832 resultados para recursive filtering


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It is well known that there is a dynamic relationship between cerebral blood flow (CBF) and cerebral blood volume (CBV). With increasing applications of functional MRI, where the blood oxygen-level-dependent signals are recorded, the understanding and accurate modeling of the hemodynamic relationship between CBF and CBV becomes increasingly important. This study presents an empirical and data-based modeling framework for model identification from CBF and CBV experimental data. It is shown that the relationship between the changes in CBF and CBV can be described using a parsimonious autoregressive with exogenous input model structure. It is observed that neither the ordinary least-squares (LS) method nor the classical total least-squares (TLS) method can produce accurate estimates from the original noisy CBF and CBV data. A regularized total least-squares (RTLS) method is thus introduced and extended to solve such an error-in-the-variables problem. Quantitative results show that the RTLS method works very well on the noisy CBF and CBV data. Finally, a combination of RTLS with a filtering method can lead to a parsimonious but very effective model that can characterize the relationship between the changes in CBF and CBV.

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We consider the problem of discrete time filtering (intermittent data assimilation) for differential equation models and discuss methods for its numerical approximation. The focus is on methods based on ensemble/particle techniques and on the ensemble Kalman filter technique in particular. We summarize as well as extend recent work on continuous ensemble Kalman filter formulations, which provide a concise dynamical systems formulation of the combined dynamics-assimilation problem. Possible extensions to fully nonlinear ensemble/particle based filters are also outlined using the framework of optimal transportation theory.

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Many applications, such as intermittent data assimilation, lead to a recursive application of Bayesian inference within a Monte Carlo context. Popular data assimilation algorithms include sequential Monte Carlo methods and ensemble Kalman filters (EnKFs). These methods differ in the way Bayesian inference is implemented. Sequential Monte Carlo methods rely on importance sampling combined with a resampling step, while EnKFs utilize a linear transformation of Monte Carlo samples based on the classic Kalman filter. While EnKFs have proven to be quite robust even for small ensemble sizes, they are not consistent since their derivation relies on a linear regression ansatz. In this paper, we propose another transform method, which does not rely on any a priori assumptions on the underlying prior and posterior distributions. The new method is based on solving an optimal transportation problem for discrete random variables. © 2013, Society for Industrial and Applied Mathematics

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The use of Bayesian inference in the inference of time-frequency representations has, thus far, been limited to offline analysis of signals, using a smoothing spline based model of the time-frequency plane. In this paper we introduce a new framework that allows the routine use of Bayesian inference for online estimation of the time-varying spectral density of a locally stationary Gaussian process. The core of our approach is the use of a likelihood inspired by a local Whittle approximation. This choice, along with the use of a recursive algorithm for non-parametric estimation of the local spectral density, permits the use of a particle filter for estimating the time-varying spectral density online. We provide demonstrations of the algorithm through tracking chirps and the analysis of musical data.

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A new sparse kernel density estimator is introduced. Our main contribution is to develop a recursive algorithm for the selection of significant kernels one at time using the minimum integrated square error (MISE) criterion for both kernel selection. The proposed approach is simple to implement and the associated computational cost is very low. Numerical examples are employed to demonstrate that the proposed approach is effective in constructing sparse kernel density estimators with competitive accuracy to existing kernel density estimators.

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Quantile forecasts are central to risk management decisions because of the widespread use of Value-at-Risk. A quantile forecast is the product of two factors: the model used to forecast volatility, and the method of computing quantiles from the volatility forecasts. In this paper we calculate and evaluate quantile forecasts of the daily exchange rate returns of five currencies. The forecasting models that have been used in recent analyses of the predictability of daily realized volatility permit a comparison of the predictive power of different measures of intraday variation and intraday returns in forecasting exchange rate variability. The methods of computing quantile forecasts include making distributional assumptions for future daily returns as well as using the empirical distribution of predicted standardized returns with both rolling and recursive samples. Our main findings are that the Heterogenous Autoregressive model provides more accurate volatility and quantile forecasts for currencies which experience shifts in volatility, such as the Canadian dollar, and that the use of the empirical distribution to calculate quantiles can improve forecasts when there are shifts

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Over the last decade, due to the Gravity Recovery And Climate Experiment (GRACE) mission and, more recently, the Gravity and steady state Ocean Circulation Explorer (GOCE) mission, our ability to measure the ocean’s mean dynamic topography (MDT) from space has improved dramatically. Here we use GOCE to measure surface current speeds in the North Atlantic and compare our results with a range of independent estimates that use drifter data to improve small scales. We find that, with filtering, GOCE can recover 70% of the Gulf Steam strength relative to the best drifter-based estimates. In the subpolar gyre the boundary currents obtained from GOCE are close to the drifter-based estimates. Crucial to this result is careful filtering which is required to remove small-scale errors, or noise, in the computed surface. We show that our heuristic noise metric, used to determine the degree of filtering, compares well with the quadratic sum of mean sea surface and formal geoid errors obtained from the error variance–covariance matrix associated with the GOCE gravity model. At a resolution of 100 km the North Atlantic mean GOCE MDT error before filtering is 5 cm with almost all of this coming from the GOCE gravity model.

