Fixed failure rate ambiguity validation methods for GPS and compass

Ambiguity resolution plays a crucial role in real time kinematic GNSS positioning which gives centimetre precision positioning results if all the ambiguities in each epoch are correctly fixed to integers. However, the incorrectly fixed ambiguities can result in large positioning offset up to several meters without notice. Hence, ambiguity validation is essential to control the ambiguity resolution quality. Currently, the most popular ambiguity validation is ratio test. The criterion of ratio test is often empirically determined. Empirically determined criterion can be dangerous, because a fixed criterion cannot fit all scenarios and does not directly control the ambiguity resolution risk. In practice, depending on the underlying model strength, the ratio test criterion can be too conservative for some model and becomes too risky for others. A more rational test method is to determine the criterion according to the underlying model and user requirement. Miss-detected incorrect integers will lead to a hazardous result, which should be strictly controlled. In ambiguity resolution miss-detected rate is often known as failure rate. In this paper, a fixed failure rate ratio test method is presented and applied in analysis of GPS and Compass positioning scenarios. A fixed failure rate approach is derived from the integer aperture estimation theory, which is theoretically rigorous. The criteria table for ratio test is computed based on extensive data simulations in the approach. The real-time users can determine the ratio test criterion by looking up the criteria table. This method has been applied in medium distance GPS ambiguity resolution but multi-constellation and high dimensional scenarios haven't been discussed so far. In this paper, a general ambiguity validation model is derived based on hypothesis test theory, and fixed failure rate approach is introduced, especially the relationship between ratio test threshold and failure rate is examined. In the last, Factors that influence fixed failure rate approach ratio test threshold is discussed according to extensive data simulation. The result shows that fixed failure rate approach is a more reasonable ambiguity validation method with proper stochastic model.

Convergence analysis of the Newton algorithm and a pseudo-time marching scheme for diffuse correlation tomography

We propose a self-regularized pseudo-time marching scheme to solve the ill-posed, nonlinear inverse problem associated with diffuse propagation of coherent light in a tissuelike object. In particular, in the context of diffuse correlation tomography (DCT), we consider the recovery of mechanical property distributions from partial and noisy boundary measurements of light intensity autocorrelation. We prove the existence of a minimizer for the Newton algorithm after establishing the existence of weak solutions for the forward equation of light amplitude autocorrelation and its Frechet derivative and adjoint. The asymptotic stability of the solution of the ordinary differential equation obtained through the introduction of the pseudo-time is also analyzed. We show that the asymptotic solution obtained through the pseudo-time marching converges to that optimal solution provided the Hessian of the forward equation is positive definite in the neighborhood of optimal solution. The superior noise tolerance and regularization-insensitive nature of pseudo-dynamic strategy are proved through numerical simulations in the context of both DCT and diffuse optical tomography. (C) 2010 Optical Society of America.

Multidimensional data reconstruction for two color fluorescence microscopy

We propose an iterative data reconstruction technique specifically designed for multi-dimensional multi-color fluorescence imaging. Markov random field is employed (for modeling the multi-color image field) in conjunction with the classical maximum likelihood method. It is noted that, ill-posed nature of the inverse problem associated with multi-color fluorescence imaging forces iterative data reconstruction. Reconstruction of three-dimensional (3D) two-color images (obtained from nanobeads and cultured cell samples) show significant reduction in the background noise (improved signal-to-noise ratio) with an impressive overall improvement in the spatial resolution (approximate to 250 nm) of the imaging system. Proposed data reconstruction technique may find immediate application in 3D in vivo and in vitro multi-color fluorescence imaging of biological specimens. (C) 2012 American Institute of Physics. http://dx.doi.org/10.1063/1.4769058]

Efficient gradient-free simplex method for estimation of optical properties in image-guided diffuse optical tomography

Typical image-guided diffuse optical tomographic image reconstruction procedures involve reduction of the number of optical parameters to be reconstructed equal to the number of distinct regions identified in the structural information provided by the traditional imaging modality. This makes the image reconstruction problem less ill-posed compared to traditional underdetermined cases. Still, the methods that are deployed in this case are same as those used for traditional diffuse optical image reconstruction, which involves a regularization term as well as computation of the Jacobian. A gradient-free Nelder-Mead simplex method is proposed here to perform the image reconstruction procedure and is shown to provide solutions that closely match ones obtained using established methods, even in highly noisy data. The proposed method also has the distinct advantage of being more efficient owing to being regularization free, involving only repeated forward calculations. (C) 2013 Society of Photo-Optical Instrumentation Engineers (SPIE)

A BIEM optimization method for fracture dynamics inverse problem

In the present paper, based on the theory of dynamic boundary integral equation, an optimization method for crack identification is set up in the Laplace frequency space, where the direct problem is solved by the author's new type boundary integral equations and a method for choosing the high sensitive frequency region is proposed. The results show that the method proposed is successful in using the information of boundary elastic wave and overcoming the ill-posed difficulties on solution, and helpful to improve the identification precision.

