An adaptive cascade compensator for a wide class of stable minimum or nonminimum phase plants through time moment estimation

Model Reference Adaptive Control (MRAC) of a wide repertoire of stable Linear Time Invariant (LTI) systems is addressed here. Even an upper bound on the order of the finite-dimensional system is unavailable. Further, the unknown plant is permitted to have both minimum phase and nonminimum phase zeros. Model following with reference to a completely specified reference model excited by a class of piecewise continuous bounded signals is the goal. The problem is approached by taking recourse to the time moments representation of an LTI system. The treatment here is confined to Single-Input Single-Output (SISO) systems. The adaptive controller is built upon an on-line scheme for time moment estimation of a system given no more than its input and output. As a first step, a cascade compensator is devised. The primary contribution lies in developing a unified framework to eventually address with more finesse the problem of adaptive control of a large family of plants allowed to be minimum or nonminimum phase. Thus, the scheme presented in this paper is confined to lay the basis for more refined compensators-cascade, feedback and both-initially for SISO systems and progressively for Multi-Input Multi-Output (MIMO) systems. Simulations are presented.

Productivity analysis with CO2 emissions in Japan

This article measures Japanese prefectures' productivity from 1991 to 2002, taking CO2 emissions into consideration, and examines the factors that impact on productivity. We use the data envelopment analysis and measure the Luenberger productivity indicator, incorporating CO2 emissions in the analysis. Our results show that productivity was decreasing during the period of investigation. According to the results of the generalized method of moment estimation, the operations rate, the share of the energy intensive industries and social capital significantly impact on productivity.

Robust formulations for clustering-based large-scale classification

Chebyshev-inequality-based convex relaxations of Chance-Constrained Programs (CCPs) are shown to be useful for learning classifiers on massive datasets. In particular, an algorithm that integrates efficient clustering procedures and CCP approaches for computing classifiers on large datasets is proposed. The key idea is to identify high density regions or clusters from individual class conditional densities and then use a CCP formulation to learn a classifier on the clusters. The CCP formulation ensures that most of the data points in a cluster are correctly classified by employing a Chebyshev-inequality-based convex relaxation. This relaxation is heavily dependent on the second-order statistics. However, this formulation and in general such relaxations that depend on the second-order moments are susceptible to moment estimation errors. One of the contributions of the paper is to propose several formulations that are robust to such errors. In particular a generic way of making such formulations robust to moment estimation errors is illustrated using two novel confidence sets. An important contribution is to show that when either of the confidence sets is employed, for the special case of a spherical normal distribution of clusters, the robust variant of the formulation can be posed as a second-order cone program. Empirical results show that the robust formulations achieve accuracies comparable to that with true moments, even when moment estimates are erroneous. Results also illustrate the benefits of employing the proposed methodology for robust classification of large-scale datasets.

Gamma stochastic volatility models

This paper presents gamma stochastic volatility models and investigates its distributional and time series properties. The parameter estimators obtained by the method of moments are shown analytically to be consistent and asymptotically normal. The simulation results indicate that the estimators behave well. The insample analysis shows that return models with gamma autoregressive stochastic volatility processes capture the leptokurtic nature of return distributions and the slowly decaying autocorrelation functions of squared stock index returns for the USA and UK. In comparison with GARCH and EGARCH models, the gamma autoregressive model picks up the persistence in volatility for the US and UK index returns but not the volatility persistence for the Canadian and Japanese index returns. The out-of-sample analysis indicates that the gamma autoregressive model has a superior volatility forecasting performance compared to GARCH and EGARCH models.

The impact of two coupled cirrus microphysics-radiation parameterizations on the temperature and specific humidity biases in the tropical tropopause layer in a climate model

The impact of two different coupled cirrus microphysics-radiation parameterizations on the zonally averaged temperature and humidity biases in the tropical tropopause layer (TTL) of a Met Office climate model configuration is assessed. One parameterization is based on a linear coupling between a model prognostic variable, the ice mass mixing ratio, qi, and the integral optical properties. The second is based on the integral optical properties being parameterized as functions of qi and temperature, Tc, where the mass coefficients (i.e. scattering and extinction) are parameterized as nonlinear functions of the ratio between qi and Tc. The cirrus microphysics parameterization is based on a moment estimation parameterization of the particle size distribution (PSD), which relates the mass moment (i.e. second moment if mass is proportional to size raised to the power of 2 ) of the PSD to all other PSD moments through the magnitude of the second moment and Tc. This same microphysics PSD parameterization is applied to calculate the integral optical properties used in both radiation parameterizations and, thus, ensures PSD and mass consistency between the cirrus microphysics and radiation schemes. In this paper, the temperature-non-dependent and temperature-dependent parameterizations are shown to increase and decrease the zonally averaged temperature biases in the TTL by about 1 K, respectively. The temperature-dependent radiation parameterization is further demonstrated to have a positive impact on the specific humidity biases in the TTL, as well as decreasing the shortwave and longwave biases in the cloudy radiative effect. The temperature-dependent radiation parameterization is shown to be more consistent with TTL and global radiation observations.

Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples

The two-parameter Birnbaum-Saunders distribution has been used successfully to model fatigue failure times. Although censoring is typical in reliability and survival studies, little work has been published on the analysis of censored data for this distribution. In this paper, we address the issue of performing testing inference on the two parameters of the Birnbaum-Saunders distribution under type-II right censored samples. The likelihood ratio statistic and a recently proposed statistic, the gradient statistic, provide a convenient framework for statistical inference in such a case, since they do not require to obtain, estimate or invert an information matrix, which is an advantage in problems involving censored data. An extensive Monte Carlo simulation study is carried out in order to investigate and compare the finite sample performance of the likelihood ratio and the gradient tests. Our numerical results show evidence that the gradient test should be preferred. Further, we also consider the generalized Birnbaum-Saunders distribution under type-II right censored samples and present some Monte Carlo simulations for testing the parameters in this class of models using the likelihood ratio and gradient tests. Three empirical applications are presented. (C) 2011 Elsevier B.V. All rights reserved.

Some applications of distributed signal processing

In this work we review some earlier distributed algorithms developed by the authors and collaborators, which are based on two different approaches, namely, distributed moment estimation and distributed stochastic approximations. We show applications of these algorithms on image compression, linear classification and stochastic optimal control. In all cases, the benefit of cooperation is clear: even when the nodes have access to small portions of the data, by exchanging their estimates, they achieve the same performance as that of a centralized architecture, which would gather all the data from all the nodes.

Attitude estimation using moment invariants

The problem of estimating the three-dimensional rotational parameters of a rigid body from its monocular image data has been considered using the method of moment invariants. Second- and third-order moment invariants are used to construct the feature vector for the scale and orientation independent identification of the camera view axis direction in the body-fixed reference frame. The camera rotation angle about the view axis is derived from second-order central moments. The relative attitude of the rigid body is then expressed in terms of quaternion parameters to model the outputs of a video sensor in attitude control simulations. Experimental results and simulation outputs are presented using the mathematical model of a spacecraft.

Semiparametric estimation and inference using doubly robust moment conditions

We study semiparametric two-step estimators which have the same structure as parametric doubly robust estimators in their second step. The key difference is that we do not impose any parametric restriction on the nuisance functions that are estimated in a first stage, but retain a fully nonparametric model instead. We call these estimators semiparametric doubly robust estimators (SDREs), and show that they possess superior theoretical and practical properties compared to generic semiparametric two-step estimators. In particular, our estimators have substantially smaller first-order bias, allow for a wider range of nonparametric first-stage estimates, rate-optimal choices of smoothing parameters and data-driven estimates thereof, and their stochastic behavior can be well-approximated by classical first-order asymptotics. SDREs exist for a wide range of parameters of interest, particularly in semiparametric missing data and causal inference models. We illustrate our method with a simulation exercise.

Seismic sequences analysis for estimation of earthquake source parameters: corner frequency, stress drop, and seismic moment observations

The present study has been carried out with the following objectives: i) To investigate the attributes of source parameters of local and regional earthquakes; ii) To estimate, as accurately as possible, M0, fc, Δσ and their standard errors to infer their relationship with source size; iii) To quantify high-frequency earthquake ground motion and to study the source scaling. This work is based on observational data of micro, small and moderate -earthquakes for three selected seismic sequences, namely Parkfield (CA, USA), Maule (Chile) and Ferrara (Italy). For the Parkfield seismic sequence (CA), a data set of 757 (42 clusters) repeating micro-earthquakes (0 ≤ MW ≤ 2), collected using borehole High Resolution Seismic Network (HRSN), have been analyzed and interpreted. We used the coda methodology to compute spectral ratios to obtain accurate values of fc , Δσ, and M0 for three target clusters (San Francisco, Los Angeles, and Hawaii) of our data. We also performed a general regression on peak ground velocities to obtain reliable seismic spectra of all earthquakes. For the Maule seismic sequence, a data set of 172 aftershocks of the 2010 MW 8.8 earthquake (3.7 ≤ MW ≤ 6.2), recorded by more than 100 temporary broadband stations, have been analyzed and interpreted to quantify high-frequency earthquake ground motion in this subduction zone. We completely calibrated the excitation and attenuation of the ground motion in Central Chile. For the Ferrara sequence, we calculated moment tensor solutions for 20 events from MW 5.63 (the largest main event occurred on May 20 2012), down to MW 3.2 by a 1-D velocity model for the crust beneath the Pianura Padana, using all the geophysical and geological information available for the area. The PADANIA model allowed a numerical study on the characteristics of the ground motion in the thick sediments of the flood plain.