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Web service is one of the most fundamental technologies in implementing service oriented architecture (SOA) based applications. One essential challenge related to web service is to find suitable candidates with regard to web service consumer’s requests, which is normally called web service discovery. During a web service discovery protocol, it is expected that the consumer will find it hard to distinguish which ones are more suitable in the retrieval set, thereby making selection of web services a critical task. In this paper, inspired by the idea that the service composition pattern is significant hint for service selection, a personal profiling mechanism is proposed to improve ranking and recommendation performance. Since service selection is highly dependent on the composition process, personal knowledge is accumulated from previous service composition process and shared via collaborative filtering where a set of users with similar interest will be firstly identified. Afterwards a web service re-ranking mechanism is employed for personalised recommendation. Experimental studies are conduced and analysed to demonstrate the promising potential of this research.

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NDIR is proposed for monitoring of air pollutants emitted by ship engines. Careful optical filtering overcomes the challenge of optical detection of NO2 in humid exhaust gas, despite spectroscopic overlap with the water vapour band.

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Near ground maneuvers, such as hover, approach and landing, are key elements of autonomy in unmanned aerial vehicles. Such maneuvers have been tackled conventionally by measuring or estimating the velocity and the height above the ground often using ultrasonic or laser range finders. Near ground maneuvers are naturally mastered by flying birds and insects as objects below may be of interest for food or shelter. These animals perform such maneuvers efficiently using only the available vision and vestibular sensory information. In this paper, the time-to-contact (Tau) theory, which conceptualizes the visual strategy with which many species are believed to approach objects, is presented as a solution for Unmanned Aerial Vehicles (UAV) relative ground distance control. The paper shows how such an approach can be visually guided without knowledge of height and velocity relative to the ground. A control scheme that implements the Tau strategy is developed employing only visual information from a monocular camera and an inertial measurement unit. To achieve reliable visual information at a high rate, a novel filtering system is proposed to complement the control system. The proposed system is implemented on-board an experimental quadrotor UAV and shown not only to successfully land and approach ground, but also to enable the user to choose the dynamic characteristics of the approach. The methods presented in this paper are applicable to both aerial and space autonomous vehicles.

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Near-ground maneuvers, such as hover, approach, and landing, are key elements of autonomy in unmanned aerial vehicles. Such maneuvers have been tackled conventionally by measuring or estimating the velocity and the height above the ground, often using ultrasonic or laser range finders. Near-ground maneuvers are naturally mastered by flying birds and insects because objects below may be of interest for food or shelter. These animals perform such maneuvers efficiently using only the available vision and vestibular sensory information. In this paper, the time-tocontact (tau) theory, which conceptualizes the visual strategy with which many species are believed to approach objects, is presented as a solution for relative ground distance control for unmanned aerial vehicles. The paper shows how such an approach can be visually guided without knowledge of height and velocity relative to the ground. A control scheme that implements the tau strategy is developed employing only visual information from a monocular camera and an inertial measurement unit. To achieve reliable visual information at a high rate, a novel filtering system is proposed to complement the control system. The proposed system is implemented onboard an experimental quadrotor unmannedaerial vehicle and is shown to not only successfully land and approach ground, but also to enable the user to choose the dynamic characteristics of the approach. The methods presented in this paper are applicable to both aerial and space autonomous vehicles.

