Second-order parameter estimation

This work provides a general framework for the design of second-order blind estimators without adopting anyapproximation about the observation statistics or the a prioridistribution of the parameters. The proposed solution is obtainedminimizing the estimator variance subject to some constraints onthe estimator bias. The resulting optimal estimator is found todepend on the observation fourth-order moments that can be calculatedanalytically from the known signal model. Unfortunately,in most cases, the performance of this estimator is severely limitedby the residual bias inherent to nonlinear estimation problems.To overcome this limitation, the second-order minimum varianceunbiased estimator is deduced from the general solution by assumingaccurate prior information on the vector of parameters.This small-error approximation is adopted to design iterativeestimators or trackers. It is shown that the associated varianceconstitutes the lower bound for the variance of any unbiasedestimator based on the sample covariance matrix.The paper formulation is then applied to track the angle-of-arrival(AoA) of multiple digitally-modulated sources by means ofa uniform linear array. The optimal second-order tracker is comparedwith the classical maximum likelihood (ML) blind methodsthat are shown to be quadratic in the observed data as well. Simulationshave confirmed that the discrete nature of the transmittedsymbols can be exploited to improve considerably the discriminationof near sources in medium-to-high SNR scenarios.

ML estimator and hybrid beamformer for multipath and interference mitigation in GNSS receivers

This paper addresses the estimation of the code-phase(pseudorange) and the carrier-phase of the direct signal received from a direct-sequence spread-spectrum satellite transmitter. Thesignal is received by an antenna array in a scenario with interferenceand multipath propagation. These two effects are generallythe limiting error sources in most high-precision positioning applications.A new estimator of the code- and carrier-phases is derivedby using a simplified signal model and the maximum likelihood(ML) principle. The simplified model consists essentially ofgathering all signals, except for the direct one, in a component withunknown spatial correlation. The estimator exploits the knowledgeof the direction-of-arrival of the direct signal and is much simplerthan other estimators derived under more detailed signal models.Moreover, we present an iterative algorithm, that is adequate for apractical implementation and explores an interesting link betweenthe ML estimator and a hybrid beamformer. The mean squarederror and bias of the new estimator are computed for a numberof scenarios and compared with those of other methods. The presentedestimator and the hybrid beamforming outperform the existingtechniques of comparable complexity and attains, in manysituations, the Cramér–Rao lower bound of the problem at hand.

M-estimator, and D-optimality model construction using orthogonal forward regression

This correspondence introduces a new orthogonal forward regression (OFR) model identification algorithm using D-optimality for model structure selection and is based on an M-estimators of parameter estimates. M-estimator is a classical robust parameter estimation technique to tackle bad data conditions such as outliers. Computationally, The M-estimator can be derived using an iterative reweighted least squares (IRLS) algorithm. D-optimality is a model structure robustness criterion in experimental design to tackle ill-conditioning in model Structure. The orthogonal forward regression (OFR), often based on the modified Gram-Schmidt procedure, is an efficient method incorporating structure selection and parameter estimation simultaneously. The basic idea of the proposed approach is to incorporate an IRLS inner loop into the modified Gram-Schmidt procedure. In this manner, the OFR algorithm for parsimonious model structure determination is extended to bad data conditions with improved performance via the derivation of parameter M-estimators with inherent robustness to outliers. Numerical examples are included to demonstrate the effectiveness of the proposed algorithm.

