GNSS Signal Detection Under Noise Uncertainty

High sensitivity detection techniques are required for indoor navigation using Global Navigation Satellite System (GNSS) receivers, and typically, a combination of coherent and non- coherent integration is used as the test statistic for detection. The coherent integration exploits the deterministic part of the signal and is limited due to the residual frequency error, navigation data bits and user dynamics, which are not known apriori. So, non- coherent integration, which involves squaring of the coherent integration output, is used to improve the detection sensitivity. Due to this squaring, it is robust against the artifacts introduced due to data bits and/or frequency error. However, it is susceptible to uncertainty in the noise variance, and this can lead to fundamental sensitivity limits in detecting weak signals. In this work, the performance of the conventional non-coherent integration-based GNSS signal detection is studied in the presence of noise uncertainty. It is shown that the performance of the current state of the art GNSS receivers is close to the theoretical SNR limit for reliable detection at moderate levels of noise uncertainty. Alternate robust post-coherent detectors are also analyzed, and are shown to alleviate the noise uncertainty problem. Monte-Carlo simulations are used to confirm the theoretical predictions.

Uncertainty visualization using HDR volume rendering

In this paper, we explore a novel idea of using high dynamic range (HDR) technology for uncertainty visualization. We focus on scalar volumetric data sets where every data point is associated with scalar uncertainty. We design a transfer function that maps each data point to a color in HDR space. The luminance component of the color is exploited to capture uncertainty. We modify existing tone mapping techniques and suitably integrate them with volume ray casting to obtain a low dynamic range (LDR) image. The resulting image is displayed on a conventional 8-bits-per-channel display device. The usage of HDR mapping reveals fine details in uncertainty distribution and enables the users to interactively study the data in the context of corresponding uncertainty information. We demonstrate the utility of our method and evaluate the results using data sets from ocean modeling.

Efficient Methods for Robust Classification Under Uncertainty in Kernel Matrices

In this paper we study the problem of designing SVM classifiers when the kernel matrix, K, is affected by uncertainty. Specifically K is modeled as a positive affine combination of given positive semi definite kernels, with the coefficients ranging in a norm-bounded uncertainty set. We treat the problem using the Robust Optimization methodology. This reduces the uncertain SVM problem into a deterministic conic quadratic problem which can be solved in principle by a polynomial time Interior Point (IP) algorithm. However, for large-scale classification problems, IP methods become intractable and one has to resort to first-order gradient type methods. The strategy we use here is to reformulate the robust counterpart of the uncertain SVM problem as a saddle point problem and employ a special gradient scheme which works directly on the convex-concave saddle function. The algorithm is a simplified version of a general scheme due to Juditski and Nemirovski (2011). It achieves an O(1/T-2) reduction of the initial error after T iterations. A comprehensive empirical study on both synthetic data and real-world protein structure data sets show that the proposed formulations achieve the desired robustness, and the saddle point based algorithm outperforms the IP method significantly.

A study of vertical cloud structure of the Indian summer monsoon using CloudSat data

Precise specification of the vertical distribution of cloud optical properties is important to reduce the uncertainty in quantifying the radiative impacts of clouds. The new global observations of vertical profiles of clouds from the CloudSat mission provide opportunities to describe cloud structures and to improve parameterization of clouds in the weather and climate prediction models. In this study, four years (2007-2010) of observations of vertical structure of clouds from the CloudSat cloud profiling radar have been used to document the mean vertical structure of clouds associated with the Indian summer monsoon (ISM) and its intra-seasonal variability. Active and break monsoon spells associated with the intra-seasonal variability of ISM have been identified by an objective criterion. For the present analysis, we considered CloudSat derived column integrated cloud liquid and ice water, and vertically profiles of cloud liquid and ice water content. Over the South Asian monsoon region, deep convective clouds with large vertical extent (up to 14 km) and large values of cloud water and ice content are observed over the north Bay of Bengal. Deep clouds with large ice water content are also observed over north Arabian Sea and adjoining northwest India, along the west coast of India and the south equatorial Indian Ocean. The active monsoon spells are characterized by enhanced deep convection over the Bay of Bengal, west coast of India and northeast Arabian Sea and suppressed convection over the equatorial Indian Ocean. Over the Bay of Bengal, cloud liquid water content and ice water content is enhanced by similar to 90 and similar to 200 % respectively during the active spells. An interesting feature associated with the active spell is the vertical tilting structure of positive CLWC and CIWC anomalies over the Arabian Sea and the Bay of Bengal, which suggests a pre-conditioning process for the northward propagation of the boreal summer intra-seasonal variability. It is also observed that during the break spells, clouds are not completely suppressed over central India. Instead, clouds with smaller vertical extent (3-5 km) are observed due to the presence of a heat low type of circulation. The present results will be useful for validating the vertical structure of clouds in weather and climate prediction models.