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Human brain imaging techniques, such as Magnetic Resonance Imaging (MRI) or Diffusion Tensor Imaging (DTI), have been established as scientific and diagnostic tools and their adoption is growing in popularity. Statistical methods, machine learning and data mining algorithms have successfully been adopted to extract predictive and descriptive models from neuroimage data. However, the knowledge discovery process typically requires also the adoption of pre-processing, post-processing and visualisation techniques in complex data workflows. Currently, a main problem for the integrated preprocessing and mining of MRI data is the lack of comprehensive platforms able to avoid the manual invocation of preprocessing and mining tools, that yields to an error-prone and inefficient process. In this work we present K-Surfer, a novel plug-in of the Konstanz Information Miner (KNIME) workbench, that automatizes the preprocessing of brain images and leverages the mining capabilities of KNIME in an integrated way. K-Surfer supports the importing, filtering, merging and pre-processing of neuroimage data from FreeSurfer, a tool for human brain MRI feature extraction and interpretation. K-Surfer automatizes the steps for importing FreeSurfer data, reducing time costs, eliminating human errors and enabling the design of complex analytics workflow for neuroimage data by leveraging the rich functionalities available in the KNIME workbench.

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FeM2X4 spinels, where M is a transition metal and X is oxygen or sulfur, are candidate materials for spin filters, one of the key devices in spintronics. We present here a computational study of the inversion thermodynamics and the electronic structure of these (thio)spinels for M = Cr, Mn, Co, Ni, using calculations based on the density functional theory with on-site Hubbard corrections (DFT+U). The analysis of the configurational free energies shows that different behaviour is expected for the equilibrium cation distributions in these structures: FeCr2X4 and FeMn2S4 are fully normal, FeNi2X4 and FeCo2S4 are intermediate, and FeCo2O4 and FeMn2O4 are fully inverted. We have analyzed the role played by the size of the ions and by the crystal field stabilization effects in determining the equilibrium inversion degree. We also discuss how the electronic and magnetic structure of these spinels is modified by the degree of inversion, assuming that this could be varied from the equilibrium value. We have obtained electronic densities of states for the completely normal and completely inverse cation distribution of each compound. FeCr2X4, FeMn2X4, FeCo2O4 and FeNi2O4 are half-metals in the ferrimagnetic state when Fe is in tetrahedral positions. When M is filling the tetrahedral positions, the Cr-containing compounds and FeMn2O4 are half-metallic systems, while the Co and Ni spinels are insulators. The Co and Ni sulfide counterparts are metallic for any inversion degree together with the inverse FeMn2S4. Our calculations suggest that the spin filtering properties of the FeM2X4 (thio)spinels could be modified via the control of the cation distribution through variations in the synthesis conditions.

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This paper proposes a limitation to epistemological claims to theory building prevalent in critical realist research. While accepting the basic ontological and epistemological positions of the perspective as developed by Roy Bhaskar, it is argued that application in social science has relied on sociological concepts to explain the underlying generative mechanisms, and that in many cases this has been subject to the effects of an anthropocentric constraint. A novel contribution to critical realist research comes from the work and ideas of Gregory Bateson. This is in service of two central goals of critical realism, namely an abductive route to theory building and a commitment to interdisciplinarity. Five aspects of Bateson’s epistemology are introduced: (1) difference, (2) logical levels of abstraction, (3) recursive causal loops, (4) the logic of metaphor, and (5) Bateson’s theory of mind. The comparison between Bateson and Bhaskar’s ideas is seen as a form of double description, illustrative of the point being raised. The paper concludes with an appeal to critical realists to start exploring the writing and outlook of Bateson himself.

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Objective. Functional near-infrared spectroscopy (fNIRS) is an emerging technique for the in vivo assessment of functional activity of the cerebral cortex as well as in the field of brain–computer interface (BCI) research. A common challenge for the utilization of fNIRS in these areas is a stable and reliable investigation of the spatio-temporal hemodynamic patterns. However, the recorded patterns may be influenced and superimposed by signals generated from physiological processes, resulting in an inaccurate estimation of the cortical activity. Up to now only a few studies have investigated these influences, and still less has been attempted to remove/reduce these influences. The present study aims to gain insights into the reduction of physiological rhythms in hemodynamic signals (oxygenated hemoglobin (oxy-Hb), deoxygenated hemoglobin (deoxy-Hb)). Approach. We introduce the use of three different signal processing approaches (spatial filtering, a common average reference (CAR) method; independent component analysis (ICA); and transfer function (TF) models) to reduce the influence of respiratory and blood pressure (BP) rhythms on the hemodynamic responses. Main results. All approaches produce large reductions in BP and respiration influences on the oxy-Hb signals and, therefore, improve the contrast-to-noise ratio (CNR). In contrast, for deoxy-Hb signals CAR and ICA did not improve the CNR. However, for the TF approach, a CNR-improvement in deoxy-Hb can also be found. Significance. The present study investigates the application of different signal processing approaches to reduce the influences of physiological rhythms on the hemodynamic responses. In addition to the identification of the best signal processing method, we also show the importance of noise reduction in fNIRS data.