errors using codon usage frequencies. In the research presented here, we improve the detection of translation start and stop sites by integrating a more complex mRNA model with codon usage bias based error correction into one hidden Markov model (HMM), thus generalizing this error correction approach to more complex HMMs. We show that our method maintains the performance in detecting coding sequences.