地震波阻抗反演的迭代正则化算法

Post-stack seismic impedance inversion is the key technology of reservoir prediction and identification. Geophysicists have done a lot of research for the problem, but the developed methods still cannot satisfy practical requirements completely. The results of different inversion methods are different and the results of one method used by different people are different too. The reasons are due to the quality of seismic data, inaccurate wavelet extraction, errors between normal incidence assumption and real situation, and so on. In addition, there are two main influence factors: one is the band-limited property of seismic data; the other is the ill-posed property of impedance inversion. Thus far, the most effective way to solve the band-limited problem is the constrained inversion. And the most effective way to solve ill-posed problems is the regularization method assisted with proper optimization techniques. This thesis systematically introduces the iterative regularization methods and numerical optimization methods for impedance inversion. A regularized restarted conjugate gradient method for solving ill-posed problems in impedance inversion is proposed. Theoretic simulations are made and field data applications are performed. It reveals that the proposed algorithm possesses the superiority to conventional conjugate gradient method. Finally, non-smooth optimization is proposed as the further research direction in seismic impedance inversion according to practical situation.

An Optimal Scale for Edge Detection

Many problems in early vision are ill posed. Edge detection is a typical example. This paper applies regularization techniques to the problem of edge detection. We derive an optimal filter for edge detection with a size controlled by the regularization parameter $\\ lambda $ and compare it to the Gaussian filter. A formula relating the signal-to-noise ratio to the parameter $\\lambda $ is derived from regularization analysis for the case of small values of $\\lambda$. We also discuss the method of Generalized Cross Validation for obtaining the optimal filter scale. Finally, we use our framework to explain two perceptual phenomena: coarsely quantized images becoming recognizable by either blurring or adding noise.

Application of regularization methods to damage detection in large scale plane frame structures using incomplete noisy modal data

This paper presents an approach for detecting local damage in large scale frame structures by utilizing regularization methods for ill-posed problems. A direct relationship between the change in stiffness caused by local damage and the measured modal data for the damaged structure is developed, based on the perturbation method for structural dynamic systems. Thus, the measured incomplete modal data can be directly adopted in damage identification without requiring model reduction techniques, and common regularization methods could be effectively employed to solve the developed equations. Damage indicators are appropriately chosen to reflect both the location and severity of local damage in individual components of frame structures such as in brace members and at beam-column joints. The Truncated Singular Value Decomposition solution incorporating the Generalized Cross Validation method is introduced to evaluate the damage indicators for the cases when realistic errors exist in modal data measurements. Results for a 16-story building model structure show that structural damage can be correctly identified at detailed level using only limited information on the measured noisy modal data for the damaged structure.

Choix de portefeuille de grande taille et mesures de risque pour preneurs de décision pessimistes