Suitability of relative humidity as an estimator of leaf wetness duration

Leaf wetness duration (LWD) is a key parameter in agricultural meteorology since it is related to epidemiology of many important crops, controlling pathogen infection and development rates. Because LWD is not widely measured, several methods have been developed to estimate it from weather data. Among the models used to estimate LWD, those that use physical principles of dew formation and dew and/or rain evaporation have shown good portability and sufficiently accurate results, but their complexity is a disadvantage for operational use. Alternatively, empirical models have been used despite their limitations. The simplest empirical models use only relative humidity data. The objective of this study was to evaluate the performance of three RH-based empirical models to estimate LWD in four regions around the world that have different climate conditions. Hourly LWD, air temperature, and relative humidity data were obtained from Ames, IA (USA), Elora, Ontario (Canada), Florence, Toscany (Italy), and Piracicaba, Sao Paulo State (Brazil). These data were used to evaluate the performance of the following empirical LWD estimation models: constant RH threshold (RH >= 90%); dew point depression (DPD); and extended RH threshold (EXT_RH). Different performance of the models was observed in the four locations. In Ames, Elora and Piracicaba, the RH >= 90% and DPD models underestimated LWD, whereas in Florence these methods overestimated LWD, especially for shorter wet periods. When the EXT_RH model was used, LWD was overestimated for all locations, with a significant increase in the errors. In general, the RH >= 90% model performed best, presenting the highest general fraction of correct estimates (F(C)), between 0.87 and 0.92, and the lowest false alarm ratio (F(AR)), between 0.02 and 0.31. The use of specific thresholds for each location improved accuracy of the RH model substantially, even when independent data were used; MAE ranged from 1.23 to 1.89 h, which is very similar to errors obtained with published physical models for LWD estimation. Based on these results, we concluded that, if calibrated locally, LWD can be estimated with acceptable accuracy by RH above a specific threshold, and that the EXT_RH method was unsuitable for estimating LWD at the locations used in this study. (C) 2007 Elsevier B.V. All rights reserved.

A Novel Nonparametric Density Estimator

We present a novel nonparametric density estimator and a new data-driven bandwidth selection method with excellent properties. The approach is in- spired by the principles of the generalized cross entropy method. The pro- posed density estimation procedure has numerous advantages over the tra- ditional kernel density estimator methods. Firstly, for the first time in the nonparametric literature, the proposed estimator allows for a genuine incor- poration of prior information in the density estimation procedure. Secondly, the approach provides the first data-driven bandwidth selection method that is guaranteed to provide a unique bandwidth for any data. Lastly, simulation examples suggest the proposed approach outperforms the current state of the art in nonparametric density estimation in terms of accuracy and reliability.

Fast-convergent iterative scheme for filtering velocity signals and finding Kolmogorov scales

The present fundamental knowledge of fluid turbulence has been established primarily from hot- and cold-wire measurements. Unfortunately, however, these measurements necessarily suffer from contamination by noise since no certain method has previously been available to optimally filter noise from the measured signals. This limitation has impeded our progress of understanding turbulence profoundly. We address this limitation by presenting a simple, fast-convergent iterative scheme to digitally filter signals optimally and find Kolmogorov scales definitely. The great efficacy of the scheme is demonstrated by its application to the instantaneous velocity measured in a turbulent jet.

Time evolution in the unimolecular master equation at low temperatures: full spectral solution with scalable iterative methods and high precision

A new method is presented to determine an accurate eigendecomposition of difficult low temperature unimolecular master equation problems. Based on a generalisation of the Nesbet method, the new method is capable of achieving complete spectral resolution of the master equation matrix with relative accuracy in the eigenvectors. The method is applied to a test case of the decomposition of ethane at 300 K from a microcanonical initial population with energy transfer modelled by both Ergodic Collision Theory and the exponential-down model. The fact that quadruple precision (16-byte) arithmetic is required irrespective of the eigensolution method used is demonstrated. (C) 2001 Elsevier Science B.V. All rights reserved.

Resolution of natural groups using iterative assignment tests: an example from two species of Australian native rats (Rattus)

Sympatric individuals of Rattus fuscipes and Rattus leucopus, two Australian native rats from the tropical wet forests of north Queensland, are difficult to distinguish morphologically and are often confused in the field. When we started a study on fine-scale movements of these species, using microsatellite markers, we found that the species as identified in the field did not form coherent genetic groups. In this study, we examined the potential of an iterative process of genetic assignment to separate specimens from distinct (e.g. species, populations) natural groups. Five loci with extensive overlap in allele distributions between species were used for the iterative process. Samples were randomly distributed into two starting groups of equal size and then subjected to the test. At each iteration, misassigned samples switched groups, and the output groups from a given round of assignment formed the input groups for the next round. All samples were assigned correctly on the 10th iteration, in which two genetic groups were clearly separated. Mitochondrial DNA sequences were obtained from samples from each genetic group identified by assignment, together with those of museum voucher specimens, to assess which species corresponded to which genetic group. The iterative procedure was also used to resolve groups within species, adequately separating the genetically identified R. leucopus from our two sampling sites. These results show that the iterative assignment process can correctly differentiate samples into their appropriate natural groups when diagnostic genetic markers are not available, which allowed us to resolve accurately the two R. leucopus and R. fuscipes species. Our approach provides an analytical tool that may be applicable to a broad variety of situations where genetic groups need to be resolved.