Robust GNSS signal detection in the presence of navigation data bits

This paper considers the problem of weak signal detection in the presence of navigation data bits for Global Navigation Satellite System (GNSS) receivers. Typically, a set of partial coherent integration outputs are non-coherently accumulated to combat the effects of model uncertainties such as the presence of navigation data-bits and/or frequency uncertainty, resulting in a sub-optimal test statistic. In this work, the test-statistic for weak signal detection is derived in the presence of navigation data-bits from the likelihood ratio. It is highlighted that averaging the likelihood ratio based test-statistic over the prior distributions of the unknown data bits and the carrier phase uncertainty leads to the conventional Post Detection Integration (PDI) technique for detection. To improve the performance in the presence of model uncertainties, a novel cyclostationarity based sub-optimal PDI technique is proposed. The test statistic is analytically characterized, and shown to be robust to the presence of navigation data-bits, frequency, phase and noise uncertainties. Monte Carlo simulation results illustrate the validity of the theoretical results and the superior performance offered by the proposed detector in the presence of model uncertainties.

A performance-based framework for assessing liquefaction potential based on CPT data

This article describes a new performance-based approach for evaluating the return period of seismic soil liquefaction based on standard penetration test (SPT) and cone penetration test (CPT) data. The conventional liquefaction evaluation methods consider a single acceleration level and magnitude and these approaches fail to take into account the uncertainty in earthquake loading. The seismic hazard analysis based on the probabilistic method clearly shows that a particular acceleration value is being contributed by different magnitudes with varying probability. In the new method presented in this article, the entire range of ground shaking and the entire range of earthquake magnitude are considered and the liquefaction return period is evaluated based on the SPT and CPT data. This article explains the performance-based methodology for the liquefaction analysis – starting from probabilistic seismic hazard analysis (PSHA) for the evaluation of seismic hazard and the performance-based method to evaluate the liquefaction return period. A case study has been done for Bangalore, India, based on SPT data and converted CPT values. The comparison of results obtained from both the methods have been presented. In an area of 220 km2 in Bangalore city, the site class was assessed based on large number of borehole data and 58 Multi-channel analysis of surface wave survey. Using the site class and peak acceleration at rock depth from PSHA, the peak ground acceleration at the ground surface was estimated using probabilistic approach. The liquefaction analysis was done based on 450 borehole data obtained in the study area. The results of CPT match well with the results obtained from similar analysis with SPT data.

A simulation-based algorithm for optimal pricing policy under demand uncertainty

We propose a simulation-based algorithm for computing the optimal pricing policy for a product under uncertain demand dynamics. We consider a parameterized stochastic differential equation (SDE) model for the uncertain demand dynamics of the product over the planning horizon. In particular, we consider a dynamic model that is an extension of the Bass model. The performance of our algorithm is compared to that of a myopic pricing policy and is shown to give better results. Two significant advantages with our algorithm are as follows: (a) it does not require information on the system model parameters if the SDE system state is known via either a simulation device or real data, and (b) as it works efficiently even for high-dimensional parameters, it uses the efficient smoothed functional gradient estimator.

Model and parameter uncertainty in IDF relationships under climate change

Quantifying distributional behavior of extreme events is crucial in hydrologic designs. Intensity Duration Frequency (IDF) relationships are used extensively in engineering especially in urban hydrology, to obtain return level of extreme rainfall event for a specified return period and duration. Major sources of uncertainty in the IDF relationships are due to insufficient quantity and quality of data leading to parameter uncertainty due to the distribution fitted to the data and uncertainty as a result of using multiple GCMs. It is important to study these uncertainties and propagate them to future for accurate assessment of return levels for future. The objective of this study is to quantify the uncertainties arising from parameters of the distribution fitted to data and the multiple GCM models using Bayesian approach. Posterior distribution of parameters is obtained from Bayes rule and the parameters are transformed to obtain return levels for a specified return period. Markov Chain Monte Carlo (MCMC) method using Metropolis Hastings algorithm is used to obtain the posterior distribution of parameters. Twenty six CMIP5 GCMs along with four RCP scenarios are considered for studying the effects of climate change and to obtain projected IDF relationships for the case study of Bangalore city in India. GCM uncertainty due to the use of multiple GCMs is treated using Reliability Ensemble Averaging (REA) technique along with the parameter uncertainty. Scale invariance theory is employed for obtaining short duration return levels from daily data. It is observed that the uncertainty in short duration rainfall return levels is high when compared to the longer durations. Further it is observed that parameter uncertainty is large compared to the model uncertainty. (C) 2015 Elsevier Ltd. All rights reserved.