Cette thèse de doctorat consiste en trois chapitres qui traitent des sujets de choix de portefeuilles de grande taille, et de mesure de risque. Le premier chapitre traite du problème d’erreur d’estimation dans les portefeuilles de grande taille, et utilise le cadre d'analyse moyenne-variance. Le second chapitre explore l'importance du risque de devise pour les portefeuilles d'actifs domestiques, et étudie les liens entre la stabilité des poids de portefeuille de grande taille et le risque de devise. Pour finir, sous l'hypothèse que le preneur de décision est pessimiste, le troisième chapitre dérive la prime de risque, une mesure du pessimisme, et propose une méthodologie pour estimer les mesures dérivées. Le premier chapitre améliore le choix optimal de portefeuille dans le cadre du principe moyenne-variance de Markowitz (1952). Ceci est motivé par les résultats très décevants obtenus, lorsque la moyenne et la variance sont remplacées par leurs estimations empiriques. Ce problème est amplifié lorsque le nombre d’actifs est grand et que la matrice de covariance empirique est singulière ou presque singulière. Dans ce chapitre, nous examinons quatre techniques de régularisation pour stabiliser l’inverse de la matrice de covariance: le ridge, spectral cut-off, Landweber-Fridman et LARS Lasso. Ces méthodes font chacune intervenir un paramètre d’ajustement, qui doit être sélectionné. La contribution principale de cette partie, est de dériver une méthode basée uniquement sur les données pour sélectionner le paramètre de régularisation de manière optimale, i.e. pour minimiser la perte espérée d’utilité. Précisément, un critère de validation croisée qui prend une même forme pour les quatre méthodes de régularisation est dérivé. Les règles régularisées obtenues sont alors comparées à la règle utilisant directement les données et à la stratégie naïve 1/N, selon leur perte espérée d’utilité et leur ratio de Sharpe. Ces performances sont mesurée dans l’échantillon (in-sample) et hors-échantillon (out-of-sample) en considérant différentes tailles d’échantillon et nombre d’actifs. Des simulations et de l’illustration empirique menées, il ressort principalement que la régularisation de la matrice de covariance améliore de manière significative la règle de Markowitz basée sur les données, et donne de meilleurs résultats que le portefeuille naïf, surtout dans les cas le problème d’erreur d’estimation est très sévère. Dans le second chapitre, nous investiguons dans quelle mesure, les portefeuilles optimaux et stables d'actifs domestiques, peuvent réduire ou éliminer le risque de devise. Pour cela nous utilisons des rendements mensuelles de 48 industries américaines, au cours de la période 1976-2008. Pour résoudre les problèmes d'instabilité inhérents aux portefeuilles de grandes tailles, nous adoptons la méthode de régularisation spectral cut-off. Ceci aboutit à une famille de portefeuilles optimaux et stables, en permettant aux investisseurs de choisir différents pourcentages des composantes principales (ou dégrées de stabilité). Nos tests empiriques sont basés sur un modèle International d'évaluation d'actifs financiers (IAPM). Dans ce modèle, le risque de devise est décomposé en deux facteurs représentant les devises des pays industrialisés d'une part, et celles des pays émergents d'autres part. Nos résultats indiquent que le risque de devise est primé et varie à travers le temps pour les portefeuilles stables de risque minimum. De plus ces stratégies conduisent à une réduction significative de l'exposition au risque de change, tandis que la contribution de la prime risque de change reste en moyenne inchangée. Les poids de portefeuille optimaux sont une alternative aux poids de capitalisation boursière. Par conséquent ce chapitre complète la littérature selon laquelle la prime de risque est importante au niveau de l'industrie et au niveau national dans la plupart des pays. Dans le dernier chapitre, nous dérivons une mesure de la prime de risque pour des préférences dépendent du rang et proposons une mesure du degré de pessimisme, étant donné une fonction de distorsion. Les mesures introduites généralisent la mesure de prime de risque dérivée dans le cadre de la théorie de l'utilité espérée, qui est fréquemment violée aussi bien dans des situations expérimentales que dans des situations réelles. Dans la grande famille des préférences considérées, une attention particulière est accordée à la CVaR (valeur à risque conditionnelle). Cette dernière mesure de risque est de plus en plus utilisée pour la construction de portefeuilles et est préconisée pour compléter la VaR (valeur à risque) utilisée depuis 1996 par le comité de Bâle. De plus, nous fournissons le cadre statistique nécessaire pour faire de l’inférence sur les mesures proposées. Pour finir, les propriétés des estimateurs proposés sont évaluées à travers une étude Monte-Carlo, et une illustration empirique en utilisant les rendements journaliers du marché boursier américain sur de la période 2000-2011.

Strategies for Inverse Profiling of Two Dimensional Dielectric Scatterers Using Electromagnetic Illumination

Electromagnetic tomography has been applied to problems in nondestructive evolution, ground-penetrating radar, synthetic aperture radar, target identification, electrical well logging, medical imaging etc. The problem of electromagnetic tomography involves the estimation of cross sectional distribution dielectric permittivity, conductivity etc based on measurement of the scattered fields. The inverse scattering problem of electromagnetic imaging is highly non linear and ill posed, and is liable to get trapped in local minima. The iterative solution techniques employed for computing the inverse scattering problem of electromagnetic imaging are highly computation intensive. Thus the solution to electromagnetic imaging problem is beset with convergence and computational issues. The attempt of this thesis is to develop methods suitable for improving the convergence and reduce the total computations for tomographic imaging of two dimensional dielectric cylinders illuminated by TM polarized waves, where the scattering problem is defmed using scalar equations. A multi resolution frequency hopping approach was proposed as opposed to the conventional frequency hopping approach employed to image large inhomogeneous scatterers. The strategy was tested on both synthetic and experimental data and gave results that were better localized and also accelerated the iterative procedure employed for the imaging. A Degree of Symmetry formulation was introduced to locate the scatterer in the investigation domain when the scatterer cross section was circular. The investigation domain could thus be reduced which reduced the degrees of freedom of the inverse scattering process. Thus the entire measured scattered data was available for the optimization of fewer numbers of pixels. This resulted in better and more robust reconstructions of the scatterer cross sectional profile. The Degree of Symmetry formulation could also be applied to the practical problem of limited angle tomography, as in the case of a buried pipeline, where the ill posedness is much larger. The formulation was also tested using experimental data generated from an experimental setup that was designed. The experimental results confirmed the practical applicability of the formulation.