Fast, scalable master equation solution algorithms. IV. Lanczos iteration with diffusion approximation preconditioned iterative inversion

In this paper we propose a second linearly scalable method for solving large master equations arising in the context of gas-phase reactive systems. The new method is based on the well-known shift-invert Lanczos iteration using the GMRES iteration preconditioned using the diffusion approximation to the master equation to provide the inverse of the master equation matrix. In this way we avoid the cubic scaling of traditional master equation solution methods while maintaining the speed of a partial spectral decomposition. The method is tested using a master equation modeling the formation of propargyl from the reaction of singlet methylene with acetylene, proceeding through long-lived isomerizing intermediates. (C) 2003 American Institute of Physics.

Fast, scalable master equation solution algorithms. III. Direct time propagation accelerated by a diffusion approximation preconditioned iterative solver

In this paper we propose a novel fast and linearly scalable method for solving master equations arising in the context of gas-phase reactive systems, based on an existent stiff ordinary differential equation integrator. The required solution of a linear system involving the Jacobian matrix is achieved using the GMRES iteration preconditioned using the diffusion approximation to the master equation. In this way we avoid the cubic scaling of traditional master equation solution methods and maintain the low temperature robustness of numerical integration. The method is tested using a master equation modelling the formation of propargyl from the reaction of singlet methylene with acetylene, proceeding through long lived isomerizing intermediates. (C) 2003 American Institute of Physics.

A comparative study of iterative Chebyshev and Lanczos implementations of the boundary inhomogeneity method for quantum scattering

We have recently developed a scaleable Artificial Boundary Inhomogeneity (ABI) method [Chem. Phys. Lett.366, 390–397 (2002)] based on the utilization of the Lanczos algorithm, and in this work explore an alternative iterative implementation based on the Chebyshev algorithm. Detailed comparisons between the two iterative methods have been made in terms of efficiency as well as convergence behavior. The Lanczos subspace ABI method was also further improved by the use of a simpler three-term backward recursion algorithm to solve the subspace linear system. The two different iterative methods are tested on the model collinear H+H2 reactive state-to-state scattering.

Contrasts in the basins of attraction of structurally identical iterative root finding methods

A numerical comparison is performed between three methods of third order with the same structure, namely BSC, Halley’s and Euler–Chebyshev’s methods. As the behavior of an iterative method applied to a nonlinear equation can be highly sensitive to the starting points, the numerical comparison is carried out, allowing for complex starting points and for complex roots, on the basins of attraction in the complex plane. Several examples of algebraic and transcendental equations are presented.

A denoising approach for iterative side information creation in distributed video coding

In distributed video coding, motion estimation is typically performed at the decoder to generate the side information, increasing the decoder complexity while providing low complexity encoding in comparison with predictive video coding. Motion estimation can be performed once to create the side information or several times to refine the side information quality along the decoding process. In this paper, motion estimation is performed at the decoder side to generate multiple side information hypotheses which are adaptively and dynamically combined, whenever additional decoded information is available. The proposed iterative side information creation algorithm is inspired in video denoising filters and requires some statistics of the virtual channel between each side information hypothesis and the original data. With the proposed denoising algorithm for side information creation, a RD performance gain up to 1.2 dB is obtained for the same bitrate.

F-LQE: a Fuzzy Link Quality Estimator for wireless sensor networks

Radio Link Quality Estimation (LQE) is a fundamental building block for Wireless Sensor Networks, namely for a reliable deployment, resource management and routing. Existing LQEs (e.g. PRR, ETX, Fourbit, and LQI ) are based on a single link property, thus leading to inaccurate estimation. In this paper, we propose F-LQE, that estimates link quality on the basis of four link quality properties: packet delivery, asymmetry, stability, and channel quality. Each of these properties is defined in linguistic terms, the natural language of Fuzzy Logic. The overall quality of the link is specified as a fuzzy rule whose evaluation returns the membership of the link in the fuzzy subset of good links. Values of the membership function are smoothed using EWMA filter to improve stability. An extensive experimental analysis shows that F-LQE outperforms existing estimators.