Active learning in keyword search-based data integration

The problem of scaling up data integration, such that new sources can be quickly utilized as they are discovered, remains elusive: Global schemas for integrated data are difficult to develop and expand, and schema and record matching techniques are limited by the fact that data and metadata are often under-specified and must be disambiguated by data experts. One promising approach is to avoid using a global schema, and instead to develop keyword search-based data integration-where the system lazily discovers associations enabling it to join together matches to keywords, and return ranked results. The user is expected to understand the data domain and provide feedback about answers' quality. The system generalizes such feedback to learn how to correctly integrate data. A major open challenge is that under this model, the user only sees and offers feedback on a few ``top-'' results: This result set must be carefully selected to include answers of high relevance and answers that are highly informative when feedback is given on them. Existing systems merely focus on predicting relevance, by composing the scores of various schema and record matching algorithms. In this paper, we show how to predict the uncertainty associated with a query result's score, as well as how informative feedback is on a given result. We build upon these foundations to develop an active learning approach to keyword search-based data integration, and we validate the effectiveness of our solution over real data from several very different domains.

Evaluation of Precipitation Retrievals From Orbital Data Products of TRMM Over a Subtropical Basin in India

The spatial error structure of daily precipitation derived from the latest version 7 (v7) tropical rainfall measuring mission (TRMM) level 2 data products are studied through comparison with the Asian precipitation highly resolved observational data integration toward evaluation of the water resources (APHRODITE) data over a subtropical region of the Indian subcontinent for the seasonal rainfall over 6 years from June 2002 to September 2007. The data products examined include v7 data from the TRMM radiometer Microwave Imager (TMI) and radar precipitation radar (PR), namely, 2A12, 2A25, and 2B31 (combined data from PR and TMI). The spatial distribution of uncertainty from these data products were quantified based on performance metrics derived from the contingency table. For the seasonal daily precipitation over a subtropical basin in India, the data product of 2A12 showed greater skill in detecting and quantifying the volume of rainfall when compared with the 2A25 and 2B31 data products. Error characterization using various error models revealed that random errors from multiplicative error models were homoscedastic and that they better represented rainfall estimates from 2A12 algorithm. Error decomposition techniques performed to disentangle systematic and random errors verify that the multiplicative error model representing rainfall from 2A12 algorithm successfully estimated a greater percentage of systematic error than 2A25 or 2B31 algorithms. Results verify that although the radiometer derived 2A12 rainfall data is known to suffer from many sources of uncertainties, spatial analysis over the case study region of India testifies that the 2A12 rainfall estimates are in a very good agreement with the reference estimates for the data period considered.

Damage assessment of composite plate structures with material and measurement uncertainty

Composite materials are very useful in structural engineering particularly in weight sensitive applications. Two different test models of the same structure made from composite materials can display very different dynamic behavior due to large uncertainties associated with composite material properties. Also, composite structures can suffer from pre-existing imperfections like delaminations, voids or cracks during fabrication. In this paper, we show that modeling and material uncertainties in composite structures can cause considerable problein in damage assessment. A recently developed C-0 shear deformable locking free refined composite plate element is employed in the numerical simulations to alleviate modeling uncertainty. A qualitative estimate of the impact of modeling uncertainty on the damage detection problem is made. A robust Fuzzy Logic System (FLS) with sliding window defuzzifier is used for delamination damage detection in composite plate type structures. The FLS is designed using variations in modal frequencies due to randomness in material properties. Probabilistic analysis is performed using Monte Carlo Simulation (MCS) on a composite plate finite element model. It is demonstrated that the FLS shows excellent robustness in delamination detection at very high levels of randomness in input data. (C) 2016 Elsevier Ltd. All rights reserved.

Valuing Expansions of the Electricity Transmission Network under Uncertainty: The Binodal Case

Transmission investments are currently needed to meet an increasing electricity demand, to address security of supply concerns, and to reach carbon-emissions targets. A key issue when assessing the benefits from an expanded grid concerns the valuation of the uncertain cash flows that result from the expansion. We propose a valuation model that accommodates both physical and economic uncertainties following the Real Options approach. It combines optimization techniques with Monte Carlo simulation. We illustrate the use of our model in a simplified, two-node grid and assess the decision whether to invest or not in a particular upgrade. The generation mix includes coal-and natural gas-fired stations that operate under carbon constraints. The underlying parameters are estimated from observed market data.