Very large inverse problems in atmosphere and ocean modelling

For the very large nonlinear dynamical systems that arise in a wide range of physical, biological and environmental problems, the data needed to initialize a numerical forecasting model are seldom available. To generate accurate estimates of the expected states of the system, both current and future, the technique of ‘data assimilation’ is used to combine the numerical model predictions with observations of the system measured over time. Assimilation of data is an inverse problem that for very large-scale systems is generally ill-posed. In four-dimensional variational assimilation schemes, the dynamical model equations provide constraints that act to spread information into data sparse regions, enabling the state of the system to be reconstructed accurately. The mechanism for this is not well understood. Singular value decomposition techniques are applied here to the observability matrix of the system in order to analyse the critical features in this process. Simplified models are used to demonstrate how information is propagated from observed regions into unobserved areas. The impact of the size of the observational noise and the temporal position of the observations is examined. The best signal-to-noise ratio needed to extract the most information from the observations is estimated using Tikhonov regularization theory. Copyright © 2005 John Wiley & Sons, Ltd.

Inverse problems in dynamic cognitive modeling

Inverse problems for dynamical system models of cognitive processes comprise the determination of synaptic weight matrices or kernel functions for neural networks or neural/dynamic field models, respectively. We introduce dynamic cognitive modeling as a three tier top-down approach where cognitive processes are first described as algorithms that operate on complex symbolic data structures. Second, symbolic expressions and operations are represented by states and transformations in abstract vector spaces. Third, prescribed trajectories through representation space are implemented in neurodynamical systems. We discuss the Amari equation for a neural/dynamic field theory as a special case and show that the kernel construction problem is particularly ill-posed. We suggest a Tikhonov-Hebbian learning method as regularization technique and demonstrate its validity and robustness for basic examples of cognitive computations.

Inverse problems in neural field theory

We study inverse problems in neural field theory, i.e., the construction of synaptic weight kernels yielding a prescribed neural field dynamics. We address the issues of existence, uniqueness, and stability of solutions to the inverse problem for the Amari neural field equation as a special case, and prove that these problems are generally ill-posed. In order to construct solutions to the inverse problem, we first recast the Amari equation into a linear perceptron equation in an infinite-dimensional Banach or Hilbert space. In a second step, we construct sets of biorthogonal function systems allowing the approximation of synaptic weight kernels by a generalized Hebbian learning rule. Numerically, this construction is implemented by the Moore–Penrose pseudoinverse method. We demonstrate the instability of these solutions and use the Tikhonov regularization method for stabilization and to prevent numerical overfitting. We illustrate the stable construction of kernels by means of three instructive examples.

Probabilistic downscaling of remote sensing data with applications for multi-scale biogeochemical flux modeling

Upscaling ecological information to larger scales in space and downscaling remote sensing observations or model simulations to finer scales remain grand challenges in Earth system science. Downscaling often involves inferring subgrid information from coarse-scale data, and such ill-posed problems are classically addressed using regularization. Here, we apply two-dimensional Tikhonov Regularization (2DTR) to simulate subgrid surface patterns for ecological applications. Specifically, we test the ability of 2DTR to simulate the spatial statistics of high-resolution (4 m) remote sensing observations of the normalized difference vegetation index (NDVI) in a tundra landscape. We find that the 2DTR approach as applied here can capture the major mode of spatial variability of the high-resolution information, but not multiple modes of spatial variability, and that the Lagrange multiplier (γ) used to impose the condition of smoothness across space is related to the range of the experimental semivariogram. We used observed and 2DTR-simulated maps of NDVI to estimate landscape-level leaf area index (LAI) and gross primary productivity (GPP). NDVI maps simulated using a γ value that approximates the range of observed NDVI result in a landscape-level GPP estimate that differs by ca 2% from those created using observed NDVI. Following findings that GPP per unit LAI is lower near vegetation patch edges, we simulated vegetation patch edges using multiple approaches and found that simulated GPP declined by up to 12% as a result. 2DTR can generate random landscapes rapidly and can be applied to disaggregate ecological information and compare of spatial observations against simulated landscapes.