Adaptive depth estimation in image based visual servo control of dynamic systems

This paper considers the question of designing a fully image based visual servo control for a dynamic system. The work is motivated by the ongoing development of image based visual servo control of small aerial robotic vehicles. The observed targets considered are coloured blobs on a flat surface to which the normal direction is known. The theoretical framework is directly applicable to the case of markings on a horizontal floor or landing field. The image features used are a first order spherical moment for position and an image flow measurement for velocity. A fully non-linear adaptive control design is provided that ensures global stability of the closed-loop system. © 2005 IEEE.

Distinguishing between mean-field, moment dynamics and stochastic descriptions of birth-death-movement processes

Mathematical descriptions of birth–death–movement processes are often calibrated to measurements from cell biology experiments to quantify tissue growth rates. Here we describe and analyze a discrete model of a birth–death-movement process applied to a typical two–dimensional cell biology experiment. We present three different descriptions of the system: (i) a standard mean–field description which neglects correlation effects and clustering; (ii) a moment dynamics description which approximately incorporates correlation and clustering effects, and; (iii) averaged data from repeated discrete simulations which directly incorporates correlation and clustering effects. Comparing these three descriptions indicates that the mean–field and moment dynamics approaches are valid only for certain parameter regimes, and that both these descriptions fail to make accurate predictions of the system for sufficiently fast birth and death rates where the effects of spatial correlations and clustering are sufficiently strong. Without any method to distinguish between the parameter regimes where these three descriptions are valid, it is possible that either the mean–field or moment dynamics model could be calibrated to experimental data under inappropriate conditions, leading to errors in parameter estimation. In this work we demonstrate that a simple measurement of agent clustering and correlation, based on coordination number data, provides an indirect measure of agent correlation and clustering effects, and can therefore be used to make a distinction between the validity of the different descriptions of the birth–death–movement process.

Improved estimation of size-transition matrices using tag-recapture data

We derive a new method for determining size-transition matrices (STMs) that eliminates probabilities of negative growth and accounts for individual variability. STMs are an important part of size-structured models, which are used in the stock assessment of aquatic species. The elements of STMs represent the probability of growth from one size class to another, given a time step. The growth increment over this time step can be modelled with a variety of methods, but when a population construct is assumed for the underlying growth model, the resulting STM may contain entries that predict negative growth. To solve this problem, we use a maximum likelihood method that incorporates individual variability in the asymptotic length, relative age at tagging, and measurement error to obtain von Bertalanffy growth model parameter estimates. The statistical moments for the future length given an individual's previous length measurement and time at liberty are then derived. We moment match the true conditional distributions with skewed-normal distributions and use these to accurately estimate the elements of the STMs. The method is investigated with simulated tag-recapture data and tag-recapture data gathered from the Australian eastern king prawn (Melicertus plebejus).

Estimation of growth parameters from multiple-recapture data

This article develops a method for analysis of growth data with multiple recaptures when the initial ages for all individuals are unknown. The existing approaches either impute the initial ages or model them as random effects. Assumptions about the initial age are not verifiable because all the initial ages are unknown. We present an alternative approach that treats all the lengths including the length at first capture as correlated repeated measures for each individual. Optimal estimating equations are developed using the generalized estimating equations approach that only requires the first two moment assumptions. Explicit expressions for estimation of both mean growth parameters and variance components are given to minimize the computational complexity. Simulation studies indicate that the proposed method works well. Two real data sets are analyzed for illustration, one from whelks (Dicathais aegaota) and the other from southern rock lobster (Jasus edwardsii) in South Australia.

Effect of individual variability on estimation of population parameters from length-frequency data

We consider estimation of mortality rates and growth parameters from length-frequency data of a fish stock when there is individual variability in the von Bertalanffy growth parameter L-infinity and investigate the possible bias in the estimates when the individual variability is ignored. Three methods are examined: (i) the regression method based on the Beverton and Holt's (1956, Rapp. P.V. Reun. Cons. Int. Explor. Mer, 140: 67-83) equation; (ii) the moment method of Powell (1979, Rapp. PV. Reun. Int. Explor. Mer, 175: 167-169); and (iii) a generalization of Powell's method that estimates the individual variability to be incorporated into the estimation. It is found that the biases in the estimates from the existing methods are, in general, substantial, even when individual variability in growth is small and recruitment is uniform, and the generalized method performs better in terms of bias but is subject to a larger variation. There is a need to develop robust and flexible methods to deal with individual variability in the analysis of length-frequency data.