Future of earthquake early warning : quantifying uncertainty and making fast automated decisions for applications

Earthquake early warning (EEW) systems have been rapidly developing over the past decade. Japan Meteorological Agency (JMA) has an EEW system that was operating during the 2011 M9 Tohoku earthquake in Japan, and this increased the awareness of EEW systems around the world. While longer-time earthquake prediction still faces many challenges to be practical, the availability of shorter-time EEW opens up a new door for earthquake loss mitigation. After an earthquake fault begins rupturing, an EEW system utilizes the first few seconds of recorded seismic waveform data to quickly predict the hypocenter location, magnitude, origin time and the expected shaking intensity level around the region. This early warning information is broadcast to different sites before the strong shaking arrives. The warning lead time of such a system is short, typically a few seconds to a minute or so, and the information is uncertain. These factors limit human intervention to activate mitigation actions and this must be addressed for engineering applications of EEW. This study applies a Bayesian probabilistic approach along with machine learning techniques and decision theories from economics to improve different aspects of EEW operation, including extending it to engineering applications.

Existing EEW systems are often based on a deterministic approach. Often, they assume that only a single event occurs within a short period of time, which led to many false alarms after the Tohoku earthquake in Japan. This study develops a probability-based EEW algorithm based on an existing deterministic model to extend the EEW system to the case of concurrent events, which are often observed during the aftershock sequence after a large earthquake.

To overcome the challenge of uncertain information and short lead time of EEW, this study also develops an earthquake probability-based automated decision-making (ePAD) framework to make robust decision for EEW mitigation applications. A cost-benefit model that can capture the uncertainties in EEW information and the decision process is used. This approach is called the Performance-Based Earthquake Early Warning, which is based on the PEER Performance-Based Earthquake Engineering method. Use of surrogate models is suggested to improve computational efficiency. Also, new models are proposed to add the influence of lead time into the cost-benefit analysis. For example, a value of information model is used to quantify the potential value of delaying the activation of a mitigation action for a possible reduction of the uncertainty of EEW information in the next update. Two practical examples, evacuation alert and elevator control, are studied to illustrate the ePAD framework. Potential advanced EEW applications, such as the case of multiple-action decisions and the synergy of EEW and structural health monitoring systems, are also discussed.

A meta-analytic approach to quantifying scientific uncertainty in stock assessments

Quantifying scientific uncertainty when setting total allowable catch limits for fish stocks is a major challenge, but it is a requirement in the United States since changes to national fisheries legislation. Multiple sources of error are readily identifiable, including estimation error, model specification error, forecast error, and errors associated with the definition and estimation of reference points. Our focus here, however, is to quantify the influence of estimation error and model specification error on assessment outcomes. These are fundamental sources of uncertainty in developing scientific advice concerning appropriate catch levels and although a study of these two factors may not be inclusive, it is feasible with available information. For data-rich stock assessments conducted on the U.S. west coast we report approximate coefficients of variation in terminal biomass estimates from assessments based on inversion of the assessment of the model’s Hessian matrix (i.e., the asymptotic standard error). To summarize variation “among” stock assessments, as a proxy for model specification error, we characterize variation among multiple historical assessments of the same stock. Results indicate that for 17 groundfish and coastal pelagic species, the mean coefficient of variation of terminal biomass is 18%. In contrast, the coefficient of variation ascribable to model specification error (i.e., pooled among-assessment variation) is 37%. We show that if a precautionary probability of overfishing equal to 0.40 is adopted by managers, and only model specification error is considered, a 9% reduction in the overfishing catch level is indicated.

VPA estimates of fishing mortality and exploited biomass from Sardinella aurita catch-at-length data in eastern Venezuela

In this study, length-frequency data on Spanish sardine (Sardinella aurita) from northeastern Venezuela were analyzed for the period 1967-1989. Average growth parameters for the von Bertalanffy equation were established as L sub( infinity )= 26.6 cm (TL) and K = 1.26 year super(-1). The number of recruits to the fishing area, estimated from length-structured Virtual Population Analysis, varied from <10 super(8) in the late 1960s to >10 super(9) at the end of the 1980s. Exploited biomass estimates for the same period varied from less than 20,000 t in the first year to more than 100,000 in 1989. Both recruitment and exploited biomass showed different seasonal patterns between 1976-1983 and 1984-1988. Despite some uncertainty regarding these estimates, it is considered that major population tendencies are adequately represented by this analysis